Our market exposure risk is primarily related to interest rate risk in connection with our variable rate long-term indebtedness. Our principal interest rate exposure relates to the loans outstanding under our credit facilities, which bear interest rates that are indexed against Term SOFR. Interest rate risk is highly sensitive due to many factors, monetary and tax policy, macroeconomic factors, and other factors beyond our control. We do not hold or use derivative financial instruments for trading purposes. At June 30, 2026, we had outstanding borrowings under our credit facilities consisting of a $938.1 million Term Loan (excluding unamortized original issue discount and debt issuance costs of $10.6 million) and no borrowings under our Revolving Credit Facility, which bear variable interest rates. In order to mitigate our exposure to rising interest rates, we entered into a derivative swap contract effective on March 3, 2025, which limits the Term SOFR rate to a fixed rate of 3.829% on $300 million of principal outstanding under our Term Loan. The agreement applies to interest payments through February 29, 2028. In addition, we entered into a derivative collar contract effective on March 3, 2025, which limits the Term SOFR rate to a cap of 4.500% and floor of 3.001% on $300 million of principal outstanding under our Term Loan. The agreement applies to interest payments through February 29, 2028. As of June 30, 2026, the Term SOFR rate was 3.65% and we had $638.1 million of our Term Loan borrowings subject to variable interest rates. At June 30, 2026, a hypothetical 0.25% change in market interest rates would have no material impact on our annual interest expense and financial results. 39 Table of Contents