Interest Rate Sensitivity As of June 26, 2026, we had cash and cash equivalents of $669.4 million, which consisted of cash and highly-liquid money market funds. In addition, we had short-term and long-term investments of $87.1 million, which primarily consisted of equity method investments and equity securities without a readily determinable fair value. Our investment policy is focused on the preservation of capital and support for our liquidity requirements. Under the policy, we invest in highly rated securities with a minimum credit rating of A- while limiting the amount of credit exposure to any one issuer other than the U.S. government. We do not invest in financial instruments for trading or speculative purposes, nor do we use leveraged financial instruments. We utilize external investment managers who adhere to the guidelines of our investment policy. The investments within our fixed-income portfolio are subject to fluctuations in interest rates, which could affect our financial position, and to a lesser extent, results of operations. Foreign Currency Exchange Risk We maintain business operations in foreign countries, most significantly in Australia, China, Germany, Ireland, Poland, and the United Kingdom ("U.K."). Additionally, a portion of our business is conducted outside of the U.S. through subsidiaries with functional currencies other than the U.S. dollar, most notably: •Australian Dollar •British Pound •Chinese Yuan •Euro •Polish Zloty As a result, we face exposure to adverse movements in currency exchange rates as the financial results of our international operations are translated from local currency into U.S. dollars upon consolidation. The majority of our revenue generated from international markets is denominated in U.S. dollars, while the operating expenses of our foreign subsidiaries are predominantly denominated in local currencies. Therefore, our operating expenses will increase when the U.S. dollar weakens against the local currency and decrease when the U.S. dollar strengthens against the local currency. Additionally, foreign exchange rate fluctuations on transactions denominated in currencies other than the functional currency result in gains or losses that are reflected in our unaudited interim condensed consolidated statements of operations. Our foreign operations are subject to the same risks present when conducting business internationally, including, but not limited to, changes in economic conditions and geopolitical climate, differing tax structures, foreign exchange rate volatility, and other regulations and restrictions. We also enter into forward currency contracts exclusively designated as cash flow hedges, which have a maturity of thirteen months or less, to reduce the impact of currency volatility on U.S. dollar operating expenses. The gains and losses from the effective portions of cash flow hedges are recorded at fair value as a component of AOCI, until the hedged transaction affects earnings. In the period when the hedged transaction affects earnings, the corresponding gains or losses of the cash flow hedge are recognized in the same line item in our unaudited interim condensed consolidated statements of operations. The pre-tax losses attributed to the effective portion of cash flow hedges recognized in AOCI was $1.0 million in the third quarter of fiscal 2026 and was $2.2 million in the fiscal year-to-date period ended June 26, 2026. The pre-tax gains attributed to the effective portion of cash flow hedges recognized in AOCI was $2.0 million in the third quarter of fiscal 2025 and was $2.2 million in the fiscal year-to-date period ended June 27, 2025. The pre-tax effective portion of the gains or losses reclassified to the unaudited interim condensed consolidated statements of operations was a $1.3 million gain in the fiscal year-to-date period ended June 26, 2026, and was not material in the third quarters of fiscal 2026 and fiscal 2025, and in the fiscal year-to-date period ended June 27, 2025. We also enter into foreign currency forward contracts to hedge against assets and liabilities for which we have foreign currency exchange rate exposure and selected anticipated expenses. The contracts hedging receivables and payables are carried at fair value with changes in the fair value recorded to other income/(expense), net, in our unaudited interim condensed consolidated statements of operations. 60 Table of Contents As of June 26, 2026 and September 26, 2025, the total notional amounts of outstanding contracts were $149.9 million and $195.9 million, respectively. As of June 26, 2026, the outstanding derivative instruments had maturities of equal to or less than 3 months. A sensitivity analysis was performed on all of our foreign currency forward contracts as of June 26, 2026. This sensitivity analysis was based on a modeling technique that measures the hypothetical market value resulting from a 10% shift in the value of exchange rates relative to the U.S. dollar. For these forward contracts, duration modeling was used where hypothetical changes were made to the spot rates of the currency. A 10% increase in the value of the U.S. dollar would lead to a decrease in the fair value of our financial instruments by $1.3 million. Conversely, a 10% decrease in the value of the U.S. dollar would result in an increase in the fair value of these financial instruments by $1.3 million. 61 Table of Contents