We are exposed to market risk from changes in interest rates, foreign currency exchange rates and commodity prices as well as credit risk, each of which could impact our consolidated financial statements. We generally address our exposure to these risks through our normal operating activities. Please refer to quantitative and qualitative disclosures about market risk in “Management’s Discussion and Analysis of Financial Condition and Results of Operations—Qualitative and Quantitative Disclosures About Market Risk,” in our 2025 10-K. During the three and six months ended July 3, 2026, we used foreign currency forward and call option contracts to hedge our foreign currency risk associated with certain foreign denominated balance sheet transactions. These foreign currency forwards and call option contracts are not designated as a hedge for accounting purposes and therefore the changes in the fair value of these instruments are recognized immediately in earnings. As of July 3, 2026, the Company had outstanding foreign currency forward contracts with an aggregate notional amount of $90.2 million. Any realized and unrealized gain (losses) related to forward contracts and call options partially offset the corresponding gains (losses) related to the underlying foreign denominated balance sheet transactions. For additional information on hedging transactions and derivative financial instruments, please refer to Note 9 to our Condensed Consolidated Financial Statements in this Quarterly Report on Form 10-Q. Other than as set forth herein, there have been no material changes in our primary market risk exposures or how those exposures are managed from the information disclosed in our 2025 10-K.