Market Risk Disclosures We are exposed to market risk related to changes in interest rates and foreign exchange rates. We do not use derivative financial instruments for speculative or trading purposes. Interest Rate We maintain an investment portfolio consisting of bank deposits and money market funds. The funds provide daily liquidity and may be subject to interest rate risk and fall in value if market interest rates increase. We do not expect our operating expenses to be affected to any significant degree by a sudden change in market interest rates. The following table presents the principal amounts and related weighted-average yields for our investments with interest rate risk at June 30, 2026 and September 30, 2025: June 30, 2026 September 30, 2025 Cost Basis Carrying Amount Average Yield Cost Basis Carrying Amount Average Yield (Dollars in thousands) Cash and cash equivalents $ 248,444 $ 248,444 2.97 % $ 134,136 $ 134,136 1.77 % 31 Table of Contents The fair value of the Senior Notes may increase or decrease due to various factors, including fluctuations in market interest rates and fluctuations in general economic conditions. See “Management’s Discussion and Analysis of Financial Condition and Results of Operations – Capital Resources and Liquidity” for additional information on the Senior Notes. The following table presents the face values and fair values for the Senior Notes at June 30, 2026 and September 30, 2025: June 30, 2026 September 30, 2025 Face Value Fair Value Face Value Fair Value (In thousands) The 2018 Senior Notes $ — $ — $ 400,000 $ 399,500 The 2019 Senior Notes and the 2021 Senior Notes 900,000 874,125 900,000 875,250 The 2025 Senior Notes 1,500,000 1,475,625 1,500,000 1,518,750 The 2026 Senior Notes 1,000,000 983,750 — — Total $ 3,400,000 $ 3,333,500 $ 2,800,000 $ 2,793,500 We have interest rate risk with respect to our unsecured revolving line of credit and term loan. Interest rates on amounts borrowed under the revolving line of credit and term loan are based on (i) an adjusted base rate, which is the greatest of (a) the prime rate, (b) the Federal Funds rate plus 0.5%, and (c) the Daily Simple Secured Overnight Financing Rate (“SOFR”) plus 1%, plus, in each case, an applicable margin, (ii) the Daily Simple SOFR plus an applicable margin (or, if such rate is no longer available, a successor benchmark rate determined in accordance with the terms of the credit agreement), or (iii) term SOFR (without a credit spread adjustment) plus an applicable margin (or, if such rate is no longer available, a successor benchmark rate determined in accordance with the terms of the credit agreement). The applicable margin for base rate borrowings and for SOFR borrowings for the loans under the credit agreement is determined based on our consolidated leverage ratio. The applicable margin for loans under the revolving line of credit for base rate borrowings ranges from 0% to 1% per annum and for SOFR borrowings ranges from 1% to 2% per annum. The applicable margin for the term loan for base rate borrowings ranges from 0.5% to 1.25% per annum and for SOFR borrowings ranges from 1.5% to 2.25% per annum. A change in interest rates on this variable rate debt impacts the interest incurred and cash flows, but does not impact the fair value of the instrument. As of June 30, 2026, we had $710.0 million in borrowings outstanding under the revolving line of credit at a weighted-average interest rate of 5.643% and $1.5 billion in outstanding balance of the term loan at an interest rate of 5.863%. Foreign Currency Forward Contracts We maintain a program to manage our foreign exchange rate risk on existing foreign-currency-denominated receivables and cash balances by entering into forward contracts to sell or buy foreign currencies. At period end, foreign-currency-denominated receivables and cash balances held by our various reporting entities are remeasured into their respective functional currencies at current market rates. The change in value from this remeasurement is then reported as a foreign exchange gain or loss for that period in our accompanying condensed consolidated statements of income and comprehensive income and the resulting gain or loss on the forward contract mitigates the foreign exchange rate risk of the associated assets. All of our foreign currency forward contracts have maturity periods of less than three months. Such derivative financial instruments are subject to market risk. The following tables summarize our outstanding foreign currency forward contracts, by currency, at June 30, 2026 and September 30, 2025: 32 Table of Contents June 30, 2026 Contract Amount Fair Value Foreign Currency USD USD (In thousands) Sell foreign currency: Euro (EUR) EUR 4,300 $ 4,907 $ — Buy foreign currency: British pound (GBP) GBP 5,902 $ 7,800 $ — Singapore dollar (SGD) SGD 6,853 $ 5,300 $ — September 30, 2025 Contract Amount Fair Value Foreign Currency USD USD (In thousands) Sell foreign currency: Euro (EUR) EUR 7,700 $ 9,034 $ — Buy foreign currency: British pound (GBP) GBP 10,019 $ 13,500 $ — Singapore dollar (SGD) SGD 8,087 $ 6,300 $ — The foreign currency forward contracts were entered into on June 30, 2026 and September 30, 2025; therefore, their fair value was $0 on each of these dates.