We are exposed to a variety of market risks, including changes in interest rates affecting the return on our cash and cash equivalents, restricted cash and short-term and long-term investments and fluctuations in foreign currency exchange rates. 52 Table of Contents Interest Rate Exposure Our cash and cash equivalents and restricted cash consist principally of money market securities which are short-term in nature. At June 30, 2026, our aggregate short-term and long-term investments were $332.2 million, consisting mostly of U.S. government backed securities and highly rated corporate debt securities. At June 30, 2026, there was a $1.3 million net unrealized loss position on marketable securities included in “Accumulated other comprehensive loss” in the condensed consolidated balance sheets included elsewhere in this Quarterly Report on Form 10-Q. A hypothetical 100 basis point change in interest rates would result in a $2.9 million and $2.7 million change in interest income earned, respectively, during each of the nine months ended June 30, 2026 and 2025. Currency Rate Exposure Sales in currencies other than the U.S. dollar were approximately 39% and 34% of our total sales, respectively, during the nine months ended June 30, 2026 and 2025. These sales were made primarily by our foreign subsidiaries, which have cost structures that substantially align with the currency of sale. We believe the cost structure alignment minimizes our currency risk on these transactions. We have transactions and balances denominated in currencies other than the functional currency of the transacting entity. Most of these transactions carrying foreign exchange risk are in Germany, the United Kingdom, and China. In the normal course of our business, we have liquid assets denominated in non-functional currencies which include cash, short-term advances between our legal entities and accounts receivable which are subject to foreign currency exposure. Such balances were $44.7 million and $49.7 million, respectively, at June 30, 2026 and September 30, 2025, and primarily relate to the Euro and British Pound. We mitigate the impact of potential currency translation losses on these short-term intercompany advances by the timely settlement of each transaction, generally within 30 days. We also utilize forward contracts to mitigate our exposures to currency movement. We incurred foreign currency losses of $1.4 million and $1.3 million during the nine months ended June 30, 2026 and 2025, respectively, which related to the currency fluctuation on these balances between the time the transaction occurred and the ultimate settlement of the transaction. A hypothetical 10% change in foreign exchange rates as of June 30, 2026 would result in an approximate change of $0.7 million in our net loss during the nine months ended June 30, 2026.