{"url_path":"/sec/rvty/10-q/2026/item-3","section_key":"item-3","section_title":"Item 3 Quantitative and Qualitative Disclosures About Market Risk","topic":"sec","document":{"doc_type":"10-Q","doc_date":"2026-05-12","source_url":"https://www.sec.gov/Archives/edgar/data/31791/0000031791-26-000019-index.html","accession_number":"0000031791-26-000019","cik":"0000031791","ticker":"RVTY","issuer_name":"REVVITY, INC.","edgar_url":"https://www.sec.gov/Archives/edgar/data/31791/0000031791-26-000019-index.html","primary_entity_key":"0000031791","primary_entity_name":"REVVITY, INC."},"word_count":245,"has_tables":true,"body_markdown":"Item 3.Quantitative and Qualitative Disclosures About Market Risk\n\nMarket Risk. We are exposed to market risk, including changes in interest rates and currency exchange rates. To manage the volatility relating to these exposures, we enter into various derivative transactions pursuant to our policies to hedge against known or forecasted market exposures. We briefly describe several of the market risks we face below. Our market risks are not materially different from the disclosure provided under the heading, Item 7A. “Quantitative and Qualitative Disclosures About Market Risk,” in our 2025 Form 10-K.\n\nForeign Currency Exchange Risk—Value-at-Risk Disclosure. We continue to measure foreign currency risk using the Value-at-Risk model described in Item 7A. “Quantitative and Qualitative Disclosures About Market Risk,” in our 2025 Form 10-K. The measures for our Value-at-Risk analysis have not changed materially.\n\n28\n\n[Table of Contents](#i0499c4567bc54f22a925e72b7a1c2abd_7)\n\nInterest Rate Risk. Our debt portfolio is primarily comprised of fixed interest debt. Our cash and cash equivalents, for which we receive interest at variable rates, were $860.3 million at April 5, 2026. Fluctuations in interest rates can therefore have a direct impact on both our short-term cash flows, as they relate to interest, and our earnings. To manage the volatility relating to these exposures, we periodically enter into various derivative transactions pursuant to our policies to hedge against known or forecasted interest rate exposures. However, no such instruments are outstanding at April 5, 2026. We believe that we do not have any material exposure of interest rate risk."}