Derivative Instruments (Tables)
 9 Months Ended
Sep. 28, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Liabilities at Fair Value
The following table summarizes the amount at fair value and location of the derivative instruments used for our interest rate hedges in the Condensed Consolidated Balance Sheets as of September 28, 2018:
(In thousands)
 
Fair Value
 
 
Balance sheet caption
 
Amount
Interest rate swap designated as cash flow hedge
 
Other current assets
 
$
154

Interest rate swap designated as cash flow hedge
 
Other non-current assets
 
$
956

The following table summarizes the amount at fair value and location of the derivative instruments used for our interest rate hedges in the Condensed Consolidated Balance Sheets as of December 31, 2017:
(In thousands)
 
Fair Value
 
 
Balance sheet caption
 
Amount
Interest rate swap designated as cash flow hedge
 
Other accrued liabilities
 
$
127

Interest rate swap designated as cash flow hedge
 
Other non-current assets
 
$
60
Schedule of Foreign Exchange Contracts, Statement of Financial Position
The following table summarizes the amount at fair value and location of the derivative instruments used for our forward contract hedges in the Condensed Consolidated Balance Sheets as of September 28, 2018:
(In thousands)
 
Fair Value
 
 
Balance sheet caption
 
Amount
Foreign currency forward designated as cash flow hedge
 
Other accrued liabilities
 
$
183

Foreign currency forward designated as cash flow hedge
 
Other non-current liabilities
 
$
13
Schedule of Notional Amounts of Outstanding Derivative Positions
The notional amounts of outstanding foreign currency forward contracts shown below report the total U.S. dollar equivalent position of all contracts for each foreign currency position as of September 28, 2018.
(In thousands)
 
Notional
 
Fair Value
Euro
 
$
8,829

 
$
(248
)
 
 
 
 
 
Latest maturity date
 
June 2020