Derivative Instruments (Tables)
 3 Months Ended
Apr. 03, 2020
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 April 3, 2020:
(In thousands)
 
Fair Value
 
 
Balance sheet caption
 
Amount
Interest rate swap designated as cash flow hedge
 
Other accrued liabilities
 
$
980

Interest rate swap designated as cash flow hedge
 
Other non-current liabilities
 
$
1,426


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, 2019:
(In thousands)
 
Fair Value
 
 
Balance sheet caption
 
Amount
Interest rate swap designated as cash flow hedge
 
Other accrued liabilities
 
$
323

Interest rate swap designated as cash flow hedge
 
Other non-current liabilities
 
$
686
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 April 3, 2020:
(In thousands)
 
Fair Value
 
 
Balance sheet caption
 
Amount
Foreign currency forward designated as cash flow hedge
 
Other accrued liabilities
 
$
423

Foreign currency forward designated as cash flow hedge
 
Other non-current liabilities
 
$
23
Schedule of Notional Amounts of Outstanding Derivative Positions
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 December 31, 2019:
(In thousands)
 
Fair Value
 
 
Balance sheet caption
 
Amount
Foreign currency forward designated as cash flow hedge
 
Other accrued liabilities
 
$
185