Derivative Instruments (Tables)
 9 Months Ended
Oct. 02, 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 in our balance sheet for our interest rate hedges in the Condensed Consolidated Balance Sheets as of October 2, 2020:
(In thousands)Fair Value
Balance sheet captionAmount
Interest rate swap designated as cash flow hedgeOther accrued liabilities$1,037 
Interest rate swap designated as cash flow hedgeOther non-current liabilities$1,007 
    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 captionAmount
Interest rate swap designated as cash flow hedgeOther accrued liabilities$323 
Interest rate swap designated as cash flow hedgeOther 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 October 2, 2020:
(In thousands)Fair Value
Balance sheet captionAmount
Foreign currency forward designated as cash flow hedgeOther current assets$197 
Foreign currency forward designated as cash flow hedgeOther accrued liabilities$44 
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 captionAmount
Foreign currency forward designated as cash flow hedgeOther accrued liabilities$185