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v3.22.2.2

Financial Instruments and Derivative Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) |  | 3 Months Ended | 9 Months Ended | 12 Months Ended |  |  |
--- | --- | --- | --- | --- | --- | --- | ---
Aug. 02, 2022 USD ($) | Sep. 25, 2022 USD ($) | Sep. 25, 2022 USD ($) | Dec. 31, 2021 | Mar. 30, 2021 USD ($) | Mar. 29, 2021 | Apr. 24, 2020 USD ($)
Derivative instruments |  |  |  |  |  |  |
Percentage of projected intercompany purchases hedged by forward exchange contracts |  |  | 60.00% |  |  |  |
Period of projected intercompany purchase transactions |  |  | 12 months | 12 months |  |  |
Maximum |  |  |  |  |  |  |
Derivative instruments |  |  |  |  |  |  |
Percentage of projected intercompany purchases hedged by forward exchange contracts |  |  |  | 85.00% |  |  |
LIBOR |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |
Derivative, floor interest rate |  |  |  |  | 0.00% | 1.00% |
SOFR |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |
Adjustment to interest rate | 0.10 |  |  |  |  |  |
Floor rate | 0.00% |  |  |  |  |  |
Revolving credit facility |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |
Borrowing capacity |  |  |  |  | $ 800,000,000 |  | $ 800,000,000
Revolving credit facility | SOFR |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |
Adjustment to interest rate | 0.10 |  |  |  |  |  |
Floor rate | 0.00% |  |  |  |  |  |
Swing Line Loans |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |
Borrowing capacity |  |  |  |  | $ 15,000,000 |  |
Forward exchange contracts | Cash Flow Hedging |  |  |  |  |  |  |
Derivative instruments |  |  |  |  |  |  |
Designated foreign currency hedges |  | $ (400,000) | $ (400,000) |  |  |  |
Forward exchange contracts | Designated |  |  |  |  |  |  |
Amount of Gain or (Loss) Recognized in Income on Derivatives |  |  |  |  |  |  |
Period of time for expected reclassification |  |  | 12 months |  |  |  |
Canadian Dollar to US Dollar Contracts |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |
Derivative notional amount |  | 15,700,000 | $ 15,700,000 |  |  |  |
US Dollar to Chinese Yuan Contracts |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |
Derivative notional amount |  | 2,800,000 | 2,800,000 |  |  |  |
Interest Rate Swap | Designated | Cash Flow Hedging |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |
Derivative fixed interest rate | 0.942% |  |  |  | 1.02975% |  |
Derivative notional amount | $ 100,000,000.0 |  |  |  | $ 100,000,000.0 |  |
Gain (loss) recognized in Accumulated Other Comprehensive Loss, effective portion |  | $ 1,800,000 | $ 6,700,000 |  |  |  |
Interest Rate Swap | Designated | Cash Flow Hedging | LIBOR |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |
Derivative, floor interest rate |  |  |  |  | 0.00% |  |
Interest Rate Swap | Designated | Cash Flow Hedging | SOFR |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |
Derivative, floor interest rate | 0.10% |  |  |  |  |  |

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