DERIVATIVE FINANCIAL INSTRUMENTS	3 Months Ended
Mar. 30, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]
DERIVATIVE FINANCIAL INSTRUMENTS	DERIVATIVE FINANCIAL INSTRUMENTS Interest Rate Swaps On March 8, 2018, we entered into an interest rate swap agreement (the “Swaps”) to hedge the interest rate risk on the variable interest rate borrowings under our senior credit agreement. The Swaps, which we have designated and are accounting for as cash flow hedges, had an initial notional amount of $260.0 and maturities through December 2021 and effectively convert a portion of the borrowings under our senior credit agreement to a fixed rate of 2.535%, plus the applicable margin. As of March 30, 2019, the aggregate notional amounts of the Swaps was $256.8. As of March 30, 2019 and December 31, 2018, the fair value of the Swaps were $1.0 (long-term liability) and $0.2 (long-term asset), respectively. The unrealized gain (loss), net of tax, recorded in AOCI was $(0.7) and $0.2 at March 30, 2019 and December 31, 2018, respectively. We reclassify AOCI associated with our Swaps into earnings as a component of interest expense when the forecasted transaction impacts earnings. Currency Forward Contracts and Currency Forward Embedded Derivatives From time to time, we enter into forward contracts to manage the exposure on contracts with forecasted transactions denominated in non-functional currencies and to manage the risk of transaction gains and losses associated with assets/liabilities denominated in currencies other than the functional currency of certain subsidiaries (“FX forward contracts”). In addition, some of our contracts contain currency forward embedded derivatives (“FX embedded derivatives”), because the currency of exchange is not “clearly and closely” related to the functional currency of either party to the transaction. Certain of our FX forward contracts are designated as cash flow hedges. To the extent these derivatives are effective in offsetting the variability of the hedged cash flows, changes in the derivatives’ fair value are not included in current earnings, but are included in AOCI. These changes in fair value are reclassified into earnings as a component of revenues or cost of products sold, as applicable, when the forecasted transaction impacts earnings. In addition, if the forecasted transaction is no longer probable, the cumulative change in the derivatives’ fair value is recorded as a component of “Other income (expense), net” in the period in which the transaction is no longer considered probable of occurring. We had FX forward contracts with an aggregate notional amount of $20.2 and $14.4 outstanding as of March 30, 2019 and December 31, 2018, respectively, with all of the $20.2 scheduled to mature within one year. We also had FX embedded derivatives with an aggregate notional amount of $0.4 at March 30, 2019 and December 31, 2018, with all of the $0.4 scheduled to mature within one year. There were no unrealized gains or losses recorded in AOCI related to FX forward contracts as of March 30, 2019 and December 31, 2018. The fair value of our FX forward contracts and FX embedded derivative instruments were not material in relation to our condensed consolidated balance sheets as of March 30, 2019 and December 31, 2018. Commodity Contracts From time to time, we enter into commodity contracts to manage the exposure on forecasted purchases of commodity raw materials. At March 30, 2019 and December 31, 2018, the outstanding notional amount of commodity contracts was 3.2 and 3.9 pounds of copper, respectively. We designate and account for these contracts as cash flow hedges and, to the extent these commodity contracts are effective in offsetting the variability of the forecasted purchases, the change in fair value is included in AOCI. We reclassify AOCI associated with our commodity contracts to cost of products sold when the forecasted transaction impacts earnings. As of March 30, 2019 and December 31, 2018, the fair value of these contracts were $0.3 (current asset) and $1.0 (current liability), respectively. The unrealized gains (losses), net of taxes, recorded in AOCI were $0.2 and $(0.8) as of March 30, 2019 and December 31, 2018, respectively. We anticipate reclassifying the unrealized gains as of March 30, 2019 to earnings over the next 12 months.

DERIVATIVE FINANCIAL INSTRUMENTS

Interest Rate Swaps

On March 8, 2018, we entered into an interest rate swap agreement (the “Swaps”) to hedge the interest rate risk on the variable interest rate borrowings under our senior credit agreement. The Swaps, which we have designated and are accounting for as cash flow hedges, had an initial notional amount of $260.0 and maturities through December 2021 and effectively convert a portion of the borrowings under our senior credit agreement to a fixed rate of 2.535%, plus the applicable margin. As of March 30, 2019, the aggregate notional amounts of the Swaps was $256.8. As of March 30, 2019 and December 31, 2018, the fair value of the Swaps were $1.0 (long-term liability) and $0.2 (long-term asset), respectively. The unrealized gain (loss), net of tax, recorded in AOCI was $(0.7) and $0.2 at March 30, 2019 and December 31, 2018, respectively. We reclassify AOCI associated with our Swaps into earnings as a component of interest expense when the forecasted transaction impacts earnings.

Currency Forward Contracts and Currency Forward Embedded Derivatives

From time to time, we enter into forward contracts to manage the exposure on contracts with forecasted transactions denominated in non-functional currencies and to manage the risk of transaction gains and losses associated with assets/liabilities denominated in currencies other than the functional currency of certain subsidiaries (“FX forward contracts”). In addition, some of our contracts contain currency forward embedded derivatives (“FX embedded derivatives”), because the currency of exchange is not “clearly and closely” related to the functional currency of either party to the transaction. Certain of our FX forward contracts are designated as cash flow hedges. To the extent these derivatives are effective in offsetting the variability of the hedged cash flows, changes in the derivatives’ fair value are not included in current earnings, but are included in AOCI. These changes in fair value are reclassified into earnings as a component of revenues or cost of products sold, as applicable, when the forecasted transaction impacts earnings. In addition, if the forecasted transaction is no longer probable, the cumulative change in the derivatives’ fair value is recorded as a component of “Other income (expense), net” in the period in which the transaction is no longer considered probable of occurring.

We had FX forward contracts with an aggregate notional amount of $20.2 and $14.4 outstanding as of March 30, 2019 and December 31, 2018, respectively, with all of the $20.2 scheduled to mature within one year. We also had FX embedded derivatives with an aggregate notional amount of $0.4 at March 30, 2019 and December 31, 2018, with all of the $0.4 scheduled to mature within one year. There were no unrealized gains or losses recorded in AOCI related to FX forward contracts as of March 30, 2019 and December 31, 2018.

The fair value of our FX forward contracts and FX embedded derivative instruments were not material in relation to our condensed consolidated balance sheets as of March 30, 2019 and December 31, 2018.

Commodity Contracts

From time to time, we enter into commodity contracts to manage the exposure on forecasted purchases of commodity raw materials. At March 30, 2019 and December 31, 2018, the outstanding notional amount of commodity contracts was 3.2 and 3.9 pounds of copper, respectively. We designate and account for these contracts as cash flow hedges and, to the extent these commodity contracts are effective in offsetting the variability of the forecasted purchases, the change in fair value is included in AOCI. We reclassify AOCI associated with our commodity contracts to cost of products sold when the forecasted transaction impacts earnings. As of March 30, 2019 and December 31, 2018, the fair value of these contracts were $0.3 (current asset) and $1.0 (current liability), respectively. The unrealized gains (losses), net of taxes, recorded in AOCI were $0.2 and $(0.8) as of March 30, 2019 and December 31, 2018, respectively. We anticipate reclassifying the unrealized gains as of March 30, 2019 to earnings over the next 12 months.