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DERIVATIVE FINANCIAL INSTRUMENTS (Details) lb in Millions	3 Months Ended	12 Months Ended
	Apr. 03, 2021 USD ($) lb	Dec. 31, 2020 USD ($) lb
Initial Swaps | Derivative contracts designated as hedging instruments
Derivative Financial Instruments
Fixed rate (percentage)	2.535%
Additional Swaps | Derivative contracts designated as hedging instruments
Derivative Financial Instruments
Aggregate notional amount	$ 248,400,000
Additional Swaps | Derivative contracts designated as hedging instruments | Term loan
Derivative Financial Instruments
Fixed rate (percentage)	1.061%
Swaps | Derivative contracts designated as hedging instruments
Derivative Financial Instruments
Unrealized gain (loss) recorded in AOCI	$ 2,500,000	$ 5,900,000
Derivative fair value	3,400,000	7,800,000
Derivative Liability	2,200,000	1,400,000
FX Forward Contracts
Derivative Financial Instruments
Aggregate notional amount	12,400,000	6,300,000
Commodity contracts
Derivative Financial Instruments
Unrealized gain (loss) recorded in AOCI	(1,100,000)	(1,500,000)
Fair value of derivative contract - asset	1,500,000	$ 2,400,000
Gain (loss) to be reclassified over the next 12 months	$ 1,100,000
Commodity contracts | Derivative contracts designated as hedging instruments
Derivative Financial Instruments
Notional amount of commodity contracts (in pounds of copper) | lb	3.1	3.2

X

- Definition

Amount, after tax, of accumulated gain (loss) on derivative instrument designated and qualifying as cash flow hedge included in assessment of hedge effectiveness.

+ References

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Fair value of the assets less the liabilities of a derivative or group of derivatives.

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Fixed interest rate related to the interest rate derivative.

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Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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Fair value as of the balance sheet date of all price risk derivative assets designated as cash flow hedging instruments.

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