Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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Nominal or face amount used to calculate payments on the derivative liability.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Date the derivative contract matures, in CCYY-MM-DD format.

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Fixed interest rate that will be received or paid upon exercise of the interest rate swaption contract.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Accumulated change, before tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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Date the derivative contract becomes effective and dates the notional amount decreases, in CCYY-MM-DD format.

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The estimated before tax amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Derivative Instruments and Hedging - Additional Information (Detail) - USD ($)			3 Months Ended
	Jun. 07, 2019	Jun. 11, 2018	Apr. 03, 2021	Jan. 02, 2021
Derivative
Maximum length of time hedging forecasted			3 years
Derivative loss included in accumulated other comprehensive income (loss) that are expected to be reclassified into earnings within the next 12 months, net of tax			$ 3,852,000
Derivative loss included in accumulated other comprehensive income (loss) that are expected to be reclassified into earnings within the next 12 months, before tax			5,150,000
Interest Rate Swap
Derivative
Forward-starting interest rate swap, effective date	Apr. 02, 2020	Apr. 02, 2020
Forward starting interest rate swap, termination date	Mar. 31, 2024	Mar. 31, 2024
Derivative interest rate swap percentage	1.901%	3.1005%
Cumulative losses for qualifying hedges reported as a component of accumulated other comprehensive loss net of tax			17,086,000	$ 20,979,000
Cumulative losses for qualifying hedges reported as a component of accumulated other comprehensive loss before tax			22,956,000	28,161,000
Interest Rate Swap \| Cash Flow Hedging
Derivative
Notional amount	$ 250,000,000	$ 500,000,000	500,000,000	750,000,000
Interest Rate Swap \| Cash Flow Hedging \| April 2, 2020
Derivative
Notional amount			$ 500,000,000
Forward-starting interest rate swap, effective date			Apr. 02, 2020
Interest Rate Swap \| Cash Flow Hedging \| March 31, 2021
Derivative
Notional amount			$ 250,000,000
Forward-starting interest rate swap, effective date			Mar. 31, 2021
Current Swap \| Derivative Payable
Derivative
Interest rate swap liability			$ 23,053,000	$ 28,283,000