Fair Value Measurements (Tables)

3 Months Ended

Mar. 28, 2020

Schedule of Fair Value of Assets and Liabilities

The Company’s assets and liabilities measured at fair value on a recurring basis as of March 28, 2020 and December 28, 2019, aggregated by the level in the fair value hierarchy within which those measurements fall, were as follows:



	March 28, 2020
	Level 1		Level 2		Level 3		Total
Assets
Money market funds	$	1,029	$	—	$	—	$	1,029
Liabilities
Interest rate swaps	$	—	$	10	$	—	$	10
	December 28, 2019
	Level 1		Level 2		Level 3		Total
Liabilities
Interest rate swaps	$	—	$	1	$	—	$	1

Schedule of Derivative Instruments in Statement of Financial Position

The following table presents the balance sheet location and fair value of the interest rate swaps as of March 28, 2020 and December 28, 2019:



		Fair Value
	Balance Sheet Location	March 28, 2020		December 28, 2019
Derivatives designated as hedging instruments
Interest rate swaps	Accrued expenses and other current liabilities	$	7	$	—
Interest rate swaps	Other long-term liabilities	3		1
	Total liabilities	$	10	$	1

Schedule of Derivative Instruments, effect on OCI [Table Text Block]

The following table presents the effect of the Company’s interest rate swaps in its Consolidated Statements of Comprehensive Income for the 13 weeks ended March 28, 2020 and March 30, 2019:



Derivatives in Cash Flow Hedging Relationships	Amount of Loss Recognized in Accumulated Other Comprehensive Loss, net of tax			Location of Amounts Reclassified from Accumulated Other Comprehensive Loss	Amount of Gain Reclassified from Accumulated Other Comprehensive Loss to Income, net of tax
For the 13 weeks ended March 28, 2020
Interest rate swaps	$	(6	)	Interest expense—net	$	—
For the 13 weeks ended March 30, 2019
Interest rate swaps	$	(4	)	Interest expense—net	$	(2	)