Fair Value Measurements (Tables)

6 Months Ended

Jul. 03, 2021

Fair Value Disclosures [Abstract]

Schedule of Fair Value of Assets and Liabilities

The Company’s assets and liabilities measured at fair value on a recurring basis as of July 3, 2021 and January 2, 2021, aggregated by the level in the fair value hierarchy within which those measurements fall, were as follows:

	July 3, 2021
	Level 1		Level 2		Level 3		Total
Assets
Money market funds	$	580	$	—	$	—	$	580
Liabilities
Interest rate swaps	$	—	$	1	$	—	$	1
	January 2, 2021
	Level 1		Level 2		Level 3		Total
Assets
Money market funds	$	696	$	—	$	—	$	696
Liabilities
Interest rate swaps	$	—	$	5	$	—	$	5

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 July 3, 2021 and January 2, 2021:

		Fair Value
	Balance Sheet Location	July 3, 2021		January 2, 2021
Derivatives designated as hedging instruments
Interest rate swaps	Accrued expenses and    other current liabilities	$	1	$	5
	Total liabilities	$	1	$	5

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 and 26 weeks ended July 3, 2021 and June 27, 2020:

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 Loss Reclassified from Accumulated Other Comprehensive Loss to Income, net of tax
For the 13 weeks ended July 3, 2021
Interest rate swaps	$	—	Interest expense—net	$	2
For the 13 weeks ended June 27, 2020
Interest rate swaps	$	(2)	Interest expense—net	$	2
For the 26 weeks ended July 3, 2021
Interest rate swaps	$	—	Interest expense—net	$	4
For the 26 weeks ended June 27, 2020
Interest rate swaps	$	(8)	Interest expense—net	$	2