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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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 ($)		12 Months Ended
	Jul. 26, 2013	Dec. 30, 2017	Dec. 31, 2016	Jan. 02, 2016
Derivative
Cumulative losses for qualifying hedges reported as a component of accumulated other comprehensive loss net of tax		$ 5,392,000	$ 16,002,000	$ 23,135,000
Maximum length of time hedging forecasted		3 years
Derivative losses included in accumulated other comprehensive income(loss) that are expected to be reclassified into earnings within the next 12 months, net of tax		$ 4,171,000
Derivative losses included in accumulated other comprehensive income(loss) that are expected to be reclassified into earnings within the next 12 months, before tax		$ 5,591,000
Interest Rate Swap
Derivative
Forward-starting interest rate swap, effective date	Mar. 31, 2014
Forward starting interest rate swap, termination date	Apr. 02, 2020
Derivative interest rate swap percentage		2.41%
Cumulative losses for qualifying hedges reported as a component of accumulated other comprehensive loss net of tax		$ 5,392,000	16,002,000
Cumulative losses for qualifying hedges reported as a component of accumulated other comprehensive loss before tax		8,839,000	26,232,000
Interest Rate Swap \| Cash Flow Hedging
Derivative
Notional amount	$ 1,500,000,000	1,250,000,000	$ 1,500,000,000
Interest Rate Swap \| Cash Flow Hedging \| March 31, 2014
Derivative
Notional amount		$ 1,500,000,000
Forward-starting interest rate swap, effective date		Mar. 31, 2014
Interest Rate Swap \| Cash Flow Hedging \| April 3, 2017
Derivative
Notional amount		$ 1,250,000,000
Forward-starting interest rate swap, effective date		Apr. 03, 2017
Interest Rate Swap \| Cash Flow Hedging \| Prior To Third Anniversary
Derivative
Notional amount		$ 1,000,000,000
Forward-starting interest rate swap, effective date		Apr. 01, 2019