Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 29, 2014

Derivative [Line Items]

Fair value of derivative instruments in Condensed Consolidated Balance Sheet

Fair Value of Derivative Instruments and the Classification in Condensed Consolidated Balance Sheet:

(In thousands)	Condensed Consolidated Balance Sheet Location	Fair Value as of			Fair Value as of			Fair Value as of
		June 29, 2014			December 31, 2013			June 30, 2013
Derivatives designated as hedging instruments:
Interest rate swaps	Derivative Liability	$	(11,279	)	$	(3,916	)	$	(20,122	)
Total derivatives designated as hedging instruments		$	(11,279	)	$	(3,916	)	$	(20,122	)
Derivatives not designated as hedging instruments:
Interest rate swaps	Derivative Liability	$	(18,831	)	$	(22,746	)	$	(6,650	)
Total derivatives not designated as hedging instruments		$	(18,831	)	$	(22,746	)	$	(6,650	)
Net derivative liability		$	(30,110	)	$	(26,662	)	$	(26,772	)

Effects of derivative instruments on income (loss) and other comprehensive income (loss)

Effects of Derivative Instruments on Income (Loss) and Other Comprehensive Income (Loss) for the three-month periods ended June 29, 2014 and June 30, 2013:

(In thousands)

Amount of Gain (Loss) Recognized in  Accumulated OCI on Derivatives (Effective Portion)

Amount and Location of Gain (Loss) Reclassified from Accumulated OCI into Income (Effective Portion)

Amount and Location of Gain (Loss) Recognized in Income on Derivative (Ineffective Portion)

Derivatives designated as Cash Flow Hedging Relationships

Three months ended

Three months ended

Three months ended

Three months ended

Three months ended

Three months ended

6/29/14

6/30/13

6/29/14

6/30/13

6/29/14

6/30/13

Interest rate swaps

$

(4,622

)

$

—

Interest Expense

$

—

$

—

Net effect of swaps

$

—

$

3,268

(In thousands)	Amount and Location of Gain (Loss) Recognized in Income on Derivative
Derivatives not designated as Cash Flow Hedging Relationships		Three months ended		Three months ended
		6/29/14		6/30/13
Interest rate swaps	Net effect of swaps	$	2,301	$	992
		$	2,301	$	992

Effects of Derivative Instruments on Income (Loss) and Other Comprehensive Income (Loss) for the twelve-month periods ended June 29, 2014 and June 30, 2013:

(In thousands)	Amount of Gain (Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion)					Amount and Location of Gain (Loss) Reclassified from Accumulated OCI into Income (Effective Portion)						Amount and Location of Gain (Loss) Recognized in Income on Derivative (Ineffective Portion)
Derivatives designated as Cash Flow Hedging Relationships	Twelve months ended			Twelve months ended			Twelve months ended		Twelve months ended				Twelve months ended		Twelve months ended
	6/29/14			6/30/13			6/29/14		6/30/13				6/29/14		6/30/13
Interest rate swaps	$	(11,280	)	$	5,152	Interest Expense	$	—	$	(8,810	)	Net effect of swaps	$	—	$	3,703

(In thousands)	Amount and Location of Gain (Loss) Recognized in Income on Derivative
Derivatives not designated as Cash Flow Hedging Relationships		Twelve months ended		Twelve months ended
		6/29/14		6/30/13
Interest rate swaps	Net effect of swaps	$	7,944	$	(479	)
		$	7,944	$	(479	)

Forward Starting Interest Rate Swap [Member]

Derivative [Line Items]

Derivative instruments, notional amounts outstanding and interest rates

The following table presents our derivative portfolio along with their notional amounts and their fixed interest rates as of June 29, 2014.

	Interest Rate Swaps
($'s in thousands)	Derivatives designated as hedging instruments				Derivatives not designated as hedging instruments
	Notional Amounts		LIBOR Rate		Notional Amounts		LIBOR Rate
	$	200,000	3.00	%	$	200,000	2.27	%
	100,000		3.00	%	150,000		2.43	%
	100,000		3.00	%	75,000		2.30	%
	100,000		2.70	%	70,000		2.54	%
					50,000		2.54	%
					50,000		2.54	%
					50,000		2.43	%
					50,000		2.29	%
					50,000		2.29	%
					30,000		2.54	%
					25,000		2.30	%
Total $'s / Average Rate	$	500,000	2.94	%	$	800,000	2.38	%