Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2019

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Fair value of derivative instruments in Condensed Consolidated Balance Sheet

The fair market value of the swap portfolio was recorded on the unaudited condensed consolidated balance sheets within "Derivative Liability" as of March 31, 2019, December 31, 2018 and March 25, 2018 as follows:

(In thousands)	March 31, 2019			December 31, 2018			March 25, 2018
Derivatives not designated as hedging instruments:
Interest rate swaps	$	(13,083	)	$	(6,705	)	$	(2,730	)

Schedule of Derivative Instruments

The (gains) losses recognized in income on derivatives not designated as cash flow hedges were recorded in "Net effect of swaps" within the unaudited condensed consolidated statements of operations and comprehensive income for the periods presented as follows:

	Three months ended
(In thousands)	March 31, 2019		March 25, 2018
Change in fair market value	$	6,379	$	(5,993	)
Amortization of amounts in AOCI	—		2,365
Net effect of swaps	$	6,379	$	(3,628	)