Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 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 in the unaudited condensed consolidated balance sheets within "Derivative Liability" as of June 30, 2019 and December 31, 2018 and within "Other Assets" as of June 24, 2018 as follows:

(In thousands)	June 30, 2019			December 31, 2018			June 24, 2018
Derivatives not designated as hedging instruments:
Interest rate swaps	$	(23,862	)	$	(6,705	)	$	542

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					Six months ended
(In thousands)	June 30, 2019		June 24, 2018			June 30, 2019		June 24, 2018
Change in fair market value	$	10,779	$	(3,271	)	$	17,158	$	(9,264	)
Amortization of amounts in AOCI	—		2,365			—		4,730
Net effect of swaps	$	10,779	$	(906	)	$	17,158	$	(4,534	)