Quarterly report pursuant to Section 13 or 15(d)

Derivatives and Risk Management (Tables)

v3.7.0.1
Derivatives and Risk Management (Tables)
 6 Months Ended
Jun. 29, 2017
Derivatives and Risk Management  
Schedule of hedge position

Hedge Position as of June 29, 2017:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

    

 

 

Final Maturity

 

Other

(in thousands)

    

Notional Balance

    

Date

    

Assets

Interest rate caps (cash flow hedges)

 

$

205,000

 

U.S. dollars

 

December 2021

 

$

1,218

 

Hedge Position as of December 29, 2016:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

    

 

 

Final Maturity

 

Other

(in thousands)

    

Notional Balance

    

Date

    

Assets

Interest rate caps (cash flow hedges)

 

$

205,000

 

U.S. dollars

 

December 2021

 

$

2,473

Interest rate swaps (cash flow hedges)

 

$

17,500

 

U.S. dollars

 

January 2017

 

$

 —

 

Schedule of gains (losses) related to our designated hedge contracts

 

 

Effective Portion Reclassified

 

 

Effective Portion Recognized in

 

 

From AOCI to Earnings

 

 

Other Comprehensive Loss

 

 

Thirteen Weeks Ended

 

 

June 29,

 

June 30,

 

June 29,

 

June 30,

(in thousands)

    

2017

    

2016

    

2017

    

2016

Interest rate caps (cash flow hedges)

 

$

 —

 

$

—

 

$

(484)

 

$

 —

Interest rate swaps (cash flow hedges)

 

$

 —

 

$

—

 

$

 —

 

$

23

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Effective Portion Reclassified

 

Effective Portion Recognized in

 

 

From AOCI to Earnings

 

Other Comprehensive Loss

 

 

Twenty-six Weeks Ended

 

 

June 29,

 

June 30,

 

June 29,

 

June 30,

(in thousands)

    

2017

    

2016

    

2017

    

2016

Interest rate caps (cash flow hedges)

 

$

 —

 

$

—

 

$

(766)

 

$

 —

Interest rate swaps (cash flow hedges)

 

$

 —

 

$

 —

 

$

 —

 

$

23