Net (gains) losses reclassified into income for interest rate swap

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- Definition

Number of Financial Institutions, International Swaps and Derivative Associated Agreements with Company

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- Definition

Fixed interest rate related to the interest rate derivative.

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- Definition

Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, expected to be settled within one year or normal operating cycle, if longer. Includes assets not subject to a master netting arrangement and not elected to be offset.

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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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- Definition

Nominal or face amount used to calculate payment on derivative.

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- Definition

Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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No definition available.

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- Definition

Amount, before tax and reclassification, of gain (loss) from derivative instrument designated and qualifying cash flow hedge included in assessment of hedge effectiveness.

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- Definition

The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.

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DERIVATIVES (Details) $ in Thousands			3 Months Ended		9 Months Ended
DERIVATIVES (Details) $ in Thousands	Jun. 15, 2021 USD ($)	Jul. 30, 2018 USD ($)	Jan. 01, 2022 USD ($) financial_institution	Dec. 26, 2020 USD ($)	Jan. 01, 2022 USD ($) financial_institution	Dec. 26, 2020 USD ($)	Apr. 03, 2021 USD ($)
Derivative [Line Items]
Number of financial institutions company has International Swap and Derivatives Association agreements \| financial_institution			5		5
Net losses reclassified into interest expense			$ 2,100	$ 3,039	$ 7,582	$ 10,290
Unrealized cash flow hedge gains (losses)			7,846	$ (3,754)	8,520	$ (8,339)
Interest Rate Swap
Derivative [Line Items]
Notional amount of contracts	$ 680,000	$ 831,000
Term of derivative contract	3 years	4 years
Fixed interest rate	0.39%	2.78%
Unrealized gain (loss) on derivatives					4,100
Unrealized cash flow hedge gains (losses)					$ 2,700
Cash flow hedges \| Options Held \| Minimum
Derivative [Line Items]
Term of derivative contract					6 months
Cash flow hedges \| Options Held \| Maximum
Derivative [Line Items]
Term of derivative contract					12 months
Cash flow hedges \| Forward Contracts
Derivative [Line Items]
Term of derivative contract					3 months
Other Liabilities
Derivative [Line Items]
Total derivative liabilities			4,937		$ 4,937		$ 11,802
Other Liabilities \| Interest Rate Swap
Derivative [Line Items]
Total derivative liabilities			$ 3,304		$ 3,304		$ 9,863