Derivative Instruments and Hedging Activities (Tables)

12 Months Ended

Aug. 03, 2012

Derivative Instruments and Hedging Activities [Abstract]

Summary of interest rate swaps

A summary of the Company's interest rate swaps is as follows:

Trade Date	Effective Date	Term (in Years)		Notional Amount		Fixed Rate
May 4, 2006	August 3, 2006		7	$	525,000		5.57	%
August 10, 2010	May 3, 2013		2		200,000		2.73	%
July 25, 2011	May 3, 2013		2		50,000		2.00	%
July 25, 2011	May 3, 2013		3		50,000		2.45	%
September 19, 2011	May 3, 2013		2		25,000		1.05	%
September 19, 2011	May 3, 2013		2		25,000		1.05	%
December 7, 2011	May 3, 2013		3		50,000		1.40	%

Schedule of estimated fair value of derivative instruments

The estimated fair values of the Company's derivative instruments were as follows:

	Balance Sheet Location	August 3, 2012		July 29, 2011
Interest rate swap	Current interest rate swap liability	$	20,215	$	--
Interest rate swaps	Long-term interest rate swap liability		14,166		51,604
Total (See Note 3)		$	34,381	$	51,604

Schedule of pre-tax effects of derivative instruments on income and AOCL

The following table summarizes the pre-tax effects of the Company's derivative instruments on AOCL at:

	Amount of Income (Loss) Recognized in AOCL on Derivatives (Effective Portion)
	2012		2011		2010
Cash flow hedges:
Interest rate swaps	$	17,223	$	14,677	$	(5,049	)

The following table summarizes the pre-tax effects of the Company's derivative instruments on income at:

	Location of Loss Reclassified from AOCL into Income (Effective Portion)	Amount of Loss Reclassified from AOCL into Income (Effective Portion)
		2012		2011		2010
Cash flow hedges:
Interest rate swaps	Interest expense	$	35,903	$	30,355	$	30,722