Derivative Instruments and Hedging Activities (Tables)

12 Months Ended

Aug. 02, 2013

Derivative Instruments and Hedging Activities [Abstract]

Summary of interest rate swaps

A summary of the Company's interest rate swaps at August 2, 2013 is as follows:

Trade Date	Effective Date	Term (in Years)		Notional Amount		Fixed Rate
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	%
March 18, 2013	May 3, 2015		3		50,000		1.51	%
April 8, 2013	May 3, 2015		2		50,000		1.05	%
April 15, 2013	May 3, 2015		2		50,000		1.03	%
April 22, 2013	May 3, 2015		3		25,000		1.30	%
April 25, 2013	May 3, 2015		3		25,000		1.30	%

Schedule of estimated fair value of derivative instruments

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

(See Note 3)	Balance Sheet Location	August 2, 2013		August 3, 2012
Interest rate swaps	Other assets	$	883	$	--
Interest rate swap	Current interest rate swap liability	$	--	$	20,215
Interest rate swaps	Long-term interest rate swap liability		11,644		14,166
Total liabilities		$	11,644	$	34,381

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 for each of the three years:

	Amount of Income Recognized in AOCL on Derivatives (Effective Portion)
	2013		2012		2011
Cash flow hedges:
Interest rate swaps	$	23,620	$	17,223	$	14,677

The following table summarizes the pre-tax effects of the Company's derivative instruments on income for each of the three years:

	Location of Loss Reclassified from AOCL into Income (Effective Portion)	Amount of Loss Reclassified from AOCL into Income (Effective Portion)
		2013		2012		2011
Cash flow hedges:
Interest rate swaps	Interest expense	$	20,773	$	35,903	$	30,355