Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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-Publisher SEC
-Name Regulation S-X (SX)
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The applicable margin for the debt instrument related to the interest rate derivative, included in the total fixed rate payable on the derivative notional amount.

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The interest rate period of the variable rate basis used to determine the floating rate receivable on the notional amount of the derivative instrument.

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Fair value, after the effects of master netting arrangements, of a financial asset or other 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. Includes assets not subject to a master netting arrangement and not elected to be offset.

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Fair value of the assets less the liabilities of a derivative or group of derivatives.

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Fixed interest rate related to the interest rate derivative.

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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. Includes liabilities 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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Amount of gain (loss) from the ineffectiveness of the hedge.

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DERIVATIVE FINANCIAL INSTRUMENTS - Designated Interest Rate Swap (Details) - Designated as hedging instruments - USD ($) $ in Millions	12 Months Ended
	Feb. 02, 2019	Feb. 03, 2018	Jun. 30, 2018	Apr. 30, 2017
Interest rate swap
Derivative Financial Instruments
Fair value of the interest rate swap	$ (6.3)	$ 3.7
Hedge ineffectiveness	0.0	0.0
Effective portion of the loss expected to be reclassified from accumulated other comprehensive (loss) income into earnings over the next 12 months	(0.1)
Interest rate swap matures in June 2021
Derivative Financial Instruments
Notional amount	$ 330.0			$ 260.0
Fixed rate payable (as a percent)	5.31%
Applicable margin included in fixed rate (as a percent)	3.25%
Interest rate swap matures in June 2021 \| LIBOR
Derivative Financial Instruments
Period for interest rate basis for variable rate receivable	1 month
Interest rate swap matures in April 2025
Derivative Financial Instruments
Notional amount	$ 385.0		$ 320.0
Fixed rate payable (as a percent)	6.18%
Applicable margin included in fixed rate (as a percent)	3.25%
Interest rate swap matures in April 2025 \| LIBOR
Derivative Financial Instruments
Period for interest rate basis for variable rate receivable	1 month
Other assets \| Interest rate swap
Derivative Financial Instruments
Derivative asset	$ 1.4	3.8
Current assets \| Interest rate swap
Derivative Financial Instruments
Derivative asset		0.1
Other current assets \| Interest rate swap
Derivative Financial Instruments
Derivative asset	1.6
Accrued expenses and other current liabilities \| Interest rate swap
Derivative Financial Instruments
Derivative liability	1.7	$ 0.2
Other Liabilities \| Interest rate swap
Derivative Financial Instruments
Derivative liability	$ 7.6