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DERIVATIVES (Tables)

3 Months Ended

Nov. 01, 2025

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments

Details of active swap contracts as of November 1, 2025, which are all pay fixed and receive floating, are as follows:

Effective Date						Swap Maturity						Notional Value (in millions)						Pay Fixed Rate						Receive Floating Rate						Floating Rate Reset Terms
December 29, 2023						June 3, 2027						100						3.7525		%				One-Month Term SOFR						Monthly
December 29, 2023						June 3, 2027						100						3.7770		%				One-Month Term SOFR						Monthly
June 25, 2024						June 30, 2028						50						4.1175		%				One-Month Term SOFR						Monthly
June 25, 2024						June 30, 2028						50						4.1300		%				One-Month Term SOFR						Monthly
October 31, 2024						October 30, 2026						100						3.5965		%				One-Month Term SOFR						Monthly
October 31, 2024						October 30, 2026						100						3.6000		%				One-Month Term SOFR						Monthly
October 31, 2024						October 30, 2026						50						3.6000		%				One-Month Term SOFR						Monthly
												$	550

Schedule of Interest Rate Derivatives

The location and amount of gains or losses recognized in the Condensed Consolidated Statements of Operations for interest rate swap contracts for each of the periods, presented on a pre-tax basis, are as follows:

												13-Week Period Ended
																		November 1, 2025						November 2, 2024
(in millions)												Interest expense, net
Total amounts of expense line items presented in the Condensed Consolidated Statements of Operations in which the effects of cash flow hedges are recorded																		$	34					$	36
Gain on cash flow hedging relationships:
Gain reclassified from comprehensive loss into earnings																		$	1					$	4

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- References

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- Definition

Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item.

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- Definition

Tabular disclosure of interest rate derivatives, including, but not limited to, the fair value of the derivatives, statement of financial position location, and statement of financial performance location of these instruments.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4E
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4E

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4C
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4C

Reference 3: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4A
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4A

Reference 4: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 815
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 4B
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4B

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