v3.26.1
Derivative Instruments
3 Months Ended
May 02, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Derivative Instruments

5. Derivative Instruments

The interest rate swap and collars are accounted for as cash flow hedges because they are expected to be highly effective in hedging variable rate interest payments. Changes in the fair value of the cash flow hedges are

reported as a component of AOCI. As of May 2, 2026, AOCI included unrealized gains of $0.1 million ($0.1 million, net of tax). As of January 31, 2026, AOCI included unrealized losses of $1.0 million ($0.8 million, net of tax). Approximately $0.1 million of pre-tax losses and $0.2 million of pre-tax gains deferred in AOCI were reclassified to interest expense during the thirteen week periods ended May 2, 2026 and May 3, 2025, respectively.

The cash flow hedges are reflected in the Company’s consolidated balance sheets as follows (in thousands):

 

Assets (Liabilities)

 

Balance sheet location

 

May 2,
2026

 

 

January 31,
2026

 

Current asset portion of cash flow hedges

 

Other current assets

 

$

163

 

 

$

 

Non-current asset portion of cash flow
   hedges

 

Other long-term assets

 

 

 

 

 

 

Current liability portion of cash flow
   hedges

 

Accrued expenses and other
liabilities

 

 

(72

)

 

 

(853

)

Non-current liability portion of cash flow
   hedges

 

Other long-term liabilities

 

 

 

 

 

 

Total cash flow hedges

 

 

 

$

91

 

 

$

(853

)