Derivative Financial Instruments (Details) - USD ($) $ in Millions |
3 Months Ended | ||||
|---|---|---|---|---|---|
May 04, 2019 |
Feb. 02, 2019 |
Sep. 04, 2018 |
May 05, 2018 |
May 07, 2015 |
|
| Derivative Instruments, Gain (Loss) [Line Items] | |||||
| Discussion of Objectives for Using Interest Rate Derivative Instruments | Fix a portion of our variable LIBOR-based interest payments | ||||
| Interest Rate Cash Flow Hedge Liability at Fair Value | $ 25 | $ 15 | $ 0 | ||
| Interest Rate Cash Flow Hedge Asset at Fair Value | $ 7 | 10 | 16 | ||
| Derivative, Notional Amount | $ 750 | $ 1,250 | |||
| Derivative, Average Fixed Interest Rate | 3.135% | 2.04% | |||
| Description of Reclassification of Interest Rate Cash Flow Hedge Gain (Loss) | Amounts in Accumulated other comprehensive income/(loss) are reclassified into Net income/(loss) when the related interest payments affect earnings | ||||
| Description of Location of Interest Rate Cash Flow Hedge Derivative on Balance Sheet | The fair value of our interest rate swaps are recorded on the unaudited Interim Consolidated Balance Sheets as an asset or a liability (see Note 10). | ||||
| Description of Location of Gain (Loss) on Interest Rate Cash Flow Hedge Derivative in Financial Statements | The effective portion of the interest rate swaps' changes in fair values is reported in Accumulated other comprehensive income/(loss) (see Note 11), and the ineffective portion is reported in Net income/(loss). | ||||
| Description of Interest Rate Derivative Activities | We are party to interest rate swap agreements with notional amounts totaling $1,250 million to fix a portion of our variable LIBOR-based interest payments. The interest rate swap agreements have a weighted-average fixed rate of 2.04%, mature on May 7, 2020 and have been designated as cash flow hedges. On September 4, 2018 we entered into additional forward interest rate swap agreements with notional amounts totaling $750 million to fix a portion of our variable LIBOR-based interest payments. The forward interest rate swap agreements have a weighted-average fixed rate of 3.135%, have an effective date from May 7, 2020 to May 7, 2025 and have been designated as cash flow hedges. | ||||
| Effectiveness of interest rate swaps | 100.00% | ||||
| Prepaid Expenses and Other Current Assets [Member] | |||||
| Derivative Instruments, Gain (Loss) [Line Items] | |||||
| Interest Rate Cash Flow Hedge Asset at Fair Value | $ 1 | ||||
| Other Liabilities [Member] | |||||
| Derivative Instruments, Gain (Loss) [Line Items] | |||||
| Interest Rate Cash Flow Hedge Liability at Fair Value | 25 | 15 | 0 | ||
| Other Accounts Payable and Accrued Expenses [Member] | |||||
| Derivative Instruments, Gain (Loss) [Line Items] | |||||
| Interest Rate Cash Flow Hedge Liability at Fair Value | 0 | 0 | 0 | ||
| Other Assets [Member] | |||||
| Derivative Instruments, Gain (Loss) [Line Items] | |||||
| Interest Rate Cash Flow Hedge Asset at Fair Value | $ 6 | $ 10 | $ 16 |