Quarterly report pursuant to Section 13 or 15(d)

Derivative Financial Instruments (Details)

v3.10.0.1
Derivative Financial Instruments (Details) - USD ($)
$ in Millions
3 Months Ended
Nov. 03, 2018
Sep. 04, 2018
Feb. 03, 2018
Oct. 28, 2017
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 $ 0   $ 1 $ 7  
Interest Rate Cash Flow Hedge Asset at Fair Value $ 24   9    
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 9).        
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 10), and the ineffective portion is reported in Net income/(loss).        
Description of Interest Rate Derivative Activities We have entered into 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 interest rate swap agreements with notional amounts totaling $750 million to fix a portion of our variable LIBOR-based interest payments. The 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 0   0 5  
Other Accounts Payable and Accrued Expenses [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Interest Rate Cash Flow Hedge Liability at Fair Value 0   1 $ 2  
Other Assets [Member]          
Derivative Instruments, Gain (Loss) [Line Items]          
Interest Rate Cash Flow Hedge Asset at Fair Value $ 23   $ 9