Quarterly report pursuant to Section 13 or 15(d)

Derivative Financial Instruments (Details)

v3.20.2
Derivative Financial Instruments (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Aug. 01, 2020
May 02, 2020
Aug. 03, 2019
Aug. 01, 2020
Aug. 03, 2019
May 07, 2020
Feb. 01, 2020
Derivative Instruments, Gain (Loss) [Line Items]              
Discussion of Objectives for Using Interest Rate Derivative Instruments       We use derivative financial instruments for hedging and non-trading purposes to manage our exposure to changes in interest rates.      
Description of Location of Interest Rate Cash Flow Hedge Derivative on Balance Sheet       The fair value of our interest rate swaps (see Note 8) are recorded in the unaudited interim Consolidated Balance Sheets as an asset or a liability based upon its change in fair values from its effective date.      
Description of Reclassification of Interest Rate Cash Flow Hedge Gain (Loss)       Amounts in AOCI are reclassified into net income/(loss) when the related interest payments affect earnings.      
Description of Interest Rate Derivative Activities We are party to interest rate swap agreements dated May 7, 2015, 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%, matured on May 7, 2020, and were designated as cash flow hedges at the inception of the contracts. 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 were designated as cash flow hedges at the inception of the contracts.            
Interest Rate Cash Flow Hedge Asset at Fair Value $ 0   $ 1 $ 0 $ 1   $ 0
Interest Rate Cash Flow Hedge Liability at Fair Value 77   48 77 48   58
Gain (Loss) on Discontinuation of Interest Rate Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring, Net $ 0 $ 77 0 77 0    
Derivative Instruments, Loss Reclassified from Accumulated OCI into Income, Effective Portion   $ 58          
Interest rate swap agreement matured May 7, 2020 [Member]              
Derivative Instruments, Gain (Loss) [Line Items]              
Description of Interest Rate Derivative Activities   2.04          
Derivative, Notional Amount   $ 1,250          
Interest rate swap agreement September 4, 2018 [Member]              
Derivative Instruments, Gain (Loss) [Line Items]              
Description of Interest Rate Derivative Activities 3.135            
Derivative, Notional Amount   $ 750          
Interest Rate Swap [Member]              
Derivative Instruments, Gain (Loss) [Line Items]              
Interest Rate Fair Value Hedge Derivative at Fair Value, Net           $ 77  
Prepaid Expenses and Other Current Assets [Member]              
Derivative Instruments, Gain (Loss) [Line Items]              
Interest Rate Cash Flow Hedge Asset at Fair Value $ 0   1 0 1   0
Other Liabilities [Member]              
Derivative Instruments, Gain (Loss) [Line Items]              
Interest Rate Cash Flow Hedge Liability at Fair Value 0   48 0 48   58
Other Accounts Payable and Accrued Expenses [Member]              
Derivative Instruments, Gain (Loss) [Line Items]              
Interest Rate Cash Flow Hedge Liability at Fair Value 77   0 77 0   0
Other Assets [Member]              
Derivative Instruments, Gain (Loss) [Line Items]              
Interest Rate Cash Flow Hedge Asset at Fair Value $ 0   $ 0 $ 0 $ 0   $ 0