Interest rate risk management guideline percentage of floating rate debt to combined total amount of debt portfolio.

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Amount before tax of increase (decrease) in accumulated equity from transactions and other events and circumstances from non-owner sources, including portion attributable to noncontrolling interest. Excludes net income (loss), and accumulated changes in equity from transactions resulting from investments by owners (distributions to owners).

+ References

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Amount, after tax, of accumulated gain (loss) on derivative instrument designated and qualifying as cash flow hedge included in assessment of hedge effectiveness.

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Fair value, after offset of derivative liability, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, before offset against an obligation to return collateral under a master netting arrangement. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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Fair value, after offset of derivative asset, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, elected not to be and before offset against a right to receive collateral under a master netting arrangement. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

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Nominal or face amount used to calculate payment on derivative.

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The number of derivative instruments of a particular group held by the entity.

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Amount, after tax and before reclassification, of gain (loss) from derivative instrument designated and qualifying as cash flow hedge included in assessment of hedge effectiveness.

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Amount, before tax and reclassification, of gain (loss) from derivative instrument designated and qualifying cash flow hedge included in assessment of hedge effectiveness.

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Amount before tax of reclassification adjustments of other comprehensive income (loss).

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DERIVATIVE FINANCIAL INSTRUMENTS - DERIVATIVE INSTRUMENTS (Details) $ in Millions	12 Months Ended
	Feb. 01, 2020 USD ($) DerivativeInstrument	Feb. 02, 2019 USD ($) DerivativeInstrument	Feb. 03, 2018 USD ($)
Interest Rate Risk Management
Interest rate risk management guideline of floating debt to total debt portfolio (as a percent)	25.00%
Unrealized gains and losses on cash flow hedging activities, net of income tax	$ (47)	$ (23)	$ 23
Cash flow hedges \| Forward-starting interest rate swaps
Interest Rate Risk Management
Fair value of liability derivatives	19
Fair value of asset derivatives		33
Designated \| Cash flow hedges \| Forward-starting interest rate swaps \| Interest expense
Interest Rate Risk Management
Gain/(Loss) in AOCI on Derivatives (Effective Portion)	(42)	6	24
Gain/(Loss) Reclassified from AOCI into Income (Effective Portion)	$ (4)	$ (5)	$ (3)
Designated \| Cash flow hedges \| Forward Starting Interest Rate Swap With Maturity Dates Of January 2020
Interest Rate Risk Management
Number of interest-rate swaps \| DerivativeInstrument		5
Notional amount		$ 250
Unrealized gains and losses on cash flow hedging activities, net of income tax		20
Designated \| Cash flow hedges \| Forward Starting Interest Rate Swap With Maturity Dates Of January 2020 \| Other Assets
Interest Rate Risk Management
Fair value of asset derivatives		$ 33
Designated \| Cash flow hedges \| Forward Starting Interest Rate Swap With Maturity Dates of January 2021
Interest Rate Risk Management
Number of interest-rate swaps \| DerivativeInstrument	7
Notional amount	$ 350
Unrealized gains and losses on cash flow hedging activities, net of income tax	17
Designated \| Cash flow hedges \| Forward Starting Interest Rate Swap With Maturity Dates of January 2021 \| Other long-term liabilities
Interest Rate Risk Management
Fair value of liability derivatives	$ 19
Designated \| Cash flow hedges \| Terminated With Maturity Dates Of January 2019
Interest Rate Risk Management
Number of interest-rate swaps \| DerivativeInstrument		9
Notional amount		$ 750
Unamortized gain (loss), before tax		39
Unrealized gains (losses) on cash flow hedging activities, income tax		$ 30
Designated \| Cash flow hedges \| Terminated With Maturity Dates Of January 2020
Interest Rate Risk Management
Number of interest-rate swaps \| DerivativeInstrument	6
Notional amount	$ 300
Unamortized gain (loss), before tax	(12)
Unrealized gains (losses) on cash flow hedging activities, income tax	$ (10)