Derivative Financial Instruments - Additional Information (Detail) - USD ($)	6 Months Ended
Jun. 30, 2019	May 08, 2018
Interest Rate Swap [Member]
Derivative [Line Items]
Unrealized net gain (loss) on derivative financial instruments	$ (71,000,000)
Net deferred losses expected to be reclassified from AOCI over next 12 months	(18,000,000)
Interest Rate Swap [Member] \| Designated as Hedging Instrument [Member] \| Cash Flow Hedging [Member]
Derivative [Line Items]
Notional value of outstanding derivative contracts		$ 1,940,000,000
Fair value of swap arrangement in net liability position	71,000,000
Term Facility [Member] \| Interest Rate Swap [Member] \| Designated as Hedging Instrument [Member] \| Cash Flow Hedging [Member]
Derivative [Line Items]
Notional value of outstanding derivative contracts		$ 1,940,000,000
Foreign Exchange Rate [Member]
Derivative [Line Items]
Notional value of outstanding derivative contracts	$ 700,000,000
Derivative contracts, maturity date	Aug. 31, 2022
Fair value of derivative contracts	$ 6,000,000
Unrealized net gain (loss) on derivative financial instruments	(9,000,000)
Net deferred losses expected to be reclassified from AOCI over next 12 months	$ (3,000,000)

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

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- Definition

Accumulated other comprehensive income (loss) cumulative changes in unrealized net gain (loss) from cash flow hedges effect net of tax.

+ References

No definition available.

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- Definition

Fair value, after the effects of master netting arrangements, of a 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. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 50
-Paragraph 3
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 825
-SubTopic 10
-Section 50
-Paragraph 10
-URI http://asc.fasb.org/extlink&oid=109250915&loc=d3e13433-108611

Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 55
-Paragraph 10
-URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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- Definition

Date the derivative contract matures, in CCYY-MM-DD format.

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- Definition

The estimated net amount of unrealized gains or losses on foreign currency cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 1
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=112277219&loc=d3e80748-113994

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- Definition

Fair value portion of liability contracts related to the exchange of different currencies, including, but not limited to, foreign currency options, forward (delivery or nondelivery) contracts, and swaps entered into.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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