Fair Value Measurements (Tables)

3 Months Ended

Mar. 31, 2019

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of gains (loss) on interest rate swap contracts

The following table shows the gains (loss) and interest expense recognized on our interest rate swap contracts:



	Three Months Ended
	March 31,
	2019			2018
(Loss) gain recorded in accumulated other comprehensive income (loss), net of tax	$	(5	)	$	2
Interest expense recorded related to interest rate swap contracts	—			1

Schedule of the effect of interest rate swap contracts designated as cash flow hedges

The following table shows the effect of interest rate swap contracts designated as cash flow hedges on the consolidated statements of operations and comprehensive loss:



	Three Months Ended March 31,
	2019			2018
	Interest expense
Total amounts of expense line item presented in the statements of operations and comprehensive loss in which the effects of cash flow hedges are recorded	$	(154	)	$	(155	)
Hedged item	(5		)	(2		)
Derivative designated as hedging instrument	5			1

Fair value of liabilities measured on recurring basis

The following table shows the fair value of our hedges:



	Balance Sheet Line Item	March 31, 2019		December 31, 2018
Interest rate swaps ⁽¹⁾⁽³⁾	Other liabilities	$	6	$	—
Cross-currency interest rate swaps ⁽²⁾⁽³⁾	Other assets	34		18
(1) The loss of $6 million for the three months ended March, 31 2019 is reflected in Derivative financial instrument unrealized gross loss in Other comprehensive income.
(2) The gain of $16 million for the three months ended March, 31 2019 is reflected in Foreign currency translation loss in Other comprehensive income. (3) The inputs used to measure the fair value of our interest rate swap contracts are categorized as Level 2 in the fair value hierarchy.