Derivatives And Hedging Activities Derivative and Hedging Activities (Tables)

3 Months Ended

Mar. 31, 2020

Derivative [Line Items]

Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]

As of March 31, 2020, the Company had the following outstanding notional amounts related to foreign currency forward contracts designated as cash flow hedges that were entered into to hedge forecasted exposures:

Foreign Currency	Quantity Hedged	Unit of Measure	Notional Amount (USD Equivalent)
	(in millions)
Chinese Yuan	653	RMB	$	90
Euro	37	EUR	40
Mexican Peso	1,046	MXN	40
Polish Zloty	169	PLN	40
British Pound	21	GBP	30
Singapore Dollar	36	SGD	30
Turkish Lira	62	TRY	10

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The following table includes the fair value of derivative instruments recorded in the consolidated balance sheets as of March 31, 2020 and December 31, 2019:

	Asset Derivatives					Liability Derivatives
	Balance Sheet Location*	March 31, 2020		December 31, 2019		Balance Sheet Location*	March 31, 2020		December 31, 2019
	(in millions)
Designated as cash flow hedges:
Foreign currency derivatives*	Other current assets	$	3	$	6	Other current assets	$	2	$	—
Foreign currency derivatives*	Other long-term assets	1		2		Other long-term assets	1		—
Foreign currency derivatives*	Accrued liabilities	2		—		Accrued liabilities	5		—
Foreign currency derivatives*	Other long-term liabilities	—		—		Other long-term liabilities	2		—
Interest rate swaps*	Other long-term assets	—		—		Other long-term assets	22		11
Designated as net investment hedges:
Cross-currency swaps*	Other long-term assets	51		22		Other long-term assets	—		—
Total designated as hedges		$	57	$	30		$	32	$	11
Derivatives not designated as hedges:
Foreign currency derivatives*	Other current assets	$	1	$	3	Other current assets	$	1	$	1
Foreign currency derivatives*	Accrued liabilities	1		—		Accrued liabilities	—		—
Total not designated as hedges		$	2	$	3		$	1	$	1

* Derivative instruments are subject to master netting arrangements and are presented on a net basis in the consolidated balance sheets in accordance with accounting guidance related to the offsetting of amounts related to certain contracts.

Derivative Instruments, Gain (Loss) [Table Text Block]

The pre-tax effect of the derivative financial instruments in the consolidated statement of operations and consolidated statement of comprehensive income for the three months ended March 31, 2020 and 2019 is as follows:

Three Months Ended March 31, 2020	Gain (Loss) Recognized in OCI			Gain Reclassified from OCI into Income
	(in millions)
Derivatives designated as cash flow hedges:
Foreign currency derivatives	$	(12	)	$	3
Interest rate swaps	(11		)	(1		)
Derivatives designated as net investment hedges:
Cross-currency swaps	29			—
Total	$	6		$	2
				Loss Recognized in Income
				(in millions)
Derivatives not designated				$	(1	)
Total				$	(1	)
Three Months Ended March 31, 2019	Gain Recognized in OCI			Gain Reclassified from OCI into Income
	(in millions)
Derivatives designated as cash flow hedges:
Foreign currency derivatives	$	2		$	2
Derivatives designated as net investment hedges:
Cross-currency swaps	16			—
Total	$	18		$	2
				Loss Recognized in Income
				(in millions)
Derivatives not designated				$	(2	)
Total				$	(2	)