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

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Fixed interest rate related to the interest rate derivative.

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Nominal or face amount used to calculate payments on the derivative liability.

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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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Debt - Interest Rate Swaps Narrative (Details) - USD ($) $ in Millions	4 Months Ended	8 Months Ended	12 Months Ended
	May 20, 2024	Feb. 02, 2025	Feb. 02, 2025	Jul. 27, 2026	Jul. 27, 2025	Feb. 12, 2024	Jan. 28, 2024	Jul. 27, 2021
Derivative [Line Items]
Fair value of this cash flow interest rate swap asset		$ 40	$ 40				$ 67
Cash Flow Hedge Gain (Loss) to be Reclassified within 12 Months			$ 28
Interest rate swap 1 \| Cash flow
Derivative [Line Items]
Fixed interest rate (percent)		3.913%	3.913%			3.913%
Notional amount						$ 750
Effective fixed rate (percent)		5.913%	5.913%
Interest rate swap 1 \| Cash flow \| Forecast
Derivative [Line Items]
Notional amount				$ 1,500
Interest rate swap 2 \| Cash flow
Derivative [Line Items]
Fixed interest rate (percent)		0.693%	0.693%					2.00%
Notional amount		$ 800	$ 800
Interest rate swap 2 \| Cash flow \| Forecast
Derivative [Line Items]
Notional amount					$ 700
Term loan \| Interest rate swap 1
Derivative [Line Items]
Applicable margin (percent)			2.00%
Senior Term Loan Facility \| Term loan
Derivative [Line Items]
Effective fixed rate (percent)		2.693%	2.693%
Applicable margin (percent)	2.60%	2.00%	2.00%