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Financial Instruments - Additional Information (Detail)
3 Months Ended 12 Months Ended
Dec. 31, 2015
USD ($)
Derivative
Sep. 30, 2015
USD ($)
Derivative
Jun. 30, 2015
USD ($)
Derivative
Mar. 31, 2011
USD ($)
Derivative
Dec. 31, 2015
USD ($)
Derivative
Dec. 31, 2014
USD ($)
Dec. 31, 2013
USD ($)
Derivative [Line Items]              
Number of additional forward starting interest rate swaps | Derivative   4   7      
Maturity date of interest rate cash flow hedges       May 31, 2015      
Two Point Three Eight Percent Forward Starting Interest Rate Swaps              
Derivative [Line Items]              
Number of additional forward starting interest rate swaps | Derivative       4      
Fixed rate payable on interest rate swap       2.38%      
One Point Nine One Percent Forward Starting Interest Rate Swaps              
Derivative [Line Items]              
Number of additional forward starting interest rate swaps | Derivative       3      
Fixed rate payable on interest rate swap       1.91%      
One Point Three One Percent Forward Starting Interest Rate Swaps              
Derivative [Line Items]              
Number of additional forward starting interest rate swaps | Derivative         9    
Maturity date of interest rate cash flow hedges         Apr. 15, 2019    
Fixed rate payable on interest rate swap 1.31%       1.31%    
One Point Four Zero Percent Forward Starting Interest Rate Swaps              
Derivative [Line Items]              
Number of additional forward starting interest rate swaps | Derivative     4        
Maturity date of interest rate cash flow hedges     Apr. 15, 2019        
Fixed rate payable on interest rate swap     1.40%        
One Point Two Three Percent Forward Starting Interest Rate Swaps              
Derivative [Line Items]              
Maturity date of interest rate cash flow hedges   Apr. 15, 2019          
Average fixed rate payable on interest rate swap   1.23%          
One Point Two One Percent Forward Starting Interest Rate Swaps              
Derivative [Line Items]              
Number of additional forward starting interest rate swaps | Derivative 1            
Maturity date of interest rate cash flow hedges Apr. 19, 2019            
Fixed rate payable on interest rate swap 1.21%       1.21%    
Interest Rate Swap              
Derivative [Line Items]              
Fair value of our interest rate swaps, net $ 1,000,000       $ 1,000,000 $ 6,000,000  
Fair value of our interest rate swaps, liability 6,000,000       6,000,000 6,000,000  
Fair value of our interest rate swaps, asset 5,000,000       5,000,000    
Fair Value Hedge              
Derivative [Line Items]              
Fair value of hedges outstanding 0       0 $ 0 $ 0
Cash Flow Hedging              
Derivative [Line Items]              
Notional amount of interest rate cash flow hedges       $ 825,000,000      
Cash Flow Hedging | Two Point Three Eight Percent Forward Starting Interest Rate Swaps              
Derivative [Line Items]              
Notional amount of interest rate cash flow hedges       600,000,000      
Cash Flow Hedging | One Point Nine One Percent Forward Starting Interest Rate Swaps              
Derivative [Line Items]              
Notional amount of interest rate cash flow hedges       $ 225,000,000      
Cash Flow Hedging | One Point Three One Percent Forward Starting Interest Rate Swaps              
Derivative [Line Items]              
Notional amount of interest rate cash flow hedges 1,000,000,000       1,000,000,000    
Cash Flow Hedging | One Point Four Zero Percent Forward Starting Interest Rate Swaps              
Derivative [Line Items]              
Notional amount of interest rate cash flow hedges     $ 500,000,000        
Cash Flow Hedging | Forward Starting Interest Rate Swaps              
Derivative [Line Items]              
Notional amount of interest rate cash flow hedges   $ 400,000,000          
Cash Flow Hedging | One Point Two Three Percent Forward Starting Interest Rate Swaps One              
Derivative [Line Items]              
Notional amount of interest rate cash flow hedges   100,000,000          
Cash Flow Hedging | One Point Two Three Percent Forward Starting Interest Rate Swaps | Interest Rate Swap Two              
Derivative [Line Items]              
Notional amount of interest rate cash flow hedges   200,000,000          
Cash Flow Hedging | One Point Two Three Percent Forward Starting Interest Rate Swaps Three              
Derivative [Line Items]              
Notional amount of interest rate cash flow hedges   $ 100,000,000          
Cash Flow Hedging | One Point Two One Percent Forward Starting Interest Rate Swaps              
Derivative [Line Items]              
Notional amount of interest rate cash flow hedges $ 100,000,000       $ 100,000,000