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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 |  |

X
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