Derivative Instruments and Risk Management Activities (Details Textual)	3 Months Ended		6 Months Ended
	Jun. 30, 2017 USD ($) swap	Jun. 30, 2016 USD ($)	Jun. 30, 2017 USD ($) swap	Jun. 30, 2016 USD ($)	Dec. 31, 2016 USD ($)	Dec. 31, 2015 USD ($)
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Gain (Loss) on Cash Flow Hedge Ineffectiveness, Net			$ 0	$ 0
Increase in floor plan interest expense due to impact of interest rate hedges	$ 2,700,000	$ 2,900,000	5,700,000	5,600,000
Floor Plan Interest Expense	$ 13,226,000	11,593,000	$ 25,168,000	22,603,000
Newly entered interest rate swaps	2		2
Forward swaps expiration date	Dec. 31, 2030
Maximum Notional Amount Of Derivatives In Effect At Any Time	$ 918,400,000		$ 918,400,000
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax	(7,255,000)	$ (31,959,000)	(7,255,000)	$ (31,959,000)	$ (9,331,000)	$ (19,452,000)
Amount expected to be reclassified from other comprehensive loss into earnings	10,000,000		10,000,000
Interest Rate Swap [Member]
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Aggregate notional value of forward interest rate swaps	$ 824,800,000		$ 824,800,000
Derivative, Average Fixed Interest Rate	2.50%		2.50%
Notional amount of interest rate swaps entered into during current year	$ 11,000,000		$ 11,000,000
Interest Rate Swaps Forward Starting [Member]
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Aggregate notional value of forward interest rate swaps	$ 625,000,000		$ 625,000,000
Derivative, Average Fixed Interest Rate	0.00%		0.00%
Number of additional forward interest rate swaps | swap	12		12
Minimum [Member] | Interest Rate Swaps Forward Starting [Member]
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Forward swaps start date	Dec. 31, 2017
Forward swaps expiration date	Dec. 31, 2020
Maximum [Member] | Interest Rate Swaps Forward Starting [Member]
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Forward swaps start date	Dec. 31, 2020
Forward swaps expiration date	Dec. 31, 2030
Level 2 [Member]
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Fair value of derivative financial instruments included in balance sheet as liabilities from interest risk management activities	$ 19,691,000		$ 19,691,000		24,411,000
Interest Rate Derivative Assets, at Fair Value	$ 8,087,000		$ 8,087,000		$ 9,484,000