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Derivative Instruments and Risk Management Activities (Details Textual) $ in Thousands	3 Months Ended
	Mar. 31, 2016 USD ($) swap shares	Mar. 31, 2015 USD ($)	Dec. 31, 2015 USD ($) shares	Dec. 31, 2014 USD ($)
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Increase in floor plan interest expense due to impact of interest rate hedges	$ 2,800	$ 2,700
Floor Plan Interest Expense	$ 11,010	9,348
Forward swaps expiration date	Mar. 01, 2023
Fair value of derivative financial instruments included in balance sheet as liabilities from interest risk management activities	$ 45,566		$ 31,153
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Nonvested, Number | shares	895,430		893,360
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax	$ (28,479)	$ (22,455)	$ (19,452)	$ (17,909)
Amount expected to be reclassified from other comprehensive loss into earnings	12,900
Interest Rate Swap [Member]
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Aggregate notional value of forward interest rate swaps	$ 617,500
Derivative, Average Fixed Interest Rate	2.60%
Interest Rate Swaps That Were Entered Into and Became Effective During Period [Member] [Member]
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Aggregate notional value of forward interest rate swaps	$ 36,200
Number of additional forward interest rate swaps	4
Interest Rate Swaps Forward Starting [Member]
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Aggregate notional value of forward interest rate swaps	$ 850,000
Notional amount of interest rate swaps entered into during current year	$ 200,000
Derivative, Average Fixed Interest Rate	2.30%
Number of additional forward interest rate swaps | swap	17
Maximum Notional Amount Of Derivatives In Effect At Any Time	$ 908,600
Minimum [Member] | Interest Rate Swaps Forward Starting [Member]
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Forward swaps start date	Dec. 31, 2016
Forward swaps expiration date	Dec. 31, 2019
Maximum [Member] | Interest Rate Swaps Forward Starting [Member]
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Forward swaps start date	Jan. 02, 2019
Forward swaps expiration date	Dec. 31, 2021

X

- Definition

Interest expense incurred on borrowings under the floorplan line of the credit facility and arrangements with vehicle manufacturer affiliates for the financing of specific new, used and rental vehicle inventory. Interest expense also includes the net impact of interest rate swap settlements during the period, which are designed to hedge exposure to variable interest rates.

+ References

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- Definition

The increase or decrease in floorplan interest expense due to interest rate hedges.

+ References

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- Definition

Maximum notional amount of derivatives in effect at any time.

+ References

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Notional amount of newly entered swaps

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- Definition

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

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Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 220
-SubTopic 10
-Section 45
-Paragraph 10A
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669646-108580

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- Definition

Average fixed interest rate related to the group of interest rate derivatives.

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Date the entity entered into the derivative contract, in CCYY-MM-DD format.

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Date the derivative contract matures, in CCYY-MM-DD format.

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The number of derivative instruments of a particular group held by the entity.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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- Definition

Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

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The number of non-vested equity-based payment instruments, excluding stock (or unit) options, that validly exist and are outstanding as of the balance sheet date.

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