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Derivative Instruments and Risk Management Activities (Details Textual) | 3 Months Ended |  |
--- | --- | --- | ---
Mar. 31, 2017 USD ($) swap | Mar. 31, 2016 USD ($) | 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 | 2,900,000 | 2,800,000 |  |
Floor Plan Interest Expense | $ 11,942,000 | 11,010,000 |  |
Newly entered interest rate swaps | 1 |  |  |
Forward swaps expiration date | Dec. 31, 2030 |  |  |
Maximum Notional Amount Of Derivatives In Effect At Any Time | $ 912,700,000 |  |  |
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax | (6,673,000) | $ (28,479,000) | $ (9,331,000) | $ (19,452,000)
Amount expected to be reclassified from other comprehensive loss into earnings | 10,800,000 |  |  |
Interest Rate Swap [Member] |  |  |  |
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract] |  |  |  |
Aggregate notional value of forward interest rate swaps | $ 819,300,000 |  |  |
Derivative, Average Fixed Interest Rate | 2.50% |  |  |
Notional amount of interest rate swaps entered into during current year | $ 4,800,000 |  |  |
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 |  |  |
Derivative, Average Fixed Interest Rate | 2.20% |  |  |
Number of additional forward interest rate swaps | swap | 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 | $ 20,360,000 |  | 24,411,000 |
Interest Rate Derivative Assets, at Fair Value | $ 9,684,000 |  | $ 9,484,000 |

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- 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 No definition available. + Details
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- Definition The increase or decrease in floorplan interest expense due to interest rate hedges. + References No definition available. + Details
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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 + Details
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- Definition 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 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 11 -URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e637-108580 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 14A -URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669686-108580 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 14 -URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e681-108580 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80784-113994 + Details
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- Definition The net gain (loss) recognized in earnings during the reporting period representing the amount of the cash flow hedges' ineffectiveness. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (d)(1) -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624171-113959 + Details
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- Definition 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. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 1 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994 + Details
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