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.

No definition available.

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