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Derivative Instruments and Risk Management Activities (Details Textual)
3 Months Ended 9 Months Ended
Sep. 30, 2017
USD ($)
swap
Sep. 30, 2016
USD ($)
Sep. 30, 2017
USD ($)
swap
Sep. 30, 2016
USD ($)
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 $ 2,300,000 $ 2,800,000 8,000,000 8,400,000    
Floor Plan Interest Expense $ 13,491,000 11,135,000 $ 38,659,000 33,737,000    
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 (5,800,000) $ (28,660,000) (5,800,000) $ (28,660,000) $ (9,331,000) $ (19,452,000)
Amount expected to be reclassified from other comprehensive loss into earnings 9,500,000   9,500,000      
Interest Rate Swap [Member]            
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]            
Aggregate notional value of forward interest rate swaps $ 823,900,000   $ 823,900,000      
Derivative, Average Fixed Interest Rate 2.50%   2.50%      
Notional amount of interest rate swaps entered into during current year $ 10,800,000   $ 10,800,000      
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   $ 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 $ 16,979,000   $ 16,979,000   24,411,000  
Interest Rate Derivative Assets, at Fair Value $ 7,701,000   $ 7,701,000   $ 9,484,000