Derivative Instruments and Risk Management Activities (Details Textual) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Dec. 31, 2013
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Increase in floor plan interest expense due to impact of interest rate hedges	$ 2,700,000	$ 2,400,000
Floor Plan Interest Expense	9,348,000	10,913,000
Amount expected to be reclassified from other comprehensive loss into earnings	12,900,000
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax	(22,455,000)	(14,630,000)	(17,909,000)	(13,850,000)
Interest Rate Swap [Member]
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Interest rate hedges weighted average rate	2.50%
Aggregate notional value of nineteen additional forward interest rate swaps	563,000,000
Interest Rate Swaps Forward Starting [Member]
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Interest rate hedges weighted average rate	2.80%
Number of additional forward interest rate swaps	15
Aggregate notional value of nineteen additional forward interest rate swaps	775,000,000
Maximum Notional Amount Of Derivatives In Effect At Any Time	$ 761,000,000
Minimum [Member] | Interest Rate Swaps Forward Starting [Member]
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Forward swaps start date	August 2015
Forward swaps expiration date	December 2017
Maximum [Member] | Interest Rate Swaps Forward Starting [Member]
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Forward swaps start date	January 2018
Forward swaps expiration date	December 2020