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Derivative Instruments and Risk Management Activities (Details Textual) (USD $)
 3 Months Ended 6 Months Ended
Jun. 30, 2014
Jun. 30, 2013
Jun. 30, 2014
Jun. 30, 2013
Dec. 31, 2013
Dec. 31, 2012
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]            
Interest rate hedges weighted average rate 2.60%   2.60%      
Increase in floor plan interest expense due to impact of interest rate hedges $ 2,500,000 $ 2,400,000        
Floor Plan Interest Expense 10,329,000 10,873,000 21,242,000 20,237,000    
Aggregate notional value of nineteen additional forward interest rate swaps 450,000,000   450,000,000      
Interest Rate Derivative Assets, at Fair Value         3,919,000  
Amount expected to be reclassified from other comprehensive loss into earnings 10,900,000   10,900,000      
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax (16,710,000) (15,832,000) (16,710,000) (15,832,000) (13,850,000) (26,931,000)
Interest Rate Swaps Forward Starting [Member]
            
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]            
Interest rate hedges weighted average rate 2.70%   2.70%      
Number of additional forward interest rate swaps 10   10      
Aggregate notional value of nineteen additional forward interest rate swaps 525,000,000   525,000,000      
Maximum Notional Amount Of Derivatives In Effect At Any Time $ 600,000,000   $ 600,000,000      
Minimum [Member]
            
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]            
Forward swaps start date December 2014          
Forward swaps expiration date December 2017          
Maximum [Member]
            
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]            
Forward swaps start date December 2016          
Forward swaps expiration date December 2019