Derivative Instruments and Risk Management Activities (Details Textual) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013	Dec. 31, 2012
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Notional Value of interest rate swaps	$ 450,000,000
Interest rate hedges weighted average rate	2.60%
Increase in floor plan interest expense due to impact of interest rate hedges	2,400,000	2,400,000
Floor Plan Interest Expense	10,913,000	9,364,000
Interest Rate Derivative Assets, at Fair Value			3,919,000
Amount expected to be reclassified from other comprehensive loss into earnings	11,100,000
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax	(14,630,000)	(25,237,000)	(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%
Number of additional forward interest rate swaps	10
Aggregate notional value of nineteen additional forward interest rate swaps	525,000,000
Maximum Notional Amount Of Derivatives In Effect At Any Time	$ 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