Derivative Instruments and Risk Management Activities (Details Textual) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Additional Derivative Instruments and Risk Management Activities (Textual) [Abstract]
Notional Value of interest rate swaps	$ 450,000,000		$ 450,000,000
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	7,400,000	7,700,000
Floor Plan Interest Expense	10,690,000	7,942,000	30,927,000	23,424,000
Fair value of derivative financial instruments included in balance sheet as liabilities from interest risk management activities	29,200,000		29,200,000
Interest Rate Derivative Assets, at Fair Value	2,413,000		2,413,000
Amount expected to be reclassified from other comprehensive loss into earnings	10,600,000		10,600,000
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