LORILLARD INC

CUSIP: 544147101 Class: COM

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

Note: Option positions (PUT/CALL) are excluded.

Q1 2015
Shares 1,053,496 Value ($000) $68,846 Avg Close Range
Q4 2014
Shares 1,791,431 Value ($000) $112,753 Avg Close Range
Q3 2014
Shares 1,624,768 Value ($000) $97,340 Avg Close Range
Q2 2014
Shares 203,123 Value ($000) $12,384 Avg Close Range
Q1 2014
Shares 1,853,478 Value ($000) $100,236 Avg Close Range
Q4 2013
Shares 3,257,512 Value ($000) $165,091 Avg Close Range
Q3 2013
Shares 4,306,660 Value ($000) $192,852 Avg Close Range
Q2 2013
Shares 7,114,583 Value ($000) $310,765 Avg Close Range