LORILLARD INC

CUSIP: 544147101 Class: COM

O'SHAUGHNESSY ASSET MANAGEMENT, LLC's Holding History (CIK: 0001423442)

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

Q1 2015
Shares 1 Value ($000) $0 Avg Close — Range —
Q4 2014
Shares 344,568 Value ($000) $19,307 Avg Close — Range —
Q3 2014
Shares 896,426 Value ($000) $53,663 Avg Close — Range —
Q2 2014
Shares 1,542,831 Value ($000) $94,045 Avg Close — Range —
Q1 2014
Shares 1,639,219 Value ($000) $88,551 Avg Close — Range —
Q4 2013
Shares 1,347,419 Value ($000) $68,183 Avg Close — Range —
Q3 2013
Shares 958,338 Value ($000) $42,861 Avg Close — Range —
Q2 2013
Shares 292,494 Value ($000) $12,801 Avg Close — Range —