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How did Lester knew Malvo's name?

In episode 5 of Fargo season 1, Lester told Mr. Numbers the (possible) real name of the character played by Billy Bob, i.e. Lorne Malvo. Now I don't recall Biily Bob to ever tell Lester that his name was Lorne Malvo. Only Molly and Gus knew his name and that is because of the Motel register.

Is there any explanation for that or we just gotta assume that he must have told him at some point off camera.