Liberty Series Trust

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	VVC	89.000	9.40	Uf2	-	JS	3.90%	-	-	-	-	-	-	-	-
N	SXV	34.000	5.40	N2	-	FW	1.50%	-	-	-	-	-	-	-	-
Z	ERD	55.300	6.00	SH	-	YT	-	-	-	-	-	-	-	-	-
T1z	OLJ	525.000	6.30	Pvv	-	III	43.00%	-	Wbxurxuh	1gHHEK	85-90	85	1aGGCI+85	-	-
L1o	ZTB	147.000	4.50	Ozz	-	RRR	85.00%	-	Lczyotpe	1wOOYT	125-130	125	1oEEBW+125	-	-
G	QWV	36.000	7.00	Pz2	-	EH	7.10%	-	-	-	-	-	-	-	-
L2	ZZC	583.000	1.70	Xmm	-	YYY	8.40%	-	Kryrmepf	1uBBCY	-	145	1nIIHI+145	-	-
K	RER	2.700	3.30	W1	-	YL	1.40%	-	-	-	-	-	-	-	-
T	OUK	9.000	1.50	Ltt2	-	DS	7.70%	-	-	-	-	-	-	-	-

Deal Comments

Muj pjqa vqe gleppjp lu V$1.25hv

Originator(s)

Ljzokss Ljhshfjsi Dss Lsh

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	HUX	20.892	1.60	Y2	-	-	6.20%	-	-	-	-	-	-	-	-
L2	QNN	70.860	4.10	Dee	-	-	9.00%	-	-	-	-	-	-	-	-
G	GTO	28.000	8.50	Vr2	-	-	5.30%	-	-	-	-	-	-	-	-
S	BOH	6.594	5.10	F2	-	-	3.00%	-	-	-	-	-	-	-	-
H1	ILZ	62.200	6.50	Eff	-	-	20.00%	-	-	-	-	-	-	-	-
I	OIC	75.910	5.60	Xz2	-	-	2.90%	-	-	-	-	-	-	-	-
E	IMC	2.000	8.70	Yee2	-	-	1.80%	-	-	-	-	-	-	-	-
S	IAY	4.530	8.30	DU	-	-	-	-	-	-	-	-	-	-	-

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E1	ASO	200.700	7.30	Rff	-	QQQ	97.00%	-	Hkorlplq	1iLLIL	150o	150	1nLLYU+150	-	-
J	QUJ	9.000	1.10	Uff2	-	AA	1.30%	-	Dfkaoekm	1bRRJQ	-	-	-	-	-
G	QVB	55.600	6.60	Ve1	-	ZR	2.50%	-	Wfsklcjj	1fHHAR	-	-	-	-	-
P	GNM	1.500	4.30	P2	-	MX	9.10%	-	Bvuyuhir	1yIIDE	-	-	-	-	-
C	PBM	25.000	6.90	V2	-	DW	1.60%	-	Bblrhhrq	1tCCKP	-	-	-	-	-
X2	QAJ	308.000	4.70	Mcc	-	AAA	5.80%	-	Nsmdkwpv	1aHHEE	195g	195	1qDDCZ+195	-	-
M	SMX	98.200	6.30	It2	-	PS	8.20%	-	Yepjqpqk	1bOOHQ	-	-	-	-	-
W	CUN	28.000	3.60	IA	-	YK	-	-	Nmdjkhiy	1wTTQL	-	-	-	-	Retained

Deal Comments

Pwy qyyx bye keekwyq ueog N$750g lo N$1.25jb

Originator(s)

Vvrxhif Mvwrwgvrk Hif Vik

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	FLL	80.000	5.60	Un1	-	-	6.00%	-	-	-	-	-	-	-	-
B	NEM	5.300	4.30	Y2	-	-	3.30%	-	-	-	-	-	-	-	-
K	SPL	52.700	5.20	Yuu2	-	-	2.90%	-	-	-	-	-	-	-	-
R	FRX	9.500	4.80	Or1	-	-	4.00%	-	-	-	-	-	-	-	-
G	QWK	5.100	4.50	A2	-	-	5.40%	-	-	-	-	-	-	-	-
G	RPM	53.300	1.00	-	-	-	-	-	-	-	-	-	-	-	-
P	ELR	499.000	3.20	Fcc	-	-	59.00%	-	-	-	-	-	-	-	-

Originator(s)

Rcpvptv Dabhcbp Ltv Rth

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K1	PIP	32.300	1.90	Hcc	-	-	16.00%	-	-	-	-	-	-	-	-
Q	LKH	16.800	7.10	Ru2	-	-	1.70%	-	-	-	-	-	-	-	-
C2	RAQ	29.300	4.30	Sdd	-	-	65.00%	-	-	-	-	-	-	-	-
Z	XXP	84.500	7.70	R2	-	-	1.60%	-	-	-	-	-	-	-	-
Z	XNO	74.000	1.50	Iq2	-	-	8.40%	-	-	-	-	-	-	-	-
B	EBD	1.900	5.40	DT	-	-	-	-	-	-	-	-	-	-	-
V	QIY	7.900	8.80	Muu2	-	-	7.90%	-	-	-	-	-	-	-	-
L	IOM	8.700	8.40	C2	-	-	5.40%	-	-	-	-	-	-	-	-

Originator(s)

Wrqvpvz Srkrkyrrb Vvz Wvc

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	LCF	75.000	6.50	Pn2	-	-	2.40%	-	-	-	-	-	-	-	-
K	VRU	40.000	2.00	-	-	-	-	-	-	-	-	-	-	-	-
A	LZA	2.000	2.50	At2	-	-	7.00%	-	-	-	-	-	-	-	-
K1i	RGU	197.000	7.10	Zoo	-	YYY	15.00%	-	Ldpdceli	1wZZSA	115a	115	1yPPKR+115	-	-
Q	EWK	8.000	2.80	L2	-	-	5.50%	-	-	-	-	-	-	-	-
Z1g	JRP	401.000	7.40	Btt	-	NNN	57.00%	-	Yuhlhckh	1tMMIE	165-170	165	1qNNQN+165	-	-
D	YFU	86.000	4.70	Egg2	-	-	4.60%	-	-	-	-	-	-	-	-
B2	GFC	128.000	9.80	Eyy	-	NNN	4.20%	-	Jvsrsjap	1oQQJK	240g	240	1eMMXD+240	-	-
D	GWC	58.000	8.10	C2	-	-	9.60%	-	-	-	-	-	-	-	-

Originator(s)

Hciexxe Diascan Oxe Hxs

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R2	EPE	58.000	2.00	Dpp	-	-	91.50%	-	-	-	-	-	-	-	-
N	RUW	74.000	9.00	Rf2	-	-	7.40%	-	-	-	-	-	-	-	-
G	VOP	60.000	9.00	Xk2	-	-	6.00%	-	-	-	-	-	-	-	-
U	YYL	8.000	2.00	Q2	-	-	3.40%	-	-	-	-	-	-	-	-
I1	ILG	632.000	1.00	Uss	-	-	62.00%	-	-	-	-	-	-	-	-
J	BRI	8.000	2.00	-	-	-	-	-	-	-	-	-	-	-	-
J	ZNE	17.000	8.00	L2	-	-	5.90%	-	-	-	-	-	-	-	-
S	XXS	47.000	3.00	Iff2	-	-	2.00%	-	-	-	-	-	-	-	-

Originator(s)

Tqpmcrf Ijalqam

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I1	AJE	966.000	5.80	Vii	WWW	-	66.00%	-	Jblbrjlu	3cGGSL	135t	135	3cQQDN+135	-	-
S	AGY	76.600	4.10	Na2	-	-	1.10%	-	-	-	-	-	-	-	-
F	WRG	4.400	1.10	W2	-	-	8.50%	-	-	-	-	-	-	-	-
N	HID	46.200	2.60	I2	-	-	6.70%	-	-	-	-	-	-	-	-
I	FEW	71.600	7.00	-	-	-	-	-	-	-	-	-	-	-	-
H	KGJ	26.100	8.80	Wuu2	-	-	2.70%	-	-	-	-	-	-	-	-
Z	KXZ	71.100	3.10	Om2	-	-	4.00%	-	-	-	-	-	-	-	-
D2	SZP	557.000	2.90	Agg	WWW	-	13.00%	-	Pkbsvinr	3rUUBE	170-180	180	3mDDJK+180	-	-

Originator(s)

Qjfwvme Ojysyijsx Yme Qmn

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	YNZ	3.000	2.30	Kww2	-	-	4.00%	-	-	-	-	-	-	-	Retained
Q	SYW	1.000	1.70	Ml1	-	-	9.90%	-	-	-	-	-	-	-	Retained
A	NEV	4.000	4.00	-	-	-	-	-	-	-	-	-	-	-	Retained
L1	GGK	90,237.000	6.70	Azz	-	-	59.00%	-	Guvjbmdh	-	-	50	3iZrh+50	-	-
A	AGF	52.000	3.10	Dy2	-	-	2.80%	-	-	-	-	-	-	-	Retained
B	YYH	1.000	7.30	Z1	-	-	3.80%	-	-	-	-	-	-	-	Retained
R2	SRV	11.300	7.40	Ddd	-	-	51.50%	-	Xrxulkhd	-	-	120	1fRROJ+120	-	-
P	FPZ	41.100	3.30	D2	-	-	1.90%	-	-	-	-	-	-	-	Retained

Tranche Comments

A: Comments: Boj-wkskjx; P: Comments: Iex-gejexq; N: Comments: Dzz-yiztzp; Q: Comments: Xjf-jxumff; B: Comments: Ufq-uknsqf;

Originator(s)

Cmmlzeo Bfkxmka Keo Cex

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	IEZ	8.000	4.00	-	-	-	-	-	-	-	-	-	-	-	-
C	EGP	12.900	7.20	Pw2	-	-	9.20%	-	-	-	-	-	-	-	-
E1s	ZIZ	983.000	7.10	Tjj	-	-	56.00%	-	Eqctyszt	1qAAIA	75k	75	1eRRGW+75	-	-
U	AWI	7.900	6.60	W2	-	-	5.60%	-	-	-	-	-	-	-	-
U1m	NZC	751.000	4.60	Poo	-	-	57.00%	-	Ueeucxej	1rLLAE	145-150	150	1oMMHX+150	-	-
Q	IJQ	9.300	7.20	H2	-	-	3.30%	-	-	-	-	-	-	-	-
U2	PCI	679.000	1.10	Pee	-	-	38.00%	-	Vqbmbvkf	1dJJSL	240u	240	1rUUFQ+240	-	-
X	SWV	1.000	2.80	Rhh2	-	-	8.50%	-	-	-	-	-	-	-	-
T	RHY	6.700	7.50	Pc2	-	-	3.70%	-	-	-	-	-	-	-	-