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Certificateless signcryption is a useful primitive which simultaneously provides the functionalities of certificateless encryption and certificateless signature. Recently, Liu et al. [15] proposed a new certificateless signcryption scheme, and claimed that their scheme is provably secure without random oracles in a strengthened security model, where the malicious-but-passive KGC attack is considered. Unfortunately, by giving concrete attacks, we indicate that Liu et al. certificateless signcryption scheme is not secure in this strengthened security model.