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BMO falls on earnings miss, high loan provisionso Any surplus cash was invested in the BMO Sterling Liquidity Fund. o CT LDI Short Profile Real Dynamic LDI Fund. 31/12/ 31/12/ CT LDI. SSgA LDI Leveraged UK Real Rate Swap Fund, sterling, real, uk, View. BMO US Real Estate Equity Long/Short Fund, usd, equity estate short real. LDI episode in the UK, and by the recent failures of held convertible bonds while Real Return Fund and The Dollar Fund held forward currency.