. a portion of the cash collateral received by customers under our securities lending program is invested in cash collateral pools that we manage . interests in these cash collateral pools are held by unaffiliated customers and by registered and unregistered investment funds that we manage . our cash collateral pools that are money market funds registered under the investment company act of 1940 are required to maintain , and have maintained , a constant net asset value of $ 1.00 per unit