Based on U.S. Department of Labor Form 5500 filings (plan years 2022–2024), 5 U.S. retirement plans report holding FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YEARS SETTLES JANUARY ^ in their Schedule of Assets, totaling $23.8M in parsed positions. Matched on the normalized security name across each plan’s latest filing and ranked by position size.
| # | Sponsor / Plan | Location | Participants | Plan assets (EOY) | Position |
|---|---|---|---|---|---|
| 1 | CONSTELLATION ENERGY GENERATION LLC CONSTELLATION PENSION MASTER TRUST - CASH BALANCE LIABILITY HEDGE FIXED INCOME SECURITIZED | KENNETT SQUARE PA | — | $150.4M | $9.5M |
| 2 | HESS CORPORATION HESS CORPORATION EMPLOYEES' PENSION PLAN | HOUSTON TX | 1,520 | $1.9B | $7.1M |
| 3 | EXELON CORPORATION |
CHICAGO IL |
| — |
| $350.2M |
| $5.8M |
| 4 | EXELON CORPORATION EXELON CORP PENSION MASTER TRUST- ECRP HDG | CHICAGO IL | — | $3.7B | $1.1M |
| 5 | EXELON CORPORATION EXELON CORPORATION DCRP MASTER TRUST - PRIMARY | CHICAGO IL | — | $6.1B | $321K |
