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Original filing (PDF)20251008100436NAL0013441986001
CONSTELLATION ENERGY GENERATION LLC
Form 5500
FILING_RECEIVED
CONSTELLATION PENSION MASTER TRUST - CASH BALANCE LIABILITY HEDGE FIXED INCOME SECURITIZED
Pooled investment trust — a fund that other plans invest in — not a participant plan
Active participants
—
Accounts w/ balance
—
Plan assets (EOY)
$150.4M
Net assets (EOY)
$122.6M
How this plan invests
2 plans
invest in this fund
This trust
pooled vehicle
153 securities
Schedule of Assets
This is a pooled fund: many plans invest in it, and it holds the underlying securities.
Master trust / DFE filing
Pooled investment vehicle
This filing is a Direct Filing Entity (DFE) — a master trust or collective investment trust that pools assets from multiple participating plans. It does not have plan participants of its own, and the Plan Health Score formula doesn’t apply. Individual participant-facing plans that invest in this trust are the appropriate target for fiduciary analysis.
Pooled assets (EOY)
$150.4M
Net assets (EOY)
$122.6M
Participating plans
2
latest filings citing this trust
Cited interest
$121.7M
across citing plans' latest filings
Cited interest vs pooled assets: cited interest sums what each participating plan reported holding in this trust, measured at that plan’s own year-end — and those filings span different years. Pooled assets is this single filing’s balance at one date. They’re independent measurements, so cited interest can land slightly above or below the pooled balance and won’t reconcile exactly.
Why no Schedule of Assets here? DFE holdings often live on the master trust’s own audited statement, not as a 4i schedule on the participating plans’ filings. We’re extending the parsing pipeline to cover DFE filings — see Methodology.
Decision-maker contacts
CFO / Head of HR / Benefits Manager — verified email + LinkedIn for CONSTELLATION ENERGY GENERATION LLC.
Plan sponsor
Name
CONSTELLATION ENERGY GENERATION LLC
EIN
23-3064219
Address
200 ENERGY WAY · KENNETT SQUARE, PA · 19348
Phone
(779) 231-5341
Plan administrator
Same as plan sponsor.
Plan characteristics
Plan number
301
Plan year
2024
Plan year begin
2024-01-01
Tax period
2024-12-31
Filed
2025-10-08
Audit & trust (Schedule H)
Auditor
—
Trustee / custodian
—
Trustee phone
—
Service providers (Schedule C)
2 rowsCustodian
1| Name | EIN | Location | Relation | Direct comp | Indirect comp |
|---|---|---|---|---|---|
| NORTHERN TRUST CORPORATION | 36-1561860 | — | TRUSTEE/CUSTODIAN | $14K | — |
Advisor / Consultant
1| Name | EIN | Location | Relation | Direct comp | Indirect comp |
|---|---|---|---|---|---|
| DOUBLELINE CAPITAL | — | LOS ANGELES, CA | INVESTMENT MANAGER | $275K | — |
Investments
152 direct securities· $147.4M(98% of reported assets)
| PI | Investment | Type | Shares / units | Cost | Current value | % of plan |
|---|---|---|---|---|---|---|
| FNMA SINGLE FAMILY MORTGAGE 3.0% 30 YEARS SETTLES JANUARY | — | — | $12.0M | $11.8M | 7.8% | |
| UNITED STATES TREAS NTS DTD 03/31/2020 .5% DUE 03-31-2025 REG | — | — | $9.9M | $10.2M | 6.8% | |
| FNMA SINGLE FAMILY MORTGAGE 2.5% 30 YEARS SETTLES JANUARY | — | — | $9.8M | $9.5M | 6.3% | |
| INTEREST-BEARING CASH * NT COLLECTIVE GOVT SHORT TERM INVT FD | — | — | $7.2M | $7.2M | 4.8% | |
| FNMA 30 YR PASS-THROUGHS 5.5% 30 YEARS SETTLES JAN | — | — | $5.9M | $5.9M | 3.9% | |
| FREDDIE MAC RA9843 5.5% 09-01-2053 | — | — | $5.5M | $5.6M | 3.7% | |
| FANNIE MAE POOL FN CB7433 5.5% | — | — | $3.7M | $3.6M | 2.4% | |
| FANNIE MAE POOL FN CB9138 5.5% | — | — | $3.7M | $3.6M | 2.4% | |
| FEDERAL HOME LN MTG CORP POOL #SD3745 6%09-01-2053 BEO | — | — | $3.0M | $3.1M | 2.0% | |
| FNMA POOL #CB7335 5.5% 10-01-2053 | — | — | $3.1M | $3.0M | 2.0% | |
| GNMA POOL #785945 3% 02-20-2052 BEO | — | — | $3.1M | $3.0M | 2.0% | |
| FANNIE MAE CB7270 6% 10-01-2053 | — | — | $2.8M | $2.8M | 1.9% | |
| FEDERAL HOME LN MTG CORP POOL #SD4270 2%02-01-2052 BEO | — | — | $2.8M | $2.8M | 1.9% | |
| FANNIE MAE FN CB9147 5.5% 09-01-2054 | — | — | $2.5M | $2.5M | 1.6% | |
| FREDDIE MAC POOL FR SD6570 5.5% | — | — | $2.5M | $2.5M | 1.6% | |
| FREDDIE MAC FR SD6053 5.5% 1/8/2054 5.5%08-01-2054 | — | — | $2.5M | $2.4M | 1.6% | |
| FREDDIE MAC POOL FR RB5306 5.5% | — | — | $2.4M | $2.4M | 1.6% | |
| FNMA POOL #MA5503 5.5% 10-01-2044 BEO | — | — | $2.4M | $2.4M | 1.6% | |
| FEDERAL HOME LN MTG CORP POOL #SD3721 5%07-01-2053 BEO | — | — | $2.3M | $2.3M | 1.5% | |
| FEDERAL HOME LOAN BANKS 3% 08-01-2052 | — | — | $2.4M | $2.3M | 1.5% | |
| FREDDIE MAC POOL FR SD5617 6% 06-01-2054 | — | — | $2.3M | $2.3M | 1.5% | |
| FREDDIE MAC SD4961 2% 02-01-2052 | — | — | $2.2M | $2.1M | 1.4% | |
| FNMA POOL #MA5086 5% 07-01-2043 BEO | — | — | $2.1M | $2.1M | 1.4% | |
| FREDDIE MAC POOL FR SD6175 6% 1/9/2054 6% 09-01-2054 | — | — | $2.2M | $2.1M | 1.4% | |
| FNMA POOL #FM8533 2.5% 03-01-2051 BEO | — | — | $2.0M | $2.1M | 1.4% | |
| FEDERAL HOME LOAN MORTGAGE CORP POOL #SD7553 3.0% DUE 03-01-2052 REG | — | — | $2.1M | $2.1M | 1.4% | |
| FEDERAL HOME LOAN BANKS 5% 06-01-2053 | — | — | $2.0M | $2.1M | 1.4% | |
| FNMA POOL #FS2599 3% 12-01-2051 BEO | — | — | $2.1M | $2.0M | 1.3% | |
| FNMA POOL #MA4600 3.5% 05-01-2052 BEO | — | — | $2.1M | $2.0M | 1.3% | |
| FEDERAL HOME LN MTG CORP POOL #SD7556 3%08-01-2052 BEO | — | — | $2.1M | $2.0M | 1.3% | |
| FNMA POOL #CB3412 3.5% 04-01-2052 BEO | — | — | $2.1M | $2.0M | 1.3% | |
| FEDERAL HOME LN MTG CORP POOL #SD3892 5.5% 09-01-2053 BEO | — | — | $1.9M | $2.0M | 1.3% | |
| FANNIE MAE SR 24-103 CL FM FLTG 01-25-2055 | — | — | $1.9M | $1.9M | 1.2% | |
| FNMA POOL #FS7114 5.5% 02-01-2054 BEO | — | — | $1.7M | $1.7M | 1.1% | |
| FNMA REMIC TR 2015-16 CL-MY 3.5 | — | — | $1.7M | $1.5M | 1.0% | |
| FEDERAL HOME LN MTG CORP POOL #Z40206 3.5% 02-01-2047 BEO | — | — | $1.6M | $1.5M | 1.0% | |
| GNMA 2019-125 REMIC PASS THRU 4.91513% 10-20-2049 | — | — | $1.1M | $1.2M | 0.8% | |
| UNITED STATES TREAS NTS .625% DUE 05-15-2030 REG | — | — | $1.1M | $1.1M | 0.7% | |
| FEDERAL HOME LN MTG CORP POOL #Z40256 3%12-01-2046 BEO | — | — | $972K | $965K | 0.6% | |
| U.S. GOVERNMENT SECURITIES FANNIE MAE SER 18-18 CLS GL 3% | — | — | $1.1M | $949K | 0.6% | |
| FNMA REMIC TR 2021-23 CL-JB 1% | — | — | $840K | $836K | 0.6% | |
| P/O GNMA SER 23-56 CL UO 07-20-2052 | — | — | $797K | $831K | 0.6% | |
| FNMA POOL #FS2837 4% 09-01-2052 BEO | — | — | $848K | $819K | 0.5% | |
| P/O GNMA SR 23-66 CL OQ 0.0% | — | — | $797K | $762K | 0.5% | |
| P/O FHLMC SR 5315 CL OQ 0.0% | — | — | $704K | $731K | 0.5% | |
| GNMA 22-104 QY RT 2.25% DUE 04-16-2050 | — | — | $736K | $624K | 0.4% | |
| FEDERAL HOME LN MTG CORP SER 004839 CL WO 0% 08-15-2056 | — | — | $712K | $614K | 0.4% | |
| FNMA POOL #BZ1178 5.81% 06-01-2031 | — | — | $595K | $604K | 0.4% | |
| I/O FHLMC MULTICLASS SER 389 CL C19 2.5%04-15-2052 | — | — | $607K | $556K | 0.4% | |
| PVTPL SUNNOVA HELIOS III ISSUER LLC SER 19-AA CLS B 4.49% DUE 06-20-2046 BEO | — | — | $614K | $527K | 0.4% | |
| GOVERNMENT NATIONAL MORTGAGE ASSN SR 21-107 CL PI 3.0% 06-20-2051 | — | — | $492K | $506K | 0.3% | |
| GNMA 2022-207 REMIC PASSTHRU CTF 3% | — | — | $426K | $445K | 0.3% | |
| FNMA 2.5% 06-25-2052 | — | — | $427K | $437K | 0.3% | |
| I/O GNMA GOVERNMENT NATIONAL MORTGAGE ASS SR 20-126 CL KI 2.5% 08-20-2050 | — | — | $406K | $436K | 0.3% | |
| I/O FHLMC MULTICLASS 2.5% MBS 01/01/2051USD' -' 01-25-2051 | — | — | $419K | $434K | 0.3% | |
| GNMA 3% DUE 09-20-2050 | — | — | $413K | $432K | 0.3% | |
| I/O GNMA SR 24-135 CL AI VAR RT 10-01-2065 | — | — | $430K | $430K | 0.3% | |
| I/O GNMA SR 21-94 CL IO FLTG RT | — | — | $436K | $428K | 0.3% | |
| I/O GNMA SR 21-195 CL IX FLTG RT 08-16-2063 | — | — | $421K | $420K | 0.3% | |
| I/O GNMA VAR DUE 05-16-2060 REG | — | — | $421K | $419K | 0.3% | |
| PVTPL DB MASTER FIN LLC 21-1A CL A23 2.791% DUE 11-20-2051 BEO | — | — | $378K | $409K | 0.3% | |
| GNMA SER 22-216 CL IO VAR RT | — | — | $432K | $405K | 0.3% | |
| GNMA 2.5% DUE 09-20-2050 | — | — | $348K | $356K | 0.2% | |
| FNMA REMIC TR 2013-M6 CL-1AC VAR RATE DUE 02-25-2043 | — | — | $391K | $344K | 0.2% | |
| UNITED STS TREAS NTS DTD .875% 11-15-2030 | — | — | $324K | $327K | 0.2% | |
| FNMA SER 2022-M4 2.46611% DUE 05-01-2030REG | — | — | $340K | $304K | 0.2% | |
| I/O GNMA SER 21-15 CL IQ 3.0% 12-20-2050 REG | — | — | $172K | $289K | 0.2% | |
| PVTPL JOL AIR LTD SER 19-1 CL B 4.948% 04-15-2044 BEO | — | — | $244K | $266K | 0.2% | |
| PVTPL SWITCH ABS ISUER LLC / SWITCH ABS CO-ISSUER LLC SR 24-1A CL B 6.5% 3-25-54 | — | — | $242K | $247K | 0.2% | |
| PVTPL APOLLO AVIATION SECURITIZATION SR 24-1A CL B 6.9% 05-16-2049 | — | — | $246K | $246K | 0.2% | |
| PVTPL SLAM LTD SER 24-1A CL A 5.335% 09-15-2049 | — | — | $246K | $241K | 0.2% | |
| PVTPL SOLRR AIRCRAFT 2021-1 LTD/SOLRR AIRCRA SR 21-1 CL B 3.432% 10-15-2046 | — | — | $233K | $239K | 0.2% | |
| GNMA 2020-144 REMIC PASSTHRU CTF 2.5% 09-20-2050 | — | — | $226K | $238K | 0.2% | |
| GNMA 16/12/2062 12-16-2062 | — | — | $228K | $231K | 0.2% | |
| PVTPL DOMINOS PIZZA MASTER ISSUER SER 2017-1 CL A23 4.118% 07-25-2047 | — | — | $225K | $229K | 0.2% | |
| I/O GNMA REMIC SER 21-25 CL JI 2.50% 02-20-2051 REG | — | — | $149K | $214K | 0.1% | |
| FNMA REMIC TR 2020-88 CL-QI 2% | — | — | $177K | $189K | 0.1% | |
| I/O GNMA REMIC SER 21-25 CL EI 2.50% 02-20-2051 | — | — | $128K | $175K | 0.1% | |
| GNMA 3.5% 06-20-2051 | — | — | $144K | $174K | 0.1% | |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021-191 LI 3% 10-20-2051 | — | — | $184K | $170K | 0.1% | |
| GNMA 2021-096 REMIC PASSTHRU CTF 2.5% 06-20-2051 | — | — | $139K | $162K | 0.1% | |
| GNMA 2021-125 REMIC PASSTHRU CTF 3.5% 07-20-2051 | — | — | $96K | $156K | 0.1% | |
| COMPASS DATACENTERS ISSUER II LLC SR 24-1A CL B 7% 144A 02-25-2049 | — | — | $149K | $151K | 0.1% | |
| I/O GNMA 2021-007 REMIC PASSTHRU CTF CL JI 01-20-2051 | — | — | $130K | $143K | <0.1% | |
| I/O FNMA REMIC TRUST SER 20-M12 CL IO VAR RT 07-25-2029 REG | — | — | $102K | $143K | <0.1% | |
| GS MTG SECS TR VAR RT 1.40238% DUE | — | — | $199K | $136K | <0.1% | |
| GNMA 20/11/2071 11-20-2071 | — | — | $125K | $135K | <0.1% | |
| I/O GNMA SER 2021-42 CL WI 5.0% 03-20-2051 BEO | — | — | $109K | $133K | <0.1% | |
| I/O GNMA SER 21-11 CL IO VAR | — | — | $127K | $132K | <0.1% | |
| GNMA 2020-181 MTG PASS THRU CTF 1.83487%12-20-2050 | — | — | $201K | $132K | <0.1% | |
| PVTPL SOFI PROFESSIONAL LN PROGRAM 2017-E CL B 11-26-2040 | — | — | $128K | $132K | <0.1% | |
| I/O GNMA SRS 20-189 CL SU FLTG DUE | — | — | $178K | $130K | <0.1% | |
| I/O GNMA VAR RT SER 21-2 CL IO | — | — | $129K | $127K | <0.1% | |
| PVTPL TAILWIND 2019-1 AVIATION LTD STEP CPN CL B DUE 12-15-2044 | — | — | $120K | $122K | <0.1% | |
| I/O FNMA SR20-10 CL S 05-25-2059 | — | — | $254K | $122K | <0.1% | |
| I/O GNMA REMIC TRUST SR 19-158 CL AI 3.0% 09-20-2047 | — | — | $151K | $118K | <0.1% | |
| I/O GNMA SER 21-40 CL IO VAR RT | — | — | $110K | $110K | <0.1% | |
| BANK 2021-BNK32 2.349% DUE 04-15-2054 | — | — | $100K | $109K | <0.1% | |
| I/O FNMA SER 20-61 CL-DI 3% 09-25-2060 REG | — | — | $112K | $107K | <0.1% | |
| BANK 2018-BNK14 SER 2018-BN14 CL A3 3.966% 09-15-2060 | — | — | $100K | $105K | <0.1% | |
| GNMA 2021-099 REMIC PASSTHRU CTF .58457%05-16-2061 | — | — | $125K | $104K | <0.1% | |
| PVTL ALIGNED DATA CTRS ISSUER LLC 6.35% DUE 10-15-2047 BEO | — | — | $99K | $101K | <0.1% | |
| CMO BANK5 SR 24-5YR10 CL AS 5.637% 10-15-2057 | — | — | $103K | $101K | <0.1% | |
| BX 2021-21M MTG TR FLTG RT 5.18648% DUE 10-15-2036 | — | — | $100K | $101K | <0.1% | |
| BPR TR 2022-OANA FLTG RT 6.227% DUE | — | — | $100K | $100K | <0.1% | |
| BBCMS MTG TR 2024-5C29 COML MTG PASSTHRUCTF CL 5.208% 09-15-2057 | — | — | $103K | $100K | <0.1% | |
| FEDERAL HOME LN MTG CORP SER 004993 CL NS 1.58551% 07-25-2050 | — | — | $167K | $100K | <0.1% | |
| SREIT COML MTG TR FLTG RT 5.27828% DUE 11-15-2036 | — | — | $99K | $100K | <0.1% | |
| BENCHMARK 2024-V10 COML MTG TR 5.6774% 10-15-2029 | — | — | $100K | $98K | <0.1% | |
| PVTPL KREF 2022-FL3 LTD CL A FLTG | — | — | $96K | $98K | <0.1% | |
| CMO CITIGROUP COML MTG TR 2016-P3 BNDS 3.495% 04-15-2049 | — | — | $95K | $98K | <0.1% | |
| CITIGROUP COML MTG 2.832% DUE 08-10-2049 | — | — | $94K | $97K | <0.1% | |
| I/O GNMA SR 2020-112 CL SB 08-20-2050 REG | — | — | $179K | $96K | <0.1% | |
| PVTPL TPG REAL ESTATE FINANCE SER 22-FL5 CL A FLTG 02-15-2039 | — | — | $94K | $96K | <0.1% | |
| BX COML MTG TR 2021-CIP 5.37748% | — | — | $94K | $95K | <0.1% | |
| BENCHMARK 2020-B17 2.2108% DUE | — | — | $92K | $95K | <0.1% | |
| CMO WELLS FARGO COML MTG TR SER 2016-LC25 CA3 3.374% 12-15-2059 | — | — | $92K | $95K | <0.1% | |
| CSAIL 2017-CX9 3.1755% DUE 09-15-2050 | — | — | $95K | $95K | <0.1% | |
| GS MTG SECS TR 2018-GS10 COML MTG PASSTHRU CTF CL 4.384% 07-10-2051 | — | — | $91K | $93K | <0.1% | |
| DBJPM 2020-C9 MTG PASS THRU CTF CL A-SB 1.875% 08-15-2053 | — | — | $85K | $92K | <0.1% | |
| CMO DBJPM SRS 20-C9 CL A21.9% DUE | — | — | $85K | $91K | <0.1% | |
| EXTENDED STAY AMER TR 2021-ESH MTG PASS THRU CTF CL A 144A 5.53648% 07-15-2038 | — | — | $88K | $88K | <0.1% | |
| FNMA REMIC TR 2020-M30 CL-X VAR 1.00635%07-25-2031 | — | — | $109K | $88K | <0.1% | |
| CITIGROUP COML MTG TR 2020-555 COML MTG PASSTHRU CTF CL A 2.647% 12-10-2041 | — | — | $86K | $86K | <0.1% | |
| CORPORATE DEBT INSTRUMENTS - OTHER CMO MORGAN STANLEY CAP I TR 2020-L4 CL C 3.536% DUE 02-15-2030 | — | — | $105K | $85K | <0.1% | |
| CMO JPMBB COMM MTG SECS TST SER 2015-C31 CL A3 3.8014% 08-15-2048 | — | — | $79K | $81K | <0.1% | |
| I/O GNMA SRS 20-30 CL QI 3.5% DUE 03-20-2035 REG | — | — | $199K | $81K | <0.1% | |
| FNMA .70457% 03-25-2030 | — | — | $128K | $78K | <0.1% | |
| UBS COML MTG TR SER 2018-C8 CL A-3 3.72% DUE 02-15-2051 | — | — | $73K | $77K | <0.1% | |
| PVTPL ARBOR REALTY COLLATERALIZED LN OBLIGAT SR 22-FL1 CL A FLTG RT 01-15-2037 | — | — | $72K | $72K | <0.1% | |
| I/O CMO JPMBB COML MTG SECS TR 2016-C1 03-17-2049 BEO | — | — | $121K | $71K | <0.1% | |
| PVTPL CMO MHC COML MTG TR 2021-MHC VAR RT DUE 04-15-2026 BEO | — | — | $67K | $67K | <0.1% | |
| FNMA 1.557482% DUE 01-25-2028 BEO | — | — | $161K | $64K | <0.1% | |
| AREIT 2022-CRE6 LTD / AREIT 5.59732% | — | — | $62K | $62K | <0.1% | |
| FEDERAL HOME LN MTG CORP SER 4096 CL DS 1.5459% 08-15-2042 | — | — | $75K | $62K | <0.1% | |
| FNMA 25/11/2035 11-25-2035 | — | — | $114K | $59K | <0.1% | |
| I/O FNMA REMIC TR SR 12-091 CL SM FLTG 08-25-2042 | — | — | $73K | $57K | <0.1% | |
| I/O FNMA SR 2020-M15 CL-X1 FLTG RT 09-25-2031 REG | — | — | $115K | $53K | <0.1% | |
| BMO 2024-5C7 MTG TR COML MTG PASSTHRU CTF CL 5.8876% 11-15-2057 | — | — | $49K | $49K | <0.1% | |
| WELLS FARGO COML MTG TR 2016-C34 SR 16-C34 CL B 4.089% 06-15-2049 | — | — | $50K | $48K | <0.1% | |
| UBS COML MTG TR 2018-C13 COML MTG PASSTHRU CTF CL B 4.7863% 10-15-2051 | — | — | $47K | $46K | <0.1% | |
| PVTPL LFT CRE 2021-FL1 LTD / LFT CRE CL A 1.26025% 06-15-2039 | — | — | $43K | $44K | <0.1% | |
| PVTPL BSPRT 2021-FL7 ISSUER LTD/BSPRT 2021-F SR 21-FL7 CL A VAR RT 12-15-2038 | — | — | $35K | $36K | <0.1% | |
| I/O GNMA REMIC SR 18-166 CL SA FLTG | — | — | $38K | $31K | <0.1% | |
| I/O GOVERNMENT NATIONAL MORTGAGE A GNR 2021-158 SA 3.69% 09-20-2051 | — | — | $205K | $28K | <0.1% | |
| I/O GNMA SER 22-19 CLS SG FLTG RT 01-20-2052 | — | — | $121K | $26K | <0.1% | |
| GNMA 2021-089 REMIC PASSTHRU 0% | — | — | $175K | $22K | <0.1% | |
| I/O GNMA 20/10/2050 10-20-2050 | — | — | $127K | $20K | <0.1% | |
| GNMA 0% 06-20-2051 | — | — | $75K | $16K | <0.1% | |
| I/O FNMA REMIC TR SR 13-83 CL LI 2.5% 08-25-2028 | — | — | $22K | $16K | <0.1% | |
| I/O FNMA SER 2013-9 CL IO 3 DUE 02-25-2028 REG | — | — | $28K | $15K | <0.1% | |
| I/O GNMA REMIC SER 2021-066 CL SA FLTG 04-20-2051 REG | — | — | $192K | $8K | <0.1% |