I have tried to look up the rules of the Democratic primary process. It seems that states have two sets of statewide pledged delegates: pledged at-large delegates and pledged PLEO delegates. What is the difference between those two?

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The acronym PLEO stands for "Party Leader and Elected Official". Generally speaking, there are three types of delegates sent to the convention: normal delegates, who are chosen at the district level; at-large delegates, who are chosen state-wide; and PLEO delegates, who are like at-large delegates except they are hand-picked from the party leadership. The idea, ostensibly, is to give representation at the convention to local districts, the state as a a whole, and the party itself.

These delegates are all pledeged, meaning that they are expected to represent the choices and interests of the group that chose them. There are also automatic delegates (also called superdelegates) who are high muckety-mucks in the party: ranking DNC members, current or ex presidents, Democratic members of congress and Democratic governors, etc. These people are not pledged to support any particular candidate, but are free to use their best discretion. See: Democratic delegate rules, 2020

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    Not as germane to the question, but it's perhaps worth noting that the superdelegtes do not get a vote in the first ballot at the convention this year. They will only be invited to participate from the second ballot onwards.
    – Joe C
    Commented Feb 8, 2020 at 17:06
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    Also worth noting that the DEMs changed their rules after 2016 in response to complaints that they had too many (unpledged) Superdelegates, who that year could vote in the first round.
    – Damila
    Commented Feb 9, 2020 at 5:34

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