COMT holdings

Computed by this site from the fund's SEC Form N-PORT filing; what the measure does not tell you · every fund in one table · hold it with other funds? X-ray the mix. Pricing: 13.68% at a quoted market price (level 1), 17 issuer countries.

The largest line in COMT's filing is not a stock but BlackRock Cash Funds: Treasury, SL Agency Shares, a short-term position at 15.57% of net assets. Between the 2026-01-31 and 2026-04-30 filings 85 positions were added and 74 dropped; 62.5% of the weight moved. the United States is the largest country at 64.27% of the portfolio, across 17 countries in the filing.

Each sentence is read from the fund's own SEC filing; the class median is computed across the comparable short-term funds on this site. Nothing here is a view on the fund.

One row per filed reporting period, newest first, read from EDGAR. Quarterly because that is the public filing cadence. Rows marked * are published but held out of the comparison above; the methodology page says when and why.

The 15 largest of 160 positions in COMT's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Every position, every quarter: COMT.csv.gz.

Share of COMT's own investments by the issuer country the filer reported (incorporation, not revenue). Each country links to every fund that holds it.

Monthly total returns from Item B.5 of COMT's own filings, 81 months on record. Not computed here and not from a price feed.

Cross-checked against a series computed separately from prices: median difference 0.19 percentage points over 81 months, which is roughly the distributions. Every month with the filing it came from: COMT.json · all funds.

The fund lends its holdings, and Item B.4.a of the filing names every firm holding them. At 2020-01-31, $11m was out to 11 borrowers, 2.20% of net assets. The largest, JP MORGAN SECURITIES LLC, held 52.7% of it.

Cash collateral reported against the loan: 2.31% of net assets, 104.8% of the amount lent. That is a floor on the collateral, not the whole of it — collateral the fund does not hold as a position is not in this filing, so a figure under 100% is not evidence of under-collateralisation. How that figure behaves across all funds. Every quarter COMT has filed, with each borrower: COMT.json · all funds.

140 positions became 151: 85 added (50.0% of the fund at the later date), 74 dropped (46.7% at the earlier date). Half the sum of all weight changes, a turnover proxy: 62.5%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of COMT compared this way, as a feed: changes.xml · all funds: filings received.

New: United States Treasury (2.08%), United States Treasury (1.82%), United States Treasury (1.66%), Florida Power & Light Co (1.25%), United States Treasury (1.24%), Sumitomo Corp of Americas (1.22%). Gone: United States Treasury (1.89%), Commodities Exchange Center (1.56%), United States Treasury (1.46%), United States Treasury (1.45%), AQUITAINE FUNDING CO LLC (1.45%), HYUNDAI CAPITAL AMERICA (1.19%).

96.67% short-term investment, 3.33% DCO as filed; 13.7% carried at a quoted market price (fair-value level 1). Categories and levels are the filer's; what a low level-1 share does and does not mean is in the measure's page.

A position count cannot describe a fund that uses derivatives, because a swap is filed at its unrealised gain, not its exposure. These are the notionals the fund itself reported, against net assets of $1.16B. Notional of an interest-rate or currency swap is not equity exposure.

Full detail for every fund that files derivatives: leverage.json (CC BY 4.0).

Every measured short-term investment fund lined up by how many holdings it behaves like; these sit either side of COMT (55.8). Same filings, same arithmetic. Position in this list says nothing about which fund is better.