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What provinces are part of what CoT's are based on distance from your CoT in homeland, value, strength of controlling CoT, and a bunch of stuff that other folks know more about than I. As far as changing CoT's, I don't think it's possible, maybe by editing savegames files, but then again I've looked through the file furiously and have never seen how, what provinces are part of what CoT's, are allocated.
 
There is so many thing deciding which province is owned bt who so the easiest is to DoW and capture the COT.
But it is good that you have many COT in your land, it is cheaper to send your merchants then.
 
Or you can edit it location in savefile
How, I've dug through the save game files like mad. I know you can change the location of a CoT, but not the CoT a province belongs to?