# EDGAR Filing Document

**Accession Number:** 0000773674
**File Stem:** 0001145549-23-008294
**Filing Date:** 2023-2
**Character Count:** 116148
**Document Hash:** c5ea3d876bb6bfdbdf19c522557d5a29
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008294.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-008294

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY GOVERNMENT INCOME TRUST
- **CENTRAL INDEX KEY:** 0000773674
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04363
- **FILM NUMBER:** 23653837

**BUSINESS ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111
- **BUSINESS PHONE:** 816-531-5575

**MAIL ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **CITY:** KANSASA CITY
- **STATE:** MO
- **ZIP:** 64111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BENHAM GOVERNMENT INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### GOVERNMENT BOND FUND (Series ID: S000005968)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000016435 | INVESTOR CLASS | CPTNX           |
| C000016436 | A CLASS        | ABTAX           |
| C000088035 | R5 CLASS       | ABTIX           |
| C000088036 | C CLASS        | ABTCX           |
| C000088037 | R CLASS        | ABTRX           |
| C000189732 | I CLASS        | ABHTX           |

## Nport-Ex

**American Century Investments**<sup>®</sup>

**Quarterly Portfolio Holdings**

**Government Bond Fund**

**December 31, 2022**

------

---

| |
|:---|
| **<u>Government Bond - Schedule of Investments</u>** |
| **DECEMBER 31, 2022 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| | **Principal Amount** | **Value** |
| **U.S. TREASURY SECURITIES — 41.9%** | | |
| U.S. Treasury Bonds, 3.50%, 2/15/39 | $2000000 | $1880156 |
| U.S. Treasury Bonds, 3.75%, 8/15/41 | 3000000 | 2847363 |
| U.S. Treasury Bonds, 2.00%, 11/15/41 | 3800000 | 2715145 |
| U.S. Treasury Bonds, 3.125%, 11/15/41 | 1800000 | 1556648 |
| U.S. Treasury Bonds, 3.125%, 2/15/42 | 2500000 | 2156543 |
| U.S. Treasury Bonds, 3.00%, 5/15/42 | 7000000 | 5892168 |
| U.S. Treasury Bonds, 3.25%, 5/15/42 | 5000000 | 4385937 |
| U.S. Treasury Bonds, 3.375%, 8/15/42 | 7800000 | 6973687 |
| U.S. Treasury Bonds, 2.75%, 11/15/42 | 1100000 | 882750 |
| U.S. Treasury Bonds, 4.00%, 11/15/42 | 3000000 | 2938125 |
| U.S. Treasury Bonds, 2.875%, 5/15/43 | 3500000 | 2860020 |
| U.S. Treasury Bonds, 3.625%, 8/15/43 | 1000000 | 920234 |
| U.S. Treasury Bonds, 3.75%, 11/15/43 | 1500000 | 1407305 |
| U.S. Treasury Bonds, 3.125%, 8/15/44 | 2000000 | 1691875 |
| U.S. Treasury Bonds, 3.00%, 11/15/44 | 3500000 | 2891875 |
| U.S. Treasury Bonds, 2.875%, 8/15/45 | 2000000 | 1612188 |
| U.S. Treasury Bonds, 2.50%, 2/15/46 | 500000 | 374570 |
| U.S. Treasury Bonds, 3.375%, 11/15/48 | 3500000 | 3089297 |
| U.S. Treasury Bonds, 2.875%, 5/15/49 | 1500000 | 1207793 |
| U.S. Treasury Bonds, 2.25%, 8/15/49 | 3000000 | 2110547 |
| U.S. Treasury Bonds, 2.375%, 11/15/49 | 4000000 | 2893516 |
| U.S. Treasury Bonds, 2.375%, 5/15/51 | 1500000 | 1076689 |
| U.S. Treasury Bonds, 2.25%, 2/15/52 | 1500000 | 1043672 |
| U.S. Treasury Bonds, 2.875%, 5/15/52 | 5000000 | 4007812 |
| U.S. Treasury Bonds, 3.00%, 8/15/52 | 4000000 | 3296875 |
| U.S. Treasury Bonds, 4.00%, 11/15/52 | 7500000 | 7512891 |
| U.S. Treasury Inflation Indexed Notes, 0.625%, 1/15/24 | 5108520 | 5000498 |
| U.S. Treasury Inflation-Indexed Notes, 1.625%, 10/15/27 | 905355 | 904708 |
| U.S. Treasury Notes, 2.50%, 8/15/23<sup>(1)</sup> | 5000000 | 4931008 |
| U.S. Treasury Notes, 2.75%, 6/30/25 | 5000000 | 4817969 |
| U.S. Treasury Notes, 3.50%, 9/15/25 | 8000000 | 7841250 |
| U.S. Treasury Notes, 3.00%, 9/30/25 | 5000000 | 4833594 |
| U.S. Treasury Notes, 4.50%, 11/15/25 | 9000000 | 9055547 |
| U.S. Treasury Notes, 2.625%, 5/31/27 | 25000000 | 23569336 |
| U.S. Treasury Notes, 3.125%, 8/31/27 | 3000000 | 2885742 |
| U.S. Treasury Notes, 3.875%, 11/30/27 | 35000000 | 34814062 |
| U.S. Treasury Notes, 2.875%, 4/30/29 | 3500000 | 3278447 |
| U.S. Treasury Notes, 3.25%, 6/30/29 | 18000000 | 17229375 |
| U.S. Treasury Notes, 3.875%, 9/30/29 | 4000000 | 3972188 |
| U.S. Treasury Notes, 4.00%, 10/31/29 | 6000000 | 6003281 |
| U.S. Treasury Notes, 3.875%, 11/30/29 | 12000000 | 11922187 |
| U.S. Treasury Notes, 1.875%, 2/15/32 | 2000000 | 1697266 |
| U.S. Treasury Notes, 2.875%, 5/15/32 | 32000000 | 29500000 |
| U.S. Treasury Notes, 2.75%, 8/15/32 | 7000000 | 6375469 |
| U.S. Treasury Notes, 4.125%, 11/15/32 | 11000000 | 11227734 |
| U.S. Treasury Notes, VRN, 4.43%, (3-month USBMMY plus 0.03%), 7/31/23 | 10000000 | 10008442 |
| U.S. Treasury Notes, VRN, 4.43%, (3-month USBMMY plus 0.04%), 10/31/23 | 5000000 | 5004299 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $287,278,618) |  | **275098083** |

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| | | |
|:---|:---|:---|
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 38.7%** | | |
| **Adjustable-Rate U.S. Government Agency Mortgage-Backed Securities — 1.0%** | | |
| FHLMC, VRN, 3.39%, (1-year H15T1Y plus 2.25%), 9/1/35 | 187332 | 190475 |
| FHLMC, VRN, 3.49%, (12-month LIBOR plus 1.87%), 7/1/36 | 153392 | 155068 |
| FHLMC, VRN, 4.20%, (1-year H15T1Y plus 2.14%), 10/1/36 | 348909 | 355855 |
| FHLMC, VRN, 3.30%, (1-year H15T1Y plus 2.26%), 4/1/37 | 173850 | 176365 |
| FHLMC, VRN, 2.47%, (12-month LIBOR plus 1.65%), 12/1/42 | 198949 | 198699 |
| FHLMC, VRN, 3.87%, (12-month LIBOR plus 1.62%), 11/1/43 | 1215663 | 1221060 |
| FHLMC, VRN, 2.98%, (12-month LIBOR plus 1.63%), 1/1/44 | 532106 | 532866 |
| FHLMC, VRN, 3.54%, (12-month LIBOR plus 1.60%), 6/1/45 | 244049 | 246180 |
| FHLMC, VRN, 2.99%, (12-month LIBOR plus 1.62%), 9/1/45 | 680845 | 682241 |
| FNMA, VRN, 3.97%, (6-month LIBOR plus 1.57%), 6/1/35 | 106844 | 107210 |
| FNMA, VRN, 4.27%, (6-month LIBOR plus 1.57%), 6/1/35 | 210580 | 211488 |
| FNMA, VRN, 4.39%, (6-month LIBOR plus 1.57%), 6/1/35 | 273099 | 274718 |
| FNMA, VRN, 4.61%, (6-month LIBOR plus 1.57%), 6/1/35 | 153946 | 154776 |
| FNMA, VRN, 3.90%, (6-month LIBOR plus 1.54%), 9/1/35 | 198091 | 201523 |
| FNMA, VRN, 3.06%, (12-month LIBOR plus 1.60%), 4/1/46 | 335694 | 346201 |
| FNMA, VRN, 3.18%, (12-month LIBOR plus 1.61%), 3/1/47 | 249342 | 238611 |
| FNMA, VRN, 3.12%, (12-month LIBOR plus 1.61%), 4/1/47 | 342920 | 327998 |
| GNMA, VRN, 1.75%, (1-year H15T1Y plus 1.50%), 11/20/32 | 55584 | 53359 |
| GNMA, VRN, 2.25%, (1-year H15T1Y plus 2.00%), 10/20/34 | 197329 | 189414 |
| GNMA, VRN, 1.75%, (1-year H15T1Y plus 1.50%), 12/20/34 | 88355 | 84467 |
| GNMA, VRN, 2.625%, (1-year H15T1Y plus 1.50%), 3/20/35 | 110498 | 107704 |
| GNMA, VRN, 2.625%, (1-year H15T1Y plus 1.50%), 7/20/35 | 234245 | 228025 |
| GNMA, VRN, 2.625%, (1-year H15T1Y plus 1.50%), 3/20/36 | 388257 | 381631 |
| GNMA, VRN, 1.75%, (1-year H15T1Y plus 1.50%), 11/20/36 | 57665 | 54974 |
|  |  | **6720908** |
| **Fixed-Rate U.S. Government Agency Mortgage-Backed Securities — 37.7%** |  |  |
| FHLMC, 5.50%, 4/1/38 | 754288 | 783706 |
| FHLMC, 2.50%, 3/1/42 | 5687175 | 4951837 |
| FHLMC, 3.00%, 2/1/43 | 3020209 | 2754318 |
| FHLMC, 3.00%, 1/1/50 | 3829241 | 3390339 |
| FHLMC, 3.50%, 5/1/50 | 1174329 | 1077119 |
| FHLMC, 2.50%, 10/1/50 | 2862194 | 2436426 |
| FHLMC, 2.50%, 5/1/51 | 9762029 | 8332957 |
| FHLMC, 3.50%, 5/1/51 | 3934760 | 3617375 |
| FHLMC, 3.00%, 7/1/51 | 5692192 | 5075199 |
| FHLMC, 2.00%, 8/1/51 | 6578521 | 5372475 |
| FHLMC, 2.00%, 8/1/51 | 6550555 | 5348508 |
| FHLMC, 4.00%, 8/1/51 | 2952103 | 2794915 |
| FHLMC, 2.50%, 10/1/51 | 1667344 | 1427709 |
| FHLMC, 2.50%, 1/1/52 | 2940776 | 2492801 |
| FHLMC, 3.50%, 5/1/52 | 5246925 | 4777065 |
| FHLMC, 3.50%, 5/1/52 | 2025263 | 1857601 |
| FHLMC, 5.00%, 7/1/52 | 1699168 | 1684684 |
| FHLMC, 6.00%, 11/1/52 | 7091107 | 7238459 |
| FNMA, 6.00%, 12/1/33 | 557899 | 577557 |
| FNMA, 3.50%, 3/1/34 | 419448 | 402781 |
| FNMA, 5.50%, 8/1/34 | 790820 | 816721 |
| FNMA, 5.50%, 1/1/36 | 865986 | 896851 |
| FNMA, 2.00%, 5/1/36 | 2201399 | 1966394 |
| FNMA, 2.00%, 6/1/36 | 11997340 | 10715487 |
| FNMA, 2.00%, 1/1/37 | 2823024 | 2521518 |
| FNMA, 2.00%, 1/1/37 | 1103059 | 982890 |

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| | | |
|:---|:---|:---|
| FNMA, 6.00%, 9/1/37 | 222436 | 231744 |
| FNMA, 6.00%, 11/1/37 | 886509 | 920009 |
| FNMA, 4.50%, 4/1/39 | 242505 | 240349 |
| FNMA, 4.50%, 5/1/39 | 686544 | 680263 |
| FNMA, 6.50%, 5/1/39 | 508243 | 534741 |
| FNMA, 4.50%, 10/1/39 | 1191193 | 1181826 |
| FNMA, 4.50%, 6/1/41 | 1007288 | 999494 |
| FNMA, 4.00%, 8/1/41 | 913213 | 880808 |
| FNMA, 4.50%, 9/1/41 | 567718 | 561691 |
| FNMA, 3.50%, 10/1/41 | 867154 | 812570 |
| FNMA, 4.00%, 12/1/41 | 2504340 | 2407320 |
| FNMA, 2.50%, 3/1/42 | 5344690 | 4653640 |
| FNMA, 3.50%, 5/1/42 | 982081 | 920253 |
| FNMA, 2.50%, 6/1/42 | 4520123 | 3935908 |
| FNMA, 3.50%, 6/1/42 | 922466 | 864345 |
| FNMA, 3.50%, 9/1/42 | 756331 | 708434 |
| FNMA, 4.00%, 11/1/45 | 607538 | 580987 |
| FNMA, 4.00%, 2/1/46 | 1599175 | 1532261 |
| FNMA, 4.00%, 4/1/46 | 2100852 | 2013382 |
| FNMA, 3.50%, 2/1/47 | 2411553 | 2239434 |
| FNMA, 3.00%, 6/1/50 | 8421867 | 7444735 |
| FNMA, 3.00%, 6/1/51 | 6653429 | 5950609 |
| FNMA, 4.00%, 8/1/51 | 2131908 | 2003857 |
| FNMA, 2.50%, 12/1/51 | 2854933 | 2427180 |
| FNMA, 2.50%, 1/1/52 | 2949838 | 2505967 |
| FNMA, 2.00%, 3/1/52 | 7665534 | 6287798 |
| FNMA, 2.50%, 3/1/52 | 5655242 | 4827513 |
| FNMA, 3.00%, 3/1/52 | 9198288 | 8153237 |
| FNMA, 3.50%, 4/1/52 | 1101955 | 1002791 |
| FNMA, 4.00%, 4/1/52 | 5908308 | 5586169 |
| FNMA, 4.00%, 4/1/52 | 2328545 | 2202196 |
| FNMA, 3.00%, 5/1/52 | 5624999 | 4965171 |
| FNMA, 3.00%, 5/1/52 | 2751679 | 2440204 |
| FNMA, 3.50%, 5/1/52 | 5287207 | 4824345 |
| FNMA, 3.50%, 5/1/52 | 3460465 | 3189063 |
| FNMA, 3.00%, 6/1/52 | 1079648 | 957433 |
| FNMA, 5.00%, 6/1/52 | 5087423 | 5021837 |
| FNMA, 4.50%, 7/1/52 | 1840724 | 1774896 |
| FNMA, 5.00%, 7/1/52 | 9564298 | 9482773 |
| FNMA, 5.00%, 9/1/52 | 2348898 | 2327761 |
| FNMA, 5.00%, 10/1/52 | 3685121 | 3641202 |
| FNMA, 5.50%, 10/1/52 | 5282327 | 5304544 |
| FNMA, 4.00%, 6/1/57 | 741420 | 711087 |
| FNMA, 4.00%, 11/1/59 | 721423 | 688309 |
| GNMA, 6.00%, 1/20/39 | 131898 | 139428 |
| GNMA, 4.00%, 12/15/40 | 378698 | 363396 |
| GNMA, 3.50%, 6/20/42 | 2133063 | 2011687 |
| GNMA, 3.50%, 7/20/42 | 1632604 | 1539717 |
| GNMA, 2.00%, 10/20/50 | 17855050 | 15091920 |
| GNMA, 2.50%, 2/20/51 | 3781565 | 3296404 |
| GNMA, 3.50%, 2/20/51 | 675720 | 627552 |
| GNMA, 3.50%, 6/20/51 | 1730917 | 1606888 |
| GNMA, 2.50%, 9/20/51 | 5611194 | 4876714 |
| GNMA, 2.50%, 1/20/52 | 5621368 | 4881387 |
| GNMA, 5.50%, 9/20/52 | 3615997 | 3644863 |

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| | | |
|:---|:---|:---|
| GNMA, 5.50%, 12/20/52 | 4701000 | 4734614 |
|  |  | **247728398** |
| **TOTAL U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES**<br>(Cost $269,529,781) |  | **254449306** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS — 9.8%** |  |  |
| Farm Mortgage Trust, Series 2021-1, Class A, VRN, 2.18%, 1/25/51<sup>(2)</sup> | 5202566 | 4312210 |
| FHLMC, Series 2812, Class MF, VRN, 4.77%, (1-month LIBOR plus 0.45%), 6/15/34 | 1086162 | 1075690 |
| FHLMC, Series 3076, Class BM, SEQ, 4.50%, 11/15/25 | 360158 | 353949 |
| FHLMC, Series 3153, Class FJ, VRN, 4.25%, (1-month LIBOR plus 0.38%), 5/15/36 | 887769 | 876465 |
| FHLMC, Series 3397, Class GF, VRN, 4.82%, (1-month LIBOR plus 0.50%), 12/15/37 | 371925 | 366999 |
| FHLMC, Series 3417, Class FA, VRN, 4.82%, (1-month LIBOR plus 0.50%), 11/15/37 | 704677 | 695852 |
| FHLMC, Series 3778, Class L, SEQ, 3.50%, 12/15/25 | 2538571 | 2485507 |
| FHLMC, Series K032, Class A2, SEQ, VRN, 3.31%, 5/25/23 | 2105280 | 2089334 |
| FHLMC, Series K039, Class A2, SEQ, 3.30%, 7/25/24 | 12510000 | 12207398 |
| FHLMC, Series K041, Class A2, SEQ, 3.17%, 10/25/24 | 15000000 | 14532211 |
| FHLMC, Series K043, Class A2, SEQ, 3.06%, 12/25/24 | 2706000 | 2621207 |
| FHLMC, Series KF32, Class A, VRN, 4.51%, (1-month LIBOR plus 0.37%), 5/25/24 | 113171 | 112852 |
| FHLMC, Series KJ25, Class A2, SEQ, 2.61%, 1/25/26 | 2041552 | 1943921 |
| FNMA, Series 2005-103, Class FP, VRN, 4.69%, (1-month LIBOR plus 0.30%), 10/25/35 | 933906 | 919975 |
| FNMA, Series 2009-89, Class FD, VRN, 4.99%, (1-month LIBOR plus 0.60%), 5/25/36 | 485517 | 482293 |
| FNMA, Series 2016-11, Class FB, VRN, 3.37%, (1-month LIBOR plus 0.55%), 3/25/46 | 1214910 | 1177668 |
| FNMA, Series 2016-M13, Class FA, VRN, 4.58%, (1-month LIBOR plus 0.67%), 11/25/23 | 29572 | 29507 |
| FNMA, Series 2017-M3, Class A2, SEQ, VRN, 2.47%, 12/25/26 | 6818775 | 6292754 |
| GNMA, Series 2007-5, Class FA, VRN, 4.49%, (1-month LIBOR plus 0.14%), 2/20/37 | 297074 | 295280 |
| GNMA, Series 2010-14, Class QF, VRN, 4.78%, (1-month LIBOR plus 0.45%), 2/16/40 | 1460452 | 1450731 |
| GNMA, Series 2021-151, Class AB, SEQ, 1.75%, 2/16/62 | 4373178 | 3614252 |
| GNMA, Series 2021-164, Class AH, SEQ, 1.50%, 10/16/63 | 3907736 | 3129314 |
| Seasoned Loans Structured Transaction Trust, Series 2021-2, Class A1D, SEQ, 2.00%, 7/25/31 | 3983236 | 3559003 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br>(Cost $69,460,411) |  | **64624372** |
| **ASSET-BACKED SECURITIES — 5.3%** |  |  |
| Brazos Education Loan Authority, Inc., Series 2021-1, Class A1B, VRN, 4.97%, (1-month LIBOR plus 0.58%), 11/25/71 | 3069800 | 2993554 |
| Brazos Education Loan Authority, Inc., Series 2021-2, Class A1A, SEQ, 2.06%, 1/25/72 | 779206 | 676174 |
| Brazos Education Loan Authority, Inc., Series 2021-2, Class A1B, VRN, 5.09%, (1-month LIBOR plus 0.70%), 1/25/72 | 2925748 | 2862859 |
| ECMC Group Student Loan Trust, Series 2017-2A, Class A, VRN, 5.44%, (1-month LIBOR plus 1.05%), 5/25/67<sup>(2)</sup> | 930137 | 896809 |
| ECMC Group Student Loan Trust, Series 2020-2A, Class A, VRN, 5.54%, (1-month LIBOR plus 1.15%), 11/25/69<sup>(2)</sup> | 1320510 | 1281122 |
| ECMC Group Student Loan Trust, Series 2021-1A, Class A1B, VRN, 4.96%, (1-month LIBOR plus 0.57%), 11/25/70<sup>(2)</sup> | 4646807 | 4430248 |
| Missouri Higher Education Loan Authority, Series 2021-3, Class A1B, VRN, 4.59%, (1-month LIBOR plus 0.57%), 8/25/61 | 3201490 | 3015833 |
| Navient Student Loan Trust, Series 2021-1A, Class A1B, VRN, 4.99%, (1-month LIBOR plus 0.60%), 12/26/69<sup>(2)</sup> | 551442 | 528041 |
| Navient Student Loan Trust, Series 2021-2A, Class A1A, SEQ, 1.68%, 2/25/70<sup>(2)</sup> | 424973 | 368935 |
| Nelnet Student Loan Trust, Series 2006-1, Class A6, VRN, 5.14%, (3-month LIBOR plus 0.45%), 8/23/36<sup>(2)</sup> | 4965789 | 4834387 |
| Nelnet Student Loan Trust, Series 2019-5, Class A, SEQ, 2.53%, 10/25/67<sup>(2)</sup> | 1570187 | 1371238 |
| North Texas Higher Education Authority, Inc., Series 2021-1, Class A1B, VRN, 4.96%, (1-month LIBOR plus 0.57%), 9/25/61 | 3093793 | 2986110 |
| North Texas Higher Education Authority, Inc., Series 2021-2, Class A1B, VRN, 4.96%, (1-month LIBOR plus 0.57%), 10/25/61 | 5984988 | 5653694 |
| Pennsylvania Higher Education Assistance Agency, Series 2021-1A, Class A, VRN, 4.92%, (1-month LIBOR plus 0.53%), 5/25/70<sup>(2)</sup> | 3116030 | 3035795 |
| **TOTAL ASSET-BACKED SECURITIES**<br>(Cost $35,902,801) |  | **34934799** |
| **U.S. GOVERNMENT AGENCY SECURITIES — 1.7%** |  |  |
| FNMA, 6.625%, 11/15/30 | 8000000 | 9387209 |

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| | | |
|:---|:---|:---|
| Tennessee Valley Authority, 1.50%, 9/15/31 | 2100000 | 1649098 |
| **TOTAL U.S. GOVERNMENT AGENCY SECURITIES**<br>(Cost $11,601,339) |  | **11036307** |
| **MUNICIPAL SECURITIES — 0.4%** |  |  |
| Pasadena Rev., 4.625%, 5/1/25, Prerefunded at 100% of Par<sup>(3)</sup><br>(Cost $2,975,639) | 2665000 | 2659613 |
| **SHORT-TERM INVESTMENTS**<sup>(4)</sup> **— 2.0%** |  |  |
| **Repurchase Agreements — 0.5%** |  |  |
| BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 0.375% - 0.50%, 9/15/24 - 5/31/27, valued at $500,835), in a joint trading account at 4.20%, dated 12/30/22, due 1/3/23 (Delivery value $491,786) |  | 491557 |
| Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 2.75%, 11/15/47, valued at $3,080,446), at 4.26%, dated 12/30/22, due 1/3/23 (Delivery value $3,021,429) |  | 3020000 |
|  |  | 3511557 |
| **Treasury Bills**<sup>(5)</sup> **— 1.5%** |  |  |
| U.S. Treasury Bills, 4.76%, 11/2/23 | 10000000 | 9620914 |
| **TOTAL SHORT-TERM INVESTMENTS**<br>(Cost $13,127,215) |  | **13132471** |
| **TOTAL INVESTMENT SECURITIES—99.8%**<br>(Cost $689,875,804) |  | **655934951** |
| **OTHER ASSETS AND LIABILITIES — 0.2%** |  | **1575657** |
| **TOTAL NET ASSETS — 100.0%** |  | $**657510608** |

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| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** |
| **Reference Entity** | **Contracts** | **Expiration Date** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)^** |
| U.S. Treasury 2-Year Notes | 217 | March 2023 | $44501953 | $(159372) |
| U.S. Treasury 5-Year Notes | 185 | March 2023 | 19966992 | (155939) |
| U.S. Treasury 10-Year Notes | 493 | March 2023 | 55362360 | (884116) |
| U.S. Treasury 10-Year Ultra Notes | 37 | March 2023 | 4376406 | (77619) |
| U.S. Treasury Long Bonds | 17 | March 2023 | 2130844 | (76010) |
| U.S. Treasury Ultra Bonds | 49 | March 2023 | 6581313 | (393606) |
|  |  |  | $132919868 | $(1746662) |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** |
| **Floating**<br>**Rate Index** | **Pay/Receive**<br>**Floating Rate**<br>**Index at**<br>**Termination** | **Fixed<br>Rate** | **Termination<br>Date** | **Notional<br>Amount** | **Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Value** |
| CPURNSA | Receive | 2.90% | 10/11/23 | $3300000 | $391 | $(3084) | $(2693) |
| CPURNSA | Receive | 2.97% | 10/14/23 | $4400000 | 397 | (6635) | (6238) |
| CPURNSA | Receive | 2.97% | 10/14/23 | $4400000 | 396 | (6635) | (6239) |
|  |  |  |  |  | $1184 | $(16354) | $(15170) |

---

------

---

| | |
|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** |
| CPURNSA | U.S. Consumer Price Index Urban Consumers Not Seasonally Adjusted Index |
| FHLMC | Federal Home Loan Mortgage Corporation |
| FNMA | Federal National Mortgage Association |
| GNMA | Government National Mortgage Association |
| H15T1Y | Constant Maturity U.S. Treasury Note Yield Curve Rate Index |
| LIBOR | London Interbank Offered Rate |
| SEQ | Sequential Payer |
| USBMMY | U.S. Treasury Bill Money Market Yield |
| VRN | Variable Rate Note. The rate adjusts periodically based upon the terms set forth in the security's offering documents. The rate shown is effective at the period end and the reference rate and spread, if any, is indicated. The security's effective maturity date may be shorter than the final maturity date shown. |

---

(1)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $2,139,072.

(2)Security was purchased pursuant to Rule 144A or Section 4(2) under the Securities Act of 1933 and may be sold in transactions exempt from registration, normally to qualified institutional investors. The aggregate value of these securities at the period end was $21,058,785, which represented 3.2% of total net assets.

(3)Escrowed to maturity in U.S. government securities or state and local government securities.

(4)Category includes securities purchased with cash collateral received at the custodian bank for collateral requirements on forward commitments. At the period end, the aggregate value of cash deposits received was $389,000.

(5)The rate indicated is the yield to maturity at purchase for non-interest bearing securities. For interest bearing securities, the stated coupon rate is shown.

------

**SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS**

**1. Investment Valuations**

The fund determines the fair value of its investments and computes its net asset value (NAV) per share at the close of regular trading (usually 4 p.m. Eastern time) on the New York Stock Exchange (NYSE) on each day the NYSE is open. The value of investments of the fund is determined by American Century Investment Management, Inc. (ACIM) (the investment advisor), as the valuation designee, pursuant to its valuation policies and procedures. The Board of Trustees oversees the valuation designee and reviews its valuation policies and procedures at least annually.

Fixed income securities are valued at the evaluated mean as provided by independent pricing services or at the mean of the most recent bid and asked prices as provided by investment dealers. U.S. Treasury, Government Agency and municipal securities are valued using market models that consider trade data, quotations from dealers and active market makers, relevant yield curve and spread data, creditworthiness, trade data or market information on comparable securities, and other relevant security specific information. Mortgage-related and asset-backed securities are valued based on models that consider trade data, prepayment and default projections, benchmark yield and spread data and estimated cash flows of each tranche of the issuer.

Open-end management investment companies are valued at the reported NAV per share. Repurchase agreements are valued at cost, which approximates fair value. Exchange-traded futures contracts are valued at the settlement price as provided by the appropriate exchange. Swap agreements are valued at an evaluated mean as provided by independent pricing services or independent brokers.

If the valuation designee determines that the market price for a portfolio security is not readily available or is believed by the valuation designee to be unreliable, such security is valued at fair value as determined in good faith by the valuation designee, in accordance with its policies and procedures. Circumstances that may cause the fund to determine that market quotations are not available or reliable include, but are not limited to: when there is a significant event subsequent to the market quotation; trading in a security has been halted during the trading day; or trading in a security is insufficient or did not take place due to a closure or holiday.

The valuation designee monitors for significant events occurring after the close of an investment's primary exchange but before the fund's NAV per share is determined. Significant events may include, but are not limited to: corporate announcements and transactions; regulatory news, governmental action and political unrest that could impact a specific investment or an investment sector; or armed conflicts, natural disasters and similar events that could affect investments in a specific country or region.

**2. Fair Value Measurements**

The fund's investments valuation process is based on several considerations and may use multiple inputs to determine the fair value of the investments held by the fund. In conformity with accounting principles generally accepted in the United States of America, the inputs used to determine a valuation are classified into three broad levels.

• Level 1 valuation inputs consist of unadjusted quoted prices in an active market for identical investments.

• Level 2 valuation inputs consist of direct or indirect observable market data (including quoted prices for comparable investments, evaluations of subsequent market events, interest rates, prepayment speeds, credit risk, etc.). These inputs also consist of quoted prices for identical investments initially expressed in local currencies that are adjusted through translation into U.S. dollars.

• Level 3 valuation inputs consist of unobservable data (including a fund's own assumptions).

The level classification is based on the lowest level input that is significant to the fair valuation measurement. The valuation inputs are not necessarily an indication of the risks associated with investing in these securities or other financial instruments.

------

The following is a summary of the level classifications as of period end. The Schedule of Investments provides additional information on the fund's portfolio holdings.

---

| | | | |
|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** |
| **Assets** | | | |
| **Investment Securities** | | | |
| U.S. Treasury Securities |  | $275098083 |  |
| U.S. Government Agency Mortgage-Backed Securities |  | 254449306 |  |
| Collateralized Mortgage Obligations |  | 64624372 |  |
| Asset-Backed Securities |  | 34934799 |  |
| U.S. Government Agency Securities |  | 11036307 |  |
| Municipal Securities |  | 2659613 |  |
| Short-Term Investments |  | 13132471 |  |
|  |  | $655934951 |  |
| **Liabilities** |  |  |  |
| **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** |
| Futures Contracts | $1746662 |  |  |
| Swap Agreements |  | $15170 |  |
|  | $1746662 | $15170 |  |

---

*This schedule of investments provides information about the fund's portfolio holdings as of the date on the schedule. It is unaudited, and American Century Investments assumes no obligation to update or supplement the schedule to reflect subsequent changes. More information is available in the fund's most recent annual or semiannual shareholder report.*

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** American Century Government Income Trust

- **b. Investment Company Act file number:** 811-04363

- **c. CIK number of Registrant:** 0000773674

- **d. LEI of Registrant:** 5493006ATS1M2OACE377

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 4500 Main St

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

  - **Telephone number:** 816-531-5575

**Item A.2. Information about the Series.**

- **a. Name of Series:** Government Bond Fund

- **b. EDGAR series identifier (if any):** S000005968

- **c. LEI of Series:** UH4Y0810PHBIOG2Z3X95

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $661898340.75

**Total Liabilities:** $5932363.33

**Net Assets:** $655965977.42

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 24.000000000000 | **1-Year:** 4262.000000000000 | **5-Year:** 2247.000000000000 | **10-Year:** 40603.000000000000 | **30-Year:** 149828.000000000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** -2.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 2689.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000016435 | -1.61%               | 3.25%                | -0.95%               |
| Class ID C000016436 | -1.63%               | 3.23%                | -0.97%               |
| Class ID C000088035 | -1.60%               | 3.27%                | -0.93%               |
| Class ID C000088036 | -1.70%               | 3.17%                | -1.04%               |
| Class ID C000088037 | -1.65%               | 3.21%                | -0.99%               |
| Class ID C000189732 | -1.61%               | 3.26%                | -0.94%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9141628.44             | $-2205263.19                               |
| Month 2  | $-2693859.38             | $20761324.60                               |
| Month 3  | $-1149765.08             | $-5302921.43                               |

**Designated Index Information**

- **Index Name:** BBG U.S. Gov/Mortgage Index

- **Index Identifier:** BCGOV_MBS

### Schedule of Portfolio Investments

| Name                                                         | Title                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| U.S. TREASURY                                                | United States Treasury Bill 0.00 11/02/2023                       | CUSIP: 912796YT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9620913.30   | 1.47%             | 2023-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.50 08/15/2023                  | CUSIP: 912828VS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4931007.80   | 0.75%             | 2023-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.88 04/30/2029                  | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3278447.27   | 0.50%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.88 05/15/2032                  | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32000000 | PA      | $29500000.00  | 4.50%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.63 05/31/2027                  | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $23569336.00  | 3.59%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.25 06/30/2029                  | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $17229375.00  | 2.63%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.75 08/15/2032                  | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6375468.75   | 0.97%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.13 08/31/2027                  | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2885742.18   | 0.44%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.50 09/15/2025                  | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7841250.00   | 1.20%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.88 09/30/2029                  | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3972187.52   | 0.61%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds               | United States Treasury Inflation Indexed Bonds 1.63 10/15/2027    | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    905355 | PA      | $904707.92    | 0.14%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.00 10/31/2029                  | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6003281.28   | 0.92%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.13 11/15/2032                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11227734.32  | 1.71%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued               | United States Treasury Note/Bond 4.38 11/15/2025                  | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9055546.92   | 1.38%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued               | United States Treasury Note/Bond 3.88 11/30/2029                  | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11922187.44  | 1.82%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.88 11/30/2027                  | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34814062.50  | 5.31%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                     | US LONG BOND(CBT) Mar23                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        17 | NC      | $-76009.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                              | US ULTRA BOND CBT Mar23                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        49 | NC      | $-393605.96   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                | US 10YR NOTE (CBT)Mar23                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       444 | NC      | $-894122.85   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                          | US 10yr Ultra Fut Mar23                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        30 | NC      | $-76074.13    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                 | US 5YR NOTE (CBT) Mar23                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       163 | NC      | $-153661.49   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                 | US 2YR NOTE (CBT) Mar23                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       200 | NC      | $-158108.37   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal/Chicago IL 4.20 01/03/2023                  | Bank of Montreal/Chicago IL 4.20 01/03/2023                       | CUSIP: RPE14KBG4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |    491557 | PA      | $491557.30    | 0.07%             | 2023-01-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp 4.26 01/03/2023                   | Fixed Income Clearing Corp 4.26 01/03/2023                        | CUSIP: RPE94M3S6<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   3020000 | PA      | $3020000.00   | 0.46%             | 2023-01-03      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.00                                              | CUSIP: 3140QPPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5087423 | PA      | $5021837.45   | 0.77%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.50                                              | CUSIP: 3140QPSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1840724 | PA      | $1774895.59   | 0.27%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 2.00                                              | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2201399 | PA      | $1966393.78   | 0.30%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 2.50                                              | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2854933 | PA      | $2427179.80   | 0.37%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 2.00                                              | CUSIP: 3140XF4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7665534 | PA      | $6287798.14   | 0.96%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.00                                              | CUSIP: 3140XGMP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5908308 | PA      | $5586169.49   | 0.85%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.50                                              | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1101955 | PA      | $1002791.49   | 0.15%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.00                                              | CUSIP: 3140XH3J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5624999 | PA      | $4965170.86   | 0.76%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.00                                              | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2751679 | PA      | $2440203.84   | 0.37%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 2.00                                              | CUSIP: 3140XHHK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11997340 | PA      | $10715487.04  | 1.63%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.00                                              | CUSIP: 3140XHR33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1079648 | PA      | $957433.22    | 0.15%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 2.00                                              | CUSIP: 3140XHX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2823024 | PA      | $2521517.62   | 0.38%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 2.00                                              | CUSIP: 3140XJAJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1103059 | PA      | $982889.86    | 0.15%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.50                                              | CUSIP: 31412PG47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    242505 | PA      | $240349.16    | 0.04%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 6.00                                              | CUSIP: 31413H2Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    222436 | PA      | $231743.86    | 0.04%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 6.00                                              | CUSIP: 31413YQ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    886509 | PA      | $920009.11    | 0.14%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 6.00                                              | CUSIP: 31415P4G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    557899 | PA      | $577557.36    | 0.09%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.50                                              | CUSIP: 31416CEZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    686544 | PA      | $680262.85    | 0.10%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.50                                              | CUSIP: 31417AEM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    867154 | PA      | $812570.35    | 0.12%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.00                                              | CUSIP: 31417AQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2504340 | PA      | $2407319.97   | 0.37%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.50                                              | CUSIP: 31417MTD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1191193 | PA      | $1181825.72   | 0.18%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.00                                              | CUSIP: 31418D4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2131908 | PA      | $2003857.02   | 0.31%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 2.50                                              | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2949838 | PA      | $2505966.73   | 0.38%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 2.50                                              | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4520123 | PA      | $3935907.77   | 0.60%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.50                                              | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5282327 | PA      | $5304543.52   | 0.81%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.10                                              | CUSIP: 31418MCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    198091 | PA      | $201522.92    | 0.03%             | 2035-09-01      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Seasoned Loans Structured Transaction Trust Series 2021-2    | Seasoned Loans Structured Transaction Trust Series 2021-2 2.00    | CUSIP: 35564CKY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3983236 | PA      | $3559002.59   | 0.54%             | 2031-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 3.50                                           | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2133063 | PA      | $2011686.66   | 0.31%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 3.50                                           | CUSIP: 36179MG53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1632604 | PA      | $1539716.57   | 0.23%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 2.50                                           | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3781565 | PA      | $3296404.00   | 0.50%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 3.50                                           | CUSIP: 36179V7G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    675720 | PA      | $627551.94    | 0.10%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 2.00                                           | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17855050 | PA      | $15091919.81  | 2.30%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 3.50                                           | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1730917 | PA      | $1606888.39   | 0.24%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 2.50                                           | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5611194 | PA      | $4876713.62   | 0.74%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 2.50                                           | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5621368 | PA      | $4881387.47   | 0.74%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 5.50                                           | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3615997 | PA      | $3644863.38   | 0.56%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 5.50                                           | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4701000 | PA      | $4734613.89   | 0.72%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 6.00                                           | CUSIP: 36202EZH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131898 | PA      | $139428.48    | 0.02%             | 2039-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 1.75                                           | CUSIP: 36208AN49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55584 | PA      | $53359.19     | 0.01%             | 2032-11-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 1.75                                           | CUSIP: 36225D7G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57665 | PA      | $54974.25     | 0.01%             | 2036-11-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 2.25                                           | CUSIP: 36225DGB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197329 | PA      | $189414.27    | 0.03%             | 2034-10-20      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 1.75                                           | CUSIP: 36225DKW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88355 | PA      | $84466.62     | 0.01%             | 2034-12-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 2.63                                           | CUSIP: 36225DMR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110498 | PA      | $107703.79    | 0.02%             | 2035-03-20      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 2.63                                           | CUSIP: 36225DSE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    234245 | PA      | $228024.94    | 0.03%             | 2035-07-20      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 2.63                                           | CUSIP: 36225DY99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    388256 | PA      | $381630.69    | 0.06%             | 2036-03-20      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                            | Ginnie Mae I Pool 4.00                                            | CUSIP: 36230UCQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    378698 | PA      | $363395.72    | 0.06%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                   | Government National Mortgage Association 4.49                     | CUSIP: 38375JJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297074 | PA      | $295279.91    | 0.05%             | 2037-02-20      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                   | Government National Mortgage Association 4.78                     | CUSIP: 38376WKM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1460452 | PA      | $1450730.52   | 0.22%             | 2040-02-16      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                   | Government National Mortgage Association 1.75                     | CUSIP: 38381DK82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4373178 | PA      | $3614252.09   | 0.55%             | 2062-02-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                   | Government National Mortgage Association 1.50                     | CUSIP: 38381DT26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3907736 | PA      | $3129314.02   | 0.48%             | 2063-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Missouri Higher Education Loan Authority                     | Missouri Higher Education Loan Authority 4.59                     | CUSIP: 606072LK0<br>LEI: 549300MTJ0T46T0MPL41 | Long             | ABS-MBS          | CORP              | US        |   3201490 | PA      | $3015833.34   | 0.46%             | 2061-08-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2021-1                            | Navient Student Loan Trust 2021-1 4.99                            | CUSIP: 63942NAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551442 | PA      | $528040.69    | 0.08%             | 2069-12-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2021-2                            | Navient Student Loan Trust 2021-2 1.68                            | CUSIP: 63942QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    424973 | PA      | $368935.45    | 0.06%             | 2070-02-25      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2006-1                             | Nelnet Student Loan Trust 2006-1 5.14                             | CUSIP: 64033HAA7<br>LEI: 54930035ESY1D7J97S77 | Long             | ABS-MBS          | CORP              | US        |   4965789 | PA      | $4834387.41   | 0.74%             | 2036-08-23      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2019-5                             | Nelnet Student Loan Trust 2019-5 2.53                             | CUSIP: 64034EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1570187 | PA      | $1371237.69   | 0.21%             | 2067-10-25      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| North Texas Higher Education Authority Inc                   | North Texas Higher Education Authority Inc 4.96                   | CUSIP: 662826FP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5984988 | PA      | $5653693.90   | 0.86%             | 2061-10-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| North Texas Higher Education Authority Inc                   | North Texas Higher Education Authority Inc 4.96                   | CUSIP: 66286VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3093793 | PA      | $2986109.64   | 0.46%             | 2061-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| City of Pasadena CA                                          | City of Pasadena CA 4.63% 05/01/2038                              | CUSIP: 70227RAP5<br>LEI: 5493007ZF3ZMBUWLWB58 | Long             | DBT              | MUN               | US        |   2665000 | PA      | $2659612.97   | 0.41%             | 2038-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Education Assistance Agency              | Pennsylvania Higher Education Assistance Agency 4.92              | CUSIP: 71723MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3116030 | PA      | $3035794.77   | 0.46%             | 2070-05-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                   | Tennessee Valley Authority 1.50 09/15/2031                        | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2100000 | PA      | $1649097.60   | 0.25%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.50 02/15/2039                  | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1880156.24   | 0.29%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.75 08/15/2041                  | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2847363.27   | 0.43%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.13 11/15/2041                  | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1556648.44   | 0.24%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.13 02/15/2042                  | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2156542.98   | 0.33%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.00 05/15/2042                  | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $5892167.96   | 0.90%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.75 11/15/2042                  | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $882750.00    | 0.13%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.88 05/15/2043                  | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2860019.54   | 0.44%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.63 08/15/2043                  | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $920234.38    | 0.14%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.75 11/15/2043                  | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1407304.68   | 0.21%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.13 08/15/2044                  | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1691875.00   | 0.26%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.00 11/15/2044                  | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2891875.00   | 0.44%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.88 08/15/2045                  | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1612187.50   | 0.25%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.50 02/15/2046                  | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $374570.31    | 0.06%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.38 11/15/2048                  | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3089296.88   | 0.47%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.88 05/15/2049                  | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1207792.97   | 0.18%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.25 08/15/2049                  | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2110546.86   | 0.32%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.38 11/15/2049                  | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2893515.64   | 0.44%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.38 05/15/2051                  | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1076689.46   | 0.16%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.00 11/15/2041                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $2715144.54   | 0.41%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued               | United States Treasury Note/Bond 2.25 02/15/2052                  | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1043671.88   | 0.16%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.88 05/15/2052                  | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4007812.50   | 0.61%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued               | United States Treasury Note/Bond 3.25 05/15/2042                  | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4385937.50   | 0.67%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond - When Issued 0.00 08/15/2052    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   4000000 | PA      | $3296875.00   | 0.50%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.38 08/15/2042                  | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $6973687.50   | 1.06%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.00 11/15/2052                  | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7512890.63   | 1.15%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued               | United States Treasury Note/Bond 4.25 11/15/2042                  | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2938125.00   | 0.45%             | 2042-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.00 09/30/2025                  | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4833593.75   | 0.74%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds               | United States Treasury Inflation Indexed Bonds 0.63 01/15/2024    | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5108520 | PA      | $5000497.79   | 0.76%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 2.75 06/30/2025                  | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4817968.75   | 0.73%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Floating Rate Note 4.49 07/31/2023         | CUSIP: 91282CCQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10008441.80  | 1.53%             | 2023-07-31      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Floating Rate Note 4.49 10/31/2023         | CUSIP: 91282CDE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5004298.90   | 0.76%             | 2023-10-31      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued               | United States Treasury Note/Bond 1.88 02/15/2032                  | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1697265.62   | 0.26%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Brazos Education Loan Authority Inc                          | Brazos Education Loan Authority Inc 4.97                          | CUSIP: 10620WAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3069800 | PA      | $2993554.01   | 0.46%             | 2071-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Brazos Education Loan Authority Inc                          | Brazos Education Loan Authority Inc 2.06                          | CUSIP: 10620WAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    779206 | PA      | $676173.50    | 0.10%             | 2072-01-25      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Brazos Education Loan Authority Inc                          | Brazos Education Loan Authority Inc 5.09                          | CUSIP: 10620WAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2925748 | PA      | $2862858.63   | 0.44%             | 2072-01-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust 2017-2                         | ECMC Group Student Loan Trust 2017-2 5.44                         | CUSIP: 26828VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930137 | PA      | $896809.06    | 0.14%             | 2067-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust 2020-2                         | ECMC Group Student Loan Trust 2020-2 5.54                         | CUSIP: 26829HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1320510 | PA      | $1281122.23   | 0.20%             | 2069-11-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust 2021-1                         | ECMC Group Student Loan Trust 2021-1 4.96                         | CUSIP: 26833RAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4646807 | PA      | $4430248.29   | 0.68%             | 2070-11-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| FARM 21-1 Mortgage Trust                                     | FARM 21-1 Mortgage Trust 2.18                                     | CUSIP: 30768WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5202566 | PA      | $4312210.05   | 0.66%             | 2051-01-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                        | Freddie Mac Gold Pool 5.50                                        | CUSIP: 3128M54E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    754288 | PA      | $783706.16    | 0.12%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                    | Freddie Mac Non Gold Pool 4.20                                    | CUSIP: 3128NGEX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    348909 | PA      | $355854.52    | 0.05%             | 2036-10-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                    | Freddie Mac Non Gold Pool 3.39                                    | CUSIP: 3128QLQ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    187332 | PA      | $190475.08    | 0.03%             | 2035-09-01      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                    | Freddie Mac Non Gold Pool 3.49                                    | CUSIP: 31300LWG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    153392 | PA      | $155067.98    | 0.02%             | 2036-07-01      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                    | Freddie Mac Non Gold Pool 2.98                                    | CUSIP: 31300M5W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    532106 | PA      | $532865.66    | 0.08%             | 2044-01-01      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                    | Freddie Mac Non Gold Pool 3.30                                    | CUSIP: 31300MCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    173850 | PA      | $176365.21    | 0.03%             | 2037-04-01      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                    | Freddie Mac Non Gold Pool 3.87                                    | CUSIP: 31300ME66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1215663 | PA      | $1221059.79   | 0.19%             | 2043-11-01      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                    | Freddie Mac Non Gold Pool 2.47                                    | CUSIP: 31326FDH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    198949 | PA      | $198699.19    | 0.03%             | 2042-12-01      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                    | Freddie Mac Non Gold Pool 3.54                                    | CUSIP: 31326JXE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    244049 | PA      | $246180.27    | 0.04%             | 2045-06-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 2.50                                             | CUSIP: 3132D9JB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5687175 | PA      | $4951836.67   | 0.75%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 3.00                                             | CUSIP: 3132DMJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3829241 | PA      | $3390338.59   | 0.52%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 3.00                                             | CUSIP: 3132DMWU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5692192 | PA      | $5075199.47   | 0.77%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 3.50                                             | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3934760 | PA      | $3617374.91   | 0.55%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 4.00                                             | CUSIP: 3132DNHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2952103 | PA      | $2794915.50   | 0.43%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 3.50                                             | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1174329 | PA      | $1077118.61   | 0.16%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 5.00                                             | CUSIP: 3132DNXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1699168 | PA      | $1684684.50   | 0.26%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 2.50                                             | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2940776 | PA      | $2492800.92   | 0.38%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 3.50                                             | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5246925 | PA      | $4777064.99   | 0.73%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                        | Freddie Mac Gold Pool 3.00                                        | CUSIP: 3132J62G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3020209 | PA      | $2754317.64   | 0.42%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 2.50                                             | CUSIP: 3133AUTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1667344 | PA      | $1427709.19   | 0.22%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 3.50                                             | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2025263 | PA      | $1857601.34   | 0.28%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 2.50                                             | CUSIP: 3133KKB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2862194 | PA      | $2436425.78   | 0.37%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 2.50                                             | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9762029 | PA      | $8332956.94   | 1.27%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 2.00                                             | CUSIP: 3133KMJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6550555 | PA      | $5348507.82   | 0.82%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 2.00                                             | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6578521 | PA      | $5372475.51   | 0.82%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 6.00                                             | CUSIP: 3133KQDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7091107 | PA      | $7238459.26   | 1.10%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                    | Freddie Mac Non Gold Pool 2.99                                    | CUSIP: 31347AV84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    680845 | PA      | $682241.20    | 0.10%             | 2045-09-01      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                        | Federal National Mortgage Association 6.63 11/15/2030             | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8000000 | PA      | $9387209.28   | 1.43%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.50                                              | CUSIP: 31368HL92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    790820 | PA      | $816720.61    | 0.12%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                            | Fannie Mae REMICS 3.37                                            | CUSIP: 3136ARPU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1214910 | PA      | $1177668.50   | 0.18%             | 2046-03-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                              | Fannie Mae-Aces 4.58                                              | CUSIP: 3136AUSG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29572 | PA      | $29506.65     | 0.00%             | 2023-11-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                              | Fannie Mae-Aces 2.47                                              | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6818775 | PA      | $6292753.79   | 0.96%             | 2026-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                           | Freddie Mac REMICS 3.50                                           | CUSIP: 3137A47J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2538571 | PA      | $2485507.43   | 0.38%             | 2025-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates 3.31 | CUSIP: 3137B4GY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2105280 | PA      | $2089333.82   | 0.32%             | 2023-05-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates 3.30 | CUSIP: 3137BDCW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12510000 | PA      | $12207398.11  | 1.86%             | 2024-07-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates 3.17 | CUSIP: 3137BFE98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  15000000 | PA      | $14532211.50  | 2.22%             | 2024-10-25      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates 3.06 | CUSIP: 3137BGK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2706000 | PA      | $2621206.95   | 0.40%             | 2024-12-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates 4.51 | CUSIP: 3137F23E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    113171 | PA      | $112852.39    | 0.02%             | 2024-05-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates 2.61 | CUSIP: 3137FNXH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2041552 | PA      | $1943920.90   | 0.30%             | 2026-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.50                                              | CUSIP: 3138AHW77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1007288 | PA      | $999493.92    | 0.15%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.50                                              | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    567718 | PA      | $561691.23    | 0.09%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.00                                              | CUSIP: 3138EGXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    913213 | PA      | $880807.69    | 0.13%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 6.50                                              | CUSIP: 3138EHN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    508243 | PA      | $534741.42    | 0.08%             | 2039-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.50                                              | CUSIP: 3138EJMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    922466 | PA      | $864344.77    | 0.13%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.56                                              | CUSIP: 3138ETRZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    335694 | PA      | $346200.64    | 0.05%             | 2046-04-01      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.50                                              | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    982081 | PA      | $920253.26    | 0.14%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.50                                              | CUSIP: 3138M8M75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    756331 | PA      | $708434.34    | 0.11%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.00                                              | CUSIP: 3138WF3X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    607538 | PA      | $580986.95    | 0.09%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.00                                              | CUSIP: 3138WGLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1599174 | PA      | $1532260.58   | 0.23%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.00                                              | CUSIP: 3138WGXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2100852 | PA      | $2013381.79   | 0.31%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.50                                              | CUSIP: 3138WJYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2411553 | PA      | $2239434.08   | 0.34%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                            | Fannie Mae REMICS 4.69                                            | CUSIP: 31394ULS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    933906 | PA      | $919975.28    | 0.14%             | 2035-10-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                           | Freddie Mac REMICS 4.77                                           | CUSIP: 31395AUQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1086162 | PA      | $1075689.95   | 0.16%             | 2034-06-15      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                           | Freddie Mac REMICS 4.50                                           | CUSIP: 31396ELG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    360158 | PA      | $353949.30    | 0.05%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                           | Freddie Mac REMICS 4.25                                           | CUSIP: 31396RKP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    887769 | PA      | $876464.74    | 0.13%             | 2036-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                           | Freddie Mac REMICS 4.82                                           | CUSIP: 31397PM31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    371925 | PA      | $366999.23    | 0.06%             | 2037-12-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                           | Freddie Mac REMICS 4.82                                           | CUSIP: 31397RH74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    704677 | PA      | $695851.69    | 0.11%             | 2037-11-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                            | Fannie Mae REMICS 4.99                                            | CUSIP: 31398FZ87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    485517 | PA      | $482292.53    | 0.07%             | 2036-05-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.50                                              | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    865986 | PA      | $896851.30    | 0.14%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.14                                              | CUSIP: 31407GYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    273099 | PA      | $274717.87    | 0.04%             | 2035-06-01      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.25                                              | CUSIP: 31407GYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    210580 | PA      | $211487.95    | 0.03%             | 2035-06-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.31                                              | CUSIP: 31407GYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    106844 | PA      | $107210.13    | 0.02%             | 2035-06-01      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.17                                              | CUSIP: 31407GYJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    153946 | PA      | $154776.40    | 0.02%             | 2035-06-01      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.18                                              | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    249342 | PA      | $238611.35    | 0.04%             | 2047-03-01      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.12                                              | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    342920 | PA      | $327997.89    | 0.05%             | 2047-04-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.00                                              | CUSIP: 3140FXPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    721423 | PA      | $688308.65    | 0.10%             | 2059-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.00                                              | CUSIP: 3140JBHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    741420 | PA      | $711086.90    | 0.11%             | 2057-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.50                                              | CUSIP: 3140JN4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    419448 | PA      | $402781.02    | 0.06%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.00                                              | CUSIP: 3140LNDX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6653429 | PA      | $5950609.35   | 0.91%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 2.50                                              | CUSIP: 3140M2KG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5344690 | PA      | $4653640.07   | 0.71%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.00                                              | CUSIP: 3140MHUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9198288 | PA      | $8153236.94   | 1.24%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.00                                              | CUSIP: 3140MKAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2328545 | PA      | $2202196.03   | 0.34%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.00                                              | CUSIP: 3140MRBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9564298 | PA      | $9482772.97   | 1.45%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.00                                              | CUSIP: 3140N1WN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3685121 | PA      | $3641201.63   | 0.56%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.00                                              | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2348898 | PA      | $2327761.22   | 0.35%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.00                                              | CUSIP: 3140QDU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8421867 | PA      | $7444735.11   | 1.13%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.50                                              | CUSIP: 3140QN3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3460465 | PA      | $3189063.42   | 0.49%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.50                                              | CUSIP: 3140QN7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5287207 | PA      | $4824345.40   | 0.74%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 2.50                                              | CUSIP: 3140QNN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5655242 | PA      | $4827512.68   | 0.74%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                       | ZC 2.97 10/14/23                                                  | CUSIP: SL335RPH7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   4400000 | OU      | $-6238.41     | -0.00%            | 2023-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                       | ZC 2.90 10/11/23                                                  | CUSIP: SLZ40AHV0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   3300000 | OU      | $-2692.87     | -0.00%            | 2023-10-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                       | ZC 2.97 10/14/23                                                  | CUSIP: SL335RP87<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   4400000 | OU      | $-6238.41     | -0.00%            | 2023-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** American Century Government Income Trust

**Signature:** Amy R. Bitter

**Name of Signer:** Amy R. Bitter

**Title:** Assistant Treasurer