# EDGAR Filing Document

**Accession Number:** 0000773674
**File Stem:** 0001193125-26-248821
**Filing Date:** 2026-5
**Character Count:** 70501
**Document Hash:** 23d08f105ac104bec1cdbf8dcd23ebd4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-248821.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001193125-26-248821

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY GOVERNMENT INCOME TRUST
- **CENTRAL INDEX KEY:** 0000773674

**ORGANIZATION NAME:**
- **EIN:** 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:** 261046136

**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           |

## 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:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $486370286.58

**Total Liabilities:** $19257235.16

**Net Assets:** $467113051.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 39.000000000000 | **1-Year:** 4065.000000000000 | **5-Year:** 15006.000000000000 | **10-Year:** 29212.000000000000 | **30-Year:** 85345.000000000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000016435 | 0.22%                | 1.68%                | -1.77%               |
| Class ID C000016436 | 0.20%                | 1.66%                | -1.79%               |
| Class ID C000088035 | 0.24%                | 1.70%                | -1.75%               |
| Class ID C000088036 | 0.24%                | 1.61%                | -1.85%               |
| Class ID C000088037 | 0.28%                | 1.64%                | -1.92%               |
| Class ID C000189732 | 0.33%                | 1.69%                | -1.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $186965.83               | $-166810.49                                |
| Month 2  | $465054.65               | $4236510.09                                |
| Month 3  | $-251621.49              | $-7529119.55                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Government + MBS

- **Index Identifier:** Bloomberg US Aggregate Government + 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac Pool                                             | Freddie Mac Pool 5.50                                             | CUSIP: 3133KQE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3241507 | PA      | $3287034.97   | 0.70%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                              | Federal Home Loan Mortgage Corp 6.25 07/15/2032                   | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4000000 | PA      | $4465969.84   | 0.96%             | 2032-07-15      | Fixed         | 6.25%                 | 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        |   3000000 | PA      | $3335893.62   | 0.71%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                        | Federal National Mortgage Association 0.88 08/05/2030             | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3000000 | PA      | $2637764.49   | 0.56%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.17                                              | CUSIP: 3138LGXT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1500000 | PA      | $1489405.98   | 0.32%             | 2027-01-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.50                                              | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    636515 | PA      | $602407.21    | 0.13%             | 2042-05-01      | 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        |    431340 | PA      | $414991.32    | 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        |   1124688 | PA      | $1081016.58   | 0.23%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.50                                              | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6875050 | PA      | $6928550.26   | 1.48%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.50                                              | CUSIP: 3140W3AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5863250 | PA      | $5677980.56   | 1.22%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund   | State Street Institutional US Government Money Market Fund        | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     18356 | NS      | $18356.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Bill 0.00 03/18/2027                       | CUSIP: 912797UD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4828641.30   | 1.03%             | 2027-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Bill 0.00 09/17/2026                       | CUSIP: 912797UG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4915774.60   | 1.05%             | 2026-09-17      | None          | 0.00%                 | 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        |   7000000 | PA      | $7003828.16   | 1.50%             | 2032-11-15      | Fixed         | 4.12%                 | 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        |    400000 | PA      | $400281.25    | 0.09%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.63 10/15/2026                  | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15068624.40  | 3.23%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.88 10/31/2030                  | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1350806.64   | 0.29%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.75 11/15/2033                  | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $4491953.14   | 0.96%             | 2033-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.38 11/30/2030                  | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2240132.82   | 0.48%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.25 02/28/2031                  | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18300000 | PA      | $18539830.10  | 3.97%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.125 03/31/2029                 | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19200000 | PA      | $19362749.95  | 4.15%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.25 06/30/2029                  | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15185156.25  | 3.25%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds               | United States Treasury Inflation Indexed Bonds 1.88 07/15/2034    | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    518275 | PA      | $521019.86    | 0.11%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.13 10/31/2031                  | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3820410.14   | 0.82%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.38 12/31/2029                  | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1525576.17   | 0.33%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.88 06/15/2028                  | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4005937.52   | 0.86%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.88 07/31/2027                  | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3001523.43   | 0.64%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds               | United States Treasury Inflation Indexed Bonds 1.88 07/15/2035    | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    506470 | PA      | $504151.70    | 0.11%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.00 08/31/2032                  | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4937988.30   | 1.06%             | 2032-08-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.50 09/15/2028                  | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1979531.24   | 0.42%             | 2028-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.63 02/28/2031                  | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $3138124.99   | 0.67%             | 2031-02-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.75 03/31/2028                  | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9013710.96   | 1.93%             | 2028-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                     | US LONG BOND(CBT) Jun26                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       152 | NC      | $-295874.64   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                              | US ULTRA BOND CBT Jun26                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       264 | NC      | $-1001957.60  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                 | US 2YR NOTE (CBT) Jun26                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       178 | NC      | $71965.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                          | US 10yr Ultra Fut Jun26                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        46 | NC      | $-73082.90    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co                                 | Fixed Income Clearing Corp 3.66 04/01/2026                        | CUSIP: RPEN3KPC1<br>LEI: 571474TGEMMWANRLN572 | Long             | RA               | CORP              | US        |  28554000 | PA      | $28554000.00  | 6.11%             | 2026-04-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| State of California                                          | State of California 4.60% 04/01/2038                              | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |  13000000 | PA      | $13154655.80  | 2.82%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                   | G2SF 5 4/26 MBS 30yr                                              | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3231000 | PA      | $3200424.14   | 0.69%             | 2055-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust 2020-2                         | ECMC Group Student Loan Trust 2020-2 4.93                         | CUSIP: 26829HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    804410 | PA      | $810358.93    | 0.17%             | 2069-11-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust 2021-1                         | ECMC Group Student Loan Trust 2021-1 4.35                         | CUSIP: 26833RAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2569717 | PA      | $2544257.25   | 0.54%             | 2070-11-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.00                                              | CUSIP: 3140XH3J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4426096 | PA      | $3935764.98   | 0.84%             | 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        |   1255410 | PA      | $1124193.88   | 0.24%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.00                                              | CUSIP: 3140XHWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    707976 | PA      | $629767.40    | 0.13%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.50                                              | CUSIP: 3140XKZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2564000 | PA      | $2374567.36   | 0.51%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 5.63                                           | CUSIP: 36225DY99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    249282 | PA      | $249306.58    | 0.05%             | 2036-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 5.00                                           | CUSIP: 3622ADQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4139999 | PA      | $4120528.48   | 0.88%             | 2054-12-20      | Fixed         | 5.00%                 | 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        |    261990 | PA      | $250270.42    | 0.05%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                   | Government National Mortgage Association 3.93                     | CUSIP: 38375JJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184519 | PA      | $184461.87    | 0.04%             | 2037-02-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                   | Government National Mortgage Association 4.24                     | CUSIP: 38376WKM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    640287 | PA      | $638549.65    | 0.14%             | 2040-02-16      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2021-1                            | Navient Student Loan Trust 2021-1 1.31                            | CUSIP: 63942NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1505082 | PA      | $1299457.51   | 0.28%             | 2069-12-26      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2021-1                            | Navient Student Loan Trust 2021-1 4.38                            | CUSIP: 63942NAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324124 | PA      | $319602.53    | 0.07%             | 2069-12-26      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| New York Power Authority                                     | New York Power Authority 5.75% 11/15/2033                         | CUSIP: 64989KFD3<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5342795.50   | 1.14%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| North Texas Higher Education Authority Inc                   | North Texas Higher Education Authority Inc 4.36                   | CUSIP: 662826FP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3462887 | PA      | $3434206.47   | 0.74%             | 2061-10-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| North Texas Higher Education Authority Inc                   | North Texas Higher Education Authority Inc 4.36                   | CUSIP: 66286VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1678171 | PA      | $1667710.76   | 0.36%             | 2061-09-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Education Assistance Agency              | Pennsylvania Higher Education Assistance Agency 4.31              | CUSIP: 71723MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480660 | PA      | $1456231.70   | 0.31%             | 2070-05-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                  | United States Small Business Administration 2.82                  | CUSIP: 83162CYH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450730 | PA      | $1349928.56   | 0.29%             | 2037-02-01      | Fixed         | 2.82%                 | 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        |   2000000 | PA      | $1751023.78   | 0.37%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                   | Tennessee Valley Authority 4.38 08/01/2034                        | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $1005432.35   | 0.22%             | 2034-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                   | Tennessee Valley Authority 4.88 05/15/2035                        | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    800000 | PA      | $823044.21    | 0.18%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.63 02/15/2040                  | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2499414.05   | 0.54%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.88 05/15/2045                  | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1215937.50   | 0.26%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds               | United States Treasury Inflation Indexed Bonds 0.13 07/15/2031    | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1213530 | PA      | $1134201.74   | 0.24%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 5.63                                           | CUSIP: 36225DGB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152586 | PA      | $155837.82    | 0.03%             | 2034-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 5.13                                           | CUSIP: 36225DKW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68866 | PA      | $68824.18     | 0.01%             | 2034-12-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 5.63                                           | CUSIP: 36225DMR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77077 | PA      | $77513.36     | 0.02%             | 2035-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 5.38                                           | CUSIP: 36225DSE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125147 | PA      | $127120.29    | 0.03%             | 2035-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.50                                              | CUSIP: 31368HL92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    449941 | PA      | $458567.19    | 0.10%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                              | Fannie Mae-Aces 2.40                                              | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6875000 | PA      | $6256720.25   | 1.34%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                              | Fannie Mae-Aces 4.50                                              | CUSIP: 3136BQCS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2013149 | PA      | $2022372.01   | 0.43%             | 2028-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                            | Fannie Mae REMICS 2.00                                            | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13089463 | PA      | $1647251.37   | 0.35%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                              | Fannie Mae-Aces 2.90                                              | CUSIP: 3136BTGM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2992096 | PA      | $2957605.32   | 0.63%             | 2027-07-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                            | Fannie Mae REMICS 5.36                                            | CUSIP: 3136BV2T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4408987 | PA      | $4459055.86   | 0.95%             | 2055-05-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.63                                              | CUSIP: 31377U6U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6843668 | PA      | $6725606.77   | 1.44%             | 2028-08-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates 3.00 | CUSIP: 3137F5LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5400347 | PA      | $5350174.74   | 1.15%             | 2027-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                        | FNCL 5 4/26 MBS 30yr                                              | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12084000 | PA      | $11919186.57  | 2.55%             | 2055-08-25      | Fixed         | 5.00%                 | 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        |    421761 | PA      | $366756.83    | 0.08%             | 2072-01-25      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Brazos Education Loan Authority Inc                          | Brazos Education Loan Authority Inc 4.49                          | CUSIP: 10620WAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1582934 | PA      | $1571547.28   | 0.34%             | 2072-01-25      | Floating      | 4.49%                 | 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        |    497020 | PA      | $512748.81    | 0.11%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                      | Federal Home Loan Banks 3.64 02/05/2027                           | CUSIP: 3130B92Z2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |   4000000 | PA      | $3992837.64   | 0.85%             | 2027-02-05      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                      | Federal Home Loan Banks 3.38 04/09/2027                           | CUSIP: 3130B9W30<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $998340.71    | 0.21%             | 2027-04-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 3.00                                             | CUSIP: 3132DMJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1010352 | PA      | $888833.67    | 0.19%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 4.50                                             | CUSIP: 3132DN3B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3613183 | PA      | $3497471.31   | 0.75%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 3.50                                             | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2911117 | PA      | $2696143.74   | 0.58%             | 2051-05-01      | 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        |   1056608 | PA      | $1056116.48   | 0.23%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 3.50                                             | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1038446 | PA      | $962070.07    | 0.21%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 3.50                                             | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4147175 | PA      | $3808792.65   | 0.82%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 4.50                                             | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1144026 | PA      | $1109479.77   | 0.24%             | 2052-10-01      | Fixed         | 4.50%                 | 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        |   2198430 | PA      | $2016113.42   | 0.43%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 3.50                                             | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    699381 | PA      | $648054.87    | 0.14%             | 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        |   2248619 | PA      | $1899489.17   | 0.41%             | 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        |   6052570 | PA      | $5165140.44   | 1.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 2.00                                             | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5204779 | PA      | $4233870.80   | 0.91%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.50                                              | CUSIP: 3140W5AT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1734541 | PA      | $1681447.74   | 0.36%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 2.50                                              | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2137839 | PA      | $1829557.31   | 0.39%             | 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        |   2123548 | PA      | $1740569.75   | 0.37%             | 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        |   4129159 | PA      | $3918782.65   | 0.84%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 2.50                                              | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1214175 | PA      | $1028633.22   | 0.22%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 6.00                                              | CUSIP: 31413H2Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    137815 | PA      | $144646.76    | 0.03%             | 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        |    535613 | PA      | $562229.26    | 0.12%             | 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        |    239382 | PA      | $244144.49    | 0.05%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.00                                              | CUSIP: 31417AQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1893876 | PA      | $1830066.21   | 0.39%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.00                                              | CUSIP: 31418D4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1569554 | PA      | $1491559.95   | 0.32%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.50                                              | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3529850 | PA      | $3563244.82   | 0.76%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 5.50                                             | CUSIP: 31427RJ76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2514284 | PA      | $2528664.45   | 0.54%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 5.50                                             | CUSIP: 3142GWPX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2469676 | PA      | $2488331.26   | 0.53%             | 2056-01-01      | Fixed         | 5.50%                 | 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        |   2646430 | PA      | $2441280.36   | 0.52%             | 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        |   1519938 | PA      | $1441468.25   | 0.31%             | 2042-06-20      | Fixed         | 3.50%                 | 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        |    478292 | PA      | $446802.18    | 0.10%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 3.00                                           | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4821547 | PA      | $4318980.47   | 0.92%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 4.00                                           | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7884958 | PA      | $7465129.54   | 1.60%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 4.50                                           | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7646329 | PA      | $7450212.60   | 1.59%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 4.50                                           | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5980235 | PA      | $5829615.44   | 1.25%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 4.00                                           | CUSIP: 36179YU36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7301479 | PA      | $6862764.18   | 1.47%             | 2054-04-20      | Fixed         | 4.00%                 | 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        |     88066 | PA      | $92589.31     | 0.02%             | 2039-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                     | Ginnie Mae II Pool 5.13                                           | CUSIP: 36208AN49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31044 | PA      | $31267.07     | 0.01%             | 2032-11-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates 3.32 | CUSIP: 3137FBBY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6400000 | PA      | $6328263.04   | 1.35%             | 2027-08-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates 3.75 | CUSIP: 3137FG6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4778495.00   | 1.02%             | 2033-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates 3.99 | CUSIP: 3137FHQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6200000 | PA      | $6138122.14   | 1.31%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates 2.73 | CUSIP: 3137FPJ89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5399000 | PA      | $5021944.64   | 1.08%             | 2031-12-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates 4.82 | CUSIP: 3137HACX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $6068797.80   | 1.30%             | 2028-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates 4.28 | CUSIP: 3137HAGZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6550000 | PA      | $6559095.33   | 1.40%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates 5.20 | CUSIP: 3137HCH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5900000 | PA      | $6129335.36   | 1.31%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates 4.40 | CUSIP: 3137HMCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3640000 | PA      | $3587369.60   | 0.77%             | 2035-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.50                                              | CUSIP: 3138AHW77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    680625 | PA      | $673959.14    | 0.14%             | 2041-06-01      | 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        |    553965 | PA      | $535333.98    | 0.11%             | 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        |    296530 | PA      | $310663.65    | 0.07%             | 2039-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.00                                              | CUSIP: 3138WGXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1477514 | PA      | $1419989.08   | 0.30%             | 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        |   1766834 | PA      | $1638146.11   | 0.35%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                            | Fannie Mae REMICS 4.08                                            | CUSIP: 31394ULS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    452778 | PA      | $449755.04    | 0.10%             | 2035-10-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                           | Freddie Mac REMICS 4.24                                           | CUSIP: 31395AUQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    552792 | PA      | $551773.69    | 0.12%             | 2034-06-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                           | Freddie Mac REMICS 4.17                                           | CUSIP: 31396RKP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    444654 | PA      | $442414.85    | 0.09%             | 2036-05-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                           | Freddie Mac REMICS 4.29                                           | CUSIP: 31397PM31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    207042 | PA      | $206346.30    | 0.04%             | 2037-12-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                           | Freddie Mac REMICS 4.29                                           | CUSIP: 31397RH74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    435065 | PA      | $433699.04    | 0.09%             | 2037-11-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                            | Fannie Mae REMICS 4.38                                            | CUSIP: 31398FZ87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    268881 | PA      | $269149.31    | 0.06%             | 2036-05-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.50                                              | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    514699 | PA      | $531411.34    | 0.11%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.17                                              | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    159694 | PA      | $162097.10    | 0.03%             | 2047-03-01      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.10                                              | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    249809 | PA      | $253380.93    | 0.05%             | 2047-04-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.00                                              | CUSIP: 3140LNDX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4368485 | PA      | $3926160.25   | 0.84%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 3.00                                              | CUSIP: 3140MHUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4338696 | PA      | $3863870.12   | 0.83%             | 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        |   1506983 | PA      | $1436912.14   | 0.31%             | 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        |   4065961 | PA      | $4048999.52   | 0.87%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.50                                              | CUSIP: 3140N24W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    886333 | PA      | $864722.92    | 0.19%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.00                                              | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1675180 | PA      | $1672093.24   | 0.36%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 2.50                                              | CUSIP: 3140QG5L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4900711 | PA      | $4208056.09   | 0.90%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 4.00                                              | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2580783 | PA      | $2437921.63   | 0.52%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                             | Freddie Mac Pool 4.00                                             | CUSIP: 3133KPMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3456073 | PA      | $3288867.09   | 0.70%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.00                                              | CUSIP: 3140QPPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3415019 | PA      | $3406213.48   | 0.73%             | 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        |    810487 | PA      | $785929.03    | 0.17%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.00                                              | CUSIP: 3140QQ7G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3474226 | PA      | $3450707.32   | 0.74%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool 5.00                                              | CUSIP: 3140QQKL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2421021 | PA      | $2404880.19   | 0.51%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.00 01/31/2033                  | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1588000.00   | 0.34%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 4.13 02/15/2036                  | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5906718.72   | 1.26%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.38 02/29/2028                  | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6945312.50   | 1.49%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                | United States Treasury Note/Bond 3.75 02/28/2033                  | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $586359.37    | 0.13%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer