# EDGAR Filing Document

**Accession Number:** 0000773674
**File Stem:** 0001145549-23-008295
**Filing Date:** 2023-2
**Character Count:** 97156
**Document Hash:** 581bf1bf274e891d49aebf5cb0cedf34
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008295.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-008295

**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:** 23653839

**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

### INFLATION-ADJUSTED BOND FUND (Series ID: S000005969)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000016437 | INVESTOR CLASS | ACITX           |
| C000016438 | A CLASS        | AIAVX           |
| C000016439 | R5 CLASS       | AIANX           |
| C000088038 | C CLASS        | AINOX           |
| C000088039 | R CLASS        | AIARX           |
| C000181796 | I CLASS        | AIAHX           |
| C000181797 | Y CLASS        | AIAYX           |
| C000191079 | R6 CLASS       | AIADX           |
| C000191080 | G CLASS        | AINGX           |

## Nport-Ex

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

**Quarterly Portfolio Holdings**

**Inflation-Adjusted Bond Fund**

**December 31, 2022**

------

---

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

---

---

| | | |
|:---|:---|:---|
| | **Shares/ <br>Principal Amount ($)** | **Value ($)** |
| **U.S. TREASURY SECURITIES — 86.0%** | | |
| U.S. Treasury Inflation Indexed Bonds, 2.375%, 1/15/25 | 49143547 | 49192701 |
| U.S. Treasury Inflation Indexed Bonds, 2.00%, 1/15/26 | 119840950 | 119724933 |
| U.S. Treasury Inflation Indexed Bonds, 2.375%, 1/15/27 | 76579730 | 78140074 |
| U.S. Treasury Inflation Indexed Bonds, 1.75%, 1/15/28 | 20683409 | 20679012 |
| U.S. Treasury Inflation Indexed Bonds, 3.625%, 4/15/28 | 48337731 | 52704518 |
| U.S. Treasury Inflation Indexed Bonds, 2.50%, 1/15/29 | 48754520 | 50859450 |
| U.S. Treasury Inflation Indexed Bonds, 3.875%, 4/15/29 | 41419738 | 46564186 |
| U.S. Treasury Inflation Indexed Bonds, 3.375%, 4/15/32 | 3525543 | 4038483 |
| U.S. Treasury Inflation Indexed Bonds, 0.75%, 2/15/42 | 85819609 | 71906197 |
| U.S. Treasury Inflation Indexed Bonds, 0.625%, 2/15/43 | 68409214 | 55253206 |
| U.S. Treasury Inflation Indexed Bonds, 1.375%, 2/15/44 | 87738218 | 81564660 |
| U.S. Treasury Inflation Indexed Bonds, 0.75%, 2/15/45 | 68208294 | 55224826 |
| U.S. Treasury Inflation Indexed Bonds, 1.00%, 2/15/46 | 6099603 | 5186283 |
| U.S. Treasury Inflation Indexed Bonds, 0.875%, 2/15/47 | 27837299 | 22848146 |
| U.S. Treasury Inflation Indexed Bonds, 1.00%, 2/15/48 | 26162293 | 22046467 |
| U.S. Treasury Inflation Indexed Bonds, 1.00%, 2/15/49 | 6986898 | 5847153 |
| U.S. Treasury Inflation Indexed Bonds, 0.25%, 2/15/50 | 47730914 | 32233388 |
| U.S. Treasury Inflation Indexed Bonds, 0.125%, 2/15/51 | 47728986 | 30785607 |
| U.S. Treasury Inflation Indexed Bonds, 0.125%, 2/15/52 | 61696538 | 40018534 |
| U.S. Treasury Inflation Indexed Notes, 0.125%, 1/15/23 | 128584596 | 128419261 |
| U.S. Treasury Inflation Indexed Notes, 0.625%, 4/15/23 | 40549522 | 40136428 |
| U.S. Treasury Inflation Indexed Notes, 0.375%, 7/15/23 | 1000 | 988 |
| U.S. Treasury Inflation Indexed Notes, 0.625%, 1/15/24 | 98530579 | 96447101 |
| U.S. Treasury Inflation Indexed Notes, 0.50%, 4/15/24 | 12996830 | 12640143 |
| U.S. Treasury Inflation Indexed Notes, 0.125%, 7/15/24 | 41665668 | 40327413 |
| U.S. Treasury Inflation Indexed Notes, 0.125%, 4/15/25 | 18170145 | 17319940 |
| U.S. Treasury Inflation Indexed Notes, 0.375%, 7/15/25 | 69640218 | 66897682 |
| U.S. Treasury Inflation Indexed Notes, 0.125%, 10/15/25 | 126905935 | 120636709 |
| U.S. Treasury Inflation Indexed Notes, 0.625%, 1/15/26 | 179581205 | 172427974 |
| U.S. Treasury Inflation Indexed Notes, 0.125%, 4/15/26<sup>(1)</sup> | 93193961 | 87641297 |
| U.S. Treasury Inflation Indexed Notes, 0.125%, 7/15/26 | 31670011 | 29852247 |
| U.S. Treasury Inflation Indexed Notes, 0.125%, 10/15/26<sup>(1)</sup> | 28353520 | 26586018 |
| U.S. Treasury Inflation Indexed Notes, 0.375%, 1/15/27 | 53970875 | 50913117 |
| U.S. Treasury Inflation Indexed Notes, 0.125%, 4/15/27 | 128760020 | 120042379 |
| U.S. Treasury Inflation Indexed Notes, 0.375%, 7/15/27 | 40200270 | 37902688 |
| U.S. Treasury Inflation Indexed Notes, 0.50%, 1/15/28 | 101418316 | 95413974 |
| U.S. Treasury Inflation Indexed Notes, 0.75%, 7/15/28 | 2196209 | 2093154 |
| U.S. Treasury Inflation Indexed Notes, 0.875%, 1/15/29 | 50746880 | 48372448 |
| U.S. Treasury Inflation Indexed Notes, 0.25%, 7/15/29 | 81081912 | 74274037 |
| U.S. Treasury Inflation Indexed Notes, 0.125%, 1/15/30 | 51657058 | 46431745 |
| U.S. Treasury Inflation Indexed Notes, 0.125%, 7/15/30 | 86727841 | 77708527 |
| U.S. Treasury Inflation Indexed Notes, 0.125%, 1/15/31 | 91120508 | 80984709 |
| U.S. Treasury Inflation Indexed Notes, 0.125%, 7/15/31 | 82831335 | 73248358 |
| U.S. Treasury Inflation Indexed Notes, 0.125%, 1/15/32 | 73562250 | 64488607 |
| U.S. Treasury Inflation Indexed Notes, 0.625%, 7/15/32 | 88972535 | 81566323 |
| U.S. Treasury Notes, 1.50%, 2/15/30 | 292000 | 248907 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $2,819,097,076) |  | **2537839998** |
| **COLLATERALIZED LOAN OBLIGATIONS — 2.0%** |  |  |
| BlueMountain CLO Ltd., Series 2016-2A, Class BR2, VRN, 6.93%, (3-month LIBOR plus 2.25%), 8/20/32<sup>(2)</sup> | 3125000 | 2943751 |

---

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---

| | | | |
|:---|:---|:---|:---|
| Dryden CLO Ltd., Series 2019-72A, Class CR, VRN, 6.46%, (3-month LIBOR plus 1.85%), 5/15/32<sup>(2)</sup> |  | 8550000 | 8006187 |
| Dryden Senior Loan Fund, Series 2016-43A, Class B2R2, 3.09%, 4/20/34<sup>(2)</sup> |  | 5000000 | 4187682 |
| Elmwood CLO IV Ltd., Series 2020-1A, Class B, VRN, 5.78%, (3-month LIBOR plus 1.70%), 4/15/33<sup>(2)</sup> |  | 9500000 | 9191257 |
| Marathon CLO Ltd., Series 2021-17A, Class B1, VRN, 6.92%, (3-month LIBOR plus 2.68%), 1/20/35<sup>(2)</sup> |  | 7575000 | 7083262 |
| MF1 Ltd., Series 2021-FL7, Class AS, VRN, 5.79%, (1-month LIBOR plus 1.45%), 10/16/36<sup>(2)</sup> |  | 4023000 | 3847655 |
| Rockford Tower CLO Ltd., Series 2020-1A, Class B, VRN, 6.04%, (3-month LIBOR plus 1.80%), 1/20/32<sup>(2)</sup> |  | 10000000 | 9707272 |
| Shelter Growth Issuer Ltd., Series 2022-FL4, Class A, VRN, 6.62%, (1-month SOFR plus 2.30%), 6/17/37<sup>(2)</sup> |  | 9072000 | 8873700 |
| THL Credit Wind River CLO Ltd., Series 2019-3A, Class CR, VRN, 6.28%, (3-month LIBOR plus 2.20%), 4/15/31<sup>(2)</sup> |  | 6050000 | 5668850 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS**<br>(Cost $62,760,968) |  |  | **59509616** |
| **ASSET-BACKED SECURITIES — 1.6%** | **ASSET-BACKED SECURITIES — 1.6%** |  |  |
| Blackbird Capital Aircraft, Series 2021-1A, Class A, SEQ, 2.44%, 7/15/46<sup>(2)</sup> |  | 6047481 | 4973879 |
| BRE Grand Islander Timeshare Issuer LLC, Series 2017-1A, Class A, SEQ, 2.94%, 5/25/29<sup>(2)</sup> |  | 1113946 | 1075460 |
| Cologix Canadian Issuer LP, Series 2022-1CAN, Class A2, SEQ, 4.94%, 1/25/52<sup>(2)</sup> | CAD | 14050000 | 9483024 |
| FirstKey Homes Trust, Series 2020-SFR2, Class D, 1.97%, 10/19/37<sup>(2)</sup> |  | $7100000 | 6229289 |
| Global SC Finance VII Srl, Series 2021-2A, Class A, SEQ, 1.95%, 8/17/41<sup>(2)</sup> |  | 4494194 | 3900583 |
| Goodgreen Trust, Series 2020-1A, Class A, SEQ, 2.63%, 4/15/55<sup>(2)</sup> |  | 5016151 | 4137119 |
| Goodgreen Trust, Series 2021-1A, Class A, SEQ, 2.66%, 10/15/56<sup>(2)</sup> |  | 3371709 | 2740468 |
| Mosaic Solar Loan Trust, Series 2020-1A, Class A, SEQ, 2.10%, 4/20/46<sup>(2)</sup> |  | 2100566 | 1827380 |
| Mosaic Solar Loan Trust, Series 2021-1A, Class A, SEQ, 1.51%, 12/20/46<sup>(2)</sup> |  | 8558207 | 6744852 |
| Progress Residential Trust, Series 2020-SFR1, Class B, 2.03%, 4/17/37<sup>(2)</sup> |  | 7347000 | 6708502 |
| **TOTAL ASSET-BACKED SECURITIES**<br>(Cost $56,116,643) |  |  | **47820556** |
| **CORPORATE BONDS — 1.5%** | **CORPORATE BONDS — 1.5%** |  |  |
| **Airlines**<sup>†</sup> |  |  |  |
| British Airways Pass Through Trust, Series 2021-1, Class A, 2.90%, 9/15/36<sup>(2)</sup> |  | 718336 | 586744 |
| **Banks — 0.4%** |  |  |  |
| Bank of America Corp., VRN, 3.42%, 12/20/28 |  | 4320000 | 3919179 |
| Bank of America Corp., VRN, 2.48%, 9/21/36 |  | 1250000 | 921321 |
| Bank of Ireland Group PLC, VRN, 2.03%, 9/30/27<sup>(2)</sup> |  | 1224000 | 1035095 |
| Citigroup, Inc., VRN, 3.07%, 2/24/28 |  | 619000 | 558932 |
| Citigroup, Inc., VRN, 3.52%, 10/27/28 |  | 1457000 | 1331767 |
| JPMorgan Chase & Co., VRN, 1.58%, 4/22/27 |  | 2475000 | 2177540 |
| JPMorgan Chase & Co., VRN, 2.95%, 2/24/28 |  | 705000 | 638756 |
|  |  |  | 10582590 |
| **Capital Markets — 0.1%** |  |  |  |
| FS KKR Capital Corp., 4.25%, 2/14/25<sup>(2)</sup> |  | 966000 | 906237 |
| Morgan Stanley, VRN, 2.48%, 9/16/36 |  | 1310000 | 952881 |
|  |  |  | 1859118 |
| **Consumer Finance**<sup>†</sup> |  |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.65%, 10/29/24 |  | 925000 | 853842 |
| **Electric Utilities — 0.2%** |  |  |  |
| Duke Energy Florida LLC, 1.75%, 6/15/30 |  | 2940000 | 2343766 |
| Duke Energy Progress LLC, 2.00%, 8/15/31 |  | 5000000 | 3963563 |
|  |  |  | 6307329 |
| **Equity Real Estate Investment Trusts (REITs)**<sup>†</sup> |  |  |  |
| Broadstone Net Lease LLC, 2.60%, 9/15/31 |  | 1377000 | 1035323 |
| **Insurance — 0.1%** |  |  |  |
| Athene Global Funding, 1.99%, 8/19/28<sup>(2)</sup> |  | 2131000 | 1718237 |
| SBL Holdings, Inc., 5.125%, 11/13/26<sup>(2)</sup> |  | 712000 | 624768 |
|  |  |  | 2343005 |
| **Media — 0.1%** |  |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 5.125%, 7/1/49 |  | 940000 | 714536 |

---

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| | | |
|:---|:---|:---|
| Paramount Global, 4.95%, 1/15/31 | 1705000 | 1519328 |
| Paramount Global, 4.375%, 3/15/43 | 1390000 | 961843 |
|  |  | 3195707 |
| **Pharmaceuticals**<sup>†</sup> |  |  |
| Viatris, Inc., 4.00%, 6/22/50 | 666000 | 412648 |
| **Road and Rail**<sup>†</sup> |  |  |
| DAE Funding LLC, 1.55%, 8/1/24<sup>(2)</sup> | 1304000 | 1212601 |
| **Software — 0.1%** |  |  |
| Oracle Corp., 3.60%, 4/1/40 | 2185000 | 1610853 |
| **Specialty Retail — 0.1%** |  |  |
| Lowe's Cos., Inc., 2.625%, 4/1/31 | 5000000 | 4155253 |
| **Technology Hardware, Storage and Peripherals — 0.1%** |  |  |
| Dell International LLC / EMC Corp., 8.10%, 7/15/36 | 1133000 | 1274063 |
| **Wireless Telecommunication Services — 0.3%** |  |  |
| Millicom International Cellular SA, 5.125%, 1/15/28<sup>(2)</sup> | 2970000 | 2766984 |
| T-Mobile USA, Inc., 3.375%, 4/15/29 | 7075000 | 6245064 |
|  |  | 9012048 |
| **TOTAL CORPORATE BONDS**<br>(Cost $53,337,443) |  | **44441124** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES — 0.9%** |  |  |
| BX Commercial Mortgage Trust, Series 2020-VIV2, Class C, VRN, 3.54%, 3/9/44<sup>(2)</sup> | 7950000 | 6246947 |
| BX Commercial Mortgage Trust, Series 2020-VIVA, Class D, VRN, 3.55%, 3/11/44<sup>(2)</sup> | 6409000 | 4830686 |
| BX Commercial Mortgage Trust, Series 2021-VOLT, Class E, VRN, 6.32%, (1-month LIBOR plus 2.00%), 9/15/36<sup>(2)</sup> | 9200000 | 8583496 |
| OPG Trust, Series 2021-PORT, Class E, VRN, 5.85%, (1-month LIBOR plus 1.53%), 10/15/36<sup>(2)</sup> | 8286173 | 7706584 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES**<br>(Cost $32,341,172) |  | **27367713** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS — 0.7%** |  |  |
| **Private Sponsor Collateralized Mortgage Obligations — 0.7%** |  |  |
| ABN Amro Mortgage Corp., Series 2003-4, Class A4, 5.50%, 3/25/33 | 86637 | 77012 |
| Angel Oak Mortgage Trust, Series 2019-4, Class A3, SEQ, VRN, 3.30%, 7/26/49<sup>(2)</sup> | 130848 | 130030 |
| Arroyo Mortgage Trust, Series 2021-1R, Class A2, VRN, 1.48%, 10/25/48<sup>(2)</sup> | 2612848 | 2086616 |
| Arroyo Mortgage Trust, Series 2021-1R, Class A3, VRN, 1.64%, 10/25/48<sup>(2)</sup> | 2082113 | 1669546 |
| Bellemeade Re Ltd., Series 2021-3A, Class M1A, VRN, 4.93%, (30-day average SOFR plus 1.00%), 9/25/31<sup>(2)</sup> | 3881584 | 3833438 |
| Cendant Mortgage Capital LLC, Series 2003-6, Class A3, 5.25%, 7/25/33 | 474155 | 450979 |
| Credit Suisse Mortgage Trust, Series 2015-WIN1, Class A10, VRN, 3.50%, 12/25/44<sup>(2)</sup> | 1097580 | 986442 |
| Credit Suisse Mortgage Trust, Series 2021-NQM6, Class A3, SEQ, VRN, 1.59%, 7/25/66<sup>(2)</sup> | 6476064 | 4951014 |
| Imperial Fund Mortgage Trust, Series 2021-NQM1, Class A3, SEQ, VRN, 1.62%, 6/25/56<sup>(2)</sup> | 2743146 | 2186732 |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, VRN, 3.87%, 11/21/34 | 21246 | 19161 |
| Verus Securitization Trust, Series 2021-5, Class A3, VRN, 1.37%, 9/25/66<sup>(2)</sup> | 3031798 | 2313101 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S11, Class 3A5, 5.95%, 11/25/33 | 328701 | 296317 |
|  |  | 19000388 |
| **U.S. Government Agency Collateralized Mortgage Obligations**<sup>†</sup> |  |  |
| FNMA, Series 2014-C02, Class 2M2, VRN, 6.99%, (1-month LIBOR plus 2.60%), 5/25/24 | 236397 | 236250 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br>(Cost $23,214,734) |  | **19236638** |
| **SHORT-TERM INVESTMENTS — 7.2%** |  |  |
| **Discount Notes**<sup>(3)</sup> **— 1.7%** |  |  |
| Federal Home Loan Bank Discount Notes, 3.99%, 1/3/23 | 48502000 | 48502000 |
| **Money Market Funds**<sup>†</sup> |  |  |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | 498565 | 498565 |
| **Repurchase Agreements — 5.5%** |  |  |
| BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 0.375% - 0.50%, 9/15/24 - 5/31/27, valued at $23,157,371), in a joint trading account at 4.20%, dated 12/30/22, due 1/3/23 (Delivery value $22,739,002) |  | 22728395 |

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| | |
|:---|:---|
| Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 1.125% - 1.25%, 2/15/31 - 8/15/31, valued at $142,437,921), at 4.26%, dated 12/30/22, due 1/3/23 (Delivery value $139,711,099) | 139645000 |
|  | 162373395 |
| **TOTAL SHORT-TERM INVESTMENTS**<br>(Cost $211,363,452) | **211373960** |
| **TOTAL INVESTMENT SECURITIES—99.9%**<br>(Cost $3,258,231,488) | **2947589605** |
| **OTHER ASSETS AND LIABILITIES — 0.1%** | **4277327** |
| **TOTAL NET ASSETS — 100.0%** | $**2951866932** |

---

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** |
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement Date** | **Unrealized Appreciation <br>(Depreciation)** |
| USD | 9622056 | CAD | 13081830 | Morgan Stanley | 3/15/23 | $(44975) |

---

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| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** |
| **Reference Entity** | **Contracts** | **Expiration <br>Date** | **Notional <br>Amount** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)^** |
| U.S. Treasury 10-Year Notes | 1126 | March 2023 | $126446281 | $(2181970) |
| U.S. Treasury 10-Year Ultra Notes | 754 | March 2023 | 89184063 | (1189540) |
| U.S. Treasury 5-Year Notes | 1348 | March 2023 | 145489219 | (581846) |
| U.S. Treasury Long Bonds | 133 | March 2023 | 16670719 | (329642) |
| U.S. Treasury Ultra Bonds | 120 | March 2023 | 16117500 | (465234) |
|  |  |  | $393907782 | $(4748232) |

---

^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 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 | $69500000 | $463 | $(57176) | $(56713) |
| CPURNSA | Receive | 2.88% | 12/2/23 | $30000000 | 498 | (23669) | (23171) |
| CPURNSA | Receive | 2.29% | 1/25/24 | $50000000 | 670 | 4837866 | 4838536 |
| CPURNSA | Receive | 2.27% | 1/26/24 | $35000000 | 619 | 3406558 | 3407177 |
| CPURNSA | Receive | 1.45% | 3/5/25 | $39000000 | (737) | 5066754 | 5066017 |
| CPURNSA | Receive | 1.08% | 6/4/25 | $4000000 | 524 | 625632 | 626156 |
| CPURNSA | Receive | 1.85% | 8/26/25 | $14000000 | 585 | 1802714 | 1803299 |
| CPURNSA | Receive | 2.24% | 1/12/26 | $50000000 | 804 | 5074268 | 5075072 |
| CPURNSA | Receive | 2.22% | 1/19/26 | $50000000 | 804 | 5109680 | 5110484 |
| CPURNSA | Receive | 2.29% | 2/2/26 | $25000000 | 403 | 2477827 | 2478230 |
| CPURNSA | Receive | 1.86% | 6/20/29 | $25000000 | (776) | 3436225 | 3435449 |
| CPURNSA | Receive | 1.80% | 10/21/29 | $24500000 | (764) | 3530762 | 3529998 |
| CPURNSA | Receive | 1.88% | 11/21/29 | $22000000 | (737) | 3019907 | 3019170 |
| CPURNSA | Receive | 1.87% | 11/25/29 | $4000000 | (543) | 553763 | 553220 |
| CPURNSA | Receive | 1.29% | 5/19/30 | $4500000 | 549 | 867292 | 867841 |
|  |  |  |  |  | $2362 | $39728403 | $39730765 |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **TOTAL RETURN SWAP AGREEMENTS** | **TOTAL RETURN SWAP AGREEMENTS** | **TOTAL RETURN SWAP AGREEMENTS** | **TOTAL RETURN SWAP AGREEMENTS** | **TOTAL RETURN SWAP AGREEMENTS** | **TOTAL RETURN SWAP AGREEMENTS** | **TOTAL RETURN SWAP AGREEMENTS** |
| **Counterparty** | **Floating<br>Rate Index** | **Pay/Receive<br>Floating Rate<br>Index at<br>Termination** | **Fixed Rate** | **Termination<br>Date** | **Notional<br>Amount** | **Value^** |
| Bank of America N.A.<sup>(4)</sup> | CPURNSA | Receive | 2.53% | 8/19/24 | $11000000 | $239392 |
| Barclays Bank PLC | CPURNSA | Receive | 2.59% | 7/23/24 | $16300000 | 241762 |
| Barclays Bank PLC | CPURNSA | Receive | 2.36% | 9/29/24 | $10000000 | 420022 |
| Barclays Bank PLC | CPURNSA | Receive | 2.31% | 9/30/24 | $15000000 | 721725 |
| Barclays Bank PLC | CPURNSA | Receive | 2.90% | 12/21/27 | $19200000 | (2456465) |
| Barclays Bank PLC | CPURNSA | Receive | 2.78% | 7/2/44 | $15000000 | (1171133) |
|  |  |  |  |  |  | $(2004697) |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | |
|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** |
| CAD | – | Canadian Dollar |
| CPURNSA | – | U.S. Consumer Price Index Urban Consumers Not Seasonally Adjusted Index |
| FNMA | – | Federal National Mortgage Association |
| LIBOR | – | London Interbank Offered Rate |
| SEQ | – | Sequential Payer |
| SOFR | – | Secured Overnight Financing Rate |
| USD | – | United States Dollar |
| 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. |

---

†Category is less than 0.05% of total net assets.

(1)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on forward foreign currency exchange contracts, futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $20,901,260.

(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 $161,705,470, which represented 5.5% of total net assets.

(3)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.

(4)Collateral has been received at the custodian for collateral requirements on swap agreements. At the period end, the aggregate value of securities received was $244,892.

------

**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. Corporate bonds, U.S. Treasury and Government Agency securities and sovereign governments and agencies 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. Collateralized loan obligations are valued based on discounted cash flow models that consider trade and economic data, prepayment assumptions and default projections. Commercial paper and certificates of deposit are valued using a curve-based approach that considers money market rates for specific instruments, programs, currencies and maturity points from a variety of active market makers. Fixed income securities initially expressed in local currencies are translated into U.S. dollars at the mean of the appropriate currency exchange rate at the close of the NYSE as provided by an independent pricing service.

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. Forward foreign currency exchange contracts are valued at the mean of the appropriate forward exchange rate at the close of the NYSE as provided by an independent pricing service.

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 |  | $2537839998 |  |
| Collateralized Loan Obligations |  | 59509616 |  |
| Asset-Backed Securities |  | 47820556 |  |
| Corporate Bonds |  | 44441124 |  |
| Commercial Mortgage-Backed Securities |  | 27367713 |  |
| Collateralized Mortgage Obligations |  | 19236638 |  |
| Short-Term Investments | $498565 | 210875395 |  |
|  | $498565 | $2947091040 |  |
| **Other Financial Instruments** |  |  |  |
| Swap Agreements |  | $41433550 |  |
| **Liabilities** |  |  |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $4748232 |  |  |
| Swap Agreements |  | $3707482 |  |
| Forward Foreign Currency Exchange Contracts |  | 44975 |  |
|  | $4748232 | $3752457 |  |

---

*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:** Inflation-Adjusted Bond Fund

- **b. EDGAR series identifier (if any):** S000005969

- **c. LEI of Series:** EHDCH7OW63U5SCJHI161

**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:** $3002245524.45

**Total Liabilities:** $48640180.79

**Net Assets:** $2953605343.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 53.000000000000 | **1-Year:** 559.000000000000 | **5-Year:** 10514.000000000000 | **10-Year:** 45458.000000000000 | **30-Year:** 18281.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 2824.000000000000 | **5-Year:** 10845.000000000000 | **10-Year:** 7263.000000000000 | **30-Year:** 8085.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000016437 | 1.10%                | 1.91%                | -1.15%               |
| Class ID C000016438 | 1.11%                | 1.92%                | -1.10%               |
| Class ID C000016439 | 1.11%                | 2.01%                | -1.13%               |
| Class ID C000088038 | 1.02%                | 1.93%                | -1.23%               |
| Class ID C000088039 | 1.01%                | 2.00%                | -1.23%               |
| Class ID C000181796 | 1.11%                | 2.01%                | -1.10%               |
| Class ID C000181797 | 1.11%                | 2.01%                | -1.13%               |
| Class ID C000191079 | 1.11%                | 2.01%                | -1.11%               |
| Class ID C000191080 | 1.10%                | 2.00%                | -1.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11896913.57            | $42973246.11                               |
| Month 2  | $-10641247.76            | $58940406.19                               |
| Month 3  | $-3406943.20             | $-38435515.66                              |

**Designated Index Information**

- **Index Name:** BBG TIPS Adjusted Index (Legacy Lehman)

- **Index Identifier:** LEHTIPSADJ

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY CAPITAL SERVICES INC                                             | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-44974.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN Amro Mortgage Corp                                                          | ABN Amro Mortgage Corp 5.50                                                                     | CUSIP: 000780BZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86637 | PA      | $77011.66     | 0.00%             | 2033-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.65 10/29/2024                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    925000 | PA      | $853842.24    | 0.03%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC 2019-4                                           | Angel Oak Mortgage Trust I LLC 2019-4 3.30                                                      | CUSIP: 03463UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130848 | PA      | $130029.89    | 0.00%             | 2049-07-26      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2021-1R                                                   | Arroyo Mortgage Trust 2021-1R 1.48                                                              | CUSIP: 042853AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2612848 | PA      | $2086615.84   | 0.07%             | 2048-10-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2021-1R                                                   | Arroyo Mortgage Trust 2021-1R 1.64                                                              | CUSIP: 042853AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2082113 | PA      | $1669545.95   | 0.06%             | 2048-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding 1.99 08/19/2028                                                           | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2131000 | PA      | $1718236.53   | 0.06%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2017-A LLC                                  | BRE Grand Islander Timeshare Issuer 2017-A LLC 2.94                                             | CUSIP: 05584AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113946 | PA      | $1075459.56   | 0.04%             | 2029-05-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIV2                                          | BX Commercial Mortgage Trust 2020-VIV2 3.54                                                     | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7950000 | PA      | $6246947.03   | 0.21%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VOLT                                          | BX Commercial Mortgage Trust 2021-VOLT 6.32                                                     | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9200000 | PA      | $8583496.04   | 0.29%             | 2036-09-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 3.42 12/20/2028                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $3919178.91   | 0.13%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.48 09/21/2036                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $921321.26    | 0.03%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | Bank of Ireland Group PLC 2.03 09/30/2027                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1224000 | PA      | $1035095.06   | 0.04%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Bellemeade RE 2021-3 Ltd                                                        | Bellemeade RE 2021-3 Ltd 4.93                                                                   | CUSIP: 078777AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3881584 | PA      | $3833438.52   | 0.13%             | 2031-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                                      | Blackbird Capital Aircraft 2.44                                                                 | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6047481 | PA      | $4973879.34   | 0.17%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd                                                            | BlueMountain CLO 2016-2 Ltd 6.93                                                                | CUSIP: 09628WBA9<br>LEI: 549300O2Y407FNHQWX93 | Long             | ABS-CBDO         | CORP              | US        |   3125000 | PA      | $2943751.25   | 0.10%             | 2032-08-20      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| British Airways 2021-1 Class A Pass Through Trust                               | British Airways 2021-1 Class A Pass Through Trust 2.90 09/15/2036                               | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    718336 | PA      | $586744.14    | 0.02%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                                        | Broadstone Net Lease LLC 2.60 09/15/2031                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1035323.03   | 0.04%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIVA                                          | BX Commercial Mortgage Trust 2020-VIVA 3.55                                                     | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6409000 | PA      | $4830685.69   | 0.16%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| CSMC Trust 2015-WIN1                                                            | CSMC Trust 2015-WIN1 3.50                                                                       | CUSIP: 12649KAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1097580 | PA      | $986442.27    | 0.03%             | 2044-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM6                                                                  | CSMC 2021-NQM6 1.59                                                                             | CUSIP: 12662KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6476064 | PA      | $4951014.06   | 0.17%             | 2066-07-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Cendant Mort Capital LLC CDMC Mort Pas Thr Ce Se 03 6                           | Cendant Mort Capital LLC CDMC Mort Pas Thr Ce Se 03 6 5.25                                      | CUSIP: 15132EDZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474155 | PA      | $450979.26    | 0.02%             | 2033-07-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital 5.13 07/01/2049 | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $714536.52    | 0.02%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.52 10/27/2028                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1331767.02   | 0.05%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 0.00 02/24/2028                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    619000 | PA      | $558931.94    | 0.02%             | 2028-02-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                                      | Cologix Canadian Issuer LP 4.94                                                                 | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |  14050000 | PA      | $9483023.63   | 0.32%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE Funding LLC 1.55 08/01/2024                                                                 | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | AE        |   1304000 | PA      | $1212600.50   | 0.04%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp 8.10 07/15/2036                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1274062.96   | 0.04%             | 2036-07-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                         | Dryden 43 Senior Loan Fund 3.09                                                                 | CUSIP: 26245CBN2<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4187682.50   | 0.14%             | 2034-04-20      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                         | Dryden 72 CLO Ltd 6.46                                                                          | CUSIP: 26252NAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8550000 | PA      | $8006186.66   | 0.27%             | 2032-05-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC 2.00 08/15/2031                                                        | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3963563.25   | 0.13%             | 2031-08-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC 1.75 06/15/2030                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2343765.85   | 0.08%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO                                                                     | Elmwood CLO IV Ltd 5.78                                                                         | CUSIP: 29002GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9500000 | PA      | $9191256.65   | 0.31%             | 2033-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                             | FS KKR Capital Corp 4.25 02/14/2025                                                             | CUSIP: 30313RAA7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    966000 | PA      | $906236.85    | 0.03%             | 2025-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 6.99                                                   | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    236397 | PA      | $236249.63    | 0.01%             | 2024-05-25      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR2 Trust                                                  | FirstKey Homes 2020-SFR2 Trust 1.97                                                             | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7100000 | PA      | $6229289.37   | 0.21%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VII Srl                                                       | Global SC Finance VII Srl 1.95                                                                  | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-MBS          | CORP              | US        |   4494194 | PA      | $3900583.03   | 0.13%             | 2041-08-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                                 | Goodgreen 2020-1 Trust 2.63                                                                     | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5016151 | PA      | $4137118.57   | 0.14%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2021-1 Trust                                                          | Goodgreen 2021-1 Trust 2.66                                                                     | CUSIP: 38217UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3371709 | PA      | $2740468.34   | 0.09%             | 2056-10-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM1                                          | Imperial Fund Mortgage Trust 2021-NQM1 1.62                                                     | CUSIP: 452764AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2743146 | PA      | $2186732.56   | 0.07%             | 2056-06-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 1.58 04/22/2027                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2177540.12   | 0.07%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.95 02/24/2028                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    705000 | PA      | $638756.08    | 0.02%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos Inc 2.63 04/01/2031                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4155253.10   | 0.14%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                                  | MF1 2021-FL7 Ltd 5.79                                                                           | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4023000 | PA      | $3847654.73   | 0.13%             | 2036-10-16      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd                                                                | Marathon Clo 2021-17 Ltd 6.92                                                                   | CUSIP: 56578AAJ0<br>LEI: 549300PRAU42OGUUTY83 | Long             | ABS-CBDO         | CORP              | US        |   7575000 | PA      | $7083262.06   | 0.24%             | 2035-01-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-13                                   | MASTR Adjustable Rate Mortgages Trust 2004-13 3.87                                              | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21246 | PA      | $19160.72     | 0.00%             | 2034-11-21      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                              | Millicom International Cellular SA 5.13 01/15/2028                                              | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   2970000 | PA      | $2766984.58   | 0.09%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.48 09/16/2036                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $952880.86    | 0.03%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                  | Mosaic Solar Loan Trust 2020-1 2.10                                                             | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100566 | PA      | $1827380.32   | 0.06%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2021-1                                                  | Mosaic Solar Loan Trust 2021-1 1.51                                                             | CUSIP: 61947DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8558207 | PA      | $6744851.42   | 0.23%             | 2046-12-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| OPG Trust 2021-PORT                                                             | OPG Trust 2021-PORT 5.85                                                                        | CUSIP: 67118AAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8286173 | PA      | $7706584.40   | 0.26%             | 2036-10-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.60 04/01/2040                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $1610852.77   | 0.05%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2020-SFR1 Trust                                            | Progress Residential 2020-SFR1 Trust 2.03                                                       | CUSIP: 74331CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7347000 | PA      | $6708501.62   | 0.23%             | 2037-04-17      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                          | Rockford Tower CLO 2020-1 Ltd 6.04                                                              | CUSIP: 77341EAC9<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9707272.00   | 0.33%             | 2032-01-20      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                                | SBL Holdings Inc 5.13 11/13/2026                                                                | CUSIP: 78432MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    712000 | PA      | $624768.23    | 0.02%             | 2026-11-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Shelter Growth CRE Issuer Ltd                                                   | Shelter Growth CRE 2022-FL4 Issuer Ltd 6.62                                                     | CUSIP: 82286DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9072000 | PA      | $8873699.69   | 0.30%             | 2037-06-17      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 3.38 04/15/2029                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7075000 | PA      | $6245063.59   | 0.21%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 3.63 04/15/2028                                  | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48337731 | PA      | $52704517.76  | 1.78%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 3.88 04/15/2029                                  | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41419738 | PA      | $46564185.85  | 1.58%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 3.38 04/15/2032                                  | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3525543 | PA      | $4038482.64   | 0.14%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 2.38 01/15/2025                                  | CUSIP: 912810FR4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49143547 | PA      | $49192701.39  | 1.67%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 2.00 01/15/2026                                  | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 119840950 | PA      | $119724932.97 | 4.05%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 2.38 01/15/2027                                  | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76579730 | PA      | $78140073.65  | 2.65%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 1.75 01/15/2028                                  | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20683409 | PA      | $20679011.51  | 0.70%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 2.50 01/15/2029                                  | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48754520 | PA      | $50859450.21  | 1.72%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.75 02/15/2042                                  | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85819608 | PA      | $71906197.16  | 2.43%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.63 02/15/2043                                  | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68409214 | PA      | $55253205.83  | 1.87%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 1.38 02/15/2044                                  | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87738218 | PA      | $81564659.73  | 2.76%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.75 02/15/2045                                  | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68208294 | PA      | $55224826.14  | 1.87%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 1.00 02/15/2046                                  | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6099602 | PA      | $5186282.67   | 0.18%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.88 02/15/2047                                  | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27837298 | PA      | $22848145.87  | 0.77%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 1.00 02/15/2048                                  | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26162293 | PA      | $22046467.23  | 0.75%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 1.00 02/15/2049                                  | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6986898 | PA      | $5847152.65   | 0.20%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.25 02/15/2050                                  | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47730914 | PA      | $32233387.66  | 1.09%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.13 02/15/2051                                  | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47728986 | PA      | $30785607.39  | 1.04%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds - When Issued                    | United States Treasury Inflation Indexed Bonds 0.13 02/15/2052                                  | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61696538 | PA      | $40018534.22  | 1.35%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.38 07/15/2027                                  | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40200270 | PA      | $37902687.89  | 1.28%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.50 01/15/2028                                  | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 101418316 | PA      | $95413974.42  | 3.23%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.63 04/15/2023                                  | CUSIP: 9128284H0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40549522 | PA      | $40136427.80  | 1.36%             | 2023-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.88 01/15/2029                                  | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50746880 | PA      | $48372448.20  | 1.64%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.50 04/15/2024                                  | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12996830 | PA      | $12640143.31  | 0.43%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                         | Federal Home Loan Bank Discount Notes 0.00 01/03/2023                                           | CUSIP: 313384AC3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGA              | US        |  48502000 | PA      | $48502000.00  | 1.64%             | 2023-01-03      | None          | 0.00%                 | 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        |    498565 | NS      | $498565.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.25 07/15/2029                                  | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81081912 | PA      | $74274037.10  | 2.51%             | 2029-07-15      | Fixed         | 0.25%                 | 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        |  98530579 | PA      | $96447101.12  | 3.27%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.63 01/15/2026                                  | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 179581205 | PA      | $172427973.95 | 5.84%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.13 07/15/2026                                  | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31670010 | PA      | $29852246.59  | 1.01%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.13 01/15/2023                                  | CUSIP: 912828UH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 128584596 | PA      | $128419260.64 | 4.35%             | 2023-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.38 01/15/2027                                  | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53970875 | PA      | $50913117.30  | 1.72%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.38 07/15/2023                                  | CUSIP: 912828VM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $988.18       | 0.00%             | 2023-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.13 07/15/2024                                  | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41665668 | PA      | $40327412.58  | 1.37%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.38 07/15/2025                                  | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69640218 | PA      | $66897682.26  | 2.26%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.75 07/15/2028                                  | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2196209 | PA      | $2093105.42   | 0.07%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.13 01/15/2030                                  | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51657058 | PA      | $46431745.12  | 1.57%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.50 02/15/2030                                                | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    292000 | PA      | $248907.19    | 0.01%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.13 04/15/2025                                  | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18170145 | PA      | $17319939.93  | 0.59%             | 2025-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.13 07/15/2030                                  | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  86727841 | PA      | $77708527.32  | 2.63%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.13 10/15/2025                                  | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 126905935 | PA      | $120636709.47 | 4.08%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.13 01/15/2031                                  | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  91120508 | PA      | $80984709.18  | 2.74%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.13 04/15/2026                                  | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93193961 | PA      | $87641296.72  | 2.97%             | 2026-04-15      | Fixed         | 0.12%                 | 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        |  82831335 | PA      | $73248357.52  | 2.48%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.13 10/15/2026                                  | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28353520 | PA      | $26586017.70  | 0.90%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.13 01/15/2032                                  | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73562250 | PA      | $64488606.87  | 2.18%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.13 04/15/2027                                  | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 128760020 | PA      | $120042379.50 | 4.06%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | United States Treasury Inflation Indexed Bonds 0.63 07/15/2032                                  | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88972535 | PA      | $81566323.28  | 2.76%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                               | Verus Securitization Trust 2021-5 1.37                                                          | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3031798 | PA      | $2313100.73   | 0.08%             | 2066-09-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global 4.38 03/15/2043                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $961842.54    | 0.03%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global 4.95 01/15/2031                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1519328.23   | 0.05%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | Viatris Inc 4.00 06/22/2050                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    666000 | PA      | $412647.67    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust                   | WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust 5.95                              | CUSIP: 92922FHA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328701 | PA      | $296316.84    | 0.01%             | 2033-11-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                              | THL Credit Wind River 2019-3 Clo Ltd 6.28                                                       | CUSIP: 97314JAE5<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | US        |   6050000 | PA      | $5668850.61   | 0.19%             | 2031-04-15      | Variable      | 6.28%                 | 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        |       133 | NC      | $-329642.09   | -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        |       120 | NC      | $-465234.00   | -0.02%            |  |  |  | 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        |      1126 | NC      | $-2181969.89  | -0.07%            |  |  |  | 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        |       754 | NC      | $-1189539.72  | -0.04%            |  |  |  | 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        |      1348 | NC      | $-581846.68   | -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        |  22728395 | PA      | $22728394.81  | 0.77%             | 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        | 139645000 | PA      | $139645000.00 | 4.73%             | 2023-01-03      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.88 12/02/23                                                                                | CUSIP: SL3X58QE9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  30000000 | OU      | $-23171.10    | -0.00%            | 2023-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.90 10/11/23                                                                                | CUSIP: SLZ40AHP3<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  69500000 | OU      | $-56713.39    | -0.00%            | 2023-10-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.29 02/02/26                                                                                | CUSIP: SL0Y0LAC7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  25000000 | OU      | $2478229.50   | 0.08%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.27 01/26/24                                                                                | CUSIP: SL9K0IAE1<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  35000000 | OU      | $3407176.85   | 0.12%             | 2024-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.29 01/25/24                                                                                | CUSIP: SL9429AH8<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  50000000 | OU      | $4838536.00   | 0.16%             | 2024-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.22 01/19/26                                                                                | CUSIP: SL4G4P824<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  50000000 | OU      | $5110484.50   | 0.17%             | 2026-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.24 01/12/26                                                                                | CUSIP: SL0X0ISZ6<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  50000000 | OU      | $5075072.50   | 0.17%             | 2026-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 1.85 08/26/25                                                                                | CUSIP: SL3V1PHS8<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  14000000 | OU      | $1803299.40   | 0.06%             | 2025-08-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 1.08 06/04/25                                                                                | CUSIP: SL2I4BCO0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   4000000 | OU      | $626156.28    | 0.02%             | 2025-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 1.45 03/05/25                                                                                | CUSIP: SL3A3WJ22<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  39000000 | OU      | $5066016.54   | 0.17%             | 2025-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 1.29 05/19/30                                                                                | CUSIP: SLYP0FI75<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   4500000 | OU      | $867840.71    | 0.03%             | 2030-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 1.87 11/25/29                                                                                | CUSIP: SLFD07JJ4<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   4000000 | OU      | $553220.16    | 0.02%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 1.88 11/21/29                                                                                | CUSIP: SL1S54L30<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  22000000 | OU      | $3019169.78   | 0.10%             | 2029-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 1.80 10/21/29                                                                                | CUSIP: SL474BO35<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  24500000 | OU      | $3529997.73   | 0.12%             | 2029-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | INFL 1.86 06/20/29                                                                              | CUSIP: SLF03DCL8<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  25000000 | OU      | $3435449.50   | 0.12%             | 2029-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | INFL 2.31 09/30/24                                                                              | CUSIP: SL7Z008L6<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              | CORP              | US        |  15000000 | OU      | $721725.00    | 0.02%             | 2024-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | INFL 2.36 09/29/24                                                                              | CUSIP: SL7Z008I3<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              | CORP              | US        |  10000000 | OU      | $420021.80    | 0.01%             | 2024-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                 | INFL 2.53 08/19/24                                                                              | CUSIP: SL7Z00893<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |  11000000 | OU      | $239391.57    | 0.01%             | 2024-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | INFL 2.59 07/23/24                                                                              | CUSIP: SL7Z00869<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              | CORP              | US        |  16300000 | OU      | $241762.42    | 0.01%             | 2024-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | INFL 2.78 07/02/44                                                                              | CUSIP: SL7Z00836<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              | CORP              | US        |  15000000 | OU      | $-1171132.50  | -0.04%            | 2044-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | INFL 2.90 12/21/27                                                                              | CUSIP: SL470T3E9<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              | CORP              | US        |  19200000 | OU      | $-2456465.47  | -0.08%            | 2027-12-21      | 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