497

October 2, 2012

Securities and Exchange Commission

100 F Street, N.E.

Washington, DC 20549-4720

Re:	American Century Investment Trust (the "Registrant")
	1933 Act File No. 033-65170
	1940 Act File No. 811-07822

Ladies and Gentlemen:

Pursuant to Rule 497(e) under the Securities Act of 1933, the aforementioned Registrant hereby submits for filing interactive data relating to the supplement filed with the Securities and Exchange Commission on September 21, 2012 under Rule 497(e) (Accession No.0001437749-12-009662) to the Inflation Protection Bond Fund prospectus dated August 1, 2012.

The purpose of this filing is to submit an XBRL interactive data file in the manner provided by Rule 405 of Regulation S-T, General Instruction C.3.(g) of Form N-1A, and Rule 497(e).

If there are any questions or comments regarding this filing, please contact the undersigned at (816) 340-4916.

Sincerely,

/s/ Daniel K. Richardson                                                      

Daniel K. Richardson

Assistant Secretary

American Century Investments
P.O. Box 410141, 4500 Main Street	1-800-345-2021 or 816-531-5575
Kansas City, MO 64141-0141	www.americancentury.com

Inflation Protection Bond Fund

October 2, 2012

EXPLANATORY NOTE

On behalf of the Inflation Protection Bond Fund, a series of American Century Investment Trust (the “Trust”), and pursuant to Rule 497(e) under the Securities Act of 1933, as amended (the “Securities Act”), the purpose of this filing is to submit an interactive data file in the manner provided by Rule 405 of Regulation S-T and General Instruction C.3.(g) of Form N-1A. The interactive data file included as an exhibit to this filing relates to the prospectus supplement filed with the Securities and Exchange Commission on behalf of the Trust pursuant to Rule 497(e) under the Securities Act on September 21, 2012; such filing (Accession Number 0001437749-12-009662) is incorporated by reference into this Rule 497 Document.

EXHIBIT INDEX

EXHIBIT NUMBER                                                                            DESCRIPTION OF DOCUMENT

Exhibit – 101.INS	XBRL Instance Document
Exhibit – 101.SCH	XBRL Taxonomy Extension Schema Document
Exhibit – 101.DEF	XBRL Taxonomy Extension Definition Linkbase Document
Exhibit – 101.LAB	XBRL Taxonomy Extension Label Linkbase Document
Exhibit – 101.PRE	XBRL Taxonomy Extension Presentation Linkbase Document

1

XML

Label

Element

Value

Risk/Return:

rr_RiskReturnAbstract

Document Type

dei_DocumentType

Other

Document Period End Date

dei_DocumentPeriodEndDate

Sep. 21, 2012

Registrant Name

dei_EntityRegistrantName

AMERICAN CENTURY INVESTMENT TRUST

Central Index Key

dei_EntityCentralIndexKey

0000908406

Amendment Flag

dei_AmendmentFlag

false

Document Creation Date

dei_DocumentCreationDate

Sep. 21, 2012

Document Effective Date

dei_DocumentEffectiveDate

Aug. 01, 2012

Prospectus Date

rr_ProspectusDate

Aug. 01, 2012

INFLATION PROTECTION BOND FUND

Risk/Return:

rr_RiskReturnAbstract

Risk/Return [Heading]

rr_RiskReturnHeading

INFLATION PROTECTION BOND FUND

Supplement [Text Block]

acit_SupplementTextBlock

The following changes are effective November 30, 2012.

Inflation Protection Bond Fund will be renamed Short Duration Inflation Protection Bond Fund. All references to Inflation Protection Bond Fund in the summary prospectus and prospectus are changed to Short Duration Inflation Protection Bond Fund.

The following language replaces the sixth paragraph of the Principal Investment Strategies section of the summary prospectus and prospectus:

The weighted average duration of the fund’s portfolio must be five years or shorter. Duration is an indication of the relative sensitivity of a security’s market value to changes in interest rates. The longer the weighted average duration of the fund’s portfolio, the more sensitive its market value is to interest rate fluctuations. Duration is different from maturity in that it attempts to measure the interest rate sensitivity of a security, as opposed to its expected final maturity.

The following language replaces the fifth paragraph of the What are the fund’s principal investment strategies? section in the Objectives, Strategies and Risks section of the prospectus:

The weighted average duration of the fund’s portfolio must be five years or shorter. Duration, which is an indication of the relative sensitivity of a security’s market value to changes in interest rates, is based upon the aggregate of the present value of all principal and interest payments to be received, discounted at the current market rate of interest and expressed in years. The longer the weighted average duration of the fund’s portfolio, the more sensitive its market value is to interest rate fluctuations. For example, if the weighted average duration of the fund’s portfolio is two years, a 2% change in the value of the fund’s portfolio would be expected for every 1% change in interest rates.

Because the fund will own many debt securities, the portfolio managers calculate the average of the remaining durations of all the debt securities the fund owns to evaluate the interest rate sensitivity of the entire portfolio. This average is weighted according to the size of the fund’s individual holdings and is called the weighted average duration. The following chart shows how portfolio managers would calculate the weighted average duration for the fund if it owned only two debt securities.

	Amount of Security Owned	Percent of Portfolio	Remaining Duration	Weighted Duration
Debt Security A	$100,000	25%	4 years	1 year
Debt Security B	$300,000	75%	12 years	9 years
Weighted Average Duration				10 years

Duration is different from maturity in that it attempts to measure the interest rate sensitivity of a security, as opposed to its expected final maturity. Further, the weighted average duration of a portfolio will change in response to a change in interest rates, whereas weighted average maturity may not. Duration is generally shorter than remaining time to final maturity because it gives weight to periodic interest payments, as well as the payment of principal at maturity. Due to factors other than interest rate changes that affect the price of a specific security, there generally is not an exact correlation between the price volatility of a security indicated by duration and the actual price volatility of a security.

During periods of rising interest rates, the portfolio managers may shorten the portfolio’s duration in order to reduce the effect of bond price declines on the fund’s value. When interest rates are falling and bond prices are rising, they may lengthen the portfolio’s duration, within the five year duration limit.

XML

INFLATION PROTECTION BOND FUND

INFLATION PROTECTION BOND FUND

The following changes are effective November 30, 2012.

Inflation Protection Bond Fund will be renamed Short Duration Inflation Protection Bond Fund. All references to Inflation Protection Bond Fund in the summary prospectus and prospectus are changed to Short Duration Inflation Protection Bond Fund.

The following language replaces the sixth paragraph of the Principal Investment Strategies section of the summary prospectus and prospectus:

The weighted average duration of the fund’s portfolio must be five years or shorter. Duration is an indication of the relative sensitivity of a security’s market value to changes in interest rates. The longer the weighted average duration of the fund’s portfolio, the more sensitive its market value is to interest rate fluctuations. Duration is different from maturity in that it attempts to measure the interest rate sensitivity of a security, as opposed to its expected final maturity.

The following language replaces the fifth paragraph of the What are the fund’s principal investment strategies? section in the Objectives, Strategies and Risks section of the prospectus:

The weighted average duration of the fund’s portfolio must be five years or shorter. Duration, which is an indication of the relative sensitivity of a security’s market value to changes in interest rates, is based upon the aggregate of the present value of all principal and interest payments to be received, discounted at the current market rate of interest and expressed in years. The longer the weighted average duration of the fund’s portfolio, the more sensitive its market value is to interest rate fluctuations. For example, if the weighted average duration of the fund’s portfolio is two years, a 2% change in the value of the fund’s portfolio would be expected for every 1% change in interest rates.

Because the fund will own many debt securities, the portfolio managers calculate the average of the remaining durations of all the debt securities the fund owns to evaluate the interest rate sensitivity of the entire portfolio. This average is weighted according to the size of the fund’s individual holdings and is called the weighted average duration. The following chart shows how portfolio managers would calculate the weighted average duration for the fund if it owned only two debt securities.

	Amount of Security Owned	Percent of Portfolio	Remaining Duration	Weighted Duration
Debt Security A	$100,000	25%	4 years	1 year
Debt Security B	$300,000	75%	12 years	9 years
Weighted Average Duration				10 years

Duration is different from maturity in that it attempts to measure the interest rate sensitivity of a security, as opposed to its expected final maturity. Further, the weighted average duration of a portfolio will change in response to a change in interest rates, whereas weighted average maturity may not. Duration is generally shorter than remaining time to final maturity because it gives weight to periodic interest payments, as well as the payment of principal at maturity. Due to factors other than interest rate changes that affect the price of a specific security, there generally is not an exact correlation between the price volatility of a security indicated by duration and the actual price volatility of a security.

During periods of rising interest rates, the portfolio managers may shorten the portfolio’s duration in order to reduce the effect of bond price declines on the fund’s value. When interest rates are falling and bond prices are rising, they may lengthen the portfolio’s duration, within the five year duration limit.