There are roughly a googol of information bits in the universe. Something carries the information. Something made out of matter. What do you see matter made of?
For one thing, although the Standard Model indicates that ordinary, visual matter ought to be the Higgs field/boson - it has yet to be observed. CERN is still working on it. There are also differences of opinion on how it manifests, e.g. whether it adheres. If the Higgs is not observed, then it will be back to the drawing board for the Standard Model.
Either way, ordinary matter is only 5% of the total matter in the universe. Recent observations show that 25% is dark matter and 70% is dark energy.
Einstein’s dream was to transmute the base wood of matter to the pure marble of geometry. The study of dark energy may take us there. In general relativity, positive gravity is an indentation of space/time. Current theories on negative gravity as dark energy may lead to the reverse, an outdent of space/time - which would cause an acceleration of the universe, which is observed.
Or to put that last paragraph a different way, all matter is geometry at the root. Space/time is created as the universe expands. Fields occupy all points in space/time.
In Shannon theory (the father of information theory) - information is not physical and it is not a message either. Information is the reduction of uncertainty (entropy) in the receiver - it is an action not a "thing". It can be measured in bits – not binary bits, but Shannon bits.
You aver that something carries the information, something made out of matter. But this is not in evidence at all. Harmonics or wave functions might be a channel for information – a vacuum field - the vibration of strings – the geometry which gives rise to strings – or perhaps interdimensional fluctuations or activity of virtual particles coming into/out of space/time.
m=E/c2
or
E=mc2