N-Q 1 d163578dnq.htm MET INVESTORS SERIES TRUST Met Investors Series Trust
Table of Contents

 

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549

 

 

FORM N-Q

 

 

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number: 811-10183

 

 

MET INVESTORS SERIES TRUST

(Exact name of registrant as specified in charter)

 

 

One Financial Center

Boston, Massachusetts 02111

(Address of principal executive offices)(Zip code)

 

 

 

(Name and Address of Agent for Service)

Peter H. Duffy

MetLife Advisers, LLC

One Financial Center

Boston, Massachusetts 02111

 

Copy to:

 

David C. Mahaffey, Esq.

Sullivan & Worcester LLP

1666 K Street, N.W.

Washington, D.C. 20006

 

 

 

Registrant’s telephone number, including area code: (617) 578-3408

Date of fiscal year end: December 31

Date of reporting period: January 1, 2016 to March 31, 2016

Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. §3507.

 

 

 


Table of Contents
Item 1. Schedule of Investments.

The following is a copy of the unaudited schedules as of the close of the reporting period as set forth in §§ 210.12-12 – 12-14 of Regulation S-X [17 CFR 210.12-12 – 12.14]:


Table of Contents
                   
LOGO
    Met Investors Series Trust
   

 

Schedule of Investments

     
           
     

March 31, 2016

 

         
   LOGO


Table of Contents

Met Investors Series Trust

Table of Contents

 

AB Global Dynamic Allocation Portfolio

   MIST-1

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

   MIST-27

American Funds Balanced Allocation Portfolio

   MIST-37

American Funds Growth Allocation Portfolio

   MIST-38

American Funds Growth Portfolio

   MIST-39

American Funds Moderate Allocation Portfolio

   MIST-40

AQR Global Risk Balanced Portfolio

   MIST-41

BlackRock Global Tactical Strategies Portfolio

   MIST-47

BlackRock High Yield Portfolio

   MIST-50

Clarion Global Real Estate Portfolio

   MIST-72

ClearBridge Aggressive Growth Portfolio

   MIST-75

Goldman Sachs Mid Cap Value Portfolio

   MIST-78

Harris Oakmark International Portfolio

   MIST-81

Invesco Balanced-Risk Allocation Portfolio

   MIST-84

Invesco Comstock Portfolio

   MIST-88

Invesco Mid Cap Value Portfolio

   MIST-93

Invesco Small Cap Growth Portfolio

   MIST-96

JPMorgan Core Bond Portfolio

   MIST-100

JPMorgan Global Active Allocation Portfolio

   MIST-120

JPMorgan Small Cap Value Portfolio

   MIST-153

Loomis Sayles Global Markets Portfolio

   MIST-160

Lord Abbett Bond Debenture Portfolio

   MIST-173

Met/Aberdeen Emerging Markets Equity Portfolio

   MIST-192

Met/Artisan International Portfolio

   MIST-195

Met/Eaton Vance Floating Rate Portfolio

   MIST-198

Met/Franklin Low Duration Total Return Portfolio

   MIST-212

Met/Templeton International Bond Portfolio

   MIST-231

Met/Wellington Large Cap Research Portfolio (formerly, WMC Large Cap Research Portfolio)

   MIST-241

MetLife Asset Allocation 100 Portfolio

   MIST-246

MetLife Balanced Plus Portfolio

   MIST-248

MetLife Multi-Index Targeted Risk Portfolio

   MIST-254

MetLife Small Cap Value Portfolio

   MIST-257

MFS Research International Portfolio

   MIST-262

Morgan Stanley Mid Cap Growth Portfolio

   MIST-266

Oppenheimer Global Equity Portfolio

   MIST-271

PanAgora Global Diversified Risk Portfolio

   MIST-274

PIMCO Inflation Protected Bond Portfolio

   MIST-278

PIMCO Total Return Portfolio

   MIST-293

Pioneer Fund Portfolio

   MIST-320

Pioneer Strategic Income Portfolio

   MIST-323

Pyramis Government Income Portfolio

   MIST-349

Pyramis Managed Risk Portfolio

   MIST-355

Schroders Global Multi-Asset Portfolio

   MIST-357

SSGA Growth and Income ETF Portfolio

   MIST-377

SSGA Growth ETF Portfolio

   MIST-379

T. Rowe Price Large Cap Value Portfolio

   MIST-381

T. Rowe Price Mid Cap Growth Portfolio

   MIST-384

TCW Core Fixed Income Portfolio

   MIST-389

Notes to Schedule of Investments

   MIST-396

 

Not all Portfolios are available under every product.

Refer to your prospectus for information on the Portfolios that are available.


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—46.3% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—0.8%

   

Airbus Group SE

    56,862      $ 3,773,136   

BAE Systems plc

    304,342        2,218,111   

Boeing Co. (The) (a)

    37,025        4,699,954   

Cobham plc

    109,227        339,141   

Finmeccanica S.p.A. (b)

    39,047        495,321   

General Dynamics Corp.

    17,630        2,316,053   

Honeywell International, Inc.

    45,360        5,082,588   

L-3 Communications Holdings, Inc.

    4,685        555,173   

Lockheed Martin Corp.

    15,545        3,443,218   

Meggitt plc

    74,574        433,808   

Northrop Grumman Corp.

    10,925        2,162,058   

Raytheon Co.

    17,615        2,160,127   

Rockwell Collins, Inc. (a)

    7,635        704,023   

Rolls-Royce Holdings plc (b)

    176,986        1,723,054   

Safran S.A.

    28,096        1,964,577   

Singapore Technologies Engineering, Ltd.

    149,900        359,094   

Textron, Inc.

    15,980        582,631   

Thales S.A.

    10,074        882,276   

United Technologies Corp.

    48,025        4,807,302   

Zodiac Aerospace

    19,462        388,773   
   

 

 

 
      39,090,418   
   

 

 

 

Air Freight & Logistics—0.3%

   

Bollore S.A.

    82,471        319,497   

C.H. Robinson Worldwide, Inc.

    8,260        613,140   

Deutsche Post AG

    93,270        2,590,383   

Expeditors International of Washington, Inc.

    10,905        532,273   

FedEx Corp.

    15,210        2,474,971   

Royal Mail plc

    86,633        595,621   

TNT Express NV

    46,991        421,651   

United Parcel Service, Inc. - Class B

    40,500        4,271,535   

Yamato Holdings Co., Ltd. (a)

    32,793        654,394   
   

 

 

 
      12,473,465   
   

 

 

 

Airlines—0.2%

   

American Airlines Group, Inc.

    38,921        1,596,150   

ANA Holdings, Inc.

    111,656        314,013   

Cathay Pacific Airways, Ltd.

    113,200        196,198   

Delta Air Lines, Inc.

    46,051        2,241,763   

Deutsche Lufthansa AG (b)

    22,326        360,923   

easyJet plc

    15,329        333,385   

International Consolidated Airlines Group S.A. - Class DI

    78,157        621,661   

Japan Airlines Co., Ltd.

    11,578        423,918   

Qantas Airways, Ltd. (b)

    49,461        154,193   

Ryanair Holdings plc (ADR)

    2,174        186,573   

Singapore Airlines, Ltd.

    51,200        433,713   

Southwest Airlines Co.

    38,185        1,710,688   

United Continental Holdings, Inc. (b)

    21,891        1,310,395   
   

 

 

 
      9,883,573   
   

 

 

 

Auto Components—0.4%

   

Aisin Seiki Co., Ltd.

    18,507        696,824   

BorgWarner, Inc. (a)

    13,040        500,736   

Bridgestone Corp.

    62,594        2,332,662   

Auto Components—(Continued)

  

Cie Generale des Etablissements Michelin

    17,987      1,836,253   

Continental AG

    10,589        2,409,883   

Delphi Automotive plc

    16,521        1,239,405   

Denso Corp.

    46,857        1,877,870   

GKN plc

    164,956        683,465   

Goodyear Tire & Rubber Co. (The)

    15,590        514,158   

Johnson Controls, Inc.

    37,845        1,474,820   

Koito Manufacturing Co., Ltd.

    10,781        486,961   

NGK Spark Plug Co., Ltd. (a)

    17,000        324,202   

NHK Spring Co., Ltd.

    15,100        144,091   

NOK Corp.

    9,147        155,662   

Nokian Renkaat Oyj (a)

    11,052        389,786   

Stanley Electric Co., Ltd. (a)

    13,744        309,836   

Sumitomo Electric Industries, Ltd.

    72,561        882,066   

Sumitomo Rubber Industries, Ltd.

    16,401        252,658   

Toyoda Gosei Co., Ltd.

    6,245        120,459   

Toyota Industries Corp.

    15,724        706,493   

Valeo S.A.

    7,667        1,192,131   

Yokohama Rubber Co., Ltd. (The)

    10,000        164,365   
   

 

 

 
      18,694,786   
   

 

 

 

Automobiles—0.9%

   

Bayerische Motoren Werke AG

    31,871        2,927,305   

Daihatsu Motor Co., Ltd. (a)

    18,533        260,422   

Daimler AG

    92,684        7,105,603   

Ferrari NV (a) (b)

    8,642        357,549   

Fiat Chrysler Automobiles NV (a)

    86,426        693,312   

Ford Motor Co.

    225,895        3,049,582   

Fuji Heavy Industries, Ltd.

    57,012        2,007,149   

General Motors Co.

    83,513        2,624,814   

Harley-Davidson, Inc. (a)

    11,875        609,544   

Honda Motor Co., Ltd. (a)

    156,996        4,302,507   

Isuzu Motors, Ltd.

    57,200        590,250   

Mazda Motor Corp.

    52,500        811,228   

Mitsubishi Motors Corp. (a)

    61,400        458,579   

Nissan Motor Co., Ltd. (a)

    239,349        2,208,519   

Peugeot S.A. (a) (b)

    42,630        729,396   

Renault S.A.

    18,546        1,840,286   

Suzuki Motor Corp.

    35,094        938,188   

Toyota Motor Corp.

    263,210        13,881,270   

Volkswagen AG (a)

    3,417        495,735   

Yamaha Motor Co., Ltd.

    25,266        418,648   
   

 

 

 
      46,309,886   
   

 

 

 

Banks—3.6%

   

Aozora Bank, Ltd. (a)

    107,635        375,131   

Australia & New Zealand Banking Group, Ltd.

    276,787        4,946,953   

Banco Bilbao Vizcaya Argentaria S.A.

    613,532        4,047,635   

Banco Comercial Portugues S.A. - Class R (a) (b)

    3,978,123        160,603   

Banco de Sabadell S.A. (a)

    486,316        869,220   

Banco Espirito Santo S.A. (b) (c) (d)

    169,954        0   

Banco Popolare SC (a) (b)

    34,695        238,340   

Banco Popular Espanol S.A. (a)

    163,647        422,177   

Banco Santander S.A.

    1,391,483        6,080,210   

Bank Hapoalim B.M.

    101,271        525,192   

 

MIST-1


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Banks—(Continued)

   

Bank Leumi Le-Israel B.M. (b)

    133,695      $ 479,892   

Bank of America Corp.

    606,908        8,205,396   

Bank of East Asia, Ltd. (The)

    113,200        422,714   

Bank of Ireland (b)

    2,640,685        765,515   

Bank of Kyoto, Ltd. (The)

    32,632        212,712   

Bank of Queensland, Ltd.

    35,407        326,897   

Bank of Yokohama, Ltd. (The) (c) (d)

    108,009        490,885   

Bankia S.A.

    440,582        415,278   

Bankinter S.A.

    64,673        454,594   

Barclays plc

    1,615,059        3,454,690   

BB&T Corp.

    45,145        1,501,974   

Bendigo and Adelaide Bank, Ltd.

    43,705        295,533   

BNP Paribas S.A.

    101,963        5,112,786   

BOC Hong Kong Holdings, Ltd.

    356,000        1,062,962   

CaixaBank S.A. (a)

    252,492        743,376   

Chiba Bank, Ltd. (The)

    66,833        332,954   

Chugoku Bank, Ltd. (The) (a)

    15,798        164,444   

Citigroup, Inc.

    174,471        7,284,164   

Citizens Financial Group, Inc.

    31,054        650,581   

Comerica, Inc.

    10,255        388,357   

Commerzbank AG (b)

    102,251        888,604   

Commonwealth Bank of Australia

    163,482        9,377,401   

Credit Agricole S.A.

    101,601        1,095,823   

Danske Bank A/S

    67,935        1,911,770   

DBS Group Holdings, Ltd.

    169,100        1,928,839   

DNB ASA

    93,914        1,109,542   

Erste Group Bank AG (b)

    26,892        755,380   

Fifth Third Bancorp

    46,535        776,669   

Fukuoka Financial Group, Inc.

    74,326        242,247   

Gunma Bank, Ltd. (The) (a)

    36,171        149,103   

Hachijuni Bank, Ltd. (The)

    39,338        169,129   

Hang Seng Bank, Ltd.

    73,600        1,303,503   

Hiroshima Bank, Ltd. (The)

    47,340        172,526   

Hokuhoku Financial Group, Inc. (a)

    117,000        153,492   

HSBC Holdings plc

    1,882,996        11,667,656   

Huntington Bancshares, Inc.

    46,555        444,135   

ING Groep NV

    372,262        4,482,747   

Intesa Sanpaolo S.p.A.

    1,221,005        3,357,722   

Intesa Sanpaolo S.p.A. - Risparmio Shares

    89,130        230,372   

Iyo Bank, Ltd. (The) (a)

    23,000        150,237   

Japan Post Bank Co., Ltd.

    39,000        479,733   

Joyo Bank, Ltd. (The) (a)

    58,592        200,525   

JPMorgan Chase & Co.

    214,400        12,696,768   

KBC Groep NV

    24,185        1,246,411   

KeyCorp

    48,720        537,869   

Kyushu Financial Group, Inc.

    33,102        190,441   

Lloyds Banking Group plc

    5,496,287        5,334,846   

M&T Bank Corp.

    7,495        831,945   

Mitsubishi UFJ Financial Group, Inc.

    1,227,480        5,683,733   

Mizrahi Tefahot Bank, Ltd.

    13,163        154,352   

Mizuho Financial Group, Inc. (a)

    2,267,060        3,384,146   

National Australia Bank, Ltd.

    252,741        5,053,922   

Natixis S.A.

    89,693        440,056   

Nordea Bank AB

    292,383        2,806,171   

Oversea-Chinese Banking Corp., Ltd.

    292,200        1,915,436   

People’s United Financial, Inc. (a)

    17,895        285,067   

PNC Financial Services Group, Inc. (The)

    29,735        2,514,689   

Banks—(Continued)

   

Raiffeisen Bank International AG (a) (b)

    11,184      169,180   

Regions Financial Corp.

    76,815        602,998   

Resona Holdings, Inc.

    212,526        757,941   

Royal Bank of Scotland Group plc (b)

    334,226        1,062,893   

Seven Bank, Ltd. (a)

    57,322        243,954   

Shinsei Bank, Ltd. (a)

    171,300        223,620   

Shizuoka Bank, Ltd. (The)

    50,824        366,496   

Skandinaviska Enskilda Banken AB - Class A (a)

    146,090        1,386,899   

Societe Generale S.A.

    69,920        2,572,096   

Standard Chartered plc

    315,195        2,120,971   

Sumitomo Mitsui Financial Group, Inc.

    122,550        3,712,819   

Sumitomo Mitsui Trust Holdings, Inc.

    319,090        933,867   

SunTrust Banks, Inc.

    30,000        1,082,400   

Suruga Bank, Ltd. (a)

    17,000        298,649   

Svenska Handelsbanken AB - A Shares

    144,104        1,822,669   

Swedbank AB - A Shares

    87,149        1,867,053   

U.S. Bancorp

    95,935        3,894,002   

UniCredit S.p.A.

    459,515        1,655,406   

Unione di Banche Italiane S.p.A.

    86,263        316,394   

United Overseas Bank, Ltd.

    124,400        1,740,852   

Wells Fargo & Co. (e)

    270,810        13,096,372   

Westpac Banking Corp.

    319,805        7,431,040   

Yamaguchi Financial Group, Inc. (a)

    19,000        172,636   

Zions Bancorporation (a)

    11,760        284,710   
   

 

 

 
      182,370,089   
   

 

 

 

Beverages—1.1%

   

Anheuser-Busch InBev S.A.

    77,404        9,649,301   

Asahi Group Holdings, Ltd.

    37,263        1,159,097   

Brown-Forman Corp. - Class B (a)

    6,127        603,326   

Carlsberg A/S - Class B

    10,297        979,195   

Coca-Cola Amatil, Ltd.

    54,506        368,337   

Coca-Cola Co. (The) (e)

    226,910        10,526,355   

Coca-Cola Enterprises, Inc.

    12,190        618,521   

Coca-Cola HBC AG (b)

    19,325        410,059   

Constellation Brands, Inc. - Class A

    9,975        1,507,123   

Diageo plc

    242,137        6,534,494   

Dr Pepper Snapple Group, Inc.

    11,040        987,197   

Heineken Holding NV

    9,760        759,386   

Heineken NV

    22,174        2,007,915   

Kirin Holdings Co., Ltd.

    79,148        1,107,945   

Molson Coors Brewing Co. - Class B

    9,205        885,337   

Monster Beverage Corp. (b)

    8,880        1,184,414   

PepsiCo, Inc.

    85,225        8,733,858   

Pernod-Ricard S.A.

    20,440        2,276,979   

Remy Cointreau S.A. (a)

    2,384        180,908   

SABMiller plc

    93,433        5,709,835   

Suntory Beverage & Food, Ltd.

    13,397        601,998   

Treasury Wine Estates, Ltd.

    71,048        523,675   
   

 

 

 
      57,315,255   
   

 

 

 

Biotechnology—0.8%

   

AbbVie, Inc.

    95,992        5,483,063   

Actelion, Ltd. (b)

    9,911        1,477,534   

Alexion Pharmaceuticals, Inc. (b)

    13,100        1,823,782   

Amgen, Inc.

    43,983        6,594,371   

 

MIST-2


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Biotechnology—(Continued)

   

Baxalta, Inc.

    31,400      $ 1,268,560   

Biogen, Inc. (b)

    13,630        3,548,162   

Celgene Corp. (b)

    45,840        4,588,126   

CSL, Ltd.

    44,746        3,470,890   

Genmab A/S (b)

    5,159        714,239   

Gilead Sciences, Inc.

    80,543        7,398,680   

Grifols S.A.

    28,874        641,057   

Regeneron Pharmaceuticals, Inc. (b)

    4,541        1,636,758   

Vertex Pharmaceuticals, Inc. (b)

    14,167        1,126,135   
   

 

 

 
      39,771,357   
   

 

 

 

Building Products—0.2%

   

Allegion plc

    5,501        350,469   

Asahi Glass Co., Ltd.

    90,533        495,253   

Assa Abloy AB - Class B

    96,480        1,896,685   

Cie de St-Gobain

    46,930        2,061,770   

Daikin Industries, Ltd.

    22,591        1,687,435   

Geberit AG

    3,649        1,359,077   

LIXIL Group Corp.

    25,629        521,552   

Masco Corp.

    19,875        625,069   

TOTO, Ltd. (a)

    13,500        419,812   
   

 

 

 
      9,417,122   
   

 

 

 

Capital Markets—0.8%

  

3i Group plc

    93,160        607,511   

Aberdeen Asset Management plc (a)

    88,802        350,909   

Affiliated Managers Group, Inc. (b)

    3,205        520,492   

Ameriprise Financial, Inc.

    10,315        969,713   

Bank of New York Mellon Corp. (The)

    64,085        2,360,251   

BlackRock, Inc.

    7,510        2,557,681   

Charles Schwab Corp. (The)

    69,345        1,943,047   

Credit Suisse Group AG (b)

    169,973        2,402,344   

Daiwa Securities Group, Inc.

    159,135        975,936   

Deutsche Bank AG

    132,768        2,259,019   

E*Trade Financial Corp. (b)

    16,815        411,799   

Franklin Resources, Inc.

    22,341        872,416   

Goldman Sachs Group, Inc. (The)

    23,350        3,665,483   

Hargreaves Lansdown plc

    25,170        482,926   

ICAP plc

    53,238        361,880   

Invesco, Ltd.

    24,820        763,711   

Investec plc

    52,979        387,207   

Julius Baer Group, Ltd. (b)

    21,594        922,525   

Legg Mason, Inc.

    6,330        219,524   

Macquarie Group, Ltd.

    28,895        1,456,221   

Mediobanca S.p.A.

    54,165        389,589   

Morgan Stanley

    88,260        2,207,383   

Nomura Holdings, Inc.

    349,526        1,555,870   

Northern Trust Corp.

    12,690        827,007   

Partners Group Holding AG

    1,546        619,543   

Platinum Asset Management, Ltd.

    22,368        108,765   

SBI Holdings, Inc. (a)

    20,535        207,765   

Schroders plc (a)

    12,004        459,891   

State Street Corp.

    23,690        1,386,339   

T. Rowe Price Group, Inc.

    14,890        1,093,819   

UBS Group AG

    351,944        5,637,071   
   

 

 

 
      38,983,637   
   

 

 

 

Chemicals—1.2%

  

Air Liquide S.A.

    33,116      3,714,565   

Air Products & Chemicals, Inc.

    11,245        1,619,842   

Air Water, Inc.

    15,767        232,705   

Airgas, Inc.

    3,860        546,730   

Akzo Nobel NV

    23,835        1,619,643   

Arkema S.A.

    6,433        481,319   

Asahi Kasei Corp.

    121,475        818,835   

BASF SE

    88,412        6,666,523   

CF Industries Holdings, Inc.

    13,500        423,090   

Chr Hansen Holding A/S

    9,519        638,620   

Croda International plc

    13,159        573,039   

Daicel Corp.

    28,442        387,673   

Dow Chemical Co. (The)

    67,140        3,414,740   

E.I. du Pont de Nemours & Co.

    52,455        3,321,451   

Eastman Chemical Co.

    8,580        619,733   

Ecolab, Inc.

    15,445        1,722,426   

EMS-Chemie Holding AG (a)

    798        412,909   

Evonik Industries AG

    13,457        403,417   

FMC Corp. (a)

    7,740        312,464   

Givaudan S.A.

    891        1,742,804   

Hitachi Chemical Co., Ltd.

    9,988        179,605   

Incitec Pivot, Ltd.

    161,668        393,505   

International Flavors & Fragrances, Inc. (a)

    4,685        533,013   

Israel Chemicals, Ltd.

    49,068        212,726   

Johnson Matthey plc

    18,717        735,407   

JSR Corp.

    18,320        262,687   

K&S AG (a)

    18,467        431,907   

Kaneka Corp.

    26,974        230,278   

Kansai Paint Co., Ltd. (a)

    22,548        361,996   

Koninklijke DSM NV

    17,505        959,681   

Kuraray Co., Ltd.

    34,005        414,715   

LANXESS AG

    8,851        425,204   

Linde AG

    17,879        2,604,291   

LyondellBasell Industries NV - Class A

    21,571        1,846,046   

Mitsubishi Chemical Holdings Corp.

    130,132        677,154   

Mitsubishi Gas Chemical Co., Inc.

    37,159        199,553   

Mitsui Chemicals, Inc.

    78,044        259,149   

Monsanto Co.

    27,080        2,375,999   

Mosaic Co. (The) (a)

    19,480        525,960   

Nippon Paint Holdings Co., Ltd. (a)

    14,000        310,407   

Nitto Denko Corp.

    15,970        887,236   

Novozymes A/S - B Shares

    22,460        1,006,543   

OCI NV (a) (b)

    8,225        160,307   

Orica, Ltd.

    35,626        417,763   

PPG Industries, Inc.

    15,690        1,749,278   

Praxair, Inc.

    16,625        1,902,731   

Sherwin-Williams Co. (The)

    4,660        1,326,562   

Shin-Etsu Chemical Co., Ltd.

    39,589        2,047,547   

Sika AG

    209        825,086   

Solvay S.A.

    5,722        572,175   

Sumitomo Chemical Co., Ltd.

    142,637        642,821   

Symrise AG

    11,910        796,194   

Syngenta AG

    8,947        3,708,535   

Taiyo Nippon Sanso Corp. (a)

    14,268        134,497   

Teijin, Ltd.

    89,665        312,141   

Toray Industries, Inc. (a)

    140,548        1,195,023   

 

MIST-3


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Chemicals—(Continued)

  

Umicore S.A.

    9,185      $ 456,036   

Yara International ASA

    17,212        645,935   
   

 

 

 
      62,398,221   
   

 

 

 

Commercial Services & Supplies—0.2%

  

ADT Corp. (The)

    9,822        405,256   

Aggreko plc (a)

    24,639        379,275   

Babcock International Group plc

    24,179        329,583   

Brambles, Ltd.

    150,505        1,393,919   

Cintas Corp.

    5,130        460,725   

Dai Nippon Printing Co., Ltd. (a)

    51,963        461,466   

Edenred (a)

    19,941        386,953   

G4S plc

    148,269        404,011   

ISS A/S

    14,331        573,819   

Park24 Co., Ltd. (a)

    9,080        253,682   

Pitney Bowes, Inc. (a)

    11,610        250,079   

Republic Services, Inc.

    13,885        661,620   

Secom Co., Ltd.

    20,229        1,503,039   

Securitas AB - B Shares

    30,220        500,205   

Societe BIC S.A.

    2,769        416,290   

Sohgo Security Services Co., Ltd.

    5,900        319,638   

Stericycle, Inc. (a) (b)

    4,915        620,224   

Toppan Printing Co., Ltd.

    49,929        418,004   

Tyco International plc

    24,425        896,642   

Waste Management, Inc.

    24,335        1,435,765   
   

 

 

 
      12,070,195   
   

 

 

 

Communications Equipment—0.3%

   

Cisco Systems, Inc. (e)

    294,800        8,392,956   

F5 Networks, Inc. (b)

    4,085        432,397   

Harris Corp.

    7,190        559,813   

Juniper Networks, Inc.

    20,420        520,914   

Motorola Solutions, Inc.

    9,300        704,010   

Nokia Oyj

    528,283        3,138,304   

Telefonaktiebolaget LM Ericsson - B Shares

    292,944        2,930,380   
   

 

 

 
      16,678,774   
   

 

 

 

Construction & Engineering—0.2%

   

ACS Actividades de Construccion y Servicios S.A.

    18,216        540,621   

Boskalis Westminster

    8,495        332,878   

Bouygues S.A.

    19,590        797,076   

CIMIC Group, Ltd.

    9,707        258,299   

Ferrovial S.A.

    43,353        927,809   

Fluor Corp. (a)

    8,395        450,811   

Jacobs Engineering Group, Inc. (b)

    7,150        311,382   

JGC Corp.

    20,182        301,978   

Kajima Corp.

    81,151        507,881   

Obayashi Corp.

    62,450        615,598   

Quanta Services, Inc. (b)

    11,785        265,870   

Shimizu Corp.

    56,178        475,020   

Skanska AB - B Shares (a)

    36,683        835,184   

Taisei Corp.

    101,221        667,767   

Vinci S.A.

    46,056        3,419,998   
   

 

 

 
      10,708,172   
   

 

 

 

Construction Materials—0.2%

   

Boral, Ltd.

    73,565      348,048   

CRH plc

    79,145        2,229,975   

Fletcher Building, Ltd.

    65,581        357,511   

HeidelbergCement AG

    13,600        1,163,787   

Imerys S.A.

    3,463        241,319   

James Hardie Industries plc

    43,384        591,425   

LafargeHolcim, Ltd. (b)

    40,852        1,919,641   

Martin Marietta Materials, Inc. (a)

    3,912        624,003   

Taiheiyo Cement Corp.

    113,000        259,358   

Vulcan Materials Co.

    7,750        818,168   
   

 

 

 
      8,553,235   
   

 

 

 

Consumer Finance—0.2%

   

Acom Co., Ltd. (a) (b)

    38,410        192,817   

AEON Financial Service Co., Ltd. (a)

    10,005        235,307   

American Express Co.

    49,380        3,031,932   

Capital One Financial Corp.

    31,465        2,180,839   

Credit Saison Co., Ltd.

    14,315        249,050   

Discover Financial Services

    25,185        1,282,420   

Navient Corp.

    21,635        258,971   

Provident Financial plc

    14,148        600,001   

Synchrony Financial (b)

    48,287        1,383,906   
   

 

 

 
      9,415,243   
   

 

 

 

Containers & Packaging—0.1%

   

Amcor, Ltd.

    113,555        1,245,516   

Avery Dennison Corp.

    5,300        382,183   

Ball Corp. (a)

    7,970        568,181   

International Paper Co.

    24,135        990,500   

Owens-Illinois, Inc. (b)

    9,270        147,949   

Rexam plc

    67,439        613,369   

Sealed Air Corp.

    11,895        571,079   

Toyo Seikan Group Holdings, Ltd. (a)

    15,696        293,809   

WestRock Co.

    15,195        593,061   
   

 

 

 
      5,405,647   
   

 

 

 

Distributors—0.0%

   

Genuine Parts Co.

    8,815        875,858   

Jardine Cycle & Carriage, Ltd. (a)

    11,200        332,467   
   

 

 

 
      1,208,325   
   

 

 

 

Diversified Consumer Services—0.0%

   

Benesse Holdings, Inc. (a)

    6,454        185,740   

H&R Block, Inc. (a)

    13,655        360,765   
   

 

 

 
      546,505   
   

 

 

 

Diversified Financial Services—0.7%

   

ASX, Ltd.

    18,603        590,175   

Berkshire Hathaway, Inc. - Class B (b) (e)

    108,624        15,411,573   

Challenger, Ltd.

    54,841        350,374   

CME Group, Inc.

    19,585        1,881,139   

Deutsche Boerse AG

    18,622        1,589,025   

Eurazeo S.A.

    3,905        263,959   

Exor S.p.A.

    9,555        341,636   

First Pacific Co., Ltd.

    224,500        167,877   

 

MIST-4


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Diversified Financial Services—(Continued)

  

Groupe Bruxelles Lambert S.A.

    7,805      $ 643,522   

Hong Kong Exchanges and Clearing, Ltd.

    109,500        2,635,586   

Industrivarden AB - C Shares

    15,683        265,998   

Intercontinental Exchange, Inc.

    6,436        1,513,361   

Investment AB Kinnevik - B Shares

    22,645        638,819   

Investor AB - B Shares

    43,815        1,549,645   

Japan Exchange Group, Inc.

    52,900        807,785   

Leucadia National Corp.

    19,475        314,911   

London Stock Exchange Group plc

    30,254        1,218,718   

McGraw Hill Financial, Inc.

    15,815        1,565,369   

Mitsubishi UFJ Lease & Finance Co., Ltd.

    47,420        207,492   

Moody’s Corp.

    10,125        977,670   

Nasdaq, Inc.

    6,870        456,030   

ORIX Corp.

    127,450        1,811,064   

Pargesa Holding S.A.

    3,017        191,903   

Singapore Exchange, Ltd.

    76,600        451,598   

Wendel S.A.

    2,767        300,982   
   

 

 

 
      36,146,211   
   

 

 

 

Diversified Telecommunication Services—1.3%

  

AT&T, Inc. (e)

    356,580        13,967,228   

Bezeq The Israeli Telecommunication Corp., Ltd.

    185,314        417,727   

BT Group plc

    805,718        5,074,691   

CenturyLink, Inc. (a)

    32,550        1,040,298   

Deutsche Telekom AG

    310,402        5,568,420   

Elisa Oyj (a)

    13,687        530,255   

Frontier Communications Corp.

    67,665        378,247   

HKT Trust & HKT, Ltd.

    254,200        349,964   

Iliad S.A.

    2,544        653,606   

Inmarsat plc

    43,255        608,968   

Koninklijke KPN NV

    307,687        1,285,477   

Level 3 Communications, Inc. (b)

    16,714        883,335   

Nippon Telegraph & Telephone Corp.

    72,200        3,104,425   

Orange S.A.

    191,234        3,341,431   

PCCW, Ltd.

    398,700        257,067   

Proximus

    14,687        501,930   

Singapore Telecommunications, Ltd.

    761,400        2,145,708   

Singapore Telecommunications, Ltd.

    5,000        14,166   

Spark New Zealand, Ltd.

    174,817        441,048   

Swisscom AG

    2,499        1,353,110   

TDC A/S

    77,385        377,365   

Telecom Italia S.p.A. (a) (b)

    1,104,563        1,191,073   

Telecom Italia S.p.A. - Risparmio Shares

    577,030        502,372   

Telefonica Deutschland Holding AG

    57,071        309,067   

Telefonica S.A.

    433,807        4,849,182   

Telenor ASA

    72,146        1,165,199   

TeliaSonera AB

    249,656        1,295,640   

Telstra Corp., Ltd.

    411,599        1,677,688   

TPG Telecom, Ltd.

    27,669        239,744   

Verizon Communications, Inc. (e)

    235,720        12,747,738   

Vocus Communications, Ltd. (a)

    43,675        278,127   
   

 

 

 
      66,550,296   
   

 

 

 

Electric Utilities—0.9%

   

American Electric Power Co., Inc.

    28,450        1,889,080   

Electric Utilities—(Continued)

  

AusNet Services

    167,248      190,750   

Cheung Kong Infrastructure Holdings, Ltd.

    60,400        591,087   

Chubu Electric Power Co., Inc.

    62,037        864,342   

Chugoku Electric Power Co., Inc. (The) (a)

    28,534        384,703   

CLP Holdings, Ltd.

    181,982        1,648,281   

Contact Energy, Ltd.

    70,864        245,122   

Duke Energy Corp.

    39,915        3,220,342   

Edison International

    18,845        1,354,767   

EDP - Energias de Portugal S.A.

    221,925        786,929   

Electricite de France S.A.

    23,384        261,515   

Endesa S.A.

    30,538        584,784   

Enel S.p.A.

    678,867        3,004,660   

Entergy Corp.

    10,425        826,494   

Eversource Energy

    18,365        1,071,414   

Exelon Corp.

    49,924        1,790,275   

FirstEnergy Corp.

    24,425        878,567   

Fortum Oyj (a)

    42,856        645,861   

HK Electric Investments & HK Electric Investments, Ltd. (144A)

    255,100        224,288   

Hokuriku Electric Power Co.

    16,211        229,366   

Iberdrola S.A.

    518,483        3,450,403   

Kansai Electric Power Co., Inc. (The) (b)

    67,733        598,513   

Kyushu Electric Power Co., Inc. (a) (b)

    41,097        390,919   

Mighty River Power, Ltd. (a)

    67,154        135,628   

NextEra Energy, Inc.

    26,645        3,153,169   

PG&E Corp.

    28,345        1,692,763   

Pinnacle West Capital Corp.

    6,450        484,202   

Power Assets Holdings, Ltd.

    133,400        1,365,812   

PPL Corp.

    38,815        1,477,687   

Red Electrica Corp. S.A.

    10,441        904,407   

Shikoku Electric Power Co., Inc. (a)

    17,152        229,472   

Southern Co. (The) (a)

    52,595        2,720,739   

SSE plc

    95,598        2,041,413   

Terna Rete Elettrica Nazionale S.p.A.

    144,432        823,026   

Tohoku Electric Power Co., Inc.

    43,538        561,490   

Tokyo Electric Power Co., Inc. (b)

    139,185        763,552   

Xcel Energy, Inc.

    29,310        1,225,744   
   

 

 

 
      42,711,566   
   

 

 

 

Electrical Equipment—0.4%

   

ABB, Ltd. (b)

    211,674        4,123,210   

AMETEK, Inc.

    13,967        698,071   

Eaton Corp. plc

    27,038        1,691,497   

Emerson Electric Co.

    38,095        2,071,606   

Fuji Electric Co., Ltd.

    52,942        182,877   

Legrand S.A.

    25,657        1,436,290   

Mabuchi Motor Co., Ltd.

    4,800        222,744   

Mitsubishi Electric Corp.

    185,739        1,945,192   

Nidec Corp. (a)

    21,500        1,470,242   

OSRAM Licht AG

    8,625        442,867   

Prysmian S.p.A.

    18,819        426,272   

Rockwell Automation, Inc. (a)

    7,745        880,994   

Schneider Electric SE

    53,734        3,393,634   

Vestas Wind Systems A/S

    21,566        1,515,455   
   

 

 

 
      20,500,951   
   

 

 

 

 

MIST-5


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Electronic Equipment, Instruments & Components—0.4%

  

Alps Electric Co., Ltd.

    17,305      $ 301,401   

Amphenol Corp. - Class A (a)

    17,870        1,033,243   

Citizen Holdings Co., Ltd.

    25,400        143,917   

Corning, Inc.

    71,040        1,484,026   

FLIR Systems, Inc.

    8,105        267,060   

Hamamatsu Photonics KK (a)

    13,700        376,868   

Hexagon AB - B Shares

    24,863        966,791   

Hirose Electric Co., Ltd. (a)

    2,900        319,583   

Hitachi High-Technologies Corp.

    6,611        185,674   

Hitachi, Ltd.

    465,158        2,174,872   

Ingenico Group S.A.

    5,314        608,724   

Keyence Corp.

    4,388        2,392,085   

Kyocera Corp.

    30,900        1,360,286   

Murata Manufacturing Co., Ltd.

    19,546        2,347,930   

Nippon Electric Glass Co., Ltd.

    37,602        192,350   

Omron Corp.

    18,866        561,216   

Shimadzu Corp.

    24,283        380,577   

TDK Corp.

    11,925        661,762   

TE Connectivity, Ltd.

    23,300        1,442,736   

Yaskawa Electric Corp. (a)

    23,000        264,610   

Yokogawa Electric Corp.

    21,943        226,640   
   

 

 

 
      17,692,351   
   

 

 

 

Energy Equipment & Services—0.2%

   

Baker Hughes, Inc.

    25,225        1,105,612   

Cameron International Corp. (b)

    11,100        744,255   

Diamond Offshore Drilling, Inc. (a)

    3,715        80,727   

FMC Technologies, Inc. (b)

    13,230        361,973   

Halliburton Co.

    49,550        1,769,926   

Helmerich & Payne, Inc. (a)

    6,205        364,358   

National Oilwell Varco, Inc. (a)

    22,205        690,575   

Petrofac, Ltd. (a)

    25,003        328,325   

Saipem S.p.A. (b)

    25,369        10,115   

Schlumberger, Ltd. (e)

    73,390        5,412,512   

Technip S.A.

    10,096        558,274   

Tenaris S.A. (a)

    45,208        561,966   

Transocean, Ltd. (a)

    19,780        180,789   
   

 

 

 
      12,169,407   
   

 

 

 

Food & Staples Retailing—0.9%

   

Aeon Co., Ltd.

    62,929        908,764   

Carrefour S.A.

    53,347        1,464,612   

Casino Guichard Perrachon S.A. (a)

    5,490        313,916   

Colruyt S.A.

    6,854        399,303   

Costco Wholesale Corp.

    25,495        4,017,502   

CVS Health Corp.

    64,615        6,702,514   

Delhaize Group S.A.

    10,013        1,043,327   

Distribuidora Internacional de Alimentacion S.A. (a)

    59,120        305,737   

FamilyMart Co., Ltd.

    5,714        296,925   

ICA Gruppen AB (a)

    7,426        245,360   

J Sainsbury plc (a)

    129,307        511,968   

Jeronimo Martins SGPS S.A.

    24,196        394,947   

Koninklijke Ahold NV

    80,316        1,802,966   

Kroger Co. (The)

    56,260        2,151,945   

Lawson, Inc.

    6,276        524,501   

Food & Staples Retailing—(Continued)

  

Metro AG (a)

    17,159      530,860   

Seven & I Holdings Co., Ltd.

    72,531        3,080,610   

Sysco Corp.

    32,045        1,497,463   

Tesco plc (b)

    781,744        2,151,565   

Wal-Mart Stores, Inc. (e)

    91,474        6,265,054   

Walgreens Boots Alliance, Inc.

    50,695        4,270,547   

Wesfarmers, Ltd.

    108,171        3,433,886   

Whole Foods Market, Inc.

    20,700        643,977   

WM Morrison Supermarkets plc (a)

    211,833        602,468   

Woolworths, Ltd. (a)

    121,872        2,062,924   
   

 

 

 
      45,623,641   
   

 

 

 

Food Products—1.1%

   

Ajinomoto Co., Inc.

    54,281        1,222,540   

Archer-Daniels-Midland Co.

    35,255        1,280,109   

Aryzta AG (a) (b)

    8,440        348,186   

Associated British Foods plc

    34,278        1,642,765   

Barry Callebaut AG (a) (b)

    215        233,195   

Calbee, Inc. (a)

    7,080        280,674   

Campbell Soup Co. (a)

    10,390        662,778   

Chocoladefabriken Lindt & Spruengli AG

    10        748,334   

Chocoladefabriken Lindt & Spruengli AG (Participation Certifcate)

    94        581,099   

ConAgra Foods, Inc.

    24,940        1,112,823   

Danone S.A.

    56,741        4,028,168   

General Mills, Inc.

    34,660        2,195,711   

Golden Agri-Resources, Ltd.

    679,600        206,629   

Hershey Co. (The) (a)

    8,465        779,542   

Hormel Foods Corp. (a)

    15,610        674,976   

J.M. Smucker Co. (The)

    6,985        906,932   

Kellogg Co.

    14,755        1,129,495   

Kerry Group plc - Class A

    15,267        1,421,939   

Kikkoman Corp. (a)

    14,100        463,295   

Kraft Heinz Co. (The)

    34,423        2,704,271   

McCormick & Co., Inc.

    6,770        673,480   

Mead Johnson Nutrition Co.

    11,730        996,698   

MEIJI Holdings Co., Ltd.

    11,800        946,979   

Mondelez International, Inc. - Class A

    93,360        3,745,603   

Nestle S.A.

    306,912        22,918,189   

NH Foods, Ltd. (a)

    16,715        367,594   

Nisshin Seifun Group, Inc.

    20,400        324,138   

Nissin Foods Holdings Co., Ltd.

    6,234        292,588   

Orkla ASA

    78,035        706,050   

Tate & Lyle plc

    44,620        370,140   

Toyo Suisan Kaisha, Ltd.

    8,477        303,847   

Tyson Foods, Inc. - Class A (a)

    17,650        1,176,549   

WH Group, Ltd. (144A) (b)

    555,700        402,564   

Wilmar International, Ltd.

    184,339        459,308   

Yakult Honsha Co., Ltd. (a)

    8,492        375,314   

Yamazaki Baking Co., Ltd.

    10,748        226,338   
   

 

 

 
      56,908,840   
   

 

 

 

Gas Utilities—0.1%

   

AGL Resources, Inc.

    6,930        451,420   

APA Group

    106,735        720,121   

Enagas S.A.

    20,730        621,717   

 

MIST-6


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Gas Utilities—(Continued)

   

Gas Natural SDG S.A.

    33,792      $ 682,773   

Hong Kong & China Gas Co., Ltd.

    666,842        1,248,490   

Osaka Gas Co., Ltd.

    180,489        692,211   

Snam S.p.A.

    201,667        1,261,385   

Toho Gas Co., Ltd. (a)

    39,048        277,103   

Tokyo Gas Co., Ltd.

    218,460        1,018,089   
   

 

 

 
      6,973,309   
   

 

 

 

Health Care Equipment & Supplies—0.7%

  

Abbott Laboratories

    86,400        3,614,112   

Baxter International, Inc.

    31,600        1,298,128   

Becton Dickinson & Co.

    12,177        1,848,712   

Boston Scientific Corp. (b)

    77,880        1,464,923   

C.R. Bard, Inc.

    4,285        868,441   

Cochlear, Ltd.

    5,519        432,396   

Coloplast A/S - Class B

    10,695        807,666   

DENTSPLY SIRONA, Inc.

    14,207        875,577   

Edwards Lifesciences Corp. (b)

    12,460        1,099,097   

Essilor International S.A.

    19,789        2,438,320   

Getinge AB - B Shares (a)

    19,294        442,736   

Hologic, Inc. (b)

    14,563        502,423   

Hoya Corp.

    40,150        1,526,458   

Intuitive Surgical, Inc. (b)

    2,220        1,334,331   

Medtronic plc

    81,979        6,148,425   

Olympus Corp.

    26,406        1,025,921   

Smith & Nephew plc

    86,117        1,414,282   

Sonova Holding AG

    5,204        662,594   

St. Jude Medical, Inc.

    16,285        895,675   

Stryker Corp.

    18,370        1,970,917   

Sysmex Corp.

    14,100        878,907   

Terumo Corp.

    29,300        1,049,968   

Varian Medical Systems, Inc. (a) (b)

    5,725        458,114   

William Demant Holding A/S (b)

    2,358        236,393   

Zimmer Biomet Holdings, Inc.

    9,935        1,059,369   
   

 

 

 
      34,353,885   
   

 

 

 

Health Care Providers & Services—0.7%

  

Aetna, Inc.

    20,244        2,274,413   

Alfresa Holdings Corp.

    17,000        325,929   

AmerisourceBergen Corp.

    11,885        1,028,647   

Anthem, Inc.

    15,180        2,109,868   

Cardinal Health, Inc.

    18,930        1,551,314   

Centene Corp. (b)

    10,309        634,725   

Chartwell Retirement Residences

    18,600        201,933   

Cigna Corp.

    14,925        2,048,307   

DaVita HealthCare Partners, Inc. (b)

    9,830        721,325   

Express Scripts Holding Co. (b)

    39,214        2,693,610   

Extendicare, Inc. (a)

    9,400        68,107   

Fresenius Medical Care AG & Co. KGaA

    21,077        1,866,907   

Fresenius SE & Co. KGaA

    36,719        2,682,562   

HCA Holdings, Inc. (b)

    18,569        1,449,311   

Healthscope, Ltd.

    167,018        339,938   

Henry Schein, Inc. (a) (b)

    4,903        846,405   

Humana, Inc.

    8,600        1,573,370   

Laboratory Corp. of America Holdings (b)

    5,825        682,282   

McKesson Corp.

    13,455        2,115,799   

Health Care Providers & Services—(Continued)

  

Mediclinic International plc

    38,825      498,843   

Medipal Holdings Corp.

    12,987        205,527   

Miraca Holdings, Inc.

    5,243        214,946   

Patterson Cos., Inc. (a)

    4,980        231,719   

Quest Diagnostics, Inc.

    8,305        593,392   

Ramsay Health Care, Ltd. (a)

    13,648        641,329   

Ryman Healthcare, Ltd.

    35,230        203,307   

Sonic Healthcare, Ltd.

    36,792        527,284   

Suzuken Co., Ltd.

    7,500        254,751   

Tenet Healthcare Corp. (a) (b)

    5,757        166,550   

UnitedHealth Group, Inc.

    55,300        7,128,170   

Universal Health Services, Inc. - Class B

    5,300        661,016   
   

 

 

 
      36,541,586   
   

 

 

 

Health Care Technology—0.0%

  

Cerner Corp. (b)

    17,760        940,570   

M3, Inc. (a)

    18,690        469,032   
   

 

 

 
      1,409,602   
   

 

 

 

Hotels, Restaurants & Leisure—0.7%

  

Accor S.A.

    20,240        856,710   

Aristocrat Leisure, Ltd.

    51,269        404,379   

Carnival Corp.

    26,820        1,415,291   

Carnival plc

    17,767        958,047   

Chipotle Mexican Grill, Inc. (a) (b)

    1,815        854,811   

Compass Group plc

    158,609        2,787,820   

Crown Resorts, Ltd.

    34,811        331,176   

Darden Restaurants, Inc.

    6,575        435,922   

Flight Centre Travel Group, Ltd. (a)

    5,369        177,385   

Galaxy Entertainment Group, Ltd.

    223,871        838,893   

Genting Singapore plc

    581,000        359,777   

InterContinental Hotels Group plc (a)

    22,781        935,051   

Marriott International, Inc. - Class A (a)

    11,575        823,908   

McDonald’s Corp.

    54,640        6,867,155   

McDonald’s Holdings Co. Japan, Ltd. (a)

    6,377        150,898   

Melco Crown Entertainment, Ltd. (ADR)

    9,158        151,199   

Merlin Entertainments plc (144A)

    67,665        448,882   

MGM China Holdings, Ltd.

    90,500        137,522   

Oriental Land Co., Ltd.

    19,300        1,366,355   

Paddy Power Betfair plc

    7,894        1,099,363   

Pandox AB (b)

    5,686        98,848   

Royal Caribbean Cruises, Ltd. (a)

    9,914        814,435   

Sands China, Ltd.

    231,935        944,115   

Shangri-La Asia, Ltd.

    119,200        136,020   

SJM Holdings, Ltd.

    189,856        134,924   

Sodexo S.A.

    9,088        977,143   

Starbucks Corp.

    86,060        5,137,782   

Starwood Hotels & Resorts Worldwide, Inc.

    9,865        823,037   

Tabcorp Holdings, Ltd.

    78,543        257,401   

Tatts Group, Ltd.

    139,490        403,241   

TUI AG

    47,996        740,882   

Whitbread plc

    17,603        1,000,429   

William Hill plc

    85,076        398,612   

Wyndham Worldwide Corp. (a)

    6,865        524,692   

Wynn Macau, Ltd. (b)

    148,278        229,536   

Wynn Resorts, Ltd. (a)

    4,750        443,792   

 

MIST-7


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Hotels, Restaurants & Leisure—(Continued)

  

Yum! Brands, Inc.

    24,940      $ 2,041,339   
   

 

 

 
      36,506,772   
   

 

 

 

Household Durables—0.3%

   

Barratt Developments plc

    95,709        767,668   

Berkeley Group Holdings plc

    12,500        575,434   

Casio Computer Co., Ltd. (a)

    19,400        390,283   

D.R. Horton, Inc.

    18,850        569,836   

Electrolux AB - Series B (a)

    23,276        612,206   

Garmin, Ltd.

    6,770        270,529   

Harman International Industries, Inc.

    4,130        367,735   

Husqvarna AB - B Shares

    39,758        290,497   

Iida Group Holdings Co., Ltd.

    14,204        276,188   

Leggett & Platt, Inc.

    7,880        381,392   

Lennar Corp. - Class A (a)

    10,095        488,194   

Mohawk Industries, Inc. (b)

    3,760        717,784   

Newell Rubbermaid, Inc.

    15,525        687,602   

Nikon Corp. (a)

    32,755        501,023   

Panasonic Corp.

    212,528        1,950,505   

Persimmon plc

    29,573        882,633   

PulteGroup, Inc.

    18,580        347,632   

Rinnai Corp.

    3,575        315,577   

Sekisui Chemical Co., Ltd.

    39,915        491,296   

Sekisui House, Ltd.

    58,549        985,336   

Sony Corp.

    121,475        3,120,213   

Taylor Wimpey plc

    312,210        849,889   

Techtronic Industries Co., Ltd.

    131,100        518,982   

Whirlpool Corp. (a)

    4,530        816,940   
   

 

 

 
      17,175,374   
   

 

 

 

Household Products—0.6%

   

Church & Dwight Co., Inc.

    7,701        709,878   

Clorox Co. (The)

    7,515        947,341   

Colgate-Palmolive Co.

    52,150        3,684,397   

Henkel AG & Co. KGaA

    10,027        985,295   

Kimberly-Clark Corp.

    21,135        2,842,869   

Procter & Gamble Co. (The) (e)

    157,225        12,941,190   

Reckitt Benckiser Group plc

    61,593        5,947,778   

Svenska Cellulosa AB SCA - B Shares

    56,772        1,766,112   

Unicharm Corp. (a)

    35,900        779,211   
   

 

 

 
      30,604,071   
   

 

 

 

Independent Power and Renewable Electricity Producers—0.0%

  

AES Corp.

    39,585        467,103   

Electric Power Development Co., Ltd.

    14,156        441,119   

Enel Green Power S.p.A.

    166,848        357,579   

Meridian Energy, Ltd. (a)

    120,436        218,217   

NRG Energy, Inc.

    19,105        248,556   
   

 

 

 
      1,732,574   
   

 

 

 

Industrial Conglomerates—0.9%

   

3M Co.

    36,245        6,039,504   

CK Hutchison Holdings, Ltd.

    259,446        3,364,354   

Danaher Corp.

    34,460        3,268,876   

General Electric Co. (e)

    547,926        17,418,568   

Industrial Conglomerates—(Continued)

  

Jardine Matheson Holdings, Ltd.

    23,700      1,352,544   

Keihan Electric Railway Co., Ltd. (a)

    49,000        344,611   

Keppel Corp., Ltd. (a)

    139,000        602,703   

Koninklijke Philips NV

    91,686        2,603,149   

NWS Holdings, Ltd.

    144,500        229,564   

Roper Technologies, Inc. (a)

    5,890        1,076,515   

Seibu Holdings, Inc.

    11,513        243,458   

Sembcorp Industries, Ltd.

    94,600        212,543   

Siemens AG

    76,324        8,089,715   

Smiths Group plc

    38,087        585,618   

Toshiba Corp. (a) (b)

    386,779        750,104   
   

 

 

 
      46,181,826   
   

 

 

 

Insurance—1.8%

   

Admiral Group plc

    20,167        572,712   

Aegon NV

    174,349        954,621   

Aflac, Inc.

    24,985        1,577,553   

Ageas

    19,387        769,196   

AIA Group, Ltd.

    1,159,573        6,575,780   

Allianz SE

    43,991        7,151,276   

Allstate Corp. (The)

    23,165        1,560,626   

American International Group, Inc.

    75,035        4,055,642   

AMP, Ltd.

    284,212        1,260,015   

Aon plc

    16,280        1,700,446   

Assicurazioni Generali S.p.A.

    112,394        1,658,142   

Assurant, Inc.

    3,905        301,271   

Aviva plc

    389,444        2,535,517   

AXA S.A.

    188,282        4,426,478   

Baloise Holding AG

    4,825        611,269   

Chubb, Ltd.

    26,667        3,177,373   

Cincinnati Financial Corp.

    8,510        556,214   

CNP Assurances

    16,499        256,662   

Dai-ichi Life Insurance Co., Ltd. (The)

    103,737        1,254,867   

Direct Line Insurance Group plc

    131,860        698,344   

Gjensidige Forsikring ASA

    19,318        329,241   

Hannover Rueck SE

    5,828        678,716   

Hartford Financial Services Group, Inc. (The)

    24,040        1,107,763   

Insurance Australia Group, Ltd.

    234,042        996,407   

Japan Post Holdings Co., Ltd.

    43,316        577,816   

Legal & General Group plc

    572,118        1,920,306   

Lincoln National Corp.

    14,540        569,968   

Loews Corp.

    16,540        632,820   

Mapfre S.A.

    102,184        220,466   

Marsh & McLennan Cos., Inc.

    30,750        1,869,292   

Medibank Private, Ltd.

    262,303        586,547   

MetLife, Inc. (f)

    64,675        2,841,819   

MS&AD Insurance Group Holdings, Inc.

    48,739        1,357,114   

Muenchener Rueckversicherungs-Gesellschaft AG

    16,061        3,266,376   

NN Group NV

    22,993        750,154   

Old Mutual plc

    473,680        1,303,211   

Principal Financial Group, Inc.

    15,875        626,269   

Progressive Corp. (The)

    33,905        1,191,422   

Prudential Financial, Inc.

    26,130        1,887,109   

Prudential plc

    247,489        4,590,250   

QBE Insurance Group, Ltd.

    131,693        1,095,195   

 

MIST-8


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Insurance—(Continued)

   

RSA Insurance Group plc

    97,249      $ 660,917   

Sampo Oyj - A Shares

    43,031        2,036,025   

SCOR SE

    14,874        527,587   

Sompo Japan Nipponkoa Holdings, Inc.

    31,766        899,225   

Sony Financial Holdings, Inc. (a)

    16,749        213,867   

St. James’s Place plc

    50,353        660,203   

Standard Life plc (a)

    189,073        961,970   

Suncorp Group, Ltd.

    123,635        1,123,182   

Swiss Life Holding AG (b)

    3,104        824,645   

Swiss Re AG

    33,900        3,122,677   

T&D Holdings, Inc.

    55,752        519,559   

Tokio Marine Holdings, Inc.

    65,679        2,215,927   

Torchmark Corp.

    6,755        365,851   

Travelers Cos., Inc. (The)

    18,080        2,110,117   

Tryg A/S

    11,149        216,222   

UnipolSai S.p.A.

    107,059        247,539   

Unum Group

    14,295        442,001   

Willis Towers Watson plc

    8,067        957,230   

XL Group plc

    17,465        642,712   

Zurich Insurance Group AG (b)

    14,478        3,345,212   
   

 

 

 
      92,144,933   
   

 

 

 

Internet & Catalog Retail—0.4%

   

Amazon.com, Inc. (b)

    22,290        13,232,236   

Expedia, Inc. (a)

    5,785        623,739   

Netflix, Inc. (a) (b)

    24,681        2,523,139   

Priceline Group, Inc. (The) (b)

    2,995        3,860,435   

Rakuten, Inc.

    89,474        862,457   

TripAdvisor, Inc. (b)

    6,505        432,582   

Zalando SE (144A) (b)

    8,315        272,824   
   

 

 

 
      21,807,412   
   

 

 

 

Internet Software & Services—0.9%

   

Akamai Technologies, Inc. (a) (b)

    10,310        572,927   

Alphabet, Inc. - Class A (b) (e)

    16,840        12,847,236   

Alphabet, Inc. - Class C (b) (e)

    17,166        12,787,812   

Auto Trader Group plc (144A)

    72,270        403,398   

eBay, Inc. (b)

    64,975        1,550,303   

Facebook, Inc. - Class A (b)

    131,046        14,952,348   

Kakaku.com, Inc. (a)

    13,876        257,066   

Mixi, Inc. (a)

    4,137        153,549   

United Internet AG

    11,907        597,182   

VeriSign, Inc. (a) (b)

    5,735        507,777   

Yahoo Japan Corp. (a)

    137,049        581,920   

Yahoo!, Inc. (b)

    50,195        1,847,678   
   

 

 

 
      47,059,196   
   

 

 

 

IT Services—0.9%

   

Accenture plc - Class A

    36,195        4,176,903   

Alliance Data Systems Corp. (b)

    3,550        781,000   

Amadeus IT Holding S.A. - A Shares

    42,241        1,805,349   

Atos SE

    8,418        684,111   

Automatic Data Processing, Inc.

    26,995        2,421,721   

Cap Gemini S.A.

    15,745        1,478,006   

IT Services—(Continued)

   

Cognizant Technology Solutions Corp. - Class A (b)

    35,350      2,216,445   

Computershare, Ltd.

    45,026        336,596   

CSRA, Inc.

    7,955        213,990   

Fidelity National Information Services, Inc.

    16,285        1,031,003   

Fiserv, Inc. (b)

    13,560        1,390,985   

Fujitsu, Ltd.

    179,016        660,782   

International Business Machines Corp. (e)

    52,296        7,920,229   

Itochu Techno-Solutions Corp. (a)

    4,600        86,781   

MasterCard, Inc. - Class A

    57,900        5,471,550   

Nomura Research Institute, Ltd.

    11,900        399,811   

NTT Data Corp.

    12,151        609,759   

Obic Co., Ltd. (a)

    6,240        329,721   

Otsuka Corp.

    5,100        268,661   

Paychex, Inc.

    18,615        1,005,396   

PayPal Holdings, Inc. (b)

    64,275        2,481,015   

Teradata Corp. (a) (b)

    8,200        215,168   

Total System Services, Inc.

    9,795        466,046   

Visa, Inc. - Class A (a)

    113,160        8,654,477   

Western Union Co. (The) (a)

    29,620        571,370   

Worldpay Group plc (144A) (b)

    105,910        416,627   

Xerox Corp.

    58,160        649,066   
   

 

 

 
      46,742,568   
   

 

 

 

Leisure Products—0.1%

   

Bandai Namco Holdings, Inc.

    17,110        372,312   

Hasbro, Inc. (a)

    6,545        524,254   

Mattel, Inc.

    19,545        657,103   

Sankyo Co., Ltd.

    4,804        178,784   

Sega Sammy Holdings, Inc. (a)

    17,948        195,595   

Shimano, Inc.

    7,641        1,194,425   

Yamaha Corp.

    16,200        487,743   
   

 

 

 
      3,610,216   
   

 

 

 

Life Sciences Tools & Services—0.2%

   

Agilent Technologies, Inc.

    19,135        762,530   

Illumina, Inc. (b)

    8,419        1,364,804   

Lonza Group AG (b)

    5,106        860,572   

PerkinElmer, Inc.

    6,490        320,995   

QIAGEN NV (b)

    21,267        471,475   

Thermo Fisher Scientific, Inc.

    23,130        3,274,977   

Waters Corp. (b)

    4,790        631,897   
   

 

 

 
      7,687,250   
   

 

 

 

Machinery—0.8%

   

Alfa Laval AB

    28,329        460,893   

Alstom S.A. (a) (b)

    20,930        534,749   

Amada Holdings Co., Ltd.

    32,986        321,618   

Andritz AG (a)

    7,526        413,056   

Atlas Copco AB - A Shares

    64,601        1,624,898   

Atlas Copco AB - B Shares

    37,649        887,132   

Caterpillar, Inc. (a)

    34,885        2,670,098   

CNH Industrial NV

    90,768        616,999   

Cummins, Inc. (a)

    9,695        1,065,868   

Deere & Co. (a)

    18,115        1,394,674   

 

MIST-9


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Machinery—(Continued)

   

Dover Corp.

    9,100      $ 585,403   

FANUC Corp.

    18,910        2,936,176   

Flowserve Corp. (a)

    7,680        341,069   

GEA Group AG

    17,657        859,829   

Hino Motors, Ltd.

    25,133        271,600   

Hitachi Construction Machinery Co., Ltd. (a)

    10,358        164,447   

Hoshizaki Electric Co., Ltd.

    3,900        324,875   

IHI Corp.

    133,748        281,522   

Illinois Tool Works, Inc.

    19,100        1,956,604   

IMI plc (a)

    26,134        355,803   

Ingersoll-Rand plc

    15,365        952,784   

JTEKT Corp.

    19,817        256,892   

Kawasaki Heavy Industries, Ltd. (a)

    136,697        393,159   

Komatsu, Ltd.

    88,887        1,512,396   

Kone Oyj - Class B (a)

    32,429        1,557,061   

Kubota Corp.

    108,359        1,474,122   

Kurita Water Industries, Ltd.

    10,324        235,002   

Makita Corp. (a)

    11,490        712,253   

MAN SE

    3,393        367,252   

Metso Oyj (a)

    10,930        259,509   

Minebea Co., Ltd. (a)

    30,000        233,865   

Mitsubishi Heavy Industries, Ltd.

    292,000        1,080,852   

Nabtesco Corp.

    11,740        263,374   

NGK Insulators, Ltd.

    24,922        458,788   

NSK, Ltd.

    45,169        411,883   

PACCAR, Inc. (a)

    20,595        1,126,340   

Parker-Hannifin Corp.

    8,035        892,528   

Pentair plc (a)

    10,373        562,839   

Sandvik AB

    102,373        1,058,645   

Schindler Holding AG

    1,992        364,682   

Schindler Holding AG (Participation Certificate)

    4,259        782,644   

Sembcorp Marine, Ltd. (a)

    79,700        97,474   

SKF AB - B Shares (a)

    38,286        690,988   

SMC Corp.

    5,213        1,209,985   

Snap-on, Inc.

    3,410        535,336   

Stanley Black & Decker, Inc.

    8,940        940,577   

Sulzer AG (a)

    2,324        230,314   

Sumitomo Heavy Industries, Ltd. (a)

    52,676        217,485   

THK Co., Ltd. (a)

    11,652        214,817   

Volvo AB - B Shares

    148,056        1,615,340   

Wartsila Oyj Abp (a)

    14,240        641,800   

Weir Group plc (The)

    20,606        327,733   

Xylem, Inc.

    10,440        426,996   

Yangzijiang Shipbuilding Holdings, Ltd.

    178,690        129,984   

Zardoya Otis S.A. (a)

    17,418        201,853   
   

 

 

 
      40,504,865   
   

 

 

 

Marine—0.1%

   

AP Moeller - Maersk A/S - Class A

    368        467,379   

AP Moeller - Maersk A/S - Class B

    666        869,013   

Kuehne & Nagel International AG

    5,228        742,963   

Mitsui OSK Lines, Ltd. (a)

    109,913        222,896   

Nippon Yusen KK (a)

    154,984        297,900   
   

 

 

 
      2,600,151   
   

 

 

 

Media—1.1%

   

Altice NV - Class A (b)

    35,497      628,446   

Altice NV - Class B (b)

    10,517        189,189   

Axel Springer SE (a)

    4,296        231,320   

Cablevision Systems Corp. - Class A

    12,885        425,205   

CBS Corp. - Class B

    25,750        1,418,568   

Comcast Corp. - Class A

    144,002        8,795,642   

Dentsu, Inc. (a)

    20,887        1,047,940   

Discovery Communications, Inc. - Class A (a) (b)

    8,650        247,650   

Discovery Communications, Inc. - Class C (b)

    14,850        400,950   

Eutelsat Communications S.A.

    16,424        529,655   

Hakuhodo DY Holdings, Inc.

    22,440        254,105   

Interpublic Group of Cos., Inc. (The)

    23,725        544,489   

ITV plc

    368,339        1,271,263   

JCDecaux S.A. (a)

    7,148        312,111   

Kabel Deutschland Holding AG

    2,134        238,801   

Lagardere SCA

    11,447        303,609   

News Corp. - Class A

    22,021        281,208   

News Corp. - Class B (a)

    6,156        81,567   

Numericable-SFR SAS

    10,547        442,484   

Omnicom Group, Inc. (a)

    14,085        1,172,295   

Pearson plc

    79,142        991,636   

ProSiebenSat.1 Media SE

    21,110        1,084,881   

Publicis Groupe S.A.

    18,215        1,276,519   

REA Group, Ltd. (a)

    5,089        209,967   

RELX NV

    95,762        1,666,850   

RELX plc

    107,525        1,991,313   

RTL Group S.A.

    93        7,873   

RTL Group S.A. (Brussels Exchange)

    3,657        309,082   

Schibsted ASA - Class A

    7,278        212,244   

Schibsted ASA - Class B (b)

    8,577        236,920   

Scripps Networks Interactive, Inc. - Class A (a)

    5,450        356,975   

SES S.A.

    31,421        918,226   

Singapore Press Holdings, Ltd. (a)

    154,000        456,840   

Sky plc

    99,322        1,455,537   

TEGNA, Inc.

    13,040        305,918   

Telenet Group Holding NV (b)

    5,090        257,637   

Time Warner Cable, Inc.

    16,435        3,362,930   

Time Warner, Inc.

    47,255        3,428,350   

Toho Co., Ltd.

    10,894        286,071   

Twenty-First Century Fox, Inc. - Class A

    70,758        1,972,733   

Twenty-First Century Fox, Inc. - Class B

    24,925        702,885   

Viacom, Inc. - Class B

    20,070        828,490   

Vivendi S.A.

    111,903        2,350,984   

Walt Disney Co. (The)

    90,079        8,945,746   

Wolters Kluwer NV

    29,128        1,160,429   

WPP plc

    124,684        2,905,601   
   

 

 

 
      56,499,134   
   

 

 

 

Metals & Mining—0.6%

   

Alcoa, Inc.

    75,850        726,643   

Alumina, Ltd. (a)

    241,405        237,611   

Anglo American plc

    134,755        1,055,447   

Antofagasta plc (a)

    37,473        250,689   

ArcelorMittal (a)

    95,415        428,801   

BHP Billiton plc

    203,306        2,295,427   

BHP Billiton, Ltd.

    309,154        4,010,029   

 

MIST-10


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Metals & Mining—(Continued)

   

Boliden AB

    26,201      $ 416,052   

Fortescue Metals Group, Ltd. (a)

    148,438        285,120   

Freeport-McMoRan, Inc. (a)

    65,900        681,406   

Fresnillo plc

    21,130        288,535   

Glencore plc (b)

    1,177,779        2,650,833   

Hitachi Metals, Ltd.

    20,465        210,387   

Iluka Resources, Ltd.

    39,920        199,545   

JFE Holdings, Inc. (a)

    47,361        637,428   

Kobe Steel, Ltd.

    297,670        260,833   

Maruichi Steel Tube, Ltd. (a)

    4,500        123,130   

Mitsubishi Materials Corp. (a)

    106,804        300,815   

Newcrest Mining, Ltd. (b)

    73,349        950,109   

Newmont Mining Corp.

    30,635        814,278   

Nippon Steel & Sumitomo Metal Corp. (a)

    73,300        1,407,100   

Norsk Hydro ASA

    128,462        526,780   

Nucor Corp.

    18,440        872,212   

Randgold Resources, Ltd.

    9,039        822,825   

Rio Tinto plc

    120,666        3,405,102   

Rio Tinto, Ltd.

    40,833        1,339,292   

South32, Ltd. (b)

    510,728        568,645   

Sumitomo Metal Mining Co., Ltd. (a)

    47,516        471,518   

ThyssenKrupp AG

    35,492        737,447   

Voestalpine AG

    11,025        367,478   
   

 

 

 
      27,341,517   
   

 

 

 

Multi-Utilities—0.5%

   

AGL Energy, Ltd.

    64,954        915,320   

Ameren Corp.

    14,060        704,406   

CenterPoint Energy, Inc.

    24,900        520,908   

Centrica plc

    486,360        1,584,076   

CMS Energy Corp. (a)

    15,955        677,130   

Consolidated Edison, Inc. (a)

    16,945        1,298,326   

Dominion Resources, Inc.

    34,490        2,590,889   

DTE Energy Co.

    10,430        945,584   

DUET Group (c) (d)

    223,437        404,746   

E.ON SE

    192,538        1,847,853   

Engie S.A.

    140,651        2,176,864   

National Grid plc

    360,343        5,105,274   

NiSource, Inc.

    18,350        432,326   

Public Service Enterprise Group, Inc.

    29,270        1,379,788   

RWE AG

    47,217        610,588   

SCANA Corp.

    8,240        578,036   

Sempra Energy

    13,620        1,417,161   

Suez Environnement Co.

    28,758        526,424   

TECO Energy, Inc.

    13,635        375,371   

Veolia Environnement S.A.

    43,402        1,044,610   

WEC Energy Group, Inc. (a)

    18,229        1,095,016   
   

 

 

 
      26,230,696   
   

 

 

 

Multiline Retail—0.2%

   

Dollar General Corp.

    17,080        1,462,048   

Dollar Tree, Inc. (a) (b)

    13,613        1,122,528   

Don Quijote Holdings Co., Ltd.

    11,400        395,014   

Harvey Norman Holdings, Ltd.

    51,926        186,487   

Isetan Mitsukoshi Holdings, Ltd.

    34,197        399,360   

J Front Retailing Co., Ltd.

    22,900        302,945   

Multiline Retail—(Continued)

   

Kohl’s Corp.

    11,425      532,519   

Macy’s, Inc.

    19,110        842,560   

Marks & Spencer Group plc

    158,253        919,986   

Marui Group Co., Ltd. (a)

    21,500        307,972   

Next plc

    14,013        1,083,372   

Nordstrom, Inc. (a)

    8,040        459,968   

Ryohin Keikaku Co., Ltd.

    2,312        487,748   

Takashimaya Co., Ltd.

    27,372        228,755   

Target Corp.

    36,390        2,994,169   
   

 

 

 
      11,725,431   
   

 

 

 

Oil, Gas & Consumable Fuels—2.2%

  

Anadarko Petroleum Corp.

    29,435        1,370,788   

Apache Corp.

    21,895        1,068,695   

BP plc

    1,760,118        8,818,652   

Cabot Oil & Gas Corp. (a)

    23,990        544,813   

Caltex Australia, Ltd.

    26,050        678,342   

Chesapeake Energy Corp. (a)

    29,935        123,332   

Chevron Corp. (e)

    109,100        10,408,140   

Cimarex Energy Co.

    5,515        536,444   

Columbia Pipeline Group, Inc.

    18,350        460,585   

Concho Resources, Inc. (a) (b)

    7,605        768,409   

ConocoPhillips

    71,520        2,880,110   

Delek Group, Ltd.

    464        79,449   

Devon Energy Corp.

    22,320        612,461   

Eni S.p.A.

    244,876        3,701,352   

EOG Resources, Inc.

    31,890        2,314,576   

EQT Corp.

    8,810        592,561   

Exxon Mobil Corp. (e)

    241,789        20,211,143   

Galp Energia SGPS S.A.

    36,804        462,001   

Hess Corp.

    13,970        735,521   

Idemitsu Kosan Co., Ltd. (a)

    8,500        151,308   

Inpex Corp.

    91,495        693,398   

JX Holdings, Inc.

    216,024        832,244   

Kinder Morgan, Inc.

    104,130        1,859,762   

Koninklijke Vopak NV

    6,851        341,024   

Lundin Petroleum AB (a) (b)

    20,889        353,264   

Marathon Oil Corp.

    39,180        436,465   

Marathon Petroleum Corp.

    31,010        1,152,952   

Murphy Oil Corp. (a)

    9,385        236,408   

Neste Oyj (a)

    12,432        408,397   

Newfield Exploration Co. (b)

    9,400        312,550   

Noble Energy, Inc.

    24,600        772,686   

Occidental Petroleum Corp.

    44,245        3,027,685   

Oil Search, Ltd.

    131,915        685,678   

OMV AG

    14,226        400,046   

ONEOK, Inc. (a)

    12,060        360,112   

Origin Energy, Ltd.

    167,735        647,781   

Phillips 66

    27,740        2,402,007   

Pioneer Natural Resources Co. (a)

    8,665        1,219,512   

Range Resources Corp.

    9,805        317,486   

Repsol S.A.

    101,098        1,137,842   

Royal Dutch Shell plc - A Shares

    377,144        9,098,381   

Royal Dutch Shell plc - B Shares

    381,354        9,288,091   

Santos, Ltd.

    211,696        656,552   

Showa Shell Sekiyu KK

    18,100        162,347   

 

MIST-11


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Oil, Gas & Consumable Fuels—(Continued)

  

Southwestern Energy Co. (a) (b)

    22,205      $ 179,194   

Spectra Energy Corp.

    38,920        1,190,952   

Statoil ASA

    107,354        1,681,895   

Tesoro Corp.

    7,125        612,821   

TonenGeneral Sekiyu KK

    27,150        245,065   

Total S.A.

    209,163        9,513,232   

Valero Energy Corp.

    28,815        1,848,194   

Williams Cos., Inc. (The)

    39,465        634,203   

Woodside Petroleum, Ltd.

    71,321        1,422,374   
   

 

 

 
      110,649,282   
   

 

 

 

Paper & Forest Products—0.1%

   

Mondi plc

    35,432        676,433   

OJI Holdings Corp.

    76,372        305,899   

Stora Enso Oyj - R Shares

    52,601        468,994   

UPM-Kymmene Oyj

    51,496        928,824   
   

 

 

 
      2,380,150   
   

 

 

 

Personal Products—0.5%

   

Beiersdorf AG

    9,703        875,672   

Estee Lauder Cos., Inc. (The) - Class A

    13,120        1,237,347   

Kao Corp.

    48,524        2,586,953   

Kose Corp.

    2,934        284,476   

L’Oreal S.A.

    24,245        4,333,214   

Shiseido Co., Ltd.

    34,709        774,323   

Unilever NV

    156,805        7,003,712   

Unilever plc

    123,545        5,578,709   
   

 

 

 
      22,674,406   
   

 

 

 

Pharmaceuticals—3.2%

   

Allergan plc (b)

    22,817        6,115,640   

Astellas Pharma, Inc.

    203,200        2,700,696   

AstraZeneca plc

    121,651        6,792,685   

Bayer AG

    79,602        9,355,127   

Bristol-Myers Squibb Co.

    96,635        6,173,044   

Chugai Pharmaceutical Co., Ltd.

    21,574        667,745   

Daiichi Sankyo Co., Ltd.

    61,399        1,364,529   

Eisai Co., Ltd.

    24,280        1,459,868   

Eli Lilly & Co.

    56,530        4,070,725   

Endo International plc (a) (b)

    12,046        339,095   

Galenica AG (a)

    376        563,255   

GlaxoSmithKline plc

    468,457        9,492,138   

Hisamitsu Pharmaceutical Co., Inc.

    5,525        246,379   

Johnson & Johnson (e)

    160,520        17,368,264   

Kyowa Hakko Kirin Co., Ltd.

    22,167        353,551   

Mallinckrodt plc (b)

    6,770        414,866   

Merck & Co., Inc. (e)

    163,235        8,636,764   

Merck KGaA

    12,482        1,040,743   

Mitsubishi Tanabe Pharma Corp.

    21,801        378,446   

Mylan NV (b)

    21,085        977,290   

Novartis AG

    219,032        15,821,860   

Novo Nordisk A/S - Class B

    188,614        10,183,724   

Ono Pharmaceutical Co., Ltd.

    40,170        1,699,829   

Orion Oyj - Class B

    9,890        325,797   

Otsuka Holdings Co., Ltd.

    37,675        1,365,822   

Pharmaceuticals—(Continued)

   

Perrigo Co. plc (a)

    7,553      966,255   

Pfizer, Inc.

    357,506        10,596,478   

Roche Holding AG

    67,628        16,594,793   

Sanofi

    113,683        9,142,891   

Santen Pharmaceutical Co., Ltd.

    35,800        537,423   

Shionogi & Co., Ltd.

    28,798        1,351,975   

Shire plc

    57,021        3,266,640   

Sumitomo Dainippon Pharma Co., Ltd. (a)

    15,300        176,095   

Taisho Pharmaceutical Holdings Co., Ltd. (a)

    3,039        240,774   

Takeda Pharmaceutical Co., Ltd. (a)

    76,050        3,469,052   

Taro Pharmaceutical Industries, Ltd. (b)

    722        103,426   

Teva Pharmaceutical Industries, Ltd.

    83,199        4,470,592   

UCB S.A.

    12,202        930,699   

Zoetis, Inc.

    26,540        1,176,518   
   

 

 

 
      160,931,493   
   

 

 

 

Professional Services—0.2%

   

Adecco S.A.

    15,955        1,035,102   

Bureau Veritas S.A.

    25,590        568,826   

Capita plc (a)

    63,867        952,341   

Dun & Bradstreet Corp. (The)

    2,095        215,953   

Equifax, Inc.

    6,815        778,886   

Experian plc

    93,660        1,666,632   

Intertek Group plc

    15,614        707,753   

Nielsen Holdings plc

    21,233        1,118,130   

Randstad Holding NV

    12,332        680,837   

Recruit Holdings Co., Ltd. (a)

    13,636        415,318   

Robert Half International, Inc.

    7,720        359,598   

Seek, Ltd.

    31,433        388,338   

SGS S.A. (a)

    528        1,115,248   

Verisk Analytics, Inc. (a) (b)

    9,001        719,360   
   

 

 

 
      10,722,322   
   

 

 

 

Real Estate Investment Trusts—3.4%

  

Acadia Realty Trust

    7,605        267,164   

Activia Properties, Inc.

    70        362,823   

Advance Residence Investment Corp.

    142        359,385   

Aedifica S.A.

    1,327        93,463   

AEON REIT Investment Corp.

    100        127,966   

Affine S.A.

    700        13,697   

Agree Realty Corp.

    2,150        82,711   

Alexander’s, Inc. (a)

    228        86,765   

Alexandria Real Estate Equities, Inc.

    7,918        719,667   

Allied Properties Real Estate Investment Trust

    8,320        224,023   

Alstria Office REIT-AG (b)

    11,300        162,476   

American Assets Trust, Inc.

    4,200        167,664   

American Campus Communities, Inc.

    14,077        662,886   

American Homes 4 Rent - Class A

    20,603        327,588   

American Tower Corp.

    24,545        2,512,672   

ANF Immobilier

    750        20,195   

Apartment Investment & Management Co. - Class A

    25,865        1,081,674   

Apple Hospitality REIT, Inc. (a)

    17,950        355,590   

Artis Real Estate Investment Trust

    14,550        143,736   

Ascendas Real Estate Investment Trust

    423,300        750,308   

Ashford Hospitality Trust, Inc. (a)

    9,850        62,843   

 

MIST-12


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Real Estate Investment Trusts—(Continued)

  

Assura plc

    176,150      $ 134,320   

AvalonBay Communities, Inc.

    22,484        4,276,457   

Axiare Patrimonio SOCIMI S.A.

    6,300        93,626   

Befimmo S.A.

    1,850        118,810   

Beni Stabili S.p.A. SIIQ

    115,007        86,231   

Big Yellow Group plc

    15,350        170,666   

Boardwalk Real Estate Investment Trust

    4,300        171,470   

Boston Properties, Inc.

    25,475        3,237,363   

Brandywine Realty Trust

    18,876        264,830   

British Land Co. plc (The)

    203,978        2,043,877   

Brixmor Property Group, Inc.

    18,850        482,937   

BWP Trust (a)

    52,648        137,927   

Camden Property Trust

    9,350        786,241   

Canadian Apartment Properties REIT

    13,500        300,196   

Canadian Real Estate Investment Trust

    7,800        270,680   

CapitaLand Commercial Trust, Ltd.

    413,900        451,362   

CapitaLand Mall Trust

    519,700        805,693   

Care Capital Properties, Inc.

    8,999        241,533   

CBL & Associates Properties, Inc.

    18,300        217,770   

CDL Hospitality Trusts

    68,850        67,168   

Cedar Realty Trust, Inc. (a)

    9,050        65,432   

Champion REIT

    254,700        129,718   

Charter Hall Retail REIT

    36,850        129,554   

Chatham Lodging Trust

    3,950        84,649   

Chesapeake Lodging Trust (a)

    6,407        169,529   

Cofinimmo S.A.

    2,195        269,279   

Colony Starwood Homes

    5,300        131,175   

Columbia Property Trust, Inc.

    13,300        292,467   

Cominar Real Estate Investment Trust

    18,181        240,780   

Corporate Office Properties Trust

    10,150        266,336   

Cousins Properties, Inc.

    22,344        231,931   

Crombie Real Estate Investment Trust

    8,300        89,854   

Cromwell Property Group

    157,450        125,450   

Crown Castle International Corp.

    19,310        1,670,315   

CubeSmart

    18,921        630,069   

Daiwa House REIT Investment Corp.

    29        127,117   

Daiwa House Residential Investment Corp.

    72        150,186   

Daiwa Office Investment Corp. (a)

    28        174,131   

DCT Industrial Trust, Inc. (a)

    9,502        375,044   

DDR Corp.

    32,900        585,291   

Derwent London plc

    10,750        484,933   

Dexus Property Group

    196,411        1,191,623   

DiamondRock Hospitality Co.

    21,650        219,098   

Digital Realty Trust, Inc. (a)

    15,800        1,398,142   

Douglas Emmett, Inc.

    14,764        444,544   

Dream Global Real Estate Investment Trust

    10,200        68,406   

Dream Office Real Estate Investment Trust

    11,650        186,131   

Duke Realty Corp.

    37,177        837,970   

DuPont Fabros Technology, Inc. (a)

    8,025        325,253   

EastGroup Properties, Inc. (a)

    3,483        210,269   

Education Realty Trust, Inc.

    6,816        283,546   

Empire State Realty Trust, Inc. - Class A (a)

    10,279        180,191   

Empiric Student Property plc

    47,450        74,623   

EPR Properties (a)

    6,797        452,816   

Equinix, Inc. (a)

    3,417        1,130,036   

Equity Commonwealth (b)

    13,609        384,046   

Equity Lifestyle Properties, Inc.

    8,269        601,404   

Real Estate Investment Trusts—(Continued)

  

Equity One, Inc.

    9,876      283,046   

Equity Residential

    59,980        4,500,299   

Essex Property Trust, Inc.

    10,900        2,549,074   

Eurocommercial Properties NV

    5,000        233,486   

Extra Space Storage, Inc.

    19,803        1,850,788   

Federal Realty Investment Trust

    11,734        1,831,091   

FelCor Lodging Trust, Inc. (a)

    15,450        125,454   

First Industrial Realty Trust, Inc.

    11,850        269,469   

First Potomac Realty Trust (a)

    6,200        56,172   

Fonciere Des Regions

    6,775        638,965   

Forest City Realty Trust, Inc. - Class A

    25,350        534,631   

Fortune Real Estate Investment Trust

    141,900        152,005   

Franklin Street Properties Corp. (a)

    9,500        100,795   

Frontier Real Estate Investment Corp.

    51        244,866   

Fukuoka REIT Corp.

    68        122,818   

Gaming and Leisure Properties, Inc. (a)

    9,550        295,286   

Gecina S.A.

    7,650        1,052,529   

General Growth Properties, Inc.

    88,111        2,619,540   

Getty Realty Corp. (a)

    2,715        53,838   

GLP J-Reit

    224        255,062   

Goodman Group

    359,488        1,832,155   

Government Properties Income Trust (a)

    7,635        136,285   

GPT Group (The)

    363,885        1,390,395   

Gramercy Property Trust

    45,219        382,101   

Granite Real Estate Investment Trust

    5,050        145,463   

Great Portland Estates plc

    37,100        386,692   

Green REIT plc

    71,250        114,450   

H&R Real Estate Investment Trust

    29,894        483,138   

Hamborner REIT AG

    6,400        69,271   

Hammerson plc

    159,826        1,323,320   

Hansteen Holdings plc (a)

    77,650        118,634   

HCP, Inc.

    76,875        2,504,587   

Healthcare Realty Trust, Inc.

    11,010        340,099   

Healthcare Trust of America, Inc. - Class A

    14,075        414,087   

Hersha Hospitality Trust (a)

    4,062        86,683   

Hibernia REIT plc

    73,500        108,558   

Highwoods Properties, Inc.

    10,300        492,443   

Hospitality Properties Trust

    16,300        432,928   

Host Hotels & Resorts, Inc. (a)

    125,035        2,088,084   

Hudson Pacific Properties, Inc.

    7,900        228,468   

Hulic Reit, Inc. (a)

    100        162,368   

Icade

    6,995        534,684   

Immobiliare Grande Distribuzione SIIQ S.p.A.

    39,446        35,842   

Industrial & Infrastructure Fund Investment Corp.

    33        153,184   

InnVest Real Estate Investment Trust

    10,776        43,394   

Intervest Offices & Warehouses NV (b)

    1,450        41,383   

Intu Properties plc (a)

    191,326        856,602   

Investa Office Fund

    60,362        193,431   

Investors Real Estate Trust

    13,158        95,527   

Invincible Investment Corp.

    200        149,738   

Irish Residential Properties REIT plc

    37,750        47,442   

Iron Mountain, Inc. (a)

    11,049        374,672   

Japan Excellent, Inc.

    121        163,251   

Japan Hotel REIT Investment Corp.

    359        315,627   

Japan Logistics Fund, Inc.

    92        192,013   

Japan Prime Realty Investment Corp.

    171        695,791   

Japan Real Estate Investment Corp.

    269        1,553,268   

 

MIST-13


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Real Estate Investment Trusts—(Continued)

  

Japan Rental Housing Investments, Inc.

    150      $ 110,735   

Japan Retail Fund Investment Corp.

    510        1,222,775   

Kenedix Office Investment Corp.

    40        229,550   

Keppel REIT (a)

    201,200        148,499   

Killam Apartment Real Estate Investment Trust

    5,800        52,295   

Kilroy Realty Corp.

    9,934        614,617   

Kimco Realty Corp.

    68,188        1,962,451   

Kite Realty Group Trust

    8,862        245,566   

Kiwi Property Group, Ltd.

    136,500        136,381   

Klepierre

    43,326        2,070,105   

Land Securities Group plc

    160,905        2,534,367   

Lar Espana Real Estate Socimi S.A. (a)

    5,500        52,004   

LaSalle Hotel Properties (a)

    12,150        307,517   

Lexington Realty Trust (a)

    25,450        218,870   

Liberty Property Trust

    15,950        533,687   

Link REIT

    460,100        2,725,194   

LondonMetric Property plc

    63,000        143,304   

LTC Properties, Inc.

    4,050        183,222   

Macerich Co. (The)

    24,877        1,971,253   

Mack-Cali Realty Corp. (a)

    9,557        224,590   

Mapletree Commercial Trust

    141,250        147,774   

Mapletree Industrial Trust

    133,700        158,196   

Mapletree Logistics Trust

    157,450        117,969   

Medical Properties Trust, Inc. (a)

    25,650        332,937   

Mercialys S.A.

    4,450        103,256   

Merlin Properties Socimi S.A.

    34,834        403,858   

Mid-America Apartment Communities, Inc.

    8,126        830,558   

Milestone Apartments Real Estate Investment Trust

    7,550        96,500   

Mirvac Group

    752,371        1,113,099   

Monogram Residential Trust, Inc.

    18,200        179,452   

Mori Hills REIT Investment Corp.

    144        213,000   

Mori Trust Sogo REIT, Inc.

    107        184,877   

National Health Investors, Inc. (a)

    3,800        252,776   

National Retail Properties, Inc.

    15,233        703,765   

New Senior Investment Group, Inc. (a)

    8,600        88,580   

New York REIT, Inc. (a)

    17,600        177,760   

Nippon Accommodations Fund, Inc.

    50        192,543   

Nippon Building Fund, Inc.

    283        1,674,533   

Nippon Prologis REIT, Inc.

    298        666,170   

Nomura Real Estate Master Fund, Inc.

    724        1,079,087   

Northview Apartment Real Estate Investment Trust

    4,800        69,039   

NSI NV

    14,793        70,228   

Omega Healthcare Investors, Inc.

    17,970        634,341   

Orix JREIT, Inc.

    235        364,313   

Paramount Group, Inc.

    15,524        247,608   

Parkway Properties, Inc.

    8,600        134,676   

Pebblebrook Hotel Trust

    7,750        225,293   

Pennsylvania Real Estate Investment Trust

    7,150        156,228   

Physicians Realty Trust

    11,672        216,866   

Piedmont Office Realty Trust, Inc. - Class A

    15,650        317,852   

Post Properties, Inc.

    5,850        349,479   

Premier Investment Corp.

    120        148,200   

Primary Health Properties plc (a)

    45,726        66,977   

Primary Health Properties plc

    4,577        131   

ProLogis, Inc.

    86,920        3,840,126   

PS Business Parks, Inc. (a)

    2,200        221,122   

Public Storage

    24,246        6,687,774   

Real Estate Investment Trusts—(Continued)

  

Pure Industrial Real Estate Trust

    20,400      74,767   

QTS Realty Trust, Inc. - Class A

    4,150        196,627   

Ramco-Gershenson Properties Trust (a)

    8,428        151,957   

Realty Income Corp. (a)

    40,492        2,531,155   

Redefine International plc

    127,650        86,329   

Regency Centers Corp.

    10,550        789,667   

Retail Opportunity Investments Corp. (a)

    10,635        213,976   

Retail Properties of America, Inc. - Class A

    25,500        404,175   

Rexford Industrial Realty, Inc. (a)

    5,800        105,328   

RioCan Real Estate Investment Trust

    34,238        701,236   

RLJ Lodging Trust

    13,550        310,024   

Rouse Properties, Inc.

    3,900        71,682   

Ryman Hospitality Properties, Inc.

    5,236        269,549   

Sabra Health Care REIT, Inc.

    7,000        140,630   

Safestore Holdings plc

    22,300        107,238   

Saul Centers, Inc.

    1,457        77,250   

Scentre Group

    1,063,492        3,610,162   

Segro plc

    151,624        890,747   

Sekisui House SI Residential Investment Corp.

    100        102,720   

Select Income REIT

    7,305        168,380   

Senior Housing Properties Trust

    25,600        457,984   

Shaftesbury plc

    29,950        390,838   

Shopping Centres Australasia Property Group

    79,100        138,479   

Silver Bay Realty Trust Corp. (a)

    3,650        54,203   

Simon Property Group, Inc.

    51,475        10,690,843   

SL Green Realty Corp. (a)

    16,490        1,597,551   

Smart Real Estate Investment Trust

    11,950        312,195   

Sovran Self Storage, Inc.

    4,218        497,513   

Spirit Realty Capital, Inc.

    45,362        510,322   

STAG Industrial, Inc. (a)

    7,335        149,341   

Stockland

    482,661        1,578,449   

STORE Capital Corp. (a)

    11,238        290,839   

Summit Hotel Properties, Inc.

    8,950        107,132   

Sun Communities, Inc. (a)

    6,046        432,954   

Sunstone Hotel Investors, Inc.

    22,506        315,084   

Suntec Real Estate Investment Trust (a)

    489,800        608,478   

Tanger Factory Outlet Centers, Inc.

    10,350        376,637   

Target Healthcare REIT, Ltd.

    18,550        29,577   

Taubman Centers, Inc.

    6,500        462,995   

Terreno Realty Corp.

    4,550        106,698   

Tier REIT, Inc. (a)

    5,100        68,544   

Tokyu REIT, Inc. (a)

    102        139,887   

Top REIT, Inc.

    19        75,029   

Tritax Big Box REIT plc

    90,500        174,806   

UDR, Inc.

    43,690        1,683,376   

Unibail-Rodamco SE (Paris Exchange) (a)

    20,113        5,518,557   

United Urban Investment Corp.

    533        860,653   

Universal Health Realty Income Trust (a)

    1,450        81,563   

Urban Edge Properties (a)

    9,600        248,064   

Urstadt Biddle Properties, Inc. - Class A

    2,850        59,708   

Vastned Retail NV

    2,057        92,034   

Ventas, Inc.

    55,540        3,496,798   

VEREIT, Inc.

    97,600        865,712   

Vicinity Centres

    678,350        1,657,578   

Vornado Realty Trust

    28,580        2,698,809   

Warehouses De Pauw SCA

    1,521        144,564   

Washington Real Estate Investment Trust (a)

    7,344        214,518   

 

MIST-14


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Real Estate Investment Trusts—(Continued)

  

Weingarten Realty Investors

    12,008      $ 450,540   

Welltower, Inc.

    58,745        4,073,378   

Wereldhave Belgium NV (b)

    250        32,382   

Wereldhave NV

    4,350        243,123   

Westfield Corp.

    398,307        3,046,732   

Weyerhaeuser Co.

    45,792        1,418,636   

Winthrop Realty Trust (b)

    3,450        45,299   

Workspace Group plc

    12,500        140,185   

WP Carey, Inc. (a)

    9,501        591,342   

WP Glimcher, Inc.

    19,850        188,377   

Xenia Hotels & Resorts, Inc. (a)

    12,000        187,440   
   

 

 

 
      170,574,333   
   

 

 

 

Real Estate Management & Development—1.0%

  

ADLER Real Estate AG (b)

    2,600        33,897   

ADO Properties S.A. (144A) (b)

    2,498        85,495   

Aeon Mall Co., Ltd.

    23,597        348,638   

Allreal Holding AG (a) (b)

    1,050        151,984   

Azrieli Group, Ltd

    7,410        290,662   

BUWOG AG (b)

    7,750        166,446   

CA Immobilien Anlagen AG (b)

    7,732        151,949   

Capital & Counties Properties plc (a)

    78,350        369,495   

CapitaLand, Ltd.

    520,250        1,184,480   

Castellum AB (a)

    17,700        280,595   

CBRE Group, Inc. - Class A (b)

    16,715        481,726   

Cheung Kong Property Holdings, Ltd.

    563,996        3,630,542   

City Developments, Ltd.

    38,700        234,477   

Citycon Oyj

    42,250        106,577   

Conwert Immobilien Invest SE (b)

    7,400        118,641   

D Carnegie & Co. AB (b)

    3,800        36,383   

Daejan Holdings plc

    550        45,648   

Daito Trust Construction Co., Ltd.

    6,944        984,313   

Daiwa House Industry Co., Ltd.

    57,810        1,620,947   

Deutsche Euroshop AG

    4,950        232,449   

Deutsche Wohnen AG

    68,799        2,138,869   

DIC Asset AG

    3,650        34,089   

Dios Fastigheter AB

    5,032        36,912   

Entra ASA (144A)

    6,718        63,184   

Fabege AB

    14,300        240,727   

Fastighets AB Balder - B Shares (b)

    9,900        251,080   

First Capital Realty, Inc. (a)

    9,700        154,005   

Fonciere de Paris SIIC

    250        41,167   

Global Logistic Properties, Ltd.

    301,668        430,620   

Grainger plc

    44,300        143,975   

Grand City Properties S.A.

    10,950        251,639   

Hang Lung Properties, Ltd.

    456,100        872,447   

Helical Bar plc

    10,350        57,255   

Hemfosa Fastigheter AB

    8,474        93,103   

Henderson Land Development Co., Ltd.

    221,686        1,359,744   

Hispania Activos Inmobiliarios S.A. (b)

    7,300        103,552   

Hongkong Land Holdings, Ltd.

    182,650        1,093,712   

Hufvudstaden AB - A Shares

    11,950        189,303   

Hulic Co., Ltd.

    66,843        636,961   

Hysan Development Co., Ltd.

    127,000        541,229   

Inmobiliaria Colonial S.A. (b)

    225,159        166,241   

Kennedy Wilson Europe Real Estate plc

    12,700        213,125   

Real Estate Management & Development—(Continued)

  

Kerry Properties, Ltd.

    131,900      363,940   

Klovern AB - B Shares

    40,400        45,709   

Kungsleden AB

    19,620        138,555   

LEG Immobilien AG (b)

    6,800        638,678   

Lend Lease Group

    53,125        562,826   

Mitsubishi Estate Co., Ltd.

    256,594        4,753,169   

Mitsui Fudosan Co., Ltd.

    192,968        4,798,176   

Mobimo Holding AG (b)

    650        158,331   

New World Development Co., Ltd.

    1,117,925        1,067,032   

Nomura Real Estate Holdings, Inc. (a)

    24,909        458,974   

Norwegian Property ASA (b)

    26,600        27,716   

NTT Urban Development Corp.

    22,800        222,435   

PSP Swiss Property AG (b)

    4,259        409,529   

Sino Land Co., Ltd.

    618,300        982,623   

Sponda Oyj

    25,948        109,166   

Sumitomo Realty & Development Co., Ltd.

    81,095        2,364,820   

Sun Hung Kai Properties, Ltd.

    346,678        4,236,697   

Swire Pacific, Ltd. - Class A

    56,400        607,074   

Swire Properties, Ltd.

    238,000        645,767   

Swiss Prime Site AG (b)

    13,201        1,163,671   

TAG Immobilien AG (a)

    12,700        171,188   

Technopolis Oyj

    10,250        43,725   

TLG Immobilien AG

    5,942        129,119   

Tokyo Tatemono Co., Ltd.

    40,800        507,983   

Tokyu Fudosan Holdings Corp.

    48,735        329,628   

UNITE Group plc (The)

    23,900        217,837   

UOL Group, Ltd.

    96,000        427,153   

Vonovia SE

    95,105        3,421,847   

Wallenstam AB - B Shares

    21,300        184,082   

Wharf Holdings, Ltd. (The)

    277,550        1,517,567   

Wheelock & Co., Ltd.

    87,800        392,345   

Wihlborgs Fastigheter AB

    7,150        151,746   
   

 

 

 
      50,917,391   
   

 

 

 

Road & Rail—0.5%

   

Asciano, Ltd.

    94,107        646,178   

Aurizon Holdings, Ltd.

    203,071        613,464   

Central Japan Railway Co.

    13,881        2,453,829   

ComfortDelGro Corp., Ltd.

    206,700        447,683   

CSX Corp.

    56,970        1,466,978   

DSV A/S

    18,530        768,032   

East Japan Railway Co.

    32,126        2,766,079   

Hankyu Hanshin Holdings, Inc.

    110,000        700,395   

J.B. Hunt Transport Services, Inc.

    5,296        446,135   

Kansas City Southern

    6,390        546,026   

Keikyu Corp.

    44,373        389,664   

Keio Corp.

    55,672        487,837   

Keisei Electric Railway Co., Ltd.

    26,811        376,933   

Kintetsu Group Holdings Co., Ltd. (a)

    173,710        702,572   

MTR Corp., Ltd.

    140,700        693,993   

Nagoya Railroad Co., Ltd. (a)

    84,000        392,071   

Nippon Express Co., Ltd.

    79,307        360,610   

Norfolk Southern Corp.

    17,440        1,451,880   

Odakyu Electric Railway Co., Ltd. (a)

    59,552        647,916   

Ryder System, Inc.

    3,100        200,818   

Tobu Railway Co., Ltd.

    98,045        487,888   

 

MIST-15


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Road & Rail—(Continued)

   

Tokyu Corp.

    107,569      $ 899,336   

Union Pacific Corp.

    50,290        4,000,569   

West Japan Railway Co.

    15,852        976,668   
   

 

 

 
      22,923,554   
   

 

 

 

Semiconductors & Semiconductor Equipment—0.8%

  

Analog Devices, Inc.

    18,140        1,073,707   

Applied Materials, Inc.

    69,560        1,473,281   

ARM Holdings plc

    135,188        1,971,644   

ASM Pacific Technology, Ltd.

    23,200        181,314   

ASML Holding NV

    33,370        3,378,558   

Broadcom, Ltd.

    22,895        3,537,277   

First Solar, Inc. (b)

    4,370        299,214   

Infineon Technologies AG

    108,809        1,547,596   

Intel Corp. (e)

    275,570        8,914,689   

KLA - Tencor Corp.

    9,070        660,387   

Lam Research Corp.

    9,147        755,542   

Linear Technology Corp.

    13,880        618,493   

Microchip Technology, Inc. (a)

    12,230        589,486   

Micron Technology, Inc. (b)

    62,370        653,014   

NVIDIA Corp. (a)

    29,670        1,057,142   

NXP Semiconductors NV (b)

    11,511        933,197   

Qorvo, Inc. (a) (b)

    8,623        434,685   

QUALCOMM, Inc.

    91,105        4,659,110   

Rohm Co., Ltd.

    9,278        389,548   

Skyworks Solutions, Inc.

    11,071        862,431   

STMicroelectronics NV

    60,812        336,451   

Texas Instruments, Inc.

    59,430        3,412,471   

Tokyo Electron, Ltd.

    16,525        1,076,556   

Xilinx, Inc.

    14,980        710,501   
   

 

 

 
      39,526,294   
   

 

 

 

Software—1.2%

   

Activision Blizzard, Inc.

    29,069        983,695   

Adobe Systems, Inc. (b)

    28,820        2,703,316   

Autodesk, Inc. (b)

    13,115        764,736   

CA, Inc.

    18,145        558,684   

Check Point Software Technologies, Ltd. (a) (b)

    13,060        1,142,358   

Citrix Systems, Inc. (b)

    9,270        728,437   

Dassault Systemes S.A.

    12,337        976,636   

Electronic Arts, Inc. (a) (b)

    18,080        1,195,269   

Gemalto NV

    7,706        567,955   

GungHo Online Entertainment, Inc. (a)

    40,732        114,386   

Intuit, Inc.

    16,095        1,674,041   

Konami Holdings Corp. (a)

    9,003        265,884   

Microsoft Corp. (e)

    463,655        25,607,666   

Mobileye NV (b)

    7,822        291,682   

Nexon Co., Ltd.

    12,484        212,098   

NICE Systems, Ltd.

    5,484        359,271   

Nintendo Co., Ltd.

    10,287        1,457,645   

Oracle Corp. (e)

    188,510        7,711,944   

Oracle Corp. Japan

    3,733        209,245   

Red Hat, Inc. (b)

    10,635        792,414   

Sage Group plc (The)

    103,456        931,385   

Salesforce.com, Inc. (b)

    35,960        2,654,927   

SAP SE

    94,604        7,653,669   

Software—(Continued)

   

Symantec Corp. (a)

    39,600      727,848   

Trend Micro, Inc.

    10,124        369,675   
   

 

 

 
      60,654,866   
   

 

 

 

Specialty Retail—0.8%

   

ABC-Mart, Inc.

    2,700        172,692   

Advance Auto Parts, Inc.

    4,320        692,669   

AutoNation, Inc. (a) (b)

    4,505        210,293   

AutoZone, Inc. (a) (b)

    1,835        1,461,926   

Bed Bath & Beyond, Inc. (a) (b)

    9,775        485,231   

Best Buy Co., Inc.

    17,745        575,648   

CarMax, Inc. (a) (b)

    12,050        615,755   

Dixons Carphone plc

    93,749        571,462   

Dufry AG (b)

    3,890        478,589   

Fast Retailing Co., Ltd.

    5,179        1,656,585   

GameStop Corp. - Class A (a)

    6,145        194,981   

Gap, Inc. (The) (a)

    13,740        403,956   

Hennes & Mauritz AB - B Shares

    91,392        3,032,375   

Hikari Tsushin, Inc. (a)

    1,900        144,414   

Home Depot, Inc. (The)

    74,470        9,936,532   

Industria de Diseno Textil S.A.

    105,002        3,522,820   

Kingfisher plc

    221,982        1,198,030   

L Brands, Inc. (a)

    14,940        1,311,881   

Lowe’s Cos., Inc.

    53,620        4,061,715   

Nitori Holdings Co., Ltd.

    7,200        659,201   

O’Reilly Automotive, Inc. (b)

    5,765        1,577,650   

Ross Stores, Inc.

    23,980        1,388,442   

Sanrio Co., Ltd. (a)

    4,726        92,146   

Shimamura Co., Ltd.

    2,200        273,625   

Signet Jewelers, Ltd.

    4,625        573,639   

Sports Direct International plc (b)

    25,741        139,438   

Staples, Inc.

    37,285        411,254   

Tiffany & Co. (a)

    6,520        478,438   

TJX Cos., Inc. (The)

    39,050        3,059,567   

Tractor Supply Co.

    7,835        708,754   

Urban Outfitters, Inc. (b)

    5,450        180,341   

USS Co., Ltd.

    21,110        336,510   

Yamada Denki Co., Ltd. (a)

    65,120        307,362   
   

 

 

 
      40,913,921   
   

 

 

 

Technology Hardware, Storage & Peripherals—1.0%

  

Apple, Inc. (e)

    327,260        35,668,067   

Brother Industries, Ltd.

    22,646        260,229   

Canon, Inc.

    102,733        3,061,102   

EMC Corp.

    111,510        2,971,742   

FUJIFILM Holdings Corp.

    44,653        1,761,416   

Hewlett Packard Enterprise Co.

    104,710        1,856,508   

HP, Inc.

    104,710        1,290,027   

Konica Minolta, Inc.

    43,253        367,216   

NEC Corp.

    250,087        628,510   

NetApp, Inc.

    17,370        474,027   

Ricoh Co., Ltd. (a)

    67,478        686,795   

SanDisk Corp.

    11,855        901,928   

Seagate Technology plc (a)

    17,460        601,497   

 

MIST-16


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description  

    
Shares

    Value  

Technology Hardware, Storage & Peripherals—(Continued)

  

Seiko Epson Corp. (a)

    26,900      $ 433,127   

Western Digital Corp. (a)

    13,395        632,780   
   

 

 

 
      51,594,971   
   

 

 

 

Textiles, Apparel & Luxury Goods—0.6%

  

adidas AG

    20,135        2,359,795   

Asics Corp.

    15,878        281,974   

Burberry Group plc

    42,907        840,455   

Christian Dior SE

    5,247        950,675   

Cie Financiere Richemont S.A.

    50,248        3,311,832   

Coach, Inc.

    15,950        639,435   

Hanesbrands, Inc.

    23,322        660,945   

Hermes International

    2,547        895,992   

Hugo Boss AG

    6,453        423,033   

Kering

    7,310        1,303,421   

Li & Fung, Ltd.

    566,300        335,943   

Luxottica Group S.p.A.

    16,344        901,970   

LVMH Moet Hennessy Louis Vuitton SE (a)

    26,896        4,600,260   

Michael Kors Holdings, Ltd. (b)

    11,197        637,781   

NIKE, Inc. - Class B

    78,580        4,830,313   

Pandora A/S

    10,595        1,381,622   

PVH Corp.

    4,808        476,280   

Ralph Lauren Corp. (a)

    3,495        336,429   

Swatch Group AG (The)

    4,799        322,165   

Swatch Group AG (The) - Bearer Shares (a)

    2,976        1,027,855   

Under Armour, Inc. - Class A (a) (b)

    10,472        888,340   

VF Corp.

    19,700        1,275,772   

Yue Yuen Industrial Holdings, Ltd.

    71,100        244,709   
   

 

 

 
      28,926,996   
   

 

 

 

Tobacco—0.8%

   

Altria Group, Inc.

    113,625        7,119,742   

British American Tobacco plc

    179,446        10,508,804   

Imperial Brands plc

    92,129        5,100,294   

Japan Tobacco, Inc.

    105,885        4,402,063   

Philip Morris International, Inc. (e)

    89,805        8,810,769   

Reynolds American, Inc.

    48,064        2,418,100   

Swedish Match AB

    18,915        640,482   
   

 

 

 
      39,000,254   
   

 

 

 

Trading Companies & Distributors—0.3%

  

AerCap Holdings NV (a) (b)

    8,551        331,437   

Ashtead Group plc

    48,564        598,725   

Brenntag AG

    14,907        849,862   

Bunzl plc

    32,326        935,950   

Fastenal Co. (a)

    16,750        820,750   

ITOCHU Corp.

    152,010        1,870,863   

Marubeni Corp. (a)

    158,709        803,410   

Mitsubishi Corp.

    130,085        2,201,618   

Mitsui & Co., Ltd. (a)

    164,305        1,889,641   

Noble Group, Ltd. (a) (b)

    454,000        148,031   

Rexel S.A.

    29,055        413,970   

Sumitomo Corp. (a)

    108,313        1,075,774   

Trading Companies & Distributors—(Continued)

  

Toyota Tsusho Corp.

    20,426      461,250   

Travis Perkins plc

    24,005        627,633   

United Rentals, Inc. (a) (b)

    5,500        342,045   

Wolseley plc

    24,979        1,406,547   

WW Grainger, Inc. (a)

    3,520        821,674   
   

 

 

 
      15,599,180   
   

 

 

 

Transportation Infrastructure—0.2%

  

Abertis Infraestructuras S.A. (a)

    49,936        817,506   

Aena S.A. (144A) (b)

    6,513        837,775   

Aeroports de Paris

    2,878        355,715   

Atlantia S.p.A.

    39,865        1,105,345   

Auckland International Airport, Ltd.

    91,033        404,643   

Fraport AG Frankfurt Airport Services Worldwide

    4,010        242,315   

Groupe Eurotunnel SE

    45,105        505,381   

Hutchison Port Holdings Trust - Class U

    541,202        270,533   

Japan Airport Terminal Co., Ltd. (a)

    4,100        145,184   

Kamigumi Co., Ltd.

    21,677        203,510   

Mitsubishi Logistics Corp. (a)

    11,300        148,315   

Sydney Airport

    105,157        538,320   

Transurban Group

    194,973        1,694,344   
   

 

 

 
      7,268,886   
   

 

 

 

Water Utilities—0.1%

  

American Water Works Co., Inc.

    10,076        694,539   

Severn Trent plc

    22,794        709,587   

United Utilities Group plc

    65,449        865,553   
   

 

 

 
      2,269,679   
   

 

 

 

Wireless Telecommunication Services—0.4%

  

KDDI Corp.

    168,365        4,487,480   

Millicom International Cellular S.A.

    6,058        330,249   

NTT DoCoMo, Inc.

    137,652        3,115,528   

SoftBank Group Corp.

    92,532        4,393,810   

StarHub, Ltd. (a)

    58,000        144,119   

Tele2 AB - B Shares

    30,588        282,249   

Vodafone Group plc

    2,555,433        8,145,148   
   

 

 

 
      20,898,583   
   

 

 

 

Total Common Stocks
(Cost $1,898,365,353)

      2,333,456,097   
   

 

 

 
U.S. Treasury & Government Agencies—21.6%   

Federal Agencies—1.4%

   

Federal Home Loan Bank
4.750%, 12/16/16

    1,785,000        1,836,997   

Federal Home Loan Mortgage Corp.
2.000%, 08/25/16

    3,900,000        3,923,115   

2.375%, 01/13/22

    8,925,000        9,356,756   

6.250%, 07/15/32

    2,480,000        3,626,241   

 

MIST-17


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Federal Agencies—(Continued)

   

Federal National Mortgage Association
0.875%, 02/08/18

    20,645,000      $ 20,692,401   

1.250%, 01/30/17 (a)

    14,970,000        15,040,239   

2.375%, 04/11/16

    966,000        966,584   

5.250%, 09/15/16

    5,445,000        5,563,745   

5.375%, 06/12/17

    756,000        798,363   

6.625%, 11/15/30

    1,650,000        2,452,136   

7.250%, 05/15/30

    1,941,000        3,011,755   
   

 

 

 
      67,268,332   
   

 

 

 

U.S. Treasury—20.2%

  

U.S. Treasury Bonds
2.500%, 02/15/45

    5,830,000        5,684,705   

2.750%, 08/15/42

    8,785,000        9,071,198   

2.875%, 05/15/43

    5,779,000        6,089,396   

2.875%, 08/15/45

    13,935,000        14,657,878   

3.000%, 05/15/45

    1,395,000        1,504,475   

3.125%, 11/15/41

    15,840,000        17,621,382   

3.125%, 02/15/42

    5,645,000        6,278,075   

3.125%, 02/15/43

    8,925,000        9,884,786   

3.625%, 08/15/43

    20,086,000        24,395,070   

3.750%, 08/15/41

    8,025,000        9,892,690   

4.250%, 05/15/39

    1,235,000        1,634,397   

4.375%, 05/15/40

    6,650,000        8,947,628   

4.375%, 05/15/41

    7,495,000        10,120,004   

4.750%, 02/15/41

    1,780,000        2,528,296   

6.000%, 02/15/26

    14,292,000        19,772,096   

6.250%, 08/15/23

    4,620,000        6,132,509   

6.250%, 05/15/30

    1,815,000        2,768,655   

6.875%, 08/15/25 (a)

    2,640,000        3,812,221   

8.875%, 02/15/19

    2,158,000        2,651,811   

U.S. Treasury Inflation Indexed Notes
0.125%, 04/15/19 (g)

    7,650,464        7,815,530   

0.125%, 04/15/20 (g)

    21,556,824        22,008,741   

0.125%, 01/15/22 (g)

    9,396,136        9,534,757   

0.125%, 07/15/22 (g)

    17,309,084        17,609,293   

0.125%, 01/15/23 (g)

    6,915,546        6,972,275   

0.625%, 07/15/21 (g)

    16,733,671        17,563,159   

1.125%, 01/15/21 (g)

    11,660,338        12,460,925   

1.250%, 07/15/20 (g)

    13,304,880        14,302,400   

1.375%, 01/15/20 (g)

    8,085,011        8,655,280   

1.875%, 07/15/19 (g)

    3,744,630        4,070,772   

U.S. Treasury Notes
0.625%, 11/30/17

    19,755,000        19,723,353   

0.750%, 12/31/17

    8,888,000        8,891,129   

0.750%, 03/31/18

    30,165,000        30,162,647   

0.875%, 11/30/16

    2,003,000        2,007,773   

0.875%, 01/31/18 (h)

    63,035,000        63,197,504   

1.250%, 11/30/18

    16,530,000        16,714,029   

1.250%, 01/31/19

    6,545,000        6,617,866   

1.250%, 04/30/19

    8,909,000        9,004,701   

1.375%, 06/30/18

    21,010,000        21,289,034   

1.375%, 03/31/20

    9,890,000        9,997,396   

1.375%, 08/31/20

    17,945,000        18,114,634   

U.S. Treasury—(Continued)

  

U.S. Treasury Notes

   

1.375%, 10/31/20

    17,900,000      $ 18,043,343   

1.500%, 08/31/18

    39,415,000        40,081,665   

1.500%, 01/31/19

    5,070,000        5,161,696   

1.500%, 11/30/19 (i)

    29,340,000        29,832,824   

1.500%, 05/31/20

    9,830,000        9,977,833   

1.625%, 06/30/20

    13,695,000        13,966,764   

1.625%, 07/31/20

    7,875,000        8,030,964   

1.625%, 11/15/22

    16,550,000        16,674,125   

1.750%, 05/15/23 (i)

    47,565,000        48,219,019   

1.875%, 10/31/17

    13,345,000        13,584,796   

2.000%, 11/15/21

    17,230,000        17,819,593   

2.000%, 02/15/22

    9,370,000        9,690,267   

2.000%, 02/15/23

    9,615,000        9,906,450   

2.000%, 02/15/25

    10,410,000        10,632,430   

2.000%, 08/15/25

    17,740,000        18,080,945   

2.125%, 08/15/21

    11,970,000        12,467,030   

2.125%, 05/15/25

    13,955,000        14,386,182   

2.250%, 11/30/17

    16,220,000        16,624,867   

2.250%, 11/15/24

    6,890,000        7,183,362   

2.625%, 01/31/18

    18,655,000        19,294,083   

2.625%, 08/15/20

    21,945,000        23,319,986   

2.625%, 11/15/20

    28,794,000        30,625,126   

2.750%, 02/15/19

    33,793,000        35,610,692   

2.750%, 11/15/23

    9,125,000        9,883,516   

3.125%, 10/31/16

    6,730,000        6,832,525   

3.500%, 05/15/20

    9,995,000        10,948,823   

3.625%, 02/15/20

    29,095,000        31,936,301   

3.625%, 02/15/21

    36,410,000        40,524,621   
   

 

 

 
      1,019,500,298   
   

 

 

 

Total U.S. Treasury & Government Agencies (Cost $1,048,495,049)

      1,086,768,630   
   

 

 

 
Mutual Funds—5.3%                

Investment Company Securities—5.3%

  

F&C Commercial Property Trust, Ltd. (a)

    56,900        106,517   

F&C UK Real Estate Investment, Ltd.

    25,750        36,236   

iShares Core MSCI Emerging Markets ETF (a)

    914,310        38,053,582   

iShares iBoxx $ High Yield Corporate Bond ETF

    926,460        75,682,517   

MedicX Fund, Ltd. (a)

    40,133        50,422   

Picton Property Income, Ltd.

    58,250        58,341   

Schroder Real Estate Investment Trust, Ltd.

    55,900        48,727   

Standard Life Investment Property Income Trust, Ltd.

    41,040        50,829   

UK Commercial Property Trust, Ltd.

    71,450        85,518   

Vanguard Mid-Cap ETF

    161,965        19,635,017   

Vanguard REIT ETF (a)

    1,265,991        106,090,046   

Vanguard Small-Cap ETF

    244,982        27,320,393   
   

 

 

 

Total Mutual Funds
(Cost $249,253,645)

      267,218,145   
   

 

 

 

 

MIST-18


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Foreign Government—4.8%

 

Security Description   Principal
Amount*
    Value  

Sovereign—4.8%

   

Australia Government Bonds
2.750%, 04/21/24 (AUD)

    2,155,000      $ 1,696,855   

3.750%, 04/21/37 (AUD)

    530,000        447,199   

5.250%, 03/15/19 (AUD)

    510,000        428,227   

5.750%, 05/15/21 (AUD)

    2,345,000        2,114,485   

6.000%, 02/15/17 (AUD)

    230,000        182,377   

Austria Government Bonds
3.150%, 06/20/44 (144A) (EUR)

    275,000        460,240   

3.400%, 11/22/22 (144A) (EUR)

    1,740,000        2,431,373   

4.150%, 03/15/37 (144A) (EUR)

    380,000        684,537   

Belgium Government Bonds
2.600%, 06/22/24 (144A) (EUR)

    905,000        1,230,816   

3.750%, 09/28/20 (144A) (EUR)

    335,000        450,460   

4.250%, 09/28/21 (144A) (EUR)

    900,000        1,274,300   

4.250%, 03/28/41 (144A) (EUR)

    575,000        1,070,969   

5.000%, 03/28/35 (144A) (EUR)

    355,000        676,624   

5.500%, 09/28/17 (144A) (EUR)

    900,000        1,115,055   

5.500%, 03/28/28 (EUR)

    815,000        1,445,144   

Bundesobligation
0.250%, 04/13/18 (EUR)

    390,000        450,429   

Bundesrepublik Deutschland
1.500%, 05/15/23 (EUR)

    885,000        1,128,323   

1.500%, 05/15/24 (EUR)

    1,965,000        2,523,052   

2.000%, 01/04/22 (EUR)

    1,505,000        1,940,286   

2.000%, 08/15/23 (EUR)

    1,170,000        1,544,250   

2.500%, 01/04/21 (EUR)

    2,715,000        3,514,413   

2.500%, 07/04/44 (EUR)

    625,000        1,013,998   

3.250%, 07/04/42 (EUR)

    135,000        243,745   

3.750%, 01/04/17 (EUR)

    3,345,000        3,928,643   

4.250%, 07/04/39 (EUR)

    920,000        1,830,718   

5.500%, 01/04/31 (EUR)

    1,505,000        2,941,492   

Canadian Government Bonds
2.750%, 06/01/22 (CAD)

    1,870,000        1,602,059   

3.500%, 06/01/20 (CAD)

    420,000        361,616   

3.500%, 12/01/45 (CAD)

    225,000        230,847   

4.000%, 06/01/16 (CAD)

    695,000        538,068   

4.000%, 06/01/41 (CAD)

    975,000        1,041,942   

5.750%, 06/01/29 (CAD)

    385,000        441,119   

5.750%, 06/01/33 (CAD)

    245,000        296,203   

Denmark Government Bonds
1.500%, 11/15/23 (DKK)

    5,745,000        965,121   

4.000%, 11/15/19 (DKK)

    3,690,000        650,220   

4.500%, 11/15/39 (DKK)

    1,645,000        438,394   

Finland Government Bonds
3.500%, 04/15/21 (144A) (EUR)

    1,500,000        2,024,836   

France Government Bond OAT
0.500%, 05/25/25 (EUR)

    550,000        635,339   

1.000%, 11/25/25 (EUR)

    640,000        768,488   

1.750%, 05/25/23 (EUR)

    545,000        694,884   

2.250%, 10/25/22 (EUR)

    1,270,000        1,659,145   

2.250%, 05/25/24 (EUR)

    3,550,000        4,715,562   

3.250%, 05/25/45 (EUR)

    620,000        1,019,947   

3.750%, 04/25/21 (EUR)

    4,445,000        6,066,452   

4.500%, 04/25/41 (EUR)

    1,585,000        3,054,406   

5.500%, 04/25/29 (EUR)

    1,565,000        2,842,178   

5.750%, 10/25/32 (EUR)

    535,000        1,058,504   

Sovereign—(Continued)

   

French Treasury Note BTAN
1.750%, 02/25/17 (EUR)

    6,675,000      7,744,292   

Ireland Government Bonds
2.000%, 02/18/45 (EUR)

    190,000        231,900   

4.500%, 04/18/20 (EUR)

    415,000        558,953   

5.400%, 03/13/25 (EUR)

    840,000        1,347,881   

Italy Buoni Poliennali Del Tesoro
3.250%, 09/01/46 (144A) (EUR)

    280,000        380,114   

3.750%, 04/15/16 (EUR)

    2,145,000        2,443,636   

3.750%, 03/01/21 (EUR)

    5,105,000        6,769,261   

3.750%, 09/01/24 (EUR)

    2,270,000        3,139,170   

5.000%, 08/01/39 (EUR)

    1,800,000        3,101,009   

5.250%, 08/01/17 (EUR)

    5,495,000        6,691,328   

5.250%, 11/01/29 (EUR)

    3,580,000        5,858,361   

5.500%, 11/01/22 (EUR)

    1,215,000        1,807,949   

Japan Government Five Year Bonds 0.100%, 12/20/19 (JPY)

    139,400,000        1,253,107   

0.300%, 09/20/18 (JPY)

    1,331,600,000        11,985,761   

Japan Government Forty Year Bonds 1.700%, 03/20/54 (JPY)

    25,750,000        312,626   

Japan Government Ten Year Bonds 0.500%, 12/20/24 (JPY)

    555,750,000        5,206,061   

0.800%, 09/20/22 (JPY)

    78,700,000        744,722   

0.800%, 12/20/22 (JPY)

    85,450,000        810,251   

0.800%, 09/20/23 (JPY)

    252,300,000        2,406,069   

1.700%, 03/20/17 (JPY)

    453,750,000        4,102,195   

Japan Government Thirty Year Bonds
1.800%, 09/20/43 (JPY)

    480,350,000        5,639,572   

1.900%, 09/20/42 (JPY)

    268,850,000        3,192,255   

2.300%, 03/20/40 (JPY)

    363,450,000        4,522,675   

Japan Government Twenty Year Bonds
1.300%, 06/20/35 (JPY)

    100,800,000        1,042,473   

1.400%, 12/20/22 (JPY)

    876,300,000        8,624,405   

1.500%, 03/20/33 (JPY)

    90,500,000        966,170   

1.700%, 12/20/31 (JPY)

    561,250,000        6,135,376   

1.700%, 09/20/32 (JPY)

    182,400,000        2,000,363   

1.700%, 09/20/33 (JPY)

    470,300,000        5,168,056   

2.100%, 06/20/29 (JPY)

    555,050,000        6,235,972   

2.100%, 12/20/29 (JPY)

    75,500,000        853,050   

2.500%, 12/21/20 (JPY)

    808,300,000        8,098,010   

Mexican Bonos
6.500%, 06/10/21 (MXN)

    21,375,000        1,299,259   

7.250%, 12/15/16 (MXN)

    12,170,000        719,988   

7.750%, 11/13/42 (MXN)

    3,375,000        219,962   

10.000%, 11/20/36 (MXN)

    8,160,000        652,134   

Netherlands Government Bonds
2.250%, 07/15/22 (144A) (EUR)

    1,380,000        1,807,084   

3.750%, 01/15/42 (144A) (EUR)

    645,000        1,222,207   

4.500%, 07/15/17 (144A) (EUR)

    1,240,000        1,501,380   

5.500%, 01/15/28 (EUR)

    1,250,000        2,250,845   

Norway Government Bonds
3.000%, 03/14/24 (144A) (NOK)

    3,240,000        451,071   

Poland Government Bonds
5.500%, 10/25/19 (PLN)

    3,610,000        1,094,659   

5.750%, 04/25/29 (PLN)

    1,105,000        376,408   

 

MIST-19


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Foreign Government—(Continued)

 

Security Description   Principal
Amount*/
Shares
    Value  

Sovereign—(Continued)

   

Singapore Government Bonds
2.250%, 06/01/21 (SGD)

    865,000      $ 666,573   

South Africa Government Bonds
6.500%, 02/28/41 (ZAR)

    6,815,000        319,517   

8.250%, 09/15/17 (ZAR)

    12,430,000        844,141   

10.500%, 12/21/26 (ZAR)

    10,465,000        774,461   

Spain Government Bonds
2.750%, 10/31/24 (144A) (EUR)

    2,425,000        3,091,419   

3.800%, 01/31/17 (144A) (EUR)

    2,725,000        3,199,258   

4.000%, 04/30/20 (144A) (EUR)

    2,190,000        2,864,550   

4.200%, 01/31/37 (144A) (EUR)

    650,000        963,944   

4.400%, 10/31/23 (144A) (EUR)

    445,000        630,095   

4.700%, 07/30/41 (144A) (EUR)

    610,000        978,073   

5.850%, 01/31/22 (144A) (EUR)

    2,230,000        3,298,498   

6.000%, 01/31/29 (EUR)

    995,000        1,679,029   

Sweden Government Bonds
1.500%, 11/13/23 (SEK)

    3,330,000        445,024   

5.000%, 12/01/20 (SEK)

    8,685,000        1,325,796   

Switzerland Government Bonds
4.000%, 02/11/23 (CHF)

    415,000        571,129   

United Kingdom Gilt
1.750%, 01/22/17 (GBP)

    1,495,000        2,170,217   

2.250%, 09/07/23 (GBP)

    2,630,000        4,063,076   

2.750%, 09/07/24 (GBP)

    1,425,000        2,280,007   

3.250%, 01/22/44 (GBP)

    3,105,000        5,339,370   

3.750%, 09/07/20 (GBP)

    1,395,000        2,272,132   

4.250%, 09/07/39 (GBP)

    1,710,000        3,361,344   

4.250%, 12/07/46 (GBP)

    240,000        496,967   

4.500%, 12/07/42 (GBP)

    275,000        572,426   

8.000%, 06/07/21 (GBP)

    1,170,000        2,292,061   
   

 

 

 

Total Foreign Government
(Cost $257,268,009)

      243,340,467   
   

 

 

 
Preferred Stocks—0.1%   

Automobiles—0.1%

   

Bayerische Motoren Werke (BMW) AG

    5,286        422,379   

Porsche Automobil Holding SE

    14,774        761,476   

Volkswagen AG

    17,865        2,272,242   
   

 

 

 
      3,456,097   
   

 

 

 

Chemicals—0.0%

  

FUCHS Petrolub SE

    6,675        297,849   
   

 

 

 

Household Products—0.0%

  

Henkel AG & Co. KGaA

    17,190        1,894,425   
   

 

 

 

Total Preferred Stocks
(Cost $6,296,909)

      5,648,371   
   

 

 

 
Short-Term Investments—26.5%   

Mutual Fund—5.6%

  

State Street Navigator Securities Lending MET Portfolio (j)

    285,250,941        285,250,941   
   

 

 

 

Repurchase Agreement—19.9%

  

Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $1,001,348,858 on 04/01/16, collateralized by $981,720,000 U.S. Treasury Notes with rates ranging from 1.625% - 2.625%, maturity dates ranging from 11/15/20 - 11/30/20, with a value of $1,021,383,475.

    1,001,348,024      1,001,348,024   
   

 

 

 

U.S. Treasury—1.0%

  

U.S. Treasury Bills

   

0.521%, 05/26/16 (k)

    50,000,000        49,960,061   
   

 

 

 

Total Short-Term Investments
(Cost $1,336,559,026)

      1,336,559,026   
   

 

 

 

Total Investments—104.6%
(Cost $4,796,237,991) (l)

      5,272,990,736   

Other assets and liabilities (net)—(4.6)%

      (233,873,589
   

 

 

 
Net Assets—100.0%     $ 5,039,117,147   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $304,869,594 and the collateral received consisted of cash in the amount of $285,250,941 and non-cash collateral with a value of $33,176,096. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Non-income producing security.
(c) Security was valued in good faith under procedures approved by the Board of Trustees. As of March 31, 2016, these securities represent less than 0.05% of net assets.
(d) Illiquid security. As of March 31, 2016, these securities represent less than 0.05% of net assets.
(e) All or a portion of the security was pledged as collateral against open futures contracts. As of March 31, 2016, the market value of securities pledged was $111,447,343.
(f) Affiliated Issuer.
(g) Principal amount of security is adjusted for inflation.
(h) All or a portion of the security was pledged as collateral against open centrally cleared swap contracts. As of March 31, 2016, the market value of securities pledged was $63,162,414.
(i) All or a portion of the security was pledged as collateral against open swap contracts. As of March 31, 2016, the market value of securities pledged was $1,405,538.
(j) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(k) The rate shown represents current yield to maturity.

 

MIST-20


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

 

 

(l) As of March 31, 2016, the aggregate cost of investments was $4,796,237,991. The aggregate unrealized appreciation and depreciation of investments were $672,616,224 and $(195,863,479), respectively, resulting in net unrealized appreciation of $476,752,745.
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $34,961,940, which is 0.7% of net assets.
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.
(AUD)— Australian Dollar
(CAD)— Canadian Dollar
(CHF)— Swiss Franc
(DKK)— Danish Krone
(ETF)— Exchange-Traded Fund
(EUR)— Euro
(GBP)— British Pound
(JPY)— Japanese Yen
(MXN)— Mexican Peso
(NOK)— Norwegian Krone
(PLN)— Polish Zloty
(SEK)— Swedish Krona
(SGD)— Singapore Dollar
(ZAR)— South African Rand

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
AUD     34,410,000      

BNP Paribas S.A.

       06/17/16         $ 25,558,661         $ 729,223   
CHF     4,733,679      

JPMorgan Chase Bank N.A.

       06/17/16           4,821,319           117,788   
EUR     1,464,798      

State Street Bank and Trust

       05/13/16           1,648,479           20,259   
EUR     681,620      

UBS AG

       05/13/16           761,635           14,885   
EUR     28,181,180      

Credit Suisse International

       06/17/16           31,622,763           517,150   
EUR     9,821,854      

JPMorgan Chase Bank N.A.

       06/17/16           10,674,293           527,280   
EUR     12,639,146      

JPMorgan Chase Bank N.A.

       06/17/16           13,736,098           678,524   
EUR     24,837,058      

Royal Bank of Scotland plc

       06/17/16           27,963,149           362,878   
EUR     28,522,942      

Royal Bank of Scotland plc

       06/17/16           32,112,954           416,731   
EUR     20,021,000      

UBS AG

       06/17/16           22,839,283           (5,846
GBP     300,690      

Royal Bank of Scotland plc

       05/12/16           430,935           979   
GBP     26,169,391      

BNP Paribas S.A.

       06/17/16           37,353,061           241,531   
GBP     24,660,000      

Citibank N.A.

       06/17/16           35,181,510           244,712   
GBP     15,169,000      

JPMorgan Chase Bank N.A.

       06/17/16           21,802,252           (10,672
GBP     18,947,318      

UBS AG

       06/17/16           27,328,247           (108,787
JPY     148,014,132      

UBS AG

       05/20/16           1,318,776           (1,959
JPY     2,124,004,572      

Barclays Bank plc

       06/17/16           18,570,288           342,143   
JPY     1,911,092,445      

UBS AG

       06/17/16           16,836,039           180,593   

Contracts to Deliver

                                 
AUD     6,287,984      

BNP Paribas S.A.

       06/10/16         $ 4,657,560         $ (147,731
AUD     50,485,586      

Barclays Bank plc

       06/17/16           37,410,577           (1,158,421
AUD     12,926,000      

Standard Chartered Bank

       06/17/16           9,871,476           (3,478
CAD     5,993,755      

Goldman Sachs International

       04/08/16           4,376,825           (238,300
CHF     528,590      

Standard Chartered Bank

       04/12/16           530,128           (19,789
DKK     13,142,928      

State Street Bank and Trust

       04/06/16           1,971,024           (36,095
EUR     558,647      

Bank of America N.A.

       05/13/16           621,272           (15,154
EUR     106,500,253      

Citibank N.A.

       05/13/16           115,700,917           (5,627,128
EUR     884,145      

Citibank N.A.

       05/13/16           961,065           (46,177
EUR     574,483      

State Street Bank and Trust

       05/13/16           644,745           (9,722
EUR     6,023,911      

Barclays Bank plc

       06/17/16           6,573,593           (296,523
EUR     15,395,765      

HSBC Bank USA

       06/17/16           16,948,366           (610,109
EUR     6,615,235      

HSBC Bank USA

       06/17/16           7,282,355           (262,151
EUR     12,785,415      

JPMorgan Chase Bank N.A.

       06/17/16           14,497,893           (83,545
EUR     9,821,854      

Royal Bank of Scotland plc

       06/17/16           11,019,305           (182,268
EUR     9,737,377      

Royal Bank of Scotland plc

       06/17/16           10,832,832           (272,397
EUR     18,785,565      

UBS AG

       06/17/16           21,025,300           (399,155
GBP     16,616,751      

BNP Paribas S.A.

       05/12/16           23,581,995           (286,444
GBP     70,226,000      

JPMorgan Chase Bank N.A.

       06/17/16           98,818,609           (2,067,111

 

MIST-21


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
GBP     3,921,463      

Standard Chartered Bank

       06/17/16         $ 5,466,419         $ (167,101
GBP     16,395,644      

UBS AG

       06/17/16           23,198,458           (355,302
JPY     96,816,022      

Goldman Sachs International

       05/20/16           869,561           8,231   
JPY     9,012,120,185      

State Street Bank and Trust

       05/20/16           80,947,866           770,995   
JPY     1,350,879,000      

Barclays Bank plc

       06/17/16           12,024,380           (4,033
JPY     1,240,384,224      

Citibank N.A.

       06/17/16           11,018,135           (26,418
JPY     871,650,017      

Citibank N.A.

       06/17/16           7,742,728           (18,564
JPY     1,298,098,557      

Standard Chartered Bank

       06/17/16           11,429,077           (129,372
JPY     3,163,447,000      

UBS AG

       06/17/16           28,145,929           (21,841
MXN     49,797,648      

HSBC Bank USA

       04/14/16           2,734,482           (144,839
NOK     3,389,307      

State Street Bank and Trust

       04/06/16           392,404           (17,192
PLN     5,166,431      

Citibank N.A.

       05/19/16           1,311,510           (72,196
SEK     12,879,191      

Standard Chartered Bank

       04/06/16           1,515,517           (71,045
SGD     861,711      

State Street Bank and Trust

       04/08/16           610,417           (28,898
ZAR     29,850,383      

Royal Bank of Scotland plc

       05/11/16           1,882,652           (124,560
                   

 

 

 

Net Unrealized Depreciation

  

     $ (7,896,421
                   

 

 

 

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
    Notional
Amount
    Unrealized
Appreciation/
(Depreciation)
 

Australian 10 Year Treasury Bond Futures

     06/15/16         423        AUD         54,667,733      $ 556,340   

Canada Government Bond 10 Year Futures

     06/21/16         23        CAD         3,263,756        (14,565

Euro Stoxx 50 Index Futures

     06/17/16         2,314        EUR         69,099,732        (1,452,406

Euro-Bund Futures

     06/08/16         240        EUR         39,132,428        73,249   

FTSE 100 Index Futures

     06/17/16         690        GBP         41,792,382        556,285   

MSCI EAFE Mini Index Futures

     06/17/16         60        USD         4,850,812        25,688   

S&P 500 E-Mini Index Futures

     06/17/16         1,729        USD         172,655,397        4,696,778   

U.S. Treasury Note 10 Year Futures

     06/21/16         1,448        USD         187,580,181        1,225,443   

U.S. Treasury Note 5 Year Futures

     06/30/16         1,317        USD         159,420,736        152,335   

U.S. Treasury Ultra Long Bond Futures

     06/21/16         478        USD         83,135,596        (665,658

United Kingdom Long Gilt Bond Futures

     06/28/16         156        GBP         18,687,095        320,607   

Futures Contracts—Short

                           

Hang Seng Index Futures

     04/28/16         (112     HKD         (115,343,289     (151,587

Japanese Government 10 Year Bond Futures

     06/13/16         (100     JPY         (15,165,274,000     313,421   

SPI 200 Index Futures

     06/16/16         (360     AUD         (45,966,992     285,917   

TOPIX Index Futures

     06/09/16         (412     JPY         (5,555,054,360     29,805   
            

 

 

 

Net Unrealized Appreciation

  

  $ 5,951,652   
            

 

 

 

Swap Agreements

OTC Total Return Swaps

 

Pay/Receive
Floating Rate

  Floating
Rate Index
  Fixed
Rate
  Maturity
Date
 

Counterparty

  Underlying
Reference
Instrument
  Notional
Amount
    Market
Value
    Upfront
Premium
Paid/(Received)
    Unrealized
Appreciation
 

Pay

  3M LIBOR   0.054%   04/20/16   Goldman Sachs International   Russell 2000 Total
Return Index
    USD        80,391,245      $ 8,817,215      $      $ 8,817,215   

Pay

  3M LIBOR   0.714%   04/20/16   Goldman Sachs International   S&P 400 Midcap
Total Return Index
    USD        7,945,317        1,132,423               1,132,423   

Pay

  3M LIBOR   0.134%   04/20/16   Goldman Sachs International   Russell 2000 Total
Return Index
    USD        231,383        25,378               25,378   

 

MIST-22


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Swap Agreements—(Continued)

 

Pay/Receive
Floating Rate

  Floating
Rate Index
  Fixed
Rate
  Maturity
Date
 

Counterparty

  Underlying
Reference
Instrument
  Notional
Amount
    Market
Value
    Upfront
Premium
Paid/(Received)
    Unrealized
Appreciation
 

Pay

  3M LIBOR   0.390%   02/21/17   Citibank N.A.   S&P 400 Midcap
Total Return Index
    USD        121,633,653      $ 14,293,578      $      $ 14,293,578   

Pay

  3M LIBOR   1.000%   03/20/17   Goldman Sachs International   Russell 2000
Total Return Index
    USD        49,701,479        2,271,262               2,271,262   
               

 

 

   

 

 

   

 

 

 

Totals

  

  $ 26,539,856      $      $ 26,539,856   
               

 

 

   

 

 

   

 

 

 

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

   Floating
Rate Index
     Fixed
Rate
    Maturity
Date
     Notional
Amount
     Unrealized
Appreciation
 

Pay

     3M LIBOR         1.750     03/30/26         USD        1,245,340,000       $ 12,157,258   
               

 

 

 

 

(AUD)— Australian Dollar
(CAD)— Canadian Dollar
(CHF)— Swiss Franc
(DKK)— Danish Krone
(EUR)— Euro
(GBP)— British Pound
(HKD)— Hong Kong Dollar
(JPY)— Japanese Yen
(MXN)— Mexican Peso
(NOK)— Norwegian Krone
(PLN)— Polish Zloty
(SEK)— Swedish Krona
(SGD)— Singapore Dollar
(USD)— United States Dollar
(ZAR)— South African Rand
(LIBOR)— London Interbank Offered Rate

 

MIST-23


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Common Stocks            

Aerospace & Defense

   $ 26,513,127       $ 12,577,291       $ —         $ 39,090,418   

Air Freight & Logistics

     7,891,919         4,581,546         —           12,473,465   

Airlines

     7,045,569         2,838,004         —           9,883,573   

Auto Components

     3,729,119         14,965,667         —           18,694,786   

Automobiles

     6,283,940         40,025,946         —           46,309,886   

Banks

     55,078,096         126,801,108         490,885         182,370,089   

Beverages

     25,046,131         32,269,124         —           57,315,255   

Biotechnology

     33,467,637         6,303,720         —           39,771,357   

Building Products

     975,538         8,441,584         —           9,417,122   

Capital Markets

     19,798,665         19,184,972         —           38,983,637   

Chemicals

     22,240,065         40,158,156         —           62,398,221   

Commercial Services & Supplies

     4,730,311         7,339,884         —           12,070,195   

Communications Equipment

     10,610,090         6,068,684         —           16,678,774   

Construction & Engineering

     1,028,063         9,680,109         —           10,708,172   

Construction Materials

     1,442,171         7,111,064         —           8,553,235   

Consumer Finance

     8,138,068         1,277,175         —           9,415,243   

Containers & Packaging

     3,252,953         2,152,694         —           5,405,647   

Distributors

     875,858         332,467         —           1,208,325   

Diversified Consumer Services

     360,765         185,740         —           546,505   

Diversified Financial Services

     22,120,053         14,026,158         —           36,146,211   

Diversified Telecommunication Services

     29,016,846         37,533,450         —           66,550,296   

Electric Utilities

     21,785,243         20,926,323         —           42,711,566   

Electrical Equipment

     5,342,168         15,158,783         —           20,500,951   

Electronic Equipment, Instruments & Components

     4,227,065         13,465,286         —           17,692,351   

Energy Equipment & Services

     10,710,727         1,458,680         —           12,169,407   

Food & Staples Retailing

     25,549,002         20,074,639         —           45,623,641   

Food Products

     18,038,967         38,869,873         —           56,908,840   

Gas Utilities

     451,420         6,521,889         —           6,973,309   

Health Care Equipment & Supplies

     23,438,244         10,915,641         —           34,353,885   

Health Care Providers & Services

     28,780,263         7,761,323         —           36,541,586   

Health Care Technology

     940,570         469,032         —           1,409,602   

Hotels, Restaurants & Leisure

     21,699,718         14,807,054         —           36,506,772   

Household Durables

     4,647,644         12,527,730         —           17,175,374   

Household Products

     21,125,675         9,478,396         —           30,604,071   

Independent Power and Renewable Electricity Producers

     715,659         1,016,915         —           1,732,574   

Industrial Conglomerates

     27,803,463         18,378,363         —           46,181,826   

Insurance

     28,173,498         63,971,435         —           92,144,933   

Internet & Catalog Retail

     20,672,131         1,135,281         —           21,807,412   

Internet Software & Services

     45,066,081         1,993,115         —           47,059,196   

 

MIST-24


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  

IT Services

   $ 39,666,364      $ 7,076,204      $ —         $ 46,742,568   

Leisure Products

     1,181,357        2,428,859        —           3,610,216   

Life Sciences Tools & Services

     6,355,203        1,332,047        —           7,687,250   

Machinery

     13,451,116        27,053,749        —           40,504,865   

Marine

     —          2,600,151        —           2,600,151   

Media

     33,271,601        23,227,533        —           56,499,134   

Metals & Mining

     3,094,539        24,246,978        —           27,341,517   

Multi-Utilities

     12,014,941        13,811,009        404,746         26,230,696   

Multiline Retail

     7,413,792        4,311,639        —           11,725,431   

Oil, Gas & Consumable Fuels

     59,190,567        51,458,715        —           110,649,282   

Paper & Forest Products

     —          2,380,150        —           2,380,150   

Personal Products

     1,237,347        21,437,059        —           22,674,406   

Pharmaceuticals

     56,938,365        103,993,128        —           160,931,493   

Professional Services

     3,191,927        7,530,395        —           10,722,322   

Real Estate Investment Trusts

     112,834,224        57,740,109        —           170,574,333   

Real Estate Management & Development

     635,731        50,281,660        —           50,917,391   

Road & Rail

     8,112,406        14,811,148        —           22,923,554   

Semiconductors & Semiconductor Equipment

     30,644,627        8,881,667        —           39,526,294   

Software

     47,537,017        13,117,849        —           60,654,866   

Specialty Retail

     28,807,261        12,106,660        —           40,913,921   

Technology Hardware, Storage & Peripherals

     44,396,576        7,198,395        —           51,594,971   

Textiles, Apparel & Luxury Goods

     9,745,295        19,181,701        —           28,926,996   

Tobacco

     18,348,611        20,651,643        —           39,000,254   

Trading Companies & Distributors

     2,315,906        13,283,274        —           15,599,180   

Transportation Infrastructure

     —          7,268,886        —           7,268,886   

Water Utilities

     694,539        1,575,140        —           2,269,679   

Wireless Telecommunication Services

     —          20,898,583        —           20,898,583   

Total Common Stocks

     1,139,891,834        1,192,668,632        895,631         2,333,456,097   

Total U.S. Treasury & Government Agencies*

     —          1,086,768,630        —           1,086,768,630   
Mutual Funds          

Investment Company Securities

     266,781,555        436,590        —           267,218,145   

Total Foreign Government*

     —          243,340,467        —           243,340,467   

Total Preferred Stocks*

     —          5,648,371        —           5,648,371   
Short-Term Investments          

Mutual Fund

     285,250,941        —          —           285,250,941   

Repurchase Agreement

     —          1,001,348,024        —           1,001,348,024   

U.S. Treasury

     —          49,960,061        —           49,960,061   

Total Short-Term Investments

     285,250,941        1,051,308,085        —           1,336,559,026   

Total Investments

   $ 1,691,924,330      $ 3,580,170,775      $ 895,631       $ 5,272,990,736   
                                   

Collateral for Securities Loaned (Liability)

   $ —        $ (285,250,941   $ —         $ (285,250,941
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —        $ 5,173,902      $ —         $ 5,173,902   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —          (13,070,323     —           (13,070,323

Total Forward Contracts

   $ —        $ (7,896,421   $ —         $ (7,896,421
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 8,235,868      $ —        $ —         $ 8,235,868   

Futures Contracts (Unrealized Depreciation)

     (2,284,216     —          —           (2,284,216

Total Futures Contracts

   $ 5,951,652      $ —        $ —         $ 5,951,652   
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 12,157,258      $ —         $ 12,157,258   
OTC Swap Contracts          

OTC Swap Contracts at Value (Assets)

   $ —        $ 26,539,856      $ —         $ 26,539,856   

 

* See Consolidated Schedule of Investments for additional detailed categorizations.

Transfers from Level 1 to Level 2 in the amount of $1,239,938 were due to the application of a systematic fair valuation model factor. Transfers from Level 2 to Level 1 in the amount of $1,623,371 were due to the discontinuation of a systematic fair valuation model factor.

 

MIST-25


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

Investments in Securities

   Balance as of
December 31,
2015
     Change in
Unrealized
Appreciation/
(Depreciation)
    Transfers
into
Level 3
     Balance
as of
March 31,
2016
     Change in
Unrealized
Appreciation/
(Depreciation)
from Investments
Still Held at
March 31,
2016
 
Common Stocks              

Banks

   $ 0       $ (170,228   $ 661,113       $ 490,885       $ (170,228

Multi-Utilities

             34,492        370,254         404,746         34,492   
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 
   $ 0       $ (135,736   $ 1,031,367       $ 895,631       $ (135,736
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Common Stocks in the amount of $1,031,367 were transferred into Level 3 due to trading halts on the securities’ respective exchanges which resulted in the lack of observable inputs.

 

MIST-26


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—53.6% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—0.1%

   

General Dynamics Corp.

    977      $ 128,348   

Spirit AeroSystems Holdings, Inc. - Class A (a)

    485        22,000   
   

 

 

 
      150,348   
   

 

 

 

Air Freight & Logistics—0.6%

   

Atlas Air Worldwide Holdings, Inc. (a)

    901        38,085   

bpost S.A.

    1,934        53,713   

Deutsche Post AG

    15,014        416,983   

FedEx Corp.

    2,258        367,422   

Park-Ohio Holdings Corp.

    396        16,957   
   

 

 

 
      893,160   
   

 

 

 

Airlines—1.0%

   

Air New Zealand, Ltd.

    13,037        25,794   

Alaska Air Group, Inc.

    4,032        330,705   

ANA Holdings, Inc.

    95,000        267,171   

International Consolidated Airlines Group S.A.

    34,486        272,940   

JetBlue Airways Corp. (a)

    13,584        286,894   

SkyWest, Inc.

    11,968        239,240   
   

 

 

 
      1,422,744   
   

 

 

 

Auto Components—0.5%

   

Bridgestone Corp.

    300        11,180   

Cie Automotive S.A.

    5,578        100,482   

Exedy Corp.

    600        13,227   

FCC Co., Ltd.

    4,700        79,380   

Keihin Corp.

    1,800        26,870   

Kongsberg Automotive ASA (a)

    29,173        25,248   

Lear Corp.

    2,613        290,487   

Modine Manufacturing Co. (a)

    1,070        11,781   

NOK Corp.

    1,400        23,825   

Standard Motor Products, Inc.

    513        17,775   

Takata Corp.

    1,500        5,819   

Toyoda Gosei Co., Ltd.

    800        15,431   

Toyota Boshoku Corp.

    1,600        25,991   

Unipres Corp.

    1,000        17,414   
   

 

 

 
      664,910   
   

 

 

 

Automobiles—1.9%

   

Daimler AG

    7,211        552,830   

Ford Motor Co.

    38,911        525,298   

Fuji Heavy Industries, Ltd.

    500        17,603   

General Motors Co.

    15,819        497,191   

Nissan Motor Co., Ltd.

    39,600        365,397   

Peugeot S.A. (a)

    1,006        17,213   

Toyota Motor Corp.

    13,200        696,147   
   

 

 

 
      2,671,679   
   

 

 

 

Banks—4.6%

   

Banc of California, Inc.

    4,902        85,785   

BancFirst Corp.

    293        16,710   

Banco Santander S.A.

    28,804        125,862   

Bank of Queensland, Ltd.

    3,127        28,870   

Berkshire Hills Bancorp, Inc.

    4,086        109,872   

BNC Bancorp

    846        17,867   

Banks—(Continued)

  

Brookline Bancorp, Inc.

    11,005      121,165   

Cardinal Financial Corp.

    3,581        72,873   

Cathay General Bancorp

    3,887        110,119   

Customers Bancorp, Inc. (a)

    5,909        139,630   

Dah Sing Financial Holdings, Ltd.

    2,000        12,297   

DBS Group Holdings, Ltd.

    17,600        200,754   

DNB ASA

    22,552        266,439   

First Merchants Corp.

    1,222        28,803   

Great Southern Bancorp, Inc.

    1,219        45,261   

Heartland Bank, Ltd.

    13,369        11,179   

HSBC Holdings plc

    33,321        206,468   

Huntington Bancshares, Inc.

    1,222        11,658   

Iberiabank Corp.

    360        18,457   

Independent Bank Corp.

    4,077        187,379   

Intesa Sanpaolo S.p.A.

    130,263        358,219   

Mitsubishi UFJ Financial Group, Inc.

    95,100        440,352   

Mizuho Financial Group, Inc.

    240,500        359,005   

National Penn Bancshares, Inc.

    2,364        25,153   

Oversea-Chinese Banking Corp., Ltd.

    32,000        209,767   

Pinnacle Financial Partners, Inc.

    323        15,846   

PNC Financial Services Group, Inc. (The)

    931        78,735   

Renasant Corp.

    6,260        206,017   

Royal Bank of Canada

    7,540        434,432   

Royal Bank of Canada

    4,522        260,286   

Simmons First National Corp. - Class A

    651        29,341   

Southside Bancshares, Inc.

    992        25,861   

Sparebank 1 Nord Norge

    2,534        11,453   

Sumitomo Mitsui Financial Group, Inc.

    12,900        390,823   

Sydbank A/S

    2,182        62,501   

Toronto-Dominion Bank (The)

    10,325        445,674   

Toronto-Dominion Bank (The)

    6,137        264,689   

UniCredit S.p.A.

    1,976        7,119   

United Overseas Bank, Ltd.

    14,100        197,315   

Wells Fargo & Co.

    19,992        966,813   
   

 

 

 
      6,606,849   
   

 

 

 

Beverages—0.5%

   

Dr Pepper Snapple Group, Inc.

    3,688        329,781   

Heineken Holding NV

    4,338        337,522   
   

 

 

 
      667,303   
   

 

 

 

Biotechnology—1.0%

   

AMAG Pharmaceuticals, Inc. (a)

    1,877        43,922   

Amgen, Inc.

    2,819        422,653   

Gilead Sciences, Inc.

    7,842        720,366   

PDL BioPharma, Inc.

    59,852        199,307   

Poxel S.A. (a)

    2,481        35,378   
   

 

 

 
      1,421,626   
   

 

 

 

Building Products—0.0%

   

Insteel Industries, Inc.

    1,352        41,331   

Patrick Industries, Inc. (a)

    591        26,825   
   

 

 

 
      68,156   
   

 

 

 

 

MIST-27


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Capital Markets—0.8%

  

3i Group plc

    42,074      $ 274,371   

Arlington Asset Investment Corp. - Class A

    1,498        18,770   

Bank of New York Mellon Corp. (The)

    7,005        257,994   

Cowen Group, Inc. - Class A (a)

    23,335        88,906   

International FCStone, Inc. (a)

    3,196        85,429   

Investec plc

    3,160        23,095   

Morgan Stanley

    13,145        328,757   

Piper Jaffray Cos. (a)

    1,435        71,119   
   

 

 

 
      1,148,441   
   

 

 

 

Chemicals—0.9%

   

A. Schulman, Inc.

    747        20,333   

Borregaard ASA

    10,537        70,535   

Denka Co., Ltd.

    50,000        205,588   

Kuraray Co., Ltd.

    19,800        241,475   

LyondellBasell Industries NV - Class A

    5,066        433,548   

Yara International ASA

    7,236        271,554   
   

 

 

 
      1,243,033   
   

 

 

 

Commercial Services & Supplies—0.8%

   

ADT Corp. (The)

    5,238        216,120   

Broadspectrum, Ltd. (a)

    9,742        8,813   

Dai Nippon Printing Co., Ltd.

    20,000        177,613   

Deluxe Corp.

    456        28,496   

Downer EDI, Ltd.

    3,926        11,481   

Ennis, Inc.

    2,924        57,164   

Johnson Service Group plc

    25,374        33,165   

Multi-Color Corp.

    303        16,165   

Pitney Bowes, Inc.

    12,082        260,246   

Toppan Printing Co., Ltd.

    30,000        251,159   

Transcontinental, Inc. - Class A

    1,015        16,084   

VSE Corp.

    375        25,459   
   

 

 

 
      1,101,965   
   

 

 

 

Communications Equipment—0.7%

   

Brocade Communications Systems, Inc.

    20,139        213,070   

Cisco Systems, Inc.

    28,327        806,470   
   

 

 

 
      1,019,540   
   

 

 

 

Construction & Engineering—0.6%

   

ACS Actividades de Construccion y Servicios S.A.

    2,678        79,479   

Boskalis Westminster

    5,997        234,993   

Galliford Try plc

    6,031        123,865   

Peab AB

    16,169        142,626   

PER Aarsleff A/S - Class B

    1,130        31,024   

Tutor Perini Corp. (a)

    1,032        16,037   

Veidekke ASA

    2,311        31,294   

Vinci S.A.

    2,955        219,431   
   

 

 

 
      878,749   
   

 

 

 

Consumer Finance—0.3%

   

Capital One Financial Corp.

    3,356        232,604   

Nelnet, Inc. - Class A

    3,598        141,653   

Consumer Finance—(Continued)

  

OneMain Holdings, Inc. (a)

    366      10,040   
   

 

 

 
      384,297   
   

 

 

 

Containers & Packaging—0.4%

   

Rexam plc

    31,381        285,416   

Smurfit Kappa Group plc

    10,718        276,112   
   

 

 

 
      561,528   
   

 

 

 

Diversified Consumer Services—0.0%

   

EnerCare, Inc.

    1,110        13,034   
   

 

 

 

Diversified Financial Services—0.4%

   

Berkshire Hathaway, Inc. - Class B (a)

    389        55,191   

CME Group, Inc.

    878        84,332   

Groupe Bruxelles Lambert S.A.

    2,538        209,258   

Voya Financial, Inc.

    8,691        258,731   
   

 

 

 
      607,512   
   

 

 

 

Diversified Telecommunication Services—3.1%

  

AT&T, Inc.

    27,656        1,083,286   

BCE, Inc.

    5,479        249,703   

BT Group plc

    73,085        460,315   

CenturyLink, Inc.

    13,732        438,875   

Consolidated Communications Holdings, Inc.

    5,655        145,673   

Frontier Communications Corp.

    5,430        30,354   

IDT Corp. - Class B

    1,360        21,202   

Iridium Communications, Inc. (a)

    1,969        15,496   

Nippon Telegraph & Telephone Corp.

    11,600        498,772   

Orange S.A.

    24,510        428,263   

PCCW, Ltd.

    53,000        34,172   

Telefonica S.A.

    4,853        54,248   

Verizon Communications, Inc.

    19,565        1,058,075   
   

 

 

 
      4,518,434   
   

 

 

 

Electric Utilities—2.2%

   

American Electric Power Co., Inc.

    4,970        330,008   

Duke Energy Corp.

    6,818        550,076   

Entergy Corp.

    4,037        320,053   

Exelon Corp.

    12,731        456,534   

Iberdrola S.A.

    60,465        402,383   

NextEra Energy, Inc.

    4,569        540,696   

Portland General Electric Co.

    815        32,184   

Southern Co. (The)

    9,317        481,968   
   

 

 

 
      3,113,902   
   

 

 

 

Electrical Equipment—0.0%

   

Fujikura, Ltd.

    3,000        14,118   
   

 

 

 

Electronic Equipment, Instruments & Components—1.0%

  

Arrow Electronics, Inc. (a)

    4,653        299,700   

Austria Technologie & Systemtechnik AG

    1,734        25,394   

CDW Corp.

    4,634        192,311   

Citizen Holdings Co., Ltd.

    11,700        66,293   

Corning, Inc.

    1,427        29,810   

 

MIST-28


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Electronic Equipment, Instruments & Components—(Continued)

  

E2V Technologies plc

    4,528      $ 13,956   

ePlus, Inc. (a)

    1,042        83,891   

Flextronics International, Ltd. (a)

    1,071        12,916   

Hitachi, Ltd.

    73,000        341,316   

Jabil Circuit, Inc.

    737        14,202   

Multi-Fineline Electronix, Inc. (a)

    3,048        70,744   

Sanmina Corp. (a)

    569        13,303   

SYNNEX Corp.

    2,500        231,475   

Taiyo Yuden Co., Ltd.

    1,700        16,524   
   

 

 

 
      1,411,835   
   

 

 

 

Energy Equipment & Services—0.1%

  

Helix Energy Solutions Group, Inc. (a)

    3,261        18,261   

Ocean Rig UDW, Inc.

    31,603        25,924   

Seadrill, Ltd. (a)

    11,502        36,876   
   

 

 

 
      81,061   
   

 

 

 

Food & Staples Retailing—1.2%

   

CVS Health Corp.

    7,033        729,533   

Delhaize Group S.A.

    2,899        302,068   

George Weston, Ltd.

    157        14,057   

Ingles Markets, Inc. - Class A

    4,822        180,825   

Kroger Co. (The)

    10,490        401,242   

Qol Co., Ltd.

    2,100        31,536   

Rallye S.A.

    1,522        26,376   
   

 

 

 
      1,685,637   
   

 

 

 

Food Products—1.3%

   

Archer-Daniels-Midland Co.

    10,191        370,035   

Aryzta AG (a)

    255        10,654   

Bunge, Ltd.

    3,226        182,817   

Cal-Maine Foods, Inc.

    4,821        250,258   

John B Sanfilippo & Son, Inc.

    2,559        176,801   

Leroy Seafood Group ASA

    1,460        68,898   

Omega Protein Corp. (a)

    6,898        116,852   

Pilgrim’s Pride Corp. (a)

    606        15,392   

Sanderson Farms, Inc.

    2,667        240,510   

Select Harvests, Ltd.

    8,344        26,263   

Tassal Group, Ltd.

    6,685        19,540   

Tyson Foods, Inc. - Class A

    6,356        423,691   
   

 

 

 
      1,901,711   
   

 

 

 

Gas Utilities—0.5%

   

Atmos Energy Corp.

    4,384        325,556   

UGI Corp.

    8,384        337,791   
   

 

 

 
      663,347   
   

 

 

 

Health Care Equipment & Supplies—0.0%

   

Hogy Medical Co., Ltd.

    300        16,071   

Inogen, Inc. (a)

    903        40,617   
   

 

 

 
      56,688   
   

 

 

 

Health Care Providers & Services—2.4%

  

Aetna, Inc.

    4,033      453,108   

Amsurg Corp. (a)

    1,899        141,665   

Anthem, Inc.

    3,250        451,718   

Cardinal Health, Inc.

    5,078        416,142   

Centene Corp. (a)

    218        13,422   

Cigna Corp.

    3,096        424,895   

HCA Holdings, Inc. (a)

    4,714        367,928   

Kindred Healthcare, Inc.

    691        8,534   

LifePoint Health, Inc. (a)

    272        18,836   

Providence Service Corp. (The) (a)

    618        31,561   

Quest Diagnostics, Inc.

    4,187        299,161   

Triple-S Management Corp. - Class B (a)

    5,226        129,918   

UnitedHealth Group, Inc.

    5,632        725,965   
   

 

 

 
      3,482,853   
   

 

 

 

Health Care Technology—0.0%

   

AGFA-Gevaert NV (a)

    9,150        40,831   
   

 

 

 

Hotels, Restaurants & Leisure—0.5%

  

Carnival plc

    5,042        271,879   

Greene King plc

    9,673        120,725   

Isle of Capri Casinos, Inc. (a)

    3,355        46,970   

Marriott Vacations Worldwide Corp.

    254        17,145   

Royal Caribbean Cruises, Ltd.

    244        20,044   

Star Entertainment Group, Ltd. (The)

    57,025        247,430   
   

 

 

 
      724,193   
   

 

 

 

Household Durables—1.0%

   

Barratt Developments plc

    31,764        254,774   

Bassett Furniture Industries, Inc.

    2,020        64,357   

Bellway plc

    4,029        151,683   

Berkeley Group Holdings plc

    4,572        210,471   

Hooker Furniture Corp.

    1,113        36,562   

Libbey, Inc.

    761        14,155   

Persimmon plc

    9,639        287,684   

Pioneer Corp. (a)

    21,600        57,155   

Tamron Co., Ltd.

    1,500        24,582   

Taylor Wimpey plc

    95,642        260,354   

ZAGG, Inc. (a)

    13,286        119,707   
   

 

 

 
      1,481,484   
   

 

 

 

Household Products—0.1%

   

Central Garden and Pet Co. - Class A (a)

    5,735        93,423   
   

 

 

 

Industrial Conglomerates—0.7%

   

3M Co.

    2,223        370,419   

CK Hutchison Holdings, Ltd.

    34,500        447,377   

General Electric Co.

    4,180        132,882   
   

 

 

 
      950,678   
   

 

 

 

Insurance—4.3%

   

Ageas

    6,403        254,045   

Allstate Corp. (The)

    6,077        409,408   

American Financial Group, Inc.

    4,011        282,254   

American International Group, Inc.

    5,690        307,545   

 

MIST-29


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Insurance—(Continued)

  

AMERISAFE, Inc.

    2,104      $ 110,544   

Aviva plc

    2,268        14,766   

Axis Capital Holdings, Ltd.

    3,857        213,909   

Chubb, Ltd.

    3,821        455,272   

Direct Line Insurance Group plc

    46,923        248,509   

Employers Holdings, Inc.

    4,273        120,242   

Endurance Specialty Holdings, Ltd.

    3,661        239,210   

Everest Re Group, Ltd.

    1,593        314,506   

Federated National Holding Co.

    1,567        30,807   

Hartford Financial Services Group, Inc. (The)

    8,312        383,017   

Heritage Insurance Holdings, Inc.

    4,132        65,988   

Muenchener Rueckversicherungs-Gesellschaft AG

    1,882        382,748   

Navigators Group, Inc. (The) (a)

    299        25,077   

Reinsurance Group of America, Inc.

    2,879        277,104   

SCOR SE

    8,067        286,140   

Selective Insurance Group, Inc.

    746        27,311   

Sompo Japan Nipponkoa Holdings, Inc.

    9,100        257,601   

Swiss Re AG

    4,295        395,631   

Travelers Cos., Inc. (The)

    3,911        456,453   

Universal Insurance Holdings, Inc.

    9,353        166,483   

Zurich Insurance Group AG (a)

    1,660        383,551   
   

 

 

 
      6,108,121   
   

 

 

 

Internet & Catalog Retail—0.0%

   

Amazon.com, Inc. (a)

    53        31,463   
   

 

 

 

Internet Software & Services—0.6%

   

Alphabet, Inc. - Class A (a)

    565        431,038   

DHI Group, Inc. (a)

    3,408        27,503   

Facebook, Inc. - Class A (a)

    2,247        256,383   

j2 Global, Inc.

    3,016        185,725   
   

 

 

 
      900,649   
   

 

 

 

IT Services—1.4%

   

Atea ASA (a)

    2,196        20,950   

Bechtle AG

    1,590        164,119   

Cap Gemini S.A.

    3,678        345,259   

Cardtronics, Inc. (a)

    2,541        91,451   

CGI Group, Inc. - Class A (a)

    315        15,054   

Convergys Corp.

    9,756        270,924   

Euronet Worldwide, Inc. (a)

    1,361        100,864   

Itochu Techno-Solutions Corp.

    800        15,092   

Net 1 UEPS Technologies, Inc. (a)

    6,901        63,489   

NeuStar, Inc. - Class A (a)

    5,325        130,995   

NS Solutions Corp.

    5,200        102,011   

NTT Data Corp.

    2,100        105,382   

Science Applications International Corp.

    570        30,404   

Sykes Enterprises, Inc. (a)

    5,466        164,964   

Western Union Co. (The)

    16,791        323,898   
   

 

 

 
      1,944,856   
   

 

 

 

Machinery—1.0%

   

American Railcar Industries, Inc.

    1,885        76,776   

CKD Corp.

    11,300        92,892   

Duerr AG

    1,687        132,582   

Machinery—(Continued)

   

FreightCar America, Inc.

    859      13,383   

Glory, Ltd.

    500        16,985   

Greenbrier Cos., Inc. (The)

    3,066        84,744   

Illinois Tool Works, Inc.

    287        29,400   

Kadant, Inc.

    486        21,948   

Krones AG

    2,076        250,027   

Lydall, Inc. (a)

    424        13,789   

Mitsui Engineering & Shipbuilding Co., Ltd.

    9,000        13,388   

PACCAR, Inc.

    7,489        409,573   

Standex International Corp.

    244        18,986   

Trinity Industries, Inc.

    10,700        195,917   

Valmet Oyj

    991        10,860   

Wacker Neuson SE

    759        12,066   
   

 

 

 
      1,393,316   
   

 

 

 

Marine—0.1%

   

DFDS A/S

    950        34,414   

Kawasaki Kisen Kaisha, Ltd.

    5,000        9,659   

Matson, Inc.

    2,881        115,730   

Orient Overseas International, Ltd.

    3,500        13,490   
   

 

 

 
      173,293   
   

 

 

 

Media—1.9%

   

AMC Entertainment Holdings, Inc. - Class A

    811        22,700   

APN News & Media, Ltd. (a)

    18,777        9,302   

Cablevision Systems Corp. - Class A

    3,124        103,092   

Comcast Corp. - Class A

    13,572        828,978   

Eros International plc (a)

    4,687        53,947   

Gray Television, Inc. (a)

    13,846        162,275   

Lagardere SCA

    1,331        35,302   

Nippon Television Holdings, Inc.

    2,000        32,914   

TEGNA, Inc.

    9,856        231,222   

Thomson Reuters Corp.

    9,446        382,713   

TV Tokyo Holdings Corp.

    600        10,925   

Walt Disney Co. (The)

    8,546        848,703   
   

 

 

 
      2,722,073   
   

 

 

 

Metals & Mining—0.7%

   

Aichi Steel Corp.

    7,000        27,416   

Alcoa, Inc.

    30,699        294,097   

APERAM S.A.

    625        23,787   

Bekaert S.A.

    556        22,588   

Boliden AB

    15,842        251,559   

Compass Minerals International, Inc.

    163        11,550   

Evolution Mining, Ltd.

    18,796        21,575   

JFE Holdings, Inc.

    800        10,767   

Kaiser Aluminum Corp.

    2,357        199,261   

Norsk Hydro ASA

    34,681        142,215   

Northern Star Resources, Ltd.

    16,724        43,768   

Sumitomo Metal Mining Co., Ltd.

    2,000        19,847   
   

 

 

 
      1,068,430   
   

 

 

 

Multi-Utilities—0.6%

   

Dominion Resources, Inc.

    1,134        85,186   

National Grid plc

    35,093        497,191   

 

MIST-30


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Multi-Utilities—(Continued)

  

SCANA Corp.

    3,376      $ 236,827   
   

 

 

 
      819,204   
   

 

 

 

Multiline Retail—0.8%

   

Canadian Tire Corp., Ltd. - Class A

    2,835        295,102   

Kohl’s Corp.

    4,699        219,021   

Macy’s, Inc.

    2,502        110,313   

Target Corp.

    6,668        548,643   
   

 

 

 
      1,173,079   
   

 

 

 

Oil, Gas & Consumable Fuels—2.1%

   

Alon USA Energy, Inc.

    6,766        69,825   

Avance Gas Holding, Ltd. (144A)

    5,918        41,059   

BW LPG, Ltd.

    15,436        93,779   

Caltex Australia, Ltd.

    7,563        196,941   

DHT Holdings, Inc.

    1,804        10,391   

ERG S.p.A.

    6,407        87,127   

Euronav NV

    3,621        37,022   

Exxon Mobil Corp.

    4,471        373,731   

Green Plains, Inc.

    7,460        119,062   

HollyFrontier Corp.

    6,212        219,408   

Marathon Petroleum Corp.

    7,733        287,513   

Navigator Holdings, Ltd. (a)

    3,636        58,721   

PBF Energy, Inc. - Class A

    1,127        37,416   

Phillips 66

    5,737        496,767   

REX American Resources Corp. (a)

    540        29,954   

Royal Dutch Shell plc - A Shares

    2,909        70,449   

Ship Finance International, Ltd.

    8,900        123,621   

Tanker Investments, Ltd. (a)

    3,348        31,660   

Teekay Tankers, Ltd. - Class A

    2,550        9,358   

Tesoro Corp.

    2,907        250,031   

Valero Energy Corp.

    6,043        387,598   
   

 

 

 
      3,031,433   
   

 

 

 

Paper & Forest Products—0.4%

   

Canfor Pulp Products, Inc.

    988        9,121   

Holmen AB - B Shares

    6,441        210,602   

UPM-Kymmene Oyj

    15,552        280,509   

Western Forest Products, Inc.

    6,956        12,372   
   

 

 

 
      512,604   
   

 

 

 

Personal Products—0.0%

   

Revlon, Inc. - Class A (a)

    745        27,126   

USANA Health Sciences, Inc. (a)

    127        15,420   
   

 

 

 
      42,546   
   

 

 

 

Pharmaceuticals—2.2%

   

Allergan plc (a)

    1,706        457,259   

Eli Lilly & Co.

    7,521        541,587   

Johnson & Johnson

    11,307        1,223,418   

Mallinckrodt plc (a)

    1,819        111,468   

Merck & Co., Inc.

    421        22,275   

Merck KGaA

    197        16,426   

Mylan NV (a)

    4,919        227,996   

Otsuka Holdings Co., Ltd.

    3,400        123,259   

Pharmaceuticals—(Continued)

   

Shire plc

    167      9,567   

Teva Pharmaceutical Industries, Ltd.

    7,872        422,992   

Towa Pharmaceutical Co., Ltd.

    1,400        57,218   
   

 

 

 
      3,213,465   
   

 

 

 

Professional Services—0.1%

   

Barrett Business Services, Inc.

    2,370        68,137   

CBIZ, Inc. (a)

    5,754        58,058   

ICF International, Inc. (a)

    331        11,376   

Korn/Ferry International

    431        12,193   

TrueBlue, Inc. (a)

    577        15,089   
   

 

 

 
      164,853   
   

 

 

 

Real Estate Investment Trusts—1.1%

  

AG Mortgage Investment Trust, Inc.

    3,707        48,450   

American Capital Mortgage Investment Corp.

    12,456        182,854   

Anworth Mortgage Asset Corp.

    16,201        75,497   

Apollo Commercial Real Estate Finance, Inc.

    11,138        181,549   

Apollo Residential Mortgage, Inc.

    2,419        32,463   

Ares Commercial Real Estate Corp.

    4,842        53,020   

Chimera Investment Corp.

    16,824        228,638   

Colony Capital, Inc. - Class A

    7,621        127,804   

Fortune Real Estate Investment Trust

    102,000        109,264   

Ladder Capital Corp.

    1,129        14,056   

New Residential Investment Corp.

    17,598        204,665   

New York Mortgage Trust, Inc.

    22,195        105,204   

Omega Healthcare Investors, Inc.

    4,822        170,217   

Western Asset Mortgage Capital Corp.

    4,850        48,743   
   

 

 

 
      1,582,424   
   

 

 

 

Real Estate Management & Development—0.0%

  

WCM Beteiligungs & Grundbesitz-AG (a)

    13,121        48,011   
   

 

 

 

Road & Rail—0.7%

   

AMERCO

    726        259,407   

ArcBest Corp.

    690        14,897   

East Japan Railway Co.

    4,300        370,234   

National Express Group plc

    4,771        23,485   

Senko Co., Ltd.

    3,000        18,252   

Sixt SE

    315        16,867   

West Japan Railway Co.

    4,700        289,575   
   

 

 

 
      992,717   
   

 

 

 

Semiconductors & Semiconductor Equipment—1.7%

  

Applied Materials, Inc.

    9,620        203,752   

BE Semiconductor Industries NV

    1,862        50,819   

Dialog Semiconductor plc (a)

    1,792        70,833   

First Solar, Inc. (a)

    2,150        147,210   

Infineon Technologies AG

    23,058        327,955   

Intel Corp.

    24,072        778,729   

Lam Research Corp.

    518        42,787   

Micron Technology, Inc. (a)

    14,985        156,893   

NVIDIA Corp.

    11,413        406,645   

Photronics, Inc. (a)

    15,860        165,103   

 

MIST-31


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description       
    
Shares
    Value  

Semiconductors & Semiconductor Equipment—(Continued)

  

Tower Semiconductor, Ltd. (a)

    7,910      $ 95,869   
   

 

 

 
      2,446,595   
   

 

 

 

Software—0.5%

   

Ebix, Inc.

    1,847        75,339   

Microsoft Corp.

    9,484        523,801   

UBISOFT Entertainment (a)

    4,646        145,782   

VirnetX Holding Corp. (a)

    9,283        42,609   
   

 

 

 
      787,531   
   

 

 

 

Specialty Retail—0.5%

   

Best Buy Co., Inc.

    333        10,803   

Bilia AB - A Shares

    4,739        106,149   

Foot Locker, Inc.

    4,507        290,701   

GameStop Corp. - Class A

    6,900        218,937   

Lookers plc

    6,749        15,317   

Penske Automotive Group, Inc.

    648        24,559   
   

 

 

 
      666,466   
   

 

 

 

Technology Hardware, Storage & Peripherals—1.7%

  

Apple, Inc.

    17,188        1,873,320   

Brother Industries, Ltd.

    1,100        12,640   

FUJIFILM Holdings Corp.

    8,400        331,353   

HP, Inc.

    13,694        168,710   
   

 

 

 
      2,386,023   
   

 

 

 

Textiles, Apparel & Luxury Goods—0.0%

  

Iconix Brand Group, Inc. (a)

    4,358        35,082   
   

 

 

 

Thrifts & Mortgage Finance—0.1%

   

Provident Financial Services, Inc.

    4,547        91,804   

Territorial Bancorp, Inc.

    823        21,447   
   

 

 

 
      113,251   
   

 

 

 

Tobacco—0.8%

   

Imperial Brands plc

    9,310        515,405   

Japan Tobacco, Inc.

    4,900        203,713   

Reynolds American, Inc.

    9,605        483,227   
   

 

 

 
      1,202,345   
   

 

 

 

Trading Companies & Distributors—0.6%

  

AerCap Holdings NV (a)

    2,717        105,311   

Air Lease Corp.

    8,188        262,999   

Aircastle, Ltd.

    7,252        161,284   

GATX Corp.

    3,764        178,790   

H&E Equipment Services, Inc.

    755        13,235   

Rush Enterprises, Inc. - Class A (a)

    4,745        86,549   
   

 

 

 
      808,168   
   

 

 

 

Transportation Infrastructure—0.1%

  

Flughafen Zuerich AG

    120        107,201   
   

 

 

 

Wireless Telecommunication Services—0.4%

  

Vodafone Group plc

    184,460      587,945   
   

 

 

 

Total Common Stocks
(Cost $78,320,375)

      76,808,213   
   

 

 

 
U.S. Treasury & Government Agencies—24.8%   

Federal Agencies—1.0%

   

Federal Home Loan Mortgage Corp.
1.000%, 06/29/17

    741,000        743,205   

Federal National Mortgage Association
1.375%, 11/15/16

    660,000        663,487   
   

 

 

 
      1,406,692   
   

 

 

 

U.S. Treasury—23.8%

   

U.S. Treasury Bonds
3.000%, 11/15/44

    494,000        533,076   

3.125%, 02/15/43 (b)

    989,000        1,095,356   

4.375%, 05/15/41 (b) (c)

    1,016,000        1,371,838   

4.500%, 05/15/38 (c)

    1,112,000        1,528,218   

5.375%, 02/15/31

    444,000        636,637   

6.875%, 08/15/25

    356,000        514,072   

7.625%, 11/15/22

    1,335,000        1,853,511   

7.875%, 02/15/21

    1,236,000        1,621,912   

U.S. Treasury Notes
0.625%, 11/30/17

    989,000        987,416   

0.750%, 02/28/18

    1,607,000        1,607,376   

0.875%, 07/31/19

    1,483,000        1,479,466   

1.000%, 09/30/16

    1,073,000        1,076,017   

1.000%, 03/31/17

    1,483,000        1,488,445   

1.000%, 06/30/19

    1,483,000        1,486,997   

1.125%, 03/31/20

    989,000        990,739   

1.500%, 02/28/19

    1,483,000        1,509,706   

1.875%, 10/31/17

    1,483,000        1,509,648   

2.000%, 05/31/21

    1,236,000        1,280,805   

2.000%, 11/15/21

    1,359,000        1,405,504   

2.000%, 02/15/23 (b)

    1,730,000        1,782,440   

2.125%, 08/31/20

    1,187,000        1,235,686   

2.250%, 07/31/18 (c)

    1,325,000        1,369,305   

2.375%, 08/15/24

    790,000        831,969   

2.750%, 05/31/17

    1,236,000        1,265,692   

3.000%, 02/28/17

    1,236,000        1,262,410   

3.125%, 05/15/19

    1,483,000        1,585,130   

4.625%, 11/15/16

    889,000        911,677   
   

 

 

 
      34,221,048   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $35,038,629)

      35,627,740   
   

 

 

 

 

MIST-32


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Mutual Funds—8.2%

 

Security Description   Shares/
Principal
Amount*
    Value  

Investment Company Securities—8.2%

  

iShares J.P. Morgan USD Emerging Markets Bond ETF

    35,000      $ 3,862,250   

Vanguard Emerging Markets Government Bond ETF

    47,500        3,656,075   

Vanguard REIT ETF

    50,000        4,190,000   
   

 

 

 

Total Mutual Funds
(Cost $11,514,055)

      11,708,325   
   

 

 

 
Preferred Stock—0.2%   

Automobiles—0.2%

   

Volkswagen AG
(Cost $569,925)

    2,701        343,539   
   

 

 

 
Short-Term Investment—14.2%   

Repurchase Agreement—14.2%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $20,347,508 on 04/01/16, collateralized by $20,525,000 U.S. Treasury Note at 1.375% due 02/29/20 with a value of $20,755,906.

    20,347,491        20,347,491   
   

 

 

 

Total Short-Term Investments
(Cost $20,347,491)

      20,347,491   
   

 

 

 

Total Investments—101.0%
(Cost $145,790,475) (d)

      144,835,308   

Other assets and liabilities (net)—(1.0)%

      (1,390,775
   

 

 

 
Net Assets—100.0%     $ 143,444,533   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Non-income producing security.
(b) All or a portion of the security was pledged as collateral against open futures contracts. As of March 31, 2016, the market value of securities pledged was $2,634,401.
(c) All or a portion of the security was pledged as collateral against open centrally cleared swap contracts. As of March 31, 2016, the market value of securities pledged was $2,333,290.
(d) As of March 31, 2016, the aggregate cost of investments was $145,790,475. The aggregate unrealized appreciation and depreciation of investments were $5,022,852 and $(5,978,019), respectively, resulting in net unrealized depreciation of $(955,167).
(ETF)— Exchange-Traded Fund

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
    Notional
Amount
    Unrealized
Appreciation/
(Depreciation)
 

S&P 500 E-Mini Index Futures

     06/17/16         12        USD         1,235,579      $ (4,679

U.S. Treasury Long Bond Futures

     06/21/16         54        USD         8,924,036        (44,411

U.S. Treasury Note 10 Year Futures

     06/21/16         35        USD         4,568,916        (5,244

U.S. Treasury Note 2 Year Futures

     06/30/16         23        USD         5,031,295        (45

U.S. Treasury Note 5 Year Futures

     06/30/16         67        USD         8,109,225        8,767   

Futures Contracts—Short

                                

Euro Stoxx 50 Index Futures

     06/17/16         (76     EUR         (2,262,700     39,986   

FTSE 100 Index Futures

     06/17/16         (30     GBP         (1,843,492     13,776   

MSCI EAFE Mini Index Futures

     06/17/16         (25     USD         (2,035,293     3,418   

TOPIX Index Futures

     06/09/16         (22     JPY         (296,505,090     489   
            

 

 

 

Net Unrealized Appreciation

  

  $ 12,057   
            

 

 

 

 

MIST-33


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Swap Agreements

 

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

   Floating
Rate Index
     Fixed
Rate
    Maturity
Date
     Notional
Amount
     Unrealized
Appreciation/
(Depreciation)
 

Pay

     3M LIBOR         1.603     02/22/26         USD         5,000,000       $ (17,653

Pay

     3M LIBOR         1.994     10/23/25         USD         2,000,000         68,692   

Pay

     3M LIBOR         2.007     04/13/25         USD         16,000,000         593,947   

Pay

     3M LIBOR         2.032     10/01/25         USD         2,000,000         76,007   

Pay

     3M LIBOR         2.075     11/24/25         USD         2,500,000         103,576   

Pay

     3M LIBOR         2.198     09/15/25         USD         2,000,000         106,052   

Pay

     3M LIBOR         2.222     05/19/25         USD         1,500,000         83,371   

Pay

     3M LIBOR         2.246     05/11/25         USD         1,500,000         86,585   

Pay

     3M LIBOR         2.388     07/24/25         USD         1,500,000         102,358   

Pay

     3M LIBOR         2.451     07/01/25         USD         1,500,000         113,439   

Pay

     3M LIBOR         2.481     06/25/25         USD         1,500,000         115,666   

Pay

     3M LIBOR         2.496     06/15/25         USD         1,500,000         117,505   

Pay

     3M LIBOR         2.512     07/15/25         USD         1,500,000         121,865   
                

 

 

 

Net Unrealized Appreciation

  

   $ 1,671,410   
                

 

 

 

 

(EUR)— Euro
(GBP)— British Pound
(JPY)— Japanese Yen
(USD)— United States Dollar
(LIBOR)— London Interbank Offered Rate

 

MIST-34


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Common Stocks            

Aerospace & Defense

   $ 150,348       $ —         $ —         $ 150,348   

Air Freight & Logistics

     422,464         470,696         —           893,160   

Airlines

     856,839         565,905         —           1,422,744   

Auto Components

     320,043         344,867         —           664,910   

Automobiles

     1,022,489         1,649,190         —           2,671,679   

Banks

     3,718,426         2,888,423         —           6,606,849   

Beverages

     329,781         337,522         —           667,303   

Biotechnology

     1,386,248         35,378         —           1,421,626   

Building Products

     68,156         —           —           68,156   

Capital Markets

     850,975         297,466         —           1,148,441   

Chemicals

     453,881         789,152         —           1,243,033   

Commercial Services & Supplies

     619,734         482,231         —           1,101,965   

Communications Equipment

     1,019,540         —           —           1,019,540   

Construction & Engineering

     16,037         862,712         —           878,749   

Consumer Finance

     384,297         —           —           384,297   

Containers & Packaging

     —           561,528         —           561,528   

Diversified Consumer Services

     13,034         —           —           13,034   

Diversified Financial Services

     398,254         209,258         —           607,512   

Diversified Telecommunication Services

     3,042,664         1,475,770         —           4,518,434   

Electric Utilities

     2,711,519         402,383         —           3,113,902   

Electrical Equipment

     —           14,118         —           14,118   

Electronic Equipment, Instruments & Components

     948,352         463,483         —           1,411,835   

Energy Equipment & Services

     44,185         36,876         —           81,061   

Food & Staples Retailing

     1,325,657         359,980         —           1,685,637   

Food Products

     1,776,356         125,355         —           1,901,711   

Gas Utilities

     663,347         —           —           663,347   

Health Care Equipment & Supplies

     40,617         16,071         —           56,688   

Health Care Providers & Services

     3,482,853         —           —           3,482,853   

Health Care Technology

     —           40,831         —           40,831   

Hotels, Restaurants & Leisure

     84,159         640,034         —           724,193   

Household Durables

     234,781         1,246,703         —           1,481,484   

Household Products

     93,423         —           —           93,423   

Industrial Conglomerates

     503,301         447,377         —           950,678   

Insurance

     3,885,130         2,222,991         —           6,108,121   

Internet & Catalog Retail

     31,463         —           —           31,463   

Internet Software & Services

     900,649         —           —           900,649   

 

MIST-35


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  

IT Services

   $ 1,192,043      $ 752,813      $ —         $ 1,944,856   

Machinery

     864,516        528,800        —           1,393,316   

Marine

     115,730        57,563        —           173,293   

Media

     2,633,630        88,443        —           2,722,073   

Metals & Mining

     504,908        563,522        —           1,068,430   

Multi-Utilities

     322,013        497,191        —           819,204   

Multiline Retail

     1,173,079        —          —           1,173,079   

Oil, Gas & Consumable Fuels

     2,473,396        558,037        —           3,031,433   

Paper & Forest Products

     21,493        491,111        —           512,604   

Personal Products

     42,546        —          —           42,546   

Pharmaceuticals

     2,584,003        629,462        —           3,213,465   

Professional Services

     164,853        —          —           164,853   

Real Estate Investment Trusts

     1,473,160        109,264        —           1,582,424   

Real Estate Management & Development

     —          48,011        —           48,011   

Road & Rail

     274,304        718,413        —           992,717   

Semiconductors & Semiconductor Equipment

     1,996,988        449,607        —           2,446,595   

Software

     641,749        145,782        —           787,531   

Specialty Retail

     545,000        121,466        —           666,466   

Technology Hardware, Storage & Peripherals

     2,042,030        343,993        —           2,386,023   

Textiles, Apparel & Luxury Goods

     35,082        —          —           35,082   

Thrifts & Mortgage Finance

     113,251        —          —           113,251   

Tobacco

     483,227        719,118        —           1,202,345   

Trading Companies & Distributors

     808,168        —          —           808,168   

Transportation Infrastructure

     —          107,201        —           107,201   

Wireless Telecommunication Services

     —          587,945        —           587,945   

Total Common Stocks

     52,304,171        24,504,042        —           76,808,213   

Total U.S. Treasury & Government Agencies*

     —          35,627,740        —           35,627,740   

Total Mutual Funds*

     11,708,325        —          —           11,708,325   

Total Preferred Stock*

     —          343,539        —           343,539   

Total Short-Term Investment*

     —          20,347,491        —           20,347,491   

Total Investments

   $ 64,012,496      $ 80,822,812      $ —         $ 144,835,308   
                                   
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 66,436      $ —        $ —         $ 66,436   

Futures Contracts (Unrealized Depreciation)

     (54,379     —          —           (54,379

Total Futures Contracts

   $ 12,057      $ —        $ —         $ 12,057   
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 1,689,063      $ —         $ 1,689,063   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —          (17,653     —           (17,653

Total Centrally Cleared Swap Contracts

   $ —        $ 1,671,410      $ —         $ 1,671,410   

 

* See Consolidated Schedule of Investments for additional detailed categorizations.

 

MIST-36


Table of Contents

Met Investors Series Trust

American Funds Balanced Allocation Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mutual Funds—100.1% of Net Assets

 

Security Description   Shares     Value  

Investment Company Securities—100.1%

  

American Funds AMCAP Fund (Class R-6)

    13,999,064      $ 368,315,363   

American Funds American Mutual Fund (Class R-6)

    10,603,582        370,065,000   

American Funds Blue Chip Income and Growth Fund (Class 1) (a)

    27,876,561        371,315,791   

American Funds Bond Fund (Class 1) (a)

    52,885,468        584,384,423   

American Funds Fundamental Investors Fund (Class R-6)

    7,244,661        368,101,249   

American Funds Global Bond Fund (Class 1) (a)

    11,861,727        137,714,647   

American Funds Global Small Capitalization Fund (Class 1)

    5,692,022        134,331,725   

American Funds Growth Fund (Class 1)

    6,104,644        405,531,511   

American Funds Growth-Income Fund (Class 1)

    9,093,413        413,659,372   

American Funds High-Income Bond Fund (Class 1) (a)

    18,909,766        178,508,188   

American Funds International Fund (Class 1)

    15,081,152        268,293,702   

Investment Company Securities—(Continued)

  

American Funds International Growth and Income Fund (Class 1) (a)

    21,228,254      $ 315,027,295   

American Funds New World Fund (Class 1) (a)

    7,192,807        135,296,696   

American Funds U.S. Government/AAA - Rated Securities Fund (Class 1) (a)

    38,804,302        491,650,507   
   

 

 

 

Total Mutual Funds
(Cost $4,286,069,795)

      4,542,195,469   
   

 

 

 

Total Investments—100.1%
(Cost $4,286,069,795) (b)

      4,542,195,469   

Other assets and liabilities (net)—(0.1)%

      (2,465,197
   

 

 

 
Net Assets—100.0%     $ 4,539,730,272   
   

 

 

 

 

(a) Affiliated Issuer.
(b) As of March 31, 2016, the aggregate cost of investments was $4,286,069,795. The aggregate unrealized appreciation and depreciation of investments were $320,233,894 and $(64,108,220), respectively, resulting in net unrealized appreciation of $256,125,674.

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Mutual Funds            

Investment Company Securities

   $ 4,542,195,469       $ —         $ —         $ 4,542,195,469   

Total Investments

   $ 4,542,195,469       $ —         $ —         $ 4,542,195,469   
                                     

 

MIST-37


Table of Contents

Met Investors Series Trust

American Funds Growth Allocation Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mutual Funds—100.1% of Net Assets

 

Security Description   Shares     Value  

Investment Company Securities—100.1%

  

American Funds AMCAP Fund (Class R-6)

    12,966,688      $ 341,153,563   

American Funds American Mutual Fund (Class R-6)

    8,137,242        283,989,743   

American Funds Blue Chip Income and Growth Fund (Class 1)

    21,360,663        284,524,035   

American Funds Bond Fund (Class 1)

    9,781,211        108,082,386   

American Funds Fundamental Investors Fund (Class R-6)

    6,144,869        312,220,818   

American Funds Global Bond Fund (Class 1)

    4,745,839        55,099,196   

American Funds Global Small Capitalization Fund (Class 1)

    5,783,925        136,500,629   

American Funds Growth Fund (Class 1)

    4,657,893        309,423,865   

American Funds Growth-Income Fund (Class 1)

    6,245,421        284,104,189   

American Funds High-Income Bond Fund (Class 1)

    8,817,268        83,235,014   

American Funds International Fund (Class 1)

    12,302,759        218,866,080   

Investment Company Securities—(Continued)

  

American Funds International Growth and Income Fund (Class 1) (a)

    16,786,257      249,108,056   

American Funds New World Fund (Class 1)

    6,048,261        113,767,786   

American Funds U.S. Government/AAA - Rated Securities Fund (Class 1)

    2,121,976        26,885,430   
   

 

 

 

Total Mutual Funds
(Cost $2,571,605,020)

      2,806,960,790   
   

 

 

 

Total Investments—100.1%
(Cost $2,571,605,020) (b)

      2,806,960,790   

Other assets and liabilities (net)—(0.1)%

      (1,588,197
   

 

 

 
Net Assets—100.0%     $ 2,805,372,593   
   

 

 

 

 

(a) Affiliated Issuer.
(b) As of March 31, 2016, the aggregate cost of investments was $2,571,605,020. The aggregate unrealized appreciation and depreciation of investments were $283,396,460 and $(48,040,690), respectively, resulting in net unrealized appreciation of $235,355,770.

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Mutual Funds            

Investment Company Securities

   $ 2,806,960,790       $ —         $ —         $ 2,806,960,790   

Total Investments

   $ 2,806,960,790       $ —         $ —         $ 2,806,960,790   
                                     

 

MIST-38


Table of Contents

Met Investors Series Trust

American Funds Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mutual Fund—100.1% of Net Assets

 

Security Description   Shares     Value  

Investment Company Security—100.1%

  

American Funds Growth Fund (Class 1)
(Cost $935,043,680)

    16,005,940      $ 1,063,274,603   
   

 

 

 

Total Investments—100.1%
(Cost $935,043,680) (a)

      1,063,274,603   

Other assets and liabilities (net)—(0.1)%

      (645,229
   

 

 

 
Net Assets—100.0%     $ 1,062,629,374   
   

 

 

 

 

(a) As of March 31, 2016, the aggregate cost of investments was $935,043,680. The aggregate and net unrealized appreciation of investments was $128,230,923.

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Mutual Fund            

Investment Company Security

   $ 1,063,274,603       $ —         $ —         $ 1,063,274,603   

Total Investments

   $ 1,063,274,603       $ —         $ —         $ 1,063,274,603   
                                     

 

MIST-39


Table of Contents

Met Investors Series Trust

American Funds Moderate Allocation Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mutual Funds—100.1% of Net Assets

 

Security Description   Shares     Value  

Investment Company Securities—100.1%

  

American Funds AMCAP Fund (Class R-6)

    5,491,197      $ 144,473,393   

American Funds American Mutual Fund (Class R-6)

    7,506,573        261,979,386   

American Funds Blue Chip Income and Growth Fund (Class 1)

    17,502,958        233,139,400   

American Funds Bond Fund (Class 1) (a)

    49,228,726        543,977,423   

American Funds Fundamental Investors Fund (Class R-6)

    2,839,930        144,296,842   

American Funds Global Bond Fund (Class 1)

    7,499,240        87,066,171   

American Funds Global Small Capitalization Fund (Class 1)

    1,206,114        28,464,290   

American Funds Growth Fund (Class 1)

    2,125,853        141,220,399   

American Funds Growth-Income Fund (Class 1)

    5,702,964        259,427,829   

American Funds High-Income Bond Fund (Class 1) (a)

    15,051,109        142,082,467   

American Funds International Fund (Class 1)

    7,999,250        142,306,662   

Investment Company Securities—(Continued)

  

American Funds International Growth and Income Fund (Class 1) (a)

    9,666,534      143,451,368   

American Funds New World Fund
(Class 1)

    1,525,636        28,697,213   

American Funds U.S. Government/AAA - Rated Securities Fund (Class 1) (a)

    44,904,770        568,943,441   
   

 

 

 

Total Mutual Funds
(Cost $2,734,309,559)

      2,869,526,284   
   

 

 

 

Total Investments—100.1%
(Cost $2,734,309,559) (b)

      2,869,526,284   

Other assets and liabilities (net)—(0.1)%

      (1,630,021
   

 

 

 
Net Assets—100.0%     $ 2,867,896,263   
   

 

 

 

 

(a) Affiliated Issuer.
(b) As of March 31, 2016, the aggregate cost of investments was $2,734,309,559. The aggregate unrealized appreciation and depreciation of investments were $173,046,499 and $(37,829,774), respectively, resulting in net unrealized appreciation of $135,216,725.

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Mutual Funds            

Investment Company Securities

   $ 2,869,526,284       $ —         $ —         $ 2,869,526,284   

Total Investments

   $ 2,869,526,284       $ —         $ —         $ 2,869,526,284   
                                     

 

MIST-40


Table of Contents

Met Investors Series Trust

AQR Global Risk Balanced Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—22.5% of Net Assets

 

Security Description   Principal
Amount*/
Shares
    Value  

U.S. Treasury—22.5%

   

U.S. Treasury Inflation Indexed Notes
0.125%, 04/15/19 (a)

    230,413,737      $ 235,385,144   

0.125%, 04/15/20 (a)

    263,307,056        268,827,026   

0.125%, 07/15/24 (a)

    97,876,332        98,212,831   

0.250%, 01/15/25 (a)

    129,727,237        130,820,059   

0.375%, 07/15/25 (a)

    139,359,105        142,402,150   
   

 

 

 

Total U.S. Treasury & Government Agencies (Cost $847,435,127)

      875,647,210   
   

 

 

 
Foreign Government—16.9%   

Sovereign—16.9%

   

Deutsche Bundesrepublik Inflation Linked Bonds 0.100%, 04/15/23 (EUR) (a)

    33,360,213        40,718,796   

0.100%, 04/15/26 (EUR) (a)

    77,251,510        96,012,347   

1.750%, 04/15/20 (EUR) (a)

    56,775,914        71,872,299   

France Government Bond OAT
0.100%, 07/25/21 (EUR) (a)

    18,014,580        21,584,567   

0.100%, 03/01/25 (EUR) (a)

    45,247,512        54,866,236   

0.250%, 07/25/24 (EUR) (a)

    47,341,624        58,555,101   

1.100%, 07/25/22 (EUR) (a)

    21,696,640        27,927,747   

2.250%, 07/25/20 (EUR) (a)

    52,059,157        68,064,582   

United Kingdom Gilt Inflation Linked
0.125%, 03/22/24 (GBP) (a)

    76,775,539        121,738,968   

0.125%, 03/22/26 (GBP) (a)

    60,945,312        97,856,257   
   

 

 

 

Total Foreign Government
(Cost $646,270,916)

      659,196,900   
   

 

 

 
Short-Term Investments—56.6%   

Mutual Funds—39.3%

   

BlackRock Liquidity Funds T-Fund Portfolio, Institutional Class, 0.186% (b)

    409,697,514        409,697,514   

Dreyfus Treasury & Agency Cash Management, Institutional Class, 0.172% (b)

    381,319,396        381,319,396   

State Street Institutional Liquid Reserve Fund, Class I, 0.446% (b) (c)

    17,637,675        17,637,675   

State Street Institutional Treasury Plus Money Market Fund, Class I, 0.173% (b)

    324,948,899        324,948,899   

UBS Select Treasury Preferred Fund, Institutional Class, 0.188% (b)

    396,012,328        396,012,328   
   

 

 

 
      1,529,615,812   
   

 

 

 

U.S. Treasury—17.3%

   

U.S. Treasury Bills
0.342%, 05/12/16 (d)

    1,332,000      1,331,853   

0.409%, 07/28/16 (d)

    8,256,000        8,248,297   

0.460%, 09/22/16 (d)

    15,843,000        15,814,118   

0.464%, 08/04/16 (d)

    240,338,000        240,088,529   

0.478%, 09/01/16 (d)

    303,221,000        302,779,207   

0.540%, 09/08/16 (d)

    1,315,000        1,313,000   

1.134%, 05/26/16 (d)

    43,199,000        43,190,231   

1.214%, 06/02/16 (d) (e)

    57,267,000        57,251,595   

1.239%, 05/19/16 (d)

    5,499,000        5,498,038   
   

 

 

 
      675,514,868   
   

 

 

 

Total Short-Term Investments
(Cost $2,204,628,516)

      2,205,130,680   
   

 

 

 

Total Investments—96.0%
(Cost $3,698,334,559) (f)

      3,739,974,790   

Other assets and liabilities
(net)—4.0%

      154,505,448   
   

 

 

 
Net Assets—100.0%     $ 3,894,480,238   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Principal amount of security is adjusted for inflation.
(b) The rate shown represents the annualized seven-day yield as of March 31, 2016.
(c) All or a portion of the security was pledged as collateral against open swap contracts and open forward foreign currency exchange contracts. As of March 31, 2016, the market value of securities pledged was $17,637,675.
(d) The rate shown represents current yield to maturity.
(e) All or a portion of the security was pledged as collateral against open futures contracts. As of March 31, 2016, the market value of securities pledged was $8,047,835.
(f) As of March 31, 2016, the aggregate cost of investments was $3,698,334,559. The aggregate unrealized appreciation and depreciation of investments were $45,097,439 and $(3,457,208), respectively, resulting in net unrealized appreciation of $41,640,231.
(EUR)— Euro
(GBP)— British Pound

 

MIST-41


Table of Contents

Met Investors Series Trust

AQR Global Risk Balanced Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

     Settlement
Date
       In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
CHF     443,000      

Citibank N.A.

       06/15/16         $ 455,697       $ 6,482   
CHF     6,990,000      

Citibank N.A.

       06/15/16           7,030,063         262,574   
EUR     910,000      

Citibank N.A.

       06/15/16           992,423         45,339   
HKD     20,865,000      

Citibank N.A.

       06/15/16           2,691,032         (217
JPY     22,919,917      

Citibank N.A.

       06/15/16           204,826         (760
JPY     23,126,239      

Citibank N.A.

       06/15/16           203,495         2,408   
JPY     38,264,387      

Citibank N.A.

       06/15/16           337,930         2,755   
JPY     44,932,190      

Citibank N.A.

       06/15/16           395,735         4,316   
JPY     55,886,267      

Citibank N.A.

       06/15/16           495,320         2,260   
JPY     343,311,000      

Citibank N.A.

       06/15/16           3,027,565         29,082   

Contracts to Deliver

                               
CAD     75,000      

Citibank N.A.

       06/15/16         $ 55,466       $ (2,286
CHF     3,038,026      

Citibank N.A.

       06/15/16           3,049,402         (120,157
CHF     2,013,286      

Citibank N.A.

       06/15/16           2,036,954         (63,499
CHF     1,620,688      

Citibank N.A.

       06/15/16           1,629,698         (61,158
EUR     162,590,497      

Citibank N.A.

       06/15/16           177,251,578         (8,166,162
EUR     135,791,953      

Citibank N.A.

       06/15/16           148,254,382         (6,602,374
EUR     91,008,934      

Citibank N.A.

       06/15/16           98,954,553         (4,831,776
GBP     96,950,894      

Citibank N.A.

       06/15/16           135,298,828         (3,977,974
GBP     51,524,608      

Citibank N.A.

       06/15/16           72,305,757         (1,712,979
HKD     34,395,000      

Citibank N.A.

       06/15/16           4,423,721         (11,965
                 

 

 

 

Net Unrealized Depreciation

  

   $ (25,196,091
                 

 

 

 

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Appreciation/
(Depreciation)
 

Aluminum Futures

     04/07/16         18         USD         656,594       $ 23,018   

Aluminum Futures

     04/11/16         65         USD         2,398,659         54,961   

Aluminum Futures

     04/28/16         24         USD         914,459         (7,457

Aluminum Futures

     05/03/16         2         USD         73,297         2,377   

Aluminum Futures

     06/08/16         11         USD         435,764         (19,007

Aluminum Futures

     06/13/16         551         USD         21,747,323         (857,535

Aluminum Futures

     06/29/16         15         USD         557,213         12,685   

Aluminum Futures

     06/30/16         5         USD         186,950         3,050   
Amsterdam Index Futures      04/15/16         54         EUR         4,776,396         (31,447
Australian 10 Year Treasury Bond Futures      06/15/16         1,128         AUD         146,193,231         1,167,287   
CAC 40 Index Futures      04/15/16         349         EUR         15,530,339         (263,906
Canada Government Bond 10 Year Futures      06/21/16         1,370         CAD         194,988,635         (1,315,907
Cattle Feeder Futures      05/26/16         126         USD         9,933,603         (152,853
Cocoa Futures      07/14/16         132         USD         3,938,410         (32,531
Coffee “C” Futures      05/18/16         146         USD         6,518,662         459,226   
Copper Futures      04/11/16         32         USD         3,526,622         376,818   
Copper Futures      04/25/16         4         USD         446,312         40,288   
Copper Futures      04/28/16         10         USD         1,134,525         81,073   
Copper Futures      05/03/16         10         USD         1,128,206         87,336   
Copper Futures      05/09/16         1         USD         115,290         6,253   
Copper Futures      05/24/16         12         USD         1,381,212         75,258   
Copper Futures      06/13/16         211         USD         24,991,932         597,093   
Corn Futures      05/13/16         1,489         USD         27,415,648         (1,246,473
Cotton No. 2 Futures      05/06/16         330         USD         9,784,413         (141,813
DAX Index Futures      06/17/16         57         EUR         14,202,230         54,358   
Euro Stoxx 50 Index Futures      06/17/16         1,403         EUR         41,930,108         (919,626

 

MIST-42


Table of Contents

Met Investors Series Trust

AQR Global Risk Balanced Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Futures Contracts—(Continued)

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
    Notional
Amount
    Unrealized
Appreciation/
(Depreciation)
 
Euro-Bund Futures      06/08/16         5,784        EUR         944,896,167      $ (288,215
FTSE 100 Index Futures      06/17/16         760        GBP         46,190,509        385,333   
FTSE JSE Top 40 Index Futures      06/15/16         446        ZAR         208,737,763        (2,776
FTSE MIB Index Futures      06/17/16         36        EUR         3,289,975        (119,133
Gold 100 oz. Futures      06/28/16         240        USD         29,876,869        (222,469
H-Shares Index Futures      04/28/16         147        HKD         63,951,709        285,277   
Hang Seng Index Futures      04/28/16         51        HKD         51,819,599        159,623   
IBEX 35 Index Futures      04/15/16         56        EUR         5,003,466        (156,031
Japanese Government 10 Year Bond Futures      06/13/16         279        JPY         42,163,262,628        439,268   
KOSPI 200 Index Futures      06/09/16         269        KRW         32,318,814,279        718,770   
Lead Futures      04/11/16         8        USD         320,620        19,042   
Lead Futures      04/26/16         2        USD         81,506        3,461   
Lead Futures      04/28/16         5        USD         209,387        3,075   
Lead Futures      05/03/16         6        USD         254,265        779   
Lead Futures      05/09/16         2        USD         89,559        (4,509
Lead Futures      05/18/16         1        USD         43,015        (490
Lead Futures      05/24/16         5        USD         211,363        1,336   
Lead Futures      06/08/16         2        USD         92,552        (7,400
Lead Futures      06/15/16         112        USD         5,130,933        (361,833
Lead Futures      06/29/16         3        USD         131,467        (3,601
Lead Futures      06/30/16         2        USD         87,211        (1,961
Lean Hogs Futures      06/14/16         563        USD         18,346,325        (138,905
Live Cattle Futures      06/30/16         340        USD         17,181,951        (314,551
MSCI Taiwan Index Futures      04/28/16         263        USD         8,391,642        76,958   
Nickel Futures      04/07/16         3        USD         150,487        1,622   
Nickel Futures      04/11/16         8        USD         399,584        6,136   
Nickel Futures      04/28/16         2        USD         103,445        (1,931
Nickel Futures      05/03/16         5        USD         254,550        (685
Nickel Futures      05/18/16         1        USD         50,108        709   
Nickel Futures      05/24/16         4        USD         204,792        (1,443
Nickel Futures      06/13/16         74        USD         3,920,401        (154,171
Nickel Futures      06/29/16         2        USD         103,497        (1,623
Nickel Futures      06/30/16         2        USD         101,960        (80
Russell 2000 Mini Index Futures      06/17/16         495        USD         53,104,369        1,820,831   
S&P 500 E-Mini Index Futures      06/17/16         5,386        USD         539,434,031        13,034,919   
S&P Midcap 400 E-Mini Index Futures      06/17/16         435        USD         60,667,375        2,024,825   
S&P TSX 60 Index Futures      06/16/16         256        CAD         40,136,958        121,226   
SGX CNX Nifty Index Futures      04/28/16         1,047        USD         16,187,203        119,822   
SPI 200 Index Futures      06/16/16         256        AUD         32,715,423        (224,617
Silver Futures      05/26/16         44        USD         3,366,270        35,810   
Soybean Futures      05/13/16         144        USD         6,277,234        280,166   
Sugar No. 11 Futures      04/29/16         829        USD         12,355,821        1,896,347   
TOPIX Index Futures      06/09/16         652        JPY         8,715,904,928        620,153   
U.S. Treasury Note 10 Year Futures      06/21/16         10,666        USD         1,391,825,808        (1,079,402
United Kingdom Long Gilt Bond Futures      06/28/16         1,046        GBP         126,835,065        (55,934
Wheat Futures      05/13/16         1,068        USD         24,893,159        391,741   
Zinc Futures      04/07/16         3        USD         111,195        24,444   
Zinc Futures      04/11/16         18        USD         666,157        147,983   
Zinc Futures      04/28/16         7        USD         278,267        38,775   
Zinc Futures      05/03/16         7        USD         279,317        37,827   
Zinc Futures      05/09/16         2        USD         85,095        5,518   
Zinc Futures      05/24/16         9        USD         390,933        16,945   
Zinc Futures      06/08/16         3        USD         135,116        944   
Zinc Futures      06/13/16         146        USD         6,576,880        46,957   
Zinc Futures      06/29/16         4        USD         177,795        3,880   
Zinc Futures      06/30/16         2        USD         89,687        1,163   
Aluminum Futures      04/07/16         (18     USD         (658,586     (21,026

 

MIST-43


Table of Contents

Met Investors Series Trust

AQR Global Risk Balanced Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Futures Contracts—(Continued)

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
    Notional
Amount
    Unrealized
Appreciation/
(Depreciation)
 
Aluminum Futures      04/11/16         (65     USD         (2,395,670   $ (57,950
Aluminum Futures      04/28/16         (24     USD         (913,185     6,183   
Aluminum Futures      06/08/16         (11     USD         (437,223     20,466   
Aluminum Futures      06/29/16         (15     USD         (558,151     (11,748
Aluminum Futures      06/30/16         (5     USD         (186,238     (3,762
Copper Futures      04/11/16         (32     USD         (3,527,922     (375,518
Copper Futures      04/25/16         (4     USD         (445,388     (41,212
Copper Futures      04/28/16         (10     USD         (1,136,746     (78,851
Copper Futures      05/03/16         (10     USD         (1,133,135     (82,407
Copper Futures      05/09/16         (1     USD         (115,848     (5,695
Copper Futures      05/24/16         (12     USD         (1,382,371     (74,099
Lead Futures      04/11/16         (8     USD         (320,720     (18,942
Lead Futures      04/26/16         (2     USD         (81,394     (3,573
Lead Futures      04/28/16         (5     USD         (208,607     (3,855
Lead Futures      05/03/16         (6     USD         (256,534     1,490   
Lead Futures      05/09/16         (2     USD         (89,195     4,145   
Lead Futures      05/18/16         (1     USD         (42,823     297   
Lead Futures      05/24/16         (5     USD         (211,238     (1,461
Lead Futures      06/08/16         (2     USD         (93,145     7,993   
Lead Futures      06/29/16         (3     USD         (131,843     3,977   
Lead Futures      06/30/16         (2     USD         (87,244     1,994   
Nickel Futures      04/07/16         (3     USD         (150,061     (2,048
Nickel Futures      04/11/16         (8     USD         (400,579     (5,141
Nickel Futures      04/28/16         (2     USD         (103,454     1,940   
Nickel Futures      05/03/16         (5     USD         (255,419     1,554   
Nickel Futures      05/18/16         (1     USD         (49,977     (840
Nickel Futures      05/24/16         (4     USD         (204,470     1,121   
Nickel Futures      06/29/16         (2     USD         (103,555     1,682   
Nickel Futures      06/30/16         (2     USD         (101,893     13   
Zinc Futures      04/07/16         (3     USD         (111,555     (24,084
Zinc Futures      04/11/16         (18     USD         (667,681     (146,459
Zinc Futures      04/28/16         (7     USD         (278,073     (38,970
Zinc Futures      05/03/16         (7     USD         (281,889     (35,255
Zinc Futures      05/09/16         (2     USD         (84,595     (6,017
Zinc Futures      05/24/16         (9     USD         (390,128     (17,750
Zinc Futures      06/08/16         (3     USD         (135,741     (319
Zinc Futures      06/29/16         (4     USD         (178,290     (3,385
Zinc Futures      06/30/16         (2     USD         (89,945     (905
            

 

 

 

Net Unrealized Appreciation

  

  $ 16,674,014   
            

 

 

 

 

MIST-44


Table of Contents

Met Investors Series Trust

AQR Global Risk Balanced Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Swap Agreements

 

OTC Total Return Swaps

 

Fixed
Rate
    Maturity
Date
  

Counterparty

  

Underlying Reference
Instrument

  

Notional
Amount

   Market
Value
    Upfront
Premium
Paid/(Received)
     Unrealized
Appreciation/
(Depreciation)
 
  1.000   04/13/16    Bank of America N.A.    Bovespa Index Futures    BRL    38,068,873    $ 2,319,790      $       $ 2,319,790   
  0.000   04/28/16    Citibank N.A.    Brent Crude Futures    USD    65,883,224      (1,476,214             (1,476,214
  0.000   04/28/16    Merrill Lynch International    Brent Crude Futures    USD    47,995,740      (1,172,610             (1,172,610
  0.000   06/21/16    Bank of America N.A.    Canada Government Bond 10 Year Futures    CAD    44,494,351      (258,950             (258,950
  0.000   04/22/16    Citibank N.A.    Corn No. 2 Futures    USD    3,280,258      (151,908             (151,908
  0.000   04/22/16    Merrill Lynch International    Corn No. 2 Futures    USD    4,945,200      (199,950             (199,950
  0.000   04/19/16    Citibank N.A.    Crude Oil Futures    USD    77,064,960      (1,381,800             (1,381,800
  0.000   04/19/16    Merrill Lynch International    Crude Oil Futures    USD    57,646,280      (1,363,160             (1,363,160
  0.000   06/08/16    Bank of America N.A.    Euro-Bund Futures    EUR    119,723,749      (383,277             (383,277
  0.000   04/28/16    Bank of America N.A.    Hang Seng China Enterprises Index Futures    HKD    299,264,207      1,109,167                1,109,167   
  0.000   04/28/16    Bank of America N.A.    Hang Seng Index Future    HKD    34,680,437      89,137                89,137   
  0.000   06/13/16    Bank of America N.A.    Japanese Government 10 Year Bond Futures    JPY    24,697,490,600      (316,234             (316,234
  0.000   06/14/16    Merrill Lynch International    Lean Hogs Futures    USD    2,255,930      (56,810             (56,810
  0.000   06/03/16    Merrill Lynch International    Live Cattle Futures    USD    17,510,820      (395,370             (395,370
  0.000   06/28/16    Bank of America N.A.    Long Gilt Futures    GBP    64,948,964      (138,259             (138,259
  0.000   05/11/16    Citibank N.A.    Low Sulphur Gas Oil Futures    USD    19,570,968      (355,368             (355,368
  0.000   05/11/16    Merrill Lynch International    Low Sulphur Gas Oil Futures    USD    12,826,975      (279,475             (279,475
  0.000   04/28/16    Bank of America N.A.    MSCI Taiwan Stock Index Futures    USD    15,300,065      123,735                123,735   
  0.000   04/28/16    Citibank N.A.    NY Harbor ULSD Futures    USD    18,227,264      (402,086             (402,086
  0.000   04/28/16    Merrill Lynch International    NY Harbor ULSD Futures    USD    10,369,111      (361,120             (361,120
  0.000   04/27/16    Citibank N.A.    Natural Gas Futures    USD    9,893,460      743,910                743,910   
  0.000   04/27/16    Merrill Lynch International    Natural Gas Futures    USD    7,139,170      422,570                422,570   
  0.000   04/28/16    Citibank N.A.    RBOB Gasoline Futures    USD    20,840,912      486,338                486,338   
  0.000   04/28/16    Merrill Lynch International    RBOB Gasoline Futures    USD    14,705,221      (122,485             (122,485
  0.000   04/22/16    Citibank N.A.    Soybean Futures    USD    8,831,010      367,565                367,565   
  0.000   04/22/16    Merrill Lynch International    Soybean Futures    USD    7,548,625      283,825                283,825   
  0.000   06/17/16    Bank of America N.A.    Swiss Market Index Futures    CHF    30,076,760      (1,410,781             (1,410,781
  0.000   06/21/16    Bank of America N.A.    U.S. Treasury Note 10 Year Futures    USD    924,508,232      (299,482             (299,482
  0.000   04/22/16    Citibank N.A.    Wheat Futures    USD    2,365,411      49,439                49,439   
                

 

 

   

 

 

    

 

 

 

 

Totals

   $ (4,529,863   $       $ (4,529,863
                

 

 

   

 

 

    

 

 

 

 

(AUD)— Australian Dollar
(BRL)— Brazilian Real
(CAD)— Canadian Dollar
(CHF)— Swiss Franc
(EUR)— Euro
(GBP)— British Pound
(HKD)— Hong Kong Dollar
(JPY)— Japanese Yen
(KRW)— South Korean Won
(USD)— United States Dollar
(ZAR)— South African Rand

 

MIST-45


Table of Contents

Met Investors Series Trust

AQR Global Risk Balanced Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1     Level 2     Level 3      Total  

Total U.S. Treasury & Government Agencies*

   $ —        $ 875,647,210      $ —         $ 875,647,210   

Total Foreign Government*

     —          659,196,900        —           659,196,900   
Short-Term Investments          

Mutual Funds

     1,529,615,812        —          —           1,529,615,812   

U.S. Treasury

     —          675,514,868                675,514,868   

Total Short-Term Investments

     1,529,615,812        675,514,868        —           2,205,130,680   

Total Investments

   $ 1,529,615,812      $ 2,210,358,978      $ —         $ 3,739,974,790   
                                   
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —        $ 355,216      $ —         $ 355,216   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —          (25,551,307     —           (25,551,307

Total Forward Contracts

   $ —        $ (25,196,091   $ —         $ (25,196,091
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 25,865,601      $ —        $ —         $ 25,865,601   

Futures Contracts (Unrealized Depreciation)

     (9,191,587     —          —           (9,191,587

Total Futures Contracts

   $ 16,674,014      $ —        $ —         $ 16,674,014   
OTC Swap Contracts          

OTC Swap Contracts at Value (Assets)

   $ —        $ 5,995,476      $ —         $ 5,995,476   

OTC Swap Contracts at Value (Liabilities)

     —          (10,525,339     —           (10,525,339

Total OTC Swap Contracts

   $ —        $ (4,529,863   $ —         $ (4,529,863

 

* See Consolidated Schedule of Investments for additional detailed categorizations.

 

MIST-46


Table of Contents

Met Investors Series Trust

BlackRock Global Tactical Strategies Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Mutual Funds—51.1% of Net Assets

 

Security Description  

Shares

    Value  

Investment Company Securities—51.1%

  

Consumer Discretionary Select Sector SPDR Fund (a)

    1,907,756      $ 150,808,112   

Consumer Staples Select Sector SPDR Fund (a)

    2,535,939        134,531,564   

Energy Select Sector SPDR Fund (a)

    1,385,355        85,781,182   

Financial Select Sector SPDR Fund (a)

    9,339,060        210,222,241   

Health Care Select Sector SPDR Fund (a)

    2,109,513        142,982,791   

Industrial Select Sector SPDR Fund (a)

    2,702,775        149,922,929   

iShares 1-3 Year Credit Bond ETF (a) (b)

    4,618,949        486,929,603   

iShares Core U.S. Aggregate Bond ETF (b)

    3,049,604        338,018,107   

iShares iBoxx $ Investment Grade Corporate Bond ETF (a) (b)

    3,858,200        458,431,324   

iShares Intermediate Credit Bond ETF (a) (b)

    1,173,627        128,746,882   

iShares MSCI EAFE Fund (a) (b)

    5,598,492        319,841,848   

iShares MSCI Japan Fund (a) (b)

    2,978,237        33,981,684   

iShares U.S. Real Estate ETF (a) (b)

    1,467,459        114,256,358   

Materials Select Sector SPDR Fund (a)

    1,102,186        49,388,955   

Powershares QQQ Trust - Series 1 (a)

    2,330,863        254,530,240   

SPDR S&P 500 ETF Trust (a)

    234,454        48,194,364   

Technology Select Sector SPDR Fund (a)

    3,193,938        141,683,090   

Utilities Select Sector SPDR Fund (a)

    1,071,224        53,154,135   

Vanguard Short-Term Corporate Bond
ETF (a)

    1,458,405        116,716,152   

Vanguard Total Bond Market ETF

    4,769,518        394,868,395   
   

 

 

 

Total Mutual Funds
(Cost $3,688,721,471)

      3,812,989,956   
   

 

 

 
Short-Term Investments—60.2%   

Mutual Funds—16.1%

  

SSGA USD Liquidity Fund, S2 Shares, 0.396% (c)

    98,625,345        98,625,345   

State Street Navigator Securities Lending MET Portfolio (d)

    1,099,946,700        1,099,946,700   
   

 

 

 
      1,198,572,045   
   

 

 

 
Security Description   Principal
Amount*
    Value  

Repurchase Agreement—44.1%

  

Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $3,287,605,137 on 04/01/16, collateralized by $3,283,055,000 U.S. Treasury Notes with rates ranging from 1.375% - 2.125%, maturity dates ranging from 03/31/20 - 10/31/20, with a value of $3,353,370,488.

    3,287,602,397      3,287,602,397   
   

 

 

 

Total Short-Term Investments
(Cost $4,486,174,442)

      4,486,174,442   
   

 

 

 

Total Investments—111.3%
(Cost $8,174,895,913) (e)

      8,299,164,398   

Other assets and liabilities (net)—(11.3)%

      (841,750,876
   

 

 

 
Net Assets—100.0%     $ 7,457,413,522   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $1,091,761,227 and the collateral received consisted of cash in the amount of $1,099,946,700 and non-cash collateral with a value of $19,096,377. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Affiliated Issuer.
(c) The rate shown represents the annualized seven-day yield as of March 31, 2016.
(d) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(e) As of March 31, 2016, the aggregate cost of investments was $8,174,895,913. The aggregate unrealized appreciation and depreciation of investments were $154,242,586 and $(29,974,101), respectively, resulting in net unrealized appreciation of $124,268,485.
(ETF)— Exchange-Traded Fund

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
SEK     122,000,000      

Citibank N.A.

     06/23/16       $ 14,999,340       $ 71,848   
SEK     356,000,000      

Commonwealth Bank of Australia

     06/23/16         41,817,836         2,160,387   

Contracts to Deliver

               
SEK     86,000,000      

BNP Paribas S.A.

     06/23/16       $ 10,179,236       $ (444,717
             

 

 

 

Net Unrealized Appreciation

  

   $ 1,787,518   
             

 

 

 

 

MIST-47


Table of Contents

Met Investors Series Trust

BlackRock Global Tactical Strategies Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Futures Contracts

 

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
    Notional
Amount
    Unrealized
Appreciation/
(Depreciation)
 

Amsterdam Index Futures

     04/15/16         520        EUR         46,048,709      $ (364,024

Australian Currency Futures

     06/13/16         1,495        USD         112,606,353        1,761,147   

British Pound Currency Futures

     06/13/16         3,315        USD         295,987,276        1,803,318   

CAC 40 Index Futures

     04/15/16         3,114        EUR         138,886,593        (2,713,212

DAX Index Futures

     06/17/16         490        EUR         122,474,331        29,208   

Euro Currency Futures

     06/13/16         1,314        USD         183,766,263        3,675,837   

Euro Stoxx 50 Index Futures

     06/17/16         3,352        EUR         99,437,651        (1,354,705

Euro-Bund Futures

     06/08/16         5,825        EUR         949,863,950        1,678,459   

FTSE 100 Index Futures

     06/17/16         3,394        GBP         206,730,948        1,068,960   

FTSE MIB Index Futures

     06/17/16         370        EUR         33,944,514        (1,373,347

Hang Seng Index Futures

     04/28/16         382        HKD         392,057,454        690,474   

IBEX 35 Index Futures

     04/15/16         486        EUR         43,563,406        (1,513,967

Japanese Yen Currency Futures

     06/13/16         2,933        USD         324,968,763        1,474,137   

MSCI Singapore Index Futures

     04/28/16         909        SGD         29,190,066        (149,910

Nikkei 225 Index Futures

     06/09/16         2,178        JPY         36,314,581,841        1,676,646   

OMX Stockholm 30 Index Futures

     04/15/16         2,876        SEK         394,703,817        (988,589

Russell 2000 Mini Index Futures

     06/17/16         3,891        USD         420,757,030        10,988,330   

S&P 500 E-Mini Index Futures

     06/17/16         4,952        USD         508,622,958        (671,558

SPI 200 Index Futures

     06/16/16         1,170        AUD         148,589,004        (313,139

Swiss Franc Currency Futures

     06/13/16         1,094        USD         138,898,832        3,922,868   

U.S. Treasury Long Bond Futures

     06/21/16         479        USD         78,949,576        (184,014

Futures Contracts—Short

                                

U.S. Treasury Note 10 Year Futures

     06/21/16         (3,845     USD         (504,521,110     3,169,156   

U.S. Treasury Note 5 Year Futures

     06/30/16         (6,084     USD         (737,278,379     116,220   
            

 

 

 

Net Unrealized Appreciation

  

  $ 22,428,295   
            

 

 

 

Swap Agreements

OTC Total Return Swaps

 

Fixed
Rate

  Maturity
Date
  Counterparty  

Underlying Reference
Instrument

  Notional
Amount
    Market
Value
    Upfront
Premium
Paid/(Received)
    Unrealized
Appreciation/
(Depreciation)
 
1.000%   01/19/17   UBS AG   MSCI Switzerland Net Return Index     CHF        38,696,831      $      $      $   
1.000%   01/19/17   UBS AG   MSCI Switzerland Net Return Index     CHF        100,327,365        (3,177,867            (3,177,867
0.120%   09/01/16   JPMorgan Chase Bank N.A.   S&P GSCI Index     USD        222,231,443        2,703,825               2,703,825   
0.100%   09/01/16   JPMorgan Chase Bank N.A.   S&P GSCI Index     USD        77,375,665        27,783               27,783   
           

 

 

   

 

 

   

 

 

 

Totals


  


  $ (446,259   $      $ (446,259
           

 

 

   

 

 

   

 

 

 

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

   Floating
Rate Index
     Fixed
Rate
    Maturity
Date
     Notional
Amount
     Unrealized
Appreciation
 

Pay

     3M LIBOR         1.706     03/04/26         USD         59,000,000       $ 358,342   

Pay

     3M LIBOR         1.764     02/04/26         USD         59,000,000         596,422   

Pay

     3M LIBOR         1.820     03/16/26         USD         61,000,000         907,478   

Pay

     3M LIBOR         1.985     10/06/25         USD         329,000,000         10,554,109   

Pay

     3M LIBOR         2.030     10/05/25         USD         294,000,000         10,628,526   

Pay

     3M LIBOR         2.035     10/08/25         USD         272,000,000         9,691,825   

Pay

     3M LIBOR         2.050     10/07/25         USD         314,000,000         11,865,083   

Pay

     3M LIBOR         2.050     10/09/25         USD         182,000,000         6,788,714   

Pay

     3M LIBOR         2.080     10/13/25         USD         238,000,000         9,661,389   

Pay

     3M LIBOR         2.090     10/13/25         USD         356,000,000         14,774,068   
                

 

 

 

Net Unrealized Appreciation

  

   $ 75,825,956   
                

 

 

 

 

MIST-48


Table of Contents

Met Investors Series Trust

BlackRock Global Tactical Strategies Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

 

 

 

(AUD)— Australian Dollar
(CHF)— Swiss Franc
(EUR)— Euro
(GBP)— British Pound
(HKD)— Hong Kong Dollar
(JPY)— Japanese Yen
(SEK)— Swedish Krona
(SGD)— Singapore Dollar
(USD)— United States Dollar
(LIBOR)— London Interbank Offered Rate

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1     Level 2     Level 3      Total  
Mutual Funds          

Investment Company Securities

   $ 3,812,989,956      $ —        $ —         $ 3,812,989,956   
Short-Term Investments          

Mutual Funds

     1,198,572,045        —          —           1,198,572,045   

Repurchase Agreement

     —          3,287,602,397        —           3,287,602,397   

Total Short-Term Investments

     1,198,572,045        3,287,602,397        —           4,486,174,442   

Total Investments

   $ 5,011,562,001      $ 3,287,602,397      $ —         $ 8,299,164,398   
                                   

Collateral for Securities Loaned (Liability)

   $ —        $ (1,099,946,700   $ —         $ (1,099,946,700
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —        $ 2,232,235      $ —         $ 2,232,235   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —          (444,717     —           (444,717

Total Forward Contracts

   $ —        $ 1,787,518      $ —         $ 1,787,518   
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 32,054,760      $ —        $ —         $ 32,054,760   

Futures Contracts (Unrealized Depreciation)

     (9,626,465     —          —           (9,626,465

Total Futures Contracts

   $ 22,428,295      $ —        $ —         $ 22,428,295   
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 75,825,956      $ —         $ 75,825,956   
OTC Swap Contracts          

OTC Swap Contracts at Value (Assets)

   $ —        $ 2,731,608      $ —         $ 2,731,608   

OTC Swap Contracts at Value (Liabilities)

     —          (3,177,867     —           (3,177,867

Total OTC Swap Contracts

   $ —        $ (446,259   $ —         $ (446,259

 

MIST-49


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—81.8% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Advertising—0.7%

  

Acosta, Inc.
7.750%, 10/01/22 (144A) (a)

    1,354,000      $ 1,255,835   

Clear Channel International B.V.
8.750%, 12/15/20 (144A)

    1,119,000        1,155,367   

MDC Partners, Inc.
6.500%, 05/01/24 (144A)

    1,085,000        1,108,056   

6.750%, 04/01/20 (144A) (a)

    242,000        250,168   

Outfront Media Capital LLC / Outfront Media Capital Corp.
5.250%, 02/15/22 (a)

    555,000        568,875   

5.625%, 02/15/24

    243,000        253,024   
   

 

 

 
      4,591,325   
   

 

 

 

Aerospace/Defense—1.3%

  

Accudyne Industries Borrower / Accudyne Industries LLC
7.750%, 12/15/20 (144A) (a)

    1,374,000        1,085,460   

KLX, Inc.
5.875%, 12/01/22 (144A) (a)

    307,000        305,465   

Meccanica Holdings USA, Inc.
6.250%, 07/15/19 (144A)

    278,000        301,630   

National Air Cargo Group, Inc.
11.875%, 05/02/18 (b) (c)

    526,567        526,567   

11.875%, 05/08/18 (b) (c)

    541,203        541,203   

TransDigm, Inc.
5.500%, 10/15/20

    760,000        762,280   

6.000%, 07/15/22 (a)

    3,411,000        3,398,209   

6.500%, 07/15/24 (a)

    2,089,000        2,072,706   
   

 

 

 
      8,993,520   
   

 

 

 

Airlines—0.9%

  

American Airlines Pass-Through Trust
6.000%, 01/15/17 (144A)

    3,251,846        3,316,883   

Continental Airlines Pass-Through Certificates
6.125%, 04/29/18

    900,000        946,125   

Virgin Australia Trust
7.125%, 10/23/18 (144A)

    1,297,046        1,297,046   

8.500%, 10/23/16 (144A)

    438,428        444,567   
   

 

 

 
      6,004,621   
   

 

 

 

Apparel—0.2%

  

Levi Strauss & Co.
5.000%, 05/01/25 (a)

    632,000        638,320   

6.875%, 05/01/22

    388,000        419,040   
   

 

 

 
      1,057,360   
   

 

 

 

Auto Manufacturers—0.2%

  

Fiat Chrysler Finance Europe
6.625%, 03/15/18 (EUR)

    189,000        233,692   

General Motors Financial Co., Inc.
5.250%, 03/01/26

    652,000        681,944   

Jaguar Land Rover Automotive plc
5.000%, 02/15/22 (GBP)

    312,000        453,487   
   

 

 

 
      1,369,123   
   

 

 

 

Auto Parts & Equipment—1.0%

  

Affinia Group, Inc.
7.750%, 05/01/21

    295,000      303,850   

Dakar Finance S.A.
9.000%, 11/15/20 (EUR) (d)

    175,000        194,306   

Delphi Corp.
5.000%, 02/15/23

    390,000        410,475   

FTE Verwaltungs GmbH
9.000%, 07/15/20 (EUR)

    100,000        120,162   

Goodyear Tire & Rubber Co. (The)
6.500%, 03/01/21

    1,595,000        1,678,738   

Schaeffler Finance B.V.
4.750%, 05/15/23 (144A)

    395,000        396,975   

Schaeffler Holding Finance B.V.
5.750%, 11/15/21 (EUR) (d)

    190,000        231,884   

6.750%, 11/15/22 (144A) (a) (d)

    2,240,000        2,436,000   

6.875%, 08/15/18 (EUR) (d)

    730,000        860,280   

ZF North America Capital, Inc.
2.750%, 04/27/23 (EUR)

    100,000        114,074   

4.500%, 04/29/22 (144A)

    163,000        166,260   
   

 

 

 
      6,913,004   
   

 

 

 

Banks—3.6%

  

Allied Irish Banks plc
4.125%, 11/26/25 (EUR) (e)

    125,000        136,548   

Banco Espirito Santo S.A.
2.625%, 05/08/17 (EUR)

    400,000        106,963   

4.750%, 01/15/18 (EUR)

    1,000,000        267,407   

Bank of America Corp.
5.125%, 06/17/19 (a) (e)

    690,000        652,050   

6.100%, 03/17/25 (a) (e)

    429,000        422,565   

6.250%, 09/05/24 (e)

    3,080,000        3,018,400   

6.300%, 03/10/26 (e)

    460,000        473,800   

6.500%, 10/23/24 (a) (e)

    1,582,000        1,632,940   

Bankia S.A.
4.000%, 05/22/24 (EUR) (e)

    400,000        436,560   

CIT Group, Inc.
5.000%, 08/01/23 (a)

    1,290,000        1,296,450   

6.000%, 04/01/36

    1,550,000        1,457,000   

6.625%, 04/01/18 (144A)

    145,000        152,431   

Citigroup, Inc.
5.950%, 08/15/20 (a) (e)

    425,000        406,725   

5.950%, 05/15/25 (e)

    3,810,000        3,667,125   

6.125%, 11/15/20 (a) (e)

    375,000        375,926   

Commerzbank AG
7.750%, 03/16/21 (EUR)

    100,000        137,709   

HSH Nordbank AG
0.621%, 02/14/17 (EUR) (e)

    235,000        243,139   

0.661%, 02/14/17 (EUR) (e)

    185,000        191,566   

Ibercaja Banco S.A.
5.000%, 07/28/25 (EUR) (e)

    300,000        316,121   

JPMorgan Chase & Co.
5.000%, 07/01/19 (e)

    1,060,000        1,012,300   

5.300%, 05/01/20 (e)

    2,875,000        2,882,188   

Morgan Stanley
5.550%, 07/15/20 (e)

    345,000        340,084   

 

MIST-50


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

  

UniCredit S.p.A.
6.950%, 10/31/22 (EUR)

    300,000      $ 383,782   

Wells Fargo & Co.
5.875%, 06/15/25 (e)

    3,065,000        3,272,807   

5.900%, 06/15/24 (e)

    660,000        668,869   
   

 

 

 
      23,951,455   
   

 

 

 

Beverages—0.1%

   

Constellation Brands, Inc.
6.000%, 05/01/22

    290,000        326,250   
   

 

 

 

Biotechnology—0.0%

   

Concordia Healthcare Corp.
7.000%, 04/15/23 (144A)

    232,000        198,940   
   

 

 

 

Building Materials—1.3%

   

Builders FirstSource, Inc.
7.625%, 06/01/21 (144A)

    256,000        266,240   

Cemex S.A.B. de C.V.
4.375%, 03/05/23 (EUR)

    147,000        155,897   

CPG Merger Sub LLC
8.000%, 10/01/21 (144A) (a)

    2,117,000        1,974,102   

HeidelbergCement AG
2.250%, 03/30/23 (EUR)

    150,000        170,471   

Kerneos Corporate SAS
5.750%, 03/01/21 (EUR)

    131,000        150,833   

Norbord, Inc.
6.250%, 04/15/23 (144A)

    540,000        531,900   

Ply Gem Industries, Inc.
6.500%, 02/01/22

    1,257,000        1,250,715   

Standard Industries, Inc.
5.125%, 02/15/21 (144A)

    357,000        365,479   

5.500%, 02/15/23 (144A)

    584,000        597,140   

6.000%, 10/15/25 (144A)

    1,530,000        1,617,975   

USG Corp.
5.500%, 03/01/25 (144A) (a)

    414,000        430,560   

5.875%, 11/01/21 (144A) (a)

    937,000        979,165   

9.750%, 01/15/18

    310,000        346,735   

Vulcan Materials Co.
7.500%, 06/15/21

    42,000        49,770   
   

 

 

 
      8,886,982   
   

 

 

 

Chemicals—1.1%

   

Axalta Coating Systems U.S. Holdings, Inc. / Axalta Coating Systems Dutch Holding B
7.375%, 05/01/21 (144A)

    960,000        1,017,600   

Chemours Co. (The)
6.625%, 05/15/23 (144A) (a)

    319,000        259,985   

7.000%, 05/15/25 (144A)

    505,000        404,000   

Huntsman International LLC
5.125%, 04/15/21 (EUR)

    892,000        1,001,050   

5.125%, 11/15/22 (144A) (a)

    81,000        78,570   

Ineos Finance plc
4.000%, 05/01/23 (EUR)

    232,000        256,297   

Chemicals—(Continued)

   

Momentive Performance Materials, Inc.
3.880%, 10/24/21

    1,398,000      1,010,055   

Monitchem HoldCo 3 S.A.
5.250%, 06/15/21 (EUR)

    160,000        181,154   

NOVA Chemicals Corp.
5.250%, 08/01/23 (144A)

    170,000        166,175   

Platform Specialty Products Corp.
6.500%, 02/01/22 (144A) (a)

    1,717,000        1,445,499   

10.375%, 05/01/21 (144A)

    148,000        143,190   

PSPC Escrow Corp.
6.000%, 02/01/23 (EUR)

    138,000        131,120   

Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc.
6.375%, 05/01/22 (EUR)

    130,000        149,371   

Unifrax I LLC / Unifrax Holding Co.
7.500%, 02/15/19 (144A)

    535,000        330,363   

WR Grace & Co.
5.125%, 10/01/21 (144A)

    482,000        501,280   
   

 

 

 
      7,075,709   
   

 

 

 

Coal—0.4%

   

CONSOL Energy, Inc.
5.875%, 04/15/22 (a)

    3,191,000        2,299,498   

8.000%, 04/01/23

    134,000        100,125   

SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp.
7.375%, 02/01/20 (144A)

    489,000        339,855   
   

 

 

 
      2,739,478   
   

 

 

 

Commercial Services—2.1%

   

AA Bond Co., Ltd.
5.500%, 07/31/43 (GBP)

    375,000        519,204   

ADT Corp. (The)
3.500%, 07/15/22

    262,000        226,630   

Ashtead Capital, Inc.
5.625%, 10/01/24 (144A) (a)

    270,000        279,450   

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.
5.125%, 06/01/22 (144A) (a)

    345,000        326,672   

5.250%, 03/15/25 (144A) (a)

    1,066,000        975,390   

5.500%, 04/01/23 (a)

    235,000        227,950   

6.375%, 04/01/24 (144A)

    305,000        305,351   

Ceridian HCM Holding, Inc.
11.000%, 03/15/21 (144A)

    612,000        575,280   

Cognita Financing plc
7.750%, 08/15/21 (GBP)

    125,000        180,802   

EC Finance plc
5.125%, 07/15/21 (EUR)

    445,000        530,418   

ExamWorks Group, Inc.
5.625%, 04/15/23 (a)

    676,000        689,520   

Hertz Corp. (The)
5.875%, 10/15/20 (a)

    210,000        212,436   

6.750%, 04/15/19

    910,000        923,186   

7.375%, 01/15/21

    310,000        316,200   

 

MIST-51


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Commercial Services—(Continued)

   

Jaguar Holding Co. II / Pharmaceutical Product Development LLC
6.375%, 08/01/23 (144A)

    2,763,000      $ 2,837,048   

Laureate Education, Inc.
9.250%, 09/01/19 (144A) (a)

    561,000        412,335   

Live Nation Entertainment, Inc.
7.000%, 09/01/20 (144A)

    383,000        401,193   

Safway Group Holding LLC / Safway Finance Corp.
7.000%, 05/15/18 (144A)

    281,000        281,703   

Service Corp. International
5.375%, 05/15/24

    862,000        911,565   

Truven Health Analytics, Inc.
10.625%, 06/01/20

    405,000        431,933   

United Rentals North America, Inc.
5.500%, 07/15/25 (a)

    636,000        632,686   

5.750%, 11/15/24 (a)

    577,000        577,000   

6.125%, 06/15/23 (a)

    557,000        575,102   

8.250%, 02/01/21

    198,000        206,910   

Verisure Holding AB
6.000%, 11/01/22 (EUR)

    225,000        271,901   
   

 

 

 
      13,827,865   
   

 

 

 

Computers—0.3%

   

Riverbed Technology, Inc.
8.875%, 03/01/23 (144A)

    605,000        601,975   

Western Digital Corp.
7.375%, 04/01/23 (144A)

    629,000        641,580   

10.500%, 04/01/24 (144A)

    752,000        753,880   
   

 

 

 
      1,997,435   
   

 

 

 

Distribution/Wholesale—1.9%

   

American Builders & Contractors Supply Co., Inc.
5.750%, 12/15/23 (144A)

    946,000        983,840   

American Tire Distributors, Inc.
10.250%, 03/01/22 (144A) (a)

    734,000        660,600   

Beacon Roofing Supply, Inc.
6.375%, 10/01/23 (144A) (a)

    541,000        573,460   

HD Supply, Inc.
5.250%, 12/15/21 (144A)

    5,231,000        5,492,550   

5.750%, 04/15/24 (144A)

    1,402,000        1,440,555   

7.500%, 07/15/20 (a)

    3,578,000        3,797,153   
   

 

 

 
      12,948,158   
   

 

 

 

Diversified Financial Services—4.1%

   

AerCap Ireland Capital, Ltd. / AerCap Global Aviation Trust
4.500%, 05/15/21

    340,000        347,436   

4.625%, 10/30/20 (a)

    1,981,000        2,030,525   

4.625%, 07/01/22 (a)

    890,000        907,800   

5.000%, 10/01/21

    1,930,000        1,997,550   

Aircastle, Ltd.
5.000%, 04/01/23 (a)

    208,000        209,040   

5.125%, 03/15/21 (a)

    573,000        596,636   

5.500%, 02/15/22 (a)

    935,000        975,317   

7.625%, 04/15/20

    48,000        54,240   

Diversified Financial Services—(Continued)

  

Alliance Data Systems Corp.
5.375%, 08/01/22 (144A)

    350,000      328,125   

Ally Financial, Inc.
4.625%, 03/30/25 (a)

    572,000        564,135   

5.125%, 09/30/24 (a)

    1,522,000        1,556,245   

8.000%, 11/01/31

    7,484,000        8,531,760   

DFC Finance Corp.
10.500%, 06/15/20 (144A)

    985,000        630,400   

E*Trade Financial Corp.
4.625%, 09/15/23 (a)

    514,000        512,715   

Garfunkelux Holdco 3 S.A.
8.500%, 11/01/22 (GBP)

    150,000        212,572   

Icahn Enterprises L.P. / Icahn Enterprises Finance Corp.
4.875%, 03/15/19

    1,265,000        1,214,400   

5.875%, 02/01/22

    1,055,000        1,001,195   

Infinity Acquisition LLC / Infinity Acquisition Finance Corp.
7.250%, 08/01/22 (144A)

    49,000        42,140   

International Lease Finance Corp.
4.625%, 04/15/21

    261,000        267,525   

5.875%, 04/01/19

    410,000        433,063   

5.875%, 08/15/22

    975,000        1,057,875   

8.250%, 12/15/20

    150,000        175,125   

Jefferies Finance LLC / JFIN Co-Issuer Corp.
6.875%, 04/15/22 (144A)

    1,447,000        1,226,332   

7.375%, 04/01/20 (144A) (a)

    305,000        263,825   

Lehman Brothers Holdings, Inc.

   

Zero Coupon, 02/05/14 (EUR) (f) (g)

    4,500,000        441,647   

4.750%, 01/16/14 (EUR) (f) (g)

    2,140,000        215,020   

5.375%, 10/17/12 (EUR) (f) (g)

    350,000        35,167   

Mercury Bondco plc
8.250%, 05/30/21 (EUR) (d)

    600,000        691,274   

Navient Corp.
5.500%, 01/25/23 (a)

    65,000        55,250   

5.875%, 10/25/24

    110,000        93,225   

6.125%, 03/25/24

    65,000        55,900   

Pershing Square Holdings, Ltd.
5.500%, 07/15/22 (144A) (h)

    1,000,000        917,500   
   

 

 

 
      27,640,959   
   

 

 

 

Electric—1.4%

   

AES Corp.
4.875%, 05/15/23

    455,000        437,937   

5.500%, 03/15/24 (a)

    106,000        103,615   

Calpine Corp.
5.375%, 01/15/23 (a)

    1,494,000        1,448,254   

5.500%, 02/01/24

    949,000        911,040   

5.875%, 01/15/24 (144A) (a)

    890,000        934,500   

6.000%, 01/15/22 (144A)

    320,000        335,200   

Dynegy, Inc.
6.750%, 11/01/19

    1,625,000        1,616,875   

7.375%, 11/01/22

    64,000        59,200   

FPL Energy National Wind Portfolio LLC
6.125%, 03/25/19 (144A)

    3,710        3,710   

 

MIST-52


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Electric—(Continued)

   

Homer City Generation L.P.
8.137%, 10/01/19 (d)

    340,326      $ 204,196   

NRG Energy, Inc.
6.250%, 07/15/22

    428,000        398,040   

6.250%, 05/01/24 (a)

    556,000        510,130   

7.875%, 05/15/21 (a)

    463,000        461,264   

8.250%, 09/01/20 (a)

    70,000        70,525   

NRG Yield Operating LLC
5.375%, 08/15/24 (a)

    305,000        283,650   

Texas Competitive Electric Holdings Co. LLC / TCEH Finance, Inc.
10.250%, 11/01/15 (f)

    190,000        6,175   

10.500%, 11/01/16 (f)

    31,143,000        934,290   

Viridian Group FundCo II, Ltd.
7.500%, 03/01/20 (EUR)

    280,000        332,949   
   

 

 

 
      9,051,550   
   

 

 

 

Electrical Components & Equipment—0.1%

  

Belden, Inc.
5.500%, 04/15/23 (EUR)

    381,000        432,499   

Rapid Holding GmbH
6.625%, 11/15/20 (EUR)

    100,000        117,664   
   

 

 

 
      550,163   
   

 

 

 

Electronics—0.2%

   

Allegion U.S. Holding Co., Inc.
5.750%, 10/01/21

    257,000        269,208   

Trionista Holdco GmbH
5.000%, 04/30/20 (EUR)

    416,000        485,555   

Trionista TopCo GmbH
6.875%, 04/30/21 (EUR)

    211,000        252,966   
   

 

 

 
      1,007,729   
   

 

 

 

Energy-Alternate Sources—0.0%

   

CE Energy A/S
7.000%, 02/01/21 (EUR)

    144,300        173,230   
   

 

 

 

Engineering & Construction—0.5%

   

AECOM
5.875%, 10/15/24

    541,000        557,230   

Aldesa Financial Services S.A.
7.250%, 04/01/21 (EUR)

    485,000        430,467   

Novafives SAS
4.500%, 06/30/21 (EUR)

    160,000        158,168   

Officine Maccaferri S.p.A.
5.750%, 06/01/21 (EUR)

    283,000        289,795   

SBA Communications Corp.
4.875%, 07/15/22

    1,459,000        1,477,238   

Swissport Investments S.A.
6.750%, 12/15/21 (EUR)

    200,000        239,528   

Weekley Homes LLC / Weekley Finance Corp.
6.000%, 02/01/23

    505,000        463,338   
   

 

 

 
      3,615,764   
   

 

 

 

Entertainment—0.8%

   

Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp.
5.375%, 06/01/24

    405,000      419,175   

CPUK Finance, Ltd.
7.000%, 02/28/42 (GBP)

    150,000        223,355   

DreamWorks Animation SKG, Inc.
6.875%, 08/15/20 (144A)

    258,000        260,580   

Gala Electric Casinos plc
11.500%, 06/01/19 (GBP)

    154,636        231,442   

GLP Capital L.P. / GLP Financing II, Inc.
4.375%, 11/01/18

    320,000        328,800   

International Game Technology plc
4.750%, 02/15/23 (EUR)

    150,000        172,819   

6.250%, 02/15/22 (144A)

    200,000        203,460   

Intralot Capital Luxembourg S.A.
6.000%, 05/15/21 (EUR)

    158,000        160,910   

Pinnacle Entertainment, Inc.
6.375%, 08/01/21

    1,489,000        1,578,340   

PortAventura Entertainment Barcelona B.V.
7.250%, 12/01/20 (EUR)

    100,000        116,901   

Regal Entertainment Group
5.750%, 02/01/25

    271,000        272,355   

Scientific Games International, Inc.
7.000%, 01/01/22 (144A) (a)

    799,000        814,980   

Vougeot Bidco plc
7.875%, 07/15/20 (GBP)

    182,000        270,860   

Waterford Gaming LLC / Waterford Gaming Financial Corp.
8.625%, 09/15/49 (144A) (b) (f)

    294,455        0   
   

 

 

 
      5,053,977   
   

 

 

 

Environmental Control—0.1%

   

Advanced Disposal Services, Inc.
8.250%, 10/01/20

    388,000        395,721   

Befesa Zinc S.A. Unipersonal Via Zinc Capital S.A.
8.875%, 05/15/18 (EUR)

    189,000        207,114   

Bilbao Luxembourg S.A.
10.500%, 12/01/18 (EUR) (d)

    273,132        289,352   
   

 

 

 
      892,187   
   

 

 

 

Food—1.2%

   

Bakkavor Finance 2 plc
8.750%, 06/15/20 (GBP)

    296,000        454,995   

Casino Guichard Perrachon S.A.
3.311%, 01/25/23 (EUR)

    200,000        234,751   

JBS USA LLC / JBS USA Finance, Inc.
5.750%, 06/15/25 (144A)

    518,000        453,250   

Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp.
5.875%, 01/15/24 (144A) (a)

    163,000        170,612   

Post Holdings, Inc.
6.750%, 12/01/21 (144A)

    266,000        280,298   

7.375%, 02/15/22 (a)

    460,000        486,450   

7.750%, 03/15/24 (144A) (a)

    1,289,000        1,414,677   

8.000%, 07/15/25 (144A) (a)

    1,555,000        1,726,050   

 

MIST-53


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Food—(Continued)

   

R&R Pik plc
9.250%, 05/15/18 (EUR) (d)

    526,000      $ 604,521   

Smithfield Foods, Inc.
5.875%, 08/01/21 (144A)

    352,000        364,320   

6.625%, 08/15/22

    331,000        351,687   

Tesco Corporate Treasury Services plc
2.500%, 07/01/24 (EUR)

    100,000        108,446   

Tesco plc
5.000%, 03/24/23 (GBP)

    100,000        144,502   

6.000%, 12/14/29 (GBP)

    100,000        142,064   

TreeHouse Foods, Inc.
6.000%, 02/15/24 (144A) (a)

    362,000        383,720   

U.S. Foods, Inc.
8.500%, 06/30/19

    93,000        95,558   

WhiteWave Foods Co. (The)
5.375%, 10/01/22

    465,000        500,456   
   

 

 

 
      7,916,357   
   

 

 

 

Food Service—0.3%

   

Aramark Services, Inc.
5.125%, 01/15/24 (144A)

    632,000        665,970   

5.750%, 03/15/20 (144A)

    769,000        793,031   

Brakes Capital
7.125%, 12/15/18 (GBP)

    185,000        275,670   
   

 

 

 
      1,734,671   
   

 

 

 

Healthcare-Products—1.1%

   

3AB Optique Developpement SAS
5.625%, 04/15/19 (EUR)

    100,000     

 

105,825

  

Alere, Inc.
6.375%, 07/01/23 (144A) (a)

    788,000        827,400   

6.500%, 06/15/20

    269,000        274,111   

7.250%, 07/01/18

    300,000        312,750   

Crimson Merger Sub, Inc.
6.625%, 05/15/22 (144A)

    1,623,000        1,211,164   

DJO Finco, Inc. / DJO Finance LLC / DJO Finance Corp.
8.125%, 06/15/21 (144A)

    2,139,000        1,893,015   

Fresenius U.S. Finance II, Inc.
4.500%, 01/15/23 (144A)

    407,000        413,105   

Hologic, Inc.
5.250%, 07/15/22 (144A)

    867,000        903,847   

IDH Finance plc
6.000%, 12/01/18 (GBP)

    397,000        566,200   

6.000%, 12/01/18 (144A) (GBP)

    100,000        142,620   

Kinetic Concepts, Inc. / KCI USA, Inc.
7.875%, 02/15/21 (144A) (a)

    277,000        292,927   

Mallinckrodt International Finance S.A. / Mallinckrodt CB LLC
4.875%, 04/15/20 (144A) (a)

    155,000        145,235   

5.500%, 04/15/25 (144A)

    220,000        194,150   

Sterigenics-Nordion Holdings LLC
6.500%, 05/15/23 (144A)

    241,000        240,397   
   

 

 

 
      7,522,746   
   

 

 

 

Healthcare-Services—4.6%

   

Acadia Healthcare Co., Inc.
5.125%, 07/01/22

    435,000      439,350   

5.625%, 02/15/23

    647,000        656,705   

6.500%, 03/01/24 (144A) (a)

    159,000        165,360   

Amsurg Corp.
5.625%, 07/15/22

    1,996,000        2,055,880   

Care UK Health & Social Care plc
5.591%, 07/15/19 (GBP) (e)

    100,000        122,907   

Centene Corp.
4.750%, 05/15/22 (a)

    946,000        955,460   

Centene Escrow Corp.
5.625%, 02/15/21 (144A)

    923,000        962,227   

6.125%, 02/15/24 (144A)

    544,000        572,560   

CHS/Community Health Systems, Inc.
6.875%, 02/01/22 (a)

    1,429,000        1,289,672   

DaVita HealthCare Partners, Inc.
5.000%, 05/01/25

    1,558,000        1,542,420   

5.125%, 07/15/24

    988,000        997,880   

Envision Healthcare Corp.
5.125%, 07/01/22 (144A) (a)

    365,000        370,475   

HCA, Inc.
4.750%, 05/01/23

    218,000        221,815   

5.000%, 03/15/24

    1,400,000        1,432,375   

5.250%, 04/15/25

    951,000        979,530   

5.250%, 06/15/26

    296,000        303,400   

5.375%, 02/01/25

    2,178,000        2,201,827   

5.875%, 03/15/22

    1,750,000        1,894,375   

5.875%, 05/01/23

    862,000        904,023   

5.875%, 02/15/26 (a)

    1,123,000        1,156,690   

6.500%, 02/15/20

    890,000        976,775   

7.500%, 02/15/22

    1,647,000        1,865,227   

HealthSouth Corp.
5.125%, 03/15/23

    488,000        486,170   

5.750%, 11/01/24

    886,000        897,518   

5.750%, 09/15/25

    736,000        743,728   

MEDNAX, Inc.
5.250%, 12/01/23 (144A)

    529,000        550,160   

MPH Acquisition Holdings LLC
6.625%, 04/01/22 (144A)

    470,000        488,800   

Surgery Center Holdings, Inc.
8.875%, 04/15/21 (144A)

    275,000        275,000   

Surgical Care Affiliates, Inc.
6.000%, 04/01/23 (144A)

    336,000        338,520   

Synlab Bondco plc
6.250%, 07/01/22 (EUR)

    255,000        306,704   

Synlab Unsecured Bondco plc
8.250%, 07/01/23 (EUR)

    200,000        228,718   

Tenet Healthcare Corp.
4.375%, 10/01/21

    135,000        135,338   

4.500%, 04/01/21

    260,000        261,300   

4.750%, 06/01/20

    435,000        445,875   

6.000%, 10/01/20

    1,546,000        1,646,490   

6.750%, 06/15/23 (a)

    874,000        836,855   

Voyage Care Bondco plc
6.500%, 08/01/18 (GBP)

    604,000        850,145   

 

MIST-54


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Healthcare-Services—(Continued)

   

WellCare Health Plans, Inc.
5.750%, 11/15/20

    403,000      $ 417,105   
   

 

 

 
      30,975,359   
   

 

 

 

Holding Companies-Diversified—0.1%

   

Carlson Travel Holdings, Inc.
7.500%, 08/15/19 (144A) (d)

    249,000        234,060   

HRG Group, Inc.
7.875%, 07/15/19

    517,000        545,228   

ProGroup AG
5.125%, 05/01/22 (EUR)

    131,000        156,891   
   

 

 

 
      936,179   
   

 

 

 

Home Builders—1.2%

   

Beazer Homes USA, Inc.
6.625%, 04/15/18

    373,000        379,527   

Brookfield Residential Properties, Inc. / Brookfield Residential U.S. Corp.
6.125%, 07/01/22 (144A)

    793,000        701,805   

CalAtlantic Group, Inc.
6.625%, 05/01/20

    110,000        119,625   

8.375%, 01/15/21 (a)

    962,000        1,118,325   

Lennar Corp.
4.750%, 04/01/21

    572,000        579,150   

4.750%, 11/15/22

    988,000        990,470   

4.875%, 12/15/23

    614,000        614,000   

PulteGroup, Inc.
5.500%, 03/01/26 (a)

    818,000        841,517   

6.375%, 05/15/33

    974,000        993,480   

TRI Pointe Group, Inc. / TRI Pointe Homes, Inc.
4.375%, 06/15/19

    355,000        352,338   

5.875%, 06/15/24

    595,000        591,281   

William Lyon Homes, Inc.
8.500%, 11/15/20

    330,000        338,608   

Woodside Homes Co. LLC / Woodside Homes Finance, Inc.
6.750%, 12/15/21 (144A)

    540,000        480,600   
   

 

 

 
      8,100,726   
   

 

 

 

Household Products/Wares—0.5%

   

Prestige Brands, Inc.
6.375%, 03/01/24 (144A)

    335,000        349,237   

Spectrum Brands, Inc.
5.750%, 07/15/25

    1,184,000        1,258,000   

6.125%, 12/15/24

    231,000        246,593   

6.375%, 11/15/20

    310,000        326,430   

6.625%, 11/15/22

    925,000        1,000,147   
   

 

 

 
      3,180,407   
   

 

 

 

Insurance—0.5%

   

HUB International, Ltd.
7.875%, 10/01/21 (144A)

    1,464,000        1,442,040   

9.250%, 02/15/21 (144A)

    468,000        485,550   

Pension Insurance Corp. plc
6.500%, 07/03/24 (GBP)

    300,000        393,360   

Insurance—(Continued)

   

Radian Group, Inc.
5.250%, 06/15/20 (a)

    574,000      561,085   

7.000%, 03/15/21

    163,000        168,786   

Wayne Merger Sub LLC
8.250%, 08/01/23 (144A)

    383,000        381,085   
   

 

 

 
      3,431,906   
   

 

 

 

Internet—1.5%

   

Blue Coat Holdings, Inc.
8.375%, 06/01/23 (144A) (a)

    1,078,000        1,110,879   

Netflix, Inc.
5.375%, 02/01/21 (a)

    690,000        720,188   

Zayo Group LLC / Zayo Capital, Inc.
6.000%, 04/01/23

    2,360,000        2,355,563   

6.375%, 05/15/25 (144A)

    1,314,000        1,284,566   

6.375%, 05/15/25 (a)

    1,025,000        1,001,938   

10.125%, 07/01/20 (a)

    3,257,000        3,484,990   
   

 

 

 
      9,958,124   
   

 

 

 

Iron/Steel—0.5%

   

ArcelorMittal
6.125%, 06/01/18 (a)

    958,000        967,580   

Ovako AB
6.500%, 06/01/19 (EUR)

    250,000        212,503   

Steel Dynamics, Inc.
5.125%, 10/01/21

    1,155,000        1,166,550   

5.250%, 04/15/23

    439,000        440,097   

5.500%, 10/01/24

    140,000        141,750   

6.375%, 08/15/22

    260,000        267,800   
   

 

 

 
      3,196,280   
   

 

 

 

Leisure Time—0.3%

   

Cirsa Funding Luxembourg S.A.
5.875%, 05/15/23 (EUR)

    175,000        194,005   

8.750%, 05/15/18 (EUR)

    163,573        187,530   

Sabre GLBL, Inc.
5.250%, 11/15/23 (144A)

    268,000        272,663   

5.375%, 04/15/23 (144A)

    1,026,000        1,052,933   
   

 

 

 
      1,707,131   
   

 

 

 

Lodging—1.7%

   

Boyd Gaming Corp.
6.375%, 04/01/26 (144A) (a)

    638,000        661,925   

6.875%, 05/15/23

    1,178,000        1,254,570   

Caesars Entertainment Resort Properties LLC
8.000%, 10/01/20 (a)

    1,574,000        1,540,946   

FelCor Lodging L.P.
5.625%, 03/01/23

    152,000        155,040   

6.000%, 06/01/25

    413,000        426,423   

MGM Resorts International
5.250%, 03/31/20 (a)

    1,072,000        1,098,800   

6.000%, 03/15/23 (a)

    1,400,000        1,449,000   

6.625%, 12/15/21

    913,000        979,192   

6.750%, 10/01/20 (a)

    1,081,000        1,169,642   

7.750%, 03/15/22 (a)

    225,000        250,594   

 

MIST-55


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Lodging—(Continued)

   

Station Casinos LLC
7.500%, 03/01/21 (a)

    2,528,000      $ 2,676,520   
   

 

 

 
      11,662,652   
   

 

 

 

Machinery-Construction & Mining—0.1%

  

BlueLine Rental Finance Corp.
7.000%, 02/01/19 (144A)

    651,000        599,734   
   

 

 

 

Media—10.9%

  

Altice Financing S.A.
5.250%, 02/15/23 (EUR)

    226,000        262,643   

6.500%, 01/15/22 (144A) (a)

    1,040,000        1,058,200   

Altice Luxembourg S.A.
6.250%, 02/15/25 (EUR)

    355,000        363,094   

7.250%, 05/15/22 (EUR)

    339,000        381,215   

7.625%, 02/15/25 (144A) (a)

    684,000        654,930   

7.750%, 05/15/22 (144A) (a)

    1,710,000        1,682,777   

Altice U.S. Finance I Corp.
5.375%, 07/15/23 (144A)

    2,821,000        2,896,814   

Altice U.S. Finance S.A.
7.750%, 07/15/25 (144A)

    1,325,000        1,295,187   

AMC Networks, Inc.
4.750%, 12/15/22 (a)

    1,092,000        1,094,730   

5.000%, 04/01/24

    361,000        362,354   

CCO Holdings LLC / CCO Holdings Capital Corp.
5.125%, 05/01/23 (144A)

    380,000        386,650   

5.250%, 09/30/22

    1,255,000        1,292,650   

5.875%, 04/01/24 (144A) (a)

    2,511,000        2,630,272   

5.875%, 05/01/27 (144A) (a)

    2,543,000        2,593,860   

6.500%, 04/30/21

    285,000        295,120   

CCOH Safari LLC
5.750%, 02/15/26 (144A)

    1,134,000        1,173,690   

Cequel Communications Holdings I LLC / Cequel Capital Corp.
5.125%, 12/15/21 (144A) (a)

    435,000        405,638   

7.750%, 07/15/25 (144A) (a)

    1,075,000        1,058,875   

Clear Channel Worldwide Holdings, Inc.
6.500%, 11/15/22

    4,218,000        4,164,653   

7.625%, 03/15/20

    2,870,000        2,633,225   

CSC Holdings LLC
5.250%, 06/01/24 (a)

    1,898,000        1,691,592   

DISH DBS Corp.
4.250%, 04/01/18

    575,000        589,254   

5.000%, 03/15/23

    1,290,000        1,138,425   

5.125%, 05/01/20

    220,000        218,350   

5.875%, 11/15/24 (a)

    1,439,000        1,320,282   

6.750%, 06/01/21

    380,000        392,350   

Harron Communications L.P. / Harron Finance Corp.
9.125%, 04/01/20 (144A) (a)

    690,000        721,485   

iHeartCommunications, Inc.
9.000%, 12/15/19

    451,000        333,740   

9.000%, 03/01/21

    127,000        88,424   

9.000%, 09/15/22

    1,445,000        1,004,275   

10.625%, 03/15/23

    800,000        554,000   

Media—(Continued)

  

LGE HoldCo VI B.V.
7.125%, 05/15/24 (EUR)

    150,000      185,620   

Midcontinent Communications & Midcontinent Finance Corp.
6.250%, 08/01/21 (144A)

    605,000        623,150   

NBCUniversal Enterprise, Inc.
5.250%, 03/29/49 (144A)

    255,000        262,650   

Neptune Finco Corp.
6.625%, 10/15/25 (144A) (a)

    1,661,000        1,795,790   

10.125%, 01/15/23 (144A)

    1,211,000        1,295,770   

10.875%, 10/15/25 (144A)

    200,000        217,400   

Nielsen Finance LLC / Nielsen Finance Co.
5.000%, 04/15/22 (144A)

    2,069,000        2,120,725   

Numericable - SFR SAS
5.375%, 05/15/22 (EUR)

    245,000        283,664   

5.625%, 05/15/24 (EUR)

    381,000        436,683   

6.000%, 05/15/22 (144A)

    3,840,000        3,744,000   

6.250%, 05/15/24 (144A)

    325,000        315,088   

Radio One, Inc.
7.375%, 04/15/22 (144A)

    220,000        198,000   

RCN Telecom Services LLC / RCN Capital Corp.
8.500%, 08/15/20 (144A)

    555,000        555,000   

Sirius XM Radio, Inc.
4.625%, 05/15/23 (144A)

    215,000        211,506   

6.000%, 07/15/24 (144A)

    1,050,000        1,105,125   

Sterling Entertainment Enterprises LLC
9.750%, 12/15/19 (144A) (b) (c)

    2,750,000        2,695,000   

TEGNA, Inc.
4.875%, 09/15/21 (144A)

    190,000        195,700   

5.500%, 09/15/24 (144A)

    508,000        523,240   

Telenet Finance Luxembourg SCA
6.250%, 08/15/22 (EUR)

    710,000        870,522   

6.750%, 08/15/24 (EUR)

    543,000        678,123   

Townsquare Media, Inc.
6.500%, 04/01/23 (144A) (a)

    185,000        177,369   

Trader Corp.
9.875%, 08/15/18 (144A)

    1,151,000        1,194,163   

Tribune Media Co.
5.875%, 07/15/22 (144A) (a)

    1,441,000        1,407,828   

Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH
3.500%, 01/15/27 (EUR)

    100,000        110,149   

4.000%, 01/15/25 (EUR)

    384,000        445,693   

5.000%, 01/15/25 (144A)

    422,000        420,945   

5.500%, 01/15/23 (144A)

    1,580,000        1,619,500   

5.625%, 04/15/23 (EUR)

    83,200        101,419   

Univision Communications, Inc.
5.125%, 05/15/23 (144A)

    1,380,000        1,373,100   

5.125%, 02/15/25 (144A)

    3,980,000        3,930,250   

8.500%, 05/15/21 (144A)

    769,000        784,380   

Virgin Media Finance plc
4.500%, 01/15/25 (EUR)

    106,000        116,567   

5.750%, 01/15/25 (144A) (a)

    1,095,000        1,108,688   

7.000%, 04/15/23 (GBP)

    513,000        758,900   

Virgin Media Secured Finance plc
4.875%, 01/15/27 (GBP)

    100,000        136,803   

6.000%, 04/15/21 (GBP)

    1,475,100        2,208,652   

 

MIST-56


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Media—(Continued)

  

WaveDivision Escrow LLC / WaveDivision Escrow Corp.
8.125%, 09/01/20 (144A)

    2,413,000      $ 2,382,837   

Ziggo Bond Finance B.V.
4.625%, 01/15/25 (EUR)

    333,000        369,448   

5.875%, 01/15/25 (144A)

    1,310,000        1,283,800   
   

 

 

 
      72,982,001   
   

 

 

 

Metal Fabricate/Hardware—0.1%

   

Wise Metals Group LLC / Wise Alloys Finance Corp.
8.750%, 12/15/18 (144A) (a)

    1,063,000        935,440   
   

 

 

 

Mining—2.2%

   

Alcoa, Inc.
5.125%, 10/01/24 (a)

    2,072,000        1,965,168   

5.900%, 02/01/27 (a)

    58,000        55,100   

5.950%, 02/01/37

    70,000        59,500   

6.750%, 01/15/28

    128,000        124,762   

Anglo American Capital plc
2.875%, 11/20/20 (EUR)

    100,000        96,699   

3.250%, 04/03/23 (EUR)

    100,000        90,370   

3.500%, 03/28/22 (EUR)

    100,000        92,848   

3.625%, 05/14/20 (144A) (a)

    421,000        360,216   

4.125%, 09/27/22 (144A)

    405,000        329,063   

Constellium NV
5.750%, 05/15/24 (144A) (a)

    2,020,000        1,449,350   

8.000%, 01/15/23 (144A) (a)

    2,355,000        1,951,706   

First Quantum Minerals, Ltd.
7.000%, 02/15/21 (144A)

    259,000        173,530   

7.250%, 05/15/22 (144A) (a)

    631,000        422,770   

Freeport-McMoRan, Inc.
2.300%, 11/14/17

    679,000        626,378   

2.375%, 03/15/18 (a)

    3,609,000        3,193,965   

3.100%, 03/15/20 (a)

    390,000        292,500   

3.550%, 03/01/22 (a)

    500,000        348,750   

5.400%, 11/14/34

    67,000        41,038   

5.450%, 03/15/43 (a)

    1,921,000        1,176,612   

Glencore Finance Europe S.A.
6.000%, 04/03/22 (GBP)

    100,000        135,295   

Joseph T Ryerson & Son, Inc.
9.000%, 10/15/17

    415,000        356,900   

Teck Resources, Ltd.
2.500%, 02/01/18

    185,000        161,875   

3.000%, 03/01/19

    454,000        363,200   

3.750%, 02/01/23

    224,000        147,701   

4.500%, 01/15/21

    287,000        200,900   

5.400%, 02/01/43

    224,000        123,200   
   

 

 

 
      14,339,396   
   

 

 

 

Miscellaneous Manufacturing—0.2%

   

Bombardier, Inc.
5.500%, 09/15/18 (144A)

    409,000        376,280   

7.500%, 03/15/25 (144A) (a)

    626,000        475,760   

Miscellaneous Manufacturing—(Continued)

  

Gates Global LLC / Gates Global Co.
5.750%, 07/15/22 (EUR)

    365,000      336,852   
   

 

 

 
      1,188,892   
   

 

 

 

Office/Business Equipment—0.6%

   

CDW LLC / CDW Finance Corp.
5.000%, 09/01/23

    271,000        273,710   

5.500%, 12/01/24

    2,420,000        2,492,600   

6.000%, 08/15/22

    1,070,000        1,130,851   
   

 

 

 
      3,897,161   
   

 

 

 

Oil & Gas—5.2%

   

Alberta Energy Co., Ltd.
7.375%, 11/01/31

    186,000        163,894   

Anadarko Finance Co.
7.500%, 05/01/31

    223,000        241,461   

Anadarko Petroleum Corp.
3.450%, 07/15/24 (a)

    729,000        649,192   

6.200%, 03/15/40 (a)

    204,000        196,258   

6.450%, 09/15/36

    308,000        307,553   

California Resources Corp.
8.000%, 12/15/22 (144A)

    1,660,000        639,100   

Carrizo Oil & Gas, Inc.
6.250%, 04/15/23

    537,000        473,231   

7.500%, 09/15/20 (a)

    247,000        230,328   

Cenovus Energy, Inc.

   

3.000%, 08/15/22

    93,000        82,687   

3.800%, 09/15/23 (a)

    255,000        229,144   

5.200%, 09/15/43

    55,000        44,910   

5.700%, 10/15/19

    116,000        116,408   

6.750%, 11/15/39

    420,000        402,126   

Concho Resources, Inc.
5.500%, 10/01/22

    234,000        229,905   

5.500%, 04/01/23 (a)

    633,000        620,340   

6.500%, 01/15/22

    118,000        117,705   

Continental Resources, Inc.
3.800%, 06/01/24 (a)

    1,740,000        1,374,600   

4.500%, 04/15/23

    883,000        738,409   

4.900%, 06/01/44

    420,000        312,900   

5.000%, 09/15/22

    826,000        711,909   

CrownRock L.P. / CrownRock Finance, Inc.
7.125%, 04/15/21 (144A)

    871,000        833,982   

7.750%, 02/15/23 (144A)

    391,000        378,292   

Denbury Resources, Inc.
4.625%, 07/15/23

    691,000        288,493   

5.500%, 05/01/22

    1,044,000        469,800   

6.375%, 08/15/21

    134,000        62,980   

Diamondback Energy, Inc.
7.625%, 10/01/21 (a)

    753,000        775,590   

Encana Corp.
3.900%, 11/15/21 (a)

    376,000        329,470   

5.150%, 11/15/41 (a)

    714,000        538,177   

6.500%, 08/15/34 (a)

    658,000        559,300   

6.500%, 02/01/38

    1,215,000        1,019,847   

6.625%, 08/15/37

    414,000        349,035   

 

MIST-57


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Oil & Gas—(Continued)

   

Gulfport Energy Corp.
6.625%, 05/01/23

    54,000      $ 50,220   

7.750%, 11/01/20

    889,000        889,000   

Hilcorp Energy I L.P. / Hilcorp Finance Co.
5.000%, 12/01/24 (144A) (a)

    308,000        259,490   

Kerr - McGee Corp.
7.875%, 09/15/31

    188,000        205,379   

Marathon Oil Corp.
5.200%, 06/01/45 (a)

    745,000        520,231   

MEG Energy Corp.
6.375%, 01/30/23 (144A)

    798,000        470,820   

6.500%, 03/15/21 (144A)

    1,701,000        1,026,979   

7.000%, 03/31/24 (144A)

    2,424,000        1,430,160   

Memorial Production Partners L.P. / Memorial Production Finance Corp.
6.875%, 08/01/22

    811,000        218,970   

7.625%, 05/01/21

    329,000        92,120   

Memorial Resource Development Corp.
5.875%, 07/01/22 (a)

    1,850,000        1,563,250   

Newfield Exploration Co.
5.625%, 07/01/24

    139,000        130,313   

Oasis Petroleum, Inc.
6.500%, 11/01/21 (a)

    710,000        525,400   

6.875%, 03/15/22 (a)

    626,000        463,240   

Parsley Energy LLC / Parsley Finance Corp.
7.500%, 02/15/22 (144A)

    874,000        869,630   

QEP Resources, Inc.
5.250%, 05/01/23

    795,000        691,650   

5.375%, 10/01/22

    861,000        755,527   

6.875%, 03/01/21 (a)

    144,000        132,120   

Range Resources Corp.
4.875%, 05/15/25 (144A) (a)

    110,000        96,250   

5.000%, 08/15/22 (a)

    217,000        187,163   

5.000%, 03/15/23 (a)

    715,000        605,962   

5.750%, 06/01/21 (a)

    39,000        34,418   

Repsol International Finance B.V.
4.500%, 03/25/75 (EUR) (e)

    100,000        93,877   

RSP Permian, Inc.
6.625%, 10/01/22

    764,000        752,540   

Sanchez Energy Corp.
6.125%, 01/15/23 (a)

    2,558,000        1,381,320   

7.750%, 06/15/21

    80,000        47,000   

Seven Generations Energy, Ltd.
6.750%, 05/01/23 (144A) (a)

    473,000        445,802   

8.250%, 05/15/20 (144A)

    2,405,000        2,411,012   

SM Energy Co.
5.000%, 01/15/24

    365,000        252,649   

6.125%, 11/15/22 (a)

    1,652,000        1,204,308   

6.500%, 01/01/23

    90,000        63,450   

Transocean, Inc.
3.000%, 10/15/17 (a)

    726,000        689,700   

6.000%, 03/15/18 (a)

    986,000        926,840   

6.500%, 11/15/20 (a)

    317,000        221,900   

Whiting Petroleum Corp.
5.000%, 03/15/19

    147,000        101,798   

5.750%, 03/15/21

    475,000        315,875   

Oil & Gas—(Continued)

   

WPX Energy, Inc.
5.250%, 01/15/17 (a)

    120,000      118,200   

6.000%, 01/15/22

    204,000        148,920   

7.500%, 08/01/20 (a)

    180,000        140,400   

8.250%, 08/01/23

    455,000        352,625   
   

 

 

 
      34,373,534   
   

 

 

 

Oil & Gas Services—0.4%

   

Freeport-McMoran Oil & Gas LLC / FCX Oil & Gas, Inc.
6.500%, 11/15/20

    339,000        271,200   

6.625%, 05/01/21 (a)

    340,000        270,300   

Weatherford International LLC
6.350%, 06/15/17 (a)

    470,000        465,300   

6.800%, 06/15/37

    180,000        134,100   

Weatherford International, Ltd.
4.500%, 04/15/22 (a)

    96,000        77,040   

5.125%, 09/15/20 (a)

    483,000        412,965   

5.950%, 04/15/42 (a)

    410,000        284,950   

6.000%, 03/15/18 (a)

    736,000        710,240   

6.500%, 08/01/36 (a)

    190,000        138,700   

7.000%, 03/15/38

    217,000        159,495   
   

 

 

 
      2,924,290   
   

 

 

 

Packaging & Containers—2.5%

   

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
4.250%, 01/15/22 (EUR)

    300,000        345,637   

6.000%, 06/30/21 (144A) (a)

    825,000        783,750   

6.250%, 01/31/19 (144A) (a)

    1,462,000        1,446,466   

6.750%, 01/31/21 (144A)

    590,000        570,825   

9.125%, 10/15/20 (144A)

    1,005,000        1,040,175   

Ball Corp.
4.375%, 12/15/20

    613,000        637,903   

4.375%, 12/15/23 (EUR)

    209,000        254,171   

5.000%, 03/15/22

    199,000        207,955   

Beverage Packaging Holdings Luxembourg II S.A. / Beverage Packaging Holdings II
5.625%, 12/15/16 (144A) (a)

    236,000        235,263   

6.000%, 06/15/17 (144A)

    265,000        262,847   

Crown European Holdings S.A.
3.375%, 05/15/25 (EUR)

    228,000        257,171   

4.000%, 07/15/22 (EUR)

    280,000        338,525   

JH-Holding Finance S.A.
8.250%, 12/01/22 (EUR) (d)

    125,000        148,859   

Novelis, Inc.
8.375%, 12/15/17 (a)

    350,000        355,950   

8.750%, 12/15/20 (a)

    2,646,000        2,670,608   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC
5.750%, 10/15/20 (a)

    2,049,000        2,102,786   

6.875%, 02/15/21

    145,000        150,075   

8.250%, 02/15/21 (a)

    607,000        622,175   

8.500%, 05/15/18

    550,000        550,000   

9.000%, 04/15/19 (a)

    665,000        673,312   

9.875%, 08/15/19

    389,000        402,858   

 

MIST-58


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Packaging & Containers—(Continued)

   

Sealed Air Corp.
4.500%, 09/15/23 (EUR)

    203,000      $ 244,853   

4.875%, 12/01/22 (144A)

    448,000        465,920   

5.125%, 12/01/24 (144A)

    592,000        614,200   

5.500%, 09/15/25 (144A)

    353,000        370,209   

6.500%, 12/01/20 (144A) (a)

    136,000        153,680   

6.875%, 07/15/33 (144A)

    388,000        410,310   

SGD Group SAS
5.625%, 05/15/19 (EUR)

    100,000        115,924   
   

 

 

 
      16,432,407   
   

 

 

 

Pharmaceuticals—2.2%

   

Capsugel S.A.
7.000%, 05/15/19 (144A) (d)

    369,000        370,845   

DPx Holdings B.V.
7.500%, 02/01/22 (144A) (a)

    1,255,000        1,248,725   

Endo Finance LLC / Endo Finco, Inc.
7.750%, 01/15/22 (144A) (a)

    255,000        260,103   

Endo, Ltd. / Endo Finance LLC / Endo Finco, Inc.
6.000%, 07/15/23 (144A) (a)

    1,854,000        1,745,077   

6.000%, 02/01/25 (144A) (a)

    2,539,000        2,380,312   

Grifols Worldwide Operations, Ltd.
5.250%, 04/01/22

    629,000        646,298   

Valeant Pharmaceuticals International, Inc.
4.500%, 05/15/23 (EUR)

    575,000        480,905   

5.375%, 03/15/20 (144A)

    410,000        334,150   

5.500%, 03/01/23 (144A) (a)

    27,000        21,229   

5.625%, 12/01/21 (144A) (a)

    972,000        765,450   

5.875%, 05/15/23 (144A)

    443,000        347,201   

6.375%, 10/15/20 (144A)

    3,663,000        3,040,290   

6.750%, 08/15/18 (144A) (a)

    6,000        5,445   

6.750%, 08/15/21 (144A)

    503,000        409,945   

7.000%, 10/01/20 (144A)

    1,620,000        1,360,800   

7.250%, 07/15/22 (144A)

    330,000        264,000   

7.500%, 07/15/21 (144A)

    1,288,000        1,073,059   
   

 

 

 
      14,753,834   
   

 

 

 

Pipelines—2.8%

   

Energy Transfer Equity L.P.
5.500%, 06/01/27

    900,000        722,250   

5.875%, 01/15/24 (a)

    1,422,000        1,215,810   

7.500%, 10/15/20

    398,000        383,075   

Genesis Energy L.P. / Genesis Energy Finance Corp.
5.750%, 02/15/21

    166,000        149,400   

6.000%, 05/15/23

    243,000        213,840   

6.750%, 08/01/22

    267,000        246,975   

Kinder Morgan, Inc.
6.700%, 02/15/27

    62,930        59,744   

NGPL PipeCo LLC
7.119%, 12/15/17 (144A)

    1,412,000        1,364,345   

7.768%, 12/15/37 (144A)

    468,000        383,760   

9.625%, 06/01/19 (144A) (a)

    445,000        436,100   

ONEOK, Inc.
4.250%, 02/01/22

    180,000        149,400   

7.500%, 09/01/23 (a)

    370,000        359,825   

Pipelines—(Continued)

   

Rockies Express Pipeline LLC
6.000%, 01/15/19 (144A) (a)

    1,060,000      1,033,500   

6.850%, 07/15/18 (144A)

    92,000        91,770   

6.875%, 04/15/40 (144A)

    1,180,000        991,200   

Sabine Pass Liquefaction LLC
5.625%, 02/01/21

    711,000        683,449   

5.625%, 04/15/23

    2,051,000        1,948,450   

5.625%, 03/01/25

    450,000        429,187   

5.750%, 05/15/24

    4,936,000        4,713,880   

6.250%, 03/15/22

    148,000        144,855   

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
5.250%, 05/01/23

    38,000        35,055   

6.375%, 08/01/22

    640,000        617,600   

6.750%, 03/15/24 (144A) (a)

    114,000        112,005   

6.875%, 02/01/21 (a)

    190,000        186,200   

Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.
6.250%, 10/15/22 (144A) (a)

    1,159,000        1,147,410   

Williams Cos., Inc. (The)
3.700%, 01/15/23

    255,000        190,612   

4.550%, 06/24/24 (a)

    816,000        620,160   
   

 

 

 
      18,629,857   
   

 

 

 

Real Estate—0.8%

   

Annington Finance No. 5 plc
13.000%, 01/15/23 (GBP) (d)

    430,179        704,342   

Aroundtown Property Holdings plc
3.000%, 12/09/21 (EUR)

    400,000        436,043   

Crescent Resources LLC / Crescent Ventures, Inc.
10.250%, 08/15/17 (144A)

    325,000        321,750   

Realogy Group LLC / Realogy Co-Issuer Corp.
4.500%, 04/15/19 (144A)

    354,000        363,735   

5.250%, 12/01/21 (144A) (a)

    2,706,000        2,793,945   

Rialto Holdings LLC / Rialto Corp.
7.000%, 12/01/18 (144A)

    545,000        535,463   

Tesco Property Finance 1 plc
7.623%, 07/13/39 (GBP)

    46,433        72,501   

Tesco Property Finance 4 plc
5.801%, 10/13/40 (GBP)

    98,659        125,423   

Tropicana Entertainment LLC / Tropicana Finance Corp.
9.625%, 12/15/14 (b) (f) (g)

    70,000        0   
   

 

 

 
      5,353,202   
   

 

 

 

Real Estate Investment Trusts—0.9%

   

Communications Sales & Leasing, Inc. / CSL Capital LLC
8.250%, 10/15/23

    864,000        799,200   

Corrections Corp. of America
4.625%, 05/01/23

    104,000        105,040   

5.000%, 10/15/22 (a)

    90,000        93,825   

Crown Castle International Corp.
4.875%, 04/15/22

    351,000        375,640   

5.250%, 01/15/23

    326,000        351,673   

 

MIST-59


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Real Estate Investment Trusts—(Continued)

  

Equinix, Inc.

   

5.375%, 04/01/23

    320,000      $ 331,200   

5.875%, 01/15/26

    843,000        888,943   

ESH Hospitality, Inc.
5.250%, 05/01/25 (144A)

    1,445,000        1,405,262   

GEO Group, Inc. (The)
5.125%, 04/01/23

    355,000        345,238   

5.875%, 10/15/24

    590,000        595,163   

iStar, Inc.
4.000%, 11/01/17

    340,000        331,500   

RHP Hotel Properties L.P. / RHP Finance Corp.
5.000%, 04/15/23

    520,000        531,700   
   

 

 

 
      6,154,384   
   

 

 

 

Retail—3.7%

  

1011778 BC ULC / New Red Finance, Inc.
6.000%, 04/01/22 (144A) (a)

    1,164,000        1,210,560   

Asbury Automotive Group, Inc.
6.000%, 12/15/24

    1,296,000        1,308,960   

CST Brands, Inc.
5.000%, 05/01/23

    336,000        340,200   

Dollar Tree, Inc.
5.750%, 03/01/23 (144A)

    4,334,000        4,594,040   

Douglas GmbH
6.250%, 07/15/22 (EUR)

    246,000        299,378   

Dufry Finance SCA
5.500%, 10/15/20 (144A)

    346,000        359,840   

Family Dollar Stores, Inc.
5.000%, 02/01/21

    716,000        753,877   

Hema Bondco B.V.
6.250%, 06/15/19 (EUR)

    307,000        254,665   

L Brands, Inc.
6.875%, 11/01/35

    1,949,000        2,115,055   

Neiman Marcus Group, Ltd. LLC
8.000%, 10/15/21 (144A) (a)

    1,662,000        1,429,320   

New Look Secured Issuer plc
6.500%, 07/01/22 (GBP)

    280,000        394,911   

New Look Senior Issuer plc
8.000%, 07/01/23 (GBP)

    200,000        277,771   

Party City Holdings, Inc.
6.125%, 08/15/23 (144A) (a)

    375,000        383,438   

Penske Automotive Group, Inc.
5.750%, 10/01/22

    1,429,000        1,457,580   

Pizzaexpress Financing 2 plc
6.625%, 08/01/21 (GBP)

    270,000        395,373   

Punch Taverns Finance B, Ltd.
5.943%, 09/30/22 (GBP)

    263,000        351,578   

Punch Taverns Finance plc
6.091%, 10/15/27 (144A) (GBP) (e)

    449,000        545,913   

Rite Aid Corp.
6.125%, 04/01/23 (144A)

    2,745,000        2,909,700   

6.750%, 06/15/21

    886,000        935,837   

7.700%, 02/15/27

    850,000        1,020,000   

9.250%, 03/15/20

    750,000        788,437   

Sonic Automotive, Inc.
5.000%, 05/15/23 (a)

    227,000        223,595   

Retail—(Continued)

  

THOM Europe SAS
7.375%, 07/15/19 (EUR)

    490,000      $ 591,025   

Travis Perkins plc
4.375%, 09/15/21 (GBP)

    151,000        218,201   

Unique Pub Finance Co. plc (The)
5.659%, 06/30/27 (GBP)

    390,446        548,450   

6.464%, 03/30/32 (GBP)

    300,000        364,212   

6.542%, 03/30/21 (GBP)

    71,840        105,389   

Yum! Brands, Inc.
3.750%, 11/01/21

    182,000        172,900   

3.875%, 11/01/23

    70,000        64,750   
   

 

 

 
      24,414,955   
   

 

 

 

Semiconductors—0.7%

   

Advanced Micro Devices, Inc.
7.000%, 07/01/24 (a)

    160,000        104,800   

7.500%, 08/15/22

    235,000        160,975   

Micron Technology, Inc.
5.250%, 01/15/24 (144A)

    375,000        301,875   

NXP B.V. / NXP Funding LLC
4.125%, 06/15/20 (144A)

    2,070,000        2,090,700   

4.625%, 06/15/22 (144A) (a)

    220,000        225,775   

Sensata Technologies B.V.
5.000%, 10/01/25 (144A)

    1,176,000        1,184,820   

Sensata Technologies UK Financing Co. plc
6.250%, 02/15/26 (144A) (a)

    425,000        452,625   
   

 

 

 
      4,521,570   
   

 

 

 

Software—3.9%

   

Ensemble S Merger Sub, Inc.
9.000%, 09/30/23 (144A) (a)

    574,000        562,520   

First Data Corp.
5.000%, 01/15/24 (144A) (a)

    1,968,000        1,970,460   

5.375%, 08/15/23 (144A) (a)

    2,015,000        2,065,375   

5.750%, 01/15/24 (144A)

    6,076,000        6,075,393   

7.000%, 12/01/23 (144A) (a)

    6,607,000        6,673,070   

Infor Software Parent LLC / Infor Software Parent, Inc.
7.125%, 05/01/21 (144A) (d)

    962,000        719,095   

Infor US, Inc.
6.500%, 05/15/22 (a)

    2,207,000        2,008,370   

Informatica LLC
7.125%, 07/15/23 (144A)

    1,148,000        1,107,820   

MSCI, Inc.
5.750%, 08/15/25 (144A)

    316,000        332,590   

Nuance Communications, Inc.
5.375%, 08/15/20 (144A)

    755,000        765,853   

Solera LLC / Solera Finance, Inc.
10.500%, 03/01/24 (144A)

    2,184,000        2,194,920   

SS&C Technologies Holdings, Inc.
5.875%, 07/15/23 (144A)

    1,308,000        1,350,510   
   

 

 

 
      25,825,976   
   

 

 

 

 

MIST-60


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Storage/Warehousing—0.1%

   

Mobile Mini, Inc.
7.875%, 12/01/20

    540,000      $ 557,550   
   

 

 

 

Telecommunications—7.4%

   

Alcatel-Lucent USA, Inc.
6.450%, 03/15/29

    2,913,000        3,095,062   

CenturyLink, Inc.
5.625%, 04/01/20 (a)

    231,000        234,005   

6.450%, 06/15/21

    1,023,000        1,036,422   

Columbus International, Inc.
7.375%, 03/30/21 (144A) (a)

    1,042,000        1,109,730   

CommScope Technologies Finance LLC
6.000%, 06/15/25 (144A)

    882,000        890,269   

CommScope, Inc.
4.375%, 06/15/20 (144A)

    868,000        891,870   

5.500%, 06/15/24 (144A)

    955,000        964,550   

Consolidated Communications, Inc.
6.500%, 10/01/22

    540,000        471,150   

Digicel Group, Ltd.
7.125%, 04/01/22 (144A)

    770,000        598,598   

Digicel, Ltd.
6.000%, 04/15/21 (144A) (a)

    2,937,000        2,628,615   

Frontier Communications Corp.
6.250%, 09/15/21

    1,020,000        942,878   

6.875%, 01/15/25

    1,950,000        1,646,531   

7.125%, 01/15/23

    575,000        508,875   

7.625%, 04/15/24

    687,000        609,713   

Intelsat Jackson Holdings S.A.
5.500%, 08/01/23 (a)

    1,710,000        1,030,275   

7.250%, 10/15/20 (a)

    1,141,000        735,945   

8.000%, 02/15/24 (144A) (a)

    1,749,000        1,801,470   

Level 3 Financing, Inc.
5.125%, 05/01/23

    1,166,000        1,179,117   

5.250%, 03/15/26 (144A)

    668,000        673,010   

5.375%, 08/15/22

    895,000        908,881   

5.375%, 01/15/24 (144A)

    996,000        1,008,450   

5.375%, 05/01/25 (a)

    1,017,000        1,029,713   

5.625%, 02/01/23

    1,119,000        1,149,772   

6.125%, 01/15/21

    205,000        214,738   

Nokia Oyj
6.625%, 05/15/39

    1,117,000        1,161,680   

Orange S.A.
4.000%, 10/01/21 (EUR) (e)

    475,000        550,069   

Play Finance 2 S.A.
5.250%, 02/01/19 (EUR)

    550,000        641,491   

SoftBank Group Corp.
4.750%, 07/30/25 (EUR)

    332,000        388,172   

Sprint Capital Corp.
6.875%, 11/15/28 (a)

    4,760,000        3,474,800   

6.900%, 05/01/19

    580,000        503,150   

8.750%, 03/15/32

    294,000        230,055   

Sprint Communications, Inc.
7.000%, 08/15/20

    555,000        441,225   

9.000%, 11/15/18 (144A)

    4,895,000        5,127,512   

Sprint Corp.
7.250%, 09/15/21

    666,000        508,658   

Telecommunications—(Continued)

   

T-Mobile USA, Inc.
6.000%, 03/01/23 (a)

    840,000      857,850   

6.375%, 03/01/25

    760,000        778,050   

6.500%, 01/15/24 (a)

    1,000,000        1,040,000   

6.500%, 01/15/26

    1,254,000        1,302,592   

6.633%, 04/28/21

    296,000        309,320   

6.731%, 04/28/22

    994,000        1,038,531   

6.836%, 04/28/23

    155,000        163,525   

Telecom Italia Capital S.A.
6.000%, 09/30/34

    1,305,000        1,240,442   

Telecom Italia Finance S.A.
7.750%, 01/24/33 (EUR)

    190,000        292,952   

Telecom Italia S.p.A.
5.303%, 05/30/24 (144A)

    200,000        205,000   

5.875%, 05/19/23 (GBP)

    1,000,000        1,580,147   

6.375%, 06/24/19 (GBP)

    700,000        1,102,673   

Telefonica Europe B.V.
4.200%, 12/04/19 (EUR) (e)

    300,000        340,517   

Wind Acquisition Finance S.A.

   

4.000%, 07/15/20 (EUR)

    657,000        741,059   

6.500%, 04/30/20 (144A) (a)

    200,000        202,000   
   

 

 

 
      49,581,109   
   

 

 

 

Textiles—0.1%

   

Springs Industries, Inc.
6.250%, 06/01/21

    803,000        807,015   
   

 

 

 

Transportation—1.2%

   

Air Medical Merger Sub Corp.
6.375%, 05/15/23 (144A) (a)

    517,000        484,687   

Florida East Coast Holdings Corp.
6.750%, 05/01/19 (144A)

    1,014,000        1,014,000   

Global Ship Lease, Inc.
10.000%, 04/01/19 (144A)

    2,372,000        1,968,760   

JCH Parent, Inc.
10.500%, 03/15/19 (144A) (d)

    2,020,243        1,030,324   

Onorato Armatori S.p.A.
7.750%, 02/15/23 (EUR)

    300,000        357,585   

Silk Bidco A/S
7.500%, 02/01/22 (EUR)

    245,000        291,331   

Watco Cos. LLC / Watco Finance Corp.
6.375%, 04/01/23 (144A)

    617,000        601,575   

XPO Logistics, Inc.
5.750%, 06/15/21 (EUR)

    100,000        108,431   

6.500%, 06/15/22 (144A) (a)

    1,530,000        1,486,012   

7.875%, 09/01/19 (144A) (a)

    670,000        693,450   
   

 

 

 
      8,036,155   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $566,953,906)

      545,497,784   
   

 

 

 

 

MIST-61


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans(i)—8.1%

 

Security Description   Principal
Amount*
    Value  

Aerospace/Defense—0.2%

  

Silver II U.S. Holdings LLC
Term Loan, 4.000%, 12/13/19

    1,354,616      $ 1,186,136   
   

 

 

 

Air Freight & Logistics—0.1%

   

Ceva Logistics Canada ULC
Term Loan, 6.500%, 03/19/21

    103,932        86,697   

Ceva Logistics U.S. Holdings, Inc.
Term Loan, 6.500%, 03/19/21

    831,458        693,575   
   

 

 

 
      780,272   
   

 

 

 

Airlines—0.1%

   

Northwest Airlines, Inc.
Term Loan, 2.128%, 09/10/18

    682,084        661,622   

Term Loan, 2.748%, 03/10/17

    297,333        294,360   
   

 

 

 
      955,982   
   

 

 

 

Chemicals—0.5%

   

Ascend Performance Materials Operations LLC
Term Loan B, 6.750%, 04/10/18

    3,283,200        3,026,700   

MacDermid, Inc.
Term Loan B3, 5.500%, 06/07/20

    413,920        400,823   
   

 

 

 
      3,427,523   
   

 

 

 

Commercial Services—0.5%

   

Hertz Corp. (The)
Term Loan B2, 3.000%, 03/11/18

    1,335,266        1,330,050   

Jaguar Holding Co. II
Term Loan B, 4.250%, 08/18/22

    1,330,751        1,320,771   

KAR Auction Services, Inc.
Term Loan B3, 4.250%, 03/09/23

    406,000        407,015   
   

 

 

 
      3,057,836   
   

 

 

 

Electric—0.4%

   

Energy Future Intermediate Holding Co. LLC
Term Loan, 4.250%, 12/19/16

    912,723        912,913   

Texas Competitive Electric Holdings Co. LLC
Term Loan, 3.750%, 11/07/16

    2,110,693        2,106,735   
   

 

 

 
      3,019,648   
   

 

 

 

Entertainment—0.2%

   

Amaya Holdings B.V.
1st Lien Term Loan, 5.000%, 08/01/21

    1,443,169        1,335,652   

2nd Lien Term Loan, 8.000%, 08/01/22

    383,654        375,789   
   

 

 

 
      1,711,441   
   

 

 

 

Food—0.2%

   

U.S. Foods, Inc.
Term Loan, 4.500%, 03/31/19

    1,133,173        1,129,429   
   

 

 

 

Health Care Equipment & Supplies—0.1%

  

Air Medical Group Holdings, Inc.
Term Loan B, 4.250%, 04/28/22

    615,350        601,504   

Health Care Equipment & Supplies—(Continued)

  

Surgery Center Holdings, Inc.
1st Lien Term Loan, 5.250%, 11/03/20

    360,721      357,114   
   

 

 

 
      958,618   
   

 

 

 

Healthcare-Products—0.2%

   

Alere, Inc.
Term Loan B, 4.250%, 06/18/22

    280,256        278,920   

DJO Finance LLC
Term Loan, 4.250%, 06/08/20

    619,502        607,499   

Immucor, Inc.
Term Loan B2, 5.000%, 08/17/18

    618,402        599,850   

Sterigenics-Nordion Holdings LLC
Term Loan B, 4.250%, 05/15/22

    208,950        206,338   
   

 

 

 
      1,692,607   
   

 

 

 

Healthcare-Services—0.1%

   

Envision Healthcare Corp.
Term Loan B2, 4.500%, 10/28/22

    449,873        450,828   
   

 

 

 

Insurance—0.1%

   

AssuredPartners, Inc.
1st Lien Term Loan, 5.750%, 10/21/22

    491,768        490,538   
   

 

 

 

Internet—0.1%

   

Blue Coat Holdings, Inc.
Term Loan, 4.500%, 05/20/22

    209,475        206,804   

CNT Holdings III Corp.
Term Loan B, 5.250%, 01/22/23

    465,000        465,678   
   

 

 

 
      672,482   
   

 

 

 

Internet Software & Services—0.4%

   

New Lightsquared LLC
Term Loan, 9.750%, 06/15/20

    3,098,112        2,772,810   
   

 

 

 

Lodging—0.7%

   

Caesars Entertainment Resort Properties LLC
Term Loan B, 7.000%, 10/11/20

    4,196,805        3,894,635   

Station Casinos LLC
Term Loan B, 4.250%, 03/02/20

    580,085        579,179   
   

 

 

 
      4,473,814   
   

 

 

 

Machinery—0.2%

   

Gates Global, Inc.
Term Loan B, 4.250%, 07/06/21

    1,166,524        1,103,095   
   

 

 

 

Media—0.8%

   

Advantage Sales & Marketing, Inc.
1st Lien Term Loan, 4.250%, 07/23/21

    615,625        605,852   

2nd Lien Term Loan, 7.500%, 07/25/22

    364,800        331,968   

Cengage Learning Acquisitions, Inc.
1st Lien Term Loan, 7.000%, 03/31/20

    1,984,995        1,979,536   

Houghton Mifflin Harcourt Publishing Co.
Term Loan B, 4.000%, 05/31/21

    739,413        722,776   

 

MIST-62


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans(i)—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Media—(Continued)

   

iHeartCommunications, Inc.
Term Loan D, 7.183%, 01/30/19

    2,235,158      $ 1,536,206   

Univision Communications, Inc.
Term Loan C3, 4.000%, 03/01/20

    9,973        9,886   

Term Loan C4, 4.000%, 03/01/20

    293,054        290,542   
   

 

 

 
      5,476,766   
   

 

 

 

Mining—0.3%

   

FMG Resources (August 2006) Pty, Ltd.
Term Loan B, 4.250%, 06/30/19

    2,099,904        1,779,668   
   

 

 

 

Office/Business Equipment—0.1%

   

Brand Energy & Infrastructure Services, Inc.
Term Loan B, 4.750%, 11/26/20

    462,634        447,887   
   

 

 

 

Oil & Gas—0.2%

   

CITGO Holding, Inc.
Term Loan B, 9.500%, 05/12/18

    949,436        952,996   

MEG Energy Corp.
Term Loan, 3.750%, 03/31/20

    218,859        178,097   
   

 

 

 
      1,131,093   
   

 

 

 

Packaging & Containers—0.1%

   

Reynolds Group Holdings, Inc.
Term Loan, 4.500%, 12/01/18

    555,833        556,307   
   

 

 

 

Pharmaceuticals—0.5%

   

Capsugel Holdings U.S., Inc.
Term Loan B, 3.500%, 08/01/18

    686,476        686,231   

DPx Holdings B.V. Incremental
Term Loan, 4.250%, 03/11/21

    525,498        507,653   

Valeant Pharmaceuticals International, Inc.
Term Loan B, 3.750%, 08/05/20

    771,579        727,075   

Term Loan B, 5.500%, 12/11/19

    229,982        217,572   

Term Loan B F1, 4.000%, 04/01/22

    681,156        644,757   

Vizient, Inc.
1st Lien Term Loan, 6.250%, 02/13/23

    550,000        554,354   
   

 

 

 
      3,337,642   
   

 

 

 

Real Estate—0.0%

  

Realogy Corp.
Extended Letter of Credit, 4.677%, 10/10/16

    127,241        125,408   
   

 

 

 

Retail—0.1%

   

Rite Aid Corp.
2nd Lien Term Loan, 5.750%, 08/21/20

    350,000        351,750   
   

 

 

 

Semiconductors—0.8%

  

Avago Technologies Cayman, Ltd.
Term Loan B1, 4.250%, 02/01/23

    2,685,000        2,675,116   

CEVA Intercompany B.V.
Term Loan, 6.500%, 03/19/21

    602,807        502,842   

Microsemi Corp.
Term Loan B, 5.250%, 01/15/23

    222,353        223,659   

Semiconductors—(Continued)

  

NXP B.V.
Term Loan B, 3.750%, 12/07/20

    1,222,802      1,227,483   

ON Semiconductor Corp.
Term Loan B, 03/31/23 (j)

    614,000        616,149   
   

 

 

 
      5,245,249   
   

 

 

 

Software—0.9%

  

Epicor Software Corp.
1st Lien Term Loan, 4.750%, 06/01/22

    409,783        388,781   

First Data Corp.
Extended Term Loan, 3.932%, 03/24/18

    1,730,660        1,729,454   

Term Loan, 3.932%, 09/24/18

    200,000        199,709   

Informatica Corp.
Term Loan, 4.500%, 08/05/22

    740,280        727,510   

Kronos, Inc.
2nd Lien Term Loan, 9.750%, 04/30/20

    1,906,424        1,902,255   

Solera Holdings, Inc.
Term Loan B, 5.750%, 03/03/23

    1,012,000        1,012,090   
   

 

 

 
      5,959,799   
   

 

 

 

Telecommunications—0.1%

  

CommScope, Inc.
Term Loan B5, 3.828%, 12/29/22

    275,615        274,581   

Hawaiian Telcom Communications, Inc.
Term Loan B, 5.000%, 06/06/19

    259,077        257,917   

Intelsat Jackson Holdings S.A.
Term Loan B2, 3.750%, 06/30/19

    435,116        406,970   
   

 

 

 
      939,468   
   

 

 

 

Transportation—0.1%

  

CEVA Group plc
Term Loan, 6.500%, 03/19/21

    583,293        486,564   
   

 

 

 

Total Floating Rate Loans
(Cost $55,019,715)

      53,720,660   
   

 

 

 
Common Stocks—4.3%   

Capital Markets—1.6%

  

American Capital, Ltd. (a) (k)

    707,716        10,785,592   

Uranium Participation Corp. (k)

    28,400        99,714   
   

 

 

 
      10,885,306   
   

 

 

 

Chemicals—0.0%

  

Advanced Emissions Solutions, Inc. (a) (k)

    11,202        74,494   
   

 

 

 

Consumer Finance—1.4%

  

Ally Financial, Inc. (k)

    481,235        9,008,719   
   

 

 

 

Diversified Telecommunication Services—0.2%

  

Broadview Networks Holdings, Inc. (k)

    52,943        75,708   

Level 3 Communications, Inc. (a) (k)

    28,670        1,515,209   
   

 

 

 
      1,590,917   
   

 

 

 

 

MIST-63


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

Hotels, Restaurants & Leisure—0.3%

   

Amaya, Inc. (k)

    143,483      $ 1,922,313   
   

 

 

 

Household Durables—0.1%

   

Stanley-Martin Communities LLC (b) (c) (k)

    450        573,750   
   

 

 

 

Media—0.3%

   

Time Warner Cable, Inc. (a)

    8,587        1,757,072   
   

 

 

 

Metals & Mining—0.0%

   

African Minerals, Ltd. (b) (k)

    159,753        2   
   

 

 

 

Oil, Gas & Consumable Fuels—0.3%

   

Gener8 Maritime, Inc. (k)

    266,132        1,878,892   
   

 

 

 

Wireless Telecommunication Services—0.1%

  

T-Mobile U.S., Inc. (a) (k)

    22,900        877,070   
   

 

 

 

Total Common Stocks
(Cost $33,373,227)

      28,568,535   
   

 

 

 
Mutual Funds—1.2%   

Investment Company Securities—1.2%

  

SPDR Barclays High Yield Bond ETF (a)

    174,800        5,986,900   

SPDR S&P Oil & Gas Exploration & Production ETF (a)

    65,200        1,978,820   
   

 

 

 

Total Mutual Funds
(Cost $7,572,466)

      7,965,720   
   

 

 

 
Asset-Backed Securities—1.1%   

Asset-Backed - Other—1.1%

   

ALM VIII, Ltd.
3.824%, 01/20/26 (144A) (e)

    550,000        480,152   

ALM XIV, Ltd.
4.071%, 07/28/26 (144A) (e)

    250,000        221,691   

Apidos CLO
4.271%, 07/22/26 (144A) (e)

    550,000        488,277   

Atlas Senior Loan Fund, Ltd.
3.620%, 07/16/26 (144A) (e)

    250,000        237,729   

4.070%, 07/16/26 (144A) (e)

    250,000        207,803   

Avalon IV Capital, Ltd.
3.139%, 04/17/23 (144A) (e)

    250,000        241,526   

Benefit Street Partners CLO, Ltd.
4.124%, 07/20/26 (144A) (e)

    500,000        405,952   

BlueMountain CLO, Ltd.
6.072%, 04/13/27 (144A) (e)

    250,000        208,049   

Cedar Funding III CLO, Ltd.
4.168%, 05/20/26 (144A) (e)

    270,000        229,768   

CIFC Funding, Ltd.
3.421%, 07/22/26 (144A) (e)

    250,000        233,111   

5.620%, 01/19/23 (144A) (e)

    500,000        479,496   

LCM X L.P.
5.821%, 04/15/22 (144A) (e)

    1,000,000        950,033   

Asset-Backed - Other—(Continued)

   

LCM XIII L.P.
4.420%, 01/19/23 (144A) (e)

    500,000      $ 457,052   

Madison Park Funding XIV, Ltd.
4.224%, 07/20/26 (144A) (e)

    250,000        224,040   

Madison Park Funding, Ltd.
3.095%, 04/22/22 (144A) (e)

    250,000        242,341   

4.145%, 04/22/22 (144A) (e)

    250,000        238,045   

Octagon Investment Partners XII, Ltd.
5.779%, 05/05/23 (144A) (e)

    400,000        357,850   

Octagon Investment Partners, Ltd.
5.570%, 04/15/27 (144A)

    500,000        475,000   

OneMain Financial Issuance Trust
4.320%, 07/18/25 (144A) (c)

    200,000        185,511   

5.640%, 07/18/25 (144A) (c)

    200,000        184,417   

Symphony CLO, Ltd.
5.522%, 04/15/28 (144A)

    250,000        237,695   
   

 

 

 

Total Asset-Backed Securities
(Cost $7,373,349)

      6,985,538   
   

 

 

 
Convertible Preferred Stock—0.8%   

Hotels, Restaurants & Leisure—0.8%

  

Amaya, Inc.
Zero Coupon, 12/31/49 (CAD)
(Cost $6,986,453)

    7,581,000        5,616,507   
   

 

 

 
Preferred Stocks—0.8%                

Banks—0.5%

   

GMAC Capital Trust, 6.402% (e)

    143,228        3,510,518   
   

 

 

 

Consumer Finance—0.1%

   

Ally Financial, Inc., 8.500% (a) (e)

    9,513        242,201   
   

 

 

 

Diversified Financial Services—0.2%

   

Marsico Parent Superholdco LLC (144A) (b) (k)

    25        0   

RBS Capital Funding Trust Series G, 6.080%

    65,156        1,571,563   
   

 

 

 
      1,571,563   
   

 

 

 

Total Preferred Stocks
(Cost $5,608,926)

      5,324,282   
   

 

 

 
Convertible Bonds—0.5%                

Diversified Financial Services—0.0%

   

E*Trade Financial Corp.
Zero Coupon, 08/31/19

    11,000        26,007   
   

 

 

 

Oil & Gas—0.5%

   

Whiting Petroleum Corp.
1.250%, 04/01/20 (144A)

    3,447,000        2,005,723   

5.000%, 03/15/19

    134,000        112,476   

 

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Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Convertible Bonds—(Continued)

 

Security Description  

Shares/

Principal
Amount*/
Notional
Amount*

    Value  

Oil & Gas—(Continued)

   

Whiting Petroleum Corp.
5.750%, 03/15/21

    329,000      $ 269,575   

6.250%, 04/01/23

    750,000        620,156   

6.500%, 10/01/18

    315,000        259,481   
   

 

 

 
      3,267,411   
   

 

 

 

Retail—0.0%

   

Enterprise Funding, Ltd.
3.500%, 09/10/20 (GBP)

    300,000        332,636   
   

 

 

 

Total Convertible Bonds
(Cost $4,542,562)

      3,626,054   
   

 

 

 
Escrow Shares—0.0%                

Auto Parts & Equipment—0.0%

   

Lear Corp. (b) (g)

    1,395,000        0   

Lear Corp. (b) (g)

    1,530,000        0   
   

 

 

 
      0   
   

 

 

 

Chemicals—0.0%

   

Momentive Performance Materials, Inc.

    1,398,000        0   
   

 

 

 
      0   
   

 

 

 

Diversified Financial Services—0.0%

   

Lehman Brothers Holdings, Inc. (g)

    489,000        35,306   

Lehman Brothers Holdings, Inc. (g)

    1,740,000        125,628   
   

 

 

 
      160,934   
   

 

 

 

Media—0.0%

   

Cengage Learning Acquisitions, Inc. Term Loan (b)(g)

    295,300        0   
   

 

 

 
      0   
   

 

 

 

Total Escrow Shares
(Cost $256,572)

      160,934   
   

 

 

 
Purchased Option—0.0%                

Put Option—0.0%

   

Consumer Staples Select Sector SPDR Fund, Strike Price $51.50, Expires 4/15/16 (Cost $42,568)

    121,000        7,260   
   

 

 

 
Warrant—0.0%                

Media—0.0%

   

HMH Publishing Co., Ltd., Expires 06/22/19 (c)(k) (Cost $16)

    1,601        6,300   
   

 

 

 
Short-Term Investments—14.2%   
Security Description  

Shares/

Principal
Amount*

    Value  

Mutual Fund—13.5%

   

State Street Navigator Securities Lending MET Portfolio (l)

    90,004,399      90,004,399   
   

 

 

 

Repurchase Agreement—0.7%

   

Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $4,837,145 on 04/01/16, collateralized by $4,845,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $4,935,844.

    4,837,141        4,837,141   
   

 

 

 

Total Short-Term Investments
(Cost $94,841,540)

      94,841,540   
   

 

 

 

Total Investments—112.8%
(Cost $782,571,300) (m)

      752,321,114   

Other assets and liabilities (net)—(12.8)%

      (85,318,683
   

 

 

 
Net Assets—100.0%     $ 667,002,431   
   

 

 

 

 

* Principal and notional amounts stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $141,013,947 and the collateral received consisted of cash in the amount of $90,004,399 and non-cash collateral with a value of $56,801,533. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Security was valued in good faith under procedures approved by the Board of Trustees. As of March 31, 2016, these securities represent 0.7% of net assets.
(c) Restricted securities are not registered under the Securities Act of 1933 and are subject to legal restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult. As of March 31, 2016, the market value of restricted securities was $4,712,748, which is 0.7% of net assets. See details shown in the Restricted Securities table that follows.
(d) Payment-in-kind security for which part of the income earned may be paid as additional principal.
(e) Variable or floating rate security. The stated rate represents the rate at March 31, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(f) Non-income producing; security is in default and/or issuer is in bankruptcy.
(g) Illiquid security. As of March 31, 2016, these securities represent 0.1% of net assets.
(h) All or a portion of the security was pledged as collateral against open reverse repurchase agreements. As of March 31, 2016, the value of securities pledged amounted to $917,500.

 

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Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

 

(i) Floating rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will have an expected average life of approximately two to four years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility and includes commitment fees on unfunded loan commitments, if any. Senior Loans typically have rates of interest which are determined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base rates are primarily the London Interbank Offered Rate (“LIBOR”) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.
(j) This loan will settle after March 31, 2016, at which time the interest rate will be determined.
(k) Non-income producing security.
(l) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(m) As of March 31, 2016, the aggregate cost of investments was $782,571,300. The aggregate unrealized appreciation and depreciation of investments were $13,762,149 and $(43,989,825), respectively, resulting in net unrealized depreciation of $(30,227,676).
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $240,392,632, which is 36.0% of net assets.
(CAD)— Canadian Dollar
(CLO)— Collateralized Loan Obligation
(ETF)— Exchange-Traded Fund
(EUR)— Euro
(GBP)— British Pound

 

Restricted Securities

   Acquisition
Date
     Shares/
Principal
Amount
     Cost      Value  

HMH Publishing Co., Ltd.

     06/22/14         1,601       $ 16       $ 6,300   

National Air Cargo Group, Inc., 11.875%, 05/08/18

     08/11/15         541,203         541,203         541,203   

National Air Cargo Group, Inc., 11.875%, 05/02/18

     08/11/15         526,567         526,567         526,567   

OneMain Financial Issuance Trust, 4.320%, 07/18/25

     05/12/15         200,000         199,964         185,511   

OneMain Financial Issuance Trust, 5.640%, 07/18/25

     05/12/15         200,000         199,979         184,417   

Stanley-Martin Communities LLC

     10/22/07         450         282,182         573,750   

Sterling Entertainment Enterprises LLC, 9.750%, 12/15/19

     12/28/12         2,750,000         2,750,000         2,695,000   
           

 

 

 
            $ 4,712,748   
           

 

 

 

Reverse Repurchase Agreement

 

Counterparty

   Interest
Rate
    Settlement
Date
     Maturity
Date(a)
     Principal
Amount
     Net Closing
Amount
 

Credit Suisse Securities (USA) LLC

     0.750     12/18/15         OPEN         USD         902,500       $  902,500   

 

(a) Certain agreements have no stated maturity and can be terminated by either party at any time.

Securities pledged as collateral against open reverse repurchase agreements are noted in the Schedule of Investments.

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
EUR     800,000      

Morgan Stanley & Co. International plc

     04/05/16       $ 894,595       $ 15,753   
GBP     203,000      

Commonwealth Bank of Australia

     04/05/16         287,101         4,459   

Contracts to Deliver

                    
CAD     9,003,000      

Westpac Banking Corp.

     04/05/16       $ 6,646,439       $ (285,703
CAD     9,003,000      

Westpac Banking Corp.

     05/04/16         6,960,675         28,301   
EUR     104,000      

Citibank N.A.

     04/01/16         118,174         (168
EUR     27,000      

Citibank N.A.

     04/05/16         30,217         (508
EUR     24,280,000      

Morgan Stanley & Co. International plc

     04/05/16         26,458,936         (1,170,138
EUR     23,408,000      

Morgan Stanley & Co. International plc

     05/04/16         26,689,333         29,499   

 

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Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
GBP     177,000      

Citibank N.A.

     04/05/16       $ 253,220       $ (997
GBP     136,000      

Citibank N.A.

     04/05/16         194,659         (671
GBP     10,000      

HSBC Bank plc

     04/05/16         14,205         (158
GBP     98,000      

Morgan Stanley & Co. International plc

     04/05/16         139,412         (1,341
GBP     52,000      

Morgan Stanley & Co. International plc

     04/05/16         73,904         (781
GBP     9,728,000      

Royal Bank of Scotland plc

     04/05/16         13,479,710         (492,164
GBP     53,000      

Standard Chartered Bank

     04/05/16         75,026         (1,095
GBP     71,000      

State Street Bank and Trust

     04/05/16         99,164         (2,810
GBP     196,000      

Commonwealth Bank of Australia

     05/04/16         283,389         1,859   
GBP     10,122,000      

Royal Bank of Scotland plc

     05/04/16         14,554,474         15,444   
             

 

 

 

Net Unrealized Depreciation

  

   $ (1,861,219
             

 

 

 

Futures Contracts

 

Futures Contracts—Short

   Expiration
Date
     Number of
Contracts
    Notional
Amount
    Unrealized
Appreciation/
(Depreciation)
 

Euro-Bobl Futures

     06/08/16         (14     EUR         (1,840,710   $ 6,042   

Euro-Bund Futures

     06/08/16         (6     EUR         (977,816     (2,395

Russell 2000 Mini Index Futures

     06/17/16         (61     USD         (6,595,454     (173,106

S&P 500 E-Mini Index Futures

     06/17/16         (258     USD         (26,036,548     (427,802

U.S. Treasury Note 10 Year Futures

     06/21/16         (1     USD         (130,435     45   
            

 

 

 

Net Unrealized Depreciation

  

  $ (597,216
            

 

 

 

Written Options

 

Put Options

   Strike
Price
     Expiration
Date
     Notional

Amount
    Premiums
Received
    Market

Value
    Unrealized
Appreciation
 

Consumer Staples Select Sector SPDR Fund

   $ 49.00         04/15/16         (121,000   $ (5,142   $ (3,630   $ 1,512   
          

 

 

   

 

 

   

 

 

 

Swap Agreements

Centrally Cleared Credit Default Swaps on Credit Indices—Sell Protection (a)

 

Reference Obligation

   Fixed Deal
Receive Rate
     Maturity
Date
     Implied Credit
Spread at
March 31,
2016(b)
     Notional
Amount(c)
     Unrealized
Appreciation
 

CDX.NA.HY.25.V1

     5.000%         12/20/20         4.294%         USD         14,020,000       $ 412,756   
                 

 

 

 

OTC Credit Default Swaps on Corporate Issues—Sell Protection (a)

 

Reference Obligation

  Fixed Deal
Receive Rate
     Maturity
Date
     Counterparty    Implied Credit
Spread at
March 31,
2016(b)
     Notional
Amount(c)
     Market
Value
     Upfront
Premium
Paid
     Unrealized
Appreciation
 

CCO Holdings LLC / CCO Holdings Capital Corp. 7.250%, due 10/30/17

    8.000%         09/20/17       Deutsche Bank AG      0.333%         USD         1,500,000       $ 169,797       $       $ 169,797   

 

(a) If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

 

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Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

OTC Credit Default Swaps on Corporate Issues—Sell Protection (a)—(Continued)

 

(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues or indices as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. A credit spread identified as “Defaulted” indicates a credit event has occurred for the referenced entity or obligation.
(c) The maximum potential amount of future undiscounted payments that the Portfolio could be required to make under a credit default swap contract would be the notional amount of the contract. These potential amounts would be partially offset by any recovery values of the referenced debt obligation or net amounts received from the settlement of purchased protection credit default swap contracts entered into by the Portfolio for the same referenced debt obligation.
(CAD)— Canadian Dollar
(EUR)— Euro
(GBP)— British Pound
(USD)— United States Dollar
(CDX.NA.HY)— Markit North America High Yield CDS Index

 

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Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level
1
     Level 2      Level 3      Total  
Corporate Bonds & Notes            

Advertising

   $ —         $ 4,591,325       $ —         $ 4,591,325   

Aerospace/Defense

     —           7,925,750         1,067,770         8,993,520   

Airlines

     —           6,004,621         —           6,004,621   

Apparel

     —           1,057,360         —           1,057,360   

Auto Manufacturers

     —           1,369,123         —           1,369,123   

Auto Parts & Equipment

     —           6,913,004         —           6,913,004   

Banks

     —           23,951,455         —           23,951,455   

Beverages

     —           326,250         —           326,250   

Biotechnology

     —           198,940         —           198,940   

Building Materials

     —           8,886,982         —           8,886,982   

Chemicals

     —           7,075,709         —           7,075,709   

Coal

     —           2,739,478         —           2,739,478   

Commercial Services

     —           13,827,865         —           13,827,865   

Computers

     —           1,997,435         —           1,997,435   

Distribution/Wholesale

     —           12,948,158         —           12,948,158   

Diversified Financial Services

     —           27,640,959         —           27,640,959   

Electric

     —           9,051,550         —           9,051,550   

Electrical Components & Equipment

     —           550,163         —           550,163   

Electronics

     —           1,007,729         —           1,007,729   

Energy-Alternate Sources

     —           173,230         —           173,230   

Engineering & Construction

     —           3,615,764         —           3,615,764   

Entertainment

     —           5,053,977         0         5,053,977   

Environmental Control

     —           892,187         —           892,187   

Food

     —           7,916,357         —           7,916,357   

Food Service

     —           1,734,671         —           1,734,671   

Healthcare-Products

     —           7,522,746         —           7,522,746   

Healthcare-Services

     —           30,975,359         —           30,975,359   

Holding Companies-Diversified

     —           936,179         —           936,179   

Home Builders

     —           8,100,726         —           8,100,726   

Household Products/Wares

     —           3,180,407         —           3,180,407   

Insurance

     —           3,431,906         —           3,431,906   

Internet

     —           9,958,124         —           9,958,124   

Iron/Steel

     —           3,196,280         —           3,196,280   

Leisure Time

     —           1,707,131         —           1,707,131   

Lodging

     —           11,662,652         —           11,662,652   

Machinery-Construction & Mining

     —           599,734         —           599,734   

 

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Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2      Level 3      Total  

Media

   $ —         $ 70,287,001       $ 2,695,000       $ 72,982,001   

Metal Fabricate/Hardware

     —           935,440         —           935,440   

Mining

     —           14,339,396         —           14,339,396   

Miscellaneous Manufacturing

     —           1,188,892         —           1,188,892   

Office/Business Equipment

     —           3,897,161         —           3,897,161   

Oil & Gas

     —           34,373,534         —           34,373,534   

Oil & Gas Services

     —           2,924,290         —           2,924,290   

Packaging & Containers

     —           16,432,407         —           16,432,407   

Pharmaceuticals

     —           14,753,834         —           14,753,834   

Pipelines

     —           18,629,857         —           18,629,857   

Real Estate

     —           5,353,202         0         5,353,202   

Real Estate Investment Trusts

     —           6,154,384         —           6,154,384   

Retail

     —           24,414,955         —           24,414,955   

Semiconductors

     —           4,521,570         —           4,521,570   

Software

     —           25,825,976         —           25,825,976   

Storage/Warehousing

     —           557,550         —           557,550   

Telecommunications

     —           49,581,109         —           49,581,109   

Textiles

     —           807,015         —           807,015   

Transportation

     —           8,036,155         —           8,036,155   

Total Corporate Bonds & Notes

     —           541,735,014         3,762,770         545,497,784   

Total Floating Rate Loans*

     —           53,720,660         —           53,720,660   
Common Stocks            

Capital Markets

     10,885,306         —           —           10,885,306   

Chemicals

     74,494         —           —           74,494   

Consumer Finance

     —           9,008,719         —           9,008,719   

Diversified Telecommunication Services

     1,590,917         —            —            1,590,917   

Hotels, Restaurants & Leisure

     1,922,313         —            —            1,922,313   

Household Durables

     —           —            573,750         573,750   

Media

     1,757,072         —            —            1,757,072   

Metals & Mining

     —           —            2         2   

Oil, Gas & Consumable Fuels

     —           1,878,892         —            1,878,892   

Wireless Telecommunication Services

     877,070         —            —            877,070   

Total Common Stocks

     17,107,172         10,887,611         573,752         28,568,535   

Total Mutual Funds*

     7,965,720         —            —            7,965,720   

Total Asset-Backed Securities*

     —           6,985,538         —            6,985,538   

Total Convertible Preferred Stock*

     —           5,616,507         —            5,616,507   
Preferred Stocks            

Banks

     3,510,518         —            —            3,510,518   

Consumer Finance

     242,201         —            —            242,201   

Diversified Financial Services

     1,571,563         —            0         1,571,563   

Total Preferred Stocks

     5,324,282         —            0         5,324,282   

Total Convertible Bonds*

     —           3,626,054         —            3,626,054   
Escrow Shares            

Auto Parts & Equipment

     —           —            0         0   

Chemicals

     —           —            0         0   

Diversified Financial Services

     —           160,934         —            160,934   

Media

     —           —            0         0   

Total Escrow Shares

     —           160,934         0         160,934   

Total Purchased Option*

     7,260         —            —            7,260   

Total Warrant*

     —           6,300         —            6,300   
Short-Term Investments            

Mutual Fund

     90,004,399         —            —            90,004,399   

Repurchase Agreement

     —           4,837,141         —            4,837,141   

Total Short-Term Investments

     90,004,399         4,837,141         —            94,841,540   

Total Investments

   $ 120,408,833       $ 627,575,759       $ 4,336,522       $ 752,321,114   
                                     

 

MIST-70


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  

Collateral for Securities Loaned (Liability)

   $ —        $ (90,004,399   $ —         $ (90,004,399
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —        $ 95,315      $ —         $ 95,315   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —          (1,956,534     —            (1,956,534

Total Forward Contracts

   $ —        $ (1,861,219   $ —         $ (1,861,219
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 6,087      $ —         $ —         $ 6,087   

Futures Contracts (Unrealized Depreciation)

     (603,303     —           —            (603,303

Total Futures Contracts

   $ (597,216   $ —         $ —         $ (597,216

Written Options at Value

   $ (3,630   $ —        $ —         $ (3,630
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 412,756      $ —         $ 412,756   
OTC Swap Contracts          

OTC Swap Contracts at Value (Assets)

   $ —        $ 169,797      $ —         $ 169,797   

Total Reverse Repurchase Agreements (Liability)

   $ —        $ (902,500   $ —         $ (902,500

 

* See Schedule of Investments for additional detailed categorizations.

Transfers from Level 1 to Level 2 in the amount of $11,485,168 were due to the application of a systematic fair valuation model factor.

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

Investments in
Securities

  Balance as of
December 31,
2015
    Change in
Unrealized
Appreciation/
(Depreciation)
    Sales     Balance
as of
March
31, 2016
    Change in
Unrealized
Appreciation/
(Depreciation)
from Investments
Still Held at
March 31, 2016
 
Corporate Bonds & Notes         

Aerospace & Defense

  $ 1,193,508      $ 0      $ (125,738 ) (a)    $ 1,067,770      $ 0   

Entertainment

    0        0               0        0   

Media

    2,722,500        (27,500            2,695,000        (27,500

Real Estate

    0        0               0        0   
Common Stocks          

Household Durables

    624,600        (50,850            573,750        (50,850

Metals & Mining

    2        0               2        0   
Preferred Stocks          

Diversified Financial Services

    0        0               0        0   
Escrow Shares          

Auto Parts & Equipment

    25,594        (25,594            0        (25,594

Chemicals

    0        0               0        0   

Media

    0        0               0        0   
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 4,566,204      $ (103,944   $ (125,738   $ 4,336,522      $ (103,944
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

(a) Sales include principal reductions.

 

MIST-71


Table of Contents

Met Investors Series Trust

Clarion Global Real Estate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—99.5% of Net Assets

 

Security Description   Shares     Value  

Australia—6.4%

   

GPT Group (The) (REIT)

    5,647,791      $ 21,580,057   

Investa Office Fund (REIT)

    4,097,053        13,129,070   

Mirvac Group (REIT)

    10,946,327        16,194,597   

Scentre Group (REIT)

    3,499,318        11,878,890   

Vicinity Centres (REIT)

    5,094,019        12,447,457   

Westfield Corp. (REIT)

    3,036,247        23,224,879   
   

 

 

 
      98,454,950   
   

 

 

 

France—7.7%

   

Gecina S.A. (REIT)

    158,486        21,805,376   

ICADE (REIT)

    103,048        7,876,786   

Klepierre (REIT) (a)

    897,682        42,891,007   

Unibail-Rodamco SE (REIT) (a)

    164,795        45,216,060   
   

 

 

 
      117,789,229   
   

 

 

 

Germany—3.1%

   

Deutsche Wohnen AG

    149,564        4,649,745   

LEG Immobilien AG (b)

    368,991        34,656,837   

Vonovia SE

    214,832        7,729,585   
   

 

 

 
      47,036,167   
   

 

 

 

Hong Kong—6.7%

   

Cheung Kong Property Holdings, Ltd.

    5,308,500        34,171,750   

Henderson Land Development Co., Ltd.

    497,000        3,048,423   

Link REIT (The) (REIT)

    5,538,600        32,805,390   

Sun Hung Kai Properties, Ltd.

    2,704,300        33,048,825   
   

 

 

 
      103,074,388   
   

 

 

 

Japan—12.7%

   

Daito Trust Construction Co., Ltd.

    52,700        7,470,231   

GLP J-REIT (REIT)

    6,818        7,763,464   

Invincible Investment Corp. (REIT)

    2,079        1,556,524   

Japan Real Estate Investment Corp. (REIT)

    501        2,892,890   

Japan Retail Fund Investment Corp. (REIT)

    14,694        35,230,304   

Kenedix Realty Investment Corp. (REIT)

    2,549        14,628,058   

LaSalle Logiport (REIT) (b)

    2,548        2,460,950   

Mitsubishi Estate Co., Ltd.

    1,915,756        35,487,623   

Mitsui Fudosan Co., Ltd.

    1,324,574        32,935,718   

Mori Hills REIT Investment Corp. (REIT)

    7,497        11,089,327   

Nippon Building Fund, Inc. (REIT)

    509        3,011,792   

Nippon Prologis REIT, Inc. (REIT)

    9,164        20,485,843   

Orix JREIT, Inc. (REIT) (a)

    8,543        13,243,923   

Sumitomo Realty & Development Co., Ltd.

    256,000        7,465,245   
   

 

 

 
      195,721,892   
   

 

 

 

Netherlands—1.0%

   

Eurocommercial Properties NV (REIT)

    196,474        9,174,770   

NSI NV (REIT) (c)

    1,401,903        6,655,380   
   

 

 

 
      15,830,150   
   

 

 

 

Spain—0.2%

   

Hispania Activos Inmobiliarios S.A. (b)

    212,385        3,012,718   
   

 

 

 

Sweden—0.5%

   

Hufvudstaden AB - A Shares (a)

    492,774        7,806,179   
   

 

 

 

United Kingdom—5.4%

   

British Land Co. plc (The) (REIT)

    781,069      7,826,380   

Derwent London plc (REIT)

    236,081        10,649,625   

Great Portland Estates plc (REIT)

    1,224,254        12,760,348   

Hammerson plc (REIT)

    928,292        7,686,029   

Land Securities Group plc (REIT)

    2,456,435        38,690,582   

Safestore Holdings plc (REIT)

    911,484        4,383,230   

Unite Group plc (The)

    116,313        1,060,138   
   

 

 

 
      83,056,332   
   

 

 

 

United States—55.8%

   

Alexandria Real Estate Equities, Inc. (REIT)

    210,600        19,141,434   

AvalonBay Communities, Inc. (REIT)

    239,880        45,625,176   

Boston Properties, Inc. (REIT)

    121,162        15,397,267   

CubeSmart (REIT)

    328,660        10,944,378   

DCT Industrial Trust, Inc. (REIT)

    378,627        14,944,408   

DDR Corp. (REIT)

    1,188,433        21,142,223   

Digital Realty Trust, Inc. (REIT) (a)

    297,539        26,329,226   

Equity Residential (REIT)

    842,850        63,239,035   

Essex Property Trust, Inc. (REIT)

    46,266        10,819,767   

General Growth Properties, Inc. (REIT)

    1,545,644        45,951,996   

Healthcare Realty Trust, Inc. (REIT)

    401,875        12,413,919   

Healthcare Trust of America, Inc. (REIT) - Class A

    397,250        11,687,095   

Highwoods Properties, Inc. (REIT) (a)

    218,978        10,469,338   

Host Hotels & Resorts, Inc. (REIT) (a)

    1,573,077        26,270,386   

Kilroy Realty Corp. (REIT)

    375,100        23,207,437   

Kimco Realty Corp. (REIT)

    1,390,800        40,027,224   

Paramount Group, Inc. (REIT)

    767,400        12,240,030   

Pebblebrook Hotel Trust (REIT)

    485,088        14,101,508   

Post Properties, Inc. (REIT)

    154,100        9,205,934   

ProLogis, Inc. (REIT)

    882,492        38,988,497   

Public Storage (REIT)

    214,760        59,237,251   

Regency Centers Corp. (REIT)

    221,900        16,609,215   

Simon Property Group, Inc. (REIT)

    453,579        94,203,823   

SL Green Realty Corp. (REIT) (a)

    308,960        29,932,045   

Spirit Realty Capital, Inc. (REIT)

    1,845,212        20,758,635   

Sun Communities, Inc. (REIT)

    223,700        16,019,157   

Sunstone Hotel Investors, Inc. (REIT)

    981,207        13,736,898   

UDR, Inc. (REIT)

    671,075        25,856,520   

VEREIT, Inc. (REIT) (a)

    2,502,581        22,197,893   

Vornado Realty Trust (REIT)

    359,352        33,933,609   

Welltower, Inc. (REIT)

    747,157        51,807,866   
   

 

 

 
      856,439,190   
   

 

 

 

Total Common Stocks
(Cost $1,372,222,651)

      1,528,221,195   
   

 

 

 
Short-Term Investments—4.2%   

Mutual Fund—4.1%

   

State Street Navigator Securities Lending MET Portfolio (d)

    63,417,338        63,417,338   
   

 

 

 

 

MIST-72


Table of Contents

Met Investors Series Trust

Clarion Global Real Estate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Short-Term Investments—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreement—0.1%

   

Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $1,504,909 on 04/01/16, collateralized by $1,510,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $1,538,313.

    1,504,908      $ 1,504,908   
   

 

 

 

Total Short-Term Investments
(Cost $64,922,246)

      64,922,246   
   

 

 

 

Total Investments—103.7%
(Cost $1,437,144,897) (e)

      1,593,143,441   

Other assets and liabilities (net)—(3.7)%

      (56,910,224
   

 

 

 
Net Assets—100.0%     $ 1,536,233,217   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $74,913,888 and the collateral received consisted of cash in the amount of $63,417,338 and non-cash collateral with a value of $17,091,773. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Non-income producing security.
(c) Illiquid security. As of March 31, 2016, these securities represent 0.4% of net assets.
(d) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(e) As of March 31, 2016, the aggregate cost of investments was $1,437,144,897. The aggregate unrealized appreciation and depreciation of investments were $192,109,140 and $(36,110,596), respectively, resulting in net unrealized appreciation of $155,998,544.
(REIT)— A Real Estate Investment Trust is a pooled investment vehicle that invests primarily in income-producing real estate or real estate related loans or interest.

Ten Largest Industries as of

March 31, 2016 (Unaudited)

  

% of
Net Assets

 

Retail REIT’s

     29.1   

Specialized REIT’s

     15.0   

Office REIT’s

     13.7   

Residential REIT’s

     11.2   

Diversified REIT’s

     11.1   

Diversified Real Estate Activities

     7.8   

Industrial REIT’s

     5.5   

Real Estate Operating Companies

     3.8   

Real Estate Development

     2.2   

 

MIST-73


Table of Contents

Met Investors Series Trust

Clarion Global Real Estate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Common Stocks           

Australia

   $ —         $ 98,454,950      $ —         $ 98,454,950   

France

     —           117,789,229        —           117,789,229   

Germany

     —           47,036,167        —           47,036,167   

Hong Kong

     —           103,074,388        —           103,074,388   

Japan

     2,460,950         193,260,942        —           195,721,892   

Netherlands

     —           15,830,150        —           15,830,150   

Spain

     —           3,012,718        —           3,012,718   

Sweden

     —           7,806,179        —           7,806,179   

United Kingdom

     —           83,056,332        —           83,056,332   

United States

     856,439,190         —          —           856,439,190   

Total Common Stocks

     858,900,140         669,321,055        —           1,528,221,195   
Short-Term Investments           

Mutual Fund

     63,417,338         —          —           63,417,338   

Repurchase Agreement

     —           1,504,908        —           1,504,908   

Total Short-Term Investments

     63,417,338         1,504,908        —           64,922,246   

Total Investments

   $ 922,317,478       $ 670,825,963      $ —         $ 1,593,143,441   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (63,417,338   $ —         $ (63,417,338

 

MIST-74


Table of Contents

Met Investors Series Trust

ClearBridge Aggressive Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—97.0% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—2.3%

   

Engility Holdings, Inc. (a)

    57,266      $ 1,074,310   

L-3 Communications Holdings, Inc.

    582,900        69,073,650   
   

 

 

 
      70,147,960   
   

 

 

 

Biotechnology—19.0%

   

Aduro Biotech, Inc. (a) (b)

    31,570        404,412   

Agios Pharmaceuticals, Inc. (a) (b)

    30,800        1,250,480   

Amgen, Inc.

    1,710,100        256,395,293   

Biogen, Inc. (a)

    867,860        225,921,315   

ImmunoGen, Inc. (a) (b)

    499,700        4,257,444   

Ionis Pharmaceuticals, Inc. (a) (b)

    498,335        20,182,568   

ProQR Therapeutics NV (a) (b)

    88,300        430,904   

Spark Therapeutics, Inc. (a) (b)

    33,520        989,175   

Vertex Pharmaceuticals, Inc. (a)

    932,672        74,138,097   
   

 

 

 
      583,969,688   
   

 

 

 

Commercial Services & Supplies—1.8%

  

Tyco International plc

    1,473,125        54,078,419   
   

 

 

 

Communications Equipment—0.1%

   

ARRIS International plc (a)

    122,915        2,817,212   
   

 

 

 

Construction & Engineering—0.9%

   

Fluor Corp. (b)

    519,410        27,892,317   
   

 

 

 

Diversified Telecommunication Services—0.2%

  

AT&T, Inc.

    157,745        6,178,872   
   

 

 

 

Electronic Equipment, Instruments & Components—3.0%

  

Dolby Laboratories, Inc. - Class A (b)

    295,300        12,833,738   

Fitbit, Inc. - Class A (a) (b)

    54,350        823,402   

TE Connectivity, Ltd. (b)

    1,269,625        78,615,180   
   

 

 

 
      92,272,320   
   

 

 

 

Energy Equipment & Services—4.8%

   

Core Laboratories NV (b)

    514,070        57,786,608   

Frank’s International NV (b)

    30,500        502,640   

National Oilwell Varco, Inc. (b)

    916,878        28,514,906   

Weatherford International plc (a)

    7,614,500        59,240,810   
   

 

 

 
      146,044,964   
   

 

 

 

Health Care Equipment & Supplies—2.1%

  

Medtronic plc

    861,379        64,603,425   

Wright Medical Group NV (a) (b)

    58,679        974,071   
   

 

 

 
      65,577,496   
   

 

 

 

Health Care Providers & Services—10.5%

  

UnitedHealth Group, Inc.

    2,495,450        321,663,505   
   

 

 

 

Internet & Catalog Retail—2.2%

   

Liberty Interactive Corp. - Class A (a)

    1,867,200        47,146,800   

Liberty TripAdvisor Holdings, Inc. - Class A (a) (b)

    154,420        3,421,947   

Liberty Ventures - Series A (a)

    419,879        16,425,667   
   

 

 

 
      66,994,414   
   

 

 

 

Internet Software & Services—2.1%

   

Facebook, Inc. - Class A (a)

    535,500      61,100,550   

Twitter, Inc. (a) (b)

    300,000        4,965,000   
   

 

 

 
      66,065,550   
   

 

 

 

Machinery—0.6%

   

Pentair plc (b)

    339,804        18,437,765   
   

 

 

 

Media—17.8%

   

AMC Networks, Inc. - Class A (a) (b)

    825,825        53,629,075   

CBS Corp. - Class B

    323,200        17,805,088   

Comcast Corp. - Class A

    4,609,600        281,554,368   

Liberty Broadband Corp. - Class A (a)

    117,647        6,842,350   

Liberty Broadband Corp. - Class C (a)

    305,883        17,725,920   

Liberty Global plc - Class A (a)

    299,400        11,526,900   

Liberty Global plc - Class C (a)

    299,400        11,245,464   

Liberty LiLAC Group - Class A (a)

    14,970        524,848   

Liberty LiLAC Group - Class C (a) (b)

    14,970        567,064   

Liberty Media Corp. - Class A (a)

    470,588        18,178,814   

Liberty Media Corp. - Class C (a)

    941,176        35,849,394   

Madison Square Garden Co. (The) -
Class A (a)

    286,049        47,587,112   

MSG Networks, Inc. - Class A (a)

    858,150        14,837,413   

Starz - Class A (a)

    513,888        13,530,671   

Viacom, Inc. - Class B

    344,700        14,229,216   
   

 

 

 
      545,633,697   
   

 

 

 

Metals & Mining—0.7%

   

Freeport-McMoRan, Inc. (b)

    770,800        7,970,072   

Nucor Corp. (b)

    274,700        12,993,310   
   

 

 

 
      20,963,382   
   

 

 

 

Oil, Gas & Consumable Fuels—3.8%

   

Anadarko Petroleum Corp.

    2,369,860        110,364,380   

Newfield Exploration Co. (a)

    205,400        6,829,550   
   

 

 

 
      117,193,930   
   

 

 

 

Pharmaceuticals—8.2%

   

Allergan plc (a)

    786,777        210,879,840   

Mallinckrodt plc (a)

    143,915        8,819,111   

Teva Pharmaceutical Industries, Ltd. (ADR)

    298,100        15,951,331   

Valeant Pharmaceuticals International, Inc. (a)

    653,070        17,175,741   
   

 

 

 
      252,826,023   
   

 

 

 

Semiconductors & Semiconductor Equipment—6.7%

  

Broadcom, Ltd.

    891,161        137,684,374   

Cree, Inc. (a) (b)

    887,200        25,817,520   

Intel Corp.

    1,288,348        41,678,058   
   

 

 

 
      205,179,952   
   

 

 

 

Software—3.6%

   

Autodesk, Inc. (a) (b)

    944,300        55,062,133   

Citrix Systems, Inc. (a)

    616,100        48,413,138   

Nuance Communications, Inc. (a) (b)

    400,000        7,476,000   
   

 

 

 
      110,951,271   
   

 

 

 

 

MIST-75


Table of Contents

Met Investors Series Trust

ClearBridge Aggressive Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

Technology Hardware, Storage & Peripherals—6.5%

  

SanDisk Corp. (b)

    1,443,190      $ 109,797,895   

Seagate Technology plc (b)

    2,448,500        84,350,825   

Western Digital Corp. (b)

    100,000        4,724,000   
   

 

 

 
      198,872,720   
   

 

 

 

Trading Companies & Distributors—0.1%

  

NOW, Inc. (a) (b)

    229,219        4,061,761   
   

 

 

 

Total Common Stocks
(Cost $2,218,950,850)

      2,977,823,218   
   

 

 

 
Rights—0.0%   

Health Care Equipment & Supplies—0.0%

  

Wright Medical Group NV, Expires 03/01/19 (a)
(Cost $573,350)

    229,340        282,088   
   

 

 

 
Short-Term Investments—12.1%   

Mutual Fund—9.1%

  

State Street Navigator Securities Lending MET Portfolio (c)

    279,839,542        279,839,542   
   

 

 

 

Repurchase Agreement—3.0%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $90,056,977 on 04/01/16, collateralized by $90,170,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $91,860,688.

    90,056,902        90,056,902   
   

 

 

 

Total Short-Term Investments
(Cost $369,896,444)

      369,896,444   
   

 

 

 

Total Investments—109.1%
(Cost $2,589,420,644) (d)

      3,348,001,750   

Other assets and liabilities (net)—(9.1)%

      (278,521,301
   

 

 

 
Net Assets—100.0%     $ 3,069,480,449   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Non-income producing security.
(b) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $283,703,417 and the collateral received consisted of cash in the amount of $279,839,542 and non-cash collateral with a value of $9,340,098. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(c) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(d) As of March 31, 2016, the aggregate cost of investments was $2,589,420,644. The aggregate unrealized appreciation and depreciation of investments were $1,014,647,657 and $(256,066,551), respectively, resulting in net unrealized appreciation of $758,581,106.
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.

 

MIST-76


Table of Contents

Met Investors Series Trust

ClearBridge Aggressive Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Common Stocks*

   $ 2,977,823,218       $ —        $ —         $ 2,977,823,218   

Total Rights*

     282,088         —          —           282,088   
Short-Term Investments           

Mutual Fund

     279,839,542         —          —           279,839,542   

Repurchase Agreement

     —           90,056,902        —           90,056,902   

Total Short-Term Investments

     279,839,542         90,056,902        —           369,896,444   

Total Investments

   $ 3,257,944,848       $ 90,056,902      $ —         $ 3,348,001,750   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (279,839,542   $ —         $ (279,839,542

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-77


Table of Contents

Met Investors Series Trust

Goldman Sachs Mid Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—94.3% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—2.0%

   

L-3 Communications Holdings, Inc.

    42,361      $ 5,019,778   

Textron, Inc.

    219,360        7,997,866   
   

 

 

 
      13,017,644   
   

 

 

 

Airlines—0.5%

   

United Continental Holdings, Inc. (a)

    52,617        3,149,654   
   

 

 

 

Banks—7.8%

   

Citizens Financial Group, Inc.

    652,191        13,663,401   

Comerica, Inc.

    122,952        4,656,192   

Huntington Bancshares, Inc. (b)

    1,155,374        11,022,268   

M&T Bank Corp.

    116,544        12,936,384   

PacWest Bancorp

    30,732        1,141,694   

Zions Bancorporation (b)

    240,390        5,819,842   
   

 

 

 
      49,239,781   
   

 

 

 

Beverages—1.3%

   

Molson Coors Brewing Co. - Class B

    84,730        8,149,331   
   

 

 

 

Biotechnology—0.4%

   

Vertex Pharmaceuticals, Inc. (a)

    34,412        2,735,410   
   

 

 

 

Building Products—1.1%

   

Fortune Brands Home & Security, Inc. (b)

    119,980        6,723,679   
   

 

 

 

Capital Markets—1.6%

   

Raymond James Financial, Inc.

    214,948        10,233,674   
   

 

 

 

Chemicals—2.2%

   

Axalta Coating Systems, Ltd. (a)

    198,421        5,793,893   

Celanese Corp. - Series A

    125,529        8,222,150   
   

 

 

 
      14,016,043   
   

 

 

 

Communications Equipment—3.0%

   

Brocade Communications Systems, Inc.

    894,918        9,468,232   

F5 Networks, Inc. (a)

    49,118        5,199,140   

Viavi Solutions, Inc. (a)

    602,846        4,135,524   
   

 

 

 
      18,802,896   
   

 

 

 

Construction Materials—2.2%

   

Martin Marietta Materials, Inc. (b)

    50,969        8,130,065   

Vulcan Materials Co.

    57,784        6,100,257   
   

 

 

 
      14,230,322   
   

 

 

 

Consumer Finance—3.0%

   

SLM Corp. (a)

    1,194,330        7,595,939   

Synchrony Financial (a)

    406,117        11,639,313   
   

 

 

 
      19,235,252   
   

 

 

 

Electric Utilities—6.7%

   

FirstEnergy Corp.

    273,666        9,843,766   

PG&E Corp.

    160,045        9,557,887   

Pinnacle West Capital Corp.

    64,928        4,874,145   

PPL Corp.

    98,364        3,744,718   

Electric Utilities—(Continued)

   

Westar Energy, Inc.

    87,049      4,318,501   

Xcel Energy, Inc.

    249,431        10,431,204   
   

 

 

 
      42,770,221   
   

 

 

 

Electrical Equipment—0.5%

   

Hubbell, Inc.

    31,084        3,292,728   
   

 

 

 

Energy Equipment & Services—0.5%

   

Weatherford International plc (a)

    373,210        2,903,574   
   

 

 

 

Food & Staples Retailing—0.8%

   

Whole Foods Market, Inc. (b)

    160,413        4,990,448   
   

 

 

 

Food Products—1.9%

   

ConAgra Foods, Inc.

    216,857        9,676,159   

Hain Celestial Group, Inc. (The) (a) (b)

    50,914        2,082,892   
   

 

 

 
      11,759,051   
   

 

 

 

Gas Utilities—0.6%

   

Atmos Energy Corp.

    53,027        3,937,785   
   

 

 

 

Health Care Equipment & Supplies—2.2%

  

St. Jude Medical, Inc.

    86,399        4,751,945   

Zimmer Biomet Holdings, Inc. (c)

    87,141        9,291,845   
   

 

 

 
      14,043,790   
   

 

 

 

Health Care Providers & Services—2.2%

   

Centene Corp. (a)

    49,173        3,027,582   

Laboratory Corp. of America Holdings (a)

    94,145        11,027,204   
   

 

 

 
      14,054,786   
   

 

 

 

Hotels, Restaurants & Leisure—0.7%

   

MGM Resorts International (a) (b)

    210,750        4,518,480   
   

 

 

 

Household Durables—1.1%

   

D.R. Horton, Inc.

    104,207        3,150,177   

Mohawk Industries, Inc. (a)

    19,803        3,780,393   
   

 

 

 
      6,930,570   
   

 

 

 

Insurance—6.9%

   

Arthur J. Gallagher & Co.

    157,448        7,003,287   

Endurance Specialty Holdings, Ltd.

    38,963        2,545,843   

Everest Re Group, Ltd.

    53,241        10,511,371   

Lincoln National Corp.

    244,842        9,597,806   

W.R. Berkley Corp. (b)

    156,474        8,793,839   

XL Group plc

    144,464        5,316,275   
   

 

 

 
      43,768,421   
   

 

 

 

Internet & Catalog Retail—1.1%

   

Expedia, Inc. (b)

    67,048        7,229,115   
   

 

 

 

Internet Software & Services—1.5%

   

IAC/InterActiveCorp

    121,116        5,702,141   

Match Group, Inc. (a) (b)

    170,434        1,885,000   

 

MIST-78


Table of Contents

Met Investors Series Trust

Goldman Sachs Mid Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description       
    
Shares
    Value  

Internet Software & Services—(Continued)

  

Pandora Media, Inc. (a) (b)

    197,053      $ 1,763,625   
   

 

 

 
      9,350,766   
   

 

 

 

IT Services—1.8%

   

Fidelity National Information Services, Inc.

    181,850        11,512,924   
   

 

 

 

Machinery—2.5%

   

Ingersoll-Rand plc

    181,795        11,273,108   

Stanley Black & Decker, Inc.

    43,016        4,525,713   
   

 

 

 
      15,798,821   
   

 

 

 

Media—1.8%

   

Discovery Communications, Inc. - Class A (a) (b)

    132,567        3,795,393   

Liberty Media Corp. - Class C (a)

    126,552        4,820,366   

Scripps Networks Interactive, Inc. - Class A

    38,529        2,523,649   
   

 

 

 
      11,139,408   
   

 

 

 

Metals & Mining—1.0%

   

Nucor Corp.

    134,412        6,357,688   
   

 

 

 

Multi-Utilities—4.2%

   

Ameren Corp.

    126,607        6,343,011   

SCANA Corp.

    128,231        8,995,405   

Sempra Energy

    109,727        11,417,094   
   

 

 

 
      26,755,510   
   

 

 

 

Oil, Gas & Consumable Fuels—7.1%

   

Anadarko Petroleum Corp.

    139,227        6,483,801   

Cabot Oil & Gas Corp.

    155,716        3,536,310   

Cheniere Energy, Inc. (a) (b)

    96,549        3,266,253   

Cimarex Energy Co.

    58,932        5,732,316   

Gulfport Energy Corp. (a)

    239,239        6,780,033   

Newfield Exploration Co. (a)

    208,664        6,938,078   

Pioneer Natural Resources Co. (b)

    61,489        8,653,962   

Tesoro Corp.

    44,910        3,862,709   
   

 

 

 
      45,253,462   
   

 

 

 

Personal Products—0.9%

   

Edgewell Personal Care Co.

    70,406        5,669,795   
   

 

 

 

Pharmaceuticals—2.9%

   

Mylan NV (a) (b)

    146,163        6,774,655   

Perrigo Co. plc (b)

    89,904        11,501,419   
   

 

 

 
      18,276,074   
   

 

 

 

Professional Services—1.0%

   

Nielsen Holdings plc

    126,283        6,650,063   
   

 

 

 

Real Estate Investment Trusts—12.3%

   

Brixmor Property Group, Inc.

    400,676        10,265,319   

DDR Corp.

    594,379        10,574,003   

Federal Realty Investment Trust

    40,936        6,388,063   

Real Estate Investment Trusts—(Continued)

  

MFA Financial, Inc.

    339,240      $ 2,323,794   

Mid-America Apartment Communities, Inc.

    62,971        6,436,266   

RLJ Lodging Trust (b)

    329,582        7,540,836   

Starwood Property Trust, Inc.

    447,670        8,474,393   

Ventas, Inc.

    205,315        12,926,632   

Vornado Realty Trust

    141,216        13,335,027   
   

 

 

 
      78,264,333   
   

 

 

 

Semiconductors & Semiconductor Equipment—2.5%

  

Analog Devices, Inc.

    82,551        4,886,194   

Intersil Corp. - Class A

    125,633        1,679,713   

Maxim Integrated Products, Inc.

    252,241        9,277,424   
   

 

 

 
      15,843,331   
   

 

 

 

Software—0.9%

   

Symantec Corp. (b)

    316,517        5,817,582   
   

 

 

 

Specialty Retail—2.3%

   

Gap, Inc. (The)

    125,684        3,695,110   

Sally Beauty Holdings, Inc. (a)

    134,397        4,351,775   

Staples, Inc.

    161,655        1,783,055   

Williams-Sonoma, Inc. (b)

    83,706        4,582,066   
   

 

 

 
      14,412,006   
   

 

 

 

Textiles, Apparel & Luxury Goods—0.5%

  

Hanesbrands, Inc.

    111,348        3,155,602   
   

 

 

 

Water Utilities—0.8%

   

American Water Works Co., Inc. (b)

    70,122        4,833,509   
   

 

 

 

Total Common Stocks
(Cost $568,716,858)

      598,823,529   
   

 

 

 
Short-Term Investments—16.2%   

Mutual Fund—11.4%

   

State Street Navigator Securities Lending MET Portfolio (d)

    72,819,862        72,819,862   
   

 

 

 

Repurchase Agreement—4.8%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $30,417,556 on 04/01/16, collateralized by $30,455,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $31,026,031.

    30,417,531        30,417,531   
   

 

 

 

Total Short-Term Investments
(Cost $103,237,393)

      103,237,393   
   

 

 

 

Total Investments—110.5%
(Cost $671,954,251) (e)

      702,060,922   

Other assets and liabilities (net)—(10.5)%

      (66,901,049
   

 

 

 
Net Assets—100.0%     $ 635,159,873   
   

 

 

 

 

MIST-79


Table of Contents

Met Investors Series Trust

Goldman Sachs Mid Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Non-income producing security.
(b) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $82,919,946 and the collateral received consisted of cash in the amount of $72,819,862 and non-cash collateral with a value of $12,293,064. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(c) Restricted securities are not registered under the Securities Act of 1933 and are subject to legal restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult. As of March 31, 2016, the market value of restricted securities was $9,291,845, which is 1.5% of net assets. See details shown in the Restricted Securities table that follows.
(d) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(e) As of March 31, 2016, the aggregate cost of investments was $671,954,251. The aggregate unrealized appreciation and depreciation of investments were $48,494,201 and $(18,387,530), respectively, resulting in net unrealized appreciation of $30,106,671.

 

Restricted Securities

   Acquisition
Date
     Shares      Cost      Value  

Zimmer Biomet Holdings, Inc.

     05/02/14 - 10/15/14         87,141       $ 8,633,193       $ 9,291,845   
           

 

 

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Common Stocks*

   $ 598,823,529       $ —        $ —         $ 598,823,529   
Short-Term Investments           

Mutual Fund

     72,819,862         —          —           72,819,862   

Repurchase Agreement

     —           30,417,531        —           30,417,531   

Total Short-Term Investments

     72,819,862         30,417,531        —           103,237,393   

Total Investments

   $ 671,643,391       $ 30,417,531      $ —         $ 702,060,922   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (72,819,862   $ —         $ (72,819,862

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-80


Table of Contents

Met Investors Series Trust

Harris Oakmark International Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—96.8% of Net Assets

 

Security Description   Shares     Value  

Australia—3.0%

   

AMP, Ltd.

    8,338,282      $ 36,966,631   

Orica, Ltd. (a)

    4,480,931        52,544,959   
   

 

 

 
      89,511,590   
   

 

 

 

China—1.5%

   

Baidu, Inc. (ADR) (b)

    236,100        45,066,768   
   

 

 

 

France—12.5%

   

BNP Paribas S.A.

    2,192,276        109,928,485   

Bureau Veritas S.A.

    2,339,300        51,998,979   

Danone S.A.

    385,812        27,389,641   

Kering

    306,400        54,633,143   

LVMH Moet Hennessy Louis Vuitton SE (a)

    203,500        34,806,401   

Pernod-Ricard S.A.

    178,800        19,917,999   

Safran S.A.

    529,100        36,996,645   

Valeo S.A.

    231,800        36,042,266   
   

 

 

 
      371,713,559   
   

 

 

 

Germany—8.7%

   

Allianz SE

    482,500        78,436,285   

Bayerische Motoren Werke AG

    903,900        83,021,888   

Daimler AG

    1,245,700        95,501,381   
   

 

 

 
      256,959,554   
   

 

 

 

Hong Kong—1.4%

   

Melco Crown Entertainment, Ltd. (ADR) (a)

    2,500,713        41,286,772   
   

 

 

 

Indonesia—2.1%

   

Bank Mandiri Persero Tbk PT

    78,283,600        60,786,394   
   

 

 

 

Ireland—3.2%

   

Experian plc

    2,305,300        41,021,635   

Willis Towers Watson plc

    444,679        52,765,610   
   

 

 

 
      93,787,245   
   

 

 

 

Israel—0.2%

   

Check Point Software Technologies,
Ltd. (a) (b)

    82,800        7,242,516   
   

 

 

 

Italy—5.2%

   

Exor S.p.A.

    1,173,000        41,940,221   

Intesa Sanpaolo S.p.A.

    22,555,700        62,027,405   

Prada S.p.A. (a)

    14,892,602        51,170,741   
   

 

 

 
      155,138,367   
   

 

 

 

Japan—17.9%

   

Daiwa Securities Group, Inc.

    13,811,000        84,699,446   

Honda Motor Co., Ltd.

    3,261,700        89,387,538   

Komatsu, Ltd.

    3,272,700        55,684,398   

Nomura Holdings, Inc.

    21,714,300        96,658,381   

Omron Corp.

    1,959,500        58,290,179   

Sumitomo Mitsui Financial Group, Inc.

    2,297,500        69,605,885   

Toyota Motor Corp.

    1,434,900        75,674,308   
   

 

 

 
      530,000,135   
   

 

 

 

Mexico—1.3%

   

Grupo Televisa S.A.B. (ADR)

    1,403,470      38,539,286   
   

 

 

 

Netherlands—5.0%

   

Akzo Nobel NV

    160,061        10,876,515   

ASML Holding NV

    225,300        22,810,581   

CNH Industrial NV

    11,205,100        76,167,081   

Koninklijke Philips NV

    1,384,733        39,315,342   
   

 

 

 
      149,169,519   
   

 

 

 

South Korea—2.2%

   

Samsung Electronics Co., Ltd.

    55,715        63,906,169   
   

 

 

 

Sweden—4.3%

   

Atlas Copco AB - B Shares

    1,579,294        37,213,277   

Hennes & Mauritz AB - B Shares

    1,267,900        42,068,756   

SKF AB - B Shares (a)

    2,669,490        48,179,107   
   

 

 

 
      127,461,140   
   

 

 

 

Switzerland—16.8%

   

Cie Financiere Richemont S.A.

    972,747        64,113,482   

Credit Suisse Group AG (b)

    8,812,754        124,556,627   

Glencore plc (b)

    61,745,900        138,971,774   

Kuehne & Nagel International AG (a)

    204,200        29,019,326   

LafargeHolcim, Ltd. (a) (b)

    1,917,105        90,085,028   

Nestle S.A.

    75,300        5,622,913   

Swatch Group AG (The) - Bearer Shares (a)

    128,900        44,519,646   
   

 

 

 
      496,888,796   
   

 

 

 

Taiwan—0.4%

   

Taiwan Semiconductor Manufacturing Co., Ltd.

    2,113,000        10,568,581   
   

 

 

 

United Kingdom—11.1%

   

Ashtead Group plc (a)

    3,884,500        47,890,327   

Burberry Group plc (a)

    1,254,900        24,580,760   

Diageo plc

    1,497,900        40,423,473   

G4S plc (a)

    10,211,600        27,825,084   

Lloyds Banking Group plc

    61,784,900        59,970,109   

Meggitt plc

    4,695,218        27,312,752   

Schroders plc

    890,662        34,122,588   

Schroders plc (non-voting shares)

    10,427        302,251   

Smiths Group plc

    2,721,009        41,837,683   

Wolseley plc

    280,300        15,783,470   

WPP plc

    321,600        7,494,477   
   

 

 

 
      327,542,974   
   

 

 

 

Total Common Stocks (Cost $3,257,814,795)

      2,865,569,365   
   

 

 

 
Short-Term Investments—10.1%   

Mutual Fund—7.5%

   

State Street Navigator Securities Lending MET Portfolio (c)

    223,646,744        223,646,744   
   

 

 

 

 

MIST-81


Table of Contents

Met Investors Series Trust

Harris Oakmark International Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Short-Term Investments—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreement—2.6%

   

Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $77,640,846 on 04/01/16, collateralized by $77,740,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $79,197,625.

    77,640,781      $ 77,640,781   
   

 

 

 

Total Short-Term Investments
(Cost $301,287,525)

      301,287,525   
   

 

 

 

Total Investments—106.9%
(Cost $3,559,102,320) (d)

      3,166,856,890   

Other assets and liabilities (net)—(6.9)%

      (205,511,258
   

 

 

 
Net Assets—100.0%     $ 2,961,345,632   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $221,252,753 and the collateral received consisted of cash in the amount of $223,646,744 and non-cash collateral with a value of $11,734,359. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Non-income producing security.
(c) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(d) As of March 31, 2016, the aggregate cost of investments was $3,559,102,320. The aggregate unrealized appreciation and depreciation of investments were $97,951,549 and $(490,196,979), respectively, resulting in net unrealized depreciation of $(392,245,430).
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.

 

Ten Largest Industries as of
March 31, 2016 (Unaudited)

  

% of
Net Assets

 

Banks

     12.2   

Automobiles

     11.6   

Capital Markets

     11.5   

Textiles, Apparel & Luxury Goods

     9.2   

Machinery

     7.3   

Insurance

     5.7   

Metals & Mining

     4.7   

Professional Services

     3.1   

Construction Materials

     3.0   

Industrial Conglomerates

     2.7   

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Deliver

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Depreciation
 
AUD     12,470,000      

State Street Bank and Trust

     12/21/16       $ 9,174,927       $ (277,463
CHF     89,243,000      

State Street Bank and Trust

     09/21/16         91,079,156         (2,486,721
             

 

 

 

Net Unrealized Depreciation

  

   $ (2,764,184
             

 

 

 

 

(AUD)— Australian Dollar
(CHF)— Swiss Franc

 

MIST-82


Table of Contents

Met Investors Series Trust

Harris Oakmark International Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Common Stocks           

Australia

   $ —         $ 89,511,590      $ —         $ 89,511,590   

China

     45,066,768         —          —           45,066,768   

France

     —           371,713,559        —           371,713,559   

Germany

     —           256,959,554        —           256,959,554   

Hong Kong

     41,286,772         —          —           41,286,772   

Indonesia

     —           60,786,394        —           60,786,394   

Ireland

     52,765,610         41,021,635        —           93,787,245   

Israel

     7,242,516         —          —           7,242,516   

Italy

     —           155,138,367        —           155,138,367   

Japan

     —           530,000,135        —           530,000,135   

Mexico

     38,539,286         —          —           38,539,286   

Netherlands

     —           149,169,519        —           149,169,519   

South Korea

     —           63,906,169        —           63,906,169   

Sweden

     —           127,461,140        —           127,461,140   

Switzerland

     —           496,888,796        —           496,888,796   

Taiwan

     —           10,568,581        —           10,568,581   

United Kingdom

     —           327,542,974        —           327,542,974   

Total Common Stocks

     184,900,952         2,680,668,413        —           2,865,569,365   
Short-Term Investments           

Mutual Fund

     223,646,744         —          —           223,646,744   

Repurchase Agreement

     —           77,640,781        —           77,640,781   

Total Short-Term Investments

     223,646,744         77,640,781        —           301,287,525   

Total Investments

   $ 408,547,696       $ 2,758,309,194      $ —         $ 3,166,856,890   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (223,646,744   $ —         $ (223,646,744
Forward Contracts           

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

   $ —         $ (2,764,184   $ —         $ (2,764,184

 

MIST-83


Table of Contents

Met Investors Series Trust

Invesco Balanced-Risk Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—4.2% of Net Assets

 

Security Description  

Shares/

Principal
Amount*

    Value  

U.S. Treasury—4.2%

  

U.S. Treasury Floating Rate Notes
0.369%, 04/30/16 (a) (b) (c)

    35,556,000      $ 35,557,138   

0.370%, 07/31/16 (a)

    8,310,000        8,310,739   

0.572%, 01/31/18 (a)

    11,050,000        11,062,520   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $54,939,103)

      54,930,397   
   

 

 

 
Commodity-Linked Securities—2.6%   

Canadian Imperial Bank of Commerce Commodity Linked EMTN, U.S. Federal Funds (Effective) Rate minus 0.020% (linked to Canadian Imperial Bank of Commerce Custom 4 Agriculture Commodity Index, multiplied by 2), 02/13/17 (144A) (a)

    7,550,000        7,976,575   

Cargill, Inc. Commodity Linked Note, one month LIBOR Rate minus 0.010% (linked to Monthly Rebalance Commodity Excess Return Index, multiplied by 1), 02/27/17 (144A)

    15,070,000        15,651,205   

Royal Bank of Canada Commodity Linked Note, U.S. Federal Funds (Effective) Rate minus 0.040% (linked to Royal Bank of Canada Enhanced Agriculture Basket 03 Excess Return Index, multiplied by 2), 02/28/17 (144A) (a)

    10,070,000        10,067,654   
   

 

 

 

Total Commodity-Linked Securities
(Cost $32,690,000)

      33,695,434   
   

 

 

 
Short-Term Investments—92.1%   

Municipals—0.8%

  

Gainesville & Hall County, GA, Development Authority Revenue
0.450%, 03/01/21 (a)

    10,500,000        10,500,000   
   

 

 

 

Mutual Funds—21.9%

   

Premier Portfolio, Institutional Class
0.016% (d) (e)

    48,631,429        48,631,429   

STIC (Global Series) plc - U.S. Dollar Liquidity Portfolio, Institutional Class
0.000% (d) (e)

    188,500,516        188,500,516   

STIT-Liquid Assets Portfolio, Institutional Class
0.053% (d) (e)

    48,631,428        48,631,428   
   

 

 

 
      285,763,373   
   

 

 

 

U.S. Treasury—5.9%

   

U.S. Treasury Bills
0.466%, 09/08/16 (b) (f)

    19,180,000        19,140,701   

0.515%, 07/28/16 (b) (f)

    20,740,000        20,705,234   

0.539%, 08/25/16 (f)

    5,370,000        5,358,371   

0.547%, 07/21/16 (f)

    5,360,000        5,351,017   

0.564%, 09/15/16 (f)

    3,130,000        3,121,890   

0.567%, 07/07/16 (b) (f)

    17,330,000        17,303,664   

0.803%, 07/14/16 (b) (f)

    5,740,000        5,726,767   
   

 

 

 
      76,707,644   
   

 

 

 

Certificate of Deposit—3.1%

   

Nordea Bank AB
0.450%, 04/05/16 (144A) (f)

    40,000,000      39,997,533   
   

 

 

 

Commercial Paper—60.4%

   

Alpha Finance Corp., Ltd.
0.404%, 05/05/16 (f)

    30,000,000        29,988,383   

Apple, Inc.
0.413%, 05/02/16 (144A) (f)

    30,000,000        29,989,150   

Barton Capital Corp.
0.616%, 05/19/16 (144A) (f)

    23,500,000        23,480,573   

BMW U.S. Capital LLC
0.386%, 04/21/16 (144A) (f)

    20,000,000        19,995,556   

0.449%, 06/02/16 (144A) (f)

    20,000,000        19,984,500   

Caisse des Depots et Consignations
0.588%, 05/25/16 (f)

    6,600,000        6,594,159   

CDP Financial, Inc.
0.000%, 04/01/16 (144A) (f)

    30,000,000        30,000,000   

Chevron Corp.
0.000%, 04/01/16 (144A) (f)

    40,500,000        40,500,000   

Coca-Cola Co. (The)
0.364%, 04/08/16 (144A) (f)

    11,000,000        10,999,123   

0.461%, 06/13/16 (f)

    20,000,000        19,981,344   

CRC Funding LLC
0.572%, 06/22/16 (f)

    25,000,000        24,967,542   

Exxon Mobil Corp.
0.419%, 06/01/16 (f)

    31,000,000        30,977,938   

Landesbank Hessen-Thueringen
0.486%, 05/13/16 (144A) (f)

    35,000,000        34,979,992   

Liberty Funding LLC
0.465%, 04/22/16 (144A) (f)

    10,000,000        9,997,200   

LMA Americas LLC
0.494%, 05/09/16 (144A) (f)

    20,800,000        20,789,022   

Manhattan Asset Funding Co. LLC
0.380%, 04/04/16 (144A) (f)

    37,500,000        37,498,437   

Microsoft Corp.
0.418%, 05/25/16 (f)

    12,000,000        11,992,440   

Nationwide Building Society
0.511%, 04/05/16 (f)

    19,300,000        19,298,649   

0.617%, 05/23/16 (144A) (f)

    13,500,000        13,487,910   

Nestle Finance International, Ltd.
0.451%, 06/17/16 (f)

    25,000,000        24,975,938   

Nieuw Amsterdam Receivables Corp.
0.487%, 04/05/16 (f)

    35,000,000        34,997,667   

Novartis Finance Corp.
0.468%, 05/26/16 (f)

    30,000,000        29,978,458   

Old Line Funding LLC
0.448%, 05/25/16 (144A) (f)

    40,000,000        39,973,000   

PepsiCo, Inc.
0.322%, 04/15/16 (f)

    35,000,000        34,995,372   

Proctor & Gamble Co.
0.313%, 04/29/16 (144A) (f)

    14,000,000        13,996,516   

Regency Market No. 1 LLC
0.430%, 04/27/16 (144A) (f)

    26,000,000        25,991,738   

Ridgefield Funding Co. LLC
0.612%, 06/20/16 (144A) (f)

    35,000,000        34,952,556   

 

MIST-84


Table of Contents

Met Investors Series Trust

Invesco Balanced-Risk Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Short-Term Investments—(Continued)

 

 

Security Description   Principal
Amount*
    Value  

Commercial Paper—(Continued)

   

Siemens Capital Co. LLC
0.335%, 04/18/16 (f)

    10,205,000      $ 10,203,313   

0.460%, 06/10/16 (f)

    25,000,000        24,977,639   

Toyota Motor Credit Corp.
0.384%, 04/19/16 (f)

    35,000,000        34,993,000   

Unilever Capital Corp.
0.542%, 06/27/16 (f)

    25,000,000        24,967,375   

Victory Receivables Corp.
0.525%, 05/13/16 (144A) (f)

    18,000,000        17,988,870   
   

 

 

 
      788,493,360   
   

 

 

 

Total Short-Term Investments
(Cost $1,201,461,910)

      1,201,461,910   
   

 

 

 

Total Investments—98.9%
(Cost $1,289,091,013) (g)

      1,290,087,741   

Other assets and liabilities (net)—1.1%

      14,051,951   
   

 

 

 
Net Assets—100.0%     $ 1,304,139,692   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Variable or floating rate security. The stated rate represents the rate at March 31, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(b) All or a portion of the security was pledged as collateral against open futures contracts. As of March 31, 2016, the market value of securities pledged was $66,628,853.
(c) All or a portion of the security was pledged as collateral against open swap contracts. As of March 31, 2016, the market value of securities pledged was $2,215,071.
(d) Affiliated Issuer.
(e) The rate shown represents the annualized seven-day yield as of March 31, 2016.
(f) The rate shown represents current yield to maturity.
(g) As of March 31, 2016, the aggregate cost of investments was $1,289,091,013. The aggregate unrealized appreciation and depreciation of investments were $1,005,674 and $(8,946), respectively, resulting in net unrealized appreciation of $996,728.
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $498,297,110, which is 38.2% of net assets.
(EMTN)— Euro Medium-Term Note
(LIBOR)— London InterBank Offered Rate

 

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Appreciation/
(Depreciation)
 

Australian 10 Year Treasury Bond Futures

     06/15/16         1,637         AUD         212,040,207       $ 1,787,092   

Brent Crude Oil Futures

     08/31/16         408         USD         16,254,604         991,556   

Canada Government Bond 10 Year Futures

     06/21/16         2,690         CAD         382,379,837         (2,213,387

Euro Stoxx 50 Index Futures

     06/17/16         1,740         EUR         52,247,699         (1,420,439

Euro-Bund Futures

     06/08/16         308         EUR         50,080,013         253,237   

FTSE 100 Index Futures

     06/17/16         780         GBP         47,387,776         421,717   

Gasoline RBOB Futures

     04/29/16         339         USD         20,605,941         (7,826

Hang Seng Index Futures

     04/28/16         565         HKD         579,494,660         1,070,351   

Natural Gas Futures

     11/28/16         55         USD         1,454,435         49,815   

New York Harbor ULSD Futures

     04/29/16         20         USD         940,347         55,473   

Russell 2000 Mini Index Futures

     06/17/16         395         USD         42,200,671         1,628,529   

S&P 500 E-Mini Index Futures

     06/17/16         445         USD         44,044,433         1,601,443   

Silver Futures

     05/26/16         423         USD         32,322,337         384,023   

TOPIX Index Futures

     06/09/16         630         JPY         8,448,405,288         362,919   

U.S. Treasury Long Bond Futures

     06/21/16         791         USD         130,435,714         (365,652

United Kingdom Long Gilt Bond Futures

     06/28/16         1,684         GBP         204,248,481         (163,734

WTI Light Sweet Crude Oil Futures

     08/19/16         290         USD         11,384,107         766,893   
              

 

 

 

Net Unrealized Appreciation

  

   $ 5,202,010   
              

 

 

 

 

MIST-85


Table of Contents

Met Investors Series Trust

Invesco Balanced-Risk Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

 

Swap Agreements

OTC Total Return Swaps

 

Fixed
Rate

   Maturity
Date
   Counterparty   

Underlying Reference
Instrument

   Notional
Amount
     Market
Value
    Upfront
Premium
Paid/(Received)
     Unrealized
Appreciation/
(Depreciation)
 
0.330%    10/21/16    Barclays Bank plc    Barclays Commodity Strategy 1452 Excess Return Index      USD        12,248,187       $ (237,324   $       $ (237,324
0.450%    01/13/17    Barclays Bank plc    Barclays Commodity Strategy 1718 Index      USD        10,721,918         89,515                89,515   
0.300%    04/11/16    Canadian Imperial Bank
of Commerce
   CIBC Dynamic Roll LME Copper Excess Return Index 2      USD        26,979,365         (630,401             (630,401
0.470%    01/30/17    Cargill, Inc.    Cargill 11 Commodity Index      USD        31,572,134                          
0.120%    01/12/17    Cargill, Inc.    Cargill Gold Index 1      USD        13,155,791                          
0.400%    01/13/19    Goldman Sachs & Co.    Goldman Sachs Custom 797 Strategy Index      USD        21,572,722         537,926                537,926   
0.250%    04/25/16    JPMorgan Chase Bank
N.A.
   JPMorgan Contag Gas Oil Class A Excess Return Index      USD        1,341,710         (49,116             (49,116
0.140%    06/27/16    Bank of America N.A.    Merrill Lynch Gold Excess Return Index      USD        22,536,811                          
0.380%    10/14/16    Morgan Stanley Capital
Services, LLC
   S&P GSCI Aluminum Dynamic Roll Index      USD        21,740,138         108,051                108,051   
0.090%    10/14/16    JPMorgan Chase Bank
N.A.
   S&P GSCI Gold Official Close Index      USD        18,254,180         (214,620             (214,620
                

 

 

   

 

 

    

 

 

 

Totals

  

     $(395,969)        $—         $(395,969)   
                

 

 

   

 

 

    

 

 

 

Cash in the amount of $1,695,055 and securities in the amount of $941,717 have been deposited in a segragated account held by the counterparty as collateral for OTC swap contracts.

 

(AUD)— Australian Dollar
(CAD)— Canadian Dollar
(EUR)— Euro
(GBP)— British Pound
(HKD)— Hong Kong Dollar
(JPY)— Japanese Yen
(USD)— United States Dollar

Index Information:

Barclays Commodity Strategy 1452 Index—a commodity index that provide exposure to future contracts on copper.

Barclays Commodity Strategy 1718 Index—

Canadian Imperial Bank of Commerce Custom 4 Agriculture Commodity Index—a basket of indices that provide exposure to various components of the agriculture markets. The underlying commodities comprising the indices are: Coffee ‘C’, Corn, Cotton, Sugar, Soybeans, Soybean meal, Soybean oil, and Wheat.

Monthly Rebalance Commodity Excess Return Index—a commodity index composed of futures contracts on Coffee ‘C’, Corn, Cotton No. 2, Soybean Meal, Soybean Oil, Soybeans, Sugar No. 11 and Wheat.

Royal Bank of Canada Enhanced Agricultural Basket 03 Excess Return Index—a commodity index composed of futures contracts on Corn, Coffee, Wheat, Cotton, Soybeans, Soybean meal, Soybean oil and Sugar.

 

MIST-86


Table of Contents

Met Investors Series Trust

Invesco Balanced-Risk Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1     Level 2     Level 3      Total  

Total U.S. Treasury & Government Agencies*

   $ —        $ 54,930,397      $ —         $ 54,930,397   

Total Commodity-Linked Securities

     —          33,695,434        —           33,695,434   
Short-Term Investments          

Municipals

     —          10,500,000        —           10,500,000   

Mutual Funds

     285,763,373        —          —           285,763,373   

U.S. Treasury

     —          76,707,644        —           76,707,644   

Certificate of Deposit

     —          39,997,533        —           39,997,533   

Commercial Paper

     —          788,493,360        —           788,493,360   

Total Short-Term Investments

     285,763,373        915,698,537        —           1,201,461,910   

Total Investments

   $ 285,763,373      $ 1,004,324,368      $ —         $ 1,290,087,741   
                                   
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 9,373,048      $ —        $ —         $ 9,373,048   

Futures Contracts (Unrealized Depreciation)

     (4,171,038     —          —           (4,171,038

Total Futures Contracts

   $ 5,202,010      $ —        $ —         $ 5,202,010   
OTC Swap Contracts          

OTC Swap Contracts at Value (Assets)

   $ —        $ 735,492      $ —         $ 735,492   

OTC Swap Contracts at Value (Liabilities)

     —          (1,131,461     —           (1,131,461

Total OTC Swap Contracts

   $ —        $ (395,969   $ —         $ (395,969

 

* See Consolidated Schedule of Investments for additional detailed categorizations.

 

MIST-87


Table of Contents

Met Investors Series Trust

Invesco Comstock Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—93.9% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—1.2%

  

Textron, Inc.

    786,235      $ 28,666,128   
   

 

 

 

Auto Components—1.7%

  

Johnson Controls, Inc.

    1,010,544        39,380,900   
   

 

 

 

Automobiles—1.9%

  

General Motors Co.

    1,425,619        44,807,205   
   

 

 

 

Banks—16.7%

  

Bank of America Corp.

    4,694,459        63,469,086   

Citigroup, Inc.

    2,446,429        102,138,411   

Citizens Financial Group, Inc.

    839,814        17,594,103   

Fifth Third Bancorp (a)

    1,757,962        29,340,386   

JPMorgan Chase & Co.

    1,414,222        83,750,227   

PNC Financial Services Group, Inc. (The)

    508,343        42,990,567   

U.S. Bancorp

    240,824        9,775,046   

Wells Fargo & Co.

    932,356        45,088,736   
   

 

 

 
      394,146,562   
   

 

 

 

Beverages—1.0%

  

Coca-Cola Co. (The)

    511,940        23,748,897   
   

 

 

 

Biotechnology—0.9%

  

AbbVie, Inc.

    351,321        20,067,455   
   

 

 

 

Capital Markets—4.8%

  

Bank of New York Mellon Corp. (The)

    659,688        24,296,309   

Goldman Sachs Group, Inc. (The)

    149,513        23,470,551   

Morgan Stanley

    1,244,922        31,135,499   

State Street Corp.

    586,615        34,328,710   
   

 

 

 
      113,231,069   
   

 

 

 

Communications Equipment—2.6%

  

Cisco Systems, Inc.

    2,185,711        62,227,192   
   

 

 

 

Consumer Finance—1.2%

  

Ally Financial, Inc. (b)

    1,523,175        28,513,836   
   

 

 

 

Containers & Packaging—1.1%

  

International Paper Co.

    624,562        25,632,024   
   

 

 

 

Diversified Telecommunication Services—1.0%

  

Frontier Communications Corp. (a)

    4,130,730        23,090,781   
   

 

 

 

Electric Utilities—1.3%

  

FirstEnergy Corp.

    379,667        13,656,622   

PG&E Corp.

    291,302        17,396,555   
   

 

 

 
      31,053,177   
   

 

 

 

Electrical Equipment—1.6%

  

Emerson Electric Co.

    693,298        37,701,545   
   

 

 

 

Electronic Equipment, Instruments & Components—0.2%

  

Corning, Inc.

    172,182        3,596,882   
   

 

 

 

Energy Equipment & Services—3.0%

  

Halliburton Co.

    591,933      21,143,847   

Noble Corp. plc (a)

    1,046,382        10,830,054   

Weatherford International plc (a) (b)

    4,902,593        38,142,173   
   

 

 

 
      70,116,074   
   

 

 

 

Food & Staples Retailing—1.5%

   

CVS Health Corp.

    114,179        11,843,788   

Wal-Mart Stores, Inc.

    360,043        24,659,345   
   

 

 

 
      36,503,133   
   

 

 

 

Food Products—0.4%

   

Mondelez International, Inc. - Class A

    216,396        8,681,808   
   

 

 

 

Health Care Equipment & Supplies—0.8%

  

Medtronic plc

    245,896        18,442,200   
   

 

 

 

Health Care Providers & Services—1.9%

  

Anthem, Inc.

    187,974        26,126,506   

Express Scripts Holding Co. (b)

    288,404        19,810,471   
   

 

 

 
      45,936,977   
   

 

 

 

Hotels, Restaurants & Leisure—2.9%

  

Carnival Corp.

    1,310,031        69,130,336   
   

 

 

 

Industrial Conglomerates—2.0%

  

General Electric Co.

    1,468,337        46,678,433   
   

 

 

 

Insurance—2.7%

   

Aflac, Inc.

    482,101        30,439,857   

Allstate Corp. (The)

    497,039        33,485,518   
   

 

 

 
      63,925,375   
   

 

 

 

Internet Software & Services—2.1%

  

eBay, Inc. (b)

    1,327,620        31,677,013   

Yahoo!, Inc. (b)

    461,891        17,002,208   
   

 

 

 
      48,679,221   
   

 

 

 

IT Services—1.0%

   

PayPal Holdings, Inc. (b)

    615,107        23,743,130   
   

 

 

 

Leisure Products—0.5%

   

Mattel, Inc. (a)

    318,041        10,692,538   
   

 

 

 

Machinery—2.4%

   

Caterpillar, Inc. (a)

    534,004        40,872,666   

Ingersoll-Rand plc

    250,769        15,550,186   
   

 

 

 
      56,422,852   
   

 

 

 

Media—6.3%

   

CBS Corp. - Class B (a)

    220,866        12,167,508   

Comcast Corp. - Class A

    693,372        42,351,162   

Time Warner Cable, Inc.

    131,035        26,812,382   

Time Warner, Inc.

    153,423        11,130,839   

Twenty-First Century Fox, Inc. - Class B

    1,019,273        28,743,498   

 

MIST-88


Table of Contents

Met Investors Series Trust

Invesco Comstock Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description       
    
Shares
    Value  

Media—(Continued)

   

Viacom, Inc. - Class B

    671,327      $ 27,712,378   
   

 

 

 
      148,917,767   
   

 

 

 

Metals & Mining—0.9%

   

Alcoa, Inc. (a)

    2,331,480        22,335,578   
   

 

 

 

Multiline Retail—2.2%

   

Kohl’s Corp. (a)

    471,023        21,954,382   

Target Corp.

    371,931        30,602,483   
   

 

 

 
      52,556,865   
   

 

 

 

Oil, Gas & Consumable Fuels—12.0%

  

BP plc (ADR) (a)

    1,242,933        37,511,718   

Canadian Natural Resources, Ltd.

    676,653        18,302,845   

Chevron Corp.

    398,957        38,060,498   

Devon Energy Corp.

    958,567        26,303,079   

Hess Corp.

    495,676        26,097,341   

Occidental Petroleum Corp.

    317,594        21,732,958   

QEP Resources, Inc.

    1,141,522        16,106,875   

Royal Dutch Shell plc - Class A (ADR)

    945,876        45,827,692   

Suncor Energy, Inc. (a)

    1,947,921        54,171,683   
   

 

 

 
      284,114,689   
   

 

 

 

Personal Products—0.5%

   

Unilever NV

    289,303        12,926,058   
   

 

 

 

Pharmaceuticals—6.3%

   

Merck & Co., Inc.

    742,072        39,263,030   

Novartis AG

    291,384        21,048,234   

Pfizer, Inc.

    1,558,578        46,196,252   

Roche Holding AG (ADR)

    673,589        20,628,663   

Sanofi (ADR)

    553,158        22,214,825   
   

 

 

 
      149,351,004   
   

 

 

 

Semiconductors & Semiconductor Equipment—1.5%

  

Intel Corp.

    1,014,707        32,825,772   

QUALCOMM, Inc.

    45,630        2,333,518   
   

 

 

 
      35,159,290   
   

 

 

 

Software—3.7%

   

Citrix Systems, Inc. (b)

    236,661        18,596,821   

Microsoft Corp.

    712,602        39,357,009   

Symantec Corp. (a)

    1,568,905        28,836,474   
   

 

 

 
      86,790,304   
   

 

 

 

Technology Hardware, Storage & Peripherals—2.1%

  

HP, Inc.

    1,009,543        12,437,570   

NetApp, Inc. (a)

    1,388,383        37,888,972   
   

 

 

 
      50,326,542   
   

 

 

 

Total Common Stocks
(Cost $2,081,404,413)

      2,217,293,827   
   

 

 

 
Short-Term Investments—11.1%   
Security Description   Shares/
Principal
Amount*
    Value  

Mutual Fund—5.0%

   

State Street Navigator Securities Lending MET Portfolio (c)

    118,572,272      118,572,272   
   

 

 

 

Repurchase Agreement—6.1%

   

Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $143,551,788 on 04/01/16, collateralized by $143,730,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $146,424,938.

    143,551,668        143,551,668   
   

 

 

 

Total Short-Term Investments
(Cost $262,123,940)

      262,123,940   
   

 

 

 

Total Investments—105.0%
(Cost $2,343,528,353) (d)

      2,479,417,767   

Other assets and liabilities (net)—(5.0)%

      (117,161,578
   

 

 

 
Net Assets—100.0%     $ 2,362,256,189   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $144,172,585 and the collateral received consisted of cash in the amount of $118,572,272 and non-cash collateral with a value of $28,344,078. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Non-income producing security.
(c) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(d) As of March 31, 2016, the aggregate cost of investments was $2,343,528,353. The aggregate unrealized appreciation and depreciation of investments were $322,246,784 and $(186,357,370), respectively, resulting in net unrealized appreciation of $135,889,414.
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.

 

MIST-89


Table of Contents

Met Investors Series Trust

Invesco Comstock Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts

 

 

Contracts to Deliver

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Depreciation
 
CAD     19,696,609      

Canadian Imperial Bank of Commerce

     04/15/16       $ 14,731,999       $ (434,274
CAD     19,696,398      

Deutsche Bank AG

     04/15/16         14,736,195         (429,915
CAD     19,696,398      

Goldman Sachs International

     04/15/16         14,736,217         (429,893
CAD     19,696,399      

Royal Bank of Canada

     04/15/16         14,728,923         (437,188
CHF     8,898,718      

Canadian Imperial Bank of Commerce

     04/15/16         9,001,697         (257,258
CHF     8,898,718      

Deutsche Bank AG

     04/15/16         8,998,057         (260,899
CHF     8,898,852      

Goldman Sachs International

     04/15/16         8,997,373         (261,722
CHF     8,898,717      

Royal Bank of Canada

     04/15/16         8,998,510         (260,444
EUR     12,450,189      

Barclays Bank plc

     04/15/16         13,792,195         (379,652
EUR     12,450,189      

Canadian Imperial Bank of Commerce

     04/15/16         13,806,537         (365,309
EUR     12,450,189      

Deutsche Bank AG

     04/15/16         13,792,880         (378,967
EUR     12,450,280      

Goldman Sachs International

     04/15/16         13,804,260         (367,690
EUR     12,450,189      

Royal Bank of Canada

     04/15/16         13,804,359         (367,488
GBP     5,591,443      

Canadian Imperial Bank of Commerce

     04/15/16         7,870,795         (160,176
GBP     5,591,443      

Deutsche Bank AG

     04/15/16         7,863,526         (167,445
GBP     5,591,437      

Goldman Sachs International

     04/15/16         7,869,131         (161,831
GBP     5,591,443      

Royal Bank of Canada

     04/15/16         7,868,715         (162,256
             

 

 

 

Net Unrealized Depreciation

  

   $ (5,282,407
             

 

 

 

 

(CAD)— Canadian Dollar
(CHF)— Swiss Franc
(EUR)— Euro
(GBP)— British Pound

 

MIST-90


Table of Contents

Met Investors Series Trust

Invesco Comstock Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Common Stocks            

Aerospace & Defense

   $ 28,666,128       $ —         $ —         $ 28,666,128   

Auto Components

     39,380,900         —           —           39,380,900   

Automobiles

     44,807,205         —           —           44,807,205   

Banks

     394,146,562         —           —           394,146,562   

Beverages

     23,748,897         —           —           23,748,897   

Biotechnology

     20,067,455         —           —           20,067,455   

Capital Markets

     113,231,069         —           —           113,231,069   

Communications Equipment

     62,227,192         —           —           62,227,192   

Consumer Finance

     28,513,836         —           —           28,513,836   

Containers & Packaging

     25,632,024         —           —           25,632,024   

Diversified Telecommunication Services

     23,090,781         —           —           23,090,781   

Electric Utilities

     31,053,177         —           —           31,053,177   

Electrical Equipment

     37,701,545         —           —           37,701,545   

Electronic Equipment, Instruments & Components

     3,596,882         —           —           3,596,882   

Energy Equipment & Services

     70,116,074         —           —           70,116,074   

Food & Staples Retailing

     36,503,133         —           —           36,503,133   

Food Products

     8,681,808         —           —           8,681,808   

Health Care Equipment & Supplies

     18,442,200         —           —           18,442,200   

Health Care Providers & Services

     45,936,977         —           —           45,936,977   

Hotels, Restaurants & Leisure

     69,130,336         —           —           69,130,336   

Industrial Conglomerates

     46,678,433         —           —           46,678,433   

Insurance

     63,925,375         —           —           63,925,375   

Internet Software & Services

     48,679,221         —           —           48,679,221   

IT Services

     23,743,130         —           —           23,743,130   

Leisure Products

     10,692,538         —           —           10,692,538   

Machinery

     56,422,852         —           —           56,422,852   

Media

     148,917,767         —           —           148,917,767   

Metals & Mining

     22,335,578         —           —           22,335,578   

Multiline Retail

     52,556,865         —           —           52,556,865   

Oil, Gas & Consumable Fuels

     284,114,689         —           —           284,114,689   

Personal Products

     12,926,058         —           —           12,926,058   

Pharmaceuticals

     128,302,770         21,048,234         —           149,351,004   

Semiconductors & Semiconductor Equipment

     35,159,290         —           —           35,159,290   

Software

     86,790,304         —           —           86,790,304   

Technology Hardware, Storage & Peripherals

     50,326,542         —           —           50,326,542   

Total Common Stocks

     2,196,245,593         21,048,234         —           2,217,293,827   

 

MIST-91


Table of Contents

Met Investors Series Trust

Invesco Comstock Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

 

Description    Level 1      Level 2     Level 3      Total  
Short-Term Investments           

Mutual Fund

   $ 118,572,272       $ —        $ —         $ 118,572,272   

Repurchase Agreement

     —           143,551,668        —           143,551,668   

Total Short-Term Investments

     118,572,272         143,551,668        —           262,123,940   

Total Investments

   $ 2,314,817,865       $ 164,599,902      $ —         $ 2,479,417,767   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (118,572,272   $ —         $ (118,572,272
Forward Contracts           

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

   $ —         $ (5,282,407   $ —         $ (5,282,407

 

MIST-92


Table of Contents

Met Investors Series Trust

Invesco Mid Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—96.3% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—2.8%

   

Textron, Inc.

    866,272      $ 31,584,277   
   

 

 

 

Auto Components—4.8%

   

Dana Holding Corp. (a)

    1,314,711        18,524,278   

Johnson Controls, Inc.

    929,963        36,240,658   
   

 

 

 
      54,764,936   
   

 

 

 

Banks—8.7%

   

BB&T Corp.

    858,134        28,550,118   

Comerica, Inc. (a)

    676,664        25,625,266   

Wintrust Financial Corp. (a)

    618,036        27,403,716   

Zions Bancorporation. (a)

    673,694        16,310,132   
   

 

 

 
      97,889,232   
   

 

 

 

Building Products—4.4%

   

Masco Corp.

    734,800        23,109,460   

Owens Corning

    552,223        26,109,103   
   

 

 

 
      49,218,563   
   

 

 

 

Capital Markets—4.2%

   

American Capital, Ltd. (b)

    1,951,277        29,737,462   

Stifel Financial Corp. (a) (b)

    614,384        18,185,766   
   

 

 

 
      47,923,228   
   

 

 

 

Chemicals—4.7%

   

Eastman Chemical Co.

    445,613        32,186,627   

WR Grace & Co. (b)

    298,850        21,272,143   
   

 

 

 
      53,458,770   
   

 

 

 

Commercial Services & Supplies—2.3%

   

Clean Harbors, Inc. (a) (b)

    533,371        26,316,525   
   

 

 

 

Communications Equipment—2.5%

   

Ciena Corp. (a) (b)

    1,502,391        28,575,477   
   

 

 

 

Construction & Engineering—2.5%

   

Fluor Corp.

    531,512        28,542,194   
   

 

 

 

Construction Materials—2.4%

   

Eagle Materials, Inc. (a)

    389,143        27,282,816   
   

 

 

 

Diversified Consumer Services—1.4%

   

DeVry Education Group, Inc. (a)

    933,935        16,129,057   
   

 

 

 

Diversified Telecommunication Services—2.7%

  

Level 3 Communications, Inc. (b)

    582,428        30,781,320   
   

 

 

 

Electric Utilities—2.3%

   

Edison International

    368,971        26,525,325   
   

 

 

 

Electrical Equipment—1.3%

   

Babcock & Wilcox Enterprises, Inc. (b)

    671,479        14,369,651   
   

 

 

 

Electronic Equipment, Instruments & Components—2.2%

  

Keysight Technologies, Inc. (b)

    900,824        24,988,858   
   

 

 

 

Energy Equipment & Services—2.5%

   

Amec Foster Wheeler plc

    1,478,272      9,461,909   

Amec Foster Wheeler plc (ADR)

    509,879        3,263,226   

Baker Hughes, Inc.

    361,909        15,862,471   
   

 

 

 
      28,587,606   
   

 

 

 

Food Products—3.1%

   

ConAgra Foods, Inc.

    774,839        34,573,316   
   

 

 

 

Health Care Providers & Services—7.5%

  

 

Brookdale Senior Living, Inc. (a) (b)

    897,749        14,256,254   

HealthSouth Corp. (a)

    891,525        33,548,086   

Universal Health Services, Inc. - Class B

    297,948        37,160,074   
   

 

 

 
      84,964,414   
   

 

 

 

Insurance—7.8%

   

Arthur J. Gallagher & Co. (a)

    520,890        23,169,187   

FNF Group

    944,650        32,023,635   

Willis Towers Watson plc

    278,749        33,076,357   
   

 

 

 
      88,269,179   
   

 

 

 

IT Services—2.1%

   

Teradata Corp. (a) (b)

    916,769        24,056,019   
   

 

 

 

Life Sciences Tools & Services—2.4%

   

PerkinElmer, Inc.

    548,328        27,120,303   
   

 

 

 

Machinery—2.6%

   

Ingersoll-Rand plc

    465,852        28,887,482   
   

 

 

 

Media—2.2%

   

TEGNA, Inc.

    1,046,518        24,551,312   
   

 

 

 

Multi-Utilities—1.0%

   

CenterPoint Energy, Inc.

    522,448        10,929,612   
   

 

 

 

Oil, Gas & Consumable Fuels—3.4%

   

Devon Energy Corp.

    912,323        25,034,143   

Williams Cos., Inc. (The)

    857,819        13,785,151   
   

 

 

 
      38,819,294   
   

 

 

 

Real Estate Investment Trusts—3.4%

   

Forest City Realty Trust, Inc. - Class A (a)

    1,838,159        38,766,773   
   

 

 

 

Road & Rail—1.5%

   

Swift Transportation Co. (a) (b)

    894,059        16,656,319   
   

 

 

 

Software—2.5%

   

Citrix Systems, Inc. (b)

    359,841        28,276,306   
   

 

 

 

Specialty Retail—3.4%

   

Advance Auto Parts, Inc.

    107,531        17,241,521   

Ascena Retail Group, Inc. (a) (b)

    1,915,271        21,182,897   
   

 

 

 
      38,424,418   
   

 

 

 

 

MIST-93


Table of Contents

Met Investors Series Trust

Invesco Mid Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

Technology Hardware, Storage & Peripherals—1.7%

  

Diebold, Inc. (a)

    647,037      $ 18,705,840   
   

 

 

 

Total Common Stocks
(Cost $1,126,453,848)

      1,089,938,422   
   

 

 

 
Short-Term Investments—17.2%   

Mutual Fund—12.8%

   

State Street Navigator Securities Lending MET Portfolio (c)

    144,765,915        144,765,915   
   

 

 

 

Repurchase Agreement—4.4%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $49,932,541 on 04/01/16, collateralized by $49,995,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $50,932,406.

    49,932,500        49,932,500   
   

 

 

 

Total Short-Term Investments
(Cost $194,698,415)

      194,698,415   
   

 

 

 

Total Investments—113.5%
(Cost $1,321,152,263) (d)

      1,284,636,837   

Other assets and liabilities
(net)—(13.5)%

      (152,718,432
   

 

 

 
Net Assets—100.0%     $ 1,131,918,405   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $150,673,368 and the collateral received consisted of cash in the amount of $144,765,915 and non-cash collateral with a value of $9,151,146. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Non-income producing security.
(c) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(d) As of March 31, 2016, the aggregate cost of investments was $1,321,152,263. The aggregate unrealized appreciation and depreciation of investments were $94,880,101 and $(131,395,527), respectively, resulting in net unrealized depreciation of $(36,515,426).
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.

 

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Table of Contents

Met Investors Series Trust

Invesco Mid Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Common Stocks           

Aerospace & Defense

   $ 31,584,277       $ —        $ —         $ 31,584,277   

Auto Components

     54,764,936         —          —           54,764,936   

Banks

     97,889,232         —          —           97,889,232   

Building Products

     49,218,563         —          —           49,218,563   

Capital Markets

     47,923,228         —          —           47,923,228   

Chemicals

     53,458,770         —          —           53,458,770   

Commercial Services & Supplies

     26,316,525         —          —           26,316,525   

Communications Equipment

     28,575,477         —          —           28,575,477   

Construction & Engineering

     28,542,194         —          —           28,542,194   

Construction Materials

     27,282,816         —          —           27,282,816   

Diversified Consumer Services

     16,129,057         —          —           16,129,057   

Diversified Telecommunication Services

     30,781,320         —          —           30,781,320   

Electric Utilities

     26,525,325         —          —           26,525,325   

Electrical Equipment

     14,369,651         —          —           14,369,651   

Electronic Equipment, Instruments & Components

     24,988,858         —          —           24,988,858   

Energy Equipment & Services

     19,125,697         9,461,909        —           28,587,606   

Food Products

     34,573,316         —          —           34,573,316   

Health Care Providers & Services

     84,964,414         —          —           84,964,414   

Insurance

     88,269,179         —          —           88,269,179   

IT Services

     24,056,019         —          —           24,056,019   

Life Sciences Tools & Services

     27,120,303         —          —           27,120,303   

Machinery

     28,887,482         —          —           28,887,482   

Media

     24,551,312         —          —           24,551,312   

Multi-Utilities

     10,929,612         —          —           10,929,612   

Oil, Gas & Consumable Fuels

     38,819,294         —          —           38,819,294   

Real Estate Investment Trusts

     38,766,773         —          —           38,766,773   

Road & Rail

     16,656,319         —          —           16,656,319   

Software

     28,276,306         —          —           28,276,306   

Specialty Retail

     38,424,418         —          —           38,424,418   

Technology Hardware, Storage & Peripherals

     18,705,840         —          —           18,705,840   

Total Common Stocks

     1,080,476,513         9,461,909        —           1,089,938,422   
Short-Term Investments           

Mutual Fund

     144,765,915         —          —           144,765,915   

Repurchase Agreement

     —           49,932,500        —           49,932,500   

Total Short-Term Investments

     144,765,915         49,932,500        —           194,698,415   

Total Investments

   $ 1,225,242,428       $ 59,394,409      $ —         $ 1,284,636,837   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (144,765,915   $ —         $ (144,765,915

 

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Table of Contents

Met Investors Series Trust

Invesco Small Cap Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—96.4% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—1.5%

   

Hexcel Corp.

    206,048      $ 9,006,358   

TransDigm Group, Inc. (a) (b)

    43,841        9,659,926   
   

 

 

 
      18,666,284   
   

 

 

 

Air Freight & Logistics—0.8%

   

Forward Air Corp.

    216,420        9,808,154   
   

 

 

 

Auto Components—0.6%

   

Visteon Corp. (b)

    98,979        7,877,739   
   

 

 

 

Banks—5.2%

   

BankUnited, Inc.

    262,853        9,052,657   

Cathay General Bancorp

    337,344        9,556,956   

Cullen/Frost Bankers, Inc. (b)

    139,950        7,712,645   

Hancock Holding Co. (b)

    241,548        5,545,942   

Home BancShares, Inc.

    306,179        12,538,030   

MB Financial, Inc.

    274,558        8,909,407   

SVB Financial Group (a)

    100,108        10,216,021   
   

 

 

 
      63,531,658   
   

 

 

 

Beverages—0.7%

   

Boston Beer Co., Inc. (The)—Class A (a)

    43,481        8,047,029   
   

 

 

 

Biotechnology—4.3%

   

ACADIA Pharmaceuticals, Inc. (a) (b)

    182,780        5,110,529   

Anacor Pharmaceuticals, Inc. (a) (b)

    94,732        5,063,425   

Cepheid, Inc. (a) (b)

    200,141        6,676,704   

Exelixis, Inc. (a) (b)

    1,130,452        4,521,808   

Halozyme Therapeutics, Inc. (a) (b)

    374,920        3,550,492   

Momenta Pharmaceuticals, Inc. (a) (b)

    622,100        5,748,204   

Neurocrine Biosciences, Inc. (a)

    189,689        7,502,200   

Repligen Corp. (a) (b)

    261,534        7,014,342   

Seattle Genetics, Inc. (a) (b)

    211,189        7,410,622   
   

 

 

 
      52,598,326   
   

 

 

 

Building Products—1.6%

   

A.O. Smith Corp.

    122,745        9,366,671   

Masonite International Corp. (a) (b)

    163,709        10,722,940   
   

 

 

 
      20,089,611   
   

 

 

 

Capital Markets—1.0%

   

Janus Capital Group, Inc. (b)

    564,363        8,256,631   

WisdomTree Investments, Inc. (b)

    334,161        3,819,460   
   

 

 

 
      12,076,091   
   

 

 

 

Chemicals—0.8%

   

PolyOne Corp.

    308,541        9,333,365   
   

 

 

 

Commercial Services & Supplies—1.6%

  

Pitney Bowes, Inc. (b)

    486,591        10,481,170   

Steelcase, Inc.—Class A

    590,764        8,814,199   
   

 

 

 
      19,295,369   
   

 

 

 

Communications Equipment—1.4%

   

ARRIS International plc (a)

    431,763      9,896,008   

Infinera Corp. (a) (b)

    486,023        7,805,529   
   

 

 

 
      17,701,537   
   

 

 

 

Construction Materials—1.0%

   

Martin Marietta Materials, Inc. (b)

    75,149        11,987,017   
   

 

 

 

Containers & Packaging—0.8%

   

Berry Plastics Group, Inc. (a)

    279,945        10,120,012   
   

 

 

 

Distributors—1.2%

   

Pool Corp.

    163,656        14,359,177   
   

 

 

 

Diversified Financial Services—0.7%

   

MarketAxess Holdings, Inc.

    68,011        8,489,813   
   

 

 

 

Diversified Telecommunication Services—1.3%

  

SBA Communications Corp.—Class A (a)

    163,530        16,380,800   
   

 

 

 

Electrical Equipment—1.5%

   

Acuity Brands, Inc. (b)

    81,794        17,842,543   
   

 

 

 

Electronic Equipment, Instruments & Components—1.7%

  

Cognex Corp.

    234,032        9,115,547   

SYNNEX Corp. (b)

    133,268        12,339,284   
   

 

 

 
      21,454,831   
   

 

 

 

Energy Equipment & Services—1.1%

   

Dril-Quip, Inc. (a)

    103,159        6,247,309   

Patterson-UTI Energy, Inc. (b)

    404,288        7,123,555   
   

 

 

 
      13,370,864   
   

 

 

 

Food Products—1.7%

   

B&G Foods, Inc. (b)

    248,565        8,652,548   

Lancaster Colony Corp.

    112,885        12,481,694   
   

 

 

 
      21,134,242   
   

 

 

 

Health Care Equipment & Supplies—5.2%

  

Alere, Inc. (a)

    62,206        3,148,246   

Align Technology, Inc. (a)

    124,845        9,074,983   

Cantel Medical Corp.

    136,418        9,734,788   

DexCom, Inc. (a)

    220,180        14,952,424   

Hill-Rom Holdings, Inc.

    215,423        10,835,777   

NuVasive, Inc. (a)

    197,381        9,602,585   

NxStage Medical, Inc. (a) (b)

    461,617        6,919,639   
   

 

 

 
      64,268,442   
   

 

 

 

Health Care Providers & Services—5.6%

  

Chemed Corp. (b)

    119,547        16,192,641   

Community Health Systems, Inc. (a)

    232,229        4,298,559   

Envision Healthcare Holdings, Inc. (a)

    263,450        5,374,380   

HealthEquity, Inc. (a) (b)

    303,031        7,475,775   

HealthSouth Corp.

    267,753        10,075,545   

Select Medical Holdings Corp. (a)

    654,557        7,730,318   

 

MIST-96


Table of Contents

Met Investors Series Trust

Invesco Small Cap Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Health Care Providers & Services—(Continued)

  

VCA, Inc. (a)

    316,884      $ 18,281,038   
   

 

 

 
      69,428,256   
   

 

 

 

Health Care Technology—0.2%

   

HMS Holdings Corp. (a)

    186,029        2,669,516   
   

 

 

 

Hotels, Restaurants & Leisure—8.1%

   

BJ’s Restaurants, Inc. (a)

    199,869        8,308,554   

Brinker International, Inc. (b)

    166,795        7,664,230   

Cheesecake Factory, Inc. (The) (b)

    184,444        9,792,132   

Domino’s Pizza, Inc.

    66,916        8,823,544   

Dunkin’ Brands Group, Inc. (b)

    205,573        9,696,878   

Jack in the Box, Inc.

    145,934        9,320,805   

Panera Bread Co. - Class A (a)

    42,622        8,730,264   

Penn National Gaming, Inc. (a) (b)

    610,637        10,191,532   

Texas Roadhouse, Inc. (b)

    298,586        13,012,378   

Vail Resorts, Inc.

    103,521        13,840,758   
   

 

 

 
      99,381,075   
   

 

 

 

Household Durables—0.6%

   

CalAtlantic Group, Inc. (b)

    224,079        7,488,720   
   

 

 

 

Insurance—1.2%

   

American Equity Investment Life Holding Co. (b)

    402,066        6,754,709   

RLI Corp. (b)

    126,839        8,480,455   
   

 

 

 
      15,235,164   
   

 

 

 

Internet Software & Services—1.7%

   

CoStar Group, Inc. (a)

    87,595        16,482,751   

Pandora Media, Inc. (a) (b)

    466,100        4,171,595   
   

 

 

 
      20,654,346   
   

 

 

 

IT Services—3.9%

   

Booz Allen Hamilton Holding Corp.

    414,670        12,556,208   

EPAM Systems, Inc. (a)

    233,429        17,430,143   

Euronet Worldwide, Inc. (a)

    99,807        7,396,697   

ExlService Holdings, Inc. (a)

    192,255        9,958,809   
   

 

 

 
      47,341,857   
   

 

 

 

Leisure Products—0.8%

   

Brunswick Corp.

    196,997        9,451,916   
   

 

 

 

Life Sciences Tools & Services—3.3%

   

Bio-Techne Corp.

    103,721        9,803,709   

PAREXEL International Corp. (a)

    148,114        9,291,191   

PerkinElmer, Inc.

    202,139        9,997,795   

VWR Corp. (a)

    444,910        12,039,265   
   

 

 

 
      41,131,960   
   

 

 

 

Machinery—2.7%

   

ITT Corp.

    269,283        9,933,850   

WABCO Holdings, Inc. (a)

    111,845        11,958,467   

Wabtec Corp. (b)

    136,213        10,800,329   
   

 

 

 
      32,692,646   
   

 

 

 

Marine—0.7%

   

Kirby Corp. (a)

    149,933      $ 9,039,461   
   

 

 

 

Media—0.7%

   

IMAX Corp. (a) (b)

    283,588        8,816,751   
   

 

 

 

Oil, Gas & Consumable Fuels—0.8%

   

Energen Corp.

    134,691        4,928,344   

Laredo Petroleum, Inc. (a) (b)

    665,920        5,280,745   
   

 

 

 
      10,209,089   
   

 

 

 

Pharmaceuticals—2.8%

   

Catalent, Inc. (a)

    355,690        9,486,252   

Impax Laboratories, Inc. (a) (b)

    157,456        5,041,741   

Nektar Therapeutics (a) (b)

    736,207        10,122,846   

Prestige Brands Holdings, Inc. (a)

    181,158        9,672,026   
   

 

 

 
      34,322,865   
   

 

 

 

Professional Services—0.8%

   

CEB, Inc.

    144,743        9,369,214   
   

 

 

 

Real Estate Investment Trusts—0.8%

   

Corrections Corp. of America

    299,093        9,585,931   
   

 

 

 

Road & Rail—2.5%

   

Knight Transportation, Inc. (b)

    426,503        11,153,054   

Old Dominion Freight Line, Inc. (a) (b)

    156,581        10,901,169   

Swift Transportation Co. (a) (b)

    459,083        8,552,716   
   

 

 

 
      30,606,939   
   

 

 

 

Semiconductors & Semiconductor Equipment—5.1%

  

Atmel Corp.

    1,286,435        10,445,852   

Cavium, Inc. (a) (b)

    166,988        10,212,986   

MKS Instruments, Inc.

    276,661        10,416,287   

Monolithic Power Systems, Inc.

    204,316        13,002,670   

Power Integrations, Inc.

    192,866        9,577,726   

Silicon Laboratories, Inc. (a)

    192,369        8,648,910   
   

 

 

 
      62,304,431   
   

 

 

 

Software—12.4%

   

Aspen Technology, Inc. (a) (b)

    261,957        9,464,506   

CommVault Systems, Inc. (a)

    239,740        10,349,576   

Fair Isaac Corp.

    121,744        12,915,821   

Guidewire Software, Inc. (a)

    210,518        11,469,021   

Interactive Intelligence Group, Inc. (a) (b)

    174,806        6,366,435   

Manhattan Associates, Inc. (a)

    413,101        23,493,054   

Mentor Graphics Corp.

    462,578        9,404,211   

MicroStrategy, Inc. - Class A (a)

    67,617        12,152,127   

Proofpoint, Inc. (a) (b)

    178,664        9,608,550   

Qlik Technologies, Inc. (a)

    338,734        9,796,187   

Qualys, Inc. (a) (b)

    283,936        7,186,420   

Take-Two Interactive Software, Inc. (a) (b)

    287,965        10,847,642   

Ultimate Software Group, Inc. (The) (a) (b)

    70,133        13,570,735   

Verint Systems, Inc. (a)

    165,997        5,540,980   
   

 

 

 
      152,165,265   
   

 

 

 

 

MIST-97


Table of Contents

Met Investors Series Trust

Invesco Small Cap Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description       
Shares
    Value  

Specialty Retail—1.3%

   

DSW, Inc. - Class A (b)

    257,686      $ 7,122,441   

Five Below, Inc. (a) (b)

    210,947        8,720,549   
   

 

 

 
      15,842,990   
   

 

 

 

Technology Hardware, Storage & Peripherals—0.8%

  

Cray, Inc. (a) (b)

    229,586        9,621,949   
   

 

 

 

Textiles, Apparel & Luxury Goods—2.8%

  

Carter’s, Inc.

    105,526        11,120,330   

G-III Apparel Group, Ltd. (a)

    262,286        12,823,162   

Steven Madden, Ltd. (a)

    288,617        10,690,374   
   

 

 

 
      34,633,866   
   

 

 

 

Trading Companies & Distributors—1.1%

  

Watsco, Inc.

    99,851        13,453,924   
   

 

 

 

Total Common Stocks
(Cost $984,131,404)

      1,183,881,035   
   

 

 

 
Short-Term Investments—23.4%   

Mutual Fund—19.7%

  

State Street Navigator Securities Lending MET Portfolio (c)

    242,307,260        242,307,260   
   

 

 

 
Security Description   Principal
Amount*
    Value  

Repurchase Agreement—3.7%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $45,517,417 on 04/01/16, collateralized by $45,575,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $46,429,531.

    45,517,379      45,517,379   
   

 

 

 

Total Short-Term Investments
(Cost $287,824,639)

      287,824,639   
   

 

 

 

Total Investments—119.8%
(Cost $1,271,956,043) (d)

      1,471,705,674   

Other assets and liabilities (net)—(19.8)%

      (242,748,982
   

 

 

 
Net Assets—100.0%     $ 1,228,956,692   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Non-income producing security.
(b) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $258,174,312 and the collateral received consisted of cash in the amount of $242,307,260 and non-cash collateral with a value of $24,608,037. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(c) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(d) As of March 31, 2016, the aggregate cost of investments was $1,271,956,043. The aggregate unrealized appreciation and depreciation of investments were $293,865,283 and $(94,115,652), respectively, resulting in net unrealized appreciation of $199,749,631.

 

MIST-98


Table of Contents

Met Investors Series Trust

Invesco Small Cap Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy

 

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Common Stocks*

   $ 1,183,881,035       $ —        $ —         $ 1,183,881,035   
Short-Term Investments           

Mutual Fund

     242,307,260         —          —           242,307,260   

Repurchase Agreement

     —           45,517,379        —           45,517,379   

Total Short-Term Investments

     242,307,260         45,517,379        —           287,824,639   

Total Investments

   $ 1,426,188,295       $ 45,517,379      $ —         $ 1,471,705,674   

Collateral for Securities Loaned (Liability)

   $ —         $ (242,307,260   $ —         $ (242,307,260

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-99


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—61.4% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—34.5%

  

Fannie Mae 10 Yr. Pool
4.500%, 07/01/21

    831,183      $ 865,548   

Fannie Mae 20 Yr. Pool
4.000%, 02/01/31

    2,337,193        2,517,719   

6.000%, 07/01/28

    471,650        537,438   

Fannie Mae 30 Yr. Pool
3.500%, 07/01/42

    2,470,871        2,600,424   

3.500%, 08/01/42

    1,591,358        1,674,670   

4.500%, 02/01/40

    723,589        795,019   

5.000%, 09/01/35

    1,607,049        1,776,770   

6.000%, 12/01/39

    588,873        671,934   

Fannie Mae ARM Pool
0.855%, 07/01/24 (a)

    5,000,000        5,047,841   

0.865%, 09/01/24 (a)

    3,000,000        3,011,625   

0.885%, 11/01/23 (a)

    4,784,838        4,782,505   

0.905%, 09/01/24 (a)

    3,881,750        3,891,641   

1.125%, 01/01/21 (a)

    942,168        945,671   

Fannie Mae Benchmark REMIC (CMO)
5.500%, 06/25/37

    1,669,870        1,899,239   

Fannie Mae Interest Strip (CMO)
4.500%, 11/25/20 (b)

    530,188        26,294   

Fannie Mae Pool
2.330%, 11/01/22

    17,810,000        18,263,863   

2.360%, 05/01/23

    9,201,701        9,451,295   

2.420%, 05/01/23

    5,728,377        5,879,747   

2.450%, 11/01/22

    3,000,000        3,085,379   

2.520%, 05/01/23

    25,000,000        25,741,654   

2.530%, 05/01/23

    4,153,575        4,291,319   

2.540%, 05/01/23

    5,000,000        5,131,284   

2.640%, 04/01/23

    1,915,194        1,991,630   

2.640%, 05/01/23

    2,294,946        2,386,484   

2.690%, 10/01/23

    2,000,000        2,062,114   

2.700%, 05/01/23

    5,000,000        5,137,305   

2.720%, 03/01/23

    3,141,839        3,282,339   

2.740%, 06/01/23

    2,916,217        3,050,517   

2.890%, 05/01/27

    2,000,000        2,061,365   

2.920%, 12/01/24

    1,000,000        1,044,513   

2.990%, 01/01/25

    1,250,000        1,312,179   

3.000%, 01/01/43

    5,313,626        5,447,114   

3.050%, 04/01/22

    3,375,203        3,568,808   

3.110%, 12/01/24

    1,500,000        1,588,555   

3.200%, 11/01/20

    10,447,063        11,102,537   

3.235%, 10/01/26

    1,465,283        1,553,742   

3.240%, 12/01/26

    1,500,000        1,590,487   

3.260%, 12/01/26

    1,000,000        1,062,298   

3.290%, 08/01/26

    2,000,000        2,128,223   

3.340%, 02/01/27

    1,500,000        1,602,151   

3.380%, 12/01/23

    2,000,000        2,154,792   

3.430%, 10/01/23

    11,894,580        12,846,223   

3.440%, 11/01/21

    3,972,995        4,271,468   

3.450%, 01/01/24

    1,000,000        1,082,011   

3.490%, 09/01/23

    3,972,483        4,304,956   

3.500%, 08/01/26

    597,186        618,201   

3.500%, 02/01/33

    5,614,801        5,948,632   

3.500%, 05/01/33

    6,146,490        6,510,400   

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae Pool

   

3.500%, 12/01/42

    7,085,923      $ 7,445,234   

3.500%, 03/01/43

    8,457,288        8,886,332   

3.500%, 05/01/43

    28,087,655        29,513,145   

3.500%, 06/01/43

    6,902,322        7,252,022   

3.500%, 07/01/43

    4,055,007        4,260,530   

3.500%, 08/01/43

    9,217,332        9,686,923   

3.550%, 02/01/30

    1,500,000        1,579,221   

3.559%, 01/01/21

    11,968,848        12,935,495   

3.560%, 03/01/24

    7,298,178        7,950,750   

3.630%, 10/01/29

    1,475,536        1,563,646   

3.670%, 07/01/23

    2,500,000        2,736,206   

3.730%, 07/01/22

    5,804,948        6,318,525   

3.743%, 06/01/18

    1,862,634        1,934,749   

3.760%, 10/01/23

    1,472,416        1,619,854   

3.760%, 11/01/23

    1,100,000        1,210,757   

3.770%, 12/01/20

    2,292,890        2,492,025   

3.805%, 05/01/22

    9,165,388        9,972,050   

3.970%, 07/01/21

    4,691,006        5,153,882   

4.000%, 10/01/32

    1,924,945        2,093,437   

4.000%, 12/01/40

    718,666        770,899   

4.000%, 07/01/42

    3,796,418        4,083,839   

4.260%, 12/01/19

    2,722,673        2,967,721   

4.330%, 04/01/20

    3,828,040        4,206,338   

4.380%, 04/01/21

    3,146,208        3,498,171   

4.770%, 06/01/19

    3,445,085        3,765,686   

5.895%, 10/01/17

    2,825,999        2,999,290   

Fannie Mae REMICS (CMO)
Zero Coupon, 09/25/43 (c)

    2,566,830        2,134,006   

Zero Coupon, 10/25/43 (c)

    1,289,414        1,061,832   

Zero Coupon, 12/25/43 (c)

    2,960,301        2,363,412   

0.850%, 03/25/27 (a)

    539,816        541,021   

0.933%, 05/25/35 (a)

    3,268,936        3,264,477   

0.933%, 10/25/42 (a)

    1,479,038        1,491,385   

1.033%, 10/25/43 (a)

    2,890,320        2,918,379   

1.033%, 12/25/43 (a)

    3,530,858        3,536,411   

1.333%, 03/25/38 (a)

    530,548        538,962   

1.433%, 08/25/32 (a)

    1,158,324        1,192,189   

3.500%, 02/25/43

    7,801,124        8,199,175   

4.500%, 07/25/38

    59,498        59,685   

5.000%, 03/25/40

    10,639,298        11,821,955   

5.500%, 12/25/35

    1,511,809        1,596,359   

6.000%, 01/25/36

    1,072,186        1,127,368   

6.097%, 01/25/41 (a) (b)

    6,759,005        1,556,110   

6.500%, 07/18/28

    240,390        270,931   

Fannie Mae-ACES
2.207%, 01/25/22

    10,000,000        10,246,329   

2.280%, 12/27/22

    9,391,000        9,521,466   

2.614%, 10/25/21 (a)

    2,000,000        2,081,090   

2.723%, 10/25/24

    2,000,000        2,056,982   

3.103%, 07/25/24 (a)

    1,394,000        1,479,496   

3.346%, 03/25/24 (a)

    2,500,000        2,677,275   

3.475%, 01/25/24 (a)

    2,500,000        2,679,208   

Freddie Mac 20 Yr. Gold Pool
3.500%, 03/01/32

    1,892,639        2,000,069   

 

MIST-100


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—(Continued)

  

Freddie Mac 30 Yr. Gold Pool
4.000%, 08/01/42

    7,425,680      $ 7,929,053   

4.000%, 05/01/43

    1,109,063        1,193,658   

4.000%, 06/01/43

    907,245        976,443   

4.000%, 08/01/43

    7,418,229        7,981,315   

5.000%, 08/01/39

    1,380,363        1,515,624   

Freddie Mac ARM Non-Gold Pool
3.967%, 07/01/40 (a)

    3,435,526        3,594,543   

Freddie Mac Gold Pool
3.500%, 12/01/32

    6,284,557        6,672,447   

3.500%, 01/01/33

    9,102,930        9,661,670   

3.500%, 02/01/33

    12,603,459        13,381,411   

3.500%, 03/01/33

    8,064,610        8,561,258   

3.500%, 04/01/33

    11,138,813        11,825,470   

3.500%, 05/01/33

    4,522,690        4,801,718   

3.500%, 06/01/43

    4,299,846        4,520,331   

4.000%, 09/01/32

    1,963,350        2,144,623   

4.000%, 11/01/32

    4,906,249        5,366,036   

4.000%, 12/01/32

    2,178,521        2,382,594   

4.000%, 01/01/33

    1,135,695        1,240,776   

4.000%, 02/01/33

    950,358        1,039,315   

5.000%, 02/01/34

    518,160        566,161   

Freddie Mac Multifamily Structured Pass-Through Certificates
2.522%, 01/25/23

    2,085,000        2,138,034   

2.615%, 01/25/23

    7,275,000        7,529,960   

3.389%, 03/25/24

    5,714,000        6,208,658   

3.490%, 01/25/24

    4,000,000        4,374,540   

Freddie Mac REMICS (CMO)
0.886%, 08/15/42 (a)

    6,980,455        7,043,046   

1.116%, 11/15/37 (a)

    1,523,876        1,548,507   

1.136%, 03/15/24 (a)

    789,716        796,568   

1.786%, 03/15/38 (a)

    600,000        646,629   

3.000%, 02/15/26

    1,915,000        2,021,005   

3.500%, 08/15/39

    3,877,505        4,087,656   

3.500%, 06/15/48

    8,019,531        8,441,857   

4.500%, 03/15/40

    935,171        935,963   

5.000%, 05/15/22

    1,439,331        1,440,249   

5.000%, 08/15/35

    1,650,000        1,881,704   

5.750%, 06/15/35

    8,572,604        9,865,130   

5.934%, 10/15/37 (a) (b)

    5,938,326        1,087,207   

5.964%, 11/15/36 (a) (b)

    3,391,253        489,692   

6.000%, 07/15/35

    7,388,853        8,288,895   

6.000%, 03/15/36

    2,729,095        3,393,709   

6.500%, 05/15/28

    587,923        675,124   

6.500%, 03/15/37

    1,130,922        1,307,528   

Freddie Mac Strips (CMO)
Zero Coupon, 09/15/43 (c)

    1,319,666        1,126,545   

3.000%, 01/15/43

    7,938,757        8,039,806   

3.000%, 01/15/44

    9,677,947        9,879,908   

Ginnie Mae II ARM Pool
3.500%, 04/20/41 (a)

    898,290        936,506   

Ginnie Mae II Pool
4.375%, 06/20/63

    9,170,655        9,946,723   

4.433%, 05/20/63

    14,563,917        15,790,965   

4.462%, 05/20/63

    10,154,129        11,005,789   

4.479%, 04/20/63

    5,059,396        5,487,264   

Agency Sponsored Mortgage - Backed—(Continued)

  

Government National Mortgage Association (CMO)
0.725%, 08/20/60 (a)

    543,122      542,921   

0.725%, 11/20/62 (a)

    305,583        305,353   

0.765%, 12/20/62 (a)

    2,508,322        2,474,739   

0.825%, 02/20/62 (a)

    8,113,532        8,093,641   

0.835%, 03/20/63 (a)

    862,222        851,992   

0.845%, 02/20/63 (a)

    1,885,477        1,860,256   

0.875%, 02/20/63 (a)

    7,735,407        7,634,225   

0.895%, 03/20/63 (a)

    3,986,233        3,937,334   

0.895%, 07/20/64 (a)

    4,493,617        4,434,840   

0.895%, 09/20/64 (a)

    1,823,899        1,794,975   

0.905%, 04/20/63 (a)

    8,898,518        8,788,308   

0.925%, 01/20/63 (a)

    3,641,530        3,637,643   

0.925%, 04/20/63 (a)

    7,335,427        7,239,881   

0.925%, 06/20/64 (a)

    5,872,218        5,785,834   

0.925%, 07/20/64 (a)

    2,769,155        2,728,704   

0.932%, 09/20/37 (a)

    385,223        388,849   

0.975%, 04/20/62 (a)

    840,901        840,485   

1.025%, 04/20/64 (a)

    14,765,080        14,642,256   

1.025%, 05/20/64 (a)

    10,550,409        10,454,197   

1.075%, 07/20/63 (a)

    6,705,975        6,673,969   

1.075%, 01/20/64 (a)

    1,544,138        1,535,866   

1.075%, 02/20/64 (a)

    5,301,347        5,273,291   

1.075%, 03/20/64 (a)

    1,974,113        1,965,051   

1.115%, 02/20/64 (a)

    2,332,476        2,322,721   

1.125%, 09/20/63 (a)

    4,482,883        4,469,458   

1.175%, 09/20/63 (a)

    4,466,454        4,462,366   

1.650%, 02/20/63

    16,344,179        16,358,540   

1.650%, 04/20/63

    9,270,996        9,276,535   

1.750%, 03/20/63

    2,350,940        2,373,686   

3.500%, 05/20/35

    17,770        17,775   

4.000%, 02/20/37

    61,843        62,149   

4.500%, 01/16/25

    1,068,733        1,225,907   

4.500%, 06/20/36

    12,181        12,179   

4.501%, 04/20/43 (a)

    2,608,295        2,815,097   

4.714%, 11/20/42 (a)

    10,448,271        11,417,274   

5.000%, 12/20/33

    2,000,000        2,262,250   

5.000%, 09/20/38

    5,741,715        6,138,014   

5.000%, 06/16/39

    970,768        1,070,877   

5.000%, 07/20/39

    4,813,021        5,401,409   

5.000%, 10/20/39

    3,770,086        4,483,800   

5.225%, 06/20/40 (a)

    5,064,936        5,653,209   

5.500%, 02/20/33

    195,763        204,535   

5.500%, 07/16/33 (b)

    1,456,246        305,057   

5.500%, 06/20/36

    1,318        1,319   
   

 

 

 
      829,898,602   
   

 

 

 

Federal Agencies—2.1%

   

Residual Funding Corp. Principal Strip
Zero Coupon, 07/15/20 (c)

    43,119,000        40,397,889   

Tennessee Valley Authority
1.750%, 10/15/18

    850,000        866,346   

5.250%, 09/15/39

    600,000        765,772   

5.880%, 04/01/36

    1,000,000        1,360,262   

6.235%, 07/15/45

    4,250,000        4,959,589   

 

MIST-101


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description   Principal
Amount*
    Value  

Federal Agencies—(Continued)

   

Tennessee Valley Authority Principal Strip
Zero Coupon, 11/01/25 (c)

    1,000,000      $ 778,379   

Zero Coupon, 06/15/35 (c)

    750,000        383,143   
   

 

 

 
      49,511,380   
   

 

 

 

U.S. Treasury—24.8%

  

U.S. Treasury Bonds
4.250%, 05/15/39

    200,000        264,680   

4.375%, 02/15/38 (d)

    18,100,000        24,463,996   

4.375%, 11/15/39

    20,250,000        27,249,696   

4.500%, 05/15/38

    1,000,000        1,374,297   

5.250%, 11/15/28

    7,000,000        9,574,138   

5.250%, 02/15/29

    500,000        686,485   

5.375%, 02/15/31

    13,000,000        18,640,271   

5.500%, 08/15/28

    2,000,000        2,781,484   

6.125%, 08/15/29

    5,000,000        7,440,430   

U.S. Treasury Coupon Strips
Zero Coupon, 02/15/18 (d)

    5,000,000        4,931,115   

Zero Coupon, 08/15/19 (d)

    16,000,000        15,452,544   

Zero Coupon, 11/15/19

    1,500,000        1,441,760   

Zero Coupon, 02/15/20 (d)

    2,815,000        2,695,585   

Zero Coupon, 05/15/20 (d)

    2,475,000        2,352,453   

Zero Coupon, 02/15/21 (d)

    25,050,000        23,449,305   

Zero Coupon, 05/15/21

    16,285,000        15,150,978   

Zero Coupon, 08/15/21

    3,095,000        2,863,769   

Zero Coupon, 11/15/21

    14,940,000        13,775,800   

Zero Coupon, 02/15/22

    3,975,000        3,633,718   

Zero Coupon, 05/15/22

    14,560,000        13,225,154   

Zero Coupon, 08/15/22

    6,000,000        5,425,068   

Zero Coupon, 11/15/22

    6,250,000        5,614,737   

Zero Coupon, 02/15/23 (d)

    18,035,000        16,097,554   

Zero Coupon, 05/15/23

    57,400,000        50,951,512   

Zero Coupon, 08/15/23

    2,765,000        2,439,695   

Zero Coupon, 11/15/23

    2,300,000        2,015,633   

Zero Coupon, 02/15/24

    4,900,000        4,265,450   

Zero Coupon, 11/15/24

    1,500,000        1,278,918   

Zero Coupon, 05/15/25

    1,500,000        1,258,874   

Zero Coupon, 08/15/27

    400,000        315,235   

Zero Coupon, 11/15/27

    570,000        446,449   

Zero Coupon, 05/15/28

    30,000        23,090   

Zero Coupon, 08/15/28 (d)

    1,750,000        1,339,959   

Zero Coupon, 05/15/29

    1,000,000        749,670   

Zero Coupon, 08/15/29

    800,000        595,757   

Zero Coupon, 11/15/29

    1,000,000        737,983   

Zero Coupon, 02/15/30 (d)

    8,300,000        6,085,145   

Zero Coupon, 05/15/30

    700,000        510,288   

Zero Coupon, 08/15/30

    3,925,000        2,831,789   

Zero Coupon, 11/15/30

    4,400,000        3,153,432   

Zero Coupon, 02/15/31 (d)

    2,800,000        2,000,964   

Zero Coupon, 05/15/31

    10,500,000        7,410,984   

Zero Coupon, 08/15/31

    2,800,000        1,962,318   

Zero Coupon, 11/15/31

    3,000,000        2,089,800   

Zero Coupon, 02/15/32

    9,900,000        6,849,087   

Zero Coupon, 05/15/32

    12,800,000        8,747,238   

Zero Coupon, 08/15/32

    1,900,000        1,289,543   

Zero Coupon, 08/15/33

    400,000        262,318   

Zero Coupon, 11/15/33

    9,000,000        5,853,384   

Zero Coupon, 05/15/35

    4,000,000        2,476,812   

U.S. Treasury—(Continued)

  

U.S. Treasury Inflation Indexed Bonds
1.750%, 01/15/28 (e)

    565,410      655,566   

U.S. Treasury Inflation Indexed Notes
0.125%, 01/15/22 (e)

    1,570,035        1,593,198   

U.S. Treasury Notes
0.750%, 12/31/17

    1,000,000        1,000,352   

0.750%, 02/28/18

    9,000,000        9,002,106   

0.875%, 01/31/18

    2,400,000        2,406,187   

0.875%, 07/31/19

    340,000        339,190   

1.000%, 06/30/19

    660,000        661,779   

1.000%, 08/31/19

    17,000,000        17,023,902   

1.250%, 10/31/18

    3,000,000        3,032,577   

1.250%, 11/30/18

    7,000,000        7,077,931   

1.250%, 02/29/20

    11,000,000        11,071,753   

1.375%, 01/31/20

    3,000,000        3,034,569   

1.500%, 08/31/18

    7,000,000        7,118,398   

1.500%, 05/31/19

    2,690,000        2,738,127   

1.750%, 05/15/23

    2,500,000        2,534,375   

2.000%, 11/30/20

    12,000,000        12,430,776   

2.000%, 10/31/21

    3,000,000        3,101,367   

2.125%, 08/31/20

    10,000,000        10,410,160   

2.125%, 01/31/21

    2,000,000        2,085,468   

2.125%, 08/15/21

    21,000,000        21,871,983   

2.625%, 01/31/18

    4,500,000        4,654,161   

2.625%, 08/15/20 (d)

    13,000,000        13,814,528   

2.625%, 11/15/20

    19,500,000        20,740,083   

2.750%, 02/15/19

    1,500,000        1,580,684   

3.125%, 05/15/21

    27,000,000        29,483,784   

3.500%, 02/15/18

    20,000,000        21,030,460   

3.625%, 02/15/21

    44,000,000        48,972,352   
   

 

 

 
      595,992,160   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $1,434,491,301)

      1,475,402,142   
   

 

 

 
Corporate Bonds & Notes—22.3%   

Aerospace/Defense—0.2%

  

Airbus Group Finance B.V.
2.700%, 04/17/23 (144A)

    249,000        253,715   

BAE Systems Holdings, Inc.
4.750%, 10/07/44 (144A)

    338,000        352,652   

BAE Systems plc
4.750%, 10/11/21 (144A)

    1,000,000        1,094,698   

Lockheed Martin Corp.
3.100%, 01/15/23

    193,000        200,177   

6.150%, 09/01/36

    236,000        294,447   

Northrop Grumman Corp.
1.750%, 06/01/18

    418,000        419,253   

3.850%, 04/15/45

    182,000        180,103   

Northrop Grumman Systems Corp.
7.750%, 02/15/31

    350,000        504,048   

United Technologies Corp.
7.500%, 09/15/29

    1,568,000        2,211,858   
   

 

 

 
      5,510,951   
   

 

 

 

 

MIST-102


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Agriculture—0.1%

  

Bunge N.A. Finance L.P.
5.900%, 04/01/17

    247,000      $ 257,129   

Bunge, Ltd. Finance Corp.
8.500%, 06/15/19

    1,084,000        1,259,177   

Cargill, Inc.
7.350%, 03/06/19 (144A)

    1,055,000        1,220,264   
   

 

 

 
      2,736,570   
   

 

 

 

Airlines—0.1%

  

Air Canada Pass-Through Trust
4.125%, 11/15/26 (144A)

    350,989        356,254   

American Airlines Pass-Through Trust
4.950%, 07/15/24

    1,084,643        1,160,481   

United Airlines Pass-Through Trust
4.300%, 02/15/27

    495,056        514,859   
   

 

 

 
      2,031,594   
   

 

 

 

Auto Manufacturers—0.6%

  

American Honda Finance Corp.
1.600%, 02/16/18 (144A)

    700,000        704,228   

Daimler Finance North America LLC
1.875%, 01/11/18 (144A)

    328,000        329,701   

2.000%, 08/03/18 (144A)

    300,000        302,542   

2.250%, 07/31/19 (144A)

    1,600,000        1,622,781   

2.375%, 08/01/18 (144A)

    378,000        384,091   

2.875%, 03/10/21 (144A)

    500,000        511,048   

Ford Motor Credit Co. LLC
1.500%, 01/17/17

    678,000        677,150   

1.684%, 09/08/17

    630,000        627,398   

1.870%, 05/09/16 (a)

    840,000        840,638   

2.145%, 01/09/18

    309,000        308,634   

2.375%, 03/12/19

    969,000        973,404   

2.597%, 11/04/19

    950,000        953,440   

3.000%, 06/12/17

    400,000        405,281   

4.134%, 08/04/25

    200,000        208,119   

4.250%, 02/03/17

    1,200,000        1,226,774   

4.375%, 08/06/23

    900,000        957,658   

General Motors Financial Co., Inc.
3.200%, 07/13/20

    682,000        680,475   

Hyundai Capital America
2.400%, 10/30/18 (144A)

    239,000        240,595   

Nissan Motor Acceptance Corp.
1.800%, 03/15/18 (144A)

    789,000        789,934   

2.650%, 09/26/18 (144A)

    300,000        306,602   

Toyota Motor Credit Corp.
1.375%, 01/10/18

    700,000        703,720   

1.450%, 01/12/18

    206,000        207,049   
   

 

 

 
      13,961,262   
   

 

 

 

Auto Parts & Equipment—0.1%

  

Johnson Controls, Inc.
3.625%, 07/02/24

    277,000        282,233   

4.950%, 07/02/64

    737,000        667,068   

5.000%, 03/30/20

    635,000        692,031   
   

 

 

 
      1,641,332   
   

 

 

 

Banks—5.5%

  

ABN AMRO Bank NV
2.500%, 10/30/18 (144A)

    1,160,000      1,175,862   

American Express Bank FSB
6.000%, 09/13/17

    1,800,000        1,911,294   

American Express Centurion Bank
5.950%, 06/12/17

    250,000        262,276   

ANZ New Zealand International, Ltd.
2.600%, 09/23/19 (144A)

    1,300,000        1,313,402   

2.850%, 08/06/20 (144A)

    250,000        256,208   

Bank of America Corp.
2.000%, 01/11/18

    2,740,000        2,751,283   

2.600%, 01/15/19

    1,710,000        1,738,916   

2.650%, 04/01/19

    1,300,000        1,322,819   

3.300%, 01/11/23

    1,921,000        1,937,140   

4.000%, 01/22/25

    654,000        654,992   

4.125%, 01/22/24

    1,780,000        1,885,529   

4.250%, 10/22/26

    520,000        527,752   

5.625%, 07/01/20

    1,000,000        1,123,713   

5.875%, 01/05/21

    2,500,000        2,858,655   

6.000%, 09/01/17

    360,000        380,466   

6.050%, 05/16/16

    994,000        1,000,851   

6.400%, 08/28/17

    1,276,000        1,356,246   

6.500%, 07/15/18

    997,000        1,093,809   

Bank of Montreal
2.375%, 01/25/19

    575,000        586,021   

2.550%, 11/06/22 (d)

    500,000        506,131   

Bank of New York Mellon Corp. (The)
2.200%, 05/15/19

    354,000        359,830   

3.250%, 09/11/24

    1,200,000        1,236,154   

4.150%, 02/01/21

    670,000        731,578   

5.450%, 05/15/19

    278,000        309,145   

Bank of Nova Scotia (The)
1.450%, 04/25/18

    300,000        300,071   

1.850%, 04/14/20

    700,000        697,459   

2.800%, 07/21/21

    500,000        512,650   

Bank of Tokyo-Mitsubishi UFJ, Ltd. (The)
2.700%, 09/09/18 (144A)

    1,000,000        1,021,899   

4.100%, 09/09/23 (144A)

    1,114,000        1,204,829   

Banque Federative du Credit Mutuel S.A.
1.700%, 01/20/17 (144A)

    1,600,000        1,604,363   

Barclays plc
3.650%, 03/16/25

    254,000        238,165   

4.375%, 01/12/26

    599,000        587,811   

BB&T Corp.
2.150%, 03/22/17

    485,000        489,792   

2.450%, 01/15/20

    833,000        847,445   

2.625%, 06/29/20

    400,000        408,591   

6.850%, 04/30/19

    525,000        600,803   

BNZ International Funding, Ltd.
2.350%, 03/04/19 (144A)

    842,000        846,588   

BPCE S.A.
1.625%, 01/26/18

    1,200,000        1,198,631   

Capital One Financial Corp.
2.450%, 04/24/19

    176,000        177,870   

4.200%, 10/29/25

    250,000        253,127   

4.750%, 07/15/21

    907,000        993,907   

5.250%, 02/21/17

    170,000        175,483   

 

MIST-103


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

  

Capital One N.A.
1.500%, 03/22/18

    500,000      $ 492,336   

Citigroup, Inc.
1.750%, 05/01/18

    776,000        773,875   

2.400%, 02/18/20

    450,000        451,721   

2.500%, 09/26/18

    441,000        447,745   

2.550%, 04/08/19

    550,000        558,219   

3.750%, 06/16/24

    629,000        651,511   

3.875%, 03/26/25

    1,100,000        1,089,962   

4.300%, 11/20/26

    1,500,000        1,492,770   

4.400%, 06/10/25

    196,000        199,864   

5.500%, 09/13/25

    692,000        757,262   

Citizens Financial Group, Inc.
4.300%, 12/03/25

    193,000        199,506   

Comerica, Inc.
3.800%, 07/22/26

    1,116,000        1,082,710   

Commonwealth Bank of Australia
4.500%, 12/09/25 (144A)

    352,000        356,285   

Cooperatieve Rabobank UA
3.875%, 02/08/22

    700,000        746,640   

4.375%, 08/04/25

    250,000        257,400   

4.625%, 12/01/23

    872,000        920,483   

Credit Suisse AG
1.750%, 01/29/18

    279,000        279,496   

2.300%, 05/28/19

    250,000        252,368   

3.000%, 10/29/21

    1,379,000        1,406,620   

3.625%, 09/09/24

    250,000        253,481   

5.300%, 08/13/19

    300,000        329,230   

Credit Suisse Group Funding Guernsey, Ltd.
3.750%, 03/26/25

    250,000        238,826   

Deutsche Bank AG
2.950%, 08/20/20

    200,000        200,771   

3.700%, 05/30/24

    667,000        658,427   

6.000%, 09/01/17

    200,000        210,498   

Discover Bank
3.200%, 08/09/21

    1,650,000        1,648,185   

4.200%, 08/08/23

    493,000        515,320   

Fifth Third Bancorp
8.250%, 03/01/38

    500,000        728,485   

Fifth Third Bank
2.375%, 04/25/19

    650,000        657,053   

Goldman Sachs Group, Inc. (The)
2.600%, 04/23/20

    714,000        719,880   

3.500%, 01/23/25

    392,000        395,657   

3.625%, 01/22/23

    1,300,000        1,340,852   

3.850%, 07/08/24

    1,447,000        1,495,133   

4.000%, 03/03/24

    412,000        431,990   

5.375%, 03/15/20

    1,650,000        1,830,894   

5.750%, 01/24/22

    1,000,000        1,153,720   

5.950%, 01/15/27

    1,000,000        1,146,494   

6.150%, 04/01/18

    1,475,000        1,595,646   

7.500%, 02/15/19

    3,000,000        3,455,583   

HSBC Bank plc
1.500%, 05/15/18 (144A)

    821,000        818,058   

4.125%, 08/12/20 (144A)

    2,002,000        2,143,395   

4.750%, 01/19/21 (144A)

    1,600,000        1,762,600   

Banks—(Continued)

  

HSBC USA, Inc.
1.625%, 01/16/18

    500,000      499,132   

2.350%, 03/05/20

    538,000        532,529   

Industrial & Commercial Bank of China, Ltd.
2.351%, 11/13/17

    626,000        631,092   

ING Bank NV
3.750%, 03/07/17 (144A)

    1,000,000        1,022,240   

KeyCorp
5.100%, 03/24/21

    896,000        991,533   

Macquarie Bank, Ltd.
1.600%, 10/27/17 (144A)

    1,220,000        1,215,468   

2.600%, 06/24/19 (144A)

    979,000        988,208   

2.850%, 07/29/20 (144A)

    250,000        254,209   

4.000%, 07/29/25 (144A)

    250,000        254,871   

Manufacturers & Traders Trust Co.
6.625%, 12/04/17

    970,000        1,046,793   

Mizuho Bank, Ltd.
1.800%, 03/26/18 (144A) (d)

    484,000        484,559   

3.600%, 09/25/24 (144A)

    950,000        991,448   

Morgan Stanley
1.875%, 01/05/18

    517,000        518,645   

3.700%, 10/23/24

    500,000        516,410   

5.000%, 11/24/25

    1,269,000        1,373,335   

5.500%, 01/26/20

    1,430,000        1,593,679   

5.500%, 07/28/21

    807,000        920,984   

5.625%, 09/23/19

    3,030,000        3,371,687   

5.750%, 01/25/21

    2,500,000        2,861,540   

5.950%, 12/28/17

    1,757,000        1,879,814   

National Australia Bank, Ltd.
2.400%, 12/09/19 (144A)

    400,000        405,862   

Nordea Bank AB
1.625%, 05/15/18 (144A)

    1,400,000        1,399,024   

4.875%, 01/27/20 (144A)

    500,000        548,934   

Northern Trust Corp.
3.375%, 08/23/21

    300,000        318,691   

PNC Funding Corp.
5.125%, 02/08/20

    800,000        891,295   

6.700%, 06/10/19

    1,300,000        1,486,628   

Royal Bank of Canada
1.200%, 09/19/17

    1,000,000        999,010   

1.875%, 02/05/20

    2,000,000        2,009,558   

2.000%, 10/01/18

    2,092,000        2,117,805   

2.000%, 12/10/18

    140,000        141,361   

2.200%, 07/27/18

    305,000        309,639   

2.300%, 07/20/16

    135,000        135,673   

Santander Issuances S.A.U.
5.179%, 11/19/25

    600,000        579,811   

Skandinaviska Enskilda Banken AB
1.750%, 03/19/18 (144A)

    402,000        401,421   

Stadshypotek AB
1.875%, 10/02/19 (144A)

    1,500,000        1,506,105   

Standard Chartered plc
5.200%, 01/26/24 (144A) (d)

    1,000,000        1,046,334   

State Street Corp.
3.100%, 05/15/23

    407,000        410,944   

3.700%, 11/20/23

    1,608,000        1,732,136   

 

MIST-104


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

  

SunTrust Banks, Inc.
2.750%, 05/01/23

    2,000,000      $ 1,963,320   

3.500%, 01/20/17

    310,000        314,850   

Toronto-Dominion Bank (The)
1.750%, 07/23/18

    300,000        301,263   

2.250%, 11/05/19

    255,000        258,433   

2.500%, 12/14/20

    500,000        509,054   

U.S. Bank N.A.
2.125%, 10/28/19

    350,000        356,404   

Wachovia Corp.
5.750%, 02/01/18

    500,000        538,299   

Wells Fargo & Co.
2.550%, 12/07/20

    179,000        182,281   

3.300%, 09/09/24

    770,000        794,432   

3.500%, 03/08/22

    1,900,000        2,025,430   

4.100%, 06/03/26

    1,291,000        1,354,966   

4.600%, 04/01/21

    3,470,000        3,850,041   

4.650%, 11/04/44

    595,000        611,635   

5.375%, 11/02/43

    1,005,000        1,135,961   

Wells Fargo Bank N.A.
6.000%, 11/15/17

    2,491,000        2,672,121   

Westpac Banking Corp.
1.375%, 05/30/18 (144A)

    2,000,000        1,997,302   
   

 

 

 
      132,840,706   
   

 

 

 

Beverages—0.3%

  

Anheuser-Busch InBev Finance, Inc.
2.625%, 01/17/23

    450,000        451,819   

2.650%, 02/01/21

    530,000        544,621   

3.300%, 02/01/23

    1,042,000        1,083,287   

3.700%, 02/01/24

    1,000,000        1,069,841   

Anheuser-Busch InBev Worldwide, Inc.
7.750%, 01/15/19

    310,000        361,309   

Beam Suntory, Inc.
3.250%, 05/15/22

    760,000        767,165   

Heineken NV
3.400%, 04/01/22 (144A)

    1,339,000        1,401,067   

SABMiller Holdings, Inc.
3.750%, 01/15/22 (144A)

    1,700,000        1,803,539   
   

 

 

 
      7,482,648   
   

 

 

 

Biotechnology—0.3%

  

Amgen, Inc.
2.125%, 05/01/20

    100,000        101,225   

3.625%, 05/22/24

    873,000        918,420   

5.700%, 02/01/19

    100,000        111,530   

6.375%, 06/01/37

    2,116,000        2,630,012   

Biogen, Inc.
5.200%, 09/15/45

    133,000        147,523   

Celgene Corp.
3.250%, 08/15/22

    490,000        505,986   

3.625%, 05/15/24

    591,000        610,860   

3.950%, 10/15/20

    500,000        535,829   

5.000%, 08/15/45

    165,000        178,420   

Biotechnology—(Continued)

  

Gilead Sciences, Inc.
3.650%, 03/01/26

    115,000      122,203   

3.700%, 04/01/24

    600,000        643,762   

4.400%, 12/01/21

    630,000        703,781   
   

 

 

 
      7,209,551   
   

 

 

 

Chemicals—0.5%

  

Agrium, Inc.
3.375%, 03/15/25 (d)

    87,000        83,733   

4.125%, 03/15/35

    620,000        538,761   

5.250%, 01/15/45

    712,000        703,096   

CF Industries, Inc.
7.125%, 05/01/20

    1,000,000        1,138,337   

Dow Chemical Co. (The)
4.125%, 11/15/21

    212,000        230,937   

7.375%, 11/01/29

    1,000,000        1,281,989   

8.850%, 09/15/21

    640,000        825,424   

E.I. du Pont de Nemours & Co.
4.150%, 02/15/43

    107,000        101,027   

Ecolab, Inc.
2.250%, 01/12/20

    297,000        300,023   

4.350%, 12/08/21

    700,000        772,807   

Monsanto Co.
4.700%, 07/15/64

    100,000        86,410   

Mosaic Co. (The)
3.750%, 11/15/21

    1,520,000        1,578,598   

4.250%, 11/15/23

    460,000        480,757   

5.450%, 11/15/33

    1,163,000        1,195,721   

Potash Corp. of Saskatchewan, Inc.
3.000%, 04/01/25

    440,000        421,043   

3.250%, 12/01/17

    100,000        101,747   

Praxair, Inc.
1.250%, 11/07/18

    900,000        896,999   

2.650%, 02/05/25

    261,000        262,322   

Rohm & Haas Co.
6.000%, 09/15/17

    68,000        71,907   

7.850%, 07/15/29

    418,000        557,768   
   

 

 

 
      11,629,406   
   

 

 

 

Commercial Services—0.2%

  

ADT Corp. (The)
4.875%, 07/15/42

    420,000        281,400   

ERAC USA Finance LLC
3.850%, 11/15/24 (144A)

    925,000        967,000   

4.500%, 08/16/21 (144A)

    1,740,000        1,892,353   

7.000%, 10/15/37 (144A)

    500,000        637,740   
   

 

 

 
      3,778,493   
   

 

 

 

Computers—0.2%

  

Apple, Inc.
2.150%, 02/09/22

    540,000        544,847   

2.400%, 05/03/23

    1,679,000        1,689,212   

3.450%, 02/09/45

    625,000        564,472   

HP Enterprise Services LLC
7.450%, 10/15/29

    700,000        798,609   

 

MIST-105


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Computers—(Continued)

  

International Business Machines Corp.
3.375%, 08/01/23

    650,000      $ 688,143   

6.500%, 01/15/28

    300,000        398,021   
   

 

 

 
      4,683,304   
   

 

 

 

Diversified Financial Services—1.3%

  

AIG Global Funding
1.650%, 12/15/17 (144A)

    314,000        313,554   

American Express Credit Corp.
2.125%, 03/18/19

    231,000        233,145   

2.250%, 08/15/19

    1,000,000        1,012,452   

Ameriprise Financial, Inc.
4.000%, 10/15/23

    1,380,000        1,458,878   

Blackstone Holdings Finance Co. LLC
6.625%, 08/15/19 (144A)

    1,200,000        1,370,425   

Capital One Bank USA N.A.
3.375%, 02/15/23

    600,000        604,601   

8.800%, 07/15/19

    300,000        354,119   

CDP Financial, Inc.
4.400%, 11/25/19 (144A)

    600,000        661,069   

CME Group, Inc.
3.000%, 03/15/25

    440,000        445,923   

GE Capital International Funding Co.
2.342%, 11/15/20 (144A)

    6,696,000        6,859,650   

3.373%, 11/15/25 (144A)

    744,000        793,919   

4.418%, 11/15/35 (144A)

    1,777,000        1,930,520   

Invesco Finance plc
4.000%, 01/30/24

    500,000        526,375   

Jefferies Group LLC
5.125%, 01/20/23

    300,000        301,096   

6.875%, 04/15/21

    475,000        536,322   

Legg Mason, Inc.
3.950%, 07/15/24

    700,000        700,468   

Macquarie Group, Ltd.
6.000%, 01/14/20 (144A)

    1,572,000        1,732,739   

Murray Street Investment Trust I
4.647%, 03/09/17

    1,600,000        1,644,962   

Private Export Funding Corp.
2.800%, 05/15/22

    1,000,000        1,053,331   

3.550%, 01/15/24

    7,383,000        8,100,443   

TD Ameritrade Holding Corp.
2.950%, 04/01/22

    295,000        301,098   
   

 

 

 
      30,935,089   
   

 

 

 

Electric—1.6%

  

Alabama Power Co.
3.550%, 12/01/23

    461,000        488,381   

4.150%, 08/15/44

    218,000        227,253   

Arizona Public Service Co.
2.200%, 01/15/20

    142,000        143,629   

3.350%, 06/15/24 (d)

    696,000        726,827   

4.500%, 04/01/42

    200,000        218,668   

Baltimore Gas & Electric Co.
5.200%, 06/15/33

    1,510,000        1,727,330   

Electric—(Continued)

  

Berkshire Hathaway Energy Co.
1.100%, 05/15/17 (d)

    460,000      459,789   

2.400%, 02/01/20

    364,000        370,887   

3.750%, 11/15/23

    1,736,000        1,852,508   

4.500%, 02/01/45

    333,000        354,514   

CenterPoint Energy Houston Electric LLC
2.250%, 08/01/22

    950,000        932,830   

Cleveland Electric Illuminating Co. (The)
7.880%, 11/01/17

    1,118,000        1,221,757   

CMS Energy Corp.
8.750%, 06/15/19

    885,000        1,071,584   

Consumers Energy Co.
4.350%, 08/31/64

    191,000        197,325   

5.650%, 04/15/20

    200,000        227,854   

DTE Electric Co.
3.900%, 06/01/21

    1,000,000        1,084,934   

5.700%, 10/01/37

    300,000        373,797   

DTE Energy Co.
3.500%, 06/01/24

    449,000        461,453   

3.850%, 12/01/23

    225,000        236,842   

Duke Energy Carolinas LLC
4.300%, 06/15/20

    619,000        684,195   

6.000%, 01/15/38

    600,000        774,688   

Duke Energy Ohio, Inc.
3.800%, 09/01/23

    815,000        880,550   

Duke Energy Progress LLC
4.100%, 03/15/43

    200,000        207,588   

4.375%, 03/30/44

    247,000        268,591   

5.300%, 01/15/19

    200,000        220,932   

5.700%, 04/01/35

    360,000        445,124   

Entergy Arkansas, Inc.
3.050%, 06/01/23

    765,000        787,640   

Exelon Generation Co. LLC
2.950%, 01/15/20

    300,000        301,932   

Florida Power & Light Co.
5.625%, 04/01/34

    1,250,000        1,565,994   

Indiana Michigan Power Co.
3.200%, 03/15/23

    330,000        333,658   

Kansas City Power & Light Co.
3.150%, 03/15/23

    604,000        607,417   

5.300%, 10/01/41

    315,000        357,590   

MidAmerican Energy Co.
3.700%, 09/15/23 (d)

    1,100,000        1,179,982   

Nevada Power Co.
6.650%, 04/01/36

    360,000        466,582   

7.125%, 03/15/19

    200,000        229,976   

NextEra Energy Capital Holdings, Inc.
3.625%, 06/15/23

    410,000        421,617   

Niagara Mohawk Power Corp.
3.508%, 10/01/24 (144A)

    305,000        315,382   

Nisource Finance Corp.
4.800%, 02/15/44

    162,000        170,884   

6.125%, 03/01/22

    1,875,000        2,199,971   

Northern States Power Co.
6.500%, 03/01/28

    628,000        784,812   

 

MIST-106


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Electric—(Continued)

  

Ohio Power Co.
5.375%, 10/01/21

    305,000      $ 347,010   

6.600%, 02/15/33

    258,000        317,593   

Pacific Gas & Electric Co.
3.500%, 10/01/20

    782,000        831,097   

6.050%, 03/01/34

    1,200,000        1,530,164   

PacifiCorp
3.600%, 04/01/24

    315,000        337,010   

5.500%, 01/15/19

    500,000        550,843   

PPL Electric Utilities Corp.
2.500%, 09/01/22

    300,000        305,935   

4.125%, 06/15/44

    208,000        219,170   

PSEG Power LLC
4.300%, 11/15/23

    201,000        204,521   

5.320%, 09/15/16

    568,000        578,305   

Public Service Co. of Colorado
2.500%, 03/15/23

    400,000        400,326   

Public Service Co. of New Hampshire
3.500%, 11/01/23

    272,000        287,557   

Public Service Co. of Oklahoma
5.150%, 12/01/19

    1,010,000        1,104,182   

6.625%, 11/15/37

    600,000        749,761   

Public Service Electric & Gas Co.
3.800%, 01/01/43

    700,000        712,092   

Sierra Pacific Power Co.
3.375%, 08/15/23

    556,000        585,241   

South Carolina Electric & Gas Co.
4.500%, 06/01/64

    173,000        171,950   

Southern Co. (The)
2.150%, 09/01/19

    855,000        858,952   

State Grid Overseas Investment, Ltd.
1.750%, 05/22/18 (144A)

    499,000        497,666   

Virginia Electric & Power Co.
2.750%, 03/15/23

    400,000        402,303   

2.950%, 01/15/22

    489,000        507,659   

3.450%, 02/15/24

    102,000        106,899   

4.450%, 02/15/44

    126,000        137,437   

6.000%, 05/15/37

    685,000        872,087   

Xcel Energy, Inc.
0.750%, 05/09/16

    290,000        289,961   
   

 

 

 
      38,488,988   
   

 

 

 

Electronics—0.2%

  

Arrow Electronics, Inc.
3.000%, 03/01/18

    49,000        49,599   

6.000%, 04/01/20

    536,000        590,406   

6.875%, 06/01/18

    300,000        325,321   

7.500%, 01/15/27

    1,100,000        1,319,349   

Koninklijke Philips NV
3.750%, 03/15/22

    1,680,000        1,770,970   
   

 

 

 
      4,055,645   
   

 

 

 

Engineering & Construction—0.0%

  

Fluor Corp.
3.375%, 09/15/21

    550,000        580,632   
   

 

 

 

Environmental Control—0.1%

  

Republic Services, Inc.
5.500%, 09/15/19

    650,000      721,705   

6.086%, 03/15/35

    500,000        579,733   

Waste Management, Inc.
3.125%, 03/01/25

    257,000        263,382   

3.900%, 03/01/35

    88,000        85,420   
   

 

 

 
      1,650,240   
   

 

 

 

Food—0.3%

  

Kraft Heinz Foods Co.
3.950%, 07/15/25 (144A)

    260,000        276,650   

6.125%, 08/23/18

    700,000        771,541   

6.875%, 01/26/39

    731,000        933,890   

Kroger Co. (The)
4.000%, 02/01/24

    229,000        247,838   

7.500%, 04/01/31

    1,140,000        1,489,071   

8.000%, 09/15/29

    610,000        831,328   

Mondelez International, Inc.
4.000%, 02/01/24

    1,800,000        1,932,570   

Tyson Foods, Inc.
3.950%, 08/15/24

    1,456,000        1,552,180   
   

 

 

 
      8,035,068   
   

 

 

 

Gas—0.3%

  

AGL Capital Corp.
3.500%, 09/15/21

    1,000,000        1,022,047   

4.400%, 06/01/43

    375,000        343,613   

6.000%, 10/01/34

    1,000,000        1,139,427   

Atmos Energy Corp.
4.125%, 10/15/44

    450,000        456,595   

4.150%, 01/15/43

    460,000        459,810   

8.500%, 03/15/19

    200,000        236,892   

CenterPoint Energy Resources Corp.
4.500%, 01/15/21

    429,000        456,405   

CenterPoint Energy, Inc.
6.500%, 05/01/18

    706,000        763,896   

Sempra Energy
2.875%, 10/01/22

    1,625,000        1,606,228   

3.550%, 06/15/24

    709,000        719,502   

4.050%, 12/01/23

    1,054,000        1,107,957   
   

 

 

 
      8,312,372   
   

 

 

 

Healthcare-Products—0.2%

  

Becton Dickinson & Co.
2.675%, 12/15/19

    145,000        148,552   

3.734%, 12/15/24

    184,000        195,887   

Medtronic, Inc.
3.150%, 03/15/22

    775,000        821,975   

4.375%, 03/15/35

    956,000        1,034,991   

Thermo Fisher Scientific, Inc.
3.150%, 01/15/23

    515,000        512,309   

3.600%, 08/15/21

    551,000        570,133   

4.150%, 02/01/24

    515,000        542,894   
   

 

 

 
      3,826,741   
   

 

 

 

 

MIST-107


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Healthcare-Services—0.2%

  

Aetna, Inc.
6.625%, 06/15/36

    297,000      $ 377,342   

Anthem, Inc.
2.300%, 07/15/18

    751,000        759,545   

3.500%, 08/15/24

    1,035,000        1,047,502   

4.650%, 08/15/44

    324,000        321,933   

5.950%, 12/15/34

    272,000        313,506   

Laboratory Corp. of America Holdings
3.200%, 02/01/22

    682,000        691,380   

Quest Diagnostics, Inc.
4.750%, 01/30/20

    400,000        434,915   

Roche Holdings, Inc.
3.350%, 09/30/24 (144A)

    660,000        701,760   

Texas Health Resources
4.330%, 11/15/55

    250,000        255,652   

UnitedHealth Group, Inc.
2.875%, 03/15/23

    250,000        256,661   

5.800%, 03/15/36

    375,000        476,808   
   

 

 

 
      5,637,004   
   

 

 

 

Holding Companies-Diversified—0.1%

  

Hutchison Whampoa International, Ltd.
4.625%, 01/13/22 (144A)

    1,100,000        1,212,718   
   

 

 

 

Household Products/Wares—0.0%

   

Kimberly-Clark Corp.
2.400%, 06/01/23

    600,000        607,040   
   

 

 

 

Insurance—1.0%

   

AIG SunAmerica Global Financing X
6.900%, 03/15/32 (144A)

    1,000,000        1,241,392   

Allstate Corp. (The)
3.150%, 06/15/23

    407,000        418,427   

American International Group, Inc.
3.875%, 01/15/35

    259,000        231,357   

4.125%, 02/15/24

    868,000        904,463   

Aon plc
3.500%, 06/14/24

    935,000        939,357   

Berkshire Hathaway Finance Corp.
3.000%, 05/15/22

    1,000,000        1,042,139   

4.300%, 05/15/43

    831,000        878,919   

Berkshire Hathaway, Inc.
3.400%, 01/31/22

    627,000        670,757   

Chubb INA Holdings, Inc.
2.700%, 03/13/23

    400,000        404,213   

2.875%, 11/03/22

    260,000        268,296   

3.150%, 03/15/25

    131,000        134,746   

3.350%, 05/15/24

    435,000        455,645   

CNA Financial Corp.
6.950%, 01/15/18

    550,000        592,412   

7.350%, 11/15/19

    500,000        577,164   

Liberty Mutual Group, Inc.
5.000%, 06/01/21 (144A)

    700,000        759,030   

Liberty Mutual Insurance Co.
7.875%, 10/15/26 (144A)

    500,000        614,980   

8.500%, 05/15/25 (144A)

    300,000        378,515   

Insurance—(Continued)

   

Lincoln National Corp.
4.850%, 06/24/21

    350,000      380,063   

6.250%, 02/15/20 (d)

    800,000        893,805   

Marsh & McLennan Cos., Inc.
2.350%, 03/06/20

    453,000        456,402   

3.500%, 03/10/25

    621,000        631,384   

Massachusetts Mutual Life Insurance Co.
5.625%, 05/15/33 (144A)

    720,000        804,954   

7.625%, 11/15/23 (144A)

    550,000        679,494   

MassMutual Global Funding II
5.250%, 07/31/18 (144A)

    880,000        945,821   

Nationwide Mutual Insurance Co.
8.250%, 12/01/31 (144A)

    1,000,000        1,378,615   

New York Life Global Funding
1.550%, 11/02/18 (144A)

    317,000        317,720   

Pacific Life Insurance Co.
9.250%, 06/15/39 (144A)

    650,000        937,962   

Pricoa Global Funding I
1.600%, 05/29/18 (144A)

    1,678,000        1,672,476   

Prudential Insurance Co. of America (The)
8.300%, 07/01/25 (144A)

    2,150,000        2,775,753   

Reliance Standard Life Global Funding II
3.050%, 01/20/21 (144A)

    149,000        151,395   

XLIT, Ltd.
6.375%, 11/15/24

    921,000        1,072,740   
   

 

 

 
      23,610,396   
   

 

 

 

Internet—0.2%

   

Amazon.com, Inc.
3.800%, 12/05/24

    1,020,000        1,117,549   

4.800%, 12/05/34

    815,000        915,464   

eBay, Inc.
2.600%, 07/15/22

    1,990,000        1,912,780   

4.000%, 07/15/42

    700,000        545,907   
   

 

 

 
      4,491,700   
   

 

 

 

Iron/Steel—0.0%

   

Nucor Corp.
4.000%, 08/01/23

    1,049,000        1,093,310   
   

 

 

 

Machinery-Construction & Mining—0.1%

  

Caterpillar Financial Services Corp.
2.750%, 08/20/21 (d)

    360,000        370,321   

3.250%, 12/01/24

    393,000        409,341   

3.750%, 11/24/23

    769,000        824,949   

7.150%, 02/15/19

    1,000,000        1,154,679   
   

 

 

 
      2,759,290   
   

 

 

 

Machinery-Diversified—0.0%

   

Deere & Co.
8.100%, 05/15/30

    600,000        879,324   

Roper Technologies, Inc.
3.000%, 12/15/20

    125,000        127,716   
   

 

 

 
      1,007,040   
   

 

 

 

 

MIST-108


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Media—1.1%

   

21st Century Fox America, Inc.

   

3.700%, 10/15/25 (d)

    700,000      $ 732,946   

6.550%, 03/15/33

    370,000        443,898   

6.900%, 03/01/19

    900,000        1,023,982   

CBS Corp.
3.700%, 08/15/24

    874,000        900,366   

4.900%, 08/15/44

    135,000        131,116   

5.500%, 05/15/33

    255,000        268,439   

5.900%, 10/15/40

    125,000        135,091   

CCO Safari II LLC
4.464%, 07/23/22 (144A)

    674,000        704,511   

6.384%, 10/23/35 (144A)

    275,000        303,589   

6.834%, 10/23/55 (144A)

    400,000        431,666   

Comcast Corp.
3.125%, 07/15/22

    1,000,000        1,059,665   

4.200%, 08/15/34

    556,000        587,723   

4.250%, 01/15/33

    1,880,000        2,002,181   

COX Communications, Inc.
2.950%, 06/30/23 (144A)

    690,000        640,471   

3.250%, 12/15/22 (144A)

    1,010,000        974,000   

4.800%, 02/01/35 (144A)

    1,100,000        962,174   

Discovery Communications LLC
3.300%, 05/15/22

    625,000        616,090   

4.375%, 06/15/21

    1,240,000        1,299,774   

Grupo Televisa S.A.B.
6.125%, 01/31/46

    200,000        212,000   

Historic TW, Inc.
6.625%, 05/15/29

    300,000        363,605   

NBCUniversal Enterprise, Inc.
1.974%, 04/15/19 (144A)

    1,000,000        1,015,403   

Sky plc
3.750%, 09/16/24 (144A)

    431,000        444,793   

TCI Communications, Inc.
7.125%, 02/15/28

    801,000        1,078,637   

Thomson Reuters Corp.
3.950%, 09/30/21

    2,252,000        2,370,511   

5.850%, 04/15/40

    100,000        109,403   

Time Warner Cable, Inc.
8.250%, 04/01/19

    1,300,000        1,513,427   

Time Warner, Inc.
3.550%, 06/01/24

    1,050,000        1,080,048   

4.000%, 01/15/22 (d)

    1,570,000        1,685,313   

4.050%, 12/15/23 (d)

    450,000        485,248   

7.625%, 04/15/31

    826,000        1,054,344   

Viacom, Inc.
3.250%, 03/15/23

    222,000        214,805   

3.875%, 12/15/21

    380,000        394,843   

4.850%, 12/15/34

    420,000        372,782   

6.875%, 04/30/36

    348,000        364,172   
   

 

 

 
      25,977,016   
   

 

 

 

Mining—0.3%

   

BHP Billiton Finance USA, Ltd.
2.050%, 09/30/18 (d)

    437,000        441,160   

2.875%, 02/24/22

    200,000        200,678   

3.850%, 09/30/23 (d)

    1,000,000        1,029,880   

5.000%, 09/30/43

    414,000        421,165   

Mining—(Continued)

   

Freeport-McMoRan, Inc.
3.550%, 03/01/22

    650,000      453,375   

3.875%, 03/15/23

    1,043,000        706,632   

5.400%, 11/14/34

    497,000        304,412   

5.450%, 03/15/43

    472,000        289,100   

Placer Dome, Inc.
6.450%, 10/15/35

    700,000        643,163   

Rio Tinto Finance USA plc
3.500%, 03/22/22

    1,800,000        1,808,273   

Teck Resources, Ltd.
3.750%, 02/01/23

    257,000        169,461   

4.750%, 01/15/22 (d)

    2,063,000        1,423,470   
   

 

 

 
      7,890,769   
   

 

 

 

Miscellaneous Manufacturing—0.3%

   

Eaton Corp.
6.950%, 03/20/19

    282,000        320,022   

General Electric Co.
3.100%, 01/09/23

    287,000        303,910   

3.375%, 03/11/24 (d)

    393,000        421,885   

4.375%, 09/16/20

    1,060,000        1,182,273   

5.500%, 01/08/20

    616,000        706,587   

6.000%, 08/07/19

    673,000        775,885   

6.750%, 03/15/32

    516,000        701,966   

Illinois Tool Works, Inc.
1.950%, 03/01/19

    252,000        255,457   

Ingersoll-Rand Global Holding Co., Ltd.
2.875%, 01/15/19

    400,000        409,035   

Ingersoll-Rand Luxembourg Finance S.A.
2.625%, 05/01/20

    320,000        321,228   

Parker-Hannifin Corp.
3.300%, 11/21/24

    143,000        150,434   

4.450%, 11/21/44

    333,000        362,275   

Siemens Financieringsmaatschappij NV
5.750%, 10/17/16 (144A)

    820,000        841,812   

6.125%, 08/17/26 (144A)

    800,000        1,038,254   
   

 

 

 
      7,791,023   
   

 

 

 

Multi-National—0.1%

   

African Development Bank
8.800%, 09/01/19

    1,275,000        1,558,748   
   

 

 

 

Office/Business Equipment—0.0%

   

Xerox Corp.
6.750%, 02/01/17

    800,000        829,278   
   

 

 

 

Oil & Gas—1.7%

   

Anadarko Finance Co.
7.500%, 05/01/31

    805,000        871,640   

Anadarko Holding Co.
7.150%, 05/15/28

    949,000        977,046   

Anadarko Petroleum Corp.
8.700%, 03/15/19

    1,600,000        1,787,757   

Apache Corp.
3.250%, 04/15/22

    870,000        837,066   

5.100%, 09/01/40

    650,000        589,774   

 

MIST-109


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Oil & Gas—(Continued)

   

BP Capital Markets plc
1.375%, 11/06/17 (d)

    500,000      $ 498,385   

1.375%, 05/10/18

    518,000        514,949   

3.245%, 05/06/22

    1,475,000        1,517,967   

3.535%, 11/04/24

    300,000        306,497   

3.814%, 02/10/24

    650,000        675,782   

Canadian Natural Resources, Ltd.
1.750%, 01/15/18

    500,000        487,552   

3.900%, 02/01/25

    512,000        460,180   

6.250%, 03/15/38

    200,000        183,966   

Cenovus Energy, Inc.
3.000%, 08/15/22

    660,000        586,812   

6.750%, 11/15/39

    600,000        574,466   

Chevron Corp.
2.355%, 12/05/22

    690,000        689,527   

3.191%, 06/24/23

    425,000        438,105   

CNOOC Finance 2013, Ltd.
1.125%, 05/09/16

    400,000        399,880   

3.000%, 05/09/23

    848,000        820,830   

CNOOC Finance 2015 Australia Pty, Ltd.
2.625%, 05/05/20

    393,000        393,335   

ConocoPhillips Holding Co.
6.950%, 04/15/29

    700,000        787,396   

Devon Energy Corp.
4.000%, 07/15/21

    300,000        267,127   

Devon Financing Co. LLC
7.875%, 09/30/31

    886,000        868,791   

Diamond Offshore Drilling, Inc.
4.875%, 11/01/43

    779,000        512,883   

Ecopetrol S.A.
4.125%, 01/16/25

    433,000        369,133   

Ensco plc
4.700%, 03/15/21 (d)

    450,000        314,042   

5.200%, 03/15/25

    228,000        127,680   

5.750%, 10/01/44

    185,000        91,575   

EOG Resources, Inc.
4.100%, 02/01/21

    880,000        930,362   

5.100%, 01/15/36

    314,000        324,032   

Exxon Mobil Corp.
2.397%, 03/06/22

    945,000        957,239   

4.114%, 03/01/46

    440,000        466,532   

Korea National Oil Corp.
3.125%, 04/03/17 (144A)

    426,000        433,076   

Marathon Oil Corp.
2.800%, 11/01/22

    900,000        732,903   

6.600%, 10/01/37

    200,000        164,785   

Marathon Petroleum Corp.
3.625%, 09/15/24

    371,000        339,251   

Nabors Industries, Inc.
4.625%, 09/15/21

    1,975,000        1,675,791   

5.000%, 09/15/20

    300,000        259,274   

Noble Energy, Inc.
4.150%, 12/15/21

    500,000        499,141   

5.050%, 11/15/44

    360,000        306,614   

5.625%, 05/01/21

    218,000        219,090   

Oil & Gas—(Continued)

   

Noble Holding International, Ltd.
5.000%, 03/16/18

    48,000      44,586   

5.250%, 03/15/42

    600,000        298,593   

6.050%, 03/01/41

    200,000        98,000   

Petro-Canada
5.950%, 05/15/35

    210,000        213,293   

9.250%, 10/15/21

    243,000        290,012   

Petrobras Global Finance B.V.
3.250%, 03/17/17

    1,000,000        981,250   

7.875%, 03/15/19

    245,000        234,955   

Petroleos Mexicanos
4.250%, 01/15/25 (d)

    326,000        301,958   

4.500%, 01/23/26

    1,169,000        1,088,923   

4.875%, 01/18/24

    317,000        310,739   

5.625%, 01/23/46

    738,000        620,215   

6.375%, 01/23/45

    918,000        850,986   

Shell International Finance B.V.
3.400%, 08/12/23

    420,000        435,326   

4.300%, 09/22/19

    800,000        865,448   

6.375%, 12/15/38

    600,000        734,579   

Sinopec Group Overseas Development 2013, Ltd. 4.375%, 10/17/23 (144A)

    1,246,000        1,333,641   

Statoil ASA
1.150%, 05/15/18 (d)

    389,000        386,203   

2.650%, 01/15/24

    393,000        382,871   

3.250%, 11/10/24 (d)

    399,000        403,444   

6.700%, 01/15/18

    180,000        195,137   

7.250%, 09/23/27

    1,040,000        1,351,897   

Suncor Energy, Inc.
3.600%, 12/01/24 (d)

    678,000        671,237   

5.950%, 12/01/34

    268,000        270,024   

6.100%, 06/01/18

    1,070,000        1,143,850   

Tosco Corp.
7.800%, 01/01/27

    700,000        855,092   

Total Capital International S.A.
2.700%, 01/25/23

    815,000        811,519   

3.700%, 01/15/24

    654,000        693,087   

Transocean, Inc.
3.000%, 10/15/17 (d)

    700,000        665,000   

7.125%, 12/15/21 (d)

    708,000        477,900   
   

 

 

 
      41,267,998   
   

 

 

 

Oil & Gas Services—0.2%

   

Cameron International Corp.
4.000%, 12/15/23

    203,000        207,114   

Halliburton Co.
4.850%, 11/15/35

    170,000        169,990   

6.750%, 02/01/27

    650,000        789,823   

7.450%, 09/15/39

    200,000        251,385   

8.750%, 02/15/21

    350,000        436,710   

Schlumberger Investment S.A.
2.400%, 08/01/22 (144A)

    600,000        582,573   

3.300%, 09/14/21 (144A)

    650,000        669,494   

3.650%, 12/01/23

    614,000        637,608   
   

 

 

 
      3,744,697   
   

 

 

 

 

MIST-110


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Pharmaceuticals—0.4%

   

AbbVie, Inc.
3.200%, 11/06/22

    156,000      $ 161,324   

4.500%, 05/14/35

    290,000        301,313   

Actavis Funding SCS
3.450%, 03/15/22

    1,038,000        1,077,607   

4.550%, 03/15/35

    67,000        69,031   

Actavis, Inc.
3.250%, 10/01/22

    172,000        176,319   

Allergan, Inc.
3.375%, 09/15/20

    474,000        492,836   

Baxalta, Inc.
5.250%, 06/23/45 (144A)

    89,000        94,588   

Bayer U.S. Finance LLC
2.375%, 10/08/19 (144A)

    423,000        435,995   

3.375%, 10/08/24 (144A)

    472,000        497,608   

Cardinal Health, Inc.
3.750%, 09/15/25

    150,000        158,537   

Express Scripts Holding Co.
3.500%, 06/15/24

    300,000        297,331   

3.900%, 02/15/22

    900,000        938,365   

Forest Laboratories LLC
5.000%, 12/15/21 (144A)

    1,504,000        1,679,100   

Mead Johnson Nutrition Co.
4.125%, 11/15/25

    89,000        94,499   

Medco Health Solutions, Inc.
4.125%, 09/15/20

    800,000        847,436   

Merck & Co., Inc.
2.350%, 02/10/22

    343,000        349,555   

2.800%, 05/18/23

    625,000        652,168   

3.700%, 02/10/45

    60,000        61,058   

Novartis Capital Corp.
3.400%, 05/06/24

    863,000        925,795   

Pfizer, Inc.
3.000%, 06/15/23

    1,100,000        1,160,819   

Sanofi
1.250%, 04/10/18

    157,000        157,824   

Zoetis, Inc.
1.875%, 02/01/18

    93,000        92,912   

4.700%, 02/01/43

    26,000        24,451   
   

 

 

 
      10,746,471   
   

 

 

 

Pipelines—0.8%

   

ANR Pipeline Co.
7.375%, 02/15/24

    226,000        267,380   

Boardwalk Pipelines L.P.
4.950%, 12/15/24

    233,000        213,082   

Buckeye Partners L.P.
2.650%, 11/15/18

    400,000        397,150   

4.875%, 02/01/21

    600,000        605,955   

5.850%, 11/15/43

    75,000        65,426   

Energy Transfer Partners L.P.
3.600%, 02/01/23

    358,000        310,569   

4.750%, 01/15/26

    273,000        248,089   

5.150%, 03/15/45

    134,000        104,166   

EnLink Midstream Partners L.P.
4.150%, 06/01/25

    261,000        202,525   

Pipelines—(Continued)

   

Enterprise Products Operating LLC
3.750%, 02/15/25

    515,000      514,060   

3.900%, 02/15/24

    662,000        669,128   

4.950%, 10/15/54

    179,000        155,359   

5.100%, 02/15/45

    379,000        367,863   

5.250%, 01/31/20

    417,000        451,088   

Gulf South Pipeline Co. L.P.
4.000%, 06/15/22

    900,000        820,531   

Magellan Midstream Partners L.P.
4.250%, 02/01/21

    659,000        689,744   

5.150%, 10/15/43

    401,000        375,034   

6.400%, 07/15/18

    1,420,000        1,540,574   

ONEOK Partners L.P.
3.375%, 10/01/22

    140,000        125,641   

3.800%, 03/15/20 (d)

    145,000        138,282   

4.900%, 03/15/25

    1,000,000        942,134   

6.650%, 10/01/36

    950,000        883,687   

Plains All American Pipeline L.P. / PAA Finance Corp.
2.600%, 12/15/19

    176,000        166,645   

2.850%, 01/31/23

    975,000        826,876   

3.600%, 11/01/24

    900,000        776,124   

4.900%, 02/15/45

    814,000        626,848   

Spectra Energy Capital LLC
3.300%, 03/15/23

    308,000        272,717   

5.650%, 03/01/20

    2,200,000        2,261,090   

6.750%, 07/15/18

    218,000        232,176   

8.000%, 10/01/19

    1,000,000        1,099,431   

Sunoco Logistics Partners Operations L.P.
4.250%, 04/01/24

    233,000        213,885   

4.400%, 04/01/21

    270,000        265,142   

4.950%, 01/15/43

    394,000        310,821   

5.300%, 04/01/44

    200,000        164,983   

5.350%, 05/15/45

    633,000        531,626   

TransCanada PipeLines, Ltd.
2.500%, 08/01/22

    350,000        331,202   

3.750%, 10/16/23

    910,000        897,878   

7.125%, 01/15/19

    490,000        544,039   

7.250%, 08/15/38

    200,000        231,559   
   

 

 

 
      19,840,509   
   

 

 

 

Real Estate—0.0%

   

ProLogis L.P.
3.750%, 11/01/25

    89,000        92,866   

4.250%, 08/15/23

    114,000        122,957   
   

 

 

 
      215,823   
   

 

 

 

Real Estate Investment Trusts—0.5%

   

American Tower Corp.
3.500%, 01/31/23

    790,000        797,489   

Boston Properties L.P.
3.850%, 02/01/23

    800,000        842,221   

4.125%, 05/15/21

    500,000        535,794   

Duke Realty L.P.
4.375%, 06/15/22

    1,128,000        1,187,939   

 

MIST-111


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Real Estate Investment Trusts—(Continued)

  

Equity Commonwealth
5.875%, 09/15/20

    800,000      $ 870,216   

6.250%, 06/15/17

    840,000        861,884   

ERP Operating L.P.
2.375%, 07/01/19

    538,000        541,535   

4.625%, 12/15/21

    150,000        166,905   

4.750%, 07/15/20

    578,000        631,835   

HCP, Inc.
2.625%, 02/01/20

    400,000        394,499   

3.400%, 02/01/25

    303,000        278,815   

3.875%, 08/15/24

    1,240,000        1,196,780   

4.250%, 11/15/23

    346,000        347,359   

Simon Property Group L.P.
2.750%, 02/01/23

    200,000        202,326   

4.375%, 03/01/21

    1,185,000        1,304,590   

Ventas Realty L.P.
3.500%, 02/01/25

    197,000        193,595   

3.750%, 05/01/24

    147,000        146,882   

Ventas Realty L.P. / Ventas Capital Corp.
4.250%, 03/01/22

    500,000        528,903   

Welltower, Inc.
4.500%, 01/15/24

    1,024,000        1,063,001   

5.250%, 01/15/22

    600,000        655,178   
   

 

 

 
      12,747,746   
   

 

 

 

Retail—0.5%

   

Advance Auto Parts, Inc.
4.500%, 01/15/22 (d)

    1,001,000        1,060,136   

Bed Bath & Beyond, Inc.
4.915%, 08/01/34

    1,479,000        1,334,031   

CVS Health Corp.
5.300%, 12/05/43

    303,000        357,742   

CVS Pass-Through Trust
6.204%, 10/10/25 (144A)

    757,826        847,276   

Home Depot, Inc. (The)
2.625%, 06/01/22

    700,000        724,104   

3.750%, 02/15/24

    586,000        648,312   

4.250%, 04/01/46

    207,000        227,864   

4.400%, 03/15/45

    143,000        159,045   

Lowe’s Cos., Inc.
3.120%, 04/15/22

    900,000        954,769   

3.125%, 09/15/24

    276,000        290,397   

Macy’s Retail Holdings, Inc.
3.625%, 06/01/24

    559,000        547,007   

3.875%, 01/15/22

    450,000        462,717   

4.375%, 09/01/23

    154,000        158,183   

4.500%, 12/15/34

    420,000        341,037   

6.375%, 03/15/37

    300,000        295,223   

McDonald’s Corp.
4.700%, 12/09/35

    84,000        90,267   

6.300%, 10/15/37

    152,000        191,631   

Target Corp.
3.500%, 07/01/24

    484,000        530,878   

Wal-Mart Stores, Inc.
3.300%, 04/22/24

    575,000        620,104   

Retail—(Continued)

   

Walgreens Boots Alliance, Inc.
3.300%, 11/18/21

    599,000      616,805   

4.500%, 11/18/34

    349,000        338,924   
   

 

 

 
      10,796,452   
   

 

 

 

Semiconductors—0.1%

   

Intel Corp.
3.700%, 07/29/25

    260,000        284,785   

4.000%, 12/15/32

    1,000,000        1,045,695   
   

 

 

 
      1,330,480   
   

 

 

 

Software—0.3%

   

Intuit, Inc.
5.750%, 03/15/17

    967,000        1,004,877   

Microsoft Corp.
3.500%, 02/12/35

    296,000        289,884   

3.625%, 12/15/23

    711,000        778,655   

4.000%, 02/12/55

    310,000        304,476   

Oracle Corp.
2.500%, 10/15/22

    3,410,000        3,469,678   

4.300%, 07/08/34

    857,000        901,320   

6.500%, 04/15/38

    300,000        399,593   
   

 

 

 
      7,148,483   
   

 

 

 

Telecommunications—1.7%

   

America Movil S.A.B. de C.V.
1.632%, 09/12/16 (a)

    1,700,000        1,699,325   

3.125%, 07/16/22

    600,000        615,832   

5.000%, 03/30/20

    1,000,000        1,106,471   

AT&T, Inc.
3.000%, 02/15/22

    3,440,000        3,509,994   

3.000%, 06/30/22

    991,000        1,005,409   

3.800%, 03/15/22

    2,632,000        2,773,562   

3.875%, 08/15/21

    350,000        372,441   

3.950%, 01/15/25

    213,000        221,378   

4.450%, 05/15/21

    350,000        382,351   

4.500%, 05/15/35

    726,000        715,907   

4.750%, 05/15/46

    296,000        288,735   

6.300%, 01/15/38

    200,000        229,528   

6.350%, 03/15/40

    530,000        614,828   

6.375%, 03/01/41

    300,000        349,309   

BellSouth LLC
6.875%, 10/15/31

    114,000        131,919   

Cisco Systems, Inc.
3.000%, 06/15/22

    278,000        295,255   

3.625%, 03/04/24

    700,000        768,438   

5.900%, 02/15/39

    900,000        1,163,711   

Crown Castle Towers LLC
6.113%, 01/15/40 (144A)

    1,000,000        1,103,336   

Deutsche Telekom International Finance B.V.
2.250%, 03/06/17 (144A)

    400,000        403,536   

8.750%, 06/15/30

    500,000        749,609   

Embarq Corp.
7.082%, 06/01/16

    747,000        751,802   

 

MIST-112


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Telecommunications—(Continued)

   

Orange S.A.
9.000%, 03/01/31

    400,000      $ 606,954   

Qwest Corp.
6.875%, 09/15/33

    587,000        572,348   

Rogers Communications, Inc.
4.100%, 10/01/23

    736,000        793,039   

8.750%, 05/01/32

    940,000        1,302,978   

Telefonica Emisiones S.A.U.
3.192%, 04/27/18

    210,000        215,447   

5.134%, 04/27/20

    551,000        609,724   

6.421%, 06/20/16

    500,000        505,361   

Verizon Communications, Inc.
2.625%, 02/21/20

    1,152,000        1,185,337   

3.000%, 11/01/21

    1,564,000        1,625,030   

4.400%, 11/01/34

    963,000        973,542   

4.500%, 09/15/20

    1,068,000        1,179,097   

4.522%, 09/15/48

    369,000        369,628   

4.600%, 04/01/21

    1,500,000        1,665,911   

4.672%, 03/15/55

    339,000        325,440   

4.862%, 08/21/46

    1,516,000        1,598,654   

5.012%, 08/21/54

    204,000        204,659   

5.050%, 03/15/34

    1,124,000        1,218,262   

5.150%, 09/15/23

    2,177,000        2,512,722   

6.400%, 09/15/33

    44,000        54,120   

Verizon New England, Inc.
7.875%, 11/15/29

    1,000,000        1,273,740   

Verizon Pennsylvania LLC
6.000%, 12/01/28

    260,000        288,998   

8.750%, 08/15/31

    1,300,000        1,752,887   

Vodafone Group plc
1.500%, 02/19/18

    300,000        299,683   

6.150%, 02/27/37

    500,000        562,848   
   

 

 

 
      40,949,085   
   

 

 

 

Transportation—0.4%

  

Burlington Northern Santa Fe LLC
3.050%, 09/01/22

    300,000        314,911   

7.950%, 08/15/30

    1,185,000        1,711,479   

Burlington Northern, Inc.
8.750%, 02/25/22

    812,000        1,072,388   

Canadian Pacific Railway Co.
4.500%, 01/15/22

    300,000        327,001   

6.500%, 05/15/18

    680,000        739,421   

7.125%, 10/15/31

    872,000        1,121,649   

CSX Corp.
6.000%, 10/01/36

    300,000        357,016   

7.900%, 05/01/17

    1,000,000        1,070,032   

FedEx Corp.
3.900%, 02/01/35

    382,000        369,793   

Norfolk Southern Corp.
3.850%, 01/15/24

    679,000        721,693   

Ryder System, Inc.
2.450%, 09/03/19

    555,000        555,521   

3.500%, 06/01/17

    485,000        494,022   

Union Pacific Corp.
3.750%, 03/15/24

    650,000        708,737   
   

 

 

 
      9,563,663   
   

 

 

 

Trucking & Leasing—0.1%

  

Penske Truck Leasing Co. L.P. / PTL Finance Corp.
2.500%, 06/15/19 (144A)

    175,000      $ 173,996   

2.875%, 07/17/18 (144A)

    80,000        80,580   

3.375%, 02/01/22 (144A)

    848,000        841,938   

4.250%, 01/17/23 (144A)

    948,000        960,610   
   

 

 

 
      2,057,124   
   

 

 

 

Water—0.1%

   

American Water Capital Corp.
3.400%, 03/01/25

    319,000        336,027   

3.850%, 03/01/24

    1,130,000        1,220,567   
   

 

 

 
      1,556,594   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $544,062,938)

      535,821,049   
   

 

 

 
Asset-Backed Securities—7.0%   

Asset-Backed - Automobile—2.1%

  

Ally Auto Receivables Trust
0.790%, 01/15/18

    491,209        491,009   

0.930%, 06/20/17

    616,680        616,532   

1.030%, 09/20/17

    660,000        659,528   

1.210%, 12/20/17

    396,000        395,998   

1.240%, 11/15/18

    405,000        405,187   

American Credit Acceptance Receivables Trust
1.430%, 08/12/19 (144A)

    333,442        332,766   

2.260%, 03/10/20 (144A)

    785,751        785,757   

AmeriCredit Automobile Receivables Trust
0.900%, 09/10/18

    162,618        162,472   

BMW Vehicle Owner Trust
0.670%, 11/27/17

    189,099        188,947   

Carfinance Capital Auto Trust
1.440%, 11/16/20 (144A)

    1,668,516        1,659,655   

1.460%, 12/17/18 (144A)

    219,563        219,364   

1.750%, 06/15/21 (144A)

    736,661        733,118   

2.720%, 04/15/20 (144A)

    375,000        375,404   

2.750%, 11/15/18 (144A)

    326,318        327,401   

CarMax Auto Owner Trust
0.600%, 10/16/17

    49,466        49,441   

0.800%, 07/16/18

    318,781        318,487   

0.980%, 01/15/19

    4,625,767        4,618,892   

1.280%, 05/15/19

    275,000        274,660   

CarNow Auto Receivables Trust
1.890%, 11/15/18 (144A)

    469,362        468,777   

CPS Auto Receivables Trust
1.110%, 11/15/18 (144A)

    1,761,097        1,751,529   

1.210%, 08/15/18 (144A)

    232,491        231,696   

1.310%, 02/15/19 (144A)

    1,660,915        1,651,875   

1.310%, 06/15/20 (144A)

    449,593        444,580   

1.490%, 04/15/19 (144A)

    837,398        832,665   

1.530%, 07/15/19 (144A)

    667,693        662,969   

1.540%, 07/16/18 (144A)

    585,525        584,320   

1.640%, 04/16/18 (144A)

    379,895        379,717   

 

MIST-113


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Asset-Backed - Automobile—(Continued)

  

CPS Auto Receivables Trust

   

1.820%, 09/15/20 (144A)

    679,826      $ 678,399   

3.770%, 08/17/20 (144A)

    558,000        552,548   

4.000%, 02/16/21 (144A)

    223,000        215,913   

4.350%, 11/16/20 (144A)

    450,000        434,682   

Credit Acceptance Auto Loan Trust
1.550%, 10/15/21 (144A)

    1,400,000        1,396,767   

Drive Auto Receivables Trust
4.120%, 07/15/22 (144A)

    1,177,000        1,167,675   

DT Auto Owner Trust
0.980%, 04/16/18 (144A)

    234,434        234,177   

Exeter Automobile Receivables Trust
1.060%, 08/15/18 (144A)

    264,598        264,126   

1.290%, 05/15/18 (144A)

    71,826        71,805   

1.320%, 01/15/19 (144A)

    961,674        958,987   

2.770%, 11/15/19 (144A)

    556,000        549,712   

3.260%, 12/16/19 (144A)

    335,000        330,676   

Fifth Third Auto Trust
0.570%, 05/15/17

    37,160        37,150   

0.880%, 10/16/17

    306,986        306,938   

First Investors Auto Owner Trust
0.900%, 10/15/18 (144A)

    5,818        5,816   

1.060%, 11/15/18 (144A)

    218,681        218,348   

1.670%, 11/16/20 (144A)

    276,000        274,772   

Flagship Credit Auto Trust
1.210%, 04/15/19 (144A)

    399,253        397,452   

1.320%, 04/16/18 (144A)

    90,522        90,494   

1.430%, 12/16/19 (144A)

    895,366        891,699   

1.630%, 06/15/20 (144A)

    849,645        839,449   

1.940%, 01/15/19 (144A)

    402,687        402,635   

2.550%, 02/18/20 (144A)

    245,000        242,058   

2.840%, 11/16/20 (144A)

    892,000        875,387   

3.950%, 12/15/20 (144A)

    440,000        415,146   

Ford Credit Auto Lease Trust
0.890%, 09/15/17

    1,288,413        1,288,130   

1.100%, 11/15/17

    484,000        483,948   

Ford Credit Auto Owner Trust
0.900%, 10/15/18

    733,881        733,358   

GM Financial Automobile Leasing Trust
1.100%, 12/20/17

    942,868        942,384   

1.530%, 09/20/18

    599,000        599,581   

1.730%, 06/20/19

    503,000        504,418   

Harley Davidson Motorcycle Trust
0.650%, 07/16/18

    230,465        230,277   

Honda Auto Receivables Owner Trust
0.530%, 02/16/17

    88,616        88,593   

0.690%, 09/18/17

    587,251        586,853   

0.770%, 03/19/18

    1,689,961        1,687,298   

1.040%, 02/18/20

    700,000        699,939   

Hyundai Auto Receivables Trust
0.750%, 09/17/18

    542,734        542,271   

0.900%, 12/17/18

    4,474,472        4,468,193   

Nissan Auto Lease Trust
0.800%, 02/15/17

    357,959        357,876   

Nissan Auto Receivables Owner Trust
1.110%, 05/15/19

    400,000        400,096   

Asset-Backed - Automobile—(Continued)

  

Santander Drive Auto Receivables Trust
3.010%, 04/16/18

    300,122      $ 300,543   

Skopos Auto Receivables Trust
3.550%, 02/15/20 (144A)

    417,549        417,085   

SNAAC Auto Receivables Trust
1.030%, 09/17/18 (144A)

    26,057        26,056   

Tidewater Auto Receivables Trust
1.400%, 07/15/18 (144A)

    738,846        738,373   

1.850%, 12/15/18 (144A)

    2,406,000        2,406,033   

Toyota Auto Receivables Owner Trust
0.550%, 01/17/17

    3,577        3,577   

Volkswagen Auto Lease Trust
0.870%, 06/20/17

    315,339        314,678   

World Omni Auto Receivables Trust
0.830%, 08/15/18

    411,897        411,504   

1.320%, 01/15/20

    476,000        476,877   
   

 

 

 
      50,183,498   
   

 

 

 

Asset-Backed - Credit Card—0.0%

  

Discover Card Execution Note Trust
1.040%, 04/15/19

    1,080,000        1,081,208   
   

 

 

 

Asset-Backed - Home Equity—0.0%

  

Asset-Backed Securities Corp. Home Equity Loan Trust
1.183%, 02/25/35 (a)

    469,403        459,468   
   

 

 

 

Asset-Backed - Other—4.8%

  

American Homes 4 Rent Trust
3.467%, 04/17/52 (144A)

    1,229,433        1,250,994   

4.290%, 10/17/36 (144A)

    300,000        307,677   

4.596%, 12/17/36 (144A)

    250,000        246,603   

5.639%, 04/17/52 (144A)

    500,000        475,752   

6.231%, 10/17/36 (144A)

    650,000        642,712   

6.418%, 12/17/36 (144A)

    300,000        297,166   

American Tower Trust I
1.551%, 03/15/43 (144A)

    1,145,000        1,144,155   

3.070%, 03/15/48 (144A)

    1,920,000        1,920,033   

Axis Equipment Finance Receivables II LLC
1.750%, 03/20/17 (144A)

    80,057        80,052   

B2R Mortgage Trust
2.524%, 05/15/48 (144A)

    1,042,446        1,012,440   

Carlyle Global Market Strategies Commodities Funding, Ltd.
2.522%, 10/15/21 (144A) (a) (f)

    2,686,667        2,648,414   

Conix Mortgage Asset Trust
4.704%, 12/25/47 (144A) (a) (f) (g)

    1,078,519        312,770   

Consumer Credit Origination Loan Trust
2.820%, 03/15/21 (144A)

    474,402        474,535   

FirstKey Lending Trust
2.553%, 03/09/47 (144A)

    2,092,030        2,071,837   

3.417%, 03/09/47 (144A)

    1,442,000        1,451,746   

GLC II Trust
4.000%, 12/18/20 (144A)

    1,650,035        1,644,069   

GLC Trust
3.000%, 07/15/21 (144A)

    1,484,526        1,432,568   

 

MIST-114


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Asset-Backed - Other—(Continued)

  

GMAT Trust
3.967%, 11/25/43 (144A)

    738,118      $ 737,345   

Gold Key Resorts LLC
3.220%, 03/17/31 (144A)

    1,010,853        1,002,487   

John Deere Owner Trust
0.600%, 03/15/17

    72,527        72,507   

KGS-Alpha SBA COOF Trust
1.576%, 03/25/39 (144A) (a) (b)

    7,759,902        373,445   

3.040%, 04/25/40 (144A) (a) (b)

    2,266,028        289,627   

LV Tower 52 Issuer LLC
5.500%, 07/15/19 (144A) (f)

    1,547,947        1,516,059   

7.500%, 07/15/19 (144A) (f)

    1,050,864        996,324   

Nationstar HECM Loan Trust
2.883%, 11/25/25 (144A)

    1,100,088        1,098,197   

4.115%, 11/25/25 (144A)

    786,000        786,739   

Navitas Equipment Receivables LLC
1.950%, 11/15/16 (144A)

    60,117        60,095   

NRPL Trust
3.875%, 11/01/54 (144A)

    1,280,209        1,277,156   

NRZ Advance Receivables Trust Advance Receivables Backed
3.196%, 11/15/47 (144A)

    4,000,000        4,002,399   

4.266%, 11/15/46 (144A)

    2,000,000        1,998,288   

Oak Hill Advisors Residential Loan Trust
3.352%, 04/25/54 (144A)

    1,966,339        1,949,758   

4.000%, 04/25/54 (144A)

    857,000        848,412   

4.000%, 01/25/55 (144A)

    1,169,000        1,147,849   

Ocwen Master Advance Receivables Trust
3.211%, 11/15/47 (144A)

    2,934,000        2,936,330   

4.196%, 11/15/47 (144A)

    487,000        487,000   

4.258%, 11/15/46 (144A)

    563,000        561,987   

4.687%, 11/15/47 (144A)

    1,000,000        1,002,155   

OnDeck Asset Securitization Trust
3.150%, 05/17/18 (144A)

    2,602,000        2,591,876   

OneMain Financial Issuance Trust
2.430%, 06/18/24 (144A)

    2,744,000        2,737,108   

2.470%, 09/18/24 (144A)

    5,049,000        5,029,295   

3.020%, 09/18/24 (144A)

    1,864,000        1,801,393   

3.190%, 03/18/26 (144A)

    2,877,000        2,848,462   

3.240%, 06/18/24 (144A)

    321,000        313,960   

3.850%, 03/18/26 (144A)

    450,000        430,327   

PFS Tax Lien Trust
1.440%, 05/15/29 (144A)

    444,715        443,331   

Progreso Receivables Funding II LLC
3.500%, 07/08/19 (144A)

    3,500,000        3,504,979   

Progreso Receivables Funding III LLC
3.625%, 02/08/20 (144A)

    2,648,000        2,645,874   

5.500%, 02/08/20 (144A)

    680,000        674,729   

Purchasing Power Funding LLC
4.750%, 12/15/19 (144A)

    2,000,000        1,990,000   

RBSHD Trust
4.685%, 10/25/47 (144A) (f)

    1,115,120        1,115,091   

Selene Non-Performing Loans LLC
2.981%, 05/25/54 (144A)

    627,864        622,182   

SpringCastle America Funding LLC
2.700%, 05/25/23 (144A)

    5,309,504        5,287,634   

4.610%, 10/25/27 (144A)

    1,750,000        1,750,532   

Asset-Backed - Other—(Continued)

  

Springleaf Funding Trust
2.410%, 12/15/22 (144A)

    4,823,683      4,810,677   

3.160%, 11/15/24 (144A)

    2,305,000        2,280,913   

3.450%, 12/15/22 (144A)

    496,000        488,222   

3.620%, 11/15/24 (144A)

    725,000        688,681   

Stanwich Mortgage Loan Co. LLC
3.228%, 04/16/59 (144A)

    143,569        142,622   

Sunset Mortgage Loan Co. LLC
3.721%, 11/16/44 (144A)

    2,270,915        2,258,425   

Trafigura Securitisation Finance plc
1.386%, 10/15/18 (144A) (a) (f)

    3,188,000        3,138,721   

Truman Capital Mortgage Loan Trust
3.125%, 04/25/53 (144A)

    342,337        342,033   

3.228%, 07/25/53 (144A)

    586,478        583,888   

4.000%, 06/25/54 (144A)

    587,298        582,047   

U.S. Residential Opportunity Fund II Trust
3.625%, 02/27/35 (144A)

    1,236,165        1,215,099   

U.S. Residential Opportunity Fund III Trust
3.721%, 01/27/35 (144A)

    1,551,188        1,538,306   

Vericrest Opportunity Loan Trust
3.375%, 10/25/58 (144A)

    2,135,121        2,105,514   

Vericrest Opportunity Loan Trust X LLC
3.375%, 10/26/54 (144A)

    531,716        526,069   

Vericrest Opportunity Loan Trust XIX LLC
3.875%, 04/25/55 (144A)

    1,288,685        1,288,747   

Vericrest Opportunity Loan Trust XXII LLC
3.500%, 02/25/55 (144A)

    1,540,981        1,531,900   

4.250%, 02/25/55 (144A)

    499,121        477,200   

Vericrest Opportunity Loan Trust XXIV LLC
3.500%, 02/25/55 (144A)

    2,497,804        2,475,865   

Vericrest Opportunity Loan Trust XXVI LLC
3.125%, 09/25/43 (144A)

    2,996,619        2,952,387   

4.250%, 09/25/43 (144A)

    1,380,166        1,355,493   

Vericrest Opportunity Loan Trust XXVII LLC
3.375%, 08/27/57 (144A)

    3,133,148        3,085,137   

Vericrest Opportunity Loan Trust XXX LLC
3.625%, 10/25/57 (144A)

    2,262,445        2,228,645   

Vericrest Opportunity Loan Trust XXXI LLC
3.375%, 02/25/55 (144A)

    1,849,388        1,822,362   

Vericrest Opportunity Loan Trust XXXIII LLC
3.500%, 03/25/55 (144A)

    2,169,887        2,131,189   

VML LLC
3.875%, 04/27/54 (144A) (a)

    673,222        669,767   

Westgate Resorts LLC
2.250%, 08/20/25 (144A)

    543,977        544,020   
   

 

 

 
      115,608,384   
   

 

 

 

Asset-Backed - Student Loan—0.1%

  

Academic Loan Funding Trust
1.233%, 12/27/22 (144A) (a)

    763,997        759,132   

1.233%, 12/26/44 (144A) (a)

    1,339,693        1,317,257   
   

 

 

 
      2,076,389   
   

 

 

 

Total Asset-Backed Securities
(Cost $171,503,660)

      169,408,947   
   

 

 

 

 

MIST-115


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mortgage-Backed Securities—5.5%

 

Security Description   Principal
Amount*
    Value  

Collateralized Mortgage Obligations—2.6%

  

AJAX Mortgage Loan Trust
3.500%, 02/25/51 (144A) (a) (f)

    303,824      $ 301,165   

3.750%, 03/25/52 (144A) (a) (f)

    1,363,006        1,353,453   

3.750%, 10/25/57 (144A)

    1,196,867        1,188,022   

4.500%, 03/25/53 (144A) (f)

    1,159,336        1,183,950   

Banc of America Funding Trust
2.666%, 05/20/34 (a)

    1,545,621        1,554,972   

BCAP LLC
1.429%, 09/11/38 (144A) (a)

    1,158,072        1,089,486   

Bear Stearns ALT-A Trust
1.073%, 07/25/34 (a)

    2,709,009        2,561,238   

Countrywide Alternative Loan Trust
1.113%, 08/25/34 (a)

    1,060,932        1,040,072   

FDIC Trust
4.500%, 10/25/18 (144A)

    21,904        21,908   

Global Mortgage Securitization, Ltd.
0.753%, 11/25/32 (144A) (a)

    1,013,015        948,124   

HarborView Mortgage Loan Trust
2.787%, 05/19/34 (a)

    1,693,121        1,667,628   

Homeowner Assistance Program Reverse Mortgage Loan Trust
4.000%, 05/26/53 (144A) (f)

    2,578,558        2,533,433   

Impac CMB Trust
1.173%, 11/25/34 (a)

    4,032,811        3,750,956   

JPMorgan Mortgage Trust
2.716%, 08/25/34 (a)

    344,058        344,545   

MASTR Asset Securitization Trust
5.500%, 12/25/33

    959,788        976,072   

Merrill Lynch Mortgage Investors Trust
0.893%, 04/25/29 (a)

    862,663        804,057   

0.933%, 05/25/29 (a)

    1,770,174        1,717,286   

1.053%, 10/25/28 (a)

    960,746        911,010   

1.073%, 10/25/28 (a)

    1,597,196        1,554,123   

1.313%, 01/25/29 (a)

    1,150,782        1,072,928   

Sequoia Mortgage Trust
1.032%, 12/20/34 (a)

    2,246,541        2,160,980   

1.072%, 01/20/34 (a)

    1,106,522        1,046,030   

1.092%, 07/20/33 (a)

    1,358,351        1,266,016   

1.112%, 10/20/34 (a)

    2,252,564        2,121,257   

1.192%, 04/20/33 (a)

    1,225,037        1,146,561   

Springleaf Mortgage Loan Trust
1.780%, 12/25/65 (144A) (a)

    2,934,908        2,935,702   

1.870%, 09/25/57 (144A) (a)

    1,067,966        1,067,812   

2.310%, 06/25/58 (144A) (a)

    1,240,000        1,238,765   

3.140%, 06/25/58 (144A) (a)

    792,000        790,829   

3.520%, 12/25/65 (144A) (a)

    2,177,000        2,185,835   

3.790%, 09/25/57 (144A) (a)

    1,274,000        1,282,582   

3.790%, 06/25/58 (144A) (a)

    603,000        602,066   

4.480%, 12/25/65 (144A) (a)

    3,000,000        3,012,679   

Structured Adjustable Rate Mortgage Loan Trust
2.547%, 06/25/34 (a)

    938,647        929,390   

Structured Asset Mortgage Investments II Trust
1.132%, 01/19/34 (a)

    1,780,573        1,706,222   

1.132%, 03/19/34 (a)

    2,025,127        1,947,063   

Structured Asset Mortgage Investments Trust
1.332%, 05/19/33 (a)

    2,080,112        2,032,317   
Security Description   Principal
Amount*
    Value  

Collateralized Mortgage Obligations—(Continued)

  

Structured Asset Securities Corp. Mortgage Loan Trust
1.033%, 10/25/27 (a)

    480,612      $ 466,147   

Structured Asset Securities Corp. Mortgage Pass-Through Certificates
2.761%, 11/25/33 (a)

    1,246,935        1,219,926   

Thornburg Mortgage Securities Trust
1.073%, 09/25/43 (a)

    1,092,684        1,046,954   

2.229%, 12/25/44 (a)

    1,534,385        1,507,366   

2.527%, 04/25/45 (a)

    3,332,778        3,277,038   

Wells Fargo Mortgage Loan Trust
2.847%, 08/27/37 (144A) (a)

    255,489        252,934   

Wells Fargo Mortgage-Backed Securities Trust
2.785%, 03/25/35 (a)

    2,282,199        2,327,187   
   

 

 

 
      64,144,086   
   

 

 

 

Commercial Mortgage-Backed Securities—2.9%

  

A10 Securitization LLC
2.400%, 11/15/25 (144A)

    16,085        16,086   

A10 Term Asset Financing LLC
1.720%, 04/15/33 (144A)

    1,344,656        1,330,657   

2.620%, 11/15/27 (144A)

    1,043,218        1,030,151   

3.020%, 04/15/33 (144A)

    1,807,000        1,809,998   

4.380%, 11/15/27 (144A)

    425,000        414,460   

ACRE Commercial Mortgage Trust
2.491%, 08/15/31 (144A) (a)

    447,500        452,905   

2.941%, 08/15/31 (144A) (a)

    597,500        608,510   

3.841%, 08/15/31 (144A) (a)

    350,000        340,745   

BAMLL Commercial Mortgage Securities Trust
4.214%, 08/15/46 (144A) (a)

    1,200,000        1,141,099   

Banc of America Commercial Mortgage Trust
5.492%, 02/10/51

    1,900,354        1,964,732   

5.618%, 04/10/49 (a)

    1,000,000        1,022,921   

5.889%, 07/10/44 (a)

    796,472        796,532   

BB-UBS Trust
2.892%, 06/05/30 (144A)

    1,250,000        1,243,603   

3.430%, 11/05/36 (144A)

    2,950,000        3,009,820   

Bear Stearns Commercial Mortgage Securities Trust
1.128%, 06/11/50 (144A) (a)

    1,500,000        1,436,863   

CGBAM Commercial Mortgage Trust
1.236%, 02/15/31 (144A) (a)

    1,080,184        1,067,815   

Citigroup Commercial Mortgage Trust
2.110%, 01/12/30 (144A)

    536,536        539,312   

Commercial Mortgage Pass-Through Certificates
0.218%, 07/10/45 (144A) (a) (b)

    120,000,000        1,737,576   

1.238%, 08/13/27 (144A) (a)

    990,000        967,004   

1.277%, 02/13/32 (144A) (a)

    2,605,000        2,552,078   

2.033%, 02/13/32 (144A) (a)

    1,000,000        976,512   

Commercial Mortgage Trust
1.338%, 06/11/27 (144A) (a)

    4,937,000        4,882,650   

2.365%, 02/10/29 (144A)

    2,789,132        2,806,536   

2.987%, 04/12/35 (144A) (a)

    1,871,000        1,907,345   

4.353%, 08/10/30 (144A)

    3,000,000        3,341,243   

 

MIST-116


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mortgage-Backed Securities—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Commercial Mortgage-Backed Securities—(Continued)

  

COOF Securitization Trust, Ltd.
3.034%, 06/25/40 (144A) (a) (b)

    2,884,745      $ 349,920   

DBRR Trust
1.636%, 12/18/49 (144A) (a)

    1,018,389        1,016,638   

GS Mortgage Securities Corp. II
2.706%, 12/10/27 (144A)

    273,562        279,262   

GS Mortgage Securities Corp. Trust
2.318%, 01/10/30 (144A)

    733,000        739,555   

3.551%, 04/10/34 (144A)

    3,500,000        3,725,683   

GS Mortgage Securities Trust
5.315%, 08/10/44 (144A) (a)

    500,000        504,699   

Hilton Mortgage Trust
1.336%, 07/15/29 (144A) (a)

    570,000        566,970   

JPMorgan Chase Commercial Mortgage Securities Trust
5.716%, 02/15/51

    2,825,686        2,921,111   

KGS-Alpha SBA COOF Trust
0.590%, 05/25/39 (144A) (a) (b)

    8,645,490        164,805   

0.856%, 08/25/38 (144A) (a) (b)

    9,832,109        270,383   

Ladder Capital Commercial Mortgage Trust
3.985%, 02/15/36 (144A)

    768,000        811,002   

LB-UBS Commercial Mortgage Trust
5.430%, 02/15/40

    1,216,841        1,242,452   

Morgan Stanley Bank of America Merrill Lynch Trust
3.669%, 02/15/47

    3,000,000        3,189,550   

Morgan Stanley Re-REMIC Trust
0.250%, 07/27/49 (144A)

    1,500,000        1,384,618   

2.000%, 07/27/49 (144A)

    602,746        598,225   

National Credit Union Administration Guaranteed Notes Trust
2.900%, 10/29/20

    1,174,901        1,175,572   

NCUA Guaranteed Notes Trust
2.650%, 10/29/20

    680,343        680,978   

NorthStar
2.283%, 08/25/29 (144A) (a)

    607,081        606,171   

5.436%, 08/25/29 (144A) (a)

    880,000        869,400   

ORES NPL LLC
3.081%, 09/25/25 (144A)

    108,058        107,517   

RAIT Trust
1.686%, 12/15/31 (144A) (a)

    1,014,203        998,472   

2.236%, 12/15/31 (144A) (a)

    1,489,836        1,456,285   

RBS Commercial Funding, Inc. Trust
3.260%, 03/11/31 (144A)

    531,000        547,630   

UBS-Barclays Commercial Mortgage Trust
3.244%, 04/10/46

    2,228,000        2,319,645   

VNDO Mortgage Trust
2.996%, 11/15/30 (144A)

    1,400,000        1,435,266   

3.808%, 12/13/29 (144A)

    2,500,000        2,637,570   

Wells Fargo Commercial Mortgage Trust
2.710%, 03/18/28 (144A) (a)

    1,000,000        1,019,899   

WF-RBS Commercial Mortgage Trust
4.179%, 03/15/45 (144A) (a)

    300,000        267,424   
   

 

 

 
      69,283,855   
   

 

 

 

Total Mortgage-Backed Securities
(Cost $133,819,455)

      133,427,941   
   

 

 

 
Foreign Government—1.3%   
Security Description  

Shares/

Principal
Amount*

    Value  

Electric—0.1%

  

Hydro-Quebec
8.050%, 07/07/24

    1,100,000      1,521,383   

9.400%, 02/01/21

    845,000        1,112,726   
   

 

 

 
      2,634,109   
   

 

 

 

Provincial—0.0%

  

Province of Quebec Canada
7.125%, 02/09/24

    200,000        262,408   
   

 

 

 

Sovereign—1.2%

  

Colombia Government International Bonds
4.000%, 02/26/24 (d)

    423,000        425,115   

5.000%, 06/15/45

    749,000        696,570   

5.625%, 02/26/44

    200,000        199,000   

Israel Government AID Bonds
Zero Coupon, 11/01/22

    8,000,000        6,991,904   

Zero Coupon, 08/15/23

    1,960,000        1,665,314   

Zero Coupon, 02/15/24

    5,000,000        4,182,055   

Zero Coupon, 02/15/25

    2,000,000        1,618,322   

Zero Coupon, 08/15/25

    2,500,000        1,988,047   

Mexico Government International Bonds
3.500%, 01/21/21

    2,948,000        3,051,180   

3.600%, 01/30/25 (d)

    537,000        547,740   

4.000%, 10/02/23

    1,374,000        1,439,265   

4.600%, 01/23/46

    222,000        216,450   

5.550%, 01/21/45

    737,000        816,228   

5.750%, 10/12/10

    500,000        506,250   

Panama Government International Bond
4.000%, 09/22/24

    323,000        339,150   

Peruvian Government International Bond
5.625%, 11/18/50

    73,000        82,125   

Poland Government International Bond
4.000%, 01/22/24

    930,000        992,961   

South Africa Government International Bonds
5.375%, 07/24/44 (d)

    1,077,000        1,064,248   

5.875%, 09/16/25 (d)

    384,000        415,430   

Turkey Government International Bonds
4.250%, 04/14/26 (d)

    455,000        442,970   

5.750%, 03/22/24

    500,000        542,300   
   

 

 

 
      28,222,624   
   

 

 

 

Total Foreign Government
(Cost $30,670,631)

      31,119,141   
   

 

 

 
Short-Term Investments—5.4%   

Mutual Fund—3.4%

  

State Street Navigator Securities Lending MET Portfolio (h)

    81,063,868        81,063,868   
   

 

 

 

 

MIST-117


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Short-Term Investments—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreement—2.0%

  

Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $47,848,694 on 04/01/16, collateralized by $47,255,000 U.S. Treasury Notes with rates ranging from 1.750% - 2.625%, maturity dates ranging from 10/31/20 - 11/15/20, with a value of $48,807,581.

    47,848,654      $ 47,848,654   
   

 

 

 

Total Short-Term Investments
(Cost $128,912,522)

      128,912,522   
   

 

 

 

Total Investments—102.9%
(Cost $2,443,460,507) (i)

      2,474,091,742   

Other assets and liabilities (net)—(2.9)%

      (70,626,753
   

 

 

 
Net Assets—100.0%     $ 2,403,464,989   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Variable or floating rate security. The stated rate represents the rate at March 31, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(b) Interest only security.
(c) Principal only security.
(d) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $84,033,218 and the collateral received consisted of cash in the amount of $81,063,868 and non-cash collateral with a value of $4,521,195. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(e) Principal amount of security is adjusted for inflation.
(f) Restricted securities are not registered under the Securities Act of 1933 and are subject to legal restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult. As of March 31, 2016, the market value of restricted securities was $15,099,380, which is 0.6% of net assets. See details shown in the Restricted Securities table that follows.
(g) Security was valued in good faith under procedures approved by the Board of Trustees. As of March 31, 2016, these securities represent less than 0.05% of net assets.
(h) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(i) As of March 31, 2016, the aggregate cost of investments was $2,443,460,507. The aggregate unrealized appreciation and depreciation of investments were $66,658,329 and $(36,027,094), respectively, resulting in net unrealized appreciation of $30,631,235.
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $307,117,693, which is 12.8% of net assets.
(ACES)— Alternative Credit Enhancement Securities
(ARM)— Adjustable-Rate Mortgage
(CMO)— Collateralized Mortgage Obligation
(REMIC)— Real Estate Mortgage Investment Conduit

 

Restricted Securities

   Acquisition
Date
     Principal
Amount
     Cost      Value  

AJAX Mortgage Loan Trust, 3.750%, 03/25/52

     01/28/13       $ 1,363,006       $ 1,358,639       $ 1,353,453   

AJAX Mortgage Loan Trust, 4.500%, 03/25/53

     03/20/13         1,159,336         1,154,640         1,183,950   

AJAX Mortgage Loan Trust, 3.500%, 02/25/51

     11/15/13         303,824         301,799         301,165   

Carlyle Global Market Strategies Commodities Funding, Ltd., 2.522%, 10/15/21

     05/22/14         2,686,667         2,686,667         2,648,414   

Conix Mortgage Asset Trust, 4.704%, 12/25/47

     05/16/13         1,078,519         1,078,519         312,770   

Homeowner Assistance Program Reverse Mortgage Loan Trust, 4.000%, 05/26/53

     05/03/13         2,578,558         2,541,928         2,533,433   

LV Tower 52 Issuer LLC, 5.500%, 07/15/19

     08/04/15         1,547,947         1,544,077         1,516,059   

LV Tower 52 Issuer LLC, 7.500%, 07/15/19

     08/04/15         1,050,864         1,048,237         996,324   

RBSHD Trust, 4.685%, 10/25/47

     09/27/13         1,115,120         1,115,120         1,115,091   

Trafigura Securitisation Finance plc, 1.386%, 10/15/18

     01/30/14         3,188,000         3,188,000         3,138,721   
           

 

 

 
            $ 15,099,380   
           

 

 

 
           

 

MIST-118


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total U.S. Treasury & Government Agencies*

   $ —         $ 1,475,402,142      $ —         $ 1,475,402,142   

Total Corporate Bonds & Notes*

     —           535,821,049        —           535,821,049   
Asset-Backed Securities           

Asset-Backed - Automobile

     —           50,183,498        —           50,183,498   

Asset-Backed - Credit Card

     —           1,081,208        —           1,081,208   

Asset-Backed - Home Equity

     —           459,468        —           459,468   

Asset-Backed - Other

     —           115,295,614        312,770         115,608,384   

Asset-Backed - Student Loan

     —           2,076,389        —           2,076,389   

Total Asset-Backed Securities

     —           169,096,177        312,770         169,408,947   

Total Mortgage-Backed Securities*

     —           133,427,941        —           133,427,941   

Total Foreign Government*

     —           31,119,141        —           31,119,141   
Short-Term Investments           

Mutual Fund

     81,063,868         —          —           81,063,868   

Repurchase Agreement

     —           47,848,654        —           47,848,654   

Total Short-Term Investments

     81,063,868         47,848,654        —           128,912,522   

Total Investments

   $ 81,063,868       $ 2,392,715,104      $ 312,770       $ 2,474,091,742   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (81,063,868   $ —         $ (81,063,868

 

* See Schedule of Investments for additional detailed categorizations.

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

Investments in Securities

   Balance as of
December 31,
2015
     Change in
Unrealized
Appreciation/
(Depreciation)
     Balance as of
March 31,
2016
     Change in Unrealized
Appreciation/
(Depreciation) from
Investments Still Held
at March 31, 2016
 
Asset-Backed Securities            

Asset-Backed - Other

   $ 312,770       $ —         $ 312,770       $ —     
  

 

 

    

 

 

    

 

 

    

 

 

 

 

MIST-119


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—31.8% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—1.0%

   

Airbus Group SE

    57,928      $ 3,843,871   

BAE Systems plc

    256,878        1,872,183   

Honeywell International, Inc.

    19,391        2,172,762   

L-3 Communications Holdings, Inc.

    6,964        825,234   

Northrop Grumman Corp.

    3,371        667,121   

Safran S.A.

    41,305        2,888,200   

Textron, Inc.

    2,662        97,056   

Thales S.A.

    60,744        5,319,933   

United Technologies Corp.

    21,573        2,159,457   
   

 

 

 
      19,845,817   
   

 

 

 

Air Freight & Logistics—0.1%

   

Yamato Holdings Co., Ltd. (a)

    110,600        2,207,057   
   

 

 

 

Airlines—0.2%

   

Delta Air Lines, Inc.

    11,174        543,950   

Japan Airlines Co., Ltd.

    50,500        1,849,014   

United Continental Holdings, Inc. (b)

    16,294        975,359   
   

 

 

 
      3,368,323   
   

 

 

 

Auto Components—0.2%

   

Bridgestone Corp.

    68,200        2,541,579   

Continental AG

    9,342        2,126,086   

Johnson Controls, Inc.

    2,569        100,114   

Magna International, Inc.

    2,093        89,915   
   

 

 

 
      4,857,694   
   

 

 

 

Automobiles—0.8%

   

Astra International Tbk PT

    2,015,500        1,101,504   

Bayerische Motoren Werke AG

    18,740        1,721,241   

Daimler AG

    17,859        1,369,157   

Ford Motor Co. (a)

    41,237        556,700   

Geely Automobile Holdings, Ltd.

    770,000        379,383   

General Motors Co.

    6,675        209,795   

Hyundai Motor Co.

    13,860        1,847,546   

Mahindra & Mahindra, Ltd. (GDR)

    97,070        1,742,407   

Renault S.A.

    20,288        2,013,141   

Toyota Motor Corp.

    70,000        3,691,687   
   

 

 

 
      14,632,561   
   

 

 

 

Banks—2.5%

   

Australia & New Zealand Banking Group, Ltd.

    123,006        2,198,459   

Banco Santander Chile (ADR)

    32,060        620,361   

Bank Central Asia Tbk PT

    653,000        654,821   

Bank of America Corp.

    178,738        2,416,538   

Bank Rakyat Indonesia Persero Tbk PT

    1,227,600        1,057,267   

BB&T Corp.

    4,337        144,292   

BNP Paribas S.A.

    82,308        4,127,215   

Capitec Bank Holdings, Ltd.

    13,750        532,160   

Citigroup, Inc.

    59,475        2,483,081   

Comerica, Inc. (a)

    5,347        202,491   

Credicorp, Ltd.

    6,700        877,767   

Fifth Third Bancorp (a)

    8,055        134,438   

Grupo Financiero Banorte S.A.B. de C.V. - Class O

    117,300        664,742   

Banks—(Continued)

  

HDFC Bank, Ltd. (ADR) (a)

    94,280      5,810,476   

HSBC Holdings plc

    708,579        4,390,586   

ING Groep NV

    239,097        2,879,186   

Itau Unibanco Holding S.A. (ADR) (a)

    146,364        1,257,267   

KeyCorp

    26,551        293,123   

Mitsubishi UFJ Financial Group, Inc.

    817,000        3,783,043   

Mizuho Financial Group, Inc. (a)

    603,500        900,872   

Nordea Bank AB

    182,093        1,747,653   

Public Bank Bhd

    107,000        515,033   

Sberbank of Russia PJSC (ADR)

    155,990        1,082,571   

Siam Commercial Bank PCL (The)

    275,600        1,104,593   

Societe Generale S.A.

    22,475        826,771   

Sumitomo Mitsui Financial Group, Inc.

    45,200        1,369,395   

Sumitomo Mitsui Trust Holdings, Inc.

    371,000        1,085,789   

SVB Financial Group (b)

    1,699        173,383   

Turkiye Garanti Bankasi A/S

    216,435        632,062   

Wells Fargo & Co.

    75,295        3,641,266   
   

 

 

 
      47,606,701   
   

 

 

 

Beverages—1.1%

   

Ambev S.A. (ADR)

    252,650        1,308,727   

Anheuser-Busch InBev S.A.

    27,605        3,441,281   

Boston Beer Co., Inc. (The) - Class A (a) (b)

    1,472        272,423   

Britvic plc

    362,620        3,690,424   

Coca-Cola Co. (The)

    26,921        1,248,865   

Constellation Brands, Inc. - Class A

    5,612        847,917   

Dr Pepper Snapple Group, Inc.

    2,021        180,718   

Molson Coors Brewing Co. - Class B (a)

    13,318        1,280,925   

PepsiCo, Inc.

    27,178        2,785,201   

SABMiller plc

    62,787        3,837,011   

Suntory Beverage & Food, Ltd.

    27,900        1,253,695   

Tsingtao Brewery Co., Ltd. - Class H (a)

    166,000        630,134   
   

 

 

 
      20,777,321   
   

 

 

 

Biotechnology—0.4%

   

Alexion Pharmaceuticals, Inc. (b)

    4,144        576,928   

Biogen, Inc. (b)

    5,008        1,303,683   

BioMarin Pharmaceutical, Inc. (b)

    2,684        221,376   

Celgene Corp. (b)

    17,005        1,702,030   

Genmab A/S (b)

    10,985        1,520,821   

Gilead Sciences, Inc.

    23,174        2,128,764   

Regeneron Pharmaceuticals, Inc. (b)

    189        68,123   

Vertex Pharmaceuticals, Inc. (b)

    5,790        460,247   
   

 

 

 
      7,981,972   
   

 

 

 

Building Products—0.2%

   

Allegion plc

    6,874        437,942   

Daikin Industries, Ltd. (a)

    30,300        2,263,259   

Masco Corp.

    20,976        659,695   
   

 

 

 
      3,360,896   
   

 

 

 

Capital Markets—0.7%

   

3i Group plc

    424,015        2,765,069   

Ameriprise Financial, Inc.

    1,648        154,929   

Bank of New York Mellon Corp. (The)

    4,659        171,591   

 

MIST-120


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Capital Markets—(Continued)

  

BlackRock, Inc.

    2,180      $ 742,443   

Charles Schwab Corp. (The)

    30,150        844,803   

Goldman Sachs Group, Inc. (The)

    3,615        567,483   

Henderson Group plc

    243,308        897,425   

Invesco, Ltd.

    29,303        901,653   

Morgan Stanley

    50,827        1,271,183   

Schroders plc

    27,652        1,059,389   

State Street Corp.

    11,265        659,228   

TD Ameritrade Holding Corp.

    8,691        274,027   

UBS Group AG

    157,785        2,527,235   
   

 

 

 
      12,836,458   
   

 

 

 

Chemicals—0.3%

   

Axiall Corp. (a)

    5,963        130,232   

Chr Hansen Holding A/S

    26,279        1,763,030   

Dow Chemical Co. (The)

    20,054        1,019,946   

E.I. du Pont de Nemours & Co.

    18,013        1,140,583   

Eastman Chemical Co. (a)

    7,765        560,866   

Linde AG

    8,881        1,293,625   

Monsanto Co.

    977        85,722   

Mosaic Co. (The) (a)

    28,478        768,906   
   

 

 

 
      6,762,910   
   

 

 

 

Commercial Services & Supplies—0.1%

   

Rentokil Initial plc

    952,157        2,410,724   
   

 

 

 

Communications Equipment—0.2%

   

Cisco Systems, Inc.

    43,523        1,239,100   

Nokia Oyj

    301,526        1,791,237   
   

 

 

 
      3,030,337   
   

 

 

 

Construction & Engineering—0.2%

   

Fluor Corp.

    15,992        858,770   

Kajima Corp. (a)

    373,000        2,334,411   
   

 

 

 
      3,193,181   
   

 

 

 

Construction Materials—0.1%

   

Martin Marietta Materials, Inc. (a)

    2,332        371,977   

Siam Cement PCL (The)

    61,300        815,097   
   

 

 

 
      1,187,074   
   

 

 

 

Consumer Finance—0.1%

   

Capital One Financial Corp.

    5,071        351,471   

Discover Financial Services

    10,412        530,179   

Synchrony Financial (b)

    16,724        479,310   
   

 

 

 
      1,360,960   
   

 

 

 

Containers & Packaging—0.1%

   

Crown Holdings, Inc. (b)

    13,003        644,819   

Sealed Air Corp.

    2,200        105,622   

WestRock Co.

    10,903        425,544   
   

 

 

 
      1,175,985   
   

 

 

 

Diversified Financial Services—0.4%

   

Berkshire Hathaway, Inc. - Class B (b)

    18,701      2,653,298   

FirstRand, Ltd. (a)

    401,560        1,310,412   

Intercontinental Exchange, Inc.

    3,430        806,530   

ORIX Corp.

    166,900        2,371,649   

Remgro, Ltd.

    67,330        1,140,332   

Voya Financial, Inc.

    6,417        191,034   
   

 

 

 
      8,473,255   
   

 

 

 

Diversified Telecommunication Services—1.7%

  

AT&T, Inc.

    58,633        2,296,655   

BT Group plc

    212,364        1,337,542   

Deutsche Telekom AG

    269,416        4,833,157   

Nippon Telegraph & Telephone Corp.

    192,000        8,255,534   

Orange S.A.

    283,397        4,951,795   

PCCW, Ltd.

    4,543,000        2,929,163   

Singapore Telecommunications, Ltd.

    1,865,200        5,256,337   

Telecom Italia S.p.A. (a) (b)

    1,617,360        1,744,032   

Telenor ASA

    39,538        638,562   

Verizon Communications, Inc.

    17,417        941,911   
   

 

 

 
      33,184,688   
   

 

 

 

Electric Utilities—1.0%

   

American Electric Power Co., Inc.

    14,341        952,242   

Edison International

    17,485        1,256,997   

Endesa S.A.

    59,269        1,134,966   

Enel S.p.A.

    1,780,512        7,880,532   

Iberdrola S.A.

    687,329        4,574,040   

NextEra Energy, Inc.

    10,708        1,267,185   

PPL Corp.

    26,175        996,482   

Xcel Energy, Inc.

    29,807        1,246,529   
   

 

 

 
      19,308,973   
   

 

 

 

Electrical Equipment—0.1%

   

Eaton Corp. plc

    22,141        1,385,141   
   

 

 

 

Electronic Equipment, Instruments & Components—0.4%

  

Amphenol Corp. - Class A

    1,828        105,695   

Corning, Inc.

    3,441        71,883   

Delta Electronics, Inc.

    237,867        1,042,289   

Keyence Corp.

    4,800        2,616,683   

Murata Manufacturing Co., Ltd.

    16,200        1,945,997   

TE Connectivity, Ltd. (a)

    17,829        1,103,972   
   

 

 

 
      6,886,519   
   

 

 

 

Energy Equipment & Services—0.1%

   

Baker Hughes, Inc.

    5,743        251,716   

Halliburton Co.

    16,677        595,702   

National Oilwell Varco, Inc. (a)

    2,612        81,233   

Schlumberger, Ltd. (a)

    6,984        515,070   

Technip S.A.

    24,032        1,328,886   
   

 

 

 
      2,772,607   
   

 

 

 

Food & Staples Retailing—0.6%

   

Costco Wholesale Corp.

    8,189        1,290,423   

CVS Health Corp. (a)

    459        47,612   

 

MIST-121


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Food & Staples Retailing—(Continued)

  

Delhaize Group S.A.

    29,090      $ 3,031,098   

Distribuidora Internacional de Alimentacion
S.A. (a)

    134,571        695,928   

Kroger Co. (The) (a)

    21,972        840,429   

Magnit PJSC (GDR)

    26,840        1,072,258   

President Chain Store Corp.

    154,000        1,121,098   

Seven & I Holdings Co., Ltd.

    35,100        1,490,803   

Shoprite Holdings, Ltd. (a)

    62,850        737,593   

Sun Art Retail Group, Ltd. (a)

    807,000        569,381   

Wal-Mart de Mexico S.A.B. de C.V.

    319,340        755,970   

Wal-Mart Stores, Inc. (a)

    320        21,917   

Walgreens Boots Alliance, Inc.

    2,321        195,521   
   

 

 

 
      11,870,031   
   

 

 

 

Food Products—0.5%

   

Archer-Daniels-Midland Co.

    3,806        138,196   

Associated British Foods plc

    28,931        1,386,511   

Hershey Co. (The) (a)

    7,659        705,317   

Marine Harvest ASA (b)

    90,458        1,394,911   

Mead Johnson Nutrition Co.

    836        71,035   

Mondelez International, Inc. - Class A

    43,128        1,730,295   

Nestle S.A.

    20,239        1,511,317   

NH Foods, Ltd. (a)

    50,000        1,099,594   

Tiger Brands, Ltd.

    20,350        447,279   

Tingyi Cayman Islands Holding Corp. (a)

    328,000        364,662   
   

 

 

 
      8,849,117   
   

 

 

 

Gas Utilities—0.4%

   

Enagas S.A.

    31,412        942,084   

Snam S.p.A.

    977,490        6,113,996   

UGI Corp.

    5,882        236,986   
   

 

 

 
      7,293,066   
   

 

 

 

Health Care Equipment & Supplies—0.4%

   

Abbott Laboratories

    34,887        1,459,323   

Boston Scientific Corp. (b)

    64,210        1,207,790   

Hoya Corp.

    57,600        2,189,887   

Smith & Nephew plc

    118,977        1,953,935   

Stryker Corp. (a)

    4,878        523,361   
   

 

 

 
      7,334,296   
   

 

 

 

Health Care Providers & Services—0.5%

   

Aetna, Inc.

    9,938        1,116,534   

Cigna Corp.

    2,814        386,193   

Express Scripts Holding Co. (b)

    3,810        261,709   

HCA Holdings, Inc. (b)

    1,410        110,051   

Humana, Inc. (a)

    5,677        1,038,607   

Korian S.A.

    15,072        443,128   

McKesson Corp.

    11,486        1,806,173   

Quest Diagnostics, Inc.

    1,948        139,185   

Spire Healthcare Group plc

    248,514        1,276,509   

UnitedHealth Group, Inc.

    16,894        2,177,637   
   

 

 

 
      8,755,726   
   

 

 

 

Hotels, Restaurants & Leisure—0.3%

   

Chipotle Mexican Grill, Inc. (a) (b)

    211      99,375   

InterContinental Hotels Group plc

    34,929        1,433,668   

Oriental Land Co., Ltd.

    7,400        524,039   

Royal Caribbean Cruises, Ltd. (a)

    11,641        956,308   

Sands China, Ltd.

    259,600        1,056,728   

Starbucks Corp.

    17,854        1,065,884   

Yum! Brands, Inc.

    5,072        415,143   
   

 

 

 
      5,551,145   
   

 

 

 

Household Durables—0.2%

   

D.R. Horton, Inc.

    15,588        471,225   

Electrolux AB - Series B

    66,562        1,750,716   

Harman International Industries, Inc. (a)

    6,669        593,808   

PulteGroup, Inc.

    23,057        431,397   

Taylor Wimpey plc

    487,102        1,325,975   

Toll Brothers, Inc. (a) (b)

    5,717        168,709   
   

 

 

 
      4,741,830   
   

 

 

 

Household Products—0.4%

   

Kimberly-Clark Corp.

    12,603        1,695,230   

Procter & Gamble Co. (The)

    26,127        2,150,513   

Reckitt Benckiser Group plc

    29,745        2,872,350   

Unilever Indonesia Tbk PT

    152,200        492,638   
   

 

 

 
      7,210,731   
   

 

 

 

Industrial Conglomerates—0.4%

   

Bidvest Group, Ltd. (The) (a)

    61,769        1,559,988   

CK Hutchison Holdings, Ltd.

    109,652        1,421,907   

Danaher Corp.

    3,297        312,753   

General Electric Co.

    57,095        1,815,050   

Jardine Matheson Holdings, Ltd.

    28,300        1,615,063   

KOC Holding A/S

    106,110        538,165   
   

 

 

 
      7,262,926   
   

 

 

 

Insurance—1.6%

   

AIA Group, Ltd.

    521,600        2,957,922   

Allianz SE

    18,002        2,926,446   

American International Group, Inc.

    19,787        1,069,487   

Arthur J. Gallagher & Co.

    6,791        302,064   

Aviva plc

    166,428        1,083,548   

AXA S.A.

    223,538        5,255,341   

Chubb, Ltd.

    14,500        1,727,675   

Legal & General Group plc

    520,620        1,747,454   

Lincoln National Corp.

    2,601        101,959   

Muenchener Rueckversicherungs-Gesellschaft AG

    15,752        3,203,534   

Prudential Financial, Inc.

    12,702        917,339   

Prudential plc

    158,074        2,931,844   

Sanlam, Ltd.

    131,470        609,265   

Sompo Japan Nipponkoa Holdings, Inc.

    62,600        1,772,067   

Swiss Re AG

    19,873        1,830,589   

Tokio Marine Holdings, Inc.

    56,500        1,906,239   

XL Group plc

    19,170        705,456   
   

 

 

 
      31,048,229   
   

 

 

 

 

MIST-122


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Internet & Catalog Retail—0.1%

   

Amazon.com, Inc. (b)

    4,755      $ 2,822,758   
   

 

 

 

Internet Software & Services—0.7%

   

Alphabet, Inc. - Class A (b)

    3,621        2,762,461   

Alphabet, Inc. - Class C (b)

    3,823        2,847,944   

Baidu, Inc. (ADR) (b)

    8,860        1,691,197   

Facebook, Inc. - Class A (b)

    31,699        3,616,856   

Mail.ru Group, Ltd. (GDR) (b)

    18,889        409,891   

Tencent Holdings, Ltd.

    108,800        2,223,921   
   

 

 

 
      13,552,270   
   

 

 

 

IT Services—0.8%

   

Accenture plc - Class A

    24,281        2,802,027   

Automatic Data Processing, Inc.

    1,293        115,995   

Cap Gemini S.A.

    42,591        3,998,079   

Cielo S.A.

    91,880        893,592   

Cognizant Technology Solutions Corp. - Class A (b)

    17,840        1,118,568   

Fidelity National Information Services, Inc. (a)

    13,560        858,484   

Global Payments, Inc. (a)

    1,553        101,411   

Infosys, Ltd. (ADR) (a)

    163,680        3,113,194   

MasterCard, Inc. - Class A

    2,007        189,661   

PayPal Holdings, Inc. (b)

    5,208        201,029   

Tata Consultancy Services, Ltd.

    5,780        220,776   

Vantiv, Inc. - Class A (b)

    3,974        214,119   

Visa, Inc. - Class A (a)

    24,749        1,892,804   
   

 

 

 
      15,719,739   
   

 

 

 

Life Sciences Tools & Services—0.1%

   

Illumina, Inc. (a)(b)

    3,373        546,797   

Thermo Fisher Scientific, Inc.

    4,860        688,127   
   

 

 

 
      1,234,924   
   

 

 

 

Machinery—0.3%

   

Caterpillar, Inc. (a)

    1,298        99,349   

Cummins, Inc. (a)

    6,990        768,481   

Deere & Co. (a)

    1,489        114,638   

DMG Mori Co., Ltd. (a)

    118,400        1,084,180   

Ingersoll-Rand plc (a)

    4,399        272,782   

PACCAR, Inc. (a)

    19,684        1,076,518   

Parker-Hannifin Corp. (a)

    1,873        208,053   

Pentair plc (a)

    1,918        104,071   

Snap-on, Inc.

    686        107,695   

Stanley Black & Decker, Inc.

    8,383        881,975   

WEG S.A.

    133,692        520,914   
   

 

 

 
      5,238,656   
   

 

 

 

Media—1.2%

   

CBS Corp. - Class B (a)

    6,414        353,347   

Charter Communications, Inc. - Class A (a) (b)

    4,596        930,368   

Comcast Corp. - Class A

    41,896        2,559,008   

Dentsu, Inc. (a)

    40,600        2,036,978   

DISH Network Corp. - Class A (b)

    10,651        492,715   

Informa plc

    320,158        3,186,034   

Lagardere SCA

    25,228        669,122   

Media—(Continued)

  

Naspers, Ltd. - N Shares

    5,040      701,269   

RTL Group S.A. (Brussels Exchange)

    17,682        1,494,447   

Time Warner Cable, Inc.

    2,481        507,662   

Time Warner, Inc.

    29,823        2,163,659   

Twenty-First Century Fox, Inc. - Class A

    68,706        1,915,523   

Wolters Kluwer NV

    84,246        3,356,273   

WPP plc

    88,410        2,060,282   
   

 

 

 
      22,426,687   
   

 

 

 

Metals & Mining—0.3%

   

Newmont Mining Corp.

    5,474        145,499   

Nippon Steel & Sumitomo Metal Corp. (a)

    85,500        1,641,297   

Norsk Hydro ASA

    562,654        2,307,258   

Rio Tinto plc

    57,771        1,630,253   

United States Steel Corp. (a)

    1,991        31,956   

Vale S.A. (ADR)

    96,410        300,799   
   

 

 

 
      6,057,062   
   

 

 

 

Multi-Utilities—0.1%

   

Centrica plc

    519,623        1,692,413   

CMS Energy Corp.

    6,293        267,075   

Sempra Energy

    2,817        293,109   
   

 

 

 
      2,252,597   
   

 

 

 

Multiline Retail—0.1%

   

Dollar General Corp. (a)

    10,694        915,406   

Lojas Renner S.A.

    117,700        680,540   

Target Corp.

    6,650        547,162   
   

 

 

 
      2,143,108   
   

 

 

 

Oil, Gas & Consumable Fuels—1.1%

   

Cabot Oil & Gas Corp.

    23,100        524,601   

Chevron Corp.

    24,783        2,364,298   

CNOOC, Ltd.

    702,000        822,508   

Columbia Pipeline Group, Inc.

    1,391        34,914   

ConocoPhillips

    17,856        719,061   

Diamondback Energy, Inc. (a) (b)

    4,913        379,185   

Eni S.p.A.

    30,888        466,879   

EOG Resources, Inc.

    9,963        723,115   

EQT Corp.

    8,946        601,708   

Exxon Mobil Corp.

    36,209        3,026,710   

Hess Corp.

    2,156        113,514   

Kinder Morgan, Inc. (a)

    14,317        255,702   

Lukoil PJSC (ADR)

    30,110        1,156,676   

Marathon Petroleum Corp.

    3,479        129,349   

Occidental Petroleum Corp.

    19,315        1,321,726   

Oil Search, Ltd.

    286,348        1,488,401   

Pioneer Natural Resources Co. (a)

    6,834        961,817   

Royal Dutch Shell plc - A Shares

    141,464        3,425,940   

Royal Dutch Shell plc - B Shares

    20,219        492,445   

Total S.A.

    10,314        469,105   

Ultrapar Participacoes S.A.

    55,450        1,076,260   

Valero Energy Corp.

    10,164        651,919   
   

 

 

 
      21,205,833   
   

 

 

 

 

MIST-123


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Paper & Forest Products—0.1%

   

UPM-Kymmene Oyj (a)

    64,086      $ 1,155,907   
   

 

 

 

Personal Products—0.1%

   

Estee Lauder Cos., Inc. (The) - Class A

    2,365        223,043   

Unilever NV

    60,439        2,699,515   
   

 

 

 
      2,922,558   
   

 

 

 

Pharmaceuticals—2.8%

   

Allergan plc (b)

    6,015        1,612,200   

Aspen Pharmacare Holdings, Ltd. (b)

    32,400        700,864   

AstraZeneca plc

    54,551        3,045,990   

Bayer AG

    32,735        3,847,141   

Bristol-Myers Squibb Co.

    37,640        2,404,443   

Eli Lilly & Co.

    25,207        1,815,156   

GlaxoSmithKline plc

    429,689        8,706,599   

Johnson & Johnson

    18,386        1,989,365   

Merck & Co., Inc.

    12,283        649,894   

Merck KGaA

    30,456        2,539,405   

Mylan NV (a)(b)

    4,187        194,067   

Novartis AG

    37,045        2,675,960   

Novo Nordisk A/S - Class B

    92,227        4,979,558   

Pfizer, Inc.

    85,138        2,523,490   

Roche Holding AG

    36,099        8,858,098   

Sanofi

    67,023        5,390,287   

Shire plc

    35,854        2,054,017   
   

 

 

 
      53,986,534   
   

 

 

 

Professional Services—0.0%

   

Equifax, Inc.

    779        89,032   
   

 

 

 

Real Estate Investment Trusts—0.7%

   

American Tower Corp.

    4,618        472,745   

Apartment Investment & Management Co. - Class A

    2,338        97,775   

AvalonBay Communities, Inc.

    4,546        864,649   

Boston Properties, Inc. (a)

    3,106        394,711   

DiamondRock Hospitality Co. (a)

    16,128        163,215   

Equinix, Inc. (a)

    1,286        425,293   

Essex Property Trust, Inc. (a)

    897        209,772   

Fibra Uno Administracion S.A. de C.V.

    250,900        583,642   

First Real Estate Investment Trust (a)

    890,000        812,183   

Goodman Group

    353,639        1,802,346   

HCP, Inc.

    11,238        366,134   

Kimco Realty Corp.

    16,853        485,029   

Klepierre

    49,334        2,357,165   

LaSalle Hotel Properties (a)

    7,335        185,649   

Liberty Property Trust

    7,754        259,449   

Lippo Malls Indonesia Retail Trust (a)

    3,206,600        773,186   

Mapletree Logistics Trust

    1,338,800        1,003,093   

Prologis, Inc.

    13,120        579,642   

Public Storage

    564        155,568   

Simon Property Group, Inc.

    1,124        233,444   

SL Green Realty Corp. (a)

    2,876        278,627   

STORE Capital Corp.

    3,300        85,404   

Vornado Realty Trust

    1,998        188,671   

Real Estate Investment Trusts—(Continued)

  

Westfield Corp.

    210,761      1,612,154   
   

 

 

 
      14,389,546   
   

 

 

 

Real Estate Management & Development—0.6%

  

Daiwa House Industry Co., Ltd.

    97,700        2,739,431   

Deutsche Wohnen AG

    87,467        2,719,232   

Mitsui Fudosan Co., Ltd.

    101,000        2,511,379   

Savills plc

    18,083        197,300   

TAG Immobilien AG (a)

    144,233        1,944,169   

Vonovia SE

    52,745        1,897,748   
   

 

 

 
      12,009,259   
   

 

 

 

Road & Rail—0.6%

   

Canadian Pacific Railway, Ltd.

    4,793        635,983   

Central Japan Railway Co. (a)

    8,000        1,414,209   

CSX Corp.

    10,446        268,985   

East Japan Railway Co.

    25,300        2,178,354   

Union Pacific Corp.

    22,663        1,802,842   

West Japan Railway Co.

    71,800        4,423,719   
   

 

 

 
      10,724,092   
   

 

 

 

Semiconductors & Semiconductor Equipment—0.8%

  

Analog Devices, Inc.

    5        296   

ASML Holding NV

    25,740        2,606,056   

Broadcom, Ltd.

    14,708        2,272,386   

Infineon Technologies AG

    165,785        2,357,968   

KLA-Tencor Corp.

    1,682        122,466   

Lam Research Corp.

    19,596        1,618,630   

Marvell Technology Group, Ltd.

    13,611        140,329   

NXP Semiconductors NV (b)

    5,384        436,481   

Qorvo, Inc. (b)

    1,311        66,088   

Taiwan Semiconductor Manufacturing Co., Ltd. (ADR)

    162,360        4,253,832   

Texas Instruments, Inc.

    27,332        1,569,403   
   

 

 

 
      15,443,935   
   

 

 

 

Software—0.6%

   

Adobe Systems, Inc. (b)

    20,029        1,878,720   

Microsoft Corp.

    107,372        5,930,155   

Oracle Corp.

    9,427        385,659   

SAP SE

    51,801        4,190,813   
   

 

 

 
      12,385,347   
   

 

 

 

Specialty Retail—0.6%

   

AutoNation, Inc. (b)

    1,520        70,954   

Best Buy Co., Inc. (a)

    11,746        381,040   

Dixons Carphone plc

    260,358        1,587,054   

Home Depot, Inc. (The)

    20,863        2,783,750   

Kingfisher plc

    363,472        1,961,648   

Lowe’s Cos., Inc.

    27,418        2,076,913   

Mr. Price Group, Ltd.

    26,480        317,097   

O’Reilly Automotive, Inc. (a) (b)

    927        253,683   

Ross Stores, Inc.

    1,879        108,794   

Tiffany & Co. (a)

    3,668        269,158   

 

MIST-124


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description       
Shares
    Value  

Specialty Retail—(Continued)

  

TJX Cos., Inc. (The)

    17,520      $ 1,372,692   
   

 

 

 
      11,182,783   
   

 

 

 

Technology Hardware, Storage & Peripherals—0.5%

  

Apple, Inc.

    62,069        6,764,900   

Hewlett Packard Enterprise Co.

    24,920        441,832   

HP, Inc.

    48,245        594,378   

Samsung Electronics Co., Ltd. (GDR) (b)

    4,610        2,625,395   
   

 

 

 
      10,426,505   
   

 

 

 

Textiles, Apparel & Luxury Goods—0.2%

  

adidas AG

    16,589        1,944,208   

lululemon athletica, Inc. (a) (b)

    914        61,887   

PVH Corp.

    895        88,659   

Ralph Lauren Corp. (a)

    3,356        323,048   

VF Corp.

    13,834        895,890   
   

 

 

 
      3,313,692   
   

 

 

 

Thrifts & Mortgage Finance—0.1%

  

Housing Development Finance Corp., Ltd.

    103,380        1,725,674   
   

 

 

 

Tobacco—1.2%

   

British American Tobacco plc

    169,980        9,954,452   

Imperial Brands plc

    97,989        5,424,706   

Japan Tobacco, Inc.

    118,900        4,943,148   

Philip Morris International, Inc.

    23,937        2,348,459   
   

 

 

 
      22,670,765   
   

 

 

 

Trading Companies & Distributors—0.1%

  

 

Wolseley plc

    43,741        2,463,021   
   

 

 

 

Transportation Infrastructure—0.0%

   

CCR S.A.

    140,060        546,505   
   

 

 

 

Water Utilities—0.1%

   

American Water Works Co., Inc.

    1,648        113,597   

Pennon Group plc

    124,524        1,446,943   
   

 

 

 
      1,560,540   
   

 

 

 

Wireless Telecommunication Services—0.6%

  

KDDI Corp.

    181,700        4,842,901   

Mobile TeleSystems PJSC (b)

    42,700        152,089   

Mobile TeleSystems PJSC (ADR)

    29,850        241,487   

MTN Group, Ltd. (a)

    104,690        954,134   

NTT DoCoMo, Inc.

    79,300        1,794,826   

T-Mobile U.S., Inc. (a) (b)

    7,591        290,735   

Vodafone Group plc

    982,680        3,132,179   
   

 

 

 
      11,408,351   
   

 

 

 

Total Common Stocks
(Cost $604,371,268)

      609,581,931   
   

 

 

 
Corporate Bonds & Notes—24.0%   
Security Description   Principal
Amount*
    Value  

Aerospace/Defense—0.4%

  

Airbus Group Finance B.V.
2.700%, 04/17/23 (144A)

    279,000      284,283   

BAE Systems Finance, Inc.
7.500%, 07/01/27 (144A)

    300,000        391,533   

BAE Systems Holdings, Inc.
3.800%, 10/07/24 (144A)

    159,000        163,032   

BAE Systems plc
4.750%, 10/11/21 (144A)

    225,000        246,307   

Boeing Capital Corp.
4.700%, 10/27/19

    255,000        283,231   

Boeing Co. (The)
1.650%, 10/30/20

    205,000        204,993   

7.250%, 06/15/25

    11,000        14,651   

8.625%, 11/15/31

    200,000        308,736   

General Dynamics Corp.
1.000%, 11/15/17

    117,000        117,192   

2.250%, 11/15/22

    250,000        252,779   

Harris Corp.
2.700%, 04/27/20

    70,000        70,198   

3.832%, 04/27/25

    80,000        82,392   

5.054%, 04/27/45

    285,000        303,658   

Lockheed Martin Corp.
2.500%, 11/23/20

    215,000        220,216   

3.100%, 01/15/23

    96,000        99,570   

3.550%, 01/15/26

    370,000        391,927   

3.800%, 03/01/45

    240,000        233,239   

4.070%, 12/15/42

    187,000        188,949   

4.700%, 05/15/46

    180,000        201,264   

6.150%, 09/01/36

    154,000        192,139   

Northrop Grumman Corp.
3.250%, 08/01/23

    400,000        418,191   

3.850%, 04/15/45

    320,000        316,664   

Northrop Grumman Systems Corp.
7.750%, 02/15/31

    200,000        288,028   

Raytheon Co.
3.150%, 12/15/24

    91,000        95,997   

United Technologies Corp.
4.150%, 05/15/45

    445,000        461,849   

4.500%, 06/01/42

    150,000        162,524   

5.375%, 12/15/17

    173,000        185,327   

5.400%, 05/01/35

    525,000        628,661   

5.700%, 04/15/40

    250,000        312,021   

6.700%, 08/01/28

    233,000        304,652   

8.875%, 11/15/19

    41,000        50,407   
   

 

 

 
      7,474,610   
   

 

 

 

Agriculture—0.3%

  

Altria Group, Inc.
2.625%, 01/14/20

    975,000        1,007,779   

2.850%, 08/09/22

    777,000        802,605   

4.250%, 08/09/42

    30,000        31,193   

4.500%, 05/02/43

    215,000        230,995   

Archer-Daniels-Midland Co.
4.016%, 04/16/43

    150,000        150,633   

 

MIST-125


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Agriculture—(Continued)

  

BAT International Finance plc
2.750%, 06/15/20 (144A)

    255,000      $ 262,235   

3.250%, 06/07/22 (144A)

    104,000        110,126   

Bunge N.A. Finance L.P.
5.900%, 04/01/17

    90,000        93,691   

Bunge, Ltd. Finance Corp.
3.200%, 06/15/17

    131,000        131,905   

3.500%, 11/24/20

    26,000        26,384   

8.500%, 06/15/19

    250,000        290,401   

Cargill, Inc.
4.760%, 11/23/45 (144A)

    399,000        435,048   

7.350%, 03/06/19 (144A)

    260,000        300,728   

Imperial Brands Finance plc
3.750%, 07/21/22 (144A)

    375,000        391,502   

Philip Morris International, Inc.
4.125%, 03/04/43

    140,000        144,929   

4.250%, 11/10/44

    710,000        751,484   

Reynolds American, Inc.
2.300%, 06/12/18

    145,000        147,895   

4.450%, 06/12/25

    275,000        302,567   

5.700%, 08/15/35

    105,000        122,794   

5.850%, 08/15/45

    495,000        604,475   
   

 

 

 
      6,339,369   
   

 

 

 

Airlines—0.1%

   

Air Canada Pass-Through Trust
3.600%, 03/15/27 (144A)

    300,232        286,722   

American Airlines Pass-Through Trust
4.950%, 01/15/23

    482,250        515,969   

Continental Airlines Pass-Through Trust
4.000%, 10/29/24

    37,673        38,803   

Delta Air Lines Pass-Through Trust
4.750%, 05/07/20

    55,539        58,871   

6.821%, 08/10/22

    182,966        210,411   

U.S. Airways Pass-Through Trust
3.950%, 11/15/25

    226,155        232,487   
   

 

 

 
      1,343,263   
   

 

 

 

Auto Manufacturers—0.7%

   

American Honda Finance Corp.
2.125%, 10/10/18

    425,000        432,650   

Daimler Finance North America LLC
1.450%, 08/01/16 (144A)

    175,000        175,302   

1.875%, 01/11/18 (144A)

    205,000        206,063   

2.250%, 09/03/19 (144A) (a)

    160,000        162,300   

2.375%, 08/01/18 (144A)

    665,000        675,716   

2.450%, 05/18/20 (144A)

    630,000        636,657   

8.500%, 01/18/31

    330,000        505,830   

Ford Motor Co.
4.750%, 01/15/43

    75,000        75,246   

6.375%, 02/01/29

    500,000        585,897   

6.625%, 02/15/28

    250,000        290,806   

9.980%, 02/15/47

    400,000        567,193   

Ford Motor Credit Co. LLC
1.684%, 09/08/17

    217,000        216,104   

Auto Manufacturers—(Continued)

  

Ford Motor Credit Co. LLC
1.700%, 05/09/16

    333,000      333,223   

2.145%, 01/09/18

    795,000        794,059   

3.200%, 01/15/21

    655,000        669,479   

3.336%, 03/18/21

    265,000        272,697   

3.664%, 09/08/24

    515,000        520,087   

4.134%, 08/04/25

    440,000        457,862   

4.250%, 02/03/17

    240,000        245,355   

4.250%, 09/20/22

    415,000        443,891   

4.375%, 08/06/23

    635,000        675,681   

5.750%, 02/01/21

    300,000        339,593   

General Motors Co.
5.200%, 04/01/45

    100,000        94,007   

6.600%, 04/01/36

    167,000        183,765   

6.750%, 04/01/46

    80,000        90,941   

General Motors Financial Co., Inc.
3.100%, 01/15/19

    949,000        960,349   

3.450%, 04/10/22

    525,000        515,482   

4.000%, 01/15/25

    560,000        543,879   

4.250%, 05/15/23

    320,000        321,797   

4.300%, 07/13/25

    380,000        376,124   

Nissan Motor Acceptance Corp.
1.182%, 03/03/17 (144A) (c)

    176,000        176,066   

1.800%, 03/15/18 (144A)

    146,000        146,173   

1.950%, 09/12/17 (144A)

    200,000        200,754   

PACCAR Financial Corp.
1.600%, 03/15/17

    150,000        151,156   

Toyota Motor Credit Corp.
1.375%, 01/10/18

    200,000        201,063   

1.700%, 02/19/19

    470,000        474,387   

2.625%, 01/10/23

    400,000        405,182   

4.250%, 01/11/21

    150,000        166,922   
   

 

 

 
      14,289,738   
   

 

 

 

Auto Parts & Equipment—0.0%

   

Johnson Controls, Inc.
2.600%, 12/01/16

    75,000        75,629   

3.625%, 07/02/24

    98,000        99,851   

4.950%, 07/02/64

    50,000        45,256   
   

 

 

 
      220,736   
   

 

 

 

Banks—5.6%

   

Abbey National Treasury Services plc
2.500%, 03/14/19

    1,123,000        1,133,702   

ABN AMRO Bank NV
2.450%, 06/04/20 (144A)

    280,000        281,772   

2.500%, 10/30/18 (144A)

    350,000        354,786   

4.750%, 07/28/25 (144A)

    200,000        201,448   

American Express Bank FSB
0.738%, 06/12/17 (c)

    500,000        496,993   

American Express Centurion Bank
6.000%, 09/13/17

    250,000        265,458   

Bank of America Corp.
2.625%, 10/19/20

    1,775,000        1,787,368   

3.300%, 01/11/23

    205,000        206,722   

 

MIST-126


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

  

Bank of America Corp.
3.875%, 03/22/17

    485,000      $ 496,223   

3.875%, 08/01/25

    675,000        699,598   

3.950%, 04/21/25

    1,260,000        1,253,645   

4.000%, 04/01/24

    486,000        509,794   

4.100%, 07/24/23

    326,000        342,933   

4.125%, 01/22/24

    500,000        529,643   

4.250%, 10/22/26

    527,000        534,857   

4.450%, 03/03/26

    647,000        666,532   

5.000%, 01/21/44

    550,000        607,009   

5.625%, 10/14/16

    800,000        819,078   

6.400%, 08/28/17

    275,000        292,294   

7.625%, 06/01/19

    250,000        290,944   

Bank of America N.A.
0.914%, 06/15/16 (c)

    250,000        249,935   

1.650%, 03/26/18

    255,000        254,694   

1.750%, 06/05/18

    1,090,000        1,089,741   

2.050%, 12/07/18

    430,000        433,910   

5.300%, 03/15/17

    1,400,000        1,448,832   

Bank of Montreal
1.400%, 09/11/17

    94,000        94,274   

2.375%, 01/25/19

    210,000        214,025   

2.550%, 11/06/22

    213,000        215,612   

Bank of New York Mellon Corp. (The)
1.969%, 06/20/17

    500,000        504,777   

2.500%, 04/15/21

    596,000        607,770   

2.600%, 08/17/20

    570,000        583,715   

3.550%, 09/23/21

    352,000        375,262   

4.600%, 01/15/20

    200,000        218,746   

4.950%, 06/20/20 (c)

    630,000        629,212   

Bank of Nova Scotia (The)
1.250%, 04/11/17

    650,000        651,189   

Bank of Tokyo-Mitsubishi UFJ, Ltd. (The)
1.700%, 03/05/18 (144A)

    535,000        532,112   

Banque Federative du Credit Mutuel S.A.
1.700%, 01/20/17 (144A)

    234,000        234,638   

2.750%, 10/15/20 (144A)

    615,000        627,146   

Barclays Bank plc
6.050%, 12/04/17 (144A)

    460,000        484,944   

Barclays plc
2.000%, 03/16/18

    575,000        564,770   

4.375%, 01/12/26

    200,000        196,264   

5.250%, 08/17/45

    326,000        327,380   

BB&T Corp.
2.150%, 03/22/17

    350,000        353,458   

2.450%, 01/15/20

    139,000        141,410   

3.950%, 03/22/22

    175,000        185,164   

BNP Paribas S.A.
2.700%, 08/20/18

    262,000        267,842   

BPCE S.A.
2.650%, 02/03/21

    250,000        252,266   

4.000%, 04/15/24

    500,000        529,496   

Branch Banking & Trust Co.
0.952%, 09/13/16 (c)

    250,000        249,826   

2.850%, 04/01/21

    610,000        628,223   

3.625%, 09/16/25

    250,000        261,863   

Banks—(Continued)

  

Canadian Imperial Bank of Commerce
1.550%, 01/23/18

    400,000      400,467   

Capital One Financial Corp.
4.200%, 10/29/25

    100,000        101,251   

Capital One N.A.
1.500%, 03/22/18

    500,000        492,336   

Citigroup, Inc.
2.150%, 07/30/18

    181,000        181,991   

2.500%, 09/26/18

    825,000        837,618   

2.500%, 07/29/19

    215,000        217,890   

2.700%, 03/30/21

    335,000        337,442   

3.375%, 03/01/23

    1,000,000        1,014,261   

3.700%, 01/12/26

    650,000        667,042   

4.300%, 11/20/26

    435,000        432,903   

4.400%, 06/10/25

    695,000        708,700   

4.450%, 09/29/27

    935,000        940,838   

4.600%, 03/09/26

    205,000        210,193   

4.950%, 11/07/43

    285,000        307,058   

5.500%, 09/13/25

    101,000        110,525   

6.625%, 01/15/28

    2,400,000        3,014,009   

Comerica Bank
5.200%, 08/22/17

    250,000        259,956   

5.750%, 11/21/16

    376,000        385,835   

Comerica, Inc.
3.800%, 07/22/26

    172,000        166,869   

Cooperatieve Rabobank UA
2.250%, 01/14/20

    465,000        469,277   

3.875%, 02/08/22

    350,000        373,320   

4.375%, 08/04/25

    477,000        491,119   

4.625%, 12/01/23

    500,000        527,800   

Credit Agricole S.A.
2.750%, 06/10/20 (144A)

    640,000        650,195   

Credit Suisse AG
1.750%, 01/29/18

    975,000        976,733   

3.625%, 09/09/24

    1,780,000        1,804,786   

Credit Suisse Group Funding Guernsey, Ltd.
3.125%, 12/10/20 (144A)

    630,000        626,524   

4.875%, 05/15/45

    250,000        238,171   

Danske Bank A/S
2.800%, 03/10/21 (144A)

    850,000        862,960   

Deutsche Bank AG
1.875%, 02/13/18

    285,000        283,186   

2.950%, 08/20/20

    610,000        612,352   

3.700%, 05/30/24

    133,000        131,291   

Discover Bank
2.000%, 02/21/18

    700,000        696,365   

3.100%, 06/04/20

    895,000        901,562   

3.200%, 08/09/21

    295,000        294,676   

4.250%, 03/13/26

    250,000        251,253   

Fifth Third Bancorp
8.250%, 03/01/38

    50,000        72,849   

Fifth Third Bank
1.350%, 06/01/17

    540,000        539,818   

3.850%, 03/15/26

    590,000        604,395   

Goldman Sachs Group, Inc. (The)
2.375%, 01/22/18

    1,230,000        1,245,821   

 

MIST-127


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

  

Goldman Sachs Group, Inc. (The)
2.550%, 10/23/19

    935,000      $ 949,147   

2.600%, 04/23/20

    631,000        636,197   

2.625%, 01/31/19

    604,000        615,941   

2.750%, 09/15/20 (a)

    625,000        634,085   

3.500%, 01/23/25

    366,000        369,414   

3.625%, 01/22/23

    630,000        649,798   

3.750%, 05/22/25

    530,000        542,267   

3.750%, 02/25/26

    325,000        333,312   

3.850%, 07/08/24

    362,000        374,042   

4.000%, 03/03/24

    530,000        555,715   

4.250%, 10/21/25

    27,000        27,453   

4.750%, 10/21/45

    190,000        198,592   

5.150%, 05/22/45

    865,000        878,739   

5.250%, 07/27/21

    800,000        900,500   

5.950%, 01/18/18

    490,000        525,472   

6.125%, 02/15/33

    1,000,000        1,211,010   

6.150%, 04/01/18

    510,000        551,715   

HSBC Bank plc
1.500%, 05/15/18 (144A)

    564,000        561,979   

4.125%, 08/12/20 (144A)

    160,000        171,300   

HSBC Bank USA N.A.
4.875%, 08/24/20

    500,000        535,924   

5.875%, 11/01/34

    1,500,000        1,717,941   

HSBC Holdings plc
4.300%, 03/08/26

    565,000        584,105   

HSBC USA, Inc.
1.625%, 01/16/18

    300,000        299,479   

2.350%, 03/05/20

    545,000        539,458   

2.375%, 11/13/19

    495,000        497,210   

2.750%, 08/07/20

    1,360,000        1,366,325   

Huntington Bancshares, Inc.
3.150%, 03/14/21

    132,000        134,118   

Huntington National Bank (The)
2.200%, 11/06/18

    520,000        520,851   

Intesa Sanpaolo S.p.A.
5.710%, 01/15/26 (144A)

    475,000        460,987   

KeyBank N.A.
2.350%, 03/08/19

    500,000        504,531   

KeyCorp
5.100%, 03/24/21

    200,000        221,324   

Lloyds Bank plc
2.050%, 01/22/19

    720,000        720,148   

2.700%, 08/17/20

    325,000        328,891   

Lloyds Banking Group plc
4.650%, 03/24/26

    485,000        480,668   

Macquarie Bank, Ltd.
1.600%, 10/27/17 (144A)

    507,000        505,116   

2.600%, 06/24/19 (144A)

    115,000        116,082   

4.000%, 07/29/25 (144A) (a)

    400,000        407,793   

Mizuho Bank, Ltd.
1.300%, 04/16/17 (144A)

    200,000        199,589   

2.450%, 04/16/19 (144A)

    200,000        201,984   

2.700%, 10/20/20 (144A)

    580,000        588,510   

Morgan Stanley
2.375%, 07/23/19

    375,000        378,942   

Banks—(Continued)

  

Morgan Stanley
2.500%, 01/24/19

    641,000      652,195   

2.650%, 01/27/20

    15,000        15,222   

2.800%, 06/16/20

    715,000        728,022   

3.700%, 10/23/24

    315,000        325,338   

3.750%, 02/25/23

    367,000        382,401   

3.875%, 04/29/24

    725,000        760,447   

3.950%, 04/23/27

    635,000        635,671   

4.000%, 07/23/25

    465,000        486,220   

4.300%, 01/27/45

    400,000        402,496   

4.350%, 09/08/26

    1,235,000        1,270,915   

5.500%, 01/26/20

    100,000        111,446   

5.550%, 04/27/17

    650,000        677,742   

5.625%, 09/23/19

    1,100,000        1,224,045   

6.250%, 08/09/26

    875,000        1,041,848   

MUFG Union Bank N.A.
2.250%, 05/06/19

    415,000        417,462   

2.625%, 09/26/18

    400,000        407,135   

National City Bank
5.800%, 06/07/17

    500,000        523,641   

National City Bank of Indiana
4.250%, 07/01/18

    250,000        263,449   

Northern Trust Corp.
3.375%, 08/23/21

    500,000        531,152   

PNC Bank N.A.
1.950%, 03/04/19

    590,000        595,558   

4.200%, 11/01/25

    250,000        277,161   

6.875%, 04/01/18

    350,000        383,331   

PNC Financial Services Group, Inc. (The)
4.850%, 06/01/23 (c)

    320,000        302,000   

Royal Bank of Canada
1.500%, 01/16/18

    460,000        461,221   

2.000%, 12/10/18

    665,000        671,465   

2.200%, 07/27/18

    750,000        761,407   

2.500%, 01/19/21 (a)

    565,000        576,992   

Santander UK Group Holdings plc
5.625%, 09/15/45 (144A)

    260,000        244,101   

Skandinaviska Enskilda Banken AB
1.750%, 03/19/18 (144A) (a)

    445,000        444,359   

2.375%, 11/20/18 (144A)

    400,000        404,276   

2.450%, 05/27/20 (144A)

    535,000        539,061   

2.625%, 11/17/20 (144A)

    320,000        323,148   

Standard Chartered plc
5.200%, 01/26/24 (144A) (a)

    350,000        366,217   

State Street Bank and Trust Co.
5.250%, 10/15/18

    215,000        232,770   

State Street Corp.
2.550%, 08/18/20

    71,000        73,123   

3.100%, 05/15/23

    90,000        90,872   

3.300%, 12/16/24

    136,000        141,475   

3.700%, 11/20/23

    369,000        397,486   

5.250%, 09/15/20 (c)

    405,000        410,103   

SunTrust Banks, Inc.
2.350%, 11/01/18

    113,000        113,783   

2.750%, 05/01/23

    300,000        294,498   

6.000%, 09/11/17

    150,000        158,599   

 

MIST-128


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

  

Svenska Handelsbanken AB
2.400%, 10/01/20

    950,000      $ 958,526   

Swedbank AB
1.750%, 03/12/18 (144A)

    875,000        873,582   

2.650%, 03/10/21 (144A)

    465,000        469,991   

Toronto-Dominion Bank (The)
1.950%, 01/22/19

    348,000        351,076   

2.125%, 04/07/21

    485,000        484,176   

2.500%, 12/14/20

    870,000        885,754   

U.S. Bancorp
2.200%, 11/15/16

    175,000        176,481   

U.S. Bank N.A.
1.450%, 01/29/18

    750,000        754,600   

UBS AG
1.800%, 03/26/18

    940,000        943,177   

2.375%, 08/14/19

    1,150,000        1,167,370   

UBS Group Funding Jersey, Ltd.
3.000%, 04/15/21 (144A)

    435,000        435,800   

4.125%, 04/15/26 (144A)

    490,000        489,683   

Wachovia Corp.
6.605%, 10/01/25

    222,000        270,505   

Wells Fargo & Co.
2.150%, 01/30/20

    415,000        419,846   

2.500%, 03/04/21

    750,000        759,472   

2.550%, 12/07/20

    320,000        325,865   

3.450%, 02/13/23

    900,000        922,968   

4.100%, 06/03/26

    161,000        168,977   

4.300%, 07/22/27

    542,000        575,086   

4.480%, 01/16/24

    55,000        59,751   

4.650%, 11/04/44

    2,015,000        2,071,335   

4.900%, 11/17/45

    424,000        455,097   

5.375%, 11/02/43

    350,000        395,608   

5.625%, 12/11/17

    700,000        750,295   

Wells Fargo Bank N.A.
1.650%, 01/22/18

    905,000        911,806   

Westpac Banking Corp.
2.600%, 11/23/20

    815,000        830,501   

4.875%, 11/19/19

    400,000        441,452   
   

 

 

 
      107,086,219   
   

 

 

 

Beverages—0.8%

   

Anheuser-Busch Cos. LLC
5.750%, 04/01/36

    60,000        71,825   

5.950%, 01/15/33

    100,000        120,420   

6.750%, 12/15/27

    65,000        86,286   

6.800%, 08/20/32

    420,000        538,392   

Anheuser-Busch InBev Finance, Inc.
1.900%, 02/01/19

    795,000        806,353   

2.625%, 01/17/23

    42,000        42,170   

2.650%, 02/01/21

    630,000        647,380   

3.300%, 02/01/23

    328,000        340,996   

3.650%, 02/01/26

    600,000        630,968   

4.700%, 02/01/36

    2,395,000        2,588,286   

4.900%, 02/01/46

    1,522,000        1,700,929   

Beverages—(Continued)

  

Anheuser-Busch InBev Worldwide, Inc.
2.500%, 07/15/22

    395,000      398,297   

5.375%, 01/15/20

    830,000        935,917   

6.375%, 01/15/40

    300,000        381,995   

8.000%, 11/15/39

    50,000        73,923   

Bottling Group LLC
5.125%, 01/15/19

    250,000        276,396   

Brown-Forman Corp.
1.000%, 01/15/18

    122,000        121,387   

4.500%, 07/15/45

    113,000        123,635   

Coca-Cola Co. (The)
1.875%, 10/27/20

    800,000        812,501   

7.375%, 07/29/93

    100,000        154,950   

Coca-Cola Refreshments USA, Inc.
7.000%, 05/15/98

    100,000        144,534   

8.000%, 09/15/22

    324,000        425,725   

Diageo Capital plc
4.828%, 07/15/20

    250,000        281,410   

4.850%, 05/15/18

    46,000        49,259   

Diageo Investment Corp.
2.875%, 05/11/22

    200,000        209,048   

7.450%, 04/15/35

    70,000        97,747   

Dr Pepper Snapple Group, Inc.
2.000%, 01/15/20

    92,000        91,763   

Heineken NV
4.000%, 10/01/42 (144A)

    575,000        560,891   

PepsiCo, Inc.
3.100%, 07/17/22

    741,000        790,758   

4.450%, 04/14/46

    94,000        104,805   

4.500%, 01/15/20

    276,000        307,266   

5.500%, 01/15/40

    150,000        184,225   

SABMiller plc
6.500%, 07/15/18 (144A)

    250,000        274,171   

6.625%, 08/15/33 (144A)

    150,000        189,189   
   

 

 

 
      14,563,797   
   

 

 

 

Biotechnology—0.4%

   

Amgen, Inc.
3.125%, 05/01/25

    210,000        212,749   

3.875%, 11/15/21

    575,000        623,218   

4.400%, 05/01/45

    450,000        459,303   

5.150%, 11/15/41

    75,000        82,766   

5.375%, 05/15/43

    158,000        179,932   

6.375%, 06/01/37

    500,000        621,458   

6.400%, 02/01/39

    100,000        125,086   

6.900%, 06/01/38

    100,000        130,153   

Biogen, Inc.
2.900%, 09/15/20

    207,000        213,034   

5.200%, 09/15/45

    265,000        293,936   

Celgene Corp.
2.300%, 08/15/18

    315,000        319,726   

2.875%, 08/15/20

    120,000        123,595   

3.250%, 08/15/22

    174,000        179,677   

3.875%, 08/15/25

    315,000        331,045   

4.000%, 08/15/23

    800,000        849,572   

5.000%, 08/15/45

    206,000        222,755   

 

MIST-129


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Biotechnology—(Continued)

  

Gilead Sciences, Inc.
3.250%, 09/01/22

    88,000      $ 92,987   

3.650%, 03/01/26

    540,000        573,822   

3.700%, 04/01/24

    500,000        536,468   

4.400%, 12/01/21

    125,000        139,639   

4.500%, 04/01/21

    100,000        111,744   

4.500%, 02/01/45

    175,000        185,362   

4.600%, 09/01/35

    268,000        290,862   

4.750%, 03/01/46

    395,000        432,364   

4.800%, 04/01/44

    60,000        65,708   
   

 

 

 
      7,396,961   
   

 

 

 

Building Materials—0.0%

   

CRH America, Inc.
3.875%, 05/18/25 (144A)

    334,000        347,881   

Masco Corp.
3.500%, 04/01/21

    170,000        171,275   

4.375%, 04/01/26

    205,000        208,713   
   

 

 

 
      727,869   
   

 

 

 

Chemicals—0.3%

   

Agrium, Inc.
3.375%, 03/15/25 (a)

    390,000        375,355   

CF Industries, Inc.
4.950%, 06/01/43

    65,000        56,572   

Dow Chemical Co. (The)
3.000%, 11/15/22

    54,000        55,225   

4.125%, 11/15/21

    55,000        59,913   

8.550%, 05/15/19

    45,000        53,528   

E.I. du Pont de Nemours & Co.
6.500%, 01/15/28

    40,000        49,050   

Ecolab, Inc.
1.450%, 12/08/17

    70,000        69,923   

4.350%, 12/08/21

    290,000        320,163   

LYB International Finance B.V.
4.875%, 03/15/44

    435,000        433,716   

Monsanto Co.
1.150%, 06/30/17

    325,000        324,358   

Mosaic Co. (The)
4.250%, 11/15/23

    177,000        184,987   

4.875%, 11/15/41

    100,000        93,937   

Mosaic Global Holdings, Inc.
7.300%, 01/15/28

    23,000        27,364   

7.375%, 08/01/18

    800,000        851,626   

Potash Corp. of Saskatchewan, Inc.
5.875%, 12/01/36

    400,000        458,434   

PPG Industries, Inc.
3.600%, 11/15/20

    155,000        162,284   

Praxair, Inc.
2.200%, 08/15/22

    30,000        30,005   

2.450%, 02/15/22

    300,000        307,478   

Union Carbide Corp.
7.500%, 06/01/25

    701,000        854,200   

7.750%, 10/01/96

    100,000        116,755   

7.875%, 04/01/23

    30,000        37,169   
   

 

 

 
      4,922,042   
   

 

 

 

Commercial Services—0.1%

   

California Institute of Technology
4.700%, 11/01/2111

    165,000      169,947   

ERAC USA Finance LLC
1.400%, 04/15/16 (144A)

    11,000        11,002   

3.300%, 10/15/22 (144A)

    100,000        101,660   

6.700%, 06/01/34 (144A)

    500,000        616,948   

Total System Services, Inc.
4.800%, 04/01/26

    45,000        46,433   

University of Pennsylvania
4.674%, 09/01/2112

    254,000        271,664   
   

 

 

 
      1,217,654   
   

 

 

 

Computers—0.4%

   

Apple, Inc.
0.869%, 05/03/18 (c)

    305,000        304,452   

2.150%, 02/09/22

    695,000        701,238   

2.250%, 02/23/21

    205,000        208,859   

2.400%, 05/03/23

    385,000        387,342   

2.700%, 05/13/22

    230,000        237,784   

2.850%, 05/06/21

    867,000        909,075   

3.250%, 02/23/26

    588,000        613,911   

3.450%, 02/09/45

    545,000        492,219   

3.850%, 05/04/43

    543,000        527,971   

4.375%, 05/13/45

    320,000        335,061   

4.500%, 02/23/36

    700,000        751,166   

4.650%, 02/23/46

    95,000        103,707   

HP Enterprise Services LLC
7.450%, 10/15/29

    138,000        157,440   

International Business Machines Corp.
1.875%, 05/15/19 (a)

    1,020,000        1,034,919   

2.250%, 02/19/21

    105,000        107,303   

3.625%, 02/12/24

    105,000        112,783   

7.625%, 10/15/18

    300,000        345,706   
   

 

 

 
      7,330,936   
   

 

 

 

Cosmetics/Personal Care—0.1%

   

Procter & Gamble Co. (The)
1.900%, 11/01/19

    288,000        296,270   

5.500%, 02/01/34

    117,000        145,830   

5.800%, 08/15/34

    300,000        392,061   

8.000%, 10/26/29

    160,000        238,693   
   

 

 

 
      1,072,854   
   

 

 

 

Distribution/Wholesale—0.0%

   

WW Grainger, Inc.
4.600%, 06/15/45

    157,000        175,602   
   

 

 

 

Diversified Financial Services—0.8%

   

AIG Global Funding
1.650%, 12/15/17 (144A)

    310,000        309,560   

Air Lease Corp.
2.625%, 09/04/18

    495,000        491,875   

American Express Co.
1.550%, 05/22/18

    158,000        157,446   

 

MIST-130


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Diversified Financial Services—(Continued)

  

American Express Co.
3.625%, 12/05/24

    475,000      $ 478,364   

7.000%, 03/19/18

    250,000        274,219   

BlackRock, Inc.
3.375%, 06/01/22

    55,000        58,654   

3.500%, 03/18/24 (a)

    45,000        47,698   

6.250%, 09/15/17

    250,000        268,429   

Blackstone Holdings Finance Co. LLC
4.450%, 07/15/45 (144A)

    66,000        62,321   

5.875%, 03/15/21 (144A)

    250,000        289,683   

Capital One Bank USA N.A.
2.250%, 02/13/19

    435,000        433,922   

3.375%, 02/15/23

    1,485,000        1,496,387   

Charles Schwab Corp. (The)
4.450%, 07/22/20

    400,000        441,565   

China Overseas Finance Investment Cayman V, Ltd.
Zero Coupon, 01/05/23

    1,800,000        1,795,500   

CME Group, Inc.
3.000%, 09/15/22

    300,000        311,113   

GE Capital International Funding Co.
2.342%, 11/15/20 (144A)

    1,656,000        1,696,473   

4.418%, 11/15/35 (144A)

    987,000        1,072,270   

HSBC Finance Corp.
1.065%, 06/01/16 (c)

    100,000        99,973   

Intercontinental Exchange, Inc.
4.000%, 10/15/23

    118,000        123,277   

Invesco Finance plc
3.750%, 01/15/26

    97,000        101,081   

5.375%, 11/30/43

    75,000        84,488   

Jefferies Group LLC
5.125%, 04/13/18

    75,000        77,770   

6.875%, 04/15/21

    375,000        423,412   

Legg Mason, Inc.
4.750%, 03/15/26

    39,000        39,543   

National Rural Utilities Cooperative Finance Corp.
2.300%, 11/01/20

    185,000        188,344   

2.700%, 02/15/23

    285,000        289,474   

2.850%, 01/27/25

    340,000        346,131   

8.000%, 03/01/32

    400,000        571,321   

10.375%, 11/01/18

    40,000        48,780   

Synchrony Financial
2.700%, 02/03/20

    125,000        123,863   

3.750%, 08/15/21

    1,067,000        1,095,304   

4.250%, 08/15/24

    155,000        157,615   

Visa, Inc.
2.800%, 12/14/22

    265,000        276,361   

3.150%, 12/14/25

    235,000        245,311   

4.150%, 12/14/35

    300,000        322,383   

4.300%, 12/14/45

    465,000        508,714   
   

 

 

 
      14,808,624   
   

 

 

 

Electric—2.0%

   

Alabama Power Co.
3.750%, 03/01/45

    235,000        230,365   

Electric—(Continued)

  

Alabama Power Co.
4.150%, 08/15/44

    35,000      36,486   

5.500%, 10/15/17

    147,000        155,428   

5.700%, 02/15/33

    150,000        178,748   

American Electric Power Co., Inc.
1.650%, 12/15/17

    119,000        118,284   

Appalachian Power Co.
5.800%, 10/01/35

    150,000        171,274   

Arizona Public Service Co.
8.750%, 03/01/19

    165,000        195,660   

Atlantic City Electric Co.
7.750%, 11/15/18

    135,000        155,441   

Baltimore Gas & Electric Co.
2.800%, 08/15/22

    143,000        146,162   

3.350%, 07/01/23

    460,000        480,773   

Berkshire Hathaway Energy Co.
3.500%, 02/01/25

    1,200,000        1,266,718   

4.500%, 02/01/45

    195,000        207,598   

CenterPoint Energy Houston Electric LLC
5.600%, 07/01/23

    381,000        436,044   

6.950%, 03/15/33

    100,000        135,864   

Cleveland Electric Illuminating Co. (The)
5.500%, 08/15/24

    187,000        215,567   

7.880%, 11/01/17

    315,000        344,234   

CMS Energy Corp.
3.875%, 03/01/24

    138,000        145,954   

Commonwealth Edison Co.
4.350%, 11/15/45

    380,000        415,657   

4.600%, 08/15/43

    250,000        278,291   

5.875%, 02/01/33

    150,000        183,132   

6.450%, 01/15/38

    175,000        234,617   

Consolidated Edison Co. of New York, Inc.
3.950%, 03/01/43

    300,000        299,517   

4.500%, 12/01/45

    560,000        610,718   

5.700%, 12/01/36

    300,000        364,421   

5.850%, 04/01/18

    180,000        194,613   

Consumers Energy Co.
3.125%, 08/31/24

    300,000        310,696   

3.950%, 05/15/43

    200,000        205,586   

5.650%, 04/15/20

    350,000        398,744   

Dominion Resources, Inc.
3.625%, 12/01/24

    260,000        263,800   

3.900%, 10/01/25

    375,000        385,684   

4.104%, 04/01/21

    325,000        332,335   

4.450%, 03/15/21

    411,000        444,381   

4.700%, 12/01/44

    365,000        366,171   

5.250%, 08/01/33

    400,000        422,470   

DTE Electric Co.
3.375%, 03/01/25

    250,000        266,777   

5.450%, 02/15/35

    30,000        35,710   

5.700%, 10/01/37

    250,000        311,497   

DTE Energy Co.
3.850%, 12/01/23

    137,000        144,211   

Duke Energy Carolinas LLC
3.875%, 03/15/46

    190,000        193,484   

4.300%, 06/15/20

    538,000        594,664   

 

MIST-131


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Electric—(Continued)

  

Duke Energy Carolinas LLC

   

6.000%, 12/01/28

    200,000      $ 250,007   

6.000%, 01/15/38

    60,000        77,469   

Duke Energy Corp.
1.009%, 04/03/17 (c)

    108,000        107,276   

3.050%, 08/15/22

    415,000        418,924   

3.750%, 04/15/24

    1,055,000        1,102,996   

6.250%, 06/15/18

    375,000        409,189   

Duke Energy Progress LLC
4.150%, 12/01/44

    305,000        320,300   

6.125%, 09/15/33

    500,000        634,514   

Edison International
2.950%, 03/15/23

    425,000        428,845   

Electricite de France S.A.
2.150%, 01/22/19 (144A)

    240,000        242,783   

4.875%, 01/22/44 (144A)

    165,000        165,217   

Entergy Arkansas, Inc.
3.050%, 06/01/23

    311,000        320,204   

3.500%, 04/01/26 (a)

    60,000        64,111   

Entergy Corp.
4.000%, 07/15/22

    270,000        286,315   

Exelon Corp.
1.550%, 06/09/17

    305,000        304,514   

Exelon Generation Co. LLC
2.950%, 01/15/20

    260,000        261,674   

Florida Power & Light Co.
3.125%, 12/01/25

    695,000        730,414   

4.050%, 10/01/44

    190,000        202,971   

4.950%, 06/01/35

    300,000        351,304   

5.625%, 04/01/34

    110,000        137,807   

Georgia Power Co.
3.250%, 04/01/26

    180,000        184,442   

5.400%, 06/01/40

    120,000        137,811   

Indiana Michigan Power Co.
3.200%, 03/15/23

    250,000        252,771   

4.550%, 03/15/46

    240,000        246,953   

ITC Holdings Corp.
3.650%, 06/15/24

    285,000        285,282   

Jersey Central Power & Light Co.
4.300%, 01/15/26 (144A)

    505,000        526,309   

6.150%, 06/01/37

    100,000        113,874   

Kansas City Power & Light Co.
3.150%, 03/15/23

    100,000        100,566   

6.375%, 03/01/18

    150,000        162,684   

7.150%, 04/01/19

    250,000        287,637   

Kentucky Utilities Co.
3.300%, 10/01/25

    340,000        357,083   

4.375%, 10/01/45

    135,000        144,154   

Louisville Gas & Electric Co.
4.375%, 10/01/45

    65,000        70,890   

5.125%, 11/15/40

    125,000        147,516   

Metropolitan Edison Co.
3.500%, 03/15/23 (144A)

    220,000        222,841   

4.000%, 04/15/25 (144A)

    230,000        235,322   

MidAmerican Energy Co.
3.700%, 09/15/23

    300,000        321,813   

Electric—(Continued)

  

Mississippi Power Co.
4.250%, 03/15/42

    101,000      80,613   

Nevada Power Co.
6.500%, 08/01/18

    425,000        471,199   

6.650%, 04/01/36

    150,000        194,409   

NextEra Energy Capital Holdings, Inc.
2.400%, 09/15/19

    159,000        158,519   

Niagara Mohawk Power Corp.
4.278%, 10/01/34 (144A)

    264,000        272,485   

Nisource Finance Corp.
4.800%, 02/15/44

    455,000        479,951   

5.450%, 09/15/20

    1,075,000        1,200,409   

6.250%, 12/15/40

    75,000        94,541   

6.800%, 01/15/19

    227,000        253,786   

Northern States Power Co.
2.150%, 08/15/22

    500,000        499,221   

Oglethorpe Power Corp.
4.550%, 06/01/44

    60,000        59,691   

5.375%, 11/01/40

    115,000        131,101   

Oklahoma Gas & Electric Co.
4.550%, 03/15/44

    170,000        185,434   

Oncor Electric Delivery Co. LLC
2.150%, 06/01/19

    240,000        241,974   

2.950%, 04/01/25

    30,000        29,644   

Pacific Gas & Electric Co.
2.450%, 08/15/22

    91,000        90,324   

2.950%, 03/01/26 (a)

    105,000        106,068   

3.250%, 06/15/23

    300,000        310,762   

3.400%, 08/15/24

    595,000        620,766   

3.500%, 06/15/25

    305,000        322,487   

4.250%, 03/15/46

    205,000        217,765   

4.300%, 03/15/45

    195,000        210,005   

4.750%, 02/15/44

    140,000        159,333   

5.800%, 03/01/37

    255,000        316,893   

6.050%, 03/01/34

    250,000        318,784   

PacifiCorp
2.950%, 02/01/22

    570,000        593,490   

5.500%, 01/15/19

    65,000        71,610   

5.900%, 08/15/34

    15,000        18,105   

6.100%, 08/01/36

    116,000        150,101   

6.250%, 10/15/37

    260,000        339,577   

7.700%, 11/15/31

    40,000        57,728   

Peco Energy Co.
2.375%, 09/15/22

    250,000        252,308   

5.350%, 03/01/18

    530,000        567,504   

PPL Capital Funding, Inc.
6.700%, 03/30/67 (c)

    305,000        231,800   

PPL Electric Utilities Corp.
2.500%, 09/01/22

    86,000        87,701   

4.750%, 07/15/43

    42,000        47,637   

Progress Energy, Inc.
7.000%, 10/30/31

    325,000        412,626   

PSEG Power LLC
4.150%, 09/15/21

    110,000        115,001   

4.300%, 11/15/23

    74,000        75,296   

5.320%, 09/15/16 (a)

    45,000        45,816   

 

MIST-132


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Electric—(Continued)

  

Public Service Co. of Colorado
2.250%, 09/15/22

    47,000      $ 47,119   

3.950%, 03/15/43

    200,000        207,654   

5.125%, 06/01/19

    150,000        165,862   

5.800%, 08/01/18

    130,000        142,277   

Public Service Co. of New Hampshire
3.500%, 11/01/23

    55,000        58,146   

6.000%, 05/01/18

    410,000        446,290   

Public Service Co. of Oklahoma
5.150%, 12/01/19

    50,000        54,663   

6.625%, 11/15/37

    100,000        124,960   

Public Service Electric & Gas Co.
3.650%, 09/01/42

    56,000        55,460   

3.800%, 03/01/46

    240,000        245,030   

Puget Sound Energy, Inc.
6.974%, 06/01/67 (c)

    450,000        343,408   

San Diego Gas & Electric Co.
5.350%, 05/15/35

    100,000        119,970   

6.000%, 06/01/26

    100,000        125,207   

Sierra Pacific Power Co.
6.750%, 07/01/37

    150,000        200,768   

South Carolina Electric & Gas Co.
4.500%, 06/01/64

    19,000        18,885   

Southern California Edison Co.
2.400%, 02/01/22

    715,000        721,877   

3.500%, 10/01/23

    239,000        255,734   

3.600%, 02/01/45

    180,000        172,732   

4.650%, 10/01/43

    200,000        226,925   

Southern Power Co.
1.850%, 12/01/17

    173,000        174,269   

5.150%, 09/15/41

    435,000        432,567   

5.250%, 07/15/43

    140,000        136,349   

Southwestern Electric Power Co.
3.900%, 04/01/45

    340,000        311,656   

TECO Finance, Inc.
6.572%, 11/01/17

    150,000        160,335   

Toledo Edison Co. (The)
6.150%, 05/15/37

    250,000        289,497   

7.250%, 05/01/20

    15,000        17,429   

Trans-Allegheny Interstate Line Co.
3.850%, 06/01/25 (144A)

    300,000        309,934   

Virginia Electric & Power Co.
1.200%, 01/15/18

    33,000        32,879   

3.450%, 02/15/24

    122,000        127,860   

Xcel Energy, Inc.
0.750%, 05/09/16

    95,000        94,987   

3.300%, 06/01/25

    215,000        220,482   

4.700%, 05/15/20

    245,000        268,817   
   

 

 

 
      38,895,050   
   

 

 

 

Electrical Components & Equipment—0.0%

   

Emerson Electric Co.
5.250%, 10/15/18

    375,000        412,653   

6.000%, 08/15/32

    70,000        86,378   
   

 

 

 
      499,031   
   

 

 

 

Electronics—0.1%

   

Arrow Electronics, Inc.
3.000%, 03/01/18

    26,000      26,318   

7.500%, 01/15/27

    661,000        792,808   

Honeywell International, Inc.
5.300%, 03/15/17

    105,000        109,388   

Koninklijke Philips NV
3.750%, 03/15/22

    100,000        105,415   

6.875%, 03/11/38

    100,000        118,647   
   

 

 

 
      1,152,576   
   

 

 

 

Engineering & Construction—0.0%

   

ABB Finance USA, Inc.
2.875%, 05/08/22

    100,000        102,925   
   

 

 

 

Environmental Control—0.1%

   

Republic Services, Inc.
5.500%, 09/15/19

    600,000        666,189   

6.086%, 03/15/35

    230,000        266,677   

Waste Management, Inc.
2.900%, 09/15/22

    354,000        360,833   

3.900%, 03/01/35

    42,000        40,769   
   

 

 

 
      1,334,468   
   

 

 

 

Food—0.3%

   

ConAgra Foods, Inc.
2.100%, 03/15/18

    21,000        21,044   

3.250%, 09/15/22

    200,000        203,772   

7.125%, 10/01/26

    19,000        23,388   

General Mills, Inc.
3.150%, 12/15/21

    244,000        255,056   

5.650%, 02/15/19

    500,000        555,776   

Kellogg Co.
4.000%, 12/15/20

    64,000        69,393   

7.450%, 04/01/31

    500,000        652,891   

Kraft Heinz Foods Co.
2.800%, 07/02/20 (144A)

    305,000        313,278   

3.950%, 07/15/25 (144A)

    523,000        556,492   

5.000%, 06/04/42

    130,000        141,511   

5.200%, 07/15/45 (144A)

    749,000        838,048   

6.125%, 08/23/18

    590,000        650,299   

6.875%, 01/26/39

    300,000        383,265   

Kroger Co. (The)
2.300%, 01/15/19

    70,000        71,592   

5.150%, 08/01/43

    175,000        202,909   

6.400%, 08/15/17

    100,000        106,875   

7.700%, 06/01/29

    110,000        147,311   

8.000%, 09/15/29

    400,000        545,133   

Mondelez International, Inc.
4.000%, 02/01/24

    220,000        236,203   

Sysco Corp.
1.900%, 04/01/19

    170,000        171,041   

2.500%, 07/15/21

    155,000        156,801   

3.750%, 10/01/25

    83,000        87,293   

4.850%, 10/01/45

    73,000        78,121   

 

MIST-133


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Food—(Continued)

  

Tyson Foods, Inc.
2.650%, 08/15/19

    96,000      $ 98,455   

4.875%, 08/15/34

    250,000        268,861   
   

 

 

 
      6,834,808   
   

 

 

 

Forest Products & Paper—0.0%

   

International Paper Co.
3.800%, 01/15/26

    565,000        576,128   
   

 

 

 

Gas—0.2%

   

AGL Capital Corp.
5.875%, 03/15/41

    147,000        168,148   

6.000%, 10/01/34

    250,000        284,857   

6.375%, 07/15/16

    450,000        456,350   

Atmos Energy Corp.
6.350%, 06/15/17 (a)

    355,000        374,774   

8.500%, 03/15/19

    350,000        414,560   

CenterPoint Energy Resources Corp.
5.850%, 01/15/41

    246,000        272,880   

Dominion Gas Holdings LLC
2.500%, 12/15/19

    160,000        162,418   

2.800%, 11/15/20

    433,000        442,112   

4.800%, 11/01/43

    765,000        765,831   

Sempra Energy
2.400%, 03/15/20

    120,000        120,428   

2.875%, 10/01/22

    580,000        573,300   

6.500%, 06/01/16

    350,000        352,734   

9.800%, 02/15/19

    200,000        240,572   
   

 

 

 
      4,628,964   
   

 

 

 

Healthcare-Products—0.4%

   

Abbott Laboratories
5.125%, 04/01/19

    158,000        173,684   

Becton Dickinson & Co.
2.675%, 12/15/19

    386,000        395,456   

3.734%, 12/15/24

    165,000        175,660   

4.685%, 12/15/44

    300,000        324,048   

C.R. Bard, Inc.
1.375%, 01/15/18

    250,000        250,359   

Covidien International Finance S.A.
6.000%, 10/15/17

    200,000        214,588   

Medtronic, Inc.
3.150%, 03/15/22

    2,225,000        2,359,864   

3.500%, 03/15/25

    335,000        357,559   

4.375%, 03/15/35

    375,000        405,985   

4.625%, 03/15/45

    400,000        447,687   

Stryker Corp.
3.500%, 03/15/26

    90,000        93,270   

4.625%, 03/15/46

    235,000        250,965   

Thermo Fisher Scientific, Inc.
1.850%, 01/15/18

    780,000        784,328   

3.150%, 01/15/23

    52,000        51,728   

3.600%, 08/15/21

    176,000        182,112   

4.150%, 02/01/24

    651,000        686,260   

Healthcare-Products—(Continued)

  

Zimmer Biomet Holdings, Inc.
2.000%, 04/01/18

    525,000      526,247   
   

 

 

 
      7,679,800   
   

 

 

 

Healthcare-Services—0.4%

   

Aetna, Inc.
3.500%, 11/15/24

    250,000        255,041   

4.125%, 06/01/21

    916,000        992,979   

Anthem, Inc.
2.300%, 07/15/18

    510,000        515,803   

3.125%, 05/15/22

    100,000        100,529   

3.300%, 01/15/23

    35,000        35,385   

3.500%, 08/15/24

    165,000        166,993   

5.100%, 01/15/44

    460,000        485,149   

5.950%, 12/15/34

    700,000        806,818   

Cigna Corp.
4.000%, 02/15/22

    240,000        254,761   

5.125%, 06/15/20

    330,000        365,860   

Howard Hughes Medical Institute
3.500%, 09/01/23

    200,000        213,978   

Laboratory Corp. of America Holdings
3.200%, 02/01/22

    215,000        217,957   

Mayo Clinic
4.128%, 11/15/52

    78,000        81,001   

Roche Holdings, Inc.
2.250%, 09/30/19 (144A)

    300,000        309,147   

UnitedHealth Group, Inc.
2.700%, 07/15/20

    130,000        135,043   

2.750%, 02/15/23

    46,000        46,837   

2.875%, 03/15/22

    400,000        414,441   

2.875%, 03/15/23

    300,000        307,993   

3.100%, 03/15/26

    475,000        485,919   

3.750%, 07/15/25

    205,000        220,884   

3.950%, 10/15/42

    250,000        251,523   

4.625%, 07/15/35

    155,000        173,039   

4.700%, 02/15/21

    64,000        72,385   

4.750%, 07/15/45

    35,000        40,134   

5.800%, 03/15/36

    225,000        286,085   

6.625%, 11/15/37

    175,000        241,159   
   

 

 

 
      7,476,843   
   

 

 

 

Holding Companies-Diversified—0.0%

  

 

Hutchison Whampoa International, Ltd.
2.000%, 11/08/17 (144A)

    200,000        200,940   

MUFG Americas Holdings Corp.
3.000%, 02/10/25

    145,000        141,675   
   

 

 

 
      342,615   
   

 

 

 

Home Furnishings—0.0%

   

Samsung Electronics America, Inc.
1.750%, 04/10/17 (144A)

    245,000        244,760   
   

 

 

 

 

MIST-134


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Household Products/Wares—0.0%

   

Kimberly-Clark Corp.
5.300%, 03/01/41

    225,000      $ 278,510   

6.125%, 08/01/17

    98,000        104,709   
   

 

 

 
      383,219   
   

 

 

 

Housewares—0.0%

   

Newell Rubbermaid, Inc.
5.500%, 04/01/46

    195,000        211,847   
   

 

 

 

Insurance—0.9%

   

AIG SunAmerica Global Financing X
6.900%, 03/15/32 (144A)

    335,000        415,866   

Allstate Corp. (The)
3.150%, 06/15/23

    173,000        177,857   

American International Group, Inc.
3.300%, 03/01/21

    250,000        255,597   

3.875%, 01/15/35

    75,000        66,995   

4.500%, 07/16/44

    335,000        315,948   

4.700%, 07/10/35

    150,000        149,056   

4.800%, 07/10/45

    625,000        616,867   

Aon Corp.
3.125%, 05/27/16

    100,000        100,345   

5.000%, 09/30/20

    200,000        221,214   

Berkshire Hathaway Finance Corp.
1.300%, 05/15/18

    129,000        129,521   

3.000%, 05/15/22

    400,000        416,856   

4.300%, 05/15/43

    285,000        301,434   

Berkshire Hathaway, Inc.
2.200%, 03/15/21

    95,000        97,017   

2.750%, 03/15/23

    400,000        407,938   

3.125%, 03/15/26

    405,000        415,265   

Chubb INA Holdings, Inc.
2.300%, 11/03/20

    200,000        203,330   

2.700%, 03/13/23

    200,000        202,106   

2.875%, 11/03/22

    110,000        113,510   

4.350%, 11/03/45

    190,000        207,064   

5.800%, 03/15/18

    401,000        433,673   

CNA Financial Corp.
7.250%, 11/15/23

    153,000        180,523   

7.350%, 11/15/19

    245,000        282,810   

Liberty Mutual Group, Inc.
5.000%, 06/01/21 (144A)

    220,000        238,552   

Liberty Mutual Insurance Co.
8.500%, 05/15/25 (144A)

    500,000        630,858   

Lincoln National Corp.
6.250%, 02/15/20

    375,000        418,971   

Massachusetts Mutual Life Insurance Co.
8.875%, 06/01/39 (144A)

    401,000        581,320   

MassMutual Global Funding II
2.000%, 04/05/17 (144A)

    250,000        252,476   

Nationwide Mutual Insurance Co.
7.875%, 04/01/33 (144A)

    200,000        262,210   

8.250%, 12/01/31 (144A)

    135,000        186,113   

9.375%, 08/15/39 (144A)

    138,000        203,450   

Insurance—(Continued)

  

New York Life Global Funding
1.550%, 11/02/18 (144A)

    485,000      486,101   

2.150%, 06/18/19 (144A)

    365,000        371,316   

2.450%, 07/14/16 (144A)

    150,000        150,732   

New York Life Insurance Co.
5.875%, 05/15/33 (144A)

    400,000        478,674   

Pacific Life Insurance Co.
9.250%, 06/15/39 (144A)

    200,000        288,604   

Pricoa Global Funding I
1.600%, 05/29/18 (144A)

    617,000        614,969   

2.200%, 05/16/19 (144A)

    280,000        281,183   

2.550%, 11/24/20 (144A)

    280,000        283,429   

Principal Financial Group, Inc.
6.050%, 10/15/36

    100,000        118,572   

Principal Life Global Funding II
1.006%, 05/27/16 (144A) (c)

    500,000        500,347   

2.625%, 11/19/20 (144A)

    440,000        446,064   

Prudential Financial, Inc.
3.500%, 05/15/24

    550,000        559,021   

5.100%, 08/15/43

    200,000        208,608   

5.200%, 03/15/44 (c)

    445,000        428,949   

Prudential Insurance Co. of America (The)
8.300%, 07/01/25 (144A)

    800,000        1,032,838   

Reliance Standard Life Global Funding II
2.375%, 05/04/20 (144A)

    475,000        471,298   

Swiss Re Treasury U.S. Corp.
4.250%, 12/06/42 (144A)

    120,000        118,245   

Teachers Insurance & Annuity Association of America
4.900%, 09/15/44 (144A)

    136,000        145,731   

Travelers Cos., Inc. (The)
3.900%, 11/01/20

    25,000        27,198   

6.750%, 06/20/36

    175,000        233,433   

Travelers Property Casualty Corp.
6.375%, 03/15/33

    100,000        130,277   

Voya Financial, Inc.
2.900%, 02/15/18

    565,000        573,704   
   

 

 

 
      16,434,035   
   

 

 

 

Internet—0.1%

   

Amazon.com, Inc.
2.600%, 12/05/19

    267,000        277,769   

3.800%, 12/05/24

    790,000        865,553   

4.800%, 12/05/34

    189,000        212,298   

eBay, Inc.
2.600%, 07/15/22

    645,000        619,971   
   

 

 

 
      1,975,591   
   

 

 

 

Iron/Steel—0.1%

   

Nucor Corp.
4.000%, 08/01/23

    90,000        93,802   

5.200%, 08/01/43

    403,000        410,095   

5.850%, 06/01/18

    550,000        592,027   
   

 

 

 
      1,095,924   
   

 

 

 

 

MIST-135


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Machinery-Construction & Mining—0.1%

  

Caterpillar Financial Services Corp.
1.700%, 06/16/18

    760,000      $ 766,077   

2.500%, 11/13/20

    315,000        323,890   

7.050%, 10/01/18

    155,000        175,785   

Caterpillar, Inc.
5.300%, 09/15/35

    400,000        464,529   

7.300%, 05/01/31

    584,000        770,203   
   

 

 

 
      2,500,484   
   

 

 

 

Machinery-Diversified—0.2%

   

Deere & Co.
5.375%, 10/16/29

    1,175,000        1,415,607   

8.100%, 05/15/30

    61,000        89,398   

John Deere Capital Corp.
1.200%, 10/10/17

    59,000        58,997   

1.700%, 01/15/20

    43,000        42,896   

2.375%, 07/14/20

    180,000        183,536   

2.450%, 09/11/20

    205,000        209,879   

2.800%, 03/04/21

    210,000        216,915   

2.800%, 01/27/23

    122,000        123,631   

2.800%, 03/06/23

    800,000        813,214   

Roper Technologies, Inc.
3.000%, 12/15/20

    83,000        84,803   
   

 

 

 
      3,238,876   
   

 

 

 

Media—0.9%

   

21st Century Fox America, Inc.
4.750%, 09/15/44

    265,000        274,314   

4.950%, 10/15/45

    45,000        48,111   

5.400%, 10/01/43

    340,000        374,724   

7.125%, 04/08/28

    220,000        282,928   

7.250%, 05/18/18

    265,000        294,007   

7.280%, 06/30/28

    400,000        506,372   

7.300%, 04/30/28

    218,000        286,181   

7.625%, 11/30/28

    100,000        135,638   

CBS Corp.
2.300%, 08/15/19

    500,000        505,168   

3.700%, 08/15/24

    265,000        272,994   

4.000%, 01/15/26

    167,000        174,432   

CCO Safari LLC
3.579%, 07/23/20 (144A)

    170,000        173,712   

4.464%, 07/23/22 (144A)

    757,000        791,268   

4.908%, 07/23/25 (144A)

    215,000        226,785   

6.384%, 10/23/35 (144A)

    165,000        182,153   

6.484%, 10/23/45 (144A)

    505,000        561,927   

Comcast Corp.
3.150%, 03/01/26

    275,000        286,319   

4.250%, 01/15/33

    303,000        322,692   

4.500%, 01/15/43

    135,000        148,084   

4.600%, 08/15/45

    445,000        493,689   

4.750%, 03/01/44

    450,000        507,587   

5.875%, 02/15/18

    100,000        108,632   

6.500%, 11/15/35

    185,000        248,582   

7.050%, 03/15/33

    187,000        257,507   

Media—(Continued)

  

COX Communications, Inc.
6.450%, 12/01/36 (144A)

    500,000      482,692   

Discovery Communications LLC
4.375%, 06/15/21

    525,000        550,308   

Grupo Televisa S.A.B.
8.500%, 03/11/32

    100,000        128,281   

Historic TW, Inc.
6.875%, 06/15/18

    100,000        111,095   

NBCUniversal Media LLC
4.375%, 04/01/21

    320,000        357,825   

4.450%, 01/15/43

    145,000        156,174   

5.950%, 04/01/41

    300,000        383,561   

TCI Communications, Inc.
7.875%, 02/15/26

    996,000        1,364,469   

Thomson Reuters Corp.
3.950%, 09/30/21

    500,000        526,312   

Time Warner Cable, Inc.
5.000%, 02/01/20

    585,000        634,999   

5.500%, 09/01/41

    570,000        565,275   

Time Warner Cos., Inc.
7.570%, 02/01/24

    50,000        62,904   

Time Warner Entertainment Co. L.P.
8.375%, 07/15/33

    715,000        908,312   

Time Warner, Inc.
3.600%, 07/15/25

    125,000        128,306   

4.050%, 12/15/23 (a)

    286,000        308,402   

4.650%, 06/01/44

    130,000        127,141   

4.750%, 03/29/21

    500,000        551,397   

4.850%, 07/15/45

    575,000        584,931   

5.350%, 12/15/43

    90,000        95,778   

6.500%, 11/15/36

    250,000        290,016   

7.625%, 04/15/31

    350,000        446,756   

Viacom, Inc.
3.250%, 03/15/23

    44,000        42,574   

4.375%, 03/15/43

    569,000        439,857   

6.125%, 10/05/17

    400,000        423,381   

6.875%, 04/30/36

    375,000        392,426   

Walt Disney Co. (The)
3.000%, 02/13/26

    300,000        317,194   

3.700%, 12/01/42

    265,000        265,877   

7.000%, 03/01/32

    55,000        77,721   
   

 

 

 
      18,187,770   
   

 

 

 

Metal Fabricate/Hardware—0.0%

   

Precision Castparts Corp.
2.500%, 01/15/23

    300,000        301,500   

4.200%, 06/15/35

    60,000        62,482   
   

 

 

 
      363,982   
   

 

 

 

Mining—0.2%

   

BHP Billiton Finance USA, Ltd.
2.050%, 09/30/18

    137,000        138,304   

2.875%, 02/24/22

    400,000        401,356   

3.250%, 11/21/21

    500,000        514,275   

4.125%, 02/24/42

    185,000        169,219   

5.400%, 03/29/17

    450,000        466,830   

 

MIST-136


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Mining—(Continued)

  

Freeport Minerals Corp.
9.500%, 06/01/31

    500,000      $ 430,000   

Freeport-McMoRan, Inc.
3.875%, 03/15/23

    882,000        597,555   

Glencore Finance Canada, Ltd.
5.550%, 10/25/42 (144A)

    135,000        103,950   

Glencore Funding LLC
4.000%, 04/16/25 (144A)

    90,000        70,594   

Rio Tinto Finance USA plc
2.875%, 08/21/22 (a)

    200,000        194,629   

Rio Tinto Finance USA, Ltd.
3.750%, 06/15/25 (a)

    350,000        341,101   

7.125%, 07/15/28

    280,000        330,350   

Teck Resources, Ltd.
3.750%, 02/01/23

    128,000        84,401   

6.250%, 07/15/41

    290,000        166,750   
   

 

 

 
      4,009,314   
   

 

 

 

Miscellaneous Manufacturing—0.4%

   

Eaton Corp.
5.800%, 03/15/37

    375,000        419,007   

7.650%, 11/15/29

    100,000        136,287   

General Electric Co.
1.600%, 11/20/17

    350,000        353,382   

2.100%, 12/11/19

    35,000        35,831   

2.700%, 10/09/22

    148,000        153,925   

3.375%, 03/11/24

    218,000        234,023   

4.125%, 10/09/42

    380,000        400,748   

4.375%, 09/16/20

    149,000        166,187   

4.500%, 03/11/44

    1,095,000        1,222,296   

5.000%, 01/21/21 (c)

    236,000        243,080   

5.500%, 01/08/20

    430,000        493,234   

6.750%, 03/15/32

    287,000        390,435   

Honeywell, Inc.
6.625%, 06/15/28

    250,000        328,858   

Illinois Tool Works, Inc.
3.900%, 09/01/42

    200,000        202,143   

6.250%, 04/01/19

    172,000        195,166   

Ingersoll-Rand Co.
6.443%, 11/15/27

    300,000        370,817   

Ingersoll-Rand Global Holding Co., Ltd.
4.250%, 06/15/23

    135,000        145,550   

6.875%, 08/15/18

    272,000        301,189   

Parker-Hannifin Corp.
3.300%, 11/21/24

    114,000        119,927   

6.550%, 07/15/18

    500,000        552,614   

Pentair Finance S.A.
4.650%, 09/15/25

    137,000        140,821   

Siemens Financieringsmaatschappij NV
5.750%, 10/17/16 (144A)

    230,000        236,118   

Textron, Inc.
3.875%, 03/01/25

    105,000        105,832   

Tyco International Finance S.A.
3.900%, 02/14/26

    128,000        132,832   
   

 

 

 
      7,080,302   
   

 

 

 

Oil & Gas—1.4%

   

Alberta Energy Co., Ltd.
7.375%, 11/01/31

    500,000      440,575   

Anadarko Petroleum Corp.
5.950%, 09/15/16

    280,000        284,861   

Apache Corp.
3.250%, 04/15/22

    300,000        288,644   

5.100%, 09/01/40

    300,000        272,203   

6.000%, 01/15/37

    150,000        149,265   

BP Capital Markets plc
1.375%, 11/06/17

    40,000        39,871   

2.241%, 09/26/18

    650,000        658,254   

2.750%, 05/10/23

    335,000        328,574   

3.062%, 03/17/22

    285,000        290,457   

3.245%, 05/06/22

    940,000        967,382   

3.814%, 02/10/24

    500,000        519,833   

Burlington Resources Finance Co.
7.400%, 12/01/31

    300,000        339,512   

Canadian Natural Resources, Ltd.
1.750%, 01/15/18

    188,000        183,320   

3.800%, 04/15/24

    111,000        99,670   

5.850%, 02/01/35

    405,000        348,620   

7.200%, 01/15/32

    200,000        192,998   

Canadian Oil Sands, Ltd.
6.000%, 04/01/42 (144A)

    55,000        42,952   

Cenovus Energy, Inc.
3.000%, 08/15/22

    50,000        44,455   

3.800%, 09/15/23

    500,000        449,302   

5.700%, 10/15/19 (a)

    325,000        326,143   

Chevron Corp.
1.344%, 11/09/17

    995,000        1,000,674   

1.365%, 03/02/18

    250,000        250,890   

2.355%, 12/05/22

    330,000        329,774   

2.419%, 11/17/20

    400,000        410,966   

ConocoPhillips
3.350%, 05/15/25 (a)

    50,000        47,825   

5.900%, 10/15/32

    250,000        253,897   

6.000%, 01/15/20

    325,000        361,400   

ConocoPhillips Holding Co.
6.950%, 04/15/29

    225,000        253,091   

Devon Energy Corp.
3.250%, 05/15/22

    130,000        109,459   

5.000%, 06/15/45 (a)

    435,000        324,670   

7.950%, 04/15/32

    235,000        238,994   

Devon Financing Co. LLC
7.875%, 09/30/31

    250,000        245,144   

Diamond Offshore Drilling, Inc.
4.875%, 11/01/43

    228,000        150,112   

Ensco plc
4.700%, 03/15/21 (a)

    438,000        305,667   

5.200%, 03/15/25

    105,000        58,800   

EOG Resources, Inc.
2.625%, 03/15/23 (a)

    73,000        69,174   

5.100%, 01/15/36

    431,000        444,770   

5.875%, 09/15/17

    50,000        52,943   

6.875%, 10/01/18

    120,000        132,654   

 

MIST-137


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Oil & Gas—(Continued)

  

Exxon Mobil Corp.
2.726%, 03/01/23

    1,060,000      $ 1,078,065   

3.043%, 03/01/26

    208,000        212,880   

3.567%, 03/06/45

    149,000        144,876   

4.114%, 03/01/46

    110,000        116,633   

Hess Corp.
7.875%, 10/01/29

    175,000        190,306   

Kerr-McGee Corp.
7.875%, 09/15/31

    1,000,000        1,092,441   

Marathon Oil Corp.
6.800%, 03/15/32

    727,000        645,097   

Marathon Petroleum Corp.
3.625%, 09/15/24

    241,000        220,376   

Nabors Industries, Inc.
2.350%, 09/15/16

    200,000        199,220   

4.625%, 09/15/21

    115,000        97,578   

5.000%, 09/15/20

    110,000        95,067   

Noble Energy, Inc.
3.900%, 11/15/24

    122,000        114,836   

5.050%, 11/15/44

    107,000        91,132   

5.250%, 11/15/43

    370,000        318,638   

6.000%, 03/01/41

    215,000        200,474   

Noble Holding International, Ltd.
5.250%, 03/15/42

    250,000        124,414   

6.050%, 03/01/41

    500,000        245,000   

7.950%, 04/01/45

    218,000        122,298   

Occidental Petroleum Corp.
1.750%, 02/15/17

    500,000        501,007   

3.400%, 04/15/26

    114,000        115,089   

3.500%, 06/15/25

    193,000        197,653   

4.625%, 06/15/45

    79,000        82,272   

8.450%, 02/15/29

    135,000        197,725   

Petro-Canada
5.350%, 07/15/33

    165,000        161,165   

Phillips 66
4.875%, 11/15/44

    520,000        520,946   

Shell International Finance B.V.
1.625%, 11/10/18

    1,410,000        1,414,264   

2.125%, 05/11/20

    210,000        211,947   

2.250%, 11/10/20

    111,000        112,587   

2.375%, 08/21/22

    440,000        435,973   

3.250%, 05/11/25

    150,000        151,415   

3.400%, 08/12/23

    350,000        362,772   

3.625%, 08/21/42

    25,000        22,375   

4.550%, 08/12/43

    350,000        363,360   

5.200%, 03/22/17

    500,000        520,417   

5.500%, 03/25/40

    86,000        96,598   

Sinopec Group Overseas Development 2013, Ltd.
4.375%, 10/17/23 (144A)

    582,000        622,937   

Statoil ASA
1.200%, 01/17/18

    25,000        24,941   

5.100%, 08/17/40

    100,000        109,740   

7.250%, 09/23/27

    205,000        266,480   

Suncor Energy, Inc.
5.950%, 12/01/34

    100,000        100,755   

Oil & Gas—(Continued)

  

Suncor Energy, Inc.
6.100%, 06/01/18

    805,000      860,560   

7.150%, 02/01/32

    100,000        111,498   

Tosco Corp.
8.125%, 02/15/30

    526,000        647,711   

Total Capital Canada, Ltd.
2.750%, 07/15/23

    1,229,000        1,226,897   

Total Capital International S.A.
2.700%, 01/25/23

    564,000        561,591   

Transocean, Inc.
7.125%, 12/15/21 (a)

    280,000        189,000   

7.500%, 04/15/31

    55,000        28,600   
   

 

 

 
      26,835,401   
   

 

 

 

Oil & Gas Services—0.2%

   

Baker Hughes, Inc.
5.125%, 09/15/40

    265,000        265,705   

6.875%, 01/15/29

    458,000        565,006   

Cameron International Corp.
6.375%, 07/15/18

    80,000        88,362   

Halliburton Co.
2.700%, 11/15/20

    210,000        213,197   

3.375%, 11/15/22

    104,000        105,838   

3.500%, 08/01/23

    214,000        216,089   

4.850%, 11/15/35

    85,000        84,995   

5.000%, 11/15/45

    311,000        303,952   

6.700%, 09/15/38

    350,000        421,612   

National Oilwell Varco, Inc.
1.350%, 12/01/17

    29,000        28,368   

2.600%, 12/01/22

    200,000        170,401   

Schlumberger Holdings Corp.
2.350%, 12/21/18 (144A)

    400,000        402,624   

Schlumberger Investment S.A.
3.650%, 12/01/23

    358,000        371,765   
   

 

 

 
      3,237,914   
   

 

 

 

Pharmaceuticals—1.3%

   

AbbVie, Inc.
1.750%, 11/06/17

    874,000        878,045   

2.900%, 11/06/22

    500,000        508,833   

3.200%, 11/06/22

    359,000        371,251   

3.600%, 05/14/25

    410,000        430,384   

4.500%, 05/14/35

    925,000        961,083   

4.700%, 05/14/45

    325,000        345,596   

Actavis Funding SCS
2.350%, 03/12/18

    750,000        758,859   

3.000%, 03/12/20

    345,000        354,732   

3.450%, 03/15/22

    915,000        949,914   

3.800%, 03/15/25

    188,000        195,660   

3.850%, 06/15/24

    315,000        330,161   

4.550%, 03/15/35

    760,000        783,036   

4.750%, 03/15/45

    225,000        236,634   

4.850%, 06/15/44

    100,000        106,494   

Actavis, Inc.
1.875%, 10/01/17

    545,000        547,324   

 

MIST-138


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Pharmaceuticals—(Continued)

  

Allergan, Inc.
5.750%, 04/01/16

    80,000      $ 80,000   

AstraZeneca plc
2.375%, 11/16/20

    425,000        433,594   

3.375%, 11/16/25

    1,087,000        1,125,951   

5.900%, 09/15/17

    200,000        213,350   

6.450%, 09/15/37

    360,000        478,582   

Baxalta, Inc.
3.600%, 06/23/22 (144A)

    329,000        334,228   

4.000%, 06/23/25 (144A)

    695,000        706,271   

5.250%, 06/23/45 (144A)

    125,000        132,848   

Bayer U.S. Finance LLC
1.500%, 10/06/17 (144A)

    285,000        286,550   

Bristol-Myers Squibb Co.
6.875%, 08/01/97

    100,000        149,422   

Cardinal Health, Inc.
2.400%, 11/15/19

    128,000        129,944   

3.200%, 06/15/22

    155,000        161,086   

3.750%, 09/15/25

    169,000        178,618   

Express Scripts Holding Co.
2.650%, 02/15/17

    229,000        231,991   

3.500%, 06/15/24

    249,000        246,785   

4.500%, 02/25/26

    255,000        264,823   

6.125%, 11/15/41

    350,000        393,384   

Express Scripts, Inc.
7.250%, 06/15/19

    135,000        156,421   

Forest Laboratories LLC
4.875%, 02/15/21 (144A)

    220,000        242,567   

5.000%, 12/15/21 (144A)

    225,000        251,195   

GlaxoSmithKline Capital plc
2.850%, 05/08/22

    1,120,000        1,173,170   

GlaxoSmithKline Capital, Inc.
2.800%, 03/18/23

    143,000        148,289   

5.375%, 04/15/34

    300,000        355,317   

Johnson & Johnson
2.450%, 03/01/26

    300,000        301,099   

3.550%, 03/01/36

    90,000        93,582   

6.950%, 09/01/29

    700,000        1,022,864   

McKesson Corp.
2.850%, 03/15/23

    420,000        418,580   

3.796%, 03/15/24

    750,000        782,911   

Mead Johnson Nutrition Co.
3.000%, 11/15/20

    89,000        91,458   

4.900%, 11/01/19

    135,000        147,912   

5.900%, 11/01/39

    300,000        350,331   

Medco Health Solutions, Inc.
4.125%, 09/15/20

    450,000        476,683   

Merck & Co., Inc.
2.400%, 09/15/22

    62,000        63,223   

2.750%, 02/10/25

    629,000        643,897   

3.700%, 02/10/45

    175,000        178,086   

6.550%, 09/15/37

    150,000        203,336   

Mylan, Inc.
1.800%, 06/24/16

    230,000        230,166   

2.600%, 06/24/18

    50,000        50,018   

Pharmaceuticals—(Continued)

  

Novartis Capital Corp.
2.400%, 09/21/22

    300,000      307,226   

3.400%, 05/06/24

    527,000        565,347   

Perrigo Finance Unlimited Co.
3.500%, 12/15/21

    200,000        203,862   

3.900%, 12/15/24

    200,000        198,963   

Pfizer, Inc.
6.050%, 03/30/17

    150,000        157,673   

Sanofi
1.250%, 04/10/18

    419,000        421,199   

Teva Pharmaceutical Finance Co. B.V.
2.950%, 12/18/22

    77,000        77,428   

3.650%, 11/10/21

    254,000        264,717   

Teva Pharmaceutical Finance IV LLC
2.250%, 03/18/20

    240,000        239,448   

Wyeth LLC
6.500%, 02/01/34

    806,000        1,067,037   

Zoetis, Inc.
1.875%, 02/01/18

    52,000        51,951   

3.250%, 02/01/23

    460,000        454,887   

3.450%, 11/13/20

    39,000        40,066   

4.700%, 02/01/43

    43,000        40,438   
   

 

 

 
      24,776,780   
   

 

 

 

Pipelines—0.8%

   

Boardwalk Pipelines L.P.
5.750%, 09/15/19

    290,000        289,681   

Buckeye Partners L.P.
5.850%, 11/15/43

    255,000        222,448   

Enable Midstream Partners L.P.
3.900%, 05/15/24

    260,000        205,549   

Energy Transfer Partners L.P.
2.500%, 06/15/18

    576,000        557,549   

3.600%, 02/01/23

    718,000        622,873   

4.050%, 03/15/25

    270,000        237,622   

4.750%, 01/15/26

    364,000        330,785   

EnLink Midstream Partners L.P.
2.700%, 04/01/19

    281,000        250,895   

Enterprise Products Operating LLC
3.700%, 02/15/26 (a)

    53,000        51,984   

3.750%, 02/15/25

    567,000        565,965   

3.900%, 02/15/24

    252,000        254,714   

4.900%, 05/15/46

    185,000        177,820   

4.950%, 10/15/54

    33,000        28,642   

5.200%, 09/01/20

    150,000        163,771   

5.250%, 01/31/20

    500,000        540,872   

6.125%, 10/15/39

    400,000        418,547   

6.875%, 03/01/33

    162,000        183,562   

Kinder Morgan Energy Partners L.P.
5.000%, 08/15/42

    240,000        200,122   

5.400%, 09/01/44

    385,000        337,090   

Magellan Midstream Partners L.P.
5.000%, 03/01/26

    285,000        308,208   

6.550%, 07/15/19

    695,000        775,584   

MPLX L.P.
4.000%, 02/15/25

    95,000        81,909   

 

MIST-139


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Pipelines—(Continued)

  

ONEOK Partners L.P.
3.375%, 10/01/22

    210,000      $ 188,462   

3.800%, 03/15/20 (a)

    220,000        209,807   

4.900%, 03/15/25

    520,000        489,910   

6.125%, 02/01/41

    475,000        428,404   

6.650%, 10/01/36

    275,000        255,804   

6.850%, 10/15/37

    275,000        258,480   

Plains All American Pipeline L.P. / PAA Finance Corp.
3.650%, 06/01/22

    350,000        320,368   

4.650%, 10/15/25 (a)

    400,000        369,807   

4.700%, 06/15/44

    250,000        186,727   

5.750%, 01/15/20 (a)

    610,000        635,975   

6.650%, 01/15/37

    425,000        393,221   

Spectra Energy Capital LLC
3.300%, 03/15/23

    237,000        209,850   

6.750%, 07/15/18

    185,000        197,031   

6.750%, 02/15/32

    705,000        669,768   

7.500%, 09/15/38

    85,000        88,169   

Spectra Energy Partners L.P.
2.950%, 09/25/18

    140,000        140,549   

Sunoco Logistics Partners Operations L.P.
4.250%, 04/01/24

    91,000        83,535   

4.950%, 01/15/43

    295,000        232,721   

5.300%, 04/01/44

    170,000        140,236   

5.350%, 05/15/45

    1,040,000        873,446   

Texas Eastern Transmission L.P.
2.800%, 10/15/22 (144A)

    46,000        43,677   

6.000%, 09/15/17 (144A)

    150,000        157,110   

Texas Gas Transmission LLC
4.500%, 02/01/21 (144A)

    210,000        198,624   

TransCanada PipeLines, Ltd.
5.850%, 03/15/36

    176,000        179,909   

7.125%, 01/15/19

    142,000        157,660   

7.250%, 08/15/38

    300,000        347,339   

Transcanada Trust
5.625%, 05/20/75 (c)

    55,000        48,436   

Western Gas Partners L.P.
3.950%, 06/01/25

    157,000        134,514   

5.375%, 06/01/21

    149,000        144,177   

Williams Partners L.P.
4.000%, 09/15/25

    193,000        155,306   
   

 

 

 
      14,745,214   
   

 

 

 

Real Estate—0.0%

   

ProLogis L.P.
3.750%, 11/01/25

    338,000        352,683   

4.250%, 08/15/23

    333,000        359,163   
   

 

 

 
      711,846   
   

 

 

 

Real Estate Investment Trusts—0.6%

   

American Tower Corp.
3.450%, 09/15/21

    330,000        337,439   

4.000%, 06/01/25

    70,000        72,214   

4.400%, 02/15/26

    195,000        206,200   

Real Estate Investment Trusts—(Continued)

  

American Tower Corp.
4.500%, 01/15/18

    220,000      229,240   

5.000%, 02/15/24

    474,000        520,154   

AvalonBay Communities, Inc.
3.625%, 10/01/20

    135,000        140,959   

Boston Properties L.P.
3.650%, 02/01/26

    225,000        233,472   

3.800%, 02/01/24

    227,000        237,867   

3.850%, 02/01/23

    510,000        536,916   

4.125%, 05/15/21

    100,000        107,159   

Brixmor Operating Partnership L.P.
3.875%, 08/15/22

    330,000        322,039   

Crown Castle International Corp.
3.400%, 02/15/21

    175,000        177,608   

4.450%, 02/15/26

    510,000        530,271   

DDR Corp.
3.500%, 01/15/21

    320,000        324,629   

Duke Realty L.P.
3.875%, 02/15/21

    55,000        56,785   

4.375%, 06/15/22

    210,000        221,159   

ERP Operating L.P.
4.625%, 12/15/21

    60,000        66,762   

4.750%, 07/15/20

    190,000        207,697   

5.750%, 06/15/17

    133,000        140,053   

HCP, Inc.
2.625%, 02/01/20

    100,000        98,625   

3.150%, 08/01/22

    120,000        114,858   

3.875%, 08/15/24

    257,000        248,042   

4.000%, 12/01/22

    600,000        603,002   

4.000%, 06/01/25

    200,000        192,198   

4.200%, 03/01/24

    125,000        123,374   

5.625%, 05/01/17

    345,000        357,803   

Kimco Realty Corp.
3.125%, 06/01/23

    175,000        173,232   

3.200%, 05/01/21

    310,000        316,582   

3.400%, 11/01/22

    55,000        55,752   

Liberty Property L.P.
3.375%, 06/15/23

    75,000        74,095   

4.400%, 02/15/24

    155,000        163,232   

National Retail Properties, Inc.
4.000%, 11/15/25

    193,000        198,220   

Realty Income Corp.
3.875%, 07/15/24

    200,000        202,757   

4.125%, 10/15/26

    250,000        257,063   

Simon Property Group L.P.
3.300%, 01/15/26

    122,000        126,611   

3.500%, 09/01/25

    275,000        289,259   

4.375%, 03/01/21

    420,000        462,386   

10.350%, 04/01/19

    340,000        419,340   

UDR, Inc.
3.700%, 10/01/20

    140,000        146,810   

Ventas Realty L.P.
4.125%, 01/15/26

    68,000        69,826   

4.375%, 02/01/45

    45,000        41,281   

 

MIST-140


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Real Estate Investment Trusts—(Continued)

  

Ventas Realty L.P. / Ventas Capital Corp.
3.250%, 08/15/22

    285,000      $ 285,511   

4.250%, 03/01/22

    300,000        317,341   

Weingarten Realty Investors
4.450%, 01/15/24

    52,000        53,692   

Welltower, Inc.
3.750%, 03/15/23

    110,000        109,883   

4.000%, 06/01/25

    410,000        410,224   

4.250%, 04/01/26

    460,000        466,148   
   

 

 

 
      11,045,770   
   

 

 

 

Retail—0.8%

   

Bed Bath & Beyond, Inc.
4.915%, 08/01/34

    138,000        124,474   

CVS Health Corp.
2.250%, 12/05/18

    500,000        512,151   

2.750%, 12/01/22

    380,000        390,299   

2.800%, 07/20/20

    850,000        882,175   

3.875%, 07/20/25

    225,000        242,803   

4.875%, 07/20/35

    545,000        607,658   

5.125%, 07/20/45

    370,000        428,505   

5.750%, 06/01/17

    80,000        84,283   

CVS Pass-Through Trust
4.704%, 01/10/36 (144A)

    89,377        93,521   

5.880%, 01/10/28

    487,097        537,490   

Gap, Inc. (The)
5.950%, 04/12/21

    200,000        216,688   

Home Depot, Inc. (The)
2.000%, 06/15/19

    496,000        509,015   

2.000%, 04/01/21

    405,000        409,057   

2.625%, 06/01/22

    115,000        118,960   

4.250%, 04/01/46

    190,000        209,150   

5.400%, 09/15/40

    200,000        250,359   

5.875%, 12/16/36

    100,000        130,123   

Kohl’s Corp.
5.550%, 07/17/45

    240,000        217,208   

Lowe’s Cos., Inc.
4.375%, 09/15/45

    165,000        183,331   

5.500%, 10/15/35

    275,000        333,800   

5.800%, 10/15/36

    150,000        187,064   

6.500%, 03/15/29

    125,000        165,517   

6.875%, 02/15/28

    450,000        597,620   

Macy’s Retail Holdings, Inc.
4.300%, 02/15/43

    295,000        221,787   

6.700%, 09/15/28

    435,000        475,025   

6.900%, 04/01/29

    113,000        121,472   

6.900%, 01/15/32

    180,000        191,435   

7.000%, 02/15/28

    150,000        169,702   

McDonald’s Corp.
2.100%, 12/07/18

    440,000        448,923   

2.750%, 12/09/20

    70,000        72,501   

3.700%, 02/15/42

    225,000        207,829   

4.700%, 12/09/35

    70,000        75,222   

4.875%, 07/15/40

    340,000        363,421   

4.875%, 12/09/45

    190,000        207,569   

6.300%, 10/15/37

    325,000        409,737   

Retail—(Continued)

  

Nordstrom, Inc.
6.950%, 03/15/28

    170,000      206,637   

Starbucks Corp.
2.700%, 06/15/22

    124,000        128,602   

Target Corp.
3.500%, 07/01/24

    103,000        112,976   

6.350%, 11/01/32

    250,000        332,585   

6.650%, 08/01/28

    182,000        231,264   

6.750%, 01/01/28

    66,000        83,598   

Wal-Mart Stores, Inc.
2.550%, 04/11/23

    550,000        565,796   

3.300%, 04/22/24

    150,000        161,766   

4.000%, 04/11/43

    255,000        270,132   

4.125%, 02/01/19 (a)

    250,000        271,166   

4.300%, 04/22/44

    285,000        318,693   

5.250%, 09/01/35

    775,000        959,952   

5.875%, 04/05/27

    90,000        115,594   

6.750%, 10/15/23

    111,000        144,867   

Walgreen Co.
3.100%, 09/15/22

    94,000        94,867   

Walgreens Boots Alliance, Inc.
3.800%, 11/18/24

    1,178,000        1,212,166   

4.500%, 11/18/34

    292,000        283,569   

4.800%, 11/18/44

    175,000        173,918   
   

 

 

 
      16,064,022   
   

 

 

 

Semiconductors—0.1%

   

Intel Corp.
2.450%, 07/29/20

    344,000        356,004   

3.100%, 07/29/22

    230,000        243,162   

3.300%, 10/01/21

    245,000        263,173   

4.800%, 10/01/41

    182,000        203,488   

4.900%, 07/29/45

    530,000        594,432   

QUALCOMM, Inc.
4.800%, 05/20/45

    777,000        769,686   
   

 

 

 
      2,429,945   
   

 

 

 

Software—0.4%

   

Intuit, Inc.
5.750%, 03/15/17

    431,000        447,882   

Microsoft Corp.
2.000%, 11/03/20

    300,000        307,366   

2.700%, 02/12/25

    600,000        613,102   

3.500%, 02/12/35

    68,000        66,595   

3.500%, 11/15/42

    190,000        183,114   

3.750%, 02/12/45

    690,000        683,476   

4.450%, 11/03/45

    360,000        399,300   

4.500%, 10/01/40

    500,000        553,725   

5.200%, 06/01/39

    500,000        603,635   

Oracle Corp.
2.375%, 01/15/19

    165,000        171,045   

2.500%, 05/15/22

    305,000        311,145   

2.500%, 10/15/22

    709,000        721,408   

2.800%, 07/08/21

    225,000        235,546   

2.950%, 05/15/25

    450,000        460,970   

 

MIST-141


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Software—(Continued)

  

Oracle Corp.
3.625%, 07/15/23

    161,000      $ 174,389   

4.125%, 05/15/45

    820,000        837,777   

4.500%, 07/08/44

    170,000        182,489   

5.000%, 07/08/19

    200,000        223,724   

6.125%, 07/08/39

    70,000        90,314   
   

 

 

 
      7,267,002   
   

 

 

 

Telecommunications—1.6%

   

Alltel Corp.
6.800%, 05/01/29

    280,000        334,316   

America Movil S.A.B. de C.V.
1.632%, 09/12/16 (c)

    500,000        499,802   

5.000%, 03/30/20

    100,000        110,647   

5.625%, 11/15/17

    125,000        133,038   

6.375%, 03/01/35

    600,000        717,979   

AT&T, Inc.
1.700%, 06/01/17

    915,000        919,882   

2.400%, 03/15/17

    120,000        121,401   

3.000%, 06/30/22

    1,567,000        1,589,784   

3.400%, 05/15/25

    1,162,000        1,164,723   

3.800%, 03/15/22

    1,166,000        1,228,713   

3.950%, 01/15/25

    51,000        53,006   

4.300%, 12/15/42

    1,013,000        927,209   

4.450%, 04/01/24

    285,000        308,483   

4.500%, 05/15/35

    90,000        88,749   

4.600%, 02/15/21

    100,000        109,403   

4.800%, 06/15/44

    765,000        744,742   

5.150%, 03/15/42

    255,000        257,028   

5.500%, 02/01/18

    300,000        321,413   

BellSouth Capital Funding Corp.
7.875%, 02/15/30

    550,000        695,026   

BellSouth LLC
6.550%, 06/15/34

    200,000        220,650   

BellSouth Telecommunications LLC
6.375%, 06/01/28 (a)

    350,000        390,497   

British Telecommunications plc
2.350%, 02/14/19

    285,000        290,450   

5.950%, 01/15/18

    100,000        107,835   

9.625%, 12/15/30

    75,000        117,231   

Cisco Systems, Inc.
1.650%, 06/15/18

    540,000        547,610   

2.200%, 02/28/21

    1,410,000        1,438,053   

2.900%, 03/04/21

    47,000        49,456   

5.500%, 01/15/40

    110,000        137,019   

5.900%, 02/15/39

    750,000        969,759   

Crown Castle Towers LLC
4.883%, 08/15/20 (144A)

    500,000        535,521   

Deutsche Telekom International Finance B.V.
8.750%, 06/15/30

    100,000        149,922   

GTP Acquisition Partners LLC
3.482%, 06/16/25 (144A)

    269,000        272,632   

Koninklijke KPN NV
8.375%, 10/01/30

    250,000        333,587   

Nippon Telegraph & Telephone Corp.
1.400%, 07/18/17

    500,000        500,063   

Telecommunications—(Continued)

  

Orange S.A.
2.750%, 09/14/16

    500,000      503,711   

5.500%, 02/06/44 (a)

    348,000        414,588   

9.000%, 03/01/31

    165,000        250,369   

Qwest Corp.
6.750%, 12/01/21

    350,000        376,250   

6.875%, 09/15/33

    85,000        82,878   

7.250%, 09/15/25

    133,000        145,450   

Rogers Communications, Inc.
4.100%, 10/01/23

    213,000        229,507   

6.800%, 08/15/18

    100,000        111,340   

7.500%, 08/15/38

    100,000        129,363   

8.750%, 05/01/32

    400,000        554,459   

SES Global Americas Holdings GP
2.500%, 03/25/19 (144A)

    70,000        69,082   

Telefonica Emisiones S.A.U.
3.192%, 04/27/18

    150,000        153,891   

Verizon Communications, Inc.
2.500%, 09/15/16

    194,000        195,494   

2.625%, 02/21/20

    214,000        220,193   

3.850%, 11/01/42

    1,672,000        1,518,362   

4.272%, 01/15/36

    115,000        114,424   

4.400%, 11/01/34

    169,000        170,850   

4.500%, 09/15/20

    656,000        724,239   

4.522%, 09/15/48

    439,000        439,747   

4.672%, 03/15/55

    131,000        125,760   

4.862%, 08/21/46

    1,620,000        1,708,324   

5.012%, 08/21/54

    507,000        508,637   

5.150%, 09/15/23

    1,277,000        1,473,930   

5.850%, 09/15/35

    650,000        752,706   

6.000%, 04/01/41

    290,000        346,682   

6.400%, 09/15/33

    241,000        296,430   

Verizon Pennsylvania LLC
6.000%, 12/01/28

    125,000        138,941   

8.750%, 08/15/31

    200,000        269,675   

Vodafone Group plc
1.500%, 02/19/18

    30,000        29,968   

2.500%, 09/26/22

    110,000        107,470   

2.950%, 02/19/23

    115,000        114,662   

6.150%, 02/27/37

    350,000        393,994   

6.250%, 11/30/32

    750,000        863,677   
   

 

 

 
      29,920,682   
   

 

 

 

Transportation—0.4%

   

Burlington Northern Santa Fe LLC
3.050%, 09/01/22

    620,000        650,815   

3.450%, 09/15/21

    510,000        545,234   

3.850%, 09/01/23

    500,000        547,228   

4.150%, 04/01/45

    245,000        251,389   

4.450%, 03/15/43

    310,000        333,341   

4.550%, 09/01/44

    200,000        216,724   

4.700%, 09/01/45

    190,000        211,609   

4.900%, 04/01/44

    150,000        171,122   

5.750%, 03/15/18

    100,000        108,749   

7.950%, 08/15/30

    100,000        144,429   

 

MIST-142


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Transportation—(Continued)

  

Canadian National Railway Co.
5.850%, 11/15/17

    190,000      $ 202,342   

6.250%, 08/01/34

    100,000        130,830   

6.800%, 07/15/18

    120,000        132,737   

Canadian Pacific Railway Co.
2.900%, 02/01/25

    260,000        250,905   

5.750%, 03/15/33

    120,000        135,191   

6.125%, 09/15/15

    102,000        109,365   

7.250%, 05/15/19

    290,000        332,358   

CSX Corp.
3.400%, 08/01/24

    300,000        310,373   

4.100%, 03/15/44

    41,000        40,451   

7.900%, 05/01/17

    62,000        66,342   

FedEx Corp.
3.250%, 04/01/26

    82,000        84,148   

3.900%, 02/01/35

    96,000        92,932   

4.100%, 02/01/45

    485,000        461,349   

4.550%, 04/01/46

    70,000        71,940   

JB Hunt Transport Services, Inc.
3.300%, 08/15/22

    490,000        499,478   

Norfolk Southern Corp.
5.590%, 05/17/25

    100,000        118,019   

Ryder System, Inc.
2.500%, 05/11/20

    844,000        833,239   

2.875%, 09/01/20

    330,000        329,098   

3.450%, 11/15/21

    31,000        31,605   

Union Pacific Corp.
6.250%, 05/01/34

    378,000        477,178   

United Parcel Service of America, Inc.
8.375%, 04/01/20

    75,000        94,070   

8.375%, 04/01/30 (d)

    377,000        542,980   
   

 

 

 
      8,527,570   
   

 

 

 

Trucking & Leasing—0.0%

   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.
2.875%, 07/17/18 (144A)

    93,000        93,675   
   

 

 

 

Water—0.0%

   

American Water Capital Corp.
6.593%, 10/15/37

    100,000        136,128   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $460,604,661)

      460,011,535   
   

 

 

 
Convertible Bonds—18.2%                

Aerospace/Defense—0.6%

   

Airbus Group SE
Zero Coupon, 07/01/22 (EUR)

    6,300,000        7,520,038   

Safran S.A.
Zero Coupon, 12/31/20 (EUR)

    3,559,000        3,812,063   
   

 

 

 
      11,332,101   
   

 

 

 

Apparel—0.2%

   

LVMH Moet Hennessy Louis Vuitton SE
Zero Coupon, 02/16/21

    1,261,000      3,305,081   
   

 

 

 

Banks—0.5%

   

Credit Agricole S.A.
Zero Coupon, 12/06/16 (EUR)

    4,597,600        3,701,363   

Shizuoka Bank, Ltd. (The)
Zero Coupon, 04/25/18

    4,500,000        4,263,750   

Yamaguchi Financial Group, Inc.
0.130%, 03/26/20 (c)

    2,000,000        1,864,500   
   

 

 

 
      9,829,613   
   

 

 

 

Biotechnology—1.0%

   

Gilead Sciences, Inc.
1.625%, 05/01/16

    2,450,000        10,077,156   

Illumina, Inc.
Zero Coupon, 06/15/19 (a)

    9,236,000        9,588,123   
   

 

 

 
      19,665,279   
   

 

 

 

Chemicals—0.3%

   

Brenntag Finance B.V.
1.875%, 12/02/22

    4,500,000        4,811,850   

Toray Industries, Inc.
Zero Coupon, 08/30/19 (JPY)

    100,000,000        1,059,576   
   

 

 

 
      5,871,426   
   

 

 

 

Coal—0.2%

   

RAG-Stiftung
Zero Coupon, 12/31/18 (EUR)

    2,300,000        2,690,450   

Zero Coupon, 02/18/21 (EUR)

    600,000        730,942   
   

 

 

 
      3,421,392   
   

 

 

 

Commercial Services—0.3%

   

Macquarie Infrastructure Corp.
2.875%, 07/15/19 (a)

    2,682,000        2,961,934   

Toppan Printing Co., Ltd.
Zero Coupon, 12/19/19 (JPY)

    200,000,000        1,914,789   
   

 

 

 
      4,876,723   
   

 

 

 

Computers—0.3%

   

Cap Gemini S.A.
Zero Coupon, 01/01/19 (EUR)

    5,499,700        5,431,412   
   

 

 

 

Electric—0.5%

   

Chugoku Electric Power Co., Inc. (The)
Zero Coupon, 03/25/20 (JPY)

    870,000,000        8,035,586   

Tohoku Electric Power Co., Inc.
Zero Coupon, 12/03/18 (JPY)

    200,000,000        1,819,272   
   

 

 

 
      9,854,858   
   

 

 

 

Food—0.1%

   

J Sainsbury plc
1.250%, 11/21/19 (GBP)

    1,200,000        1,825,875   
   

 

 

 

 

MIST-143


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Convertible Bonds—(Continued)

 

Security Description   Principal
Amount*
    Value  

Gas—0.3%

   

National Grid North America, Inc.
0.900%, 11/02/20 (GBP)

    3,700,000      $ 5,442,192   
   

 

 

 

Healthcare-Products—0.1%

   

Terumo Corp.
Zero Coupon, 12/04/19 (JPY)

    150,000,000        1,596,028   
   

 

 

 

Healthcare-Services—0.5%

   

Anthem, Inc.
2.750%, 10/15/42

    4,913,000        9,405,324   
   

 

 

 

Holding Companies-Diversified—0.8%

  

GBL Verwaltung S.A.
1.250%, 02/07/17 (EUR)

    1,700,000        1,947,584   

Industrivarden AB
Zero Coupon, 05/15/19 (SEK)

    42,000,000        5,603,449   

1.875%, 02/27/17 (EUR)

    3,800,000        4,475,360   

Sofina S.A.
1.000%, 09/19/16

    1,000,000        993,410   

Solidium Oy
Zero Coupon, 09/04/18 (EUR)

    1,800,000        2,191,021   
   

 

 

 
      15,210,824   
   

 

 

 

Home Furnishings—0.9%

   

Steinhoff Finance Holdings GmbH
1.250%, 08/11/22 (EUR)

    11,800,000        14,417,475   

4.000%, 01/30/21 (EUR)

    1,200,000        2,154,727   
   

 

 

 
      16,572,202   
   

 

 

 

Insurance—0.3%

   

Swiss Life Holding AG
Zero Coupon, 12/02/20 (CHF)

    4,270,000        5,385,294   
   

 

 

 

Internet—0.8%

   

Priceline Group, Inc. (The)
0.350%, 06/15/20 (a)

    5,865,000        7,038,000   

0.900%, 09/15/21 (a)

    2,595,000        2,611,219   

1.000%, 03/15/18

    4,144,000        5,938,870   
   

 

 

 
      15,588,089   
   

 

 

 

Investment Company Security—0.3%

  

Ares Capital Corp.
4.375%, 01/15/19 (a)

    1,851,000        1,867,196   

4.750%, 01/15/18

    3,679,000        3,720,389   
   

 

 

 
      5,587,585   
   

 

 

 

Lodging—0.1%

   

Resorttrust, Inc.
Zero Coupon, 12/01/21 (JPY)

    240,000,000        2,287,085   
   

 

 

 

Miscellaneous Manufacturing—0.9%

  

Siemens Financieringsmaatschappij NV
1.050%, 08/16/17

    13,750,000        14,416,875   

1.650%, 08/16/19

    1,750,000        1,962,328   
   

 

 

 
      16,379,203   
   

 

 

 

Oil & Gas—0.4%

   

Total S.A.
0.500%, 12/02/22

    8,600,000      8,532,920   
   

 

 

 

Oil & Gas Services—0.2%

   

Technip S.A.
0.875%, 01/25/21 (EUR)

    2,400,000        3,128,314   
   

 

 

 

Pharmaceuticals—0.3%

   

Teva Pharmaceutical Finance Co. LLC
0.250%, 02/01/26

    4,707,000        6,124,984   
   

 

 

 

Real Estate—1.1%

   

CapitaLand, Ltd.
1.850%, 06/19/20 (SGD)

    4,500,000        3,163,371   

1.950%, 10/17/23 (SGD)

    7,250,000        5,352,042   

Deutsche Wohnen AG
0.500%, 11/22/20 (EUR)

    4,800,000        8,659,873   

LEG Immobilien AG
0.500%, 07/01/21 (EUR)

    2,500,000        4,374,371   
   

 

 

 
      21,549,657   
   

 

 

 

Real Estate Investment Trusts—1.6%

  

British Land White 2015, Ltd.
Zero Coupon, 06/09/20 (GBP)

    2,400,000        3,277,061   

Cofinimmo S.A.
2.000%, 06/20/18 (EUR) (e)

    2,775,700        3,877,020   

Derwent London Capital No.2 Jersey, Ltd.
1.125%, 07/24/19 (GBP)

    1,000,000        1,585,260   

Extra Space Storage L.P.
3.125%, 10/01/35 (144A)

    1,961,000        2,239,217   

Fonciere Des Regions
0.875%, 04/01/19 (EUR)

    7,448,000        8,504,952   

Ruby Assets Pte, Ltd.
1.600%, 02/01/17 (SGD)

    2,500,000        2,158,994   

Unibail-Rodamco SE
Zero Coupon, 07/01/21 (EUR)

    1,459,600        5,404,665   

Zero Coupon, 01/01/22 (EUR)

    1,121,300        4,501,440   
   

 

 

 
      31,548,609   
   

 

 

 

Retail—0.1%

   

Takashimaya Co., Ltd.
Zero Coupon, 12/11/18 (JPY)

    160,000,000        1,437,647   

Zero Coupon, 12/11/20 (JPY)

    80,000,000        746,368   
   

 

 

 
      2,184,015   
   

 

 

 

Semiconductors—2.4%

   

Intel Corp.
2.950%, 12/15/35 (a)

    6,302,000        8,007,479   

3.250%, 08/01/39

    5,031,000        8,002,434   

Lam Research Corp.
1.250%, 05/15/18 (a)

    1,400,000        2,062,375   

Novellus Systems, Inc.
2.625%, 05/15/41

    5,403,000        13,163,059   

 

MIST-144


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Convertible Bonds—(Continued)

 

Security Description   Principal
Amount*/
Shares
    Value  

Semiconductors—(Continued)

  

STMicroelectronics NV
Zero Coupon, 07/03/19

    4,800,000      $ 4,333,440   

1.000%, 07/03/21

    3,400,000        3,061,700   

Xilinx, Inc.
2.625%, 06/15/17

    4,048,000        6,653,900   
   

 

 

 
      45,284,387   
   

 

 

 

Software—1.0%

   

Akamai Technologies, Inc.
Zero Coupon, 02/15/19 (a)

    2,841,000        2,773,526   

Citrix Systems, Inc.
0.500%, 04/15/19 (a)

    6,699,000        7,481,946   

Red Hat, Inc.
0.250%, 10/01/19 (a)

    7,463,000        9,258,784   
   

 

 

 
      19,514,256   
   

 

 

 

Telecommunications—1.2%

   

America Movil S.A.B. de C.V.
Zero Coupon, 05/28/20 (EUR)

    13,800,000        16,032,780   

Vodafone Group plc
Zero Coupon, 11/26/20 (GBP)

    5,200,000        7,439,369   
   

 

 

 
      23,472,149   
   

 

 

 

Transportation—0.7%

   

Deutsche Post AG
0.600%, 12/06/19 (EUR)

    7,700,000        11,263,330   

Nagoya Railroad Co., Ltd.
Zero Coupon, 12/11/24 (JPY)

    240,000,000        2,356,391   
   

 

 

 
      13,619,721   
   

 

 

 

Water—0.2%

   

Suez Environnement Co.
Zero Coupon, 02/27/20 (EUR)

    19,262,700        4,646,833   
   

 

 

 

Total Convertible Bonds
(Cost $339,595,781)

      348,473,431   
   

 

 

 
Convertible Preferred Stocks—0.9%   

Banks—0.7%

   

Wells Fargo & Co., Series L
7.500%, 12/31/49

    11,780        14,195,018   
   

 

 

 

Electric Utilities—0.1%

   

NextEra Energy, Inc.
5.799%, 09/01/16

    24,602        1,498,262   
   

 

 

 

Health Care Providers & Services—0.1%

  

Anthem, Inc.
5.250%, 05/01/18 (a)

    27,330        1,276,037   
   

 

 

 

Total Convertible Preferred Stocks
(Cost $17,020,033)

      16,969,317   
   

 

 

 
U.S. Treasury & Government Agencies—0.4%   
Security Description  

Principal
Amount*/
Shares

    Value  

Federal Agencies—0.1%

   

Federal Farm Credit Bank
3.040%, 03/06/28

    250,000      $ 250,004   

5.250%, 12/28/27

    585,000        745,078   

Tennessee Valley Authority
5.375%, 04/01/56

    350,000        450,487   
   

 

 

 
      1,445,569   
   

 

 

 

U.S. Treasury—0.3%

   

U.S. Treasury Notes
1.250%, 11/15/18

    5,570,000        5,630,050   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $6,941,229)

      7,075,619   
   

 

 

 
Municipals—0.1%                

American Municipal Power, Inc., Build America Bonds
5.939%, 02/15/47

    75,000        88,367   

7.499%, 02/15/50

    350,000        487,966   

Los Angeles, Department of Airports, Build America Bonds
6.582%, 05/15/39

    65,000        85,975   

Los Angeles, Unified School District, Build America Bonds
5.750%, 07/01/34

    100,000        125,267   

6.758%, 07/01/34

    75,000        103,747   

Ohio University, Revenue Bonds
5.590%, 12/01/2114

    300,000        338,763   

Port Authority of New York & New Jersey
4.458%, 10/01/62

    130,000        135,932   

5.647%, 11/01/40

    30,000        37,250   

State of California, Build America Bonds
7.300%, 10/01/39

    260,000        381,196   

State of Massachusetts, Build America Bonds
5.456%, 12/01/39

    150,000        189,462   

University of California, Build America Bonds
5.770%, 05/15/43

    140,000        179,953   

University of California, Revenue Bonds
0.938%, 07/01/41 (c)

    130,000        129,969   
   

 

 

 

Total Municipals
(Cost $2,122,384)

      2,283,847   
   

 

 

 
Preferred Stocks—0.1%                

Household Products—0.1%

   

Henkel AG & Co. KGaA

    16,545        1,823,343   
   

 

 

 

Machinery—0.0%

   

Marcopolo S.A.

    143,590        95,443   
   

 

 

 

Total Preferred Stocks
(Cost $2,118,311)

      1,918,786   
   

 

 

 

 

MIST-145


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Foreign Government—0.1%

 

Security Description  

Principal
Amount*/
Shares

    Value  

Electric—0.0%

   

Hydro-Quebec
8.400%, 01/15/22

    165,000      $ 218,072   
   

 

 

 

Provincial—0.1%

   

Province of Quebec Canada
6.350%, 01/30/26

    600,000        757,796   
   

 

 

 

Total Foreign Government
(Cost $1,025,699)

      975,868   
   

 

 

 
Short-Term Investments—25.3%   

Mutual Fund—4.7%

   

State Street Navigator Securities Lending MET Portfolio (f)

    90,910,226        90,910,226   
   

 

 

 

Repurchase Agreement—19.4%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $373,347,628 on 04/01/16, collateralized by $377,005,000 U.S. Treasury Notes at 1.375% maturity dates ranging from 02/29/20 - 03/31/20, with a value of $380,821,775.

    373,347,316        373,347,316   
   

 

 

 

U.S. Treasury—1.2%

   

U.S. Treasury Bills
0.048%, 04/28/16 (g) (h)

    55,000        54,993   

0.301%, 05/19/16 (g) (h) (i)

    23,000,000        22,995,975   

0.322%, 06/16/16 (g) (h)

    340,000        339,863   
   

 

 

 
      23,390,831   
   

 

 

 

Total Short-Term Investments
(Cost $487,643,093)

      487,648,373   
   

 

 

 

Total Investments—100.9%
(Cost $1,921,442,459) (j)

      1,934,938,707   

Other assets and liabilities
(net)—(0.9)%

      (16,812,096
   

 

 

 
Net Assets—100.0%     $ 1,918,126,611   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $91,590,786 and the collateral received consisted of cash in the amount of $90,910,226 and non-cash collateral with a value of $3,506,525. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Non-income producing security.
(c) Variable or floating rate security. The stated rate represents the rate at March 31, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(d) Security is a “step-down” bond where the coupon decreases or steps down at a predetermined date. Rate shown is current coupon rate.
(e) Non-income producing; security is in default and/or issuer is in bankruptcy.
(f) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(g) The rate shown represents current yield to maturity.
(h) All or a portion of the security was pledged as collateral against open futures contracts. As of March 31, 2016, the market value of securities pledged was $639,811.
(i) All or a portion of the security was pledged as collateral against open centrally cleared swap contracts. As of March 31, 2016, the market value of securities pledged was $21,191,291.
(j) As of March 31, 2016, the aggregate cost of investments was $1,921,442,459. The aggregate unrealized appreciation and depreciation of investments were $83,908,262 and $(70,412,014), respectively, resulting in net unrealized appreciation of $13,496,248.
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $45,875,041, which is 2.4% of net assets.
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.
(CHF)— Swiss Franc
(EUR)— Euro
(GBP)— British Pound
(GDR)— A Global Depositary Receipt is a negotiable certificate issued by one country’s bank against a certain number of shares of a company’s stock held in its custody but traded on the stock exchange of another country.
(JPY)— Japanese Yen
(SEK)— Swedish Krona
(SGD)— Singapore Dollar

 

MIST-146


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts

 

 

 

Contracts to Buy

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
AUD     2,158,303      

Deutsche Bank AG

       04/26/16         $ 1,646,908         $ 5,867   
AUD     15,944,138      

Merrill Lynch International

       04/26/16           12,123,779           85,847   
AUD     5,697,858      

Citibank N.A.

       06/28/16           4,297,022           53,755   
CHF     1,843,478      

Barclays Bank plc

       04/26/16           1,910,353           8,669   
CHF     423,466      

Citibank N.A.

       04/26/16           437,609           3,210   
CHF     6,724,608      

Citibank N.A.

       04/26/16           6,943,518           56,660   
CHF     591,710      

State Street Bank and Trust

       04/26/16           616,169           (211
CHF     3,536,331      

Citibank N.A.

       06/28/16           3,655,474           36,296   
CHF     346,075      

HSBC Bank plc

       06/28/16           360,440           847   
CHF     1,379,629      

Standard Chartered Bank

       06/28/16           1,428,850           11,421   
DKK     3,093,023      

Standard Chartered Bank

       04/26/16           468,149           4,464   
EUR     1,586,149      

Deutsche Bank AG

       04/26/16           1,729,810           76,262   
EUR     1,522,727      

Goldman Sachs & Co.

       04/26/16           1,654,504           79,352   
EUR     6,603,103      

Goldman Sachs & Co.

       04/26/16           7,344,625           174,011   
EUR     5,651,247      

HSBC Bank plc

       04/26/16           6,404,317           30,485   
EUR     3,117,179      

Standard Chartered Bank

       04/26/16           3,530,371           19,011   
EUR     674,770      

BNP Paribas S.A.

       06/28/16           766,460           3,385   
EUR     2,219,072      

Royal Bank of Canada

       06/28/16           2,491,412           40,326   
GBP     255,718      

Citibank N.A.

       04/26/16           366,773           526   
GBP     1,086,316      

Citibank N.A.

       04/26/16           1,530,911           29,413   
GBP     2,645,789      

Goldman Sachs & Co.

       04/26/16           3,832,981           (32,717
GBP     511,186      

State Street Bank and Trust

       04/26/16           735,862           (1,623
GBP     316,361      

HSBC Bank plc

       06/28/16           447,973           6,535   
GBP     279,981      

State Street Bank and Trust

       06/28/16           399,400           2,842   
GBP     371,017      

State Street Bank and Trust

       06/28/16           534,819           (1,789
HKD     19,361,211      

Morgan Stanley & Co. International plc

       04/26/16           2,497,865           (1,624
HKD     8,190,641      

Standard Chartered Bank

       04/26/16           1,056,558           (538
HKD     25,018,525      

Deutsche Bank AG

       06/28/16           3,229,011           (2,367
ILS     4,725,919      

Goldman Sachs & Co.

       04/26/16           1,225,444           33,121   
JPY     112,893,399      

Goldman Sachs & Co.

       04/26/16           994,219           9,536   
JPY     498,069,165      

Goldman Sachs & Co.

       04/26/16           4,485,885           (57,465
JPY     67,400,000      

HSBC Bank plc

       04/26/16           599,778           (513
JPY     76,413,000      

Standard Chartered Bank

       04/26/16           672,236           7,165   
JPY     181,650,000      

Standard Chartered Bank

       04/26/16           1,612,839           2,243   
JPY     478,755,686      

State Street Bank and Trust

       04/26/16           4,306,470           (49,770
NOK     4,365,153      

Royal Bank of Canada

       04/26/16           523,270           4,211   
SEK     39,151,684      

Citibank N.A.

       04/26/16           4,760,215           66,203   
SEK     24,686,599      

Deutsche Bank AG

       06/28/16           2,992,494           57,741   
SGD     2,585,352      

Societe Generale

       06/28/16           1,895,164           21,901   

Contracts to Deliver

                                 
CHF     2,843,605      

Citibank N.A.

       04/26/16           2,833,668           (126,467
CHF     832,125      

Royal Bank of Canada

       04/26/16           840,290           (25,935
CHF     928,661      

State Street Bank and Trust

       04/26/16           959,096           (7,621
DKK     2,515,085      

Goldman Sachs & Co.

       06/28/16           381,650           (3,464
DKK     2,207,646      

Goldman Sachs & Co.

       06/28/16           334,408           (3,631
DKK     2,805,993      

HSBC Bank plc

       06/28/16           418,941           (10,718
EUR     1,318,412      

BNP Paribas S.A.

       04/26/16           1,473,724           (27,489
EUR     15,753,088      

Citibank N.A.

       04/26/16           17,746,307           (190,976
EUR     3,529,416      

Citibank N.A.

       04/26/16           3,845,940           (172,836
EUR     1,807,272      

Deutsche Bank AG

       04/26/16           1,962,306           (95,548
EUR     6,742,500      

Goldman Sachs & Co.

       04/26/16           7,310,744           (366,616
EUR     2,133,878      

HSBC Bank plc

       04/26/16           2,367,427           (62,317
EUR     942,049      

Morgan Stanley & Co. International plc

       04/26/16           1,067,038           (5,628
EUR     728,756      

Morgan Stanley & Co. International plc

       04/26/16           810,264           (19,536
EUR     8,190,521      

Royal Bank of Canada

       04/26/16           9,248,441           (77,710

 

MIST-147


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
EUR     94,902,234      

Standard Chartered Bank

     04/26/16       $ 103,599,037       $ (4,461,568
EUR     4,306,666      

Standard Chartered Bank

     04/26/16         4,781,653         (122,140
EUR     1,182,727      

Standard Chartered Bank

     04/26/16         1,334,875         (11,839
EUR     2,193,367      

State Street Bank and Trust

     04/26/16         2,439,572         (57,910
EUR     1,688,671      

State Street Bank and Trust

     04/26/16         1,832,250         (90,558
EUR     1,651,143      

State Street Bank and Trust

     04/26/16         1,832,367         (47,710
EUR     756,532      

State Street Bank and Trust

     04/26/16         847,400         (14,026
EUR     723,219      

BNP Paribas S.A.

     06/28/16         817,796         (7,323
EUR     416,140      

HSBC Bank plc

     06/28/16         475,225         451   
GBP     7,850,092      

Citibank N.A.

     04/26/16         11,115,989         (159,447
GBP     299,581      

Citibank N.A.

     04/26/16         425,246         (5,055
GBP     5,135,875      

Royal Bank of Canada

     04/26/16         7,310,605         (66,281
GBP     3,187,425      

Standard Chartered Bank

     04/26/16         4,602,663         24,423   
GBP     4,996,609      

UBS AG

     04/26/16         7,197,206         20,354   
GBP     244,000      

HSBC Bank plc

     06/28/16         351,319         770   
GBP     8,405,664      

Royal Bank of Canada

     06/28/16         11,987,469         (88,728
JPY     458,012,195      

Barclays Bank plc

     04/26/16         4,112,553         40,287   
JPY     2,791,041,188      

HSBC Bank plc

     04/26/16         23,891,298         (924,338
JPY     59,204,933      

Credit Suisse International

     06/28/16         527,566         168   
JPY     353,561,003      

Deutsche Bank AG

     06/28/16         3,175,955         26,432   
NOK     6,301,534      

Standard Chartered Bank

     04/26/16         761,360         (111
NOK     9,128,832      

Goldman Sachs & Co.

     06/28/16         1,087,098         (15,658
SEK     38,232,800      

Goldman Sachs & Co.

     04/26/16         4,463,820         (249,322
SEK     11,004,514      

State Street Bank and Trust

     06/28/16         1,343,960         (15,740
SGD     13,986,450      

HSBC Bank plc

     04/26/16         9,694,131         (681,744
SGD     870,185      

Merrill Lynch International

     04/26/16         640,689         (4,859
SGD     6,324,126      

Societe Generale

     04/26/16         4,654,458         (37,107
             

 

 

 

Net Unrealized Depreciation

  

      $ (7,362,383
             

 

 

 

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Appreciation/
(Depreciation)
 

Aluminum Futures

     05/18/16         37         USD         1,399,405       $ (343

Australian 10 Year Treasury Bond Futures

     06/15/16         375         AUD         48,703,080         310,174   

Brent Crude Oil Futures

     05/31/16         50         USD         2,038,599         (98

Brent Crude Oil Futures

     07/29/16         60         USD         2,502,348         2,052   

Coffee “C” Futures

     07/27/16         43         USD         2,355,437         (112

Coffee “C” Futures

     09/20/16         14         USD         689,096         (33

Corn Futures

     05/13/16         120         USD         2,109,354         (354

Cotton No. 2 Futures

     12/07/16         22         USD         635,604         (134

Euro Stoxx 50 Index Futures

     06/17/16         1,367         EUR         40,828,187         (866,416

Gasoline RBOB Futures

     04/29/16         22         USD         1,336,901         (150

Gold 100 oz. Futures

     12/28/16         31         USD         3,843,601         (841

Kansas City Hard Red Wheat Futures

     07/14/16         14         USD         340,941         (41

Lean Hogs Futures

     10/14/16         28         USD         772,473         (513

Live Cattle Futures

     06/30/16         18         USD         893,033         (53

Natural Gas Futures

     04/27/16         69         USD         1,351,890         (180

Natural Gas Futures

     08/29/16         32         USD         717,474         (1,634

New York Harbor ULSD Futures

     04/29/16         24         USD         1,195,047         (63

Nickel Futures

     07/18/16         12         USD         611,964         (108

S&P 500 E-Mini Index Futures

     06/17/16         3,183         USD         318,463,782         8,032,443   

Silver Futures

     07/27/16         18         USD         1,396,397         (1,217

Soybean Futures

     07/14/16         38         USD         1,744,175         (450

Soybean Meal Futures

     05/13/16         30         USD         810,989         (88

 

MIST-148


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Futures Contracts—(Continued)

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
    Notional
Amount
    Unrealized
Appreciation/
(Depreciation)
 

Soybean Oil Futures

     09/14/16         45        USD         935,737      $ (727

Sugar No. 11 Futures

     04/29/16         71        USD         1,220,794        (162

U.S. Treasury Long Bond Futures

     06/21/16         155        USD         25,373,122        114,690   

U.S. Treasury Note 10 Year Futures

     06/21/16         80        USD         10,412,723        18,527   

U.S. Treasury Note 2 Year Futures

     06/30/16         31        USD         6,776,954        4,296   

WTI Light Sweet Crude Oil Futures

     06/20/16         62        USD         2,522,903        (123

WTI Light Sweet Crude Oil Futures

     12/19/16         30        USD         1,297,743        1,257   

Wheat Futures

     07/14/16         41        USD         985,796        (258

Zinc Futures

     05/16/16         18        USD         815,679        (167

Futures Contracts—Short

                                

Brent Crude Oil Futures

     04/29/16         (50     USD         (2,016,402     (98

Canada Government Bond 10 Year Futures

     06/21/16         (475     CAD         (67,605,729     456,384   

Cotton No. 2 Futures

     07/07/16         (8     USD         (233,217     (23

Euro-Bund Futures

     06/08/16         (105     EUR         (16,927,357     (251,753

Hang Seng Index Futures

     04/28/16         (58     HKD         (59,597,374     (95,771

MSCI EAFE Mini Index Futures

     06/17/16         (1,654     USD         (135,054,487     625,637   

MSCI Emerging Markets Mini Index Futures

     06/17/16         (1,320     USD         (53,581,030     (1,456,370

Russell 2000 Mini Index Futures

     06/17/16         (368     USD         (39,791,104     (1,042,176

Silver Mini Futures

     05/26/16         (2     USD         (30,932     4   

TOPIX Index Futures

     06/09/16         (300     JPY         (4,032,375,000     (89,964

U.S. Treasury Note 10 Year Futures

     06/21/16         (50     USD         (6,471,446     (48,085

U.S. Treasury Note 5 Year Futures

     06/30/16         (34     USD         (4,093,204     (26,374

U.S. Treasury Ultra Long Bond Futures

     06/21/16         (99     USD         (17,024,406     (56,188

United Kingdom Long Gilt Bond Futures

     06/28/16         (109     GBP         (13,067,326     (209,196

WTI Light Sweet Crude Oil Futures

     11/18/16         (30     USD         (1,287,487     (3,113
            

 

 

 

Net Unrealized Appreciation

  

  $ 5,412,088   
            

 

 

 

Swap Agreements

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

   Floating
Rate Index
     Fixed
Rate
    Maturity
Date
     Notional
Amount
     Unrealized
Appreciation/
(Depreciation)
 

Pay

     3M LIBOR         1.550     02/28/26         USD         189,100,000       $ (1,902,561

Pay

     3M LIBOR         1.778     03/30/26         USD         41,400,000         518,497   

Pay

     3M LIBOR         2.122     12/10/25         USD         150,200,000         6,836,755   

Pay

     3M LIBOR         2.170     12/30/25         USD         197,900,000         9,574,455   
                

 

 

 

Net Unrealized Appreciation

  

   $ 15,027,146   
                

 

 

 
(AUD)— Australian Dollar
(CAD)— Canadian Dollar
(CHF)— Swiss Franc
(DKK)— Danish Krone
(EUR)— Euro
(GBP)— British Pound
(HKD)— Hong Kong Dollar
(ILS)— Israeli Shekel
(JPY)— Japanese Yen
(NOK)— Norwegian Krone
(SEK)— Swedish Krona
(SGD)— Singapore Dollar
(USD)— United States Dollar
(LIBOR)— London Interbank Offered Rate

 

MIST-149


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Common Stocks            

Aerospace & Defense

   $ 5,921,630       $ 13,924,187       $ —         $ 19,845,817   

Air Freight & Logistics

     —           2,207,057         —           2,207,057   

Airlines

     1,519,309         1,849,014         —           3,368,323   

Auto Components

     190,029         4,667,665         —           4,857,694   

Automobiles

     2,508,902         12,123,659         —           14,632,561   

Banks

     20,906,389         26,700,312         —           47,606,701   

Beverages

     7,924,776         12,852,545         —           20,777,321   

Biotechnology

     6,461,151         1,520,821         —           7,981,972   

Building Products

     1,097,637         2,263,259         —           3,360,896   

Capital Markets

     5,587,340         7,249,118         —           12,836,458   

Chemicals

     3,706,255         3,056,655         —           6,762,910   

Commercial Services & Supplies

     —           2,410,724         —           2,410,724   

Communications Equipment

     1,239,100         1,791,237         —           3,030,337   

Construction & Engineering

     858,770         2,334,411         —           3,193,181   

Construction Materials

     371,977         815,097         —           1,187,074   

Consumer Finance

     1,360,960         —           —           1,360,960   

Containers & Packaging

     1,175,985         —           —           1,175,985   

Diversified Financial Services

     3,650,862         4,822,393         —           8,473,255   

Diversified Telecommunication Services

     3,238,566         29,946,122         —           33,184,688   

Electric Utilities

     5,719,435         13,589,538         —           19,308,973   

Electrical Equipment

     1,385,141         —           —           1,385,141   

Electronic Equipment, Instruments & Components

     1,281,550         5,604,969         —           6,886,519   

Energy Equipment & Services

     1,443,721         1,328,886         —           2,772,607   

Food & Staples Retailing

     4,224,130         7,645,901         —           11,870,031   

Food Products

     2,644,843         6,204,274         —           8,849,117   

Gas Utilities

     236,986         7,056,080         —           7,293,066   

Health Care Equipment & Supplies

     3,190,474         4,143,822         —           7,334,296   

Health Care Providers & Services

     7,036,089         1,719,637         —           8,755,726   

Hotels, Restaurants & Leisure

     3,060,749         2,490,396         —           5,551,145   

Household Durables

     1,665,139         3,076,691         —           4,741,830   

Household Products

     3,845,743         3,364,988         —           7,210,731   

Industrial Conglomerates

     2,127,803         5,135,123         —           7,262,926   

Insurance

     4,823,980         26,224,249         —           31,048,229   

Internet & Catalog Retail

     2,822,758         —           —           2,822,758   

Internet Software & Services

     11,328,349         2,223,921         —           13,552,270   

IT Services

     11,500,884         4,218,855         —           15,719,739   

 

See accompanying notes to financial statements.

 

MIST-150


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  

Life Sciences Tools & Services

   $ 1,234,924      $ —        $ —         $ 1,234,924   

Machinery

     4,154,476        1,084,180        —           5,238,656   

Media

     8,922,282        13,504,405        —           22,426,687   

Metals & Mining

     478,254        5,578,808        —           6,057,062   

Multi-Utilities

     560,184        1,692,413        —           2,252,597   

Multiline Retail

     2,143,108        —          —           2,143,108   

Oil, Gas & Consumable Fuels

     14,040,555        7,165,278        —           21,205,833   

Paper & Forest Products

     —          1,155,907        —           1,155,907   

Personal Products

     223,043        2,699,515        —           2,922,558   

Pharmaceuticals

     11,188,615        42,797,919        —           53,986,534   

Professional Services

     89,032        —          —           89,032   

Real Estate Investment Trusts

     6,029,419        8,360,127        —           14,389,546   

Real Estate Management & Development

     —          12,009,259        —           12,009,259   

Road & Rail

     2,707,810        8,016,282        —           10,724,092   

Semiconductors & Semiconductor Equipment

     10,479,911        4,964,024        —           15,443,935   

Software

     8,194,534        4,190,813        —           12,385,347   

Specialty Retail

     7,316,984        3,865,799        —           11,182,783   

Technology Hardware, Storage & Peripherals

     10,426,505        —          —           10,426,505   

Textiles, Apparel & Luxury Goods

     1,369,484        1,944,208        —           3,313,692   

Thrifts & Mortgage Finance

     —          1,725,674        —           1,725,674   

Tobacco

     2,348,459        20,322,306        —           22,670,765   

Trading Companies & Distributors

     —          2,463,021        —           2,463,021   

Transportation Infrastructure

     546,505        —          —           546,505   

Water Utilities

     113,597        1,446,943        —           1,560,540   

Wireless Telecommunication Services

     684,311        10,724,040        —           11,408,351   

Total Common Stocks

     229,309,404        380,272,527        —           609,581,931   

Total Corporate Bonds & Notes*

     —          460,011,535        —           460,011,535   

Total Convertible Bonds*

     —          348,473,431        —           348,473,431   

Total Convertible Preferred Stocks*

     16,969,317        —          —           16,969,317   

Total U.S. Treasury & Government Agencies*

     —          7,075,619        —           7,075,619   

Total Municipals

     —          2,283,847        —           2,283,847   
Preferred Stocks          

Household Products

     —          1,823,343        —           1,823,343   

Machinery

     95,443        —          —           95,443   

Total Preferred Stocks

     95,443        1,823,343        —           1,918,786   

Total Foreign Government*

     —          975,868        —           975,868   
Short-Term Investments          

Mutual Fund

     90,910,226        —          —           90,910,226   

Repurchase Agreement

     —          373,347,316        —           373,347,316   

U.S. Treasury

     —          23,390,831        —           23,390,831   

Total Short-Term Investments

     90,910,226        396,738,147        —           487,648,373   

Total Investments

   $ 337,284,390      $ 1,597,654,317      $ —         $ 1,934,938,707   
                                   

Collateral for Securities Loaned (Liability)

   $ —        $ (90,910,226   $ —         $ (90,910,226
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —        $ 1,044,190      $ —         $ 1,044,190   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —          (8,406,573     —           (8,406,573

Total Forward Contracts

   $ —        $ (7,362,383   $ —         $ (7,362,383
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 9,565,464      $ —        $ —         $ 9,565,464   

Futures Contracts (Unrealized Depreciation)

     (4,153,376     —          —           (4,153,376

Total Futures Contracts

   $ 5,412,088      $ —        $ —         $ 5,412,088   

 

MIST-151


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2     Level 3      Total  
Centrally Cleared Swap Contracts           

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —         $ 16,929,707      $ —         $ 16,929,707   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —           (1,902,561     —           (1,902,561

Total Centrally Cleared Swap Contracts

   $ —         $ 15,027,146      $ —         $ 15,027,146   

 

* See Consolidated Schedule of Investments for additional detailed categorizations.

Transfers from Level 2 to Level 1 in the amount of $3,142,971 were due to the discontinuation of a systematic fair valuation model factor.

 

MIST-152


Table of Contents

Met Investors Series Trust

JPMorgan Small Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—97.9% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—1.7%

   

AAR Corp.

    185,100      $ 4,307,277   

DigitalGlobe, Inc. (a)

    201,600        3,487,680   

Moog, Inc. - Class A (a)

    32,000        1,461,760   

National Presto Industries, Inc.

    5,800        485,692   
   

 

 

 
      9,742,409   
   

 

 

 

Air Freight & Logistics—0.6%

   

Atlas Air Worldwide Holdings, Inc. (a)

    77,700        3,284,379   
   

 

 

 

Airlines—0.4%

   

Alaska Air Group, Inc.

    31,100        2,550,822   
   

 

 

 

Auto Components—1.5%

   

Cooper Tire & Rubber Co.

    163,900        6,067,578   

Dana Holding Corp. (b)

    135,000        1,902,150   

Stoneridge, Inc. (a)

    57,500        837,200   
   

 

 

 
      8,806,928   
   

 

 

 

Banks—16.5%

   

1st Source Corp.

    40,191        1,279,681   

American National Bankshares, Inc.

    2,300        58,259   

Bancfirst Corp.

    23,900        1,363,017   

BancorpSouth, Inc.

    139,100        2,964,221   

Bank of Hawaii Corp. (b)

    60,900        4,158,252   

Banner Corp.

    22,900        962,716   

BBCN Bancorp, Inc.

    131,600        1,999,004   

Brookline Bancorp, Inc.

    28,000        308,280   

Capital Bank Financial Corp. - Class A (b)

    86,500        2,668,525   

Cascade Bancorp (a)

    31,071        177,415   

Cathay General Bancorp

    76,800        2,175,744   

Central Pacific Financial Corp.

    178,601        3,888,144   

Century Bancorp, Inc. - Class A (b)

    3,100        120,621   

Citizens & Northern Corp. (b)

    7,200        143,136   

City Holding Co. (b)

    53,909        2,575,772   

CoBiz Financial, Inc.

    29,840        352,709   

Columbia Banking System, Inc.

    20,300        607,376   

Community Bank System, Inc. (b)

    50,500        1,929,605   

Community Trust Bancorp, Inc.

    45,616        1,611,157   

Customers Bancorp, Inc. (a)

    62,600        1,479,238   

East West Bancorp, Inc.

    4,628        150,317   

FCB Financial Holdings, Inc. - Class A (a)

    31,700        1,054,342   

Financial Institutions, Inc.

    25,899        752,884   

First Bancorp (b)

    11,300        213,005   

First BanCorp. (a)

    475,600        1,388,752   

First Busey Corp.

    49,166        1,006,920   

First Citizens BancShares, Inc. - Class A

    3,100        778,317   

First Commonwealth Financial Corp.

    452,100        4,005,606   

First Community Bancshares, Inc.

    17,300        343,232   

First Financial Bancorp

    40,300        732,654   

First Financial Bankshares, Inc. (b)

    28,200        834,156   

First Interstate BancSystem, Inc. - Class A (b)

    33,000        928,290   

Flushing Financial Corp.

    54,400        1,176,128   

FNB Corp. (b)

    225,319        2,931,400   

Fulton Financial Corp.

    109,900        1,470,462   

Glacier Bancorp, Inc.

    79,000        2,008,180   

Great Southern Bancorp, Inc.

    13,700        508,681   

Banks—(Continued)

   

Great Western Bancorp, Inc.

    54,400      1,483,488   

Guaranty Bancorp

    9,800        151,508   

Hancock Holding Co. (b)

    123,800        2,842,448   

Heartland Financial USA, Inc.

    20,183        621,435   

Heritage Financial Corp. (b)

    9,134        160,484   

Investors Bancorp, Inc. (b)

    338,100        3,935,484   

Lakeland Bancorp, Inc.

    23,045        233,907   

Lakeland Financial Corp.

    10,400        476,112   

MainSource Financial Group, Inc.

    62,304        1,313,991   

National Penn Bancshares, Inc.

    17,500        186,200   

OFG Bancorp

    209,645        1,465,419   

Pacific Continental Corp.

    29,185        470,754   

PacWest Bancorp (b)

    57,900        2,150,985   

Preferred Bank

    6,600        199,650   

Republic Bancorp, Inc. - Class A

    7,300        188,559   

S&T Bancorp, Inc. (b)

    8,200        211,232   

Sierra Bancorp

    6,400        116,160   

Simmons First National Corp. - Class A

    1,009        45,476   

Southside Bancshares, Inc. (b)

    6,655        173,496   

Southwest Bancorp, Inc.

    45,300        681,765   

State Bank Financial Corp. (b)

    21,400        422,864   

Stock Yards Bancorp, Inc. (b)

    4,700        181,091   

Suffolk Bancorp

    6,500        164,060   

TCF Financial Corp.

    66,000        809,160   

Tompkins Financial Corp. (b)

    14,759        944,576   

TriState Capital Holdings, Inc. (a) (b)

    9,600        120,960   

Trustmark Corp.

    53,600        1,234,408   

UMB Financial Corp. (b)

    69,700        3,598,611   

Umpqua Holdings Corp.

    219,661        3,483,823   

Union Bankshares Corp.

    149,574        3,684,008   

Valley National Bancorp

    28,274        269,734   

Washington Trust Bancorp, Inc.

    14,200        529,944   

Webster Financial Corp. (b)

    41,600        1,493,440   

WesBanco, Inc. (b)

    772        22,936   

West Bancorp, Inc. (b)

    14,820        270,169   

Westamerica Bancorp (b)

    128,000        6,234,880   

Western Alliance Bancorp (a)

    5,864        195,740   

Wilshire Bancorp, Inc.

    230,800        2,377,240   
   

 

 

 
      94,252,395   
   

 

 

 

Biotechnology—0.8%

   

ACADIA Pharmaceuticals, Inc. (a) (b)

    13,400        374,664   

Applied Genetic Technologies Corp. (a)

    2,600        36,348   

Ardelyx, Inc. (a)

    12,800        99,456   

Avalanche Biotechnologies, Inc. (a)

    2,800        14,476   

Cara Therapeutics, Inc. (a) (b)

    15,400        95,788   

Dicerna Pharmaceuticals, Inc. (a) (b)

    6,300        33,768   

Epizyme, Inc. (a) (b)

    4,800        58,176   

Idera Pharmaceuticals, Inc. (a) (b)

    656,300        1,299,474   

Immune Design Corp. (a) (b)

    5,400        70,200   

Insmed, Inc. (a) (b)

    16,700        211,589   

Karyopharm Therapeutics, Inc. (a)

    2,200        19,624   

MacroGenics, Inc. (a) (b)

    5,600        105,000   

NantKwest, Inc. (a) (b)

    29,100        239,202   

Radius Health, Inc. (a) (b)

    16,500        518,760   

Sage Therapeutics, Inc. (a) (b)

    1,900        60,914   

 

MIST-153


Table of Contents

Met Investors Series Trust

JPMorgan Small Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Biotechnology—(Continued)

   

Seres Therapeutics, Inc. (a) (b)

    29,500      $ 783,520   

Ultragenyx Pharmaceutical, Inc. (a) (b)

    4,600        291,226   

Verastem, Inc. (a) (b)

    13,100        20,698   

Zafgen, Inc. (a) (b)

    5,300        35,404   
   

 

 

 
      4,368,287   
   

 

 

 

Building Products—0.5%

   

Gibraltar Industries, Inc. (a)

    91,500        2,616,900   
   

 

 

 

Capital Markets—0.8%

   

Arlington Asset Investment Corp. - Class A (b)

    16,300        204,239   

Cowen Group, Inc. - Class A (a) (b)

    269,200        1,025,652   

Investment Technology Group, Inc. (b)

    60,900        1,345,890   

KCG Holdings, Inc. - Class A (a)

    140,800        1,682,560   

Oppenheimer Holdings, Inc. - Class A

    20,909        329,944   
   

 

 

 
      4,588,285   
   

 

 

 

Chemicals—0.7%

   

Intrepid Potash, Inc. (a) (b)

    47,300        52,503   

Minerals Technologies, Inc.

    6,700        380,895   

Olin Corp. (b)

    82,900        1,439,973   

Rayonier Advanced Materials, Inc. (b)

    227,900        2,165,050   
   

 

 

 
      4,038,421   
   

 

 

 

Commercial Services & Supplies—2.7%

   

ACCO Brands Corp. (a)

    540,600        4,854,588   

Ennis, Inc.

    31,100        608,005   

Essendant, Inc.

    93,200        2,975,876   

Quad/Graphics, Inc.

    169,507        2,193,421   

VSE Corp. (b)

    24,200        1,642,938   

West Corp.

    129,700        2,959,754   
   

 

 

 
      15,234,582   
   

 

 

 

Communications Equipment—1.8%

   

Black Box Corp.

    77,492        1,043,817   

Comtech Telecommunications Corp.

    55,882        1,305,963   

InterDigital, Inc. (b)

    43,500        2,420,775   

NETGEAR, Inc. (a) (b)

    59,400        2,397,978   

Polycom, Inc. (a)

    254,400        2,836,560   
   

 

 

 
      10,005,093   
   

 

 

 

Construction & Engineering—1.7%

   

Argan, Inc.

    69,210        2,433,424   

Comfort Systems USA, Inc.

    52,200        1,658,394   

EMCOR Group, Inc.

    113,600        5,520,960   
   

 

 

 
      9,612,778   
   

 

 

 

Consumer Finance—0.6%

   

Cash America International, Inc.

    58,000        2,241,120   

Nelnet, Inc. - Class A

    33,100        1,303,147   
   

 

 

 
      3,544,267   
   

 

 

 

Containers & Packaging—0.6%

   

Graphic Packaging Holding Co.

    234,500      3,013,325   

Myers Industries, Inc.

    20,400        262,344   
   

 

 

 
      3,275,669   
   

 

 

 

Distributors—0.0%

   

VOXX International Corp. (a) (b)

    33,000        147,510   
   

 

 

 

Diversified Consumer Services—1.3%

   

Ascent Capital Group, Inc. - Class A (a) (b)

    87,000        1,288,470   

Houghton Mifflin Harcourt Co. (a)

    33,200        662,008   

K12, Inc. (a)

    150,600        1,489,434   

Regis Corp. (a)

    255,100        3,874,969   
   

 

 

 
      7,314,881   
   

 

 

 

Diversified Financial Services—0.0%

   

Marlin Business Services Corp.

    12,074        172,779   
   

 

 

 

Diversified Telecommunication Services—0.4%

  

Cincinnati Bell, Inc. (a)

    524,900        2,031,363   

Intelsat S.A. (a) (b)

    78,400        197,568   

Windstream Holdings, Inc. (b)

    33,600        258,048   
   

 

 

 
      2,486,979   
   

 

 

 

Electric Utilities—2.2%

   

El Paso Electric Co.

    110,505        5,069,969   

PNM Resources, Inc.

    52,800        1,780,416   

Portland General Electric Co.

    142,000        5,607,580   

Spark Energy, Inc. - Class A

    8,100        145,800   
   

 

 

 
      12,603,765   
   

 

 

 

Electrical Equipment—0.2%

   

General Cable Corp. (b)

    69,600        849,816   

LSI Industries, Inc.

    12,965        152,339   
   

 

 

 
      1,002,155   
   

 

 

 

Electronic Equipment, Instruments & Components—3.4%

  

Benchmark Electronics, Inc. (a)

    183,500        4,229,675   

Coherent, Inc. (a)

    20,300        1,865,570   

Insight Enterprises, Inc. (a)

    107,500        3,078,800   

Sanmina Corp. (a)

    22,700        530,726   

Tech Data Corp. (a)

    89,600        6,878,592   

Vishay Intertechnology, Inc. (b)

    240,700        2,938,947   
   

 

 

 
      19,522,310   
   

 

 

 

Energy Equipment & Services—1.5%

   

Archrock, Inc.

    14,700        117,600   

Atwood Oceanics, Inc. (b)

    45,400        416,318   

Geospace Technologies Corp. (a) (b)

    39,900        492,366   

Gulfmark Offshore, Inc. - Class A (a) (b)

    170,800        1,053,836   

Helix Energy Solutions Group, Inc. (a) (b)

    274,800        1,538,880   

Key Energy Services, Inc. (a) (b)

    949,300        350,671   

North Atlantic Drilling, Ltd. (a) (b)

    31,039        85,047   

Parker Drilling Co. (a)

    115,300        244,436   

Pioneer Energy Services Corp. (a)

    486,600        1,070,520   

 

MIST-154


Table of Contents

Met Investors Series Trust

JPMorgan Small Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Energy Equipment & Services—(Continued)

  

SEACOR Holdings, Inc. (a) (b)

    44,900      $ 2,444,805   

Unit Corp. (a)

    98,900        871,309   
   

 

 

 
      8,685,788   
   

 

 

 

Food & Staples Retailing—0.2%

   

Smart & Final Stores, Inc. (a) (b)

    21,600        349,920   

SpartanNash Co.

    22,000        666,820   
   

 

 

 
      1,016,740   
   

 

 

 

Food Products—1.5%

   

Darling Ingredients, Inc. (a)

    333,200        4,388,244   

Dean Foods Co.

    37,200        644,304   

Fresh Del Monte Produce, Inc. (b)

    38,400        1,615,488   

Pinnacle Foods, Inc.

    38,000        1,697,840   

Sanderson Farms, Inc.

    2,000        180,360   

Seneca Foods Corp. - Class A (a)

    3,400        118,116   
   

 

 

 
      8,644,352   
   

 

 

 

Gas Utilities—2.6%

  

AGL Resources, Inc.

    31,600        2,058,424   

Chesapeake Utilities Corp.

    11,350        714,710   

Laclede Group, Inc. (The)

    66,139        4,480,917   

Northwest Natural Gas Co. (b)

    53,200        2,864,820   

Piedmont Natural Gas Co., Inc.

    17,000        1,017,110   

Southwest Gas Corp.

    55,900        3,681,015   
   

 

 

 
      14,816,996   
   

 

 

 

Health Care Equipment & Supplies—1.0%

  

Halyard Health, Inc. (a) (b)

    14,900        428,077   

Inogen, Inc. (a) (b)

    15,000        674,700   

Meridian Bioscience, Inc. (b)

    49,700        1,024,317   

Orthofix International NV (a)

    6,700        278,184   

Quidel Corp. (a) (b)

    110,900        1,914,134   

Rockwell Medical, Inc. (a) (b)

    59,800        449,098   

SurModics, Inc. (a)

    59,486        1,095,137   
   

 

 

 
      5,863,647   
   

 

 

 

Health Care Providers & Services—2.4%

  

Addus HomeCare Corp. (a) (b)

    22,900        393,651   

Alliance HealthCare Services, Inc. (a)

    46,900        337,211   

Amsurg Corp. (a) (b)

    8,800        656,480   

Centene Corp. (a) (b)

    46,700        2,875,319   

Cross Country Healthcare, Inc. (a)

    183,600        2,135,268   

Five Star Quality Care, Inc. (a)

    33,400        76,486   

Magellan Health, Inc. (a)

    23,700        1,609,941   

Owens & Minor, Inc.

    48,100        1,944,202   

Surgical Care Affiliates, Inc. (a)

    61,800        2,860,104   

Triple-S Management Corp. - Class B (a)

    25,700        638,902   
   

 

 

 
      13,527,564   
   

 

 

 

Hotels, Restaurants & Leisure—1.4%

  

Bob Evans Farms, Inc. (b)

    44,400        2,073,036   

Bravo Brio Restaurant Group, Inc. (a)

    15,100        117,025   

Isle of Capri Casinos, Inc. (a)

    226,641        3,172,974   

Hotels, Restaurants & Leisure—(Continued)

  

Jack in the Box, Inc. (b)

    7,000      447,090   

Ruby Tuesday, Inc. (a)

    23,800        128,044   

Ruth’s Hospitality Group, Inc.

    101,400        1,866,774   

Speedway Motorsports, Inc.

    15,200        301,416   
   

 

 

 
      8,106,359   
   

 

 

 

Household Durables—0.6%

  

CSS Industries, Inc.

    36,851        1,029,248   

Leggett & Platt, Inc.

    35,400        1,713,360   

NACCO Industries, Inc. - Class A

    12,800        734,848   
   

 

 

 
      3,477,456   
   

 

 

 

Household Products—0.6%

  

Central Garden and Pet Co. - Class A (a)

    215,300        3,507,237   
   

 

 

 

Independent Power and Renewable Electricity Producers—0.6%

  

Atlantic Power Corp.

    763,400        1,877,964   

Ormat Technologies, Inc. (b)

    43,100        1,777,444   
   

 

 

 
      3,655,408   
   

 

 

 

Insurance—4.5%

  

American Equity Investment Life Holding Co. (b)

    28,800        483,840   

Arch Capital Group, Ltd. (a)

    12,656        899,842   

Argo Group International Holdings, Ltd.

    45,864        2,632,135   

CNO Financial Group, Inc. (b)

    344,300        6,169,856   

Global Indemnity plc (a)

    4,300        133,859   

Hallmark Financial Services, Inc. (a)

    27,321        314,191   

Horace Mann Educators Corp.

    87,211        2,763,716   

Kemper Corp.

    14,500        428,765   

Maiden Holdings, Ltd. (b)

    34,100        441,254   

MBIA, Inc. (a)

    253,649        2,244,794   

Navigators Group, Inc. (The) (a)

    13,300        1,115,471   

Primerica, Inc. (b)

    95,000        4,230,350   

ProAssurance Corp.

    65,300        3,304,180   

United Fire Group, Inc.

    6,400        280,448   
   

 

 

 
      25,442,701   
   

 

 

 

Internet & Catalog Retail—0.4%

  

Liberty TripAdvisor Holdings, Inc. - Class A (a) (b)

    112,500        2,493,000   
   

 

 

 

Internet Software & Services—0.6%

  

Bazaarvoice, Inc. (a)

    192,900        607,635   

Benefitfocus, Inc. (a) (b)

    15,400        513,590   

Blucora, Inc. (a)

    87,484        451,417   

EarthLink Holdings Corp.

    230,900        1,309,203   

Monster Worldwide, Inc. (a) (b)

    142,000        462,920   
   

 

 

 
      3,344,765   
   

 

 

 

IT Services—1.2%

  

Convergys Corp. (b)

    138,300        3,840,591   

EVERTEC, Inc. (b)

    12,900        180,342   

Sykes Enterprises, Inc. (a)

    46,300        1,397,334   

Unisys Corp. (a) (b)

    174,300        1,342,110   
   

 

 

 
      6,760,377   
   

 

 

 

 

MIST-155


Table of Contents

Met Investors Series Trust

JPMorgan Small Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Leisure Products—0.2%

  

Nautilus, Inc. (a)

    61,700      $ 1,192,044   
   

 

 

 

Life Sciences Tools & Services—0.1%

  

Affymetrix, Inc. (a) (b)

    37,800        529,578   
   

 

 

 

Machinery—2.7%

  

AGCO Corp. (b)

    35,400        1,759,380   

Briggs & Stratton Corp. (b)

    99,900        2,389,608   

Douglas Dynamics, Inc.

    132,042        3,025,083   

Federal Signal Corp.

    74,200        983,892   

Hurco Cos., Inc.

    23,982        791,166   

Hyster-Yale Materials Handling, Inc.

    25,600        1,704,960   

Kadant, Inc.

    48,907        2,208,640   

Mueller Water Products, Inc. - Class A

    109,500        1,081,860   

Wabash National Corp. (a) (b)

    68,700        906,840   

Watts Water Technologies, Inc. - Class A

    7,700        424,501   
   

 

 

 
      15,275,930   
   

 

 

 

Marine—0.3%

  

Matson, Inc.

    48,700        1,956,279   
   

 

 

 

Media—0.5%

  

Central European Media Enterprises, Ltd. - Class A (a) (b)

    56,200        143,310   

Entercom Communications Corp. - Class A (a)

    67,260        711,611   

Eros International plc (a) (b)

    17,100        196,821   

Harte-Hanks, Inc.

    98,100        248,193   

Saga Communications, Inc.- Class A (b)

    3,335        133,600   

Time, Inc.

    81,300        1,255,272   
   

 

 

 
      2,688,807   
   

 

 

 

Metals & Mining—1.1%

  

Carpenter Technology Corp.

    23,900        818,097   

Cliffs Natural Resources, Inc. (a) (b)

    253,800        761,400   

Schnitzer Steel Industries, Inc. - Class A (b)

    74,200        1,368,248   

Worthington Industries, Inc.

    86,800        3,093,552   
   

 

 

 
      6,041,297   
   

 

 

 

Multi-Utilities—1.9%

  

Avista Corp.

    128,100        5,223,918   

NorthWestern Corp. (b)

    80,183        4,951,300   

Unitil Corp.

    19,200        815,808   
   

 

 

 
      10,991,026   
   

 

 

 

Multiline Retail—0.4%

  

Dillard’s, Inc. - Class A (b)

    24,800        2,105,768   
   

 

 

 

Oil, Gas & Consumable Fuels—2.1%

  

Adams Resources & Energy, Inc.

    1,600        63,968   

Alon USA Energy, Inc.

    34,200        352,944   

Approach Resources, Inc. (a)

    110,200        127,832   

Bill Barrett Corp. (a) (b)

    718,500        4,469,070   

Frontline, Ltd. (b)

    15,900        133,083   

Gastar Exploration, Inc. (a) (b)

    138,500        152,350   

Halcon Resources Corp. (a) (b)

    152,200        146,280   

Oil, Gas & Consumable Fuels—(Continued)

  

Jones Energy, Inc. - Class A (a) (b)

    86,000      286,380   

REX American Resources Corp. (a) (b)

    100,200        5,558,094   

Rex Energy Corp. (a) (b)

    340,500        261,606   

Stone Energy Corp. (a) (b)

    574,200        453,618   
   

 

 

 
      12,005,225   
   

 

 

 

Paper & Forest Products—0.8%

  

Domtar Corp.

    47,000        1,903,500   

Schweitzer-Mauduit International, Inc.

    81,100        2,553,028   
   

 

 

 
      4,456,528   
   

 

 

 

Pharmaceuticals—0.4%

  

Amphastar Pharmaceuticals, Inc. (a) (b)

    31,600        379,200   

Medicines Co. (The) (a) (b)

    38,700        1,229,499   

MyoKardia, Inc. (a) (b)

    50,878        544,903   

Revance Therapeutics, Inc. (a) (b)

    9,600        167,616   
   

 

 

 
      2,321,218   
   

 

 

 

Professional Services—1.5%

  

Barrett Business Services, Inc. (b)

    71,160        2,045,850   

FTI Consulting, Inc. (a)

    146,000        5,184,460   

RPX Corp. (a)

    55,200        621,552   

TriNet Group, Inc. (a)

    31,648        454,149   
   

 

 

 
      8,306,011   
   

 

 

 

Real Estate Investment Trusts—14.4%

  

AG Mortgage Investment Trust, Inc. (b)

    34,900        456,143   

American Assets Trust, Inc.

    8,600        343,312   

Apartment Investment & Management Co. - Class A

    73,100        3,057,042   

ARMOUR Residential REIT, Inc. (b)

    153,200        3,298,396   

Ashford Hospitality Trust, Inc.

    243,495        1,553,498   

Capstead Mortgage Corp. (b)

    403,258        3,988,222   

CBL & Associates Properties, Inc.

    134,300        1,598,170   

Cedar Realty Trust, Inc.

    102,000        737,460   

CoreSite Realty Corp. (b)

    75,100        5,257,751   

CubeSmart (b)

    156,100        5,198,130   

CyrusOne, Inc. (b)

    3,000        136,950   

CYS Investments, Inc. (b)

    752,900        6,128,606   

DCT Industrial Trust, Inc. (b)

    177,275        6,997,044   

DiamondRock Hospitality Co.

    118,300        1,197,196   

DuPont Fabros Technology, Inc. (b)

    25,800        1,045,674   

Education Realty Trust, Inc. (b)

    8,600        357,760   

EPR Properties

    28,000        1,865,360   

FelCor Lodging Trust, Inc. (b)

    263,669        2,140,992   

First Industrial Realty Trust, Inc.

    46,800        1,064,232   

First Potomac Realty Trust (b)

    181,200        1,641,672   

Franklin Street Properties Corp.

    60,300        639,783   

Getty Realty Corp.

    54,229        1,075,361   

Gladstone Commercial Corp. (b)

    27,200        445,536   

Government Properties Income Trust (b)

    169,200        3,020,220   

Gramercy Property Trust

    179,900        1,520,155   

Hatteras Financial Corp.

    80,800        1,155,440   

Highwoods Properties, Inc.

    21,700        1,037,477   

Hospitality Properties Trust

    59,100        1,569,696   

 

MIST-156


Table of Contents

Met Investors Series Trust

JPMorgan Small Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Real Estate Investment Trusts—(Continued)

  

Kite Realty Group Trust

    45,100      $ 1,249,721   

LaSalle Hotel Properties (b)

    28,900        731,459   

LTC Properties, Inc.

    36,600        1,655,784   

Mack-Cali Realty Corp.

    47,200        1,109,200   

Mid-America Apartment Communities, Inc.

    5,332        544,984   

Monogram Residential Trust, Inc.

    86,700        854,862   

Pebblebrook Hotel Trust (b)

    47,700        1,386,639   

Pennsylvania Real Estate Investment Trust

    111,300        2,431,905   

Potlatch Corp.

    90,000        2,835,000   

PS Business Parks, Inc.

    31,200        3,135,912   

RAIT Financial Trust (b)

    171,300        537,882   

RLJ Lodging Trust

    31,300        716,144   

Saul Centers, Inc.

    4,400        233,288   

Silver Bay Realty Trust Corp. (b)

    24,100        357,885   

Sunstone Hotel Investors, Inc.

    167,173        2,340,422   

Taubman Centers, Inc.

    5,100        363,273   

Urstadt Biddle Properties, Inc. - Class A

    28,900        605,455   

Washington Real Estate Investment Trust (b)

    90,800        2,652,268   

WP Glimcher, Inc.

    2,247        21,324   
   

 

 

 
      82,290,685   
   

 

 

 

Real Estate Management & Development—1.4%

  

Alexander & Baldwin, Inc.

    76,100        2,791,348   

Forestar Group, Inc. (a) (b)

    218,900        2,854,456   

St. Joe Co. (The) (a) (b)

    121,200        2,078,580   
   

 

 

 
      7,724,384   
   

 

 

 

Road & Rail—0.7%

   

AMERCO (b)

    1,700        607,427   

ArcBest Corp.

    79,900        1,725,041   

PAM Transportation Services, Inc. (a)

    18,645        574,266   

USA Truck, Inc. (a) (b)

    68,200        1,284,888   
   

 

 

 
      4,191,622   
   

 

 

 

Semiconductors & Semiconductor Equipment—2.6%

  

Advanced Energy Industries, Inc. (a)

    97,900        3,405,941   

Alpha & Omega Semiconductor, Ltd. (a) (b)

    80,600        955,110   

Amkor Technology, Inc. (a)

    278,000        1,637,420   

Cohu, Inc.

    153,400        1,822,392   

Cypress Semiconductor Corp. (a) (b)

    310,002        2,684,618   

FormFactor, Inc. (a)

    170,200        1,237,354   

IXYS Corp.

    76,000        852,720   

Ultra Clean Holdings, Inc. (a)

    27,900        149,544   

Xcerra Corp. (a)

    351,539        2,292,034   
   

 

 

 
      15,037,133   
   

 

 

 

Software—2.6%

   

Aspen Technology, Inc. (a) (b)

    22,000        794,860   

EnerNOC, Inc. (a) (b)

    87,022        650,925   

Fair Isaac Corp.

    23,700        2,514,333   

Rovi Corp. (a) (b)

    194,400        3,987,144   

Take-Two Interactive Software, Inc. (a) (b)

    180,300        6,791,901   
   

 

 

 
      14,739,163   
   

 

 

 

Specialty Retail—1.7%

   

Abercrombie & Fitch Co. - Class A (b)

    55,000      1,734,700   

Children’s Place, Inc. (The)

    78,800        6,577,436   

Guess?, Inc. (b)

    81,200        1,524,124   
   

 

 

 
      9,836,260   
   

 

 

 

Textiles, Apparel & Luxury Goods—0.4%

  

Movado Group, Inc.

    83,900        2,309,767   
   

 

 

 

Thrifts & Mortgage Finance—2.6%

   

BankFinancial Corp. (b)

    8,985        106,203   

Beneficial Bancorp, Inc. (a)

    218,155        2,986,542   

Charter Financial Corp. (b)

    97,300        1,313,550   

Fox Chase Bancorp, Inc.

    10,100        195,132   

Kearny Financial Corp.

    7,291        90,044   

Meridian Bancorp, Inc.

    122,300        1,702,416   

MGIC Investment Corp. (a)

    38,400        294,528   

Northfield Bancorp, Inc. (b)

    217,600        3,577,344   

OceanFirst Financial Corp. (b)

    20,900        369,512   

Oritani Financial Corp.

    33,600        570,192   

Territorial Bancorp, Inc.

    5,900        153,754   

United Financial Bancorp, Inc.

    36,000        453,240   

Walker & Dunlop, Inc. (a)

    86,500        2,099,355   

Waterstone Financial, Inc.

    13,300        181,944   

WSFS Financial Corp.

    28,295        920,153   
   

 

 

 
      15,013,909   
   

 

 

 

Tobacco—1.0%

   

Universal Corp. (b)

    97,367        5,531,419   

Trading Companies & Distributors—0.4%

  

DXP Enterprises, Inc. (a) (b)

    60,100        1,055,356   

MRC Global, Inc. (a)

    47,600        625,464   

Titan Machinery, Inc. (a) (b)

    51,900        599,964   
   

 

 

 
      2,280,784   
   

 

 

 

Water Utilities—0.6%

   

American States Water Co.

    59,900        2,357,664   

California Water Service Group (b)

    41,400        1,106,208   
   

 

 

 
      3,463,872   
   

 

 

 

Wireless Telecommunication Services—0.0%

  

Spok Holdings, Inc.

    13,000        227,630   
   

 

 

 

Total Common Stocks
(Cost $540,263,991)

      559,030,323   
   

 

 

 
Short-Term Investments—23.3%   

Mutual Fund—21.5%

   

State Street Navigator Securities Lending MET Portfolio (c)

    123,030,048        123,030,048   
   

 

 

 

 

MIST-157


Table of Contents

Met Investors Series Trust

JPMorgan Small Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Short-Term Investments—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreement—1.8%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $10,445,011 on 04/01/16, collateralized by $10,460,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $10,656,125.

    10,445,002      $ 10,445,002   
   

 

 

 

Total Short-Term Investments
(Cost $133,475,050)

      133,475,050   
   

 

 

 

Total Investments—121.2%
(Cost $673,739,041) (d)

      692,505,373   

Other assets and liabilities (net)—(21.2)%

      (121,228,860
   

 

 

 
Net Assets—100.0%     $ 571,276,513   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Non-income producing security.
(b) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $139,221,083 and the collateral received consisted of cash in the amount of $123,030,048 and non-cash collateral with a value of $20,280,379. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(c) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(d) As of March 31, 2016, the aggregate cost of investments was $673,739,041. The aggregate unrealized appreciation and depreciation of investments were $85,749,758 and $(66,983,426), respectively, resulting in net unrealized appreciation of $18,766,332.

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Appreciation
 

Russell 2000 Mini Index Futures

     06/17/16         105         USD         11,357,530       $ 293,270   
              

 

 

 

 

(USD)— United States Dollar

 

MIST-158


Table of Contents

Met Investors Series Trust

JPMorgan Small Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy

 

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Common Stocks*

   $ 559,030,323       $ —        $ —         $ 559,030,323   
Short-Term Investments           

Mutual Fund

     123,030,048         —          —           123,030,048   

Repurchase Agreement

     —           10,445,002        —           10,445,002   

Total Short-Term Investments

     123,030,048         10,445,002        —           133,475,050   

Total Investments

   $ 682,060,371       $ 10,445,002      $ —         $ 692,505,373   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (123,030,048   $ —         $ (123,030,048
Futures Contracts           

Futures Contracts (Unrealized Appreciation)

   $ 293,270       $ —        $ —         $ 293,270   

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-159


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—64.1% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—3.8%

  

Thales S.A.

    65,320      $ 5,720,697   

TransDigm Group, Inc. (a) (b)

    53,228        11,728,257   
   

 

 

 
      17,448,954   
   

 

 

 

Banks—5.5%

  

Bank of Ireland (a)

    8,771,328        2,542,742   

HDFC Bank, Ltd.

    252,550        4,805,210   

ING Groep NV

    317,648        3,825,090   

M&T Bank Corp.

    42,157        4,679,427   

Mitsubishi UFJ Financial Group, Inc.

    954,600        4,420,187   

Wells Fargo & Co.

    103,425        5,001,633   
   

 

 

 
      25,274,289   
   

 

 

 

Beverages—2.7%

  

Anheuser-Busch InBev S.A.

    67,660        8,434,599   

Asahi Group Holdings, Ltd.

    128,300        3,990,879   
   

 

 

 
      12,425,478   
   

 

 

 

Biotechnology—1.5%

  

Alexion Pharmaceuticals, Inc. (a)

    49,549        6,898,212   
   

 

 

 

Building Products—1.6%

  

Assa Abloy AB - Class B

    144,713        2,844,890   

Geberit AG

    12,798        4,766,641   
   

 

 

 
      7,611,531   
   

 

 

 

Capital Markets—1.3%

  

Goldman Sachs Group, Inc. (The)

    39,075        6,133,993   
   

 

 

 

Chemicals—2.9%

  

LyondellBasell Industries NV - Class A

    70,491        6,032,620   

Sherwin-Williams Co. (The)

    26,706        7,602,397   
   

 

 

 
      13,635,017   
   

 

 

 

Diversified Financial Services—2.8%

  

FactSet Research Systems, Inc. (b)

    45,981        6,967,501   

London Stock Exchange Group plc

    155,093        6,247,591   
   

 

 

 
      13,215,092   
   

 

 

 

Electrical Equipment—0.4%

  

Eaton Corp. plc

    29,327        1,834,697   
   

 

 

 

Energy Equipment & Services—1.0%

  

Schlumberger, Ltd.

    64,449        4,753,114   
   

 

 

 

Food Products—0.9%

  

Universal Robina Corp.

    891,120        4,195,485   
   

 

 

 

Health Care Providers & Services—1.7%

  

UnitedHealth Group, Inc.

    60,146        7,752,819   
   

 

 

 

Hotels, Restaurants & Leisure—1.9%

  

Starwood Hotels & Resorts Worldwide, Inc.

    103,397        8,626,412   
   

 

 

 

Household Durables—1.7%

  

Jarden Corp. (a) (b)

    133,438      7,866,170   
   

 

 

 

Insurance—4.3%

  

AIA Group, Ltd.

    1,568,800        8,896,451   

Legal & General Group plc

    1,658,415        5,566,446   

Travelers Cos., Inc. (The)

    46,576        5,435,885   
   

 

 

 
      19,898,782   
   

 

 

 

Internet & Catalog Retail—2.6%

  

Amazon.com, Inc. (a)

    7,773        4,614,364   

Priceline Group, Inc. (The) (a)

    5,819        7,500,458   
   

 

 

 
      12,114,822   
   

 

 

 

Internet Software & Services—7.6%

  

Alibaba Group Holding, Ltd. (ADR) (a) (b)

    127,837        10,102,958   

Alphabet, Inc. - Class A (a)

    13,008        9,923,803   

Alphabet, Inc. - Class C (a)

    7,052        5,253,388   

Facebook, Inc. - Class A (a)

    87,020        9,928,982   
   

 

 

 
      35,209,131   
   

 

 

 

IT Services—3.8%

  

CGI Group, Inc. - Class A (a)

    116,200        5,553,443   

HCL Technologies, Ltd.

    501,910        6,161,715   

Nomura Research Institute, Ltd.

    170,100        5,714,939   
   

 

 

 
      17,430,097   
   

 

 

 

Life Sciences Tools & Services—1.0%

  

Mettler-Toledo International, Inc. (a)

    13,444        4,634,953   
   

 

 

 

Machinery—1.2%

  

Atlas Copco AB - A Shares

    219,495        5,520,922   
   

 

 

 

Media—1.7%

  

Comcast Corp. - Class A

    133,012        8,124,373   
   

 

 

 

Oil, Gas & Consumable Fuels—0.2%

  

EOG Resources, Inc.

    15,875        1,152,208   
   

 

 

 

Personal Products—0.7%

  

Hengan International Group Co., Ltd. (b)

    363,500        3,156,936   
   

 

 

 

Pharmaceuticals—4.7%

  

Allergan plc (a)

    42,206        11,312,474   

Novo Nordisk A/S - Class B

    95,326        5,146,880   

Roche Holding AG

    22,051        5,410,951   
   

 

 

 
      21,870,305   
   

 

 

 

Road & Rail—1.1%

  

Genesee & Wyoming, Inc. - Class A (a) (b)

    78,847        4,943,707   
   

 

 

 

Semiconductors & Semiconductor Equipment—1.2%

  

Texas Instruments, Inc.

    95,175        5,464,948   
   

 

 

 

 

MIST-160


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

Specialty Retail—2.9%

  

AutoZone, Inc. (a) (b)

    16,957      $ 13,509,472   
   

 

 

 

Textiles, Apparel & Luxury Goods—0.6%

  

Luxottica Group S.p.A.

    48,644        2,684,497   
   

 

 

 

Trading Companies & Distributors—0.8%

  

Brenntag AG

    62,396        3,557,255   
   

 

 

 

Total Common Stocks
(Cost $258,987,151)

      296,943,671   
   

 

 

 
Corporate Bonds & Notes—24.4%   

Advertising—0.1%

   

Outfront Media Capital LLC / Outfront Media Capital Corp.
5.250%, 02/15/22

    25,000        25,625   

5.875%, 03/15/25

    55,000        57,338   

WPP plc
6.000%, 04/04/17 (GBP)

    160,000        239,878   
   

 

 

 
      322,841   
   

 

 

 

Aerospace/Defense—0.1%

   

Embraer Netherlands Finance B.V.
5.050%, 06/15/25

    310,000        272,412   

TransDigm, Inc.
6.500%, 07/15/24

    76,000        75,407   

6.500%, 05/15/25

    75,000        73,313   
   

 

 

 
      421,132   
   

 

 

 

Airlines—0.6%

   

Air Canada
7.625%, 10/01/19 (144A) (CAD)

    470,000        379,528   

Air Canada Pass-Through Trust
4.125%, 12/15/27 (144A)

    175,000        175,000   

American Airlines Pass-Through Trust
5.250%, 01/15/24

    895,000        899,475   

Delta Air Lines Pass-Through Trust
8.021%, 08/10/22

    953,397        1,077,339   

U.S. Airways Pass-Through Trust
5.900%, 10/01/24

    66,439        74,246   

8.000%, 10/01/19

    33,389        36,895   

United Continental Holdings, Inc.
6.375%, 06/01/18

    305,000        320,250   
   

 

 

 
      2,962,733   
   

 

 

 

Auto Manufacturers—1.9%

   

Ford Motor Co.
6.625%, 10/01/28

    1,675,000        2,033,226   

Ford Motor Credit Co. LLC
2.459%, 03/27/20

    3,000,000        2,980,116   

General Motors Co.
5.200%, 04/01/45

    35,000        32,902   

6.750%, 04/01/46

    65,000        73,890   

Auto Manufacturers—(Continued)

   

General Motors Financial Co., Inc.
2.400%, 04/10/18

    3,000,000      2,999,322   

3.450%, 04/10/22

    100,000        98,187   

5.250%, 03/01/26

    295,000        308,548   

Kia Motors Corp.
3.625%, 06/14/16 (144A)

    300,000        301,113   
   

 

 

 
      8,827,304   
   

 

 

 

Auto Parts & Equipment—0.4%

   

Goodyear Tire & Rubber Co. (The)
7.000%, 03/15/28

    1,228,000        1,313,960   

Magna International, Inc.
1.900%, 11/24/23 (EUR)

    100,000        118,372   

Tupy Overseas S.A.
6.625%, 07/17/24 (144A)

    200,000        186,000   
   

 

 

 
      1,618,332   
   

 

 

 

Banks—2.9%

   

Akbank TAS
4.000%, 01/24/20 (144A)

    200,000        198,060   

Axis Bank, Ltd.
3.250%, 05/21/20 (144A) (b)

    225,000        229,922   

Banco de Credito e Inversiones
3.000%, 09/13/17 (144A)

    600,000        607,381   

Banco Santander Brasil S.A.
4.625%, 02/13/17 (144A)

    400,000        406,400   

Banco Santander Mexico S.A.
4.125%, 11/09/22 (144A)

    150,000        154,470   

Banco Votorantim S.A.
6.250%, 05/16/16 (144A) (BRL)

    450,000        163,552   

Bank of Tokyo-Mitsubishi UFJ, Ltd. (The)
1.700%, 03/05/18 (144A)

    375,000        372,975   

2.150%, 09/14/18 (144A)

    360,000        361,883   

Barclays plc
3.650%, 03/16/25

    225,000        210,973   

Cooperatieve Rabobank UA
4.375%, 08/04/25

    350,000        360,360   

Corpbanca S.A.
3.125%, 01/15/18 (b)

    230,000        231,216   

Credit Agricole S.A.
4.375%, 03/17/25 (144A)

    200,000        195,842   

7.500%, 06/23/26 (GBP) (c)

    160,000        201,251   

Goldman Sachs Group, Inc. (The)
3.375%, 02/01/18 (CAD)

    300,000        237,692   

6.750%, 10/01/37

    945,000        1,128,742   

HSBC Holdings plc
5.750%, 12/20/27 (GBP)

    110,000        172,581   

ICICI Bank, Ltd.
6.375%, 04/30/22 (144A) (c)

    300,000        306,277   

Industrial Bank of Korea
2.375%, 07/17/17 (144A)

    300,000        303,298   

Itau Unibanco Holding S.A.
2.850%, 05/26/18 (144A)

    385,000        379,802   

 

MIST-161


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

   

KEB Hana Bank
4.000%, 11/03/16 (144A)

    200,000      $ 203,284   

Lloyds Banking Group plc
4.500%, 11/04/24 (b)

    200,000        200,932   

Macquarie Bank, Ltd.
6.625%, 04/07/21 (144A) (b)

    500,000        568,929   

Morgan Stanley
4.100%, 05/22/23

    200,000        206,249   

4.350%, 09/08/26

    315,000        324,161   

Royal Bank of Scotland Group plc
6.000%, 12/19/23

    470,000        476,016   

Santander Holdings USA, Inc.
2.650%, 04/17/20

    400,000        395,557   

Santander UK Group Holdings plc
4.750%, 09/15/25 (144A)

    200,000        189,169   

Shinhan Bank
2.250%, 04/15/20 (144A)

    400,000        402,480   

3.875%, 03/24/26 (144A)

    250,000        252,884   

Siam Commercial Bank PCL
3.500%, 04/07/19 (144A)

    420,000        434,850   

Societe Generale S.A.
4.250%, 04/14/25 (144A) (b)

    465,000        447,630   

4.750%, 11/24/25 (144A) (b)

    260,000        257,311   

6.750%, 04/07/21 (EUR) (c)

    195,000        215,859   

Standard Chartered plc
4.000%, 10/21/25 (EUR) (b) (c)

    250,000        276,302   

State Bank of India
4.125%, 08/01/17 (144A)

    300,000        308,094   

TC Ziraat Bankasi A/S
4.250%, 07/03/19 (144A)

    380,000        379,966   

Turkiye Halk Bankasi A/S
4.750%, 02/11/21 (144A)

    210,000        202,944   

Turkiye Is Bankasi A/S
3.875%, 11/07/17 (144A)

    400,000        403,356   

UniCredit S.p.A.
6.950%, 10/31/22 (EUR)

    300,000        383,782   

Woori Bank
5.875%, 04/13/21 (144A)

    200,000        228,642   

Yapi ve Kredi Bankasi A/S
5.250%, 12/03/18 (144A)

    360,000        371,470   
   

 

 

 
      13,352,544   
   

 

 

 

Beverages—0.1%

   

Anheuser-Busch InBev Finance, Inc.
3.300%, 02/01/23

    345,000        358,670   

Constellation Brands, Inc.
4.750%, 11/15/24

    110,000        114,675   

DS Services of America, Inc.
10.000%, 09/01/21 (144A)

    125,000        141,562   
   

 

 

 
      614,907   
   

 

 

 

Building Materials—0.4%

   

Atrium Windows & Doors, Inc.
7.750%, 05/01/19 (144A)

    215,000        159,100   

Building Materials—(Continued)

   

Cemex Finance LLC
6.000%, 04/01/24 (144A)

    265,000      250,399   

Cemex S.A.B. de C.V.
5.700%, 01/11/25 (144A) (b)

    200,000        185,400   

7.750%, 04/16/26 (144A)

    200,000        204,980   

CIMPOR Financial Operations B.V.
5.750%, 07/17/24 (144A)

    410,000        297,250   

Masco Corp.
6.500%, 08/15/32

    30,000        30,600   

7.750%, 08/01/29

    200,000        226,000   

Union Andina de Cementos SAA
5.875%, 10/30/21 (144A)

    450,000        451,125   
   

 

 

 
      1,804,854   
   

 

 

 

Chemicals—0.7%

   

Braskem Finance, Ltd.
5.750%, 04/15/21 (144A)

    200,000        190,540   

Chemours Co. (The)
6.625%, 05/15/23 (144A) (b)

    430,000        350,450   

7.000%, 05/15/25 (144A)

    80,000        64,000   

Hercules, Inc.
6.500%, 06/30/29

    10,000        7,800   

Hexion, Inc.
7.875%, 02/15/23 (d) (e)

    899,000        224,750   

9.200%, 03/15/21 (d) (e)

    1,910,000        534,800   

Incitec Pivot Finance LLC
6.000%, 12/10/19 (144A)

    80,000        85,739   

INEOS Group Holdings S.A.
5.750%, 02/15/19 (EUR)

    180,000        209,021   

INVISTA Finance LLC
4.250%, 10/15/19 (144A)

    305,000        292,800   

Israel Chemicals, Ltd.
4.500%, 12/02/24 (144A)

    380,000        379,442   

OCP S.A.
4.500%, 10/22/25 (144A)

    405,000        388,091   

6.875%, 04/25/44 (144A)

    245,000        254,124   

Solvay Finance America LLC
3.400%, 12/03/20 (144A)

    200,000        203,322   
   

 

 

 
      3,184,879   
   

 

 

 

Commercial Services—0.1%

   

DP World, Ltd.
3.250%, 05/18/20 (144A)

    350,000        352,023   

RR Donnelley & Sons Co.
7.000%, 02/15/22

    255,000        235,875   
   

 

 

 
      587,898   
   

 

 

 

Computers—0.1%

   

Hewlett Packard Enterprise Co.
6.350%, 10/15/45 (144A)

    160,000        157,245   

Western Digital Corp.
7.375%, 04/01/23 (144A)

    435,000        443,700   
   

 

 

 
      600,945   
   

 

 

 

 

MIST-162


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Cosmetics/Personal Care—0.0%

   

Avon Products, Inc.
8.700%, 03/15/43

    40,000      $ 26,400   
   

 

 

 

Diversified Financial Services—2.1%

  

Ally Financial, Inc.
3.750%, 11/18/19

    4,325,000        4,281,750   

BOC Aviation Pte, Ltd.
3.000%, 03/30/20

    200,000        201,671   

Jefferies Group LLC
5.125%, 01/20/23

    50,000        50,183   

6.250%, 01/15/36

    175,000        168,951   

6.450%, 06/08/27

    50,000        52,699   

6.875%, 04/15/21

    480,000        541,968   

Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.
7.375%, 10/01/17

    90,000        89,437   

Navient Corp.
5.000%, 10/26/20 (b)

    2,085,000        1,892,137   

5.500%, 01/25/23 (b)

    555,000        471,750   

5.625%, 08/01/33 (e)

    975,000        687,375   

5.875%, 10/25/24

    40,000        33,900   

Nomura Holdings, Inc.
2.750%, 03/19/19

    485,000        492,081   

Quicken Loans, Inc.
5.750%, 05/01/25 (144A) (b)

    125,000        121,250   

Springleaf Finance Corp.
7.750%, 10/01/21 (b)

    165,000        161,881   

8.250%, 10/01/23

    65,000        62,725   

Unifin Financiera SAPI de C.V.
6.250%, 07/22/19 (144A)

    385,000        367,675   
   

 

 

 
      9,677,433   
   

 

 

 

Electric—0.7%

   

AES Corp.
4.875%, 05/15/23

    430,000        413,875   

5.500%, 03/15/24 (b)

    240,000        234,600   

DPL, Inc.
6.750%, 10/01/19

    131,000        132,965   

Dubai Electricity & Water Authority
6.375%, 10/21/16 (144A)

    200,000        205,196   

E-CL S.A.
5.625%, 01/15/21 (144A)

    250,000        274,699   

EDP Finance B.V.
2.000%, 04/22/25 (EUR)

    100,000        110,502   

4.125%, 01/15/20 (144A)

    200,000        200,280   

Emgesa S.A. E.S.P
8.750%, 01/25/21 (144A) (COP)

    1,210,000,000        386,628   

Empresas Publicas de Medellin E.S.P.
8.375%, 02/01/21 (144A) (COP)

    1,610,000,000        510,809   

Gas Natural Fenosa Finance B.V.
3.375%, 04/24/24 (EUR) (c)

    300,000        306,379   

Transelec S.A.
4.250%, 01/14/25 (144A)

    460,000        456,456   
   

 

 

 
      3,232,389   
   

 

 

 

Engineering & Construction—0.0%

   

AECOM
5.750%, 10/15/22

    20,000      20,750   

5.875%, 10/15/24

    20,000        20,600   

Sydney Airport Finance Co. Pty., Ltd.
3.375%, 04/30/25 (144A)

    40,000        39,606   

5.125%, 02/22/21 (144A)

    110,000        121,471   
   

 

 

 
      202,427   
   

 

 

 

Food—0.3%

   

BRF S.A.
7.750%, 05/22/18 (144A) (BRL)

    480,000        110,801   

Cosan Luxembourg S.A.
5.000%, 03/14/23 (144A)

    200,000        174,980   

SUPERVALU, Inc.
6.750%, 06/01/21 (b)

    1,415,000        1,206,287   
   

 

 

 
      1,492,068   
   

 

 

 

Forest Products & Paper—0.2%

   

Celulosa Arauco y Constitucion S.A.
4.750%, 01/11/22

    400,000        423,547   

Inversiones CMPC S.A.
4.375%, 05/15/23 (144A)

    400,000        402,383   
   

 

 

 
      825,930   
   

 

 

 

Gas—0.1%

   

China Resources Gas Group, Ltd.
4.500%, 04/05/22 (144A) (b)

    200,000        214,676   
   

 

 

 

Healthcare-Services—2.0%

   

HCA, Inc.
7.050%, 12/01/27

    80,000        82,000   

7.500%, 11/06/33

    5,060,000        5,414,200   

7.580%, 09/15/25

    375,000        405,000   

7.690%, 06/15/25

    755,000        811,625   

7.750%, 07/15/36

    1,420,000        1,519,400   

Tenet Healthcare Corp.
5.000%, 03/01/19

    215,000        212,581   

6.875%, 11/15/31

    910,000        733,688   
   

 

 

 
      9,178,494   
   

 

 

 

Holding Companies-Diversified—0.0%

  

Hutchison Whampoa International 11, Ltd.
3.500%, 01/13/17 (144A)

    200,000        203,045   
   

 

 

 

Home Builders—0.1%

   

K Hovnanian Enterprises, Inc.
5.000%, 11/01/21 (e)

    700,000        479,500   

7.000%, 01/15/19 (144A)

    45,000        29,588   

8.000%, 11/01/19 (144A)

    65,000        40,300   

TRI Pointe Group, Inc. / TRI Pointe Homes, Inc.
4.375%, 06/15/19

    30,000        29,775   
   

 

 

 
      579,163   
   

 

 

 

 

MIST-163


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Home Furnishings—0.1%

   

Arcelik A/S
5.000%, 04/03/23 (144A)

    300,000      $ 284,412   
   

 

 

 

Housewares—0.0%

   

Newell Rubbermaid, Inc.
4.000%, 12/01/24

    150,000        153,109   
   

 

 

 

Insurance—0.4%

   

AIA Group, Ltd.
3.200%, 03/11/25 (144A)

    200,000        201,234   

Forethought Financial Group, Inc.
8.625%, 04/15/21 (144A)

    820,000        892,921   

Genworth Holdings, Inc.
4.800%, 02/15/24

    85,000        62,262   

4.900%, 08/15/23

    210,000        155,925   

6.500%, 06/15/34

    90,000        60,300   

Old Mutual plc
8.000%, 06/03/21 (GBP) (b)

    280,000        419,412   

Old Republic International Corp.
4.875%, 10/01/24

    175,000        182,036   
   

 

 

 
      1,974,090   
   

 

 

 

Internet—0.1%

   

Baidu, Inc.

   

3.250%, 08/06/18

    600,000        615,014   
   

 

 

 

Iron/Steel—0.5%

   

ArcelorMittal

   

7.750%, 03/01/41 (b)

    540,000        461,700   

GTL Trade Finance, Inc.

   

5.893%, 04/29/24 (144A) (b)

    452,000        368,809   

Hyundai Steel Co.

   

4.625%, 04/21/16 (144A)

    400,000        400,544   

United States Steel Corp.

   

6.650%, 06/01/37

    85,000        47,600   

7.375%, 04/01/20 (b)

    235,000        183,300   

7.500%, 03/15/22

    290,000        206,770   

Vale Overseas, Ltd.

   

6.875%, 11/21/36

    290,000        229,013   

Vale S.A.

   

5.625%, 09/11/42 (b)

    355,000        250,275   
   

 

 

 
      2,148,011   
   

 

 

 

Machinery-Diversified—0.0%

   

Cleaver-Brooks, Inc.

   

8.750%, 12/15/19 (144A)

    65,000        61,425   
   

 

 

 

Media—0.5%

   

COX Communications, Inc.

   

4.800%, 02/01/35 (144A)

    5,000        4,374   

DISH DBS Corp.

   

5.000%, 03/15/23

    160,000        141,200   

5.875%, 11/15/24

    570,000        522,975   

Grupo Televisa S.A.B.

   

7.250%, 05/14/43 (MXN)

    6,000,000        285,982   

Media—(Continued)

   

Myriad International Holding B.V.

   

6.000%, 07/18/20 (144A)

    200,000      216,833   

Time Warner Cable, Inc.

   

4.500%, 09/15/42

    45,000        39,947   

5.250%, 07/15/42 (GBP)

    235,000        311,702   

5.500%, 09/01/41

    30,000        29,751   

Viacom, Inc.

   

4.375%, 03/15/43

    10,000        7,730   

5.250%, 04/01/44

    135,000        121,422   

5.850%, 09/01/43

    50,000        48,077   

Virgin Media Finance plc

   

4.500%, 01/15/25 (144A) (EUR)

    160,000        175,950   

VTR Finance B.V.

   

6.875%, 01/15/24 (144A)

    200,000        195,000   
   

 

 

 
      2,100,943   
   

 

 

 

Mining—0.7%

   

Corp. Nacional del Cobre de Chile

   

4.500%, 09/16/25 (144A) (b)

    445,000        453,541   

Freeport-McMoRan, Inc.

   

3.875%, 03/15/23

    945,000        640,237   

5.400%, 11/14/34

    85,000        52,063   

5.450%, 03/15/43 (b)

    895,000        548,187   

Glencore Finance Canada, Ltd.

   

5.550%, 10/25/42 (144A)

    435,000        334,950   

Hecla Mining Co.
6.875%, 05/01/21

    320,000        257,600   

Minera y Metalurgica del Boleo S.A. de C.V.
2.875%, 05/07/19 (144A)

    480,000        489,683   

Southern Copper Corp.
3.875%, 04/23/25 (b)

    240,000        230,142   
   

 

 

 
      3,006,403   
   

 

 

 

Multi-National—0.5%

   

Banco Latinoamericano de Comercio Exterior S.A.
3.250%, 05/07/20 (144A)

    280,000        278,600   

3.750%, 04/04/17 (144A) (b)

    625,000        635,313   

Central American Bank for Economic Integration
3.875%, 02/09/17 (144A)

    550,000        553,850   

International Bank for Reconstruction & Development
2.500%, 03/12/20 (AUD)

    500,000        382,049   

International Finance Corp.
7.800%, 06/03/19 (INR)

    29,000,000        449,374   
   

 

 

 
      2,299,186   
   

 

 

 

Oil & Gas—1.9%

   

Antero Resources Corp.
5.125%, 12/01/22

    155,000        140,662   

5.375%, 11/01/21

    70,000        64,750   

California Resources Corp.
5.000%, 01/15/20 (b)

    2,760,000        634,800   

Chesapeake Energy Corp.
4.875%, 04/15/22

    2,145,000        750,750   

5.750%, 03/15/23

    130,000        44,200   

 

MIST-164


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Oil & Gas—(Continued)

   

Chesapeake Energy Corp.

   

6.125%, 02/15/21

    200,000      $ 77,000   

6.625%, 08/15/20

    75,000        29,250   

7.250%, 12/15/18 (b)

    40,000        21,800   

Chevron Corp.
2.419%, 11/17/20

    285,000        292,814   

Cimarex Energy Co.
4.375%, 06/01/24

    675,000        664,628   

Continental Resources, Inc.
3.800%, 06/01/24

    115,000        90,850   

4.500%, 04/15/23

    20,000        16,725   

Ecopetrol S.A.
5.875%, 09/18/23 (b)

    370,000        364,824   

5.875%, 05/28/45

    205,000        161,376   

Halcon Resources Corp.
8.875%, 05/15/21

    185,000        32,375   

Korea National Oil Corp.
3.125%, 04/03/17 (144A)

    200,000        203,322   

Noble Energy, Inc.
5.625%, 05/01/21

    127,000        127,635   

Oasis Petroleum, Inc.
6.875%, 03/15/22 (b)

    55,000        40,700   

6.875%, 01/15/23 (b)

    85,000        62,688   

7.250%, 02/01/19 (b)

    115,000        87,688   

Pertamina Persero PT
4.300%, 05/20/23 (144A)

    560,000        546,245   

Petrobras Global Finance B.V.
4.375%, 05/20/23 (b)

    1,095,000        799,021   

5.750%, 01/20/20

    365,000        317,094   

6.250%, 12/14/26 (GBP)

    200,000        198,371   

6.850%, 06/05/15 (b)

    470,000        327,825   

Petroleos Mexicanos
4.250%, 01/15/25 (b)

    320,000        296,400   

5.625%, 01/23/46

    265,000        222,706   

7.470%, 11/12/26 (MXN)

    5,600,000        272,624   

Range Resources Corp.
4.875%, 05/15/25 (144A) (b)

    130,000        113,750   

5.000%, 08/15/22

    190,000        163,875   

5.000%, 03/15/23 (b)

    115,000        97,462   

Thai Oil PCL
3.625%, 01/23/23 (144A)

    350,000        353,649   

Whiting Petroleum Corp.
5.000%, 03/15/19

    240,000        166,200   

6.500%, 10/01/18 (b)

    220,000        149,600   

YPF S.A.
8.500%, 03/23/21 (144A)

    180,000        180,225   

8.750%, 04/04/24 (144A)

    720,000        712,800   
   

 

 

 
      8,826,684   
   

 

 

 

Oil & Gas Services—0.1%

   

FTS International, Inc.
6.250%, 05/01/22

    85,000        9,350   

Oceaneering International, Inc.
4.650%, 11/15/24

    575,000        495,189   
   

 

 

 
      504,539   
   

 

 

 

Packaging & Containers—0.8%

   

Owens-Brockway Glass Container, Inc.
5.375%, 01/15/25 (144A) (b)

    1,230,000      1,220,775   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC
5.750%, 10/15/20

    900,000        923,625   

8.250%, 02/15/21 (b)

    1,150,000        1,178,750   

Sealed Air Corp.
4.875%, 12/01/22 (144A)

    10,000        10,400   

5.500%, 09/15/25 (144A)

    280,000        293,650   
   

 

 

 
      3,627,200   
   

 

 

 

Pharmaceuticals—1.0%

   

AbbVie, Inc.
2.500%, 05/14/20

    4,330,000        4,408,252   
   

 

 

 

Pipelines—0.7%

   

Enbridge Energy Partners L.P.
5.875%, 10/15/25 (b)

    230,000        231,920   

7.375%, 10/15/45

    215,000        217,299   

MPLX L.P.
4.500%, 07/15/23 (144A)

    10,000        9,222   

4.875%, 06/01/25 (144A)

    40,000        36,473   

ONEOK Partners L.P.
4.900%, 03/15/25 (b)

    30,000        28,264   

6.200%, 09/15/43

    10,000        9,104   

Regency Energy Partners L.P. / Regency Energy Finance Corp.
5.000%, 10/01/22

    440,000        413,504   

5.500%, 04/15/23

    95,000        84,686   

Sabine Pass Liquefaction LLC
5.625%, 02/01/21

    300,000        288,375   

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
4.125%, 11/15/19

    260,000        245,539   

5.000%, 01/15/18

    75,000        74,812   

6.750%, 03/15/24 (144A) (b)

    530,000        520,725   

Transcontinental Gas Pipe Line Co. LLC
7.850%, 02/01/26 (144A)

    560,000        640,482   

Transportadora de Gas del Sur S.A.
9.625%, 05/14/20 (144A)

    263,674        270,265   
   

 

 

 
      3,070,670   
   

 

 

 

Real Estate Investment Trusts—0.4%

  

iStar, Inc.

   

4.875%, 07/01/18

    70,000        67,638   

5.000%, 07/01/19

    1,730,000        1,660,800   
   

 

 

 
      1,728,438   
   

 

 

 

Retail—1.2%

  

J.C. Penney Corp., Inc.
7.625%, 03/01/97

    155,000        114,700   

New Albertsons, Inc.
7.450%, 08/01/29

    5,740,000        5,209,050   

8.000%, 05/01/31

    225,000        212,625   

 

MIST-165


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Retail—(Continued)

  

Toys “R” Us, Inc.
7.375%, 10/15/18 (b)

    100,000      $ 79,500   
   

 

 

 
      5,615,875   
   

 

 

 

Semiconductors—0.2%

  

Micron Technology, Inc.
5.250%, 08/01/23 (144A)

    170,000        138,975   

5.500%, 02/01/25

    395,000        320,197   

5.625%, 01/15/26 (144A)

    505,000        398,950   
   

 

 

 
      858,122   
   

 

 

 

Shipbuilding—0.0%

  

Huntington Ingalls Industries, Inc.
5.000%, 11/15/25 (144A)

    180,000        188,325   
   

 

 

 

Software—0.1%

  

Nuance Communications, Inc.
1.000%, 12/15/35 (144A)

    500,000        460,313   
   

 

 

 

Telecommunications—2.3%

  

Alcatel-Lucent USA, Inc.
6.450%, 03/15/29

    55,000        58,438   

Bharti Airtel International Netherlands B.V.
5.125%, 03/11/23 (144A)

    500,000        533,991   

5.350%, 05/20/24 (144A)

    390,000        419,790   

British Telecommunications plc
5.750%, 12/07/28 (GBP)

    540,000        980,821   

CenturyLink, Inc.
6.875%, 01/15/28

    45,000        38,081   

7.600%, 09/15/39

    475,000        390,687   

7.650%, 03/15/42

    185,000        152,625   

Colombia Telecomunicaciones S.A. E.S.P.
5.375%, 09/27/22 (144A)

    250,000        226,900   

Level 3 Communications, Inc.
5.750%, 12/01/22

    60,000        61,950   

Level 3 Financing, Inc.
5.625%, 02/01/23

    380,000        390,450   

7.000%, 06/01/20

    380,000        396,416   

Millicom International Cellular S.A.
4.750%, 05/22/20 (144A)

    225,000        214,313   

MTN Mauritius Investments, Ltd.
4.755%, 11/11/24 (144A)

    400,000        360,080   

Philippine Long Distance Telephone Co.
8.350%, 03/06/17

    95,000        100,225   

Qwest Capital Funding, Inc.
7.750%, 02/15/31

    1,445,000        1,206,575   

SoftBank Group Corp.
4.500%, 04/15/20 (144A)

    400,000        405,500   

Sprint Capital Corp.
6.875%, 11/15/28

    1,250,000        912,500   

8.750%, 03/15/32

    350,000        273,875   

Sprint Communications, Inc.
7.000%, 08/15/20 (b)

    1,500,000        1,192,500   

11.500%, 11/15/21

    2,000,000        1,780,000   

Telecommunications—(Continued)

  

Telstra Corp., Ltd.
3.125%, 04/07/25 (144A)

    400,000      402,779   

Wind Acquisition Finance S.A.
7.375%, 04/23/21 (144A)

    360,000        325,800   
   

 

 

 
      10,824,296   
   

 

 

 

Transportation—0.0%

  

Autoridad del Canal de Panama
4.950%, 07/29/35 (144A)

    200,000        210,000   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $118,828,912)

      112,895,701   
   

 

 

 
Foreign Government—5.2%   

Regional Government—0.1%

  

Provincia de Buenos Aires
9.125%, 03/16/24 (144A) (f)

    245,000        251,860   
   

 

 

 

Sovereign—5.1%

  

Brazil Letras do Tesouro Nacional
Zero Coupon, 07/01/16 (BRL)

    4,900,000        1,318,111   

Brazil Notas do Tesouro Nacional
10.000%, 01/01/19 (BRL)

    1,000,000        258,034   

10.000%, 01/01/21 (BRL)

    1,635,000        398,420   

Brazilian Government International Bond
8.500%, 01/05/24 (BRL)

    350,000        74,465   

Chile Government International Bonds
3.125%, 01/21/26 (b)

    200,000        202,100   

5.500%, 08/05/20 (CLP)

    130,000,000        200,851   

Dominican Republic International Bonds
5.500%, 01/27/25 (144A)

    530,000        530,000   

8.625%, 04/20/27 (144A)

    200,000        225,000   

Export Credit Bank of Turkey
5.000%, 09/23/21 (144A)

    225,000        225,911   

Export-Import Bank of Korea
3.000%, 05/22/18 (144A) (NOK)

    1,700,000        211,599   

Hungary Government International Bonds
5.375%, 03/25/24

    540,000        604,762   

5.750%, 11/22/23

    410,000        466,990   

Iceland Government International Bond
5.875%, 05/11/22 (144A)

    500,000        577,778   

Indonesia Government International Bonds
2.875%, 07/08/21 (144A) (EUR)

    220,000        257,723   

4.125%, 01/15/25 (144A)

    200,000        200,907   

4.750%, 01/08/26 (144A)

    200,000        209,821   

5.125%, 01/15/45 (144A) (b)

    200,000        198,922   

Indonesia Treasury Bonds
6.125%, 05/15/28 (IDR)

    5,300,000,000        335,910   

7.875%, 04/15/19 (IDR)

    10,200,000,000        775,715   

8.375%, 03/15/24 (IDR)

    5,900,000,000        460,676   

11.500%, 09/15/19 (IDR)

    2,901,000,000        244,104   

Italy Buoni Poliennali Del Tesoro
1.500%, 06/01/25 (EUR)

    185,000        217,080   

4.500%, 08/01/18 (EUR)

    955,000        1,200,373   

4.750%, 08/01/23 (144A) (EUR)

    625,000        910,328   

 

MIST-166


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Foreign Government—(Continued)

 

Security Description   Principal
Amount*
    Value  

Sovereign—(Continued)

  

Korea Treasury Bond
2.750%, 09/10/17 (KRW)

    885,000,000      $ 787,820   

Mexican Bonos
6.500%, 06/10/21 (MXN)

    26,700,000        1,622,934   

6.500%, 06/09/22 (MXN)

    10,420,000        632,077   

8.000%, 12/07/23 (MXN)

    6,158,800        405,501   

8.500%, 12/13/18 (MXN)

    19,350,000        1,224,900   

Mexico Government International Bonds
4.000%, 03/15/15 (EUR)

    100,000        98,798   

4.125%, 01/21/26 (b)

    335,000        351,248   

New Zealand Government Bonds
3.000%, 09/20/30 (NZD) (f)

    1,195,000        943,993   

5.000%, 03/15/19 (NZD)

    1,015,000        760,322   

5.500%, 04/15/23 (NZD)

    1,070,000        879,708   

Norwegian Government Bonds
2.000%, 05/24/23 (144A) (NOK)

    8,437,000        1,097,513   

4.250%, 05/19/17 (144A) (NOK)

    760,000        95,759   

Poland Government Bonds
4.000%, 10/25/23 (PLN)

    7,110,000        2,097,633   

5.500%, 10/25/19 (PLN)

    1,330,000        403,295   

Russian Federal Bond - OFZ
6.200%, 01/31/18 (RUB)

    26,500,000        374,554   

Spain Government Bonds
1.600%, 04/30/25 (144A) (EUR)

    180,000        210,209   

4.300%, 10/31/19 (144A) (EUR)

    875,000        1,140,581   

Sweden Government Bond
5.000%, 12/01/20 (SEK)

    2,650,000        404,532   
   

 

 

 
      23,836,957   
   

 

 

 

Total Foreign Government
(Cost $27,958,324)

      24,088,817   
   

 

 

 
U.S. Treasury & Government Agencies—2.2%   

U.S. Treasury—2.2%

  

U.S. Treasury Notes
0.375%, 10/31/16

    2,750,000        2,748,496   

0.500%, 11/30/16

    4,545,000        4,544,823   

0.625%, 08/31/17

    710,000        709,140   

1.000%, 03/15/18

    2,075,000        2,085,132   

1.500%, 07/31/16 (b)

    335,000        336,256   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $10,388,279)

      10,423,847   
   

 

 

 
Convertible Bonds—1.8%   

Apparel—0.0%

  

Iconix Brand Group, Inc.
1.500%, 03/15/18

    115,000        78,200   
   

 

 

 

Chemicals—0.0%

  

RPM International, Inc.
2.250%, 12/15/20 (b)

    20,000        22,813   
   

 

 

 

Computers—0.1%

  

Brocade Communications Systems, Inc.
1.375%, 01/01/20

    205,000      203,078   
   

 

 

 

Home Builders—0.1%

  

CalAtlantic Group, Inc.
0.250%, 06/01/19

    70,000        61,950   

KB Home
1.375%, 02/01/19

    345,000        318,262   
   

 

 

 
      380,212   
   

 

 

 

Insurance—0.5%

  

Old Republic International Corp.
3.750%, 03/15/18

    1,875,000        2,322,656   
   

 

 

 

Internet—0.1%

  

Priceline Group, Inc. (The)
0.900%, 09/15/21 (b)

    595,000        598,719   
   

 

 

 

Miscellaneous Manufacturing—0.0%

  

Trinity Industries, Inc.
3.875%, 06/01/36

    45,000        47,756   
   

 

 

 

Oil & Gas—0.0%

  

Chesapeake Energy Corp.
2.500%, 05/15/37

    110,000        69,575   
   

 

 

 

Semiconductors—1.0%

  

Intel Corp.
3.250%, 08/01/39

    2,670,000        4,246,969   

Rovi Corp.
0.500%, 03/01/20

    485,000        463,422   
   

 

 

 
      4,710,391   
   

 

 

 

Telecommunications—0.0%

   

Ciena Corp.
3.750%, 10/15/18 (144A)

    115,000        135,988   
   

 

 

 

Total Convertible Bonds
(Cost $6,436,711)

      8,569,388   
   

 

 

 
Municipals—0.2%                

Tobacco Settlement Financing Corp.
6.706%, 06/01/46 (Cost $1,304,714)

    1,305,000        1,049,403   
   

 

 

 
Floating Rate Loans (g)—0.2%   

Multi-Utilities—0.1%

  

PowerTeam Services LLC
1st Lien Term Loan, 4.250%, 05/06/20

    241,159        237,541   

2nd Lien Term Loan, 8.250%, 11/06/20

    60,000        54,600   
   

 

 

 
      292,141   
   

 

 

 

 

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Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (g)—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

Telecommunications—0.1%

  

FairPoint Communications, Inc. Term Loan,
7.500%, 02/14/19

    441,350      $ 438,647   
   

 

 

 

Total Floating Rate Loans
(Cost $741,848)

      730,788   
   

 

 

 
Mortgage-Backed Securities—0.1%   

Commercial Mortgage-Backed Securities—0.1%

  

GS Mortgage Securities Trust
5.794%, 08/10/45 (c)

    40,000        38,109   

Institutional Mortgage Securities Canada, Inc.
2.616%, 07/12/47 (144A) (CAD)

    555,000        427,253   
   

 

 

 

Total Mortgage-Backed Securities
(Cost $556,284)

      465,362   
   

 

 

 
Convertible Preferred Stocks—0.1%   

Metals & Mining—0.0%

   

Alcoa, Inc.
5.375%, 10/01/17

    1,115        36,784   
   

 

 

 

Oil, Gas & Consumable Fuels—0.0%

   

Chesapeake Energy Corp.
5.000%, 12/31/49

    694        11,408   

5.750%, 12/31/49 (144A)

    430        75,112   
   

 

 

 
      86,520   
   

 

 

 

Real Estate Investment Trusts—0.1%

   

Weyerhaeuser Co.
6.375%, 07/01/16

    2,706        138,331   
   

 

 

 

Total Convertible Preferred Stocks
(Cost $438,239)

      261,635   
   

 

 

 
Short-Term Investments—8.0%   

Mutual Fund—6.8%

   

State Street Navigator Securities Lending MET Portfolio (h)

    31,746,806        31,746,806   
   

 

 

 

Repurchase Agreement—1.2%

   

Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/16 at
0.030% to be repurchased at $5,515,393 on 04/01/16, collateralized by $5,525,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $5,628,594.

    5,515,388        5,515,388   
   

 

 

 

Total Short-Term Investments
(Cost $37,262,194)

      37,262,194   
   

 

 

 

Total Investments—106.3%
(Cost $462,902,656) (i)

      492,690,806   

Other assets and liabilities (net)—(6.3)%

      (29,330,336
   

 

 

 
Net Assets—100.0%     $ 463,360,470   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Non-income producing security.
(b) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $62,918,355 and the collateral received consisted of cash in the amount of $31,746,806 and non-cash collateral with a value of $32,928,363. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(c) Variable or floating rate security. The stated rate represents the rate at March 31, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(d) Security was valued in good faith under procedures approved by the Board of Trustees. As of March 31, 2016, these securities represent 0.2% of net assets.
(e) Illiquid security. As of March 31, 2016, these securities represent 0.4% of net assets.
(f) Principal amount of security is adjusted for inflation.
(g) Floating rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will have an expected average life of approximately two to four years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility and includes commitment fees on unfunded loan commitments, if any. Senior Loans typically have rates of interest which are determined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base rates are primarily the London Interbank Offered Rate (“LIBOR”) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.
(h) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(i) As of March 31, 2016, the aggregate cost of investments was $462,902,656. The aggregate unrealized appreciation and depreciation of investments were $56,272,805 and $(26,484,655), respectively, resulting in net unrealized appreciation of $29,788,150.
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $40,011,049, which is 8.6% of net assets.
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.
(AUD)— Australian Dollar
(BRL)— Brazilian Real
(CAD)— Canadian Dollar
(CLP)— Chilean Peso
(COP)— Colombian Peso
(EUR)— Euro
(GBP)— British Pound
(IDR)— Indonesian Rupiah
(INR)— Indian Rupee

 

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Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

 

(KRW)— South Korean Won
(MXN)— Mexican Peso
(NOK)— Norwegian Krone
(NZD)— New Zealand Dollar
(PLN)— Polish Zloty
(RUB)— Russian Ruble
(SEK)— Swedish Krona

 

Country Diversification as of
March 31, 2016 (Unaudited)

  

% of
Net Assets

 

United States

     56.0   

Japan

     3.4   

Ireland

     3.4   

United Kingdom

     3.3   

Netherlands

     2.9   

Hong Kong

     2.6   

India

     2.5   

Switzerland

     2.2   

China

     2.2   

Belgium

     1.9   

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
BRL     2,000,000      

Credit Suisse International

     06/09/16         USD         512,952       $ 33,543   
CAD     475,000      

Credit Suisse International

     04/05/16         USD         347,452         18,289   
CAD     475,000      

Credit Suisse International

     07/05/16         USD         366,490         (725
EUR     3,190,000      

Morgan Stanley & Co.

     06/15/16         USD         3,477,598         160,268   
EUR     8,980,000      

Morgan Stanley & Co.

     06/15/16         USD         9,882,759         358,007   
GBP     545,000      

Credit Suisse International

     06/15/16         USD         773,118         9,813   
JPY     966,000,000      

Credit Suisse International

     06/15/16         USD         8,514,089         86,631   
SEK     6,500,000      

UBS AG

     06/15/16         USD         783,363         19,361   

Contracts to Deliver

                           
AUD     511,000      

Credit Suisse International

     06/15/16         USD         379,476       $ (10,943
BRL     5,800,000      

Credit Suisse International

     06/09/16         USD         1,481,292         (103,545
CAD     475,000      

Credit Suisse International

     04/05/16         USD         366,458         717   
IDR     18,200,000,000      

Credit Suisse International

     06/15/16         USD         1,364,829         7,712   
MXN     43,800,000      

UBS AG

     06/15/16         USD         2,447,122         (71,778
NOK     2,250,000      

UBS AG

     06/15/16         USD         264,253         (7,560
NZD     3,390,000      

Credit Suisse International

     06/15/16         USD         2,277,165         (57,368
PLN     9,575,000      

Citibank N.A.

     06/15/16         USD         2,400,291         (163,544
SEK     9,775,000      

UBS AG

     06/15/16         USD         1,156,323         (50,850

Cross Currency Contracts to Buy

                           
EUR     628,720      

Credit Suisse International

     06/15/16         NOK         5,900,000         4,234   
                

 

 

 

Net Unrealized Appreciation

  

   $ 232,262   
                

 

 

 

 

(AUD)— Australian Dollar
(BRL)— Brazilian Real
(CAD)— Canadian Dollar
(EUR)— Euro
(GBP)— British Pound
(IDR)— Indonesian Rupiah
(JPY)— Japanese Yen
(MXN)— Mexican Peso
(NOK)— Norwegian Krone
(NZD)— New Zealand Dollar
(PLN)— Polish Zloty
(SEK)— Swedish Krona

 

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Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy

 

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Common Stocks            

Aerospace & Defense

   $ 11,728,257       $ 5,720,697       $ —         $ 17,448,954   

Banks

     14,486,270         10,788,019         —           25,274,289   

Beverages

     —           12,425,478         —           12,425,478   

Biotechnology

     6,898,212         —           —           6,898,212   

Building Products

     —           7,611,531         —           7,611,531   

Capital Markets

     6,133,993         —           —           6,133,993   

Chemicals

     13,635,017         —           —           13,635,017   

Diversified Financial Services

     6,967,501         6,247,591         —           13,215,092   

Electrical Equipment

     1,834,697         —           —           1,834,697   

Energy Equipment & Services

     4,753,114         —           —           4,753,114   

Food Products

     —           4,195,485         —           4,195,485   

Health Care Providers & Services

     7,752,819         —           —           7,752,819   

Hotels, Restaurants & Leisure

     8,626,412         —           —           8,626,412   

Household Durables

     7,866,170         —           —           7,866,170   

Insurance

     5,435,885         14,462,897         —           19,898,782   

Internet & Catalog Retail

     12,114,822         —           —           12,114,822   

Internet Software & Services

     35,209,131         —           —           35,209,131   

IT Services

     5,553,443         11,876,654         —           17,430,097   

Life Sciences Tools & Services

     4,634,953         —           —           4,634,953   

Machinery

     —           5,520,922         —           5,520,922   

Media

     8,124,373         —           —           8,124,373   

Oil, Gas & Consumable Fuels

     1,152,208         —           —           1,152,208   

Personal Products

     —           3,156,936         —           3,156,936   

Pharmaceuticals

     11,312,474         10,557,831         —           21,870,305   

Road & Rail

     4,943,707         —           —           4,943,707   

Semiconductors & Semiconductor Equipment

     5,464,948         —           —           5,464,948   

Specialty Retail

     13,509,472         —           —           13,509,472   

Textiles, Apparel & Luxury Goods

     —           2,684,497         —           2,684,497   

Trading Companies & Distributors

     —           3,557,255         —           3,557,255   

Total Common Stocks

     198,137,878         98,805,793         —           296,943,671   
Corporate Bonds & Notes            

Advertising

     —           322,841         —           322,841   

Aerospace/Defense

     —           421,132         —           421,132   

Airlines

     —           2,962,733         —           2,962,733   

Auto Manufacturers

     —           8,827,304         —           8,827,304   

Auto Parts & Equipment

     —           1,618,332         —           1,618,332   

Banks

     —           13,352,544         —           13,352,544   

Beverages

     —           614,907         —           614,907   

 

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Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2     Level 3      Total  

Building Materials

   $ —         $ 1,804,854      $ —         $ 1,804,854   

Chemicals

     —           2,425,329        759,550         3,184,879   

Commercial Services

     —           587,898        —           587,898   

Computers

     —           600,945        —           600,945   

Cosmetics/Personal Care

     —           26,400        —           26,400   

Diversified Financial Services

     —           9,677,433        —           9,677,433   

Electric

     —           3,232,389        —           3,232,389   

Engineering & Construction

     —           202,427        —           202,427   

Food

     —           1,492,068        —           1,492,068   

Forest Products & Paper

     —           825,930        —           825,930   

Gas

     —           214,676        —           214,676   

Healthcare-Services

     —           9,178,494        —           9,178,494   

Holding Companies-Diversified

     —           203,045        —           203,045   

Home Builders

     —           579,163        —           579,163   

Home Furnishings

     —           284,412        —           284,412   

Housewares

     —           153,109        —           153,109   

Insurance

     —           1,974,090        —           1,974,090   

Internet

     —           615,014        —           615,014   

Iron/Steel

     —           2,148,011        —           2,148,011   

Machinery-Diversified

     —           61,425        —           61,425   

Media

     —           2,100,943        —           2,100,943   

Mining

     —           3,006,403        —           3,006,403   

Multi-National

     —           2,299,186        —           2,299,186   

Oil & Gas

     —           8,826,684        —           8,826,684   

Oil & Gas Services

     —           504,539        —           504,539   

Packaging & Containers

     —           3,627,200        —           3,627,200   

Pharmaceuticals

     —           4,408,252        —           4,408,252   

Pipelines

     —           3,070,670        —           3,070,670   

Real Estate Investment Trusts

     —           1,728,438        —           1,728,438   

Retail

     —           5,615,875        —           5,615,875   

Semiconductors

     —           858,122        —           858,122   

Shipbuilding

     —           188,325        —           188,325   

Software

     —           460,313        —           460,313   

Telecommunications

     —           10,824,296        —           10,824,296   

Transportation

     —           210,000        —           210,000   

Total Corporate Bonds & Notes

     —           112,136,151        759,550         112,895,701   

Total Foreign Government*

     —           24,088,817        —           24,088,817   

Total U.S. Treasury & Government Agencies*

     —           10,423,847        —           10,423,847   

Total Convertible Bonds*

     —           8,569,388        —           8,569,388   

Total Municipals

     —           1,049,403        —           1,049,403   

Total Floating Rate Loans*

     —           730,788        —           730,788   

Total Mortgage-Backed Securities*

     —           465,362        —           465,362   
Convertible Preferred Stocks           

Metals & Mining

     36,784         —          —           36,784   

Oil, Gas & Consumable Fuels

     —           86,520        —           86,520   

Real Estate Investment Trusts

     138,331         —          —           138,331   

Total Convertible Preferred Stocks

     175,115         86,520        —           261,635   
Short-Term Investments           

Mutual Fund

     31,746,806         —          —           31,746,806   

Repurchase Agreement

     —           5,515,388        —           5,515,388   

Total Short-Term Investments

     31,746,806         5,515,388        —           37,262,194   

Total Investments

   $ 230,059,799       $ 261,871,457      $ 759,550       $ 492,690,806   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (31,746,806   $ —         $ (31,746,806
Forward Contracts           

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —         $ 698,575      $ —         $ 698,575   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —           (466,313     —           (466,313

Total Forward Contracts

   $ —         $ 232,262      $ —         $ 232,262   

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-171


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

Investments in Securities

   Balance as of
December 31,
2015
     Accrued
Discounts/
(Premiums)
     Change in
Unrealized
Depreciation
    Balance
as of
March 31,
2016
     Change in Unrealized
Depreciation from
Investments Still Held at
March 31, 2016
 
Corporate Bonds & Notes              

Chemicals

   $ 919,911       $ 8,366       $ (168,727   $ 759,550       $ (168,727
  

 

 

    

 

 

    

 

 

   

 

 

    

 

 

 

Total

   $ 919,911       $ 8,366       $ (168,727   $ 759,550       $ (168,727
  

 

 

    

 

 

    

 

 

   

 

 

    

 

 

 

 

MIST-172


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—74.2% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Advertising—0.1%

  

Lamar Media Corp.
5.750%, 02/01/26 (144A)

    693,000      $ 727,650   
   

 

 

 

Aerospace/Defense—0.8%

  

Aerojet Rocketdyne Holdings, Inc.
7.125%, 03/15/21

    1,775,000        1,841,562   

BAE Systems Holdings, Inc.
3.850%, 12/15/25 (144A)

    2,202,000        2,265,818   

Harris Corp.
4.854%, 04/27/35

    570,000        592,464   

5.054%, 04/27/45

    1,089,000        1,160,295   

Lockheed Martin Corp.
3.550%, 01/15/26

    1,651,000        1,748,842   

4.700%, 05/15/46

    1,101,000        1,231,062   

TransDigm, Inc.
6.500%, 07/15/24

    1,304,000        1,293,829   
   

 

 

 
      10,133,872   
   

 

 

 

Agriculture—0.2%

  

Altria Group, Inc.
5.375%, 01/31/44

    1,129,000        1,379,424   

Reynolds American, Inc.
5.850%, 08/15/45

    825,000        1,007,458   
   

 

 

 
      2,386,882   
   

 

 

 

Airlines—0.2%

  

Air Canada
7.750%, 04/15/21 (144A)

    1,316,000        1,296,260   

Air Canada Pass-Through Trust
4.125%, 12/15/27 (144A) (a)

    1,108,000        1,108,000   
   

 

 

 
      2,404,260   
   

 

 

 

Apparel—0.2%

  

William Carter Co. (The)
5.250%, 08/15/21

    2,375,000        2,440,312   
   

 

 

 

Auto Manufacturers—0.4%

  

General Motors Co.
6.600%, 04/01/36

    2,444,000        2,689,351   

General Motors Financial Co., Inc.
5.250%, 03/01/26

    1,660,000        1,736,237   
   

 

 

 
      4,425,588   
   

 

 

 

Auto Parts & Equipment—0.5%

  

International Automotive Components Group S.A.
9.125%, 06/01/18 (144A)

    1,297,000        1,167,300   

MPG Holdco I, Inc.
7.375%, 10/15/22 (b)

    1,200,000        1,188,000   

Nemak S.A.B. de C.V.
5.500%, 02/28/23 (144A)

    800,000        822,000   

TI Group Automotive Systems LLC
8.750%, 07/15/23 (144A) (b)

    1,725,000        1,656,000   

Auto Parts & Equipment—(Continued)

  

ZF North America Capital, Inc.
4.500%, 04/29/22 (144A)

    1,425,000      1,453,500   
   

 

 

 
      6,286,800   
   

 

 

 

Banks—5.6%

   

ABN AMRO Bank NV
4.750%, 07/28/25 (144A)

    3,011,000        3,032,794   

Bank of America Corp.
4.200%, 08/26/24

    1,200,000        1,221,948   

4.250%, 10/22/26

    3,628,000        3,682,086   

6.500%, 10/23/24 (b) (c)

    1,950,000        2,012,790   

BankUnited, Inc.
4.875%, 11/17/25

    3,165,000        3,174,517   

Barclays plc
5.250%, 08/17/45

    1,127,000        1,131,771   

CIT Group, Inc.
5.000%, 08/15/22 (b)

    1,482,000        1,499,591   

Citigroup, Inc.
4.450%, 09/29/27

    4,114,000        4,139,688   

Citizens Financial Group, Inc.
4.350%, 08/01/25 (b)

    1,130,000        1,169,778   

5.500%, 04/06/20 (144A) (c)

    2,050,000        1,947,500   

Commerzbank AG
8.125%, 09/19/23 (144A)

    1,999,000        2,256,771   

Credit Suisse Group AG
7.500%, 12/11/23 (144A) (c)

    1,665,000        1,637,528   

Credit Suisse Group Funding Guernsey, Ltd.
3.800%, 09/15/22

    2,408,000        2,396,622   

Discover Bank
7.000%, 04/15/20

    1,052,000        1,196,227   

Goldman Sachs Group, Inc. (The)
3.750%, 02/25/26

    1,660,000        1,702,453   

5.150%, 05/22/45

    2,314,000        2,350,753   

HSBC Holdings plc
4.250%, 08/18/25

    2,253,000        2,225,673   

Industrial & Commercial Bank of China, Ltd.
3.231%, 11/13/19

    1,900,000        1,963,870   

Intesa Sanpaolo S.p.A.
5.710%, 01/15/26 (144A)

    1,181,000        1,146,159   

7.700%, 09/17/25 (144A) (c)

    1,122,000        1,030,838   

JPMorgan Chase & Co.
3.875%, 09/10/24

    2,422,000        2,483,885   

6.750%, 02/01/24 (b) (c)

    1,105,000        1,213,290   

Lloyds Banking Group plc
4.582%, 12/10/25 (144A)

    3,011,000        2,951,975   

7.500%, 06/27/24 (c)

    1,363,000        1,349,234   

Morgan Stanley
4.000%, 07/23/25

    1,165,000        1,218,165   

National Savings Bank
5.150%, 09/10/19 (144A)

    700,000        654,500   

Nordea Bank AB
6.125%, 09/23/24 (144A) (c)

    1,624,000        1,546,860   

Popular, Inc.
7.000%, 07/01/19

    2,725,000        2,650,063   

 

MIST-173


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

  

Royal Bank of Scotland Group plc
5.125%, 05/28/24

    710,000      $ 682,587   

6.000%, 12/19/23

    415,000        420,312   

7.500%, 08/10/20 (c)

    2,271,000        2,112,030   

Santander Holdings USA, Inc.
4.500%, 07/17/25

    890,000        914,954   

Santander UK Group Holdings plc
4.750%, 09/15/25 (144A)

    2,791,000        2,639,853   

Santander UK plc
7.950%, 10/26/29

    272,000        355,673   

Sberbank of Russia Via SB Capital S.A.
5.500%, 02/26/24 (144A) (b) (c)

    1,327,000        1,205,739   

Synovus Financial Corp.
7.875%, 02/15/19

    1,500,000        1,650,000   

Wells Fargo & Co.
4.900%, 11/17/45

    2,203,000        2,364,572   
   

 

 

 
      67,333,049   
   

 

 

 

Beverages—2.0%

   

Anheuser-Busch InBev Finance, Inc.
3.650%, 02/01/26

    3,882,000        4,082,362   

4.900%, 02/01/46

    2,995,000        3,347,098   

Brown-Forman Corp.
4.500%, 07/15/45

    2,186,000        2,391,729   

Coca-Cola Bottling Co. Consolidated
3.800%, 11/25/25

    1,101,000        1,150,343   

Constellation Brands, Inc.
4.250%, 05/01/23

    2,500,000        2,556,250   

6.000%, 05/01/22

    1,442,000        1,622,250   

Cott Beverages, Inc.
5.375%, 07/01/22

    400,000        406,000   

Dr Pepper Snapple Group, Inc.
3.400%, 11/15/25

    2,204,000        2,278,910   

4.500%, 11/15/45

    1,102,000        1,147,265   

Fomento Economico Mexicano S.A.B. de C.V.
4.375%, 05/10/43

    1,234,000        1,203,819   

PepsiCo, Inc.
2.850%, 02/24/26

    1,661,000        1,704,158   

4.250%, 10/22/44

    751,000        802,121   

4.450%, 04/14/46

    1,178,000        1,313,413   
   

 

 

 
      24,005,718   
   

 

 

 

Biotechnology—0.5%

   

Gilead Sciences, Inc.
2.550%, 09/01/20

    1,675,000        1,724,940   

3.500%, 02/01/25

    2,525,000        2,663,130   

4.750%, 03/01/46

    1,675,000        1,833,442   
   

 

 

 
      6,221,512   
   

 

 

 

Building Materials—1.4%

   

Builders FirstSource, Inc.
7.625%, 06/01/21 (144A)

    1,311,000        1,363,440   

10.750%, 08/15/23 (144A)

    905,000        911,788   

Cemex S.A.B. de C.V.
7.750%, 04/16/26 (144A)

    647,000        663,110   

Building Materials—(Continued)

  

GCP Applied Technologies, Inc.
9.500%, 02/01/23 (144A)

    410,000      444,850   

Griffon Corp.
5.250%, 03/01/22

    1,295,000        1,291,762   

Masco Corp.
4.375%, 04/01/26

    771,000        784,963   

Masonite International Corp.
5.625%, 03/15/23 (144A)

    1,167,000        1,219,515   

Norbord, Inc.
6.250%, 04/15/23 (144A)

    1,355,000        1,334,675   

Ply Gem Industries, Inc.
6.500%, 02/01/22

    1,540,000        1,509,200   

Standard Industries, Inc.
5.375%, 11/15/24 (144A)

    2,260,000        2,293,900   

5.500%, 02/15/23 (144A)

    1,152,000        1,177,920   

Voto-Votorantim Overseas Trading Operations IV, Ltd.
7.750%, 06/24/20 (144A)

    2,700,000        2,730,240   

Vulcan Materials Co.
4.500%, 04/01/25

    1,250,000        1,284,375   
   

 

 

 
      17,009,738   
   

 

 

 

Chemicals—0.7%

   

Braskem Finance, Ltd.
5.375%, 05/02/22 (144A)

    1,015,000        921,113   

6.450%, 02/03/24

    740,000        693,750   

Celanese U.S. Holdings LLC
5.875%, 06/15/21

    780,000        830,700   

Grupo Idesa S.A. de C.V.
7.875%, 12/18/20 (144A)

    1,450,000        1,408,312   

Hexion, Inc.
6.625%, 04/15/20

    1,444,000        1,198,520   

Huntsman International LLC
5.125%, 11/15/22 (144A) (b)

    1,370,000        1,328,900   

Israel Chemicals, Ltd.
4.500%, 12/02/24 (144A)

    692,000        690,983   

Kissner Milling Co., Ltd.
7.250%, 06/01/19 (144A)

    566,000        530,625   

Momentive Performance Materials, Inc.
3.880%, 10/24/21

    802,000        579,445   

Unifrax I LLC / Unifrax Holding Co.
7.500%, 02/15/19 (144A)

    1,356,000        837,330   
   

 

 

 
      9,019,678   
   

 

 

 

Commercial Services—1.5%

   

ADT Corp. (The)
3.500%, 07/15/22

    855,000        739,575   

Cleveland Clinic Foundation (The)
4.858%, 01/01/2114

    1,450,000        1,519,957   

ExamWorks Group, Inc.
5.625%, 04/15/23 (b)

    1,347,000        1,373,940   

FTI Consulting, Inc.
6.000%, 11/15/22

    2,000,000        2,095,000   

Jaguar Holding Co. II / Pharmaceutical Product Development LLC
6.375%, 08/01/23 (144A)

    1,519,000        1,559,709   

 

MIST-174


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Commercial Services—(Continued)

  

Jurassic Holdings III, Inc.
6.875%, 02/15/21 (144A)

    1,875,000      $ 1,293,750   

Metropolitan Museum of Art (The)
3.400%, 07/01/45

    2,025,000        1,926,216   

Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc.
7.875%, 10/01/22 (144A)

    1,400,000        1,302,000   

NES Rentals Holdings, Inc.
7.875%, 05/01/18 (144A)

    1,100,000        1,012,000   

Sotheby’s
5.250%, 10/01/22 (144A)

    1,226,000        1,097,270   

Total System Services, Inc.
4.800%, 04/01/26

    2,201,000        2,271,089   

United Rentals North America, Inc.
6.125%, 06/15/23 (b)

    1,850,000        1,910,125   
   

 

 

 
      18,100,631   
   

 

 

 

Computers—0.2%

  

Dell, Inc.
7.100%, 04/15/28 (b)

    1,375,000        1,333,750   

Leidos Holdings, Inc.
4.450%, 12/01/20

    550,000        541,755   
   

 

 

 
      1,875,505   
   

 

 

 

Cosmetics/Personal Care—0.4%

  

Edgewell Personal Care Co.
4.700%, 05/24/22

    615,000        627,300   

Elizabeth Arden, Inc.
7.375%, 03/15/21 (b)

    1,888,000        1,208,320   

Estee Lauder Cos., Inc. (The)
4.375%, 06/15/45

    2,353,000        2,560,918   
   

 

 

 
      4,396,538   
   

 

 

 

Diversified Financial Services—3.2%

  

AerCap Ireland Capital, Ltd. / AerCap Global Aviation Trust
5.000%, 10/01/21

    2,945,000        3,048,075   

Alliance Data Systems Corp.
6.375%, 04/01/20 (144A)

    5,794,000        5,895,395   

Ally Financial, Inc.
5.750%, 11/20/25

    4,717,000        4,610,867   

8.000%, 11/01/31

    1,025,000        1,168,500   

CME Group, Inc.
3.000%, 03/15/25

    2,300,000        2,330,960   

E*Trade Financial Corp.
4.625%, 09/15/23

    210,000        209,475   

Intercontinental Exchange, Inc.
3.750%, 12/01/25

    2,419,000        2,469,391   

International Lease Finance Corp.
6.250%, 05/15/19

    2,470,000        2,633,637   

8.250%, 12/15/20

    2,613,000        3,050,677   

Macquarie Group, Ltd.
6.000%, 01/14/20 (144A)

    1,800,000        1,984,052   

MasterCard, Inc.
3.375%, 04/01/24

    1,780,000        1,903,543   

Diversified Financial Services—(Continued)

  

National Financial Partners Corp.
9.000%, 07/15/21 (144A)

    1,952,000      1,873,920   

Navient Corp.
5.000%, 10/26/20 (b)

    1,211,000        1,098,983   

OneMain Financial Holdings LLC
6.750%, 12/15/19 (144A)

    1,286,000        1,287,286   

7.250%, 12/15/21 (144A)

    950,000        945,250   

Rio Oil Finance Trust
9.250%, 07/06/24 (144A) (b)

    3,012,000        1,867,440   

Springleaf Finance Corp.
5.250%, 12/15/19

    302,000        288,410   

7.750%, 10/01/21 (b)

    416,000        408,138   

TD Ameritrade Holding Corp.
2.950%, 04/01/22

    1,150,000        1,173,772   
   

 

 

 
      38,247,771   
   

 

 

 

Electric—2.2%

  

AES Corp.
5.500%, 04/15/25

    687,000        662,955   

7.375%, 07/01/21

    621,000        695,520   

AES El Salvador Trust II
6.750%, 03/28/23 (144A)

    1,425,000        1,104,375   

AES Gener S.A.
5.000%, 07/14/25 (144A) (b)

    1,150,000        1,154,862   

AES Panama SRL
6.000%, 06/25/22 (144A)

    1,500,000        1,494,000   

El Paso Electric Co.
5.000%, 12/01/44

    2,366,000        2,549,505   

Entergy Arkansas, Inc.
4.950%, 12/15/44

    2,363,000        2,385,094   

Exelon Generation Co. LLC
4.250%, 06/15/22 (b)

    1,108,000        1,161,769   

Illinois Power Generating Co.
7.000%, 04/15/18 (b)

    2,475,000        965,250   

IPALCO Enterprises, Inc.
3.450%, 07/15/20

    216,000        216,810   

Lamar Funding, Ltd.
3.958%, 05/07/25 (144A) (b)

    2,550,000        2,286,075   

Louisville Gas & Electric Co.
4.375%, 10/01/45

    776,000        846,312   

NSG Holdings LLC / NSG Holdings, Inc.
7.750%, 12/15/25 (144A)

    2,845,589        3,051,894   

Oncor Electric Delivery Co. LLC
3.750%, 04/01/45

    3,736,000        3,507,376   

Pacific Gas & Electric Co.
2.950%, 03/01/26 (b)

    1,661,000        1,677,887   

Puget Energy, Inc.
3.650%, 05/15/25

    1,106,000        1,113,138   

Southern California Edison Co.
3.900%, 03/15/43

    1,217,000        1,249,584   
   

 

 

 
      26,122,406   
   

 

 

 

Electrical Components & Equipment—0.1%

  

General Cable Corp.
5.750%, 10/01/22

    1,450,000        1,145,500   
   

 

 

 

 

MIST-175


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Electronics—0.2%

  

Trimble Navigation, Ltd.
4.750%, 12/01/24

    2,738,000      $ 2,791,895   
   

 

 

 

Energy-Alternate Sources—0.1%

  

Alta Wind Holdings LLC
7.000%, 06/30/35 (144A)

    1,355,113        1,503,003   
   

 

 

 

Engineering & Construction—0.2%

  

AECOM
5.875%, 10/15/24

    1,254,000        1,291,620   

SBA Communications Corp.
4.875%, 07/15/22

    900,000        911,250   
   

 

 

 
      2,202,870   
   

 

 

 

Entertainment—0.7%

  

CCM Merger, Inc.
9.125%, 05/01/19 (144A)

    1,500,000        1,552,500   

Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp.
5.250%, 03/15/21

    1,700,000        1,761,625   

Mohegan Tribal Gaming Authority
9.750%, 09/01/21 (b)

    2,235,000        2,290,875   

River Rock Entertainment Authority (The)
9.000%, 11/01/18 (d)

    1,397,000        169,386   

Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp.
9.500%, 06/15/19 (144A) (a)

    1,490,000        1,534,700   

Six Flags Entertainment Corp.
5.250%, 01/15/21 (144A)

    550,000        565,125   
   

 

 

 
      7,874,211   
   

 

 

 

Environmental Control—0.1%

  

Advanced Disposal Services, Inc.
8.250%, 10/01/20

    1,340,000        1,366,666   
   

 

 

 

Food—2.1%

  

B&G Foods, Inc.
4.625%, 06/01/21

    2,675,000        2,708,437   

BI-LO LLC / BI-LO Finance Corp.
9.250%, 02/15/19 (144A) (b)

    1,126,000        1,075,330   

Bumble Bee Holdings, Inc.
9.000%, 12/15/17 (144A)

    575,000        576,438   

Ingles Markets, Inc.
5.750%, 06/15/23

    1,330,000        1,349,950   

JBS USA LLC / JBS USA Finance, Inc.
5.875%, 07/15/24 (144A)

    1,204,000        1,086,610   

Kellogg Co.
3.250%, 04/01/26

    1,660,000        1,700,751   

4.500%, 04/01/46

    1,660,000        1,699,528   

Land O’ Lakes, Inc.
6.000%, 11/15/22 (144A)

    2,000,000        2,090,000   

Marfrig Holdings Europe B.V.
6.875%, 06/24/19 (144A)

    200,000        190,250   

Marfrig Overseas, Ltd.
9.500%, 05/04/20 (144A)

    250,000        252,500   

Food—(Continued)

  

Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp.
4.875%, 05/01/21

    1,400,000      1,414,000   

Post Holdings, Inc.
7.750%, 03/15/24 (144A)

    1,005,000        1,102,987   

Premier Foods Finance plc
6.500%, 03/15/21 (144A) (GBP)

    1,025,000        1,514,848   

TreeHouse Foods, Inc.
4.875%, 03/15/22

    263,000        268,918   

6.000%, 02/15/24 (144A)

    1,287,000        1,364,220   

WhiteWave Foods Co. (The)
5.375%, 10/01/22

    5,780,000        6,220,725   
   

 

 

 
      24,615,492   
   

 

 

 

Forest Products & Paper—0.0%

  

Millar Western Forest Products, Ltd.
8.500%, 04/01/21

    1,218,000        511,560   
   

 

 

 

Gas—0.6%

  

Brooklyn Union Gas Co. (The)
3.407%, 03/10/26 (144A)

    1,662,000        1,717,735   

Dominion Gas Holdings LLC
3.600%, 12/15/24 (b)

    1,775,000        1,822,387   

LBC Tank Terminals Holding Netherlands B.V.
6.875%, 05/15/23 (144A)

    1,965,000        1,827,450   

Southern Star Central Corp.
5.125%, 07/15/22 (144A)

    1,425,000        1,311,000   
   

 

 

 
      6,678,572   
   

 

 

 

Hand/Machine Tools—0.1%

  

Milacron LLC / Mcron Finance Corp.
7.750%, 02/15/21 (144A)

    996,000        916,320   

Healthcare-Products—1.0%

  

Hologic, Inc.
5.250%, 07/15/22 (144A)

    1,409,000        1,468,882   

Kinetic Concepts, Inc. / KCI USA, Inc.
7.875%, 02/15/21 (144A) (b)

    554,000        585,855   

10.500%, 11/01/18

    585,000        586,462   

Medtronic, Inc.
3.150%, 03/15/22

    2,393,000        2,538,047   

4.375%, 03/15/35

    3,250,000        3,518,538   

Sterigenics-Nordion Holdings LLC
6.500%, 05/15/23 (144A)

    1,700,000        1,695,750   

Stryker Corp.
3.500%, 03/15/26

    772,000        800,051   

4.625%, 03/15/46

    1,182,000        1,262,298   
   

 

 

 
      12,455,883   
   

 

 

 

Healthcare-Services—3.8%

  

Acadia Healthcare Co., Inc.
5.625%, 02/15/23

    427,000        433,405   

6.500%, 03/01/24 (144A)

    287,000        298,480   

Amsurg Corp.
5.625%, 11/30/20 (b)

    2,565,000        2,648,362   

5.625%, 07/15/22

    963,000        991,890   

 

MIST-176


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Healthcare-Services—(Continued)

  

Centene Escrow Corp.
5.625%, 02/15/21 (144A)

    831,000      $ 866,318   

6.125%, 02/15/24 (144A)

    2,373,000        2,497,583   

CHS/Community Health Systems, Inc.
6.875%, 02/01/22 (b)

    1,000,000        902,500   

8.000%, 11/15/19 (b)

    1,675,000        1,631,031   

DaVita HealthCare Partners, Inc.
5.750%, 08/15/22

    3,500,000        3,653,125   

Dignity Health
3.812%, 11/01/24

    1,800,000        1,901,729   

4.500%, 11/01/42

    339,000        338,262   

Fresenius Medical Care U.S. Finance II, Inc.
4.750%, 10/15/24 (144A)

    700,000        711,375   

5.875%, 01/31/22 (144A)

    3,225,000        3,542,662   

HCA, Inc.
4.250%, 10/15/19

    1,200,000        1,236,750   

5.250%, 04/15/25

    1,655,000        1,704,650   

5.375%, 02/01/25

    515,000        520,634   

7.050%, 12/01/27

    484,000        496,100   

7.500%, 02/15/22

    6,553,000        7,421,272   

7.580%, 09/15/25

    688,000        743,040   

7.690%, 06/15/25

    1,767,000        1,899,525   

MEDNAX, Inc.
5.250%, 12/01/23 (144A)

    825,000        858,000   

Memorial Sloan-Kettering Cancer Center
4.200%, 07/01/55

    1,825,000        1,872,501   

MPH Acquisition Holdings LLC
6.625%, 04/01/22 (144A)

    2,675,000        2,782,000   

Tenet Healthcare Corp.
6.750%, 06/15/23 (b)

    1,847,000        1,768,503   

8.125%, 04/01/22

    3,125,000        3,214,844   
   

 

 

 
      44,934,541   
   

 

 

 

Holding Companies-Diversified—0.5%

  

Argos Merger Sub, Inc.
7.125%, 03/15/23 (144A) (b)

    2,540,000        2,700,020   

Horizon Pharma Financing, Inc.
6.625%, 05/01/23 (144A) (b)

    1,337,000        1,179,903   

KOC Holding AS
5.250%, 03/15/23 (144A)

    1,775,000        1,770,562   
   

 

 

 
      5,650,485   
   

 

 

 

Home Builders—1.2%

  

Ashton Woods USA LLC / Ashton Woods Finance Co.
6.875%, 02/15/21 (144A)

    1,650,000        1,353,000   

Brookfield Residential Properties, Inc.
6.500%, 12/15/20 (144A)

    1,975,000        1,886,125   

DR Horton, Inc.
4.750%, 02/15/23

    495,000        502,425   

K Hovnanian Enterprises, Inc.
7.250%, 10/15/20 (144A)

    1,350,000        1,113,750   

Lennar Corp.
4.750%, 11/15/22

    1,500,000        1,503,750   

Home Builders—(Continued)

  

PulteGroup, Inc.
6.375%, 05/15/33

    3,500,000      3,570,000   

Toll Brothers Finance Corp.
5.625%, 01/15/24

    1,375,000        1,416,250   

William Lyon Homes, Inc.
7.000%, 08/15/22

    2,860,000        2,745,600   
   

 

 

 
      14,090,900   
   

 

 

 

Household Products/Wares—0.1%

  

SC Johnson & Son, Inc.
4.750%, 10/15/46 (144A)

    1,088,000        1,228,643   
   

 

 

 

Housewares—0.6%

  

American Greetings Corp.
7.375%, 12/01/21

    1,430,000        1,462,175   

Newell Rubbermaid, Inc.
3.850%, 04/01/23

    2,750,000        2,852,055   

5.500%, 04/01/46

    2,200,000        2,390,071   
   

 

 

 
      6,704,301   
   

 

 

 

Insurance—1.5%

  

Allied World Assurance Co. Holdings, Ltd.
4.350%, 10/29/25

    2,284,000        2,288,596   

Allstate Corp. (The)
5.750%, 08/15/53 (c)

    1,212,000        1,231,695   

American Equity Investment Life Holding Co.
6.625%, 07/15/21

    1,630,000        1,674,825   

Berkshire Hathaway, Inc.
2.750%, 03/15/23

    1,101,000        1,122,851   

3.125%, 03/15/26

    1,101,000        1,128,906   

Chubb INA Holdings, Inc.
4.350%, 11/03/45

    1,104,000        1,203,151   

CNO Financial Group, Inc.
5.250%, 05/30/25

    2,044,000        2,089,990   

Teachers Insurance & Annuity Association of America
4.900%, 09/15/44 (144A)

    1,771,000        1,897,713   

TIAA Asset Management Finance Co. LLC
4.125%, 11/01/24 (144A)

    1,807,000        1,867,448   

Trinity Acquisition plc
4.400%, 03/15/26

    1,650,000        1,673,887   

XLIT, Ltd.
4.450%, 03/31/25

    1,227,000        1,214,980   
   

 

 

 
      17,394,042   
   

 

 

 

Internet—2.4%

  

Alibaba Group Holding, Ltd.
3.125%, 11/28/21

    4,475,000        4,560,481   

Amazon.com, Inc.
4.800%, 12/05/34

    7,581,000        8,515,502   

Blue Coat Holdings, Inc.
8.375%, 06/01/23 (144A) (b)

    1,126,000        1,160,343   

eBay, Inc.
3.800%, 03/09/22

    1,095,000        1,127,277   

 

MIST-177


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Internet—(Continued)

  

Expedia, Inc.
5.000%, 02/15/26 (144A)

    3,096,000      $ 3,100,641   

Netflix, Inc.
5.375%, 02/01/21

    2,453,000        2,560,319   

5.875%, 02/15/25

    1,417,000        1,491,393   

Priceline Group, Inc. (The)
3.650%, 03/15/25

    1,625,000        1,666,762   

VeriSign, Inc.
4.625%, 05/01/23

    1,263,000        1,275,630   

5.250%, 04/01/25 (b)

    1,073,000        1,081,048   

Zayo Group LLC / Zayo Capital, Inc.
6.000%, 04/01/23

    2,141,000        2,136,975   
   

 

 

 
      28,676,371   
   

 

 

 

Iron/Steel—0.4%

  

Allegheny Ludlum Corp.
6.950%, 12/15/25

    1,497,000        1,152,690   

Allegheny Technologies, Inc.
5.950%, 01/15/21

    750,000        626,250   

Steel Dynamics, Inc.
5.125%, 10/01/21

    1,825,000        1,843,250   

5.500%, 10/01/24

    1,379,000        1,396,237   
   

 

 

 
      5,018,427   
   

 

 

 

Leisure Time—0.5%

  

Gibson Brands, Inc.
8.875%, 08/01/18 (144A)

    2,800,000        1,624,000   

NCL Corp., Ltd.
5.250%, 11/15/19 (144A)

    925,000        943,500   

Royal Caribbean Cruises, Ltd.
7.500%, 10/15/27

    3,500,000        3,963,750   
   

 

 

 
      6,531,250   
   

 

 

 

Lodging—1.9%

  

Boyd Gaming Corp.
6.375%, 04/01/26 (144A)

    659,000        683,713   

6.875%, 05/15/23

    2,025,000        2,156,625   

Caesars Entertainment Resort Properties LLC / Caesars Growth Properties Finance, Inc.
11.000%, 10/01/21 (b)

    1,000,000        852,500   

Caesars Growth Properties Holdings LLC / Caesars Growth Properties Finance, Inc.
9.375%, 05/01/22

    1,388,000        1,085,416   

Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp.
5.625%, 10/15/21

    1,555,000        1,611,291   

MCE Finance, Ltd.
5.000%, 02/15/21 (144A)

    2,450,000        2,333,458   

MGM Resorts International
6.000%, 03/15/23 (b)

    2,532,000        2,620,620   

7.750%, 03/15/22

    947,000        1,054,721   

Playa Resorts Holding B.V.
8.000%, 08/15/20 (144A)

    1,700,000        1,678,750   

Lodging—(Continued)

  

Seminole Hard Rock Entertainment, Inc. / Seminole Hard Rock International LLC
5.875%, 05/15/21 (144A)

    1,525,000      1,528,813   

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
6.375%, 06/01/21 (144A) (a)

    2,950,000        2,839,375   

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5.375%, 03/15/22 (b)

    1,352,000        1,363,411   

Wynn Macau, Ltd.
5.250%, 10/15/21 (144A) (b)

    3,405,000        3,209,212   
   

 

 

 
      23,017,905   
   

 

 

 

Machinery-Construction & Mining—0.1%

  

BlueLine Rental Finance Corp.
7.000%, 02/01/19 (144A)

    1,350,000        1,243,688   
   

 

 

 

Media—5.6%

  

Altice Financing S.A.
6.625%, 02/15/23 (144A)

    1,200,000        1,203,000   

Altice Finco S.A.
9.875%, 12/15/20 (144A) (b)

    2,900,000        3,117,500   

Altice Luxembourg S.A.
7.750%, 05/15/22 (144A) (b)

    3,500,000        3,444,280   

AMC Networks, Inc.
4.750%, 12/15/22 (b)

    2,825,000        2,832,063   

Cablevision Systems Corp.
5.875%, 09/15/22 (b)

    4,000,000        3,370,000   

CCO Holdings LLC / CCO Holdings Capital Corp.
5.125%, 05/01/23 (144A)

    1,985,000        2,019,738   

5.875%, 04/01/24 (144A)

    2,184,000        2,287,740   

6.625%, 01/31/22

    2,300,000        2,420,750   

CCO Safari LLC
4.908%, 07/23/25 (144A)

    2,270,000        2,394,432   

6.384%, 10/23/35 (144A)

    1,777,000        1,961,735   

Clear Channel Worldwide Holdings, Inc.
6.500%, 11/15/22

    1,849,000        1,839,755   

DISH DBS Corp.
5.000%, 03/15/23

    3,247,000        2,865,477   

5.875%, 07/15/22

    1,125,000        1,065,938   

Gray Television, Inc.
7.500%, 10/01/20

    588,000        620,340   

Mediacom Broadband LLC / Mediacom Broadband Corp.
6.375%, 04/01/23 (b)

    3,481,000        3,559,322   

Mediacom LLC / Mediacom Capital Corp.
7.250%, 02/15/22

    400,000        421,000   

Neptune Finco Corp.
10.125%, 01/15/23 (144A)

    1,125,000        1,203,750   

10.875%, 10/15/25 (144A)

    6,447,000        7,007,889   

Numericable-SFR SAS
6.000%, 05/15/22 (144A)

    3,250,000        3,168,750   

RCN Telecom Services LLC / RCN Capital Corp.
8.500%, 08/15/20 (144A)

    1,225,000        1,225,000   

 

MIST-178


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Media—(Continued)

  

Sirius XM Radio, Inc.
6.000%, 07/15/24 (144A)

    1,015,000      $ 1,068,288   

Time Warner Cable, Inc.
5.875%, 11/15/40

    1,912,000        1,978,761   

Unitymedia GmbH
6.125%, 01/15/25 (144A)

    1,150,000        1,195,287   

Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH
5.000%, 01/15/25 (144A)

    888,000        885,780   

5.500%, 01/15/23 (144A)

    2,975,000        3,049,375   

Univision Communications, Inc.
5.125%, 02/15/25 (144A)

    1,930,000        1,905,875   

UPCB Finance, Ltd.
5.375%, 01/15/25 (144A)

    2,296,000        2,324,700   

Virgin Media Finance plc
6.000%, 10/15/24 (144A)

    925,000        950,438   

Virgin Media Secured Finance plc
5.375%, 04/15/21 (144A)

    2,736,900        2,853,218   

VTR Finance B.V.
6.875%, 01/15/24 (144A)

    1,350,000        1,316,250   

Wave Holdco LLC / Wave Holdco Corp.
8.250%, 07/15/19 (144A) (e)

    991,705        966,912   
   

 

 

 
      66,523,343   
   

 

 

 

Mining—3.2%

  

Aleris International, Inc.
7.875%, 11/01/20

    1,429,000        1,207,505   

9.500%, 04/01/21 (144A)

    1,711,000        1,744,151   

Anglo American Capital plc
9.375%, 04/08/19 (144A)

    247,000        259,350   

AngloGold Ashanti Holdings plc
6.500%, 04/15/40

    442,000        369,070   

BHP Billiton Finance USA, Ltd.
6.250%, 10/19/75 (144A) (b) (c)

    2,392,000        2,412,930   

6.750%, 10/19/75 (144A) (b) (c)

    2,301,000        2,301,000   

Coeur Mining, Inc.
7.875%, 02/01/21

    2,126,000        1,706,115   

Freeport-McMoRan, Inc.
2.300%, 11/14/17

    1,500,000        1,383,750   

3.550%, 03/01/22

    2,220,000        1,548,450   

3.875%, 03/15/23

    4,704,000        3,186,960   

Fresnillo plc
5.500%, 11/13/23 (144A) (b)

    2,741,000        2,812,951   

Glencore Finance Canada, Ltd.
4.250%, 10/25/22 (144A) (b)

    788,000        657,980   

Glencore Funding LLC
4.125%, 05/30/23 (144A)

    1,388,000        1,134,690   

Imperial Metals Corp.
7.000%, 03/15/19 (144A)

    1,450,000        1,261,500   

Kinross Gold Corp.
5.125%, 09/01/21

    2,212,000        2,046,100   

5.950%, 03/15/24

    1,893,000        1,609,675   

Lundin Mining Corp.
7.875%, 11/01/22 (144A)

    1,415,000        1,344,250   

Mining—(Continued)

  

Mirabela Nickel, Ltd.
1.000%, 09/16/44 (f) (g)

    32,601      3   

MMC Norilsk Nickel OJSC via MMC Finance, Ltd.
6.625%, 10/14/22 (144A)

    1,700,000        1,775,480   

New Gold, Inc.
6.250%, 11/15/22 (144A)

    2,023,000        1,709,435   

7.000%, 04/15/20 (144A)

    1,358,000        1,296,890   

Newmont Mining Corp.
4.875%, 03/15/42

    2,364,000        2,027,161   

5.875%, 04/01/35

    150,000        145,212   

6.250%, 10/01/39

    1,017,000        1,016,337   

Teck Resources, Ltd.
3.000%, 03/01/19 (b)

    1,750,000        1,400,000   

Thompson Creek Metals Co., Inc.
7.375%, 06/01/18 (b)

    1,103,000        303,325   

9.750%, 12/01/17

    771,000        722,813   

Volcan Cia Minera SAA
5.375%, 02/02/22 (144A)

    1,498,000        1,140,352   
   

 

 

 
      38,523,435   
   

 

 

 

Miscellaneous Manufacturing—1.2%

  

FGI Operating Co. LLC / FGI Finance, Inc.
7.875%, 05/01/20

    2,325,000        1,395,000   

Gates Global LLC / Gates Global Co.
6.000%, 07/15/22 (144A) (b)

    1,648,000        1,409,040   

General Electric Co.
5.000%, 01/21/21 (c)

    9,740,000        10,032,200   

Siemens Financieringsmaatschappij NV
3.250%, 05/27/25 (144A) (b)

    1,715,000        1,789,428   
   

 

 

 
      14,625,668   
   

 

 

 

Municipal—0.1%

  

Brazil Minas SPE via State of Minas Gerais
5.333%, 02/15/28 (144A)

    1,200,000        1,023,000   
   

 

 

 

Office/Business Equipment—0.2%

  

CDW LLC / CDW Finance Corp.
5.500%, 12/01/24

    2,210,000        2,276,300   
   

 

 

 

Oil & Gas—6.7%

  

Bill Barrett Corp.
7.000%, 10/15/22

    1,668,000        992,460   

Bonanza Creek Energy, Inc.
6.750%, 04/15/21

    1,574,000        440,720   

Canadian Oil Sands, Ltd.
4.500%, 04/01/22 (144A)

    1,353,000        1,253,668   

Carrizo Oil & Gas, Inc.
6.250%, 04/15/23

    2,238,000        1,972,238   

7.500%, 09/15/20 (b)

    1,050,000        979,125   

Citgo Holding, Inc.
10.750%, 02/15/20 (144A)

    3,691,000        3,580,270   

Clayton Williams Energy, Inc.
7.750%, 04/01/19

    1,441,000        720,500   

 

MIST-179


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Oil & Gas—(Continued)

  

Concho Resources, Inc.
5.500%, 04/01/23 (b)

    4,875,000      $ 4,777,500   

Continental Resources, Inc.
3.800%, 06/01/24

    597,000        471,630   

5.000%, 09/15/22 (b)

    2,906,000        2,504,609   

CrownRock L.P. / CrownRock Finance, Inc.
7.125%, 04/15/21 (144A)

    3,850,000        3,686,375   

Denbury Resources, Inc.
5.500%, 05/01/22

    1,800,000        810,000   

Devon Energy Corp.
3.250%, 05/15/22

    1,875,000        1,578,731   

Diamondback Energy, Inc.
7.625%, 10/01/21 (b)

    3,650,000        3,759,500   

Eclipse Resources Corp.
8.875%, 07/15/23 (144A)

    706,000        367,120   

Ensco plc
5.200%, 03/15/25

    1,462,000        818,720   

EOG Resources, Inc.
3.150%, 04/01/25 (b)

    1,248,000        1,211,143   

4.150%, 01/15/26 (b)

    1,665,000        1,731,357   

EP Energy LLC / Everest Acquisition Finance, Inc.
6.375%, 06/15/23

    1,201,000        552,460   

EXCO Resources, Inc.
8.500%, 04/15/22

    1,491,000        275,835   

Exxon Mobil Corp.
4.114%, 03/01/46

    1,630,000        1,728,289   

Gulfport Energy Corp.
7.750%, 11/01/20

    2,229,000        2,229,000   

Hilcorp Energy I L.P. / Hilcorp Finance Co.
5.000%, 12/01/24 (144A)

    2,975,000        2,506,437   

Kosmos Energy, Ltd.
7.875%, 08/01/21 (144A) (b)

    2,550,000        2,142,000   

MEG Energy Corp.
6.375%, 01/30/23 (144A)

    225,000        132,750   

7.000%, 03/31/24 (144A)

    5,187,000        3,060,330   

Memorial Resource Development Corp.
5.875%, 07/01/22

    2,673,000        2,258,685   

Newfield Exploration Co.
5.625%, 07/01/24

    2,491,000        2,335,313   

Northern Tier Energy LLC / Northern Tier Finance Corp.
7.125%, 11/15/20

    2,575,000        2,523,500   

Occidental Petroleum Corp.
3.500%, 06/15/25 (b)

    1,850,000        1,894,605   

Parsley Energy LLC / Parsley Finance Corp.
7.500%, 02/15/22 (144A)

    1,450,000        1,442,750   

PDC Energy, Inc.
7.750%, 10/15/22

    3,159,000        3,151,102   

Pride International, Inc.
6.875%, 08/15/20 (b)

    1,622,000        1,184,060   

Range Resources Corp.
4.875%, 05/15/25 (144A) (b)

    2,875,000        2,515,625   

Rice Energy, Inc.
6.250%, 05/01/22 (b)

    1,958,000        1,703,460   

RSP Permian, Inc.
6.625%, 10/01/22

    1,944,000        1,914,840   

Oil & Gas—(Continued)

  

Sasol Financing International plc
4.500%, 11/14/22

    900,000      870,750   

Seven Generations Energy, Ltd.
6.750%, 05/01/23 (144A) (b)

    2,518,000        2,373,215   

8.250%, 05/15/20 (144A)

    2,572,000        2,578,430   

Shell International Finance B.V.
3.250%, 05/11/25

    2,273,000        2,294,448   

4.375%, 05/11/45

    990,000        992,844   

4.550%, 08/12/43

    735,000        763,056   

SM Energy Co.
6.500%, 11/15/21 (b)

    1,725,000        1,272,188   

YPF S.A.
8.500%, 03/23/21 (144A)

    1,280,000        1,281,600   

8.500%, 07/28/25 (144A)

    2,105,000        2,051,323   
   

 

 

 
      79,684,561   
   

 

 

 

Oil & Gas Services—0.4%

  

National Oilwell Varco, Inc.
3.950%, 12/01/42

    769,000        547,656   

Oceaneering International, Inc.
4.650%, 11/15/24

    2,771,000        2,386,382   

Weatherford International, Ltd.
4.500%, 04/15/22 (b)

    2,516,000        2,019,090   
   

 

 

 
      4,953,128   
   

 

 

 

Packaging & Containers—1.6%

  

Ball Corp.
4.000%, 11/15/23

    1,439,000        1,417,415   

BWAY Holding Co.
9.125%, 08/15/21 (144A)

    1,263,000        1,127,228   

Coveris Holdings S.A.
7.875%, 11/01/19 (144A)

    1,830,000        1,637,850   

Crown Cork & Seal Co., Inc.
7.375%, 12/15/26

    1,655,000        1,766,712   

Graphic Packaging International, Inc.
4.750%, 04/15/21

    1,400,000        1,452,500   

4.875%, 11/15/22

    1,337,000        1,357,055   

Pactiv LLC
7.950%, 12/15/25

    1,300,000        1,196,000   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC
5.750%, 10/15/20

    1,250,000        1,282,812   

8.250%, 02/15/21 (b)

    3,125,000        3,203,125   

Sealed Air Corp.
4.875%, 12/01/22 (144A)

    1,345,000        1,398,800   

5.125%, 12/01/24 (144A)

    619,000        642,213   

6.875%, 07/15/33 (144A)

    3,100,000        3,278,250   
   

 

 

 
      19,759,960   
   

 

 

 

Pharmaceuticals—1.3%

  

Alphabet Holding Co., Inc.
7.750%, 11/01/17 (e)

    604,000        608,530   

AstraZeneca plc
3.375%, 11/16/25

    2,201,000        2,279,871   

 

MIST-180


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Pharmaceuticals—(Continued)

  

Bayer U.S. Finance LLC
3.375%, 10/08/24 (144A)

    2,404,000      $ 2,534,427   

Grifols Worldwide Operations, Ltd.
5.250%, 04/01/22

    3,000,000        3,082,500   

Mead Johnson Nutrition Co.
4.125%, 11/15/25 (b)

    1,653,000        1,755,124   

Pfizer, Inc.
5.600%, 09/15/40

    1,431,000        1,782,595   

Quintiles Transnational Corp.
4.875%, 05/15/23 (144A)

    1,217,000        1,248,520   

Zoetis, Inc.
3.250%, 02/01/23

    1,766,000        1,746,369   
   

 

 

 
      15,037,936   
   

 

 

 

Pipelines—2.1%

  

Energy Transfer Equity L.P.
5.500%, 06/01/27

    1,376,000        1,104,240   

5.875%, 01/15/24 (b)

    1,638,000        1,400,490   

Florida Gas Transmission Co. LLC
4.350%, 07/15/25 (144A) (b)

    2,016,000        1,914,343   

Genesis Energy L.P. / Genesis Energy Finance Corp.
6.750%, 08/01/22

    1,454,000        1,344,950   

IFM U.S. Colonial Pipeline 2 LLC
6.450%, 05/01/21 (144A) (a)

    2,500,000        2,715,028   

Magellan Midstream Partners L.P.
5.000%, 03/01/26

    1,660,000        1,795,174   

MPLX LP
5.500%, 02/15/23 (144A)

    1,680,000        1,626,322   

Rockies Express Pipeline LLC
5.625%, 04/15/20 (144A)

    1,298,000        1,226,610   

6.875%, 04/15/40 (144A)

    2,825,000        2,373,000   

Sabine Pass Liquefaction LLC
5.750%, 05/15/24

    2,648,000        2,528,840   

Southern Gas Corridor CJSC
6.875%, 03/24/26 (144A)

    2,450,000        2,452,328   

Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.
5.500%, 10/15/19 (144A)

    600,000        597,000   

5.875%, 10/01/20

    1,753,000        1,737,661   

6.125%, 10/15/21

    1,200,000        1,200,000   

6.250%, 10/15/22 (144A) (b)

    1,050,000        1,039,500   
   

 

 

 
      25,055,486   
   

 

 

 

Real Estate—0.3%

  

CBRE Services, Inc.
4.875%, 03/01/26

    2,404,000        2,419,857   

5.250%, 03/15/25

    640,000        659,874   
   

 

 

 
      3,079,731   
   

 

 

 

Real Estate Investment Trusts—1.4%

  

Alexandria Real Estate Equities, Inc.
4.300%, 01/15/26

    1,102,000        1,127,869   

Real Estate Investment Trusts—(Continued)

  

Brixmor Operating Partnership L.P.
3.850%, 02/01/25

    1,280,000      1,172,852   

3.875%, 08/15/22

    1,903,000        1,857,094   

Crown Castle International Corp.
4.875%, 04/15/22

    1,509,000        1,614,932   

5.250%, 01/15/23

    1,850,000        1,995,688   

CubeSmart L.P.
4.000%, 11/15/25

    1,108,000        1,133,267   

Digital Realty Trust L.P.
4.750%, 10/01/25

    1,668,000        1,698,201   

EPR Properties
4.500%, 04/01/25

    1,202,000        1,166,113   

Equinix, Inc.
5.375%, 04/01/23

    1,065,000        1,102,275   

5.875%, 01/15/26

    1,214,000        1,280,163   

Iron Mountain, Inc.
6.000%, 10/01/20 (144A)

    1,657,000        1,746,064   

RHP Hotel Properties L.P. / RHP Finance Corp.
5.000%, 04/15/21

    1,131,000        1,159,275   
   

 

 

 
      17,053,793   
   

 

 

 

Retail—3.5%

  

1011778 BC ULC / New Red Finance, Inc.
6.000%, 04/01/22 (144A)

    1,300,000        1,352,000   

Arcos Dorados Holdings, Inc.
6.625%, 09/27/23 (144A) (b)

    825,000        785,812   

AutoZone, Inc.
2.500%, 04/15/21

    800,000        802,231   

Brookstone Holdings Corp.
10.000%, 07/07/21 (e) (g)

    246,752        182,596   

CST Brands, Inc.
5.000%, 05/01/23

    2,692,000        2,725,650   

Dollar Tree, Inc.
5.750%, 03/01/23 (144A)

    2,572,000        2,726,320   

Hema Bondco I B.V.
6.250%, 06/15/19 (144A) (EUR)

    1,475,000        1,223,555   

Hillman Group, Inc. (The)
6.375%, 07/15/22 (144A) (b)

    1,669,000        1,393,615   

JC Penney Corp., Inc.
5.650%, 06/01/20 (b)

    2,750,000        2,667,500   

McDonald’s Corp.
2.750%, 12/09/20

    441,000        456,756   

3.700%, 01/30/26

    1,047,000        1,108,922   

4.600%, 05/26/45

    1,259,000        1,324,852   

4.875%, 12/09/45

    1,102,000        1,203,899   

Neiman Marcus Group, Ltd. LLC
8.000%, 10/15/21 (144A) (b)

    3,013,000        2,591,180   

New Albertsons, Inc.
7.450%, 08/01/29

    1,000,000        907,500   

7.750%, 06/15/26

    2,250,000        2,103,750   

New Look Secured Issuer plc
6.500%, 07/01/22 (144A) (GBP)

    1,150,000        1,621,956   

O’Reilly Automotive, Inc.
3.550%, 03/15/26 (b)

    1,171,000        1,204,758   

 

MIST-181


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Retail—(Continued)

  

PF Chang’s China Bistro, Inc.
10.250%, 06/30/20 (144A)

    1,480,000      $ 1,339,400   

Rite Aid Corp.
6.125%, 04/01/23 (144A)

    1,825,000        1,934,500   

7.700%, 02/15/27

    4,000,000        4,800,000   

SACI Falabella
4.375%, 01/27/25 (144A) (b)

    1,225,000        1,258,564   

Serta Simmons Bedding LLC
8.125%, 10/01/20 (144A)

    1,325,000        1,374,701   

Tops Holding LLC / Tops Markets II Corp.
8.000%, 06/15/22 (144A)

    2,692,000        2,490,100   

Yum! Brands, Inc.
3.750%, 11/01/21

    703,000        667,850   

3.875%, 11/01/23

    1,332,000        1,232,100   
   

 

 

 
      41,480,067   
   

 

 

 

Savings & Loans—0.0%

  

Washington Mutual Bank
6.875%, 06/15/11 (d) (f) (g)

    6,000,000        600   
   

 

 

 

Semiconductors—0.3%

  

Qorvo, Inc.
7.000%, 12/01/25 (144A)

    3,302,000        3,434,080   
   

 

 

 

Shipbuilding—0.1%

  

Huntington Ingalls Industries, Inc.
5.000%, 12/15/21 (144A)

    500,000        525,000   

5.000%, 11/15/25 (144A)

    624,000        652,860   
   

 

 

 
      1,177,860   
   

 

 

 

Software—1.7%

  

Activision Blizzard, Inc.
6.125%, 09/15/23 (144A)

    1,557,000        1,669,882   

First Data Corp.
5.750%, 01/15/24 (144A)

    1,468,000        1,467,853   

7.000%, 12/01/23 (144A)

    3,759,000        3,796,590   

Informatica LLC
7.125%, 07/15/23 (144A)

    1,261,000        1,216,865   

Microsoft Corp.
2.375%, 02/12/22

    3,932,000        4,050,841   

4.000%, 02/12/55

    3,845,000        3,776,486   

MSCI, Inc.
5.750%, 08/15/25 (144A)

    1,350,000        1,420,875   

Oracle Corp.
4.375%, 05/15/55

    2,590,000        2,608,822   
   

 

 

 
      20,008,214   
   

 

 

 

Telecommunications—5.2%

  

AT&T, Inc.
4.125%, 02/17/26

    2,771,000        2,926,373   

Columbus International, Inc.
7.375%, 03/30/21 (144A) (b)

    1,600,000        1,704,000   

Comcel Trust via Comunicaciones Celulares S.A.
6.875%, 02/06/24 (144A)

    2,375,000        2,220,625   

Telecommunications—(Continued)

  

CommScope Technologies Finance LLC
6.000%, 06/15/25 (144A)

    1,407,000      1,420,191   

CommScope, Inc.
5.500%, 06/15/24 (144A)

    2,200,000        2,222,000   

Consolidated Communications, Inc.
6.500%, 10/01/22

    1,342,000        1,170,895   

CPI International, Inc.
8.750%, 02/15/18

    1,780,000        1,739,950   

Digicel Group, Ltd.
7.125%, 04/01/22 (144A)

    1,500,000        1,166,100   

8.250%, 09/30/20 (144A)

    1,300,000        1,114,750   

Digicel, Ltd.
6.750%, 03/01/23 (144A)

    1,400,000        1,235,500   

7.000%, 02/15/20 (144A)

    2,600,000        2,372,500   

Frontier Communications Corp.
6.875%, 01/15/25

    3,560,000        3,005,975   

9.250%, 07/01/21

    1,225,000        1,249,500   

10.500%, 09/15/22 (144A)

    2,526,000        2,589,150   

11.000%, 09/15/25 (144A)

    5,757,000        5,785,785   

GCI, Inc.
6.875%, 04/15/25

    1,525,000        1,555,500   

Hughes Satellite Systems Corp.
7.625%, 06/15/21

    3,500,000        3,902,500   

Inmarsat Finance plc
4.875%, 05/15/22 (144A)

    2,775,000        2,613,703   

Intelsat Luxembourg S.A.
6.750%, 06/01/18 (b)

    2,494,000        1,901,675   

Sable International Finance, Ltd.
6.875%, 08/01/22 (144A)

    1,790,000        1,790,000   

T-Mobile USA, Inc.
6.500%, 01/15/24 (b)

    5,803,000        6,035,120   

6.500%, 01/15/26

    2,386,000        2,478,457   

6.633%, 04/28/21

    3,425,000        3,579,125   

6.836%, 04/28/23

    228,000        240,540   

Telecom Italia S.p.A.
5.303%, 05/30/24 (144A)

    1,350,000        1,383,750   

Telefonica Celular del Paraguay S.A.
6.750%, 12/13/22 (144A)

    800,000        784,000   

Wind Acquisition Finance S.A.
7.375%, 04/23/21 (144A)

    4,250,000        3,846,250   
   

 

 

 
      62,033,914   
   

 

 

 

Textiles—0.1%

  

Springs Industries, Inc.
6.250%, 06/01/21

    1,396,000        1,402,980   
   

 

 

 

Transportation—0.9%

  

Autoridad del Canal de Panama
4.950%, 07/29/35 (144A)

    1,200,000        1,260,000   

Central Japan Railway Co.
4.250%, 11/24/45 (144A) (b)

    1,879,000        2,007,313   

FedEx Corp.
4.550%, 04/01/46

    1,650,000        1,695,715   

Florida East Coast Holdings Corp.
6.750%, 05/01/19 (144A)

    2,995,000        2,995,000   

9.750%, 05/01/20 (144A)

    872,000        627,840   

 

MIST-182


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*/
Shares
    Value  

Transportation—(Continued)

  

Watco Cos. LLC / Watco Finance Corp.
6.375%, 04/01/23 (144A)

    1,400,000      $ 1,365,000   

XPO Logistics, Inc.
7.875%, 09/01/19 (144A) (b)

    1,234,000        1,277,190   
   

 

 

 
      11,228,058   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $898,196,118)

      886,052,549   
   

 

 

 
Common Stocks—12.0%                

Aerospace & Defense—0.1%

   

Huntington Ingalls Industries, Inc.

    9,100        1,246,154   

Northrop Grumman Corp. (b)

    3,000        593,700   
   

 

 

 
      1,839,854   
   

 

 

 

Air Freight & Logistics—0.1%

   

C.H. Robinson Worldwide, Inc. (b)

    16,197        1,202,303   
   

 

 

 

Banks—0.1%

   

BankUnited, Inc. (b)

    8,955        308,410   

Signature Bank (b) (h)

    4,979        677,742   
   

 

 

 
      986,152   
   

 

 

 

Beverages—0.5%

   

Coca-Cola Co. (The) (b)

    26,500        1,229,335   

Constellation Brands, Inc. - Class A

    12,059        1,821,994   

Fomento Economico Mexicano S.A.B. de C.V. (ADR)

    13,781        1,327,248   

Molson Coors Brewing Co. - Class B (b)

    13,160        1,265,729   
   

 

 

 
      5,644,306   
   

 

 

 

Building Products—0.1%

   

Fortune Brands Home & Security,
Inc. (b)

    11,986        671,696   

Masco Corp. (b)

    21,756        684,226   
   

 

 

 
      1,355,922   
   

 

 

 

Capital Markets—0.0%

   

WisdomTree Investments, Inc. (b)

    44,500        508,635   
   

 

 

 

Chemicals—0.4%

   

Albemarle Corp. (b)

    19,800        1,265,814   

Scotts Miracle-Gro Co. (The) -
Class A (b)

    25,131        1,828,783   

WR Grace & Co. (b) (h)

    16,891        1,202,301   
   

 

 

 
      4,296,898   
   

 

 

 

Construction & Engineering—0.3%

   

Dycom Industries, Inc. (b) (h)

    18,773        1,214,050   

Granite Construction, Inc. (b)

    31,849        1,522,382   

Primoris Services Corp. (b)

    26,100        634,230   
   

 

 

 
      3,370,662   
   

 

 

 

Construction Materials—0.3%

   

Martin Marietta Materials, Inc. (b)

    7,588      1,210,362   

U.S. Concrete, Inc. (b) (h)

    10,000        595,800   

Vulcan Materials Co.

    12,138        1,281,409   
   

 

 

 
      3,087,571   
   

 

 

 

Containers & Packaging—0.2%

   

AptarGroup, Inc. (b)

    15,144        1,187,441   

Avery Dennison Corp.

    17,186        1,239,282   
   

 

 

 
      2,426,723   
   

 

 

 

Distributors—0.3%

   

Core-Mark Holding Co., Inc. (b)

    22,896        1,867,398   

Pool Corp. (b)

    13,817        1,212,303   
   

 

 

 
      3,079,701   
   

 

 

 

Diversified Financial Services—0.2%

   

CBOE Holdings, Inc. (b)

    18,197        1,188,810   

MarketAxess Holdings, Inc. (b)

    10,272        1,282,254   
   

 

 

 
      2,471,064   
   

 

 

 

Electric Utilities—0.1%

   

IDACORP, Inc. (b)

    15,800        1,178,522   
   

 

 

 

Electrical Equipment—0.1%

   

Eaton Corp. plc (b)

    19,812        1,239,439   
   

 

 

 

Electronic Equipment, Instruments & Components—0.1%

  

Itron, Inc. (b) (h)

    14,200        592,424   

Trimble Navigation, Ltd. (b) (h)

    47,400        1,175,520   
   

 

 

 
      1,767,944   
   

 

 

 

Food & Staples Retailing—0.3%

   

Casey’s General Stores, Inc. (b)

    11,197        1,268,844   

Sprouts Farmers Market, Inc. (b) (h)

    54,688        1,588,140   

Sysco Corp. (b)

    13,300        621,509   
   

 

 

 
      3,478,493   
   

 

 

 

Food Products—0.4%

   

B&G Foods, Inc. (b)

    35,831        1,247,277   

Blue Buffalo Pet Products, Inc. (b) (h)

    73,708        1,891,347   

Ingredion, Inc.

    11,452        1,222,959   

WhiteWave Foods Co. (The) (b) (h)

    14,940        607,162   
   

 

 

 
      4,968,745   
   

 

 

 

Health Care Equipment & Supplies—0.8%

  

ABIOMED, Inc. (b) (h)

    27,719        2,628,038   

Becton Dickinson & Co. (b)

    3,983        604,699   

C.R. Bard, Inc. (b)

    6,070        1,230,207   

DENTSPLY SIRONA, Inc. (b)

    21,176        1,305,077   

Edwards Lifesciences Corp. (h)

    26,388        2,327,686   

Intuitive Surgical, Inc. (b) (h)

    3,049        1,832,601   
   

 

 

 
      9,928,308   
   

 

 

 

 

MIST-183


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Hotels, Restaurants & Leisure—1.4%

  

Boyd Gaming Corp. (b) (h)

    105,552      $ 2,180,704   

Las Vegas Sands Corp. (b)

    22,546        1,165,177   

McDonald’s Corp.

    14,871        1,868,987   

Panera Bread Co. - Class A (b) (h)

    5,689        1,165,278   

Restaurant Brands International, Inc. (b)

    33,017        1,282,050   

Shake Shack, Inc. - Class A (b) (h)

    36,559        1,364,382   

Six Flags Entertainment Corp. (b)

    33,527        1,860,413   

Starbucks Corp.

    20,630        1,231,611   

Vail Resorts, Inc. (b)

    9,151        1,223,489   

Wynn Resorts, Ltd. (b)

    32,292        3,017,042   
   

 

 

 
      16,359,133   
   

 

 

 

Household Products—0.2%

  

Clorox Co. (The) (b)

    9,423        1,187,864   

Kimberly-Clark Corp.

    9,775        1,314,835   
   

 

 

 
      2,502,699   
   

 

 

 

Insurance—0.2%

  

Hanover Insurance Group, Inc. (The)

    14,505        1,308,641   

RenaissanceRe Holdings, Ltd. (b)

    10,430        1,249,827   
   

 

 

 
      2,558,468   
   

 

 

 

Internet & Catalog Retail—0.2%

  

Amazon.com, Inc. (h)

    2,098        1,245,457   

Netflix, Inc. (b) (h)

    12,166        1,243,730   
   

 

 

 
      2,489,187   
   

 

 

 

Internet Software & Services—0.4%

  

Alibaba Group Holding, Ltd. (ADR) (b) (h)

    16,328        1,290,402   

Alphabet, Inc. - Class C (h)

    1,627        1,212,034   

Facebook, Inc. - Class A (b) (h)

    16,325        1,862,682   
   

 

 

 
      4,365,118   
   

 

 

 

IT Services—0.2%

  

Booz Allen Hamilton Holding Corp. (b)

    42,154        1,276,423   

PayPal Holdings, Inc. (b) (h)

    36,859        1,422,758   
   

 

 

 
      2,699,181   
   

 

 

 

Leisure Products—0.1%

  

Vista Outdoor, Inc. (h)

    22,969        1,192,321   
   

 

 

 

Life Sciences Tools & Services—0.1%

  

Thermo Fisher Scientific, Inc. (b)

    8,627        1,221,497   
   

 

 

 

Machinery—0.3%

   

Colfax Corp. (b) (h)

    40,200        1,149,318   

Illinois Tool Works, Inc. (b)

    6,000        614,640   

Toro Co. (The) (b)

    21,305        1,834,787   
   

 

 

 
      3,598,745   
   

 

 

 

Media—0.1%

   

Comcast Corp. - Class A (b)

    19,261        1,176,462   

ION Media Networks, Inc. (f) (g)

    785        227,179   
   

 

 

 
      1,403,641   
   

 

 

 

Metals & Mining—0.2%

   

Mirabela Nickel, Ltd. (f) (g) (h)

    5,556,301      42,592   

Reliance Steel & Aluminum Co.

    17,712        1,225,493   

Worthington Industries, Inc. (b)

    34,541        1,231,041   
   

 

 

 
      2,499,126   
   

 

 

 

Multi-Utilities—0.1%

   

Black Hills Corp.

    18,850        1,276,899   
   

 

 

 

Oil, Gas & Consumable Fuels—0.8%

   

Bill Barrett Corp. (b) (h)

    110,000        684,200   

Callon Petroleum Co. (b) (h)

    83,800        741,630   

Canadian Natural Resources, Ltd.

    23,069        623,995   

Carrizo Oil & Gas, Inc. (b) (h)

    38,231        1,182,103   

Concho Resources, Inc. (b) (h)

    10,525        1,063,446   

Diamondback Energy, Inc. (b) (h)

    13,200        1,018,776   

Parsley Energy, Inc. - Class A (b) (h)

    61,289        1,385,131   

Seven Generations Energy, Ltd. -
Class A (h)

    93,621        1,409,271   

SM Energy Co. (b)

    97,700        1,830,898   
   

 

 

 
      9,939,450   
   

 

 

 

Paper & Forest Products—0.0%

   

PT Indah Kiat Pulp and Paper Corp.

    1,867,500        135,185   
   

 

 

 

Personal Products—0.1%

   

Estee Lauder Cos., Inc. (The) -
Class A (b)

    6,446        607,922   
   

 

 

 

Professional Services—0.1%

   

Equifax, Inc. (b)

    10,791        1,233,303   
   

 

 

 

Real Estate Investment Trusts—0.9%

   

Communications Sales & Leasing, Inc.

    28,151        626,360   

CubeSmart (b)

    38,077        1,267,964   

CyrusOne, Inc. (b)

    34,216        1,561,960   

Digital Realty Trust, Inc. (b)

    15,807        1,398,762   

DuPont Fabros Technology, Inc. (b)

    29,108        1,179,747   

Equinix, Inc. (b)

    4,066        1,344,667   

Extra Space Storage, Inc.

    6,912        645,996   

Public Storage (b)

    4,433        1,222,754   

QTS Realty Trust, Inc. - Class A (b)

    26,832        1,271,300   
   

 

 

 
      10,519,510   
   

 

 

 

Road & Rail—0.2%

   

Norfolk Southern Corp.

    14,300        1,190,475   

Ryder System, Inc. (b)

    18,100        1,172,518   
   

 

 

 
      2,362,993   
   

 

 

 

Semiconductors & Semiconductor Equipment—0.2%

  

Applied Materials, Inc.

    59,275        1,255,444   

First Solar, Inc. (b) (h)

    16,850        1,153,720   
   

 

 

 
      2,409,164   
   

 

 

 

Software—0.1%

   

Adobe Systems, Inc. (h)

    12,978        1,217,336   
   

 

 

 

 

MIST-184


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

Specialty Retail—0.4%

   

Burlington Stores, Inc. (b) (h)

    22,200      $ 1,248,528   

CST Brands, Inc. (b)

    34,348        1,315,185   

Home Depot, Inc. (The)

    15,489        2,066,697   
   

 

 

 
      4,630,410   
   

 

 

 

Textiles, Apparel & Luxury Goods—0.4%

  

Carter’s, Inc.

    11,648        1,227,466   

Columbia Sportswear Co. (b)

    20,150        1,210,814   

Deckers Outdoor Corp. (b) (h)

    10,021        600,358   

Kering

    9,949        1,773,972   
   

 

 

 
      4,812,610   
   

 

 

 

Tobacco—0.2%

   

Altria Group, Inc.

    18,736        1,173,998   

Reynolds American, Inc. (b)

    23,270        1,170,713   
   

 

 

 
      2,344,711   
   

 

 

 

Trading Companies & Distributors—0.3%

  

 

Beacon Roofing Supply, Inc. (b) (h)

    28,330        1,161,814   

Fastenal Co. (b)

    27,293        1,337,357   

MSC Industrial Direct Co., Inc. - Class A (b)

    16,475        1,257,207   
   

 

 

 
      3,756,378   
   

 

 

 

Water Utilities—0.3%

   

American Water Works Co., Inc. (b)

    17,091        1,178,083   

Aqua America, Inc. (b)

    60,505        1,925,269   
   

 

 

 
      3,103,352   
   

 

 

 

Wireless Telecommunication Services—0.1%

  

T-Mobile U.S., Inc. (h)

    31,893        1,221,502   
   

 

 

 

Total Common Stocks
(Cost $134,748,888)

      143,291,083   
   

 

 

 
Mortgage-Backed Securities—3.1%           

Commercial Mortgage-Backed Securities—3.1%

  

 

Banc of America Commercial Mortgage Trust
3.167%, 09/15/48

    447,000        315,689   

Barclays Commercial Mortgage Trust
3.375%, 03/12/36 (144A)

    575,000        578,781   

BB-UBS Trust
4.026%, 11/05/36 (144A) (c)

    2,775,000        2,647,643   

Citigroup Commercial Mortgage Trust
4.345%, 10/10/47

    875,000        908,663   

4.533%, 10/10/47 (c)

    1,900,000        1,771,145   

4.625%, 01/14/43 (144A) (c)

    1,200,000        1,061,404   

Commercial Mortgage Pass-Through Certificates Mortgage Trust
4.443%, 07/10/50 (c)

    1,726,000        1,245,023   

4.466%, 12/10/47 (c)

    650,000        623,059   

Commercial Mortgage Trust
0.044%, 12/10/47 (144A) (c) (i)

    10,100,000        62,871   

Commercial Mortgage-Backed Securities—(Continued)

  

Commercial Mortgage Trust
0.114%, 11/10/47 (144A) (c) (i)

    16,375,000      161,271   

0.500%, 12/10/47 (144A) (c) (i)

    4,850,000        169,065   

1.285%, 11/10/47 (144A) (c) (i)

    1,225,000        113,377   

4.507%, 11/10/47 (c)

    1,250,000        1,235,316   

4.612%, 09/10/47 (c)

    970,000        962,619   

Commercial WWP Mortgage Trust
3.898%, 03/10/31 (144A)

    1,800,000        1,735,138   

Credit Suisse Commercial Mortgage Trust
4.373%, 09/15/37 (144A)

    2,300,000        1,892,946   

Great Wolf Trust
7.424%, 05/15/32 (144A) (c)

    3,000,000        2,730,377   

GS Mortgage Securities Trust
4.511%, 11/10/47 (144A) (c)

    1,900,000        1,459,017   

Impact Funding LLC
0.342%, 08/25/47 (144A) (c) (i)

    3,100,000        134,044   

6.000%, 01/25/51 (144A) (c)

    1,175,000        1,292,394   

6.371%, 01/25/51 (144A) (c)

    1,125,000        1,231,864   

JPMBB Commercial Mortgage Securities Trust
0.311%, 11/15/47 (c) (i)

    9,300,000        231,169   

0.476%, 01/15/48 (c) (i)

    8,125,000        290,673   

0.500%, 01/15/48 (144A) (c) (i)

    6,475,000        221,850   

3.926%, 01/15/48 (144A) (c)

    1,825,000        1,340,909   

4.619%, 08/15/48 (c)

    1,983,000        1,823,280   

JPMorgan Chase Commercial Mortgage Securities Trust
3.805%, 06/10/27 (144A) (c)

    1,200,000        1,175,182   

4.386%, 01/15/32 (144A) (c)

    1,700,000        1,628,534   

Morgan Stanley Bank of America Merrill Lynch Trust
0.441%, 12/15/47 (144A) (c) (i)

    13,150,000        467,141   

0.602%, 12/15/46 (144A) (i)

    6,175,000        264,395   

3.989%, 12/15/46 (144A)

    1,200,000        1,255,094   

4.071%, 05/15/46 (c)

    850,000        845,429   

4.081%, 07/15/46 (c)

    725,000        715,127   

4.384%, 12/15/46 (144A)

    2,500,000        2,576,060   

4.750%, 12/15/46 (144A)

    1,150,000        1,109,215   

Wells Fargo Commercial Mortgage Trust
0.395%, 12/15/47 (c) (i)

    10,125,000        314,314   

WFCG Commercial Mortgage Trust
3.577%, 11/15/29 (144A) (c)

    878,146        869,735   
   

 

 

 

Total Mortgage-Backed Securities
(Cost $39,529,593)

      37,459,813   
   

 

 

 
Foreign Government—2.3%   

Municipal—0.1%

   

City of Buenos Aires Argentina
8.950%, 02/19/21 (144A)

    1,200,000        1,287,000   
   

 

 

 

Regional Government—0.1%

   

Provincia de Buenos Aires
9.125%, 03/16/24 (144A)

    700,000        719,600   
   

 

 

 

 

MIST-185


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Foreign Government—(Continued)

 

Security Description   Principal
Amount*/
Shares
    Value  

Sovereign—2.1%

   

Angolan Goverment International Bond
9.500%, 11/12/25 (144A)

    1,300,000      $ 1,183,000   

Argentina Bonar Bond
8.750%, 05/07/24

    3,000,000        3,246,000   

Bermuda Government International Bonds
4.138%, 01/03/23 (144A)

    2,000,000        2,020,000   

4.854%, 02/06/24 (144A)

    1,425,000        1,494,540   

Brazilian Government International Bond
6.000%, 04/07/26 (b)

    2,700,000        2,740,500   

Commonwealth of the Bahamas
5.750%, 01/16/24 (144A)

    1,500,000        1,541,250   

Dominican Republic International Bond
6.850%, 01/27/45 (144A)

    3,100,000        3,069,000   

Ethiopia International Bond
6.625%, 12/11/24 (144A)

    1,885,000        1,734,200   

Government of the Cayman Islands
5.950%, 11/24/19 (144A)

    800,000        896,000   

Jamaica Government International Bonds
6.750%, 04/28/28

    2,100,000        2,152,500   

7.625%, 07/09/25 (b)

    1,250,000        1,384,375   

Panama Government International Bond
3.875%, 03/17/28

    1,300,000        1,313,000   

Paraguay Government International Bonds
4.625%, 01/25/23 (144A)

    1,000,000        1,010,000   

5.000%, 04/15/26 (144A)

    650,000        653,250   

Sri Lanka Government International Bond
6.250%, 07/27/21 (144A)

    1,250,000        1,219,227   
   

 

 

 
      25,656,842   
   

 

 

 

Total Foreign Government
(Cost $27,693,551)

      27,663,442   
   

 

 

 
Convertible Preferred Stocks—2.1%   

Commercial Services & Supplies—0.5%

  

Stericycle, Inc.
5.250%, 09/15/18

    66,600        6,190,470   
   

 

 

 

Diversified Financial Services—0.1%

   

AMG Capital Trust II
5.150%, 10/15/37 (b)

    12,627        681,858   
   

 

 

 

Electric Utilities—0.3%

   

NextEra Energy, Inc.
6.371%, 09/01/18 (b)

    50,000        3,052,500   
   

 

 

 

Food Products—0.5%

   

Post Holdings, Inc.
5.250%, 06/01/17

    25,700        3,251,821   

Tyson Foods, Inc.
4.750%, 07/15/17

    35,450        2,640,316   
   

 

 

 
      5,892,137   
   

 

 

 

Multi-Utilities—0.2%

   

Dominion Resources, Inc.
6.000%, 07/01/16

    50,000      2,911,500   
   

 

 

 

Oil, Gas & Consumable Fuels—0.2%

   

Hess Corp.
8.000%, 02/01/19

    18,100        1,220,302   

WPX Energy, Inc.
6.250%, 07/31/18

    46,750        1,649,808   
   

 

 

 
      2,870,110   
   

 

 

 

Wireless Telecommunication Services—0.3%

  

 

T-Mobile U.S., Inc.
5.500%, 12/15/17

    44,800        2,965,760   
   

 

 

 

Total Convertible Preferred Stocks
(Cost $23,218,285)

      24,564,335   
   

 

 

 
Convertible Bonds—1.5%   

Computers—0.2%

   

Electronics For Imaging, Inc.
0.750%, 09/01/19

    1,700,000        1,768,000   
   

 

 

 

Internet—0.3%

   

Ctrip.com International, Ltd.
1.250%, 10/15/18

    1,075,000        1,380,031   

FireEye, Inc.
1.625%, 06/01/35 (144A)

    1,500,000        1,219,688   

MercadoLibre, Inc.
2.250%, 07/01/19

    1,075,000        1,207,359   
   

 

 

 
      3,807,078   
   

 

 

 

Mining—0.1%

   

Stillwater Mining Co.
1.750%, 10/15/32

    1,380,000        1,474,013   
   

 

 

 

Pharmaceuticals—0.2%

   

ALZA Corp.
Zero Coupon, 07/28/20

    1,240,000        1,841,400   
   

 

 

 

Retail—0.2%

   

Restoration Hardware Holdings, Inc.
Zero Coupon, 07/15/20 (144A)

    3,450,000        2,546,531   
   

 

 

 

Semiconductors—0.5%

   

Inphi Corp.
1.125%, 12/01/20 (144A)

    1,100,000        1,188,000   

NVIDIA Corp.
1.000%, 12/01/18

    1,207,000        2,153,741   

Xilinx, Inc.
2.625%, 06/15/17

    1,600,000        2,630,000   
   

 

 

 
      5,971,741   
   

 

 

 

Total Convertible Bonds
(Cost $16,482,749)

      17,408,763   
   

 

 

 

 

MIST-186


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (j)—0.4%

 

Security Description   Principal
Amount*/
Shares
    Value  

Entertainment—0.2%

   

Cowlitz Tribal Gaming Authority Term Loan,
11.500%, 12/04/21 (g)

    2,225,000      $ 2,091,500   
   

 

 

 

Lodging—0.1%

   

Caesars Entertainment Resort Properties LLC Term Loan B,
7.000%, 10/11/20

    1,318,257        1,223,343   
   

 

 

 

Packaging & Containers—0.1%

   

Crown Americas LLC
Delayed Draw Term Loan, 2.183%, 12/19/18

    1,696,938        1,692,695   
   

 

 

 

Total Floating Rate Loans
(Cost $4,779,589)

      5,007,538   
   

 

 

 
Short-Term Investments—13.7%   

Mutual Fund—12.7%

   

State Street Navigator Securities Lending MET Portfolio (k)

    151,485,913        151,485,913   
   

 

 

 

Repurchase Agreement—1.0%

   

Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/16 at
0.030% to be repurchased at $11,479,334 on 04/01/16, collateralized by $11,495,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $11,710,531.

    11,479,324        11,479,324   
   

 

 

 

Total Short-Term Investments
(Cost $162,965,237)

      162,965,237   
   

 

 

 

Total Investments—109.3%
(Cost $1,307,614,010) (l)

      1,304,412,760   

Other assets and liabilities
(net)—(9.3)%

      (110,524,120
   

 

 

 
Net Assets—100.0%     $ 1,193,888,640   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Restricted securities are not registered under the Securities Act of 1933 and are subject to legal restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult. As of March 31, 2016, the market value of restricted securities was $8,197,103, which is 0.7% of net assets. See details shown in the Restricted Securities table that follows.
(b) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $196,170,412 and the collateral received consisted of cash in the amount of $151,485,913 and non-cash collateral with a value of $52,835,216. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(c) Variable or floating rate security. The stated rate represents the rate at March 31, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(d) Non-income producing; security is in default and/or issuer is in bankruptcy.
(e) Payment-in-kind security for which part of the income earned may be paid as additional principal.
(f) Security was valued in good faith under procedures approved by the Board of Trustees. As of March 31, 2016, these securities represent less than 0.05% of net assets.
(g) Illiquid security. As of March 31, 2016, these securities represent 0.2% of net assets.
(h) Non-income producing security.
(i) Interest only security.
(j) Floating rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will have an expected average life of approximately two to four years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility and includes commitment fees on unfunded loan commitments, if any. Senior Loans typically have rates of interest which are determined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base rates are primarily the London Interbank Offered Rate (“LIBOR”) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.
(k) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(l) As of March 31, 2016, the aggregate cost of investments was $1,307,614,010. The aggregate unrealized appreciation and depreciation of investments were $41,317,921 and $(44,519,171), respectively, resulting in net unrealized depreciation of $(3,201,250).
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $398,611,290, which is 33.4% of net assets.
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.
(EUR)— Euro
(GBP)— British Pound

 

MIST-187


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

 

Restricted Securities

   Acquisition
Date
     Principal
Amount
     Cost      Value  

Air Canada Pass-Through Trust, 4.125%, 12/15/27

     12/01/15       $ 1,108,000       $ 1,108,000       $ 1,108,000   

IFM U.S. Colonial Pipeline 2 LLC, 6.450%, 05/01/21

     04/14/11         2,500,000         2,499,195         2,715,028   

Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp., 9.500%, 06/15/19

     05/30/12         1,490,000         1,553,225         1,534,700   

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp., 6.375%, 06/01/21

     05/16/13 - 07/11/13         2,950,000         2,952,880         2,839,375   
           

 

 

 
            $ 8,197,103   
           

 

 

 
           

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
    Notional
Amount
    Unrealized
Appreciation/
(Depreciation)
 

U.S. Treasury Note 5 Year Futures

     06/30/16        916        USD         110,887,706     $ 98,575   

Futures Contracts—Short

 

U.S. Treasury Long Bond Futures

     06/21/16        (113     USD         (18,442,270 )     (139,167

U.S. Treasury Note 10 Year Futures

     06/21/16         (2,241     USD         (291,613,689     (591,702
            

 

 

 

Net Unrealized Depreciation

  

  $ (632,294
            

 

 

 

 

(USD)— United States Dollar

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Corporate Bonds & Notes            

Advertising

   $ —         $ 727,650       $ —         $ 727,650   

Aerospace/Defense

     —           10,133,872         —           10,133,872   

Agriculture

     —           2,386,882         —           2,386,882   

Airlines

     —           2,404,260         —           2,404,260   

Apparel

     —           2,440,312         —           2,440,312   

Auto Manufacturers

     —           4,425,588         —           4,425,588   

Auto Parts & Equipment

     —           6,286,800         —           6,286,800   

Banks

     —           67,333,049         —           67,333,049   

 

MIST-188


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2      Level 3      Total  

Beverages

   $ —         $ 24,005,718       $ —         $ 24,005,718   

Biotechnology

     —           6,221,512         —           6,221,512   

Building Materials

     —           17,009,738         —           17,009,738   

Chemicals

     —           9,019,678         —           9,019,678   

Commercial Services

     —           18,100,631         —           18,100,631   

Computers

     —           1,875,505         —           1,875,505   

Cosmetics/Personal Care

     —           4,396,538         —           4,396,538   

Diversified Financial Services

     —           38,247,771         —           38,247,771   

Electric

     —           26,122,406         —           26,122,406   

Electrical Components & Equipment

     —           1,145,500         —           1,145,500   

Electronics

     —           2,791,895         —           2,791,895   

Energy-Alternate Sources

     —           1,503,003         —           1,503,003   

Engineering & Construction

     —           2,202,870         —           2,202,870   

Entertainment

     —           7,874,211         —           7,874,211   

Environmental Control

     —           1,366,666         —           1,366,666   

Food

     —           24,615,492         —           24,615,492   

Forest Products & Paper

     —           511,560         —           511,560   

Gas

     —           6,678,572         —           6,678,572   

Hand/Machine Tools

     —           916,320         —           916,320   

Healthcare-Products

     —           12,455,883         —           12,455,883   

Healthcare-Services

     —           44,934,541         —           44,934,541   

Holding Companies-Diversified

     —           5,650,485         —           5,650,485   

Home Builders

     —           14,090,900         —           14,090,900   

Household Products/Wares

     —           1,228,643         —           1,228,643   

Housewares

     —           6,704,301         —           6,704,301   

Insurance

     —           17,394,042         —           17,394,042   

Internet

     —           28,676,371         —           28,676,371   

Iron/Steel

     —           5,018,427         —           5,018,427   

Leisure Time

     —           6,531,250         —           6,531,250   

Lodging

     —           23,017,905         —           23,017,905   

Machinery-Construction & Mining

     —           1,243,688         —           1,243,688   

Media

     —           66,523,343         —           66,523,343   

Mining

     —           38,523,432         3         38,523,435   

Miscellaneous Manufacturing

     —           14,625,668         —           14,625,668   

Municipal

     —           1,023,000         —           1,023,000   

Office/Business Equipment

     —           2,276,300         —           2,276,300   

Oil & Gas

     —           79,684,561         —           79,684,561   

Oil & Gas Services

     —           4,953,128         —           4,953,128   

Packaging & Containers

     —           19,759,960         —           19,759,960   

Pharmaceuticals

     —           15,037,936         —           15,037,936   

Pipelines

     —           25,055,486         —           25,055,486   

Real Estate

     —           3,079,731         —           3,079,731   

Real Estate Investment Trusts

     —           17,053,793         —           17,053,793   

Retail

     —           41,480,067         —           41,480,067   

Savings & Loans

     —           —           600         600   

Semiconductors

     —           3,434,080         —           3,434,080   

Shipbuilding

     —           1,177,860         —           1,177,860   

Software

     —           20,008,214         —           20,008,214   

Telecommunications

     —           62,033,914         —           62,033,914   

Textiles

     —           1,402,980         —           1,402,980   

Transportation

     —           11,228,058         —           11,228,058   

Total Corporate Bonds & Notes

     —           886,051,946         603         886,052,549   
Common Stocks            

Aerospace & Defense

     1,839,854         —           —           1,839,854   

Air Freight & Logistics

     1,202,303         —           —           1,202,303   

Banks

     986,152         —           —           986,152   

Beverages

     5,644,306         —           —           5,644,306   

Building Products

     1,355,922         —           —           1,355,922   

 

MIST-189


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  

Capital Markets

   $ 508,635      $ —        $ —         $ 508,635   

Chemicals

     4,296,898        —          —           4,296,898   

Construction & Engineering

     3,370,662        —          —           3,370,662   

Construction Materials

     3,087,571        —          —           3,087,571   

Containers & Packaging

     2,426,723        —          —           2,426,723   

Distributors

     3,079,701        —          —           3,079,701   

Diversified Financial Services

     2,471,064        —          —           2,471,064   

Electric Utilities

     1,178,522        —          —           1,178,522   

Electrical Equipment

     1,239,439        —          —           1,239,439   

Electronic Equipment, Instruments & Components

     1,767,944        —          —           1,767,944   

Food & Staples Retailing

     3,478,493        —          —           3,478,493   

Food Products

     4,968,745        —          —           4,968,745   

Health Care Equipment & Supplies

     9,928,308        —          —           9,928,308   

Hotels, Restaurants & Leisure

     16,359,133        —          —           16,359,133   

Household Products

     2,502,699        —          —           2,502,699   

Insurance

     2,558,468        —          —           2,558,468   

Internet & Catalog Retail

     2,489,187        —          —           2,489,187   

Internet Software & Services

     4,365,118        —          —           4,365,118   

IT Services

     2,699,181        —          —           2,699,181   

Leisure Products

     1,192,321        —          —           1,192,321   

Life Sciences Tools & Services

     1,221,497        —          —           1,221,497   

Machinery

     3,598,745        —          —           3,598,745   

Media

     1,176,462        —          227,179         1,403,641   

Metals & Mining

     2,456,534        —          42,592         2,499,126   

Multi-Utilities

     1,276,899        —          —           1,276,899   

Oil, Gas & Consumable Fuels

     9,939,450        —          —           9,939,450   

Paper & Forest Products

     —          135,185        —           135,185   

Personal Products

     607,922        —          —           607,922   

Professional Services

     1,233,303        —          —           1,233,303   

Real Estate Investment Trusts

     10,519,510        —          —           10,519,510   

Road & Rail

     2,362,993        —          —           2,362,993   

Semiconductors & Semiconductor Equipment

     2,409,164        —          —           2,409,164   

Software

     1,217,336        —          —           1,217,336   

Specialty Retail

     4,630,410        —          —           4,630,410   

Textiles, Apparel & Luxury Goods

     3,038,638        1,773,972        —           4,812,610   

Tobacco

     2,344,711        —          —           2,344,711   

Trading Companies & Distributors

     3,756,378        —          —           3,756,378   

Water Utilities

     3,103,352        —          —           3,103,352   

Wireless Telecommunication Services

     1,221,502        —          —           1,221,502   

Total Common Stocks

     141,112,155        1,909,157        269,771         143,291,083   

Total Mortgage-Backed Securities*

     —          37,459,813        —           37,459,813   

Total Foreign Government*

     —          27,663,442        —           27,663,442   

Total Convertible Preferred Stocks*

     24,564,335        —          —           24,564,335   

Total Convertible Bonds*

     —          17,408,763        —           17,408,763   

Total Floating Rate Loans*

     —          5,007,538        —           5,007,538   
Short-Term Investments          

Mutual Fund

     151,485,913        —          —           151,485,913   

Repurchase Agreement

     —          11,479,324        —           11,479,324   

Total Short-Term Investments

     151,485,913        11,479,324        —           162,965,237   

Total Investments

   $ 317,162,403      $ 986,979,983      $ 270,374       $ 1,304,412,760   
                                   

Collateral for Securities Loaned (Liability)

   $ —        $ (151,485,913   $ —         $ (151,485,913
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 98,575      $ —        $ —         $ 98,575   

Futures Contracts (Unrealized Depreciation)

     (730,869     —          —           (730,869

Total Futures Contracts

   $ (632,294   $ —        $ —         $ (632,294

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-190


Table of Contents

Met Investors Series Trust

Lord Abbett Bond Debenture Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

Investments in Securities

   Balance as of
December 31,
2015
     Change in
Unrealized
Appreciation
     Balance as of
March 31,
2016
     Change in Unrealized
Appreciation from
Investments Still Held at
March 31, 2016
 
Corporate Bonds & Notes            

Mining

   $ 3       $ 0       $ 3       $ 0   

Saving & Loans

     600         0         600         0   
Common Stocks            

Media

     227,179         0         227,179         0   

Metals & Mining

     0         42,592         42,592         42,592   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 227,782       $ 42,592       $ 270,374       $ 42,592   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

MIST-191


Table of Contents

Met Investors Series Trust

Met/Aberdeen Emerging Markets Equity Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—94.5% of Net Assets

 

Security Description   Shares     Value  

Australia—0.6%

   

BHP Billiton plc

    761,000      $ 8,527,192   
   

 

 

 

Brazil—9.9%

   

Banco Bradesco S.A. (ADR)

    4,820,864        35,915,437   

BRF S.A.

    1,131,468        16,146,072   

Lojas Renner S.A.

    3,627,000        20,971,265   

Multiplan Empreendimentos Imobiliarios S.A.

    1,164,900        17,397,447   

Ultrapar Participacoes S.A.

    1,803,000        34,995,445   

Vale S.A. (ADR) (a)

    3,489,077        14,689,014   
   

 

 

 
      140,114,680   
   

 

 

 

Chile—1.2%

   

Banco Santander Chile (ADR)

    892,000        17,260,200   
   

 

 

 

China—4.3%

   

China Mobile, Ltd.

    3,889,000        43,327,862   

PetroChina Co., Ltd. - Class H

    27,854,000        18,443,184   
   

 

 

 
      61,771,046   
   

 

 

 

Hong Kong—8.2%

   

AIA Group, Ltd.

    8,638,000        48,984,919   

Hang Lung Group, Ltd.

    6,621,000        18,956,650   

Hang Lung Properties, Ltd.

    5,238,000        10,019,460   

Hong Kong Exchanges and Clearing, Ltd.

    508,000        12,227,194   

Swire Pacific, Ltd. - Class B

    13,511,500        26,345,531   
   

 

 

 
      116,533,754   
   

 

 

 

Hungary—1.2%

   

Richter Gedeon Nyrt

    840,000        16,711,491   
   

 

 

 

India—16.4%

   

Hero MotoCorp, Ltd.

    509,000        22,592,913   

Hindustan Unilever, Ltd.

    1,686,000        22,216,304   

Housing Development Finance Corp., Ltd.

    2,389,000        39,878,467   

ICICI Bank, Ltd.

    8,316,000        29,832,758   

Infosys, Ltd.

    2,169,000        39,949,696   

ITC, Ltd.

    7,127,000        35,240,118   

UltraTech Cement, Ltd.

    866,063        42,293,274   
   

 

 

 
      232,003,530   
   

 

 

 

Indonesia—5.0%

   

Astra International Tbk PT

    94,150,000        51,454,537   

Indocement Tunggal Prakarsa Tbk PT

    12,741,800        18,946,093   
   

 

 

 
      70,400,630   
   

 

 

 

Luxembourg—1.6%

   

Tenaris S.A. (ADR)

    910,000        22,531,600   
   

 

 

 

Malaysia—2.2%

   

CIMB Group Holdings Bhd

    8,991,000        11,174,614   

Public Bank Bhd

    4,115,000        19,807,094   
   

 

 

 
      30,981,708   
   

 

 

 

Mexico—7.8%

   

Fomento Economico Mexicano S.A.B. de C.V. (ADR)

    461,000      $ 44,398,910   

Grupo Aeroportuario del Sureste S.A.B. de C.V. (ADR)

    145,000        21,774,650   

Grupo Financiero Banorte S.A.B. de C.V. - Class O

    7,792,708        44,161,453   
   

 

 

 
      110,335,013   
   

 

 

 

Philippines—4.1%

   

Ayala Land, Inc.

    48,112,700        36,889,588   

Bank of the Philippine Islands

    11,247,370        21,250,369   
   

 

 

 
      58,139,957   
   

 

 

 

Poland—1.8%

   

Bank Pekao S.A.

    593,000        26,163,328   
   

 

 

 

Portugal—1.4%

   

Jeronimo Martins SGPS S.A. (a)

    1,201,000        19,603,716   
   

 

 

 

Russia—4.0%

   

Lukoil PJSC (ADR)

    780,343        29,915,906   

Magnit PJSC

    177,606        27,730,698   
   

 

 

 
      57,646,604   
   

 

 

 

South Africa—4.0%

   

Massmart Holdings, Ltd. (a)

    2,190,000        18,753,271   

MTN Group, Ltd. (a)

    1,615,000        14,718,936   

Truworths International, Ltd. (a)

    3,443,000        22,828,540   
   

 

 

 
      56,300,747   
   

 

 

 

South Korea—1.0%

   

E-Mart, Inc.

    91,000        13,933,451   
   

 

 

 

Taiwan—4.8%

   

Taiwan Mobile Co., Ltd.

    4,493,000        14,553,352   

Taiwan Semiconductor Manufacturing Co., Ltd.

    10,599,000        53,012,961   
   

 

 

 
      67,566,313   
   

 

 

 

Thailand—4.9%

   

Siam Cement PCL (The)

    2,624,850        34,902,212   

Siam Commercial Bank PCL (The)

    8,591,000        34,432,376   
   

 

 

 
      69,334,588   
   

 

 

 

Turkey—5.5%

   

Akbank TAS (a)

    9,419,000        26,797,988   

BIM Birlesik Magazalar A/S

    1,091,000        23,614,336   

Turkiye Garanti Bankasi A/S

    9,436,000        27,556,241   
   

 

 

 
      77,968,565   
   

 

 

 

United Kingdom—3.0%

   

SABMiller plc

    386,000        23,452,774   

Standard Chartered plc

    2,802,557        18,858,615   
   

 

 

 
      42,311,389   
   

 

 

 

 

MIST-192


Table of Contents

Met Investors Series Trust

Met/Aberdeen Emerging Markets Equity Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

United States—1.6%

   

Yum! Brands, Inc.

    283,000      $ 23,163,550   
   

 

 

 

Total Common Stocks
(Cost $1,283,731,245)

      1,339,303,052   
   

 

 

 
Preferred Stock—4.5%   

South Korea—4.5%

   

Samsung Electronics Co., Ltd.
(Cost $60,534,564)

    65,173        63,061,198   
   

 

 

 
Short-Term Investments—4.4%   

Mutual Fund—3.4%

   

State Street Navigator Securities Lending MET Portfolio (b)

    47,993,824        47,993,824   
   

 

 

 

Repurchase Agreement—1.0%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $14,455,168 on 04/01/16, collateralized by $14,475,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $14,746,406.

    14,455,156        14,455,156   
   

 

 

 

Total Short-Term Investments
(Cost $62,448,980)

      62,448,980   
   

 

 

 

Total Investments—103.4%
(Cost $1,406,714,789) (c)

      1,464,813,230   

Other assets and liabilities (net)—(3.4)%

      (47,891,742
   

 

 

 
Net Assets—100.0%     $ 1,416,921,488   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $49,139,670 and the collateral received consisted of cash in the amount of $47,993,824 and non-cash collateral with a value of $3,478,370. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(c) As of March 31, 2016, the aggregate cost of investments was $1,406,714,789. The aggregate unrealized appreciation and depreciation of investments were $112,746,847 and $(54,648,406), respectively, resulting in net unrealized appreciation of $58,098,441.
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.

 

Ten Largest Industries as of

March 31, 2016 (Unaudited)

  

% of
Net Assets

 

Banks

     22.1   

Real Estate Management & Development

     7.7   

Food & Staples Retailing

     7.3   

Construction Materials

     6.8   

Oil, Gas & Consumable Fuels

     5.9   

Automobiles

     5.2   

Wireless Telecommunication Services

     5.1   

Beverages

     4.8   

Technology Hardware, Storage & Peripherals

     4.5   

Semiconductors & Semiconductor Equipment

     3.8   

 

MIST-193


Table of Contents

Met Investors Series Trust

Met/Aberdeen Emerging Markets Equity Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Common Stocks           

Australia

   $ —         $ 8,527,192      $ —         $ 8,527,192   

Brazil

     140,114,680         —          —           140,114,680   

Chile

     17,260,200         —          —           17,260,200   

China

     —           61,771,046        —           61,771,046   

Hong Kong

     —           116,533,754        —           116,533,754   

Hungary

     —           16,711,491        —           16,711,491   

India

     —           232,003,530        —           232,003,530   

Indonesia

     —           70,400,630        —           70,400,630   

Luxembourg

     22,531,600         —          —           22,531,600   

Malaysia

     —           30,981,708        —           30,981,708   

Mexico

     110,335,013         —          —           110,335,013   

Philippines

     —           58,139,957        —           58,139,957   

Poland

     —           26,163,328        —           26,163,328   

Portugal

     —           19,603,716        —           19,603,716   

Russia

     31,495,368         26,151,236        —           57,646,604   

South Africa

     —           56,300,747        —           56,300,747   

South Korea

     —           13,933,451        —           13,933,451   

Taiwan

     —           67,566,313        —           67,566,313   

Thailand

     34,432,376         34,902,212        —           69,334,588   

Turkey

     —           77,968,565        —           77,968,565   

United Kingdom

     —           42,311,389        —           42,311,389   

United States

     23,163,550         —          —           23,163,550   

Total Common Stocks

     379,332,787         959,970,265        —           1,339,303,052   

Total Preferred Stock*

     —           63,061,198        —           63,061,198   
Short-Term Investments           

Mutual Fund

     47,993,824         —          —           47,993,824   

Repurchase Agreement

     —           14,455,156        —           14,455,156   

Total Short-Term Investments

     47,993,824         14,455,156        —           62,448,980   

Total Investments

   $ 427,326,611       $ 1,037,486,619      $ —         $ 1,464,813,230   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (47,993,824   $ —         $ (47,993,824

 

* See Schedule of Investments for additional detailed categorizations.

Transfers from Level 2 to Level 1 in the amount of $64,530,653 were due to the discontinuation of a systematic fair valuation model factor.

 

MIST-194


Table of Contents

Met Investors Series Trust

Met/Artisan International Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—92.8% of Net Assets

 

Security Description   Shares     Value  

Belgium—2.2%

   

Anheuser-Busch InBev S.A.

    53,103      $ 6,619,901   

Telenet Group Holding NV (a)

    151,722        7,679,611   

UCB S.A.

    86,893        6,627,701   
   

 

 

 
      20,927,213   
   

 

 

 

Canada—1.3%

   

Canadian Pacific Railway, Ltd. (b)

    90,885        12,059,531   
   

 

 

 

China—2.2%

   

Baidu, Inc. (ADR) (a)

    68,648        13,103,530   

Tencent Holdings, Ltd.

    362,200        7,403,531   
   

 

 

 
      20,507,061   
   

 

 

 

Denmark—0.2%

   

ISS A/S (144A)

    41,429        1,658,833   
   

 

 

 

France—8.0%

   

Danone S.A.

    292,170        20,741,790   

L’Oreal S.A.

    55,762        9,966,123   

LVMH Moet Hennessy Louis Vuitton SE

    44,756        7,655,014   

Orange S.A. (144A)

    645,861        11,285,128   

Pernod-Ricard S.A.

    92,848        10,343,100   

Zodiac Aerospace

    810,978        16,200,109   
   

 

 

 
      76,191,264   
   

 

 

 

Germany—15.4%

   

Allianz SE

    78,942        12,832,989   

Bayer AG

    389,832        45,814,528   

Beiersdorf AG

    175,465        15,835,289   

Deutsche Boerse AG

    284,013        24,234,974   

Linde AG

    153,928        22,421,464   

Vonovia SE

    345,722        12,438,965   

Wirecard AG (b)

    351,731        13,327,200   
   

 

 

 
      146,905,409   
   

 

 

 

Hong Kong—3.1%

   

AIA Group, Ltd.

    5,283,372        29,961,281   
   

 

 

 

Ireland—0.8%

   

Allegion plc

    13,416        854,733   

Allergan plc (a)

    26,795        7,181,864   
   

 

 

 
      8,036,597   
   

 

 

 

Italy—0.6%

   

Mediaset S.p.A.

    1,462,530        6,017,495   
   

 

 

 

Japan—10.4%

   

Japan Tobacco, Inc.

    844,492        35,108,909   

NGK Insulators, Ltd.

    607,000        11,174,246   

NTT DoCoMo, Inc. (b)

    601,192        13,607,000   

Olympus Corp.

    426,700        16,578,065   

Ono Pharmaceutical Co., Ltd. (b)

    288,500        12,208,133   

Toyota Motor Corp.

    204,900        10,806,095   
   

 

 

 
      99,482,448   
   

 

 

 

Mexico—1.0%

   

Grupo Televisa S.A.B. (ADR)

    348,544      $ 9,571,018   
   

 

 

 

South Korea—0.0%

   

Orion Corp.

    115        91,882   
   

 

 

 

Spain—1.5%

   

Grifols S.A.

    275,396        6,114,312   

Grifols S.A. (ADR)

    524,378        8,112,128   
   

 

 

 
      14,226,440   
   

 

 

 

Sweden—1.0%

   

Swedbank AB - A Shares

    430,626        9,225,596   
   

 

 

 

Switzerland—9.9%

   

Actelion, Ltd. (a)

    109,923        16,387,344   

Nestle S.A.

    549,269        41,015,831   

Roche Holding AG

    66,604        16,343,521   

Syngenta AG

    49,751        20,621,807   
   

 

 

 
      94,368,503   
   

 

 

 

Taiwan—1.1%

   

Taiwan Semiconductor Manufacturing Co., Ltd.

    2,184,000        10,923,701   
   

 

 

 

United Kingdom—24.3%

   

Aon plc

    228,005        23,815,122   

Babcock International Group plc

    346,213        4,719,213   

British American Tobacco plc

    140,500        8,228,029   

BT Group plc

    1,055,388        6,647,199   

Carnival plc

    113,741        6,133,236   

Croda International plc

    93,062        4,052,596   

Delphi Automotive plc (b)

    267,745        20,086,230   

Diageo plc

    165,183        4,457,755   

Imperial Brands plc

    286,558        15,863,953   

InterContinental Hotels Group plc

    251,204        10,310,718   

International Consolidated Airlines Group S.A.

    1,880,433        14,882,720   

Johnson Matthey plc

    235,517        9,253,658   

Liberty Global plc - Class A (a) (b)

    479,460        18,459,210   

Liberty Global plc - Class C (a) (b)

    732,955        27,529,790   

Lloyds Banking Group plc

    14,313,871        13,893,433   

Unilever plc

    464,468        20,973,182   

Worldpay Group plc (144A) (a)

    1,798,876        7,076,396   

WPP plc

    645,577        15,044,347   
   

 

 

 
      231,426,787   
   

 

 

 

United States—9.8%

   

Autoliv, Inc. (b)

    62,742        7,444,427   

Cognizant Technology Solutions Corp. - Class A (a)

    381,633        23,928,389   

Medtronic plc (b)

    627,739        47,080,425   

Royal Caribbean Cruises, Ltd. (b)

    85,716        7,041,569   

WABCO Holdings, Inc. (a)

    72,889        7,793,292   
   

 

 

 
      93,288,102   
   

 

 

 

Total Common Stocks
(Cost $904,349,395)

      884,869,161   
   

 

 

 

 

MIST-195


Table of Contents

Met Investors Series Trust

Met/Artisan International Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Equity Linked Security—1.3%

 

Security Description   Shares/
Principal
Amount*
    Value  

Ireland—1.3%

   

Ryanair Holdings plc (HSBC Bank plc), 10/29/18 (c)
(Cost $8,307,233)

    791,045      $ 12,722,797   
   

 

 

 
Preferred Stock—0.9%   

Germany—0.9%

   

Henkel AG & Co. KGaA (Cost $8,963,150)

    80,787        8,903,135   
   

 

 

 
Short-Term Investments—11.1%   

Mutual Fund—5.8%

   

State Street Navigator Securities Lending MET Portfolio (d)

    55,212,852        55,212,852   
   

 

 

 

Repurchase Agreement—5.3%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $50,495,663 on 04/01/16, collateralized by $50,935,000 U.S. Treasury Note at 1.375% due 02/29/20 with a value of $51,508,019.

    50,495,621        50,495,621   
   

 

 

 

Total Short-Term Investments
(Cost $105,708,473)

      105,708,473   
   

 

 

 

Total Investments—106.1%
(Cost $1,027,328,251) (e)

      1,012,203,566   

Other assets and liabilities (net)—(6.1)%

      (58,002,142
   

 

 

 
Net Assets—100.0%     $ 954,201,424   
   

 

 

 
* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Non-income producing security.
(b) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $53,498,309 and the collateral received consisted of cash in the amount of $55,212,852. The cash collateral is invested in a money market fund managed by an affiliate of the custodian.
(c) Security whose performance, including redemption at maturity, is linked to the price of the underlying equity security. The investment is subject to credit risk of the issuing financial institution (HSBC Bank plc) in addition to the market risk of the underlying security.
(d) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(e) As of March 31, 2016, the aggregate cost of investments was $1,027,328,251. The aggregate unrealized appreciation and depreciation of investments were $41,824,471 and $(56,949,156), respectively, resulting in net unrealized depreciation of $(15,124,685).
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $20,020,357, which is 2.1% of net assets.
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.

 

Ten Largest Industries as of
March 31, 2016 (Unaudited)

  

% of
Net Assets

 

Pharmaceuticals

     9.2   

Media

     8.8   

Insurance

     7.0   

Health Care Equipment & Supplies

     6.7   

Food Products

     6.5   

Tobacco

     6.2   

Chemicals

     5.9   

Personal Products

     4.9   

IT Services

     4.7   

Banks

     3.8   

 

MIST-196


Table of Contents

Met Investors Series Trust

Met/Artisan International Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, unadjusted quoted prices for similar investments in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, etc.)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions in determining the fair value of investments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2015:

 

Description    Level 1      Level 2     Level 3      Total  
Common Stocks           

Belgium

   $ —         $ 20,927,213      $ —         $ 20,927,213   

Canada

     12,059,531         —          —           12,059,531   

China

     13,103,530         7,403,531        —           20,507,061   

Denmark

     —           1,658,833        —           1,658,833   

France

     —           76,191,264        —           76,191,264   

Germany

     —           146,905,409        —           146,905,409   

Hong Kong

     —           29,961,281        —           29,961,281   

Ireland

     8,036,597         —          —           8,036,597   

Italy

     —           6,017,495        —           6,017,495   

Japan

     —           99,482,448        —           99,482,448   

Mexico

     9,571,018         —          —           9,571,018   

South Korea

     —           91,882        —           91,882   

Spain

     8,112,128         6,114,312        —           14,226,440   

Sweden

     —           9,225,596        —           9,225,596   

Switzerland

     —           94,368,503        —           94,368,503   

Taiwan

     —           10,923,701        —           10,923,701   

United Kingdom

     89,890,352         141,536,435        —           231,426,787   

United States

     85,843,675         7,444,427        —           93,288,102   

Total Common Stocks

     226,616,831         658,252,330        —           884,869,161   

Total Equity Linked Security*

     —           12,722,797        —           12,722,797   

Total Preferred Stock*

     —           8,903,135        —           8,903,135   
Short-Term Investments           

Mutual Fund

     55,212,852         —          —           55,212,852   

Repurchase Agreement

     —           50,495,621        —           50,495,621   

Total Short-Term Investments

     55,212,852         50,495,621        —           105,708,473   

Total Investments

   $ 281,829,683       $ 730,373,883      $ —         $ 1,012,203,566   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (55,212,852   $ —         $ (55,212,852

 

* See Schedule of Investments for additional detailed categorizations.

Transfers from Level 1 to Level 2 in the amount of $13,184,185 were due to the application of a systematic fair valuation model factor.

 

MIST-197


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (a)—95.6% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Advertising—0.4%

   

inVentiv Health, Inc.
Incremental Term Loan B3, 7.750%, 05/15/18

    1,543,450      $ 1,539,592   

Term Loan B4, 7.750%, 05/15/18

    1,681,243        1,679,142   
   

 

 

 
      3,218,734   
   

 

 

 

Aerospace/Defense—2.2%

   

BE Aerospace, Inc.
Term Loan B, 4.000%, 12/16/21

    938,182        942,164   

Flying Fortress, Inc.
Term Loan, 3.500%, 04/30/20

    2,729,167        2,729,167   

Silver II U.S. Holdings LLC
Term Loan, 4.000%, 12/13/19

    5,335,643        4,672,023   

TransDigm, Inc.
Term Loan C, 3.750%, 02/28/20

    7,670,925        7,588,048   

Term Loan D, 3.750%, 06/04/21

    1,768,500        1,750,815   
   

 

 

 
      17,682,217   
   

 

 

 

Auto Components—1.1%

   

CS Intermediate Holdco 2 LLC
Term Loan B, 4.000%, 04/04/21

    1,011,925        1,005,285   

Dayco Products LLC
Term Loan B, 5.250%, 12/12/19

    984,925        955,377   

Federal-Mogul Holdings Corp.
Term Loan C, 4.750%, 04/15/21

    4,235,500        3,850,777   

MPG Holdco I, Inc.
Term Loan B, 3.750%, 10/20/21

    2,580,768        2,551,734   

Visteon Corp.
Delayed Draw Term Loan B, 3.500%, 04/09/21

    685,417        683,275   
   

 

 

 
      9,046,448   
   

 

 

 

Auto Manufacturers—0.7%

   

FCA U.S. LLC
Term Loan B, 3.250%, 12/31/18

    2,460,873        2,460,258   

Term Loan B, 3.500%, 05/24/17

    2,764,452        2,767,158   
   

 

 

 
      5,227,416   
   

 

 

 

Auto Parts & Equipment—1.0%

   

Affinia Group Intermediate Holdings, Inc.
Term Loan B2, 4.750%, 04/27/20

    365,896        366,116   

Goodyear Tire & Rubber Co. (The)
2nd Lien Term Loan, 3.750%, 04/30/19

    3,650,000        3,657,986   

Horizon Global Corp.
Term Loan B, 7.000%, 06/30/21

    481,250        463,203   

Schaeffler AG
Term Loan B, 4.250%, 05/15/20

    346,923        348,441   

TI Group Automotive Systems LLC
Term Loan, 4.500%, 06/30/22

    1,691,500        1,680,928   

Tower Automotive Holdings USA LLC
Term Loan, 4.000%, 04/23/20

    1,255,152        1,248,876   
   

 

 

 
      7,765,550   
   

 

 

 

Beverages—0.2%

   

Flavors Holdings, Inc.
1st Lien Term Loan, 6.750%, 04/03/20

    740,000      666,000   

Maple Holdings Acquisition Corp.
Term Loan B, 5.250%, 03/03/23

    994,000        998,763   
   

 

 

 
      1,664,763   
   

 

 

 

Biotechnology—0.1%

   

AMAG Pharmaceuticals, Inc.
1st Lien Term Loan, 4.750%, 08/13/21

    1,048,125        1,035,023   
   

 

 

 

Building Materials—0.5%

   

CPG International, Inc.
Term Loan, 4.750%, 09/30/20

    959,375        940,187   

GCP Applied Technologies, Inc.
Term Loan B, 5.250%, 02/03/22

    550,000        552,062   

Quikrete Holdings, Inc.
1st Lien Term Loan, 4.000%, 09/28/20

    945,346        941,506   

Summit Materials Cos. I LLC
Term Loan B, 4.000%, 07/17/22

    620,313        616,436   

Tank Holding Corp.
Term Loan, 5.250%, 03/16/22

    722,842        681,279   
   

 

 

 
      3,731,470   
   

 

 

 

Capital Markets—1.4%

   

Armor Holding II LLC
1st Lien Term Loan, 5.750%, 06/26/20

    2,126,802        2,079,835   

Corporate Capital Trust, Inc.
Term Loan B, 4.000%, 05/20/19

    1,152,061        1,135,472   

Guggenheim Partners LLC
Term Loan, 4.250%, 07/22/20

    1,713,873        1,713,159   

Medley LLC
Term Loan, 6.500%, 06/15/19 (b) (c)

    496,591        506,125   

NXT Capital, Inc.
6.250%, 09/04/18

    790,634        790,634   

Term Loan B, 6.250%, 09/04/18

    731,250        731,250   

RCS Capital Corp.
1st Lien Term Loan, 0.000%, 04/29/19 (d)

    3,176,667        2,096,601   

Delayed Draw Term Loan, 8.000%, 08/08/16

    825,000        820,875   

Salient Partners L.P.
Term Loan, 7.500%, 05/19/21

    786,000        762,420   

Sheridan Investment Partners II L.P.
Term Loan A, 4.250%, 12/16/20

    99,901        42,458   

Term Loan B, 4.250%, 12/16/20

    718,155        305,216   

Term Loan M, 4.250%, 12/16/20

    37,257        15,834   
   

 

 

 
      10,999,879   
   

 

 

 

Chemicals—5.8%

   

Allnex (Luxembourg) & Cy SCA
Term Loan B1, 4.500%, 10/03/19

    913,575        909,007   

Allnex USA, Inc.
Term Loan B2, 4.500%, 10/03/19

    474,010        471,640   

Aruba Investments, Inc.
Term Loan B, 4.500%, 02/02/22

    299,231        293,247   

 

MIST-198


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Chemicals—(Continued)

   

Axalta Coating Systems U.S. Holdings, Inc.
Term Loan, 3.750%, 02/01/20

    4,449,856      $ 4,427,260   

Chemours Co. (The)
Term Loan B, 3.750%, 05/12/22

    3,721,875        3,548,964   

ECO Services Operations LLC
Term Loan B, 4.750%, 12/01/21

    395,000        385,125   

Emerald Performance Materials LLC
1st Lien Term Loan, 4.500%, 08/01/21

    483,409        476,158   

Flint Group GmbH
Term Loan C, 4.500%, 09/07/21

    139,733        137,287   

Flint Group U.S. LLC
1st Lien Term Loan B2, 4.500%, 09/07/21

    845,267        824,136   

Gemini HDPE LLC
Term Loan B, 4.750%, 08/07/21

    1,430,737        1,420,007   

Huntsman International LLC
Incremental Term Loan, 3.750%, 10/01/21

    2,024,375        2,012,988   

Term Loan B, 03/23/23 (e)

    525,000        523,687   

Ineos U.S. Finance LLC
Term Loan, 3.750%, 05/04/18

    6,539,535        6,493,556   

Term Loan, 4.250%, 03/31/22

    692,996        684,442   

Kraton Polymers LLC
Term Loan B, 6.000%, 01/06/22

    1,325,000        1,253,229   

Kronos Worldwide, Inc.
Term Loan, 4.000%, 02/18/20

    318,500        287,181   

MacDermid, Inc.
1st Lien Term Loan, 5.500%, 06/07/20

    2,280,451        2,208,712   

Term Loan B2, 5.500%, 06/07/20

    592,500        573,753   

Term Loan B3, 5.500%, 06/07/20

    522,375        505,847   

Minerals Technologies, Inc.
Term Loan B1, 3.750%, 05/09/21

    1,277,724        1,274,520   

Omnova Solutions, Inc.
Term Loan B1, 4.250%, 05/31/18

    1,731,562        1,722,904   

Orion Engineered Carbons GmbH
Term Loan, 5.000%, 07/25/21

    523,017        523,344   

OXEA Finance LLC
Term Loan B2, 4.250%, 01/15/20

    2,126,063        2,075,568   

PolyOne Corp.
Term Loan B, 3.750%, 11/11/22

    473,813        474,257   

PQ Corp.
Term Loan, 4.000%, 08/07/17

    1,812,128        1,798,861   

Sonneborn LLC
Term Loan, 4.750%, 12/10/20

    356,383        354,601   

Sonneborn Refined Products B.V.
Term Loan, 4.750%, 12/10/20

    62,891        62,577   

Tata Chemicals North America, Inc.
Term Loan B, 3.750%, 08/07/20

    1,042,144        1,026,512   

Trinseo Materials Operating SCA
Term Loan B, 4.250%, 11/05/21

    1,315,063        1,310,679   

Tronox Pigments (Netherlands) B.V.
Term Loan, 4.500%, 03/19/20

    4,446,652        4,148,357   

Unifrax Corp.
Term Loan, 4.250%, 11/28/18

    219,289        198,456   

Univar, Inc.
Term Loan, 4.250%, 07/01/22

    3,258,625        3,217,214   

Chemicals—(Continued)

   

VAT Lux III S.a.r.l.
Term Loan, 4.250%, 02/11/21

    1,424,711      1,396,216   
   

 

 

 
      47,020,292   
   

 

 

 

Coal—0.5%

   

Alpha Natural Resources LLC
Term Loan, 10.000%, 02/06/17

    425,000        403,750   

Term Loan B, 3.500%, 05/22/20

    2,712,563        892,886   

Arch Coal, Inc.
Delayed Draw Term Loan, 5.000%, 01/31/17 (f)

    650,000        627,250   

Term Loan B, 7.500%, 05/16/18

    2,751,676        982,348   

Murray Energy Corp.
Term Loan B1, 7.000%, 04/16/17

    297,273        188,769   

Term Loan B2, 7.500%, 04/16/20

    1,860,416        962,765   
   

 

 

 
      4,057,768   
   

 

 

 

Commercial Services—5.9%

   

Acosta Holdco, Inc.
Term Loan, 4.250%, 09/26/21

    3,800,381        3,729,123   

Albany Molecular Research, Inc.
Term Loan B, 5.750%, 07/16/21

    696,500        694,759   

BakerCorp International, Inc.
Term Loan, 4.250%, 02/07/20

    601,373        542,739   

Brickman Group, Ltd. LLC
1st Lien Term Loan, 4.000%, 12/18/20

    879,789        866,592   

Bright Horizons Family Solutions, Inc.
Term Loan B, 3.750%, 01/30/20

    1,454,887        1,455,190   

Ceridian LLC
Term Loan, 4.500%, 09/15/20

    598,235        583,279   

Education Management LLC
Term Loan A, 5.500%, 07/02/20 (b) (c)

    259,470        150,986   

Term Loan B, 2.000%, 07/02/20 (b) (c)

    461,826        26,186   

Garda World Security Corp.
Delayed Draw Term Loan, 4.000%, 11/06/20

    719,835        693,291   

Term Loan B, 4.000%, 11/06/20

    3,384,523        3,259,719   

Global Payments, Inc.
Term Loan B, 03/23/23 (e)

    650,000        654,672   

Hertz Corp. (The)
Term Loan B, 3.750%, 03/11/18

    1,741,500        1,742,588   

Term Loan B2, 3.000%, 03/11/18

    2,471,560        2,461,906   

IAP Worldwide Services, Inc.
2nd Lien Term Loan, 8.000%, 07/18/19 (b) (c)

    337,183        269,746   

Revolver, 07/18/18 (b) (c) (e)

    248,024        230,067   

IPC Corp.
Term Loan B, 5.500%, 08/06/21

    1,683,000        1,577,813   

Jaguar Holding Co. II
Term Loan B, 4.250%, 08/18/22

    4,391,813        4,358,874   

KAR Auction Services, Inc.
Term Loan B2, 3.938%, 03/11/21

    4,604,369        4,614,881   

Laureate Education, Inc.
Term Loan B, 5.000%, 06/15/18

    3,694,780        3,205,222   

Live Nation Entertainment, Inc.
Term Loan B1, 3.500%, 08/16/20

    2,655,530        2,661,062   

 

MIST-199


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Commercial Services—(Continued)

   

McGraw-Hill Global Education Holdings LLC
Term Loan B, 4.910%, 03/22/19

    664,230      $ 661,532   

Merrill Communications LLC
Term Loan, 6.250%, 06/01/22

    621,262        512,541   

Monitronics International, Inc.
Term Loan B, 4.250%, 03/23/18

    957,254        907,397   

Term Loan B1, 4.500%, 04/11/22

    1,212,750        1,139,227   

Rent-A-Center, Inc.
Term Loan B, 3.750%, 03/19/21

    473,000        453,784   

ServiceMaster Co.
Term Loan B, 4.250%, 07/01/21

    2,388,625        2,391,611   

SGS Cayman L.P.
Term Loan B, 6.000%, 04/23/21

    199,941        198,566   

SunEdison Semiconductor B.V.
1st Lien Term Loan, 6.500%, 05/27/19

    674,040        658,874   

Truven Health Analytics, Inc.
Term Loan B, 4.500%, 06/06/19

    1,568,349        1,567,369   

Weight Watchers International, Inc.
Term Loan B2, 4.000%, 04/02/20

    6,959,750        5,167,614   
   

 

 

 
      47,437,210   
   

 

 

 

Computers—0.8%

   

Dell, Inc.
Term Loan C, 3.750%, 10/29/18

    751,381        752,033   

SkillSoft Corp.
1st Lien Term Loan, 5.750%, 04/28/21

    2,216,250        1,787,776   

Smart Technologies ULC
Term Loan, 10.500%, 01/31/18 (b) (c)

    503,906        500,278   

TNS, Inc.
1st Lien Term Loan, 5.000%, 02/14/20

    879,698        868,335   

Western Digital Corp.
Term Loan B, 03/16/23 (e)

    2,725,000        2,696,047   
   

 

 

 
      6,604,469   
   

 

 

 

Construction Materials—0.2%

   

Fairmount Santrol, Inc.
Term Loan B1, 4.125%, 03/15/17

    390,000        264,225   

Term Loan B2, 4.500%, 09/05/19

    1,974,375        1,056,291   

Headwaters, Inc.
Term Loan B, 4.500%, 03/24/22

    198,500        199,120   
   

 

 

 
      1,519,636   
   

 

 

 

Cosmetics/Personal Care—0.5%

   

Coty, Inc.
Term Loan B, 3.750%, 10/27/22

    825,000        825,687   

Galleria Co.
Term Loan B, 3.750%, 01/26/23

    1,675,000        1,672,906   

Revlon Consumer Products Corp.
Term Loan, 4.000%, 10/08/19

    1,131,911        1,132,266   
   

 

 

 
      3,630,859   
   

 

 

 

Distribution/Wholesale—0.2%

   

ABC Supply Co., Inc.
Term Loan, 3.500%, 04/16/20

    1,363,563        1,362,994   
   

 

 

 

Distributors—0.0%

   

PFS Holding Corp.
1st Lien Term Loan, 4.500%, 01/31/21

    245,000      218,050   
   

 

 

 

Diversified Consumer Services—0.2%

   

Knowledge Universe Education LLC
1st Lien Term Loan, 6.000%, 07/28/22

    1,119,375        1,109,581   

WASH Multifamily Laundry Systems LLC
1st Lien Term Loan, 4.250%, 05/14/22

    297,750        291,050   
   

 

 

 
      1,400,631   
   

 

 

 

Diversified Financial Services—3.2%

   

AlixPartners LLP
Term Loan B, 4.500%, 07/28/22

    597,000        595,258   

Altisource Solutions S.a.r.l.
Term Loan B, 4.500%, 12/09/20

    1,437,454        1,279,334   

Astro AB Borrower, Inc.
1st Lien Term Loan, 5.500%, 04/30/22

    322,563        319,942   

Citco Funding LLC
Term Loan, 4.250%, 06/29/18

    2,389,982        2,389,982   

Clipper Acquisitions Corp.
Term Loan B, 3.000%, 02/06/20

    1,478,206        1,456,920   

Delos Finance S.a.r.l.
Term Loan B, 3.500%, 03/06/21

    2,675,000        2,685,031   

Grosvenor Capital Management Holdings LLP
Term Loan B, 3.750%, 01/04/21

    3,870,953        3,812,889   

Harbourvest Partners LLC
Term Loan, 3.250%, 02/04/21

    759,185        751,594   

La Frontera Generation LLC
Term Loan, 4.500%, 09/30/20

    2,718,177        2,710,533   

LPL Holdings, Inc.
Extended Term Loan B, 4.250%, 03/29/21

    3,377,223        3,275,907   

MIP Delaware LLC
Term Loan B1, 4.000%, 03/09/20

    391,785        392,030   

Nord Anglia Education Finance LLC
Term Loan, 5.000%, 03/31/21

    2,171,654        2,133,650   

Ocwen Financial Corp.
Term Loan, 5.500%, 02/15/18

    646,597        636,090   

PGX Holdings, Inc.
1st Lien Term Loan, 5.750%, 09/29/20

    547,482        544,745   

Walker & Dunlop, Inc.
Term Loan B, 5.250%, 12/11/20

    672,620        673,460   

Walter Investment Management Corp.
Term Loan, 4.750%, 12/19/20

    2,148,888        1,877,591   
   

 

 

 
      25,534,956   
   

 

 

 

Electric—2.5%

   

Calpine Construction Finance Co. L.P.
Term Loan B1, 3.000%, 05/03/20

    996,813        979,368   

Term Loan B2, 3.250%, 01/31/22

    999,935        982,436   

Calpine Corp.
Delayed Draw Term Loan, 4.000%, 10/31/20

    366,563        364,730   

Term Loan B3, 4.000%, 10/09/19

    772,000        769,427   

Term Loan B5, 3.500%, 05/27/22

    3,200,813        3,165,552   

Dynegy Holdings, Inc.
Term Loan B2, 4.000%, 04/23/20

    3,962,169        3,907,690   

 

MIST-200


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Electric—(Continued)

   

EFS Cogen Holdings I LLC
Term Loan B, 3.750%, 12/17/20

    433,345      $ 427,928   

Energy Future Intermediate Holding Co. LLC
Term Loan, 4.250%, 12/19/16

    1,725,000        1,725,359   

Granite Acquisition, Inc.
Term Loan B, 5.000%, 12/19/21

    2,459,291        2,303,537   

Term Loan C, 5.000%, 12/19/21

    109,579        102,639   

Invenergy Thermal Operating I LLC
Term Loan B, 6.500%, 10/07/22

    174,125        165,419   

Longview Power LLC
Term Loan B, 7.000%, 04/13/21

    1,265,438        1,126,239   

NRG Energy, Inc.
Term Loan B, 2.750%, 07/02/18

    3,955,054        3,923,227   
   

 

 

 
      19,943,551   
   

 

 

 

Electrical Components & Equipment—1.3%

  

Dell International LLC
Term Loan B2, 4.000%, 04/29/20

    5,979,813        5,978,694   

Electrical Components International, Inc.
Term Loan B, 5.750%, 05/28/21

    837,609        831,327   

Orbotech, Inc.
Term Loan B, 5.000%, 08/06/20

    321,042        320,240   

Pelican Products, Inc.
Term Loan, 5.250%, 04/10/20

    1,557,706        1,399,989   

Zebra Technologies Corp.
Term Loan B, 4.750%, 10/27/21

    1,888,352        1,900,583   
   

 

 

 
      10,430,833   
   

 

 

 

Electronics—1.6%

   

CDW LLC
Term Loan, 3.250%, 04/29/20

    3,226,008        3,220,462   

CompuCom Systems, Inc.
Term Loan B, 4.250%, 05/11/20

    1,709,098        1,202,065   

EIG Investors Corp.
Term Loan, 6.230%, 11/09/19

    4,823,600        4,584,431   

Excelitas Technologies Corp.
1st Lien Term Loan, 6.000%, 10/31/20

    1,808,736        1,614,297   

Fender Musical Instruments Corp.
Term Loan B, 5.750%, 04/03/19

    250,563        248,320   

Sensus USA, Inc.
1st Lien Term Loan, 4.500%, 05/09/17

    2,037,026        2,029,388   
   

 

 

 
      12,898,963   
   

 

 

 

Energy Equipment & Services—0.3%

   

EnergySolutions LLC
Term Loan, 6.750%, 05/29/20

    797,179        741,376   

Floatel International, Ltd.
Term Loan B, 6.000%, 06/27/20

    555,209        252,620   

Seadrill Partners Finco LLC
Term Loan B, 4.000%, 02/21/21

    3,838,770        1,711,450   
   

 

 

 
      2,705,446   
   

 

 

 

Engineering & Construction—0.1%

   

Brock Holdings III, Inc.
Term Loan B, 6.000%, 03/16/17

    784,069        749,766   
   

 

 

 

Entertainment—1.9%

   

Affinity Gaming LLC
Term Loan B, 5.250%, 11/09/17

    388,333      390,437   

Amaya Holdings B.V.
1st Lien Term Loan, 5.000%, 08/01/21

    4,845,213        4,484,245   

CDS U.S. Intermediate Holdings, Inc.
1st Lien Term Loan, 5.000%, 07/08/22

    422,875        404,551   

National CineMedia LLC
Term Loan, 3.190%, 11/26/19

    500,000        499,166   

Pinnacle Entertainment, Inc.
Term Loan B2, 3.750%, 08/13/20

    174,613        174,703   

Scientific Games International, Inc.
Term Loan B1, 6.000%, 10/18/20

    3,470,125        3,375,418   

Term Loan B2, 6.000%, 10/01/21

    864,063        840,166   

SeaWorld Parks & Entertainment, Inc.
Term Loan B2, 3.000%, 05/14/20

    2,899,647        2,823,531   

Seminole Hard Rock Entertainment, Inc.
Term Loan B, 3.500%, 05/14/20

    267,438        265,432   

WMG Acquisition Corp.
Term Loan, 3.750%, 07/01/20

    2,344,403        2,314,512   
   

 

 

 
      15,572,161   
   

 

 

 

Environmental Control—0.3%

   

Darling International, Inc.
Term Loan B, 3.250%, 01/06/21

    735,000        733,393   

Tervita Corp.
Term Loan, 6.250%, 05/15/18

    1,522,176        1,263,406   
   

 

 

 
      1,996,799   
   

 

 

 

Food—5.0%

   

AdvancePierre Foods, Inc.
Term Loan, 5.750%, 07/10/17

    3,190,607        3,196,589   

Albertson’s LLC
Term Loan B2, 5.500%, 03/21/19

    2,169,109        2,172,401   

Term Loan B3, 5.125%, 08/25/19

    3,063,750        3,066,486   

Term Loan B4, 5.500%, 08/25/21

    1,089,496        1,091,880   

Aramark Services, Inc.
Extended Synthetic LOC 2, 3.925%, 07/26/16

    18,403        18,046   

Extended Synthetic LOC 3, 3.925%, 07/26/16

    19,097        18,816   

Blue Buffalo Co., Ltd.
Term Loan B3, 3.750%, 08/08/19

    1,206,585        1,209,602   

Centerplate, Inc.
Term Loan A, 4.750%, 11/26/19

    461,825        424,879   

Charger OpCo B.V.
Term Loan B1, 4.250%, 07/02/22

    1,956,730        1,961,622   

Clearwater Seafoods L.P.
Term Loan B, 4.750%, 06/26/19

    425,629        426,338   

Del Monte Foods, Inc.
1st Lien Term Loan, 4.250%, 02/18/21

    1,498,193        1,410,175   

Dole Food Co., Inc.
Term Loan B, 4.500%, 11/01/18

    2,649,896        2,643,685   

High Liner Foods, Inc.
Term Loan B, 4.250%, 04/24/21

    825,201        797,866   

 

MIST-201


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Food—(Continued)

   

JBS USA LLC
Incremental Term Loan, 3.750%, 09/18/20

    1,560,000      $ 1,554,150   

Term Loan, 3.750%, 05/25/18

    4,960,810        4,945,308   

Term Loan B, 4.000%, 10/30/22

    673,313        671,068   

NPC International, Inc.
Term Loan B, 4.750%, 12/28/18

    2,061,294        2,050,987   

Pinnacle Foods Finance LLC
Incremental Term Loan H, 3.000%, 04/29/20

    682,500        682,785   

Post Holdings, Inc.
Incremental Term Loan, 3.750%, 06/02/21

    259,944        260,892   

Supervalu, Inc.
Term Loan B, 4.500%, 03/21/19

    7,070,266        6,938,681   

U.S. Foods, Inc.
Term Loan, 4.500%, 03/31/19

    4,767,687        4,751,935   
   

 

 

 
      40,294,191   
   

 

 

 

Hand/Machine Tools—0.4%

   

Apex Tool Group LLC
Term Loan B, 4.500%, 01/31/20

    1,855,816        1,789,316   

Milacron LLC
Term Loan B, 4.500%, 09/28/20

    1,155,479        1,149,702   
   

 

 

 
      2,939,018   
   

 

 

 

Healthcare-Products—3.0%

   

Alere, Inc.
Term Loan B, 4.250%, 06/18/22

    1,618,637        1,610,923   

BSN Medical, Inc.
Term Loan B1B, 4.000%, 08/28/19

    544,144        538,702   

CeramTec Acquisition Corp.
Term Loan B2, 4.250%, 08/30/20

    30,880        30,841   

CHG Healthcare Services, Inc.
Term Loan, 4.250%, 11/19/19

    1,143,273        1,138,271   

Convatec, Inc.
Term Loan, 4.250%, 06/15/20

    2,938,619        2,931,273   

DJO Finance LLC
Term Loan, 4.250%, 06/08/20

    3,441,085        3,374,414   

Faenza Acquisition GmbH
Term Loan B1, 4.250%, 08/30/20

    290,500        290,137   

Term Loan B3, 4.250%, 08/30/20

    88,525        88,414   

Greatbatch, Ltd.
Term Loan B, 5.250%, 10/27/22

    925,000        925,434   

Hill-Rom Holdings, Inc.
Term Loan B, 3.500%, 09/08/22

    1,328,813        1,331,858   

Kinetic Concepts, Inc.
Term Loan E1, 4.500%, 05/04/18

    4,752,173        4,732,123   

Mallinckrodt International Finance S.A.
Incremental Term Loan B1, 3.500%, 03/19/21

    1,108,125        1,079,037   

Term Loan B, 3.250%, 03/19/21

    1,641,500        1,589,909   

New Millennium HoldCo, Inc.
Term Loan, 7.500%, 12/21/20

    1,078,986        1,031,780   

Physio-Control International, Inc.
1st Lien Term Loan, 5.500%, 06/06/22

    448,875        449,296   

Sage Products Holdings III LLC
Term Loan B, 4.250%, 12/13/19

    1,036,740        1,036,740   

Healthcare-Products—(Continued)

   

Sterigenics-Nordion Holdings LLC
Term Loan B, 4.250%, 05/15/22

    721,375      712,358   

Tecomet, Inc.
1st Lien Term Loan, 5.750%, 12/05/21

    1,086,250        1,021,075   
   

 

 

 
      23,912,585   
   

 

 

 

Healthcare-Services—6.2%

   

Acadia Healthcare Co., Inc.
Term Loan B, 4.250%, 02/11/22

    246,875        247,724   

ADMI Corp.
Term Loan B, 5.500%, 04/30/22

    974,273        975,491   

Alliance Healthcare Services, Inc.
Term Loan B, 4.250%, 06/03/19

    1,153,824        1,071,133   

Ardent Legacy Acquisitions, Inc.
Term Loan B, 6.500%, 08/04/21

    497,500        498,744   

ATI Holdings, Inc.
Term Loan, 5.250%, 12/20/19

    411,564        411,307   

CareCore National LLC
Term Loan B, 5.500%, 03/05/21

    443,216        416,623   

Community Health Systems, Inc.
Term Loan F, 3.741%, 12/31/18

    1,992,876        1,977,774   

Term Loan G, 3.750%, 12/31/19

    2,784,846        2,741,525   

Term Loan H, 4.000%, 01/27/21

    3,627,811        3,574,076   

Concentra, Inc.
1st Lien Term Loan, 4.000%, 06/01/22

    297,750        296,261   

CPI Buyer LLC
1st Lien Term Loan, 5.500%, 08/18/21

    1,009,627        966,718   

DaVita HealthCare Partners, Inc.
Term Loan B, 3.500%, 06/24/21

    3,144,000        3,154,316   

Emdeon Business Services LLC
Term Loan B2, 3.750%, 11/02/18

    2,365,838        2,358,445   

Envision Healthcare Corp.
Term Loan, 4.250%, 05/25/18

    5,740,820        5,749,431   

Iasis Healthcare LLC
Term Loan B2, 4.500%, 05/03/18

    1,494,751        1,489,146   

IMS Health, Inc.
Term Loan, 3.500%, 03/17/21

    3,133,630        3,128,243   

Kindred Healthcare, Inc.
Term Loan, 4.250%, 04/09/21

    1,596,563        1,554,653   

LHP Hospital Group, Inc.
Term Loan, 9.000%, 07/03/18

    743,126        728,264   

MMM Holdings, Inc.
Term Loan, 9.750%, 12/12/17

    1,174,829        734,268   

MSO of Puerto Rico, Inc.
Term Loan, 9.750%, 12/12/17

    854,094        533,809   

National Mentor Holdings, Inc.
Term Loan B, 4.250%, 01/31/21

    1,057,203        1,048,283   

Onex Carestream Finance L.P.
1st Lien Term Loan, 5.000%, 06/07/19

    4,233,420        3,947,664   

Opal Acquisition, Inc.
1st Lien Term Loan, 5.000%, 11/27/20

    3,227,032        2,831,721   

Ortho-Clinical Diagnostics, Inc.
Term Loan B, 4.750%, 06/30/21

    3,004,250        2,771,421   

Radnet Management, Inc.
Term Loan B, 4.250%, 10/10/18

    1,862,582        1,834,643   

 

MIST-202


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Healthcare-Services—(Continued)

   

RCHP, Inc.
1st Lien Term Loan, 6.000%, 04/23/19

    2,068,922      $ 2,070,215   

Select Medical Corp.
Term Loan B, 6.000%, 06/01/18

    1,571,626        1,573,591   

Steward Health Care System LLC
Term Loan B, 6.750%, 04/12/20

    1,312,875        1,266,924   
   

 

 

 
      49,952,413   
   

 

 

 

Home Furnishings—0.1%

   

Tempur-Pedic International, Inc.
Term Loan B, 3.500%, 03/18/20

    451,747        451,747   
   

 

 

 

Hotels, Restaurants & Leisure—0.6%

   

1011778 B.C. Unlimited Liability Co.
Term Loan B2, 3.750%, 12/10/21

    4,693,828        4,695,786   
   

 

 

 

Household Products/Wares—1.3%

   

KIK Custom Products, Inc.
Term Loan B, 6.000%, 08/26/22

    1,542,250        1,480,560   

Libbey Glass, Inc.
Term Loan B, 3.750%, 04/09/21

    437,011        433,461   

Prestige Brands, Inc.
Term Loan B3, 3.500%, 09/03/21

    702,469        704,006   

Spectrum Brands, Inc.
Term Loan, 3.500%, 06/23/22

    1,873,258        1,882,040   

Spin Holdco, Inc.
Term Loan B, 4.250%, 11/14/19

    3,097,727        3,026,092   

Sun Products Corp. (The)
Term Loan, 5.500%, 03/23/20

    2,585,158        2,507,604   

Zep, Inc.
Term Loan, 5.500%, 06/27/22

    347,375        344,661   
   

 

 

 
      10,378,424   
   

 

 

 

Industrial Conglomerates—0.2%

   

IG Investment Holdings LLC
Term Loan B, 6.000%, 10/29/21

    1,853,120        1,843,854   
   

 

 

 

Insurance—2.6%

   

Alliant Holdings I, Inc.
Term Loan B, 4.500%, 08/12/22

    1,885,750        1,866,892   

AmWINS Group LLC
Term Loan, 5.250%, 09/06/19

    1,041,382        1,044,420   

AssuredPartners, Inc.
1st Lien Term Loan, 5.750%, 10/21/22

    723,188        721,380   

Asurion LLC
2nd Lien Term Loan, 8.500%, 03/03/21

    1,575,000        1,478,531   

Term Loan B1, 5.000%, 05/24/19

    2,137,061        2,112,128   

Term Loan B2, 4.250%, 07/08/20

    916,750        887,529   

Term Loan B4, 5.000%, 08/04/22

    5,220,500        5,118,267   

CGSC of Delaware Holding Corp.
1st Lien Term Loan, 5.000%, 04/16/20

    461,938        458,280   

Cunningham Lindsey U.S., Inc.
1st Lien Term Loan, 5.000%, 12/10/19

    1,323,851        963,101   

Hub International, Ltd.
Term Loan B, 4.000%, 10/02/20

    2,803,413        2,734,028   

Insurance—(Continued)

   

USI, Inc.
Term Loan B, 4.250%, 12/27/19

    3,564,226      3,515,218   
   

 

 

 
      20,899,774   
   

 

 

 

Internet—2.5%

   

Ancestry.com, Inc.
Term Loan B, 5.000%, 08/17/22

    1,517,375        1,515,478   

Ascend Learning LLC
Term Loan B, 5.500%, 07/31/19

    1,862,187        1,858,308   

Getty Images, Inc.
Term Loan B, 4.750%, 10/18/19

    6,516,210        4,892,586   

Go Daddy Operating Co. LLC
Term Loan B, 4.250%, 05/13/21

    5,645,491        5,643,024   

Match Group, Inc.
Term Loan B1, 5.500%, 11/16/22

    1,086,250        1,089,644   

RP Crown Parent LLC
Term Loan, 6.000%, 12/21/18

    3,592,972        3,344,457   

Sabre, Inc.
Term Loan B, 4.000%, 02/19/19

    1,136,813        1,138,944   

SurveyMonkey, Inc.
Term Loan B, 6.250%, 02/05/19

    523,287        510,205   
   

 

 

 
      19,992,646   
   

 

 

 

Internet Software & Services—0.4%

   

Answers Corp.
1st Lien Term Loan, 6.250%, 10/03/21

    1,110,938        745,717   

Extreme Reach, Inc.
1st Lien Term Loan, 7.250%, 02/07/20

    667,147        664,845   

Sutherland Global Services, Inc.
Term Loan B, 6.000%, 04/23/21

    858,934        853,029   

Travelport Finance (Luxembourg) S.a.r.l.
Term Loan B, 5.750%, 09/02/21

    1,183,200        1,184,235   
   

 

 

 
      3,447,826   
   

 

 

 

Leisure Products—0.1%

   

Steinway Musical Instruments, Inc.
1st Lien Term Loan, 4.750%, 09/19/19

    977,581        943,366   
   

 

 

 

Leisure Time—1.0%

   

Bombardier Recreational Products, Inc.
Term Loan B, 3.750%, 01/30/19

    3,149,143        3,115,403   

ClubCorp Club Operations, Inc.
Term Loan, 4.250%, 12/15/22

    1,850,000        1,839,979   

LTF Merger Sub, Inc.
Term Loan B, 4.250%, 06/10/22

    1,364,688        1,351,894   

SRAM LLC
Term Loan B, 4.010%, 04/10/20

    1,666,976        1,365,878   

Town Sports International, Inc.
Term Loan B, 4.500%, 11/15/20

    1,217,566        529,641   
   

 

 

 
      8,202,795   
   

 

 

 

Lodging—1.7%

   

Boyd Gaming Corp.
Term Loan B, 4.000%, 08/14/20

    383,299        383,778   

 

MIST-203


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Lodging—(Continued)

   

Caesars Entertainment Operating Co.
Extended Term Loan B6,
0.000%, 03/01/17 (d)

    1,358,460      $ 1,253,179   

CityCenter Holdings LLC
Term Loan B, 4.300%, 10/16/20

    657,397        657,876   

Four Seasons Holdings, Inc.
1st Lien Term Loan, 3.500%, 06/27/20

    674,552        671,461   

Golden Nugget, Inc.
Delayed Draw Term Loan,
5.500%, 11/21/19

    139,125        138,256   

Term Loan B, 5.500%, 11/21/19

    324,625        322,596   

Hilton Worldwide Finance LLC
Term Loan B2, 3.500%, 10/26/20

    4,461,266        4,467,958   

MGM Resorts International
Term Loan B, 3.500%, 12/20/19

    2,418,750        2,416,735   

Playa Resorts Holding B.V.
Term Loan B, 4.000%, 08/09/19

    2,458,010        2,421,140   

Sonifi Solutions, Inc.
Term Loan C, 6.750%, 03/28/18 (b) (c)

    841,118        252,335   

Tropicana Entertainment, Inc.
Term Loan, 4.000%, 11/27/20

    390,000        388,050   
   

 

 

 
      13,373,364   
   

 

 

 

Machinery—1.1%

   

Allison Transmission, Inc.
Term Loan B3, 3.500%, 08/23/19

    1,807,228        1,808,734   

CPM Holdings, Inc.
Term Loan B, 6.000%, 04/11/22

    272,938        269,867   

Delachaux S.A.
Term Loan B2, 4.500%, 10/28/21

    433,243        421,510   

Doosan Infracore International, Inc.
Term Loan B, 4.500%, 05/28/21

    996,135        989,909   

Dynacast International LLC
Term Loan B, 4.500%, 01/28/22

    618,750        614,867   

Gates Global, Inc.
Term Loan B, 4.250%, 07/06/21

    4,388,202        4,149,593   

Paladin Brands Holding, Inc.
Term Loan B, 7.250%, 08/16/19

    631,848        524,434   
   

 

 

 
      8,778,914   
   

 

 

 

Machinery-Diversified—1.0%

   

EWT Holdings III Corp.
1st Lien Term Loan, 4.750%, 01/15/21

    1,629,285        1,600,773   

Gardner Denver, Inc.
Term Loan, 4.250%, 07/30/20

    3,093,915        2,807,727   

Manitowoc Foodservice, Inc.
Term Loan B, 5.750%, 03/03/23

    1,000,000        1,005,417   

PRA Holdings, Inc.
1st Lien Term Loan, 4.500%, 09/23/20

    2,662,361        2,664,859   
   

 

 

 
      8,078,776   
   

 

 

 

Marine—0.2%

   

Drillships Ocean Ventures, Inc.
Term Loan B, 5.500%, 07/25/21

    1,184,250        546,729   

Stena International S.a.r.l.
Term Loan B, 4.000%, 03/03/21

    1,666,000        1,391,110   
   

 

 

 
      1,937,839   
   

 

 

 

Media—4.9%

  

ALM Media Holdings, Inc.
1st Lien Term Loan, 5.500%, 07/31/20 (b) (c)

    409,063      383,169   

Altice U.S. Finance I Corp.
Extended Term Loan, 4.250%, 12/14/22

    1,865,793        1,862,489   

AMC Entertainment, Inc.
Term Loan, 4.000%, 12/15/22

    2,094,750        2,102,823   

AP NMT Acquisition B.V.
1st Lien Term Loan, 6.750%, 08/13/21

    1,160,964        1,015,843   

Atlantic Broadband Finance LLC
Term Loan B, 3.250%, 11/30/19

    712,189        712,189   

Block Communications, Inc.
Term Loan B, 4.000%, 11/07/21

    221,626        222,457   

CCO Safari III LLC
Term Loan I, 3.500%, 01/24/23

    2,075,000        2,080,003   

Charter Communications Operating LLC
Term Loan E, 3.000%, 07/01/20

    1,288,563        1,285,643   

Crossmark Holdings, Inc.
1st Lien Term Loan, 4.500%, 12/20/19

    1,429,372        1,043,441   

CSC Holdings, Inc.
Term Loan B, 2.933%, 04/17/20

    1,611,104        1,610,853   

Cumulus Media Holdings, Inc.
Term Loan, 4.250%, 12/23/20

    4,395,366        2,988,849   

Entercom Radio LLC
Term Loan B, 4.001%, 11/23/18

    347,480        346,756   

Entravision Communications Corp.
Term Loan, 3.500%, 05/31/20

    1,851,667        1,819,262   

Gray Television, Inc.
Term Loan B, 3.938%, 06/13/21

    244,833        244,588   

Hubbard Radio LLC
Term Loan B, 4.250%, 05/27/22

    652,500        624,769   

iHeartCommunications, Inc.
Extended Term Loan E, 7.933%, 07/30/19

    425,533        293,298   

Term Loan D, 7.183%, 01/30/19

    1,323,104        909,359   

Information Resources, Inc.
Term Loan B, 4.750%, 09/30/20

    1,218,750        1,217,857   

Kasima LLC
Term Loan B, 3.250%, 05/17/21

    614,706        611,056   

Mediacom Illinois LLC
Term Loan E, 3.400%, 10/23/17

    166,165        165,775   

Term Loan G, 3.500%, 06/30/21

    467,875        464,506   

MGOC, Inc.
Term Loan B, 4.000%, 07/31/20

    1,311,502        1,311,175   

MH Sub I LLC
1st Lien Term Loan, 4.750%, 07/08/21

    788,966        769,899   

Mission Broadcasting, Inc.
Term Loan B2, 3.750%, 10/01/20

    788,416        787,430   

Nexstar Broadcasting, Inc.
Term Loan B2, 3.750%, 10/01/20

    894,565        893,447   

Numericable Group S.A.
Term Loan B5, 4.563%, 07/31/22

    374,063        370,633   

Numericable U.S. LLC
Term Loan B1, 4.500%, 05/21/20

    1,217,739        1,211,228   

Term Loan B2, 4.500%, 05/21/20

    1,053,511        1,047,878   

Penton Media, Inc.
Term Loan, 4.750%, 10/03/19

    607,756        602,438   

 

MIST-204


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Media—(Continued)

  

ProQuest LLC
Term Loan B, 5.750%, 10/24/21

    666,549      $ 648,218   

Raycom TV Broadcasting LLC
Term Loan B, 3.750%, 08/04/21

    788,246        776,422   

Sinclair Television Group, Inc.
Term Loan B, 3.000%, 04/09/20

    460,773        458,253   

Springer Science+Business Media Deutschland GmbH
Term Loan B9, 4.750%, 08/14/20

    3,362,163        3,257,095   

Univision Communications, Inc.
Term Loan C4, 4.000%, 03/01/20

    4,685,987        4,645,824   

Zuffa LLC
Term Loan B, 3.750%, 02/25/20

    979,759        971,799   
   

 

 

 
      39,756,724   
   

 

 

 

Metal Fabricate/Hardware—1.3%

   

Ameriforge Group, Inc.
1st Lien Term Loan, 5.000%, 12/19/19

    3,126,354        1,487,622   

JMC Steel Group, Inc.
Term Loan, 4.750%, 04/01/17

    4,354,674        4,349,179   

Rexnord LLC
1st Lien Term Loan B, 4.000%, 08/21/20

    4,460,625        4,405,795   

WireCo WorldGroup, Inc.
Term Loan, 6.000%, 02/15/17

    570,265        562,424   
   

 

 

 
      10,805,020   
   

 

 

 

Mining—1.5%

   

FMG Resources (August 2006) Pty, Ltd.
Term Loan B, 4.250%, 06/30/19

    8,957,365        7,591,367   

Neenah Foundry Co.
Term Loan, 6.750%, 04/26/17

    1,593,687        1,585,719   

Noranda Aluminum Acquisition Corp.
Term Loan B, 5.750%, 02/28/19

    962,500        288,750   

Novelis, Inc.
Term Loan B, 4.000%, 06/02/22

    2,654,938        2,596,309   
   

 

 

 
      12,062,145   
   

 

 

 

Miscellaneous Manufacturing—0.6%

   

Filtration Group Corp.
1st Lien Term Loan, 4.250%, 11/21/20

    288,981        286,723   

Husky Injection Molding Systems, Ltd.
1st Lien Term Loan, 4.250%, 06/30/21

    2,743,733        2,664,851   

RGIS Services LLC
Term Loan C, 5.500%, 10/18/17

    2,677,235        1,914,223   
   

 

 

 
      4,865,797   
   

 

 

 

Multi-Utilities—0.0%

   

Lonestar Generation LLC
Term Loan B, 5.250%, 02/22/21

    541,718        354,826   
   

 

 

 

Oil & Gas—2.2%

   

Bronco Midstream Funding LLC
Term Loan B, 5.000%, 08/15/20 (b) (c)

    2,311,523        1,323,578   

CITGO Holding, Inc.
Term Loan B, 9.500%, 05/12/18

    836,057        839,192   

Oil & Gas—(Continued)

   

Citgo Petroleum Corp.
Term Loan B, 4.500%, 07/29/21

    2,441,578      2,359,175   

Crestwood Holdings LLC
Term Loan B1, 9.000%, 06/19/19 (b) (c)

    1,689,576        545,902   

Emerald Expositions Holding, Inc.
Term Loan B, 4.750%, 06/17/20

    936,101        933,761   

Fieldwood Energy LLC
1st Lien Term Loan, 3.875%, 10/01/18

    1,051,437        722,206   

2nd Lien Term Loan, 8.375%, 09/30/20

    675,000        119,812   

MEG Energy Corp.
Term Loan, 3.750%, 03/31/20

    6,789,345        5,524,829   

Oxbow Carbon LLC
Term Loan B, 4.250%, 07/19/19

    2,035,908        1,944,292   

Paragon Offshore Finance Co.
Term Loan B, 5.250%, 07/18/21

    839,375        186,062   

Samson Investment Co.
2nd Lien Term Loan, 0.000%, 09/25/18 (d)

    825,000        14,438   

Sheridan Production Partners I LLC
Term Loan B2, 4.250%, 10/01/19

    1,888,903        901,951   

Term Loan B2 I-A, 4.250%, 10/01/19

    250,295        119,516   

Term Loan B2 I-M, 4.250%, 10/01/19

    152,882        73,001   

Southcross Energy Partners L.P.
1st Lien Term Loan, 5.250%, 08/04/21

    491,250        353,700   

Southcross Holdings Borrower L.P.
Term Loan B, 0.000%, 08/04/21 (d)

    394,000        45,967   

Targa Resources Corp.
Term Loan B, 5.750%, 02/25/22

    260,465        237,674   

TPF II Power LLC
Term Loan B, 5.500%, 10/02/21

    1,324,575        1,289,805   
   

 

 

 
      17,534,861   
   

 

 

 

Packaging & Containers—2.1%

   

Berry Plastics Holding Corp.
Term Loan E, 3.750%, 01/06/21

    4,123,000        4,115,842   

Term Loan F, 4.000%, 10/01/22

    1,018,679        1,020,235   

Hilex Poly Co. LLC
Term Loan B, 6.000%, 12/05/21

    2,623,500        2,623,500   

Reynolds Group Holdings, Inc.
Term Loan, 4.500%, 12/01/18

    5,206,251        5,210,687   

SIG Combibloc U.S. Acquisition, Inc.
Term Loan, 4.250%, 03/13/22

    2,701,472        2,695,683   

Signode Industrial Group U.S., Inc.
Term Loan B, 3.750%, 05/01/21

    1,032,500        1,004,106   

TricorBraun, Inc.
Term Loan B, 4.000%, 05/03/18

    573,945        565,336   
   

 

 

 
      17,235,389   
   

 

 

 

Pharmaceuticals—2.3%

   

Akorn, Inc.
Term Loan B, 6.000%, 04/16/21

    895,627        894,507   

Alkermes, Inc.
Term Loan, 3.500%, 09/25/19

    362,782        357,340   

Amneal Pharmaceuticals LLC
Term Loan, 4.500%, 11/01/19

    2,674,711        2,650,473   

 

MIST-205


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Pharmaceuticals—(Continued)

   

Auris Luxembourg III S.a.r.l.
Term Loan B4, 4.250%, 01/15/22

    742,514      $ 741,122   

DPx Holdings B.V.
Incremental Term Loan, 4.250%, 03/11/21

    2,898,375        2,799,952   

Endo Luxembourg Finance Co. I S.a.r.l.
Term Loan B, 3.750%, 09/26/22

    2,643,375        2,607,028   

Horizon Pharma, Inc.
Term Loan B, 4.500%, 05/07/21

    223,313        215,985   

Indivior Finance S.a.r.l.
Term Loan B, 7.000%, 12/19/19

    960,938        922,500   

Valeant Pharmaceuticals International, Inc.
Term Loan B, 3.750%, 08/05/20

    3,801,839        3,582,553   

Term Loan B, 5.500%, 12/11/19

    3,965,490        3,751,520   
   

 

 

 
      18,522,980   
   

 

 

 

Pipelines—0.2%

   

Energy Transfer Equity L.P.
Term Loan, 3.250%, 12/02/19

    1,825,000        1,634,516   

Term Loan, 4.000%, 12/02/19

    395,000        356,487   
   

 

 

 
      1,991,003   
   

 

 

 

Real Estate—1.4%

   

Auction.com LLC
Term Loan B, 6.000%, 05/12/19

    1,039,500        1,030,404   

DTZ U.S. Borrower LLC
1st Lien Term Loan, 4.250%, 11/04/21

    2,580,500        2,558,997   

MCS AMS Sub-Holdings LLC
Term Loan B, 7.500%, 10/15/19 (b) (c)

    510,000        461,958   

RE/MAX International, Inc.
Term Loan B, 4.250%, 07/31/20

    1,482,172        1,461,174   

Realogy Corp.
Term Loan B, 3.750%, 03/05/20

    4,402,527        4,410,782   

RHP Hotel Properties L.P.
Term Loan B, 3.500%, 01/15/21

    663,188        664,431   

Starwood Property Trust, Inc.
Term Loan B, 3.500%, 04/17/20

    1,046,650        1,038,146   
   

 

 

 
      11,625,892   
   

 

 

 

Retail—6.1%

   

99 Cents Only Stores
Term Loan, 4.500%, 01/11/19

    1,053,758        719,190   

Ascena Retail Group, Inc.
Term Loan B, 5.250%, 08/21/22

    1,620,785        1,584,825   

Bass Pro Group LLC
Term Loan, 4.000%, 06/05/20

    1,143,629        1,103,602   

David’s Bridal, Inc.
Term Loan B, 5.250%, 10/11/19

    621,040        563,594   

Dollar Tree, Inc.
Term Loan B1, 3.500%, 07/06/22

    2,025,325        2,030,923   

Evergreen Acqco 1 L.P.
Term Loan, 5.000%, 07/09/19

    1,473,878        1,190,156   

General Nutrition Centers, Inc.
Term Loan, 3.250%, 03/04/19

    2,925,189        2,905,043   

Harbor Freight Tools USA, Inc.
1st Lien Term Loan, 4.750%, 07/26/19

    951,500        956,020   

Retail—(Continued)

   

J Crew Group, Inc.
Term Loan B, 4.000%, 03/05/21

    3,194,875      2,508,641   

Jo-Ann Stores, Inc.
Term Loan, 4.000%, 03/16/18

    2,592,656        2,530,272   

Landry’s, Inc.
Term Loan B, 4.000%, 04/24/18

    1,974,148        1,969,706   

Men’s Wearhouse, Inc. (The)
Term Loan B, 4.500%, 06/18/21

    937,500        903,516   

Michaels Stores, Inc.
Incremental Term Loan B2, 4.000%, 01/28/20

    808,529        810,298   

Term Loan B, 3.750%, 01/28/20

    2,431,250        2,429,478   

NBTY, Inc.
Term Loan B2, 3.500%, 10/01/17

    7,800,792        7,777,389   

Neiman Marcus Group, Inc. (The)
Term Loan, 4.250%, 10/25/20

    2,374,266        2,181,027   

P.F. Chang’s China Bistro, Inc.
Term Loan B, 4.250%, 07/02/19

    377,246        359,798   

Party City Holdings, Inc.
Term Loan B, 4.250%, 08/19/22

    2,686,350        2,668,722   

PetSmart, Inc.
Term Loan B1, 4.250%, 03/11/22

    4,788,813        4,775,045   

Pier 1 Imports (U.S.), Inc.
Term Loan B, 4.500%, 04/30/21

    1,508,237        1,395,119   

Pilot Travel Centers LLC
Term Loan B, 3.750%, 10/01/21

    1,468,937        1,478,117   

Rite Aid Corp.
2nd Lien Term Loan, 5.750%, 08/21/20

    450,000        452,250   

Serta Simmons Holdings LLC
Term Loan, 4.250%, 10/01/19

    4,681,550        4,684,111   

Toys “R” Us Property Co. I LLC
Term Loan B, 6.000%, 08/21/19

    1,509,232        1,331,897   
   

 

 

 
      49,308,739   
   

 

 

 

Semiconductors—2.1%

   

Avago Technologies Cayman, Ltd.
Term Loan B1, 4.250%, 02/01/23

    8,550,000        8,518,527   

Entegris, Inc.
Term Loan B, 3.500%, 04/30/21

    352,492        349,701   

Lattice Semiconductor Corp.
Term Loan, 5.250%, 03/10/21

    2,054,250        1,930,995   

M/A-COM Technology Solutions Holdings, Inc.
Term Loan, 4.500%, 05/07/21

    491,250        491,250   

Microsemi Corp.
Term Loan B, 5.250%, 01/15/23

    926,471        931,914   

NXP B.V.
Term Loan B, 3.750%, 12/07/20

    1,670,813        1,677,208   

Term Loan D, 3.250%, 01/11/20

    2,071,875        2,064,106   

ON Semiconductor Corp.
Term Loan B, 03/31/23 (e)

    1,075,000        1,078,763   
   

 

 

 
      17,042,464   
   

 

 

 

Software—5.5%

   

Activision Blizzard, Inc.
Term Loan B, 3.250%, 10/12/20

    1,566,250        1,574,448   

 

MIST-206


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Software—(Continued)

   

Campaign Monitor Finance Pty, Ltd.
1st Lien Term Loan, 6.250%, 03/18/21

    729,926      $ 706,204   

CCC Information Services, Inc.
Term Loan, 4.000%, 12/20/19

    826,133        817,098   

Eze Castle Software, Inc.
1st Lien Term Loan, 04/06/20 (e)

    1,000,000        993,750   

First Data Corp.
Extended Term Loan, 3.932%, 03/24/18

    3,914,391        3,911,663   

Term Loan, 3.932%, 09/24/18

    1,850,000        1,847,303   

Term Loan, 4.182%, 07/08/22

    775,000        771,529   

Global Healthcare Exchange LLC
Term Loan B, 5.500%, 08/15/22

    1,069,625        1,068,288   

GXS Group, Inc.
Term Loan B, 3.250%, 01/16/21

    1,001,938        1,004,067   

Hyland Software, Inc.
Term Loan, 4.750%, 07/01/22

    1,330,396        1,313,766   

Infor (U.S.), Inc.
Term Loan B3, 3.750%, 06/03/20

    427,472        415,361   

Term Loan B5, 3.750%, 06/03/20

    8,323,174        8,089,084   

Informatica Corp.
Term Loan, 4.500%, 08/05/22

    2,263,625        2,224,577   

ION Trading Finance, Ltd.
Term Loan B1, 4.250%, 06/10/21

    1,679,794        1,662,996   

Kronos, Inc.
Incremental Term Loan, 4.500%, 10/30/19

    5,635,572        5,605,985   

MA FinanceCo. LLC
Term Loan B, 5.250%, 11/19/21

    984,210        984,702   

Term Loan C, 4.500%, 11/20/19

    1,040,625        1,037,243   

Magic Newco LLC
1st Lien Term Loan, 5.000%, 12/12/18

    2,179,847        2,184,274   

Mitel U.S. Holdings, Inc.
Term Loan, 5.500%, 04/29/22

    700,795        700,357   

Renaissance Learning, Inc.
1st Lien Term Loan, 4.500%, 04/09/21

    1,749,399        1,702,384   

Rocket Software, Inc.
Term Loan, 5.750%, 02/08/18

    403,089        401,745   

SS&C Technologies, Inc.
Term Loan B1, 4.010%, 07/08/22

    1,963,004        1,969,139   

Term Loan B2, 4.020%, 07/08/22

    284,549        285,438   

Sybil Software LLC
Term Loan B, 4.250%, 03/20/20

    1,077,885        1,078,783   

Vertafore, Inc.
1st Lien Term Loan, 4.250%, 10/03/19

    958,252        957,294   

Wall Street Systems Delaware, Inc.
Term Loan B, 4.250%, 04/30/21

    1,201,087        1,192,829   
   

 

 

 
      44,500,307   
   

 

 

 

Telecommunications—4.7%

   

CommScope, Inc.
Term Loan B4, 3.313%, 01/14/18

    623,512        623,699   

Term Loan B5, 3.828%, 12/29/22

    945,250        941,705   

Intelsat Jackson Holdings S.A.
Term Loan B2, 3.750%, 06/30/19

    8,125,000        7,599,418   

Telecommunications—(Continued)

   

MCC Iowa LLC
Term Loan H, 3.250%, 01/29/21

    923,875      918,967   

Term Loan J, 3.750%, 06/30/21

    835,125        832,907   

Neptune Finco Corp.
Term Loan B, 5.000%, 10/09/22

    3,750,000        3,763,125   

Syniverse Holdings, Inc.
Term Loan, 4.000%, 04/23/19

    1,751,683        1,313,762   

Term Loan B, 4.000%, 04/23/19

    1,892,898        1,419,674   

Telesat Canada
Term Loan B2, 3.500%, 03/28/19

    3,586,151        3,575,661   

UPC Financing Partnership
Term Loan AH, 3.344%, 06/30/21

    4,028,489        3,997,019   

Virgin Media Investment Holdings, Ltd.
Term Loan F, 3.500%, 06/30/23

    4,773,094        4,739,535   

West Corp.
Term Loan B10, 3.250%, 06/30/18

    4,475,658        4,460,625   

Windstream Corp.
Term Loan B5, 3.500%, 08/08/19

    868,753        847,577   

Ziggo Financing Partnership
Term Loan B1, 3.500%, 01/15/22

    961,447        951,231   

Term Loan B2A, 3.508%, 01/15/22

    619,574        612,992   

Term Loan B3, 3.601%, 01/15/22

    1,018,979        1,008,152   
   

 

 

 
      37,606,049   
   

 

 

 

Trading Companies & Distributors—0.1%

  

Solenis International L.P.
1st Lien Term Loan, 4.250%, 07/31/21

    295,500        284,696   

STS Operating, Inc.
Term Loan, 4.750%, 02/12/21

    318,500        277,095   
   

 

 

 
      561,791   
   

 

 

 

Transportation—0.1%

  

Atlantic Aviation FBO, Inc.
Term Loan B, 3.250%, 06/01/20

    633,307        628,293   

Kenan Advantage Group, Inc.
Delayed Draw Term Loan, 1.690%, 01/31/17 (f)

    47,872        47,573   

Term Loan, 4.000%, 07/31/22

    341,076        338,944   

Term Loan B, 4.000%, 07/31/22

    108,791        108,111   
   

 

 

 
      1,122,921   
   

 

 

 

Wireless Telecommunication Services—0.2%

  

SBA Senior Finance II LLC
Term Loan B1, 3.250%, 03/24/21

    1,940,438        1,935,224   
   

 

 

 

Total Floating Rate Loans
(Cost $816,628,615)

      770,411,334   
   

 

 

 
Common Stocks—0.1%   

Commercial Services—0.0%

  

Education Management Holding
LLC (b) (c) (g) (h)

    3,109,136        0   

IAP Worldwide Services
LLC (b) (c) (g) (h)

    44        158,826   
   

 

 

 
      158,826   
   

 

 

 

 

MIST-207


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description  

Shares/

Principal
Amount*

    Value  

Health Care Providers & Services—0.1%

  

Millennium Health LLC (g) (h)

    31,600      $ 493,750   
   

 

 

 

Total Common Stocks
(Cost $459,289)

      652,576   
   

 

 

 
Preferred Stock—0.0%   

Commercial Services—0.0%

  

Education Management Corp. (b) (c) (g) (h)
(Cost $244,125)

    3,459        30,093   
   

 

 

 
Corporate Bonds & Notes—0.0%   

Aerospace/Defense—0.0%

   

Erickson Air-Crane, Inc.
6.000%, 11/02/20 (b) (c)
(Cost $46,393)

    55,446        24,424   
   

 

 

 
Short-Term Investment—4.4%   

Repurchase Agreement—4.4%

  

Fixed Income Clearing Corp.
Repurchase Agreement
dated 03/31/16 at 0.030%
to be repurchased at $35,636,040
on 04/01/16, collateralized by
$35,380,000 U.S. Treasury Note at 1.750% due 10/31/20 with a value of $36,352,950.

    35,636,010        35,636,010   
   

 

 

 

Total Short-Term Investments
(Cost $35,636,010)

      35,636,010   
   

 

 

 

Total Investments—100.1%
(Cost $853,014,432)

      806,754,437   

Unfunded Loan Commitments—(0.1)%
(Cost $(697,872))

      (697,872

Net Investments—100.0%
(Cost $852,316,560) (i)

      806,056,565   

Other assets and liabilities (net)—0.0%

      (341,094
   

 

 

 
Net Assets—100.0%     $ 805,715,471   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Floating rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will have an expected average life of approximately two to four years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility and includes commitment fees on unfunded loan commitments, if any. Senior Loans typically have rates of interest which are determined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base rates are primarily the London Interbank Offered Rate (“LIBOR”) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.
(b) Security was valued in good faith under procedures approved by the Board of Trustees. As of March 31, 2016, these securities represent 0.6% of net assets.
(c) Illiquid security. As of March 31, 2016, these securities represent 0.6% of net assets.
(d) Non-income producing; security is in default and/or issuer is in bankruptcy.
(e) This loan will settle after March 31, 2016, at which time the interest rate will be determined.
(f) Unfunded or partially unfunded loan commitments. The Portfolio may enter into certain credit agreements for which all or a portion may be unfunded. The Portfolio is obligated to fund these commitments at the borrower’s discretion.
(g) Security was acquired in connection with a restructuring of a senior loan and may be subject to restrictions on resale.
(h) Non-income producing security.
(i) As of March 31, 2016, the aggregate cost of investments was $852,316,560. The aggregate unrealized appreciation and depreciation of investments were $1,652,784 and $(47,912,779), respectively, resulting in net unrealized depreciation of $(46,259,995).

 

MIST-208


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Floating Rate Loans            

Advertising

   $ —         $ 3,218,734       $ —         $ 3,218,734   

Aerospace/Defense

     —           17,682,217         —           17,682,217   

Auto Components

     —           9,046,448         —           9,046,448   

Auto Manufacturers

     —           5,227,416         —           5,227,416   

Auto Parts & Equipment

     —           7,765,550         —           7,765,550   

Beverages

     —           1,664,763         —           1,664,763   

Biotechnology

     —           1,035,023         —           1,035,023   

Building Materials

     —           3,731,470         —           3,731,470   

Capital Markets

     —           10,493,754         506,125         10,999,879   

Chemicals

     —           47,020,292         —           47,020,292   

Coal (Less Unfunded Loan Commitments of $650,000)

     —           3,407,768         —           3,407,768   

Commercial Services

     —           46,760,225         676,985         47,437,210   

Computers

     —           6,104,191         500,278         6,604,469   

Construction Materials

     —           1,519,636         —           1,519,636   

Cosmetics/Personal Care

     —           3,630,859         —           3,630,859   

Distribution/Wholesale

     —           1,362,994         —           1,362,994   

Distributors

     —           218,050         —           218,050   

Diversified Consumer Services

     —           1,400,631         —           1,400,631   

Diversified Financial Services

     —           25,534,956         —           25,534,956   

Electric

     —           19,943,551         —           19,943,551   

Electrical Components & Equipment

     —           10,430,833         —           10,430,833   

Electronics

     —           12,898,963         —           12,898,963   

Energy Equipment & Services

     —           2,705,446         —           2,705,446   

Engineering & Construction

     —           749,766         —           749,766   

Entertainment

     —           15,572,161         —           15,572,161   

Environmental Control

     —           1,996,799         —           1,996,799   

Food

     —           40,294,191         —           40,294,191   

Hand/Machine Tools

     —           2,939,018         —           2,939,018   

Healthcare-Products

     —           23,912,585         —           23,912,585   

Healthcare-Services

     —           49,952,413         —           49,952,413   

Home Furnishings

     —           451,747         —           451,747   

Hotels, Restaurants & Leisure

     —           4,695,786         —           4,695,786   

Household Products/Wares

     —           10,378,424         —           10,378,424   

Industrial Conglomerates

     —           1,843,854         —           1,843,854   

Insurance

     —           20,899,774         —           20,899,774   

Internet

     —           19,992,646         —           19,992,646   

 

MIST-209


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2      Level 3      Total  

Internet Software & Services

   $ —         $ 3,447,826       $ —         $ 3,447,826   

Leisure Products

     —           943,366         —           943,366   

Leisure Time

     —           8,202,795         —           8,202,795   

Lodging

     —           13,121,029         252,335         13,373,364   

Machinery

     —           8,778,914         —           8,778,914   

Machinery-Diversified

     —           8,078,776         —           8,078,776   

Marine

     —           1,937,839         —           1,937,839   

Media

     —           39,373,555         383,169         39,756,724   

Metal Fabricate/Hardware

     —           10,805,020         —           10,805,020   

Mining

     —           12,062,145         —           12,062,145   

Miscellaneous Manufacturing

     —           4,865,797         —           4,865,797   

Multi-Utilities

     —           354,826         —           354,826   

Oil & Gas

     —           15,665,381         1,869,480         17,534,861   

Packaging & Containers

     —           17,235,389         —           17,235,389   

Pharmaceuticals

     —           18,522,980         —           18,522,980   

Pipelines

     —           1,991,003         —           1,991,003   

Real Estate

     —           11,163,934         461,958         11,625,892   

Retail

     —           49,308,739         —           49,308,739   

Semiconductors

     —           17,042,464         —           17,042,464   

Software

     —           44,500,307         —           44,500,307   

Telecommunications

     —           37,606,049         —           37,606,049   

Trading Companies & Distributors

     —           561,791         —           561,791   

Transportation (Less Unfunded Loan Commitments of $47,872)

     —           1,075,049         —           1,075,049   

Wireless Telecommunication Services

     —           1,935,224         —           1,935,224   

Total Floating Rate Loans (Less Unfunded Loan Commitments)

     —           765,063,132         4,650,330         769,713,462   
Common Stocks            

Commercial Services

     —           —           158,826         158,826   

Health Care Providers & Services

     —           493,750         —           493,750   

Total Common Stocks

     —           493,750         158,826         652,576   

Total Preferred Stock*

     —           —           30,093         30,093   

Total Corporate Bonds & Notes*

     —           —           24,424         24,424   

Total Short-Term Investment*

     —           35,636,010         —           35,636,010   

Total Net Investments

   $ —         $ 801,192,892       $ 4,863,673       $ 806,056,565   
                                     

 

* See Schedule of Investments for additional detailed categorizations.

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

Investments in
Securities

  Balance as of
December 31,
2015
    Accrued
Discounts/
(Premiums)
    Realized
Gain
    Change in
Unrealized
Appreciation/
(Depreciation)
    Purchases     Sales     Transfers
into
Level 3
    Transfers
out of
Level 3
    Balance
as of
March 31,
2016
    Change in
Unrealized
Appreciation/
(Depreciation)
from Investments
Still Held at
March 31,
2016
 
Floating Rate Loans                 

Capital Markets

  $ 2,367,223      $ 257      $ —        $ 1,828      $ —        $ —        $ —        $ (1,863,183   $ 506,125      $ 1,828   

Commercial Services

    724,793        5,420        114        (60,030     7,546        (858 ) (a)      —          —          676,985        (60,030

Computers

    502,543        1,445        320        11,595        —          (15,625 ) (a)      —          —          500,278        11,595   

Healthcare-Products

    989,855        —          —          —          —          —          —          (989,855     —          —     

Lodging

    147,553        13,972        282        92,574        —          (2,046 ) (a)      —          —          252,335        92,574   

Media

    371,700        174        19        13,932        —          (2,656 ) (a)      —          —          383,169        13,932   

Oil & Gas

    —          835        429        (1,093,282     —          (80,003 ) (a)      3,041,501        —          1,869,480        (1,093,282

Real Estate

    —          638        213        44,932        —          (11,250 ) (a)      427,425        —          461,958        44,932   

 

MIST-210


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Investments in
Securities

  Balance as of
December 31,
2015
    Accrued
Discounts/
(Premiums)
    Realized
Gain
    Change in
Unrealized
Appreciation/
(Depreciation)
    Purchases     Sales      Transfers
into
Level 3
    Transfers
out of
Level 3
    Balance
as of
March 31,
2016
    Change in
Unrealized
Appreciation/
(Depreciation)
from Investments
Still Held at
March 31,
2016
 
Preferred Stocks                  

Commercial Services

  $ 46,454      $ —        $ —        $ (16,361   $ —        $ —         $ —        $ —        $ 30,093      $ (16,361
Common Stocks                  

Commercial Services

    92,744        —          —          66,082        —          —           —          —          158,826        66,082   

Health Care Providers & Services

    274,288        —          —          —          —          —           —          (274,288     —          —     
Corporate Bonds & Notes                  

Aerospace/Defense

    24,108        380        —          (64     —          —           —          —          24,424        (64
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 
  $ 5,541,261      $ 23,121      $ 1,377      $ (938,794   $ 7,546      $ (112,438    $ 3,468,926      $ (3,127,326   $ 4,863,673      $ (938,794
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

 

(a) Sales include principal reductions

Floating Rate Loans in the amount of $3,468,926 transferred into level 3 due to a decline in market activity for significant observables which resulted in a lack of available market inputs to determine price.

Floating Rate Loans in the amount of $2,853,038 and Common Stock in the amount of $274,288 transferred out of level 3 due to the initiation of a vendor or broker providing prices that are based on market activity which has been determined to be significant observable inputs.

 

MIST-211


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—47.1% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Aerospace/Defense—0.2%

  

Lockheed Martin Corp.
1.850%, 11/23/18

    2,500,000      $ 2,528,547   
   

 

 

 

Agriculture—0.9%

  

Altria Group, Inc.
2.625%, 01/14/20

    3,900,000        4,031,114   

Japan Tobacco, Inc.
2.100%, 07/23/18 (144A)

    4,000,000        4,037,804   

Reynolds American, Inc.
2.300%, 06/12/18

    4,000,000        4,079,872   
   

 

 

 
      12,148,790   
   

 

 

 

Auto Manufacturers—0.8%

  

Fiat Chrysler Automobiles NV
4.500%, 04/15/20 (a)

    2,000,000        2,030,000   

Ford Motor Credit Co. LLC
2.597%, 11/04/19

    3,000,000        3,010,863   

3.157%, 08/04/20

    5,000,000        5,100,345   

General Motors Financial Co., Inc.
2.625%, 07/10/17

    1,100,000        1,106,695   
   

 

 

 
      11,247,903   
   

 

 

 

Auto Parts & Equipment—0.5%

  

Delphi Automotive plc
3.150%, 11/19/20

    6,200,000        6,329,915   
   

 

 

 

Banks—15.1%

   

ANZ New Zealand International, Ltd.
2.850%, 08/06/20 (144A) (a)

    4,600,000        4,714,227   

Banca Monte dei Paschi di Siena S.p.A.
2.875%, 04/16/21 (EUR)

    4,100,000        5,097,936   

Banco Comercial Portugues S.A.
4.750%, 06/22/17 (EUR)

    1,800,000        2,155,772   

Bank of America Corp.
1.662%, 01/15/19 (b)

    6,600,000        6,567,469   

2.600%, 01/15/19

    2,500,000        2,542,275   

2.650%, 04/01/19

    4,000,000        4,070,212   

Bank of New York Mellon Corp. (The)
1.488%, 08/17/20 (b)

    3,900,000        3,882,372   

Bankinter S.A.
1.750%, 06/10/19 (EUR)

    3,800,000        4,485,781   

BB&T Corp.
1.276%, 02/01/19 (b)

    8,000,000        7,909,616   

2.050%, 06/19/18

    1,000,000        1,011,764   

CIT Group, Inc.
3.875%, 02/19/19

    3,000,000        2,992,500   

4.250%, 08/15/17

    700,000        712,327   

5.000%, 05/15/17

    400,000        407,000   

5.250%, 03/15/18

    500,000        517,250   

Citigroup, Inc.
0.906%, 06/09/16 (b)

    6,400,000        6,396,314   

1.390%, 04/08/19 (b)

    1,600,000        1,576,171   

2.400%, 02/18/20 (a)

    4,600,000        4,617,595   

Credit Suisse AG
1.125%, 05/26/17 (b)

    3,900,000        3,889,158   

Banks—(Continued)

   

Depfa ACS Bank
1.650%, 12/20/16 (JPY)

    350,000,000      3,130,977   

2.125%, 10/13/17 (CHF)

    2,750,000        2,951,484   

Deutsche Bank AG
1.928%, 08/20/20 (b)

    4,600,000        4,511,947   

Fifth Third Bank
1.128%, 11/18/16 (b)

    7,300,000        7,310,972   

Goldman Sachs Group, Inc. (The)
1.834%, 09/15/20 (b)

    7,000,000        6,951,630   

HSBC Bank Brasil S.A. - Banco Multiplo
4.000%, 05/11/16 (144A)

    4,200,000        4,200,420   

HSBC Holdings plc
3.400%, 03/08/21

    1,500,000        1,530,739   

HSBC USA, Inc.
2.000%, 08/07/18

    4,600,000        4,614,370   

Industrial & Commercial Bank of China, Ltd.
3.231%, 11/13/19

    4,000,000        4,134,464   

ING Bank NV
1.315%, 10/01/19 (144A) (b)

    6,300,000        6,198,564   

Intesa Sanpaolo S.p.A.
Zero Coupon, 05/18/17 (EUR) (b)

    1,100,000        1,247,732   

2.375%, 01/13/17

    1,000,000        1,004,338   

3.875%, 01/16/18

    3,900,000        3,991,053   

3.875%, 01/15/19

    6,100,000        6,276,412   

JPMorgan Chase & Co.
1.519%, 01/25/18 (b)

    8,000,000        8,024,736   

2.200%, 10/22/19

    7,000,000        7,119,945   

Morgan Stanley
1.761%, 01/27/20 (b)

    7,900,000        7,848,500   

MUFG Union Bank N.A.
1.380%, 09/26/16 (b)

    2,000,000        2,003,688   

National Australia Bank, Ltd.
1.875%, 07/23/18

    4,700,000        4,725,577   

Norddeutsche Landesbank Girozentrale
2.000%, 02/05/19 (144A)

    4,000,000        4,042,536   

Regions Financial Corp.
2.000%, 05/15/18

    3,200,000        3,179,680   

Royal Bank of Canada
2.100%, 10/14/20

    3,700,000        3,719,029   

Royal Bank of Scotland plc (The)
6.934%, 04/09/18 (EUR)

    1,800,000        2,247,921   

Svenska Handelsbanken AB
1.132%, 06/17/19 (b)

    4,500,000        4,432,905   

Toronto-Dominion Bank (The)
2.250%, 03/15/21 (144A)

    7,000,000        7,064,064   

UniCredit S.p.A.
0.808%, 04/10/17 (EUR) (b)

    2,300,000        2,629,753   

Unione di Banche Italiane S.p.A
2.875%, 02/18/19 (EUR)

    3,600,000        4,347,838   

Wachovia Corp.
0.992%, 10/15/16 (b)

    8,500,000        8,496,957   

Wells Fargo & Co.
1.501%, 07/22/20 (b)

    7,800,000        7,739,082   

Westpac Banking Corp.
2.100%, 02/25/21 (144A) (a)

    5,300,000        5,321,099   

2.250%, 11/09/20 (144A)

    3,700,000        3,739,679   

 

MIST-212


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

   

Woori Bank
4.750%, 04/30/24 (144A)

    3,900,000      $ 4,098,662   
   

 

 

 
      212,382,492   
   

 

 

 

Beverages—0.8%

  

Anheuser-Busch InBev Finance, Inc.
2.650%, 02/01/21

    3,400,000        3,493,796   

Coca-Cola Femsa S.A.B. de C.V.
2.375%, 11/26/18

    4,000,000        4,060,736   

Constellation Brands, Inc.
3.875%, 11/15/19 (a)

    1,700,000        1,782,875   

7.250%, 09/01/16

    2,000,000        2,040,000   

Pernod Ricard S.A.
2.125%, 09/27/24 (EUR)

    300,000        363,895   
   

 

 

 
      11,741,302   
   

 

 

 

Biotechnology—1.0%

  

Amgen, Inc.
1.218%, 05/22/19 (b)

    6,200,000        6,145,874   

Biogen, Inc.
2.900%, 09/15/20

    4,500,000        4,631,170   

Celgene Corp.
2.300%, 08/15/18 (a)

    3,000,000        3,045,009   
   

 

 

 
      13,822,053   
   

 

 

 

Chemicals—0.1%

   

Arkema S.A.
1.500%, 01/20/25 (EUR)

    1,300,000        1,490,051   
   

 

 

 

Coal—0.0%

   

Peabody Energy Corp.
10.000%, 03/15/22 (144A)

    2,000,000        150,000   
   

 

 

 

Computers—1.1%

   

Apple, Inc.
0.869%, 05/03/18 (b)

    5,100,000        5,090,846   

1.438%, 02/22/19 (b)

    3,900,000        3,934,581   

Dell, Inc.
3.100%, 04/01/16 (a)

    1,500,000        1,500,000   

Hewlett Packard Enterprise Co.
2.559%, 10/05/18 (144A) (b)

    4,500,000        4,506,912   
   

 

 

 
      15,032,339   
   

 

 

 

Cosmetics/Personal Care—0.1%

  

Colgate-Palmolive Co.
0.900%, 05/01/18 (a)

    2,000,000        1,999,148   
   

 

 

 

Diversified Financial Services—1.3%

  

AerCap Ireland Capital, Ltd. / AerCap Global Aviation Trust
4.250%, 07/01/20

    2,000,000        2,017,500   

Capital One Bank USA N.A.
2.300%, 06/05/19

    5,900,000        5,879,775   

Diversified Financial Services—(Continued)

  

Lincoln Finance, Ltd.
7.375%, 04/15/21 (144A)

    200,000      208,000   

Navient Corp.
5.500%, 01/15/19

    4,000,000        3,930,000   

8.450%, 06/15/18

    500,000        535,625   

Seven & Seven, Ltd.
1.898%, 09/11/19 (144A) (b)

    1,120,000        1,115,545   

Springleaf Finance Corp.
5.750%, 09/15/16 (a)

    3,000,000        3,022,500   

6.000%, 06/01/20

    1,000,000        960,000   
   

 

 

 
      17,668,945   
   

 

 

 

Electric—1.3%

   

Dominion Resources, Inc.
2.500%, 12/01/19 (a)

    1,900,000        1,921,512   

DPL, Inc.
6.500%, 10/15/16

    496,000        505,920   

Engie S.A.
1.625%, 10/10/17 (144A)

    1,000,000        1,001,297   

Korea Western Power Co., Ltd.
3.125%, 05/10/17 (144A)

    3,100,000        3,152,027   

Southern Co. (The)
2.450%, 09/01/18

    3,000,000        3,047,973   

State Grid Overseas Investment, Ltd.
1.750%, 05/22/18 (144A)

    2,000,000        1,994,652   

2.750%, 05/07/19 (144A)

    1,100,000        1,128,737   

Talen Energy Supply LLC
6.200%, 05/15/16

    6,000,000        6,030,000   
   

 

 

 
      18,782,118   
   

 

 

 

Entertainment—0.2%

  

International Game Technology plc
5.625%, 02/15/20 (144A)

    2,500,000        2,593,750   
   

 

 

 

Food—0.8%

   

JBS USA LLC / JBS USA Finance, Inc.
7.250%, 06/01/21 (144A)

    2,000,000        1,992,000   

8.250%, 02/01/20 (144A)

    500,000        512,500   

Kraft Heinz Foods Co.
2.000%, 07/02/18 (144A)

    4,000,000        4,037,012   

2.250%, 06/05/17

    3,000,000        3,028,857   

Mondelez International, Inc.
1.136%, 02/01/19 (b)

    2,000,000        1,971,264   
   

 

 

 
      11,541,633   
   

 

 

 

Forest Products & Paper—0.0%

  

Verso Paper Holdings LLC / Verso Paper, Inc.
11.750%, 01/15/19 (c)

    108,000        12,690   
   

 

 

 

Gas—0.4%

   

Sempra Energy
2.850%, 11/15/20

    5,700,000        5,795,401   
   

 

 

 

 

MIST-213


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Healthcare-Products—1.0%

  

Becton Dickinson & Co.
2.675%, 12/15/19

    4,000,000      $ 4,097,984   

Edwards Lifesciences Corp.
2.875%, 10/15/18 (a)

    1,400,000        1,433,704   

Stryker Corp.
2.000%, 03/08/19

    5,500,000        5,558,734   

Zimmer Biomet Holdings, Inc.
2.700%, 04/01/20

    2,500,000        2,535,053   
   

 

 

 
      13,625,475   
   

 

 

 

Healthcare-Services—0.8%

  

CHS/Community Health Systems, Inc.
7.125%, 07/15/20 (a)

    500,000        472,500   

HCA, Inc.
4.250%, 10/15/19

    2,800,000        2,885,750   

Laboratory Corp. of America Holdings
2.200%, 08/23/17

    1,000,000        1,005,591   

Tenet Healthcare Corp.
5.500%, 03/01/19

    7,000,000        6,930,000   
   

 

 

 
      11,293,841   
   

 

 

 

Holding Companies-Diversified—0.2%

  

Hutchison Whampoa International, Ltd.
1.625%, 10/31/17 (144A)

    3,200,000        3,198,714   
   

 

 

 

Home Builders—2.3%

  

Beazer Homes USA, Inc.
5.750%, 06/15/19 (a)

    16,500,000        14,602,500   

8.125%, 06/15/16

    3,000,000        3,041,700   

Centex LLC
6.500%, 05/01/16

    6,000,000        6,000,000   

KB Home
4.750%, 05/15/19

    2,500,000        2,490,625   

Lennar Corp.
6.950%, 06/01/18

    5,500,000        5,926,250   
   

 

 

 
      32,061,075   
   

 

 

 

Insurance—2.0%

   

Jackson National Life Global Funding
2.300%, 04/16/19 (144A)

    6,000,000        6,056,358   

Metropolitan Life Global Funding I
3.875%, 04/11/22 (144A)

    1,500,000        1,601,334   

New York Life Global Funding
2.100%, 01/02/19 (144A) (a)

    4,000,000        4,069,136   

2.150%, 06/18/19 (144A)

    5,000,000        5,086,525   

Pricoa Global Funding I
2.550%, 11/24/20 (144A)

    3,700,000        3,745,307   

Prudential Financial, Inc.
1.398%, 08/15/18 (a) (b)

    3,000,000        2,992,761   

TIAA Asset Management Finance Co. LLC
2.950%, 11/01/19 (144A)

    3,900,000        3,957,977   
   

 

 

 
      27,509,398   
   

 

 

 

Internet—0.3%

   

Alibaba Group Holding, Ltd.
2.500%, 11/28/19

    4,000,000      4,035,800   
   

 

 

 

Iron/Steel—0.2%

   

ArcelorMittal
5.500%, 02/25/17

    2,500,000        2,531,250   
   

 

 

 

Lodging—0.4%

   

Marriott International, Inc.
2.875%, 03/01/21

    6,000,000        6,057,960   
   

 

 

 

Media—1.4%

   

CBS Corp.
2.300%, 08/15/19

    6,000,000        6,062,010   

CSC Holdings LLC
7.625%, 07/15/18

    2,500,000        2,700,000   

NBCUniversal Enterprise, Inc.
1.307%, 04/15/18 (144A) (b)

    3,000,000        2,995,623   

Time Warner, Inc.
2.100%, 06/01/19

    4,000,000        4,034,472   

Viacom, Inc.
2.200%, 04/01/19

    2,100,000        2,105,351   

2.750%, 12/15/19

    1,800,000        1,833,177   
   

 

 

 
      19,730,633   
   

 

 

 

Mining—0.3%

   

Freeport-McMoRan, Inc.
2.300%, 11/14/17

    3,900,000        3,597,750   
   

 

 

 

Oil & Gas—2.7%

  

BG Energy Capital plc
2.875%, 10/15/16 (144A)

    4,500,000        4,519,651   

California Resources Corp.
8.000%, 12/15/22 (144A)

    1,016,000        391,160   

Canadian Natural Resources, Ltd.
1.750%, 01/15/18

    3,400,000        3,315,354   

Chesapeake Energy Corp.
8.000%, 12/15/22 (144A) (a)

    1,485,000        727,650   

CNOOC Finance 2015 Australia Pty, Ltd.
2.625%, 05/05/20

    2,300,000        2,301,962   

CNOOC Nexen Finance ULC
1.625%, 04/30/17

    4,400,000        4,390,962   

CNPC HK Overseas Capital, Ltd.
3.125%, 04/28/16 (144A)

    500,000        500,590   

Energy XXI Gulf Coast, Inc.
11.000%, 03/15/20 (144A)

    2,000,000        280,000   

Ensco plc
4.700%, 03/15/21 (a)

    6,300,000        4,396,581   

Halcon Resources Corp.
9.750%, 07/15/20

    1,000,000        177,500   

13.000%, 02/15/22 (144A)

    650,000        193,375   

Linn Energy LLC / Linn Energy Finance Corp.
12.000%, 12/15/20 (144A)

    750,000        103,125   

Lukoil International Finance B.V.
3.416%, 04/24/18 (144A)

    2,300,000        2,284,475   

 

MIST-214


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Oil & Gas—(Continued)

  

Petrobras Global Finance B.V.
3.522%, 03/17/20 (b)

    4,100,000      $ 3,157,000   

Sanchez Energy Corp.
7.750%, 06/15/21

    1,600,000        940,000   

Sinopec Group Overseas Development, Ltd.
2.500%, 04/28/20 (144A)

    4,700,000        4,719,585   

Statoil ASA
1.080%, 11/08/18 (b)

    5,600,000        5,533,192   
   

 

 

 
      37,932,162   
   

 

 

 

Oil & Gas Services—0.4%

  

Petrofac, Ltd.
3.400%, 10/10/18 (144A)

    1,200,000        1,104,875   

Weatherford International LLC
6.350%, 06/15/17

    5,000,000        4,950,000   
   

 

 

 
      6,054,875   
   

 

 

 

Packaging & Containers—0.4%

  

Owens-Illinois, Inc.
7.800%, 05/15/18

    3,000,000        3,285,000   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC
8.500%, 05/15/18

    2,000,000        2,000,000   

9.000%, 04/15/19

    500,000        506,250   
   

 

 

 
      5,791,250   
   

 

 

 

Pharmaceuticals—1.7%

   

AbbVie, Inc.
1.800%, 05/14/18

    5,500,000        5,536,938   

Actavis Funding SCS
2.350%, 03/12/18

    4,000,000        4,047,248   

Baxalta, Inc.
2.000%, 06/22/18 (144A)

    1,400,000        1,388,727   

Bayer U.S. Finance LLC
2.375%, 10/08/19 (144A)

    6,300,000        6,493,549   

Express Scripts Holding Co.
3.300%, 02/25/21

    2,400,000        2,460,041   

Perrigo Finance Unlimited Co.
3.500%, 03/15/21

    1,400,000        1,434,633   

Valeant Pharmaceuticals International, Inc.
5.375%, 03/15/20 (144A)

    1,900,000        1,548,500   

Zoetis, Inc.
1.875%, 02/01/18

    1,200,000        1,198,862   
   

 

 

 
      24,108,498   
   

 

 

 

Pipelines—1.7%

   

Enable Midstream Partners L.P.
2.400%, 05/15/19

    2,200,000        1,917,672   

Energy Transfer Partners L.P.
4.150%, 10/01/20

    5,500,000        5,284,384   

EnLink Midstream Partners L.P.
2.700%, 04/01/19

    1,800,000        1,607,155   

Enterprise Products Operating LLC
2.550%, 10/15/19 (a)

    800,000        802,132   

Pipelines—(Continued)

   

Kinder Morgan Energy Partners L.P.
2.650%, 02/01/19

    600,000      592,595   

5.950%, 02/15/18

    1,500,000        1,570,119   

6.850%, 02/15/20 (a)

    5,000,000        5,463,265   

Kinder Morgan Finance Co. LLC
6.000%, 01/15/18 (144A)

    2,000,000        2,091,170   

Kinder Morgan, Inc.
3.050%, 12/01/19

    3,200,000        3,150,406   

Williams Partners L.P.
4.125%, 11/15/20 (a)

    1,300,000        1,180,726   
   

 

 

 
      23,659,624   
   

 

 

 

Real Estate—0.4%

   

Prologis L.P.
2.750%, 02/15/19

    6,000,000        6,134,754   
   

 

 

 

Real Estate Investment Trusts—1.4%

   

American Tower Corp.
3.300%, 02/15/21

    3,900,000        3,966,776   

3.400%, 02/15/19

    2,200,000        2,255,306   

Boston Properties L.P.
3.700%, 11/15/18

    3,900,000        4,078,916   

HCP, Inc.
3.750%, 02/01/19

    4,000,000        4,127,428   

Hospitality Properties Trust
5.625%, 03/15/17

    5,000,000        5,164,700   
   

 

 

 
      19,593,126   
   

 

 

 

Retail—0.9%

   

Dollar General Corp.
1.875%, 04/15/18

    4,500,000        4,526,406   

Edcon, Ltd.
9.500%, 03/01/18 (144A) (EUR)

    1,000,000        403,158   

Toys “R” Us, Inc.
7.375%, 10/15/18

    2,200,000        1,749,000   

Walgreens Boots Alliance, Inc.
1.750%, 11/17/17

    4,000,000        4,008,880   

Yum! Brands, Inc.
6.250%, 03/15/18

    1,700,000        1,797,750   
   

 

 

 
      12,485,194   
   

 

 

 

Semiconductors—0.3%

   

Maxim Integrated Products, Inc.
2.500%, 11/15/18

    4,200,000        4,222,945   
   

 

 

 

Software—0.9%

   

Fiserv, Inc.
2.700%, 06/01/20

    6,900,000        7,017,852   

Oracle Corp.
1.202%, 01/15/19 (b)

    6,000,000        6,025,626   
   

 

 

 
      13,043,478   
   

 

 

 

 

MIST-215


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Telecommunications—2.5%

   

AT&T, Inc.
2.400%, 03/15/17

    2,700,000      $ 2,731,512   

2.450%, 06/30/20

    4,700,000        4,762,609   

CenturyLink, Inc.
5.625%, 04/01/20

    2,000,000        2,026,020   

6.000%, 04/01/17

    1,000,000        1,027,500   

Embarq Corp.
7.082%, 06/01/16

    2,071,000        2,084,314   

Intelsat Jackson Holdings S.A.
7.250%, 10/15/20

    500,000        322,500   

Juniper Networks, Inc.
3.125%, 02/26/19 (a)

    4,100,000        4,169,696   

3.300%, 06/15/20

    2,800,000        2,839,446   

Sprint Communications, Inc.
9.000%, 11/15/18 (144A)

    3,000,000        3,142,500   

Telefonica Emisiones S.A.U.
3.192%, 04/27/18

    2,300,000        2,359,662   

Verizon Communications, Inc.
2.382%, 09/14/18 (b)

    7,200,000        7,376,184   

2.625%, 02/21/20

    1,395,000        1,435,369   
   

 

 

 
      34,277,312   
   

 

 

 

Trucking & Leasing—0.2%

   

Aviation Capital Group Corp.
3.875%, 09/27/16 (144A)

    3,300,000        3,316,500   
   

 

 

 

Water—0.1%

   

Veolia Environnement S.A.
4.625%, 03/30/27 (EUR)

    700,000        1,061,879   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $674,122,946)

      660,590,570   
   

 

 

 
Asset-Backed Securities—15.0%   

Asset-Backed - Credit Card—4.9%

   

American Express Credit Account Master Trust
0.706%, 01/15/20 (b)

    8,760,000        8,765,235   

1.696%, 09/15/20 (b)

    1,825,000        1,857,093   

BA Credit Card Trust
0.706%, 09/16/19 (b)

    7,010,000        7,009,999   

Capital One Multi-Asset Execution Trust
0.476%, 07/15/20 (b)

    4,850,000        4,830,725   

0.516%, 12/16/19 (b)

    8,400,000        8,385,302   

Chase Issuance Trust
0.486%, 04/15/19 (b)

    3,035,000        3,029,923   

0.686%, 04/15/19 (b)

    5,700,000        5,677,840   

0.716%, 04/15/20 (b)

    4,580,000        4,580,000   

0.806%, 04/15/21 (b)

    5,340,000        5,334,995   

0.896%, 04/15/19 (b)

    2,600,000        2,589,235   

1.590%, 02/18/20

    1,000,000        1,007,583   

Discover Card Execution Note Trust
0.866%, 07/15/21 (b)

    5,610,000        5,614,490   

0.886%, 04/15/21 (b)

    4,020,000        4,026,149   

Asset-Backed - Credit Card—(Continued)

  

Discover Card Master Trust
0.370%, 05/15/19 (b)

    6,500,000      6,510,425   
   

 

 

 
      69,218,994   
   

 

 

 

Asset-Backed - Home Equity—0.4%

   

Argent Securities, Inc. Asset-Backed
Pass-Through Certificates
0.793%, 10/25/35 (b)

    1,070,867        1,007,102   

GSAA Home Equity Trust
1.381%, 02/25/35 (b)

    2,622,000        2,476,340   

Home Loan Trust
5.480%, 06/25/34

    354,728        369,153   

MASTR Asset-Backed Securities Trust
1.528%, 09/25/34 (b)

    385,927        384,682   

Morgan Stanley ABS Capital I, Inc. Trust
1.633%, 05/25/33 (b)

    337,174        316,805   

NovaStar Mortgage Funding Trust
2.083%, 03/25/35 (b)

    797,397        787,765   

RAAC Trust
1.133%, 03/25/34 (b)

    535,343        504,754   
   

 

 

 
      5,846,601   
   

 

 

 

Asset-Backed - Manufactured Housing—0.8%

  

Conseco Finance Securitizations Corp.
7.424%, 03/01/33 (b)

    535,000        578,768   

Conseco Financial Corp.
6.660%, 06/01/30

    4,998,414        5,334,281   

CountryPlace Manufactured Housing Contract Trust
4.800%, 12/15/35 (144A) (b)

    34,688        34,890   

Madison Avenue Manufactured Housing Contract Trust
3.683%, 03/25/32 (b)

    1,528,941        1,545,704   

Manufactured Housing Contract Trust Pass-Through Certificates
1.882%, 04/20/32 (b)

    3,726,197        3,426,104   

Vanderbilt Acquisition Loan Trust
7.330%, 05/07/32 (b)

    203,418        216,924   
   

 

 

 
      11,136,671   
   

 

 

 

Asset-Backed - Other—8.9%

   

ALM VIII, Ltd.
2.074%, 01/20/26 (144A) (b)

    1,070,000        1,066,893   

American Homes 4 Rent
1.441%, 06/17/31 (144A) (b)

    2,247,521        2,203,598   

Ameriquest Mortgage Securities, Inc.
1.261%, 06/25/34 (b)

    1,393,863        1,356,813   

Apidos CLO
4.850%, 04/15/25 (144A)

    1,710,000        1,709,484   

ARCap Resecuritization Trust
4.730%, 04/21/24 (144A)

    37,082        37,082   

Ares CLO, Ltd.
0.840%, 04/16/21 (144A) (b)

    1,691,567        1,650,892   

0.877%, 10/11/21 (144A) (b)

    3,872,179        3,810,007   

 

MIST-216


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Asset-Backed - Other—(Continued)

   

Ares CLO, Ltd.

   

0.887%, 10/11/21 (144A) (b)

    1,457,057      $ 1,435,029   

0.990%, 04/16/21 (144A) (b)

    3,340,000        3,167,018   

Atrium IX
1.936%, 02/28/24 (144A) (b)

    1,070,000        1,058,515   

Atrium X
1.740%, 07/16/25 (144A) (b)

    850,000        837,164   

Atrium XI
3.819%, 10/23/25 (144A) (b)

    3,650,000        3,558,352   

Babson CLO, Inc.
0.845%, 01/18/21 (144A) (b)

    1,299,962        1,284,502   

BlueMountain CLO, Ltd.
2.018%, 10/29/25 (144A) (b)

    740,199        735,157   

Carlyle Global Market Strategies CLO, Ltd.
2.014%, 01/20/25 (144A) (b)

    2,470,000        2,458,976   

Catamaran CLO, Ltd.
3.620%, 10/18/26 (144A) (b)

    2,384,800        2,152,249   

Cent CDO, Ltd.
1.419%, 04/25/19 (144A) (b)

    1,150,000        1,071,138   

Cent CLO, Ltd.
1.916%, 01/30/25 (144A) (b)

    4,557,000        4,505,966   

3.421%, 07/27/26 (144A) (b)

    480,000        436,378   

3.820%, 11/07/26 (144A) (b)

    2,650,000        2,459,454   

Centerline REIT, Inc.
4.760%, 09/21/45 (144A) (b)

    3,532,450        3,536,865   

5.040%, 09/21/45 (144A)

    1,780,000        1,708,800   

CIFC Funding, Ltd.
1.019%, 07/26/21 (144A) (b)

    475,000        465,593   

Colony American Homes
1.591%, 05/17/31 (144A) (b)

    3,488,486        3,429,451   

2.291%, 05/17/31 (144A) (b)

    460,000        441,466   

ColumbusNova CLO IV, Ltd.
1.872%, 10/15/21 (144A) (b)

    680,000        671,172   

Cornerstone CLO, Ltd.
1.572%, 07/15/21 (144A) (b)

    610,000        586,420   

Countrywide Asset-Backed Certificates
1.183%, 03/25/34 (b)

    411,495        391,621   

1.483%, 12/25/34 (b)

    519,112        517,458   

CT CDO, Ltd.
0.742%, 10/20/43 (144A) (b)

    602,599        601,261   

Eaton Vance CLO, Ltd.
2.072%, 07/15/26 (144A) (b)

    2,692,000        2,661,715   

2.672%, 07/15/26 (144A) (b)

    778,900        747,933   

3.622%, 07/15/26 (144A) (b)

    668,600        619,992   

Emerson Park CLO, Ltd.
5.640%, 07/15/25 (144A)

    570,000        571,363   

Galaxy XV CLO, Ltd.
1.872%, 04/15/25 (144A) (b)

    4,465,000        4,414,157   

GSAMP Trust
1.438%, 06/25/35 (b)

    911,066        894,038   

Highbridge Loan Management, Ltd.
5.800%, 10/20/24 (144A)

    510,000        510,176   

Invitation Homes Trust
1.541%, 09/17/31 (144A) (b)

    2,863,472        2,803,656   

1.741%, 08/17/32 (144A) (b)

    2,714,032        2,674,002   

1.788%, 06/17/32 (144A) (b)

    4,546,719        4,469,353   

Asset-Backed - Other—(Continued)

   

Invitation Homes Trust

   

1.891%, 03/17/32 (144A) (b)

    1,520,988      1,503,536   

1.941%, 06/17/31 (144A) (b)

    720,000        701,010   

2.041%, 09/17/31 (144A) (b)

    2,950,000        2,876,279   

Landmark IX CDO, Ltd.
1.322%, 04/15/21 (144A) (b)

    940,000        901,148   

LNR CDO, Ltd.
1.832%, 07/24/37 (144A) (b)

    1,695,990        1,692,699   

3.432%, 07/23/36 (144A) (b)

    537,389        536,271   

6.727%, 07/24/37 (144A)

    219,174        221,092   

Morgan Stanley ABS Capital I, Inc. Trust
1.168%, 01/25/35 (b)

    578,483        557,683   

N-Star REL CDO VI, Ltd.
0.970%, 06/16/41 (144A) (b)

    903,541        893,891   

Newcastle CDO V, Ltd.
0.968%, 12/24/39 (144A) (b)

    34,714        34,409   

NZCG Funding, Ltd.
2.171%, 04/27/27 (144A) (b)

    4,969,875        4,915,241   

Octagon Investment Partners, Ltd.
2.042%, 07/15/27 (144A) (b)

    4,145,114        4,072,301   

Ownit Mortgage Loan Trust
1.363%, 03/25/36 (b)

    1,532,526        1,504,597   

Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
1.371%, 10/25/34 (b)

    51,853        51,797   

1.378%, 02/25/35 (b)

    1,200,608        1,196,041   

Progress Residential Trust
1.544%, 10/17/31 (144A) (b)

    1,496,848        1,463,347   

1.841%, 02/17/32 (144A) (b)

    6,820,000        6,730,432   

2.341%, 10/17/31 (144A) (b)

    1,250,000        1,232,953   

Silver Bay Realty Trust
1.441%, 09/17/31 (144A) (b)

    891,007        867,912   

1.891%, 09/17/31 (144A) (b)

    420,000        401,612   

Structured Asset Investment Loan Trust
1.473%, 12/25/34 (b)

    1,521,637        1,512,437   

SWAY Residential Trust
1.741%, 01/17/32 (144A) (b)

    4,064,327        3,997,000   

Trade MAPS 1, Ltd.
1.142%, 12/10/18 (144A) (b)

    5,500,000        5,464,561   

Tricon American Homes Trust
1.691%, 05/17/32 (144A) (b)

    5,010,000        4,880,918   

Voya CLO, Ltd.
2.100%, 04/18/27 (144A) (b)

    1,190,000        1,182,361   

2.124%, 10/14/26 (144A) (b)

    1,070,000        1,065,016   

West CLO, Ltd.
2.720%, 07/18/26 (144A) (b)

    1,230,000        1,157,968   

3.470%, 07/18/26 (144A) (b)

    3,240,000        2,919,004   
   

 

 

 
      124,244,675   
   

 

 

 

Total Asset-Backed Securities
(Cost $211,596,879)

      210,446,941   
   

 

 

 

 

MIST-217


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—14.6%

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—3.5%

  

Fannie Mae 15 Yr. Pool

   

4.000%, 04/01/26

    2,331,550      $ 2,488,156   

4.000%, 05/01/26

    2,120,778        2,262,519   

4.500%, 09/01/24

    1,021,034        1,100,946   

4.500%, 03/01/25

    1,986,172        2,120,586   

Fannie Mae ARM Pool
1.693%, 03/01/28 (b)

    13,324        13,770   

1.768%, 11/01/33 (b)

    4,826        5,062   

1.800%, 03/01/30 (b)

    34,183        34,606   

1.805%, 11/01/33 (b)

    11,439        11,878   

1.915%, 06/01/32 (b)

    10,687        10,715   

1.926%, 12/01/32 (b)

    350,769        370,995   

1.964%, 02/01/36 (b)

    88,873        91,557   

1.984%, 11/01/34 (b)

    15,611        16,163   

2.050%, 11/01/32 (b)

    17,113        17,876   

2.051%, 12/01/34 (b)

    56,121        58,711   

2.110%, 09/01/31 (b)

    29,235        29,900   

2.120%, 11/01/32 (b)

    91,233        95,964   

2.120%, 09/01/35 (b)

    25,851        27,228   

2.135%, 06/01/32 (b)

    5,638        5,677   

2.140%, 03/01/35 (b)

    57,155        59,059   

2.166%, 04/01/36 (b)

    78,574        82,356   

2.192%, 08/01/29 (b)

    8,242        8,641   

2.210%, 03/01/37 (b)

    26,702        27,898   

2.232%, 03/01/36 (b)

    356,922        371,439   

2.248%, 10/01/32 (b)

    31,052        32,794   

2.250%, 05/01/19 (b)

    43,255        43,580   

2.255%, 02/01/25 (b)

    104,202        108,679   

2.256%, 06/01/28 (b)

    2,558        2,682   

2.260%, 11/01/35 (b)

    176,884        183,909   

2.285%, 07/01/35 (b)

    50,543        53,009   

2.290%, 09/01/32 (b)

    15,469        15,884   

2.292%, 06/01/25 (b)

    97,648        100,093   

2.293%, 03/01/33 (b)

    59,064        61,073   

2.302%, 07/01/33 (b)

    42,741        44,864   

2.309%, 07/01/33 (b)

    84,799        89,902   

2.315%, 12/01/25 (b)

    12,691        12,827   

2.325%, 05/01/19 (b)

    1,378        1,382   

2.327%, 05/01/33 (b)

    20,497        21,701   

2.340%, 12/01/34 (b)

    122,471        126,187   

2.342%, 08/01/37 (b)

    40,668        42,805   

2.354%, 12/01/32 (b)

    26,575        28,081   

2.358%, 10/01/35 (b)

    29,685        29,968   

2.361%, 01/01/36 (b)

    116,729        123,212   

2.374%, 12/01/32 (b)

    57,579        60,892   

2.375%, 04/01/34 (b)

    189,129        199,101   

2.379%, 09/01/32 (b)

    149,112        150,118   

2.395%, 09/01/39 (b)

    34,199        36,025   

2.400%, 04/01/34 (b)

    33,294        33,959   

2.402%, 09/01/33 (b)

    7,913        8,395   

2.408%, 05/01/34 (b)

    44,995        47,680   

2.417%, 07/01/33 (b)

    66,613        68,966   

2.430%, 08/01/33 (b)

    124,072        130,103   

2.435%, 03/01/33 (b)

    19,853        20,672   

2.435%, 04/01/40 (b)

    7,751        8,133   

2.436%, 12/01/33 (b)

    103,564        110,342   

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae ARM Pool

   

2.448%, 06/01/33 (b)

    45,827      47,027   

2.450%, 06/01/26 (b)

    2,349        2,357   

2.460%, 04/01/27 (b)

    9,174        9,646   

2.470%, 08/01/35 (b)

    809,047        854,034   

2.473%, 07/01/35 (b)

    66,393        70,089   

2.474%, 02/01/36 (b)

    44,384        46,426   

2.478%, 01/01/20 (b)

    92,064        94,058   

2.482%, 08/01/34 (b)

    24,356        25,822   

2.488%, 06/01/32 (b)

    3,827        3,856   

2.491%, 11/01/36 (b)

    3,575,961        3,766,147   

2.492%, 07/01/33 (b)

    50,198        51,974   

2.496%, 11/01/35 (b)

    29,677        31,402   

2.496%, 09/01/37 (b)

    71,577        75,783   

2.517%, 11/01/35 (b)

    4,366,833        4,586,059   

2.520%, 01/01/32 (b)

    13,381        13,522   

2.526%, 06/01/30 (b)

    21,352        21,874   

2.530%, 07/01/32 (b)

    3,573        3,601   

2.535%, 03/01/30 (b)

    1,544        1,629   

2.540%, 07/01/25 (b)

    2,648        2,759   

2.540%, 08/01/32 (b)

    53,841        56,374   

2.548%, 08/01/30 (b)

    26,264        27,102   

2.549%, 09/01/37 (b)

    5,548        5,889   

2.550%, 09/01/32 (b)

    6,551        6,630   

2.550%, 06/01/34 (b)

    40,586        41,514   

2.552%, 03/01/38 (b)

    32,969        34,727   

2.560%, 04/01/35 (b)

    864,974        912,518   

2.565%, 06/01/34 (b)

    110,022        110,734   

2.566%, 01/01/32 (b)

    11,647        12,359   

2.572%, 10/01/36 (b)

    15,571        16,433   

2.576%, 10/01/33 (b)

    36,567        38,438   

2.582%, 08/01/32 (b)

    60,870        61,917   

2.588%, 02/01/36 (b)

    24,856        26,235   

2.601%, 09/01/35 (b)

    6,070,549        6,384,006   

2.609%, 11/01/36 (b)

    6,540        6,887   

2.615%, 01/01/33 (b)

    175,304        179,821   

2.615%, 02/01/44 (b)

    127,474        132,252   

2.629%, 01/01/29 (b)

    13,783        14,045   

2.641%, 11/01/34 (b)

    5,035,210        5,308,470   

2.645%, 09/01/30 (b)

    88,781        92,660   

2.652%, 08/01/35 (b)

    51,622        53,307   

2.653%, 02/01/35 (b)

    48,995        51,686   

2.653%, 12/01/35 (b)

    141,664        146,171   

2.654%, 07/01/28 (b)

    9,830        10,207   

2.655%, 02/01/33 (b)

    39,635        40,151   

2.668%, 09/01/36 (b)

    1,800        1,894   

2.674%, 11/01/35 (b)

    2,087,218        2,206,071   

2.699%, 09/01/33 (b)

    102,969        109,284   

2.713%, 09/01/33 (b)

    13,133        13,808   

2.750%, 10/01/33 (b)

    56,392        57,733   

2.750%, 05/01/34 (b)

    92,213        97,077   

2.775%, 05/01/32 (b)

    9,115        9,204   

2.805%, 03/01/36 (b)

    38,625        40,398   

2.838%, 02/01/32 (b)

    81,242        81,768   

2.900%, 08/01/32 (b)

    30,389        31,089   

2.912%, 03/01/36 (b)

    52,133        54,588   

 

MIST-218


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae ARM Pool

   

2.914%, 04/01/36 (b)

    7,144      $ 7,567   

2.919%, 03/01/36 (b)

    21,274        22,603   

2.977%, 03/01/37 (b)

    15,738        16,643   

2.998%, 08/01/33 (b)

    90,839        97,663   

3.000%, 02/01/34 (b)

    83,788        85,418   

3.025%, 06/01/35 (b)

    51,390        52,492   

3.082%, 02/01/33 (b)

    143,073        146,562   

3.200%, 02/01/25 (b)

    10,596        10,681   

3.754%, 05/01/34 (b)

    122,988        125,969   

Freddie Mac ARM Non-Gold Pool
1.990%, 05/01/37 (b)

    15,628        16,189   

2.000%, 09/01/22 (b)

    14,712        14,746   

2.135%, 09/01/37 (b)

    45,109        46,418   

2.247%, 02/01/37 (b)

    88,436        91,954   

2.327%, 02/01/26 (b)

    13,686        14,075   

2.329%, 04/01/37 (b)

    31,183        32,418   

2.376%, 04/01/35 (b)

    68,643        71,232   

2.399%, 05/01/28 (b)

    60,451        62,640   

2.445%, 03/01/38 (b)

    238,462        251,155   

2.487%, 05/01/25 (b)

    20,238        21,207   

2.495%, 10/01/22 (b)

    1,808        1,856   

2.500%, 03/01/19 (b)

    3,024        3,039   

2.500%, 05/01/34 (b)

    164,084        173,180   

2.505%, 07/01/36 (b)

    39,768        42,030   

2.515%, 07/01/34 (b)

    102,298        104,646   

2.517%, 11/01/24 (b)

    108,672        111,357   

2.517%, 09/01/30 (b)

    1,564        1,646   

2.524%, 12/01/33 (b)

    915        952   

2.528%, 09/01/27 (b)

    4,401        4,683   

2.544%, 01/01/35 (b)

    103,757        109,461   

2.547%, 01/01/35 (b)

    1,146,643        1,204,582   

2.548%, 11/01/32 (b)

    31,530        33,327   

2.558%, 05/01/38 (b)

    59,874        63,038   

2.574%, 05/01/31 (b)

    32,424        33,908   

2.584%, 07/01/31 (b)

    13,431        13,829   

2.600%, 04/01/34 (b)

    892,891        947,474   

2.600%, 04/01/37 (b)

    35,214        37,489   

2.613%, 09/01/30 (b)

    33,992        35,533   

2.620%, 05/01/37 (b)

    19,311        20,604   

2.621%, 03/01/35 (b)

    736,900        774,833   

2.639%, 07/01/38 (b)

    56,160        59,116   

2.640%, 09/01/37 (b)

    355,856        373,910   

2.652%, 07/01/37 (b)

    465,990        494,202   

2.654%, 10/01/32 (b)

    43,825        45,601   

2.661%, 02/01/37 (b)

    20,693        21,866   

2.661%, 06/01/37 (b)

    358,118        376,610   

2.665%, 07/01/35 (b)

    239,050        254,014   

2.683%, 09/01/30 (b)

    12,472        13,141   

2.689%, 04/01/30 (b)

    75,988        79,665   

2.734%, 04/01/38 (b)

    56,856        60,183   

2.737%, 06/01/37 (b)

    4,806,146        5,073,693   

2.820%, 03/01/34 (b)

    16,917        17,961   

2.835%, 10/01/37 (b)

    13,738        14,499   

2.855%, 05/01/31 (b)

    12,359        12,730   

2.885%, 08/01/18 (b)

    10,766        10,811   

Agency Sponsored Mortgage - Backed—(Continued)

  

Freddie Mac ARM Non-Gold Poo

   

2.931%, 07/01/36 (b)

    125,369      131,017   

3.012%, 06/01/25 (b)

    12,801        13,064   

3.031%, 04/01/35 (b)

    81,653        84,922   

5.477%, 05/01/37 (b)

    54,027        57,116   

5.499%, 08/01/24 (b)

    4,968        5,232   

5.927%, 01/01/37 (b)

    48,819        49,229   
   

 

 

 
      49,643,913   
   

 

 

 

U.S. Treasury—11.1%

   

U.S. Treasury Inflation Indexed Notes
0.125%, 04/15/16 (d)

    3,219,810        3,220,502   

U.S. Treasury Notes
1.000%, 08/15/18

    50,000,000        50,232,400   

1.375%, 02/28/19

    40,000,000        40,581,240   

1.500%, 12/31/18

    20,000,000        20,360,160   

1.500%, 02/28/19

    40,000,000        40,720,320   
   

 

 

 
      155,114,622   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $203,406,724)

      204,758,535   
   

 

 

 
Mortgage-Backed Securities—11.9%   

Collateralized Mortgage Obligations—4.9%

  

Adjustable Rate Mortgage Trust
2.808%, 02/25/35 (b)

    2,427,925        2,343,914   

American Home Mortgage Investment Trust
2.366%, 10/25/34 (b)

    1,652,431        1,602,555   

2.881%, 06/25/45 (b)

    1,206,047        1,166,544   

Banc of America Mortgage Trust
2.794%, 06/25/33 (b)

    941,946        933,811   

CHL Mortgage Pass-Through Trust
2.286%, 07/25/34 (b)

    967,462        951,056   

2.637%, 05/25/34 (b)

    1,852,999        1,828,195   

Credit Suisse First Boston Mortgage Securities Corp.
5.000%, 09/25/19

    389,676        399,175   

Fannie Mae Connecticut Avenue Securities
1.383%, 05/25/24 (b)

    629,869        625,001   

First Horizon Alternative Mortgage Securities Trust
2.171%, 12/25/34 (b)

    1,383,440        1,330,807   

Freddie Mac Structured Agency Credit Risk Debt Notes
1.483%, 03/25/25 (b)

    1,738,209        1,737,933   

2.283%, 10/25/27 (b)

    4,560,000        4,510,089   

2.833%, 08/25/24 (b)

    1,738,397        1,753,468   

2.833%, 10/25/24 (b)

    5,592,819        5,643,284   

2.833%, 01/25/25 (b)

    6,850,000        6,937,416   

2.933%, 08/25/24 (b)

    4,535,000        4,584,644   

3.083%, 10/25/24 (b)

    3,610,000        3,646,838   

3.083%, 03/25/28 (b)

    3,600,000        3,595,495   

Impac Secured Assets CMN Owner Trust
1.198%, 02/25/35 (b)

    1,120,000        1,056,352   

 

MIST-219


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mortgage-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Collateralized Mortgage Obligations—(Continued)

  

MASTR Adjustable Rate Mortgages Trust
0.633%, 05/25/47 (b)

    342,262      $ 332,092   

MASTR Alternative Loan Trust
5.000%, 02/25/18

    275,441        278,529   

5.000%, 08/25/18

    412,146        417,320   

5.500%, 12/25/18

    303,020        304,615   

5.500%, 04/25/19

    521,801        531,333   

5.534%, 11/25/19 (b)

    583,614        596,029   

Merrill Lynch Mortgage Investors Trust
1.173%, 03/25/28 (b)

    719,178        676,638   

1.313%, 01/25/29 (b)

    997,344        929,871   

2.361%, 04/25/35 (b)

    612,077        589,358   

2.496%, 10/25/36 (b)

    1,494,528        1,454,585   

New York Mortgage Trust
0.883%, 02/25/36 (b)

    560,386        519,119   

Sequoia Mortgage Trust
1.072%, 11/20/34 (b)

    538,203        492,819   

Structured Adjustable Rate Mortgage Loan Trust
0.873%, 08/25/35 (b)

    1,375,999        1,268,071   

2.795%, 09/25/34 (b)

    2,925,316        2,879,481   

Structured Asset Mortgage Investments Trust
1.132%, 02/19/35 (b)

    975,435        902,407   

1.170%, 12/19/33 (b)

    440,085        419,359   

Thornburg Mortgage Securities Trust
1.073%, 09/25/43 (b)

    622,830        596,764   

2.527%, 04/25/45 (b)

    2,020,339        1,986,550   

WaMu Mortgage Pass-Through Certificates Trust
0.663%, 04/25/45 (b)

    2,541,329        2,354,421   

0.723%, 07/25/45 (b)

    1,454,600        1,355,596   

0.763%, 01/25/45 (b)

    2,885,383        2,580,167   

Wells Fargo Mortgage-Backed Securities Trust

   

2.765%, 02/25/35 (b)

    1,553,924        1,538,884   

2.794%, 06/25/35 (b)

    990,977        973,421   
   

 

 

 
      68,624,006   
   

 

 

 

Commercial Mortgage-Backed Securities—7.0%

  

Banc of America Commercial Mortgage Trust

   

5.460%, 09/10/45 (b)

    1,306,041        1,305,322   

5.615%, 09/10/45 (b)

    1,130,000        1,127,181   

5.695%, 07/10/46 (b)

    5,224,000        5,109,628   

Bear Stearns Commercial Mortgage Securities Trust

   

5.142%, 10/12/42 (b)

    800,000        790,874   

5.477%, 03/11/39 (b)

    5,211,000        5,076,459   

5.540%, 09/11/41

    1,883,370        1,888,913   

5.611%, 09/11/41 (b)

    3,800,000        3,781,712   

5.721%, 06/11/40 (b)

    4,281,956        4,403,382   

5.836%, 09/11/38 (b)

    1,194,000        1,187,845   

5.836%, 09/11/38 (144A) (b)

    1,200,000        1,154,280   

CD Commercial Mortgage Trust
5.303%, 07/15/44 (b)

    2,530,000        2,527,170   

Citigroup Commercial Mortgage Trust

   

5.482%, 10/15/49

    1,320,000        1,176,346   

5.705%, 12/10/49 (b)

    5,000,000        5,050,774   

Commercial Mortgage-Backed Securities—(Continued)

  

Colony Multifamily Mortgage Trust
2.543%, 04/20/50 (144A)

    4,918,037      4,913,032   

Commercial Mortgage Trust
5.813%, 12/10/49 (b)

    2,734,036        2,828,930   

Core Industrial Trust
3.040%, 02/10/34 (144A)

    3,110,000        3,192,921   

G-FORCE LLC

   

0.733%, 12/25/39 (144A) (b)

    268,673        253,896   

5.090%, 08/22/36 (144A)

    525,397        525,298   

Greenwich Capital Commercial Mortgage Trust

   

5.427%, 04/10/37 (b)

    350,418        350,114   

5.475%, 03/10/39

    4,000,000        4,060,230   

5.892%, 07/10/38 (b)

    5,846,599        5,315,363   

Hilton USA Trust

   

1.441%, 11/05/30 (144A) (b)

    1,813,429        1,807,629   

1.941%, 11/05/30 (144A) (b)

    1,060,856        1,055,427   

JPMorgan Chase Commercial Mortgage Securities Trust

   

5.115%, 07/15/41

    45,038        45,082   

5.464%, 12/12/43

    5,000,000        4,836,785   

5.529%, 12/15/44 (b)

    6,000,000        5,993,538   

5.935%, 04/17/45 (b)

    1,214,734        995,242   

LB-UBS Commercial Mortgage Trust

   

4.793%, 10/15/36 (144A) (b)

    67,464        67,548   

5.276%, 02/15/41 (b)

    1,084,384        1,063,176   

5.720%, 03/15/39 (b)

    950,000        949,687   

5.876%, 06/15/38 (b)

    3,160,000        3,153,052   

Mach One ULC
6.053%, 05/28/40 (144A) (b)

    80,155        80,596   

Merrill Lynch Mortgage Trust
5.551%, 11/12/37 (b)

    2,483,562        2,411,112   

ML-CFC Commercial Mortgage Trust
5.409%, 07/12/46 (b)

    2,470,592        2,490,005   

Morgan Stanley Capital Trust
5.312%, 03/15/44

    1,981,896        2,023,512   

5.494%, 03/12/44 (b)

    1,460,091        1,457,064   

Morgan Stanley Capital, Inc.
5.306%, 05/24/43 (144A)

    2,070,000        2,023,425   

Resource Capital Corp., Ltd.
1.491%, 04/15/32 (144A) (b)

    1,712,540        1,680,510   

1.836%, 08/15/32 (144A) (b)

    1,300,000        1,276,318   

Wachovia Bank Commercial Mortgage Trust

   

5.795%, 07/15/45 (b)

    2,400,000        2,416,352   

5.896%, 05/15/43 (b)

    6,400,000        6,379,189   

5.901%, 10/15/35 (144A) (b)

    527,086        553,255   
   

 

 

 
      98,778,174   
   

 

 

 

Total Mortgage-Backed Securities
(Cost $170,534,112)

      167,402,180   
   

 

 

 
Floating Rate Loans (e)—5.0%   

Aerospace/Defense—0.2%

  

FGI Operating Co. LLC
Term Loan, 5.500%, 04/19/19

    3,687,979        2,848,964   
   

 

 

 

 

MIST-220


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (e)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Auto Components—0.0%

  

Crowne Group LLC
1st Lien Term Loan, 6.000%, 09/30/20

    710,421      $ 682,005   
   

 

 

 

Auto Manufacturers—0.1%

  

Navistar International Corp.
Term Loan B, 6.500%, 08/07/20

    893,096        817,927   
   

 

 

 

Auto Parts & Equipment—0.1%

  

TI Group Automotive Systems LLC
Term Loan, 4.500%, 06/30/22

    808,781        803,726   
   

 

 

 

Capital Markets—0.0%

  

Guggenheim Partners LLC
Term Loan, 4.250%, 07/22/20

    297,363        297,239   
   

 

 

 

Chemicals—0.2%

  

Chemours Co. (The)
Term Loan B, 3.750%, 05/12/22

    1,163,129        1,109,092   

Nexeo Solutions LLC

   

Term Loan B, 5.000%, 09/08/17

    45,150        45,075   

Term Loan B3, 5.000%, 09/08/17

    70,974        70,886   

OCI Beaumont LLC
Term Loan B3, 7.750%, 08/20/19

    1,092,568        1,103,494   
   

 

 

 
      2,328,547   
   

 

 

 

Coal—0.2%

  

Bowie Resource Holdings LLC
1st Lien Term Loan, 6.750%, 08/14/20

    1,592,800        1,433,520   

2nd Lien Delayed Draw Term Loan,
11.750%, 02/16/21 (f)

    371,429        312,000   

Peabody Energy Corp.
Term Loan B, 4.250%, 09/24/20

    1,207,585        451,839   
   

 

 

 
      2,197,359   
   

 

 

 

Commercial Services—0.1%

  

Hertz Corp. (The)
New Synthetic LC, 03/11/18 (g)

    525,000        516,469   

KAR Auction Services, Inc.
Term Loan B3, 03/09/23 (g)

    533,520        534,853   

Moneygram International, Inc.
Term Loan B, 4.250%, 03/27/20

    835,229        783,027   
   

 

 

 
      1,834,349   
   

 

 

 

Computers—0.2%

  

Sungard Availability Services Capital, Inc.
Term Loan B, 6.000%, 03/31/19

    1,962,911        1,742,084   

Western Digital Corp.
Term Loan B, 03/16/23 (g)

    956,557        946,393   
   

 

 

 
      2,688,477   
   

 

 

 

Distribution/Wholesale—0.1%

  

Autoparts Holdings, Ltd.
1st Lien Term Loan, 7.006%, 07/29/17

    1,711,711        1,579,053   
   

 

 

 

Diversified Financial Services—0.0%

  

First Eagle Investment Management LLC
Term Loan, 4.750%, 12/01/22

    635,060      627,121   
   

 

 

 

Electronics—0.1%

  

Sensus USA, Inc.
1st Lien Term Loan, 4.500%, 05/09/17

    972,724        969,076   
   

 

 

 

Forest Products & Paper—0.3%

  

Appvion, Inc.
Term Loan, 5.750%, 06/28/19

    1,033,832        966,633   

Caraustar Industries, Inc.
Term Loan B, 8.000%, 05/01/19

    3,500,564        3,421,801   
   

 

 

 
      4,388,434   
   

 

 

 

Healthcare-Products—0.1%

  

Kinetic Concepts, Inc.
Term Loan E1, 4.500%, 05/04/18

    1,361,799        1,356,053   

New Millennium HoldCo, Inc.
Term Loan, 7.500%, 12/21/20

    104,010        99,459   
   

 

 

 
      1,455,512   
   

 

 

 

Healthcare-Services—0.5%

  

Community Health Systems, Inc.
Term Loan F, 3.741%, 12/31/18

    1,465,693        1,454,586   

Cyanco Intermediate Corp.
Term Loan B, 5.500%, 05/01/20

    2,612,342        2,530,706   

Fitness International LLC
Term Loan B, 5.500%, 07/01/20

    3,358,511        3,249,360   
   

 

 

 
      7,234,652   
   

 

 

 

Hotels, Restaurants & Leisure—0.2%

  

Cannery Casino Resorts LLC
Term Loan B, 6.000%, 10/02/18

    2,335,170        2,311,818   
   

 

 

 

Industrial Conglomerates—0.2%

  

OSG Bulk Ships, Inc
Term Loan, 5.250%, 08/05/19

    863,385        785,680   

OSG International, Inc.
Term Loan, 5.750%, 08/05/19

    1,489,907        1,445,210   
   

 

 

 
      2,230,890   
   

 

 

 

Internet—0.1%

  

Match Group, Inc.
Term Loan B1, 5.500%, 11/16/22

    579,552        581,363   

Zayo Group LLC Term Loan B,
3.750%, 05/06/21

    386,483        385,828   
   

 

 

 
      967,191   
   

 

 

 

Internet Software & Services—0.1%

  

Onsite U.S. Finco LLC
Term Loan, 5.500%, 07/30/21

    1,825,120        1,533,100   
   

 

 

 

 

MIST-221


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (e)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Lodging—0.1%

  

ROC Finance LLC
Term Loan, 5.000%, 06/20/19

    1,657,805      $ 1,608,071   
   

 

 

 

Machinery—0.1%

  

UTEX Industries, Inc.
1st Lien Term Loan, 5.000%, 05/22/21

    2,660,847        1,663,029   
   

 

 

 

Media—0.3%

  

Cumulus Media Holdings, Inc.
Term Loan, 4.250%, 12/23/20

    284,594        193,524   

MGOC, Inc.
Term Loan B, 4.000%, 07/31/20

    152,338        152,300   

Radio One, Inc.
Term Loan, 5.140%, 04/02/18

    3,966,830        3,994,102   
   

 

 

 
      4,339,926   
   

 

 

 

Mining—0.2%

  

FMG Resources (August 2006) Pty, Ltd.
Term Loan B, 4.250%, 06/30/19

    3,182,555        2,697,216   

Novelis, Inc.
Term Loan B, 4.000%, 06/02/22

    829,192        810,881   
   

 

 

 
      3,508,097   
   

 

 

 

Oil & Gas—0.2%

   

Alfred Fueling Systems, Inc.
1st Lien Term Loan, 4.750%, 06/20/21

    347,760        333,849   

Fieldwood Energy LLC
1st Lien Term Loan, 3.875%, 10/01/18

    2,670,657        1,834,408   

McDermott Finance LLC
Term Loan B, 5.250%, 04/16/19

    133,247        125,252   
   

 

 

 
      2,293,509   
   

 

 

 

Oil & Gas Services—0.1%

  

Navios Maritime Midstream Partners L.P.
Term Loan B, 5.500%, 06/18/20

    863,565        764,255   
   

 

 

 

Pharmaceuticals—0.2%

  

Valeant Pharmaceuticals International, Inc.

   

Term Loan B, 5.250%, 02/13/19

    890,000        844,387   

Term Loan B F1, 4.000%, 04/01/22

    2,638,814        2,497,804   
   

 

 

 
      3,342,191   
   

 

 

 

Retail—0.4%

  

Ascena Retail Group, Inc.

   

Term Loan B, 5.250%, 08/21/22

    2,476,787        2,421,835   

Evergreen Acqco 1 L.P.
Term Loan, 5.000%, 07/09/19

    2,530,795        2,043,617   

Men’s Wearhouse, Inc. (The)
Term Loan B, 4.500%, 06/18/21

    559,205        538,933   

PetSmart, Inc.
Term Loan B1, 4.250%, 03/11/22

    1,045,362        1,042,356   
   

 

 

 
      6,046,741   
   

 

 

 

Semiconductors—0.2%

  

Avago Technologies Cayman, Ltd.
Term Loan B1, 4.250%, 02/01/23

    956,723      953,202   

M/A-COM Technology Solutions Holdings, Inc.
Term Loan, 4.500%, 05/07/21

    388,382        388,382   

ON Semiconductor Corp.
Term Loan B, 03/31/23 (g)

    1,934,498        1,941,269   
   

 

 

 
      3,282,853   
   

 

 

 

Software—0.2%

  

BMC Software Finance, Inc.

   

Revolver
Term Loan, 0.500%, 09/10/18 (h)

    1,825,218        1,688,327   

Term Loan, 5.000%, 09/10/20

    1,764,354        1,477,646   
   

 

 

 
      3,165,973   
   

 

 

 

Telecommunications—0.2%

  

Ciena Corp.
Term Loan B, 3.750%, 07/15/19

    173,754        172,668   

Intelsat Jackson Holdings S.A.
Term Loan B2, 3.750%, 06/30/19

    1,267,289        1,185,312   

Neptune Finco Corp.
Term Loan B, 5.000%, 10/09/22

    1,230,637        1,234,944   

Windstream Corp.
Term Loan B5, 3.500%, 08/08/19

    385,484        376,088   
   

 

 

 
      2,969,012   
   

 

 

 

Transportation—0.0%

  

Navios Partners Finance (U.S.), Inc.
Term Loan B, 5.250%, 06/27/18

    46,657        41,292   
   

 

 

 

Total Floating Rate Loans
(Cost $76,667,663)

      70,820,389   
   

 

 

 
Foreign Government—3.4%   

Sovereign—3.4%

  

Brazil Notas do Tesouro Nacional
6.000%, 08/15/18 (BRL) (d)

    600,000        469,773   

10.000%, 01/01/21 (BRL)

    8,400,000        2,046,928   

Export-Import Bank of China (The)
2.500%, 07/31/19 (144A)

    6,000,000        6,121,008   

Export-Import Bank of Korea
2.250%, 01/21/20

    7,100,000        7,159,100   

Indonesia Treasury Bond
8.250%, 07/15/21 (IDR)

    20,000,000,000        1,561,146   

Malaysia Government Bonds
3.172%, 07/15/16 (MYR)

    7,600,000        1,953,561   

4.012%, 09/15/17 (MYR)

    15,580,000        4,062,648   

4.262%, 09/15/16 (MYR)

    2,200,000        568,984   

Mexican Bonos
6.250%, 06/16/16 (MXN)

    62,287,000        3,622,533   

7.250%, 12/15/16 (MXN)

    83,849,000        4,960,584   

7.750%, 12/14/17 (MXN)

    19,000,000        1,164,857   

 

MIST-222


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Foreign Government—(Continued)

 

Security Description   Principal
Amount*/
Shares/
Notional
Amount*
    Value  

Sovereign—(Continued)

  

New Zealand Government Bond
3.000%, 04/15/20 (NZD)

    13,600,000      $ 9,694,298   

Philippine Government Bond
2.875%, 05/22/17 (PHP)

    57,000,000        1,255,894   

Poland Government Bond
1.750%, 01/25/21 (PLN) (b)

    5,829,000        1,541,767   

Serbia International Bond
5.250%, 11/21/17 (144A)

    1,200,000        1,237,538   
   

 

 

 

Total Foreign Government
(Cost $49,669,326)

      47,420,619   
   

 

 

 
Municipals—0.4%                

City of Chicago, Illinois, General Obligation Unlimited
5.000%, 01/01/17

    700,000        717,070   

5.000%, 01/01/18

    570,000        586,901   

Industry Public Facilities Authority, Tax Allocation Revenue
3.389%, 01/01/20

    3,525,000        3,699,029   

University of California, Revenue Bonds
0.938%, 07/01/41 (b)

    260,000        259,966   
   

 

 

 

Total Municipals
(Cost $5,087,122)

      5,262,966   
   

 

 

 
Common Stock—0.0%   

Health Care Providers & Services—0.0%

  

Millennium Health LLC (f) (i) (j)
(Cost $26,439)

    3,046        47,594   
   

 

 

 
Purchased Options—0.0%   

Currency Options—0.0%

  

USD Call/CAD Put, Strike Price CAD 1.41, Expires 04/19/16 (Counterparty - JPMorgan Chase Bank N.A.)

    1,600,000        25   

USD Call/JPY Put, Strike Price JPY 123,
Expires 04/05/16 (Counterparty - Citibank N.A.)

    7,300,000        0   
   

 

 

 

Total Purchased Options
(Cost $69,741)

      25   
   

 

 

 
Short-Term Investments—3.3%   

Discount Note—1.0%

   

Federal Home Loan Bank
0.010%, 04/01/16 (k)

    13,344,000        13,344,000   
   

 

 

 

Mutual Fund—1.9%

   

State Street Navigator Securities Lending MET Portfolio (l)

    26,669,930      26,669,930   
   

 

 

 

Repurchase Agreement—0.4%

  

Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $5,762,101 on 04/01/16, collateralized by $5,770,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $5,878,188.

    5,762,096        5,762,096   
   

 

 

 

Total Short-Term Investments
(Cost $45,776,026)

      45,776,026   
   

 

 

 

Total Investments—100.7%
(Cost $1,436,956,978)

      1,412,525,845   

Unfunded Loan
Commitments—(0.1)%
(Cost $(1,825,218))

      (1,825,218

Net Investments—100.6%
(Cost $1,435,131,760) (m)

      1,410,700,627   

Other assets and liabilities
(net)—(0.6)%

      (7,746,605
   

 

 

 
Net Assets—100.0%     $ 1,402,954,022   
   

 

 

 

 

* Principal and notional amounts stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $25,719,669 and the collateral received consisted of cash in the amount of $26,669,930. The cash collateral is invested in a money market fund managed by an affiliate of the custodian.
(b) Variable or floating rate security. The stated rate represents the rate at March 31, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(c) Non-income producing; security is in default and/or issuer is in bankruptcy.
(d) Principal amount of security is adjusted for inflation.
(e) Floating rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will have an expected average life of approximately two to four years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility and includes commitment fees on unfunded loan commitments, if any. Senior Loans typically have rates of interest which are determined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base rates are primarily the London Interbank Offered Rate (“LIBOR”) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.

 

MIST-223


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

(f) Illiquid security. As of March 31, 2016, these securities represent less than 0.05% of net assets.
(g) This loan will settle after March 31, 2016, at which time the interest rate will be determined.
(h) Unfunded or partially unfunded loan commitments. The Portfolio may enter into certain credit agreements for which all or a portion may be unfunded. The Portfolio is obligated to fund these commitments at the borrower’s discretion.
(i) Security was acquired in connection with a restructuring of a senior loan and may be subject to restrictions on resale.
(j) Non-income producing security.
(k) The rate shown represents current yield to maturity.
(l) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(m) As of March 31, 2016, the aggregate cost of investments was $1,435,131,760. The aggregate unrealized appreciation and depreciation of investments were $15,002,281 and $(39,433,414), respectively, resulting in net unrealized depreciation of $(24,431,133).
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $271,968,812, which is 19.4% of net assets.
(ARM)— Adjustable-Rate Mortgage
(BRL)— Brazilian Real
(CDO)— Collateralized Debt Obligation
(CHF)— Swiss Franc
(CLO)— Collateralized Loan Obligation
(EUR)— Euro
(IDR)— Indonesian Rupiah
(JPY)— Japanese Yen
(MXN)— Mexican Peso
(MYR)— Malaysian Ringgit
(NZD)— New Zealand Dollar
(PHP)— Philippine Peso
(PLN)— Polish Zloty

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
EUR     737,217      

Deutsche Bank AG

       04/28/16         $ 822,218         $ 17,264   
EUR     7,200,000      

Deutsche Bank AG

       04/28/16           7,839,144           359,632   
INR     45,300,000      

Deutsche Bank AG

       04/28/16           674,107           6,944   
INR     81,540,000      

Deutsche Bank AG

       08/18/16           1,189,497           12,532   
JPY     1,004,000,000      

Deutsche Bank AG

       08/18/16           8,897,633           62,442   
JPY     1,040,000,000      

Deutsche Bank AG

       08/18/16           8,636,654           644,698   
NZD     1,470,000      

Deutsche Bank AG

       08/18/16           970,773           38,728   

Contracts to Deliver

                                 
AUD     2,301,148      

Deutsche Bank AG

       06/16/16         $ 1,664,927         $ (93,139
AUD     1,300,000      

Deutsche Bank AG

       08/18/16           965,796           (24,669
AUD     400,000      

Deutsche Bank AG

       08/18/16           278,080           (26,679
AUD     4,000,000      

Deutsche Bank AG

       10/20/16           2,800,400           (239,108
AUD     2,230,000      

Deutsche Bank AG

       12/22/16           1,601,140           (89,156
CAD     800,000      

Deutsche Bank AG

       04/28/16           602,727           (13,276
EUR     70,764      

Barclays Bank plc

       04/28/16           81,262           682   
EUR     52,102      

Citibank N.A.

       04/28/16           59,788           458   
EUR     8,235,310      

Deutsche Bank AG

       04/28/16           9,452,489           74,786   
EUR     1,926,085      

Deutsche Bank AG

       04/28/16           2,212,108           18,839   
EUR     1,618,079      

JPMorgan Chase Bank N.A.

       04/28/16           1,858,266           15,730   
EUR     752,020      

Deutsche Bank AG

       06/16/16           828,125           (29,506
EUR     183,001      

Barclays Bank plc

       08/18/16           200,190           (8,966
EUR     2,909,965      

Citibank N.A.

       08/18/16           3,315,204           (10,659
EUR     13,478,307      

Deutsche Bank AG

       08/18/16           14,752,681           (651,974
EUR     9,349,061      

Deutsche Bank AG

       08/18/16           10,669,709           (15,539
EUR     3,500,000      

Deutsche Bank AG

       08/18/16           3,995,250           (4,977
EUR     9,213,000      

Goldman Sachs Bank USA

       08/18/16           10,483,933           (45,808
EUR     870,600      

JPMorgan Chase Bank N.A.

       08/18/16           991,970           (3,058
EUR     87,929      

JPMorgan Chase Bank N.A.

       08/18/16           96,184           (4,312
GBP     930,342      

Deutsche Bank AG

       04/28/16           1,346,019           9,719   
GBP     2,053,243      

Deutsche Bank AG

       08/18/16           2,998,659           47,772   
JPY     99,997,600      

Citibank N.A.

       08/18/16           852,874           (39,542
JPY     1,732,843,000      

Deutsche Bank AG

       08/18/16           14,818,248           (646,296
JPY     572,153,750      

Deutsche Bank AG

       08/18/16           5,143,325           37,209   
JPY     88,300,000      

HSBC Bank plc

       08/18/16           791,928           3,906   

 

MIST-224


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
JPY     259,100,000      

JPMorgan Chase Bank N.A.

       08/18/16         $ 2,323,371         $ 11,065   
JPY     149,719,000      

JPMorgan Chase Bank N.A.

       08/18/16           1,276,502           (59,647
JPY     547,555,500      

Morgan Stanley & Co. LLC

       08/18/16           4,911,781           25,189   
JPY     258,876,042      

JPMorgan Chase Bank N.A.

       09/02/16           2,538,000           226,463   
JPY     102,408,333      

JPMorgan Chase Bank N.A.

       09/02/16           870,627           (43,791
MXN     5,200,000      

Deutsche Bank AG

       10/20/16           295,681           (53
MYR     1,700,000      

Deutsche Bank AG

       08/18/16           384,659           (46,702
NZD     15,746,441      

Deutsche Bank AG

       08/18/16           10,324,942           (488,706
                   

 

 

 

Net Unrealized Depreciation

  

     $ (971,505
                   

 

 

 

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
    Notional
Amount
    Unrealized
Depreciation
 

Canada Government Bond 5 Year Futures

     06/21/16         80        CAD         10,005,672      $ (20,383

U.S. Treasury Note 2 Year Futures

     06/30/16         423        USD         92,591,791        (60,541

Futures Contracts—Short

                                

U.S. Treasury Long Bond Futures

     06/21/16         (9     USD         (1,464,444     (15,493

U.S. Treasury Note 10 Year Futures

     06/21/16         (20     USD         (2,587,126     (20,687

U.S. Treasury Note 5 Year Futures

     06/30/16         (590     USD         (71,021,020     (465,777

U.S. Treasury Ultra Long Bond Futures

     06/21/16         (8     USD         (1,369,171     (11,079
            

 

 

 

Net Unrealized Depreciation

  

  $ (593,960
            

 

 

 

Written Options

 

Foreign Currency
Written Options

   Strike
Price
    

Counterparty

   Expiration
Date
     Notional
Amount
    Premiums
Received
    Market
Value
     Unrealized
Appreciation
 

USD Call/CAD Put

     CAD 1.510       JPMorgan Chase Bank N.A.      04/19/16         (1,600,000   $ (14,617   $       $ 14,617   
             

 

 

   

 

 

    

 

 

 

Swap Agreements

Cross-Currency Swaps

 

Receive

  

Pay

  Maturity
Date (a)
  Counterparty   Notional
Amount of
Currency
Received
    Notional
Amount of
Currency
Delivered
    Market
Value
    Upfront
Premium
Paid/
(Received)
    Unrealized
Appreciation/
(Depreciation)
 

Floating rate equal to 3-Month USD-LIBOR based on the notional amount of currency delivered

   Fixed rate equal to 2.125% based on the notional amount of currency received   10/13/17   Citibank N.A.   $ 2,241,399        CHF2,000,000      $ 136,719      $      $ 136,719   

Floating rate equal to 3-Month USD-LIBOR based on the notional amount of currency delivered

   Fixed rate equal to 2.125% based on the notional amount of currency received   10/13/17   JPMorgan Chase
Bank N.A.
    781,250        CHF   750,000        (38,845     1,058        (39,903
            

 

 

   

 

 

   

 

 

 

Totals

  

  $ 97,874      $ 1,058      $ 96,816   
            

 

 

   

 

 

   

 

 

 

 

(a) At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

 

MIST-225


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

   Floating
Rate Index
     Fixed
Rate
    Maturity
Date
     Notional
Amount
     Unrealized
Depreciation
 

Receive

     3M LIBOR         2.000     06/15/23         USD         26,530,000       $ (275,222
                

 

 

 

Centrally Cleared Credit Default Swaps on Credit Indices—Buy Protection (a)

 

Reference Obligation

   Fixed Deal
(Pay) Rate
     Maturity
Date
    

Implied Credit
Spread at
March 31,
2016(b)

   Notional
Amount(c)
     Unrealized
Appreciation
 

CDX.NA.HY.25

     (5.000%)         12/20/20       4.294%      USD         2,800,000       $ 2,782   
                 

 

 

 

Centrally Cleared Credit Default Swaps on Credit Indices—Sell Protection (d)

 

Reference Obligation

   Fixed Deal
Receive Rate
     Maturity
Date
    

Implied Credit
Spread at
March 31,
2016(b)

   Notional
Amount(c)
     Unrealized
Depreciation
 

ITRAXX.EUR.FIN.S25

     1.000%         06/20/21       0.894%      EUR         16,755,000       $ (17,360)   
                 

 

 

 

OTC Credit Default Swaps on Corporate Issues—Buy Protection (a)

 

Reference Obligation

   Fixed Deal
(Pay) Rate
     Maturity
Date
   

Counterparty

  Implied Credit
Spread at
March 31,
2016(b)
    Notional
Amount(c)
    Market
Value
    Upfront
Premium
Paid/
(Received)
    Unrealized
Appreciation/
(Depreciation)
 

Bank of America Corp. 5.000%, due 01/15/15

     (1.000%)         09/20/17      Credit Suisse International     0.514%        USD        2,000,000      $ (14,319)      $ 4,498      $ (18,817)   

Beazer Homes USA, Inc. 9.125%, due 05/15/19

     (5.000%)         06/20/16      Citibank N.A.     3.826%        USD        3,000,000        (7,868)        (140,925)        133,057   

Beazer Homes USA, Inc. 9.125%, due 05/15/19

     (5.000%)         06/20/19      Citibank N.A.     6.338%        USD        2,500,000        92,097        (129,684)        221,781   

Beazer Homes USA, Inc. 9.125%, due 05/15/19

     (5.000%)         06/20/19      Credit Suisse International     6.338%        USD        5,000,000        192,924        (249,868)        442,792   

Beazer Homes USA, Inc. 9.125%, due 05/15/19

     (5.000%)         06/20/19      Credit Suisse International     6.338%        USD        5,000,000        192,924        (228,025)        420,949   

Beazer Homes USA, Inc. 9.125%, due 05/15/19

     (5.000%)         06/20/19      Credit Suisse International     6.338%        USD        2,000,000        77,169        (86,028)        163,197   

CSC Holdings LLC
5.000%, due 09/20/18

     (5.000%)         09/20/18      Barclays Bank plc     1.709%        USD        2,500,000        (199,360)        (146,999)        (52,361)   

Canadian Natural Resources, Ltd.
1.000%, due 12/20/20

     (1.000%)         12/20/20      Barclays Bank plc     2.978%        USD        3,400,000        288,488        629,465        (340,977)   

Centex Corp.
5.250%, due 06/15/15

     (5.000%)         06/20/16      Credit Suisse International     0.092%        USD        6,000,000        (66,153)        (737,831)        671,678   

Century Link
6.000%, due 04/01/17

     (5.000%)         06/20/17      Barclays Bank plc     0.706%        USD        1,000,000        (52,466)        (97,281)        44,815   

Constellation Brands, Inc. 7.250%, due 09/01/16

     (5.000%)         09/20/16      Barclays Bank plc     0.132%        USD        2,000,000        (46,628)        (241,928)        195,300   

DPL, Inc.
7.250%, due 10/25/21

     (5.000%)         12/20/16      JPMorgan Chase Bank N.A.     0.589%        USD        1,131,000        (36,293)        (104,572)        68,279   

Dell, Inc.
7.100%, due 04/15/28

     (1.000%)         06/20/16      Citibank N.A.     1.106%        USD        1,500,000        355        (2,575)        2,930   

Embarq Corp.
7.082%, due 06/01/16

     (5.000%)         06/20/16      Credit Suisse International     0.285%        USD        2,071,000        (21,929)        (247,588)        225,659   

Hospitality Properties Trust 5.125%, due 02/15/15

     (5.000%)         03/20/17      Credit Suisse International     0.333%        USD        5,000,000        (223,937)        (663,898)        439,961   

 

MIST-226


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

OTC Credit Default Swaps on Corporate Issues—Buy Protection (a)—(Continued)

 

Reference Obligation

  Fixed Deal
(Pay) Rate
    Maturity
Date
   

Counterparty

  Implied Credit
Spread at
March 31,
2016(b)
    Notional
Amount(c)
    Market
Value
    Upfront
Premium
Paid/
(Received)
    Unrealized
Appreciation/
(Depreciation)
 

Kinder Morgan Energy Partners L.P.
5.000%, due 03/20/18

    (5.000%)        03/20/18      Citibank N.A.     1.286%        USD        1,500,000      $ (108,391)      $ (136,049)      $ 27,658   

Kinder Morgan Energy Partners L.P.
3.950%, due 09/01/22

    (5.000%)        03/20/20      Citibank N.A.     2.093%        USD        5,000,000        (544,449)        (1,063,304)        518,855   

Kinder Morgan Energy Partners L.P.
1.000%, due 12/20/20

    (1.000%)        12/20/20      Citibank N.A.     2.341%        USD        170,000        9,943        18,134        (8,191)   

Kinder Morgan Energy Partners L.P.
1.000%, due 12/20/20

    (1.000%)        12/20/20      JPMorgan Chase Bank N.A.     2.341%        USD        430,000        25,151        44,082        (18,931)   

LANXESS AG
1.000%, due 12/20/20

    (1.000%)        12/20/20      Citibank N.A.     0.816%        EUR        3,150,000        (30,969)        27,173        (58,142)   

Lennar Corp.
4.750%, due 12/15/17

    (5.000%)        06/20/18      Citibank N.A.     0.735%        USD        5,500,000        (517,549)        (628,661)        111,112   

Lennar Corp.
4.750%, due 12/15/17

    (5.000%)        09/20/19      Citibank N.A.     1.293%        USD        1,350,000        (169,106)        (155,949)        (13,157)   

Lennar Corp.
4.750%, due 12/15/17

    (5.000%)        09/20/19      Credit Suisse International     1.293%        USD        2,000,000        (250,527)        (285,162)        34,635   

Lennar Corp.
4.750%, due 12/15/17

    (5.000%)        12/20/19      Citibank N.A.     1.392%        USD        2,000,000        (259,990)        (264,588)        4,598   

Lennar Corp.
5.000%, due 12/20/20

    (5.000%)        12/20/20      JPMorgan Chase Bank N.A.     1.779%        USD        1,100,000        (158,211)        (110,002)        (48,209)   

Owens-Illinois, Inc.
7.800%, due 05/15/18

    (5.000%)        06/20/18      Citibank N.A.     0.238%        USD        1,000,000        (105,689)        (117,750)        12,061   

Owens-Illinois, Inc.
7.800%, due 05/15/18

    (5.000%)        06/20/18      Citibank N.A.     0.238%        USD        2,000,000        (113,061)        (209,855)        96,794   

PPL Energy Supply LLC
5.500%, due 05/01/18

    (5.000%)        06/20/16      JPMorgan Chase Bank N.A.     1.144%        USD        3,000,000        (25,932)        (252,981)        227,049   

PPL Energy Supply LLC
6.500%, due 05/01/18

    (5.000%)        06/20/16      JPMorgan Chase Bank N.A.     1.144%        USD        3,000,000        (25,932)        (253,214)        227,282   

Rite Aid Corp.
5.000%, due 12/20/20

    (5.000%)        12/20/20      JPMorgan Chase Bank N.A.     1.303%        USD        3,700,000        (621,521)        (684,996)        63,475   

Springleaf Finance Corp.
6.900%, due 12/15/17

    (5.000%)        09/20/16      JPMorgan Chase Bank N.A.     2.163%        USD        3,000,000        (40,410)        (164,236)        123,826   

Springleaf Finance Corp.
5.000%, due 06/20/20

    (5.000%)        06/20/20      Barclays Bank plc     3.986%        USD        1,000,000        (37,558)        (92,698)        55,140   

Tenet Healthcare Corp.
6.875%, due 11/15/31

    (5.000%)        12/05/16      Barclays Bank plc     0.638%        USD        2,500,000        (79,307)        (230,083)        150,776   

Tenet Healthcare Corp.
6.875%, due 11/15/31

    (5.000%)        03/20/19      Barclays Bank plc     2.639%        USD        4,500,000        (302,708)        (362,651)        59,943   

Tenet Healthcare Corp. 6.875%, due 11/15/31

    (5.000%)        03/20/19      Citibank N.A.     2.639%        USD        2,500,000        (168,171)        (220,999)        52,828   

Toys “R” Us, Inc.
7.375%, due 10/15/18

    (5.000%)        12/20/18      JPMorgan Chase Bank N.A.     10.186%        USD        2,200,000        263,313        550,000        (286,687)   

Weatherford International, Ltd.
4.500%, due 04/15/22

    (5.000%)        06/20/17      Credit Suisse International     3.285%        USD        5,000,000        (102,374)        (269,888)        167,514   

Yum! Brands, Inc.
5.000%, due 03/20/18

    (5.000%)        03/20/18      Citibank N.A.     0.912%        USD        1,300,000        (103,919)        (119,871)        15,952   

Yum! Brands, Inc.
5.000%, due 03/20/18

    (5.000%)        03/20/18      Credit Suisse International     0.912%        USD        400,000        (31,975)        (36,272)        4,297   
             

 

 

   

 

 

   

 

 

 

Totals

  

  $ (3,324,338)      $ (7,463,059)      $ 4,138,721   
             

 

 

   

 

 

   

 

 

 

 

MIST-227


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Swap Agreements—(Continued)

 

OTC Credit Default Swaps on Corporate and Sovereign Issues—Sell Protection (d)

 

Reference Obligation

  Fixed Deal
Receive Rate
    Maturity
Date
   

Counterparty

  Implied Credit
Spread at
March 31,
2016(b)
    Notional
Amount(c)
    Market
Value
    Upfront
Premium
Paid/
(Received)
    Unrealized
Appreciation/
(Depreciation)
 

Bank of America Corp. 5.650%, due 05/01/18

    1.000%        09/20/17      Credit Suisse International     0.514%        USD        2,000,000      $ 14,319      $ (4,498)      $ 18,817   

Beazer Homes USA, Inc. 9.125%, due 05/15/19

    5.000%        09/20/19      Citibank N.A.     6.680%        USD        1,350,000        (69,429)        28,152        (97,581)   

Beazer Homes USA, Inc. 9.125%, due 05/15/19

    5.000%        12/20/19      Citibank N.A.     6.968%        USD        2,000,000        (127,076)        59,704        (186,780)   

Beazer Homes USA, Inc. 5.000%, due 12/20/20

    5.000%        12/20/20      JPMorgan Chase Bank N.A.     7.896%        USD        1,100,000        (121,802)        (120,729)        (1,073)   

Celanese U.S. Holdings LLC 3.246%, due 10/31/16

    1.800%        06/20/16      Credit Suisse International     0.402%        USD        500,000        1,569               1,569   

China Government International Bond
7.500%, due 10/28/27

    1.000%        09/20/20      Barclays Bank plc     1.033%        USD        3,000,000        (4,223)        7,341        (11,564)   

Electricite de France S.A. 5.625%, due 02/21/33

    1.000%        09/20/20      Barclays Bank plc     0.738%        EUR        3,300,000        43,899        87,530        (43,631)   

Engie S.A.
5.125%, due 02/19/18

    1.000%        09/20/20      Barclays Bank plc     0.629%        EUR        2,300,000        43,482        75,856        (32,374)   

Orange S.A.
5.625%, due 05/22/18

    1.000%        09/20/20      Citibank N.A.     0.590%        EUR        3,300,000        69,023        70,842        (1,819)   

Republic of Lithuania
4.500%, due 03/05/13

    1.000%        06/20/16      Credit Suisse International     0.085%        USD        400,000        822        (18,566)        19,388   

Solvay S.A.
1.000%, due 12/20/20

    1.000%        12/20/20      Citibank N.A.     1.017%        EUR        3,150,000        (2,913)        (81,966)        79,053   

Tenet Healthcare Corp.
6.875%, due 11/15/31

    5.000%        12/20/18      Barclays Bank plc     2.359%        USD        2,500,000        173,944        169,065        4,879   

United Mexico States
5.950%, due 03/19/19

    1.000%        06/20/20      Citibank N.A.     1.302%        USD        1,600,000        (19,710)        (20,033)        323   

iHeartCommunications, Inc. 6.875%, due 06/15/18

    5.000%        06/20/18      Barclays Bank plc     67.146%        USD        1,600,000        (1,109,853)        (360,000)        (749,853)   
             

 

 

   

 

 

   

 

 

 

Totals

  

  $ (1,107,948)      $ (107,302)      $ (1,000,646)   
             

 

 

   

 

 

   

 

 

 

 

(a) If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues or indices as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. A credit spread identified as “Defaulted” indicates a credit event has occurred for the referenced entity or obligation.
(c) The maximum potential amount of future undiscounted payments that the Portfolio could be required to make under a credit default swap contract would be the notional amount of the contract. These potential amounts would be partially offset by any recovery values of the referenced debt obligation or net amounts received from the settlement of purchased protection credit default swap contracts entered into by the Portfolio for the same referenced debt obligation.
(d) If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.

Cash in the amount of $40,000 has been received at the custodian bank for the OTC swap contracts.

 

(AUD)— Australian Dollar
(CAD)— Canadian Dollar

 

MIST-228


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

(EUR)— Euro
(GBP)— British Pound
(INR)— Indian Rupee
(JPY)— Japanese Yen
(MXN)— Mexican Peso
(MYR)— Malaysian Ringgit
(NZD)— New Zealand Dollar
(USD)— United States Dollar
(CDX.NA.HY)— Markit North America High Yield CDS Index
(ITRAXX.EUR.FIN)— Markit iTraxx Europe Senior Financials Index
(LIBOR)— London Interbank Offered Rate

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Corporate Bonds & Notes*

   $ —          $ 660,590,570      $ —         $ 660,590,570   

Total Asset-Backed Securities*

     —            210,446,941        —            210,446,941   

Total U.S. Treasury & Government Agencies*

     —            204,758,535        —            204,758,535   

Total Mortgage-Backed Securities*

     —            167,402,180        —            167,402,180   

Total Floating Rate Loans (Less Unfunded Loan Commitments)*

     —            68,995,171        —            68,995,171   

Total Foreign Government*

     —            47,420,619        —            47,420,619   

Total Municipals

     —            5,262,966        —            5,262,966   

Total Common Stock*

     —            47,594        —            47,594   

Total Purchased Options*

     —            25        —            25   
Short-Term Investments           

Discount Note

     —            13,344,000        —            13,344,000   

Mutual Fund

     26,669,930         —           —            26,669,930   

Repurchase Agreement

     —            5,762,096        —            5,762,096   

Total Short-Term Investments

     26,669,930         19,106,096        —            45,776,026   

Total Net Investments

   $ 26,669,930       $ 1,384,030,697      $ —         $ 1,410,700,627   
                                    

Collateral for Securities Loaned (Liability)

   $ —          $ (26,669,930   $  —         $ (26,669,930
Forward Contracts           

Forward Foreign Currency Exchange

          

Contracts (Unrealized Appreciation)

   $ —          $ 1,614,058      $ —         $ 1,614,058   

Forward Foreign Currency Exchange

          

Contracts (Unrealized Depreciation)

     —            (2,585,563     —            (2,585,563

Total Forward Contracts

   $ —          $ (971,505   $ —         $ (971,505

 

MIST-229


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  
Futures Contracts          

Futures Contracts (Unrealized Depreciation)

   $ (593,960   $ —        $ —         $ (593,960

Written Options at Value

   $ —        $ 0      $ —         $ 0   
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 2,782      $ —         $ 2,782   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —          (292,582     —           (292,582

Total Centrally Cleared Swap Contracts

   $ —        $ (289,800   $ —         $ (289,800
OTC Swap Contracts          

OTC Swap Contracts at Value (Assets)

   $ —        $ 1,626,141      $ —         $ 1,626,141   

OTC Swap Contracts at Value (Liabilities)

     —          (5,960,553     —           (5,960,553

Total OTC Swap Contracts

   $ —        $ (4,334,412   $ —         $ (4,334,412

 

* See Schedule of Investments for additional detailed categorizations.

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

Investments in Securities

  Balance as of
December 31,
2015
    Transfers
out of
Level 3
    Balance as of
March 31,
2016
    Change in Unrealized
Appreciation/
(Depreciation) from
Investments Still Held at
March 31, 2016
 
Common Stocks        

Health Care Providers & Services

  $ 26,439      $ (26,439   $      $   
Floating Rate Loans        

Healthcare-Products

    95,418        (95,418              
 

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 121,857      $ (121,857   $      $   
 

 

 

   

 

 

   

 

 

   

 

 

 

Common Stocks in the amount of $26,439 and Corporate Bonds & Notes in the amount of $95,418 were transferred out level 3 due to the initiation of a vendor or broker providing prices that are based on market activity which has been determined to be significant observable inputs.

 

MIST-230


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Foreign Government—75.3% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Brazil—4.9%

   

Brazil Letras do Tesouro Nacional
Zero Coupon, 01/01/18 (BRL)

    10,440,000      $ 2,322,185   

Brazil Notas do Tesouro Nacional
6.000%, 08/15/16 (BRL) (a)

    3,245,000        2,554,447   

6.000%, 08/15/18 (BRL) (a)

    4,225,000        3,307,988   

6.000%, 05/15/19 (BRL) (a)

    2,420,000        1,896,805   

6.000%, 08/15/20 (BRL) (a)

    430,000        335,849   

6.000%, 08/15/22 (BRL) (a)

    6,930,000        5,327,931   

6.000%, 05/15/23 (BRL) (a)

    1,070,000        820,022   

6.000%, 08/15/24 (BRL) (a)

    1,140,000        871,807   

6.000%, 05/15/45 (BRL) (a)

    6,400,000        4,775,192   

10.000%, 01/01/17 (BRL)

    49,680,000        13,477,244   

10.000%, 01/01/19 (BRL)

    6,700,000        1,728,826   

10.000%, 01/01/21 (BRL)

    79,115,000        19,278,893   

10.000%, 01/01/23 (BRL)

    8,350,000        1,968,732   

10.000%, 01/01/25 (BRL)

    4,810,000        1,085,146   

10.000%, 01/01/27 (BRL)

    13,370,000        2,971,953   
   

 

 

 
      62,723,020   
   

 

 

 

Hungary—1.0%

   

Hungary Government International Bonds
6.250%, 01/29/20

    8,925,000        9,922,636   

6.375%, 03/29/21

    2,928,000        3,326,384   
   

 

 

 
      13,249,020   
   

 

 

 

Indonesia—4.8%

   

Indonesia Treasury Bonds
5.625%, 05/15/23 (IDR)

    96,951,000,000        6,446,218   

7.000%, 05/15/22 (IDR)

    81,607,000,000        5,926,662   

8.250%, 07/15/21 (IDR)

    37,100,000,000        2,895,926   

8.375%, 03/15/24 (IDR)

    81,624,000,000        6,373,259   

8.375%, 09/15/26 (IDR)

    19,458,000,000        1,535,069   

8.375%, 03/15/34 (IDR)

    49,720,000,000        3,788,207   

9.000%, 03/15/29 (IDR)

    9,426,000,000        754,329   

10.000%, 09/15/24 (IDR)

    186,070,000,000        15,797,006   

10.000%, 02/15/28 (IDR)

    34,960,000,000        2,999,521   

10.250%, 07/15/22 (IDR)

    31,762,000,000        2,684,727   

11.500%, 09/15/19 (IDR)

    7,238,000,000        609,040   

12.800%, 06/15/21 (IDR)

    133,179,000,000        12,206,970   

12.900%, 06/15/22 (IDR)

    1,823,000,000        171,513   
   

 

 

 
      62,188,447   
   

 

 

 

Lithuania—0.5%

   

Lithuania Government International Bond
7.375%, 02/11/20 (144A)

    5,140,000        6,088,330   
   

 

 

 

Malaysia—11.0%

   

Bank Negara Malaysia Monetary Notes
0.487%, 04/19/16 (MYR) (b)

    4,067,000        1,041,413   

0.770%, 05/03/16 (MYR) (b)

    4,310,000        1,102,631   

0.831%, 05/12/16 (MYR) (b)

    3,300,000        843,743   

1.263%, 06/07/16 (MYR) (b)

    17,450,000        4,454,211   

1.511%, 07/05/16 (MYR) (b)

    10,040,000        2,557,929   

1.613%, 07/19/16 (MYR) (b)

    5,620,000        1,430,455   

Malaysia—(Continued)

  

Bank Negara Malaysia Monetary Notes

  

1.910%, 09/15/16 (MYR) (b)

    14,350,000      3,638,114   

1.951%, 09/22/16 (MYR) (b)

    12,560,000        3,182,694   

1.982%, 10/06/16 (MYR) (b)

    1,870,000        473,375   

1.998%, 10/11/16 (MYR) (b)

    7,250,000        1,834,606   

2.019%, 10/18/16 (MYR) (b)

    5,620,000        1,421,414   

Malaysia Government Bonds
3.172%, 07/15/16 (MYR)

    91,288,000        23,465,356   

3.314%, 10/31/17 (MYR)

    27,310,000        7,055,255   

3.394%, 03/15/17 (MYR)

    119,020,000        30,698,588   

3.814%, 02/15/17 (MYR)

    11,870,000        3,072,579   

4.012%, 09/15/17 (MYR)

    20,230,000        5,275,184   

4.262%, 09/15/16 (MYR)

    180,173,000        46,597,961   

Malaysia Treasury Bills
0.674%, 04/29/16 (MYR) (b)

    930,000        237,976   

0.730%, 05/06/16 (MYR) (b)

    10,000        2,558   

1.036%, 05/27/16 (MYR) (b)

    360,000        91,948   

1.717%, 08/05/16 (MYR) (b)

    4,050,000        1,029,649   

1.877%, 01/20/17 (MYR) (b)

    9,450,000        2,374,124   
   

 

 

 
      141,881,763   
   

 

 

 

Mexico—20.5%

   

Mexican Bonos
5.000%, 06/15/17 (MXN)

    178,610,000        10,451,763   

6.250%, 06/16/16 (MXN)

    124,988,000        7,269,143   

7.250%, 12/15/16 (MXN)

    311,355,000        18,420,047   

7.750%, 12/14/17 (MXN)

    950,800,000        58,291,893   

Mexican Udibonos
2.500%, 12/10/20 (MXN) (a)

    13,387,696        780,504   

3.500%, 12/14/17 (MXN) (a)

    24,728,310        1,484,459   

4.000%, 06/13/19 (MXN) (a)

    16,959,200        1,039,286   

5.000%, 06/16/16 (MXN) (a)

    24,722,866        1,435,436   

Mexico Cetes
0.402%, 04/14/16 (MXN) (b)

    4,162,947,000        24,060,165   

0.680%, 04/21/16 (MXN) (b)

    129,422,000        747,460   

0.761%, 04/28/16 (MXN) (b)

    2,114,523,000        12,203,104   

1.123%, 05/12/16 (MXN) (b)

    746,213,000        4,300,200   

1.286%, 05/26/16 (MXN) (b)

    3,040,538,000        17,496,361   

1.288%, 05/19/16 (MXN) (b)

    92,126,000        530,510   

1.484%, 06/09/16 (MXN) (b)

    1,719,638,000        9,879,696   

1.638%, 06/23/16 (MXN) (b)

    4,341,785,000        24,905,300   

1.755%, 07/07/16 (MXN) (b)

    3,311,001,000        18,963,782   

1.853%, 07/21/16 (MXN) (b)

    450,274,000        2,574,856   

1.985%, 08/04/16 (MXN) (b)

    2,103,428,000        12,009,049   

2.252%, 08/18/16 (MXN) (b)

    1,456,921,000        8,304,470   

2.451%, 10/13/16 (MXN) (b)

    1,641,268,000        9,295,878   

2.469%, 09/01/16 (MXN) (b)

    156,498,000        890,582   

2.597%, 12/08/16 (MXN) (b)

    2,741,648,000        15,429,709   

3.057%, 02/02/17 (MXN) (b)

    592,925,000        3,315,540   
   

 

 

 
      264,079,193   
   

 

 

 

Peru—0.2%

   

Peru Government Bond
7.840%, 08/12/20 (PEN)

    5,663,000        1,832,489   
   

 

 

 

 

MIST-231


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Foreign Government—(Continued)

 

Security Description   Principal
Amount*
    Value  

Philippines—4.8%

   

Philippine Government Bonds
1.625%, 04/25/16 (PHP)

    1,175,540,000      $ 25,526,413   

2.125%, 05/23/18 (PHP)

    279,500,000        5,991,953   

2.875%, 05/22/17 (PHP)

    97,980,000        2,158,816   

5.875%, 01/31/18 (PHP)

    44,290,000        1,004,781   

Philippine Treasury Bills
0.381%, 05/04/16 (PHP) (b)

    2,030,000        44,020   

0.592%, 06/08/16 (PHP) (b)

    14,960,000        324,050   

0.705%, 07/20/16 (PHP) (b)

    516,970,000        11,162,611   

0.728%, 08/24/16 (PHP) (b)

    31,460,000        678,994   

0.733%, 08/03/16 (PHP) (b)

    45,240,000        976,701   

0.769%, 09/14/16 (PHP) (b)

    11,020,000        236,844   

1.021%, 02/22/17 (PHP) (b)

    42,280,000        906,216   

1.027%, 01/18/17 (PHP) (b)

    560,080,000        11,965,632   

1.030%, 03/15/17 (PHP) (b)

    22,030,000        470,072   

1.108%, 12/07/16 (PHP) (b)

    15,090,000        324,283   
   

 

 

 
      61,771,386   
   

 

 

 

Poland—4.3%

   

Poland Government Bonds
Zero Coupon, 07/25/16 (PLN)

    107,520,000        28,688,752   

1.750%, 01/25/17 (PLN) (c)

    28,518,000        7,659,168   

1.750%, 01/25/21 (PLN) (c)

    28,929,000        7,651,702   

4.750%, 10/25/16 (PLN)

    38,260,000        10,446,123   

4.750%, 04/25/17 (PLN)

    1,320,000        366,212   
   

 

 

 
      54,811,957   
   

 

 

 

Portugal—0.9%

   

Portugal Government International Bond
5.125%, 10/15/24 (144A)

    11,910,000        11,983,366   
   

 

 

 

Serbia—1.7%

   

Serbia International Bonds
4.875%, 02/25/20 (144A)

    2,400,000        2,436,763   

5.250%, 11/21/17 (144A)

    1,720,000        1,773,805   

7.250%, 09/28/21 (144A)

    16,260,000        18,170,550   
   

 

 

 
      22,381,118   
   

 

 

 

Slovenia—0.2%

   

Slovenia Government International Bond
5.500%, 10/26/22 (144A)

    2,560,000        2,895,529   
   

 

 

 

South Korea—15.7%

   

Korea Monetary Stabilization Bonds
Zero Coupon, 04/19/16 (KRW)

    3,466,300,000        3,028,760   

1.520%, 09/09/16 (KRW)

    2,370,700,000        2,073,092   

1.530%, 10/08/16 (KRW)

    6,485,400,000        5,671,878   

1.560%, 08/09/16 (KRW)

    10,378,600,000        9,076,928   

1.560%, 10/02/17 (KRW)

    37,369,200,000        32,715,042   

1.570%, 07/09/16 (KRW)

    10,130,600,000        8,859,934   

1.570%, 01/09/17 (KRW)

    1,094,900,000        957,925   

1.610%, 11/09/16 (KRW)

    12,475,400,000        10,916,029   

1.620%, 06/09/16 (KRW)

    817,900,000        715,344   

1.700%, 08/02/17 (KRW)

    8,336,400,000        7,310,504   

South Korea—(Continued)

  

Korea Monetary Stabilization Bonds

   

1.960%, 02/02/17 (KRW)

    275,400,000      241,804   

2.070%, 12/02/16 (KRW)

    10,448,300,000        9,170,960   

2.220%, 10/02/16 (KRW)

    1,595,700,000        1,400,336   

2.460%, 08/02/16 (KRW)

    9,348,700,000        8,200,942   

2.790%, 06/02/16 (KRW)

    7,884,300,000        6,909,352   

2.800%, 04/02/16 (KRW)

    14,113,890,000        12,342,508   

Korea Treasury Bonds
1.500%, 06/10/19 (KRW)

    3,765,000,000        3,288,535   

1.750%, 12/10/18 (KRW)

    6,400,500,000        5,641,512   

2.000%, 12/10/17 (KRW)

    22,392,700,000        19,752,413   

2.000%, 03/10/21 (KRW)

    8,784,860,000        7,845,719   

2.750%, 06/10/16 (KRW)

    2,696,060,000        2,363,202   

2.750%, 09/10/19 (KRW)

    1,504,000,000        1,369,874   

3.000%, 12/10/16 (KRW)

    48,321,540,000        42,687,576   
   

 

 

 
      202,540,169   
   

 

 

 

Sri Lanka—0.7%

   

Sri Lanka Government Bonds
6.400%, 08/01/16 (LKR)

    56,200,000        381,003   

6.400%, 10/01/16 (LKR)

    35,400,000        238,539   

7.500%, 08/15/18 (LKR)

    25,830,000        161,074   

8.000%, 06/15/17 (LKR)

    13,890,000        92,031   

8.000%, 11/15/18 (LKR)

    243,630,000        1,523,197   

8.000%, 11/01/19 (LKR)

    13,890,000        83,438   

8.250%, 03/01/17 (LKR)

    540,000        3,618   

8.500%, 04/01/18 (LKR)

    170,110,000        1,098,279   

8.500%, 06/01/18 (LKR)

    1,410,000        9,048   

8.500%, 07/15/18 (LKR)

    45,000,000        288,195   

9.000%, 05/01/21 (LKR)

    3,530,000        20,815   

9.250%, 05/01/20 (LKR)

    55,880,000        342,136   

10.600%, 07/01/19 (LKR)

    340,660,000        2,225,462   

10.600%, 09/15/19 (LKR)

    55,760,000        362,935   

11.000%, 08/01/21 (LKR)

    219,060,000        1,396,902   

11.200%, 07/01/22 (LKR)

    26,640,000        169,756   
   

 

 

 
      8,396,428   
   

 

 

 

Ukraine—4.1%

   

Ukraine Government International Bonds
Zero Coupon, 05/31/40 (144A)

    12,785,000        4,179,161   

7.750%, 09/01/19 (144A)

    1,664,461        1,566,174   

7.750%, 09/01/20 (144A)

    6,665,000        6,251,437   

7.750%, 09/01/21 (144A)

    6,429,000        5,951,582   

7.750%, 09/01/22 (144A)

    6,429,000        5,882,535   

7.750%, 09/01/23 (144A)

    6,206,000        5,613,948   

7.750%, 09/01/24 (144A)

    6,206,000        5,547,854   

7.750%, 09/01/25 (144A)

    6,206,000        5,501,309   

7.750%, 09/01/26 (144A)

    6,206,000        5,476,050   

7.750%, 09/01/27 (144A)

    6,095,000        5,379,142   

Ukreximbank Via Biz Finance plc
9.750%, 01/22/25 (144A)

    1,330,000        1,117,200   
   

 

 

 
      52,466,392   
   

 

 

 

Total Foreign Government
(Cost $1,007,162,188)

      969,288,607   
   

 

 

 

 

MIST-232


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Short-Term Investments—23.4%

 

Security Description   Principal
Amount*
    Value  

Discount Note—11.8%

  

Federal Home Loan Bank
0.010%, 04/01/16 (b)

    151,490,000      $ 151,490,000   
   

 

 

 

Repurchase Agreement—11.6%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $149,191,266 on 04/01/16, collateralized by $142,390,000 U.S. Treasury Note at 2.625% due 11/15/20 with a value of $152,179,313.

    149,191,142        149,191,142   
   

 

 

 

Total Short-Term Investments
(Cost $300,681,142)

      300,681,142   
   

 

 

 

Total Investments—98.7%
(Cost $1,307,843,330) (d)

      1,269,969,749   

Other assets and liabilities (net)—1.3%

      16,800,397   
   

 

 

 
Net Assets—100.0%     $ 1,286,770,146   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Principal amount of security is adjusted for inflation.
(b) The rate shown represents current yield to maturity.
(c) Variable or floating rate security. The stated rate represents the rate at March 31, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(d) As of March 31, 2016, the aggregate cost of investments was $1,307,843,330. The aggregate unrealized appreciation and depreciation of investments were $19,384,443 and $(57,258,024), respectively, resulting in net unrealized depreciation of $(37,873,581).
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $95,814,735, which is 7.4% of net assets.
(BRL)— Brazilian Real
(IDR)— Indonesian Rupiah
(KRW)— South Korean Won
(LKR)— Sri Lankan Rupee
(MXN)— Mexican Peso
(MYR)— Malaysian Ringgit
(PEN)— Peruvian Nuevo Sol
(PHP)— Philippine Peso
(PLN)— Polish Zloty

 

Top Sectors as of
March 31, 2016 (Unaudited)

  

% of
Net Assets

 

Global Government Investment Grade

     28.3%   

Global Government High Yield

     47.0%   
  

 

 

 
     75.3%   
  

 

 

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
CLP     438,100,000      

Barclays Bank plc

     04/04/16         USD         630,360       $ 23,619   
CLP     67,982,000      

Deutsche Bank AG

     04/07/16         USD         93,792         7,667   
CLP     296,547,000      

Deutsche Bank AG

     04/11/16         USD         436,227         6,219   
CLP     317,298,500      

Morgan Stanley & Co.

     04/11/16         USD         462,602         10,805   
CLP     93,075,000      

Deutsche Bank AG

     04/18/16         USD         135,896         2,879   
CLP     91,925,000      

Deutsche Bank AG

     04/21/16         USD         124,492         12,529   
CLP     986,595,000      

Morgan Stanley & Co.

     04/21/16         USD         1,348,120         122,474   
CLP     113,400,000      

Morgan Stanley & Co.

     04/22/16         USD         154,013         15,002   
CLP     29,117,000      

Deutsche Bank AG

     04/28/16         USD         40,152         3,220   
CLP     438,100,000      

Barclays Bank plc

     05/02/16         USD         648,845         3,495   
CLP     9,313,680,000      

JPMorgan Chase Bank N.A.

     05/05/16         USD         13,033,417         831,021   
CLP     845,200,000      

Morgan Stanley & Co.

     05/05/16         USD         1,182,313         75,860   
CLP     101,783,000      

Deutsche Bank AG

     05/09/16         USD         141,277         10,186   
CLP     635,908,000      

Morgan Stanley & Co.

     05/12/16         USD         884,680         61,371   
CLP     96,622,000      

Deutsche Bank AG

     05/16/16         USD         134,277         9,420   
CLP     986,595,000      

Morgan Stanley & Co.

     05/17/16         USD         1,382,173         84,973   
CLP     202,610,000      

Barclays Bank plc

     05/18/16         USD         285,688         15,584   
CLP     433,400,000      

Deutsche Bank AG

     05/18/16         USD         605,671         38,775   
CLP     246,100,000      

JPMorgan Chase Bank N.A.

     05/24/16         USD         351,020         14,732   
CLP     141,690,000      

Deutsche Bank AG

     05/26/16         USD         202,945         7,597   
CLP     244,579,000      

Deutsche Bank AG

     05/31/16         USD         346,694         16,579   
CLP     46,749,000      

Citibank N.A.

     06/02/16         USD         66,732         2,693   
CLP     108,963,000      

Deutsche Bank AG

     06/02/16         USD         155,163         6,652   
CLP     248,948,000      

Deutsche Bank AG

     06/03/16         USD         356,149         13,519   
CLP     845,200,000      

Morgan Stanley & Co.

     06/06/16         USD         1,213,531         41,201   
CLP     46,326,000      

JPMorgan Chase Bank N.A.

     06/10/16         USD         67,513         1,235   

 

MIST-233


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Buy

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
CLP     317,298,500      

Morgan Stanley & Co.

     06/10/16         USD         459,820       $ 11,051   
CLP     96,622,000      

Deutsche Bank AG

     06/13/16         USD         140,103         3,245   
CLP     296,547,000      

Deutsche Bank AG

     06/14/16         USD         433,517         6,399   
CLP     687,600,000      

JPMorgan Chase Bank N.A.

     06/14/16         USD         1,005,043         14,984   
CLP     9,249,063,000      

Deutsche Bank AG

     06/20/16         USD         13,352,191         360,955   
CLP     1,155,000,000      

Barclays Bank plc

     06/23/16         USD         1,692,060         19,938   
EUR     1,005,008      

Barclays Bank plc

     04/01/16         USD         1,144,676         (1,078
IDR     894,320,000,000      

JPMorgan Chase Bank N.A.

     03/14/17         USD         63,880,000         (454,299
IDR     133,413,773,145      

JPMorgan Chase Bank N.A.

     03/15/17         USD         9,570,572         (111,335
INR     16,661,000      

Deutsche Bank AG

     04/27/16         USD         242,472         8,059   
INR     163,760,484      

Deutsche Bank AG

     04/29/16         USD         2,375,740         85,826   
INR     228,261,000      

HSBC Bank plc

     04/29/16         USD         3,311,956         119,149   
INR     69,899,500      

HSBC Bank plc

     05/05/16         USD         1,010,364         39,178   
INR     110,978,417      

Deutsche Bank AG

     05/09/16         USD         1,613,661         51,486   
INR     1,228,565,000      

HSBC Bank plc

     05/16/16         USD         17,689,539         721,036   
INR     2,900,000,000      

HSBC Bank plc

     05/17/16         USD         41,934,905         1,515,059   
INR     14,658,000      

JPMorgan Chase Bank N.A.

     05/23/16         USD         211,001         8,381   
MXN     260,397,780      

HSBC Bank plc

     10/07/16         USD         15,152,620         (326,740
MYR     21,469,000      

HSBC Bank plc

     04/01/16         USD         4,749,253         753,502   
MYR     54,230,000      

JPMorgan Chase Bank N.A.

     07/27/16         USD         13,851,852         (71,835
MYR     7,610,828      

HSBC Bank plc

     08/08/16         USD         1,898,435         33,998   
MYR     21,469,000      

HSBC Bank plc

     10/04/16         USD         5,414,218         16,847   
SGD     1,398,000      

HSBC Bank plc

     08/17/16         USD         993,957         42,201   

Contracts to Deliver

                                  
AUD     23,199,000      

JPMorgan Chase Bank N.A.

     05/18/16         USD         16,424,892         (1,322,387
AUD     5,331,000      

Citibank N.A.

     05/19/16         USD         3,755,583         (322,456
AUD     16,989,000      

JPMorgan Chase Bank N.A.

     05/19/16         USD         11,960,256         (1,035,769
AUD     13,314,000      

Citibank N.A.

     06/14/16         USD         9,528,297         (644,452
AUD     19,754,000      

JPMorgan Chase Bank N.A.

     06/14/16         USD         14,293,105         (800,216
AUD     190,000      

Citibank N.A.

     06/17/16         USD         136,411         (8,742
AUD     383,100      

Citibank N.A.

     06/20/16         USD         291,447         (1,187
AUD     960,000      

JPMorgan Chase Bank N.A.

     06/20/16         USD         728,381         (4,922
AUD     29,844,000      

JPMorgan Chase Bank N.A.

     06/22/16         USD         22,630,705         (163,788
AUD     13,227,000      

Citibank N.A.

     09/14/16         USD         9,528,466         (537,455
AUD     13,389,000      

JPMorgan Chase Bank N.A.

     12/12/16         USD         9,528,670         (623,952
AUD     6,655,000      

JPMorgan Chase Bank N.A.

     12/14/16         USD         4,764,181         (281,777
CLP     438,100,000      

Barclays Bank plc

     04/04/16         USD         650,434         (3,544
EUR     1,005,008      

Barclays Bank plc

     04/01/16         USD         1,097,439         (46,160
EUR     1,865,900      

Citibank N.A.

     04/08/16         USD         2,070,742         (52,732
EUR     4,186,153      

Deutsche Bank AG

     04/13/16         USD         4,532,892         (231,857
EUR     1,069,000      

JPMorgan Chase Bank N.A.

     04/13/16         USD         1,217,281         527   
EUR     1,911,000      

Standard Chartered Bank

     04/13/16         USD         2,050,933         (124,199
EUR     3,696,678      

HSBC Bank plc

     04/18/16         USD         3,938,810         (269,429
EUR     281,896      

Barclays Bank plc

     04/21/16         USD         319,113         (1,821
EUR     274,083      

JPMorgan Chase Bank N.A.

     04/21/16         USD         298,605         (13,434
EUR     989,372      

Barclays Bank plc

     04/22/16         USD         1,071,228         (55,190
EUR     3,529,000      

Deutsche Bank AG

     04/27/16         USD         3,907,309         (111,112
EUR     8,218,000      

Deutsche Bank AG

     04/28/16         USD         9,111,297         (246,695
EUR     14,777,000      

Bank of America N.A.

     04/29/16         USD         16,556,151         (271,192
EUR     692,175      

Barclays Bank plc

     04/29/16         USD         756,523         (31,693
EUR     840,650      

Citibank N.A.

     04/29/16         USD         938,594         (18,698
EUR     82,860,000      

Deutsche Bank AG

     04/29/16         USD         92,533,905         (1,823,112
EUR     1,370,039      

Deutsche Bank AG

     04/29/16         USD         1,518,140         (41,995
EUR     4,118,000      

Goldman Sachs & Co.

     04/29/16         USD         4,567,191         (122,191
EUR     1,200,000      

Goldman Sachs & Co.

     04/29/16         USD         1,345,404         (21,099
EUR     5,010,000      

Standard Chartered Bank

     04/29/16         USD         5,517,513         (187,636

 

MIST-234


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
EUR     4,170,000      

Bank of America N.A.

     05/04/16         USD         4,617,024       $ (132,272
EUR     3,083,128      

Barclays Bank plc

     05/05/16         USD         3,467,201         (44,340
EUR     652,963      

Barclays Bank plc

     05/06/16         USD         712,268         (31,449
EUR     7,580,000      

Goldman Sachs & Co.

     05/09/16         USD         8,285,092         (349,217
EUR     2,440,000      

Goldman Sachs & Co.

     05/12/16         USD         2,624,098         (155,534
EUR     1,623,000      

Morgan Stanley & Co.

     05/12/16         USD         1,754,009         (94,903
EUR     17,552,000      

Standard Chartered Bank

     05/12/16         USD         18,850,146         (1,144,979
EUR     7,408,999      

Goldman Sachs & Co.

     05/16/16         USD         8,016,018         (425,280
EUR     2,080,000      

Barclays Bank plc

     05/18/16         USD         2,389,088         19,138   
EUR     86,267      

Deutsche Bank AG

     05/19/16         USD         92,269         (6,026
EUR     469,000      

Barclays Bank plc

     05/23/16         USD         525,995         (8,463
EUR     1,287,000      

Deutsche Bank AG

     05/23/16         USD         1,442,109         (24,518
EUR     1,154,000      

Goldman Sachs & Co.

     05/24/16         USD         1,240,342         (74,761
EUR     1,115,456      

Barclays Bank plc

     05/26/16         USD         1,299,255         28,000   
EUR     195,330      

Barclays Bank plc

     06/06/16         USD         217,290         (5,396
EUR     1,380,000      

Deutsche Bank AG

     06/06/16         USD         1,469,838         (103,431
EUR     3,548,416      

Barclays Bank plc

     06/09/16         USD         3,907,906         (137,876
EUR     10,839,830      

Citibank N.A.

     06/09/16         USD         11,936,582         (422,619
EUR     8,070,000      

Deutsche Bank AG

     06/09/16         USD         8,877,807         (323,329
EUR     714,000      

HSBC Bank plc

     06/09/16         USD         785,336         (28,742
EUR     2,023,000      

Morgan Stanley & Co.

     06/09/16         USD         2,227,030         (79,525
EUR     263,000      

Standard Chartered Bank

     06/09/16         USD         285,932         (13,931
EUR     2,021,800      

Deutsche Bank AG

     06/13/16         USD         2,290,497         (15,002
EUR     1,529,000      

Bank of America N.A.

     06/15/16         USD         1,685,050         (58,618
EUR     3,307,000      

Deutsche Bank AG

     06/15/16         USD         3,736,612         (34,681
EUR     1,546,000      

Deutsche Bank AG

     06/15/16         USD         1,761,729         (1,325
EUR     651,717      

Barclays Bank plc

     06/16/16         USD         726,743         (16,499
EUR     462,068      

Citibank N.A.

     06/16/16         USD         515,495         (11,464
EUR     225,000      

JPMorgan Chase Bank N.A.

     06/16/16         USD         250,994         (5,604
EUR     399,325      

Barclays Bank plc

     06/23/16         USD         451,660         (3,853
EUR     685,747      

Barclays Bank plc

     06/24/16         USD         771,873         (10,389
EUR     4,150,100      

Bank of America N.A.

     06/30/16         USD         4,662,679         (72,488
EUR     1,815,000      

Barclays Bank plc

     06/30/16         USD         2,032,954         (37,918
EUR     1,815,000      

Barclays Bank plc

     06/30/16         USD         2,038,245         (32,627
EUR     205,485      

Deutsche Bank AG

     06/30/16         USD         230,575         (3,879
EUR     1,620,000      

HSBC Bank plc

     06/30/16         USD         1,817,826         (30,556
EUR     1,005,008      

Barclays Bank plc

     07/01/16         USD         1,147,943         1,213   
EUR     14,641,000      

Barclays Bank plc

     07/06/16         USD         16,046,536         (661,913
EUR     10,266,434      

Deutsche Bank AG

     07/07/16         USD         11,085,387         (631,174
EUR     1,069,000      

JPMorgan Chase Bank N.A.

     07/13/16         USD         1,219,943         (308
EUR     12,261,000      

JPMorgan Chase Bank N.A.

     07/15/16         USD         13,387,663         (609,097
EUR     3,870,000      

Morgan Stanley & Co.

     07/18/16         USD         4,272,480         (145,849
EUR     13,037,000      

Barclays Bank plc

     07/19/16         USD         14,280,730         (603,962
EUR     913,000      

Barclays Bank plc

     07/21/16         USD         1,001,027         (41,442
EUR     4,966,000      

Morgan Stanley & Co.

     07/22/16         USD         5,428,583         (241,825
EUR     609,000      

Deutsche Bank AG

     07/25/16         USD         671,569         (23,888
EUR     12,323,000      

JPMorgan Chase Bank N.A.

     07/25/16         USD         13,416,543         (655,899
EUR     799,500      

Citibank N.A.

     07/28/16         USD         882,836         (30,261
EUR     1,858,400      

Citibank N.A.

     07/29/16         USD         2,032,474         (90,050
EUR     9,760,000      

Deutsche Bank AG

     07/29/16         USD         10,690,616         (456,523
EUR     146,322      

Barclays Bank plc

     08/05/16         USD         161,522         (5,637
EUR     5,009,000      

Citibank N.A.

     08/05/16         USD         5,540,705         (181,595
EUR     5,009,000      

HSBC Bank plc

     08/05/16         USD         5,529,435         (192,866
EUR     1,362,600      

JPMorgan Chase Bank N.A.

     08/05/16         USD         1,504,344         (52,295
EUR     649,410      

Citibank N.A.

     08/10/16         USD         713,279         (28,738
EUR     1,943,000      

Deutsche Bank AG

     08/11/16         USD         2,144,965         (75,190
EUR     650,000      

Morgan Stanley & Co.

     08/15/16         USD         733,892         (8,929

 

MIST-235


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
EUR     1,912,000      

JPMorgan Chase Bank N.A.

     08/16/16         USD         2,161,640       $ (23,474
EUR     650,000      

Morgan Stanley & Co.

     08/17/16         USD         728,774         (14,100
EUR     2,341,000      

Barclays Bank plc

     08/18/16         USD         2,620,691         (54,890
EUR     1,313,000      

Deutsche Bank AG

     08/22/16         USD         1,464,494         (36,372
EUR     720,000      

Deutsche Bank AG

     09/02/16         USD         787,392         (35,943
EUR     1,516,100      

Deutsche Bank AG

     09/06/16         USD         1,653,155         (80,778
EUR     4,440,000      

Deutsche Bank AG

     10/03/16         USD         5,033,184         (49,549
EUR     2,310,000      

JPMorgan Chase Bank N.A.

     10/07/16         USD         2,610,046         (34,752
EUR     3,012,496      

Deutsche Bank AG

     10/11/16         USD         3,416,170         (33,478
EUR     3,220,000      

Goldman Sachs & Co.

     10/11/16         USD         3,648,646         (38,617
EUR     3,821,000      

HSBC Bank plc

     10/13/16         USD         4,333,434         (42,384
EUR     1,079,000      

JPMorgan Chase Bank N.A.

     10/13/16         USD         1,234,506         (1,168
EUR     2,313,904      

Barclays Bank plc

     10/27/16         USD         2,576,011         (75,328
EUR     92,609      

Deutsche Bank AG

     11/04/16         USD         103,148         (2,999
EUR     1,618,000      

Deutsche Bank AG

     11/09/16         USD         1,778,991         (75,904
EUR     9,537,000      

Citibank N.A.

     11/14/16         USD         10,308,162         (627,312
EUR     1,525,000      

Deutsche Bank AG

     11/14/16         USD         1,660,451         (88,170
EUR     413,121      

JPMorgan Chase Bank N.A.

     11/14/16         USD         446,466         (27,234
EUR     309,733      

Deutsche Bank AG

     11/17/16         USD         336,593         (18,600
EUR     1,340,000      

JPMorgan Chase Bank N.A.

     12/15/16         USD         1,491,326         (47,033
EUR     13,187,000      

Barclays Bank plc

     01/11/17         USD         14,516,645         (638,636
EUR     8,953,000      

Standard Chartered Bank

     01/13/17         USD         9,850,091         (440,070
EUR     12,208,000      

JPMorgan Chase Bank N.A.

     01/19/17         USD         13,520,421         (514,335
EUR     670,000      

Deutsche Bank AG

     01/23/17         USD         739,948         (30,434
EUR     8,440,000      

Deutsche Bank AG

     02/03/17         USD         9,312,021         (396,874
EUR     3,073,000      

Barclays Bank plc

     02/08/17         USD         3,482,093         (53,636
EUR     6,590,000      

Goldman Sachs & Co.

     02/09/17         USD         7,438,792         (143,834
EUR     419,000      

HSBC Bank plc

     02/10/17         USD         471,476         (10,657
EUR     2,938,000      

Barclays Bank plc

     02/13/17         USD         3,366,654         (14,440
EUR     900,000      

Goldman Sachs & Co.

     02/13/17         USD         1,024,740         (10,993
EUR     1,022,000      

Goldman Sachs & Co.

     02/16/17         USD         1,165,458         (10,819
EUR     446,000      

Standard Chartered Bank

     02/16/17         USD         508,186         (5,141
EUR     3,298,000      

Barclays Bank plc

     02/22/17         USD         3,704,808         (91,981
EUR     1,120,359      

Bank of America N.A.

     02/28/17         USD         1,249,290         (40,830
EUR     1,673,320      

Deutsche Bank AG

     02/28/17         USD         1,867,676         (59,191
JPY     100,800,000      

Citibank N.A.

     04/13/16         USD         843,769         (52,157
JPY     177,260,000      

Barclays Bank plc

     04/18/16         USD         1,496,939         (78,781
JPY     104,580,000      

JPMorgan Chase Bank N.A.

     04/20/16         USD         880,140         (49,553
JPY     627,180,000      

JPMorgan Chase Bank N.A.

     04/21/16         USD         5,318,781         (256,857
JPY     106,500,000      

JPMorgan Chase Bank N.A.

     04/21/16         USD         903,201         (43,586
JPY     796,134,720      

Deutsche Bank AG

     05/13/16         USD         6,687,960         (393,683
JPY     791,049,590      

Morgan Stanley & Co.

     05/13/16         USD         6,649,096         (387,315
JPY     93,849,000      

Standard Chartered Bank

     05/16/16         USD         767,794         (67,057
JPY     8,630,050      

Bank of America N.A.

     05/18/16         USD         70,508         (6,266
JPY     8,617,300      

Citibank N.A.

     05/18/16         USD         72,880         (3,781
JPY     8,604,125      

Bank of America N.A.

     05/19/16         USD         72,344         (4,202
JPY     8,627,500      

Barclays Bank plc

     05/19/16         USD         72,524         (4,229
JPY     379,208,000      

Citibank N.A.

     05/19/16         USD         3,093,808         (279,756
JPY     8,634,400      

HSBC Bank plc

     05/19/16         USD         72,935         (3,880
JPY     275,190,000      

JPMorgan Chase Bank N.A.

     05/20/16         USD         2,317,068         (131,177
JPY     79,941,000      

HSBC Bank plc

     05/25/16         USD         654,096         (57,191
JPY     427,709,000      

Barclays Bank plc

     05/26/16         USD         3,632,348         (173,352
JPY     350,622,000      

Standard Chartered Bank

     05/26/16         USD         2,957,837         (161,953
JPY     462,800,000      

Citibank N.A.

     06/08/16         USD         3,756,625         (362,749
JPY     693,100,000      

HSBC Bank plc

     06/09/16         USD         5,645,746         (523,766
JPY     596,690,000      

Barclays Bank plc

     06/10/16         USD         4,805,196         (506,348
JPY     895,640,000      

Citibank N.A.

     06/10/16         USD         7,218,537         (754,164

 

MIST-236


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
JPY     635,480,000      

HSBC Bank plc

     06/10/16         USD         5,126,286       $ (530,555
JPY     210,400,000      

Deutsche Bank AG

     06/13/16         USD         1,708,541         (164,594
JPY     588,770,000      

JPMorgan Chase Bank N.A.

     06/13/16         USD         4,776,399         (465,264
JPY     119,465,000      

Citibank N.A.

     06/16/16         USD         974,024         (89,667
JPY     930,530,000      

HSBC Bank plc

     06/16/16         USD         7,760,884         (524,357
JPY     248,300,000      

JPMorgan Chase Bank N.A.

     06/16/16         USD         2,023,511         (187,299
JPY     929,100,000      

Deutsche Bank AG

     06/17/16         USD         7,680,607         (592,228
JPY     599,020,000      

Citibank N.A.

     06/20/16         USD         4,943,674         (390,714
JPY     930,710,000      

Deutsche Bank AG

     06/22/16         USD         7,616,285         (672,520
JPY     811,652,000      

Barclays Bank plc

     06/30/16         USD         6,619,651         (611,118
JPY     296,207,000      

Deutsche Bank AG

     07/07/16         USD         2,503,948         (135,581
JPY     554,560,000      

Barclays Bank plc

     07/15/16         USD         4,718,053         (225,085
JPY     360,500,000      

JPMorgan Chase Bank N.A.

     07/15/16         USD         3,064,330         (149,031
JPY     183,890,000      

HSBC Bank plc

     07/19/16         USD         1,565,754         (73,604
JPY     248,150,000      

Standard Chartered Bank

     07/19/16         USD         2,129,257         (82,972
JPY     353,334,000      

Citibank N.A.

     07/25/16         USD         2,872,681         (277,922
JPY     544,000,000      

JPMorgan Chase Bank N.A.

     07/25/16         USD         4,422,045         (428,685
JPY     411,460,000      

Barclays Bank plc

     07/29/16         USD         3,368,550         (300,870
JPY     342,205,982      

Deutsche Bank AG

     07/29/16         USD         2,903,151         (148,659
JPY     408,503,000      

Citibank N.A.

     08/10/16         USD         3,306,833         (337,767
JPY     105,370,000      

Barclays Bank plc

     08/12/16         USD         854,277         (85,884
JPY     196,520,000      

JPMorgan Chase Bank N.A.

     08/16/16         USD         1,751,180         (2,515
JPY     109,360,000      

JPMorgan Chase Bank N.A.

     08/16/16         USD         981,481         5,580   
JPY     338,124,000      

Deutsche Bank AG

     08/18/16         USD         2,746,475         (271,071
JPY     639,006,000      

HSBC Bank plc

     08/22/16         USD         5,185,895         (517,645
JPY     457,974,000      

JPMorgan Chase Bank N.A.

     08/22/16         USD         3,716,220         (371,492
JPY     151,705,000      

Barclays Bank plc

     08/24/16         USD         1,237,600         (116,561
JPY     149,920,000      

Deutsche Bank AG

     08/24/16         USD         1,334,996         (3,232
JPY     446,759,000      

JPMorgan Chase Bank N.A.

     08/26/16         USD         3,792,167         (196,011
JPY     256,658,000      

Deutsche Bank AG

     08/29/16         USD         2,157,697         (133,711
JPY     244,017,000      

JPMorgan Chase Bank N.A.

     08/29/16         USD         2,050,589         (127,961
JPY     468,190,000      

Barclays Bank plc

     08/31/16         USD         4,176,911         (3,321
JPY     150,260,000      

JPMorgan Chase Bank N.A.

     08/31/16         USD         1,257,390         (84,206
JPY     488,094,000      

HSBC Bank plc

     09/01/16         USD         4,334,760         (23,340
JPY     578,374,700      

Barclays Bank plc

     09/09/16         USD         5,123,847         (41,820
JPY     109,701,956      

Citibank N.A.

     09/16/16         USD         971,089         (8,941
JPY     383,980,000      

Barclays Bank plc

     09/20/16         USD         3,178,906         (251,894
JPY     109,297,635      

Barclays Bank plc

     09/20/16         USD         916,657         (59,900
JPY     465,903,000      

Citibank N.A.

     09/23/16         USD         4,201,109         37,897   
JPY     200,950,000      

Morgan Stanley & Co.

     09/23/16         USD         1,812,761         17,114   
JPY     250,376,450      

Barclays Bank plc

     09/26/16         USD         2,233,460         (4,091
JPY     160,844,000      

Deutsche Bank AG

     09/26/16         USD         1,449,541         12,119   
JPY     55,370,000      

JPMorgan Chase Bank N.A.

     10/19/16         USD         471,479         (23,811
JPY     698,590,000      

Barclays Bank plc

     10/24/16         USD         5,882,492         (367,822
JPY     94,232,353      

Citibank N.A.

     11/09/16         USD         782,921         (60,765
JPY     229,154,000      

Citibank N.A.

     11/14/16         USD         1,883,096         (169,023
JPY     8,128,806,420      

Goldman Sachs & Co.

     11/14/16         USD         66,807,532         (5,987,539
JPY     157,477,000      

HSBC Bank plc

     11/14/16         USD         1,293,074         (117,164
JPY     92,567,000      

JPMorgan Chase Bank N.A.

     11/14/16         USD         759,487         (69,469
JPY     119,300,000      

Morgan Stanley & Co.

     11/16/16         USD         982,823         (85,625
JPY     306,357,000      

Deutsche Bank AG

     11/18/16         USD         2,522,765         (221,199
JPY     425,961,000      

Citibank N.A.

     11/21/16         USD         3,494,491         (321,234
JPY     174,225,000      

Goldman Sachs & Co.

     01/10/17         USD         1,487,120         (76,984
JPY     44,450,000      

Citibank N.A.

     01/17/17         USD         381,722         (17,453
JPY     133,330,000      

Standard Chartered Bank

     01/17/17         USD         1,141,534         (55,812
JPY     55,370,000      

JPMorgan Chase Bank N.A.

     01/19/17         USD         478,261         (19,024
JPY     105,570,000      

Deutsche Bank AG

     01/23/17         USD         914,620         (33,689

 

MIST-237


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
JPY     359,980,000      

Goldman Sachs & Co.

     01/27/17         USD         3,073,009       $ (161,182
JPY     189,600,000      

JPMorgan Chase Bank N.A.

     01/27/17         USD         1,618,590         (84,845
JPY     2,961,408,150      

Deutsche Bank AG

     01/30/17         USD         25,285,247         (1,324,713
JPY     443,025,359      

HSBC Bank plc

     01/31/17         USD         3,783,308         (197,710
JPY     218,400,000      

Citibank N.A.

     02/16/17         USD         1,982,031         18,078   
JPY     109,070,000      

Citibank N.A.

     02/16/17         USD         965,413         (15,394
JPY     105,370,000      

Deutsche Bank AG

     02/16/17         USD         930,091         (17,445
JPY     156,373,020      

Goldman Sachs & Co.

     02/16/17         USD         1,406,068         (110
JPY     133,761,000      

Goldman Sachs & Co.

     02/16/17         USD         1,182,993         (19,848
JPY     164,870,000      

HSBC Bank plc

     02/16/17         USD         1,463,365         (19,222
JPY     164,783,000      

JPMorgan Chase Bank N.A.

     02/16/17         USD         1,455,179         (26,626
JPY     54,700,000      

Barclays Bank plc

     02/27/17         USD         494,709         2,578   
JPY     300,880,000      

HSBC Bank plc

     02/27/17         USD         2,716,970         9,977   
JPY     144,240,000      

HSBC Bank plc

     02/27/17         USD         1,302,481         4,765   
JPY     36,614,000      

Deutsche Bank AG

     03/01/17         USD         329,047         (396
JPY     338,400,000      

JPMorgan Chase Bank N.A.

     03/03/17         USD         3,035,685         (9,421
JPY     159,900,000      

HSBC Bank plc

     03/06/17         USD         1,423,865         (15,197
JPY     109,471,259      

JPMorgan Chase Bank N.A.

     03/24/17         USD         994,506         8,491   
JPY     66,105,000      

JPMorgan Chase Bank N.A.

     03/31/17         USD         590,244         (5,356
KRW     19,207,000,000      

HSBC Bank plc

     04/18/16         USD         15,852,513         (936,529
KRW     13,993,000,000      

HSBC Bank plc

     04/25/16         USD         11,334,908         (894,277
KRW     4,624,000,000      

HSBC Bank plc

     04/25/16         USD         3,740,065         (301,080
KRW     5,187,000,000      

HSBC Bank plc

     04/26/16         USD         4,193,667         (339,394
KRW     6,255,000,000      

HSBC Bank plc

     05/02/16         USD         5,049,078         (416,477
KRW     8,216,000,000      

Citibank N.A.

     05/12/16         USD         6,839,001         (338,204
KRW     3,446,000,000      

Citibank N.A.

     05/16/16         USD         2,848,876         (161,118
KRW     2,057,000,000      

Citibank N.A.

     05/16/16         USD         1,710,176         (86,561
KRW     15,389,000,000      

HSBC Bank plc

     05/17/16         USD         12,682,148         (759,408
KRW     8,488,000,000      

HSBC Bank plc

     05/18/16         USD         6,975,387         (438,284
KRW     27,933,000,000      

Citibank N.A.

     05/19/16         USD         22,709,996         (1,686,890
KRW     7,690,000,000      

Deutsche Bank AG

     05/23/16         USD         6,223,949         (491,863
KRW     14,004,000,000      

HSBC Bank plc

     05/24/16         USD         11,334,728         (894,897
KRW     4,392,000,000      

HSBC Bank plc

     05/31/16         USD         3,547,781         (287,042
KRW     12,505,000,000      

HSBC Bank plc

     06/02/16         USD         10,097,845         (820,187
KRW     17,622,000,000      

Goldman Sachs & Co.

     06/07/16         USD         14,244,950         (1,138,725
KRW     6,146,000,000      

Citibank N.A.

     06/16/16         USD         5,052,199         (312,015
KRW     7,689,000,000      

Deutsche Bank AG

     06/20/16         USD         6,437,003         (273,310
KRW     8,193,000,000      

Citibank N.A.

     09/19/16         USD         6,761,575         (377,498
KRW     11,175,000,000      

HSBC Bank plc

     09/19/16         USD         9,153,834         (583,642
KRW     13,944,000,000      

HSBC Bank plc

     09/26/16         USD         11,986,075         (162,860
KRW     14,010,000,000      

HSBC Bank plc

     09/28/16         USD         11,954,945         (251,108
MXN     260,397,780      

HSBC Bank plc

     10/07/16         USD         15,235,959         410,079   
MYR     21,469,000      

HSBC Bank plc

     04/01/16         USD         5,420,370         (82,386
MYR     54,230,000      

JPMorgan Chase Bank N.A.

     07/27/16         USD         12,647,659         (1,132,358
MYR     7,610,828      

HSBC Bank plc

     08/08/16         USD         1,774,086         (158,348
SGD     1,398,000      

HSBC Bank plc

     08/17/16         USD         979,499         (56,660

Cross Currency Contracts to Buy

                           
IDR     40,930,000,000      

JPMorgan Chase Bank N.A.

     06/23/16         AUD         3,720,909         205,464   
IDR     17,930,000,000      

JPMorgan Chase Bank N.A.

     06/24/16         AUD         1,633,415         87,197   
MYR     48,436,950      

JPMorgan Chase Bank N.A.

     04/08/16         JPY         1,326,876,964         619,336   
MYR     44,900,000      

JPMorgan Chase Bank N.A.

     04/13/16         JPY         1,262,604,164         277,724   
MYR     116,701,051      

JPMorgan Chase Bank N.A.

     07/08/16         EUR         24,574,333         1,644,238   
MYR     10,283,480      

Deutsche Bank AG

     10/17/16         EUR         2,123,633         167,232   
                

 

 

 

Net Unrealized Depreciation

  

   $ (50,006,812
                

 

 

 

 

MIST-238


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Swap Agreements

 

OTC Interest Rate Swaps

 

Pay/Receive
Floating Rate

   Floating
Rate Index
   Fixed
Rate
    Maturity
Date
  

Counterparty

   Notional
Amount
     Market
Value
    Upfront
Premium
Paid/(Received)
     Unrealized
Depreciation
 

Receive

   3M LIBOR      3.018   08/22/23    JPMorgan Chase Bank N.A.      USD         26,870,000       $ (3,031,084   $ —         $ (3,031,084

Receive

   3M LIBOR      3.848   08/22/43    JPMorgan Chase Bank N.A.      USD         15,360,000         (5,868,815     —           (5,868,815
                   

 

 

   

 

 

    

 

 

 

Totals

  

   $ (8,899,899   $ —         $ (8,899,899
                   

 

 

   

 

 

    

 

 

 

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

   Floating
Rate Index
     Fixed
Rate
    Maturity
Date
     Notional
Amount
     Unrealized
Depreciation
 

Receive

     3M LIBOR         0.926     10/17/17         USD         74,980,000       $ (140,294

Receive

     3M LIBOR         1.817     02/03/25         USD         8,640,000         (185,536

Receive

     3M LIBOR         1.914     01/22/25         USD         35,110,000         (1,048,834

Receive

     3M LIBOR         1.937     01/29/25         USD         6,480,000         (205,859

Receive

     3M LIBOR         1.942     01/30/25         USD         5,480,000         (176,012

Receive

     3M LIBOR         1.970     01/23/25         USD         43,890,000         (1,515,276

Receive

     3M LIBOR         1.973     01/27/25         USD         25,900,000         (901,020

Receive

     3M LIBOR         2.731     07/07/24         USD         14,050,000         (1,354,974
                

 

 

 

Net Unrealized Depreciation

  

   $ (5,527,805
                

 

 

 

 

(AUD)— Australian Dollar
(CLP)— Chilean Peso
(EUR)— Euro
(IDR)— Indonesian Rupiah
(INR)— Indian Rupee
(JPY)— Japanese Yen
(KRW)— South Korean Won
(MXN)— Mexican Peso
(MYR)— Malaysian Ringgit
(SGD)— Singapore Dollar
(USD)— United States Dollar
(LIBOR)— London Interbank Offered Rate

 

MIST-239


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy

 

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Foreign Government*

   $ —         $ 969,288,607      $ —         $ 969,288,607   
Short-Term Investments           

Discount Note

     —           151,490,000        —           151,490,000   

Repurchase Agreement

     —           149,191,142        —           149,191,142   

Total Short-Term Investments

     —           300,681,142        —           300,681,142   

Total Investments

   $ —         $ 1,269,969,749      $ —         $ 1,269,969,749   
                                    
Forward Contracts           

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —         $ 8,827,348      $ —         $ 8,827,348   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —           (58,834,160     —           (58,834,160

Total Forward Contracts

   $ —         $ (50,006,812   $ —         $ (50,006,812
Centrally Cleared Swap Contracts           

Centrally Cleared Swap Contracts (Unrealized Depreciation)

   $ —         $ (5,527,805   $ —         $ (5,527,805
OTC Swap Contracts           

OTC Swap Contracts at Value (Liabilities)

   $ —         $ (8,899,899   $ —         $ (8,899,899

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-240


Table of Contents

Met Investors Series Trust

Met/Wellington Large Cap Research Portfolio (formerly, WMC Large Cap Research Portfolio)

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—98.8% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—3.3%

   

Honeywell International, Inc.

    250,467      $ 28,064,827   

Lockheed Martin Corp.

    98,180        21,746,870   

Northrop Grumman Corp.

    63,306        12,528,257   

Raytheon Co.

    70,158        8,603,476   
   

 

 

 
      70,943,430   
   

 

 

 

Air Freight & Logistics—0.7%

   

C.H. Robinson Worldwide, Inc.

    21,890        1,624,895   

FedEx Corp.

    51,212        8,333,216   

XPO Logistics, Inc. (a) (b)

    135,280        4,153,096   
   

 

 

 
      14,111,207   
   

 

 

 

Airlines—0.2%

   

American Airlines Group, Inc.

    55,157        2,261,989   

Southwest Airlines Co.

    43,800        1,962,240   
   

 

 

 
      4,224,229   
   

 

 

 

Banks—4.5%

   

Bank of America Corp.

    2,536,710        34,296,319   

PNC Financial Services Group, Inc. (The)

    255,731        21,627,171   

Wells Fargo & Co.

    890,675        43,073,043   
   

 

 

 
      98,996,533   
   

 

 

 

Beverages—4.3%

   

Anheuser-Busch InBev S.A. (ADR)

    46,167        5,755,178   

Coca-Cola Co. (The)

    152,774        7,087,186   

Constellation Brands, Inc. - Class A

    56,160        8,485,215   

Dr Pepper Snapple Group, Inc.

    101,897        9,111,630   

Molson Coors Brewing Co. - Class B

    107,741        10,362,529   

Monster Beverage Corp. (a)

    148,482        19,804,529   

PepsiCo, Inc.

    332,975        34,123,278   
   

 

 

 
      94,729,545   
   

 

 

 

Biotechnology—1.5%

   

Alkermes plc (a)

    91,306        3,121,752   

Alnylam Pharmaceuticals, Inc. (a) (b)

    12,520        785,880   

Anacor Pharmaceuticals, Inc. (a) (b)

    15,420        824,199   

Bluebird Bio, Inc. (a) (b)

    21,390        909,075   

Celgene Corp. (a)

    66,550        6,660,989   

Chiasma, Inc. (a)

    59,570        545,661   

Dicerna Pharmaceuticals, Inc. (a) (b)

    107,968        578,708   

GlycoMimetics, Inc. (a) (b)

    108,511        646,725   

Incyte Corp. (a) (b)

    52,680        3,817,720   

Ironwood Pharmaceuticals, Inc. (a) (b)

    147,503        1,613,683   

Karyopharm Therapeutics, Inc. (a)

    89,952        802,372   

Nivalis Therapeutics, Inc. (a) (b)

    81,810        341,148   

Novavax, Inc. (a) (b)

    220,250        1,136,490   

Otonomy, Inc. (a) (b)

    68,439        1,021,110   

PTC Therapeutics, Inc. (a) (b)

    70,790        455,888   

Regeneron Pharmaceuticals, Inc. (a)

    14,728        5,308,560   

Regulus Therapeutics, Inc. (a) (b)

    76,840        532,501   

Syndax Pharmaceuticals, Inc. (a)

    57,780        769,630   

TESARO, Inc. (a) (b)

    39,060        1,719,812   

Trevena, Inc. (a) (b)

    168,677        1,394,959   

Voyager Therapeutics, Inc. (a) (b)

    10,800        94,284   
   

 

 

 
      33,081,146   
   

 

 

 

Building Products—0.4%

   

Fortune Brands Home & Security, Inc. (b)

    85,870      4,812,155   

Owens Corning

    100,835        4,767,479   
   

 

 

 
      9,579,634   
   

 

 

 

Capital Markets—1.2%

   

Ameriprise Financial, Inc.

    22,803        2,143,710   

BlackRock, Inc.

    14,860        5,060,870   

Goldman Sachs Group, Inc. (The)

    45,180        7,092,356   

Invesco, Ltd.

    127,948        3,936,960   

Northern Trust Corp.

    88,340        5,757,118   

Raymond James Financial, Inc.

    11,770        560,370   

WisdomTree Investments, Inc. (b)

    146,350        1,672,781   
   

 

 

 
      26,224,165   
   

 

 

 

Chemicals—2.1%

   

Cabot Corp.

    109,470        5,290,685   

Celanese Corp. - Series A

    134,163        8,787,676   

Dow Chemical Co. (The)

    147,381        7,495,798   

International Flavors & Fragrances, Inc. (b)

    65,292        7,428,271   

LyondellBasell Industries NV - Class A

    35,470        3,035,523   

Mosaic Co. (The) (b)

    118,280        3,193,560   

Sherwin-Williams Co. (The)

    37,429        10,654,913   
   

 

 

 
      45,886,426   
   

 

 

 

Commercial Services & Supplies—0.5%

   

Waste Management, Inc.

    171,832        10,138,088   
   

 

 

 

Communications Equipment—0.3%

   

Arista Networks, Inc. (a) (b)

    114,140        7,202,234   
   

 

 

 

Construction Materials—0.7%

   

CRH plc (ADR)

    129,020        3,635,784   

Martin Marietta Materials, Inc. (b)

    24,670        3,935,112   

Summit Materials, Inc. - Class A (a)

    143,318        2,787,535   

Vulcan Materials Co.

    43,250        4,565,902   
   

 

 

 
      14,924,333   
   

 

 

 

Consumer Finance—2.1%

   

American Express Co.

    344,418        21,147,265   

Capital One Financial Corp.

    164,320        11,389,019   

Santander Consumer USA Holdings, Inc. (a)

    1,215,570        12,751,330   
   

 

 

 
      45,287,614   
   

 

 

 

Containers & Packaging—1.0%

   

Ball Corp. (b)

    153,821        10,965,899   

International Paper Co.

    196,030        8,045,071   

Owens-Illinois, Inc. (a)

    135,060        2,155,558   
   

 

 

 
      21,166,528   
   

 

 

 

Diversified Financial Services—0.6%

   

Intercontinental Exchange, Inc.

    15,409        3,623,272   

MarketAxess Holdings, Inc. (b)

    15,120        1,887,430   

Markit, Ltd. (a)

    84,506        2,987,287   

MSCI, Inc.

    57,834        4,284,343   
   

 

 

 
      12,782,332   
   

 

 

 

 

MIST-241


Table of Contents

Met Investors Series Trust

Met/Wellington Large Cap Research Portfolio (formerly, WMC Large Cap Research Portfolio)

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Electric Utilities—3.4%

   

Avangrid, Inc.

    140,610      $ 5,639,867   

Duke Energy Corp.

    105,400        8,503,672   

Edison International

    121,920        8,764,829   

Eversource Energy

    78,610        4,586,107   

Exelon Corp.

    208,190        7,465,693   

NextEra Energy, Inc.

    194,310        22,994,646   

PG&E Corp.

    152,420        9,102,522   

Pinnacle West Capital Corp.

    43,030        3,230,262   

Westar Energy, Inc.

    62,237        3,087,578   
   

 

 

 
      73,375,176   
   

 

 

 

Electrical Equipment—0.8%

   

AMETEK, Inc.

    145,770        7,285,585   

Eaton Corp. plc

    149,020        9,322,691   
   

 

 

 
      16,608,276   
   

 

 

 

Electronic Equipment, Instruments & Components—0.1%

  

National Instruments Corp. (b)

    81,110        2,442,222   
   

 

 

 

Energy Equipment & Services—0.7%

   

Baker Hughes, Inc.

    69,340        3,039,172   

Ensco plc - Class A (b)

    38,570        399,971   

Forum Energy Technologies, Inc. (a) (b)

    182,540        2,409,528   

Halliburton Co.

    106,910        3,818,825   

Patterson-UTI Energy, Inc. (b)

    126,175        2,223,204   

Tenaris S.A. (ADR)

    90,830        2,248,951   

Tesco Corp.

    199,020        1,713,562   
   

 

 

 
      15,853,213   
   

 

 

 

Food & Staples Retailing—1.7%

   

Costco Wholesale Corp.

    71,423        11,254,836   

CVS Health Corp.

    137,610        14,274,285   

Walgreens Boots Alliance, Inc.

    143,890        12,121,294   
   

 

 

 
      37,650,415   
   

 

 

 

Food Products—1.3%

   

Mondelez International, Inc. - Class A

    555,782        22,297,974   

Post Holdings, Inc. (a)

    98,690        6,786,911   
   

 

 

 
      29,084,885   
   

 

 

 

Gas Utilities—0.2%

   

UGI Corp.

    120,540        4,856,557   
   

 

 

 

Health Care Equipment & Supplies—4.4%

  

Abbott Laboratories

    92,588        3,872,956   

Baxter International, Inc.

    198,757        8,164,938   

Becton Dickinson & Co.

    59,627        9,052,571   

Boston Scientific Corp. (a)

    643,730        12,108,561   

ConforMIS, Inc. (a) (b)

    140,400        1,509,300   

Medtronic plc

    516,116        38,708,700   

St. Jude Medical, Inc.

    161,690        8,892,950   

Stryker Corp.

    127,090        13,635,486   
   

 

 

 
      95,945,462   
   

 

 

 

Health Care Providers & Services—3.5%

   

Aetna, Inc.

    103,420      11,619,237   

Cardinal Health, Inc.

    79,510        6,515,844   

HCA Holdings, Inc. (a)

    172,720        13,480,796   

McKesson Corp.

    87,885        13,819,916   

UnitedHealth Group, Inc.

    230,204        29,673,296   
   

 

 

 
      75,109,089   
   

 

 

 

Hotels, Restaurants & Leisure—1.1%

   

Las Vegas Sands Corp. (b)

    60,460        3,124,573   

McDonald’s Corp.

    71,860        9,031,365   

Starbucks Corp.

    117,053        6,988,064   

Wingstop, Inc. (a)

    5,500        124,740   

Wyndham Worldwide Corp. (b)

    73,236        5,597,427   
   

 

 

 
      24,866,169   
   

 

 

 

Household Durables—0.8%

   

Mohawk Industries, Inc. (a)

    92,200        17,600,980   
   

 

 

 

Household Products—1.2%

   

Colgate-Palmolive Co.

    369,813        26,127,288   
   

 

 

 

Industrial Conglomerates—1.8%

   

Danaher Corp.

    323,690        30,705,233   

General Electric Co.

    234,950        7,469,061   
   

 

 

 
      38,174,294   
   

 

 

 

Insurance—5.1%

   

Aflac, Inc.

    97,387        6,149,015   

Allstate Corp. (The)

    35,080        2,363,340   

American International Group, Inc.

    454,901        24,587,399   

Assured Guaranty, Ltd.

    410,235        10,378,945   

Hartford Financial Services Group, Inc. (The)

    310,267        14,297,103   

Marsh & McLennan Cos., Inc.

    359,910        21,878,929   

Principal Financial Group, Inc.

    134,333        5,299,437   

Prudential Financial, Inc.

    143,690        10,377,292   

XL Group plc

    410,810        15,117,808   
   

 

 

 
      110,449,268   
   

 

 

 

Internet & Catalog Retail—2.9%

   

Amazon.com, Inc. (a)

    71,863        42,660,751   

Expedia, Inc.

    60,251        6,496,263   

Priceline Group, Inc. (The) (a)

    11,626        14,985,449   
   

 

 

 
      64,142,463   
   

 

 

 

Internet Software & Services—4.1%

   

Alphabet, Inc. - Class A (a)

    77,752        59,317,001   

Facebook, Inc. - Class A (a)

    271,450        30,972,445   
   

 

 

 
      90,289,446   
   

 

 

 

IT Services—4.2%

   

Accenture plc - Class A

    114,112        13,168,525   

Alliance Data Systems Corp. (a)

    28,448        6,258,560   

Automatic Data Processing, Inc.

    119,221        10,695,316   

Cognizant Technology Solutions Corp. - Class A (a)

    97,053        6,085,223   

 

MIST-242


Table of Contents

Met Investors Series Trust

Met/Wellington Large Cap Research Portfolio (formerly, WMC Large Cap Research Portfolio)

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

IT Services—(Continued)

   

Genpact, Ltd. (a)

    400,611      $ 10,892,613   

Global Payments, Inc. (b)

    166,232        10,854,950   

Visa, Inc. - Class A (b)

    367,260        28,088,045   

WEX, Inc. (a)

    69,121        5,761,926   
   

 

 

 
      91,805,158   
   

 

 

 

Life Sciences Tools & Services—0.4%

  

Thermo Fisher Scientific, Inc.

    65,460        9,268,481   
   

 

 

 

Machinery—1.2%

  

Illinois Tool Works, Inc.

    176,330        18,063,245   

Pentair plc (b)

    161,730        8,775,470   
   

 

 

 
      26,838,715   
   

 

 

 

Media—4.3%

  

Comcast Corp. - Class A

    599,700        36,629,676   

DreamWorks Animation SKG, Inc. - Class A (a) (b)

    200,410        5,000,229   

Interpublic Group of Cos., Inc. (The)

    242,749        5,571,090   

Time Warner Cable, Inc.

    145,840        29,841,781   

Twenty-First Century Fox, Inc. - Class A

    629,023        17,537,161   
   

 

 

 
      94,579,937   
   

 

 

 

Metals & Mining—0.1%

  

Reliance Steel & Aluminum Co.

    16,810        1,163,084   

Steel Dynamics, Inc.

    55,070        1,239,626   
   

 

 

 
      2,402,710   
   

 

 

 

Multi-Utilities—1.4%

  

Ameren Corp.

    95,430        4,781,043   

Dominion Resources, Inc.

    185,275        13,917,858   

Sempra Energy

    113,610        11,821,121   
   

 

 

 
      30,520,022   
   

 

 

 

Oil, Gas & Consumable Fuels—4.2%

  

Anadarko Petroleum Corp.

    42,278        1,968,886   

Cobalt International Energy, Inc. (a) (b)

    1,196,187        3,552,675   

ConocoPhillips

    135,070        5,439,269   

EOG Resources, Inc.

    71,680        5,202,534   

Hess Corp.

    33,870        1,783,256   

Marathon Petroleum Corp.

    137,160        5,099,609   

Newfield Exploration Co. (a)

    426,970        14,196,753   

Noble Energy, Inc.

    152,020        4,774,948   

ONEOK, Inc. (b)

    62,133        1,855,291   

PBF Energy, Inc. - Class A

    232,808        7,729,226   

PDC Energy, Inc. (a) (b)

    105,940        6,298,133   

Pioneer Natural Resources Co. (b)

    136,745        19,245,491   

Spectra Energy Corp.

    198,100        6,061,860   

TransCanada Corp. (b)

    122,350        4,809,579   

WPX Energy, Inc. (a) (b)

    504,928        3,529,447   
   

 

 

 
      91,546,957   
   

 

 

 

Paper & Forest Products—0.3%

   

Boise Cascade Co. (a)

    264,992        5,490,634   
   

 

 

 

Personal Products—1.1%

   

Coty, Inc. - Class A (b)

    228,147      6,349,331   

Estee Lauder Cos., Inc. (The) - Class A

    183,445        17,300,698   
   

 

 

 
      23,650,029   
   

 

 

 

Pharmaceuticals—5.2%

  

Aerie Pharmaceuticals, Inc. (a) (b)

    47,790        581,126   

Allergan plc (a)

    91,640        24,562,269   

AstraZeneca plc (ADR) (b)

    329,480        9,278,157   

Bristol-Myers Squibb Co.

    357,100        22,811,548   

Eli Lilly & Co.

    143,070        10,302,471   

Johnson & Johnson

    164,430        17,791,326   

Merck & Co., Inc.

    383,283        20,279,504   

Mylan NV (a)

    169,055        7,835,699   

MyoKardia, Inc. (a) (b)

    77,600        831,096   
   

 

 

 
      114,273,196   
   

 

 

 

Professional Services—1.4%

  

Equifax, Inc.

    64,819        7,408,164   

ManpowerGroup, Inc.

    43,444        3,537,210   

Nielsen Holdings plc

    167,165        8,802,909   

TransUnion (a)

    368,720        10,180,359   
   

 

 

 
      29,928,642   
   

 

 

 

Real Estate Investment Trusts—3.4%

  

American Tower Corp.

    171,599        17,566,590   

AvalonBay Communities, Inc.

    108,245        20,588,199   

Public Storage

    59,400        16,384,302   

Simon Property Group, Inc.

    88,631        18,407,772   
   

 

 

 
      72,946,863   
   

 

 

 

Road & Rail—0.5%

  

Genesee & Wyoming, Inc. - Class A (a) (b)

    47,932        3,005,337   

Kansas City Southern (b)

    8,114        693,341   

Knight Transportation, Inc. (b)

    85,856        2,245,134   

Norfolk Southern Corp.

    26,350        2,193,638   

Swift Transportation Co. (a) (b)

    117,480        2,188,652   
   

 

 

 
      10,326,102   
   

 

 

 

Semiconductors & Semiconductor Equipment—2.4%

  

Applied Materials, Inc.

    269,070        5,698,903   

Broadcom, Ltd.

    31,880        4,925,460   

Cavium, Inc. (a) (b)

    18,800        1,149,808   

First Solar, Inc. (a)

    17,548        1,201,511   

Lam Research Corp.

    56,976        4,706,218   

Linear Technology Corp.

    201,170        8,964,135   

M/A-COM Technology Solutions Holdings, Inc. (a) (b)

    27,950        1,223,930   

Microchip Technology, Inc. (b)

    125,720        6,059,704   

NXP Semiconductors NV (a)

    29,181        2,365,704   

ON Semiconductor Corp. (a)

    143,000        1,371,370   

Skyworks Solutions, Inc.

    183,680        14,308,672   

SunEdison Semiconductor, Ltd. (a) (b)

    104,030        674,114   

SunPower Corp. (a) (b)

    19,620        438,311   
   

 

 

 
      53,087,840   
   

 

 

 

 

MIST-243


Table of Contents

Met Investors Series Trust

Met/Wellington Large Cap Research Portfolio (formerly, WMC Large Cap Research Portfolio)

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description  

Shares

    Value  

Software—3.9%

  

Adobe Systems, Inc. (a)

    98,710      $ 9,258,998   

Electronic Arts, Inc. (a)

    137,760        9,107,314   

Microsoft Corp.

    839,944        46,390,107   

Salesforce.com, Inc. (a)

    139,150        10,273,444   

ServiceNow, Inc. (a) (b)

    114,870        7,027,747   

SS&C Technologies Holdings, Inc. (b)

    49,953        3,168,019   
   

 

 

 
      85,225,629   
   

 

 

 

Specialty Retail—1.9%

   

Advance Auto Parts, Inc.

    132,467        21,239,759   

L Brands, Inc. (b)

    77,638        6,817,393   

Ross Stores, Inc.

    24,985        1,446,631   

Signet Jewelers, Ltd.

    103,295        12,811,679   
   

 

 

 
      42,315,462   
   

 

 

 

Technology Hardware, Storage & Peripherals—3.2%

  

Apple, Inc.

    566,426        61,734,770   

Pure Storage, Inc. - Class A (a) (b)

    608,805        8,334,540   
   

 

 

 
      70,069,310   
   

 

 

 

Textiles, Apparel & Luxury Goods—1.8%

  

NIKE, Inc. - Class B

    381,448        23,447,608   

Ralph Lauren Corp. (b)

    21,630        2,082,104   

Under Armour, Inc. - Class A (a) (b)

    102,290        8,677,261   

VF Corp.

    78,090        5,057,108   
   

 

 

 
      39,264,081   
   

 

 

 

Tobacco—1.4%

   

Altria Group, Inc.

    479,178        30,025,294   
   

 

 

 

Total Common Stocks
(Cost $1,991,110,814)

      2,155,417,709   
   

 

 

 
Short-Term Investments—8.8%   
Security Description   Shares/
Principal
Amount*
    Value  

Mutual Fund—7.8%

   

State Street Navigator Securities Lending MET Portfolio (c)

    168,751,147      168,751,147   
   

 

 

 

Repurchase Agreement—1.0%

   

Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $22,285,615 on 04/01/16, collateralized by $22,480,000 U.S. Treasury Note at 1.375% due 02/29/20 with a value of $22,732,900.

    22,285,596        22,285,596   
   

 

 

 

Total Short-Term Investments
(Cost $191,036,743)

      191,036,743   
   

 

 

 

Total Investments—107.6%
(Cost $2,182,147,557) (d)

      2,346,454,452   

Other assets and liabilities (net)—(7.6)%

      (165,553,853
   

 

 

 
Net Assets—100.0%     $ 2,180,900,599   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Non-income producing security.
(b) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $183,642,838 and the collateral received consisted of cash in the amount of $168,751,147 and non-cash collateral with a value of $18,339,234. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(c) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(d) As of March 31, 2016, the aggregate cost of investments was $2,182,147,557. The aggregate unrealized appreciation and depreciation of investments were $258,519,556 and $(94,212,661), respectively, resulting in net unrealized appreciation of $164,306,895.
(ADR) An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Appreciation
 

S&P 500 E-Mini Index Futures

     06/17/16         109         USD         10,788,299       $  392,376   
              

 

 

 

 

(USD)— United States Dollar

 

MIST-244


Table of Contents

Met Investors Series Trust

Met/Wellington Large Cap Research Portfolio (formerly, WMC Large Cap Research Portfolio)

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Common Stocks*

   $ 2,155,417,709       $ —        $ —         $ 2,155,417,709   
Short-Term Investments           

Mutual Fund

     168,751,147         —          —           168,751,147   

Repurchase Agreement

     —           22,285,596        —           22,285,596   

Total Short-Term Investments

     168,751,147         22,285,596        —           191,036,743   

Total Investments

   $ 2,324,168,856       $ 22,285,596      $ —         $ 2,346,454,452   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (168,751,147   $ —         $ (168,751,147
Futures Contracts           

Futures Contracts (Unrealized Appreciation)

   $ 392,376       $ —        $ —         $ 392,376   

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-245


Table of Contents

Met Investors Series Trust

MetLife Asset Allocation 100 Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mutual Funds—100.0% of Net Assets

 

Security Description   Shares     Value  

Affiliated Investment Companies—100.0%

  

Baillie Gifford International Stock Portfolio (Class A) (a)

    5,788,510      $ 56,495,857   

BlackRock Capital Appreciation Portfolio (Class A) (a)

    1,789,468        61,861,905   

BlackRock Large Cap Value Portfolio (Class A) (a)

    6,643,353        56,468,502   

Clarion Global Real Estate Portfolio (Class A) (b)

    3,966,457        48,827,080   

ClearBridge Aggressive Growth Portfolio (Class A) (b)

    6,406,834        93,603,848   

Frontier Mid Cap Growth Portfolio (Class A) (a)

    723,220        24,104,915   

Goldman Sachs Mid Cap Value Portfolio (Class A) (b)

    2,166,210        24,131,580   

Harris Oakmark International Portfolio (Class A) (b)

    5,383,813        70,635,624   

Invesco Comstock Portfolio (Class A) (b)

    5,835,799        80,067,160   

Invesco Mid Cap Value Portfolio (Class A) (b)

    902,171        15,742,880   

Invesco Small Cap Growth Portfolio (Class A) (b)

    2,696,369        39,340,026   

Jennison Growth Portfolio (Class A) (a)

    6,447,060        93,288,963   

JPMorgan Small Cap Value Portfolio (Class A) (b)

    1,867,125        29,183,166   

Loomis Sayles Small Cap Growth Portfolio (Class A) (a)

    2,247,068        27,975,993   

Met/Aberdeen Emerging Markets Equity Portfolio (Class A) (b)

    6,484,382        57,192,253   

Met/Artisan International Portfolio (Class A) (b)

    5,864,763        54,483,644   

Met/Artisan Mid Cap Value Portfolio (Class A) (a)

    142,477        32,386,335   

Met/Dimensional International Small Company Portfolio (Class A) (a)

    5,569,039        72,564,584   

Met/Wellington Core Equity Opportunities Portfolio (formerly, WMC Core Equity Opportunities Portfolio) (Class A) (a)

    2,719,592        79,412,082   

Met/Wellington Large Cap Research Portfolio (formerly, WMC Large Cap Research Portfolio) (Class A) (b)

    4,062,933        56,027,845   

Affiliated Investment Companies—(Continued)

  

MetLife Small Cap Value Portfolio (Class A) (b)

    2,223,232      29,235,505   

MFS Research International Portfolio (Class A) (b)

    4,646,863        46,793,912   

MFS Value Portfolio (Class A) (a)

    5,177,301        79,989,296   

Morgan Stanley Mid Cap Growth Portfolio (Class A) (b) (c)

    1,058,039        15,161,695   

Neuberger Berman Genesis Portfolio (Class A) (a)

    1,399,101        25,771,439   

Oppenheimer Global Equity Portfolio (Class A) (b)

    1,614,038        30,973,389   

T. Rowe Price Large Cap Growth Portfolio (Class A) (a)

    4,350,317        93,531,809   

T. Rowe Price Large Cap Value Portfolio (Class A) (b)

    2,323,823        80,264,840   

T. Rowe Price Mid Cap Growth Portfolio (Class A) (b)

    2,132,078        24,220,407   

T. Rowe Price Small Cap Growth Portfolio (Class A) (a)

    1,117,864        24,045,261   

Van Eck Global Natural Resources Portfolio (Class A) (a)

    7,678,820        65,039,606   
   

 

 

 

Total Mutual Funds
(Cost $1,575,715,498)

      1,588,821,401   
   

 

 

 

Total Investments—100.0%
(Cost $1,575,715,498) (d)

      1,588,821,401   

Other assets and liabilities (net)—0.0%

      (477,235
   

 

 

 
Net Assets—100.0%     $ 1,588,344,166   
   

 

 

 

 

(a) A Portfolio of Metropolitan Series Fund.
(b) A Portfolio of Met Investors Series Trust.
(c) Non-income producing security.
(d) As of March 31, 2016, the aggregate cost of investments was $1,575,715,498. The aggregate unrealized appreciation and depreciation of investments were $109,021,449 and $(95,915,546), respectively, resulting in net unrealized appreciation of $13,105,903.

 

MIST-246


Table of Contents

Met Investors Series Trust

MetLife Asset Allocation 100 Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy

 

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Mutual Funds            

Affiliated Investment Companies

   $ 1,588,821,401       $       $       $ 1,588,821,401   

Total Investments

   $ 1,588,821,401       $       $       $ 1,588,821,401   
                                     

 

MIST-247


Table of Contents

Met Investors Series Trust

MetLife Balanced Plus Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mutual Funds—68.9% of Net Assets

 

Security Description       
    
Shares
    Value  

Affiliated Investment Companies—68.9%

  

Baillie Gifford International Stock Portfolio
(Class A) (a)

    27,216,496      $ 265,633,004   

BlackRock Bond Income Portfolio (Class A) (a)

    6,182,766        673,550,577   

BlackRock Capital Appreciation Portfolio
(Class A) (a)

    1,457,690        50,392,354   

BlackRock High Yield Portfolio (Class A) (b)

    14,276,570        105,075,558   

Clarion Global Real Estate Portfolio
(Class A) (b)

    8,099,549        99,705,445   

ClearBridge Aggressive Growth Portfolio
(Class A) (b)

    3,458,783        50,532,815   

Frontier Mid Cap Growth Portfolio
(Class A) (a)

    4,684,154        156,122,839   

Goldman Sachs Mid Cap Value Portfolio
(Class A) (b)

    14,226,070        158,478,418   

Harris Oakmark International Portfolio
(Class A) (b)

    27,762,839        364,248,450   

Invesco Comstock Portfolio (Class A) (b)

    3,803,729        52,187,156   

Invesco Small Cap Growth Portfolio
(Class A) (b)

    5,342,435        77,946,131   

Jennison Growth Portfolio (Class A) (a)

    4,174,842        60,409,960   

JPMorgan Core Bond Portfolio (Class A) (b)

    48,923,321        517,608,739   

JPMorgan Small Cap Value Portfolio
(Class A) (b)

    5,220,283        81,593,029   

Met/Aberdeen Emerging Markets Equity Portfolio (Class A) (b)

    17,920,001        158,054,410   

Met/Artisan International Portfolio
(Class A) (b)

    21,825,429        202,758,237   

Met/Artisan Mid Cap Value Portfolio
(Class A) (a)

    728,062        165,495,701   

Met/Dimensional International Small Company Portfolio (Class A) (a)

    11,574,166        150,811,385   

Met/Eaton Vance Floating Rate Portfolio
(Class A) (b)

    15,623,757        157,018,753   

Met/Franklin Low Duration Total Return Portfolio (Class A) (b)

    37,312,168        360,062,421   

Met/Templeton International Bond Portfolio (Class A) (b)

    26,048,932        255,540,027   

Met/Wellington Core Equity Opportunities Portfolio (formerly, WMC Core Equity Opportunities Portfolio) (Class A) (a)

    1,853,778        54,130,321   

Met/Wellington Large Cap Research Portfolio (formerly, WMC Large Cap Research Portfolio) (Class A) (b)

    3,805,542        52,478,427   

MetLife Small Cap Value Portfolio (Class A) (b)

    8,349,987        109,802,325   

MFS Research International Portfolio
(Class A) (b)

    25,310,170        254,873,407   

MFS Value Portfolio (Class A) (a)

    3,486,677        53,869,166   

Morgan Stanley Mid Cap Growth Portfolio (Class A) (b) (c)

    3,428,874        49,135,758   

Neuberger Berman Genesis Portfolio
(Class A) (a)

    4,059,591        74,777,665   

Oppenheimer Global Equity Portfolio
(Class A) (b)

    5,233,397        100,428,890   

Affiliated Investment Companies—(Continued)

  

PIMCO Inflation Protected Bond Portfolio
(Class A) (b)

    21,896,553      211,739,666   

PIMCO Total Return Portfolio
(Class A) (b)

    49,365,713        569,680,331   

T. Rowe Price Large Cap Value Portfolio
(Class A) (b)

    1,554,056        53,677,081   

T. Rowe Price Mid Cap Growth Portfolio
(Class A) (b)

    7,485,154        85,031,354   

T. Rowe Price Small Cap Growth Portfolio
(Class A) (a)

    4,827,130        103,831,556   

TCW Core Fixed Income Portfolio
(Class A) (b) (c)

    50,712,812        517,777,809   

Van Eck Global Natural Resources Portfolio (Class A) (a)

    19,114,791        161,902,279   

Western Asset Management Strategic Bond Opportunities Portfolio (Class A) (a)

    27,170,930        345,070,811   

Western Asset Management U.S. Government Portfolio (Class A) (a)

    29,728,206        360,305,861   
   

 

 

 

Total Mutual Funds
(Cost $7,587,008,197)

      7,321,738,116   
   

 

 

 
U.S. Treasury & Government Agencies—23.4%   

Federal Agencies—1.8%

   

Federal Home Loan Mortgage Corp.
1.750%, 05/30/19

    36,000,000        36,862,380   

2.375%, 01/13/22

    10,500,000        11,007,948   

6.250%, 07/15/32

    30,000,000        43,865,820   

Federal National Mortgage Association
6.625%, 11/15/30

    19,200,000        28,533,946   

Residual Funding Corp. Principal Strip
Zero Coupon, 10/15/19

    24,600,000        23,479,593   

Zero Coupon, 07/15/20

    33,405,000        31,296,911   

Zero Coupon, 04/15/30

    19,500,000        13,173,361   
   

 

 

 
      188,219,959   
   

 

 

 

U.S. Treasury—21.6%

   

U.S. Treasury Bonds
2.500%, 02/15/46

    80,000,000        78,003,120   

2.750%, 08/15/42

    32,600,000        33,662,043   

2.750%, 11/15/42

    196,000,000        202,071,492   

2.875%, 05/15/43

    126,000,000        132,767,586   

3.000%, 05/15/42

    3,000,000        3,257,343   

3.000%, 11/15/44

    96,000,000        103,593,792   

3.125%, 02/15/42

    90,900,000        101,094,253   

3.125%, 02/15/43

    89,700,000        99,346,248   

3.125%, 08/15/44

    13,100,000        14,491,875   

3.375%, 05/15/44

    99,895,000        115,804,078   

4.250%, 05/15/39

    6,000,000        7,940,388   

4.250%, 11/15/40

    177,700,000        235,216,515   

4.375%, 05/15/40

    31,300,000        42,114,400   

4.375%, 05/15/41

    93,500,000        126,246,879   

4.625%, 02/15/40

    104,000,000        144,828,112   

 

MIST-248


Table of Contents

Met Investors Series Trust

MetLife Balanced Plus Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description   Principal
Amount*
    Value  

U.S. Treasury—(Continued)

  

U.S. Treasury Bonds
5.375%, 02/15/31

    8,000,000      $ 11,470,936   

6.250%, 05/15/30

    74,700,000        113,949,621   

8.000%, 11/15/21

    57,700,000        78,519,314   

U.S. Treasury Coupon Strips

   

Zero Coupon, 11/15/27

    39,600,000        31,016,462   

U.S. Treasury Floating Rate Notes
0.468%, 10/31/17 (d) (e)

    46,800,000        46,796,537   

U.S. Treasury Inflation Indexed Bonds
0.750%, 02/15/45 (f)

    3,621,744        3,503,990   

2.000%, 01/15/26 (f)

    4,535,680        5,310,288   

3.625%, 04/15/28 (f) (g)

    5,858,880        8,066,641   

U.S. Treasury Notes
1.125%, 02/28/21

    125,000,000        124,487,250   

1.375%, 02/28/19 (e) (g) (h)

    31,000,000        31,450,461   

1.375%, 09/30/20 (e)

    170,000,000        171,421,030   

1.625%, 02/15/26

    60,000,000        59,128,140   

1.750%, 02/28/22

    9,900,000        10,082,922   

2.000%, 05/31/21

    137,500,000        142,484,375   

3.625%, 02/15/21

    100,000        111,301   

U.S. Treasury Principal Strips

   

Zero Coupon, 05/15/39

    6,700,000        3,723,116   

Zero Coupon, 11/15/41

    24,000,000        12,159,000   

Zero Coupon, 11/15/42

    6,600,000        3,189,028   
   

 

 

 
      2,297,308,536   
   

 

 

 

Total U.S. Treasury & Government Agencies (Cost $2,347,307,479)

      2,485,528,495   
   

 

 

 
Corporate Bonds & Notes—4.1%   

Agriculture—0.1%

   

Philip Morris International, Inc.
6.375%, 05/16/38

    5,000,000        6,674,815   

Reynolds American, Inc.
2.300%, 06/12/18

    1,200,000        1,223,962   
   

 

 

 
      7,898,777   
   

 

 

 

Auto Manufacturers—0.2%

   

BMW U.S. Capital LLC
0.973%, 06/02/17 (d)

    9,000,000        8,958,600   

Ford Motor Credit Co. LLC
1.534%, 06/15/18 (d)

    10,000,000        9,857,420   
   

 

 

 
      18,816,020   
   

 

 

 

Banks—2.5%

   

Banco del Estado de Chile
2.000%, 11/09/17 (144A)

    5,000,000        5,020,315   

Banco Santander Brasil S.A.
4.625%, 02/13/17 (144A)

    10,200,000        10,363,200   

Bank of America Corp.
6.875%, 04/25/18

    5,900,000        6,478,324   

6.875%, 11/15/18

    600,000        671,256   

Banks—(Continued)

  

Bank of America N.A.
0.914%, 06/15/16 (d)

    2,000,000      1,999,480   

1.088%, 02/14/17 (d)

    10,000,000        10,000,680   

Bank of New York Mellon Corp. (The)
4.950%, 06/20/20 (d)

    6,800,000        6,791,500   

BNP Paribas S.A.
1.080%, 05/07/17 (d)

    15,000,000        14,968,905   

Cooperatieve Rabobank UA
3.375%, 05/21/25

    5,000,000        5,134,515   

Credit Agricole S.A.
1.213%, 06/02/17 (144A) (d)

    10,000,000        9,965,980   

Credit Suisse AG
1.375%, 05/26/17

    10,000,000        9,971,620   

2.300%, 05/28/19

    10,700,000        10,801,350   

Goldman Sachs Group, Inc. (The)
1.260%, 06/04/17 (d)

    8,000,000        7,990,656   

1.834%, 09/15/20 (d)

    18,800,000        18,670,092   

HSBC Holdings plc
5.250%, 03/14/44

    3,000,000        3,042,675   

HSBC USA, Inc.
1.228%, 11/13/19 (d)

    20,000,000        19,531,520   

JPMorgan Chase & Co.
1.138%, 02/15/17 (d)

    18,100,000        18,113,557   

1.169%, 04/25/18 (d)

    20,000,000        19,928,780   

1.574%, 01/23/20 (d)

    20,000,000        20,003,660   

6.125%, 04/30/24 (d)

    3,000,000        3,071,250   

PNC Bank N.A.
1.055%, 06/01/18 (d)

    15,000,000        14,855,400   

2.250%, 07/02/19

    8,000,000        8,126,744   

Wells Fargo & Co.
5.900%, 06/15/24 (d)

    8,600,000        8,715,567   

Wells Fargo Bank N.A.
0.894%, 06/15/17 (d)

    21,000,000        20,918,982   

Westpac Banking Corp.
1.059%, 05/25/18 (d)

    15,000,000        14,897,340   
   

 

 

 
      270,033,348   
   

 

 

 

Biotechnology—0.0%

   

Amgen, Inc.
2.700%, 05/01/22

    3,300,000        3,363,291   
   

 

 

 

Diversified Financial Services—0.3%

  

American Express Credit Corp.
0.924%, 09/22/17 (d)

    2,500,000        2,485,335   

1.189%, 03/18/19 (d)

    5,000,000        4,929,500   

Charles Schwab Corp. (The)
1.500%, 03/10/18

    10,000,000        10,061,610   

LeasePlan Corp. NV
3.000%, 10/23/17 (144A) (i)

    5,100,000        5,141,590   

Navient Corp.
4.625%, 09/25/17

    1,400,000        1,415,750   

8.450%, 06/15/18

    5,840,000        6,256,100   
   

 

 

 
      30,289,885   
   

 

 

 

 

MIST-249


Table of Contents

Met Investors Series Trust

MetLife Balanced Plus Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Electric—0.2%

   

Duke Energy Corp.
1.009%, 04/03/17 (d)

    4,000,000      $ 3,973,184   

Electricite de France S.A.
1.084%, 01/20/17 (144A) (d)

    10,000,000        9,975,980   

2.150%, 01/22/19 (144A)

    6,200,000        6,271,895   

Ohio Power Co.
5.375%, 10/01/21

    949,000        1,079,713   
   

 

 

 
      21,300,772   
   

 

 

 

Insurance—0.1%

   

MassMutual Global Funding
2.500%, 10/17/22 (144A)

    4,000,000        3,991,000   

New York Life Global Funding
1.125%, 03/01/17 (144A)

    6,000,000        6,015,780   
   

 

 

 
      10,006,780   
   

 

 

 

Miscellaneous Manufacturing—0.1%

  

Siemens Financieringsmaatschappij NV
0.909%, 05/25/18 (144A) (d)

    15,000,000        14,941,065   
   

 

 

 

Oil & Gas—0.1%

   

Gazprom OAO Via Gaz Capital S.A.
9.250%, 04/23/19 (144A)

    4,200,000        4,761,750   

Statoil ASA
2.450%, 01/17/23

    5,400,000        5,235,154   
   

 

 

 
      9,996,904   
   

 

 

 

Pharmaceuticals—0.1%

   

Actavis Funding SCS
3.000%, 03/12/20

    5,000,000        5,141,040   

Baxalta, Inc.
1.404%, 06/22/18 (144A) (d)

    8,500,000        8,329,405   
   

 

 

 
      13,470,445   
   

 

 

 

Semiconductors—0.1%

   

QUALCOMM, Inc.
0.888%, 05/18/18 (d)

    10,000,000        9,900,220   
   

 

 

 

Software—0.1%

   

Microsoft Corp.
3.500%, 11/15/42

    4,500,000        4,336,911   
   

 

 

 

Telecommunications—0.2%

   

AT&T, Inc.
4.800%, 06/15/44

    3,000,000        2,920,557   

Verizon Communications, Inc.
1.036%, 06/09/17 (d)

    15,000,000        14,970,135   
   

 

 

 
      17,890,692   
   

 

 

 

Transportation—0.0%

   

Vessel Management Services, Inc.
3.432%, 08/15/36

    3,342,000        3,453,225   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $437,678,314)

      435,698,335   
   

 

 

 
Foreign Government—0.3%   
Security Description   Principal
Amount*
    Value  

Municipal—0.2%

   

Junta de Castilla y Leon
6.270%, 02/19/18 (EUR)

    7,500,000      9,472,478   

6.505%, 03/01/19 (EUR)

    7,500,000        10,038,828   
   

 

 

 
      19,511,306   
   

 

 

 

Sovereign—0.1%

   

Export-Import Bank of Korea
1.750%, 02/27/18

    6,700,000        6,706,533   
   

 

 

 

Total Foreign Government
(Cost $26,767,533)

      26,217,839   
   

 

 

 
Mortgage-Backed Securities—0.2%   

Commercial Mortgage-Backed Securities—0.2%

  

CSMC Trust
3.953%, 09/15/37 (144A)

    20,000,000        21,081,328   

JPMorgan Chase Commercial Mortgage Securities Trust
4.106%, 07/15/46 (144A)

    100,000        104,411   
   

 

 

 

Total Mortgage-Backed Securities
(Cost $20,700,840)

      21,185,739   
   

 

 

 
Municipals—0.1%                

Los Angeles Community College District, Build America Bonds
6.750%, 08/01/49

    2,500,000        3,762,625   

Port Authority of New York & New Jersey
4.458%, 10/01/62

    1,845,000        1,929,188   

University of California CA, Revenue
1.796%, 07/01/19

    8,500,000        8,633,790   
   

 

 

 

Total Municipals
(Cost $14,139,296)

      14,325,603   
   

 

 

 
Asset-Backed Security—0.1%   

Asset-Backed - Credit Card—0.1%

  

Chase Issuance Trust
0.756%, 02/18/20 (d)
(Cost $13,000,000)

    13,000,000        13,009,001   
   

 

 

 
Short-Term Investments—2.7%   

Repurchase Agreements—1.7%

  

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 03/31/16 at 0.470% to be repurchased at $131,301,714 on 04/01/16, collateralized by $106,922,000 U.S. Treasury Bond at 3.750% due 11/15/43 with a value of $132,800,332.

    131,300,000        131,300,000   

 

MIST-250


Table of Contents

Met Investors Series Trust

MetLife Balanced Plus Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Short-Term Investments—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreements—(Continued)

  

JPMorgan Securities, Inc.
Repurchase Agreement dated 03/31/16 at 0.470% to be repurchased at $50,000,653 on 04/01/16, collateralized by $50,660,000 U.S. Treasury Note at 1.250% due 01/31/20 with a value of $51,015,125.

    50,000,000      $ 50,000,000   
   

 

 

 
      181,300,000   
   

 

 

 

U.S. Treasury—1.0%

   

U.S. Treasury Bills
0.157%, 04/28/16 (j)

    19,800,000        19,797,609   

0.179%, 04/14/16 (j) (k)

    11,968,000        11,967,179   

0.204%, 04/07/16 (j)

    24,300,000        24,299,047   

0.237%, 04/21/16 (j)

    50,432,000        50,425,130   
   

 

 

 
      106,488,965   
   

 

 

 

Total Short-Term Investments
(Cost $287,788,965)

      287,788,965   
   

 

 

 

Total Investments—99.8%
(Cost $10,734,390,624) (l)

      10,605,492,093   

Other assets and liabilities (net)—0.2%

      25,101,920   
   

 

 

 
Net Assets—100.0%     $ 10,630,594,013   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) A Portfolio of Metropolitan Series Fund.
(b) A Portfolio of Met Investors Series Trust.
(c) Non-income producing security.
(d) Variable or floating rate security. The stated rate represents the rate at March 31, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(e) All or a portion of the security was pledged as collateral against open futures contracts. As of March 31, 2016, the market value of securities pledged was $210,807,005.
(f) Principal amount of security is adjusted for inflation.
(g) All or a portion of this security has been transferred in a secured-borrowing transaction.
(h) All or a portion of the security was pledged as collateral against open centrally cleared swap contracts. As of March 31, 2016, the market value of securities pledged was $1,335,123.
(i) Restricted securities are not registered under the Securities Act of 1933 and are subject to legal restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult. As of March 31, 2016, the market value of restricted securities was $5,141,590, which is 0.0% of net assets. See details shown in the Restricted Securities table that follows.
(j) The rate shown represents current yield to maturity.
(k) All or a portion of the security was pledged as collateral against open forward foreign currency exchange contracts. As of March 31, 2016, the market value of securities pledged was $320,970.
(l) As of March 31, 2016, the aggregate cost of investments was $10,734,390,624. The aggregate unrealized appreciation and depreciation of investments were $289,460,875 and $(418,359,406), respectively, resulting in net unrealized depreciation of $(128,898,531).
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $105,963,699, which is 1.0% of net assets.
(EUR)— Euro

 

Restricted Securities

   Acquisition
Date
     Principal
Amount
   Cost      Value  
LeasePlan Corp. NV, 3.000%, 10/23/17      10/15/12       $5,100,000    $ 5,098,912       $ 5,141,590   
           

 

 

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
EUR     31,475,000      

Citibank N.A.

     05/13/16       $ 34,759,800       $ 1,097,394   
JPY     20,900,000      

Bank of America N.A.

     04/04/16         183,800         1,903   

Contracts to Deliver

                           
EUR     49,085,000      

UBS AG, Stamford

     05/13/16         55,406,804         (512,190
JPY     20,900,000      

Bank of America N.A.

     04/04/16         186,665         961   
JPY     20,900,000      

Bank of America N.A.

     05/02/16         183,930         (1,925
             

 

 

 

Net Unrealized Appreciation

  

   $ 586,143   
             

 

 

 

 

MIST-251


Table of Contents

Met Investors Series Trust

MetLife Balanced Plus Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Futures Contracts

 

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Appreciation
 

S&P 500 E-Mini Index Futures

     06/17/16         42,862         USD         4,286,408,904       $ 110,160,746   
              

 

 

 

Swap Agreements

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

   Floating
Rate Index
   Fixed
Rate
  Maturity
Date
   Notional Amount      Unrealized
Appreciation/
(Depreciation)
 

Pay

   3M LIBOR    2.250%   06/15/26      USD         17,400,000       $ 100,066   

Receive

   3M LIBOR    2.250%   06/15/26      USD         17,400,000         (90,336
                

 

 

 

Net Unrealized Appreciation

  

   $ 9,730   
                

 

 

 

 

(EUR)— Euro
(JPY)— Japanese Yen
(USD)— United States Dollar
(LIBOR)— London Interbank Offered Rate

 

MIST-252


Table of Contents

Met Investors Series Trust

MetLife Balanced Plus Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy

 

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Mutual Funds*

   $ 7,321,738,116       $ —        $ —         $ 7,321,738,116   

Total U.S. Treasury & Government Agencies*

     —           2,485,528,495        —           2,485,528,495   

Total Corporate Bonds & Notes*

     —           435,698,335        —           435,698,335   

Total Foreign Government*

     —           26,217,839        —           26,217,839   

Total Mortgage-Backed Securities*

     —           21,185,739        —           21,185,739   

Total Municipals

     —           14,325,603        —           14,325,603   

Total Asset-Backed Security*

     —           13,009,001        —           13,009,001   
Short-Term Investments           

Repurchase Agreements

     —           181,300,000        —           181,300,000   

U.S. Treasury

     —           106,488,965        —           106,488,965   

Total Short-Term Investments

     —           287,788,965        —           287,788,965   

Total Investments

   $ 7,321,738,116       $ 3,283,753,977      $ —         $ 10,605,492,093   
                                    
Forward Contracts           

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —         $ 1,100,258      $ —         $ 1,100,258   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —           (514,115     —           (514,115

Total Forward Contracts

   $ —         $ 586,143      $ —         $ 586,143   
Futures Contracts           

Futures Contracts (Unrealized Appreciation)

   $ 110,160,746       $ —        $ —         $ 110,160,746   
Centrally Cleared Swap Contracts           

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —         $ 100,066      $ —         $ 100,066   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —           (90,336     —           (90,336

Total Centrally Cleared Swap Contracts

   $ —         $ 9,730      $ —         $ 9,730   

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-253


Table of Contents

Met Investors Series Trust

MetLife Multi-Index Targeted Risk Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mutual Funds—75.0% of Net Assets

 

Security Description  

Shares/
Principal

Amount*

    Value  

Affiliated Investment Companies—75.0%

  

Barclays Aggregate Bond Index Portfolio (Class A) (a)

    57,453,722      $ 646,354,369   

MetLife Mid Cap Stock Index Portfolio (Class A) (a)

    4,871,423        87,052,324   

MetLife Stock Index Portfolio (Class A) (a)

    5,930,008        264,537,641   

MSCI EAFE Index Portfolio (Class A) (a)

    14,397,612        170,323,746   

Russell 2000 Index Portfolio (Class A) (a)

    2,733,996        48,446,409   
   

 

 

 

Total Mutual Funds
(Cost $1,203,322,839)

      1,216,714,489   
   

 

 

 
Short-Term Investments—25.0%   

Discount Notes—18.4%

  

Fannie Mae
0.201%, 04/13/16 (b)

    2,000,000        1,999,857   

0.316%, 05/10/16 (b)

    11,000,000        10,996,187   

0.392%, 07/20/16 (b)

    25,000,000        24,970,208   

0.402%, 07/19/16 (b)

    20,000,000        19,975,778   

Federal Home Loan Bank
0.228%, 05/18/16 (b)

    7,000,000        6,997,898   

0.237%, 04/06/16 (b)

    23,000,000        22,999,103   

0.255%, 04/20/16 (b)

    3,000,000        2,999,580   

0.279%, 04/12/16 (b)

    1,000,000        999,908   

0.301%, 06/28/16 (b)

    1,000,000        999,267   

0.304%, 04/04/16 (b)

    12,000,000        11,999,600   

0.336%, 04/13/16 (b)

    16,000,000        15,998,083   

0.350%, 04/15/16 (b)

    7,000,000        6,998,993   

0.363%, 04/22/16 (b)

    25,000,000        24,994,531   

0.366%, 05/10/16 (b)

    16,000,000        15,993,587   

0.368%, 05/20/16 (b)

    3,000,000        2,998,489   

0.380%, 04/27/16 (b)

    6,500,000        6,498,175   

0.380%, 06/08/16 (b)

    1,000,000        999,282   

0.386%, 05/27/16 (b)

    4,000,000        3,997,592   

0.433%, 08/03/16 (b)

    3,000,000        2,995,557   

0.459%, 08/10/16 (b)

    800,000        798,676   

0.460%, 06/10/16 (b)

    6,000,000        5,994,633   

0.496%, 08/24/16 (b)

    1,200,000        1,197,622   

0.507%, 07/22/16 (b) (c)

    29,000,000        28,954,565   

0.512%, 09/07/16 (b)

    3,000,000        2,993,282   

0.513%, 09/02/16 (b)

    7,000,000        6,984,771   

Freddie Mac
0.230%, 04/15/16 (b)

    11,000,000        10,998,962   

0.380%, 06/03/16 (b)

    24,000,000        23,984,040   

0.404%, 06/08/16 (b)

    28,000,000        27,978,608   

0.434%, 08/26/16 (b)

    2,000,000        1,996,488   
   

 

 

 
      298,293,322   
   

 

 

 
Security Description  

Principal

Amount*

    Value  

U.S. Treasury—6.6%

   

U.S. Treasury Bills
0.090%, 04/14/16 (b)

    41,000,000      40,998,592   

0.262%, 06/30/16 (b)

    2,000,000        1,998,695   

0.272%, 05/12/16 (b)

    8,000,000        7,997,494   

0.286%, 05/19/16 (b)

    34,000,000        33,986,939   

0.287%, 06/09/16 (b)

    5,000,000        4,997,252   

0.310%, 06/23/16 (b) (d)

    17,000,000        16,987,889   
   

 

 

 
      106,966,861   
   

 

 

 

Repurchase Agreement—0.0%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $781,072 on 04/01/16, collateralized by $790,000 U.S. Treasury Note at 1.375% due 02/29/20 with a value of $798,888.

    781,072        781,072   
   

 

 

 

Total Short-Term Investments
(Cost $406,041,255)

      406,041,255   
   

 

 

 

Total Investments—100.0%
(Cost $1,609,364,094) (e)

      1,622,755,744   

Other assets and liabilities (net)—0.0%

      458,779   
   

 

 

 
Net Assets—100.0%     $ 1,623,214,523   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) A Portfolio of Metropolitan Series Fund.
(b) The rate shown represents current yield to maturity.
(c) All or a portion of the security was pledged as collateral against open centrally cleared swap contracts. As of March 31, 2016, the market value of securities pledged was $14,477,283.
(d) All or a portion of the security was pledged as collateral against open futures contracts. As of March 31, 2016, the market value of securities pledged was $15,988,601.
(e) As of March 31, 2016, the aggregate cost of investments was $1,609,364,094. The aggregate unrealized appreciation and depreciation of investments were $27,534,390 and $(14,142,740), respectively, resulting in net unrealized appreciation of $13,391,650.

 

MIST-254


Table of Contents

Met Investors Series Trust

MetLife Multi-Index Targeted Risk Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Appreciation/
(Depreciation)
 

MSCI EAFE Mini Index Futures

     06/17/16         1,086         USD         88,674,105       $ (409,455

Russell 2000 Mini Index Futures

     06/17/16         235         USD         25,410,499         665,101   

S&P 500 E-Mini Index Futures

     06/17/16         1,375         USD         138,216,911         2,823,714   

S&P Midcap 400 E-Mini Index Futures

     06/17/16         331         USD         46,401,695         1,302,025   
              

 

 

 

Net Unrealized Appreciation

  

   $ 4,381,385   
              

 

 

 

Swap Agreements

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

   Floating
Rate Index
   Fixed
Rate
  Maturity
Date
   Notional
Amount
     Unrealized
Appreciation
 

Pay

   3M LIBOR    1.680%   05/12/26      USD        80,000,000       $ 67,697   

Pay

   3M LIBOR    1.810%   06/07/26      USD        62,000,000         754,960   

Pay

   3M LIBOR    1.980%   04/14/26      USD        67,000,000         2,084,450   

Pay

   3M LIBOR    2.171%   01/11/26      USD        57,000,000         2,798,189   

Pay

   3M LIBOR    2.180%   03/18/26      USD        60,000,000         3,053,901   

Pay

   3M LIBOR    2.210%   02/18/26      USD        81,000,000         4,345,192   
               

 

 

 

Net Unrealized Appreciation

  

   $ 13,104,389   
               

 

 

 

 

(USD)— United States Dollar
(LIBOR)— London Interbank Offered Rate

 

MIST-255


Table of Contents

Met Investors Series Trust

MetLife Multi-Index Targeted Risk Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1     Level 2      Level 3      Total  
Mutual Funds           

Affiliated Investment Companies

   $ 1,216,714,489      $ —         $ —         $ 1,216,714,489   
Short-Term Investments           

Discount Notes

     —          298,293,322         —           298,293,322   

U.S. Treasury

     —          106,966,861         —           106,966,861   

Repurchase Agreement

     —          781,072         —           781,072   

Total Short-Term Investments

     —          406,041,255         —           406,041,255   

Total Investments

   $ 1,216,714,489      $ 406,041,255       $ —         $ 1,622,755,744   
                                    
Futures Contracts           

Futures Contracts (Unrealized Appreciation)

   $ 4,790,840      $ —         $ —         $ 4,790,840   

Futures Contracts (Unrealized Depreciation)

     (409,455     —           —           (409,455

Total Futures Contracts

   $ 4,381,385      $ —         $ —         $ 4,381,385   
Centrally Cleared Swap Contracts           

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 13,104,389       $ —         $ 13,104,389   

 

MIST-256


Table of Contents

Met Investors Series Trust

MetLife Small Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—98.1% of Net Assets

 

Security Description   Shares     Value  

Auto Components—0.7%

   

Standard Motor Products, Inc.

    92,500      $ 3,205,125   

Tenneco, Inc. (a)

    86,300        4,445,313   
   

 

 

 
      7,650,438   
   

 

 

 

Banks—14.1%

   

Associated Banc-Corp.

    313,865        5,630,738   

Bank of Hawaii Corp. (b)

    119,500        8,159,460   

BBCN Bancorp, Inc.

    151,453        2,300,571   

Boston Private Financial Holdings, Inc.

    330,200        3,780,790   

Community Bank System, Inc.

    168,000        6,419,280   

East West Bancorp, Inc.

    391,900        12,728,912   

First Citizens BancShares, Inc. - Class A

    52,175        13,099,577   

First Financial Bancorp

    282,500        5,135,850   

First Interstate BancSystem, Inc. - Class A

    107,600        3,026,788   

First Midwest Bancorp, Inc.

    259,500        4,676,190   

First Niagara Financial Group, Inc.

    654,830        6,338,755   

FirstMerit Corp.

    240,987        5,072,776   

Great Western Bancorp, Inc.

    221,900        6,051,213   

Hancock Holding Co.

    444,906        10,215,042   

Independent Bank Corp.

    40,400        1,856,784   

NBT Bancorp, Inc.

    221,400        5,966,730   

Prosperity Bancshares, Inc.

    92,700        4,300,353   

S&T Bancorp, Inc.

    126,800        3,266,368   

TCF Financial Corp.

    449,074        5,505,647   

UMB Financial Corp.

    155,243        8,015,196   

Umpqua Holdings Corp.

    163,900        2,599,454   

Valley National Bancorp (b)

    597,600        5,701,104   

Webster Financial Corp.

    266,100        9,552,990   

WesBanco, Inc.

    156,800        4,658,528   
   

 

 

 
      144,059,096   
   

 

 

 

Beverages—0.6%

   

Cott Corp.

    439,618        6,106,294   
   

 

 

 

Building Products—1.0%

   

Simpson Manufacturing Co., Inc.

    258,707        9,874,846   
   

 

 

 

Capital Markets—2.1%

   

Apollo Investment Corp. (b)

    406,431        2,255,692   

CIFC Corp.

    135,272        960,431   

Main Street Capital Corp. (b)

    118,800        3,724,380   

New Mountain Finance Corp. (b)

    167,190        2,113,282   

Stifel Financial Corp. (a)

    136,900        4,052,240   

Westwood Holdings Group, Inc.

    136,188        7,987,426   
   

 

 

 
      21,093,451   
   

 

 

 

Chemicals—6.2%

   

A. Schulman, Inc.

    89,854        2,445,826   

Albemarle Corp. (b)

    86,700        5,542,731   

Axiall Corp.

    65,679        1,434,429   

Chemtura Corp. (a)

    222,400        5,871,360   

HB Fuller Co.

    258,460        10,971,627   

Innospec, Inc.

    135,383        5,870,207   

Olin Corp.

    335,700        5,831,109   

Quaker Chemical Corp.

    96,392        8,179,825   

Scotts Miracle-Gro Co. (The) - Class A

    142,785        10,390,465   

Sensient Technologies Corp.

    97,781        6,205,182   
   

 

 

 
      62,742,761   
   

 

 

 

Commercial Services & Supplies—3.2%

   

ACCO Brands Corp. (a)

    760,857      6,832,496   

Brady Corp. - Class A

    159,853        4,290,454   

Deluxe Corp.

    62,424        3,900,876   

Essendant, Inc.

    73,700        2,353,241   

Knoll, Inc.

    147,952        3,203,161   

Matthews International Corp. - Class A

    56,998        2,933,687   

UniFirst Corp.

    36,600        3,993,792   

Viad Corp.

    181,470        5,291,665   
   

 

 

 
      32,799,372   
   

 

 

 

Communications Equipment—2.2%

   

Aviat Networks, Inc. (a)

    659,900        468,529   

Brocade Communications Systems, Inc.

    303,200        3,207,856   

CommScope Holding Co., Inc. (a)

    228,090        6,368,273   

NETGEAR, Inc. (a)

    110,999        4,481,030   

NetScout Systems, Inc. (a)

    349,517        8,028,405   
   

 

 

 
      22,554,093   
   

 

 

 

Construction & Engineering—1.6%

   

EMCOR Group, Inc.

    76,543        3,719,990   

MasTec, Inc. (a)

    383,400        7,760,016   

Primoris Services Corp. (b)

    209,900        5,100,570   
   

 

 

 
      16,580,576   
   

 

 

 

Construction Materials—1.4%

   

Eagle Materials, Inc.

    202,866        14,222,935   
   

 

 

 

Containers & Packaging—1.4%

   

Berry Plastics Group, Inc. (a)

    284,003        10,266,708   

Silgan Holdings, Inc.

    66,159        3,517,674   
   

 

 

 
      13,784,382   
   

 

 

 

Distributors—0.4%

   

Core-Mark Holding Co., Inc. (b)

    49,412        4,030,043   
   

 

 

 

Diversified Consumer Services—0.6%

   

Liberty Tax, Inc.

    139,386        2,730,572   

Service Corp. International

    138,900        3,428,052   
   

 

 

 
      6,158,624   
   

 

 

 

Electric Utilities—1.5%

   

Cleco Corp.

    56,221        3,103,962   

El Paso Electric Co.

    106,700        4,895,396   

Hawaiian Electric Industries, Inc.

    209,898        6,800,695   
   

 

 

 
      14,800,053   
   

 

 

 

Electrical Equipment—2.0%

   

EnerSys

    76,287        4,250,712   

Franklin Electric Co., Inc.

    281,253        9,047,909   

Regal-Beloit Corp.

    68,300        4,309,047   

Thermon Group Holdings, Inc. (a)

    161,000        2,827,160   
   

 

 

 
      20,434,828   
   

 

 

 

 

MIST-257


Table of Contents

Met Investors Series Trust

MetLife Small Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Electronic Equipment, Instruments & Components—3.9%

  

AVX Corp. (b)

    319,126      $ 4,011,414   

Coherent, Inc. (a)

    24,384        2,240,890   

GSI Group, Inc. (a)

    652,858        9,244,469   

Orbotech, Ltd. (a)

    203,161        4,831,168   

Tech Data Corp. (a)

    73,600        5,650,272   

Vishay Intertechnology, Inc. (b)

    1,157,319        14,130,865   
   

 

 

 
      40,109,078   
   

 

 

 

Energy Equipment & Services—1.8%

   

Atwood Oceanics, Inc. (b)

    155,477        1,425,724   

CARBO Ceramics, Inc. (b)

    115,390        1,638,538   

Dril-Quip, Inc. (a)

    49,100        2,973,496   

Helix Energy Solutions Group, Inc. (a)

    366,800        2,054,080   

Patterson-UTI Energy, Inc.

    468,965        8,263,163   

Steel Excel, Inc. (a)

    241,883        2,348,684   
   

 

 

 
      18,703,685   
   

 

 

 

Food & Staples Retailing—0.3%

   

SUPERVALU, Inc. (a)

    474,644        2,733,949   

Food Products—2.3%

   

J&J Snack Foods Corp.

    41,300        4,471,964   

Nomad Foods, Ltd. (a)

    219,509        1,977,776   

Pinnacle Foods, Inc.

    93,800        4,190,984   

Snyder’s-Lance, Inc.

    86,084        2,709,924   

TreeHouse Foods, Inc. (a)

    121,422        10,533,359   
   

 

 

 
      23,884,007   
   

 

 

 

Gas Utilities—0.7%

   

Southwest Gas Corp.

    111,500        7,342,275   
   

 

 

 

Health Care Equipment & Supplies—3.4%

  

 

Analogic Corp.

    103,949        8,213,010   

CryoLife, Inc.

    168,840        1,815,030   

Haemonetics Corp. (a)

    199,554        6,980,399   

Halyard Health, Inc. (a)

    121,142        3,480,410   

STERIS plc (b)

    141,454        10,050,307   

Teleflex, Inc. (b)

    24,400        3,831,044   
   

 

 

 
      34,370,200   
   

 

 

 

Health Care Providers & Services—1.9%

  

 

Owens & Minor, Inc. (b)

    228,074        9,218,751   

Patterson Cos., Inc. (b)

    140,325        6,529,322   

VCA, Inc. (a)

    70,000        4,038,300   
   

 

 

 
      19,786,373   
   

 

 

 

Health Care Technology—0.3%

   

HMS Holdings Corp. (a)

    209,559        3,007,172   
   

 

 

 

Hotels, Restaurants & Leisure—3.9%

   

Cheesecake Factory, Inc. (The)

    92,000        4,884,280   

Denny’s Corp. (a)

    390,569        4,046,295   

DineEquity, Inc.

    83,249        7,777,954   

International Speedway Corp. - Class A

    105,600        3,897,696   

Krispy Kreme Doughnuts, Inc. (a)

    436,698        6,808,122   

Hotels, Restaurants & Leisure—(Continued)

  

Ruby Tuesday, Inc. (a)

    397,213      2,137,006   

Texas Roadhouse, Inc. (b)

    87,900        3,830,682   

Wendy’s Co. (The)

    620,609        6,758,432   
   

 

 

 
      40,140,467   
   

 

 

 

Household Durables—1.4%

   

Dixie Group, Inc. (The) (a)

    302,994        1,275,605   

Helen of Troy, Ltd. (a)

    60,524        6,275,733   

Meritage Homes Corp. (a)

    172,100        6,274,766   
   

 

 

 
      13,826,104   
   

 

 

 

Household Products—1.0%

   

Central Garden and Pet Co. (a)

    259,291        4,236,815   

Central Garden and Pet Co. - Class A (a)

    46,779        762,030   

Spectrum Brands Holdings, Inc. (b)

    48,774        5,330,023   
   

 

 

 
      10,328,868   
   

 

 

 

Insurance—7.0%

   

Allied World Assurance Co. Holdings AG

    101,920        3,561,085   

American Equity Investment Life Holding Co.

    247,500        4,158,000   

Brown & Brown, Inc.

    273,980        9,808,484   

Endurance Specialty Holdings, Ltd.

    72,226        4,719,247   

Infinity Property & Casualty Corp.

    52,700        4,242,350   

ProAssurance Corp.

    263,797        13,348,128   

RenaissanceRe Holdings, Ltd.

    35,801        4,290,034   

Selective Insurance Group, Inc.

    262,500        9,610,125   

Stewart Information Services Corp.

    116,601        4,230,284   

Validus Holdings, Ltd.

    276,273        13,037,323   
   

 

 

 
      71,005,060   
   

 

 

 

IT Services—1.4%

   

DST Systems, Inc.

    54,553        6,151,942   

Sykes Enterprises, Inc. (a)

    188,349        5,684,373   

Teradata Corp. (a)

    110,598        2,902,091   
   

 

 

 
      14,738,406   
   

 

 

 

Life Sciences Tools & Services—0.9%

  

 

Bio-Rad Laboratories, Inc. - Class A (a)

    34,795        4,757,172   

VWR Corp. (a)

    158,465        4,288,063   
   

 

 

 
      9,045,235   
   

 

 

 

Machinery—5.8%

   

Altra Industrial Motion Corp.

    154,100        4,280,898   

Barnes Group, Inc.

    92,000        3,222,760   

CIRCOR International, Inc.

    40,800        1,892,712   

Douglas Dynamics, Inc.

    361,607        8,284,416   

EnPro Industries, Inc.

    55,900        3,224,312   

ESCO Technologies, Inc.

    166,733        6,499,252   

Hillenbrand, Inc.

    188,986        5,660,131   

ITT Corp.

    189,500        6,990,655   

Kadant, Inc.

    185,404        8,372,845   

Mueller Industries, Inc.

    358,275        10,540,451   
   

 

 

 
      58,968,432   
   

 

 

 

 

MIST-258


Table of Contents

Met Investors Series Trust

MetLife Small Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Marine—0.7%

   

Kirby Corp. (a)

    49,400      $ 2,978,326   

Matson, Inc.

    94,100        3,779,997   
   

 

 

 
      6,758,323   
   

 

 

 

Media—1.5%

  

AH Belo Corp. - Class A

    627,413        3,017,856   

Cinemark Holdings, Inc.

    101,700        3,643,911   

Meredith Corp.

    62,900        2,987,750   

New Media Investment Group, Inc.

    160,511        2,670,903   

Time, Inc.

    217,470        3,357,737   
   

 

 

 
      15,678,157   
   

 

 

 

Metals & Mining—0.7%

  

Kaiser Aluminum Corp.

    47,800        4,041,012   

Real Industry, Inc. (a)

    94,188        819,436   

Royal Gold, Inc. (b)

    28,963        1,485,512   

Ryerson Holding Corp. (a) (b)

    170,600        948,536   
   

 

 

 
      7,294,496   
   

 

 

 

Multi-Utilities—1.1%

  

Black Hills Corp.

    79,900        4,804,387   

NorthWestern Corp.

    97,300        6,008,275   
   

 

 

 
      10,812,662   
   

 

 

 

Oil, Gas & Consumable Fuels—1.2%

  

Energen Corp.

    95,689        3,501,261   

Jones Energy, Inc. - Class A (a)

    92,700        308,691   

Oasis Petroleum, Inc. (a)

    339,900        2,474,472   

SM Energy Co. (b)

    144,600        2,709,804   

Western Refining, Inc.

    56,600        1,646,494   

Whiting Petroleum Corp. (a) (b)

    145,200        1,158,696   
   

 

 

 
      11,799,418   
   

 

 

 

Paper & Forest Products—1.8%

  

Clearwater Paper Corp. (a)

    91,437        4,435,609   

Neenah Paper, Inc.

    82,580        5,257,043   

PH Glatfelter Co.

    141,400        2,931,222   

Schweitzer-Mauduit International, Inc.

    167,060        5,259,048   
   

 

 

 
      17,882,922   
   

 

 

 

Pharmaceuticals—0.3%

  

Innoviva, Inc. (b)

    280,180        3,527,466   
   

 

 

 

Professional Services—0.5%

  

Korn/Ferry International

    186,996        5,290,117   
   

 

 

 

Real Estate Investment Trusts—5.6%

  

Apollo Commercial Real Estate Finance, Inc. (b)

    138,866        2,263,516   

Brandywine Realty Trust

    433,600        6,083,408   

Education Realty Trust, Inc.

    97,867        4,071,267   

Gramercy Property Trust

    524,798        4,434,543   

Hatteras Financial Corp.

    464,623        6,644,109   

Healthcare Realty Trust, Inc.

    166,300        5,137,007   

Real Estate Investment Trusts—(Continued)

  

Highwoods Properties, Inc.

    145,200      $ 6,942,012   

LaSalle Hotel Properties

    182,009        4,606,648   

Lexington Realty Trust

    541,000        4,652,600   

Ramco-Gershenson Properties Trust

    216,300        3,899,889   

Summit Hotel Properties, Inc.

    290,000        3,471,300   

Washington Real Estate Investment Trust (b)

    170,800        4,989,068   
   

 

 

 
      57,195,367   
   

 

 

 

Real Estate Management & Development—0.4%

  

Alexander & Baldwin, Inc.

    107,400        3,939,432   
   

 

 

 

Road & Rail—0.7%

  

Saia, Inc. (a)

    70,600        1,987,390   

Werner Enterprises, Inc.

    192,300        5,222,868   
   

 

 

 
      7,210,258   
   

 

 

 

Semiconductors & Semiconductor Equipment—1.9%

  

Cirrus Logic, Inc. (a)

    116,500        4,241,765   

DSP Group, Inc. (a)

    266,126        2,427,069   

Exar Corp. (a)

    272,041        1,564,236   

ON Semiconductor Corp. (a)

    586,500        5,624,535   

Teradyne, Inc.

    245,700        5,304,663   
   

 

 

 
      19,162,268   
   

 

 

 

Software—2.2%

  

ACI Worldwide, Inc. (a)

    181,659        3,776,691   

Progress Software Corp. (a)

    198,512        4,788,109   

PTC, Inc. (a)

    149,600        4,960,736   

Synopsys, Inc. (a)

    181,400        8,787,016   
   

 

 

 
      22,312,552   
   

 

 

 

Specialty Retail—1.5%

  

Asbury Automotive Group, Inc. (a)

    35,800        2,142,272   

Buckle, Inc. (The) (b)

    146,035        4,946,205   

Cato Corp. (The) - Class A

    59,254        2,284,242   

Christopher & Banks Corp. (a) (b)

    447,352        1,069,171   

Finish Line, Inc. (The) - Class A

    53,200        1,122,520   

Genesco, Inc. (a)

    29,900        2,160,275   

Guess?, Inc. (b)

    73,539        1,380,327   
   

 

 

 
      15,105,012   
   

 

 

 

Technology Hardware, Storage & Peripherals—1.3%

  

Electronics For Imaging, Inc. (a)

    139,000        5,892,210   

Imation Corp. (a)

    1,423,110        2,205,821   

Super Micro Computer, Inc. (a)

    148,900        5,074,512   
   

 

 

 
      13,172,543   
   

 

 

 

Textiles, Apparel & Luxury Goods—1.1%

  

Delta Apparel, Inc. (a)

    212,907        4,075,040   

Steven Madden, Ltd. (a)

    103,000        3,815,120   

Wolverine World Wide, Inc.

    169,200        3,116,664   
   

 

 

 
      11,006,824   
   

 

 

 

 

MIST-259


Table of Contents

Met Investors Series Trust

MetLife Small Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

Trading Companies & Distributors—0.6%

  

H&E Equipment Services, Inc.

    235,800      $ 4,133,574   

WESCO International, Inc. (a) (b)

    39,100        2,137,597   
   

 

 

 
      6,271,171   
   

 

 

 

Total Common Stocks
(Cost $1,027,075,857)

      999,300,091   
   

 

 

 
Short-Term Investments—8.8%   

Mutual Fund—7.3%

  

State Street Navigator Securities Lending MET Portfolio (c)

    74,476,188        74,476,188   
   

 

 

 

Repurchase Agreement—1.5%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $15,789,719 on 04/01/16, collateralized by $14,625,000 U.S. Treasury Notes at 3.125% due 05/15/21 with a value of $16,113,269.

    15,789,706        15,789,706   
   

 

 

 

Total Short-Term Investments
(Cost $90,265,894)

      90,265,894   
   

 

 

 

Total Investments—106.9%
(Cost $1,117,341,751) (d)

      1,089,565,985   

Other assets and liabilities (net)—(6.9)%

      (70,534,165
   

 

 

 
Net Assets—100.0%     $ 1,019,031,820   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Non-income producing security.
(b) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $74,626,158 and the collateral received consisted of cash in the amount of $74,476,188 and non-cash collateral with a value of $2,060,762. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(c) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(d) As of March 31, 2016, the aggregate cost of investments was $1,117,341,751. The aggregate unrealized appreciation and depreciation of investments were $73,564,361 and $(101,340,127), respectively, resulting in net unrealized depreciation of $(27,775,766).

 

MIST-260


Table of Contents

Met Investors Series Trust

MetLife Small Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Common Stocks*

   $ 999,300,091       $ —        $ —         $ 999,300,091   
Short-Term Investments           

Mutual Fund

     74,476,188         —          —           74,476,188   

Repurchase Agreement

     —           15,789,706        —           15,789,706   

Total Short-Term Investments

     74,476,188         15,789,706        —           90,265,894   

Total Investments

   $ 1,073,776,279       $ 15,789,706      $ —         $ 1,089,565,985   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (74,476,188   $ —         $ (74,476,188

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-261


Table of Contents

Met Investors Series Trust

MFS Research International Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—98.3% of Net Assets

 

Security Description   Shares     Value  

Australia—6.3%

  

AMP, Ltd.

    2,551,075      $ 11,309,842   

APA Group

    2,100,753        14,173,381   

BHP Billiton plc

    955,992        10,793,632   

Brambles, Ltd.

    1,429,186        13,236,564   

Iluka Resources, Ltd.

    1,809,651        9,045,755   

Oil Search, Ltd. (a)

    2,102,905        10,930,639   

Orica, Ltd. (a)

    1,071,884        12,569,285   

Westpac Banking Corp.

    1,418,564        32,961,980   
   

 

 

 
      115,021,078   
   

 

 

 

Belgium—0.5%

  

KBC Groep NV

    190,315        9,808,177   
   

 

 

 

Brazil—0.5%

  

Ambev S.A. (ADR)

    1,752,546        9,078,188   
   

 

 

 

Canada—1.0%

  

Element Financial Corp.

    701,741        7,564,484   

Enbridge, Inc.

    267,895        10,429,083   
   

 

 

 
      17,993,567   
   

 

 

 

China—1.5%

  

Alibaba Group Holding, Ltd. (ADR) (a) (b)

    168,654        13,328,725   

China Resources Gas Group, Ltd.

    4,706,424        13,412,983   
   

 

 

 
      26,741,708   
   

 

 

 

Denmark—0.3%

  

TDC A/S

    1,212,830        5,914,317   
   

 

 

 

France—9.6%

  

BNP Paribas S.A.

    488,146        24,477,370   

Danone S.A.

    471,270        33,456,492   

Dassault Systemes S.A.

    93,867        7,430,810   

Engie S.A.

    1,055,131        16,330,326   

L’Oreal S.A.

    152,578        27,269,665   

Legrand S.A.

    116,316        6,511,423   

LVMH Moet Hennessy Louis Vuitton SE (a)

    122,559        20,962,347   

Schneider Electric SE

    548,722        34,655,179   

Technip S.A.

    96,790        5,352,149   
   

 

 

 
      176,445,761   
   

 

 

 

Germany—6.1%

  

Bayer AG

    289,310        34,000,803   

Brenntag AG

    121,506        6,927,173   

Deutsche Wohnen AG

    309,000        9,606,397   

GEA Group AG

    232,903        11,341,491   

LEG Immobilien AG (b)

    126,364        11,868,518   

Linde AG

    171,116        24,925,103   

Symrise AG

    202,521        13,538,710   
   

 

 

 
      112,208,195   
   

 

 

 

Greece—0.4%

  

Hellenic Telecommunications Organization S.A.

    743,205        6,723,352   
   

 

 

 

Hong Kong—3.4%

  

AIA Group, Ltd.

    5,673,828      32,175,504   

BOC Hong Kong Holdings, Ltd.

    2,867,500        8,561,919   

CK Hutchison Holdings, Ltd.

    1,384,514        17,953,619   

Esprit Holdings, Ltd. (a) (b)

    4,712,797        4,375,835   
   

 

 

 
      63,066,877   
   

 

 

 

India—0.7%

  

HDFC Bank, Ltd. (ADR)

    203,800        12,560,194   
   

 

 

 

Italy—3.3%

  

Cerved Information Solutions S.p.A. (b)

    434,841        3,575,386   

Enel S.p.A.

    4,198,368        18,581,944   

Eni S.p.A.

    1,146,591        17,330,964   

Intesa Sanpaolo S.p.A.

    7,436,465        20,450,025   
   

 

 

 
      59,938,319   
   

 

 

 

Japan—19.8%

  

ABC-Mart, Inc.

    122,800        7,854,295   

AEON Financial Service Co., Ltd. (a)

    448,699        10,552,941   

Daikin Industries, Ltd.

    269,800        20,152,712   

Denso Corp.

    557,470        22,341,515   

Japan Tobacco, Inc.

    738,731        30,712,002   

KDDI Corp.

    1,236,200        32,948,785   

Kubota Corp.

    1,722,000        23,426,184   

Mitsubishi Corp.

    582,354        9,856,025   

Mitsubishi UFJ Financial Group, Inc.

    5,592,074        25,893,581   

Nippon Paint Holdings Co., Ltd. (a)

    965,700        21,411,408   

Nomura Research Institute, Ltd.

    218,600        7,344,420   

Santen Pharmaceutical Co., Ltd.

    1,438,200        21,590,004   

Shionogi & Co., Ltd.

    223,500        10,492,615   

SoftBank Group Corp.

    283,400        13,457,029   

Sony Financial Holdings, Inc. (a)

    850,144        10,855,443   

Sumitomo Mitsui Financial Group, Inc.

    729,582        22,103,678   

Sundrug Co., Ltd.

    243,970        18,243,737   

Terumo Corp.

    473,900        16,982,245   

USS Co., Ltd.

    691,400        11,021,467   

Yamato Holdings Co., Ltd. (a)

    1,288,866        25,719,714   
   

 

 

 
      362,959,800   
   

 

 

 

Netherlands—4.1%

  

ABN AMRO Group NV (b)

    836,375        17,103,991   

Akzo Nobel NV

    430,539        29,256,120   

RELX NV

    1,659,898        28,892,474   
   

 

 

 
      75,252,585   
   

 

 

 

Philippines—0.2%

  

Philippine Long Distance Telephone Co.

    83,540        3,591,490   
   

 

 

 

Portugal—0.7%

  

Galp Energia SGPS S.A.

    997,553        12,522,303   
   

 

 

 

Russia—0.3%

  

Magnit PJSC

    28,376        4,430,517   

Mobile TeleSystems PJSC

    385,421        1,372,795   
   

 

 

 
      5,803,312   
   

 

 

 

 

MIST-262


Table of Contents

Met Investors Series Trust

MFS Research International Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description       
    
Shares
    Value  

Singapore—0.3%

  

Broadcom, Ltd. (a)

    37,716      $ 5,827,122   
   

 

 

 

South Korea—0.7%

  

NAVER Corp.

    21,767        12,116,123   
   

 

 

 

Spain—0.7%

  

Amadeus IT Holding S.A. - A Shares

    290,705        12,424,519   
   

 

 

 

Sweden—0.6%

  

Telefonaktiebolaget LM Ericsson - B Shares

    1,094,983        10,953,342   
   

 

 

 

Switzerland—14.5%

  

Julius Baer Group, Ltd. (a) (b)

    282,000        12,047,421   

Nestle S.A.

    867,347        64,767,824   

Novartis AG

    780,948        56,412,077   

Roche Holding AG

    251,930        61,819,458   

Schindler Holding AG (Participation Certificate)

    116,862        21,474,852   

UBS Group AG

    1,734,612        27,783,200   

Zurich Insurance Group AG (b)

    93,957        21,709,219   
   

 

 

 
      266,014,051   
   

 

 

 

Taiwan—1.6%

  

Taiwan Semiconductor Manufacturing Co., Ltd.

    5,969,468        29,857,456   
   

 

 

 

Thailand—0.3%

  

Kasikornbank PCL

    1,142,642        5,681,676   
   

 

 

 

United Kingdom—18.1%

  

ARM Holdings plc

    897,112        13,083,898   

Barclays plc

    7,980,971        17,071,688   

BP plc

    6,415,226        32,141,963   

BT Group plc

    1,854,052        11,677,462   

Burberry Group plc (a)

    366,785        7,184,520   

Cairn Energy plc (b)

    2,031,029        5,828,754   

Croda International plc

    439,095        19,121,387   

GKN plc

    6,738,468        27,919,603   

Hiscox, Ltd.

    755,116        10,474,241   

HSBC Holdings plc

    4,278,024        26,508,028   

Just Eat plc (a) (b)

    826,317        4,456,117   

Lloyds Banking Group plc

    24,027,959        23,322,192   

Next plc

    90,546        7,000,284   

Reckitt Benckiser Group plc

    335,077        32,356,983   

Rio Tinto plc

    1,043,913        29,458,423   

Vodafone Group plc

    6,388,017        20,361,067   

Whitbread plc

    368,563        20,946,492   

WPP plc

    1,028,745        23,973,588   
   

 

 

 
      332,886,690   
   

 

 

 

United States—2.8%

  

Cognizant Technology Solutions Corp. - Class A (b)

    382,844        24,004,319   

MasterCard, Inc. - Class A

    144,909        13,693,901   

United States—(Continued)

  

Pricesmart, Inc. (a)

    73,788      6,240,989   

Yum! Brands, Inc.

    92,737        7,590,523   
   

 

 

 
      51,529,732   
   

 

 

 

Total Common Stocks
(Cost $1,792,634,421)

      1,802,919,934   
   

 

 

 
Short-Term Investments—6.9%   

Mutual Fund—5.6%

  

State Street Navigator Securities Lending MET Portfolio (c)

    102,083,664        102,083,664   
   

 

 

 

Repurchase Agreement—1.3%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $22,946,533 on 04/01/16, collateralized by $22,975,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $23,405,781.

    22,946,513        22,946,513   
   

 

 

 

Total Short-Term Investments
(Cost $125,030,177)

      125,030,177   
   

 

 

 

Total Investments—105.2%
(Cost $1,917,664,598) (d)

      1,927,950,111   

Other assets and liabilities (net)—(5.2)%

      (94,446,907
   

 

 

 
Net Assets—100.0%     $ 1,833,503,204   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $110,958,135 and the collateral received consisted of cash in the amount of $102,083,664 and non-cash collateral with a value of $14,589,864. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Non-income producing security.
(c) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(d) As of March 31, 2016, the aggregate cost of investments was $1,917,664,598. The aggregate unrealized appreciation and depreciation of investments were $205,954,139 and $(195,668,626), respectively, resulting in net unrealized appreciation of $10,285,513.
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.

 

MIST-263


Table of Contents

Met Investors Series Trust

MFS Research International Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Ten Largest Industries as of
March 31, 2016 (Unaudited)

  

% of
Net Assets

 

Banks

     13.4   

Pharmaceuticals

     10.0   

Chemicals

     6.6   

Food Products

     5.4   

Oil, Gas & Consumable Fuels

     4.9   

Insurance

     4.7   

Wireless Telecommunication Services

     3.9   

IT Services

     3.1   

Machinery

     3.1   

Media

     2.9   

 

 

MIST-264


Table of Contents

Met Investors Series Trust

MFS Research International Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy

 

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Common Stocks           

Australia

   $ —         $ 115,021,078      $ —         $ 115,021,078   

Belgium

     —           9,808,177        —           9,808,177   

Brazil

     9,078,188         —          —           9,078,188   

Canada

     17,993,567         —          —           17,993,567   

China

     13,328,725         13,412,983        —           26,741,708   

Denmark

     —           5,914,317        —           5,914,317   

France

     —           176,445,761        —           176,445,761   

Germany

     —           112,208,195        —           112,208,195   

Greece

     —           6,723,352        —           6,723,352   

Hong Kong

     —           63,066,877        —           63,066,877   

India

     12,560,194         —          —           12,560,194   

Italy

     —           59,938,319        —           59,938,319   

Japan

     —           362,959,800        —           362,959,800   

Netherlands

     —           75,252,585        —           75,252,585   

Philippines

     —           3,591,490        —           3,591,490   

Portugal

     —           12,522,303        —           12,522,303   

Russia

     5,803,312         —          —           5,803,312   

Singapore

     5,827,122         —          —           5,827,122   

South Korea

     —           12,116,123        —           12,116,123   

Spain

     —           12,424,519        —           12,424,519   

Sweden

     —           10,953,342        —           10,953,342   

Switzerland

     —           266,014,051        —           266,014,051   

Taiwan

     —           29,857,456        —           29,857,456   

Thailand

     —           5,681,676        —           5,681,676   

United Kingdom

     —           332,886,690        —           332,886,690   

United States

     51,529,732         —          —           51,529,732   

Total Common Stocks

     116,120,840         1,686,799,094        —           1,802,919,934   
Short-Term Investments           

Mutual Fund

     102,083,664         —          —           102,083,664   

Repurchase Agreement

     —           22,946,513        —           22,946,513   

Total Short-Term Investments

     102,083,664         22,946,513        —           125,030,177   

Total Investments

   $ 218,204,504       $ 1,709,745,607      $ —         $ 1,927,950,111   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (102,083,664   $ —         $ (102,083,664

Transfers from Level 1 to Level 2 in the amount of $19,022,869 were due to the application of a systematic fair valuation model factor.

 

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Table of Contents

Met Investors Series Trust

Morgan Stanley Mid Cap Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—90.9% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—1.2%

   

TransDigm Group, Inc. (a) (b)

    50,661      $ 11,162,645   
   

 

 

 

Air Freight & Logistics—0.6%

   

XPO Logistics, Inc. (a) (b)

    180,996        5,556,577   
   

 

 

 

Automobiles—5.0%

   

Tesla Motors, Inc. (a) (b)

    200,314        46,026,148   
   

 

 

 

Beverages—3.2%

   

Monster Beverage Corp. (a)

    221,154        29,497,520   
   

 

 

 

Biotechnology—1.1%

   

Alnylam Pharmaceuticals, Inc. (a)

    58,204        3,653,465   

Intrexon Corp. (a) (b)

    131,879        4,469,379   

Juno Therapeutics, Inc. (a)

    60,552        2,306,426   
   

 

 

 
      10,429,270   
   

 

 

 

Capital Markets—1.0%

   

Affiliated Managers Group, Inc. (a)

    55,515        9,015,636   
   

 

 

 

Communications Equipment—0.9%

  

Palo Alto Networks, Inc. (a)

    53,461        8,721,628   
   

 

 

 

Consumer Finance—2.5%

   

LendingClub Corp. (a) (b)

    2,753,786        22,856,424   
   

 

 

 

Diversified Financial Services—6.5%

  

McGraw Hill Financial, Inc.

    342,742        33,924,603   

MSCI, Inc.

    352,305        26,098,755   
   

 

 

 
      60,023,358   
   

 

 

 

Electrical Equipment—0.3%

   

SolarCity Corp. (a) (b)

    104,326        2,564,333   
   

 

 

 

Food Products—3.5%

   

Mead Johnson Nutrition Co.

    377,621        32,086,456   
   

 

 

 

Health Care Equipment & Supplies—6.4%

  

DexCom, Inc. (a)

    144,097        9,785,627   

Intuitive Surgical, Inc. (a)

    81,225        48,820,286   
   

 

 

 
      58,605,913   
   

 

 

 

Health Care Technology—4.6%

   

athenahealth, Inc. (a) (b)

    302,343        41,959,162   
   

 

 

 

Hotels, Restaurants & Leisure—5.8%

   

Dunkin’ Brands Group, Inc. (b)

    633,458        29,880,214   

Marriott International, Inc. - Class A (b)

    330,065        23,494,027   
   

 

 

 
      53,374,241   
   

 

 

 

Internet & Catalog Retail—1.3%

   

TripAdvisor, Inc. (a)

    70,632        4,697,028   

Zalando SE (a)

    225,626        7,403,032   
   

 

 

 
      12,100,060   
   

 

 

 

Internet Software & Services—11.9%

  

Autohome, Inc. (ADR) (a) (b)

    329,097      9,194,970   

Dropbox, Inc. (a) (c) (d)

    460,161        3,639,873   

LinkedIn Corp. - Class A (a)

    196,805        22,504,652   

MercadoLibre, Inc.

    101,616        11,975,446   

Pandora Media, Inc. (a) (b)

    511,651        4,579,276   

SurveyMonkey, Inc. (a) (c) (d)

    303,799        3,669,892   

Twitter, Inc. (a) (b)

    1,475,678        24,422,471   

Yelp, Inc. (a)

    182,811        3,634,283   

Zillow Group, Inc. - Class A (a) (b)

    353,539        9,032,921   

Zillow Group, Inc. - Class C (a) (b)

    707,078        16,778,961   
   

 

 

 
      109,432,745   
   

 

 

 

IT Services—3.8%

   

FleetCor Technologies, Inc. (a)

    168,224        25,023,320   

Gartner, Inc. (a)

    108,656        9,708,414   
   

 

 

 
      34,731,734   
   

 

 

 

Life Sciences Tools & Services—4.9%

  

Illumina, Inc. (a)

    276,519        44,826,495   
   

 

 

 

Pharmaceuticals—3.4%

   

Zoetis, Inc.

    697,928        30,939,148   
   

 

 

 

Professional Services—5.6%

   

IHS, Inc. - Class A (a)

    190,779        23,687,121   

Verisk Analytics, Inc. (a)

    345,269        27,593,898   
   

 

 

 
      51,281,019   
   

 

 

 

Software—11.5%

   

Atlassian Corp. plc - Class A (a)

    164,243        4,130,711   

FireEye, Inc. (a) (b)

    272,555        4,903,265   

Mobileye NV (a)

    128,467        4,790,534   

NetSuite, Inc. (a) (b)

    96,004        6,575,314   

ServiceNow, Inc. (a)

    395,860        24,218,715   

Splunk, Inc. (a) (b)

    530,655        25,964,949   

Tableau Software, Inc. - Class A (a) (b)

    111,920        5,133,770   

Workday, Inc. - Class A (a) (b)

    386,664        29,711,262   
   

 

 

 
      105,428,520   
   

 

 

 

Technology Hardware, Storage & Peripherals—0.4%

  

3D Systems Corp. (a) (b)

    146,928        2,272,976   

Stratasys, Ltd. (a) (b)

    52,231        1,353,828   
   

 

 

 
      3,626,804   
   

 

 

 

Textiles, Apparel & Luxury Goods—4.5%

  

lululemon athletica, Inc. (a) (b)

    187,502        12,695,760   

Michael Kors Holdings, Ltd. (a)

    348,423        19,846,174   

Under Armour, Inc. - Class A (a) (b)

    108,659        9,217,543   
   

 

 

 
      41,759,477   
   

 

 

 

Trading Companies & Distributors—1.0%

  

Fastenal Co.

    198,717        9,737,133   
   

 

 

 

Total Common Stocks
(Cost $817,088,369)

      835,742,446   
   

 

 

 

 

MIST-266


Table of Contents

Met Investors Series Trust

Morgan Stanley Mid Cap Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Preferred Stock—1.5%

 

Security Description   Shares/
Notional/
Principal
Amount*
    Value  

Internet & Catalog Retail—0.9%

   

Flipkart Online Pvt., Ltd. -



Series D (a) (c) (d)

    98,557      $ 8,659,218   
   

 

 

 

Internet Software & Services—0.0%

  

 

Dropbox, Inc. - Series A (a) (c) (d)

    51,888        410,434   

Peixe Urbano, Inc. -



Series C (a) (c) (d)

    71,709        30,835   
   

 

 

 
      441,269   
   

 

 

 

Software—0.6%

   

Palantir Technologies, Inc. - Series G (a) (c) (d)

    541,563        3,206,053   

Palantir Technologies, Inc. - Series H (a) (c) (d)

    174,289        1,031,791   

Palantir Technologies, Inc. - Series H-1 (a) (c) (d)

    174,289        1,031,791   
   

 

 

 
      5,269,635   
   

 

 

 

Total Preferred Stocks
(Cost $7,854,830)

      14,370,122   
   

 

 

 
Convertible Preferred Stock—1.5%           

Internet Software & Services—1.5%

   

Airbnb, Inc. - Series D (a) (c) (d)
(Cost $7,659,587)

    188,136        13,811,064   
   

 

 

 
Purchased Option—0.1%   

Currency Option—0.1%

   

USD Call/CNY Put, Strike Price CNY 6.70 Expires 06/06/16 (Counterparty - Royal Bank of Scotland plc) (e)
(Cost $579,071)

    148,743,056        519,559   
   

 

 

 
Short-Term Investments—31.6%   

Mutual Fund—25.5%

   

State Street Navigator Securities Lending
MET Portfolio (f)

    234,167,873        234,167,873   
   

 

 

 

Repurchase Agreement—6.1%

   

Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $55,815,536 on 04/01/16, collateralized by $55,885,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $56,932,844.

    55,815,490        55,815,490   
   

 

 

 

Total Short-Term Investments
(Cost $289,983,363)

      289,983,363   
   

 

 

 

Total Investments—125.6%
(Cost $1,123,165,220) (g)

      1,154,426,554   

Other assets and liabilities


(net)—(25.6)%

      (235,570,498
   

 

 

 
Net Assets—100.0%     $ 918,856,056   
   

 

 

 

 

* Principal and notional amounts stated in U.S. dollars unless otherwise noted.
(a) Non-income producing security.
(b) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $257,932,548 and the collateral received consisted of cash in the amount of $234,167,873 and non-cash collateral with a value of $27,636,168. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(c) Security was valued in good faith under procedures approved by the Board of Trustees. As of March 31, 2016, these securities represent 3.9% of net assets.
(d) Restricted securities are not registered under the Securities Act of 1933 and are subject to legal restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult. As of March 31, 2016, the market value of restricted securities was $35,490,951, which is 3.9% of net assets. See details shown in the Restricted Securities table that follows.
(e) Illiquid security. As of March 31, 2016, these securities represent 0.1% of net assets.
(f) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(g) As of March 31, 2016, the aggregate cost of investments was $1,123,165,220. The aggregate unrealized appreciation and depreciation of investments were $174,008,518 and $(142,747,184), respectively, resulting in net unrealized appreciation of $31,261,334.
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.
(CNY)— Chinese Yuan

 

MIST-267


Table of Contents

Met Investors Series Trust

Morgan Stanley Mid Cap Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

 

Restricted Securities

   Acquisition
Date
     Shares      Cost      Value  

Airbnb, Inc. - Series D

     04/16/14         188,136       $ 7,659,587       $ 13,811,064   

Dropbox, Inc.

     05/01/12         460,161         4,165,241         3,639,873   

Dropbox, Inc. - Series A

     05/25/12         51,888         470,125         410,434   

Flipkart Online Pvt., Ltd. - Series D

     10/04/13         98,557         2,264,087         8,659,218   

Palantir Technologies, Inc. - Series G

     07/19/12         541,563         1,657,183         3,206,053   

Palantir Technologies, Inc. - Series H

     10/25/13         174,289         611,754         1,031,791   

Palantir Technologies, Inc. - Series H-1

     10/25/13         174,289         611,754         1,031,791   

Peixe Urbano, Inc. - Series C

     12/02/11         71,709         2,239,927         30,835   

SurveyMonkey, Inc.

     11/25/14         303,799         4,997,494         3,669,892   
           

 

 

 
            $ 35,490,951   
           

 

 

 

 

MIST-268


Table of Contents

Met Investors Series Trust

Morgan Stanley Mid Cap Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Common Stocks           

Aerospace & Defense

   $ 11,162,645       $ —        $ —         $ 11,162,645   

Air Freight & Logistics

     5,556,577         —          —           5,556,577   

Automobiles

     46,026,148         —          —           46,026,148   

Beverages

     29,497,520         —          —           29,497,520   

Biotechnology

     10,429,270         —          —           10,429,270   

Capital Markets

     9,015,636         —          —           9,015,636   

Communications Equipment

     8,721,628         —          —           8,721,628   

Consumer Finance

     22,856,424         —          —           22,856,424   

Diversified Financial Services

     60,023,358         —          —           60,023,358   

Electrical Equipment

     2,564,333         —          —           2,564,333   

Food Products

     32,086,456         —          —           32,086,456   

Health Care Equipment & Supplies

     58,605,913         —          —           58,605,913   

Health Care Technology

     41,959,162         —          —           41,959,162   

Hotels, Restaurants & Leisure

     53,374,241         —          —           53,374,241   

Internet & Catalog Retail

     4,697,028         7,403,032        —           12,100,060   

Internet Software & Services

     102,122,980         —          7,309,765         109,432,745   

IT Services

     34,731,734         —          —           34,731,734   

Life Sciences Tools & Services

     44,826,495         —          —           44,826,495   

Pharmaceuticals

     30,939,148         —          —           30,939,148   

Professional Services

     51,281,019         —          —           51,281,019   

Software

     105,428,520         —          —           105,428,520   

Technology Hardware, Storage & Peripherals

     3,626,804         —          —           3,626,804   

Textiles, Apparel & Luxury Goods

     41,759,477         —          —           41,759,477   

Trading Companies & Distributors

     9,737,133         —          —           9,737,133   

Total Common Stocks

     821,029,649         7,403,032        7,309,765         835,742,446   

Total Preferred Stocks*

     —           —          14,370,122         14,370,122   

Total Convertible Preferred Stock*

     —           —          13,811,064         13,811,064   

Total Purchased Option*

     —           519,559        —           519,559   
Short-Term Investments           

Mutual Fund

     234,167,873         —          —           234,167,873   

Repurchase Agreement

     —           55,815,490        —           55,815,490   

Total Short-Term Investments

     234,167,873         55,815,490        —           289,983,363   

Total Investments

   $ 1,055,197,522       $ 63,738,081      $ 35,490,951       $ 1,154,426,554   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (234,167,873   $ —         $ (234,167,873

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-269


Table of Contents

Met Investors Series Trust

Morgan Stanley Mid Cap Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

Investments in Securities

   Balance as of
December 31,
2015
     Change in
Unrealized
Depreciation
    Balance as of
March 31,
2016
     Change in Unrealized
Depreciation from
Investments Still Held at
March 31, 2016
 
Common Stocks           

Internet Software & Services

   $ 8,770,092       $ (1,460,327   $ 7,309,765       $ (1,460,327
Preferred Stocks           

Internet & Catalog Retail

     10,246,971         (1,587,753     8,659,218         (1,587,753

Internet Software & Services

     518,582         (77,313     441,269         (77,313

Software

     6,854,086         (1,584,451     5,269,635         (1,584,451
Convertible Preferred Stocks           

Internet Software & Services

     15,737,577         (1,926,513     13,811,064         (1,926,513
  

 

 

    

 

 

   

 

 

    

 

 

 

Total

   $ 42,127,308       $ (6,636,357   $ 35,490,951       $ (6,636,357
  

 

 

    

 

 

   

 

 

    

 

 

 

 

    Fair Value at
March 31,
2016
   

Valuation
Technique(s)

 

Unobservable Input

  Range   Weighted
Average
  Relationship Between
Fair Value and Input; if
input value increases
then Fair Value:
 
Common Stock              

Internet Software & Services

  $ 3,639,873      M&A Transaction   Enterprise Value/Revenue   8.0x   8.0x   8.0x     Increase   
    Comparable Company Analysis   Enterprise Value/Revenue   4.7x   4.7x   4.7x     Increase   
      Discount for Lack of Marketability   10.00%   10.00%   10.00%     Decrease   
    3,669,892      Discounted Cash Flow   Weighted Average Cost of Capital   17.50%   19.50%   18.50%     Decrease   
      Perpetual Growth Rate   3.00%   4.00%   3.50%     Increase   
    Comparable Company Analysis   Enterprise Value/Revenue   10.0x   10.0x   10.0x     Increase   
      Discount for Lack of Marketability   20.00%   20.00%   20.00%     Decrease   
Preferred Stocks              

Internet & Catalog Retail

    8,659,218      Discounted Cash Flow   Weighted Average Cost of Capital   17.00%   19.00%   18.00%     Decrease   
      Perpetual Growth Rate   3.50%   4.50%   4.00%     Increase   
    Comparable Company Analysis   Enterprise Value/Revenue   3.2x   3.2x   3.2x     Increase   
      Discount for Lack of Marketability   20.00%   20.00%   20.00%     Decrease   

Internet Software & Services

    410,434      M&A Transaction   Enterprise Value/Revenue   8.0x   8.0x   8.0x     Increase   
    Comparable Company Analysis   Enterprise Value/Revenue   4.7x   4.7x   4.7x     Increase   
      Discount for Lack of Marketability   10.00%   10.00%   10.00%     Decrease   
    30,835      Merger & Acquisition Transaction   Sale / Merger Scenerio   $0.86   $0.86   $0.86     Increase   
      Discount for Lack of Marketability   50.00%   50.00%   50.00%     Decrease   

Software

    5,269,635      Discounted Cash Flow   Weighted Average Cost of Capital   17.00%   19.00%   18.00%     Decrease   
      Perpetual Growth Rate   2.50%   3.50%   3.00%     Increase   
    Comparable Company Analysis   Enterprise Value/Revenue   10.8x   10.8x   10.8x     Increase   
      Discount for Lack of Marketability   20.00%   20.00%   20.00%     Decrease   
Convertible Preferred Stocks              

Internet Software & Services

    13,811,064      Discounted Cash Flow   Weighted Average Cost of Capital   17.00%   19.00%   18.00%     Decrease   
      Perpetual Growth Rate   3.00%   4.00%   3.50%     Increase   
    Comparable Company Analysis   Enterprise Value/Revenue   15.9x   15.9x   15.9x     Increase   
      Discount for Lack of Marketability   20.00%   20.00%   20.00%     Decrease   

 

MIST-270


Table of Contents

Met Investors Series Trust

Oppenheimer Global Equity Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—97.1% of Net Assets

 

Security Description   Shares     Value  

Brazil—0.8%

   

Embraer S.A. (ADR)

    346,340      $ 9,129,522   
   

 

 

 

China—1.1%

   

JD.com, Inc. (ADR) (a) (b)

    512,866        13,590,949   
   

 

 

 

Denmark—0.4%

   

FLSmidth & Co. A/S (a)

    102,574        4,284,024   
   

 

 

 

France—5.1%

   

Kering

    91,009        16,227,505   

LVMH Moet Hennessy Louis Vuitton SE (a)

    148,885        25,465,116   

Societe Generale S.A.

    259,500        9,546,038   

Technip S.A.

    184,070        10,178,429   
   

 

 

 
      61,417,088   
   

 

 

 

Germany—7.6%

   

Allianz SE

    132,088        21,472,522   

Bayer AG

    150,355        17,670,287   

Deutsche Bank AG

    466,997        7,945,852   

Linde AG

    70,529        10,273,397   

SAP SE

    320,197        25,904,631   

Siemens AG

    64,867        6,875,368   
   

 

 

 
      90,142,057   
   

 

 

 

India—3.3%

   

DLF, Ltd.

    8,983,404        15,599,436   

ICICI Bank, Ltd. (ADR)

    2,034,220        14,565,015   

Zee Entertainment Enterprises, Ltd.

    1,683,325        9,837,580   
   

 

 

 
      40,002,031   
   

 

 

 

Ireland—0.6%

   

Shire plc

    120,125        6,881,764   
   

 

 

 

Italy—1.4%

   

Banca Monte dei Paschi di Siena S.p.A. (a) (b)

    5,143,874        2,918,014   

Brunello Cucinelli S.p.A. (a)

    217,274        4,101,270   

Prysmian S.p.A.

    244,865        5,546,478   

Tod’s S.p.A. (a)

    57,157        4,068,091   
   

 

 

 
      16,633,853   
   

 

 

 

Japan—12.6%

   

Dai-ichi Life Insurance Co., Ltd. (The) (a)

    1,083,600        13,107,897   

FANUC Corp.

    51,400        7,980,932   

KDDI Corp.

    734,000        19,563,508   

Keyence Corp.

    38,600        21,042,494   

Kyocera Corp.

    306,900        13,510,409   

Murata Manufacturing Co., Ltd.

    223,500        26,847,555   

Nidec Corp. (a)

    267,600        18,299,380   

Nintendo Co., Ltd.

    26,100        3,698,312   

Nomura Holdings, Inc.

    1,066,700        4,748,276   

Rakuten, Inc.

    441,300        4,253,777   

Sumitomo Mitsui Financial Group, Inc.

    366,000        11,088,467   

Suzuki Motor Corp.

    220,400        5,892,079   
   

 

 

 
      150,033,086   
   

 

 

 

Netherlands—2.5%

   

Airbus Group SE

    448,211      $ 29,741,497   
   

 

 

 

Spain—3.3%

   

Banco Bilbao Vizcaya Argentaria S.A.

    1,423,028        9,388,097   

Industria de Diseno Textil S.A.

    714,236        23,962,639   

Repsol S.A.

    580,800        6,536,815   
   

 

 

 
      39,887,551   
   

 

 

 

Sweden—3.2%

   

Assa Abloy AB - Class B

    1,048,607        20,614,401   

Telefonaktiebolaget LM Ericsson - B Shares

    1,801,967        18,025,449   
   

 

 

 
      38,639,850   
   

 

 

 

Switzerland—4.6%

   

Credit Suisse Group AG (b)

    709,469        10,027,406   

Nestle S.A.

    177,273        13,237,593   

Roche Holding AG

    43,851        10,760,311   

UBS Group AG

    1,279,155        20,488,167   
   

 

 

 
      54,513,477   
   

 

 

 

United Kingdom—5.1%

   

Circassia Pharmaceuticals plc (a) (b)

    2,109,064        8,205,345   

Earthport plc (b)

    5,607,695        1,356,801   

International Game Technology plc

    388,261        7,085,763   

Prudential plc

    1,037,200        19,237,249   

Unilever plc

    539,815        24,375,497   
   

 

 

 
      60,260,655   
   

 

 

 

United States—45.5%

   

3M Co.

    119,480        19,908,952   

ACADIA Pharmaceuticals, Inc. (a) (b)

    295,230        8,254,631   

Adobe Systems, Inc. (b)

    221,820        20,806,716   

Aetna, Inc. (a)

    291,270        32,724,184   

Alphabet, Inc. - Class A (b)

    37,380        28,517,202   

Alphabet, Inc. - Class C (b)

    38,768        28,880,222   

Anthem, Inc.

    156,840        21,799,192   

Biogen, Inc. (b)

    45,020        11,719,606   

BioMarin Pharmaceutical, Inc. (b)

    100,190        8,263,671   

Bluebird Bio, Inc. (a) (b)

    91,570        3,891,725   

Celldex Therapeutics, Inc. (a) (b)

    619,950        2,343,411   

Cigna Corp.

    23,300        3,197,692   

Citigroup, Inc.

    535,440        22,354,620   

Clovis Oncology, Inc. (a) (b)

    87,570        1,681,344   

Colgate-Palmolive Co.

    419,540        29,640,501   

eBay, Inc. (b)

    460,000        10,975,600   

Emerson Electric Co.

    180,660        9,824,291   

Facebook, Inc. - Class A (b)

    224,570        25,623,437   

FNF Group (a)

    283,940        9,625,566   

Gilead Sciences, Inc.

    163,030        14,975,936   

Goldman Sachs Group, Inc. (The)

    106,150        16,663,427   

Humana, Inc. (a)

    6,660        1,218,447   

Intuit, Inc.

    246,420        25,630,144   

Ionis Pharmaceuticals, Inc. (a) (b)

    101,230        4,099,815   

MacroGenics, Inc. (a) (b)

    203,860        3,822,375   

Maxim Integrated Products, Inc.

    676,020        24,864,016   

 

MIST-271


Table of Contents

Met Investors Series Trust

Oppenheimer Global Equity Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

United States—(Continued)

   

McDonald’s Corp.

    46,680      $ 5,866,742   

McGraw Hill Financial, Inc.

    347,160        34,361,897   

PayPal Holdings, Inc. (b)

    505,000        19,493,000   

Sage Therapeutics, Inc. (a) (b)

    41,650        1,335,299   

St. Jude Medical, Inc.

    139,620        7,679,100   

SunEdison, Inc. (a) (b)

    2,402,220        1,297,679   

Theravance Biopharma, Inc. (a) (b)

    75,605        1,421,374   

Tiffany & Co. (a)

    194,640        14,282,683   

Twitter, Inc. (a) (b)

    388,550        6,430,503   

United Parcel Service, Inc. - Class B

    170,680        18,001,620   

Vertex Pharmaceuticals, Inc. (b)

    35,570        2,827,459   

Walt Disney Co. (The)

    237,660        23,602,015   

Zimmer Biomet Holdings, Inc. (a)

    134,600        14,352,398   
   

 

 

 
      542,258,492   
   

 

 

 

Total Common Stocks
(Cost $1,024,031,082)

      1,157,415,896   
   

 

 

 
Preferred Stock—1.9%   

Germany—1.9%

  

Bayerische Motoren Werke (BMW) AG
(Cost $17,964,213)

    282,414        22,566,389   
   

 

 

 
Short-Term Investments—9.5%   

Mutual Fund—8.7%

  

State Street Navigator Securities Lending MET Portfolio (c)

    103,091,210        103,091,210   
   

 

 

 

Repurchase Agreement—0.8%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $9,773,544 on 04/01/16, collateralized by $9,790,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $9,973,563.

    9,773,536        9,773,536   
   

 

 

 

Total Short-Term Investments
(Cost $112,864,746)

      112,864,746   
   

 

 

 

Total Investments—108.5%
(Cost $1,154,860,041) (d)

      1,292,847,031   

Other assets and liabilities (net)—(8.5)%

      (101,488,614
   

 

 

 
Net Assets—100.0%     $ 1,191,358,417   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $100,160,128 and the collateral received consisted of cash in the amount of $103,091,210 and non-cash collateral with a value of $479,871. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Non-income producing security.
(c) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(d) As of March 31, 2016, the aggregate cost of investments was $1,154,860,041. The aggregate unrealized appreciation and depreciation of investments were $251,837,911 and $(113,850,921), respectively, resulting in net unrealized appreciation of $137,986,990.
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.

 

Ten Largest Industries as of
March 31, 2016 (Unaudited)

  

% of
Net Assets

 

Internet Software & Services

     8.4   

Software

     6.4   

Biotechnology

     6.0   

Banks

     5.9   

Insurance

     5.3   

Electronic Equipment, Instruments & Components

     5.2   

Capital Markets

     5.0   

Health Care Providers & Services

     4.9   

Textiles, Apparel & Luxury Goods

     4.2   

Aerospace & Defense

     3.3   

 

MIST-272


Table of Contents

Met Investors Series Trust

Oppenheimer Global Equity Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy

 

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Common Stocks           

Brazil

   $ 9,129,522       $ —        $ —         $ 9,129,522   

China

     13,590,949         —          —           13,590,949   

Denmark

     —           4,284,024        —           4,284,024   

France

     —           61,417,088        —           61,417,088   

Germany

     —           90,142,057        —           90,142,057   

India

     14,565,015         25,437,016        —           40,002,031   

Ireland

     —           6,881,764        —           6,881,764   

Italy

     —           16,633,853        —           16,633,853   

Japan

     —           150,033,086        —           150,033,086   

Netherlands

     —           29,741,497        —           29,741,497   

Spain

     —           39,887,551        —           39,887,551   

Sweden

     —           38,639,850        —           38,639,850   

Switzerland

     —           54,513,477        —           54,513,477   

United Kingdom

     7,085,763         53,174,892        —           60,260,655   

United States

     542,258,492         —          —           542,258,492   

Total Common Stocks

     586,629,741         570,786,155        —           1,157,415,896   

Total Preferred Stock*

     —           22,566,389        —           22,566,389   
Short-Term Investments           

Mutual Fund

     103,091,210         —          —           103,091,210   

Repurchase Agreement

     —           9,773,536        —           9,773,536   

Total Short-Term Investments

     103,091,210         9,773,536        —           112,864,746   

Total Investments

   $ 689,720,951       $ 603,126,080      $ —         $ 1,292,847,031   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (103,091,210   $ —         $ (103,091,210

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-273


Table of Contents

Met Investors Series Trust

PanAgora Global Diversified Risk Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Foreign Government—11.8% of Net Assets

 

Security Description   Principal
Amount*/
Shares
    Value  

Sovereign—11.8%

  

Deutsche Bundesrepublik Inflation Linked Bond 0.100%, 04/15/23 (EUR) (a)

    1,295,641      $ 1,581,433   

France Government Bond OAT
0.250%, 07/25/24 (EUR) (a)

    1,601,408        1,980,722   

Italy Buoni Poliennali Del Tesoro
2.350%, 09/15/24 (144A) (EUR) (a)

    792,128        1,052,431   

United Kingdom Gilt Inflation Linked
0.625%, 03/22/40 (GBP) (a)

    1,673,728        3,396,890   
   

 

 

 

Total Foreign Government
(Cost $7,891,407)

      8,011,476   
   

 

 

 
Mutual Fund— 7.9%   

Investment Company Security—7.9%

  

iShares iBoxx $ Investment Grade Corporate Bond ETF
(Cost $5,349,264)

    45,402        5,394,666   
   

 

 

 
U.S. Treasury & Government Agencies—6.2%   

U.S. Treasury—6.2%

  

U.S. Treasury Inflation Indexed Bond
3.875%, 04/15/29 (a)

    749,362        1,072,611   

U.S. Treasury Inflation Indexed Notes
0.125%, 04/15/18 (a)

    666,153        677,940   

0.125%, 01/15/23 (a)

    800,553        807,120   

0.250%, 01/15/25 (a)

    1,680,353        1,694,508   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $4,143,565)

      4,252,179   
   

 

 

 
Short-Term Investments—54.9%   

Mutual Funds—24.9%

  

BlackRock Liquidity Funds T-Fund Portfolio, Institutional Class, 0.187% (b)

    7,000,000        7,000,000   

BofA Government Plus Reserves Fund, Institutional Class, 0.151% (b)

    1,500,000        1,500,000   

UBS Select Treasury Institutional Fund, Institutional Class, 0.150% (b)

    8,500,000        8,500,000   
   

 

 

 
      17,000,000   
   

 

 

 

Repurchase Agreement—24.9%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $16,988,108 on 04/01/16, collateralized by $17,140,000 U.S. Treasury Note at 1.375% due 02/29/20 with a value of $17,332,825.

    16,988,094      16,988,094   
   

 

 

 

U.S. Treasury—5.1%

   

U.S. Treasury Bills

   

0.301%, 05/12/16 (c) (d)

    2,750,000        2,749,049   

0.681%, 05/12/16 (c) (d)

    725,000        724,920   
   

 

 

 
      3,473,969   
   

 

 

 

Total Short-Term Investments
(Cost $37,461,580)

      37,462,063   
   

 

 

 

Total Investments—80.8%
(Cost $54,845,816) (e)

      55,120,384   

Other assets and liabilities (net)—19.2%

      13,139,791   
   

 

 

 
Net Assets—100.0%     $ 68,260,175   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Principal amount of security is adjusted for inflation.
(b) The rate shown represents the annualized seven-day yield as of March 31, 2016.
(c) The rate shown represents current yield to maturity.
(d) All or a portion of the security was pledged as collateral against open futures contracts. As of March 31, 2016, the market value of securities pledged was $3,473,969.
(e) As of March 31, 2016, the aggregate cost of investments was $54,845,816. The aggregate unrealized appreciation and depreciation of investments were $368,654 and $(94,086), respectively, resulting in net unrealized appreciation of $274,568.
(EUR)— Euro
(GBP)— British Pound
(ETF)— Exchange-Traded Fund

Forward Foreign Currency Exchange Contracts

 

Contracts to Deliver

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
EUR     4,040,000      

State Street Bank and Trust

       04/28/16         $ 4,552,515         $ (47,910
GBP     2,340,000      

State Street Bank and Trust

       04/28/16           3,363,296           2,230   
                   

 

 

 

Net Unrealized Depreciation

  

     $ (45,680
                   

 

 

 

 

MIST-274


Table of Contents

Met Investors Series Trust

PanAgora Global Diversified Risk Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Futures Contracts

 

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Appreciation/
(Depreciation)
 

Aluminum Futures

     04/18/16         23         USD         869,105       $ (1,573

Amsterdam Index Futures

     04/15/16         5         EUR         440,770         (1,218

Australian 10 Year Treasury Bond Futures

     06/15/16         93         AUD         12,045,103         102,419   

Bloomberg Commodity Index Futures

     06/15/16         60         USD         475,966         (2,566

Brent Crude Oil Futures

     04/29/16         8         USD         299,542         23,098   

Canada Government Bond 10 Year Futures

     06/21/16         118         CAD         16,723,276         (58,392

Cattle Feeder Futures

     05/26/16         3         USD         235,467         (2,592

Cattle Feeder Futures

     08/25/16         6         USD         465,953         (728

Cocoa Futures

     07/14/16         22         USD         647,580         3,400   

Coffee “C” Futures

     07/19/16         6         USD         263,957         27,531   

Copper Futures

     05/26/16         11         USD         575,244         25,081   

Corn Futures

     07/14/16         11         USD         208,259         (12,597

Cotton No. 2 Futures

     07/07/16         17         USD         488,234         7,401   

DAX Index Futures

     06/17/16         3         EUR         748,132         2,126   

Euro-BTP Futures

     06/08/16         68         EUR         9,409,259         173,986   

Euro-Bobl Futures

     06/08/16         10         EUR         1,315,414         (5,022

Euro-Bund Futures

     06/08/16         6         EUR         978,667         1,426   

Euro-Buxl 30 Year Bond Futures

     06/08/16         4         EUR         660,005         16,107   

FTSE 100 Index Futures

     06/17/16         7         GBP         425,405         3,598   

Gasoline RBOB Futures

     04/29/16         1         USD         61,114         (353

Gold 100 oz. Futures

     06/28/16         13         USD         1,601,802         4,478   

Hang Seng Index Futures

     04/28/16         9         HKD         9,174,600         24,306   

IBEX 35 Index Futures

     04/15/16         13         EUR         1,156,469         (30,475

Interest Rate Swap 10 Year Futures

     06/13/16         73         USD         7,606,407         72,281   

Interest Rate Swap 5 Year Futures

     06/13/16         179         USD         18,441,359         127,094   

Japanese Government 10 Year Bond Mini Futures

     06/10/16         171         JPY         2,594,491,002         (35,648

Lean Hogs Futures

     06/14/16         21         USD         679,646         (506

Lean Hogs Futures

     08/12/16         4         USD         127,224         1,416   

Live Cattle Futures

     06/30/16         5         USD         252,536         (4,486

Live Cattle Futures

     08/31/16         19         USD         914,005         (675

Low Sulphur Gas Oil Futures

     05/12/16         6         USD         225,072         (9,972

MSCI Emerging Markets Mini Index Futures

     06/17/16         119         USD         4,778,108         183,597   

Natural Gas E-Mini Futures

     04/26/16         42         USD         225,156         (19,461

Natural Gas Futures

     04/27/16         19         USD         352,925         19,285   

New York Harbor ULSD Futures

     04/29/16         4         USD         187,017         12,147   

Nickel Futures

     04/18/16         8         USD         391,680         14,256   

OMX Stockholm 30 Index Futures

     04/15/16         58         SEK         7,846,648         (5,980

Russell 2000 Mini Index Futures

     06/17/16         50         USD         5,385,370         162,630   

S&P 500 E-Mini Index Futures

     06/17/16         74         USD         7,433,855         156,695   

S&P TSX 60 Index Futures

     06/16/16         11         CAD         1,730,709         532   

SPI 200 Index Futures

     06/16/16         8         AUD         1,032,634         (14,897

Silver Futures

     07/27/16         13         USD         1,019,352         (11,722

Soybean Futures

     07/14/16         10         USD         443,056         15,819   

Soybean Meal Futures

     07/14/16         13         USD         356,840         (1,810

Soybean Oil Futures

     07/14/16         22         USD         450,980         3,628   

Sugar No. 11 Futures

     06/30/16         32         USD         489,189         64,539   

TOPIX Index Futures

     06/09/16         16         JPY         215,088,416         4,546   

U.S. Treasury Long Bond Futures

     06/21/16         39         USD         6,423,352         (10,290

U.S. Treasury Note 2 Year Futures

     06/30/16         22         USD         4,811,190         1,310   

United Kingdom Long Gilt Bond Futures

     06/28/16         61         GBP         7,432,923         (55,300

Wheat Futures

     07/14/16         9         USD         216,603         (265

Zinc Futures

     04/18/16         13         USD         562,459         26,035   
              

 

 

 

Net Unrealized Appreciation

  

   $ 994,239   
              

 

 

 

 

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Table of Contents

Met Investors Series Trust

PanAgora Global Diversified Risk Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Swap Agreements

 

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

   Floating
Rate Index
   Fixed
Rate
  Maturity
Date
   Notional
Amount
     Unrealized
Appreciation
 

Pay

   3M LIBOR    1.250%   06/15/18      USD         26,401,000       $ 69,535   

Pay

   3M LIBOR    1.250%   06/15/18      USD         7,500,000         72,576   
                

 

 

 

Net Unrealized Appreciation

  

   $ 142,111   
                

 

 

 

 

(AUD)— Australian Dollar
(CAD)— Canadian Dollar
(EUR)— Euro
(GBP)— British Pound
(HKD)— Hong Kong Dollar
(JPY)— Japanese Yen
(SEK)— Swedish Krona
(USD)— United States Dollar
(LIBOR)— London Interbank Offered Rate

 

MIST-276


Table of Contents

Met Investors Series Trust

PanAgora Global Diversified Risk Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1     Level 2     Level 3      Total  

Total Foreign Government*

   $ —        $ 8,011,476      $ —         $ 8,011,476   

Total Mutual Fund*

     5,394,666        —          —           5,394,666   

Total U.S. Treasury & Government Agencies*

     —          4,252,179        —           4,252,179   
Short-Term Investments          

Mutual Funds

     17,000,000        —          —           17,000,000   

Repurchase Agreement

     —          16,988,094        —           16,988,094   

U.S. Treasury

     —          3,473,969        —           3,473,969   

Total Short-Term Investments

     17,000,000        20,462,063        —           37,462,063   

Total Investments

   $ 22,394,666      $ 32,725,718      $ —         $ 55,120,384   
                                   
Forward Contracts          

Forward Foreign Currency Exchange

         

Contracts (Unrealized Appreciation)

   $ —        $ 2,230      $ —         $ 2,230   

Forward Foreign Currency Exchange )

         

Contracts (Unrealized Depreciation

     —          (47,910     —           (47,910

Total Forward Contracts

   $ —        $ (45,680   $ —         $ (45,680
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 1,280,767      $ —        $ —         $ 1,280,767   

Futures Contracts (Unrealized Depreciation)

     (286,528     —          —           (286,528

Total Futures Contracts

   $ 994,239      $ —        $ —         $ 994,239   
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 142,111      $ —         $ 142,111   

 

* See Consolidated Schedule of Investments for additional detailed categorizations.

 

MIST-277


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—107.7% of Net Assets

 

Security Description    Principal
Amount*
     Value  

Agency Sponsored Mortgage - Backed—2.7%

  

Fannie Mae 30 Yr. Pool
3.000%, TBA (a)

     50,000,000       $ 51,232,107   

Fannie Mae ARM Pool
1.522%, 07/01/44 (b)

     18,767         19,116   

1.522%, 09/01/44 (b)

     37,117         37,851   

2.646%, 11/01/34 (b)

     839,202         884,745   

Fannie Mae REMICS (CMO)
0.479%, 12/25/36 (b)

     72,293         72,092   

0.493%, 07/25/37 (b)

     754,923         709,591   

0.583%, 08/25/34 (b)

     97,636         97,009   

0.783%, 07/25/37 (b)

     24,704         24,795   

0.813%, 07/25/37 (b)

     169,724         170,663   

1.113%, 02/25/41 (b)

     2,523,955         2,548,798   

2.455%, 05/25/35 (b)

     484,059         510,569   

Fannie Mae Whole Loan (CMO)
0.783%, 05/25/42 (b)

     65,949         65,986   

Freddie Mac ARM Non-Gold Pool
2.574%, 01/01/34 (b)

     91,883         97,121   

Freddie Mac REMICS (CMO)
0.586%, 10/15/20 (b)

     237,936         237,435   

0.666%, 02/15/19 (b)

     433,172         430,762   

0.886%, 08/15/33 (b)

     1,751,116         1,753,946   

Freddie Mac Strips (CMO)

     

0.886%, 09/15/42 (b)

     9,120,393         9,145,652   

Freddie Mac Structured Pass-Through Securities (CMO)
0.693%, 08/25/31 (b)

     52,263         51,217   

1.522%, 10/25/44 (b)

     3,077,907         3,128,577   

1.522%, 02/25/45 (b)

     926,459         975,842   
     

 

 

 
        72,193,874   
     

 

 

 

U.S. Treasury—105.0%

     

U.S. Treasury Bonds
2.500%, 02/15/45 (c) (d)

     8,110,000         7,907,883   

2.500%, 02/15/46 (c)

     20,290,000         19,783,541   

3.000%, 11/15/44 (c)

     2,000,000         2,158,204   

3.000%, 05/15/45 (c)

     18,900,000         20,383,215   

3.000%, 11/15/45 (c) (d)

     300,000         323,871   

U.S. Treasury Inflation Indexed Bonds 0.625%, 02/15/43 (c) (e)

     24,836,978         23,313,776   

0.750%, 02/15/42 (c) (e)

     35,232,960         34,193,411   

0.750%, 02/15/45 (c) (e)

     62,334,090         60,307,422   

1.375%, 02/15/44 (c) (e)

     116,573,236         130,505,836   

1.750%, 01/15/28 (c) (e)

     122,752,543         142,325,804   

2.000%, 01/15/26 (c) (e)

     62,043,345         72,639,170   

2.125%, 02/15/40 (c) (e)

     36,505,125         46,626,280   

2.125%, 02/15/41 (c) (d) (e)

     7,140,699         9,190,487   

2.375%, 01/15/25 (c) (e) (f)

     212,687,255         253,272,237   

2.375%, 01/15/27 (c) (e)

     105,029,674         128,277,047   

2.500%, 01/15/29 (c) (e)

     57,830,212         72,625,089   

3.625%, 04/15/28 (c) (e)

     43,449,995         59,822,953   

3.875%, 04/15/29 (c) (e)

     90,933,237         130,158,835   

U.S. Treasury Inflation Indexed Notes 0.125%, 04/15/17 (c) (d) (e)

     18,465,031         18,676,363   

0.125%, 04/15/18 (c) (d) (e) (g) (h)

     12,810,769         13,037,456   

U.S. Treasury—(Continued)

  

U.S. Treasury Inflation Indexed Notes

     

0.125%, 04/15/19 (c) (d) (e)

     139,226,902       142,230,862   

0.125%, 04/15/20 (c) (d) (e) (h)

     3,554,868         3,629,392   

0.125%, 01/15/22 (c) (e)

     63,127,467         64,058,786   

0.125%, 07/15/22 (c) (e)

     252,940,939         257,327,947   

0.125%, 01/15/23 (c) (e)

     258,252,497         260,370,942   

0.125%, 07/15/24 (c) (e)

     56,360,262         56,554,029   

0.250%, 01/15/25 (c) (e)

     14,505,365         14,627,558   

0.375%, 07/15/23 (c) (e) (h)

     125,847,047         129,624,095   

0.625%, 07/15/21 (c) (e)

     277,284,884         291,029,896   

0.625%, 01/15/24 (c) (e)

     82,459,412         85,858,719   

1.125%, 01/15/21 (c) (e) (h)

     16,139,257         17,247,362   

1.250%, 07/15/20 (c) (e)

     108,606,655         116,749,331   

1.375%, 01/15/20 (c) (e)

     29,306,230         31,373,316   

1.625%, 01/15/18 (c) (e)

     22,609,490         23,641,047   

1.875%, 07/15/19 (c) (d) (e) (g) (h)

     15,866,525         17,248,436   

2.375%, 01/15/17 (c) (d) (e) (h)

     11,331,683         11,677,979   

2.500%, 07/15/16 (c) (e)

     14,126,412         14,382,269   

U.S. Treasury Notes
1.625%, 02/15/26 (c)

     24,250,000         23,897,623   

2.125%, 05/15/25 (c) (d)

     26,700,000         27,524,977   
     

 

 

 
        2,834,583,446   
     

 

 

 

Total U.S. Treasury & Government Agencies (Cost $2,957,073,804)

        2,906,777,320   
     

 

 

 
Corporate Bonds & Notes—11.5%   

Auto Manufacturers—0.1%

     

Ford Motor Credit Co. LLC
5.000%, 05/15/18

     2,000,000         2,111,850   
     

 

 

 

Banks—9.4%

     

Banca Monte dei Paschi di Siena S.p.A. 4.875%, 09/15/16 (EUR)

     1,000,000         1,159,170   

Banco Santander S.A.
6.250%, 09/11/21 (EUR) (b)

     700,000         712,496   

Bank of America Corp.
3.300%, 01/11/23

     7,200,000         7,260,494   

4.100%, 07/24/23

     2,200,000         2,314,272   

Bank of America N.A.
1.750%, 06/05/18

     18,700,000         18,695,549   

Bank of New York Mellon Corp. (The) 1.488%, 08/17/20 (b)

     4,500,000         4,479,660   

Barclays Bank plc
6.500%, 09/15/19 (EUR) (b)

     2,900,000         2,920,420   

7.625%, 11/21/22

     15,718,000         16,896,850   

7.750%, 04/10/23 (b)

     7,954,000         8,351,700   

8.000%, 12/15/20 (EUR) (b)

     800,000         878,459   

BBVA Bancomer S.A.
6.500%, 03/10/21 (144A)

     5,000,000         5,462,500   

BPCE S.A.
1.188%, 11/18/16 (b)

     13,300,000         13,311,997   

Citigroup, Inc.
1.136%, 05/01/17 (b)

     33,800,000         33,753,153   

2.650%, 10/26/20

     2,300,000         2,321,691   

 

MIST-278


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description    Principal
Amount*
     Value  

Banks—(Continued)

     

Cooperatieve Rabobank UA
0.951%, 04/28/17 (b)

     33,450,000       $ 33,449,097   

Credit Agricole S.A.
7.875%, 01/23/24 (b)

     200,000         189,000   

Credit Suisse Group Funding Guernsey, Ltd. 3.750%, 03/26/25

     2,800,000         2,674,851   

3.800%, 09/15/22

     2,600,000         2,587,715   

Depfa ACS Bank
3.875%, 11/14/16 (EUR)

     600,000         698,474   

Eksportfinans ASA
2.375%, 05/25/16

     4,100,000         4,103,157   

Goldman Sachs Group, Inc. (The)
1.834%, 09/15/20 (b)

     11,900,000         11,817,771   

2.399%, 02/25/21 (b)

     14,000,000         14,193,802   

3.500%, 01/23/25

     800,000         807,463   

HSBC Holdings plc
2.874%, 03/08/21 (b)

     5,100,000         5,218,259   

JPMorgan Chase & Co.
1.169%, 04/25/18 (b)

     33,700,000         33,579,994   

2.115%, 03/01/21 (b)

     4,200,000         4,263,613   

7.900%, 04/30/18 (b)

     900,000         900,000   

Lloyds Bank plc
1.750%, 05/14/18

     6,350,000         6,335,370   

3.500%, 05/14/25

     550,000         568,893   

Lloyds Banking Group plc
7.625%, 06/27/23 (GBP) (b)

     2,500,000         3,465,397   

7.875%, 06/27/29 (GBP) (b)

     200,000         276,843   

Mitsubishi UFJ Financial Group, Inc.
2.515%, 03/01/21 (b)

     4,100,000         4,181,963   

Realkredit Danmark A/S
2.000%, 04/01/17 (DKK)

     23,000,000         3,582,489   

Turkiye Garanti Bankasi A/S
3.124%, 04/20/16 (144A) (b)

     1,600,000         1,599,200   
     

 

 

 
        253,011,762   
     

 

 

 

Computers—0.2%

     

Hewlett Packard Enterprise Co.
2.450%, 10/05/17 (144A)

     3,400,000         3,422,198   

2.850%, 10/05/18 (144A)

     3,400,000         3,457,093   
     

 

 

 
        6,879,291   
     

 

 

 

Diversified Financial Services—0.6%

     

Ally Financial, Inc.
3.250%, 02/13/18

     15,200,000         15,048,000   
     

 

 

 

Oil & Gas—0.3%

     

California Resources Corp.
8.000%, 12/15/22 (144A)

     4,005,000         1,541,925   

Petrobras Global Finance B.V.
2.238%, 05/20/16 (b)

     700,000         697,550   

2.750%, 01/15/18 (EUR)

     1,000,000         1,026,981   

2.762%, 01/15/19 (b)

     100,000         81,260   

3.000%, 01/15/19

     200,000         171,885   

3.002%, 03/17/17 (b)

     500,000         482,550   

4.250%, 10/02/23 (EUR)

     600,000         491,887   

Oil & Gas—(Continued)

     

Petrobras Global Finance B.V.

     

4.375%, 05/20/23

     300,000       218,910   

5.375%, 01/27/21

     5,100,000         4,215,813   

6.250%, 12/14/26 (GBP)

     300,000         297,556   
     

 

 

 
        9,226,317   
     

 

 

 

Pharmaceuticals—0.6%

     

AbbVie, Inc.
1.800%, 05/14/18

     7,900,000         7,953,057   

2.500%, 05/14/20

     3,700,000         3,766,866   

3.200%, 11/06/22

     800,000         827,300   

3.600%, 05/14/25

     2,900,000         3,044,179   
     

 

 

 
        15,591,402   
     

 

 

 

Telecommunications—0.2%

     

Cisco Systems, Inc.
1.236%, 02/21/18 (b)

     2,800,000         2,807,336   

1.600%, 02/28/19

     2,900,000         2,941,879   
     

 

 

 
        5,749,215   
     

 

 

 

Transportation—0.1%

     

Hellenic Railways Organization S.A.
4.028%, 03/17/17 (EUR) (i)

     3,900,000         4,005,123   
     

 

 

 

Total Corporate Bonds & Notes
(Cost $319,356,917)

        311,622,960   
     

 

 

 
Foreign Government—10.8%                  

Sovereign—10.8%

     

Brazil Letras do Tesouro Nacional
Zero Coupon, 07/01/16 (BRL)

     63,300,000         17,027,843   

Zero Coupon, 10/01/16 (BRL)

     217,960,000         56,708,456   

Zero Coupon, 01/01/17 (BRL)

     245,400,000         61,879,238   

Bundesrepublik Deutschland Bundesobligation Inflation Linked Bond
0.750%, 04/15/18 (EUR) (c) (e)

     8,176,104         9,652,770   

Colombian TES
3.000%, 03/25/33 (COP) (e)

     1,189,789,108         337,850   

Deutsche Bundesrepublik Inflation Linked Bond
1.750%, 04/15/20 (EUR) (e)

     6,257,446         7,921,264   

France Government Bond OAT

     

0.250%, 07/25/18 (EUR) (e)

     409,864         485,441   

2.250%, 07/25/20 (EUR) (e)

     13,942,040         18,228,477   

Hellenic Republic Government Bonds
3.000%, 02/24/23 (EUR) (j)

     300,000         245,841   

3.000%, 02/24/24 (EUR) (j)

     300,000         240,830   

3.000%, 02/24/25 (EUR) (j)

     300,000         235,743   

3.000%, 02/24/26 (EUR) (j)

     300,000         230,343   

3.000%, 02/24/27 (EUR) (j)

     300,000         224,576   

3.000%, 02/24/28 (EUR) (j)

     300,000         219,672   

3.000%, 02/24/29 (EUR) (j)

     500,000         358,359   

3.000%, 02/24/30 (EUR) (j)

     500,000         351,509   

3.000%, 02/24/31 (EUR) (j)

     500,000         346,468   

 

MIST-279


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Foreign Government—(Continued)

 

Security Description    Principal
Amount*
     Value  

Sovereign—(Continued)

     

Hellenic Republic Government Bonds

     

3.000%, 02/24/32 (EUR) (j)

     500,000       $ 340,596   

3.000%, 02/24/33 (EUR) (j)

     500,000         332,369   

3.000%, 02/24/34 (EUR) (j)

     500,000         325,942   

3.000%, 02/24/35 (EUR) (j)

     500,000         325,139   

3.000%, 02/24/36 (EUR) (j)

     750,000         479,341   

3.000%, 02/24/37 (EUR) (j)

     750,000         472,318   

3.000%, 02/24/38 (EUR) (j)

     750,000         477,389   

3.000%, 02/24/39 (EUR) (j)

     750,000         476,604   

3.000%, 02/24/40 (EUR) (j)

     750,000         478,003   

3.000%, 02/24/41 (EUR) (j)

     750,000         475,904   

3.000%, 02/24/42 (EUR) (j)

     750,000         477,542   

Hellenic Republic Government International Bonds
3.800%, 08/08/17 (JPY)

     150,000,000         1,199,446   

4.500%, 07/03/17 (JPY)

     300,000,000         2,395,708   

Italy Buoni Poliennali Del Tesoro
1.700%, 09/15/18 (EUR) (e)

     6,574,128         7,929,840   

2.350%, 09/15/19 (EUR) (e)

     2,617,656         3,275,623   

2.350%, 09/15/24 (144A) (EUR) (e)

     10,594,712         14,076,259   

2.550%, 09/15/41 (EUR) (e)

     96,344         142,957   

3.100%, 09/15/26 (EUR) (e)

     626,934         902,250   

Mexican Bonos
4.750%, 06/14/18 (MXN)

     65,252,000         3,797,949   

Mexican Udibonos
4.000%, 11/08/46 (MXN) (e)

     336,292,499         20,526,375   

New Zealand Government Bonds
2.500%, 09/20/35 (NZD) (e)

     1,509,300         1,104,394   

3.000%, 09/20/30 (NZD) (e)

     11,600,000         9,163,450   

United Kingdom Gilt Inflation Linked
0.125%, 03/22/24 (GBP) (c)

     54,316         86,126   

0.125%, 03/22/44 (GBP) (e)

     15,120,048         28,815,169   

0.125%, 03/22/46 (GBP) (e)

     6,707,655         12,998,877   

0.125%, 03/22/58 (GBP) (c) (e)

     385,514         875,501   

0.125%, 03/22/68 (GBP) (c) (e)

     769,222         2,023,056   

0.375%, 03/22/62 (GBP) (c) (e)

     924,672         2,429,711   
     

 

 

 

Total Foreign Government
(Cost $284,106,253)

        291,098,518   
     

 

 

 
Asset-Backed Securities—3.9%   

Asset-Backed - Home Equity—0.8%

  

Asset Backed Securities Corp.
0.598%, 03/25/36 (b)

     1,803,901         1,675,861   

Asset-Backed Funding Certificates Trust
1.133%, 06/25/34 (b)

     505,737         466,057   

Bear Stearns Asset-Backed Securities Trust
1.093%, 10/25/32 (b)

     13,382         12,633   

1.433%, 10/25/37 (b)

     2,213,501         2,022,637   

First NLC Trust
0.503%, 08/25/37 (144A) (b)

     1,313,881         613,170   

0.823%, 02/25/36 (b)

     1,200,000         1,017,051   

HSI Asset Securitization Corp. Trust
0.483%, 10/25/36 (b)

     7,133         3,458   

Asset-Backed - Home Equity—(Continued)

  

Merrill Lynch Mortgage Investors Trust
0.823%, 08/25/36 (b)

     13,185,000       11,212,190   

Nomura Home Equity Loan, Inc
0.723%, 03/25/36 (b)

     3,000,000         2,146,906   

NovaStar Mortgage Funding Trust
0.903%, 01/25/36 (b)

     2,000,000         1,560,187   

Soundview Home Loan Trust
0.493%, 11/25/36 (144A) (b)

     55,699         17,785   
     

 

 

 
        20,747,935   
     

 

 

 

Asset-Backed - Other—2.7%

     

Amortizing Residential Collateral Trust
1.558%, 08/25/32 (b)

     1,377,380         1,246,938   

Aquilae CLO II plc
0.187%, 01/17/23 (EUR) (b)

     283,591         321,127   

Babson CLO, Ltd.
1.858%, 05/15/23 (144A) (b)

     1,150,000         1,145,559   

Bayview Opportunity Master Fund Trust
4.350%, 01/28/31 (144A)

     593,918         594,061   

Cordatus CLO I plc
0.968%, 01/30/24 (GBP) (b)

     694,306         971,162   

Cordatus CLO II plc
0.165%, 07/25/24 (EUR) (b)

     2,289,066         2,562,354   

0.968%, 07/25/24 (GBP) (b)

     332,421         460,412   

Countrywide Asset-Backed Certificates
0.613%, 07/25/36 (b)

     2,082,104         2,042,420   

0.633%, 04/25/36 (b)

     474,625         458,038   

0.686%, 04/25/36 (b)

     45,913         45,643   

Credit-Based Asset Servicing and Securitization LLC
0.553%, 07/25/37 (144A) (b)

     139,132         81,052   

CSAB Mortgage-Backed Trust
5.720%, 09/25/36

     783,372         499,951   

CWABS Asset-Backed Certificates Trust
1.441%, 01/25/35 (b)

     6,761,793         6,762,423   

Dryden Leveraged Loan CDO
0.871%, 04/12/20 (144A) (b)

     2,676,181         2,656,833   

Eaton Vance CDO VII plc
0.880%, 03/25/26 (b)

     1,366,935         1,336,508   

0.960%, 03/25/26 (b) (i)

     1,931,651         1,898,294   

Eaton Vance CDO X plc
0.045%, 02/22/27 (EUR) (b)

     580,230         650,146   

0.890%, 02/22/27 (GBP) (b) (i)

     1,071,631         1,484,448   

0.918%, 02/22/27 (b) (i)

     3,248,001         3,167,009   

Elm CLO, Ltd.
2.020%, 01/17/23 (144A) (b)

     293,316         292,711   

Equity One Mortgage Pass-Through Trust
1.033%, 04/25/34 (b)

     111,678         91,743   

GSAMP Trust
1.168%, 09/25/35 (b)

     423,037         367,225   

Hillmark Funding, Ltd.
0.868%, 05/21/21 (144A) (b)

     6,227,175         6,108,254   

JPMorgan Mortgage Acquisition Trust
0.553%, 01/25/37 (b)

     5,140,355         5,016,467   

Long Beach Mortgage Loan Trust
1.168%, 08/25/35 (b)

     823,014         693,080   

 

MIST-280


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description    Principal
Amount*
     Value  

Asset-Backed - Other—(Continued)

     

Morgan Stanley IXIS Real Estate Capital Trust
0.483%, 11/25/36 (b)

     762       $ 305   

Nautique Funding, Ltd.
0.872%, 04/15/20 (144A) (b)

     220,839         218,419   

NYLIM Flatiron CLO, Ltd.
0.840%, 08/08/20 (144A) (b)

     76,922         76,497   

OneMain Financial Issuance Trust
2.470%, 09/18/24 (144A)

     14,800,000         14,742,240   

Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
0.923%, 09/25/35 (b)

     200,000         156,150   

1.483%, 10/25/34 (b)

     4,000,000         3,330,902   

Penta CLO S.A.
0.172%, 06/04/24 (EUR) (b)

     1,649,576         1,862,772   

RAAC Trust
0.773%, 08/25/36 (b)

     764,000         653,923   

Small Business Administration Participation Certificates
5.510%, 11/01/27

     2,533,092         2,854,700   

Structured Asset Securities Corp. Mortgage Loan Trust
0.573%, 05/25/47 (b)

     2,318,885         2,243,170   

1.939%, 04/25/35 (b)

     362,903         340,124   

Symphony CLO, Ltd.
0.858%, 05/15/19 (144A) (b)

     1,933,723         1,917,570   

Vericrest Opportunity Loan Trust
3.375%, 11/25/54 (144A)

     366,663         361,250   

Vericrest Opportunity Loan Trust XIX LLC
3.875%, 04/25/55 (144A)

     177,212         177,221   

Vericrest Opportunity Loan Trust XLI LLC
4.250%, 02/26/46 (144A)

     1,186,544         1,185,142   

Vericrest Opportunity Loan Trust XXXI LLC
3.375%, 02/25/55 (144A)

     411,158         405,149   

Wood Street CLO II B.V.
0.117%, 03/29/21 (144A) (EUR) (b)

     24,706         28,009   
     

 

 

 
        71,507,401   
     

 

 

 

Asset-Backed - Student Loan—0.4%

     

College Loan Corp. Trust
0.869%, 01/25/24 (b)

     900,000         868,142   

SLM Student Loan Trust
2.119%, 04/25/23 (b)

     11,169,368         11,044,488   
     

 

 

 
        11,912,630   
     

 

 

 

Total Asset-Backed Securities
(Cost $103,646,137)

        104,167,966   
     

 

 

 
Mortgage-Backed Securities—3.2%   

Collateralized Mortgage Obligations—2.3%

  

Banc of America Alternative Loan Trust
6.000%, 01/25/35

     3,134,732         3,101,173   

Banc of America Funding Trust
2.815%, 02/20/36 (b)

     1,123,315         1,096,122   

Collateralized Mortgage Obligations—(Continued)

  

Banc of America Mortgage Trust
2.777%, 06/25/35 (b)

     279,428       263,567   

2.853%, 09/25/35 (b)

     165,670         150,606   

2.859%, 11/25/34 (b)

     76,546         72,877   

6.500%, 09/25/33

     44,410         46,463   

BCAP LLC Trust
5.248%, 03/26/37 (144A) (b)

     1,889,223         1,819,522   

Bear Stearns Adjustable Rate Mortgage Trust
2.380%, 08/25/35 (b)

     122,989         123,203   

2.924%, 03/25/35 (b)

     4,719         4,742   

3.090%, 03/25/35 (b)

     539,586         537,362   

3.137%, 01/25/35 (b)

     1,867,347         1,875,470   

3.237%, 03/25/35 (b)

     468,447         453,165   

Bear Stearns ALT-A Trust
0.593%, 02/25/34 (b)

     215,321         187,283   

2.792%, 09/25/35 (b)

     1,590,096         1,317,870   

Chase Mortgage Finance Trust
2.628%, 02/25/37 (b)

     113,570         111,672   

Citigroup Mortgage Loan Trust, Inc.
2.430%, 09/25/35 (b)

     178,971         177,664   

2.650%, 09/25/35 (b)

     173,270         172,677   

2.660%, 05/25/35 (b)

     45,467         44,508   

2.730%, 10/25/35 (b)

     2,981,870         2,932,029   

Countrywide Alternative Loan Trust
0.612%, 02/20/47 (b)

     1,218,032         899,793   

0.613%, 05/25/47 (b)

     406,325         317,789   

0.713%, 12/25/35 (b)

     36,101         31,074   

5.500%, 06/25/35

     769,004         753,362   

Countrywide Home Loan Mortgage Pass-Through Trust
0.723%, 04/25/35 (b)

     933,110         803,021   

2.605%, 11/20/34 (b)

     391,770         365,117   

2.621%, 11/19/33 (b)

     26,421         25,789   

2.763%, 08/25/34 (b)

     210,785         182,959   

Countrywide Home Reperforming Loan REMIC Trust
0.773%, 06/25/35 (144A) (b)

     122,354         108,101   

Deutsche ALT-B Securities Mortgage Loan Trust
0.533%, 10/25/36 (b)

     33,859         21,094   

5.869%, 10/25/36

     597,470         480,218   

5.886%, 10/25/36

     597,470         479,913   

First Horizon Alternative Mortgage Securities Trust
2.375%, 06/25/34 (b)

     272,311         264,204   

GreenPoint Mortgage Funding Trust
0.703%, 11/25/45 (b)

     189,920         161,592   

GreenPoint MTA Trust
0.873%, 06/25/45 (b)

     387,719         335,762   

GSR Mortgage Loan Trust
2.719%, 12/25/34 (b)

     1,953,758         1,903,584   

2.805%, 11/25/35 (b)

     782,026         699,881   

2.838%, 09/25/35 (b)

     391,838         392,469   

2.869%, 05/25/35 (b)

     597,852         549,480   

2.974%, 01/25/35 (b)

     340,090         324,879   

HarborView Mortgage Loan Trust
0.652%, 05/19/35 (b)

     103,407         84,506   

0.712%, 02/19/36 (b)

     210,801         145,035   

 

MIST-281


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mortgage-Backed Securities—(Continued)

 

Security Description    Principal
Amount*
     Value  

Collateralized Mortgage Obligations—(Continued)

  

IndyMac INDA Mortgage Loan Trust
3.076%, 11/25/35 (b)

     708,547       $ 641,316   

JPMorgan Mortgage Trust
2.278%, 07/27/37 (144A) (b)

     1,044,070         964,034   

2.669%, 06/25/35 (b)

     896,230         881,335   

2.737%, 09/25/35 (b)

     153,637         136,495   

2.757%, 08/25/35 (b)

     523,714         493,376   

2.768%, 02/25/35 (b)

     464,913         460,419   

2.783%, 08/25/35 (b)

     402,215         393,667   

2.789%, 07/25/35 (b)

     273,613         270,684   

2.796%, 07/25/35 (b)

     280,069         277,980   

Lehman XS Trust
0.703%, 12/25/35 (b)

     207,149         172,650   

Marche Mutui S.r.l.
0.175%, 02/25/55 (EUR) (b)

     776,272         872,733   

0.245%, 10/27/65 (EUR) (b)

     143,129         162,798   

2.095%, 01/27/64 (EUR) (b)

     1,651,459         1,896,512   

Master Adjustable Rate Mortgages Trust
2.258%, 12/25/33 (b)

     173,787         167,199   

2.812%, 11/21/34 (b)

     274,329         278,285   

Mellon Residential Funding Corp. Mortgage Pass-Through Trust
0.876%, 12/15/30 (b)

     40,823         38,667   

1.136%, 11/15/31 (b)

     285,508         263,826   

Merrill Lynch Mortgage Investors Trust
0.683%, 11/25/35 (b)

     137,652         127,727   

1.439%, 10/25/35 (b)

     221,252         207,913   

1.904%, 10/25/35 (b)

     940,936         906,144   

2.477%, 12/25/35 (b)

     238,751         216,851   

National Credit Union Administration Guaranteed Notes
0.888%, 10/07/20 (b)

     2,554,323         2,552,762   

0.998%, 12/08/20 (b)

     4,359,751         4,366,082   

RBSSP Resecuritization Trust
2.424%, 07/26/45 (144A) (b)

     6,206,838         6,159,581   

Residential Accredit Loans, Inc.
0.733%, 08/25/35 (b)

     159,105         119,864   

1.711%, 09/25/45 (b)

     169,136         135,205   

Sequoia Mortgage Trust
0.632%, 07/20/36 (b)

     1,371,269         1,230,709   

1.132%, 10/19/26 (b)

     79,663         77,147   

Structured Adjustable Rate Mortgage Loan Trust
1.751%, 01/25/35 (b)

     145,617         114,274   

2.795%, 02/25/34 (b)

     181,837         179,539   

2.824%, 12/25/34 (b)

     391,986         379,945   

Structured Asset Mortgage Investments Trust
0.623%, 06/25/36 (b)

     105,639         86,294   

0.643%, 05/25/36 (b)

     49,339         37,757   

0.682%, 07/19/35 (b)

     243,912         215,416   

1.092%, 10/19/34 (b)

     110,591         104,922   

Swan Trust
3.390%, 04/25/41 (AUD) (b)

     190,944         147,710   

TBW Mortgage-Backed Trust
6.015%, 07/25/37

     307,533         215,614   

Collateralized Mortgage Obligations—(Continued)

  

Thornburg Mortgage Securities Trust 6.
103%, 09/25/37 (b)

     693,070       700,642   

WaMu Mortgage Pass-Through Certificates Trust
0.693%, 11/25/45 (b)

     185,339         168,667   

0.723%, 10/25/45 (b)

     1,095,174         1,006,779   

1.121%, 05/25/47 (b)

     483,839         398,469   

1.132%, 12/25/46 (b)

     108,497         90,554   

1.351%, 02/25/46 (b)

     196,379         177,260   

1.351%, 08/25/46 (b)

     7,711,809         6,279,104   

1.551%, 11/25/42 (b)

     23,914         21,979   

2.155%, 11/25/46 (b)

     242,310         213,701   

2.164%, 07/25/46 (b)

     732,720         646,629   

2.579%, 08/25/35 (b)

     113,398         105,783   

2.595%, 12/25/35 (b)

     214,586         195,323   

Wells Fargo Mortgage-Backed Securities Trust 2.749%, 09/25/34 (b)

     344,112         349,029   

2.754%, 11/25/34 (b)

     202,062         200,630   

2.761%, 10/25/35 (b)

     16,524         16,498   

2.765%, 04/25/36 (b)

     789,943         765,568   

2.830%, 03/25/36 (b)

     139,037         130,683   

3.401%, 04/25/36 (b)

     315,855         287,359   
     

 

 

 
        61,525,686   
     

 

 

 

Commercial Mortgage-Backed Securities—0.9%

  

Banc of America Commercial Mortgage Trust 5.543%, 06/10/49 (b)

     883,712         905,346   

5.741%, 02/10/51 (b)

     742,180         769,222   

Banc of America Re-REMIC Trust
5.586%, 06/24/50 (144A) (b)

     1,316,562         1,342,564   

5.650%, 02/17/51 (144A) (b)

     861,488         873,463   

Credit Suisse Commercial Mortgage Trust
5.383%, 02/15/40 (144A)

     1,077,654         1,084,646   

5.467%, 09/18/39 (144A) (b)

     947,915         947,366   

GS Mortgage Securities Trust
4.592%, 08/10/43 (144A)

     25,000         27,319   

JPMorgan Chase Commercial Mortgage Securities Trust 5.794%, 02/12/51 (b)

     1,325,466         1,377,064   

ML-CFC Commercial Mortgage Trust
5.700%, 09/12/49

     5,183,471         5,374,240   

Morgan Stanley Capital Trust
5.809%, 12/12/49

     3,539,987         3,688,811   

RBSCF Trust
6.095%, 12/16/49 (144A) (b)

     1,465,924         1,514,637   

Vornado DP LLC Trust
4.004%, 09/13/28 (144A)

     7,000,000         7,436,809   
     

 

 

 
        25,341,487   
     

 

 

 

Total Mortgage-Backed Securities
(Cost $82,761,057)

        86,867,173   
     

 

 

 

 

MIST-282


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Purchased Options—0.2%

 

Security Description        
    
Notional
Amount*
     Value  

Currency Options—0.0%

     

AUD Call/USD Put, Strike Price USD
0.895, Expires 05/27/16 (Counterparty - Citibank N.A.)

     3,700,000       $ 37   

EUR Call/USD Put, Strike Price USD
1.298, Expires 05/27/16 (Counterparty - Citibank N.A.)

     12,800,000         145   

GBP Call/USD Put, Strike Price USD 1.631, Expires 05/26/16 (Counterparty - Citibank N.A.)

     1,700,000         27   
     

 

 

 
        209   
     

 

 

 

Interest Rate Swaptions—0.2%

  

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.000%, Expires 06/23/16 (Counterparty - Morgan Stanley Capital Services LLC) (i)

     214,900,000         45,860   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.000%, Expires 06/24/16 (Counterparty - Morgan Stanley Capital Services LLC) (i)

     213,200,000         47,117   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.150%, Expires 07/05/16 (Counterparty - Goldman Sachs Bank USA) (i)

     335,500,000         29,390   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.250%, Expires 07/01/16 (Counterparty - Morgan Stanley Capital Services LLC) (i)

     643,700,000         22,336   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.250%, Expires 07/05/16 (Counterparty - Deutsche Bank AG) (i)

     875,500,000         32,656   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.250%, Expires 07/05/16 (Counterparty - Goldman Sachs Bank USA) (i)

     247,000,000         9,213   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.500%, Expires 04/06/16 (Counterparty - Morgan Stanley Capital Services LLC)

     168,000,000         17   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.500%, Expires 04/11/16 (Counterparty - Citibank N.A.) (i)

     445,000,000         45   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.500%, Expires 04/29/16 (Counterparty - Goldman Sachs Bank USA) (i)

     173,800,000         17   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.500%, Expires 04/29/16 (Counterparty - Morgan Stanley Capital Services LLC) (i)

     746,200,000         75   

Interest Rate Swaptions—(Continued)

  

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.500%, Expires 07/05/16 (Counterparty - Citibank N.A.) (i)

     482,700,000       1,352   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.590%, Expires 12/10/18 (Counterparty - Morgan Stanley Capital Services LLC) (i)

     4,700,000         367,275   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.600%, Expires 03/29/19 (Counterparty - Morgan Stanley Capital Services LLC) (i)

     17,100,000         1,425,817   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.605%, Expires 10/17/18 (Counterparty - Morgan Stanley Capital Services LLC) (i)

     15,500,000         1,142,908   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.608%, Expires 11/15/18 (Counterparty - Morgan Stanley Capital Services LLC) (i)

     4,700,000         353,672   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.860%, Expires 10/23/18 (Counterparty - Deutsche Bank AG) (i)

     22,600,000         1,230,206   

Put - OTC - 5-Year Interest Rate Swap, Exercise Rate 3.400%, Expires 12/05/16 (Counterparty - Credit Suisse International) (i)

     54,900,000         52,303   
     

 

 

 
        4,760,259   
     

 

 

 

Options on Exchange-Traded Futures Contracts—0.0%

  

Put - U.S. Treasury Note 10-Year Futures @115.00, Expires 05/20/16

     370         0   

Put - U.S. Treasury Note 5-Year Futures @113.70, Expires 05/20/16

     1,139         0   
     

 

 

 
        0   
     

 

 

 

Total Purchased Options
(Cost $9,053,534)

        4,760,468   
     

 

 

 
Convertible Preferred Stock—0.0%   

Banks—0.0%

  

Wells Fargo & Co., Series L
7.500%, 12/31/49
(Cost $900,000)

     900         1,084,509   
     

 

 

 
Municipals—0.0%   

Tobacco Settlement Financing Authority
7.467%, 06/01/47
(Cost $703,324)

     735,000         657,325   
     

 

 

 

 

MIST-283


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loan (k)—0.0%

 

Security Description    Principal
Amount*
     Value  

Pharmaceuticals—0.0%

  

Valeant Pharmaceuticals International, Inc. Term Loan B F1,
4.000%, 04/01/22 (Cost $93,431)

     99,497       $ 94,181   
     

 

 

 
Short-Term Investments—0.6%   

Commercial Paper—0.5%

  

Banco Bilbao Vizcaya Argentaria S.A.
1.468%, 05/16/16 (l)

     14,000,000         14,000,000   
     

 

 

 

U.S. Treasury—0.1%

     

U.S. Treasury Bills
0.220%, 04/28/16 (d) (l)

     592,000         591,900   

0.220%, 04/07/16 (d) (l)

     854,000         853,964   

0.246%, 04/21/16 (d) (l)

     261,000         260,963   
     

 

 

 
        1,706,827   
     

 

 

 

Total Short-Term Investments
(Cost $15,706,827)

        15,706,827   
     

 

 

 

Total Investments—137.9%
(Cost $3,773,401,284) (m)

        3,722,837,247   

Other assets and liabilities (net)—(37.9)%

        (1,022,960,145
     

 

 

 
Net Assets—100.0%       $ 2,699,877,102   
     

 

 

 

 

* Principal and notional amounts stated in U.S. dollars unless otherwise noted.
(a) TBA (To Be Announced) Securities are purchased on a forward commitment basis with an approximate principal amount and no defined maturity date. The actual principal and maturity date will be determined upon settlement date.
(b) Variable or floating rate security. The stated rate represents the rate at March 31, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(c) All or a portion of this security has been transferred in a secured-borrowing transaction.
(d) All or a portion of the security was pledged as collateral against open swap contracts and open forward foreign currency exchange contracts. As of March 31, 2016, the market value of securities pledged was $31,794,163.
(e) Principal amount of security is adjusted for inflation.
(f) All or a portion of the security was pledged as collateral against open reverse repurchase agreements. As of March 31, 2016, the value of securities pledged amounted to $97,280,467.
(g) All or a portion of the security was pledged as collateral against open futures contracts. As of March 31, 2016, the market value of securities pledged was $2,252,865.
(h) All or a portion of the security was pledged as collateral against open centrally cleared swap contracts. As of March 31, 2016, the market value of securities pledged was $26,041,252.
(i) Illiquid security. As of March 31, 2016, these securities represent 0.6% of net assets.
(j) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(k) Floating rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will have an expected average life of approximately two to four years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility and includes commitment fees on unfunded loan commitments, if any. Senior Loans typically have rates of interest which are determined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base rates are primarily the London Interbank Offered Rate (“LIBOR”) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.
(l) The rate shown represents current yield to maturity.
(m) As of March 31, 2016, the aggregate cost of investments was $3,773,401,284. The aggregate unrealized appreciation and depreciation of investments were $74,025,948 and $(124,589,985), respectively, resulting in net unrealized appreciation of $(50,564,037).
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $82,458,139, which is 3.1% of net assets.
(ARM)— Adjustable-Rate Mortgage
(AUD)— Australian Dollar
(BRL)— Brazilian Real
(CDO)— Collateralized Debt Obligation
(CLO)— Collateralized Loan Obligation
(CMO)— Collateralized Mortgage Obligation
(COP)— Colombian Peso
(DKK)— Danish Krone
(EUR)— Euro
(GBP)— British Pound
(IRS)— Interest Rate Swap
(JPY)— Japanese Yen
(MXN)— Mexican Peso
(NZD)— New Zealand Dollar
(REMIC)— Real Estate Mortgage Investment Conduit

Reverse Repurchase Agreement

 

Counterparty

   Interest
Rate
    Settlement
Date
     Maturity
Date
     Principal
Amount
     Net Closing
Amount
 

JPMorgan Securities LLC

     0.400     03/23/16         04/25/16         USD         94,493,750       $ 94,493,750   
                

 

 

 

Securities pledged as collateral against open reverse repurchase agreements are noted in the Schedule of Investments.

 

MIST-284


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts

 

 

Contracts to Buy

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
BRL     19,348,668      

Citibank N.A.

       04/04/16         $ 5,330,212         $ 50,921   
BRL     4,634,567      

Deutsche Bank AG

       04/04/16           1,302,247           (13,310
BRL     9,116,684      

Goldman Sachs Bank USA

       04/04/16           2,278,801           256,675   
BRL     6,806,846      

JPMorgan Chase Bank N.A.

       04/04/16           1,712,070           181,008   
BRL     11,883,217      

JPMorgan Chase Bank N.A.

       04/04/16           3,167,000           137,887   
BRL     17,891,232      

JPMorgan Chase Bank N.A.

       04/04/16           4,931,023           44,776   
BRL     23,830,784      

JPMorgan Chase Bank N.A.

       04/04/16           6,696,109           (68,439
BRL     4,634,567      

Deutsche Bank AG

       05/03/16           1,255,640           23,045   
COP     2,333,502,067      

Citibank N.A.

       06/03/16           752,257           21,332   
EUR     3,113,000      

Citibank N.A.

       04/04/16           3,513,294           28,988   
EUR     4,084,000      

Citibank N.A.

       04/04/16           4,440,778           206,405   
EUR     5,545,000      

Citibank N.A.

       04/04/16           6,053,869           255,785   
EUR     5,942,000      

Citibank N.A.

       04/04/16           6,470,314           291,087   
EUR     7,373,000      

Citibank N.A.

       04/04/16           8,196,987           192,749   
EUR     2,473,000      

Goldman Sachs Bank USA

       04/04/16           2,768,545           45,481   
EUR     5,618,000      

Goldman Sachs Bank USA

       04/04/16           6,369,088           23,633   
EUR     1,742,000      

JPMorgan Chase Bank N.A.

       04/04/16           1,893,291           88,931   
EUR     993,000      

UBS AG Stamford

       04/04/16           1,113,531           16,403   
EUR     59,771,195      

UBS AG Stamford

       04/04/16           66,931,785           1,081,847   
GBP     7,887,000      

Citibank N.A.

       04/04/16           10,929,450           398,248   
GBP     831,000      

Goldman Sachs Bank USA

       04/04/16           1,169,493           24,030   
GBP     3,897,000      

Goldman Sachs Bank USA

       04/04/16           5,439,214           157,849   
GBP     45,747,000      

Goldman Sachs Bank USA

       04/04/16           65,326,716           377,376   
GBP     725,000      

UBS AG Stamford

       04/04/16           1,031,199           10,081   
INR     728,735,913      

Citibank N.A.

       05/24/16           10,465,832           438,962   
INR     1,514,316,414      

Citibank N.A.

       05/24/16           22,217,083           443,128   
JPY     399,782,426      

Goldman Sachs Bank USA

       04/04/16           3,562,060           (9,859
KRW     3,581,820,000      

Citibank N.A.

       05/24/16           2,970,000           157,986   
KRW     12,989,179,000      

Citibank N.A.

       05/24/16           10,766,000           577,387   
KRW     2,872,438,400      

Credit Suisse International

       05/24/16           2,381,000           127,487   
KRW     3,534,620,500      

JPMorgan Chase Bank N.A.

       05/24/16           2,935,000           151,767   
KRW     3,969,143,000      

JPMorgan Chase Bank N.A.

       05/24/16           3,298,000           168,233   
KRW     4,332,836,100      

JPMorgan Chase Bank N.A.

       05/24/16           3,599,000           184,845   
KRW     1,204,800      

UBS AG Stamford

       05/24/16           1,000           52   
MXN     2,591,000      

Barclays Bank plc

       05/20/16           150,016           (672
MXN     117,872,000      

Barclays Bank plc

       05/20/16           6,723,632           70,442   
MXN     6,014,000      

JPMorgan Chase Bank N.A.

       05/20/16           344,100           2,544   
MXN     7,446,000      

JPMorgan Chase Bank N.A.

       05/20/16           423,164           6,019   
MYR     506,797      

BNP Paribas S.A.

       05/24/16           116,425           12,960   
PLN     16,494,754      

Goldman Sachs Bank USA

       05/12/16           4,075,993           342,135   
TWD     9,100,350      

JPMorgan Chase Bank N.A.

       05/24/16           270,000           12,899   
TWD     221,608,770      

JPMorgan Chase Bank N.A.

       05/24/16           6,634,000           255,065   
TWD     458,229,945      

JPMorgan Chase Bank N.A.

       05/24/16           13,701,000           543,814   

Contracts to Deliver

                                 
AUD     3,911,000      

JPMorgan Chase Bank N.A.

       05/13/16           2,766,266           (226,338
BRL     19,348,668      

Citibank N.A.

       04/04/16           5,436,699           55,567   
BRL     4,634,567      

Deutsche Bank AG

       04/04/16           1,264,720           (24,217
BRL     9,116,684      

Goldman Sachs Bank USA

       04/04/16           2,561,658           26,182   
BRL     60,412,080      

JPMorgan Chase Bank N.A.

       04/04/16           18,120,000           1,318,565   
BRL     63,300,000      

JPMorgan Chase Bank N.A.

       07/05/16           16,909,310           (255,861
BRL     14,900,000      

BNP Paribas S.A.

       10/04/16           3,590,188           (343,078
BRL     35,160,000      

Citibank N.A.

       10/04/16           8,502,612           (778,841
BRL     12,700,000      

Citibank N.A.

       10/04/16           3,076,998           (275,518
BRL     45,800,000      

Goldman Sachs Bank USA

       10/04/16           11,421,446           (668,728
BRL     72,500,000      

JPMorgan Chase Bank N.A.

       10/04/16           17,119,244           (2,019,133

 

MIST-285


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
BRL     22,000,000      

JPMorgan Chase Bank N.A.

       10/04/16         $ 5,558,363         $ (249,145
BRL     14,900,000      

JPMorgan Chase Bank N.A.

       10/04/16           3,599,034           (334,233
BRL     32,800,000      

BNP Paribas S.A.

       01/04/17           7,553,079           (896,718
BRL     32,800,000      

Deutsche Bank AG

       01/04/17           7,536,261           (913,536
BRL     7,400,000      

Deutsche Bank AG

       01/04/17           1,754,484           (151,873
BRL     87,900,000      

Goldman Sachs Bank USA

       01/04/17           20,564,290           (2,080,136
BRL     84,500,000      

JPMorgan Chase Bank N.A.

       01/04/17           19,877,676           (1,890,856
CNY     84,617,550      

JPMorgan Chase Bank N.A.

       05/24/16           12,900,000           (157,260
CNY     117,052,956      

Societe Generale

       05/24/16           17,838,000           (224,338
CNY     57,493,860      

JPMorgan Chase Bank N.A.

       10/24/16           8,795,817           (37,742
CNY     47,304,948      

Deutsche Bank AG

       01/06/17           6,834,000           (422,766
CNY     44,962,400      

JPMorgan Chase Bank N.A.

       01/06/17           6,587,125           (310,284
COP     5,051,358,093      

Goldman Sachs Bank USA

       06/03/16           1,497,586           (177,011
DKK     23,503,900      

Deutsche Bank AG

       04/03/17           3,559,265           (81,984
EUR     6,628,557      

Goldman Sachs Bank USA

       04/04/16           7,222,349           (320,284
EUR     4,971,000      

Goldman Sachs Bank USA

       04/04/16           5,477,495           (179,005
EUR     2,922,000      

Goldman Sachs Bank USA

       04/04/16           3,222,171           (102,772
EUR     75,357,639      

UBS AG Stamford

       04/04/16           82,115,938           (3,633,504
EUR     6,775,000      

UBS AG Stamford

       04/04/16           7,530,379           (178,893
EUR     7,398,000      

Goldman Sachs Bank USA

       05/03/16           8,423,229           (2,252
EUR     59,771,195      

UBS AG Stamford

       05/03/16           66,989,344           (1,083,251
GBP     30,897,000      

Citibank N.A.

       04/04/16           43,168,145           (1,207,647
GBP     13,023,000      

Citibank N.A.

       04/04/16           18,224,074           (480,200
GBP     8,812,000      

Citibank N.A.

       04/04/16           12,402,763           (253,465
GBP     6,305,000      

Citibank N.A.

       04/04/16           8,751,046           (304,505
GBP     50,000      

Deutsche Bank AG

       04/04/16           69,481           (2,331
GBP     45,747,000      

Goldman Sachs Bank USA

       05/03/16           65,331,519           (378,321
HUF     13,065,623      

Goldman Sachs Bank USA

       05/12/16           44,506           (2,824
INR     388,157,800      

Credit Suisse International

       05/24/16           5,561,000           (247,388
INR     676,652,700      

JPMorgan Chase Bank N.A.

       05/24/16           9,690,000           (435,422
INR     286,641,210      

JPMorgan Chase Bank N.A.

       05/24/16           4,119,000           (170,295
INR     253,344,310      

JPMorgan Chase Bank N.A.

       05/24/16           3,634,000           (157,041
INR     228,486,830      

JPMorgan Chase Bank N.A.

       05/24/16           3,289,000           (130,074
INR     403,270,890      

UBS AG Stamford

       05/24/16           5,794,122           (240,418
JPY     399,782,426      

Citibank N.A.

       04/04/16           3,545,098           (7,103
JPY     399,782,426      

Goldman Sachs Bank USA

       05/02/16           3,564,712           9,618   
KRW     31,170,713,350      

JPMorgan Chase Bank N.A.

       05/24/16           25,905,434           (1,315,799
MXN     321,236,116      

Barclays Bank plc

       05/20/16           18,022,369           (493,496
MXN     232,031,000      

Citibank N.A.

       05/20/16           13,178,114           (196,020
NZD     13,264,000      

Goldman Sachs Bank USA

       04/04/16           8,854,538           (313,540
NZD     13,264,000      

Goldman Sachs Bank USA

       05/03/16           9,190,372           36,400   
PLN     16,857,409      

BNP Paribas S.A.

       05/12/16           4,166,850           (348,416
TWD     682,693,910      

JPMorgan Chase Bank N.A.

       05/24/16           20,662,649           (559,989
                   

 

 

 

Net Unrealized Depreciation

  

     $ (16,499,537
                   

 

 

 

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Appreciation/
(Depreciation)
 

90 Day Eurodollar Futures

     12/19/16         203         USD         50,374,728       $ (43,416

Put Options on 90 Day Sterling Futures, Strike GBP 98.500

     12/21/16         2,817         GBP         218,574         (301,283

U.S. Treasury Note 10 Year Futures

     06/21/16         377         USD         48,867,891         289,374   

U.S. Treasury Note 5 Year Futures

     06/30/16         1,139         USD         137,577,412         428,456   

 

MIST-286


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Futures Contracts—(Continued)

 

Futures Contracts—Short

   Expiration
Date
     Number of
Contracts
    Notional
Amount
    Unrealized
Appreciation/
(Depreciation)
 

90 Day EuroDollar Futures

     12/18/17         (203     USD         (50,305,337   $ 80,599   

Euro-BTP Futures

     06/08/16         (47     EUR         (6,510,870     (111,821

Euro-Bobl Futures

     06/08/16         (169     EUR         (22,156,487     667   

Euro-Bund Futures

     06/08/16         (293     EUR         (48,001,912     169,720   

Put Options on 90 Day Sterling Futures, Strike GBP 98.000

     12/21/16         (2,817     GBP         (42,070     60,417   

U.S. Treasury Long Bond Futures

     06/21/16         (291     USD         (48,068,698     217,386   
            

 

 

 

Net Unrealized Appreciation

  

  $ 790,099   
            

 

 

 

Written Options

 

Foreign Currency Written Options

   Strike
Price
     Counterparty      Expiration
Date
     Notional
Amount
    Premiums
Received
    Market
Value
    Unrealized
Appreciation
 

EUR Put/USD Call

     USD 1.100         JPMorgan Chase Bank N.A.         05/03/16         (12,990,000   $ (59,889   $ (19,319   $ 40,570   
             

 

 

   

 

 

   

 

 

 

 

Inflation Capped Options

  Strike
Index
  Counterparty  

Exercise Index

  Expiration
Date
    Notional
Amount
    Premiums
Received
    Market
Value
    Unrealized
Appreciation
 

Cap - CPI-U Index

  3.000   Deutsche Bank AG   Maximum of [(Final Index/Initial Index) - (1 + 4.000%)]10 or 0     06/01/16      $ (7,900,000   $ (6,620   $ (1   $ 6,619   

Cap - CPI-U Index

  4.000   JPMorgan Chase
Bank N.A.
  Maximum of [(Final Index/Initial Index) - (1 + 4.000%)]10 or 0     04/22/24        (35,000,000     (254,625     (15,806     238,819   

Cap - CPI-U Index

  4.000   JPMorgan Chase
Bank N.A.
  Maximum of [(Final Index/Initial Index) - (1 + 4.000%)]10 or 0     05/16/24        (2,800,000     (19,460     (1,314     18,146   

Cap - HICP Index

  3.000   Goldman Sachs
Bank USA
  Maximum of [(Final Index/Initial Index) - (1 + 4.000%)]10 or 0     06/22/35        EUR  (9,900,000     (450,391     (400,331     50,060   

Floor - OTC CPURNSA Index

  0.001   Deutsche Bank AG   Maximum of [(1 + 0.000%)10 -(Final Index/Initial Index)] or 0     01/22/18      $ (4,500,000     (43,650     (15,594     28,056   

Floor - OTC CPURNSA Index

  0.001   BNP Paribas S.A.   Maximum of [(1 + 0.000%)10 -(Final Index/Initial Index)] or 0     03/01/18        (3,500,000     (30,100     (13,200     16,900   

Floor - OTC CPURNSA Index

  0.000   JPMorgan Chase
Bank N.A.
  Maximum of [(1 + 0.000%)10 -(Final Index/Initial Index)] or 0     03/24/20        (33,500,000     (378,550     (346,695     31,855   

Floor - OTC CPURNSA Index

  0.001   Citibank N.A.   Maximum of [(1 + 0.000%)10 -(Final Index/Initial Index)] or 0     04/07/20        (49,000,000     (436,720     (8,506     428,214   

Floor - OTC CPURNSA Index

  0.001   Citibank N.A.   Maximum of [(1 + 0.000%)10 -(Final Index/Initial Index)] or 0     09/29/20        (4,700,000     (60,630     (1,031     59,599   

Floor - OTC CPURNSA Index

  0.000   JPMorgan Chase
Bank N.A.
  Maximum of [(1 + 0.000%)10 -(Final Index/Initial Index)] or 0     10/02/20        (14,900,000     (275,009     (187,488     87,521   
           

 

 

   

 

 

   

 

 

 

Totals

  

  $ (1,955,755   $ (989,966   $ 965,789   
           

 

 

   

 

 

   

 

 

 

 

Interest Rate
Swaptions

  Strike
Rate
 

Counterparty

 

Floating Rate
Index

  Pay/
Receive
Floating
Rate
    Expiration
Date
    Notional
Amount
    Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Call - 3 Yr. IRS

  1.500%   Credit Suisse International   3M LIBOR     Receive        06/23/16        USD        (178,900,000   $ (322,020   $ (468,521   $ (146,501

Call - 5 Yr. IRS

  2.300%   Credit Suisse International   3M LIBOR     Receive        04/25/16        USD        (41,300,000     (161,070     (312,996     (151,926

Call - 5 Yr. IRS

  2.300%   Morgan Stanley Capital Services LLC   3M LIBOR     Receive        04/19/16        USD        (47,900,000     (199,084     (349,531     (150,447

Call - 5 Yr. IRS

  2.400%   Credit Suisse International   3M LIBOR     Receive        12/05/16        USD        (54,900,000     (436,455     (915,551     (479,096

Put - 3 Yr. IRS

  2.100%   Credit Suisse International   3M LIBOR     Pay        06/23/16        USD        (178,900,000     (216,916     (88,287     128,629   

Put - 5 Yr. IRS

  2.250%   Morgan Stanley Capital Services LLC   3M LIBOR     Pay        11/15/18        USD        (21,900,000     (470,521     (353,179     117,342   

Put - 5 Yr. IRS

  2.250%   Morgan Stanley Capital Services LLC   3M LIBOR     Pay        12/10/18        USD        (21,900,000     (493,455     (364,339     129,116   

Put - 5 Yr. IRS

  2.250%   Morgan Stanley Capital Services LLCServices, LLC   3M LIBOR     Pay        10/17/18        USD        (72,000,000     (1,428,537     (1,111,709     316,828   

 

MIST-287


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Written Options—(Continued)

 

Interest Rate
Swaptions

  Strike
Rate
 

Counterparty

 

Floating Rate
Index

  Pay/
Receive
Floating
Rate
    Expiration
Date
   

 

    Notional
Amount
    Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Put - 5 Yr. IRS

  2.250%   Deutsche Bank AG   3M LIBOR     Pay        10/23/18        USD        (113,000,000   $ (1,591,040   $ (1,345,276   $ 245,764   

Put - 5 Yr. IRS

  2.300%   Morgan Stanley Capital Services LLC   3M LIBOR     Pay        03/29/19        USD        (80,800,000     (1,620,040     (1,471,215     148,825   
               

 

 

   

 

 

   

 

 

 

Totals

  

  $ (6,939,138   $ (6,780,604   $ 158,534   
               

 

 

   

 

 

   

 

 

 

 

Credit Default
Swaptions

  Strike
Rate
 

Counterparty

 

Reference
Obligation

  Buy/Sell
Protection
  Expiration
Date
  Notional
Amount
  Premiums
Received
  Market
Value
  Unrealized
Appreciation/
(Depreciation)

Put - 5 Yr. CDS

  1.600%   Barclays Capital, Inc.   CDX.NA.IG.25   Sell   04/20/16   USD   (3,400,000)   $(7,310)   $(101)   $7,209

Put - 5 Yr. CDS

  1.500%   Barclays Capital, Inc.   CDX.NA.IG.25   Sell   04/20/16   USD   (3,300,000)   (5,610)   (122)   5,488

Put - 5 Yr. CDS

  1.500%   Citibank N.A.   CDX.NA.IG.25   Sell   04/20/16   USD   (3,400,000)   (7,225)   (125)   7,100

Put - 5 Yr. CDS

  1.600%   Citibank N.A.   CDX.NA.IG.25   Sell   04/20/16   USD   (6,500,000)   (12,265)   (131)   12,134

Put - 5 Yr. CDS

  1.700%   Citibank N.A.   CDX.NA.IG.25   Sell   05/18/16   USD   (5,700,000)   (13,680)   (854)   12,826

Put - 5 Yr. CDS

  1.700%   Barclays Capital, Inc.   CDX.NA.IG.25   Sell   05/18/16   USD   (6,200,000)   (12,245)   (929)   11,316

Call - 5 Yr. CDS

  0.900%   Credit Suisse International   CDX.NA.IG.25   Buy   04/20/16   USD   (3,300,000)   (3,136)   (4,932)   (1,796)

Call - 5 Yr. CDS

  0.900%   Barclays Capital, Inc.   CDX.NA.IG.25   Buy   04/20/16   USD   (6,500,000)   (6,500)   (9,713)   (3,213)

Call - 5 Yr. CDS

  0.950%   Morgan Stanley Capital Services LLC   CDX.NA.IG.25   Buy   04/20/16   USD   (3,400,000)   (4,165)   (10,286)   (6,121)

Call - 5 Yr. CDS

  0.600%   Barclays Bank plc   CDX iTraxx Europe Main 25   Buy   06/15/16   EUR   (16,000,000)   (24,288)   (15,659)   8,629

Put - 5 Yr. CDS

  1.000%   Barclays Bank plc   CDX iTraxx Europe Main 25   Sell   06/15/16   EUR   (16,000,000)   (26,987)   (28,474)   (1,487)
               

 

 

 

 

 

Totals

  $(123,411)   $(71,326)   $52,085
               

 

 

 

 

 

Swap Agreements

OTC Interest Rate Swaps

 

Pay/Receive
Floating Rate

   Floating
Rate Index
   Fixed
Rate
  Maturity
Date
  

Counterparty

   Notional
Amount
     Market
Value
    Upfront
Premium
Paid/(Received)
    Unrealized
Appreciation/
(Depreciation)
 

Pay

   1M UKRPI    3.140%   01/14/30    Goldman Sachs Bank USA    GBP      11,460,000       $ 634,031      $      $ 634,031   

Pay

   1M UKRPI    3.195%   04/15/30    Goldman Sachs Bank USA    GBP      7,300,000         404,673               404,673   

Pay

   1M UKRPI    3.300%   12/15/30    BNP Paribas S.A.    GBP      4,500,000         239,286        19,820        219,466   

Pay

   1M UKRPI    3.320%   05/15/30    Morgan Stanley Capital Services LLC    GBP      8,700,000         738,818               738,818   

Pay

   1M UKRPI    3.325%   08/15/30    Goldman Sachs Bank USA    GBP      12,500,000         928,215        (28,394     956,609   

Pay

   1M UKRPI    3.325%   08/15/30    Citibank N.A.    GBP      11,500,000         853,958        (37,977     891,935   

Pay

   1M UKRPI    3.325%   08/15/30    Deutsche Bank AG    GBP      7,000,000         519,801               519,801   

Pay

   1M UKRPI    3.328%   01/12/45    Credit Suisse International    GBP      800,000         73,555        8,649        64,906   

Pay

   1M UKRPI    3.350%   05/15/30    Deutsche Bank AG    GBP      5,300,000         495,104               495,104   

Pay

   1M UKRPI    3.353%   05/15/30    Credit Suisse International    GBP      1,100,000         103,538               103,538   

Pay

   1M UKRPI    3.358%   04/15/35    Goldman Sachs Bank USA    GBP      2,900,000         253,560               253,560   

Pay

   1M UKRPI    3.400%   06/15/30    BNP Paribas S.A.    GBP      4,500,000         456,074        21,150        434,924   

Pay

   1M UKRPI    3.400%   06/15/30    Goldman Sachs Bank USA    GBP      4,200,000         425,669        13,135        412,534   

Pay

   1M UKRPI    3.430%   06/15/30    Citibank N.A.    GBP      7,300,000         802,465        5,042        797,423   

Pay

   1M UKRPI    3.430%   06/15/30    Credit Suisse International    GBP      4,400,000         483,677        (3,004     486,681   

Pay

   1M UKRPI    3.500%   10/15/44    Credit Suisse International    GBP      4,000,000         957,327        (47,628     1,004,955   

Pay

   1M UKRPI    3.550%   11/15/44    Credit Suisse International    GBP      600,000         163,081        (947     164,028   

Pay

   3M CPURNSA    2.063%   05/12/25    UBS AG Stamford    USD      400,000         12,198               12,198   

Pay

   EXT-CPI    1.675%   06/15/25    Citibank N.A.    EUR      8,600,000         770,078               770,078   

Receive

   3M CPURNSA    1.725%   03/04/19    Deutsche Bank AG    USD      8,125,000         (97,131            (97,131

Receive

   3M CPURNSA    1.730%   04/15/16    Goldman Sachs Bank USA    USD      86,400,000         (2,377,172     (183,364     (2,193,808

Receive

   3M CPURNSA    1.825%   11/29/16    Deutsche Bank AG    USD      22,200,000         (598,829     (9,106     (589,723

Receive

   3M CPURNSA    1.845%   11/29/16    Deutsche Bank AG    USD      16,400,000         (452,553            (452,553

 

MIST-288


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Swap Agreements —(Continued)

 

Pay/Receive
Floating Rate

   Floating
Rate Index
   Fixed
Rate
  Maturity
Date
  

Counterparty

   Notional
Amount
     Market
Value
    Upfront
Premium
Paid/(Received)
    Unrealized
Appreciation/
(Depreciation)
 

Receive

   3M CPURNSA    1.860%   11/05/16    Deutsche Bank AG    USD      32,300,000       $ (915,510   $      $ (915,510

Receive

   3M CPURNSA    1.908%   04/15/17    Barclays Bank plc    USD      12,300,000         (421,585            (421,585

Receive

   3M CPURNSA    1.930%   02/10/17    Deutsche Bank AG    USD      9,300,000         (252,872            (252,872

Receive

   3M CPURNSA    1.940%   10/07/16    Deutsche Bank AG    USD      29,500,000         (906,103            (906,103

Receive

   3M CPURNSA    1.942%   04/15/17    Goldman Sachs Bank USA    USD      101,400,000         (3,623,134            (3,623,134

Receive

   3M CPURNSA    2.018%   08/19/17    Barclays Bank plc    USD      39,600,000         (1,436,135     (11,377     (1,424,758

Receive

   3M CPURNSA    2.173%   11/01/18    Deutsche Bank AG    USD      21,800,000         (1,063,712            (1,063,712

Receive

   3M CPURNSA    2.175%   10/01/18    Goldman Sachs Bank USA    USD      43,400,000         (2,118,077     42,961        (2,161,038

Receive

   3M CPURNSA    2.250%   07/15/17    BNP Paribas S.A.    USD      10,400,000         (597,292     11,440        (608,732

Receive

   3M CPURNSA    2.315%   11/16/17    Deutsche Bank AG    USD      12,700,000         (765,674            (765,674

Receive

   3M CPURNSA    2.415%   02/12/17    Goldman Sachs Bank USA    USD      39,500,000         (2,156,924     21,811        (2,178,735

Receive

   3M CPURNSA    2.560%   05/08/23    Deutsche Bank AG    USD      12,300,000         (1,490,860            (1,490,860

Receive

   EXT-CPI    0.525%   10/15/17    UBS AG Stamford    EUR      15,300,000         (131,658     7,098        (138,756

Receive

   EXT-CPI    0.550%   10/15/17    BNP Paribas S.A.    EUR      3,600,000         (33,053            (33,053

Receive

   EXT-CPI    0.570%   10/15/17    Deutsche Bank AG    EUR      1,800,000         (17,357            (17,357

Receive

   EXT-CPI    0.580%   10/15/17    Deutsche Bank AG    EUR      5,200,000         (51,341     (606     (50,735

Receive

   EXT-CPI    0.580%   10/15/17    JPMorgan Chase Bank N.A.    EUR      7,300,000         (72,075            (72,075

Receive

   EXT-CPI    0.605%   09/15/18    Deutsche Bank AG    EUR      3,600,000         (38,008            (38,008

Receive

   EXT-CPI    0.610%   09/15/18    UBS AG Stamford    EUR      4,400,000         (47,223            (47,223

Receive

   EXT-CPI    0.615%   09/15/18    Credit Suisse International    EUR      4,190,000         (45,702            (45,702

Receive

   EXT-CPI    0.623%   09/15/18    Morgan Stanley Capital Services LLC    EUR      10,000         (112     1        (113

Receive

   EXT-CPI    0.640%   09/15/18    Citibank N.A.    EUR      2,000,000         (23,563            (23,563

Receive

   EXT-CPI    0.650%   09/15/18    Goldman Sachs Bank USA    EUR      2,400,000         (29,115            (29,115

Receive

   EXT-CPI    0.650%   10/15/18    Citibank N.A.    EUR      3,500,000         (39,752            (39,752

Receive

   EXT-CPI    0.650%   10/15/18    Deutsche Bank AG    EUR      8,700,000         (98,812     4,863        (103,675

Receive

   EXT-CPI    0.655%   08/15/18    Citibank N.A.    EUR      3,300,000         (40,688     (4,298     (36,390

Receive

   EXT-CPI    0.680%   10/15/18    Societe Generale Paris    EUR      2,700,000         (33,496     1,237        (34,733
                   

 

 

   

 

 

   

 

 

 

Totals

  

   $ (10,660,410   $ (169,494   $ (10,490,916
                   

 

 

   

 

 

   

 

 

 

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

   Floating
Rate Index
   Fixed
Rate
    Maturity
Date
     Notional
Amount
     Unrealized
Appreciation/
(Depreciation)
 

Pay

   28-Day TIIE      5.910     11/25/22         MXN         39,800,000       $ 34,450   

Pay

   28-Day TIIE      6.710     09/20/29         MXN         208,500,000         (70,179

Pay

   28-Day TIIE      7.020     06/28/35         MXN         100,000         143   

Pay

   28-Day TIIE      7.030     06/28/35         MXN         9,200,000         14,327   

Pay

   3M LIBOR      1.500     12/16/17         USD         24,500,000         68,296   

Pay

   3M LIBOR      2.500     06/15/46         USD         3,800,000         (22,145

Receive

   28-Day TIIE      5.780     09/29/22         MXN         39,800,000         3,117   

Receive

   3M LIBOR      2.000     12/16/20         USD         59,100,000         (847,355

Receive

   3M LIBOR      2.225     09/16/25         USD         9,200,000         (495,085

Receive

   3M LIBOR      2.233     09/16/25         USD         9,200,000         (501,290

Receive

   3M LIBOR      2.250     06/15/26         USD         112,700,000         (2,918,123

Receive

   3M LIBOR      2.350     10/02/25         USD         36,500,000         (2,376,232

Receive

   3M LIBOR      2.400     03/16/26         USD         60,500,000         (641,889

Receive

   3M LIBOR      2.500     12/16/25         USD         41,600,000         (3,908,891

Receive

   3M LIBOR      2.500     02/22/26         USD         143,000,000         (1,768,312

Receive

   3M LIBOR      2.500     06/15/46         USD         3,800,000         32,355   

Receive

   3M LIBOR      2.800     10/28/25         USD         284,600,000         (7,430,437

Receive

   6M LIBOR      1.000     09/18/23         JPY         230,000,000         (113,832

Receive

   6M LIBOR      1.500     09/21/26         GBP         26,260,000         (278,830

Receive

   6M LIBOR      2.000     09/16/45         GBP         37,225,000         (7,852,149
                

 

 

 

Net Unrealized Depreciation

  

   $ (29,072,061
                

 

 

 

 

MIST-289


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Centrally Cleared Credit Default Swaps on Credit Indices—Sell Protection (a)

 

 

Reference Obligation

   Fixed Deal
Receive Rate
     Maturity
Date
    

Implied Credit
Spread at
March 31,
2016(b)

   Notional
Amount(c)
     Unrealized
Appreciation
 

CDX.NA.IG.25

     (1.000%)         12/20/20       N/A      USD         158,500,000       $ 234,278   
                 

 

 

 

OTC Credit Default Swaps on Corporate and Sovereign Issues—Sell Protection (a)

 

Reference Obligation

  Fixed Deal
Receive Rate
    Maturity
Date
   

Counterparty

  Implied Credit
Spread at
March 31,
2016(b)
    Notional
Amount(c)
    Market
Value
    Upfront
Premium
(Received)
    Unrealized
Appreciation/
(Depreciation)
 

Chesapeake Energy Corp. 6.630%, due 08/15/20

    5.000%        09/20/18      Goldman Sachs International     34.026%        USD        200,000      $ (95,181)      $ (19,750)      $ (75,431)   

Chesapeake Energy Corp. 6.630%, due 08/15/20

    5.000%        09/20/18      Morgan Stanley Capital Services LLC     34.026%        USD        100,000        (47,590)        (7,639)        (39,951)   

Chesapeake Energy Corp. 6.630%, due 08/15/20

    5.000%        09/20/20      Citibank N.A.     33.396%        USD        100,000        (61,413)        (10,250)        (51,163)   

Chesapeake Energy Corp. 6.630%, due 08/15/20

    5.000%        09/20/20      Goldman Sachs International     33.396%        USD        1,100,000        (675,548)        (139,861)        (535,687)   

Indonesia Government International Bond
6.880%, due 03/09/17

    1.000%        12/20/19      Goldman Sachs International     1.423%        USD        6,300,000        (95,565)        (144,809)        49,244   
             

 

 

   

 

 

   

 

 

 

Totals

  

  $ (975,297)      $ (322,309)      $ (652,988)   
             

 

 

   

 

 

   

 

 

 

OTC Credit Default Swaps on Credit Indices—Sell Protection (a)

 

Reference Obligation

  Fixed Deal
Receive Rate
    Maturity
Date
   

Counterparty

  Implied Credit
Spread at
March 31,
2016(b)
  Notional
Amount(c)
    Market
Value
    Upfront
Premium
(Received)
    Unrealized
Appreciation
 

CMBX.NA.AAA.8

    0.500%        10/17/57      Deutsche Bank AG   N/A     USD        7,900,000      $ (355,707)      $ (496,449)      $ 140,742   

CMBX.NA.AAA.8

    0.500%        10/17/57      Goldman Sachs International   N/A     USD        900,000        (40,524)        (46,593)        6,069   
             

 

 

   

 

 

   

 

 

 

Totals

  

  $ (396,231)      $ (543,042)      $ 146,811   
             

 

 

   

 

 

   

 

 

 

 

(a) If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues or indices as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. A credit spread identified as “Defaulted” indicates a credit event has occurred for the referenced entity or obligation.
(c) The maximum potential amount of future undiscounted payments that the Portfolio could be required to make under a credit default swap contract would be the notional amount of the contract. These potential amounts would be partially offset by any recovery values of the referenced debt obligation or net amounts received from the settlement of purchased protection credit default swap contracts entered into by the Portfolio for the same referenced debt obligation.
(AUD)— Australian Dollar
(BRL)— Brazilian Real
(CNY)— Chinese Yuan
(COP)— Colombian Peso
(DKK)— Danish Krone
(EUR)— Euro
(GBP)— British Pound
(HUF)— Hungarian Forint
(INR)— Indian Rupee
(JPY)— Japanese Yen

 

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Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

 

(KRW)— South Korean Won
(MXN)— Mexican Peso
(MYR)— Malaysian Ringgit
(NZD)— New Zealand Dollar
(PLN)— Polish Zloty
(TWD)— Taiwanese Dollar
(USD)— United States Dollar
(CMBX)— Commercial Mortgage-Backed Index
(CDS)— Credit Default Swap
(CDX.NA.IG)— Markit North America Investment Grade CDS Index
(CMBX.NA.AAA)— Markit North America AAA Rated CMBS Index
(CPI-U)— U.S. Consumer Price Index for All Urban Consumers
(CPURNSA)— U.S. Consumer Price Index for All Urban Non-Seasonally Adjusted
(EXT-CPI)— Excluding Tobacco-Non-revised Consumer Price Index
(HICP)— Harmonized Index of Consumer Prices
(IRS)— Interest Rate Swap
(LIBOR)— London Interbank Offered Rate
(TIIE)— Mexican Interbank Equilibrium Interest Rate
(UKRPI)— United Kingdom Retail Price Index

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

 

MIST-291


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy —(Continued)

 

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1     Level 2     Level 3      Total  

Total U.S. Treasury & Government Agencies*

   $ —        $ 2,906,777,320      $ —         $ 2,906,777,320   

Total Corporate Bonds & Notes*

     —          311,622,960        —           311,622,960   

Total Foreign Government*

     —          291,098,518        —           291,098,518   

Total Asset-Backed Securities*

     —          104,167,966        —           104,167,966   

Total Mortgage-Backed Securities*

     —          86,867,173        —           86,867,173   
Purchased Options          

Currency Options

     —          209        —           209   

Interest Rate Swaptions

     —          4,760,259        —           4,760,259   

Options on Exchange-Traded Futures Contracts

     0        —          —           0   

Total Purchased Options

     0        4,760,468        —           4,760,468   

Total Convertible Preferred Stock*

     1,084,509        —          —           1,084,509   

Total Municipals

     —          657,325        —           657,325   

Total Floating Rate Loan*

     —          94,181        —           94,181   
Short-Term Investments          

Commercial Paper

     —          14,000,000        —           14,000,000   

U.S. Treasury

     —          1,706,827        —           1,706,827   

Total Short-Term Investments

     —          15,706,827        —           15,706,827   

Total Investments

   $ 1,084,509      $ 3,721,752,738      $ —         $ 3,722,837,247   
                                   

Secured Borrowings (Liability)

   $ —        $ (2,527,456,293   $ —         $ (2,527,456,293

Total Reverse Repurchase Agreements (Liability)

   $ —        $ (94,493,750   $ —         $ (94,493,750
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —        $ 8,856,594      $ —         $ 8,856,594   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —          (25,356,131     —           (25,356,131

Total Forward Contracts

   $ —        $ (16,499,537   $ —         $ (16,499,537
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 1,246,619      $ —        $ —         $ 1,246,619   

Futures Contracts (Unrealized Depreciation)

     (456,520     —          —           (456,520

Total Futures Contracts

   $ 790,099      $ —        $ —         $ 790,099   
Written Options          

Credit Default Swaptions at Value

   $ —        $ (71,326   $ —         $ (71,326

Foreign Currency Written Options at Value

     —          (19,319     —           (19,319

Inflation Capped Options at Value

     —          (989,966     —           (989,966

Interest Rate Swaptions at Value

     —          (6,780,604     —           (6,780,604

Total Written Options

   $ —        $ (7,861,215   $ —         $ (7,861,215
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 386,966      $ —         $ 386,966   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —          (29,224,749     —           (29,224,749

Total Centrally Cleared Swap Contracts

   $ —        $ (28,837,783   $ —         $ (28,837,783
OTC Swap Contracts          

OTC Swap Contracts at Value (Assets)

   $ —        $ 9,315,108      $ —         $ 9,315,108   

OTC Swap Contracts at Value (Liabilities)

     —          (21,347,046     —           (21,347,046

Total OTC Swap Contracts

   $ —        $ (12,031,938   $ —         $ (12,031,938

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-292


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—77.7% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—36.3%

  

Fannie Mae 10 Yr. Pool

   

3.000%, 12/01/20

    154,635      $ 161,614   

3.000%, 02/01/21

    474,243        495,645   

3.000%, 08/01/21

    346,548        362,187   

3.000%, 11/01/21

    89,949        94,065   

3.000%, 03/01/22

    399,957        418,290   

3.000%, 05/01/22

    1,277,294        1,335,089   

3.500%, 07/01/20

    150,998        159,496   

3.500%, 09/01/23

    274,374        289,965   

4.000%, 05/01/19

    12,580        13,098   

4.500%, 03/01/18

    33,347        34,475   

4.500%, 07/01/18

    32,309        33,425   

4.500%, 11/01/18

    15,036        15,553   

4.500%, 12/01/18

    9,166        9,480   

4.500%, 05/01/19

    420,606        435,224   

5.500%, 11/01/17

    38,178        39,085   

5.500%, 09/01/18

    88,814        92,093   

5.500%, 10/01/18

    48,195        50,066   

Fannie Mae 15 Yr. Pool

   

3.000%, 09/01/28

    777,534        816,734   

3.000%, TBA (a)

    81,000,000        84,480,465   

3.500%, 10/01/25

    435,489        460,825   

3.500%, 10/01/26

    293,476        310,943   

3.500%, 12/01/26

    372,244        393,985   

3.500%, 08/01/27

    378,803        401,939   

3.500%, 07/01/29

    204,182        217,133   

3.500%, TBA (a)

    58,000,000        61,219,700   

4.000%, 07/01/18

    3,769        3,924   

4.000%, 08/01/18

    1,286        1,339   

4.000%, 09/01/18

    746        776   

4.000%, 05/01/19

    725,714        755,733   

4.000%, 07/01/19

    310,577        323,367   

4.000%, 08/01/20

    248,007        258,340   

4.000%, 03/01/22

    45,928        47,846   

4.000%, 04/01/24

    53,970        57,439   

4.000%, 05/01/24

    2,263,838        2,384,881   

4.000%, 06/01/24

    2,567,048        2,735,794   

4.000%, 07/01/24

    26,656        28,408   

4.000%, 02/01/25

    788,942        837,815   

4.000%, 06/01/25

    281,546        300,705   

4.000%, 07/01/25

    7,580        8,081   

4.000%, 08/01/25

    821,923        878,613   

4.000%, 09/01/25

    42,365        45,206   

4.000%, 12/01/25

    286,487        302,096   

4.000%, 02/01/26

    215,439        230,203   

4.000%, 03/01/26

    42,199        45,031   

4.000%, 06/01/26

    44,472        47,514   

4.500%, 03/01/18

    112,442        116,252   

4.500%, 04/01/18

    194,803        201,468   

4.500%, 06/01/18

    597,964        618,424   

4.500%, 07/01/18

    305,173        315,617   

4.500%, 08/01/18

    3,227        3,338   

4.500%, 10/01/18

    11,662        12,069   

4.500%, 11/01/18

    726,406        751,307   

4.500%, 12/01/18

    213,777        221,565   

4.500%, 02/01/19

    143,359        148,630   

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae 15 Yr. Pool

   

4.500%, 05/01/19

    272,018      282,039   

4.500%, 06/01/19

    132,810        137,751   

4.500%, 11/01/19

    144,668        150,216   

4.500%, 12/01/19

    169,229        175,539   

4.500%, 08/01/20

    263,042        275,552   

4.500%, 09/01/20

    354,488        367,517   

4.500%, 10/01/20

    15,188        15,863   

4.500%, 12/01/20

    291,372        304,157   

4.500%, 01/01/22

    7,670        7,938   

4.500%, 02/01/23

    258,565        273,748   

4.500%, 03/01/23

    488,903        515,166   

4.500%, 05/01/23

    47,394        49,975   

4.500%, 06/01/23

    2,992        3,175   

4.500%, 01/01/24

    5,009        5,185   

4.500%, 04/01/24

    77,077        81,804   

4.500%, 05/01/24

    251,994        271,748   

4.500%, 08/01/24

    51,759        54,891   

4.500%, 10/01/24

    341,206        365,001   

4.500%, 11/01/24

    95,282        102,849   

4.500%, 02/01/25

    638,065        680,238   

4.500%, 03/01/25

    435,605        465,836   

4.500%, 04/01/25

    253,520        262,817   

4.500%, 05/01/25

    845,433        907,402   

4.500%, 06/01/25

    77,510        81,311   

4.500%, 07/01/25

    3,342,583        3,604,183   

4.500%, 08/01/25

    91,625        97,848   

4.500%, 09/01/25

    230,625        248,524   

4.500%, 11/01/25

    172,981        186,758   

4.500%, 04/01/26

    15,038        16,235   

4.500%, 01/01/27

    133,247        139,003   

5.500%, 12/01/17

    1,652        1,684   

5.500%, 01/01/18

    50,960        52,007   

5.500%, 02/01/18

    339,840        348,430   

5.500%, 11/01/18

    1,379        1,420   

5.500%, 09/01/19

    42,432        43,598   

5.500%, 09/01/20

    11,914        12,730   

5.500%, 12/01/20

    1,403        1,453   

5.500%, 03/01/22

    153,229        166,666   

5.500%, 04/01/22

    92,089        98,481   

5.500%, 07/01/22

    125,486        136,159   

5.500%, 09/01/22

    61,622        66,194   

5.500%, 10/01/22

    465,105        504,422   

5.500%, 11/01/22

    106,371        114,783   

5.500%, 12/01/22

    88,802        93,011   

5.500%, 02/01/23

    133,790        145,888   

5.500%, 03/01/23

    21,361        23,174   

5.500%, 07/01/23

    12,213        13,381   

5.500%, 08/01/23

    51,283        54,758   

5.500%, 10/01/23

    85,702        92,498   

5.500%, 11/01/23

    12,939        13,089   

5.500%, 12/01/23

    43,859        47,445   

5.500%, 01/01/24

    12,885        14,071   

5.500%, 03/01/24

    80,367        87,438   

5.500%, 09/01/24

    41,170        42,658   

5.500%, 01/01/25

    1,085,497        1,184,718   

 

MIST-293


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae 15 Yr. Pool

   

5.500%, 05/01/25

    195,437      $ 204,839   

6.000%, 03/01/17

    2,457        2,461   

6.000%, 04/01/17

    2,425        2,456   

6.000%, 06/01/17

    1,941        1,966   

6.000%, 07/01/17

    5,423        5,458   

6.500%, 04/01/16

    13        13   

6.500%, 06/01/16

    111        111   

6.500%, 07/01/16

    291        292   

6.500%, 08/01/16

    70        71   

6.500%, 09/01/16

    699        703   

6.500%, 10/01/16

    1,617        1,627   

6.500%, 02/01/17

    2,176        2,190   

6.500%, 07/01/17

    394        394   

6.500%, 10/01/17

    2,170        2,222   

Fannie Mae 20 Yr. Pool

   

4.000%, 04/01/29

    74,938        80,556   

4.000%, 05/01/29

    248,597        267,258   

4.000%, 03/01/30

    151,329        163,000   

4.000%, 05/01/30

    235,380        253,889   

4.000%, 08/01/30

    197,397        212,563   

4.000%, 09/01/30

    123,145        132,625   

4.000%, 10/01/30

    5,555        5,983   

4.000%, 11/01/30

    601,705        647,734   

4.000%, 12/01/30

    83,185        89,611   

4.000%, 06/01/31

    11,104        11,965   

4.000%, 09/01/31

    312,159        336,330   

4.000%, 11/01/31

    71,058        76,551   

4.500%, 01/01/25

    12,798        13,917   

4.500%, 04/01/31

    62,323        68,190   

5.000%, 05/01/23

    198,000        218,846   

5.000%, 05/01/24

    196,304        216,971   

5.000%, 01/01/25

    141,539        156,440   

5.000%, 09/01/25

    41,483        45,851   

5.000%, 11/01/25

    54,475        60,210   

5.000%, 12/01/25

    353,020        390,188   

5.000%, 01/01/26

    92,518        102,258   

5.000%, 03/01/26

    72,532        80,169   

5.000%, 02/01/27

    7,659        8,465   

5.000%, 05/01/27

    210,827        233,024   

5.000%, 07/01/27

    9,259        10,234   

5.000%, 08/01/27

    4,114        4,548   

5.000%, 03/01/28

    20,569        22,735   

5.000%, 05/01/28

    743,297        821,554   

5.000%, 06/01/28

    2,243,486        2,479,689   

5.000%, 01/01/29

    78,189        86,421   

5.000%, 07/01/29

    107,175        118,459   

5.000%, 12/01/29

    32,649        36,086   

5.000%, 03/01/30

    692,335        765,227   

5.000%, 05/01/30

    155,763        172,162   

5.000%, 07/01/31

    115,869        128,551   

5.500%, 02/01/19

    11,155        12,501   

5.500%, 06/01/23

    236,507        265,049   

5.500%, 07/01/24

    10,695        11,986   

5.500%, 01/01/25

    11,832        13,260   

5.500%, 02/01/25

    3,377        3,784   

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae 20 Yr. Pool

   

5.500%, 03/01/25

    860,310      974,404   

5.500%, 08/01/25

    72,221        81,594   

5.500%, 10/01/25

    5,125        5,743   

5.500%, 11/01/25

    12,674        14,204   

5.500%, 03/01/26

    91,054        102,042   

5.500%, 05/01/26

    2,652        2,972   

5.500%, 06/01/26

    463,366        519,286   

5.500%, 01/01/27

    65,274        73,151   

5.500%, 06/01/27

    10,665        11,991   

5.500%, 07/01/27

    259,038        290,299   

5.500%, 08/01/27

    115,706        129,670   

5.500%, 10/01/27

    168,743        189,108   

5.500%, 11/01/27

    40,853        45,783   

5.500%, 12/01/27

    333,218        373,431   

5.500%, 01/01/28

    121,142        135,762   

5.500%, 03/01/28

    60,172        67,434   

5.500%, 04/01/28

    202,266        226,676   

5.500%, 05/01/28

    74,340        83,312   

5.500%, 06/01/28

    19,168        21,481   

5.500%, 07/01/28

    10,733        12,029   

5.500%, 09/01/28

    140,240        157,165   

5.500%, 10/01/28

    26,965        30,219   

5.500%, 12/01/28

    9,201        10,311   

5.500%, 01/01/29

    160,691        180,084   

5.500%, 07/01/29

    125,469        140,611   

5.500%, 10/01/29

    329,323        369,917   

5.500%, 04/01/30

    244,922        275,335   

6.000%, 06/01/26

    13,041        14,860   

6.000%, 07/01/26

    106,160        120,968   

6.000%, 08/01/26

    18,774        21,392   

6.000%, 12/01/26

    16,338        18,617   

6.000%, 09/01/28

    94,854        108,085   

6.000%, 10/01/28

    52,401        59,710   

Fannie Mae 30 Yr. Pool

   

3.000%, TBA (a)

    115,000,000        117,722,259   

3.500%, TBA (a)

    399,000,000        418,069,702   

4.000%, 05/01/34

    210,063        225,201   

4.000%, 05/01/35

    170,652        182,803   

4.000%, 01/01/41

    772,170        834,871   

4.000%, 03/01/41

    511,331        553,380   

4.000%, 05/01/41

    442,885        478,817   

4.000%, 05/01/42

    211,189        228,177   

4.000%, 12/01/43

    905,194        974,107   

4.000%, TBA (a)

    586,000,000        625,602,414   

4.500%, 04/01/39

    1,271,487        1,403,660   

4.500%, 05/01/39

    119,655        130,723   

4.500%, 06/01/39

    48,874        53,464   

4.500%, 08/01/39

    44,030        48,020   

4.500%, 12/01/39

    13,894        15,360   

4.500%, 05/01/40

    54,419        59,454   

4.500%, 09/01/40

    51,078        55,841   

4.500%, 10/01/40

    396,589        431,262   

4.500%, 12/01/40

    97,993        106,895   

4.500%, 02/01/41

    309,345        336,938   

4.500%, 05/01/41

    27,003        29,643   

 

MIST-294


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae 30 Yr. Pool

   

4.500%, 06/01/41

    26,548      $ 28,980   

4.500%, 07/01/41

    17,526        19,195   

4.500%, 09/01/41

    899,935        979,199   

4.500%, 10/01/41

    278,182        303,538   

4.500%, 03/01/42

    47,832        52,366   

4.500%, 06/01/42

    118,210        129,091   

4.500%, 07/01/42

    1,389,638        1,513,260   

4.500%, 11/01/43

    24,810        27,382   

4.500%, TBA (a)

    193,000,000        209,784,453   

5.000%, 03/01/32

    3,665        4,051   

5.000%, 09/01/32

    2,467        2,726   

5.000%, 10/01/32

    1,033        1,142   

5.000%, 04/01/33

    84,376        93,260   

5.000%, 07/01/33

    161,757        181,008   

5.000%, 08/01/33

    3,634        4,071   

5.000%, 09/01/33

    2,798        3,153   

5.000%, 10/01/33

    29,406        32,940   

5.000%, 11/01/33

    751        841   

5.000%, 01/01/34

    165,397        184,433   

5.000%, 04/01/34

    211,878        237,322   

5.000%, 06/01/34

    4,723        5,320   

5.000%, 12/01/34

    32,105        35,485   

5.000%, 01/01/35

    113,046        126,586   

5.000%, 04/01/35

    84        94   

5.000%, 07/01/35

    31,245        34,535   

5.000%, 09/01/35

    65,192        72,290   

5.000%, 01/01/38

    247,965        276,065   

5.000%, 04/01/39

    37,340        41,420   

5.000%, 10/01/39

    13,198        14,722   

5.000%, 11/01/39

    33,599        37,658   

5.000%, 06/01/40

    16,429        18,160   

5.000%, 11/01/42

    228,521        254,370   

5.000%, TBA (a)

    46,000,000        50,887,500   

5.500%, 12/01/28

    32,188        36,139   

5.500%, 06/01/33

    82,980        93,830   

5.500%, 07/01/33

    12,714        14,385   

5.500%, 09/01/33

    277,239        313,652   

5.500%, 11/01/33

    241,825        271,010   

5.500%, 12/01/33

    1,882        2,130   

5.500%, 04/01/34

    11,692        13,143   

5.500%, 07/01/34

    35,292        39,932   

5.500%, 08/01/34

    288,020        325,820   

5.500%, 09/01/34

    21,213        23,994   

5.500%, 11/01/34

    521,985        590,890   

5.500%, 12/01/34

    1,269,504        1,437,260   

5.500%, 01/01/35

    441,578        500,009   

5.500%, 02/01/35

    621,990        704,095   

5.500%, 03/01/35

    678,032        762,023   

5.500%, 04/01/35

    202,206        228,594   

5.500%, 05/01/35

    250,796        284,104   

5.500%, 06/01/35

    386,716        436,743   

5.500%, 08/01/35

    274,149        311,527   

5.500%, 09/01/35

    3,483,806        3,925,306   

5.500%, 10/01/35

    461,109        519,836   

5.500%, 11/01/35

    1,662,325        1,862,939   

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae 30 Yr. Pool

   

5.500%, 12/01/35

    1,787,401      2,015,542   

5.500%, 01/01/36

    374,458        421,736   

5.500%, 03/01/36

    412,178        465,225   

5.500%, 05/01/36

    3,328        3,766   

5.500%, 07/01/36

    1,667,587        1,888,369   

5.500%, 09/01/36

    201,481        228,151   

5.500%, 11/01/36

    126,838        143,083   

5.500%, 12/01/36

    2,715        3,042   

5.500%, 02/01/37

    4,678        5,307   

5.500%, 03/01/37

    56,577        63,404   

5.500%, 05/01/37

    34,958        39,582   

5.500%, 08/01/37

    1,671,346        1,885,537   

5.500%, 01/01/38

    10,487        11,787   

5.500%, 02/01/38

    227,683        255,161   

5.500%, 03/01/38

    1,870,635        2,119,882   

5.500%, 05/01/38

    3,468,801        3,906,319   

5.500%, 06/01/38

    146,378        164,598   

5.500%, 09/01/38

    23,065        25,849   

5.500%, 10/01/38

    1,296,311        1,461,664   

5.500%, 11/01/38

    308,143        346,068   

5.500%, 01/01/39

    88,174        100,008   

5.500%, 07/01/39

    22,255        24,941   

5.500%, 11/01/39

    3,914,590        4,407,242   

5.500%, 02/01/40

    660,301        744,070   

5.500%, 03/01/40

    1,555,068        1,753,510   

5.500%, 06/01/40

    120,984        135,584   

5.500%, 09/01/40

    558,412        627,348   

5.500%, 12/01/40

    263,400        296,802   

5.500%, 07/01/41

    6,608,098        7,417,783   

5.500%, TBA (a)

    8,000,000        8,963,326   

6.000%, 12/01/28

    54,011        61,723   

6.000%, 01/01/29

    28,706        33,127   

6.000%, 02/01/29

    265        304   

6.000%, 04/01/29

    4,287        4,934   

6.000%, 06/01/29

    5,777        6,650   

6.000%, 11/01/32

    51,086        58,318   

6.000%, 12/01/32

    298,456        343,732   

6.000%, 02/01/33

    15,268        17,478   

6.000%, 03/01/33

    25,232        29,201   

6.000%, 04/01/33

    14,433        16,539   

6.000%, 05/01/33

    25,793        29,805   

6.000%, 07/01/33

    27,072        31,252   

6.000%, 01/01/34

    73,405        84,625   

6.000%, 09/01/34

    47,631        54,275   

6.000%, 11/01/34

    11,267        12,950   

6.000%, 04/01/35

    1,140,900        1,321,627   

6.000%, 05/01/35

    37,687        43,350   

6.000%, 06/01/35

    6,402        7,338   

6.000%, 07/01/35

    79,847        91,553   

6.000%, 09/01/35

    11,881        13,601   

6.000%, 11/01/35

    680,860        777,574   

6.000%, 12/01/35

    207,228        236,254   

6.000%, 01/01/36

    147,913        168,837   

6.000%, 03/01/36

    140,477        160,320   

6.000%, 04/01/36

    38,166        43,539   

 

MIST-295


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae 30 Yr. Pool

   

6.000%, 05/01/36

    1,352,003      $ 1,545,319   

6.000%, 06/01/36

    49,294        56,174   

6.000%, 07/01/36

    1,081,267        1,233,227   

6.000%, 08/01/36

    3,019,516        3,448,373   

6.000%, 09/01/36

    893,270        1,022,345   

6.000%, 10/01/36

    386,240        440,700   

6.000%, 11/01/36

    163,863        187,031   

6.000%, 12/01/36

    1,000,237        1,142,079   

6.000%, 01/01/37

    701,533        802,251   

6.000%, 02/01/37

    718,866        820,380   

6.000%, 03/01/37

    266,677        304,346   

6.000%, 04/01/37

    129,945        148,863   

6.000%, 05/01/37

    1,935,608        2,209,128   

6.000%, 07/01/37

    31,240        35,836   

6.000%, 08/01/37

    68,173        78,396   

6.000%, 09/01/37

    556,556        635,719   

6.000%, 11/01/37

    103,136        117,782   

6.000%, 02/01/38

    809,949        930,674   

6.000%, 03/01/38

    16,831        19,446   

6.000%, 05/01/38

    140,168        159,719   

6.000%, 08/01/38

    23,598        26,966   

6.000%, 09/01/38

    1,020,551        1,174,520   

6.000%, 10/01/38

    104,813        120,540   

6.000%, 11/01/38

    8,770        9,993   

6.000%, 01/01/39

    737,878        843,887   

6.000%, 04/01/39

    934,294        1,065,589   

6.000%, 07/01/39

    175,286        200,093   

6.000%, 08/01/39

    970,821        1,106,234   

6.000%, 02/01/40

    2,766        3,154   

6.000%, 05/01/40

    9,220        10,506   

6.000%, 09/01/40

    13,004        14,829   

8.000%, 10/01/25

    1,478        1,715   

Fannie Mae ARM Pool

   

1.522%, 08/01/41 (b)

    414,977        420,145   

1.522%, 07/01/42 (b)

    336,761        343,072   

1.522%, 08/01/42 (b)

    343,094        349,624   

1.522%, 10/01/44 (b)

    533,843        544,271   

1.572%, 09/01/41 (b)

    1,081,119        1,102,002   

1.993%, 06/01/33 (b)

    45,140        46,653   

2.027%, 01/01/35 (b)

    269,588        280,979   

2.045%, 01/01/36 (b)

    101,986        106,663   

2.130%, 03/01/35 (b)

    58,408        60,225   

2.200%, 12/01/34 (b)

    1,798,209        1,868,982   

2.206%, 09/01/35 (b)

    1,720,758        1,762,062   

2.212%, 11/01/35 (b)

    259,912        272,100   

2.226%, 12/01/34 (b)

    807,379        841,157   

2.226%, 08/01/36 (b)

    769,510        807,691   

2.247%, 10/01/28 (b)

    166,914        172,678   

2.259%, 05/01/35 (b)

    59,876        62,794   

2.307%, 02/01/31 (b)

    223,670        229,821   

2.370%, 11/01/34 (b)

    5,933        6,252   

2.373%, 10/01/35 (b)

    567,505        603,405   

2.382%, 05/01/34 (b)

    920,706        978,644   

2.386%, 07/01/32 (b)

    35,001        36,180   

2.445%, 10/01/34 (b)

    25,045        26,783   

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae ARM Pool

   

2.447%, 03/01/33 (b)

    4,196      4,344   

2.462%, 11/01/35 (b)

    666,239        708,973   

2.470%, 11/01/35 (b)

    393,788        406,626   

2.473%, 08/01/35 (b)

    899,623        949,263   

2.485%, 12/01/34 (b)

    59,451        62,149   

2.487%, 04/01/35 (b)

    149,825        156,464   

2.500%, 08/01/35 (b)

    816,680        865,551   

2.503%, 01/01/35 (b)

    28,785        30,112   

2.505%, 07/01/33 (b)

    32,294        33,995   

2.505%, 01/01/35 (b)

    80,633        84,353   

2.505%, 02/01/35 (b)

    46,570        48,742   

2.508%, 09/01/31 (b)

    50,718        52,970   

2.519%, 09/01/32 (b)

    179,825        191,768   

2.520%, 01/01/35 (b)

    67,804        70,619   

2.545%, 11/01/34 (b)

    130,691        137,597   

2.562%, 01/01/35 (b)

    99,891        104,400   

2.563%, 05/01/35 (b)

    541,626        574,949   

2.611%, 02/01/35 (b)

    184,257        194,123   

2.624%, 04/01/34 (b)

    10,054        10,604   

2.646%, 11/01/34 (b)

    2,853,286        3,008,133   

2.685%, 09/01/34 (b)

    1,094,315        1,150,068   

2.760%, 11/01/32 (b)

    62,948        65,319   

4.326%, 12/01/36 (b)

    293,614        312,339   

4.631%, 09/01/34 (b)

    58,206        61,093   

Fannie Mae Pool
2.310%, 08/01/22

    8,200,000        8,403,603   

2.475%, 04/01/19

    14,673,987        15,090,790   

2.870%, 09/01/27

    7,300,000        7,515,259   

3.240%, 07/01/22

    22,215,686        23,778,868   

3.330%, 11/01/21

    1,477,098        1,582,146   

Fannie Mae REMICS (CMO)
0.840%, 09/18/31 (b)

    348,248        348,739   

1.333%, 04/25/32 (b)

    109,358        111,894   

2.455%, 05/25/35 (b)

    1,541,819        1,626,257   

Freddie Mac 15 Yr. Gold Pool
5.500%, 09/01/19

    197,397        206,356   

Freddie Mac 20 Yr. Gold Pool
4.000%, 06/01/30

    154,032        165,832   

4.000%, 09/01/30

    648,808        699,590   

4.000%, 10/01/30

    37,568        40,515   

5.500%, 04/01/21

    15,699        17,418   

5.500%, 12/01/22

    862        957   

5.500%, 03/01/23

    177,860        197,339   

5.500%, 06/01/26

    3,107        3,453   

5.500%, 08/01/26

    1,556        1,726   

5.500%, 06/01/27

    41,231        45,756   

5.500%, 12/01/27

    89,126        98,893   

5.500%, 01/01/28

    53,563        59,454   

5.500%, 02/01/28

    13,209        14,661   

5.500%, 05/01/28

    112,601        124,932   

5.500%, 06/01/28

    163,620        181,614   

6.000%, 03/01/21

    38,329        43,378   

6.000%, 01/01/22

    174,680        197,689   

6.000%, 10/01/22

    636,092        719,882   

6.000%, 12/01/22

    37,416        42,344   

6.000%, 04/01/23

    31,668        35,839   

 

MIST-296


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—(Continued)

  

Freddie Mac 30 Yr. Gold Pool
3.500%, TBA (a)

    75,000,000      $ 78,394,470   

4.000%, 12/01/40

    358,106        383,443   

4.000%, TBA (a)

    34,000,000        36,224,824   

4.500%, 04/01/34

    32,263        35,160   

4.500%, 06/01/35

    114,080        124,353   

4.500%, 04/01/41

    170,168        184,732   

4.500%, 10/01/41

    258,464        281,678   

4.500%, TBA (a)

    29,800,000        32,338,821   

5.500%, 03/01/32

    29,993        33,527   

5.500%, 01/01/33

    2,308        2,601   

5.500%, 05/01/33

    3,160        3,536   

5.500%, 08/01/33

    2,723        3,062   

5.500%, 10/01/33

    3,377        3,750   

5.500%, 12/01/33

    1,987        2,218   

5.500%, 01/01/34

    3,025        3,404   

5.500%, 05/01/34

    62,376        70,189   

5.500%, 09/01/34

    39,035        43,837   

5.500%, 01/01/35

    51,954        58,479   

5.500%, 07/01/35

    2,640        3,000   

5.500%, 10/01/35

    115,142        128,904   

5.500%, 11/01/35

    147,324        163,899   

5.500%, 12/01/35

    54,456        61,361   

5.500%, 01/01/36

    81,267        90,477   

5.500%, 02/01/36

    41,128        45,668   

5.500%, 04/01/36

    31,002        34,739   

5.500%, 06/01/36

    2,568,673        2,895,959   

5.500%, 07/01/36

    59,110        66,106   

5.500%, 08/01/36

    90,502        100,759   

5.500%, 10/01/36

    28,944        32,159   

5.500%, 12/01/36

    487,021        545,151   

5.500%, 02/01/37

    41,585        46,471   

5.500%, 03/01/37

    21,760        24,517   

5.500%, 04/01/37

    41,627        46,196   

5.500%, 06/01/37

    63,421        70,465   

5.500%, 07/01/37

    407,835        456,943   

5.500%, 08/01/37

    128,298        144,140   

5.500%, 09/01/37

    87,000        96,780   

5.500%, 10/01/37

    16,725        18,719   

5.500%, 11/01/37

    454,023        507,777   

5.500%, 12/01/37

    21,366        23,754   

5.500%, 01/01/38

    136,544        152,643   

5.500%, 02/01/38

    360,022        402,867   

5.500%, 03/01/38

    154,154        172,097   

5.500%, 04/01/38

    326,139        365,158   

5.500%, 05/01/38

    679,467        760,412   

5.500%, 06/01/38

    498,278        557,071   

5.500%, 07/01/38

    724,265        810,563   

5.500%, 08/01/38

    1,932,385        2,162,683   

5.500%, 09/01/38

    494,818        553,061   

5.500%, 10/01/38

    14,407,748        16,124,417   

5.500%, 11/01/38

    4,823,907        5,363,332   

5.500%, 12/01/38

    12,390        13,746   

5.500%, 01/01/39

    1,130,066        1,264,914   

5.500%, 02/01/39

    256,026        285,325   

5.500%, 03/01/39

    141,707        158,666   

Agency Sponsored Mortgage - Backed—(Continued)

  

Freddie Mac 30 Yr. Gold Pool

   

5.500%, 06/01/39

    4,923,421      5,511,218   

5.500%, 09/01/39

    108,890        121,211   

5.500%, 02/01/40

    155,023        173,333   

5.500%, 03/01/40

    20,053        22,327   

5.500%, 05/01/40

    4,569        5,114   

5.500%, 08/01/40

    146,263        163,478   

5.500%, 02/01/41

    84,372        93,685   

Freddie Mac ARM Non-Gold Pool
2.094%, 09/01/35 (b)

    313,306        330,125   

2.422%, 10/01/34 (b)

    66,212        69,728   

2.464%, 09/01/35 (b)

    569,665        605,845   

2.537%, 02/01/35 (b)

    48,617        51,259   

2.552%, 01/01/35 (b)

    72,173        76,617   

2.553%, 02/01/35 (b)

    23,152        24,289   

2.568%, 02/01/35 (b)

    66,301        69,227   

2.571%, 02/01/35 (b)

    66,134        69,388   

2.576%, 06/01/35 (b)

    1,254,908        1,319,200   

2.601%, 08/01/35 (b)

    662,831        698,510   

2.615%, 11/01/31 (b)

    29,500        31,216   

2.623%, 11/01/34 (b)

    109,501        115,013   

2.631%, 02/01/35 (b)

    61,260        63,927   

2.670%, 01/01/35 (b)

    275,681        289,609   

2.687%, 11/01/34 (b)

    33,373        34,784   

2.711%, 08/01/32 (b)

    164,965        170,881   

2.721%, 01/01/29 (b)

    396,550        415,094   

2.745%, 11/01/34 (b)

    52,129        55,246   

2.771%, 11/01/34 (b)

    48,020        50,970   

2.776%, 02/01/35 (b)

    72,389        76,367   

2.933%, 02/01/35 (b)

    105,991        110,880   

2.976%, 03/01/35 (b)

    106,292        110,485   

Freddie Mac REMICS (CMO)
0.686%, 07/15/34 (b)

    61,874        62,199   

2.125%, 11/15/23 (b)

    378,367        389,761   

3.500%, 07/15/32

    15,079        15,278   

3.500%, 01/15/42

    23,135,155        24,569,877   

6.500%, 01/15/24

    24,323        27,038   

Freddie Mac Structured Pass-Through Securities (CMO)
1.522%, 10/25/44 (b)

    1,209,178        1,229,084   

1.522%, 02/25/45 (b)

    108,287        114,059   

1.722%, 07/25/44 (b)

    6,093,186        6,402,374   

Ginnie Mae I 30 Yr. Pool
3.000%, TBA (a)

    7,000,000        7,238,437   

3.500%, TBA (a)

    5,000,000        5,275,781   

4.000%, TBA (a)

    11,000,000        11,761,407   

5.000%, 10/15/33

    7,279        8,028   

5.000%, 12/15/33

    45,930        51,409   

5.000%, 05/15/34

    7,137        8,009   

5.000%, 07/15/34

    5,942        6,581   

5.000%, 11/15/35

    5,425        6,083   

5.000%, 03/15/36

    3,856        4,327   

5.000%, 03/15/38

    315,920        350,744   

5.000%, 06/15/38

    689,787        768,107   

5.000%, 10/15/38

    1,012,490        1,124,415   

5.000%, 11/15/38

    324,459        361,449   

 

MIST-297


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—(Continued)

  

Ginnie Mae I 30 Yr. Pool

   

5.000%, 01/15/39

    214,850      $ 236,958   

5.000%, 02/15/39

    158,981        176,763   

5.000%, 03/15/39

    2,411,099        2,680,923   

5.000%, 04/15/39

    4,980,893        5,501,193   

5.000%, 05/15/39

    4,879,227        5,469,480   

5.000%, 06/15/39

    1,852,435        2,062,509   

5.000%, 07/15/39

    3,280,499        3,652,038   

5.000%, 08/15/39

    439,644        487,925   

5.000%, 09/15/39

    515,443        574,013   

5.000%, 10/15/39

    1,204,426        1,341,485   

5.000%, 05/15/40

    54,710        60,686   

5.000%, 07/15/40

    873,976        969,330   

5.000%, 09/15/40

    604,199        671,604   

5.000%, 12/15/40

    43,861        48,830   

5.000%, 07/15/41

    35,592        39,517   

5.000%, TBA (a)

    5,000,000        5,513,281   

7.000%, 10/15/23

    4,218        4,569   

7.500%, 01/15/26

    4,991        5,452   

Ginnie Mae II 30 Yr. Pool
3.500%, TBA (a)

    56,000,000        59,128,125   

4.000%, TBA (a)

    42,000,000        44,823,515   

Ginnie Mae II ARM Pool
1.750%, 01/20/23 (b)

    16,915        17,394   

1.750%, 02/20/26 (b)

    10,978        11,305   

1.750%, 05/20/26 (b)

    19,739        20,055   

1.750%, 01/20/27 (b)

    5,023        5,181   

1.750%, 02/20/27 (b)

    5,699        5,727   

1.750%, 06/20/27 (b)

    5,689        5,852   

1.750%, 02/20/28 (b)

    14,214        14,686   

1.750%, 03/20/28 (b)

    14,501        14,984   

1.750%, 05/20/28 (b)

    6,329        6,519   

1.750%, 04/20/29 (b)

    6,053        6,087   

1.750%, 05/20/29 (b)

    9,790        10,031   

1.750%, 01/20/30 (b)

    37,876        39,221   

1.750%, 06/20/30 (b)

    11,645        11,940   

1.750%, 04/20/31 (b)

    14,309        14,602   

1.750%, 03/20/32 (b)

    664        685   

1.750%, 04/20/32 (b)

    8,764        9,022   

1.750%, 05/20/32 (b)

    18,154        18,667   

1.750%, 03/20/33 (b)

    5,855        6,106   

1.875%, 08/20/27 (b)

    76,055        78,016   

1.875%, 09/20/27 (b)

    69,999        70,130   

1.875%, 07/20/29 (b)

    9,737        10,102   

1.875%, 08/20/29 (b)

    10,049        10,413   

1.875%, 09/20/29 (b)

    11,802        12,109   

1.875%, 08/20/31 (b)

    3,670        3,813   

1.875%, 07/20/32 (b)

    9,284        9,528   

1.875%, 09/20/33 (b)

    57,634        59,996   

2.000%, 02/20/22 (b)

    11,302        11,449   

2.000%, 04/20/22 (b)

    610        613   

2.000%, 01/20/26 (b)

    12,834        12,820   

2.000%, 11/20/27 (b)

    19,148        19,757   

2.000%, 10/20/28 (b)

    12,259        12,577   

2.000%, 10/20/29 (b)

    7,456        7,742   

2.000%, 04/20/30 (b)

    21,171        21,777   

Agency Sponsored Mortgage - Backed—(Continued)

  

Ginnie Mae II ARM Pool

   

2.000%, 05/20/30 (b)

    31,526      32,435   

2.000%, 11/20/30 (b)

    51,280        53,121   

2.500%, 11/20/26 (b)

    14,172        14,323   

2.500%, 10/20/30 (b)

    2,996        3,098   

2.500%, 10/20/31 (b)

    5,916        5,981   

Government National Mortgage Association (CMO)
0.741%, 01/16/31 (b)

    30,602        30,750   

0.941%, 02/16/30 (b)

    9,094        9,144   

1.025%, 08/20/65 (b)

    4,583,344        4,476,688   

1.425%, 12/20/65 (b)

    30,360,850        30,361,839   
   

 

 

 
      2,204,749,301   
   

 

 

 

U.S. Treasury—41.4%

  

U.S. Treasury Bonds
2.500%, 02/15/45

    6,500,000        6,338,007   

2.500%, 02/15/46 (c)

    34,900,000        34,028,861   

2.750%, 08/15/42

    62,000,000        64,019,836   

2.750%, 11/15/42 (c)

    92,800,000        95,674,666   

2.875%, 05/15/43

    57,100,000        60,166,898   

2.875%, 08/15/45 (c)

    118,100,000        124,226,438   

3.000%, 05/15/42

    49,500,000        53,746,160   

3.000%, 11/15/44

    125,600,000        135,535,211   

3.000%, 11/15/45 (c)

    17,500,000        18,892,475   

3.125%, 02/15/42 (d)

    15,800,000        17,571,938   

3.125%, 02/15/43

    10,600,000        11,739,913   

3.125%, 08/15/44 (c)

    223,900,000        247,689,375   

3.375%, 05/15/44

    67,700,000        78,481,767   

4.250%, 05/15/39

    40,500,000        53,597,619   

4.375%, 11/15/39

    74,900,000        100,790,234   

4.375%, 05/15/40

    8,800,000        11,840,470   

4.500%, 08/15/39

    25,900,000        35,465,802   

4.625%, 02/15/40

    12,800,000        17,824,998   

U.S. Treasury Inflation Indexed Bonds
0.750%, 02/15/42 (e)

    5,137,307        4,985,731   

0.750%, 02/15/45 (c) (e)

    34,104,756        32,995,908   

1.000%, 02/15/46 (e)

    5,099,133        5,318,105   

1.750%, 01/15/28 (e)

    145,536,534        168,742,771   

2.000%, 01/15/26 (e)

    57,173,368        66,937,493   

2.375%, 01/15/25 (e)

    123,794,800        147,417,324   

2.375%, 01/15/27 (c) (e)

    121,585,590        148,497,466   

2.500%, 01/15/29 (e)

    90,590,782        113,766,894   

3.625%, 04/15/28 (e)

    732,360        1,008,330   

3.875%, 04/15/29 (e)

    9,367,020        13,407,643   

U.S. Treasury Inflation Indexed Notes
0.125%, 04/15/17 (d) (e) (f)

    23,676,781        23,947,762   

0.125%, 04/15/20 (c) (d) (e) (f)

    32,776,812        33,463,945   

0.125%, 01/15/23 (e)

    29,969,420        30,215,259   

0.125%, 07/15/24 (c) (e)

    190,165,432        190,819,221   

0.375%, 07/15/25 (e)

    22,477,275        22,968,089   

0.625%, 07/15/21 (d) (e)

    12,928,653        13,569,526   

1.250%, 07/15/20 (d) (e) (f)

    15,751,205        16,932,136   

U.S. Treasury Notes
0.625%, 09/30/17 (d) (f) (g)

    10,400,000        10,386,594   

1.375%, 03/31/20 (d) (f) (g)

    22,000,000        22,238,898   

 

MIST-298


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description   Principal
Amount*
    Value  

U.S. Treasury—(Continued)

  

U.S. Treasury Notes

   

1.750%, 09/30/22 (g)

    20,400,000      $ 20,713,181   

2.250%, 11/15/24 (d)

    114,200,000        119,062,408   

2.500%, 05/15/24

    90,800,000        96,560,170   

2.750%, 02/15/24

    43,100,000        46,670,921   
   

 

 

 
      2,518,256,443   
   

 

 

 

Total U.S. Treasury & Government Agencies (Cost $4,614,870,817)

      4,723,005,744   
   

 

 

 
Corporate Bonds & Notes—30.3%   

Airlines—0.1%

   

Latam Airlines Pass-Through Trust
4.200%, 11/15/27 (144A)

    3,500,000        3,045,000   

4.500%, 11/15/23 (144A)

    3,000,000        2,550,000   
   

 

 

 
      5,595,000   
   

 

 

 

Auto Manufacturers—1.7%

   

Ford Motor Credit Co. LLC
1.070%, 11/08/16 (b)

    27,900,000        27,807,958   

1.154%, 09/08/17 (b)

    3,700,000        3,653,324   

1.500%, 01/17/17

    2,550,000        2,546,802   

2.943%, 01/08/19

    15,700,000        15,942,220   

3.984%, 06/15/16

    9,497,000        9,557,201   

4.207%, 04/15/16

    5,429,000        5,433,832   

8.000%, 12/15/16

    500,000        521,965   

General Motors Financial Co., Inc.
3.150%, 01/15/20

    12,300,000        12,337,417   

3.200%, 07/13/20

    20,300,000        20,254,609   

Volkswagen Bank GmbH
0.209%, 11/27/17 (EUR) (b)

    6,900,000        7,692,202   
   

 

 

 
      105,747,530   
   

 

 

 

Auto Parts & Equipment—0.2%

   

Schaeffler Holding Finance B.V.
5.750%, 11/15/21 (EUR) (h)

    6,500,000        7,932,880   

6.250%, 11/15/19 (144A) (h)

    5,300,000        5,545,125   
   

 

 

 
      13,478,005   
   

 

 

 

Banks—17.4%

   

American Express Bank FSB
6.000%, 09/13/17

    31,500,000        33,447,645   

American Express Centurion Bank
6.000%, 09/13/17

    3,300,000        3,504,039   

Banco Espirito Santo S.A.
2.625%, 05/08/17 (EUR)

    1,700,000        454,591   

4.750%, 01/15/18 (EUR)

    3,100,000        828,960   

Banco Popular Espanol S.A.
11.500%, 10/10/18 (EUR) (b)

    5,800,000        6,451,323   

Banco Santander Chile
1.517%, 04/11/17 (144A) (b)

    29,900,000        29,638,375   

Banco Santander S.A.
6.250%, 09/11/21 (EUR) (b)

    5,900,000        6,005,323   

Banks—(Continued)

   

Bank of America Corp.
2.650%, 04/01/19

    8,000,000      8,140,424   

4.100%, 07/24/23

    2,600,000        2,735,049   

4.125%, 01/22/24

    12,030,000        12,743,211   

5.625%, 10/14/16

    30,407,000        31,132,146   

6.000%, 09/01/17

    7,524,000        7,951,732   

6.400%, 08/28/17

    3,100,000        3,294,956   

6.875%, 04/25/18

    26,300,000        28,877,952   

Bank of America N.A.
1.040%, 05/08/17 (b)

    8,000,000        7,985,048   

1.088%, 11/14/16 (b)

    41,700,000        41,703,711   

Bank of China (Hong Kong), Ltd.
5.550%, 02/11/20 (144A)

    2,500,000        2,739,865   

Bank of Montreal
1.950%, 01/30/17 (144A)

    3,600,000        3,627,954   

Bank of Nova Scotia (The)
1.250%, 04/11/17

    71,200,000        71,330,225   

1.950%, 01/30/17 (144A)

    800,000        806,503   

Bankia S.A.
4.000%, 05/22/24 (EUR) (b)

    2,100,000        2,291,941   

Barclays Bank plc
6.500%, 09/15/19 (EUR) (b)

    5,200,000        5,236,615   

7.750%, 04/10/23 (b)

    3,700,000        3,885,000   

10.179%, 06/12/21 (144A)

    17,900,000        22,744,581   

14.000%, 06/15/19 (GBP) (b)

    600,000        1,087,088   

BB&T Corp.
1.494%, 06/15/18 (b)

    27,200,000        27,189,283   

BBVA Bancomer S.A.
6.500%, 03/10/21 (144A)

    7,800,000        8,521,500   

BNP Paribas S.A.
7.375%, 08/19/25 (144A) (b)

    5,400,000        5,224,500   

BPCE S.A.
1.188%, 11/18/16 (b)

    54,700,000        54,749,339   

CIT Group, Inc.
5.250%, 03/15/18

    2,400,000        2,482,800   

Citigroup, Inc.
1.136%, 05/01/17 (b)

    65,300,000        65,209,494   

1.402%, 04/01/16 (b)

    2,700,000        2,700,000   

1.579%, 07/25/16 (b)

    3,200,000        3,205,280   

Cooperatieve Rabobank UA
2.500%, 01/19/21

    10,000,000        10,093,540   

5.250%, 08/04/45

    7,500,000        8,110,965   

8.400%, 06/29/17 (b)

    11,600,000        12,232,200   

Credit Agricole S.A.
6.500%, 06/23/21 (EUR) (b)

    4,700,000        5,217,849   

6.625%, 09/23/19 (144A) (b)

    6,500,000        6,108,440   

7.875%, 01/23/24 (b)

    1,400,000        1,323,000   

8.125%, 09/19/33 (b)

    3,000,000        3,255,000   

8.375%, 10/13/19 (144A) (b)

    6,900,000        7,608,630   

Credit Suisse Group Funding Guernsey, Ltd.
3.750%, 03/26/25

    5,710,000        5,454,786   

3.800%, 09/15/22

    18,300,000        18,213,532   

Credit Suisse Group Guernsey I, Ltd.
7.875%, 02/24/41 (b)

    7,600,000        7,698,800   

Goldman Sachs Group, Inc. (The)
1.818%, 04/30/18 (b)

    14,261,000        14,321,324   

3.750%, 05/22/25

    5,375,000        5,499,404   

 

MIST-299


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

   

HSBC Holdings plc
2.874%, 03/08/21 (b)

    11,000,000      $ 11,255,068   

3.400%, 03/08/21

    16,800,000        17,144,282   

6.375%, 03/30/25 (b)

    3,000,000        2,835,000   

JPMorgan Chase & Co.
1.138%, 02/15/17 (b)

    55,300,000        55,341,420   

2.250%, 01/23/20

    12,300,000        12,397,293   

3.150%, 07/05/16

    4,900,000        4,930,831   

5.300%, 05/01/20 (b)

    17,600,000        17,644,000   

JPMorgan Chase Bank N.A.
0.962%, 06/13/16 (b)

    5,300,000        5,300,440   

6.000%, 10/01/17

    23,600,000        25,055,176   

Lloyds Bank plc
1.621%, 01/22/19 (b)

    7,000,000        6,994,064   

12.000%, 12/16/24 (144A) (b)

    5,700,000        7,628,652   

Lloyds Banking Group plc
7.625%, 06/27/23 (GBP) (b)

    11,400,000        15,802,208   

7.875%, 06/27/29 (GBP) (b)

    200,000        276,843   

Mizuho Bank, Ltd.
1.080%, 09/25/17 (144A) (b)

    1,300,000        1,298,099   

1.814%, 10/20/18 (144A) (b)

    11,800,000        11,834,279   

2.150%, 10/20/18 (144A)

    7,200,000        7,204,414   

Morgan Stanley
1.899%, 04/25/18 (b)

    32,000,000        32,194,624   

2.125%, 04/25/18

    4,700,000        4,732,585   

National Australia Bank, Ltd.
0.909%, 06/30/17 (144A) (b)

    48,300,000        48,212,094   

National Bank of Canada
2.200%, 10/19/16 (144A)

    1,400,000        1,409,870   

Novo Banco S.A.
5.000%, 04/04/19 (EUR)

    3,748,000        3,262,767   

5.000%, 04/23/19 (EUR)

    1,466,000        1,271,639   

5.000%, 05/14/19 (EUR)

    100,000        86,742   

5.000%, 05/23/19 (EUR)

    237,000        205,579   

Royal Bank of Scotland Group plc
6.990%, 10/05/17 (144A) (b)

    2,000,000        2,180,000   

8.000%, 08/10/25 (b)

    5,700,000        5,434,950   

Royal Bank of Scotland plc (The)
6.934%, 04/09/18 (EUR)

    6,732,000        8,407,225   

9.500%, 03/16/22 (b)

    14,200,000        15,017,920   

Societe Generale S.A.
4.250%, 04/14/25 (144A)

    10,900,000        10,492,831   

Sumitomo Mitsui Financial Group, Inc.
2.934%, 03/09/21

    15,100,000        15,389,603   

Turkiye Garanti Bankasi A/S
3.124%, 04/20/16 (144A) (b)

    3,000,000        2,998,500   

UBS AG
1.195%, 06/01/17 (b)

    11,000,000        10,992,036   

1.485%, 06/01/20 (b)

    4,000,000        3,987,052   

7.625%, 08/17/22

    3,600,000        4,123,188   

UBS Group Funding Jersey, Ltd.
3.000%, 04/15/21 (144A) (i)

    15,000,000        15,027,570   

4.125%, 04/15/26 (144A) (i)

    10,200,000        10,193,401   

Wachovia Corp.
0.904%, 06/15/17 (b)

    27,870,000        27,763,286   

Banks—(Continued)

   

Wells Fargo & Co.
7.980%, 03/15/18 (b)

    20,300,000      21,008,470   
   

 

 

 
      1,060,397,924   
   

 

 

 

Beverages—0.0%

  

Anheuser-Busch InBev Finance, Inc.
3.300%, 02/01/23

    1,400,000        1,455,472   
   

 

 

 

Biotechnology—0.1%

  

Amgen, Inc.
2.300%, 06/15/16

    5,108,000        5,122,588   
   

 

 

 

Chemicals—0.1%

  

Braskem Finance, Ltd.
5.750%, 04/15/21 (144A)

    3,300,000        3,143,910   

Rohm & Haas Co.
6.000%, 09/15/17

    2,438,000        2,578,061   
   

 

 

 
      5,721,971   
   

 

 

 

Computers—0.1%

  

Apple, Inc.
2.850%, 05/06/21

    3,700,000        3,879,557   
   

 

 

 

Diversified Financial Services—1.5%

  

Ally Financial, Inc.
2.750%, 01/30/17

    14,700,000        14,626,500   

5.500%, 02/15/17

    15,000,000        15,274,800   

Bear Stearns Cos. LLC (The)
6.400%, 10/02/17

    1,400,000        1,497,762   

7.250%, 02/01/18

    4,200,000        4,612,852   

BM&FBovespa S.A. - Bolsa de Valores Mercadorias e Futuros
5.500%, 07/16/20 (144A)

    1,000,000        1,032,200   

International Lease Finance Corp.
6.750%, 09/01/16 (144A)

    5,300,000        5,379,500   

LeasePlan Corp. NV
2.875%, 01/22/19 (144A)

    17,600,000        17,536,675   

Navient Corp.
8.450%, 06/15/18

    8,300,000        8,891,375   

OneMain Financial Holdings LLC
6.750%, 12/15/19 (144A)

    3,100,000        3,103,100   

7.250%, 12/15/21 (144A)

    3,100,000        3,084,500   

Piper Jaffray Cos.
5.060%, 10/09/18 (144A) (i)

    5,000,000        4,993,750   

Rio Oil Finance Trust
9.250%, 07/06/24 (144A)

    950,000        589,000   

Springleaf Finance Corp.
6.900%, 12/15/17

    3,200,000        3,304,000   

SteelRiver Transmission Co. LLC
4.710%, 06/30/17 (144A) (i)

    5,452,084        5,547,763   
   

 

 

 
      89,473,777   
   

 

 

 

 

MIST-300


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Electric—0.8%

  

Dynegy, Inc.
6.750%, 11/01/19

    22,450,000      $ 22,337,750   

7.375%, 11/01/22

    7,000,000        6,475,000   

7.625%, 11/01/24

    3,600,000        3,267,000   

IPALCO Enterprises, Inc.
3.450%, 07/15/20

    6,500,000        6,524,375   

Majapahit Holding B.V.
7.250%, 06/28/17

    2,040,000        2,167,500   

7.750%, 01/20/20

    5,000,000        5,712,500   
   

 

 

 
      46,484,125   
   

 

 

 

Food—0.0%

  

Kraft Heinz Foods Co.
5.000%, 07/15/35 (144A)

    2,100,000        2,316,029   
   

 

 

 

Forest Products & Paper—0.1%

  

International Paper Co.
5.250%, 04/01/16

    6,500,000        6,500,000   
   

 

 

 

Healthcare-Services—0.1%

  

HCA, Inc.
3.750%, 03/15/19

    4,500,000        4,609,800   
   

 

 

 

Holding Companies-Diversified—0.1%

  

Blackstone CQP Holdco L.P.
9.296%, 03/19/19 (144A) (i)

    6,317,287        6,356,770   
   

 

 

 

Housewares—0.1%

  

Newell Rubbermaid, Inc.
3.150%, 04/01/21

    1,400,000        1,438,105   

3.850%, 04/01/23

    7,400,000        7,674,622   
   

 

 

 
      9,112,727   
   

 

 

 

Insurance—0.0%

  

American International Group, Inc.
3.300%, 03/01/21

    2,300,000        2,351,490   
   

 

 

 

Lodging—0.3%

  

Hyatt Hotels Corp.
4.850%, 03/15/26

    2,700,000        2,817,347   

MGM Resorts International
6.875%, 04/01/16

    14,200,000        14,200,000   
   

 

 

 
      17,017,347   
   

 

 

 

Machinery-Diversified—0.2%

  

John Deere Capital Corp.
0.721%, 04/12/16 (b)

    9,900,000        9,900,802   
   

 

 

 
   

Media—0.2%

  

DISH DBS Corp.
4.250%, 04/01/18

    500,000        512,395   

4.625%, 07/15/17

    1,000,000        1,020,000   

Time Warner Cable, Inc.
6.750%, 07/01/18

    4,900,000        5,391,093   

Media—(Continued)

  

Virgin Media Secured Finance plc
5.125%, 01/15/25 (GBP)

    2,000,000      2,779,717   

5.500%, 01/15/25 (GBP)

    2,700,000        3,800,315   
   

 

 

 
      13,503,520   
   

 

 

 

Oil & Gas—2.3%

  

Canadian Natural Resources, Ltd.
1.750%, 01/15/18

    3,900,000        3,802,906   

CNPC General Capital, Ltd.
1.518%, 05/14/17 (144A) (b)

    13,600,000        13,602,856   

Ecopetrol S.A.
5.375%, 06/26/26

    4,100,000        3,731,000   

Petrobras Global Finance B.V.

   

2.000%, 05/20/16

    4,500,000        4,483,350   

2.238%, 05/20/16 (b)

    5,500,000        5,480,750   

2.762%, 01/15/19 (b)

    700,000        568,820   

3.002%, 03/17/17 (b)

    5,300,000        5,115,030   

3.500%, 02/06/17

    3,900,000        3,838,380   

3.522%, 03/17/20 (b)

    4,500,000        3,465,000   

4.375%, 05/20/23

    23,000,000        16,783,100   

4.875%, 03/17/20

    1,000,000        832,200   

5.375%, 01/27/21

    8,200,000        6,778,366   

5.750%, 01/20/20

    9,100,000        7,905,625   

6.125%, 10/06/16

    3,100,000        3,131,620   

6.250%, 03/17/24

    1,600,000        1,279,520   

6.750%, 01/27/41

    8,400,000        6,039,600   

6.850%, 06/05/15

    2,900,000        2,022,750   

Statoil ASA
1.080%, 11/08/18 (b)

    49,900,000        49,304,693   
   

 

 

 
      138,165,566   
   

 

 

 

Pharmaceuticals—0.7%

  

AbbVie, Inc.
1.800%, 05/14/18

    13,800,000        13,892,681   

2.500%, 05/14/20

    5,000,000        5,090,360   

Actavis Funding SCS
3.000%, 03/12/20

    8,700,000        8,945,409   

3.450%, 03/15/22

    4,900,000        5,086,969   

Merck & Co., Inc.
2.350%, 02/10/22

    4,300,000        4,382,182   

2.750%, 02/10/25

    4,000,000        4,094,732   

Valeant Pharmaceuticals International, Inc.
4.500%, 05/15/23 (EUR)

    1,900,000        1,589,077   
   

 

 

 
      43,081,410   
   

 

 

 

Pipelines—1.0%

  

Energy Transfer Partners L.P.
4.750%, 01/15/26

    5,000,000        4,543,755   

6.125%, 12/15/45

    10,600,000        9,514,178   

Kinder Morgan Energy Partners L.P.
5.000%, 08/15/42

    5,000,000        4,169,210   

5.950%, 02/15/18

    5,399,000        5,651,382   

6.850%, 02/15/20

    4,200,000        4,589,142   

Kinder Morgan Finance Co. LLC
6.000%, 01/15/18 (144A)

    4,420,000        4,621,486   

 

MIST-301


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Pipelines—(Continued)

  

Kinder Morgan, Inc.
1.500%, 03/16/22 (EUR)

    6,000,000      $ 6,448,396   

MPLX L.P.
4.875%, 06/01/25 (144A) (i)

    6,700,000        6,109,268   

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
4.125%, 11/15/19

    8,250,000        7,791,135   

Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.
5.500%, 10/15/19 (144A)

    1,900,000        1,890,500   

6.250%, 10/15/22 (144A)

    4,800,000        4,752,000   
   

 

 

 
      60,080,452   
   

 

 

 

Real Estate Investment Trusts—0.5%

  

Digital Realty Trust L.P.
3.400%, 10/01/20

    5,300,000        5,418,206   

4.750%, 10/01/25

    8,000,000        8,144,848   

Goodman Funding Pty, Ltd.
6.000%, 03/22/22 (144A)

    5,000,000        5,678,690   

Welltower, Inc.
4.250%, 04/01/26

    10,300,000        10,437,670   
   

 

 

 
      29,679,414   
   

 

 

 

Retail—0.0%

  

CVS Pass-Through Trust
6.943%, 01/10/30

    866,977        1,001,465   
   

 

 

 

Savings & Loans—0.2%

  

Nationwide Building Society
6.250%, 02/25/20 (144A)

    10,800,000        12,321,677   
   

 

 

 

Telecommunications—2.3%

  

AT&T, Inc.
3.400%, 05/15/25

    8,500,000        8,519,916   

Sprint Communications, Inc.
9.125%, 03/01/17

    2,000,000        2,035,000   

Telefonica Emisiones S.A.U.
1.275%, 06/23/17 (b)

    29,500,000        29,374,064   

Verizon Communications, Inc.
1.036%, 06/09/17 (b)

    39,900,000        39,820,559   

2.382%, 09/14/18 (b)

    3,700,000        3,790,539   

2.500%, 09/15/16

    3,086,000        3,109,765   

3.000%, 11/01/21

    6,800,000        7,065,350   

3.500%, 11/01/24

    28,100,000        29,482,801   

3.650%, 09/14/18

    14,600,000        15,360,164   
   

 

 

 
      138,558,158   
   

 

 

 

Transportation—0.1%

  

Hellenic Railways Organization S.A.
4.028%, 03/17/17 (EUR) (j)

    4,900,000        5,032,077   

5.014%, 12/27/17 (EUR) (j)

    500,000        511,344   
   

 

 

 
      5,543,421   
   

 

 

 

Trucking & Leasing—0.1%

  

GATX Corp.
6.000%, 02/15/18

    5,000,000      5,317,370   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $1,843,629,695)

      1,842,773,367   
   

 

 

 
Asset-Backed Securities—7.8%   

Asset-Backed - Automobile—0.2%

  

Santander Drive Auto Receivables Trust
1.200%, 12/17/18

    9,408,941        9,407,658   
   

 

 

 

Asset-Backed - Home Equity—1.6%

  

ACE Securities Corp. Home Equity Loan Trust
0.583%, 04/25/36 (b)

    9,475,992        8,316,536   

0.903%, 10/25/35 (b)

    7,100,000        6,015,187   

Asset-Backed Funding Certificates Trust
1.133%, 06/25/34 (b)

    2,507,393        2,310,659   

Asset-Backed Securities Corp. Home Equity Loan Trust
0.513%, 05/25/37 (b)

    30,454        19,909   

0.883%, 11/25/35 (b)

    2,000,000        1,781,832   

Bear Stearns Asset-Backed Securities I Trust
0.683%, 04/25/37 (b)

    14,815,990        10,630,279   

0.896%, 02/25/36 (b)

    1,000,000        729,258   

1.103%, 06/25/35 (b)

    7,800,000        6,667,743   

1.233%, 10/27/32 (b)

    19,042        18,044   

1.433%, 10/25/37 (b)

    4,465,165        4,080,147   

Citigroup Mortgage Loan Trust, Inc.
0.593%, 12/25/36 (144A) (b)

    11,734,939        7,504,450   

0.603%, 05/25/37 (b)

    13,485,000        12,163,243   

HSI Asset Securitization Corp. Trust
0.603%, 12/25/36 (b)

    12,509,270        4,782,672   

Merrill Lynch Mortgage Investors Trust
0.933%, 06/25/36 (b)

    2,378,598        2,247,246   

Morgan Stanley ABS Capital I, Inc.
0.493%, 05/25/37 (b)

    294,503        175,628   

Morgan Stanley Home Equity Loan Trust
0.603%, 04/25/37 (b)

    6,046,111        3,268,354   

Option One Mortgage Corp. Asset-Backed Certificates
1.073%, 08/25/33 (b)

    17,679        16,587   

Renaissance Home Equity Loan Trust
1.316%, 08/25/33 (b)

    106,933        98,769   

5.812%, 11/25/36

    23,829,671        12,585,726   

Residential Asset Securities Corp. Trust
0.713%, 06/25/36 (b)

    6,000,000        4,626,230   

1.013%, 06/25/33 (b)

    1,192,750        999,209   

1.201%, 03/25/34 (b)

    2,178,920        2,001,122   

Soundview Home Loan Trust
0.613%, 05/25/36 (b)

    8,917,965        8,377,079   
   

 

 

 
      99,415,909   
   

 

 

 

Asset-Backed - Manufactured Housing—0.0%

  

Conseco Financial Corp.
6.220%, 03/01/30

    47,066        49,562   

 

MIST-302


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Asset-Backed - Manufactured Housing—(Continued)

  

Mid-State Trust
7.791%, 03/15/38

    125,241      $ 135,063   
   

 

 

 
      184,625   
   

 

 

 

Asset-Backed - Other—6.0%

   

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
1.213%, 05/25/34 (b)

    5,736,092        5,232,785   

Argent Securities, Inc. Asset-Backed Pass-Through Certificates
0.813%, 02/25/36 (b)

    7,354,918        4,727,533   

BlackRock Senior Income
0.864%, 04/20/19 (144A) (b)

    751,365        749,104   

Bridgeport CLO II, Ltd.
0.869%, 06/18/21 (144A) (b)

    3,409,494        3,307,778   

Celf Loan Partners IV plc
0.997%, 05/03/23 (GBP) (b)

    11,399,620        15,911,657   

Chapel B.V.
0.477%, 11/17/64 (EUR) (b)

    2,444,627        2,643,691   

CIFC Funding, Ltd.
1.587%, 01/19/23 (144A) (b)

    3,206,497        3,206,497   

Citigroup Mortgage Loan Trust, Inc.
0.493%, 07/25/45 (b)

    447,744        300,301   

0.673%, 10/25/36 (b)

    11,331,396        10,904,673   

Countrywide Asset-Backed Certificates
0.573%, 02/25/37 (b)

    2,583,936        2,512,251   

0.583%, 05/25/37 (b)

    3,353,892        3,092,167   

0.583%, 06/25/47 (b)

    949,898        846,995   

0.613%, 06/25/36 (b)

    3,426,221        3,346,629   

0.633%, 06/25/47 (b)

    11,402,617        8,270,665   

0.653%, 09/25/37 (b)

    11,251,524        9,772,251   

0.993%, 12/25/35 (b)

    3,500,000        3,289,875   

5.016%, 10/25/46 (b)

    2,000,145        1,891,586   

5.016%, 10/25/46 (b)

    12,402,145        11,712,493   

5.352%, 10/25/32 (b)

    13,079,271        11,939,729   

CWABS Asset-Backed Certificates Trust
0.583%, 03/25/47 (b)

    3,483,594        3,065,034   

0.783%, 04/25/36 (b)

    7,286,727        7,176,384   

1.133%, 11/25/35 (b)

    10,000,000        8,036,334   

1.441%, 01/25/35 (b)

    5,540,977        5,541,493   

First Franklin Mortgage Loan Trust
0.573%, 12/25/36 (b)

    8,127,487        4,752,753   

0.793%, 10/25/35 (b)

    9,703,288        8,959,834   

1.858%, 10/25/34 (b)

    5,362,296        4,395,298   

GSAMP Trust
0.603%, 12/25/36 (b)

    3,590,007        1,850,698   

0.823%, 01/25/36 (b)

    14,600,000        11,843,611   

1.753%, 12/25/34 (b)

    7,703,823        4,949,906   

Harvest CLO V S.A.
0.205%, 04/05/24 (EUR) (b)

    6,704,357        7,536,638   

Hillmark Funding, Ltd.
0.868%, 05/21/21 (144A) (b)

    11,815,665        11,590,021   

Home Equity Loan Trust
0.663%, 04/25/37 (b)

    15,900,000        8,897,343   

Home Equity Mortgage Loan Asset-Backed Trust
0.683%, 03/25/36 (b)

    5,588,127        5,437,903   

Asset-Backed - Other—(Continued)

   

LCM IX L.P.
1.824%, 07/14/22 (144A) (b)

    8,140,179      8,089,425   

Lehman XS Trust
0.603%, 02/25/37 (b)

    14,263,968        7,891,811   

1.233%, 10/25/35 (b)

    5,704,929        5,245,078   

Lockwood Grove CLO, Ltd.
1.989%, 01/25/24 (144A) (b)

    14,900,000        14,824,978   

Long Beach Mortgage Loan Trust
1.213%, 08/25/35 (b)

    10,000,000        7,111,460   

Morgan Stanley ABS Capital I, Inc. Trust
1.393%, 06/25/35 (b)

    6,382,479        6,255,783   

Mountain View Funding CLO, Ltd.
0.882%, 04/15/19 (144A) (b)

    1,476,203        1,468,829   

OHA Park Avenue CLO I, Ltd.
0.882%, 03/14/22 (144A) (b)

    4,317,593        4,229,069   

OneMain Financial Issuance Trust
3.190%, 03/18/26 (144A)

    6,900,000        6,831,556   

Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
0.923%, 09/25/35 (b)

    5,000,000        3,882,629   

1.483%, 10/25/34 (b)

    5,800,000        4,829,808   

2.233%, 12/25/34 (b)

    4,636,570        3,955,078   

Penta CLO S.A.
0.172%, 06/04/24 (EUR) (b)

    1,063,060        1,200,453   

Popular ABS Mortgage Pass-Through Trust
0.523%, 06/25/47 (b)

    36,874        36,786   

RAMP Trust
0.733%, 05/25/36 (b)

    31,846,226        23,664,068   

Residential Asset Securities Corp. Trust
0.593%, 11/25/36 (b)

    10,630,275        8,930,234   

RMAT LLC
4.090%, 07/27/20 (144A)

    9,202,360        9,151,204   

Securitized Asset-Backed Receivables LLC Trust
0.683%, 05/25/36 (b)

    10,667,932        5,830,352   

Small Business Administration Participation Certificates
5.500%, 10/01/18

    7,519        7,771   

6.220%, 12/01/28

    3,942,347        4,539,058   

Soundview Home Loan Trust
0.543%, 02/25/37 (b)

    2,676,056        971,912   

Specialty Underwriting & Residential Finance Trust
0.703%, 04/25/37 (b)

    5,828,435        3,088,561   

Structured Asset Investment Loan Trust
1.168%, 08/25/35 (b)

    8,760,000        8,404,886   

Structured Asset Securities Corp. Mortgage Loan Trust
0.593%, 03/25/36 (b)

    4,059,411        3,883,736   

1.333%, 08/25/37 (b)

    964,337        906,160   

Sunrise S.r.l.
0.299%, 08/27/31 (EUR) (b)

    607,406        691,078   

United States Small Business Administration
5.471%, 03/10/18

    602,901        645,238   

Wells Fargo Home Equity Asset-Backed Securities Trust
0.913%, 12/25/35 (b)

    20,861,000        17,053,947   

 

MIST-303


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Asset-Backed - Other—(Continued)

   

Wood Street CLO B.V.
0.231%, 11/22/21 (EUR) (b)

    1,139,584      $ 1,289,321   
   

 

 

 
      362,602,179   
   

 

 

 

Asset-Backed - Student Loan—0.0%

  

SLM Student Loan Trust
0.749%, 01/25/19 (b)

    1,306,065        1,287,314   
   

 

 

 

Total Asset-Backed Securities
(Cost $468,031,331)

      472,897,685   
   

 

 

 
Mortgage-Backed Securities—6.4%   

Collateralized Mortgage Obligations—4.1%

  

Adjustable Rate Mortgage Trust
2.810%, 11/25/35 (b)

    571,398        477,769   

Aire Valley Mortgages plc
0.066%, 09/20/66 (EUR) (b)

    3,888,835        4,301,843   

Alternative Loan Trust
5.500%, 02/25/36

    5,260,923        4,662,518   

6.000%, 04/25/37

    5,161,722        4,200,615   

Alternative Loan Trust Resecuritization
2.839%, 03/25/47 (b)

    5,545,941        5,165,841   

American Home Mortgage Assets Trust
1.271%, 11/25/46 (b)

    4,084,580        1,926,169   

American Home Mortgage Investment Trust
2.881%, 02/25/45 (b)

    1,482,041        1,480,882   

Banc of America Alternative Loan Trust
15.987%, 09/25/35 (b)

    5,193,528        6,627,331   

26.668%, 11/25/46 (b)

    2,234,790        3,620,032   

Banc of America Funding Trust
2.815%, 02/20/36 (b)

    4,169,591        4,068,655   

2.826%, 05/25/35 (b)

    1,551,168        1,578,862   

3.023%, 01/20/47 (b)

    275,781        229,573   

Banc of America Funding, Ltd.
0.701%, 10/03/39 (144A) (b)

    6,347,227        6,320,857   

BCAP LLC Trust
4.000%, 02/26/37 (144A) (b)

    2,083,081        2,065,058   

5.250%, 02/26/36 (144A)

    6,017,366        5,262,353   

5.250%, 08/26/37 (144A)

    8,203,289        8,522,414   

Bear Stearns Adjustable Rate Mortgage Trust
2.380%, 08/25/35 (b)

    22,946        22,986   

2.460%, 08/25/35 (b)

    664,810        661,896   

2.862%, 10/25/35 (b)

    4,840,070        4,768,856   

2.926%, 02/25/33 (b)

    16,051        15,100   

Bear Stearns ALT-A Trust
1.273%, 11/25/34 (b)

    512,342        495,662   

2.792%, 09/25/35 (b)

    1,403,026        1,162,826   

2.811%, 11/25/36 (b)

    2,977,155        2,012,410   

2.946%, 11/25/36 (b)

    5,063,446        3,783,804   

3.006%, 05/25/35 (b)

    1,743,899        1,666,125   

3.591%, 05/25/36 (b)

    2,861,114        1,948,180   

Bear Stearns Structured Products, Inc. Trust
2.414%, 12/26/46 (b)

    1,115,887        792,280   

2.775%, 01/26/36 (b)

    1,517,295        1,162,254   

Collateralized Mortgage Obligations—(Continued)

  

Chase Mortgage Finance Trust
2.624%, 03/25/37 (b)

    2,461,626      2,284,170   

2.674%, 12/25/35 (b)

    4,230,324        3,976,367   

5.433%, 09/25/36 (b)

    4,472,464        3,881,500   

ChaseFlex Trust
0.733%, 07/25/37 (b)

    6,894,266        5,058,789   

Chevy Chase Funding LLC Mortgage-Backed Certificate
0.683%, 08/25/35 (144A) (b)

    53,847        47,502   

CHL Mortgage Pass-Through Trust
5.500%, 12/25/34

    8,842,063        8,852,297   

Citicorp Mortgage Securities Trust
6.000%, 05/25/37

    3,377,266        3,464,055   

Citigroup Mortgage Loan Trust, Inc.
2.430%, 09/25/35 (b)

    2,360,717        2,343,469   

2.554%, 10/25/46 (b)

    2,518,315        1,969,523   

2.650%, 09/25/35 (b)

    806,600        803,841   

2.730%, 10/25/35 (b)

    4,231,019        4,160,300   

Countrywide Alternative Loan Trust
0.642%, 03/20/46 (b)

    236,795        170,777   

4.567%, 05/25/35 (b) (k)

    2,483,273        255,129   

Countrywide Home Loan Mortgage Pass-Through Trust
0.723%, 04/25/35 (b)

    109,778        94,473   

1.073%, 03/25/35 (b)

    848,332        705,012   

2.603%, 09/20/36 (b)

    4,269,642        3,659,538   

Countrywide Home Reperforming Loan REMIC Trust
0.773%, 06/25/35 (144A) (b)

    2,483,790        2,194,456   

Credit Suisse First Boston Mortgage Securities Corp.
1.055%, 03/25/32 (144A) (b)

    69,000        63,215   

6.000%, 11/25/35

    2,492,183        1,901,254   

Deutsche Alt-A Securities Mortgage Loan Trust
0.623%, 08/25/47 (b)

    6,711,061        5,270,887   

Downey Savings & Loan Association Mortgage Loan Trust
2.619%, 07/19/44 (b)

    659,911        648,040   

First Horizon Alternative Mortgage Securities Trust
4.267%, 01/25/36 (b) (k)

    40,619,889        5,967,318   

First Horizon Mortgage Pass-Through Trust
2.731%, 08/25/35 (b)

    363,468        318,253   

GreenPoint MTA Trust
0.873%, 06/25/45 (b)

    75,653        65,515   

GSR Mortgage Loan Trust
2.838%, 09/25/35 (b)

    60,283        60,380   

2.852%, 04/25/36 (b)

    3,407,564        3,000,396   

6.000%, 03/25/32

    159        163   

HarborView Mortgage Loan Trust
0.622%, 01/19/38 (b)

    172,546        138,411   

0.652%, 05/19/35 (b)

    1,215,035        992,949   

IndyMac ARM Trust
1.842%, 01/25/32 (b)

    540        502   

1.864%, 01/25/32 (b)

    31,271        30,006   

 

MIST-304


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mortgage-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Collateralized Mortgage Obligations—(Continued)

  

IndyMac INDX Mortgage Loan Trust
0.643%, 05/25/46 (b)

    8,634,500      $ 6,843,165   

JPMorgan Mortgage Trust
2.502%, 07/25/35 (b)

    2,878,332        2,820,255   

5.750%, 01/25/36

    449,395        382,962   

MASTR Alternative Loan Trust
0.833%, 03/25/36 (b)

    727,523        158,752   

Merrill Lynch Mortgage Investors Trust
0.683%, 11/25/35 (b)

    100,592        93,339   

0.813%, 08/25/35 (b)

    6,647,074        5,955,509   

1.439%, 10/25/35 (b)

    163,534        153,675   

Morgan Stanley Re-REMIC Trust
0.850%, 03/26/37 (144A) (b)

    4,746,092        3,219,063   

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.976%, 05/25/35

    1,502,853        1,126,845   

RALI Series Trust
6.250%, 01/25/37

    5,798,073        4,578,637   

RBSSP Resecuritization Trust
0.676%, 06/27/36 (144A) (b)

    8,300,000        6,587,551   

2.790%, 01/26/36 (144A) (b) (i)

    16,743,966        16,837,752   

Residential Accredit Loans, Inc. Trust
0.613%, 06/25/46 (b)

    1,726,154        698,819   

0.873%, 06/25/34 (b)

    1,765,348        1,708,630   

6.000%, 12/25/35

    10,846,798        9,274,606   

Residential Asset Securitization Trust
0.833%, 05/25/33 (b)

    14,130        14,107   

6.000%, 06/25/36

    4,565,754        3,111,731   

RFMSI Trust
0.783%, 06/25/18 (b)

    959        929   

Sequoia Mortgage Trust
0.782%, 07/20/33 (b)

    290,675        271,047   

1.072%, 04/19/27 (b)

    1,129,506        1,041,641   

Structured Adjustable Rate Mortgage Loan Trust
2.606%, 01/25/35 (b)

    2,244,259        2,113,932   

2.707%, 08/25/35 (b)

    183,547        169,198   

3.645%, 04/25/35 (b)

    8,304,473        7,840,450   

Structured Asset Mortgage Investments II Trust 0.663%, 05/25/45 (b)

    1,139,048        983,475   

0.682%, 07/19/35 (b)

    1,047,497        978,893   

WaMu Mortgage Pass-Through Certificates Trust
1.717%, 08/25/42 (b)

    79,630        75,167   

1.751%, 06/25/42 (b)

    169,129        160,948   

Wells Fargo Mortgage-Backed Securities Trust
2.626%, 09/25/33 (b)

    701,673        693,260   

2.735%, 10/25/36 (b)

    2,777,122        2,609,564   

2.765%, 04/25/36 (b)

    1,266,842        1,227,751   

2.834%, 07/25/36 (b)

    8,263,179        7,848,405   

2.837%, 03/25/36 (b)

    4,265,524        4,203,967   

2.837%, 03/25/36 (b)

    9,035,613        8,369,232   

3.401%, 04/25/36 (b)

    295,752        43,567   

5.750%, 03/25/36

    5,024,940        5,099,713   
   

 

 

 
      248,678,175   
   

 

 

 

Commercial Mortgage-Backed Securities—2.3%

  

BAMLL Commercial Mortgage Securities Trust
3.429%, 03/15/28 (144A) (b)

    15,200,000      15,184,800   

Banc of America Commercial Mortgage Trust
5.451%, 01/15/49

    7,344,094        7,504,487   

Bear Stearns Commercial Mortgage Securities Trust
5.331%, 02/11/44

    330,652        337,434   

5.700%, 06/11/50

    5,300,000        5,494,923   

Credit Suisse Commercial Mortgage Trust
5.297%, 12/15/39

    4,344,653        4,413,260   

5.383%, 02/15/40

    689,736        699,528   

5.467%, 09/15/39

    13,885,139        13,989,106   

Greenwich Capital Commercial Mortgage Trust
5.444%, 03/10/39

    6,485,792        6,618,867   

JPMorgan Chase Commercial Mortgage Securities Trust
2.962%, 10/05/28 (144A)

    8,700,000        8,730,308   

5.420%, 01/15/49

    360,463        367,848   

5.794%, 02/12/51 (b)

    11,929,192        12,393,575   

LB-UBS Commercial Mortgage Trust
5.866%, 09/15/45 (b)

    11,169,670        11,746,407   

ML-CFC Commercial Mortgage Trust
5.485%, 03/12/51 (b)

    2,200,000        2,244,773   

5.864%, 08/12/49 (b)

    7,377,394        7,645,138   

Morgan Stanley Capital Trust
1.588%, 08/14/31 (144A) (b)

    22,130,272        22,041,308   

Morgan Stanley Re-REMIC Trust
5.794%, 08/12/45 (144A) (b)

    748,216        765,771   

Wachovia Bank Commercial Mortgage Trust
5.703%, 06/15/49 (b)

    16,700,000        17,085,742   
   

 

 

 
      137,263,275   
   

 

 

 

Total Mortgage-Backed Securities
(Cost $384,618,620)

      385,941,450   
   

 

 

 
Municipals—4.4%   

American Municipal Power-Ohio, Inc., Combined Hydroelectric Projects Revenue, Build America Bonds, Taxable
8.084%, 02/15/50

    6,900,000        10,491,933   

Bay Area Toll Bridge Authority, Build America Bonds
7.043%, 04/01/50

    10,400,000        15,401,256   

California Infrastructure & Economic Development Bank Revenue, Build America Bonds
6.486%, 05/15/49

    2,500,000        3,128,575   

California State General Obligation Unlimited, Build America Bonds
7.625%, 03/01/40

    16,600,000        25,404,308   

7.950%, 03/01/36

    5,700,000        6,896,829   

California State Public Works Board Lease Revenue Build America Bonds, Taxable, University Projects
7.804%, 03/01/35

    3,100,000        4,174,336   

 

MIST-305


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Municipals—(Continued)

 

Security Description       
Principal
Amount*
    Value  

California State University Revenue, Build America Bonds
6.484%, 11/01/41

    4,400,000      $ 5,713,180   

Calleguas-Las Virgenes California Public Financing Water Revenue Authority, Build America Bonds
5.944%, 07/01/40

    7,800,000        9,908,808   

Chicago Transit Authority Transfer Tax Receipts Revenue
6.300%, 12/01/21

    315,000        334,347   

6.899%, 12/01/40

    14,500,000        17,352,930   

City of Chicago, IL General Obligation Unlimited
7.750%, 01/01/42

    11,400,000        11,365,572   

Clark County, NV, Airport Revenue
6.820%, 07/01/45

    4,800,000        7,124,880   

East Baton Rouge Sewer Commission, Build America Bonds
6.087%, 02/01/45

    15,000,000        16,756,800   

Irvine Ranch CA, Water District, Build America Bonds, Taxable
6.622%, 05/01/40

    21,700,000        29,335,362   

Los Angeles CA, Wastewater System Revenue, Build America Bonds
5.713%, 06/01/39

    2,300,000        2,839,327   

Los Angeles Department of Water & Power Revenue, Build America Bonds
6.166%, 07/01/40

    18,190,000        20,743,694   

Los Angeles, Unified School District, Build America Bonds
6.758%, 07/01/34

    1,100,000        1,521,619   

Metropolitan Transportation Authority, Build America Bonds, Metro Transit Authority
6.089%, 11/15/40

    200,000        264,918   

Municipal Electric Authority of Georgia, Build America Bonds
6.655%, 04/01/57

    1,300,000        1,587,963   

Newport Beach CA, Certificates of Participation, Build America Bonds
7.168%, 07/01/40

    31,650,000        41,635,575   

Pennsylvania Economic Development Financing Authority, Build America Bonds
6.532%, 06/15/39

    1,000,000        1,172,790   

Public Power Generation Agency, Build America Bonds, Whelan Energy Centre Unit
7.242%, 01/01/41

    1,800,000        2,227,860   

Regents of the University of California, Medical Center Pooled Revenue, Build America Bonds
6.548%, 05/15/48

    3,400,000        4,615,160   

State of California General Obligation Unlimited, Build America Bonds
7.500%, 04/01/34

    2,900,000        4,239,220   

7.550%, 04/01/39

    1,300,000        1,990,352   

7.600%, 11/01/40

    1,900,000        2,954,139   

State of Illinois General Obligation Unlimited, Build America Bonds
6.725%, 04/01/35

    5,720,000        6,242,808   

State of Texas Transportation Commission Revenue, Build America Bonds
5.178%, 04/01/30

    2,300,000      2,805,862   

State of Wisconsin, General Fund Annual Appropriation Revenue
5.050%, 05/01/18

    2,900,000        3,129,361   

Tobacco Settlement Financing Authority
7.467%, 06/01/47

    7,215,000        6,452,519   
   

 

 

 

Total Municipals
(Cost $219,406,831)

      267,812,283   
   

 

 

 
Foreign Government—2.4%   

Provincial—1.2%

  

Province of Ontario Canada
1.650%, 09/27/19

    7,000,000        7,016,548   

3.150%, 06/02/22 (CAD)

    9,300,000        7,790,947   

4.000%, 06/02/21 (CAD)

    31,100,000        26,984,862   

4.400%, 04/14/20

    2,700,000        2,992,505   

Province of Quebec Canada
3.500%, 07/29/20

    10,600,000        11,420,101   

3.500%, 12/01/22 (CAD)

    3,300,000        2,823,911   

4.250%, 12/01/21 (CAD)

    15,200,000        13,433,113   
   

 

 

 
      72,461,987   
   

 

 

 

Sovereign—1.2%

   

Banco Nacional de Desenvolvimento Economicoe Social
3.375%, 09/26/16 (144A)

    2,600,000        2,592,720   

4.125%, 09/15/17 (144A) (EUR)

    2,700,000        3,091,532   

Brazil Letras do Tesouro Nacional
Zero Coupon, 07/01/16 (BRL)

    84,900,000        22,838,292   

Export-Import Bank of Korea
4.000%, 01/29/21

    2,500,000        2,721,485   

5.125%, 06/29/20

    2,500,000        2,811,430   

Mexican Bonos
8.000%, 06/11/20 (MXN)

    372,700,000        23,829,684   

Mexican Udibonos
4.000%, 11/08/46 (MXN) (e)

    283,107,032        17,280,079   
   

 

 

 
      75,165,222   
   

 

 

 

Total Foreign Government
(Cost $171,700,976)

      147,627,209   
   

 

 

 
Preferred Stock—0.3%   

Banks—0.3%

   

GMAC Capital Trust,
6.402% (b)
(Cost $21,508,725)

    860,349        21,087,154   
   

 

 

 

 

MIST-306


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (l)—0.2%

 

Security Description   Principal/
Notional
Amount*
    Value  

Auto Manufacturers—0.1%

   

FCA U.S. LLC Term Loan B,
3.500%, 05/24/17

    9,390,261      $ 9,399,454   
   

 

 

 

Lodging—0.0%

   

MGM Resorts International Term Loan A,
3.183%, 12/20/17

    1,964,467        1,962,011   
   

 

 

 

Transportation—0.1%

   

Swissport Investments S.A. Term Loan B,
6.250%, 02/09/22 (EUR)

    3,000,000        3,411,262   
   

 

 

 

Total Floating Rate Loans
(Cost $14,586,594)

      14,772,727   
   

 

 

 
Purchased Options—0.1%   

Interest Rate Swaptions—0.1%

   

Call - OTC - 2-Year Interest Rate Swap, Exercise Rate 2.100%, Expires 01/30/18 (Counterparty - JPMorgan Chase Bank N.A.) (j)

    83,600,000        1,603,465   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.150%, Expires 07/05/16 (Counterparty - Goldman Sachs Bank USA) (j)

    528,600,000        46,305   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.250%, Expires 07/05/16 (Counterparty - Citibank N.A.) (j)

    828,000,000        30,885   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.250%, Expires 07/05/16 (Counterparty - Goldman Sachs Bank USA) (j)

    1,305,600,000        48,699   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.250%, Expires 07/05/16 (Counterparty - Morgan Stanley Capital Services, LLC) (j)

    319,700,000        11,925   

Put - OTC - 10-Year Interest Rate Swap, Exercise Rate 2.580%, Expires 05/12/16 (Counterparty - Morgan Stanley Capital Services, LLC) (j)

    34,200,000        222   

Put - OTC - 10-Year Interest Rate Swap, Exercise Rate 2.580%, Expires 05/23/16 (Counterparty - Morgan Stanley Capital Services, LLC) (j)

    79,800,000        1,700   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.905%, Expires 08/20/18 (Counterparty - Morgan Stanley Capital Services, LLC) (j)

    10,200,000        489,413   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.930%, Expires 08/20/18 (Counterparty - Goldman Sachs Bank USA) (j)

    11,900,000        554,257   

Interest Rate Swaptions—(Continued)

   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.940%, Expires 08/20/18 (Counterparty - Goldman Sachs Bank USA) (j)

    10,400,000      476,350   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 3.020%, Expires 08/21/17 (Counterparty - Morgan Stanley Capital Services, LLC) (j)

    22,600,000        473,671   
   

 

 

 
      3,736,892   
   

 

 

 

Options on Exchange-Traded Futures Contracts—0.0%

   

Put - U.S. Treasury Note 5-Year Futures @111.50, Expires 05/20/16

    1,260        0   
   

 

 

 

Total Purchased Options
(Cost $10,449,665)

      3,736,892   
   

 

 

 
Short-Term Investments—0.9%   

Repurchase Agreements—0.8%

   

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 03/31/16 at 0.470% to be repurchased at $42,800,559 on 04/01/16, collateralized by $34,854,000 U.S. Treasury Bond at 3.750% due 11/15/43 with a value of $43,289,714.

    42,800,000        42,800,000   

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $6,528,770 on 04/01/16, collateralized by $6,590,000 U.S. Treasury Note at 1.375% due 02/29/20 with a value of $6,664,138.

    6,528,765        6,528,765   
   

 

 

 
      49,328,765   
   

 

 

 

U.S. Treasury—0.1%

   

U.S. Treasury Bills
0.246%, 04/07/16 (g) (m)

    1,195,000        1,194,944   

0.250%, 04/14/16 (g) (m)

    3,926,000        3,925,624   

0.261%, 04/21/16 (g) (m)

    972,000        971,854   
   

 

 

 
      6,092,422   
   

 

 

 

Total Short-Term Investments
(Cost $55,421,187)

      55,421,187   
   

 

 

 

Total Investments—130.5%
(Cost $7,804,224,441) (n)

      7,935,075,698   

Other assets and liabilities (net)—(30.5)%

      (1,856,012,829
   

 

 

 
Net Assets—100.0%     $ 6,079,062,869   
   

 

 

 

 

MIST-307


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

 

* Principal and notional amounts stated in U.S. dollars unless otherwise noted.
(a) TBA (To Be Announced) Securities are purchased on a forward commitment basis with an approximate principal amount and no defined maturity date. The actual principal and maturity date will be determined upon settlement date.
(b) Variable or floating rate security. The stated rate represents the rate at March 31, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(c) All or a portion of this security has been transferred in a secured-borrowing transaction.
(d) All or a portion of the security was pledged as collateral against open centrally cleared swap contracts. As of March 31, 2016, the market value of securities pledged was $103,109,033.
(e) Principal amount of security is adjusted for inflation.
(f) All or a portion of the security was pledged as collateral against open futures contracts. As of March 31, 2016, the market value of securities pledged was $25,718,862.
(g) All or a portion of the security was pledged as collateral against open swap contracts and open forward foreign currency exchange contracts. As of March 31, 2016, the market value of securities pledged was $22,332,074.
(h) Payment-in-kind security for which part of the income earned may be paid as additional principal.
(i) Restricted securities are not registered under the Securities Act of 1933 and are subject to legal restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult. As of March 31, 2016, the market value of restricted securities was $65,066,274, which is 1.1% of net assets. See details shown in the Restricted Securities table that follows.
(j) Illiquid security. As of March 31, 2016, these securities represent 0.2% of net assets.
(k) Interest only security.
(l) Floating rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will have an expected average life of approximately two to four years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility and includes commitment fees on unfunded loan commitments, if any. Senior Loans typically have rates of interest which are determined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base rates are primarily the London Interbank Offered Rate (“LIBOR”) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.
(m) The rate shown represents current yield to maturity.
(n) As of March 31, 2016, the aggregate cost of investments was $7,804,224,441. The aggregate unrealized appreciation and depreciation of investments were $230,491,999 and $(99,640,742), respectively, resulting in net unrealized appreciation of $130,851,257.
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $493,179,428, which is 8.1% of net assets.
(ARM)— Adjustable-Rate Mortgage
(BRL)— Brazilian Real
(CAD)— Canadian Dollar
(CLO)— Collateralized Loan Obligation
(CMO)— Collateralized Mortgage Obligation
(EUR)— Euro
(GBP)— British Pound
(MXN)— Mexican Peso
(REMIC)— Real Estate Mortgage Investment Conduit

 

Restricted Securities

   Acquisition
Date
     Principal
Amount
     Cost      Value  

Blackstone CQP Holdco L.P., 9.296%, 03/19/19

     06/25/14 - 12/31/15       $ 6,317,287       $ 6,398,787       $ 6,356,770   

MPLX L.P., 4.875%, 06/01/25

     05/28/15         6,700,000         6,632,485         6,109,268   

Piper Jaffray Cos., 5.060%, 10/09/18

     10/08/15         5,000,000         5,000,000         4,993,750   

RBSSP Resecuritization Trust Series 2009-6 Class 2A1, 2.790%, 01/26/36

     03/18/16         16,743,966         16,838,151         16,837,752   

SteelRiver Transmission Co. LLC, 4.710%, 06/30/17

     11/17/10         5,452,084         5,452,096         5,547,763   

UBS Group Funding Jersey, Ltd., 3.000%, 04/15/21

     03/30/16 - 03/31/16         15,000,000         15,003,600         15,027,570   

UBS Group Funding Jersey, Ltd., 4.125%, 04/15/26

     03/29/16         10,200,000         10,177,458         10,193,401   
           

 

 

 
            $ 65,066,274   
           

 

 

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
BRL     508,900,000      

Citibank N.A.

     04/04/16       $ 142,993,622       $ (1,461,493
BRL     85,642,326      

Credit Suisse International

     04/04/16         24,064,269         (245,953
BRL     59,699,352      

Deutsche Bank AG

     04/04/16         16,774,664         (171,449
BRL     150,076,426      

Goldman Sachs Bank USA

     04/04/16         37,513,011         4,225,319   
BRL     407,096      

JPMorgan Chase Bank N.A.

     04/04/16         111,552         1,668   
BRL     82,600,000      

JPMorgan Chase Bank N.A.

     04/04/16         22,642,544         329,659   

 

MIST-308


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Buy

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
BRL     421,158,156      

JPMorgan Chase Bank N.A.

     04/04/16       $ 105,930,418       $ 11,199,491   
BRL     59,699,352      

Deutsche Bank AG

     05/03/16         16,174,303         296,845   
BRL     3,798,695      

JPMorgan Chase Bank N.A.

     01/03/18         1,103,470         (210,228
CAD     5,365,000      

Citibank N.A.

     04/04/16         4,018,185         112,751   
CAD     5,675,000      

Citibank N.A.

     04/04/16         4,215,624         154,005   
CAD     82,772,439      

Citibank N.A.

     04/04/16         62,822,758         910,261   
CAD     38,424,000      

JPMorgan Chase Bank N.A.

     04/04/16         28,418,571         1,167,092   
CAD     60,330,000      

JPMorgan Chase Bank N.A.

     04/04/16         44,508,389         1,944,429   
CNY     15,812,177      

BNP Paribas S.A.

     09/14/16         2,333,040         98,701   
CNY     135,605,397      

BNP Paribas S.A.

     09/14/16         19,939,038         915,600   
CNY     110,244,524      

Citibank N.A.

     09/26/16         16,172,000         777,164   
CNY     9,629,106      

UBS AG, Stamford

     09/26/16         1,409,000         71,394   
CNY     44,120,607      

JPMorgan Chase Bank N.A.

     09/30/16         6,500,752         281,718   
CNY     105,680,145      

JPMorgan Chase Bank N.A.

     09/30/16         15,532,061         713,692   
CNY     119,873,630      

Goldman Sachs Bank USA

     10/11/16         17,646,641         776,221   
CNY     291,960,570      

Goldman Sachs Bank USA

     10/11/16         42,696,778         2,173,382   
CNY     9,257,124      

BNP Paribas S.A.

     12/05/16         1,355,759         65,278   
CNY     112,779,000      

Deutsche Bank AG

     12/05/16         16,562,495         749,921   
DKK     22,080,000      

UBS AG, Stamford

     05/13/16         3,318,804         56,770   
EUR     4,612,000      

Citibank N.A.

     05/13/16         5,133,334         120,784   
EUR     7,592,000      

Citibank N.A.

     05/13/16         8,603,872         45,146   
EUR     13,605,000      

Deutsche Bank AG

     05/13/16         15,274,578         224,615   
EUR     13,349,792      

JPMorgan Chase Bank N.A.

     05/13/16         14,647,498         560,955   
EUR     15,352,000      

JPMorgan Chase Bank N.A.

     05/13/16         17,485,193         4,232   
EUR     1,055,000      

UBS AG, Stamford

     05/13/16         1,149,905         51,981   
EUR     5,667,000      

UBS AG, Stamford

     05/13/16         6,351,137         104,866   
EUR     17,056,000      

Deutsche Bank AG

     06/13/16         23,052,890         (3,603,593
GBP     1,005,000      

Goldman Sachs Bank USA

     04/04/16         1,442,848         582   
GBP     1,272,000      

Goldman Sachs Bank USA

     04/04/16         1,819,311         7,598   
GBP     24,450,000      

Goldman Sachs Bank USA

     04/04/16         34,135,476         980,817   
GBP     35,122,000      

Goldman Sachs Bank USA

     04/04/16         50,154,216         289,729   
INR     15,053,051      

Citibank N.A.

     05/24/16         220,849         4,405   
JPY     2,764,191,000      

Citibank N.A.

     05/13/16         24,555,910         31,654   
JPY     1,253,700,000      

JPMorgan Chase Bank N.A.

     05/13/16         11,052,540         99,160   
JPY     1,475,200,000      

JPMorgan Chase Bank N.A.

     05/13/16         13,099,190         22,759   
JPY     2,561,200,000      

JPMorgan Chase Bank N.A.

     05/13/16         22,772,028         9,925   
JPY     8,974,020,101      

JPMorgan Chase Bank N.A.

     05/13/16         79,189,226         634,958   
JPY     3,780,200,000      

UBS AG, Stamford

     05/13/16         33,675,415         (50,420
JPY     6,013,200,000      

UBS AG, Stamford

     05/13/16         53,513,408         (25,809
KRW     1,918,335,000      

Citibank N.A.

     05/24/16         1,590,000         85,273   
KRW     2,906,158,410      

JPMorgan Chase Bank N.A.

     05/24/16         2,371,000         166,934   
KRW     3,516,667,000      

JPMorgan Chase Bank N.A.

     05/24/16         2,933,000         138,088   
KRW     5,893,672,800      

JPMorgan Chase Bank N.A.

     05/24/16         4,828,900         318,016   
MXN     48,205,000      

BNP Paribas S.A.

     05/20/16         2,776,194         2,314   
MXN     39,184,000      

JPMorgan Chase Bank N.A.

     05/20/16         2,226,870         31,673   
MXN     173,793,000      

JPMorgan Chase Bank N.A.

     05/20/16         9,657,849         359,479   
MXN     330,445,000      

JPMorgan Chase Bank N.A.

     05/20/16         18,542,970         503,689   
MXN     485,996,000      

JPMorgan Chase Bank N.A.

     05/20/16         27,253,999         758,531   
MYR     9,271,512      

Barclays Bank plc

     05/24/16         2,111,000         256,011   
MYR     18,390,880      

Barclays Bank plc

     05/24/16         4,384,000         311,179   
MYR     13,601,565      

Citibank N.A.

     05/24/16         3,270,000         202,470   
MYR     31,008,915      

Citibank N.A.

     05/24/16         7,203,000         713,554   
MYR     51,843,090      

Citibank N.A.

     05/24/16         11,973,000         1,262,504   
MYR     33,786,720      

Deutsche Bank AG

     05/24/16         7,920,000         705,726   
MYR     32,932,298      

Goldman Sachs Bank USA

     05/24/16         7,717,000         690,592   
MYR     8,243,598      

JPMorgan Chase Bank N.A.

     05/24/16         1,914,000         190,585   
MYR     16,246,416      

JPMorgan Chase Bank N.A.

     05/24/16         3,803,000         344,699   

 

MIST-309


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Buy

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
MYR     17,544,254      

JPMorgan Chase Bank N.A.

     05/24/16       $ 4,277,000       $ 202,036   
MYR     32,055,727      

JPMorgan Chase Bank N.A.

     05/24/16         7,667,000         516,805   
MYR     60,969,315      

JPMorgan Chase Bank N.A.

     05/24/16         13,769,041         1,796,382   
MYR     18,594,030      

UBS AG, Stamford

     05/24/16         4,459,000         288,043   
MYR     30,334,178      

UBS AG, Stamford

     05/24/16         7,052,000         692,294   
MYR     32,626,440      

UBS AG, Stamford

     05/24/16         7,623,000         706,507   
MYR     35,397,719      

UBS AG, Stamford

     05/24/16         8,323,000         714,013   
RUB     4,158,758,991      

Societe Generale Paris

     04/15/16         57,362,193         4,341,498   
THB     189,632,940      

Goldman Sachs Bank USA

     05/24/16         5,194,000         190,062   
THB     102,046,890      

JPMorgan Chase Bank N.A.

     05/24/16         2,837,000         60,317   
THB     188,886,600      

JPMorgan Chase Bank N.A.

     05/24/16         5,260,000         102,872   
THB     350,316,340      

JPMorgan Chase Bank N.A.

     05/24/16         9,769,000         177,188   
THB     357,714,000      

JPMorgan Chase Bank N.A.

     05/24/16         10,020,000         136,222   
THB     477,891,800      

JPMorgan Chase Bank N.A.

     05/24/16         13,238,000         330,313   
TWD     264,319,160      

Barclays Bank plc

     05/24/16         7,834,000         382,786   
TWD     122,838,630      

Citibank N.A.

     05/24/16         3,657,000         161,636   
TWD     157,044,405      

Citibank N.A.

     05/24/16         4,683,000         198,978   
TWD     72,034,950      

Credit Suisse International

     05/24/16         2,173,000         66,322   
TWD     73,089,648      

JPMorgan Chase Bank N.A.

     05/24/16         2,212,156         59,953   
TWD     131,191,650      

JPMorgan Chase Bank N.A.

     05/24/16         3,915,000         163,303   
TWD     134,241,060      

JPMorgan Chase Bank N.A.

     05/24/16         4,006,000         167,099   

Contracts to Deliver

                           
AUD     12,488,000      

Citibank N.A.

     05/13/16         8,764,590         (790,930
BRL     439,900,000      

Citibank N.A.

     04/04/16         129,097,579         6,755,304   
BRL     69,000,000      

Citibank N.A.

     04/04/16         20,372,011         1,182,156   
BRL     85,642,326      

Credit Suisse International

     04/04/16         20,597,000         (3,221,315
BRL     59,699,352      

Deutsche Bank AG

     04/04/16         16,291,268         (311,947
BRL     150,076,426      

Goldman Sachs Bank USA

     04/04/16         42,169,329         430,999   
BRL     504,165,252      

JPMorgan Chase Bank N.A.

     04/04/16         141,663,225         1,447,895   
BRL     84,900,000      

JPMorgan Chase Bank N.A.

     07/05/16         22,694,467         (328,013
BRL     75,000,000      

UBS AG, Stamford

     07/05/17         26,417,753         7,966,771   
BRL     3,798,695      

BNP Paribas S.A.

     01/03/18         1,111,054         217,813   
CAD     168,805,439      

Citibank N.A.

     04/04/16         122,054,156         (7,922,444
CAD     293,000      

Citibank N.A.

     04/04/16         218,761         (6,843
CAD     361,000      

Goldman Sachs Bank USA

     04/04/16         277,109         (853
CAD     17,044,000      

JPMorgan Chase Bank N.A.

     04/04/16         13,110,481         (13,037
CAD     6,063,000      

JPMorgan Chase Bank N.A.

     04/04/16         4,573,309         (95,072
CAD     82,772,439      

Citibank N.A.

     05/03/16         62,825,380         (909,968
CAD     7,981,000      

JPMorgan Chase Bank N.A.

     05/03/16         6,122,103         (23,322
CAD     505,000      

JPMorgan Chase Bank N.A.

     05/03/16         387,378         (1,475
CNY     74,183,863      

BNP Paribas S.A.

     09/14/16         11,275,000         (133,672
CNY     77,233,711      

UBS AG, Stamford

     09/14/16         11,743,000         (134,706
CNY     119,873,630      

Goldman Sachs Bank USA

     09/26/16         17,672,657         (756,901
CNY     149,800,752      

JPMorgan Chase Bank N.A.

     09/30/16         22,832,000         (196,224
CNY     15,812,177      

BNP Paribas S.A.

     10/11/16         2,327,031         (103,074
CNY     9,257,124      

BNP Paribas S.A.

     10/11/16         1,362,745         (59,943
CNY     61,149,914      

JPMorgan Chase Bank N.A.

     10/11/16         9,353,000         (44,866
CNY     44,120,607      

JPMorgan Chase Bank N.A.

     10/11/16         6,493,577         (287,129
CNY     289,629,936      

UBS AG, Stamford

     10/11/16         44,124,000         (387,976
CNY     122,036,124      

JPMorgan Chase Bank N.A.

     12/05/16         18,332,000         (401,454
EUR     30,791,000      

Citibank N.A.

     05/13/16         34,038,699         (1,039,263
EUR     21,738,000      

Citibank N.A.

     05/13/16         23,996,385         (768,148
EUR     18,362,000      

Citibank N.A.

     05/13/16         20,432,932         (485,568
EUR     11,270,000      

Citibank N.A.

     05/13/16         12,605,123         (233,974
EUR     6,160,000      

Citibank N.A.

     05/13/16         6,704,634         (313,009

 

MIST-310


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
EUR     10,060,000      

Deutsche Bank AG

     05/13/16       $ 10,996,868       $ (463,764
EUR     49,581,000      

Goldman Sachs Bank USA

     05/13/16         55,055,199         (1,428,853
EUR     9,727,000      

Goldman Sachs Bank USA

     05/13/16         10,691,692         (389,577
EUR     2,330,000      

Goldman Sachs Bank USA

     05/13/16         2,644,566         (9,834
EUR     21,404,000      

JPMorgan Chase Bank N.A.

     05/13/16         23,491,738         (892,293
EUR     37,241,000      

Deutsche Bank AG

     06/13/16         50,990,377         8,523,722   
EUR     28,951,000      

Barclays Bank plc

     06/27/16         39,809,073         6,780,017   
GBP     57,424,000      

Citibank N.A.

     04/04/16         80,230,688         (2,244,486
GBP     4,425,000      

JPMorgan Chase Bank N.A.

     04/04/16         6,295,355         (60,048
GBP     35,122,000      

Goldman Sachs Bank USA

     05/03/16         50,157,904         (290,454
JPY     7,734,900,000      

Citibank N.A.

     05/13/16         68,292,101         (510,072
JPY     12,657,800,000      

Goldman Sachs Bank USA

     05/13/16         111,407,634         (1,183,886
JPY     8,918,400,000      

Goldman Sachs Bank USA

     05/13/16         79,979,259         649,817   
JPY     1,505,300,000      

Goldman Sachs Bank USA

     05/13/16         13,434,722         45,032   
JPY     4,231,200,000      

JPMorgan Chase Bank N.A.

     05/13/16         37,706,505         69,851   
JPY     853,100,000      

JPMorgan Chase Bank N.A.

     05/13/16         7,519,548         (68,802
KRW     6,680,240,000      

Barclays Bank plc

     05/24/16         5,530,000         (303,821
KRW     4,292,413,170      

JPMorgan Chase Bank N.A.

     05/24/16         3,567,349         (181,194
KRW     3,310,967,060      

JPMorgan Chase Bank N.A.

     05/24/16         2,731,032         (160,419
MXN     429,499,000      

BNP Paribas S.A.

     05/20/16         23,822,278         (933,797
MXN     226,902,000      

Barclays Bank plc

     05/20/16         12,942,901         (135,600
MXN     141,451,041      

Barclays Bank plc

     05/20/16         7,935,854         (217,303
MXN     110,397,445      

Barclays Bank plc

     05/20/16         6,265,000         (98,245
MXN     406,924,000      

Citibank N.A.

     05/20/16         23,111,096         (343,769
MXN     209,722,000      

Citibank N.A.

     05/20/16         11,972,621         (115,635
MXN     38,393,766      

Goldman Sachs Bank USA

     05/20/16         2,196,000         (16,995
MYR     114,009,546      

BNP Paribas S.A.

     05/24/16         26,191,028         (2,915,529
MYR     9,495,633      

BNP Paribas S.A.

     05/24/16         2,143,000         (281,228
MYR     57,197,098      

Citibank N.A.

     05/24/16         12,966,923         (1,635,456
MYR     47,825,175      

Citibank N.A.

     05/24/16         11,506,117         (703,617
MYR     12,832,500      

Societe Generale Paris

     05/24/16         2,900,000         (376,128
MYR     136,271,037      

UBS AG, Stamford

     05/24/16         32,589,032         (2,200,868
MYR     49,883,780      

UBS AG, Stamford

     05/24/16         11,988,411         (746,883
MYR     14,318,964      

UBS AG, Stamford

     05/24/16         3,244,356         (411,266
MYR     2,280,163      

UBS AG, Stamford

     05/24/16         515,000         (67,124
PHP     15,819,300      

UBS AG, Stamford

     05/24/16         329,397         (13,165
RUB     195,890,520      

JPMorgan Chase Bank N.A.

     04/15/16         2,494,308         (412,128
RUB     411,866,912      

Societe Generale Paris

     04/15/16         5,265,662         (845,226
RUB     3,142,526,258      

JPMorgan Chase Bank N.A.

     05/18/16         40,763,061         (5,445,547
RUB     344,889,860      

Societe Generale Paris

     05/18/16         4,808,000         (263,359
RUB     21,580,500      

Societe Generale Paris

     05/18/16         300,000         (17,326
SGD     5,000      

Barclays Bank plc

     05/24/16         3,556         (153
THB     97,841,660      

Barclays Bank plc

     05/24/16         2,674,000         (103,922
THB     557,664,941      

Deutsche Bank AG

     05/24/16         15,655,950         (177,283
THB     487,786,120      

JPMorgan Chase Bank N.A.

     05/24/16         13,640,551         (208,681
THB     188,366,240      

JPMorgan Chase Bank N.A.

     05/24/16         5,141,000         (207,098
THB     349,127,221      

UBS AG, Stamford

     05/24/16         9,580,879         (331,548
TRY     1,090,000      

JPMorgan Chase Bank N.A.

     05/18/16         371,444         (10,368
TWD     115,548,980      

Deutsche Bank AG

     05/24/16         3,425,196         (166,830
TWD     298,212,525      

Goldman Sachs Bank USA

     05/24/16         8,870,093         (400,323
TWD     455,342,760      

JPMorgan Chase Bank N.A.

     05/24/16         13,600,441         (554,621
TWD     108,798,010      

JPMorgan Chase Bank N.A.

     05/24/16         3,239,000         (143,161
             

 

 

 

Net Unrealized Appreciation

  

   $ 29,353,094   
             

 

 

 

 

MIST-311


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
    Notional
Amount
    Unrealized
Appreciation/
(Depreciation)
 

Australian 10 Year Treasury Bond Futures

     06/15/16         2        AUD         260,366      $ 1,182   

Canadian Bankers’ Acceptance Futures

     06/13/16         341        CAD         84,597,327        (84,939

Canadian Bankers’ Acceptance Futures

     09/19/16         533        CAD         132,135,302        (34,323

U.S. Treasury Long Bond Futures

     06/21/16         749        USD         123,260,064        (96,377

U.S. Treasury Note 10 Year Futures

     06/21/16         2,825        USD         366,019,942        2,333,573   

U.S. Treasury Note 5 Year Futures

     06/30/16         15,267        USD         1,848,094,237        1,717,513   

Futures Contracts—Short

                                

90 Day EuroDollar Futures

     12/18/17         (593     USD         (146,700,123     (15,489

90 Day Eurodollar Futures

     09/18/17         (4,807     USD         (1,179,096,532     (10,996,493

90 Day Eurodollar Futures

     03/19/18         (2,064     USD         (507,457,088     (2,918,512

90 Day Eurodollar Futures

     06/18/18         (1,008     USD         (248,201,481     (875,320

90 Day Eurodollar Futures

     09/17/18         (1,363     USD         (335,872,273     (703,539

90 Day Eurodollar Futures

     12/17/18         (2,934     USD         (722,284,832     (1,679,668

90 Day Sterling Futures

     09/20/17         (310     GBP         (38,289,868     (254,586

90 Day Sterling Futures

     03/21/18         (3,540     GBP         (437,482,058     (2,059,140

90 Day Sterling Futures

     06/20/18         (2,301     GBP         (285,521,062     489,580   

Call Options on 10 Year Euro-Bund Futures, Strike EUR 163.00

     05/26/16         (146     EUR         (62,656     (157,968

Call Options on 10 Year Euro-Bund Futures, Strike EUR 164.50

     04/22/16         (328     EUR         (199,801     141,511   

Call Options on 10 Year Euro-Bund Futures, Strike EUR 165.00

     04/22/16         (411     EUR         (195,801     162,003   

Call Options on 10 Year Euro-Bund Futures, Strike EUR 165.00

     05/26/16         (50     EUR         (19,618     (4,418

Canada Government Bond 10 Year Futures

     06/21/16         (445     CAD         (63,335,982     427,628   

Put Options on 10 Year Euro-Bund Futures, Strike EUR 158.50

     05/26/16         (50     EUR         (25,378     19,774   

Put Options on 10 Year Euro-Bund Futures, Strike EUR 160.50

     04/22/16         (347     EUR         (110,745     86,532   

Put Options on 10 Year Euro-Bund Futures, Strike EUR 161.00

     04/22/16         (608     EUR         (281,523     223,487   

Put Options on 10 Year Euro-Bund Futures, Strike EUR 161.00

     05/26/16         (333     EUR         (162,557     3,092   

Put Options on 10 Year Euro-Bund Futures, Strike EUR 161.50

     04/22/16         (347     EUR         (71,095     (2,020

Put Options on 10 Year Euro-Bund Futures, Strike EUR 162.00

     04/22/16         (665     EUR         (165,685     (38,478

United Kingdom Long Gilt Bond Futures

     06/28/16         (26     GBP         (3,150,531     (1,708
            

 

 

 

Net Unrealized Depreciation

  

  $ (14,317,103
            

 

 

 

Written Options

 

Foreign Currency Written Options

  Strike
Price
    Counterparty   Expiration
Date
    Notional
Amount
    Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

AUD Call/USD Put

  USD  0.744      Citibank N.A.     04/01/16        (21,000,000   $ (71,096   $ (502,807   $ (431,711

AUD Call/USD Put

  USD  0.745      Barclays Bank plc     04/21/16        (19,200,000     (94,056     (459,665     (365,609

EUR Call/USD Put

  USD  1.137      UBS AG, Stamford     04/28/16        (57,700,000     (410,174     (758,271     (348,097

EUR Call/USD Put

  USD  1.125      UBS AG, Stamford     04/29/16        (19,300,000     (136,333     (395,592     (259,259

EUR Call/USD Put

  USD  1.127      JPMorgan Chase Bank N.A.     05/04/16        (38,200,000     (274,684     (763,946     (489,262

EUR Put/USD Call

  USD  1.104      UBS AG, Stamford     04/21/16        (14,200,000     (58,937     (13,961     44,976   

EUR Put/USD Call

  USD  1.100      Credit Suisse International     05/03/16        (43,200,000     (219,037     (64,248     154,789   

USD Call/BRL Put

  BRL  6.300      Credit Suisse International     01/11/18        (17,700,000     (942,525     (562,860     379,665   

USD Call/CAD Put

  CAD 1.373      Goldman Sachs Bank USA     04/01/16        (11,600,000     (66,433     —          66,433   

USD Call/CAD Put

  CAD 1.372      Citibank N.A.     04/21/16        (23,100,000     (118,272     (6,884     111,388   

USD Call/MXN Put

  MXN 18.300      Credit Suisse International     04/14/16        (15,000,000     (106,875     (6,285     100,590   

USD Call/MXN Put

  MXN 18.200      Goldman Sachs Bank USA     04/20/16        (18,800,000     (254,740     (23,801     230,939   

USD Call/MXN Put

  MXN 18.450      Goldman Sachs Bank USA     04/29/16        (19,000,000     (251,750     (30,590     221,160   

USD Call/MXN Put

  MXN 18.300      JPMorgan Chase Bank N.A.     05/05/16        (21,100,000     (257,420     (64,207     193,213   

USD Call/MXN Put

  MXN 18.250      Goldman Sachs Bank USA     05/05/16        (21,700,000     (305,970     (72,630     233,340   

USD Call/MXN Put

  MXN 18.550      Goldman Sachs Bank USA     05/13/16        (2,600,000     (26,910     (7,657     19,253   

USD Put/MXN Call

  MXN  18.100      Goldman Sachs & Co.     04/01/16        (17,600,000     (117,480     (829,435     (711,955

USD Put/MXN Call

  MXN 18.200      Credit Suisse International     04/14/16        (21,000,000     (194,775     (1,093,302     (898,527

USD Put/MXN Call

  MXN 17.800      Citibank N.A.     04/15/16        (13,800,000     (153,428     (429,594     (276,166
         

 

 

   

 

 

   

 

 

 

Totals

  

  $ (4,060,895   $ (6,085,735   $ (2,024,840
         

 

 

   

 

 

   

 

 

 

 

MIST-312


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Written Options—(Continued)

 

 

Inflation Capped Options

  Strike
Index
  Counterparty  

Exercise Index

  Expiration
Date
    Notional
Amount
    Premiums
Received
    Market
Value
    Unrealized
Appreciation
 

Floor - OTC CPURNSA Index

  215.949   Deutsche Bank AG   Maximum of [(1 + 0.000%)10 - (Final Index/Initial Index)] or 0     03/10/20      $ (5,800,000   $ (43,500   $ (882   $ 42,618   

Floor - OTC CPURNSA Index

  215.949   Citibank N.A.   Maximum of [(1 + 0.000%) 10 - (Final Index/Initial Index)] or 0     03/12/20        (16,200,000     (137,080     (2,464     134,616   

Floor - OTC CPURNSA Index

  216.687   Citibank N.A.   Maximum of [(1 + 0.000%)10 - (Final Index/Initial Index)] or 0     04/07/20        (38,800,000     (346,040     (6,736     339,304   

Floor - OTC CPURNSA Index

  217.965   Citibank N.A.   Maximum of [(1 + 0.000%)10 - (Final Index/Initial Index)] or 0     09/29/20        (17,500,000     (225,750     (3,839     221,911   

Floor - OTC CPURNSA Index

  218.016   Deutsche Bank AG   Maximum of [(1 + 0.000%) 10 - (Final Index/Initial Index)] or 0     10/13/20        (18,000,000     (176,400     (4,273     172,127   
           

 

 

   

 

 

   

 

 

 

Totals

  

  $ (928,770   $ (18,194   $ 910,576   
           

 

 

   

 

 

   

 

 

 

 

Interest Rate

Swaptions

  Strike
Rate
 

Counterparty

 

Floating Rate
Index

  Pay/
Receive
Floating
Rate
  Expiration
Date
    Notional
Amount
    Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Call - 10 Yr. IRS

  0.400%   BNP Paribas S.A.   3M LIBOR   Receive     06/14/16        EUR        (12,600,000   $ (44,749   $ (46,051   $ (1,302

Call - 10 Yr. IRS

  0.450%   Goldman Sachs Bank USA   3M LIBOR   Receive     06/15/16        EUR        (10,700,000     (41,003     (56,498     (15,495

Call - 10 Yr. IRS

  0.450%   Morgan Stanley Capital Services, LLC   3M LIBOR   Receive     06/15/16        EUR        (15,900,000     (52,983     (83,955     (30,972

Call - 2 Yr. IRS

  1.100%   JPMorgan Chase Bank N.A.   3M LIBOR   Receive     01/30/18        USD        (83,600,000     (434,720     (569,099     (134,379

Call - 2 Yr. IRS

  1.600%   JPMorgan Chase Bank N.A.   3M LIBOR   Receive     01/30/18        USD        (83,600,000     (756,580     (1,013,291     (256,711

Put - 10 Yr. IRS

  0.900%   BNP Paribas S.A.   3M LIBOR   Pay     06/14/16        EUR        (12,600,000     (55,937     (23,713     32,224   

Put - 10 Yr. IRS

  0.950%   Goldman Sachs Bank USA   3M LIBOR   Pay     06/15/16        EUR        (10,700,000     (38,626     (15,872     22,754   

Put - 10 Yr. IRS

  0.950%   Morgan Stanley Capital Services, LLC   3M LIBOR   Pay     06/15/16        EUR        (15,900,000     (66,229     (23,586     42,643   

Put - 10 Yr. IRS

  1.975%   Citibank N.A.   3M LIBOR   Pay     04/15/16        USD        (46,300,000     (144,688     (4,436     140,252   

Put - 10 Yr. IRS

  2.000%   Morgan Stanley Capital Services, LLC   3M LIBOR   Pay     04/25/16        USD        (84,700,000     (531,493     (21,599     509,894   

Put - 10 Yr. IRS

  2.015%   JPMorgan Chase Bank N.A.   3M LIBOR   Pay     04/11/16        USD        (41,300,000     (135,257     (223     135,034   

Put - 2 Yr. IRS

  2.500%   Morgan Stanley Capital Services, LLC   3M LIBOR   Pay     05/12/16        USD        (325,100,000     (1,095,074     (65     1,095,009   

Put - 2 Yr. IRS

  2.500%   Morgan Stanley Capital Services, LLC   3M LIBOR   Pay     05/23/16        USD        (758,000,000     (2,368,653     (606     2,368,047   

Put - 5 Yr. IRS

  2.700%   Morgan Stanley Capital Services, LLC   3M LIBOR   Pay     08/21/17        USD        (99,400,000     (1,540,700     (263,340     1,277,360   

Put - 5 Yr. IRS

  2.800%   Morgan Stanley Capital Services, LLC   3M LIBOR   Pay     08/20/18        USD        (45,000,000     (1,003,705     (334,337     669,368   

Put - 5 Yr. IRS

  2.800%   Goldman Sachs Bank USA   3M LIBOR   Pay     08/20/18        USD        (98,200,000     (2,287,027     (729,596     1,557,431   
               

 

 

   

 

 

   

 

 

 

Totals

  

  $ (10,597,424   $ (3,186,267   $ 7,411,157   
               

 

 

   

 

 

   

 

 

 

 

Credit Default

Swaptions

  Strike
Rate
 

Counterparty

 

Reference

Obligation

  Buy/Sell
Protection
  Expiration
Date
    Notional
Amount
    Premiums
Received
    Market
Value
    Unrealized
Appreciation
 

Put - 5 Yr. CDS

  1.300%   Goldman Sachs Bank USA   ITRAXX.MAIN.24   Sell     04/20/16        EUR        (21,100,000   $ (53,296   $ (85   $ 53,211   

Put - 5 Yr. CDS

  1.300%   BNP Paribas S.A.   ITRAXX.MAIN.24   Sell     04/20/16        EUR        (64,400,000     (178,739     (260     178,479   

Put - 5 Yr. CDS

  1.200%   Barclays Bank plc  

ITRAXX.MAIN.24

  Sell     04/20/16        EUR        (42,400,000     (122,618     (583     122,035   
               

 

 

   

 

 

   

 

 

 

Totals

  

  $ (354,653   $ (928   $ 353,725   
               

 

 

   

 

 

   

 

 

 

 

MIST-313


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Written Options—(Continued)

 

 

Options on Exchange-Traded Futures Contracts

   Strike
Price
     Expiration
Date
     Number
of Contracts
  Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Call - U.S. Treasury Note 10 Year Futures

   $ 130.000         04/22/16       (418)   $ (234,620   $ (326,563   $ (91,943

Put - U.S. Treasury Note 10 Year Futures

     129.250         04/22/16       (408)     (133,383     (70,125     63,258   

Put - U.S. Treasury Note 10 Year Futures

     129.500         04/22/16       (640)     (256,550     (140,000     116,550   
          

 

 

   

 

 

   

 

 

 

Totals

  $ (624,553   $ (536,688   $ 87,865   
          

 

 

   

 

 

   

 

 

 

Swap Agreements

OTC Interest Rate Swaps

 

Pay/Receive
Floating Rate

   Floating
Rate Index
   Fixed
Rate
  Maturity
Date
  

Counterparty

   Notional
Amount
     Market
Value
     Upfront
Premium
Paid/(Received)
    Unrealized
Appreciation
 

Pay

   28-Day TIIE    5.750%   06/05/23    Goldman Sachs Bank USA      MXN         200,000       $ 15       $ (486   $ 501   
                   

 

 

    

 

 

   

 

 

 

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

   Floating
Rate Index
   Fixed
Rate
    Maturity
Date
     Notional
Amount
     Unrealized
Appreciation/
(Depreciation)
 

Pay

   3M LIBOR      1.500     02/02/21         USD         42,200,000       $ 650,751   

Pay

   28-Day TIIE      4.388     07/28/17         MXN         576,300,000         (43,323

Pay

   28-Day TIIE      4.975     01/16/20         MXN         70,000,000         (8,807

Pay

   28-Day TIIE      5.010     10/10/19         MXN         119,200,000         28,493   

Pay

   28-Day TIIE      5.095     02/05/21         MXN         333,200,000         (180,543

Pay

   28-Day TIIE      5.270     02/05/20         MXN         1,409,900,000         534,114   

Pay

   28-Day TIIE      5.310     10/22/20         MXN         2,156,700,000         719,459   

Pay

   28-Day TIIE      5.370     02/19/21         MXN         258,500,000         51,461   

Pay

   28-Day TIIE      5.375     01/07/22         MXN         210,600,000         (101,948

Pay

   28-Day TIIE      5.430     11/17/21         MXN         1,237,600,000         1,093,479   

Pay

   28-Day TIIE      5.495     09/22/20         MXN         413,300,000         294,232   

Pay

   28-Day TIIE      5.608     10/08/21         MXN         380,300,000         520,584   

Pay

   28-Day TIIE      5.615     06/02/20         MXN         359,600,000         159,786   

Pay

   28-Day TIIE      5.700     01/18/19         MXN         194,000,000         (33,418

Pay

   28-Day TIIE      5.780     10/06/22         MXN         8,700,000         8,819   

Pay

   28-Day TIIE      5.795     12/10/21         MXN         100,000         89   

Pay

   28-Day TIIE      5.825     01/12/23         MXN         904,200,000         150,637   

Pay

   28-Day TIIE      5.850     12/21/21         MXN         141,000,000         (229,449

Pay

   28-Day TIIE      5.920     12/08/21         MXN         53,000,000         46,892   

Pay

   28-Day TIIE      5.990     01/30/26         MXN         32,400,000         (20,494

Pay

   28-Day TIIE      6.000     06/07/22         MXN         185,000,000         176,267   

Pay

   28-Day TIIE      6.530     06/05/25         MXN         111,900,000         125,533   

Pay

   28-Day TIIE      6.960     07/27/20         MXN         926,000,000         305,279   

Receive

   3M LIBOR      2.000     12/16/19         USD         268,800,000         (7,986,532

Receive

   3M LIBOR      2.000     12/16/20         USD         241,500,000         (10,531,095

Receive

   3M LIBOR      2.000     06/15/21         USD         91,100,000         (281,805

Receive

   3M LIBOR      2.000     06/15/21         USD         149,300,000         (464,159

Receive

   3M LIBOR      2.250     12/16/22         USD         490,100,000         (31,984,189

Receive

   3M LIBOR      2.250     06/15/26         USD         33,300,000         (1,832,947

Receive

   3M LIBOR      2.250     06/15/26         USD         108,700,000         (5,535,281

Receive

   3M LIBOR      2.350     08/05/25         USD         82,400,000         (5,364,096

Receive

   3M LIBOR      2.500     12/16/25         USD         32,400,000         (2,470,718

Receive

   3M LIBOR      2.500     06/15/46         USD         17,300,000         (1,548,378

Receive

   3M LIBOR      2.500     06/15/46         USD         28,700,000         (912,851

Receive

   3M LIBOR      2.750     12/16/45         USD         583,360,000         (100,639,460

Receive

   6M LIBOR      1.000     06/15/18         GBP         68,700,000         (614,629

 

MIST-314


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Centrally Cleared Interest Rate Swaps—(Continued)

 

Pay/Receive Floating Rate

   Floating
Rate Index
   Fixed
Rate
    Maturity
Date
     Notional
Amount
     Unrealized
Appreciation/
(Depreciation)
 

Receive

   6M LIBOR      1.000     09/21/18         GBP         308,400,000       $ (589,551

Receive

   6M LIBOR      1.250     09/21/18         GBP         49,800,000         (194,397

Receive

   6M LIBOR      1.500     12/16/17         GBP         219,300,000         (559,964

Receive

   6M LIBOR      1.500     09/21/18         GBP         25,500,000         (309,286

Receive

   Federal Funds Rate Compounded - OIS      0.500     06/17/16         USD         20,000,000         16,463   
                

 

 

 

Net Unrealized Depreciation

                 $ (167,554,982
                

 

 

 

OTC Credit Default Swaps on Corporate Issues—Buy Protection (a)

 

Reference Obligation

  Fixed Deal
(Pay) Rate
    Maturity
Date
   

Counterparty

  Implied Credit
Spread at
March 31,
2016(b)
    Notional
Amount(c)
    Market
Value
    Upfront
Premium
Paid
    Unrealized
Depreciation
 

Canadian Natural Resources, Ltd.
5.700%, due 05/15/17

    (1.000%)        03/20/18      Morgan Stanley Capital Services, LLC     1.583%        USD        3,900,000      $ 44,112      $ 204,582      $ (160,470)   
             

 

 

   

 

 

   

 

 

 

OTC Credit Default Swaps on Corporate and Sovereign Issues—Sell Protection (d)

 

Reference Obligation

  Fixed Deal
Receive Rate
    Maturity
Date
   

Counterparty

  Implied Credit
Spread at
March 31,
2016(b)
    Notional
Amount(c)
    Market
Value
    Upfront
Premium
Paid/
(Received)
    Unrealized
Appreciation/
(Depreciation)
 

Brazilian Government International Bond
12.250%, due 03/06/30

    1.000%        06/20/16      Deutsche Bank AG     0.596%        USD        3,500,000      $ 3,177      $ (11,731)      $ 14,908   

Brazilian Government International Bond
4.250%, due 01/07/25

    1.000%        12/20/16      BNP Paribas S.A.     0.629%        USD        15,600,000        42,142        (256,458)        298,600   

Brazilian Government International Bond
4.250%, due 01/07/25

    1.000%        12/20/16      Goldman Sachs International     0.629%        USD        8,300,000        22,422        (141,100)        163,522   

Chesapeake Energy Corp. 6.630%, due 08/15/20

    5.000%        09/20/18      Morgan Stanley Capital Services, LLC     34.026%        USD        1,800,000        (856,626)        (158,661)        (697,965)   

China Government International Bond
4.250%, due 10/28/14

    1.000%        12/20/18      Citibank N.A.     0.656%        USD        2,200,000        20,374        20,448        (74)   

Goldman Sachs Group, Inc. 5.950%, due 01/18/18

    1.000%        09/20/20      Barclays Bank plc     0.961%        USD        12,000,000        19,965        (11,456)        31,421   

Goldman Sachs Group, Inc. 5.950%, due 01/18/18

    1.000%        09/20/20      Credit Suisse International     0.961%        USD        10,500,000        17,470        —          17,470   

Goldman Sachs Group, Inc. 5.950%, due 01/18/18

    1.000%        12/20/20      Credit Suisse International     1.011%        USD        8,800,000        (4,442)        (34,495)        30,053   

Goldman Sachs Group, Inc. 5.950%, due 01/18/18

    1.000%        12/20/20      JPMorgan Chase Bank N.A.     1.011%        USD        9,100,000        (4,594)        (40,113)        35,519   

Italy Government International Bond
6.875%, due 09/27/23

    1.000%        09/20/16      Deutsche Bank AG     0.297%        USD        7,900,000        26,596        50,080        (23,484)   

Mexico Government International Bond
7.500%, due 04/08/33

    1.000%        06/20/16      Citibank N.A.     0.289%        USD        10,000,000        15,965        (21,564)        37,529   

Mexico Government International Bond
7.500%, due 04/08/33

    1.000%        09/20/16      Goldman Sachs International     0.289%        USD        4,600,000        15,653        (21,933)        37,586   

Mexico Government International Bond
5.950%, due 03/19/19

    1.000%        09/20/16      JPMorgan Chase Bank N.A.     0.289%        USD        2,000,000        6,806        11,531        (4,725)   

 

MIST-315


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

OTC Credit Default Swaps on Corporate and Sovereign Issues—Sell Protection (d)—(Continued)

 

Reference Obligation

  Fixed Deal
Receive Rate
    Maturity
Date
   

Counterparty

  Implied Credit
Spread at
March 31,
2016(b)
    Notional
Amount(c)
    Market
Value
    Upfront
Premium
Paid/
(Received)
    Unrealized
Appreciation/
(Depreciation)
 

Mexico Government International Bond
7.500%, due 04/08/33

    1.000%        09/20/16      Morgan Stanley Capital Services, LLC     0.289%        USD        9,400,000      $ 31,987      $ (40,540)      $ 72,527   

Mexico Government International Bond
7.500%, due 04/08/33

    1.000%        09/20/16      UBS AG, Stamford     0.289%        USD        4,100,000        13,952        (17,990)        31,942   

Mexico Government International Bond
5.950%, due 03/19/19

    1.000%        12/20/16      Citibank N.A.     0.323%        USD        5,000,000        24,674        65,986        (41,312)   

Mexico Government International Bond
5.950%, due 03/19/19

    1.000%        12/20/16      JPMorgan Chase Bank N.A.     0.323%        USD        1,200,000        5,922        16,197        (10,275)   

Mexico Government International Bond
5.950%, due 03/19/19

    1.000%        06/20/17      Goldman Sachs International     0.448%        USD        2,900,000        19,630        (12,796)        32,426   

Mexico Government International Bond
5.950%, due 03/19/19

    1.000%        12/20/19      Citibank N.A.     1.185%        USD        20,800,000        (139,690)        123,151        (262,841)   

Mexico Government International Bond
5.950%, due 03/19/19

    1.000%        09/20/20      Citibank N.A.     1.383%        USD        9,100,000        (149,905)        (207,144)        57,239   

Mexico Government International Bond
5.950%, due 03/19/19

    1.000%        09/20/20      Goldman Sachs International     1.383%        USD        24,500,000        (403,589)        (555,418)        151,829   

Mexico Government International Bond
5.950%, due 03/19/19

    1.000%        12/20/20      Barclays Bank plc     1.454%        USD        11,400,000        (233,997)        (424,605)        190,608   

Mexico Government International Bond
5.950% due 03/19/19

    1.000%        12/20/20      Citibank N.A.     1.454%        USD        15,100,000        (309,943)        (643,098)        333,155   

Mexico Government International Bond
5.950%, due 03/19/19

    1.000%        12/20/20      Deutsche Bank AG     1.454%        USD        22,200,000        (455,678)        (856,133)        400,455   

Mexico Government International Bond
5.950%, due 03/19/19

    1.000%        12/20/20      Goldman Sachs International     1.454%        USD        13,100,000        (268,891)        (457,018)        188,127   

Morgan Stanley
6.000%, due 04/28/15

    1.000%        09/20/18      Deutsche Bank AG     0.663%        USD        24,100,000        199,012        298,407        (99,395)   

Petrobras International Finance Co. S.A.
8.375%, due 12/10/18

    1.000%        12/20/19      BNP Paribas S.A.     8.757%        USD        7,900,000        (1,887,450)        (819,205)        (1,068,245)   

Petrobras International Finance Co. S.A.
8.375%, due 12/10/18

    1.000%        12/20/19      Barclays Bank plc     8.757%        USD        5,800,000        (1,385,723)        (719,567)        (666,156)   

Petrobras International Finance Co. S.A.
8.375%, due 12/10/18

    1.000%        12/20/19      Goldman Sachs International     8.757%        USD        2,600,000        (621,186)        (282,685)        (338,501)   

Petrobras International Finance Co. S.A.
8.375%, due 12/10/18

    1.000%        03/20/20      BNP Paribas S.A.     8.897%        USD        1,600,000        (408,166)        (308,005)        (100,161)   

Republic of Indonesia
6.750%, due 03/10/14

    1.000%        06/20/16      Citibank N.A.     0.538%        USD        3,000,000        3,108        (55,608)        58,716   

Tesco plc
6.000%, due 12/14/29

    1.000%        12/20/20      Credit Suisse International     2.590%        EUR        8,000,000        (645,636)        (799,002)        153,366   

Tesco plc
6.000%, due 12/14/29

    1.000%        12/20/20      Goldman Sachs International     2.590%        EUR        3,000,000        (242,113)        (289,905)        47,792   

 

MIST-316


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

OTC Credit Default Swaps on Corporate and Sovereign Issues—Sell Protection (d)—(Continued)

 

Reference Obligation

  Fixed Deal
Receive Rate
    Maturity
Date
   

Counterparty

  Implied Credit
Spread at
March 31,
2016(b)
    Notional
Amount(c)
    Market
Value
    Upfront
Premium
Paid/
(Received)
    Unrealized
Appreciation/
(Depreciation)
 

Volkswagen International Finance N.V.
5.380%, due 05/22/18

    1.000%        06/20/16      BNP Paribas S.A.     0.720%        EUR        6,800,000      $ 4,865      $ (22,756)      $ 27,621   

Volkswagen International Finance N.V.
5.380%, due 05/22/18

    1.000%        12/20/17      JPMorgan Chase Bank N.A.     1.020%        EUR        13,600,000        (5,269)        (308,303)        303,034   
             

 

 

   

 

 

   

 

 

 

Totals

  

  $ (7,529,178)      $ (6,931,489)      $ (597,689)   
             

 

 

   

 

 

   

 

 

 

OTC Credit Default Swaps on Credit Indices—Sell Protection (d)

 

Reference Obligation

  Fixed Deal
Receive Rate
    Maturity
Date
   

Counterparty

  Implied Credit
Spread at
March 31,
2016(b)
    Notional
Amount(c)
    Market
Value
    Upfront
Premium
(Received)
    Unrealized
Appreciation
 

CDX.NA.IG.9

    0.553%        12/20/17      JPMorgan Chase Bank N.A.     0.051%        USD        1,928,998      $ 16,736      $      $ 16,736   

CMBX.NA.AAA.8

    0.500%        10/17/57      Deutsche Bank AG     0.000%        USD        38,200,000        (1,719,999)        (2,546,538)        826,539   

CMBX.NA.AAA.8

    0.500%        10/17/57      Goldman Sachs International     0.000%        USD        20,000,000        (900,523)        (1,635,446)        734,923   

CMBX.NA.AAA.8

    0.500%        10/17/57      Morgan Stanley Capital Services, LLC     0.000%        USD        20,700,000        (932,041)        (1,552,537)        620,496   
             

 

 

   

 

 

   

 

 

 

Totals

  

  $ (3,535,827)      $ (5,734,521)      $ 2,198,694   
             

 

 

   

 

 

   

 

 

 

 

(a) If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues or indices as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. A credit spread identified as “Defaulted” indicates a credit event has occurred for the referenced entity or obligation.
(c) The maximum potential amount of future undiscounted payments that the Portfolio could be required to make under a credit default swap contract would be the notional amount of the contract. These potential amounts would be partially offset by any recovery values of the referenced debt obligation or net amounts received from the settlement of purchased protection credit default swap contracts entered into by the Portfolio for the same referenced debt obligation.
(d) If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(AUD)— Australian Dollar
(BRL)— Brazilian Real
(CAD)— Canadian Dollar
(CNY)— Chinese Yuan
(DKK)— Danish Krone
(EUR)— Euro
(GBP)— British Pound
(INR)— Indian Rupee
(JPY)— Japanese Yen
(KRW)— South Korean Won
(MXN)— Mexican Peso
(MYR)— Malaysian Ringgit
(PHP)— Philippine Peso
(RUB)— Russian Ruble
(SGD)— Singapore Dollar
(THB)— Thai Baht
(TRY)— Turkish Lira

 

MIST-317


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

(TWD)— Taiwanese Dollar
(USD)— United States Dollar
(CMBX)— Commercial Mortgage-Backed Index
(CDS)— Credit Default Swap
(CDX.NA.IG)— Markit North America Investment Grade CDS Index
(CMBX.NA.AAA)— Markit North America AAA Rated CMBS Index
(CPURNSA)— U.S. Consumer Price All Urban Non-Seasonally Adjusted
(IRS)— Interest Rate Swap
(ITRAXX.MAIN)— Markit iTraxx Europe Main CDS Index
(LIBOR)— London Interbank Offered Rate
(TIIE)— Mexican Interbank Equilibrium Interest Rate

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total U.S. Treasury & Government Agencies*

   $ —         $ 4,723,005,744      $ —         $ 4,723,005,744   

Total Corporate Bonds & Notes*

     —           1,842,773,367        —           1,842,773,367   

Total Asset-Backed Securities*

     —           472,897,685        —           472,897,685   

Total Mortgage-Backed Securities*

     —           385,941,450        —           385,941,450   

Total Municipals

     —           267,812,283        —           267,812,283   

Total Foreign Government*

     —           147,627,209        —           147,627,209   

Total Preferred Stock*

     21,087,154         —          —           21,087,154   

Total Floating Rate Loans*

     —           14,772,727        —           14,772,727   
Purchased Options           

Interest Rate Swaptions

     —           3,736,892        —           3,736,892   

Options on Exchange-Traded Futures Contracts

     0         —          —           0   

Total Purchased Options

     0         3,736,892        —           3,736,892   
Short-Term Investments           

Repurchase Agreements

     —           49,328,765        —           49,328,765   

U.S. Treasury

     —           6,092,422        —           6,092,422   

Total Short-Term Investments

     —           55,421,187        —           55,421,187   

Total Investments

   $ 21,087,154       $ 7,913,988,544      $ —         $ 7,935,075,698   
Forward Contracts           

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —         $ 82,780,850      $ —         $ 82,780,850   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —           (53,427,756     —           (53,427,756

Total Forward Contracts

   $ —         $ 29,353,094      $ —         $ 29,353,094   

 

MIST-318


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 5,605,875      $ —        $ —         $ 5,605,875   

Futures Contracts (Unrealized Depreciation)

     (19,922,978     —          —           (19,922,978

Total Futures Contracts

   $ (14,317,103   $ —        $ —         $ (14,317,103
Written Options          

Credit Default Swaptions at Value

   $ —        $ (928   $ —         $ (928

Foreign Currency Written Options at Value

     —          (6,085,735     —           (6,085,735

Inflation Capped Options at Value

     —          (18,194     —           (18,194

Interest Rate Swaptions at Value

     —          (3,186,267     —           (3,186,267

Options on Exchange-Traded Futures Contracts at Value

     (536,688     —          —           (536,688

Total Written Options

   $ (536,688   $ (9,291,124   $ —         $ (9,827,812
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 4,882,338      $ —         $ 4,882,338   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —          (172,437,320     —           (172,437,320

Total Centrally Cleared Swap Contracts

   $ —        $ (167,554,982   $ —         $ (167,554,982
OTC Swap Contracts          

OTC Swap Contracts at Value (Assets)

   $ —        $ 554,583      $ —         $ 554,583   

OTC Swap Contracts at Value (Liabilities)

     —          (11,575,461     —           (11,575,461

Total OTC Swap Contracts

   $ —        $ (11,020,878   $ —         $ (11,020,878

 

* See Schedule of Investments for additional detailed categorizations.

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

Investments in Securities

   Balance as of
December 31,
2015
     Change in
Unrealized
Appreciation
     Transfers
out of
Level 3
    Balance as of
March 31,
2016
     Change in
Unrealized
Appreciation
from Investments
Still Held at
March 31,
2016
 
Corporate Bonds & Notes              

Holding Companies-Diversified

   $ 4,006,784       $       $ (4,006,784   $       $   
  

 

 

    

 

 

    

 

 

   

 

 

    

 

 

 

Total

   $ 4,006,784       $       $ (4,006,784   $       $   
  

 

 

    

 

 

    

 

 

   

 

 

    

 

 

 

Corporate Bonds & Notes in the amount of $4,006,784 were transferred out of Level 3 due to the initiation of a vendor or broker providing prices that are based on market activity which has been determined to be significant observable inputs.

 

MIST-319


Table of Contents

Met Investors Series Trust

Pioneer Fund Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—99.6% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—0.5%

  

Honeywell International, Inc.

    20,189      $ 2,262,177   
   

 

 

 

Banks—6.4%

  

PNC Financial Services Group, Inc. (The)

    82,435        6,971,528   

U.S. Bancorp

    230,257        9,346,132   

Wells Fargo & Co.

    238,695        11,543,290   
   

 

 

 
      27,860,950   
   

 

 

 

Beverages—3.3%

  

Coca-Cola Co. (The)

    234,833        10,893,903   

Dr Pepper Snapple Group, Inc.

    39,183        3,503,744   
   

 

 

 
      14,397,647   
   

 

 

 

Biotechnology—2.5%

  

AbbVie, Inc.

    63,132        3,606,100   

Baxalta, Inc.

    16,605        670,842   

Celgene Corp. (a)

    65,610        6,566,905   
   

 

 

 
      10,843,847   
   

 

 

 

Capital Markets—2.2%

  

Goldman Sachs Group, Inc. (The)

    49,728        7,806,301   

State Street Corp.

    29,659        1,735,645   
   

 

 

 
      9,541,946   
   

 

 

 

Chemicals—3.4%

  

Dow Chemical Co. (The)

    150,708        7,665,009   

Ecolab, Inc.

    46,063        5,136,946   

Valspar Corp. (The)

    20,163        2,157,844   
   

 

 

 
      14,959,799   
   

 

 

 

Diversified Telecommunication Services—1.2%

  

AT&T, Inc.

    132,200        5,178,274   
   

 

 

 

Electric Utilities—3.9%

  

American Electric Power Co., Inc.

    251,817        16,720,649   
   

 

 

 

Energy Equipment & Services—1.1%

  

Schlumberger, Ltd.

    67,139        4,951,501   
   

 

 

 

Food & Staples Retailing—3.0%

  

CVS Health Corp.

    124,701        12,935,235   
   

 

 

 

Food Products—4.3%

  

Campbell Soup Co. (b)

    106,005        6,762,059   

General Mills, Inc.

    99,701        6,316,058   

Hershey Co. (The) (b)

    60,536        5,574,760   
   

 

 

 
      18,652,877   
   

 

 

 

Health Care Equipment & Supplies—5.1%

  

Abbott Laboratories

    67,614        2,828,293   

Becton Dickinson & Co.

    41,816        6,348,505   

C.R. Bard, Inc.

    16,237        3,290,753   

Medtronic plc

    126,448        9,483,600   
   

 

 

 
      21,951,151   
   

 

 

 

Health Care Providers & Services—1.1%

  

Aetna, Inc.

    40,993      4,605,563   
   

 

 

 

Household Products—0.6%

  

Clorox Co. (The) (b)

    20,756        2,616,501   
   

 

 

 

Industrial Conglomerates—3.7%

  

General Electric Co.

    498,635        15,851,607   
   

 

 

 

Insurance—5.9%

  

Chubb, Ltd.

    63,638        7,582,468   

Hartford Financial Services Group, Inc. (The)

    278,600        12,837,888   

Travelers Cos., Inc. (The)

    44,966        5,247,982   
   

 

 

 
      25,668,338   
   

 

 

 

Internet Software & Services—7.2%

  

Alphabet, Inc. - Class A (a)

    20,920        15,959,868   

Alphabet, Inc. - Class C (a)

    4,536        3,379,093   

eBay, Inc. (a)

    163,771        3,907,576   

Facebook, Inc. - Class A (a)

    68,763        7,845,859   
   

 

 

 
      31,092,396   
   

 

 

 

IT Services—3.6%

  

Automatic Data Processing, Inc.

    54,400        4,880,224   

Fiserv, Inc. (a)

    40,261        4,129,973   

Visa, Inc. - Class A (b)

    88,572        6,773,987   
   

 

 

 
      15,784,184   
   

 

 

 

Life Sciences Tools & Services—1.2%

  

Thermo Fisher Scientific, Inc.

    38,017        5,382,827   
   

 

 

 

Machinery—2.9%

  

Illinois Tool Works, Inc.

    65,472        6,706,952   

Ingersoll-Rand plc

    64,000        3,968,640   

PACCAR, Inc. (b)

    35,342        1,932,854   
   

 

 

 
      12,608,446   
   

 

 

 

Media—4.0%

  

John Wiley & Sons, Inc. - Class A

    24,937        1,219,170   

Scripps Networks Interactive, Inc. - Class A (b)

    126,400        8,279,200   

Walt Disney Co. (The)

    77,910        7,737,242   
   

 

 

 
      17,235,612   
   

 

 

 

Multiline Retail—1.8%

  

Dollar General Corp.

    92,997        7,960,543   
   

 

 

 

Oil, Gas & Consumable Fuels—5.2%

  

Chevron Corp.

    176,407        16,829,228   

EOG Resources, Inc.

    58,700        4,260,446   

Phillips 66

    18,989        1,644,257   
   

 

 

 
      22,733,931   
   

 

 

 

Pharmaceuticals—5.8%

  

Eli Lilly & Co.

    40,419        2,910,572   

Pfizer, Inc.

    511,501        15,160,890   

 

MIST-320


Table of Contents

Met Investors Series Trust

Pioneer Fund Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description       
Shares
    Value  

Pharmaceuticals—(Continued)

  

Zoetis, Inc.

    162,552      $ 7,205,930   
   

 

 

 
      25,277,392   
   

 

 

 

Road & Rail—1.7%

  

Union Pacific Corp.

    94,400        7,509,520   
   

 

 

 

Semiconductors & Semiconductor Equipment—1.6%

  

Analog Devices, Inc.

    114,990        6,806,258   
   

 

 

 

Software—6.8%

  

Check Point Software Technologies, Ltd. (a) (b)

    55,514        4,855,810   

Microsoft Corp.

    385,236        21,276,584   

Oracle Corp.

    79,225        3,241,095   
   

 

 

 
      29,373,489   
   

 

 

 

Specialty Retail—6.3%

  

Home Depot, Inc. (The)

    102,669        13,699,125   

Ross Stores, Inc.

    48,930        2,833,047   

Tiffany & Co. (b)

    35,020        2,569,767   

TJX Cos., Inc. (The)

    104,245        8,167,596   
   

 

 

 
      27,269,535   
   

 

 

 

Technology Hardware, Storage & Peripherals—3.3%

  

Apple, Inc.

    129,816        14,148,646   
   

 

 

 

Total Common Stocks
(Cost $337,377,750)

      432,180,841   
   

 

 

 
Short-Term Investments—6.4%   

Mutual Fund—5.8%

  

State Street Navigator Securities Lending MET Portfolio (c)

    25,262,593        25,262,593   
   

 

 

 
Security Description   Principal
Amount*
    Value  

Repurchase Agreement—0.6%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $2,672,843
on 04/01/16, collateralized by $2,680,000 U.S. Treasury Note at 1.500% due 05/31/20 with a value of $2,730,250.

    2,672,841      2,672,841   
   

 

 

 

Total Short-Term Investments
(Cost $27,935,434)

      27,935,434   
   

 

 

 

Total Investments—106.0%
(Cost $365,313,184) (d)

      460,116,275   

Other assets and liabilities (net)—(6.0)%

      (25,978,198
   

 

 

 
Net Assets—100.0%     $ 434,138,077   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Non-income producing security.
(b) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $32,248,976 and the collateral received consisted of cash in the amount of $25,262,593 and non-cash collateral with a value of $7,584,950. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(c) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(d) As of March 31, 2016, the aggregate cost of investments was $365,313,184. The aggregate unrealized appreciation and depreciation of investments were $97,043,053 and $(2,239,962), respectively, resulting in net unrealized appreciation of $94,803,091.

 

MIST-321


Table of Contents

Met Investors Series Trust

Pioneer Fund Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Common Stocks*

   $ 432,180,841       $ —        $ —         $ 432,180,841   
Short-Term Investments           

Mutual Fund

     25,262,593         —          —           25,262,593   

Repurchase Agreement

     —           2,672,841        —           2,672,841   

Total Short-Term Investments

     25,262,593         2,672,841        —           27,935,434   

Total Investments

   $ 457,443,434       $ 2,672,841      $ —         $ 460,116,275   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (25,262,593   $ —         $ (25,262,593

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-322


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—47.4% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Agriculture—0.7%

  

Alliance One International, Inc.
9.875%, 07/15/21 (a)

    1,875,000      $ 1,429,687   

MHP S.A.
8.250%, 04/02/20 (144A) (a)

    1,800,000        1,579,860   

Reynolds American, Inc.
4.450%, 06/12/25

    2,000,000        2,200,484   

Viterra, Inc.
5.950%, 08/01/20 (144A)

    2,760,000        2,622,000   
   

 

 

 
      7,832,031   
   

 

 

 

Airlines—0.6%

  

Air Canada Pass-Through Trust
4.125%, 05/15/25 (144A)

    746,304        757,499   

American Airlines Pass-Through Trust
3.600%, 09/22/27

    1,625,000        1,673,750   

4.400%, 09/22/23 (a)

    975,000        957,328   

Delta Air Lines Pass-Through Trust
4.950%, 05/23/19

    378,521        398,394   

Hawaiian Airlines Pass-Through Certificates
3.900%, 01/15/26

    428,265        415,417   

Latam Airlines Pass-Through Trust
4.200%, 11/15/27 (144A)

    2,900,000        2,523,000   

TAM Capital 3, Inc.
8.375%, 06/03/21 (144A)

    460,000        368,575   
   

 

 

 
      7,093,963   
   

 

 

 

Auto Manufacturers—0.3%

  

General Motors Co.
6.600%, 04/01/36

    2,690,000        2,960,046   

Hyundai Capital Services, Inc.
3.500%, 09/13/17 (144A) (a)

    660,000        675,263   
   

 

 

 
      3,635,309   
   

 

 

 

Auto Parts & Equipment—0.2%

  

Commercial Vehicle Group, Inc.
7.875%, 04/15/19

    235,000        197,400   

Meritor, Inc.
6.250%, 02/15/24

    265,000        233,531   

TI Group Automotive Systems LLC
8.750%, 07/15/23 (144A)

    520,000        499,200   

ZF North America Capital, Inc.
2.750%, 04/27/23 (EUR)

    900,000        1,026,670   
   

 

 

 
      1,956,801   
   

 

 

 

Banks—7.4%

  

Alfa Bank AO Via Alfa Bond Issuance plc
7.500%, 09/26/19 (144A) (a)

    2,150,000        2,236,000   

8.625%, 04/26/16 (144A) (RUB)

    41,800,000        621,142   

Australia & New Zealand Banking Group, Ltd.
4.500%, 03/19/24 (144A) (a)

    1,470,000        1,488,816   

Banco de Credito del Peru
6.875%, 09/16/26 (144A) (b)

    1,915,000        2,092,138   

Banco Nacional de Costa Rica
4.875%, 11/01/18 (144A)

    1,000,000        995,000   

Banks—(Continued)

  

Bank of America Corp.
6.110%, 01/29/37

    950,000      1,092,382   

6.300%, 03/10/26 (b)

    375,000        386,250   

6.500%, 10/23/24 (a) (b)

    3,575,000        3,690,115   

Barclays plc
4.375%, 01/12/26

    1,575,000        1,545,579   

BBVA Bancomer S.A.
4.375%, 04/10/24 (144A) (a)

    650,000        672,750   

5.350%, 11/12/29 (144A) (b)

    400,000        384,000   

6.500%, 03/10/21 (144A)

    4,110,000        4,490,175   

BNP Paribas S.A.
4.375%, 09/28/25 (144A)

    809,000        808,236   

7.625%, 03/30/21 (144A) (a) (b)

    2,850,000        2,865,675   

BPCE S.A.
4.875%, 04/01/26 (144A)

    2,000,000        1,983,594   

Capital One Financial Corp.
5.550%, 06/01/20 (a) (b)

    3,350,000        3,350,000   

Citigroup, Inc.
5.900%, 02/15/23 (a) (b)

    1,275,000        1,252,688   

5.950%, 01/30/23 (a) (b)

    3,016,000        2,905,726   

Credit Agricole S.A.
6.625%, 09/23/19 (144A) (a) (b)

    1,525,000        1,433,134   

7.875%, 01/23/24 (144A) (b)

    1,750,000        1,653,750   

8.125%, 12/23/25 (144A) (b)

    2,800,000        2,793,224   

Credit Suisse Group Funding Guernsey, Ltd.
3.800%, 09/15/22

    3,600,000        3,582,990   

Goldman Sachs Group, Inc. (The)
5.200%, 12/17/19 (NZD)

    2,480,000        1,790,053   

ING Groep NV
6.500%, 04/16/25 (b)

    4,326,000        3,963,697   

Intesa Sanpaolo S.p.A.
6.500%, 02/24/21 (144A)

    1,175,000        1,344,231   

7.700%, 09/17/25 (144A) (b)

    2,950,000        2,710,312   

JPMorgan Chase & Co.
4.250%, 11/02/18 (NZD)

    2,600,000        1,834,089   

6.750%, 02/01/24 (a) (b)

    2,839,000        3,117,222   

Lloyds Banking Group plc
4.650%, 03/24/26 (a)

    1,300,000        1,288,388   

Macquarie Bank, Ltd.
4.875%, 06/10/25 (144A) (a)

    2,100,000        2,106,640   

Morgan Stanley
4.100%, 05/22/23

    2,500,000        2,578,110   

4.875%, 11/01/22

    450,000        487,550   

5.550%, 07/15/20 (b)

    325,000        320,369   

6.625%, 04/01/18

    714,000        780,070   

Nordea Bank AB
4.250%, 09/21/22 (144A) (a)

    3,400,000        3,563,999   

Oversea-Chinese Banking Corp., Ltd.
4.000%, 10/15/24 (144A) (a) (b)

    800,000        830,672   

PNC Financial Services Group, Inc. (The)
6.750%, 08/01/21 (b)

    1,970,000        2,154,491   

Royal Bank of Scotland Group plc
4.800%, 04/05/26

    400,000        401,324   

7.500%, 08/10/20 (b)

    2,350,000        2,185,500   

8.000%, 08/10/25 (b)

    1,150,000        1,096,525   

 

MIST-323


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

  

Scotia Bank Peru DPR Finance Co.
3.384%, 03/15/17 (144A) (b)

    210,526      $ 210,431   

Scotiabank Peru S.A.
4.500%, 12/13/27 (144A) (a) (b)

    1,900,000        1,866,750   

Standard Chartered plc
3.950%, 01/11/23 (144A) (a)

    2,425,000        2,328,415   

Turkiye Is Bankasi A/S
5.375%, 10/06/21 (144A)

    1,115,000        1,114,621   

UBS AG
7.625%, 08/17/22

    2,850,000        3,264,190   

VTB Bank OJSC Via VTB Capital S.A.
6.950%, 10/17/22 (144A)

    700,000        683,522   
   

 

 

 
      84,344,535   
   

 

 

 

Beverages—0.2%

   

Anheuser-Busch InBev Worldwide, Inc.
7.750%, 01/15/19

    1,254,000        1,461,555   

Constellation Brands, Inc.
4.750%, 11/15/24 (a)

    455,000        474,337   
   

 

 

 
      1,935,892   
   

 

 

 

Biotechnology—0.4%

   

Biogen, Inc.
3.625%, 09/15/22

    1,350,000        1,427,890   

4.050%, 09/15/25 (a)

    1,625,000        1,736,607   

Gilead Sciences, Inc.
4.600%, 09/01/35

    1,800,000        1,953,554   
   

 

 

 
      5,118,051   
   

 

 

 

Building Materials—0.9%

   

Cemex Espana S.A.
9.875%, 04/30/19 (144A)

    1,420,000        1,495,970   

Cemex S.A.B. de C.V.
7.250%, 01/15/21 (144A) (a)

    800,000        832,000   

7.750%, 04/16/26 (144A) (a)

    775,000        794,297   

Desarrolladora Homex S.A.B. de C.V.
9.500%, 12/11/19 (144A) (c) (d)

    855,000        4,275   

9.750%, 03/25/20 (144A) (c) (d)

    655,000        3,275   

Holcim U.S. Finance Sarl & Cie SCS
6.000%, 12/30/19 (144A)

    225,000        251,213   

Masco Corp.
4.375%, 04/01/26

    1,815,000        1,847,870   

5.950%, 03/15/22

    1,425,000        1,567,500   

Owens Corning
4.200%, 12/01/24

    1,100,000        1,098,579   

Standard Industries, Inc.
5.125%, 02/15/21 (144A)

    110,000        112,613   

5.375%, 11/15/24 (144A)

    1,640,000        1,664,600   

Union Andina de Cementos SAA
5.875%, 10/30/21 (144A)

    770,000        771,925   
   

 

 

 
      10,444,117   
   

 

 

 

Chemicals—1.2%

   

Agrium, Inc.
5.250%, 01/15/45

    4,475,000        4,419,036   

Chemicals—(Continued)

   

Blue Cube Spinco, Inc.
9.750%, 10/15/23 (144A)

    225,000      257,062   

10.000%, 10/15/25 (144A)

    225,000        257,063   

Eastman Chemical Co.
4.800%, 09/01/42

    740,000        701,804   

EuroChem Mineral & Chemical Co. OJSC via EuroChem Global Investments, Ltd.
5.125%, 12/12/17 (144A)

    600,000        610,759   

Hexion, Inc.
8.875%, 02/01/18

    285,000        195,225   

Hexion, Inc. / Hexion Nova Scotia Finance ULC
9.000%, 11/15/20

    655,000        263,637   

Ineos Finance plc
4.000%, 05/01/23 (144A) (EUR)

    2,505,000        2,767,349   

Methanex Corp.
4.250%, 12/01/24

    1,225,000        1,022,929   

NOVA Chemicals Corp.
5.000%, 05/01/25 (144A) (a)

    645,000        627,262   

Phosagro OAO via Phosagro Bond Funding, Ltd.
4.204%, 02/13/18 (144A)

    900,000        901,125   

Platform Specialty Products Corp.
6.500%, 02/01/22 (144A) (a)

    625,000        526,172   

PSPC Escrow Corp.
6.000%, 02/01/23 (144A) (EUR)

    190,000        180,528   

Rain CII Carbon LLC / CII Carbon Corp.
8.000%, 12/01/18 (144A)

    1,275,000        1,058,250   

Rentech Nitrogen Partners L.P. / Rentech Nitrogen Finance Corp.
6.500%, 04/15/21 (144A)

    360,000        354,600   
   

 

 

 
      14,142,801   
   

 

 

 

Commercial Services—1.0%

   

Amherst College
3.794%, 11/01/42

    400,000        403,764   

Board of Trustees of The Leland Stanford Junior University (The)
4.750%, 05/01/19

    950,000        1,048,866   

Massachusetts Institute of Technology
5.600%, 07/01/2111

    800,000        1,020,389   

President and Fellows of Harvard College
2.300%, 10/01/23

    1,000,000        1,012,738   

Red de Carreteras de Occidente SAPIB de C.V.
9.000%, 06/10/28 (144A) (MXN)

    15,000,000        873,121   

Rent-A-Center, Inc.
6.625%, 11/15/20 (a)

    350,000        302,750   

SFX Entertainment, Inc.
9.625%, 02/01/19 (144A) (c)

    2,950,000        59,000   

Tufts University
5.017%, 04/15/2112

    2,700,000        3,023,328   

University of Southern California
5.250%, 10/01/2111

    550,000        655,686   

Verisk Analytics, Inc.
5.500%, 06/15/45 (a)

    1,571,000        1,535,261   

William Marsh Rice University
4.626%, 05/15/63

    900,000        1,019,102   
   

 

 

 
      10,954,005   
   

 

 

 

 

MIST-324


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Computers—0.3%

   

Brocade Communications Systems, Inc.
4.625%, 01/15/23

    550,000      $ 533,500   

NCR Corp.
5.000%, 07/15/22

    1,210,000        1,197,900   

6.375%, 12/15/23

    1,970,000        2,029,100   
   

 

 

 
      3,760,500   
   

 

 

 

Diversified Financial Services—3.2%

   

Ally Financial, Inc.
4.625%, 05/19/22

    400,000        402,000   

4.625%, 03/30/25 (a)

    500,000        493,125   

5.750%, 11/20/25

    675,000        659,813   

Blackstone Holdings Finance Co. LLC
6.250%, 08/15/42 (144A) (a)

    2,915,000        3,512,764   

Blue Danube II, Ltd.
4.562%, 05/23/16 (144A) (b)

    1,250,000        1,249,625   

BM&FBovespa S.A. - Bolsa de Valores Mercadorias e Futuros
5.500%, 07/16/20 (144A) (a)

    2,000,000        2,064,400   

Cantor Fitzgerald L.P.
7.875%, 10/15/19 (144A)

    2,345,000        2,596,044   

Carlyle Holdings II Finance LLC
5.625%, 03/30/43 (144A)

    3,370,000        3,663,321   

Eden Re II, Ltd.
Zero Coupon, 04/19/18 (144A)

    13,000        97,500   

Fly Leasing, Ltd.
6.750%, 12/15/20 (a)

    770,000        755,562   

Grain Spectrum Funding II LLC
3.290%, 10/10/19 (144A)

    1,172,892        1,153,070   

Guanay Finance, Ltd.
6.000%, 12/15/20 (144A)

    1,435,465        1,388,812   

ICBCIL Finance Co., Ltd.
2.288%, 11/13/18 (144A) (b)

    2,525,000        2,529,957   

KKR Group Finance Co. II LLC
5.500%, 02/01/43 (144A)

    3,750,000        3,832,065   

Legg Mason, Inc.
4.750%, 03/15/26

    1,675,000        1,698,339   

5.625%, 01/15/44

    1,150,000        1,128,992   

Macquarie Group, Ltd.
6.000%, 01/14/20 (144A)

    1,400,000        1,543,151   

6.250%, 01/14/21 (144A)

    400,000        450,621   

Mythen Re, Ltd.
9.033%, 01/05/17 (144A) (b)

    1,200,000        1,221,600   

Nationstar Mortgage LLC / Nationstar Capital Corp.
6.500%, 06/01/22

    835,000        720,188   

Neuberger Berman Group LLC / Neuberger Berman Finance Corp.
4.875%, 04/15/45 (144A)

    1,825,000        1,545,640   

Sector Re V, Ltd.
Zero Coupon, 12/01/19 (144A)

    5,666        39,663   

Zero Coupon, 03/01/20 (144A)

    850,000        989,310   

Zero Coupon, 12/01/20 (144A)

    700,000        714,490   

SUAM Finance B.V.
4.875%, 04/17/24 (144A) (a)

    975,000        983,775   
   

 

 

 
      35,433,827   
   

 

 

 

Electric—2.8%

   

Consolidated Edison Co. of New York, Inc.
4.625%, 12/01/54

    3,225,000      $ 3,509,835   

Electricite de France S.A.
5.250%, 01/29/23 (144A) (b)

    950,000        869,250   

6.000%, 01/22/14 (144A)

    4,000,000        4,093,144   

Empresa Electrica Angamos S.A.
4.875%, 05/25/29 (144A)

    1,670,000        1,547,636   

Enel S.p.A.
8.750%, 09/24/73 (144A) (b)

    2,090,000        2,325,125   

FPL Energy American Wind LLC
6.639%, 06/20/23 (144A)

    186,134        186,134   

FPL Energy Wind Funding LLC
6.876%, 06/27/17 (144A)

    71,586        68,007   

Iberdrola International B.V.
6.750%, 07/15/36 (a)

    2,125,000        2,654,401   

Israel Electric Corp., Ltd.
5.000%, 11/12/24 (144A)

    500,000        530,250   

6.700%, 02/10/17 (144A)

    770,000        799,057   

7.250%, 01/15/19 (144A)

    845,000        934,971   

9.375%, 01/28/20 (144A)

    410,000        499,454   

Kiowa Power Partners LLC
5.737%, 03/30/21 (144A)

    576,122        607,689   

NRG Energy, Inc.
6.250%, 05/01/24 (a)

    1,350,000        1,238,625   

7.875%, 05/15/21

    1,275,000        1,270,219   

Panoche Energy Center LLC
6.885%, 07/31/29 (144A)

    729,340        851,297   

Public Service Co. of New Mexico
7.950%, 05/15/18

    625,000        699,807   

Southern California Edison Co.
6.250%, 02/01/22 (a) (b)

    2,575,000        2,829,281   

Star Energy Geothermal Wayang Windu, Ltd.
6.125%, 03/27/20 (144A) (a)

    1,300,000        1,309,750   

Talen Energy Supply LLC
4.625%, 07/15/19 (144A)

    1,965,000        1,704,637   

6.500%, 06/01/25 (a)

    1,675,000        1,390,250   

Terraform Global Operating LLC
9.750%, 08/15/22 (144A) (a)

    1,085,000        813,750   

West Penn Power Co.
5.950%, 12/15/17 (144A)

    1,197,000        1,276,113   
   

 

 

 
      32,008,682   
   

 

 

 

Electrical Components & Equipment—0.2%

  

Belden, Inc.
5.500%, 04/15/23 (144A) (EUR)

    2,025,000        2,298,717   

Legrand France S.A.
8.500%, 02/15/25

    20,000        26,990   
   

 

 

 
      2,325,707   
   

 

 

 

Electronics—0.2%

   

Flextronics International, Ltd.
4.625%, 02/15/20

    780,000        814,562   

5.000%, 02/15/23

    1,300,000        1,312,675   
   

 

 

 
      2,127,237   
   

 

 

 

 

MIST-325


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Energy-Alternate Sources—0.2%

   

Alta Wind Holdings LLC
7.000%, 06/30/35 (144A)

    266,455      $ 295,535   

ContourGlobal Power Holdings S.A.
7.125%, 06/01/19 (144A)

    1,165,000        1,131,506   

TerraForm Power Operating LLC
5.875%, 02/01/23 (144A)

    760,000        615,600   
   

 

 

 
      2,042,641   
   

 

 

 

Engineering & Construction—0.0%

   

Abengoa Finance S.A.U.
8.875%, 11/01/17 (144A)

    500,000        45,000   

Empresas ICA S.A.B. de C.V.
8.900%, 02/04/21 (144A) (c)

    650,000        110,500   
   

 

 

 
      155,500   
   

 

 

 

Entertainment—0.3%

   

International Game Technology plc
6.500%, 02/15/25 (144A)

    1,237,000        1,224,630   

Mashantucket Western Pequot Tribe
6.500%, 07/01/36 (e) (f)

    23,326        117   

Scientific Games International, Inc.
10.000%, 12/01/22

    2,600,000        2,106,000   
   

 

 

 
      3,330,747   
   

 

 

 

Food—1.6%

   

BRF S.A.
3.950%, 05/22/23 (144A) (a)

    600,000        561,000   

CFG Investment SAC
9.750%, 07/30/19 (144A) (c)

    995,000        646,750   

Darling Global Finance B.V.
4.750%, 05/30/22 (144A) (EUR)

    395,000        449,471   

Dole Food Co., Inc.
7.250%, 05/01/19 (144A)

    1,720,000        1,711,400   

Grupo Bimbo S.A.B. de C.V.
3.875%, 06/27/24 (144A)

    2,825,000        2,838,509   

JBS Investments GmbH
7.750%, 10/28/20 (144A)

    1,390,000        1,376,100   

JBS USA LLC / JBS USA Finance, Inc.
5.750%, 06/15/25 (144A)

    795,000        695,625   

Marfrig Holdings Europe B.V.
6.875%, 06/24/19 (144A)

    2,885,000        2,744,356   

8.375%, 05/09/18 (144A)

    1,200,000        1,206,000   

Marfrig Overseas, Ltd.
9.500%, 05/04/20 (144A)

    825,000        833,250   

Minerva Luxembourg S.A.
7.750%, 01/31/23 (144A) (a)

    2,200,000        2,219,250   

12.250%, 02/10/22 (144A)

    800,000        832,000   

Post Holdings, Inc.
6.750%, 12/01/21 (144A)

    1,235,000        1,301,381   

7.750%, 03/15/24 (144A)

    650,000        713,375   
   

 

 

 
      18,128,467   
   

 

 

 

Forest Products & Paper—0.4%

   

International Paper Co.
3.800%, 01/15/26

    500,000        509,848   

6.000%, 11/15/41

    1,800,000        1,954,969   

Forest Products & Paper—(Continued)

   

Resolute Forest Products, Inc.
5.875%, 05/15/23

    1,880,000      $ 1,269,000   

Sappi Papier Holding GmbH
4.000%, 04/01/23 (144A) (EUR)

    730,000        822,776   
   

 

 

 
      4,556,593   
   

 

 

 

Gas—0.2%

   

Nakilat, Inc.
6.067%, 12/31/33 (144A)

    520,000        585,000   

6.267%, 12/31/33 (144A)

    1,200,093        1,338,103   
   

 

 

 
      1,923,103   
   

 

 

 

Hand/Machine Tools—0.1%

   

Stanley Black & Decker, Inc.
5.750%, 12/15/53 (a) (b)

    1,525,000        1,601,250   
   

 

 

 

Healthcare-Products—0.1%

   

Universal Hospital Services, Inc.
7.625%, 08/15/20

    1,675,000        1,549,375   
   

 

 

 

Healthcare-Services—0.7%

   

Centene Escrow Corp.
5.625%, 02/15/21 (144A)

    1,075,000        1,120,688   

6.125%, 02/15/24 (144A)

    700,000        736,750   

CHS/Community Health Systems, Inc.
6.875%, 02/01/22 (a)

    900,000        812,250   

HCA, Inc.
6.500%, 02/15/20

    350,000        384,125   

7.690%, 06/15/25

    50,000        53,750   

8.360%, 04/15/24

    50,000        55,750   

Kindred Healthcare, Inc.
6.375%, 04/15/22 (a)

    890,000        802,113   

MEDNAX, Inc.
5.250%, 12/01/23 (144A)

    750,000        780,000   

Molina Healthcare, Inc.
5.375%, 11/15/22 (144A)

    1,555,000        1,597,762   

NYU Hospitals Center
4.428%, 07/01/42

    1,800,000        1,823,848   
   

 

 

 
      8,167,036   
   

 

 

 

Holding Companies-Diversified—0.2%

   

Argos Merger Sub, Inc.
7.125%, 03/15/23 (144A) (a)

    2,176,000        2,313,088   
   

 

 

 

Home Builders—0.6%

   

DR Horton, Inc.
5.750%, 08/15/23

    1,375,000        1,485,000   

KB Home
7.000%, 12/15/21 (a)

    1,800,000        1,800,000   

Meritage Homes Corp.
7.000%, 04/01/22

    2,500,000        2,662,500   

Toll Brothers Finance Corp.
4.875%, 11/15/25

    575,000        569,250   
   

 

 

 
      6,516,750   
   

 

 

 

 

MIST-326


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Household Products/Wares—0.2%

   

Controladora Mabe S.A. de C.V.
7.875%, 10/28/19 (144A)

    2,121,000      $ 2,303,406   
   

 

 

 

Housewares—0.0%

   

American Greetings Corp.
7.375%, 12/01/21

    75,000        76,687   
   

 

 

 

Insurance—3.7%

   

Alamo Re, Ltd.
6.098%, 06/07/18 (144A) (b)

    400,000        408,440   

Arlington Segregated Account (Kane SAC, Ltd.)
Zero Coupon, 08/31/16 (f)

    300,000        337,140   

AXA S.A.
8.600%, 12/15/30

    1,320,000        1,735,800   

Brown & Brown, Inc.
4.200%, 09/15/24 (a)

    3,000,000        3,020,274   

Caelus Re IV, Ltd.
5.724%, 03/06/20 (144A) (b)

    500,000        501,650   

Caelus Re, Ltd.
7.048%, 04/07/17 (144A) (b)

    1,050,000        1,063,230   

Carnoustie Segregated Account (Kane SAC, Ltd.)
Zero Coupon, 02/19/16 (f)

    1,200,000        24,480   

Clarendon Segregated Account (Kane SAC, Ltd.)
Zero Coupon, 06/15/16 (f)

    400,000        399,920   

Delphi Financial Group, Inc.
7.875%, 01/31/20

    2,190,000        2,571,669   

Golden State RE II, Ltd.
2.398%, 01/08/19 (144A) (b)

    1,000,000        984,400   

Gullane Segregated Account (Kane SAC, Ltd.)
Zero Coupon, 04/29/16 (f)

    1,900,000        51,300   

Hanover Insurance Group, Inc. (The)
6.375%, 06/15/21

    1,400,000        1,599,311   

Ibis Re II, Ltd.
4.198%, 06/28/16 (144A) (b)

    750,000        750,900   

4.698%, 06/28/16 (144A) (b)

    250,000        250,600   

Kilimanjaro Re, Ltd.
4.698%, 04/30/18 (144A) (b)

    250,000        248,350   

4.948%, 04/30/18 (144A) (b)

    1,900,000        1,895,060   

9.448%, 12/06/19 (144A) (b)

    500,000        504,400   

Liberty Mutual Insurance Co.
7.697%, 10/15/97 (144A)

    2,600,000        3,253,128   

Loma Reinsurance, Ltd.
9.568%, 01/08/18 (144A) (b)

    300,000        306,270   

Longpoint Re, Ltd. III
3.750%, 05/23/18 (144A) (b)

    1,300,000        1,311,570   

4.398%, 05/18/16 (144A) (b)

    2,075,000        2,074,170   

LRE 2015 Segregated Account (Prime Bermuda)
Zero Coupon, 03/30/18 (f)

    750,000        882,000   

Merna Re V, Ltd.
2.198%, 04/07/17 (144A) (b)

    1,000,000        995,600   

OneBeacon U.S. Holdings, Inc.
4.600%, 11/09/22

    429,000        433,729   

Pangaea Re Segregated Account (Kane SAC, Ltd.)
Zero Coupon, 02/01/19 (f)

    1,200,000        35,880   

Insurance—(Continued)

   

PennUnion Re, Ltd.
4.698%, 12/07/18 (144A) (b)

    1,000,000      $ 1,000,800   

Prudential Financial, Inc.
5.625%, 06/15/43 (b)

    550,000        560,175   

5.875%, 09/15/42 (b)

    1,200,000        1,254,000   

8.875%, 06/15/38 (b)

    915,000        1,004,213   

Queen Street VII Re, Ltd.
8.798%, 04/08/16 (144A) (b)

    950,000        947,720   

Queen Street XI Re Dac
6.333%, 06/07/19 (144A) (b)

    500,000        501,250   

Residential Reinsurance 2012, Ltd.
8.198%, 06/06/16 (144A) (b)

    950,000        954,085   

10.198%, 06/06/16 (144A) (b)

    800,000        807,440   

Residential Reinsurance 2013, Ltd.
9.448%, 06/06/17 (144A) (b)

    350,000        361,445   

Residential Reinsurance 2015, Ltd.
7.448%, 12/06/19 (144A) (b)

    250,000        247,250   

Sanders Re, Ltd.
3.698%, 05/05/17 (144A) (b)

    250,000        248,000   

4.038%, 06/07/17 (144A) (b)

    750,000        750,750   

4.198%, 05/05/17 (144A) (b)

    1,500,000        1,495,500   

Silverton Re, Ltd.
Zero Coupon, 09/17/18 (144A)

    850,000        873,970   

St. Andrews Segregated Account (Kane SAC, Ltd.)
Zero Coupon, 01/22/16 (f)

    1,200,000        51,240   

Tar Heel Re, Ltd.
8.698%, 05/09/16 (144A) (b)

    2,650,000        2,664,787   

Tokio Tralee 2015 Re
Zero Coupon, 07/15/17 (JPY)

    90,479,517        802,413   

Vitality Re IV, Ltd.
2.948%, 01/09/17 (144A) (b)

    400,000        401,040   

Vitality Re V, Ltd.
1.948%, 01/07/19 (144A) (b)

    250,000        246,925   

Voya Financial, Inc.
5.650%, 05/15/53 (b)

    875,000        813,750   

Wilton Re Finance LLC
5.875%, 03/30/33 (144A) (b)

    1,050,000        1,140,225   
   

 

 

 
      42,766,249   
   

 

 

 

Internet—0.4%

   

Expedia, Inc.
4.500%, 08/15/24 (a)

    2,400,000        2,416,039   

5.950%, 08/15/20

    675,000        752,748   

Priceline Group, Inc. (The)
1.800%, 03/03/27 (EUR)

    975,000        1,030,924   
   

 

 

 
      4,199,711   
   

 

 

 

Investment Company Security—0.1%

   

Gruposura Finance S.A.
5.700%, 05/18/21 (144A)

    915,000        946,567   
   

 

 

 

 

MIST-327


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Iron/Steel—0.3%

   

Allegheny Technologies, Inc.
9.375%, 06/01/19

    1,135,000      $ 1,078,250   

Metalloinvest Finance, Ltd.
5.625%, 04/17/20 (144A) (a)

    600,000        594,262   

Samarco Mineracao S.A.
4.125%, 11/01/22 (144A) (a)

    1,275,000        761,812   

Steel Dynamics, Inc.
5.125%, 10/01/21

    585,000        590,850   

Worthington Industries, Inc.
4.550%, 04/15/26

    710,000        708,617   
   

 

 

 
      3,733,791   
   

 

 

 

Leisure Time—0.2%

   

Cirsa Funding Luxembourg S.A.
5.875%, 05/15/23 (EUR)

    975,000        1,080,884   

NCL Corp., Ltd.
4.625%, 11/15/20 (144A)

    1,090,000        1,095,450   

5.250%, 11/15/19 (144A)

    700,000        714,000   
   

 

 

 
      2,890,334   
   

 

 

 

Lodging—0.1%

   

MGM Resorts International
6.000%, 03/15/23 (a)

    1,060,000        1,097,100   
   

 

 

 

Machinery-Construction & Mining—0.0%

  

Ormat Funding Corp.
8.250%, 12/30/20

    572,856        567,128   
   

 

 

 

Machinery-Diversified—0.4%

   

Cleaver-Brooks, Inc.
8.750%, 12/15/19 (144A)

    2,050,000        1,937,250   

Cummins, Inc.
5.650%, 03/01/98

    2,375,000        2,528,197   
   

 

 

 
      4,465,447   
   

 

 

 

Media—0.6%

   

Altice Financing S.A.
6.500%, 01/15/22 (144A) (a)

    1,250,000        1,271,875   

CCO Safari LLC
6.384%, 10/23/35 (144A)

    2,860,000        3,157,323   

Numericable-SFR SAS
6.000%, 05/15/22 (144A)

    975,000        950,625   

Time Warner Cable, Inc.
6.550%, 05/01/37

    1,000,000        1,095,837   
   

 

 

 
      6,475,660   
   

 

 

 

Metal Fabricate/Hardware—0.2%

   

Elementia S.A.B. de C.V.
5.500%, 01/15/25 (144A)

    1,530,000        1,508,962   

Valmont Industries, Inc.
6.625%, 04/20/20

    314,000        352,512   
   

 

 

 
      1,861,474   
   

 

 

 

Mining—0.8%

   

Ausdrill Finance Pty, Ltd.
6.875%, 11/01/19 (144A)

    810,000      $ 627,750   

Fresnillo plc
5.500%, 11/13/23 (144A) (a)

    1,275,000        1,308,469   

Glencore Funding LLC
4.125%, 05/30/23 (144A)

    875,000        715,313   

Gold Fields Orogen Holdings BVI, Ltd.
4.875%, 10/07/20 (144A)

    3,310,000        2,979,000   

MMC Norilsk Nickel OJSC via MMC Finance, Ltd.
5.550%, 10/28/20 (144A)

    1,400,000        1,431,500   

6.625%, 10/14/22 (144A)

    700,000        731,080   

Vedanta Resources plc
6.000%, 01/31/19 (144A)

    1,150,000        777,687   

9.500%, 07/18/18 (144A)

    725,000        590,969   
   

 

 

 
      9,161,768   
   

 

 

 

Multi-National—1.2%

   

Africa Finance Corp.
4.375%, 04/29/20 (144A)

    1,950,000        1,981,688   

Inter-American Development Bank
6.000%, 09/05/17 (INR)

    37,550,000        562,032   

International Bank for Reconstruction & Development
3.500%, 01/22/21 (NZD)

    1,855,000        1,309,697   

4.625%, 10/06/21 (NZD)

    1,930,000        1,436,635   

5.750%, 10/21/19 (AUD)

    1,600,000        1,361,467   

International Finance Corp.
6.300%, 11/25/24 (INR)

    47,580,000        700,460   

7.750%, 12/03/16 (INR)

    189,120,000        2,866,082   

8.250%, 06/10/21 (INR)

    190,030,000        3,044,291   
   

 

 

 
      13,262,352   
   

 

 

 

Municipal—0.2%

   

Brazil Minas SPE via State of Minas Gerais
5.333%, 02/15/28 (144A)

    3,000,000        2,557,500   
   

 

 

 

Oil & Gas—2.2%

   

Antero Resources Corp.
5.375%, 11/01/21

    1,465,000        1,355,125   

Bonanza Creek Energy, Inc.
5.750%, 02/01/23

    345,000        91,425   

Calumet Specialty Products Partners L.P. / Calumet Finance Corp.
6.500%, 04/15/21

    1,073,000        761,830   

Carrizo Oil & Gas, Inc.
7.500%, 09/15/20 (a)

    830,000        773,975   

Denbury Resources, Inc.
4.625%, 07/15/23

    1,845,000        770,288   

5.500%, 05/01/22

    775,000        348,750   

Dolphin Energy, Ltd.
5.500%, 12/15/21 (144A)

    470,000        524,638   

Ensco plc
4.500%, 10/01/24 (a)

    2,377,000        1,319,235   

 

MIST-328


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Oil & Gas—(Continued)

   

Gazprom OAO Via Gaz Capital S.A.
4.950%, 07/19/22 (144A)

    200,000      $ 195,157   

8.146%, 04/11/18 (144A)

    190,000        205,844   

Hilcorp Energy I L.P. / Hilcorp Finance Co.
5.750%, 10/01/25 (144A)

    1,505,000        1,294,300   

KazMunayGas National Co. JSC
4.400%, 04/30/23 (144A)

    600,000        547,296   

Newfield Exploration Co.
5.625%, 07/01/24

    1,625,000        1,523,437   

Noble Energy, Inc.
5.625%, 05/01/21

    391,000        392,955   

Novatek OAO via Novatek Finance, Ltd.
4.422%, 12/13/22 (144A)

    1,230,000        1,134,921   

Pacific Exploration and Production Corp.
5.375%, 01/26/19 (144A)

    710,000        120,700   

PDC Energy, Inc.
7.750%, 10/15/22

    1,745,000        1,740,637   

Petrobras Global Finance B.V.
3.000%, 01/15/19 (a)

    2,375,000        2,041,132   

Petroleos Mexicanos
7.190%, 09/12/24 (144A) (MXN)

    2,715,000        136,180   

Pride International, Inc.
6.875%, 08/15/20 (a)

    173,000        126,290   

Rosneft Finance S.A.
6.625%, 03/20/17 (144A)

    375,000        385,421   

7.500%, 07/18/16 (144A)

    1,090,000        1,104,022   

Rowan Cos., Inc.
4.750%, 01/15/24 (a)

    3,125,000        2,145,709   

5.850%, 01/15/44

    1,305,000        760,638   

SM Energy Co.
5.000%, 01/15/24 (a)

    210,000        145,360   

Swift Energy Co.
7.875%, 03/01/22 (c) (f)

    1,130,000        56,500   

Tesoro Corp.
5.375%, 10/01/22 (a)

    1,630,000        1,609,625   

Valero Energy Corp.
9.375%, 03/15/19

    1,230,000        1,466,686   

Whiting Petroleum Corp.
6.250%, 04/01/23 (a)

    895,000        601,888   

WPX Energy, Inc.
7.500%, 08/01/20 (a)

    1,675,000        1,306,500   

YPF S.A.
8.500%, 03/23/21 (144A)

    540,000        540,675   
   

 

 

 
      25,527,139   
   

 

 

 

Oil & Gas Services—0.4%

  

Freeport-McMoran Oil & Gas LLC / FCX Oil & Gas, Inc.
6.750%, 02/01/22

    1,453,000        1,118,810   

Weatherford International, Ltd.
5.950%, 04/15/42 (a)

    3,575,000        2,484,625   

9.625%, 03/01/19 (a)

    1,209,000        1,205,977   
   

 

 

 
      4,809,412   
   

 

 

 

Packaging & Containers—0.6%

   

AEP Industries, Inc.
8.250%, 04/15/19

    290,000      $ 294,350   

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
6.750%, 01/31/21 (144A)

    300,000        290,250   

7.000%, 11/15/20 (144A)

    211,765        201,706   

9.125%, 10/15/20 (144A)

    2,325,000        2,406,375   

9.250%, 10/15/20 (144A) (EUR)

    400,000        474,659   

Owens-Brockway Glass Container, Inc.
5.875%, 08/15/23 (144A) (a)

    355,000        369,866   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC
8.500%, 05/15/18

    1,990,000        1,990,000   

9.875%, 08/15/19

    705,000        730,115   
   

 

 

 
      6,757,321   
   

 

 

 

Pharmaceuticals—0.6%

   

DPx Holdings B.V.
7.500%, 02/01/22 (144A) (a)

    1,200,000        1,194,000   

Endo Finance LLC
5.750%, 01/15/22 (144A) (a)

    1,000,000        947,500   

Endo Finance LLC / Endo Finco, Inc.
5.875%, 01/15/23 (144A)

    1,030,000        981,075   

Endo, Ltd. / Endo Finance LLC / Endo Finco, Inc.
6.000%, 02/01/25 (144A) (a)

    495,000        464,063   

Valeant Pharmaceuticals International, Inc.
4.500%, 05/15/23 (EUR)

    980,000        819,629   

5.875%, 05/15/23 (144A)

    675,000        529,031   

Vizient, Inc.
10.375%, 03/01/24 (144A) (a)

    1,780,000        1,909,050   
   

 

 

 
      6,844,348   
   

 

 

 

Pipelines—4.4%

   

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.125%, 11/15/22 (144A) (a)

    1,875,000        1,560,937   

Boardwalk Pipelines L.P.
4.950%, 12/15/24

    2,450,000        2,240,562   

Buckeye Partners L.P.
6.050%, 01/15/18

    505,000        532,616   

DCP Midstream LLC
5.850%, 05/21/43 (144A) (b)

    1,321,000        680,315   

9.750%, 03/15/19 (144A)

    1,267,000        1,211,541   

DCP Midstream Operating L.P.
5.600%, 04/01/44

    650,000        478,371   

Enbridge Energy Partners L.P.
7.375%, 10/15/45 (a)

    3,400,000        3,436,353   

EnLink Midstream Partners L.P.
4.400%, 04/01/24

    1,869,000        1,501,035   

Enterprise Products Operating LLC
3.700%, 02/15/26 (a)

    1,072,000        1,051,453   

3.750%, 02/15/25 (a)

    2,100,000        2,096,167   

3.900%, 02/15/24 (a)

    225,000        227,423   

8.375%, 08/01/66 (b)

    1,059,000        836,610   

 

MIST-329


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Pipelines—(Continued)

   

Genesis Energy L.P. / Genesis Energy Finance Corp.
6.750%, 08/01/22

    2,750,000      $ 2,543,750   

Kinder Morgan, Inc.
5.050%, 02/15/46 (a)

    3,125,000        2,659,278   

5.550%, 06/01/45

    4,130,000        3,670,447   

Magellan Midstream Partners L.P.
5.000%, 03/01/26

    1,175,000        1,270,680   

MPLX L.P.
4.875%, 12/01/24 (144A)

    3,090,000        2,852,802   

ONEOK, Inc.
6.875%, 09/30/28

    1,850,000        1,563,250   

Plains All American Pipeline L.P. / PAA Finance Corp.
4.650%, 10/15/25 (a)

    2,050,000        1,895,262   

6.125%, 01/15/17

    1,467,000        1,515,220   

Questar Pipeline Co.
5.830%, 02/01/18

    1,441,000        1,543,583   

Sabine Pass Liquefaction LLC
5.625%, 02/01/21

    2,150,000        2,066,687   

5.625%, 03/01/25

    600,000        572,250   

Spectra Energy Capital LLC
6.200%, 04/15/18

    1,109,000        1,164,193   

6.750%, 07/15/18

    600,000        639,018   

Sunoco Logistics Partners Operations L.P.
6.100%, 02/15/42

    1,700,000        1,493,919   

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
4.125%, 11/15/19 (a)

    1,115,000        1,052,984   

5.000%, 01/15/18 (a)

    1,400,000        1,396,500   

Williams Cos., Inc. (The)
5.750%, 06/24/44

    5,525,000        3,674,125   

7.500%, 01/15/31

    1,450,000        1,178,125   

7.750%, 06/15/31

    1,549,000        1,281,798   
   

 

 

 
      49,887,254   
   

 

 

 

Real Estate Investment Trusts—1.5%

  

Alexandria Real Estate Equities, Inc.
2.750%, 01/15/20

    1,575,000        1,572,113   

3.900%, 06/15/23

    811,000        820,471   

4.600%, 04/01/22

    575,000        619,714   

Communications Sales & Leasing, Inc. / CSL Capital LLC
6.000%, 04/15/23 (144A) (a)

    1,300,000        1,264,250   

DCT Industrial Operating Partnership L.P.
4.500%, 10/15/23

    1,250,000        1,281,779   

Equinix, Inc.
5.375%, 01/01/22

    900,000        937,125   

5.750%, 01/01/25 (a)

    1,100,000        1,155,000   

5.875%, 01/15/26 (a)

    445,000        469,253   

Healthcare Realty Trust, Inc.
5.750%, 01/15/21

    630,000        700,292   

Highwoods Realty L.P.
3.625%, 01/15/23 (a)

    1,525,000        1,520,584   

Piedmont Operating Partnership L.P.
3.400%, 06/01/23

    1,880,000        1,817,734   

Real Estate Investment Trusts—(Continued)

  

UDR, Inc.
4.000%, 10/01/25

    2,725,000      $ 2,830,542   

Welltower, Inc.
4.250%, 04/01/26

    2,325,000        2,356,076   
   

 

 

 
      17,344,933   
   

 

 

 

Retail—0.5%

   

CVS Pass-Through Trust
5.773%, 01/10/33 (144A) (a)

    811,000        878,569   

DriveTime Automotive Group, Inc. / DT Acceptance Corp.
8.000%, 06/01/21 (144A)

    695,000        601,175   

Outerwall, Inc.
6.000%, 03/15/19 (a)

    965,000        820,250   

QVC, Inc.
4.450%, 02/15/25

    3,250,000        3,141,759   
   

 

 

 
      5,441,753   
   

 

 

 

Semiconductors—0.7%

   

Advanced Micro Devices, Inc.
7.000%, 07/01/24

    700,000        458,500   

Intel Corp.
4.900%, 07/29/45

    4,375,000        4,906,864   

Micron Technology, Inc.
5.250%, 08/01/23 (144A)

    2,485,000        2,031,488   

5.875%, 02/15/22

    525,000        454,125   
   

 

 

 
      7,850,977   
   

 

 

 

Shipbuilding—0.0%

   

Huntington Ingalls Industries, Inc.
5.000%, 11/15/25 (144A)

    440,000        460,350   
   

 

 

 

Software—0.1%

   

Activision Blizzard, Inc.
5.625%, 09/15/21 (144A)

    1,100,000        1,156,375   

Nuance Communications, Inc.
1.000%, 12/15/35 (144A)

    219,000        201,617   
   

 

 

 
      1,357,992   
   

 

 

 

Telecommunications—3.5%

   

AT&T, Inc.
3.950%, 01/15/25 (a)

    4,723,000        4,908,765   

4.750%, 05/15/46

    1,250,000        1,219,321   

CenturyLink, Inc.
6.450%, 06/15/21

    1,175,000        1,190,416   

7.600%, 09/15/39 (a)

    700,000        575,750   

CommScope Technologies Finance LLC
6.000%, 06/15/25 (144A) (a)

    1,075,000        1,085,078   

Crown Castle Towers LLC
4.883%, 08/15/20 (144A)

    1,600,000        1,713,666   

6.113%, 01/15/20 (144A)

    785,000        866,119   

Digicel Group, Ltd.
8.250%, 09/30/20 (144A)

    835,000        716,013   

Digicel, Ltd.
6.000%, 04/15/21 (144A) (a)

    1,805,000        1,615,475   

 

MIST-330


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Telecommunications—(Continued)

   

DigitalGlobe, Inc.
5.250%, 02/01/21 (144A)

    1,588,000      $ 1,445,080   

Frontier Communications Corp.
7.125%, 01/15/23

    277,000        245,145   

8.500%, 04/15/20

    1,498,000        1,549,531   

8.750%, 04/15/22

    2,550,000        2,486,250   

8.875%, 09/15/20 (144A)

    50,000        51,938   

10.500%, 09/15/22 (144A)

    50,000        51,250   

GTP Acquisition Partners I LLC
2.350%, 06/15/20 (144A)

    2,000,000        1,968,040   

GTP Cellular Sites LLC
3.721%, 03/15/17 (144A)

    568,374        569,164   

Level 3 Financing, Inc.
5.375%, 01/15/24 (144A)

    835,000        845,437   

Sprint Corp.
7.250%, 09/15/21

    1,850,000        1,412,937   

T-Mobile USA, Inc.
6.542%, 04/28/20

    900,000        929,250   

6.625%, 11/15/20

    875,000        903,437   

Unison Ground Lease Funding LLC
2.981%, 03/15/20 (144A)

    1,100,000        1,110,650   

Verizon Communications, Inc.
5.012%, 08/21/54

    1,652,000        1,657,334   

6.550%, 09/15/43

    4,599,000        6,057,927   

VimpelCom Holdings B.V.
7.504%, 03/01/22 (144A)

    2,500,000        2,634,375   

9.000%, 02/13/18 (144A) (RUB)

    34,300,000        491,840   

Windstream Services LLC
6.375%, 08/01/23 (a)

    265,000        194,113   

7.750%, 10/15/20 (a)

    1,615,000        1,388,900   
   

 

 

 
      39,883,201   
   

 

 

 

Transportation—0.3%

   

Far East Capital, Ltd. S.A.
8.000%, 05/02/18

    400,000        209,500   

Golar LNG Partners L.P.
6.310%, 10/12/17 (NOK) (b)

    6,000,000        708,787   

Inversiones Alsacia S.A.
8.000%, 12/31/18 (144A)

    1,389,035        83,342   

Jack Cooper Holdings Corp.
10.250%, 06/01/20 (144A)

    985,000        694,425   

Pelabuhan Indonesia II PT
4.250%, 05/05/25 (144A)

    1,935,000        1,851,873   
   

 

 

 
      3,547,927   
   

 

 

 

Trucking & Leasing—0.2%

   

GATX Corp.
6.000%, 02/15/18

    1,896,000        2,016,347   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.
3.375%, 02/01/22 (144A)

    508,000        504,368   
   

 

 

 
      2,520,715   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $559,266,898)

      541,996,504   
   

 

 

 
U.S. Treasury & Government Agencies—17.1%   
Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage-Backed—14.3%

  

Fannie Mae 15 Yr. Pool
2.500%, 07/01/30

    2,568,624      $ 2,643,669   

4.000%, 07/01/18

    61,967        64,519   

4.000%, 08/01/18

    75,165        78,261   

4.000%, 03/01/19

    84,658        88,144   

5.000%, 02/01/20

    40,086        41,548   

5.000%, 10/01/20

    196,814        206,303   

5.000%, 12/01/21

    23,718        25,431   

5.000%, 02/01/22

    7,557        8,103   

5.000%, 06/01/22

    21,591        23,193   

5.000%, 09/01/22

    192,332        198,567   

5.000%, 07/01/23

    144,437        155,178   

Fannie Mae 30 Yr. Pool
3.500%, 11/01/40

    2,539,790        2,668,500   

3.500%, 08/01/42

    10,260,354        10,779,025   

3.500%, 12/01/42

    909,857        960,672   

3.500%, 07/01/45

    1,485,859        1,558,615   

3.500%, 08/01/45

    909,485        954,019   

3.500%, 09/01/45

    2,242,614        2,352,424   

3.500%, 02/01/46

    1,371,465        1,438,619   

4.000%, 12/01/40

    948,019        1,033,084   

4.000%, 07/01/41

    893,687        960,461   

4.000%, 12/01/41

    517,099        552,456   

4.000%, 01/01/42

    2,181,945        2,341,273   

4.000%, 04/01/42

    2,261,377        2,425,958   

4.000%, 06/01/42

    842,579        903,354   

4.000%, 07/01/42

    3,343,695        3,612,635   

4.000%, 08/01/42

    3,010,297        3,234,528   

4.000%, 12/01/42

    116,567        124,827   

4.000%, 05/01/44

    1,926,943        2,058,696   

4.000%, 08/01/44

    505,887        540,477   

4.000%, 09/01/44

    57,511        61,609   

4.000%, 10/01/44

    133,206        142,314   

4.000%, 11/01/44

    5,159,074        5,513,013   

4.000%, 12/01/44

    267,075        285,336   

4.000%, 01/01/45

    85,424        91,265   

4.000%, 02/01/45

    58,749        63,032   

4.000%, 11/01/45

    1,629,031        1,745,798   

4.500%, 03/01/35

    42,560        46,524   

4.500%, 07/01/35

    105,398        114,967   

4.500%, 05/01/39

    2,526,476        2,785,715   

4.500%, 08/01/40

    7,556,398        8,247,479   

4.500%, 11/01/40

    3,876,125        4,229,674   

4.500%, 12/01/40

    635,773        695,056   

4.500%, 05/01/41

    5,070,088        5,534,080   

4.500%, 07/01/41

    2,889,964        3,156,963   

4.500%, 11/01/41

    359,873        392,855   

4.500%, 12/01/41

    80,769        88,221   

4.500%, 11/01/43

    4,769,295        5,212,436   

4.500%, 08/01/44

    1,410,160        1,539,860   

5.000%, 01/01/38

    3,479,511        3,852,877   

5.000%, 01/01/39

    518,573        573,171   

5.000%, 06/01/40

    271,702        301,183   

5.000%, 07/01/40

    206,063        228,389   

6.000%, 03/01/32

    539        622   

6.000%, 07/01/37

    35,526        40,577   

 

MIST-331


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage-Backed—(Continued)

  

Fannie Mae 30 Yr. Pool

   

6.000%, 07/01/38

    336,697      $ 384,318   

6.500%, 10/01/31

    581        664   

6.500%, 02/01/32

    417        477   

6.500%, 12/01/36

    1,789        2,148   

6.500%, 03/01/37

    51,338        58,715   

6.500%, 10/01/37

    33,948        40,073   

7.000%, 09/01/29

    218        245   

7.500%, 01/01/30

    605        751   

7.500%, 10/01/30

    94        108   

Fannie Mae REMICS (CMO)
3.500%, 01/25/29 (g)

    177,906        6,914   

4.500%, 06/25/29

    404,290        435,135   

Freddie Mac 15 Yr. Gold Pool
2.500%, 01/01/30

    170,268        175,336   

2.500%, 04/01/30

    97,716        100,628   

3.500%, 11/01/28

    1,429,435        1,526,420   

4.500%, 11/01/18

    38,190        39,530   

5.000%, 12/01/21

    74,043        79,183   

5.500%, 10/01/16

    232        232   

6.000%, 06/01/17

    3,313        3,378   

Freddie Mac 30 Yr. Gold Pool
3.000%, 11/01/42

    2,801,154        2,877,064   

3.500%, 10/01/40

    576,836        604,686   

3.500%, 08/01/43

    3,090,926        3,238,045   

3.500%, 10/01/44

    1,260,475        1,320,471   

3.500%, 03/01/45

    1,845,700        1,933,550   

3.500%, 07/01/45

    93,593        98,550   

3.500%, 10/01/45

    3,435,181        3,598,686   

4.000%, 01/01/44

    2,541,013        2,713,798   

4.000%, 02/01/44

    421,886        453,057   

4.000%, 07/01/44

    5,412,187        5,794,614   

4.500%, 04/01/41

    1,618,869        1,767,552   

5.000%, 05/01/34

    307,373        339,285   

5.000%, 06/01/35

    33,939        37,254   

5.000%, 05/01/37

    245,121        270,289   

5.000%, 09/01/38

    43,439        47,681   

5.000%, 10/01/38

    105,296        115,605   

5.000%, 11/01/39

    925,750        1,021,645   

5.000%, 12/01/39

    237,809        266,953   

5.500%, 06/01/41

    678,020        757,903   

6.000%, 06/01/35

    24,252        27,447   

6.000%, 12/01/36

    24,355        27,873   

Ginnie Mae I 15 Yr. Pool
5.000%, 10/15/18

    47,059        49,339   

5.500%, 08/15/19

    18,280        18,927   

5.500%, 10/15/19

    89,848        94,038   

6.000%, 05/15/17

    125        125   

6.000%, 06/15/17

    407        411   

6.000%, 08/15/19

    4,451        4,612   

Ginnie Mae I 30 Yr. Pool
3.500%, 07/15/42

    3,310,551        3,495,261   

3.500%, TBA (h)

    9,115,000        9,617,749   

4.000%, 06/15/39

    11,392        12,181   

4.000%, 09/15/39

    627,312        670,750   

4.000%, 06/15/40

    52,581        56,367   

Agency Sponsored Mortgage-Backed—(Continued)

  

Ginnie Mae I 30 Yr. Pool

   

4.000%, 12/15/40

    70,682      75,630   

4.000%, 02/15/41

    582,924        633,610   

4.000%, 06/15/41

    13,382        14,382   

4.000%, 07/15/41

    372,573        399,472   

4.000%, 01/15/42

    12,891        13,791   

4.000%, 02/15/42

    11,588        12,426   

4.000%, 04/15/42

    5,761        6,161   

4.000%, 08/15/43

    29,078        31,088   

4.000%, 03/15/44

    1,657,301        1,771,869   

4.000%, 05/15/44

    215,933        230,860   

4.000%, 08/15/44

    465,498        497,678   

4.000%, 09/15/44

    2,086,767        2,231,023   

4.000%, 11/15/44

    1,977,183        2,115,335   

4.000%, 12/15/44

    867,367        928,534   

4.000%, 01/15/45

    2,993,320        3,200,245   

4.000%, 02/15/45

    842,313        901,303   

4.000%, 06/15/45

    628,754        672,388   

4.000%, 07/15/45

    296,420        317,637   

4.000%, 08/15/45

    271,893        291,398   

4.500%, 09/15/33

    111,394        122,933   

4.500%, 05/15/34

    249,460        273,476   

4.500%, 12/15/34

    43,267        47,054   

4.500%, 04/15/35

    183,466        199,812   

4.500%, 10/15/35

    74,335        81,108   

4.500%, 04/15/39

    1,620,285        1,767,901   

4.500%, 01/15/40

    2,430,762        2,671,821   

4.500%, 09/15/40

    326,818        358,117   

4.500%, 07/15/41

    467,646        510,239   

4.500%, 08/15/41

    470,714        513,280   

5.000%, 05/15/34

    847,836        951,227   

5.000%, 04/15/35

    13,491        15,210   

5.500%, 01/15/34

    70,840        81,180   

5.500%, 04/15/34

    23,933        27,418   

5.500%, 07/15/34

    124,825        142,842   

5.500%, 10/15/34

    112,482        128,323   

5.500%, 06/15/35

    39,069        43,825   

5.500%, 11/15/35

    38,306        42,874   

5.750%, 10/15/38

    101,561        114,958   

6.000%, 02/15/24

    888        1,003   

6.000%, 11/15/28

    588        663   

6.000%, 02/15/33

    2,218        2,562   

6.000%, 03/15/33

    9,176        10,556   

6.000%, 06/15/33

    6,184        7,136   

6.000%, 07/15/33

    8,793        10,204   

6.000%, 09/15/33

    9,463        10,724   

6.000%, 10/15/33

    3,895        4,501   

6.000%, 08/15/34

    40,367        46,069   

6.500%, 03/15/29

    3,835        4,390   

6.500%, 02/15/32

    1,343        1,610   

6.500%, 03/15/32

    1,337        1,559   

6.500%, 11/15/32

    4,782        5,589   

7.000%, 03/15/31

    327        370   

Ginnie Mae II 30 Yr. Pool
3.500%, 03/20/45

    474,045        501,781   

3.500%, 04/20/45

    1,329,186        1,408,763   

 

MIST-332


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage-Backed—(Continued)

  

Ginnie Mae II 30 Yr. Pool

   

3.500%, 08/20/45

    2,219,320      $ 2,348,471   

3.500%, 03/20/46

    550,000        585,078   

4.000%, 10/20/44

    1,652,151        1,766,635   

4.500%, 09/20/41

    553,823        602,796   

5.000%, 08/20/34

    89,661        98,888   

5.500%, 03/20/34

    11,017        12,729   

6.000%, 05/20/32

    15,276        17,794   

6.000%, 11/20/33

    18,050        20,793   

Government National Mortgage Association (CMO)
3.000%, 04/20/41

    972,502        1,011,383   

4.500%, 09/20/39

    1,665,772        1,815,981   
   

 

 

 
      163,898,034   
   

 

 

 

U.S. Treasury—2.8%

   

U.S. Treasury Inflation Indexed Bonds
0.750%, 02/15/45 (i)

    21,287,806        20,595,676   

1.000%, 02/15/46 (i)

    10,923,143        11,392,215   
   

 

 

 
      31,987,891   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $191,533,643)

      195,885,925   
   

 

 

 
Mortgage-Backed Securities—8.7%   

Collateralized Mortgage Obligations—6.6%

  

Alternative Loan Trust
1.073%, 07/25/35 (b)

    1,300,000        1,189,039   

Banc of America Alternative Loan Trust
5.750%, 04/25/33

    466,713        476,224   

Banc of America Mortgage Trust
5.750%, 01/25/35

    410,969        416,853   

Bear Stearns Adjustable Rate Mortgage Trust
3.171%, 02/25/35 (b)

    164,390        161,478   

Bear Stearns ALT-A Trust
1.183%, 01/25/35 (b)

    1,515,000        1,285,105   

1.183%, 03/25/35 (b)

    1,330,000        1,152,955   

1.333%, 09/25/34 (b)

    752,770        630,660   

1.363%, 01/25/35 (b)

    1,370,462        1,158,113   

CIM Trust
2.439%, 10/25/57 (144A) (b)

    186,467        183,288   

Citigroup Mortgage Loan Trust, Inc.
5.500%, 08/25/34

    659,289        698,495   

Countrywide Alternative Loan Trust
5.250%, 09/25/33

    497,547        516,410   

Countrywide Home Loan Mortgage Pass-Through Trust
3.030%, 09/25/33 (b)

    4,124        3,810   

Credit Suisse First Boston Mortgage Securities Corp.
1.133%, 10/25/34 (b)

    2,740,619        2,262,069   

5.000%, 08/25/20

    63,160        62,578   

Credit Suisse Mortgage Capital Certificates Trust 3.500%, 10/25/44 (144A) (b)

    3,353,856        3,479,076   

3.500%, 02/25/45 (144A)

    883,326        900,061   

Collateralized Mortgage Obligations—(Continued)

  

CSMLT Trust
3.500%, 08/25/45 (144A) (b)

    1,721,281      1,748,782   

EverBank Mortgage Loan Trust
2.500%, 03/25/43 (144A) (b)

    1,321,073        1,283,815   

Freddie Mac Whole Loan Securities Trust
3.500%, 05/25/45

    1,060,140        1,092,748   

Global Mortgage Securitization, Ltd.
0.706%, 04/25/32 (b)

    916,578        875,217   

5.250%, 04/25/32

    407,695        393,249   

Homestar Mortgage Acceptance Corp.
1.533%, 01/25/35 (b)

    1,705,000        1,653,778   

Impac CMB Trust
1.076%, 09/25/34 (b)

    866,377        814,394   

1.233%, 10/25/34 (b)

    409,011        371,581   

JPMorgan Alternative Loan Trust
1.073%, 01/25/36 (b)

    170,691        154,848   

JPMorgan Mortgage Trust
2.500%, 03/25/43 (144A) (b)

    4,817,566        4,863,348   

3.000%, 10/25/29 (144A) (b)

    2,795,922        2,873,246   

3.000%, 06/25/45 (144A) (b)

    2,909,114        2,859,022   

3.450%, 07/25/43 (144A) (b)

    1,813,022        1,821,795   

3.500%, 05/25/43 (144A) (b)

    947,238        961,424   

3.500%, 01/25/44 (144A) (b)

    728,297        748,600   

LSTAR Securities Investment Trust
2.426%, 01/01/20 (144A) (b)

    2,230,775        2,197,722   

Morgan Stanley Mortgage Loan Trust
0.893%, 11/25/35 (b)

    708,000        616,712   

0.933%, 09/25/35 (b)

    719,000        651,534   

Morgan Stanley Residential Mortgage Loan Trust
2.993%, 06/25/44 (144A) (b)

    3,267,380        3,186,321   

NRP Mortgage Trust
3.250%, 07/25/43 (144A) (b)

    779,072        792,919   

Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates
0.893%, 07/25/35 (b)

    1,274,000        1,120,655   

0.913%, 07/25/35 (b)

    1,200,000        1,031,739   

Opteum Mortgage Acceptance Corp. Trust
0.923%, 11/25/35 (b)

    1,936,000        1,575,782   

RESI Finance L.P.
1.842%, 09/10/35 (144A) (b)

    1,878,058        1,682,895   

Residential Accredit Loans, Inc. Trust
0.983%, 07/25/33 (b)

    481,225        439,312   

RFMSI Trust
5.250%, 04/25/34

    1,140,313        1,029,236   

Sequoia Mortgage Trust
1.182%, 07/20/34 (b)

    1,495,760        1,197,308   

2.250%, 06/25/43 (b)

    432,432        425,946   

2.500%, 04/25/43 (b)

    1,369,911        1,338,776   

2.500%, 05/25/43 (144A) (b)

    1,051,660        1,027,758   

2.500%, 05/25/43 (b)

    2,731,695        2,675,302   

3.000%, 06/25/43 (b)

    1,446,917        1,445,769   

3.500%, 07/25/43 (144A)

    1,510,140        1,531,600   

3.500%, 07/25/45 (144A) (b)

    1,863,182        1,888,292   

3.532%, 03/25/43 (b)

    867,611        854,290   

3.640%, 02/25/43 (b)

    898,965        921,302   

3.673%, 09/25/43 (144A) (b)

    1,416,437        1,391,204   

3.733%, 07/25/45 (144A) (b)

    1,868,583        1,838,008   

 

MIST-333


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mortgage-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Collateralized Mortgage Obligations—(Continued)

  

Structured Adjustable Rate Mortgage Loan Trust
1.272%, 11/25/34 (b)

    1,698,144      $ 1,504,683   

2.674%, 02/25/34 (b)

    199,200        198,375   

3.188%, 03/25/34 (b)

    127,609        125,671   

Thornburg Mortgage Securities Trust
2.339%, 06/25/43 (b)

    454,537        446,295   

Towd Point Mortgage Trust
3.750%, 11/25/57 (144A) (b)

    787,000        810,981   

WaMu Mortgage Pass-Through Certificates Trust
2.475%, 08/25/33 (b)

    2,377,696        2,282,088   

WinWater Mortgage Loan Trust
3.500%, 01/20/45 (144A) (b)

    1,137,478        1,168,312   

3.500%, 08/20/45 (144A) (b)

    798,251        811,004   
   

 

 

 
      75,299,852   
   

 

 

 

Commercial Mortgage-Backed Securities—2.1%

  

A10 Securitization LLC
2.400%, 11/15/25 (144A)

    14,778        14,778   

Banc of America Merrill Lynch Commercial Mortgage, Inc.
4.775%, 07/10/43 (144A) (b)

    279,000        279,135   

Bayview Commercial Asset Trust

   

Zero Coupon, 07/25/37 (144A) (g)

    4,299,514        0   

City Center Trust
5.086%, 07/15/28 (144A) (b)

    850,000        851,263   

Commercial Mortgage Pass-Through Certificates Mortgage Trust
2.822%, 10/15/45

    720,000        741,970   

Commercial Mortgage Trust
2.388%, 07/13/31 (144A) (b)

    573,612        556,596   

2.436%, 10/15/45

    690,000        703,995   

4.934%, 12/10/44 (b)

    330,000        362,538   

DBUBS Mortgage Trust
5.470%, 08/10/44 (144A) (b)

    1,400,000        1,554,586   

5.699%, 11/10/46 (144A) (b)

    600,000        656,416   

EQTY Mortgage Trust
3.888%, 05/08/31 (144A) (b)

    750,000        713,369   

FREMF Mortgage Trust
3.104%, 03/25/45 (144A) (b)

    700,000        707,590   

3.165%, 04/25/46 (144A) (b)

    600,000        598,036   

3.361%, 11/25/46 (144A) (b)

    500,000        502,040   

3.741%, 04/25/45 (144A) (b)

    1,000,000        1,016,550   

4.028%, 11/25/44 (144A) (b)

    535,000        542,828   

GS Mortgage Securities Corp. II
3.682%, 02/10/46 (144A)

    750,000        752,792   

GS Mortgage Securities Trust
2.186%, 07/15/31 (144A) (b)

    885,000        881,953   

3.377%, 05/10/45

    1,000,000        1,054,803   

Irvine Core Office Trust
3.173%, 05/15/48 (144A) (b)

    1,250,000        1,301,977   

JPMorgan Chase Commercial Mortgage Securities Trust
3.070%, 12/15/46

    1,459,958        1,503,305   

3.977%, 10/15/45 (144A) (b)

    700,000        717,988   

5.558%, 11/15/43 (144A) (b)

    300,000        317,952   

5.623%, 05/12/45

    730,000        706,649   

6.007%, 02/15/51 (b)

    1,350,000        1,301,061   

Commercial Mortgage-Backed Securities—(Continued)

  

Lehman Brothers Small Balance Commercial Mortgage Trust
0.633%, 09/25/36 (144A) (b)

    215,681      205,749   

1.383%, 10/25/37 (144A) (b)

    108,250        107,840   

LSTAR Commercial Mortgage Trust
3.313%, 04/20/48 (144A) (b)

    500,000        500,156   

Morgan Stanley Bank of America Merrill Lynch Trust
2.979%, 04/15/47

    920,000        956,943   

ORES NPL LLC
3.081%, 09/25/25 (144A)

    41,883        41,673   

RAIT Trust
2.586%, 05/13/31 (144A) (b)

    500,000        491,959   

Resource Capital Corp. Ltd.
2.591%, 12/15/28 (144A) (b)

    78,172        78,194   

Timberstar Trust
5.668%, 10/15/36 (144A)

    540,000        547,997   

Velocity Commercial Capital Loan Trust
2.433%, 09/25/44 (144A) (b)

    564,349        564,418   

Wells Fargo Commercial Mortgage Trust
2.819%, 08/15/50

    400,000        411,949   

5.612%, 11/15/43 (144A) (b)

    950,000        1,011,858   

WF-RBS Commercial Mortgage Trust
3.998%, 03/15/44 (144A)

    520,000        543,924   

5.392%, 02/15/44 (144A) (b)

    250,000        263,741   
   

 

 

 
      24,066,571   
   

 

 

 

Total Mortgage-Backed Securities
(Cost $98,654,090)

      99,366,423   
   

 

 

 
Floating Rate Loans (j)—7.5%   

Advertising—0.1%

  

Affinion Group, Inc.
Term Loan B, 6.750%, 04/30/18

    1,322,485        1,182,177   
   

 

 

 

Aerospace/Defense—0.3%

   

DigitalGlobe, Inc.
Term Loan B, 4.750%, 01/31/20

    923,440        921,516   

DynCorp International LLC
Term Loan B, 6.268%, 07/07/16

    154,176        149,551   

Engility Corp.
Term Loan B, 7.000%, 05/30/20

    1,515,123        1,508,798   

Vencore, Inc.
1st Lien Term Loan, 5.750%, 11/23/19

    422,812        421,050   
   

 

 

 
      3,000,915   
   

 

 

 

Airlines—0.1%

   

Delta Air Lines, Inc.
Term Loan B1, 3.250%, 10/18/18

    967,500        968,911   
   

 

 

 

Auto Components—0.1%

   

Federal-Mogul Holdings Corp.
Term Loan C, 4.750%, 04/15/21

    757,632        688,814   

MPG Holdco I, Inc.
Term Loan B, 3.750%, 10/20/21

    602,937        596,154   
   

 

 

 
      1,284,968   
   

 

 

 

 

MIST-334


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (j)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Auto Manufacturers—0.2%

   

FCA U.S. LLC
Term Loan B, 3.500%, 05/24/17

    1,742,757      $ 1,744,463   

Navistar International Corp.
Term Loan B, 6.500%, 08/07/20

    498,750        456,771   
   

 

 

 
      2,201,234   
   

 

 

 

Auto Parts & Equipment—0.3%

   

Goodyear Tire & Rubber Co. (The)
2nd Lien Term Loan, 3.750%, 04/30/19

    375,000        375,821   

TI Group Automotive Systems LLC
Term Loan, 4.500%, 06/30/22

    789,810        784,874   

Tower Automotive Holdings USA LLC
Term Loan, 4.000%, 04/23/20

    2,046,362        2,036,130   
   

 

 

 
      3,196,825   
   

 

 

 

Biotechnology—0.1%

   

Concordia Healthcare Corp.
Term Loan, 5.250%, 10/21/21

    997,500        975,056   
   

 

 

 

Building Materials—0.0%

   

U.S. Silica Co.
Term Loan B, 4.000%, 07/23/20

    357,394        310,039   
   

 

 

 

Chemicals—0.3%

   

Axalta Coating Systems U.S. Holdings, Inc.
Term Loan, 3.750%, 02/01/20

    1,563,598        1,555,658   

Chemtura Corp.
Term Loan B, 3.500%, 08/27/16

    81,429        81,708   

Huntsman International LLC
Term Loan B1, 3.504%, 04/19/19

    148,551        148,241   

Univar, Inc.
Term Loan, 4.250%, 07/01/22

    920,375        908,679   

WR Grace & Co.
Term Loan, 2.750%, 02/03/21

    314,585        312,305   
   

 

 

 
      3,006,591   
   

 

 

 

Commercial Services—0.3%

   

Albany Molecular Research, Inc.
Term Loan B, 5.750%, 07/16/21

    572,125        570,695   

Laureate Education, Inc.
Term Loan B, 5.000%, 06/15/18

    468,989        406,848   

Monitronics International, Inc.
Term Loan B, 4.250%, 03/23/18

    309,905        293,765   

ON Assignment, Inc.
Term Loan, 3.750%, 06/03/22

    380,099        381,366   

Truven Health Analytics, Inc.
Term Loan B, 4.500%, 06/06/19

    1,251,542        1,250,760   

WCA Waste Corp.
Term Loan, 4.000%, 03/23/18

    638,400        638,001   
   

 

 

 
      3,541,435   
   

 

 

 

Computers—0.2%

   

Expert Global Solutions, Inc.
Term Loan B, 8.500%, 04/03/18

    786,140        772,383   

Computers—(Continued)

   

SkillSoft Corp.
1st Lien Term Loan, 5.750%, 04/28/21

    1,674,500      1,350,764   
   

 

 

 
      2,123,147   
   

 

 

 

Cosmetics/Personal Care—0.1%

  

Revlon Consumer Products Corp.
Term Loan B, 3.250%, 11/20/17

    641,509        641,509   
   

 

 

 

Distribution/Wholesale—0.1%

  

WESCO Distribution, Inc.
Term Loan B, 3.750%, 12/12/19

    787,623        790,084   
   

 

 

 

Diversified Consumer Services—0.1%

  

Knowledge Universe Education LLC
1st Lien Term Loan, 6.000%, 07/28/22

    995,000        986,294   
   

 

 

 

Diversified Financial Services—0.2%

   

Ocwen Financial Corp.
Term Loan, 5.500%, 02/15/18

    815,312        802,063   

RPI Finance Trust
Term Loan B3, 3.250%, 11/09/18

    1,340,236        1,340,375   
   

 

 

 
      2,142,438   
   

 

 

 

Electric—0.3%

   

Calpine Construction Finance Co. L.P.
Term Loan B1, 3.000%, 05/03/20

    1,142,688        1,122,690   

Calpine Corp.
Term Loan B5, 3.500%, 05/27/22

    1,171,150        1,158,249   

NRG Energy, Inc.
Term Loan B, 2.750%, 07/02/18

    881,548        874,454   

NSG Holdings LLC
Term Loan, 3.750%, 12/11/19

    627,387        611,702   
   

 

 

 
      3,767,095   
   

 

 

 

Electrical Components & Equipment—0.0%

  

Pelican Products, Inc.
Term Loan, 5.250%, 04/10/20

    267,548        240,459   
   

 

 

 

Energy-Alternate Sources—0.1%

  

Exgen Renewables I LLC
Term Loan, 5.250%, 02/08/21

    578,276        579,722   

TerraForm AP Acquisition Holdings LLC
Term Loan B, 5.000%, 06/26/22

    1,174,336        1,068,646   
   

 

 

 
      1,648,368   
   

 

 

 

Entertainment—0.1%

   

Pinnacle Entertainment, Inc.
Term Loan B2, 3.750%, 08/13/20

    138,795        138,867   

Six Flags Theme Parks, Inc.
Term Loan B, 3.501%, 06/30/22

    694,750        695,908   
   

 

 

 
      834,775   
   

 

 

 

Environmental Control—0.0%

   

Waste Industries USA, Inc.
Term Loan B, 4.250%, 02/27/20

    514,800        517,696   
   

 

 

 

 

MIST-335


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (j)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Food—0.2%

   

AdvancePierre Foods, Inc.
Term Loan, 5.750%, 07/10/17

    168,700      $ 169,016   

JBS USA LLC Incremental
Term Loan, 3.750%, 09/18/20

    851,525        848,332   

Pinnacle Foods Finance LLC
Term Loan G, 3.000%, 04/29/20

    856,153        856,764   
   

 

 

 
      1,874,112   
   

 

 

 

Forest Products & Paper—0.1%

   

Appvion, Inc.
Term Loan, 5.750%, 06/28/19

    897,821        839,462   

Coveris Holdings S.A.
Term Loan B1, 4.500%, 05/08/19

    635,426        622,718   
   

 

 

 
      1,462,180   
   

 

 

 

Hand/Machine Tools—0.1%

   

Apex Tool Group LLC
Term Loan B, 4.500%, 01/31/20

    605,395        583,702   
   

 

 

 

Healthcare-Products—0.1%

   

Immucor, Inc.
Term Loan B2, 5.000%, 08/17/18

    502,562        487,485   

Kinetic Concepts, Inc.
Term Loan E1, 4.500%, 05/04/18

    1,184,849        1,179,849   
   

 

 

 
      1,667,334   
   

 

 

 

Healthcare-Services—0.7%

   

Alliance Healthcare Services, Inc.
Term Loan B, 4.250%, 06/03/19

    721,140        669,458   

Ardent Legacy Acquisitions, Inc.
Term Loan B, 6.500%, 08/04/21

    144,029        144,389   

Concentra, Inc. 1st Lien
Term Loan, 4.000%, 06/01/22

    1,116,562        1,110,980   

HCA, Inc.

   

Extended Term Loan B4, 3.381%, 05/01/18

    102,190        102,306   

Term Loan B6, 3.881%, 03/17/23

    243,517        244,865   

Iasis Healthcare LLC
Term Loan B2, 4.500%, 05/03/18

    689,162        686,578   

IMS Health, Inc.
Term Loan, 3.500%, 03/17/21

    626,336        625,259   

Kindred Healthcare, Inc.
Term Loan, 4.250%, 04/09/21

    1,552,068        1,511,326   

Lantheus Medical Imaging, Inc.
Term Loan, 7.000%, 06/30/22

    507,451        444,019   

MMM Holdings, Inc.
Term Loan, 9.750%, 12/12/17

    292,241        182,651   

MSO of Puerto Rico, Inc.
Term Loan, 9.750%, 12/12/17

    212,458        132,786   

Select Medical Corp.
Term Loan B, 6.000%, 06/01/18

    369,554        370,016   

Surgical Care Affiliates, Inc.
Term Loan B, 4.250%, 03/17/22

    2,113,435        2,112,114   
   

 

 

 
      8,336,747   
   

 

 

 

Home Furnishings—0.0%

   

Tempur-Pedic International, Inc.
Term Loan B, 3.500%, 03/18/20

    193,481      193,481   
   

 

 

 

Industrial Conglomerates—0.1%

   

Mirror BidCo Corp.
Term Loan, 4.250%, 12/28/19

    1,190,302        1,181,871   
   

 

 

 

Insurance—0.7%

   

Alliant Holdings I, Inc.
Term Loan B, 4.500%, 08/12/22

    143,887        142,448   

Confie Seguros Holding II Co.
1st Lien Term Loan, 5.750%, 11/09/18

    3,302,543        3,248,877   

USI, Inc.
Term Loan B, 4.250%, 12/27/19

    4,461,039        4,399,700   
   

 

 

 
      7,791,025   
   

 

 

 

Lodging—0.0%

   

MGM Resorts International
Term Loan B, 3.500%, 12/20/19

    494,885        494,473   
   

 

 

 

Machinery-Construction & Mining—0.1%

  

Terex Corp.
Term Loan, 12/07/22 (k)

    310,727        305,289   

Term Loan, 3.500%, 08/13/21

    309,940        304,516   
   

 

 

 
      609,805   
   

 

 

 

Machinery-Diversified—0.2%

   

NN, Inc.
Term Loan B, 5.750%, 10/19/22

    2,287,596        2,253,282   
   

 

 

 

Media—0.3%

   

Charter Communications Operating LLC
Bridge 1st Lien Term Loan, 05/21/16 (k)

    1,057,862        1,057,862   

Bridge Term Loan, 05/23/16 (k)

    172,210        172,210   

Term Loan F, 3.000%, 01/04/21

    1,094,063        1,090,899   

Houghton Mifflin Harcourt Publishing Co.
Term Loan B, 4.000%, 05/31/21

    297,750        291,051   

Kasima LLC
Term Loan B, 3.250%, 05/17/21

    309,375        307,538   

Sinclair Television Group Inc.
Term Loan B1, 3.500%, 07/30/21

    397,000        396,752   
   

 

 

 
      3,316,312   
   

 

 

 

Mining—0.1%

   

FMG Resources (August 2006) Pty, Ltd.
Term Loan B, 4.250%, 06/30/19

    351,970        298,294   

Novelis, Inc.
Term Loan B, 4.000%, 06/02/22

    794,000        776,466   
   

 

 

 
      1,074,760   
   

 

 

 

Oil & Gas—0.0%

   

Ascent Resources - Utica, LLC
2nd Lien Term Loan, 18.125%, 07/01/19 (f)

    44,488        10,121   

 

MIST-336


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Floating Rate Loans (j)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Oil & Gas—(Continued)

   

Drillships Financing Holdings, Inc.
Term Loan B1, 6.000%, 03/31/21

    667,110      $ 242,940   

Glenn Pool Oil & Gas Trust
Term Loan, 4.500%, 05/02/16 (l)

    77,289        77,385   
   

 

 

 
      330,446   
   

 

 

 

Packaging & Containers—0.2%

   

BWAY Holding Co., Inc.
Term Loan B, 5.500%, 08/14/20

    569,403        553,745   

Ranpak Corp.
Term Loan, 4.250%, 10/01/21

    355,676        340,116   

Reynolds Group Holdings, Inc.
Term Loan, 4.500%, 12/01/18

    238,819        239,022   

Tekni-Plex, Inc.
Term Loan B, 4.500%, 06/01/22

    645,125        635,985   
   

 

 

 
      1,768,868   
   

 

 

 

Pharmaceuticals—0.2%

   

Endo Luxembourg Finance Co. I S.a.r.l.
Term Loan B, 3.750%, 09/26/22

    397,229        391,768   

Grifols Worldwide Operations USA, Inc.
Term Loan B, 3.433%, 02/27/21

    999,600        1,000,623   

Valeant Pharmaceuticals International, Inc.
Term Loan B, 3.750%, 08/05/20

    1,094,770        1,031,625   

Term Loan B, 5.500%, 12/11/19

    341,117        322,711   
   

 

 

 
      2,746,727   
   

 

 

 

Real Estate—0.1%

   

DTZ U.S. Borrower LLC
1st Lien Term Loan, 4.250%, 11/04/21

    893,250        885,807   
   

 

 

 

Retail—0.2%

   

CWGS Group LLC
Term Loan, 5.750%, 02/20/20

    1,140,625        1,131,358   

Dollar Tree, Inc.
Term Loan B1, 3.500%, 07/06/22

    307,542        308,392   

Michaels Stores, Inc.
Incremental Term Loan B2, 4.000%, 01/28/20

    565,971        567,209   

Pilot Travel Centers LLC
Term Loan B, 3.750%, 10/01/21

    358,100        360,338   
   

 

 

 
      2,367,297   
   

 

 

 

Semiconductors—0.0%

   

Microsemi Corp.
Term Loan B, 5.250%, 01/15/23

    289,299        290,999   
   

 

 

 

Software—0.2%

   

Cinedigm Digital Funding I LLC
Term Loan, 3.750%, 02/28/18

    91,430        90,744   

Epiq Systems, Inc.
Term Loan B, 4.500%, 08/27/20

    681,429        674,614   

First Data Corp.
Extended Term Loan, 3.932%, 03/24/18

    301,062        300,852   

Software—(Continued)

   

Rovi Solutions Corp.
Term Loan B, 3.750%, 07/02/21

    600,809      595,301   

Verint Systems, Inc.
Term Loan, 3.500%, 09/06/19

    782,837        784,501   

Vertafore, Inc.
1st Lien Term Loan, 4.250%, 10/03/19

    359,455        359,096   
   

 

 

 
      2,805,108   
   

 

 

 

Telecommunications—0.9%

   

Cincinnati Bell, Inc.
Term Loan B, 4.000%, 09/10/20

    1,408,875        1,392,438   

CommScope, Inc.
Term Loan B4, 3.313%, 01/14/18

    166,228        166,278   

MCC Iowa LLC
Term Loan H, 3.250%, 01/29/21

    933,600        928,641   

Securus Technologies Holdings, Inc.
Incremental Term Loan B2,
5.250%, 04/30/20

    748,125        699,029   

Telesat Canada
Term Loan B2, 3.500%, 03/28/19

    2,503,085        2,495,763   

Virgin Media Investment Holdings, Ltd.
Term Loan F, 3.500%, 06/30/23

    2,885,181        2,864,896   

Ziggo Financing Partnership
Term Loan B1, 3.500%, 01/15/22

    471,479        466,469   

Term Loan B2A, 3.508%, 01/15/22

    303,830        300,602   

Term Loan B3, 3.601%, 01/15/22

    499,691        494,382   
   

 

 

 
      9,808,498   
   

 

 

 

Transportation—0.0%

   

Navios Partners Finance (U.S.), Inc.
Term Loan B, 5.250%, 06/27/18

    496,353        439,272   
   

 

 

 

Total Floating Rate Loans
(Cost $87,487,656)

      85,642,122   
   

 

 

 
Foreign Government—5.6%   

Municipal—0.1%

  

Province of Salta Argentina
9.500%, 03/16/22 (144A)

    635,400        641,754   
   

 

 

 

Regional Government—0.3%

  

Provincia de Buenos Aires
9.125%, 03/16/24 (144A)

    495,000        508,860   

Queensland Treasury Corp.
5.500%, 06/21/21 (AUD)

    3,630,000        3,193,235   
   

 

 

 
      3,702,095   
   

 

 

 

Sovereign—5.2%

   

Australia Government Bond
3.250%, 04/21/25 (AUD)

    7,362,000        6,011,644   

China Government Bonds
3.000%, 11/21/19 (CNY)

    11,000,000        1,671,847   

3.380%, 11/21/24 (CNY)

    8,000,000        1,220,764   

 

MIST-337


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Foreign Government—(Continued)

 

Security Description   Principal
Amount*
    Value  

Sovereign—(Continued)

   

Instituto Costarricense de Electricidad
6.375%, 05/15/43 (144A)

    850,000      $ 629,000   

6.950%, 11/10/21 (144A)

    1,520,000        1,516,200   

IPIC GMTN, Ltd.
5.500%, 03/01/22 (144A)

    1,680,000        1,912,418   

Ivory Coast Government International Bond
6.375%, 03/03/28 (144A)

    860,000        812,700   

Kenya Government International Bonds
5.875%, 06/24/19 (144A)

    735,000        721,476   

6.875%, 06/24/24 (144A)

    1,500,000        1,413,750   

Letras del Banco Central de la Republica Argentina
34.355%, 04/13/16 (ARS)

    12,950,000        872,181   

35.691%, 04/20/16 (ARS)

    20,735,000        1,386,578   

Mexican Bonos
6.500%, 06/09/22 (MXN)

    53,750,000        3,260,472   

7.500%, 06/03/27 (MXN)

    56,500,000        3,629,010   

Mexican Udibonos
2.000%, 06/09/22 (MXN) (i)

    19,763,049        1,101,709   

3.500%, 12/14/17 (MXN) (i)

    27,112,943        1,627,610   

Namibia International Bond
5.250%, 10/29/25 (144A)

    1,730,000        1,669,450   

New Zealand Government Bond
4.500%, 04/15/27 (NZD)

    8,320,000        6,584,793   

Norwegian Government Bonds
2.000%, 05/24/23 (144A) (NOK)

    10,000,000        1,300,833   

4.250%, 05/19/17 (144A) (NOK)

    115,000,000        14,489,831   

4.500%, 05/22/19 (144A) (NOK)

    17,550,000        2,388,795   

Romania Government Bonds
5.850%, 04/26/23 (RON)

    7,030,000        2,109,782   

5.950%, 06/11/21 (RON)

    3,650,000        1,076,871   

Russian Foreign Bond - Eurobond
7.500%, 03/31/30 (144A) (i)

    676,588        825,825   

Sri Lanka Government International Bond
6.850%, 11/03/25 (144A)

    1,655,000        1,577,594   

Zambia Government International Bond
5.375%, 09/20/22 (144A)

    800,000        608,000   
   

 

 

 
      60,419,133   
   

 

 

 

Total Foreign Government
(Cost $69,742,236)

      64,762,982   
   

 

 

 
Asset-Backed Securities—4.0%   

Asset-Backed - Automobile—0.3%

  

Capital Auto Receivables Asset Trust
2.190%, 09/20/21

    500,000        497,542   

Capital Automotive REIT
3.660%, 10/15/44 (144A)

    1,900,000        1,965,356   

First Investors Auto Owner Trust
2.530%, 01/15/20 (144A)

    275,000        272,530   

Flagship Credit Auto Trust
5.380%, 07/15/20 (144A)

    1,000,000        986,684   

Santander Drive Auto Receivables Trust
2.700%, 08/15/18

    343,110        344,370   

Asset-Backed - Automobile—(Continued)

  

Skopos Auto Receivables Trust
3.100%, 12/15/23 (144A)

    258,512      257,633   
   

 

 

 
      4,324,115   
   

 

 

 

Asset-Backed - Home Equity—0.2%

  

Accredited Mortgage Loan Trust
0.583%, 09/25/36 (b)

    408,501        403,126   

GSAA Home Equity Trust
4.752%, 06/25/34 (b)

    1,297,891        1,198,315   

Home Equity Asset Trust
0.543%, 03/25/37 (b)

    121,433        120,617   

Nationstar Home Equity Loan Trust
0.583%, 03/25/37 (b)

    121,087        118,858   

Option One Mortgage Loan Trust Asset-Backed Certificates
0.693%, 11/25/35 (b)

    177,212        175,894   

Truman Capital Mortgage Loan Trust
2.133%, 01/25/34 (144A) (b)

    425,753        417,125   
   

 

 

 
      2,433,935   
   

 

 

 

Asset-Backed - Manufactured Housing—0.1%

  

Conseco Financial Corp.
6.240%, 12/01/28 (b)

    25,012        26,144   

Greenpoint Manufactured Housing
8.450%, 06/20/31 (b)

    105,735        106,535   

Lehman ABS Manufactured Housing Contract Trust
5.873%, 04/15/40

    106,781        110,635   

Madison Avenue Manufactured Housing Contract Trust
3.683%, 03/25/32 (b)

    224,844        227,309   

Mid-State Capital Trust
5.250%, 12/15/45 (144A)

    355,310        370,353   

Mid-State Trust
7.540%, 02/15/36

    39,304        42,551   
   

 

 

 
      883,527   
   

 

 

 

Asset-Backed - Other—3.4%

   

American Homes 4 Rent
1.791%, 06/17/31 (144A) (b)

    500,000        483,723   

4.110%, 04/17/52 (144A)

    600,000        567,241   

American Homes 4 Rent Trust
4.596%, 12/17/36 (144A)

    1,000,000        986,411   

5.040%, 12/17/36 (144A)

    1,000,000        966,474   

5.149%, 10/17/36 (144A)

    500,000        487,560   

Applebee’s Funding LLC / IHOP Funding LLC
4.277%, 09/05/44 (144A)

    1,900,000        1,892,526   

Axis Equipment Finance Receivables III LLC
4.050%, 05/20/20 (144A)

    199,997        200,880   

B2R Mortgage Trust
4.831%, 05/15/48 (144A) (b)

    200,000        185,698   

Bayview Opportunity Master Fund Trust
3.721%, 02/28/35 (144A) (b)

    412,350        412,126   

3.721%, 08/28/44 (144A)

    318,949        318,922   

 

MIST-338


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Asset-Backed - Other—(Continued)

  

Citicorp Residential Mortgage Trust
5.799%, 03/25/37

    975,000      $ 832,512   

5.886%, 09/25/36

    978,000        914,486   

CKE Restaurant Holdings, Inc.
4.474%, 03/20/43 (144A)

    2,960,500        2,956,838   

Colony American Homes
2.341%, 07/17/31 (144A) (b)

    1,000,000        959,272   

Countrywide Asset-Backed Certificates
0.613%, 06/25/36 (b)

    192,485        188,013   

0.686%, 04/25/36 (b)

    57,392        57,054   

DB Master Finance LLC
3.980%, 02/20/45 (144A)

    2,128,500        2,081,673   

Dominos Pizza Master Issuer LLC
3.484%, 10/25/45 (144A)

    1,496,250        1,439,381   

5.216%, 01/25/42 (144A)

    1,383,130        1,415,430   

Drug Royalty II L.P. 2
3.139%, 07/15/23 (144A) (b)

    558,157        564,394   

Ellington Loan Acquisition Trust
1.333%, 05/28/37 (144A) (b)

    394,110        390,853   

GCAT LLC
3.625%, 05/26/20 (144A)

    485,377        481,441   

GLC Trust
3.000%, 07/15/21 (144A)

    428,863        413,853   

GMAT Trust
3.967%, 11/25/43 (144A)

    622,077        621,426   

HOA Funding LLC
4.846%, 08/20/44 (144A)

    2,231,000        1,992,664   

Icon Brand Holdings LLC
4.229%, 01/25/43 (144A)

    940,517        883,895   

JPMorgan Mortgage Acquisition Trust
0.583%, 05/25/36 (b)

    48,954        48,743   

Leaf Receivables Funding LLC
2.670%, 09/15/20 (144A)

    124,975        124,997   

2.740%, 03/15/21 (144A)

    200,000        197,794   

3.740%, 05/17/21 (144A)

    300,000        294,711   

5.110%, 09/15/21 (144A)

    531,000        532,121   

5.500%, 09/15/20 (144A)

    367,451        367,492   

Progreso Receivables Funding LLC
3.000%, 07/28/20 (144A)

    800,000        795,633   

Residential Asset Mortgage Products Trust
5.665%, 01/25/34

    197,872        177,304   

RMAT LLC
4.090%, 07/27/20 (144A)

    455,562        453,030   

Sierra Timeshare Receivables Funding LLC
1.870%, 08/20/29 (144A)

    106,147        105,786   

Silver Bay Realty Trust
2.491%, 09/17/31 (144A) (b)

    1,000,000        943,028   

Spirit Master Funding LLC
3.887%, 12/20/43 (144A)

    400,000        407,008   

4.629%, 01/20/45 (144A)

    1,600,000        1,522,316   

5.740%, 03/20/42 (144A)

    178,227        195,417   

Springleaf Funding Trust
2.410%, 12/15/22 (144A)

    856,951        854,641   

STORE Master Funding I LLC
3.750%, 04/20/45 (144A)

    1,244,271        1,177,845   

Asset-Backed - Other—(Continued)

   

STORE Master Funding LLC
4.160%, 03/20/43 (144A)

    190,285      196,650   

4.210%, 04/20/44 (144A)

    594,500        577,771   

Structured Asset Securities Corp. Mortgage Loan Trust
0.563%, 03/25/37 (b)

    50,583        50,425   

TAL Advantage V LLC
3.510%, 02/22/39 (144A)

    1,009,375        957,784   

U.S. Residential Opportunity Fund Trust
3.721%, 01/27/35 (144A)

    1,061,973        1,053,153   

Vericrest Opportunity Loan Trust XXXVI LLC
3.625%, 07/25/45 (144A)

    936,094        929,439   

Vericrest Opportunity Loan Trust XIX LLC
3.875%, 04/25/55 (144A)

    354,424        354,441   

Vericrest Opportunity Loan Trust XXV LLC
3.500%, 06/26/45 (144A)

    669,669        658,536   

Vericrest Opportunity Loan Trust XXXIII LLC
3.500%, 03/25/55 (144A)

    642,930        631,463   

Westgate Resorts LLC
2.150%, 12/20/26 (144A)

    457,349        449,345   

2.250%, 08/20/25 (144A)

    171,353        171,366   

2.500%, 03/20/25 (144A)

    45,055        45,001   

2.750%, 05/20/27 (144A)

    859,202        852,841   

3.250%, 12/20/26 (144A)

    975,678        961,042   

3.750%, 08/20/25 (144A)

    67,997        67,956   
   

 

 

 
      38,849,825   
   

 

 

 

Total Asset-Backed Securities
(Cost $47,123,848)

      46,491,402   
   

 

 

 
Municipals—2.5%                

Baylor University
4.313%, 03/01/42

    800,000        832,896   

Brazos River Harbor, TX Navigation District Revenue Bonds Dow Chemical Co. Project
5.950%, 05/15/33

    3,360,000        3,672,312   

Gulf Coast Waste Disposal Authority
5.200%, 05/01/28

    945,000        957,190   

Indianapolis Airport Authority Federal Express Corp. Project
5.100%, 01/15/17

    660,000        680,533   

JobsOhio Beverage System
3.985%, 01/01/29

    2,990,000        3,230,755   

4.532%, 01/01/35

    760,000        841,100   

Louisiana Local Government Environmental Facilities Community Development Authority Revenue Westlake Chemical Corp. Projects
6.750%, 11/01/32

    1,550,000        1,670,140   

Massachusetts State Development Finance Agency Revenue Board Institute, Inc.
5.375%, 04/01/41

    400,000        462,560   

Massachusetts State Health & Educational Facilities Authority Revenue Massachusetts Institute of Technology
5.500%, 07/01/32

    950,000        1,344,088   

 

MIST-339


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Municipals—(Continued)

 

Security Description   Principal
Amount*
    Value  

New Hampshire Health & Educational Facilities Authority Revenue, Wentworth Douglas Hospital
6.500%, 01/01/41

    600,000      $ 710,136   

New Jersey Economic Development Authority Lease Revenue
Zero Coupon, 02/15/18

    3,400,000        3,254,922   

New Jersey State Transportation Trust Fund Authority Transportation Systems
5.500%, 06/15/41

    2,000,000        2,169,580   

Port Authority of New York & New Jersey
4.458%, 10/01/62

    460,000        480,990   

Selma AL, Industrial Development Board Revenue Gulf Opportunity Zone, International Paper Co. Projects
6.250%, 11/01/33

    800,000        928,344   

St. John Baptist Parish LA, Revenue Bond Marathon Oil Corp.
5.125%, 06/01/37

    1,710,000        1,727,562   

Texas Brazos Harbor Industrial Development Corp., Environmental Facilities Revenue Dow Chemical Project.
5.900%, 05/01/38 (b)

    1,505,000        1,606,106   

Texas Municipal Gas Acquisition & Supply Corp. III
5.000%, 12/15/30

    750,000        850,057   

5.000%, 12/15/31

    1,550,000        1,746,695   

University of California CA, Revenue
3.380%, 05/15/28

    1,200,000        1,236,168   

Yavapai County, AZ, Industrial Development Authority Solid Waste Disposal Revenue Waste Management, Inc. Project
4.900%, 03/01/28

    300,000        307,410   
   

 

 

 

Total Municipals
(Cost $26,248,419)

      28,709,544   
   

 

 

 
Convertible Bonds—1.7%                

Biotechnology—0.0%

   

Medicines Co. (The)
2.500%, 01/15/22 (a)

    180,000        203,400   
   

 

 

 

Commercial Services—0.0%

   

Cardtronics, Inc.
1.000%, 12/01/20 (a)

    465,000        449,016   
   

 

 

 

Electrical Components & Equipment—0.1%

  

 

General Cable Corp.
4.500%, 11/15/29 (a) (m)

    2,420,000        1,321,925   
   

 

 

 

Electronics—0.2%

   

Vishay Intertechnology, Inc.
2.250%, 05/15/41

    2,545,000        1,978,737   
   

 

 

 

Energy-Alternate Sources—0.0%

   

LDK Solar Co., Ltd.
5.535%, 12/31/18 (c)

    341,970        51,296   

Energy-Alternate Sources—(Continued)

   

SolarCity Corp.
1.625%, 11/01/19

    360,000      206,325   
   

 

 

 
      257,621   
   

 

 

 

Engineering & Construction—0.2%

   

Dycom Industries, Inc.
0.750%, 09/15/21 (144A) (a)

    2,200,000        2,158,750   
   

 

 

 

Healthcare-Products—0.1%

   

Cepheid, Inc.
1.250%, 02/01/21

    855,000        761,484   

Wright Medical Group, Inc.
2.000%, 02/15/20

    620,000        553,738   
   

 

 

 
      1,315,222   
   

 

 

 

Healthcare-Services—0.1%

   

Molina Healthcare, Inc.
1.625%, 08/15/44

    729,000        914,895   
   

 

 

 

Home Builders—0.3%

   

CalAtlantic Group, Inc.
0.250%, 06/01/19

    1,095,000        969,075   

1.250%, 08/01/32

    1,210,000        1,274,281   

KB Home
1.375%, 02/01/19

    1,275,000        1,176,188   
   

 

 

 
      3,419,544   
   

 

 

 

Internet—0.1%

   

WebMD Health Corp.
2.500%, 01/31/18

    1,035,000        1,182,487   
   

 

 

 

Mining—0.1%

   

Mirabela Nickel, Ltd.
9.500%, 06/24/19 (144A) (d) (e)

    343,664        127,156   

Vedanta Resources Jersey, Ltd.
5.500%, 07/13/16

    1,000,000        972,500   
   

 

 

 
      1,099,656   
   

 

 

 

Oil & Gas—0.0%

   

Ascent Resources - Utica LLC
3.500%, 03/01/21 (144A) (d) (e)

    845,855        16,917   

Cobalt International Energy, Inc.
2.625%, 12/01/19

    70,000        34,913   
   

 

 

 
      51,830   
   

 

 

 

Pharmaceuticals—0.2%

   

Impax Laboratories, Inc.
2.000%, 06/15/22 (144A)

    473,000        421,857   

Jazz Investments I, Ltd.
1.875%, 08/15/21 (a)

    1,275,000        1,310,062   
   

 

 

 
      1,731,919   
   

 

 

 

Semiconductors—0.1%

   

NXP Semiconductors NV
1.000%, 12/01/19 (a)

    910,000        1,006,687   
   

 

 

 

 

MIST-340


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Convertible Bonds—(Continued)

 

Security Description   Principal
Amount*/
Shares
    Value  

Software—0.1%

   

Synchronoss Technologies, Inc.
0.750%, 08/15/19

    600,000      $ 578,250   
   

 

 

 

Telecommunications—0.1%

   

Finisar Corp.
0.500%, 12/15/33

    1,300,000        1,267,500   
   

 

 

 

Transportation—0.0%

   

Golar LNG, Ltd.
3.750%, 03/07/17

    300,000        283,740   
   

 

 

 

Total Convertible Bonds
(Cost $21,445,121)

      19,221,179   
   

 

 

 
Convertible Preferred Stocks—0.5%   

Banks—0.5%

   

Bank of America Corp.
7.250%, 12/31/49 (a)

    122        138,836   

Wells Fargo & Co., Series L
7.500%, 12/31/49

    4,965        5,982,875   
   

 

 

 

Total Convertible Preferred Stocks
(Cost $5,732,433)

      6,121,711   
   

 

 

 
Preferred Stocks—0.5%                

Air Freight & Logistics—0.0%

   

CEVA Group plc - Series A2 (f)

    864        345,488   
   

 

 

 

Banks—0.2%

   

Citigroup Capital,
6.988% (a) (b)

    30,810        809,995   

GMAC Capital Trust,
6.402% (b)

    56,000        1,372,560   
   

 

 

 
      2,182,555   
   

 

 

 

Telecommunications—0.3%

   

Qwest Corp.,
7.375% (a)

    109,000        2,782,770   
   

 

 

 

Total Preferred Stocks
(Cost $6,192,781)

      5,310,813   
   

 

 

 
Common Stocks—0.0%                

Air Freight & Logistics—0.0%

   

CEVA Group plc (f) (n)

    399        159,600   
   

 

 

 

Commercial Services—0.0%

   

Comdisco Holding Co., Inc. (n)

    83        378   
   

 

 

 

Media—0.0%

   

Cengage Learning, Inc. (n)

    10,995        207,531   
   

 

 

 

Metals & Mining—0.0%

   

Mirabela Nickel, Ltd. (f) (l) (n)

    1,370,320      10,504   
   

 

 

 

Semiconductors & Semiconductor Equipment—0.0%

  

LDK Solar Co., Ltd. (ADR) (n)

    22,685        885   
   

 

 

 

Total Common Stocks
(Cost $1,227,908)

      378,898   
   

 

 

 
Warrants—0.0%   

Health Care Providers & Services—0.0%

  

HealthSouth Corp., Expires 01/17/17 (n)

    75        154   
   

 

 

 

Sovereign—0.0%

  

Venezuela Government Oil-Linked Payment Obligation, Expires 04/15/20 (f) (n)

    1,700        5,950   
   

 

 

 

Total Warrants
(Cost $0)

      6,104   
   

 

 

 
Escrow Shares—0.0%   

Forest Products & Paper—0.0%

  

Sino-Forest Corp. (f) (l)

    1,246,000        0   

Sino-Forest Corp. (f) (l)

    500,000        0   
   

 

 

 

Total Escrow Shares
(Cost $0)

      0   
   

 

 

 
Short-Term Investments—11.2%   

Mutual Fund—6.2%

  

State Street Navigator Securities Lending MET Portfolio (o)

    71,440,274        71,440,274   
   

 

 

 

Repurchase Agreement—4.3%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $48,987,569 on 04/01/16, collateralized by $49,415,000 U.S. Treasury Note at 1.375% due 02/29/20 with a value of $49,970,919.

    48,987,528        48,987,528   
   

 

 

 

U.S. Treasury—0.7%

  

U.S. Treasury Bills
0.269%, 04/14/16 (a) (p)

    8,400,000        8,399,133   
   

 

 

 

Total Short-Term Investments
(Cost $128,826,935)

      128,826,935   
   

 

 

 

Total Investments—106.7%
(Cost $1,243,481,968) (q)

      1,222,720,542   

Other assets and liabilities (net)—(6.7)%

      (77,007,563
   

 

 

 
Net Assets—100.0%     $ 1,145,712,979   
   

 

 

 

 

MIST-341


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Short-Term Investments—(Continued)

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $92,584,974 and the collateral received consisted of cash in the amount of $71,440,274 and non-cash collateral with a value of $24,922,533. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Variable or floating rate security. The stated rate represents the rate at March 31, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(c) Non-income producing; security is in default and/or issuer is in bankruptcy.
(d) Restricted securities are not registered under the Securities Act of 1933 and are subject to legal restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult. As of March 31, 2016, the market value of restricted securities was $151,623, which is 0.0% of net assets. See details shown in the Restricted Securities table that follows.
(e) Payment-in-kind security for which part of the income earned may be paid as additional principal.
(f) Illiquid security. As of March 31, 2016, these securities represent 0.2% of net assets.
(g) Interest only security.
(h) TBA (To Be Announced) Securities are purchased on a forward commitment basis with an approximate principal amount and no defined maturity date. The actual principal and maturity date will be determined upon settlement date.
(i) Principal amount of security is adjusted for inflation.
(j) Floating rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will have an expected average life of approximately two to four years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility and includes commitment fees on unfunded loan commitments, if any. Senior Loans typically have rates of interest which are determined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base rates are primarily the London Interbank Offered Rate (“LIBOR”) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.
(k) This loan will settle after March 31, 2016, at which time the interest rate will be determined.
(l) Security was valued in good faith under procedures approved by the Board of Trustees. As of March 31, 2016, these securities represent less than 0.05% of net assets.
(m) Security is a “step-down” bond where the coupon decreases or steps down at a predetermined date. Rate shown is current coupon rate.
(n) Non-income producing security.
(o) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(p) The rate shown represents current yield to maturity.
(q) As of March 31, 2016, the aggregate cost of investments was $1,243,481,968. The aggregate unrealized appreciation and depreciation of investments were $30,357,969 and $(51,119,395), respectively, resulting in net unrealized depreciation of $(20,761,426).
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $380,091,967, which is 33.2% of net assets.
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.
(ARS)— Argentine Peso
(AUD)— Australian Dollar
(CMO)— Collateralized Mortgage Obligation
(CNY)— Chinese Yuan
(EUR)— Euro
(INR)— Indian Rupee
(JPY)— Japanese Yen
(MXN)— Mexican Peso
(NOK)— Norwegian Krone
(NZD)— New Zealand Dollar
(REMIC)— Real Estate Mortgage Investment Conduit
(RON)— New Romanian Leu
(RUB)— Russian Ruble

 

Restricted Securities

   Acquisition
Date
     Principal
Amount
     Cost      Value  

Ascent Resources - Utica LLC, 3.500%, 03/01/21

     02/20/14       $ 845,855       $ 845,854       $ 16,917   

Desarrolladora Homex S.A.B. de C.V., 9.500%, 12/11/19

     12/11/09         855,000         848,506         4,275   

Desarrolladora Homex S.A.B. de C.V., 9.750%, 03/25/20

     02/02/12         655,000         649,580         3,275   

Mirabela Nickel, Ltd., 9.500%, 06/24/19

     06/30/14         343,664         343,664         127,156   
           

 

 

 
            $ 151,623   
           

 

 

 

 

MIST-342


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts

 

 

Contracts to Buy

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
AUD     6,905,000      

Citibank N.A.

     04/18/16         USD         5,253,715       $ 35,932   
CAD     3,532,147      

JPMorgan Chase Bank N.A.

     04/29/16         USD         2,702,932         16,837   
EUR     2,555,000      

JPMorgan Chase Bank N.A.

     06/03/16         USD         2,905,524         7,040   
IDR     38,644,760,000      

Goldman Sachs & Co.

     06/01/16         USD         2,912,190         (23,418
MXN     94,715,000      

Brown Brothers Harriman & Co.

     06/02/16         USD         5,477,230         (24,153
NOK     24,115,000      

Goldman Sachs & Co.

     06/30/16         USD         2,843,148         69,900   
NOK     24,370,000      

JPMorgan Chase Bank N.A.

     06/30/16         USD         2,867,561         76,291   

Contracts to Deliver

                                  
AUD     13,366,506      

JPMorgan Chase Bank N.A.

     04/18/16         USD         9,444,059       $ (795,492
CAD     3,532,147      

JPMorgan Chase Bank N.A.

     04/29/16         USD         2,609,952         (109,817
CNY     19,000,000      

JPMorgan Chase Bank N.A.

     04/25/16         USD         2,924,652         (10,630
EUR     24,718,309      

JPMorgan Chase Bank N.A.

     06/03/16         USD         26,905,884         (1,271,677
EUR     222,461      

JPMorgan Chase Bank N.A.

     06/03/16         USD         247,763         (5,831
JPY     88,407,457      

JPMorgan Chase Bank N.A.

     05/25/16         USD         789,530         2,911   
MXN     98,688      

Citibank N.A.

     06/02/16         USD         5,625         (57
MXN     129,900,237      

JPMorgan Chase Bank N.A.

     06/02/16         USD         7,323,121         (155,695
NZD     18,306,327      

JPMorgan Chase Bank N.A.

     04/18/16         USD         12,080,204         (563,688
RUB     81,760,000      

JPMorgan Chase Bank N.A.

     04/15/16         USD         1,130,465         (82,612

Cross Currency Contracts to Buy

                           
EUR     8,531,493      

JPMorgan Chase Bank N.A.

     06/15/16         NOK         80,590,270         (6,499
                

 

 

 

Net Unrealized Depreciation

  

   $ (2,840,658
                

 

 

 

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
    Notional
Amount
    Unrealized
Appreciation/
(Depreciation)
 

U.S. Treasury Long Bond Futures

     06/21/16         8        USD         1,305,272      $ 10,228   

U.S. Treasury Ultra Long Bond Futures

     06/21/16         103        USD         17,835,379        (64,660

Futures Contracts—Short

                                

Euro-Bund Futures

     06/08/16         (5     EUR         (816,500     (114

U.S. Treasury Note 10 Year Futures

     06/21/16         (1,307     USD         (170,447,731     27,184   

U.S. Treasury Note 2 Year Futures

     06/30/16         (36     USD         (7,872,650     (2,350

U.S. Treasury Note 5 Year Futures

     06/30/16         (543     USD         (65,667,754     (124,332
            

 

 

 

Net Unrealized Depreciation

  

  $ (154,044
            

 

 

 

 

MIST-343


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Swap Agreements

 

Centrally Cleared Credit Default Swaps on Credit Indices—Sell Protection (a)

 

Reference Obligation

   Fixed Deal
Receive Rate
     Maturity
Date
     Implied Credit
Spread at
March 31,
2016(b)
   Notional
Amount(c)
     Unrealized
Appreciation
 

CDX.NA.HY.23.V4

     5.000%         12/20/19       3.129%      USD         12,617,787       $ 107,682   
                 

 

 

 

OTC Credit Default Swaps on Corporate Issues—Sell Protection (a)

 

Reference Obligation

  Fixed Deal
Receive Rate
    Maturity
Date
   

Counterparty

  Implied Credit
Spread at
March 31,
2016(b)
    Notional
Amount(c)
    Market
Value
    Upfront
Premium
(Received)
    Unrealized
Depreciation
 

Diamond Offshore Drilling, Inc. 4.875%, due 07/01/15

    1.000%        12/20/19      Morgan Stanley Capital Services LLC     4.186%        USD        2,525,000      $ (272,055)      $ (92,038)      $ (180,017)   
             

 

 

   

 

 

   

 

 

 

 

(a) If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues or indices as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. A credit spread identified as “Defaulted” indicates a credit event has occurred for the referenced entity or obligation.
(c) The maximum potential amount of future undiscounted payments that the Portfolio could be required to make under a credit default swap contract would be the notional amount of the contract. These potential amounts would be partially offset by any recovery values of the referenced debt obligation or net amounts received from the settlement of purchased protection credit default swap contracts entered into by the Portfolio for the same referenced debt obligation.
(AUD)— Australian Dollar
(CAD)— Canadian Dollar
(CNY)— Chinese Yuan
(EUR)— Euro
(IDR)— Indonesian Rupiah
(JPY)— Japanese Yen
(MXN)— Mexican Peso
(NOK)— Norwegian Krone
(NZD)— New Zealand Dollar
(RUB)— Russian Ruble
(USD)— United States Dollar
(CDX.NA.HY)— Markit North America High Yield CDS Index

 

MIST-344


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Corporate Bonds & Notes            

Agriculture

   $  —         $ 7,832,031       $ —         $ 7,832,031   

Airlines

     —           7,093,963         —           7,093,963   

Auto Manufacturers

     —           3,635,309         —           3,635,309   

Auto Parts & Equipment

     —           1,956,801         —           1,956,801   

Banks

     —           84,344,535         —           84,344,535   

Beverages

     —           1,935,892         —           1,935,892   

Biotechnology

     —           5,118,051         —           5,118,051   

Building Materials

     —           10,444,117         —           10,444,117   

Chemicals

     —           14,142,801         —           14,142,801   

Commercial Services

     —           10,954,005         —           10,954,005   

Computers

     —           3,760,500         —           3,760,500   

Diversified Financial Services

     —           35,433,827         —           35,433,827   

Electric

     —           32,008,682         —           32,008,682   

Electrical Components & Equipment

     —           2,325,707         —           2,325,707   

Electronics

     —           2,127,237         —           2,127,237   

Energy-Alternate Sources

     —           2,042,641         —           2,042,641   

Engineering & Construction

     —           155,500         —           155,500   

Entertainment

     —           3,330,747         —           3,330,747   

Food

     —           18,128,467         —           18,128,467   

Forest Products & Paper

     —           4,556,593         —           4,556,593   

Gas

     —           1,923,103         —           1,923,103   

Hand/Machine Tools

     —           1,601,250         —           1,601,250   

Healthcare-Products

     —           1,549,375         —           1,549,375   

Healthcare-Services

     —           8,167,036         —           8,167,036   

Holding Companies-Diversified

     —           2,313,088         —           2,313,088   

Home Builders

     —           6,516,750         —           6,516,750   

Household Products/Wares

     —           2,303,406         —           2,303,406   

Housewares

     —           76,687         —           76,687   

Insurance

     —           39,307,906         3,458,343         42,766,249   

Internet

     —           4,199,711         —           4,199,711   

Investment Company Security

     —           946,567         —           946,567   

Iron/Steel

     —           3,733,791         —           3,733,791   

Leisure Time

     —           2,890,334         —           2,890,334   

Lodging

     —           1,097,100         —           1,097,100   

Machinery-Construction & Mining

     —           567,128         —           567,128   

Machinery-Diversified

     —           4,465,447         —           4,465,447   

 

MIST-345


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2      Level 3      Total  

Media

   $ —         $ 6,475,660       $ —         $ 6,475,660   

Metal Fabricate/Hardware

     —           1,861,474         —           1,861,474   

Mining

     —           9,161,768         —           9,161,768   

Multi-National

     —           13,262,352         —           13,262,352   

Municipal

     —           2,557,500         —           2,557,500   

Oil & Gas

     —           25,527,139         —           25,527,139   

Oil & Gas Services

     —           4,809,412         —           4,809,412   

Packaging & Containers

     —           6,757,321         —           6,757,321   

Pharmaceuticals

     —           6,844,348         —           6,844,348   

Pipelines

     —           49,887,254         —           49,887,254   

Real Estate Investment Trusts

     —           17,344,933         —           17,344,933   

Retail

     —           5,441,753         —           5,441,753   

Semiconductors

     —           7,850,977         —           7,850,977   

Shipbuilding

     —           460,350         —           460,350   

Software

     —           1,357,992         —           1,357,992   

Telecommunications

     —           39,883,201         —           39,883,201   

Transportation

     —           3,547,927         —           3,547,927   

Trucking & Leasing

     —           2,520,715         —           2,520,715   

Total Corporate Bonds & Notes

     —           538,538,161         3,458,343         541,996,504   

Total U.S. Treasury & Government Agencies*

     —           195,885,925         —           195,885,925   

Total Mortgage-Backed Securities*

     —           99,366,423         —           99,366,423   
Floating Rate Loans            

Advertising

     —           1,182,177         —           1,182,177   

Aerospace/Defense

     —           3,000,915         —           3,000,915   

Airlines

     —           968,911         —           968,911   

Auto Components

     —           1,284,968         —           1,284,968   

Auto Manufacturers

     —           2,201,234         —           2,201,234   

Auto Parts & Equipment

     —           3,196,825         —           3,196,825   

Biotechnology

     —           975,056         —           975,056   

Building Materials

     —           310,039         —           310,039   

Chemicals

     —           3,006,591         —           3,006,591   

Commercial Services

     —           3,541,435         —           3,541,435   

Computers

     —           2,123,147         —           2,123,147   

Cosmetics/Personal Care

     —           641,509         —           641,509   

Distribution/Wholesale

     —           790,084         —           790,084   

Diversified Consumer Services

     —           986,294         —           986,294   

Diversified Financial Services

     —           2,142,438         —           2,142,438   

Electric

     —           3,767,095         —           3,767,095   

Electrical Components & Equipment

     —           240,459         —           240,459   

Energy-Alternate Sources

     —           1,648,368         —           1,648,368   

Entertainment

     —           834,775         —           834,775   

Environmental Control

     —           517,696         —           517,696   

Food

     —           1,874,112         —           1,874,112   

Forest Products & Paper

     —           1,462,180         —           1,462,180   

Hand/Machine Tools

     —           583,702         —           583,702   

Healthcare-Products

     —           1,667,334         —           1,667,334   

Healthcare-Services

     —           8,336,747         —           8,336,747   

Home Furnishings

     —           193,481         —           193,481   

Industrial Conglomerates

     —           1,181,871         —           1,181,871   

Insurance

     —           7,791,025         —           7,791,025   

Lodging

     —           494,473         —           494,473   

Machinery-Construction & Mining

     —           609,805         —           609,805   

Machinery-Diversified

     —           2,253,282         —           2,253,282   

Media

     —           3,316,312         —           3,316,312   

Mining

     —           1,074,760         —           1,074,760   

Oil & Gas

     —           330,446         —           330,446   

Packaging & Containers

     —           1,768,868         —           1,768,868   

Pharmaceuticals

     —           2,746,727         —           2,746,727   

 

MIST-346


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  

Real Estate

   $ —        $ 885,807      $ —         $ 885,807   

Retail

     —          2,367,297        —           2,367,297   

Semiconductors

     —          290,999        —           290,999   

Software

     —          2,805,108        —           2,805,108   

Telecommunications

     —          9,808,498        —           9,808,498   

Transportation

     —          439,272        —           439,272   

Total Floating Rate Loans

     —          85,642,122        —           85,642,122   

Total Foreign Government*

     —          64,762,982        —           64,762,982   

Total Asset-Backed Securities*

     —          46,491,402        —           46,491,402   

Total Municipals

     —          28,709,544        —           28,709,544   

Total Convertible Bonds*

     —          19,221,179        —           19,221,179   

Total Convertible Preferred Stocks*

     6,121,711        —          —           6,121,711   
Preferred Stocks          

Air Freight & Logistics

     —          345,488        —           345,488   

Banks

     2,182,555        —          —           2,182,555   

Telecommunications

     2,782,770        —          —           2,782,770   

Total Preferred Stocks

     4,965,325        345,488        —           5,310,813   
Common Stocks          

Air Freight & Logistics

     —          159,600        —           159,600   

Commercial Services

     378        —          —           378   

Media

     —          207,531        —           207,531   

Metals & Mining

     —          —          10,504         10,504   

Semiconductors & Semiconductor Equipment

     885        —          —           885   

Total Common Stocks

     1,263        367,131        10,504         378,898   
Warrants          

Health Care Providers & Services

     154        —          —           154   

Sovereign

     —          5,950        —           5,950   

Total Warrants

     154        5,950        —           6,104   

Total Escrow Shares*

     —          —          0         0   
Short-Term Investments          

Mutual Fund

     71,440,274        —          —           71,440,274   

Repurchase Agreement

     —          48,987,528        —           48,987,528   

U.S. Treasury

     —          8,399,133        —           8,399,133   

Total Short-Term Investments

     71,440,274        57,386,661        —           128,826,935   

Total Investments

   $ 82,528,727      $ 1,136,722,968      $ 3,468,847       $ 1,222,720,542   
                                   

Collateral for Securities Loaned (Liability)

   $ —        $ (71,440,274   $ —         $ (71,440,274
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —        $ 208,911      $ —         $ 208,911   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —          (3,049,569     —           (3,049,569

Total Forward Contracts

   $ —        $ (2,840,658   $ —         $ (2,840,658
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 37,412      $ —        $ —         $ 37,412   

Futures Contracts (Unrealized Depreciation)

     (191,456     —          —           (191,456

Total Futures Contracts

   $ (154,044   $ —        $ —         $ (154,044
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 107,682      $ —         $ 107,682   
OTC Swap Contracts          

OTC Swap Contracts at Value (Liabilities)

   $ —        $ (272,055   $ —         $ (272,055

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-347


Table of Contents

Met Investors Series Trust

Pioneer Strategic Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

Investments in Securities

   Balance as of
December 31,
2015
     Change in
Unrealized
Appreciation/
(Depreciation)
    Sales     Balance as of
March 31,
2016
     Change in
Unrealized
Appreciation
from Investments
Still Held at
March 31,
2016
 
Corporate Bonds & Notes             

Insurance

   $ 14,729,112       $ (995,569   $ (10,275,200   $ 3,458,343       $ (596,350
Common Stocks             

Metals & Mining

     0         10,504               10,504         10,504   
Escrow Share             

Forest Products & Paper

     0         0               0         0   
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ 14,729,112       $ (1,069,653   $ (10,391,968   $ 1,132,789       $ 607,435   
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

 

MIST-348


Table of Contents

Met Investors Series Trust

Pyramis Government Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—90.3% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—54.4%

  

Fannie Mae 15 Yr. Pool
2.500%, 05/01/27

    78,291      $ 80,746   

2.500%, 09/01/27

    167,955        173,237   

2.500%, 01/01/28

    250,117        257,962   

2.500%, 06/01/28

    83,456        86,065   

2.500%, 09/01/28

    338,059        348,613   

2.500%, 07/01/29

    1,981,104        2,038,974   

2.500%, 08/01/29

    429,348        441,198   

2.500%, 09/01/29

    313,395        322,611   

2.500%, 10/01/29

    1,160,687        1,194,815   

2.500%, TBA (a)

    10,300,000        10,573,594   

3.000%, TBA (a)

    3,400,000        3,551,406   

3.500%, 12/01/25

    43,008        45,475   

3.500%, 03/01/30

    98,680        104,721   

3.500%, 07/01/30

    4,567,079        4,868,306   

3.500%, 08/01/30

    5,398,604        5,754,765   

3.500%, 09/01/30

    3,224,969        3,437,691   

3.500%, 10/01/30

    194,148        206,092   

3.500%, 12/01/30

    97,492        103,525   

3.500%, 02/01/31

    934,625        994,377   

4.500%, 12/01/23

    118,509        122,784   

5.000%, 03/01/23

    22,629        24,317   

Fannie Mae 20 Yr. Pool
3.500%, 01/01/34

    3,565,445        3,769,600   

4.000%, 11/01/31

    2,225,786        2,398,425   

4.000%, 08/01/32

    1,722,219        1,857,200   

5.500%, 01/01/29

    822,210        921,437   

Fannie Mae 30 Yr. Pool
2.500%, 01/01/43

    3,376,067        3,365,184   

3.000%, 11/01/42

    144,353        148,357   

3.000%, 12/01/42

    1,903,313        1,957,069   

3.000%, 01/01/43

    1,036,187        1,065,274   

3.000%, 02/01/43

    5,839,751        6,006,938   

3.000%, 03/01/43

    2,167,517        2,228,223   

3.000%, 04/01/43

    242,391        249,197   

3.000%, 05/01/43

    198,464        204,026   

3.000%, 06/01/43

    105,065        108,004   

3.000%, 07/01/43

    4,085,621        4,199,829   

3.000%, 08/01/43

    260,004        267,258   

3.000%, 03/01/44

    74,967        77,034   

3.000%, 01/01/45

    317,796        326,680   

3.000%, 02/01/45

    227,925        233,974   

3.000%, 03/01/45

    730,800        750,195   

3.000%, 08/01/45

    1,375,363        1,411,864   

3.000%, 11/01/45

    1,548,755        1,589,857   

3.000%, 12/01/45

    10,179,425        10,449,576   

3.500%, 08/01/42

    3,037,384        3,191,959   

3.500%, 04/01/43

    6,978,721        7,333,041   

3.500%, 05/01/43

    580,138        612,157   

3.500%, 06/01/43

    1,742,287        1,830,137   

3.500%, 08/01/43

    7,826,266        8,258,277   

3.500%, 03/01/45

    732,990        771,577   

3.500%, 04/01/45

    932,823        980,090   

3.500%, 05/01/45

    2,453,970        2,583,062   

3.500%, 06/01/45

    16,273,663        17,111,217   

3.500%, 08/01/45

    8,483,109        8,899,348   

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae 30 Yr. Pool

   

3.500%, 09/01/45

    2,533,230      2,657,270   

3.500%, 10/01/45

    5,124,373        5,375,290   

3.500%, 11/01/45

    9,334,537        9,821,444   

3.500%, 12/01/45

    568,080        595,896   

3.500%, TBA (a)

    6,500,000        6,815,098   

4.000%, 09/01/40

    425,116        455,022   

4.000%, 10/01/40

    357,183        382,729   

4.000%, 11/01/40

    9,442,505        10,128,331   

4.000%, 12/01/40

    68,241        73,111   

4.000%, 09/01/41

    4,205,463        4,506,074   

4.000%, 11/01/41

    167,427        180,861   

4.000%, 01/01/42

    478,280        512,568   

4.000%, 03/01/42

    2,907,523        3,141,365   

4.000%, 04/01/42

    4,617,145        4,967,987   

4.000%, 06/01/42

    2,094,065        2,259,297   

4.000%, 10/01/42

    469,922        506,263   

4.000%, 11/01/42

    284,804        304,296   

4.000%, 01/01/43

    1,452,549        1,569,091   

4.000%, 04/01/43

    319,392        343,504   

4.000%, 05/01/43

    23,765        25,633   

4.000%, 06/01/43

    1,183,859        1,277,040   

4.000%, 07/01/43

    74,217        79,874   

4.000%, 08/01/43

    65,328        70,466   

4.000%, 09/01/43

    1,737,664        1,866,513   

4.000%, 10/01/43

    142,020        153,190   

4.000%, 12/01/43

    32,531        35,089   

4.000%, 02/01/44

    187,140        199,936   

4.000%, 03/01/44

    24,455        26,376   

4.000%, 04/01/44

    276,384        295,281   

4.000%, 05/01/44

    24,327        26,246   

4.000%, 02/01/45

    281,808        301,077   

4.000%, 06/01/45

    920,453        986,111   

4.000%, 07/01/45

    396,338        424,744   

4.000%, 10/01/45

    445,240        477,154   

4.000%, 11/01/45

    4,753,809        5,094,553   

4.000%, 12/01/45

    5,895,280        6,317,416   

4.000%, 01/01/46

    2,720,425        2,916,193   

4.000%, 02/01/46

    801,103        858,506   

4.000%, TBA (a)

    1,600,000        1,709,500   

4.500%, 12/01/40

    3,033,409        3,318,053   

4.500%, 07/01/41

    474,858        519,952   

4.500%, 08/01/41

    269,116        294,673   

4.500%, 11/01/41

    6,398,535        7,007,076   

4.500%, 09/01/42

    2,023,818        2,212,131   

4.500%, 12/01/43

    475,743        517,830   

4.500%, 10/01/44

    3,430,506        3,760,144   

4.500%, 02/01/45

    1,267,533        1,389,369   

5.000%, 07/01/35

    2,706,409        3,007,351   

5.000%, 06/01/39

    13,641,329        15,106,801   

5.000%, 04/01/41

    37,817        42,070   

5.000%, 06/01/41

    69,834        77,460   

5.000%, 08/01/41

    199,223        221,010   

5.500%, 03/01/41

    631,756        715,048   

6.000%, 10/01/34

    224,834        262,342   

6.000%, 05/01/37

    853,794        973,892   

 

MIST-349


Table of Contents

Met Investors Series Trust

Pyramis Government Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae 30 Yr. Pool

   

6.000%, 09/01/37

    65,138      $ 75,374   

6.000%, 10/01/37

    709,487        824,740   

6.000%, 01/01/38

    689,823        800,477   

6.000%, 03/01/38

    239,932        278,878   

6.000%, 07/01/38

    135,472        157,329   

6.000%, 01/01/40

    645,933        750,888   

6.000%, 05/01/40

    927,039        1,075,038   

6.000%, 07/01/41

    923,909        1,057,716   

6.000%, 01/01/42

    82,693        95,766   

6.500%, 07/01/32

    160,910        191,330   

6.500%, 12/01/32

    47,951        56,413   

6.500%, 07/01/35

    55,253        66,296   

6.500%, 12/01/35

    496,083        585,384   

6.500%, 08/01/36

    842,210        988,790   

Fannie Mae ARM Pool
2.558%, 06/01/42 (b)

    140,931        145,634   

2.689%, 02/01/42 (b)

    903,126        946,061   

2.951%, 11/01/40 (b)

    89,403        93,544   

2.975%, 09/01/41 (b)

    105,032        110,484   

2.992%, 10/01/41 (b)

    49,630        52,374   

3.246%, 07/01/41 (b)

    150,992        158,957   

3.368%, 10/01/41 (b)

    75,682        79,816   

3.554%, 07/01/41 (b)

    184,606        195,528   

Fannie Mae REMICS (CMO)
1.353%, 03/25/36 (b)

    640,100        655,758   

1.363%, 06/25/36 (b)

    1,004,639        1,029,986   

4.250%, 03/25/42

    2,261,872        2,541,479   

5.000%, 12/25/23

    358,394        386,951   

5.000%, 12/25/34

    542,912        603,103   

5.000%, 03/25/35

    427,701        475,229   

5.000%, 08/25/39

    659,268        732,538   

5.500%, 05/25/34

    439,711        450,620   

5.500%, 07/25/34

    320,827        343,458   

5.500%, 06/25/35

    324,270        349,981   

5.500%, 08/25/35

    1,653,955        1,868,233   

Freddie Mac 15 Yr. Gold Pool
4.000%, 06/01/24

    498,346        527,060   

4.000%, 07/01/24

    399,807        422,741   

4.000%, 09/01/25

    338,290        357,705   

6.000%, 01/01/24

    465,243        512,736   

Freddie Mac 20 Yr. Gold Pool
4.000%, 06/01/33

    2,438,759        2,630,507   

Freddie Mac 30 Yr. Gold Pool
3.000%, 11/01/42

    258,676        266,740   

3.000%, 01/01/43

    285,906        293,846   

3.000%, 02/01/43

    1,480,875        1,523,312   

3.000%, 03/01/43

    14,989,355        15,373,256   

3.000%, 06/01/43

    4,688,744        4,807,389   

3.500%, 04/01/40

    648,578        680,079   

3.500%, 05/01/40

    666,468        698,837   

3.500%, 06/01/40

    1,082,840        1,135,488   

3.500%, 07/01/40

    304,892        319,748   

3.500%, 08/01/40

    520,566        545,932   

3.500%, 09/01/40

    468,467        491,229   

3.500%, 10/01/40

    342,168        358,806   

Agency Sponsored Mortgage - Backed—(Continued)

  

Freddie Mac 30 Yr. Gold Pool

   

3.500%, 11/01/40

    390,647      409,613   

3.500%, 12/01/40

    434,010        455,047   

3.500%, 02/01/42

    105,824        110,958   

3.500%, 04/01/42

    1,008,503        1,065,270   

3.500%, 05/01/42

    147,633        154,715   

3.500%, 06/01/42

    1,059,370        1,110,183   

3.500%, 07/01/42

    196,121        206,125   

3.500%, 08/01/42

    6,198,533        6,496,003   

3.500%, 09/01/42

    65,049        68,356   

3.500%, 10/01/42

    2,484,132        2,610,845   

3.500%, 01/01/43

    1,189,143        1,246,611   

3.500%, 02/01/43

    529,903        556,691   

3.500%, 03/01/43

    265,541        278,276   

3.500%, 04/01/43

    9,318,101        9,772,007   

3.500%, 05/01/43

    3,210,018        3,363,978   

3.500%, 11/01/44

    747,252        782,819   

3.500%, TBA (a)

    2,900,000        3,035,603   

4.000%, 01/01/41

    3,166,617        3,388,479   

4.000%, 09/01/41

    3,308,878        3,553,826   

4.000%, 10/01/41

    972,856        1,044,877   

4.000%, 11/01/41

    29,927        32,184   

4.000%, 01/01/42

    3,862,129        4,133,829   

4.000%, 09/01/42

    177,542        191,125   

4.000%, 10/01/42

    174,294        187,339   

4.000%, 11/01/42

    717,829        772,654   

4.000%, 12/01/42

    284,361        305,858   

4.000%, 01/01/43

    76,463        82,225   

4.000%, 02/01/43

    427,001        459,176   

4.000%, 03/01/43

    158,935        170,519   

4.000%, 04/01/43

    58,589        63,003   

4.000%, 05/01/43

    893,111        961,138   

4.000%, 06/01/43

    53,926        57,988   

4.000%, 07/01/43

    676,605        727,898   

4.000%, 08/01/43

    495,838        532,803   

4.000%, 09/01/43

    804,984        864,750   

4.000%, 10/01/43

    773,573        831,259   

4.000%, 11/01/43

    44,700        48,003   

4.000%, 01/01/44

    891,562        958,006   

4.000%, 02/01/44

    141,067        151,477   

4.000%, 03/01/44

    71,983        76,863   

4.000%, 04/01/44

    86,839        92,949   

4.000%, 12/01/44

    35,624        38,087   

4.000%, 04/01/45

    223,821        239,297   

4.000%, 05/01/45

    213,708        228,486   

4.000%, 11/01/45

    716,852        766,955   

4.000%, 02/01/46

    1,077,666        1,152,989   

4.000%, TBA (a)

    100,000        106,727   

4.500%, 05/01/39

    210,315        231,823   

4.500%, 07/01/40

    4,098,674        4,466,128   

4.500%, 02/01/41

    141,584        154,949   

4.500%, 08/01/41

    1,335,078        1,460,847   

4.500%, 09/01/41

    149,434        164,823   

4.500%, 10/01/41

    326,342        359,953   

4.500%, 02/01/44

    86,167        93,707   

5.000%, 01/01/35

    317,968        355,092   

 

MIST-350


Table of Contents

Met Investors Series Trust

Pyramis Government Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—(Continued)

  

Freddie Mac 30 Yr. Gold Pool

   

5.000%, 05/01/35

    196,656      $ 217,849   

5.000%, 07/01/35

    2,367,803        2,627,037   

5.000%, 11/01/35

    1,824,793        2,062,874   

5.000%, 06/01/41

    3,210,118        3,603,445   

5.000%, 07/01/41

    807,087        892,997   

5.500%, 03/01/34

    2,512,435        2,836,408   

5.500%, 07/01/35

    1,757,552        1,984,717   

Freddie Mac ARM Non-Gold Pool
2.359%, 10/01/42 (b)

    794,909        820,367   

2.985%, 10/01/41 (b)

    892,442        930,205   

3.062%, 09/01/41 (b)

    914,998        962,704   

3.205%, 09/01/41 (b)

    105,371        110,982   

3.216%, 04/01/41 (b)

    112,175        117,670   

3.292%, 06/01/41 (b)

    119,021        125,972   

3.429%, 12/01/40 (b)

    3,328,787        3,475,859   

3.454%, 05/01/41 (b)

    85,663        90,068   

3.630%, 06/01/41 (b)

    171,225        181,107   

3.686%, 05/01/41 (b)

    139,949        147,734   

Freddie Mac Multifamily Structured Pass-Through Certificates (CMO)
0.786%, 04/25/19 (b)

    21,966        21,876   

2.637%, 01/25/23

    1,931,000        2,010,187   

2.669%, 02/25/23

    4,606,609        4,769,972   

2.670%, 12/25/24

    7,000,000        7,208,412   

2.811%, 01/25/25

    10,500,000        10,916,810   

3.016%, 02/25/23

    7,989,199        8,397,985   

3.090%, 08/25/22

    29,800,000        31,942,918   

3.303%, 07/25/24

    7,854,000        8,474,797   

3.320%, 02/25/23 (b)

    932,000        1,009,648   

3.458%, 08/25/23 (b)

    5,000,000        5,462,842   

3.490%, 01/25/24

    3,200,000        3,499,632   

3.974%, 01/25/21

    17,750,000        19,626,528   

4.084%, 11/25/20 (b)

    980,000        1,083,993   

Freddie Mac REMICS (CMO)
0.836%, 03/15/34 (b)

    614,769        619,063   

1.336%, 02/15/33 (b)

    431,272        438,629   

4.000%, 01/15/41

    9,421,938        10,355,778   

4.500%, 12/15/26

    1,967,476        2,168,359   

4.500%, 09/15/27

    1,212,536        1,300,638   

4.500%, 02/15/41

    53,479        58,954   

5.000%, 10/15/34

    652,452        726,060   

5.000%, 11/15/34

    532,204        535,793   

5.000%, 12/15/37

    218,024        239,332   

5.000%, 03/15/41

    500,000        571,033   

5.000%, 04/15/41

    668,130        817,383   

5.500%, 05/15/34

    3,137,069        3,554,289   

5.500%, 06/15/41

    4,220,000        4,883,170   

Ginnie Mae I 30 Yr. Pool
3.000%, 05/15/42

    821,591        850,541   

3.000%, 04/15/43

    292,649        303,340   

3.000%, 05/15/43

    411,548        426,049   

3.000%, 03/15/45

    171,491        177,533   

3.500%, 11/15/41

    416,894        442,655   

3.500%, 02/15/42

    362,761        385,190   

3.500%, 03/15/42

    418,239        443,990   

Agency Sponsored Mortgage - Backed—(Continued)

  

Ginnie Mae I 30 Yr. Pool

   

3.500%, 05/15/42

    1,500,314      1,586,772   

3.500%, 06/15/42

    1,224,504        1,292,565   

4.000%, 09/15/40

    2,296,813        2,500,764   

4.000%, 10/15/40

    236,950        254,091   

4.000%, 03/15/41

    1,263,102        1,378,079   

4.000%, 10/15/41

    640,445        698,432   

4.000%, 12/15/41

    590,047        642,643   

4.500%, 08/15/39

    3,306,136        3,627,668   

4.500%, 06/15/40

    1,159,037        1,260,525   

4.500%, 07/15/40

    243,281        266,254   

4.500%, 03/15/41

    1,244,068        1,357,111   

4.500%, 04/15/41

    127,211        138,345   

5.000%, 03/15/39

    117,365        131,840   

5.000%, 07/15/39

    318,562        353,681   

5.000%, 08/15/39

    237,895        267,128   

5.000%, 09/15/39

    167,655        188,179   

5.000%, 04/15/40

    78,744        87,701   

5.000%, 08/15/40

    267,829        300,610   

5.000%, 04/15/41

    177,405        197,329   

5.000%, 09/15/41

    155,263        172,852   

5.500%, 06/15/35

    1,186,251        1,358,886   

5.500%, 11/15/35

    778,287        891,632   

5.500%, 10/15/39

    36,473        40,925   

6.000%, 06/15/36

    1,384,949        1,601,680   

Ginnie Mae II 30 Yr. Pool
3.000%, 06/20/42

    1,512,186        1,569,593   

3.000%, 12/20/42

    2,923,701        3,034,694   

3.000%, 01/20/43

    4,306,333        4,469,784   

3.000%, 08/20/45

    386,969        401,381   

3.000%, TBA (a)

    5,550,000        5,749,128   

3.500%, 11/20/41

    2,614,527        2,769,941   

3.500%, 12/20/41

    15,647,734        16,579,887   

3.500%, 07/20/42

    916,132        970,875   

3.500%, 10/20/42

    1,233,711        1,307,432   

3.500%, 12/20/42

    752,091        797,033   

3.500%, 01/20/43

    63,402        67,191   

3.500%, 02/20/43

    3,809,941        4,037,615   

3.500%, 04/20/43

    584,337        619,254   

3.500%, 05/20/43

    2,119,611        2,245,593   

3.500%, 08/20/43

    90,387        95,727   

3.500%, 09/20/43

    1,804,472        1,910,810   

3.500%, TBA (a)

    4,400,000        4,650,250   

4.000%, 09/20/39

    268,270        288,777   

4.000%, 10/20/40

    40,425        43,565   

4.000%, 11/20/40

    2,837,054        3,057,468   

4.000%, 10/20/41

    3,518,347        3,787,817   

4.000%, 11/20/41

    1,295,928        1,394,985   

4.000%, 06/20/45

    2,314,834        2,475,838   

4.000%, 07/20/45

    4,468,455        4,780,408   

4.000%, 11/20/45

    982,542        1,058,190   

4.500%, 02/20/40

    311,788        339,353   

4.500%, 09/20/40

    33,061        35,984   

4.500%, 05/20/41

    4,762,761        5,183,892   

Ginnie Mae II Pool
4.300%, 08/20/61

    1,205,837        1,254,269   

 

MIST-351


Table of Contents

Met Investors Series Trust

Pyramis Government Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—(Continued)

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—(Continued)

  

Ginnie Mae II Pool

   

4.533%, 12/20/61

    9,410,290      $ 9,921,261   

4.649%, 02/20/62

    845,641        897,025   

4.682%, 02/20/62

    1,112,679        1,174,663   

4.684%, 01/20/62

    3,573,327        3,771,616   

5.470%, 08/20/59

    328,554        336,186   

5.612%, 04/20/58

    58,212        58,479   

Government National Mortgage Association (CMO)
0.725%, 08/20/60 (b)

    235,061        231,580   

0.725%, 09/20/60 (b)

    262,949        258,994   

0.769%, 07/20/60 (b)

    287,261        283,214   

0.912%, 01/20/38 (b)

    67,579        68,179   

0.915%, 02/20/61 (b)

    336,806        334,475   

0.925%, 12/20/60 (b)

    635,824        630,345   

0.925%, 02/20/61 (b)

    99,132        98,223   

0.925%, 04/20/61 (b)

    233,875        231,654   

0.925%, 05/20/61 (b)

    461,141        456,372   

0.932%, 07/20/37 (b)

    271,382        273,933   

0.955%, 06/20/61 (b)

    318,895        316,317   

0.971%, 12/16/39 (b)

    283,217        284,307   

1.025%, 10/20/61 (b)

    1,086,865        1,080,310   

1.025%, 12/20/63 (b)

    11,045,925        10,963,608   

1.041%, 11/16/39 (b)

    370,612        375,603   

1.055%, 01/20/62 (b)

    1,095,342        1,089,699   

1.055%, 03/20/62 (b)

    658,025        654,587   

1.125%, 11/20/61 (b)

    997,880        995,238   

1.125%, 01/20/62 (b)

    679,451        677,648   

1.650%, 01/20/63

    1,771,880        1,774,980   

2.500%, 06/20/63

    42,043,398        42,816,816   

2.500%, 05/20/65

    6,095,501        6,217,730   

2.500%, 06/20/65

    1,812,382        1,845,896   

2.750%, 05/20/64

    1,894,005        1,958,047   

3.000%, 04/20/37

    15,485        15,510   

3.500%, 09/20/63

    3,786,466        3,966,763   

4.500%, 05/16/40

    80,000        89,302   

4.500%, 05/20/40 (c)

    54,618        4,822   

5.000%, 12/20/39

    3,697,629        4,467,375   

5.000%, 03/20/40

    3,190,000        3,721,585   

5.010%, 09/20/60 (b)

    3,342,895        3,546,115   

5.150%, 08/20/60

    3,034,103        3,217,663   

5.299%, 07/20/60 (b)

    4,397,258        4,655,779   

5.668%, 07/20/41 (b) (c)

    405,073        60,153   

8.091%, 04/20/39 (b)

    2,052,056        2,300,546   

8.224%, 08/20/39 (b)

    3,854,787        4,465,600   

9.018%, 05/20/41 (b)

    130,928        156,638   
   

 

 

 
      728,678,328   
   

 

 

 

Federal Agencies—4.6%

   

Federal Home Loan Mortgage Corp.
1.250%, 08/01/19

    3,000,000        3,024,345   

6.250%, 07/15/32

    7,568,000        11,065,884   

6.750%, 03/15/31

    481,000        726,169   

Federal National Mortgage Association
1.375%, 02/26/21

    6,891,000        6,890,442   

Federal Agencies—(Continued)

  

Federal National Mortgage Association

   

1.500%, 11/30/20

    4,482,000      4,526,851   

2.625%, 09/06/24

    7,000,000        7,378,140   

6.625%, 11/15/30

    1,430,000        2,125,185   

Tennessee Valley Authority
1.750%, 10/15/18

    7,486,000        7,629,963   

4.250%, 09/15/65

    8,970,000        9,461,529   

5.250%, 09/15/39

    557,000        710,892   

5.500%, 06/15/38

    6,117,000        8,037,610   
   

 

 

 
      61,577,010   
   

 

 

 

U.S. Treasury—31.3%

  

U.S. Treasury Bonds
2.500%, 02/15/45

    27,003,000        26,330,031   

2.500%, 02/15/46

    5,000,000        4,875,195   

2.875%, 08/15/45

    1,120,000        1,178,100   

3.000%, 11/15/44

    9,140,000        9,862,992   

3.000%, 11/15/45

    9,700,000        10,471,829   

3.625%, 02/15/44

    49,159,000        59,637,929   

4.375%, 02/15/38

    15,000,000        20,274,030   

4.375%, 05/15/40

    7,000,000        9,418,556   

4.375%, 05/15/41

    8,466,000        11,431,081   

5.000%, 05/15/37

    9,000,000        13,167,072   

5.250%, 02/15/29

    29,405,000        40,372,153   

5.375%, 02/15/31 (d)

    4,933,000        7,073,266   

U.S. Treasury Notes
0.750%, 01/31/18

    716,000        716,252   

0.750%, 02/28/18

    4,000,000        4,000,936   

0.875%, 07/15/18

    117,000        117,215   

1.000%, 12/31/17

    28,931,000        29,070,013   

1.250%, 03/31/21

    13,708,000        13,720,310   

1.500%, 01/31/22

    13,650,000        13,718,782   

1.500%, 02/28/23

    31,990,000        31,901,292   

1.500%, 03/31/23

    5,000,000        4,985,155   

1.625%, 02/15/26

    7,000,000        6,898,283   

1.750%, 12/31/20

    2,823,000        2,892,141   

2.000%, 07/31/22

    15,709,000        16,199,294   

2.000%, 11/30/22

    51,135,000        52,687,050   

2.000%, 08/15/25

    7,331,000        7,471,895   

2.125%, 06/30/21

    1,000,000        1,042,148   

2.250%, 11/15/24

    1,113,000        1,160,389   

2.250%, 11/15/25

    14,600,000        15,194,833   

2.375%, 08/15/24

    3,098,000        3,262,581   
   

 

 

 
      419,130,803   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $1,182,949,856)

      1,209,386,141   
   

 

 

 
Foreign Government—3.8%   

Sovereign—3.8%

   

Hashemite Kingdom of Jordan Government AID Bonds
2.503%, 10/30/20

    13,375,000        14,079,073   

3.000%, 06/30/25

    5,389,000        5,735,329   

 

MIST-352


Table of Contents

Met Investors Series Trust

Pyramis Government Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Foreign Government—(Continued)

 

Security Description   Principal
Amount*
    Value  

Sovereign—(Continued)

  

Israel Government AID Bonds
5.500%, 09/18/23

    13,878,000      $ 17,100,028   

5.500%, 12/04/23

    8,920,000        11,037,715   

5.500%, 04/26/24

    1,900,000        2,370,820   
   

 

 

 

Total Foreign Government
(Cost $50,331,263)

      50,322,965   
   

 

 

 
Mortgage-Backed Securities—3.0%   

Collateralized Mortgage Obligations—1.3%

  

CSMC
1.208%, 10/26/37 (144A) (b)

    2,988,504        2,937,541   

National Credit Union Administration Guaranteed Notes Trust
0.808%, 11/06/17 (b)

    1,549,957        1,548,360   

0.818%, 03/06/20 (b)

    237,596        237,499   

0.888%, 01/08/20 (b)

    7,764,251        7,760,103   

Nomura Resecuritization Trust
2.880%, 03/26/37 (144A) (b)

    2,392,479        2,373,657   

RBSSP Resecuritization Trust
2.758%, 07/26/45 (144A) (b)

    2,248,538        2,245,041   

Thornburg Mortgage Securities Trust
1.073%, 09/25/43 (b)

    501,735        480,736   
   

 

 

 
      17,582,937   
   

 

 

 

Commercial Mortgage-Backed Securities—1.7%

  

BBCMS Trust
3.323%, 09/10/28 (144A)

    7,149,000        7,373,722   

CDGJ Commercial Mortgage Trust
1.836%, 12/15/27 (144A) (b)

    11,345,878        11,260,432   

SCG Trust
1.836%, 11/15/26 (144A) (b)

    3,750,000        3,726,928   
   

 

 

 
      22,361,082   
   

 

 

 

Total Mortgage-Backed Securities
(Cost $40,174,581)

      39,944,019   
   

 

 

 
Asset-Backed Securities—1.8%   

Asset-Backed - Automobile—1.6%

  

American Credit Acceptance Receivables Trust
1.950%, 09/12/19 (144A)

    4,932,239        4,921,655   

CPS Auto Receivables Trust
1.770%, 06/17/19 (144A)

    10,957,276        10,936,205   

Drive Auto Receivables Trust
1.230%, 06/15/18 (144A)

    5,222,472        5,219,265   
   

 

 

 
      21,077,125   
   

 

 

 

Asset-Backed - Other—0.2%

  

Nationstar HECM Loan Trust
2.981%, 02/25/26 (144A)

    2,473,663        2,473,911   
   

 

 

 

Total Asset-Backed Securities
(Cost $23,584,214)

      23,551,036   
   

 

 

 
Corporate Bonds & Notes—1.2%   
Security Description   Principal
Amount*
    Value  

Diversified Financial Services—1.2%

   

National Credit Union Administration Guaranteed Notes
3.450%, 06/12/21

    8,645,000      $ 9,454,172   

Private Export Funding Corp.
4.300%, 12/15/21

    6,000,000        6,827,748   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $16,500,459)

      16,281,920   
   

 

 

 
Short-Term Investment—2.7%   

Repurchase Agreement—2.7%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $36,522,127 on 04/01/16, collateralized by $36,260,000 U.S. Treasury Note at 1.750% due 10/31/20 with a value of $37,257,150.

    36,522,097        36,522,097   
   

 

 

 

Total Short-Term Investments
(Cost $36,522,097)

      36,522,097   
   

 

 

 

Total Investments—102.8%
(Cost $1,350,062,470) (e)

      1,376,008,178   

Other assets and liabilities (net)—(2.8)%

      (37,134,527
   

 

 

 
Net Assets—100.0%     $ 1,338,873,651   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) TBA (To Be Announced) Securities are purchased on a forward commitment basis with an approximate principal amount and no defined maturity date. The actual principal and maturity date will be determined upon settlement date.
(b) Variable or floating rate security. The stated rate represents the rate at March 31, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(c) Interest only security.
(d) All or a portion of the security was pledged as collateral against open centrally cleared swap contracts. As of March 31, 2016, the market value of securities pledged was $316,885.
(e) As of March 31, 2016, the aggregate cost of investments was $1,350,062,470. The aggregate unrealized appreciation and depreciation of investments were $32,095,159 and $(6,149,451), respectively, resulting in net unrealized appreciation of $25,945,708.
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $53,468,357, which is 4.0% of net assets.
(ARM)— Adjustable-Rate Mortgage
(CMO)— Collateralized Mortgage Obligation
(REMIC)— Real Estate Mortgage Investment Conduit

 

MIST-353


Table of Contents

Met Investors Series Trust

Pyramis Government Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Swap Agreements

 

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate    Floating
Rate Index
     Fixed
Rate
    Maturity
Date
     Notional
Amount
     Unrealized
Appreciation/
(Depreciation)
 

Pay

     3M LIBOR         2.500     06/15/46         USD         1,250,000       $ 32,161   

Receive

     3M LIBOR         2.500     06/15/46         USD         1,250,000         (22,233
                

 

 

 

Net Unrealized Appreciation

  

   $ 9,928   
                

 

 

 

 

(USD)— United States Dollar
(LIBOR)— London Interbank Offered Rate

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total U.S. Treasury & Government Agencies*

   $ —         $ 1,209,386,141      $ —         $ 1,209,386,141   

Total Foreign Government*

     —           50,322,965        —           50,322,965   

Total Mortgage-Backed Securities*

     —           39,944,019        —           39,944,019   

Total Asset-Backed Securities*

     —           23,551,036        —           23,551,036   

Total Corporate Bonds & Notes*

     —           16,281,920        —           16,281,920   

Total Short-Term Investment*

     —           36,522,097        —           36,522,097   

Total Investments

   $ —         $ 1,376,008,178      $ —         $ 1,376,008,178   
                                    
Centrally Cleared Swap Contracts           

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —         $ 32,161      $ —         $ 32,161   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —           (22,233     —           (22,233

Total Centrally Cleared Swap Contracts

   $ —         $ 9,928      $ —         $ 9,928   

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-354


Table of Contents

Met Investors Series Trust

Pyramis Managed Risk Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mutual Funds—77.0% of Net Assets

 

Security Description       
    
Shares
    Value  

Investment Company Securities—77.0%

  

Energy Select Sector SPDR Fund

    48,088      $ 2,977,609   

Fidelity Blue Chip Growth Fund (a)

    303,823        19,985,497   

Fidelity Blue Chip Value Fund (a)

    809,491        12,798,056   

Fidelity Conservative Income Bond Fund (a)

    1,296,582        12,991,749   

Fidelity Contrafund (a)

    431,169        41,676,801   

Fidelity Corporate Bond Fund (a)

    1,196,181        13,385,269   

Fidelity Diversified International Fund (a)

    131,848        4,486,773   

Fidelity International Small Cap Opportunities Fund (a)

    1,431,306        21,340,776   

Fidelity Japan Smaller Companies Fund (a)

    463,030        6,547,251   

Fidelity Low-Priced Stock Fund (a)

    160,849        7,756,145   

Fidelity Mega Cap Stock Fund (a)

    146,722        2,269,794   

Fidelity Nordic Fund (a)

    61,634        2,965,226   

Fidelity Overseas Fund (a)

    1,434,949        57,311,876   

Fidelity Real Estate Income Fund (a)

    90,558        1,045,043   

Fidelity Real Estate Investment Portfolio (a)

    134,154        5,779,353   

Fidelity Small Cap Stock Fund (a)

    376,725        6,581,394   

Fidelity Stock Selector Large Cap Value Fund (a)

    1,088,044        18,115,929   

Fidelity Total Bond Fund (a)

    14,950,077        157,125,309   

Fidelity Value Discovery Fund (a)

    1,759,863        41,040,011   

iShares 20+ Year Treasury Bond ETF

    140,300        18,324,583   

iShares J.P. Morgan USD Emerging Markets Bond ETF

    25,265        2,787,993   

iShares TIPS Bond ETF

    182,260        20,894,286   

iShares U.S. Financial Services ETF

    60,864        4,939,722   

iShares U.S. Technology ETF

    84,804        9,202,082   

Spartan Inflation Protected Bond Index Fund (a)

    961,510        9,413,182   

SPDR Barclays High Yield Bond ETF

    253,136        8,669,908   

Vanguard Consumer Discretionary ETF

    50,661        6,282,977   

Vanguard Consumer Staples ETF

    72,869        9,860,633   

Vanguard Health Care ETF

    29,501        3,637,473   

Vanguard Industrials ETF

    124,420        13,088,984   

Vanguard Materials ETF

    26,403        2,592,247   

Vanguard Telecommunication Services ETF

    97,063        8,999,681   

Investment Company Securities—(Continued)

  

Vanguard Utilities ETF

    36,863      3,963,878   

Vanguard Value ETF

    183,423        15,112,221   

WisdomTree Europe Hedged Equity Fund

    113,171        5,875,838   

WisdomTree Japan Hedged Equity Fund

    30,564        1,335,953   
   

 

 

 

Total Mutual Funds
(Cost $587,140,840)

      581,161,502   
   

 

 

 
Short-Term Investment—23.2%   

Repurchase Agreement—23.2%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 03/31/16 at 0.030% to be repurchased at $174,738,598 on 04/01/16, collateralized by $176,255,000 U.S. Treasury Note at 1.375% due 02/29/20 with a value of $178,237,869.

    174,738,452        174,738,452   
   

 

 

 

Total Short-Term Investments
(Cost $174,738,452)

      174,738,452   
   

 

 

 

Total Investments—100.2%
(Cost $761,879,292) (b)

      755,899,954   

Other assets and liabilities (net)—(0.2)%

      (1,381,428
   

 

 

 
Net Assets—100.0%     $ 754,518,526   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Affiliated Issuer.
(b) As of March 31, 2016, the aggregate cost of investments was $761,879,292. The aggregate unrealized appreciation and depreciation of investments were $6,097,146 and $(12,076,484), respectively, resulting in net unrealized depreciation of $(5,979,338).
(ETF)— Exchange-Traded Fund

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Appreciation/
(Depreciation)
 

MSCI EAFE Mini Index Futures

     06/17/16         211         USD         17,130,773       $ 18,252   

MSCI Emerging Markets Mini Index Futures

     06/17/16         323         USD         12,825,945         641,540   

S&P 500 E-Mini Index Futures

     06/17/16         607         USD         60,098,162         2,164,863   

U.S. Treasury Note 10 Year Futures

     06/21/16         1,312         USD         171,062,315         10,185   

U.S. Treasury Ultra Long Bond Futures

     06/21/16         314         USD         54,448,160         (273,348
              

 

 

 

Net Unrealized Appreciation

  

   $ 2,561,492   
              

 

 

 

 

(USD)— United States Dollar

 

MIST-355


Table of Contents

Met Investors Series Trust

Pyramis Managed Risk Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy

 

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1     Level 2      Level 3      Total  
Mutual Funds           

Investment Company Securities

   $ 581,161,502      $ —         $ —         $ 581,161,502   

Total Short-Term Investment*

     —          174,738,452         —           174,738,452   

Total Investments

   $ 581,161,502      $ 174,738,452       $ —         $ 755,899,954   
                                    
Futures Contracts           

Futures Contracts (Unrealized Appreciation)

   $ 2,834,840      $ —         $ —         $ 2,834,840   

Futures Contracts (Unrealized Depreciation)

     (273,348     —           —           (273,348

Total Futures Contracts

   $ 2,561,492      $ —         $ —         $ 2,561,492   

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-356


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—29.9% of Net Assets

 

Security Description   Principal
Amount*
    Value  
Advertising—0.2%            

Omnicom Group, Inc.
4.450%, 08/15/20 (a)

    1,855,000      $ 2,024,426   

5.900%, 04/15/16

    210,000        210,283   
   

 

 

 
      2,234,709   
   

 

 

 

Aerospace/Defense—0.3%

  

Lockheed Martin Corp.
3.550%, 01/15/26

    3,110,000        3,294,305   
   

 

 

 

Agriculture—0.4%

   

Altria Group, Inc.
4.750%, 05/05/21

    660,000        748,548   

10.200%, 02/06/39

    304,000        556,883   

Philip Morris International, Inc.
1.375%, 02/25/19

    765,000        767,437   

6.375%, 05/16/38

    645,000        861,051   

Reynolds American, Inc.
4.450%, 06/12/25

    1,395,000        1,534,838   

7.250%, 06/15/37

    170,000        220,890   
   

 

 

 
      4,689,647   
   

 

 

 

Auto Manufacturers—0.3%

  

Ford Motor Credit Co. LLC
4.375%, 08/06/23

    1,290,000        1,372,644   

6.625%, 08/15/17

    1,090,000        1,156,158   

General Motors Financial Co., Inc.
3.100%, 01/15/19

    520,000        526,219   

3.150%, 01/15/20

    595,000        596,810   
   

 

 

 
      3,651,831   
   

 

 

 

Auto Parts & Equipment—0.3%

  

Delphi Automotive plc
3.150%, 11/19/20

    1,245,000        1,271,088   

Delphi Corp.
4.150%, 03/15/24

    560,000        575,809   

Magna International, Inc.
4.150%, 10/01/25

    1,850,000        1,960,165   
   

 

 

 
      3,807,062   
   

 

 

 

Banks—8.7%

   

Abbey National Treasury Services plc
1.475%, 08/24/18 (b)

    1,500,000        1,488,721   

Bank of America Corp.
3.300%, 01/11/23

    1,410,000        1,421,847   

3.950%, 04/21/25

    3,785,000        3,765,908   

5.625%, 07/01/20

    1,045,000        1,174,280   

Bank of Nova Scotia (The)
2.450%, 03/22/21

    2,305,000        2,321,674   

Barclays Bank plc
5.140%, 10/14/20

    940,000        1,003,348   

10.179%, 06/12/21 (144A)

    625,000        794,154   

Barclays plc
3.650%, 03/16/25

    1,435,000        1,345,538   

BB&T Corp.
2.450%, 01/15/20

    1,500,000        1,526,011   
Banks—(Continued)            

BBVA Banco Continental S.A.
3.250%, 04/08/18 (144A)

    330,000      334,950   

BPCE S.A.
2.250%, 01/27/20

    1,200,000        1,200,835   

2.500%, 12/10/18

    1,580,000        1,608,094   

4.500%, 03/15/25 (144A)

    1,060,000        1,049,507   

4.875%, 04/01/26 (144A)

    1,460,000        1,448,024   

5.700%, 10/22/23 (144A)

    535,000        566,679   

Branch Banking & Trust Co.
1.350%, 10/01/17

    3,150,000        3,154,656   

Capital One Financial Corp.
3.200%, 02/05/25

    970,000        960,277   

Capital One N.A.
2.950%, 07/23/21

    860,000        864,682   

Citigroup, Inc.
2.150%, 07/30/18

    965,000        970,284   

3.700%, 01/12/26

    1,085,000        1,113,447   

4.300%, 11/20/26

    2,685,000        2,672,058   

Commonwealth Bank of Australia
2.400%, 11/02/20 (a)

    905,000        915,092   

Cooperatieve Rabobank UA
3.875%, 02/08/22

    700,000        746,640   

3.950%, 11/09/22

    250,000        256,092   

4.375%, 08/04/25

    1,420,000        1,462,031   

Credit Suisse AG
1.700%, 04/27/18

    1,410,000        1,403,881   

Danske Bank A/S
2.800%, 03/10/21 (144A)

    3,275,000        3,324,934   

Discover Bank
2.000%, 02/21/18

    1,210,000        1,203,716   

3.200%, 08/09/21

    1,000,000        998,900   

Fifth Third Bank
3.850%, 03/15/26

    1,435,000        1,470,011   

First Republic Bank
2.375%, 06/17/19

    880,000        878,926   

Goldman Sachs Group, Inc. (The)
2.236%, 11/29/23 (b)

    1,070,000        1,066,801   

3.625%, 01/22/23

    2,635,000        2,717,805   

4.250%, 10/21/25

    1,020,000        1,037,123   

5.150%, 05/22/45

    1,340,000        1,361,283   

5.250%, 07/27/21

    1,460,000        1,643,412   

5.750%, 01/24/22

    2,000,000        2,307,440   

6.750%, 10/01/37

    495,000        591,246   

HSBC Holdings plc
4.000%, 03/30/22

    1,770,000        1,860,160   

4.875%, 01/14/22

    1,555,000        1,701,139   

5.250%, 03/14/44

    570,000        578,108   

ING Bank NV
2.750%, 03/22/21 (144A)

    1,070,000        1,085,986   

JPMorgan Chase & Co.
3.875%, 09/10/24

    5,620,000        5,763,597   

Lloyds Bank plc
2.050%, 01/22/19

    3,000,000        3,000,618   

2.300%, 11/27/18

    295,000        297,409   

Morgan Stanley
3.750%, 02/25/23

    1,140,000        1,187,840   

4.350%, 09/08/26

    1,415,000        1,456,150   

 

MIST-357


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  
Banks—(Continued)            

Morgan Stanley
4.875%, 11/01/22

    510,000      $ 552,557   

5.450%, 01/09/17

    1,870,000        1,929,243   

5.500%, 01/26/20

    755,000        841,418   

PNC Bank N.A.
1.850%, 07/20/18

    1,160,000        1,170,250   

Regions Bank
2.250%, 09/14/18

    545,000        544,064   

Royal Bank of Scotland Group plc
1.875%, 03/31/17

    1,670,000        1,666,693   

4.800%, 04/05/26

    1,325,000        1,329,386   

Santander UK Group Holdings plc
2.875%, 10/16/20

    685,000        681,524   

Societe Generale S.A.
5.000%, 01/17/24 (144A)

    3,030,000        3,094,587   

Standard Chartered plc
1.700%, 04/17/18 (144A)

    1,585,000        1,559,767   

5.700%, 01/25/22

    1,060,000        1,121,220   

U.S. Bancorp
5.125%, 01/15/21 (a) (b)

    3,065,000        3,122,622   

UBS AG
1.330%, 03/26/18 (b)

    1,960,000        1,956,895   

UBS Group Funding Jersey, Ltd.
3.000%, 04/15/21 (144A)

    2,240,000        2,244,117   

Wells Fargo & Co.
3.000%, 02/19/25

    1,940,000        1,955,749   

4.100%, 06/03/26

    3,000,000        3,148,644   
   

 

 

 
      98,020,050   
   

 

 

 

Beverages—1.0%

  

Anheuser-Busch InBev Finance, Inc.
3.300%, 02/01/23

    4,590,000        4,771,869   

Anheuser-Busch InBev Worldwide, Inc.
3.750%, 07/15/42

    915,000        869,304   

PepsiCo, Inc.
3.500%, 07/17/25 (a)

    2,260,000        2,461,181   

4.450%, 04/14/46

    3,130,000        3,489,800   
   

 

 

 
      11,592,154   
   

 

 

 

Biotechnology—0.5%

  

Amgen, Inc.
3.875%, 11/15/21

    955,000        1,035,084   

4.500%, 03/15/20

    900,000        985,944   

5.750%, 03/15/40

    605,000        712,533   

Gilead Sciences, Inc.
4.500%, 04/01/21

    1,180,000        1,318,578   

4.500%, 02/01/45

    1,725,000        1,827,136   
   

 

 

 
      5,879,275   
   

 

 

 

Chemicals—0.4%

  

Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P.
2.450%, 05/01/20 (144A)

    745,000        735,554   

Eastman Chemical Co.
2.700%, 01/15/20

    170,000        173,432   
Chemicals—(Continued)            

Eastman Chemical Co.
3.800%, 03/15/25

    1,000,000      1,025,349   

4.800%, 09/01/42

    660,000        625,933   

LYB International Finance B.V.
5.250%, 07/15/43

    740,000        767,286   

Monsanto Co.
4.700%, 07/15/64

    720,000        622,150   

Mosaic Co. (The)
3.750%, 11/15/21

    255,000        264,831   

4.875%, 11/15/41

    335,000        314,689   
   

 

 

 
      4,529,224   
   

 

 

 

Commercial Services—0.1%

  

McGraw Hill Financial, Inc.
2.500%, 08/15/18

    465,000        471,194   
   

 

 

 

Computers—0.9%

   

Apple, Inc.
2.700%, 05/13/22

    3,110,000        3,215,249   

4.375%, 05/13/45

    970,000        1,015,654   

4.650%, 02/23/46

    565,000        616,784   

Hewlett Packard Enterprise Co.
4.400%, 10/15/22 (144A)

    2,080,000        2,173,138   

4.900%, 10/15/25 (144A)

    1,190,000        1,224,708   

International Business Machines Corp.
7.625%, 10/15/18

    1,785,000        2,056,948   
   

 

 

 
      10,302,481   
   

 

 

 

Diversified Financial Services—1.1%

  

American Express Co.
2.650%, 12/02/22

    1,170,000        1,166,328   

American Express Credit Corp.
0.906%, 06/05/17 (b)

    1,400,000        1,392,111   

Capital One Bank USA N.A.
1.300%, 06/05/17

    740,000        738,142   

GE Capital International Funding Co.
3.373%, 11/15/25 (144A)

    2,433,000        2,596,242   

HSBC Finance Corp.
6.676%, 01/15/21

    1,220,000        1,399,357   

Navient Corp.
6.000%, 01/25/17

    700,000        708,750   

Visa, Inc.
4.300%, 12/14/45

    4,045,000        4,425,262   
   

 

 

 
      12,426,192   
   

 

 

 

Electric—1.0%

   

Berkshire Hathaway Energy Co.
6.500%, 09/15/37

    345,000        449,884   

Duke Energy Carolinas LLC
4.300%, 06/15/20

    540,000        596,874   

Duke Energy Florida LLC
6.400%, 06/15/38

    1,925,000        2,596,817   

Electricite de France S.A.
4.750%, 10/13/35 (144A)

    590,000        599,980   

6.500%, 01/26/19 (144A)

    180,000        202,485   

 

MIST-358


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  
Electric—(Continued)            

Georgia Power Co.
1.950%, 12/01/18

    960,000      $ 969,920   

4.300%, 03/15/42

    545,000        555,082   

Nisource Finance Corp.
4.800%, 02/15/44

    230,000        242,613   

6.125%, 03/01/22

    830,000        973,854   

PPL Electric Utilities Corp.
4.750%, 07/15/43

    625,000        708,879   

Public Service Co. of Colorado
4.750%, 08/15/41

    1,065,000        1,216,995   

Southern California Edison Co.
4.500%, 09/01/40

    1,025,000        1,117,941   

5.500%, 03/15/40

    335,000        414,463   

Southern Power Co.
5.250%, 07/15/43

    670,000        652,528   
   

 

 

 
      11,298,315   
   

 

 

 

Electronics—0.0%

  

Honeywell International, Inc.
5.700%, 03/15/37

    240,000        303,335   
   

 

 

 

Environmental Control—0.1%

  

Republic Services, Inc.
5.250%, 11/15/21

    415,000        472,590   
   

 

 

 

Food—0.4%

  

Kroger Co. (The)

   

2.600%, 02/01/21

    2,915,000        3,001,389   

5.000%, 04/15/42

    260,000        294,611   

5.150%, 08/01/43

    473,000        548,436   

Tyson Foods, Inc.
5.150%, 08/15/44

    310,000        346,610   
   

 

 

 
      4,191,046   
   

 

 

 

Forest Products & Paper—0.2%

  

International Paper Co.

   

5.150%, 05/15/46

    1,560,000        1,570,114   

7.300%, 11/15/39

    210,000        249,970   
   

 

 

 
      1,820,084   
   

 

 

 

Gas—0.0%

  

Fermaca Enterprises S de RL de C.V.
6.375%, 03/30/38 (144A)

    464,117        437,430   
   

 

 

 

Healthcare-Products—0.3%

  

Becton Dickinson & Co.
4.685%, 12/15/44

    700,000        756,113   

Boston Scientific Corp.
2.650%, 10/01/18

    940,000        956,656   

Medtronic, Inc.
4.625%, 03/15/45

    1,291,000        1,444,910   
   

 

 

 
      3,157,679   
   

 

 

 

Healthcare-Services—0.3%

  

Anthem, Inc.
4.650%, 01/15/43

    1,296,000      1,283,654   

Humana, Inc.
7.200%, 06/15/18

    95,000        105,622   

UnitedHealth Group, Inc.
1.700%, 02/15/19

    2,435,000        2,455,174   
   

 

 

 
      3,844,450   
   

 

 

 

Housewares—0.2%

  

Newell Rubbermaid, Inc.
3.850%, 04/01/23

    2,276,000        2,360,465   
   

 

 

 

Insurance—1.3%

  

American International Group, Inc.

   

3.300%, 03/01/21

    306,000        312,850   

3.900%, 04/01/26

    189,000        189,589   

4.375%, 01/15/55

    670,000        585,899   

6.400%, 12/15/20

    1,150,000        1,336,332   

Aon plc
4.600%, 06/14/44

    1,265,000        1,232,888   

Berkshire Hathaway Finance Corp.
4.400%, 05/15/42 (a)

    425,000        459,941   

Berkshire Hathaway, Inc.
2.750%, 03/15/23

    1,010,000        1,030,044   

CNA Financial Corp.
5.750%, 08/15/21

    400,000        448,995   

Hartford Financial Services Group, Inc. (The)
6.625%, 03/30/40

    945,000        1,176,139   

Liberty Mutual Group, Inc.
5.000%, 06/01/21 (144A)

    120,000        130,120   

6.500%, 05/01/42 (144A)

    960,000        1,120,313   

Lincoln National Corp.
4.850%, 06/24/21

    390,000        423,499   

Marsh & McLennan Cos., Inc.
4.800%, 07/15/21

    720,000        794,535   

Pacific LifeCorp
5.125%, 01/30/43 (144A)

    240,000        253,238   

Prudential Financial, Inc.
5.800%, 11/16/41

    1,105,000        1,246,986   

Swiss Re Treasury U.S. Corp.
2.875%, 12/06/22 (144A)

    260,000        261,055   

4.250%, 12/06/42 (144A)

    415,000        408,932   

Voya Financial, Inc.
5.500%, 07/15/22

    1,560,000        1,744,963   

XLIT, Ltd.
5.500%, 03/31/45

    1,100,000        1,055,413   

5.750%, 10/01/21

    300,000        341,288   
   

 

 

 
      14,553,019   
   

 

 

 

Media—1.2%

   

21st Century Fox America, Inc.

   

3.000%, 09/15/22

    3,165,000        3,259,165   

4.500%, 02/15/21

    320,000        352,778   

CCO Safari LLC
6.484%, 10/23/45 (144A)

    1,975,000        2,197,634   

 

MIST-359


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  
Media—(Continued)            

Comcast Corp.
4.500%, 01/15/43

    825,000      $ 904,957   

4.750%, 03/01/44

    280,000        315,832   

6.300%, 11/15/17

    520,000        562,166   

NBCUniversal Media LLC
4.375%, 04/01/21

    1,990,000        2,225,224   

Time Warner, Inc.
3.600%, 07/15/25

    915,000        939,200   

4.000%, 01/15/22

    1,700,000        1,824,862   

Viacom, Inc.
5.850%, 09/01/43

    415,000        399,039   
   

 

 

 
      12,980,857   
   

 

 

 

Mining—0.7%

   

Barrick Gold Corp.
4.100%, 05/01/23

    359,000        349,627   

Barrick North America Finance LLC
4.400%, 05/30/21

    655,000        669,610   

BHP Billiton Finance USA, Ltd.
3.850%, 09/30/23

    580,000        597,330   

5.000%, 09/30/43

    585,000        595,124   

6.250%, 10/19/75 (144A) (a) (b)

    1,395,000        1,407,206   

Freeport-McMoRan, Inc.
3.875%, 03/15/23

    1,145,000        775,738   

Glencore Funding LLC
1.680%, 04/16/18 (144A) (b)

    1,225,000        1,102,500   

Rio Tinto Finance USA plc
2.250%, 12/14/18

    1,150,000        1,154,266   

3.500%, 03/22/22

    530,000        532,436   

Rio Tinto Finance USA, Ltd.
4.125%, 05/20/21 (a)

    400,000        423,550   
   

 

 

 
      7,607,387   
   

 

 

 

Miscellaneous Manufacturing—0.5%

  

General Electric Co.
3.100%, 01/09/23

    935,000        990,088   

5.300%, 02/11/21

    400,000        464,540   

Ingersoll-Rand Luxembourg Finance S.A.
4.650%, 11/01/44

    755,000        777,520   

Siemens Financieringsmaatschappij NV
4.400%, 05/27/45 (144A)

    1,390,000        1,524,876   

Tyco International Finance S.A.
3.900%, 02/14/26

    1,390,000        1,442,475   
   

 

 

 
      5,199,499   
   

 

 

 

Multi-National—0.1%

  

FMS Wertmanagement AoeR
1.625%, 11/20/18

    1,215,000        1,232,451   
   

 

 

 

Oil & Gas—2.2%

  

Anadarko Petroleum Corp.
3.450%, 07/15/24 (a)

    1,920,000        1,709,806   

4.850%, 03/15/21

    485,000        490,144   

ConocoPhillips Co.
3.350%, 11/15/24 (a)

    2,190,000        2,115,619   
Oil & Gas—(Continued)            

Continental Resources, Inc.
5.000%, 09/15/22

    1,395,000      1,202,316   

Devon Energy Corp.
3.250%, 05/15/22

    2,265,000        1,907,107   

Ensco plc
4.700%, 03/15/21 (a)

    2,250,000        1,570,208   

EOG Resources, Inc.
2.625%, 03/15/23 (a)

    2,446,000        2,317,812   

EQT Corp.
4.875%, 11/15/21

    1,000,000        956,989   

Marathon Petroleum Corp.
5.000%, 09/15/54

    1,145,000        896,189   

5.125%, 03/01/21

    830,000        863,438   

Noble Energy, Inc.
4.150%, 12/15/21

    1,615,000        1,612,227   

6.000%, 03/01/41

    350,000        326,353   

Occidental Petroleum Corp.
2.700%, 02/15/23 (a)

    2,713,000        2,678,295   

Phillips 66
4.300%, 04/01/22

    525,000        558,951   

Statoil ASA
3.700%, 03/01/24 (a)

    1,920,000        2,005,467   

Suncor Energy, Inc.
3.600%, 12/01/24 (a)

    1,805,000        1,786,995   

6.850%, 06/01/39

    520,000        577,632   

Valero Energy Corp.
6.625%, 06/15/37

    905,000        981,622   

9.375%, 03/15/19

    343,000        409,003   
   

 

 

 
      24,966,173   
   

 

 

 

Oil & Gas Services—0.0%

  

Schlumberger Investment S.A.
3.650%, 12/01/23

    430,000        446,533   
   

 

 

 

Pharmaceuticals—1.4%

  

AbbVie, Inc.
2.500%, 05/14/20

    2,230,000        2,270,301   

2.900%, 11/06/22

    625,000        636,042   

3.200%, 11/06/22

    200,000        206,825   

3.600%, 05/14/25

    595,000        624,582   

Actavis Funding SCS
4.550%, 03/15/35

    430,000        443,033   

4.750%, 03/15/45

    2,135,000        2,245,390   

4.850%, 06/15/44

    1,450,000        1,544,160   

AmerisourceBergen Corp.
4.250%, 03/01/45

    560,000        540,767   

EMD Finance LLC
2.400%, 03/19/20 (144A)

    1,935,000        1,932,008   

2.950%, 03/19/22 (144A)

    1,168,000        1,192,194   

Express Scripts Holding Co.
4.750%, 11/15/21

    880,000        956,067   

Mead Johnson Nutrition Co.
3.000%, 11/15/20

    1,935,000        1,988,433   

Wyeth LLC
5.950%, 04/01/37

    640,000        822,289   
   

 

 

 
      15,402,091   
   

 

 

 

 

MIST-360


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Pipelines—1.2%

  

Enbridge, Inc.
3.500%, 06/10/24

    1,865,000      $ 1,680,559   

Energy Transfer Partners L.P.
4.150%, 10/01/20

    1,575,000        1,513,255   

5.150%, 02/01/43

    1,200,000        925,436   

Enterprise Products Operating LLC
3.350%, 03/15/23

    1,440,000        1,433,347   

6.450%, 09/01/40

    1,300,000        1,412,658   

Kinder Morgan Energy Partners L.P.
4.250%, 09/01/24

    1,500,000        1,420,508   

ONEOK Partners L.P.
3.375%, 10/01/22

    1,379,000        1,237,566   

6.125%, 02/01/41

    550,000        496,047   

8.625%, 03/01/19

    145,000        157,749   

Plains All American Pipeline L.P. / PAA Finance Corp.
4.300%, 01/31/43

    305,000        221,515   

4.900%, 02/15/45

    2,020,000        1,555,570   

Williams Partners L.P.
3.350%, 08/15/22

    420,000        342,765   

4.000%, 09/15/25

    1,230,000        989,777   

5.400%, 03/04/44

    555,000        415,809   
   

 

 

 
      13,802,561   
   

 

 

 

Real Estate—0.0%

  

American Campus Communities Operating Partnership L.P.
3.750%, 04/15/23

    444,000        449,205   
   

 

 

 

Real Estate Investment Trusts—1.1%

  

Alexandria Real Estate Equities, Inc.
3.900%, 06/15/23

    410,000        414,788   

4.500%, 07/30/29

    540,000        543,271   

American Tower Corp.
2.800%, 06/01/20

    1,300,000        1,306,613   

3.400%, 02/15/19

    1,335,000        1,368,560   

Crown Castle International Corp.
3.400%, 02/15/21

    1,930,000        1,958,761   

Digital Realty Trust L.P.
3.400%, 10/01/20

    705,000        720,724   

3.950%, 07/01/22

    945,000        962,218   

ERP Operating L.P.
4.625%, 12/15/21

    562,000        625,339   

Ventas Realty L.P.
3.500%, 02/01/25

    3,225,000        3,169,253   

Welltower, Inc.
4.125%, 04/01/19

    1,395,000        1,463,686   
   

 

 

 
      12,533,213   
   

 

 

 

Retail—1.7%

  

AutoNation, Inc.
4.500%, 10/01/25

    1,360,000        1,393,780   

AutoZone, Inc.
2.875%, 01/15/23

    880,000        870,261   
Retail—(Continued)            

CVS Health Corp.
2.250%, 12/05/18

    2,445,000      2,504,416   

5.125%, 07/20/45

    1,780,000        2,061,457   

Dollar General Corp.
4.150%, 11/01/25

    900,000        945,581   

Home Depot, Inc. (The)
4.250%, 04/01/46

    350,000        385,277   

4.400%, 04/01/21

    700,000        783,769   

5.950%, 04/01/41

    990,000        1,309,347   

Macy’s Retail Holdings, Inc.
2.875%, 02/15/23

    790,000        750,400   

3.450%, 01/15/21

    364,000        374,966   

3.875%, 01/15/22

    146,000        150,126   

5.125%, 01/15/42

    450,000        384,901   

McDonald’s Corp.
2.200%, 05/26/20

    839,000        854,614   

3.500%, 07/15/20

    466,000        496,882   

4.875%, 12/09/45

    2,765,000        3,020,671   

Signet UK Finance plc
4.700%, 06/15/24

    740,000        733,284   

Wal-Mart Stores, Inc.
3.625%, 07/08/20

    1,480,000        1,614,985   
   

 

 

 
      18,634,717   
   

 

 

 

Software—0.3%

  

Microsoft Corp.
3.125%, 11/03/25

    3,365,000        3,533,570   
   

 

 

 

Telecommunications—1.2%

  

AT&T, Inc.
2.400%, 03/15/17

    350,000        354,085   

3.000%, 06/30/22

    1,620,000        1,643,555   

3.800%, 03/15/22

    705,000        742,918   

4.350%, 06/15/45

    765,000        700,814   

4.500%, 05/15/35

    700,000        690,269   

5.150%, 03/15/42

    1,675,000        1,688,320   

Deutsche Telekom International Finance B.V.
2.250%, 03/06/17 (144A)

    1,550,000        1,563,702   

Verizon Communications, Inc.

   

1.036%, 06/09/17 (b)

    1,035,000        1,032,939   

2.450%, 11/01/22

    820,000        814,978   

4.672%, 03/15/55

    1,583,000        1,519,680   

5.012%, 08/21/54

    1,704,000        1,709,502   

6.350%, 04/01/19

    625,000        708,125   
   

 

 

 
      13,168,887   
   

 

 

 

Transportation—0.3%

  

Burlington Northern Santa Fe LLC
4.400%, 03/15/42

    1,295,000        1,371,053   

Canadian Pacific Railway Co.
5.750%, 01/15/42

    395,000        450,693   

Kansas City Southern de Mexico S.A. de C.V.
3.000%, 05/15/23

    470,000        456,287   

Union Pacific Corp.
3.646%, 02/15/24

    360,000        388,483   

 

MIST-361


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*/
Shares
    Value  
Transportation—(Continued)            

Union Pacific Corp.
4.850%, 06/15/44

    835,000      $ 953,208   
   

 

 

 
      3,619,724   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $332,883,155)

      336,913,405   
   

 

 

 
Common Stocks—29.6%   

Aerospace & Defense—0.6%

  

Boeing Co. (The)

    9,200        1,167,848   

General Dynamics Corp.

    5,900        775,083   

Honeywell International, Inc.

    8,500        952,425   

Huntington Ingalls Industries, Inc.

    2,000        273,880   

Lockheed Martin Corp.

    4,500        996,750   

Meggitt plc

    53,654        312,113   

Raytheon Co.

    5,800        711,254   

Safran S.A.

    4,113        287,596   

Senior plc

    21,214        69,218   

United Technologies Corp.

    14,800        1,481,480   
   

 

 

 
      7,027,647   
   

 

 

 

Air Freight & Logistics—0.2%

  

C.H. Robinson Worldwide, Inc.

    8,300        616,109   

Cia de Distribucion Integral Logista Holdings S.A.

    9,448        212,948   

Deutsche Post AG

    10,168        282,395   

Expeditors International of Washington, Inc.

    11,100        541,791   

Oesterreichische Post AG

    7,006        284,785   

Royal Mail plc

    36,781        252,877   
   

 

 

 
      2,190,905   
   

 

 

 

Airlines—0.1%

  

ANA Holdings, Inc.

    6,000        16,874   

Copa Holdings S.A. - Class A

    400        27,100   

Dart Group plc

    13,800        131,598   

Japan Airlines Co., Ltd.

    34,300        1,255,865   
   

 

 

 
      1,431,437   
   

 

 

 

Auto Components—0.5%

  

BorgWarner, Inc.

    7,800        299,520   

Bridgestone Corp.

    51,500        1,919,227   

Cie Generale des Etablissements Michelin

    3,433        350,467   

Continental AG

    2,094        476,560   

Cooper Tire & Rubber Co.

    2,700        99,954   

Delphi Automotive plc

    7,000        525,140   

Gentex Corp. (a)

    16,200        254,178   

Hella KGaA Hueck & Co.

    2,199        93,310   

HI-LEX Corp.

    1,900        52,084   

Keihin Corp.

    3,700        55,234   

Lear Corp.

    1,700        188,989   

Magna International, Inc.

    10,300        442,771   

NHK Spring Co., Ltd.

    10,500        100,196   
Auto Components—(Continued)            

Nissin Kogyo Co., Ltd.

    5,400      72,704   

Nokian Renkaat Oyj

    3,084        108,768   

Plastic Omnium S.A.

    2,786        95,752   

Showa Corp.

    3,800        33,062   

Stanley Electric Co., Ltd.

    3,500        78,902   

Toyota Boshoku Corp.

    2,600        42,235   

TS Tech Co., Ltd.

    2,800        65,491   

Valeo S.A.

    1,275        198,248   
   

 

 

 
      5,552,792   
   

 

 

 

Automobiles—0.4%

  

Fuji Heavy Industries, Ltd.

    50,200        1,767,327   

Harley-Davidson, Inc. (a)

    5,700        292,581   

Isuzu Motors, Ltd.

    21,300        219,796   

Mazda Motor Corp.

    4,000        61,808   

Mitsubishi Motors Corp.

    76,100        568,369   

Peugeot S.A. (c)

    5,333        91,247   

Suzuki Motor Corp.

    17,800        475,858   

Thor Industries, Inc.

    1,800        114,786   

Toyota Motor Corp.

    11,100        585,396   
   

 

 

 
      4,177,168   
   

 

 

 

Banks—1.9%

  

Aichi Bank, Ltd. (The)

    600        25,126   

Aozora Bank, Ltd. (a)

    141,000        491,416   

Awa Bank, Ltd. (The) (a)

    25,000        121,008   

Bank Hapoalim B.M.

    49,604        257,247   

Bank of America Corp.

    143,600        1,941,472   

Bank of Kyoto, Ltd. (The)

    20,000        130,370   

Barclays plc

    267,605        572,420   

BB&T Corp.

    26,100        868,347   

BNP Paribas S.A.

    15,580        781,236   

BOC Hong Kong Holdings, Ltd.

    98,500        294,106   

C&F Financial Corp.

    181        6,914   

Citigroup, Inc.

    42,800        1,786,900   

Comerica, Inc.

    9,300        352,191   

Commerzbank AG (c)

    11,959        103,929   

Commonwealth Bank of Australia

    1,655        94,932   

Cullen/Frost Bankers, Inc.

    3,800        209,418   

Dah Sing Banking Group, Ltd.

    20,000        35,180   

Dah Sing Financial Holdings, Ltd.

    11,200        68,862   

Fifth Third Bancorp

    31,900        532,411   

First Financial Corp.

    1,000        34,210   

Glacier Bancorp, Inc.

    4,000        101,680   

Hachijuni Bank, Ltd. (The)

    32,000        137,580   

Hang Seng Bank, Ltd.

    19,200        340,044   

HSBC Holdings plc

    251,878        1,560,718   

HSBC Holdings plc (Hong Kong Listed
Shares) (a)

    44,800        278,947   

International Bancshares Corp.

    5,800        143,028   

Iyo Bank, Ltd. (The) (a)

    14,400        94,062   

Japan Post Bank Co., Ltd.

    13,100        161,141   

JPMorgan Chase & Co.

    43,100        2,552,382   

KB Financial Group, Inc.

    4,550        126,690   

KeyCorp

    38,500        425,040   

 

MIST-362


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  
Banks—(Continued)            

Mitsubishi UFJ Financial Group, Inc. (a)

    147,900      $ 684,837   

PNC Financial Services Group, Inc. (The)

    11,600        981,012   

Regions Financial Corp.

    23,700        186,045   

Royal Bank of Scotland Group plc (c)

    148,368        471,834   

San-In Godo Bank, Ltd. (The)

    13,200        81,587   

Seven Bank, Ltd. (a)

    62,700        266,842   

Shinsei Bank, Ltd.

    76,000        99,213   

Shizuoka Bank, Ltd. (The)

    32,000        230,755   

Societe Generale S.A.

    11,345        417,340   

Sumitomo Mitsui Financial Group, Inc.

    17,600        533,216   

U.S. Bancorp

    2,600        105,534   

United Overseas Bank, Ltd.

    12,500        174,925   

Wells Fargo & Co.

    55,700        2,693,652   

WesBanco, Inc.

    2,400        71,304   

Yamanashi Chuo Bank, Ltd. (The)

    7,000        25,615   
   

 

 

 
      21,652,718   
   

 

 

 

Beverages—0.6%

  

Anheuser-Busch InBev S.A.

    10,367        1,292,366   

Coca-Cola Co. (The)

    48,000        2,226,720   

Diageo plc

    41,201        1,111,882   

PepsiCo, Inc.

    19,200        1,967,616   
   

 

 

 
      6,598,584   
   

 

 

 

Biotechnology—0.5%

  

AbbVie, Inc.

    12,458        711,601   

Abcam plc

    19,512        164,804   

Actelion, Ltd. (c)

    2,007        299,204   

Amgen, Inc.

    11,360        1,703,205   

Biogen, Inc. (c)

    1,700        442,544   

CSL, Ltd.

    5,387        417,862   

Gilead Sciences, Inc.

    18,100        1,662,666   

Regeneron Pharmaceuticals, Inc. (c)

    400        144,176   

United Therapeutics Corp. (a) (c)

    2,200        245,146   
   

 

 

 
      5,791,208   
   

 

 

 

Building Products—0.0%

  

Aica Kogyo Co., Ltd.

    6,200        130,156   

Daikin Industries, Ltd. (a)

    1,800        134,451   

Sekisui Jushi Corp.

    3,000        40,115   
   

 

 

 
      304,722   
   

 

 

 

Capital Markets—0.8%

  

Ashmore Group plc (a)

    48,203        198,167   

Azimut Holding S.p.A.

    8,845        203,212   

BinckBank NV

    9,157        67,973   

BT Investment Management, Ltd.

    8,365        61,831   

CI Financial Corp. (a)

    17,500        386,718   

Close Brothers Group plc

    8,501        153,508   

Daiwa Securities Group, Inc. (a)

    2,000        12,265   

Deutsche Bank AG

    19,261        327,722   

Eaton Vance Corp.

    6,800        227,936   

Federated Investors, Inc. - Class B

    5,800        167,330   

Franklin Resources, Inc.

    15,900        620,895   

Goldman Sachs Group, Inc. (The)

    7,790        1,222,874   
Capital Markets—(Continued)            

Jupiter Fund Management plc

    37,980      222,036   

Macquarie Group, Ltd.

    13,808        695,882   

Matsui Securities Co., Ltd. (a)

    16,300        138,547   

Mediobanca S.p.A.

    22,839        164,273   

Morgan Stanley

    27,800        695,278   

Nomura Holdings, Inc. (a)

    115,200        512,798   

Perpetual, Ltd.

    3,842        127,579   

Platinum Asset Management, Ltd.

    39,666        192,876   

SEI Investments Co.

    6,600        284,130   

T. Rowe Price Group, Inc.

    7,500        550,950   

Tetragon Financial Group, Ltd.

    2,330        22,463   

UBS Group AG

    70,308        1,126,120   

Waddell & Reed Financial, Inc. -
Class A (a)

    6,000        141,240   
   

 

 

 
      8,524,603   
   

 

 

 

Chemicals—1.0%

  

Air Liquide S.A.

    1,173        131,573   

Asahi Kasei Corp.

    52,000        350,520   

BASF SE

    17,835        1,344,811   

Daicel Corp.

    26,600        362,566   

Dow Chemical Co. (The)

    21,800        1,108,748   

DuluxGroup, Ltd.

    29,642        142,357   

Eastman Chemical Co.

    4,900        353,927   

Fujimori Kogyo Co., Ltd.

    1,600        37,508   

Hexpol AB

    24,564        272,367   

Innospec, Inc.

    1,600        69,376   

Johnson Matthey plc

    13,878        545,278   

JSR Corp.

    18,100        259,533   

Lintec Corp.

    2,800        49,983   

LyondellBasell Industries NV - Class A

    10,900        932,822   

Mitsubishi Gas Chemical Co., Inc.

    34,000        182,589   

Monsanto Co.

    8,300        728,242   

Mosaic Co. (The)

    5,300        143,100   

Nihon Parkerizing Co., Ltd.

    11,900        107,579   

Nippon Kayaku Co., Ltd. (a)

    19,000        191,695   

Nippon Pillar Packing Co., Ltd.

    1,000        8,696   

Nippon Shokubai Co., Ltd.

    1,700        86,315   

Nitto Denko Corp. (a)

    21,500        1,194,463   

NOF Corp.

    3,000        21,261   

Potash Corp. of Saskatchewan, Inc.

    37,100        631,593   

Shikoku Chemicals Corp.

    2,000        17,308   

Shin-Etsu Chemical Co., Ltd.

    14,100        729,253   

Sika AG

    93        367,143   

Sumitomo Chemical Co., Ltd.

    4,000        18,027   

Teijin, Ltd.

    123,000        428,187   

Ube Industries, Ltd.

    167,000        294,415   

Westlake Chemical Corp.

    4,200        194,460   

Yara International ASA

    11,984        449,738   
   

 

 

 
      11,755,433   
   

 

 

 

Commercial Services & Supplies—0.2%

  

Berendsen plc

    17,596        303,858   

Cabcharge Australia, Ltd.

    2,996        7,416   

Copart, Inc. (c)

    1,700        69,309   

Deluxe Corp.

    4,400        274,956   

HNI Corp.

    5,100        199,767   

 

MIST-363


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  
Commercial Services & Supplies—(Continued)  

Intrum Justitia AB

    13,443      $ 472,528   

Mitie Group plc (a)

    46,671        171,748   

Mitsubishi Pencil Co., Ltd.

    1,600        68,491   

Pilot Corp.

    3,100        118,095   

Ritchie Bros Auctioneers, Inc. (a)

    8,300        224,316   

Sohgo Security Services Co., Ltd.

    300        16,253   

Transcontinental, Inc. - Class A

    6,600        104,584   
   

 

 

 
      2,031,321   
   

 

 

 

Communications Equipment—0.2%

  

Cisco Systems, Inc.

    65,500        1,864,785   

F5 Networks, Inc. (c)

    1,900        201,115   

Harris Corp.

    1,800        140,148   
   

 

 

 
      2,206,048   
   

 

 

 

Construction & Engineering—0.1%

  

Arcadis NV

    4,114        76,498   

Ausdrill, Ltd. (c)

    4,930        1,840   

Boskalis Westminster

    5,869        229,977   

Decmil Group, Ltd.

    14,456        8,518   

MACA, Ltd.

    10,971        7,604   

Maeda Road Construction Co., Ltd.

    4,000        65,790   

Nichireki Co., Ltd.

    2,000        14,397   

Obayashi Corp.

    1,700        16,758   

Vinci S.A.

    6,776        503,168   
   

 

 

 
      924,550   
   

 

 

 

Construction Materials—0.1%

  

Imerys S.A.

    6,215        433,092   

Sumitomo Osaka Cement Co., Ltd.

    4,000        15,704   

Taiheiyo Cement Corp.

    182,000        417,727   
   

 

 

 
      866,523   
   

 

 

 

Consumer Finance—0.2%

  

American Express Co.

    14,300        878,020   

Capital One Financial Corp.

    8,100        561,411   

Discover Financial Services

    11,900        605,948   
   

 

 

 
      2,045,379   
   

 

 

 

Containers & Packaging—0.1%

  

Bemis Co., Inc.

    7,100        367,638   

CCL Industries, Inc. - Class B

    1,589        301,589   

Sonoco Products Co.

    15,200        738,264   

WestRock Co.

    761        29,702   
   

 

 

 
      1,437,193   
   

 

 

 

Distributors—0.1%

  

Genuine Parts Co.

    6,300        625,968   
   

 

 

 

Diversified Consumer Services—0.0%

  

Meiko Network Japan Co., Ltd.

    1,100        11,971   
   

 

 

 

Diversified Financial Services—0.3%

  

Banca Mediolanum S.p.A.

    49,896        397,023   

Berkshire Hathaway, Inc. - Class B (c)

    4,600        652,648   
Diversified Financial Services—(Continued)  

FactSet Research Systems, Inc.

    1,000      151,530   

IG Group Holdings plc

    12,699        145,659   

Investor AB - B Shares

    12,638        446,980   

Japan Exchange Group, Inc.

    10,300        157,281   

ORIX Corp.

    100,600        1,429,526   

RMB Holdings, Ltd. (a)

    22,762        94,081   

Sofina S.A.

    999        118,846   
   

 

 

 
      3,593,574   
   

 

 

 

Diversified Telecommunication Services—0.6%

  

AT&T, Inc.

    32,548        1,274,905   

CenturyLink, Inc. (a)

    8,600        274,856   

Chunghwa Telecom Co., Ltd.

    55,000        187,061   

Elisa Oyj (a)

    9,836        381,061   

Nippon Telegraph & Telephone Corp.

    18,100        778,256   

Proximus

    10,445        356,959   

Singapore Telecommunications, Ltd.

    268,500        756,662   

Telenor ASA

    45,986        742,700   

TeliaSonera AB

    114,447        593,946   

Telstra Corp., Ltd.

    194,223        791,658   

Verizon Communications, Inc.

    8,800        475,904   

Verizon Communications, Inc. (London Listed Shares)

    10,693        578,278   
   

 

 

 
      7,192,246   
   

 

 

 

Electric—0.0%

   

Cia Energetica de Minas Gerais (ADR)

    118,800        268,488   
   

 

 

 

Electric Utilities—0.1%

  

Chubu Electric Power Co., Inc.

    1,200        16,719   

CLP Holdings, Ltd.

    27,000        244,549   

Fortum Oyj (a)

    28,950        436,291   

Tohoku Electric Power Co., Inc.

    26,100        336,600   

Transmissora Alianca de Energia Eletrica S.A.

    21,700        121,788   
   

 

 

 
      1,155,947   
   

 

 

 

Electrical Equipment—0.4%

  

Eaton Corp. plc

    9,600        600,576   

Emerson Electric Co.

    19,200        1,044,096   

Legrand S.A.

    10,578        592,161   

Mitsubishi Electric Corp.

    37,000        387,491   

Nidec Corp.

    13,200        902,660   

Nitto Kogyo Corp.

    2,600        41,321   

Rockwell Automation, Inc.

    4,200        477,750   

Saft Groupe S.A.

    1,457        44,067   

Schneider Electric SE

    735        46,420   
   

 

 

 
      4,136,542   
   

 

 

 

Electronic Equipment, Instruments & Components—0.3%

  

Corning, Inc.

    13,300        277,837   

Delta Electronics, Inc.

    32,000        140,218   

Flytech Technology Co., Ltd.

    15,008        51,529   

Halma plc

    13,639        178,424   

Hitachi, Ltd.

    24,000        112,213   

Ibiden Co., Ltd.

    4,000        48,777   

II-VI, Inc. (c)

    2,900        62,959   

 

MIST-364


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  
Electronic Equipment, Instruments & Components—(Continued)  

Kyocera Corp.

    5,700      $ 250,926   

MTS Systems Corp.

    1,100        66,935   

Nippon Electric Glass Co., Ltd.

    15,000        76,731   

Simplo Technology Co., Ltd.

    17,000        60,950   

Spectris plc

    7,584        199,858   

TDK Corp.

    20,200        1,120,971   

Yokogawa Electric Corp.

    22,200        229,295   
   

 

 

 
      2,877,623   
   

 

 

 

Energy Equipment & Services—0.7%

  

Baker Hughes, Inc.

    16,059        703,866   

Core Laboratories NV (a)

    3,095        347,909   

Exterran Corp. (c)

    4,000        61,840   

FMC Technologies, Inc. (c)

    24,853        679,978   

Halliburton Co.

    24,190        864,067   

Helmerich & Payne, Inc.

    6,267        367,998   

John Wood Group plc

    19,283        170,113   

National Oilwell Varco, Inc. (a)

    23,956        745,032   

Oceaneering International, Inc.

    19,485        647,681   

Schlumberger, Ltd.

    22,903        1,689,096   

ShawCor, Ltd.

    3,900        84,771   

Tenaris S.A. (a)

    76,583        951,978   

TGS Nopec Geophysical Co. ASA

    9,037        137,407   

Transocean Partners LLC

    7,400        65,564   
   

 

 

 
      7,517,300   
   

 

 

 

Food & Staples Retailing—0.5%

  

Ain Holdings, Inc.

    100        5,117   

Alimentation Couche Tard, Inc. - Class B

    2,600        115,711   

Axfood AB (a)

    18,576        342,791   

Colruyt S.A.

    4,137        241,015   

Create SD Holdings Co., Ltd.

    8,000        200,643   

CVS Health Corp.

    2,400        248,952   

FamilyMart Co., Ltd.

    8,300        431,305   

Koninklijke Ahold NV

    18,914        424,589   

Lawson, Inc.

    14,000        1,170,016   

Metro, Inc.

    432        14,988   

North West Co., Inc. (The) (a)

    3,300        73,483   

President Chain Store Corp.

    18,000        131,038   

Sysco Corp.

    12,100        565,433   

Wal-Mart Stores, Inc.

    20,900        1,431,441   
   

 

 

 
      5,396,522   
   

 

 

 

Food Products—0.4%

  

Calbee, Inc.

    8,500        336,967   

Flowers Foods, Inc. (a)

    8,100        149,526   

General Mills, Inc.

    15,700        994,595   

Nestle S.A.

    36,689        2,739,696   

Origin Enterprises plc

    9,662        73,889   

Saputo, Inc.

    3,300        105,803   
   

 

 

 
      4,400,476   
   

 

 

 

Gas Utilities—0.2%

  

Ascopiave S.p.A.

    14,158        36,878   

Osaka Gas Co., Ltd.

    134,000        513,916   
Gas Utilities—(Continued)  

Perusahaan Gas Negara Persero Tbk PT

    569,300      112,217   

Shizuoka Gas Co., Ltd.

    4,900        32,807   

Toho Gas Co., Ltd. (a)

    82,000        581,910   

Tokyo Gas Co., Ltd.

    139,000        647,781   
   

 

 

 
      1,925,509   
   

 

 

 

Health Care Equipment & Supplies—0.6%

  

C.R. Bard, Inc.

    3,100        628,277   

Coltene Holding AG

    471        31,842   

DiaSorin S.p.A.

    5,049        291,196   

Essilor International S.A.

    361        44,481   

Hoya Corp.

    33,400        1,269,830   

Medtronic plc

    5,500        412,500   

Meridian Bioscience, Inc. (a)

    11,300        232,893   

ResMed, Inc.

    11,500        664,930   

Sartorius Stedim Biotech

    135        51,284   

Smith & Nephew plc

    32,921        540,655   

St. Jude Medical, Inc.

    14,400        792,000   

St. Shine Optical Co., Ltd.

    13,000        264,671   

Sysmex Corp.

    11,000        685,672   

Varian Medical Systems, Inc. (a) (c)

    5,700        456,114   
   

 

 

 
      6,366,345   
   

 

 

 

Health Care Providers & Services—0.5%

  

Aetna, Inc.

    7,489        841,389   

BML, Inc.

    1,500        57,997   

Cardinal Health, Inc.

    3,300        270,435   

Centene Corp. (a) (c)

    3,400        209,338   

Chemed Corp. (a)

    2,700        365,715   

Express Scripts Holding Co. (c)

    15,100        1,037,219   

Life Healthcare Group Holdings, Ltd.

    71,122        171,507   

McKesson Corp.

    900        141,525   

Medical Facilities Corp. (a)

    2,700        32,785   

MEDNAX, Inc. (c)

    4,500        290,790   

Molina Healthcare, Inc. (a) (c)

    1,900        122,531   

Quest Diagnostics, Inc.

    8,700        621,615   

UnitedHealth Group, Inc.

    13,800        1,778,820   
   

 

 

 
      5,941,666   
   

 

 

 

Health Care Technology—0.0%

  

AGFA-Gevaert NV (c)

    9,799        43,727   

Computer Programs & Systems, Inc. (a)

    4,713        245,642   

Quality Systems, Inc.

    12,900        196,596   
   

 

 

 
      485,965   
   

 

 

 

Hotels, Restaurants & Leisure—0.4%

  

Brinker International, Inc. (a)

    500        22,975   

Cracker Barrel Old Country Store, Inc. (a)

    1,400        213,738   

Darden Restaurants, Inc.

    5,600        371,280   

Flight Centre Travel Group, Ltd. (a)

    5,760        190,303   

McDonald’s Corp.

    10,900        1,369,912   

Oriental Land Co., Ltd. (a)

    11,900        842,467   

Restaurant Group plc (The)

    21,365        120,079   

Starbucks Corp.

    9,300        555,210   

William Hill plc

    58,896        275,949   

 

MIST-365


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  
Hotels, Restaurants & Leisure—(Continued)  

Yum! Brands, Inc.

    7,000      $ 572,950   
   

 

 

 
      4,534,863   
   

 

 

 

Household Durables—0.1%

  

Casio Computer Co., Ltd. (a)

    800        16,094   

Fujitsu General, Ltd.

    9,000        138,614   

Garmin, Ltd. (a)

    7,000        279,720   

Iida Group Holdings Co., Ltd.

    5,700        110,833   

Leggett & Platt, Inc.

    5,500        266,200   

Nikon Corp. (a)

    11,100        169,786   

Sekisui Chemical Co., Ltd.

    29,800        366,795   

Token Corp.

    300        24,462   

Tupperware Brands Corp. (a)

    3,100        179,738   
   

 

 

 
      1,552,242   
   

 

 

 

Household Products—0.3%

  

Energizer Holdings, Inc.

    3,700        149,887   

Kimberly-Clark Corp.

    1,400        188,314   

Procter & Gamble Co. (The)

    31,300        2,576,303   

Unicharm Corp.

    700        15,193   
   

 

 

 
      2,929,697   
   

 

 

 

Independent Power and Renewable Electricity Producers—0.0%

  

Tractebel Energia S.A.

    28,000        285,634   
   

 

 

 

Industrial Conglomerates—0.4%

  

3M Co.

    9,400        1,566,322   

General Electric Co.

    56,000        1,780,240   

Hopewell Holdings, Ltd.

    26,500        85,603   

Siemens AG

    6,813        722,122   

Smiths Group plc

    22,288        342,696   
   

 

 

 
      4,496,983   
   

 

 

 

Insurance—1.2%

  

Admiral Group plc

    11,371        322,919   

Aegon NV

    28,089        153,797   

Aflac, Inc.

    13,100        827,134   

Ageas

    4,342        172,273   

American Equity Investment Life Holding Co.

    6,100        102,480   

American Financial Group, Inc.

    5,800        408,146   

American International Group, Inc.

    13,900        751,295   

AMERISAFE, Inc.

    1,000        52,540   

Assured Guaranty, Ltd.

    9,800        247,940   

AXA S.A.

    32,834        771,922   

Axis Capital Holdings, Ltd.

    5,700        316,122   

Baloise Holding AG

    992        125,674   

Beazley plc

    28,226        145,460   

Chesnara plc

    7,256        34,369   

China Life Insurance Co., Ltd. - Class H

    63,000        154,426   

Chubb, Ltd.

    1,694        201,840   

CNA Financial Corp.

    2,646        85,148   

Direct Line Insurance Group plc

    73,564        389,602   

Everest Re Group, Ltd.

    1,800        355,374   

FBL Financial Group, Inc. - Class A

    2,858        175,824   

Federated National Holding Co.

    3,200        62,912   
Insurance—(Continued)  

Grupo Catalana Occidente S.A.

    8,413      238,681   

HCI Group, Inc. (a)

    2,200        73,260   

Horace Mann Educators Corp.

    5,500        174,295   

Legal & General Group plc

    237,023        795,564   

Lincoln National Corp.

    12,200        478,240   

Manulife Financial Corp.

    39,000        551,931   

MBIA, Inc. (c)

    5,100        45,135   

National Western Life Group, Inc. - Class A

    400        92,252   

NN Group NV

    7,900        257,740   

Principal Financial Group, Inc.

    17,600        694,320   

Prudential plc

    50,968        945,318   

RenaissanceRe Holdings, Ltd.

    2,300        275,609   

Sampo Oyj - A Shares

    16,198        766,413   

Sony Financial Holdings, Inc. (a)

    24,489        312,699   

St. James’s Place plc

    36,708        481,297   

T&D Holdings, Inc.

    15,400        143,514   

Torchmark Corp.

    8,700        471,192   

United Insurance Holdings Corp.

    3,344        64,238   

Universal Insurance Holdings, Inc.

    4,800        85,440   

Validus Holdings, Ltd.

    4,300        202,917   
   

 

 

 
      13,007,252   
   

 

 

 

Internet & Catalog Retail—0.1%

  

Amazon.com, Inc. (c)

    2,400        1,424,736   

Priceline Group, Inc. (The) (c)

    205        264,237   
   

 

 

 
      1,688,973   
   

 

 

 

Internet Software & Services—0.7%

  

Alphabet, Inc. - Class A (c)

    2,700        2,059,830   

Alphabet, Inc. - Class C (c)

    2,860        2,130,557   

carsales.com, Ltd. (a)

    16,631        149,633   

eBay, Inc. (c)

    26,700        637,062   

Facebook, Inc. - Class A (c)

    15,000        1,711,500   

j2 Global, Inc. (a)

    2,346        144,467   

Mixi, Inc.

    1,700        63,097   

Moneysupermarket.com Group plc

    25,964        118,306   

Yahoo Japan Corp. (a)

    135,200        574,069   
   

 

 

 
      7,588,521   
   

 

 

 

IT Services—1.0%

  

Accenture plc - Class A

    9,900        1,142,460   

Amadeus IT Holding S.A. - A Shares

    6,492        277,463   

Amdocs, Ltd.

    6,800        410,856   

Automatic Data Processing, Inc.

    7,500        672,825   

CGI Group, Inc. - Class A (c)

    9,500        454,025   

Cognizant Technology Solutions Corp. - Class A (c)

    9,300        583,110   

CSG Systems International, Inc.

    2,100        94,836   

CSRA, Inc.

    5,100        137,190   

Future Architect, Inc.

    5,100        39,644   

GMO Payment Gateway, Inc. (a)

    1,400        94,741   

Infosys, Ltd. (ADR)

    11,400        216,828   

International Business Machines Corp.

    12,900        1,953,705   

Iress, Ltd.

    18,987        168,298   

Jack Henry & Associates, Inc.

    3,000        253,710   

Kanematsu Electronics, Ltd.

    800        13,409   

 

MIST-366


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  
IT Services—(Continued)  

MasterCard, Inc. - Class A

    4,900      $ 463,050   

NeuStar, Inc. - Class A (a) (c)

    2,200        54,120   

Otsuka Corp.

    6,200        326,608   

Paychex, Inc.

    10,000        540,100   

PayPal Holdings, Inc. (c)

    11,700        451,620   

Poletowin Pitcrew Holdings, Inc.

    3,300        27,869   

Syntel, Inc. (c)

    5,176        258,438   

Teradata Corp. (c)

    6,600        173,184   

Tieto Oyj

    2,469        64,191   

Total System Services, Inc.

    9,200        437,736   

Visa, Inc. - Class A (a)

    12,000        917,760   

Western Union Co. (The) (a)

    26,500        511,185   
   

 

 

 
      10,738,961   
   

 

 

 

Leisure Products—0.1%

  

Bandai Namco Holdings, Inc.

    20,200        439,550   

Hasbro, Inc.

    4,500        360,450   

Heiwa Corp.

    3,900        80,684   

Mattel, Inc. (a)

    6,300        211,806   

Polaris Industries, Inc. (a)

    2,200        216,656   
   

 

 

 
      1,309,146   
   

 

 

 

Life Sciences Tools & Services—0.1%

  

Bio-Techne Corp.

    2,800        264,656   

Tecan Group AG

    712        107,997   

Waters Corp. (c)

    3,700        488,104   
   

 

 

 
      860,757   
   

 

 

 

Machinery—0.9%

  

Alfa Laval AB

    32,028        521,073   

Atlas Copco AB - A Shares

    22,182        557,940   

Cummins, Inc.

    7,900        868,526   

Daiwa Industries, Ltd.

    2,000        16,735   

Dover Corp.

    10,300        662,599   

FANUC Corp. (a)

    14,600        2,266,957   

Fukushima Industries Corp.

    1,000        23,156   

Hillenbrand, Inc.

    13,100        392,345   

Hino Motors, Ltd.

    12,200        131,839   

Hoshizaki Electric Co., Ltd.

    4,800        399,846   

Illinois Tool Works, Inc.

    6,200        635,128   

IMI plc

    30,495        415,176   

JTEKT Corp.

    1,100        14,260   

Kone Oyj - Class B (a)

    11,645        559,128   

Lincoln Electric Holdings, Inc.

    1,900        111,283   

NSK, Ltd.

    34,500        314,596   

Parker-Hannifin Corp.

    5,300        588,724   

Rational AG

    232        123,607   

Rotork plc

    48,881        128,310   

SKF AB - B Shares (a)

    24,323        438,983   

Spirax-Sarco Engineering plc

    827        43,085   

Standex International Corp.

    900        70,029   

Tsubakimoto Chain Co.

    16,000        98,789   

Wabtec Corp. (a)

    2,000        158,580   

Weir Group plc (The)

    8,445        134,315   

Yangzijiang Shipbuilding Holdings, Ltd.

    172,700        125,627   
   

 

 

 
      9,800,636   
   

 

 

 

Marine—0.0%

  

Kuehne & Nagel International AG

    1,995      283,514   
   

 

 

 

Media—0.7%

  

Comcast Corp. - Class A

    24,400        1,490,352   

Daiichikosho Co., Ltd.

    9,000        391,733   

Gannett Co., Inc.

    4,450        67,373   

John Wiley & Sons, Inc. - Class A

    7,000        342,230   

Meredith Corp.

    1,600        76,000   

Metropole Television S.A.

    5,666        103,213   

Omnicom Group, Inc. (a)

    8,200        682,486   

ProSiebenSat.1 Media SE

    4,225        217,130   

Publicis Groupe S.A.

    7,283        510,397   

REA Group, Ltd. (a)

    567        23,394   

RELX NV

    15,974        278,046   

RTL Group S.A. (c)

    2,535        214,597   

Scripps Networks Interactive, Inc. - Class A (a)

    4,200        275,100   

SES S.A.

    9,568        279,609   

Shaw Communications, Inc. - Class B (a)

    10,800        208,641   

SKY Network Television, Ltd.

    27,790        95,401   

TEGNA, Inc.

    3,200        75,072   

Time Warner, Inc.

    3,200        232,160   

Viacom, Inc. - Class B

    10,400        429,312   

Walt Disney Co. (The)

    17,000        1,688,270   

Wolters Kluwer NV

    7,237        288,314   

WPP plc

    16,711        389,428   
   

 

 

 
      8,358,258   
   

 

 

 

Metals & Mining—0.4%

  

Acacia Mining plc

    9,163        37,001   

Agnico Eagle Mines, Ltd.

    2,400        86,834   

Asahi Holdings, Inc.

    5,100        68,669   

Aurubis AG

    2,029        100,929   

BHP Billiton plc

    18,148        204,900   

BHP Billiton, Ltd.

    41,290        535,572   

Boliden AB

    12,664        201,095   

Centerra Gold, Inc.

    20,800        96,573   

Dominion Diamond Corp.

    7,900        87,592   

Goldcorp, Inc.

    14,000        227,126   

Highland Gold Mining, Ltd.

    5,802        5,513   

Hitachi Metals, Ltd.

    22,500        231,308   

IAMGOLD Corp. (c)

    10,100        22,241   

Iluka Resources, Ltd.

    27,719        138,557   

Industrias Penoles S.A.B. de C.V.

    6,963        87,999   

KGHM Polska Miedz S.A.

    3,843        78,095   

Koza Altin Isletmeleri A/S

    2,462        15,772   

Kumba Iron Ore, Ltd. (a) (c)

    2,066        11,071   

Lundin Mining Corp. (c)

    21,900        68,967   

MMC Norilsk Nickel PJSC (ADR)

    6,172        79,989   

Nevsun Resources, Ltd. (a)

    8,300        26,841   

Newmont Mining Corp.

    8,700        231,246   

OZ Minerals, Ltd.

    15,570        59,642   

Rio Tinto plc

    17,029        480,545   

Rio Tinto, Ltd. (a)

    8,354        274,005   

Sandfire Resources NL

    16,926        73,613   

SEMAFO, Inc. (c)

    18,600        66,308   

Sibanye Gold, Ltd.

    15,437        59,185   

Sumitomo Metal Mining Co., Ltd. (a)

    24,000        238,161   

 

MIST-367


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  
Metals & Mining—(Continued)  

Troy Resources, Ltd. (c)

    2,277      $ 952   

Turquoise Hill Resources, Ltd. (c)

    68,000        173,829   

Vale S.A.

    6,400        26,966   

Western Areas, Ltd. (d)

    21,277        35,269   

Yamato Kogyo Co., Ltd.

    3,600        78,111   
   

 

 

 
      4,210,476   
   

 

 

 

Multi-Utilities—0.0%

  

ACEA S.p.A.

    2,452        37,522   
   

 

 

 

Multiline Retail—0.1%

  

Don Quijote Holdings Co., Ltd.

    500        17,325   

Kohl’s Corp.

    4,200        195,762   

Lifestyle International Holdings, Ltd. (a)

    21,500        28,994   

Next plc

    3,055        236,188   

Nordstrom, Inc. (a)

    1,200        68,652   

Ryohin Keikaku Co., Ltd.

    3,500        738,373   

Target Corp.

    1,300        106,964   
   

 

 

 
      1,392,258   
   

 

 

 

Oil, Gas & Consumable Fuels—3.0%

  

ARC Resources, Ltd.

    17,796        258,838   

Bonterra Energy Corp.

    3,500        57,024   

BP plc

    491,962        2,464,859   

Cairn Energy plc (c)

    17,935        51,471   

Cameco Corp. (a)

    18,800        241,306   

Cenovus Energy, Inc.

    59,557        774,986   

Chevron Corp.

    39,714        3,788,716   

Cimarex Energy Co.

    4,907        477,304   

CNOOC, Ltd.

    97,000        113,651   

ConocoPhillips

    9,000        362,430   

CVR Energy, Inc. (a)

    4,800        125,280   

DNO ASA (a) (c)

    45,045        34,446   

Ecopetrol S.A. (ADR) (a)

    11,100        95,571   

Eni S.p.A.

    77,838        1,176,538   

Etablissements Maurel et Prom (c)

    27,417        96,415   

Exxon Mobil Corp.

    60,301        5,040,561   

Galp Energia SGPS S.A.

    25,904        325,173   

Gazprom PAO (ADR)

    8,163        35,183   

Hess Corp.

    20,039        1,055,053   

HollyFrontier Corp.

    7,200        254,304   

Husky Energy, Inc.

    21,100        262,704   

Inpex Corp.

    127,900        969,294   

Japan Petroleum Exploration Co., Ltd.

    5,500        122,872   

LinnCo LLC (a)

    43,300        15,480   

Lukoil PJSC (ADR)

    2,590        99,495   

Magellan Midstream Partners L.P.

    5,300        364,640   

Marathon Oil Corp.

    27,900        310,806   

Marathon Petroleum Corp.

    23,200        862,576   

Murphy Oil Corp. (a)

    6,100        153,659   

Nippon Gas Co., Ltd.

    7,500        168,919   

Oasis Petroleum, Inc. (c)

    6,000        43,680   

Occidental Petroleum Corp.

    17,010        1,163,994   

Oil Search, Ltd.

    87,341        453,988   

Phillips 66

    900        77,931   

Polskie Gornictwo Naftowe i Gazownictwo S.A.

    142,606        203,235   
Oil, Gas & Consumable Fuels—(Continued)  

PTT Exploration & Production PCL

    18,300      36,543   

PTT Exploration & Production PCL (NVDR)

    66,900        133,493   

QEP Resources, Inc.

    10,300        145,333   

REX American Resources Corp. (a) (c)

    2,100        116,487   

Royal Dutch Shell plc - A Shares

    33,888        817,528   

Royal Dutch Shell plc - A Shares

    6,248        151,313   

Royal Dutch Shell plc - B Shares

    92,021        2,241,223   

Sasol, Ltd.

    1,217        36,293   

Soco International plc

    19,904        45,307   

Statoil ASA

    107,808        1,689,008   

Suncor Energy, Inc.

    34,788        968,841   

Tatneft PAO (a)

    1,400        45,444   

Tesoro Corp.

    1,900        163,419   

Tethys Oil AB

    9,898        65,779   

Total Gabon

    33        4,854   

Total S.A.

    65,466        2,977,550   

Valero Energy Corp.

    14,500        930,030   

Veresen, Inc.

    11,804        79,708   

Western Refining, Inc.

    4,500        130,905   

Woodside Petroleum, Ltd.

    46,699        931,330   
   

 

 

 
      33,812,770   
   

 

 

 

Paper & Forest Products—0.1%

  

Altri SGPS S.A.

    11,839        51,379   

Portucel S.A.

    24,942        90,435   

Schweitzer-Mauduit International, Inc.

    3,200        100,736   

UPM-Kymmene Oyj

    19,609        353,684   
   

 

 

 
      596,234   
   

 

 

 

Personal Products—0.3%

  

Blackmores, Ltd. (a)

    555        75,299   

Edgewell Personal Care Co.

    2,000        161,060   

Nu Skin Enterprises, Inc. - Class A (a)

    6,000        229,500   

Unilever NV

    25,822        1,153,343   

Unilever plc

    19,129        863,775   

USANA Health Sciences, Inc. (c)

    3,200        388,544   
   

 

 

 
      2,871,521   
   

 

 

 

Pharmaceuticals—2.1%

  

Allergan plc (c)

    1,000        268,030   

Astellas Pharma, Inc.

    113,500        1,508,509   

AstraZeneca plc

    21,713        1,212,399   

Bayer AG

    1,317        154,779   

Boiron S.A.

    547        44,259   

Bristol-Myers Squibb Co.

    6,800        434,384   

Chugai Pharmaceutical Co., Ltd.

    500        15,476   

Eisai Co., Ltd.

    3,300        198,417   

GlaxoSmithKline plc

    50,298        1,019,166   

Indivior plc

    80,242        187,374   

Johnson & Johnson

    29,600        3,202,720   

Kaken Pharmaceutical Co., Ltd.

    6,700        405,214   

Merck & Co., Inc.

    38,000        2,010,580   

Merck KGaA

    5,630        469,426   

Mitsubishi Tanabe Pharma Corp. (a)

    900        15,623   

Mochida Pharmaceutical Co., Ltd.

    800        59,328   

Novartis AG

    28,879        2,086,086   

 

MIST-368


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  
Pharmaceuticals—(Continued)  

Novo Nordisk A/S - Class B

    19,358      $ 1,045,185   

Orion Oyj - Class B

    7,752        255,367   

Otsuka Holdings Co., Ltd.

    400        14,501   

Pfizer, Inc.

    75,200        2,228,928   

Recordati S.p.A.

    22,844        571,520   

Roche Holding AG

    8,880        2,179,005   

Sanofi

    18,191        1,463,001   

Santen Pharmaceutical Co., Ltd. (a)

    34,300        514,905   

Shire plc

    8,509        487,467   

Sino Biopharmaceutical, Ltd.

    163,000        121,938   

Stada Arzneimittel AG

    5,783        228,559   

Taro Pharmaceutical Industries, Ltd. (c)

    2,900        415,425   

Teva Pharmaceutical Industries, Ltd. (ADR)

    8,700        465,537   
   

 

 

 
      23,283,108   
   

 

 

 

Professional Services—0.3%

  

Amadeus Fire AG

    949        71,802   

Capita plc

    40,240        600,031   

Dun & Bradstreet Corp. (The)

    5,400        556,632   

Experian plc

    31,602        562,342   

Intertek Group plc

    7,604        344,675   

ManpowerGroup, Inc.

    2,300        187,266   

Recruit Holdings Co., Ltd.

    500        15,229   

Robert Half International, Inc.

    2,800        130,424   

Seek, Ltd. (a)

    20,584        254,305   

SGS S.A.

    302        637,888   

TechnoPro Holdings, Inc.

    6,500        192,775   
   

 

 

 
      3,553,369   
   

 

 

 

Real Estate Investment Trusts—0.2%

  

Boardwalk Real Estate Investment Trust

    2,900        115,643   

BWP Trust

    59,926        156,994   

Canadian Real Estate Investment Trust

    3,500        121,459   

CapitaLand Commercial Trust, Ltd.

    120,200        131,079   

CapitaLand Mall Trust

    120,200        186,347   

Champion REIT

    149,000        75,885   

Charter Hall Group

    32,462        115,123   

Corrections Corp. of America

    7,000        224,350   

EPR Properties

    2,100        139,902   

Hansteen Holdings plc

    59,597        91,052   

Link REIT

    45,000        266,537   

LTC Properties, Inc.

    3,000        135,720   

Mapletree Greater China Commercial Trust

    283,300        200,690   

Mapletree Industrial Trust

    127,000        150,269   

National Health Investors, Inc.

    3,400        226,168   

Urstadt Biddle Properties, Inc. - Class A

    2,200        46,090   
   

 

 

 
      2,383,308   
   

 

 

 

Real Estate Management & Development—0.2%

  

Daiwa House Industry Co., Ltd.

    5,800        162,627   

Deutsche Euroshop AG

    3,107        145,903   

Hang Lung Group, Ltd.

    29,000        83,030   

Hang Lung Properties, Ltd.

    72,000        137,725   

Henderson Land Development Co., Ltd.

    41,683        255,669   

Hongkong Land Holdings, Ltd.

    40,200        240,718   

Hysan Development Co., Ltd.

    20,000        85,233   
Real Estate Management & Development—(Continued)  

Kerry Properties, Ltd.

    33,500      92,434   

Sino Land Co., Ltd.

    122,000        193,886   

Sun Hung Kai Properties, Ltd.

    25,000        305,521   

Swire Pacific, Ltd. - Class A

    19,000        204,511   

Swire Properties, Ltd.

    59,600        161,713   

UOL Group, Ltd.

    30,900        137,490   

Wharf Holdings, Ltd. (The)

    44,000        240,580   

Wheelock & Co., Ltd.

    47,000        210,025   
   

 

 

 
      2,657,065   
   

 

 

 

Road & Rail—0.4%

  

Canadian National Railway Co.

    8,400        524,923   

Central Japan Railway Co.

    10,000        1,767,761   

CSX Corp.

    30,500        785,375   

TransForce, Inc.

    5,400        92,845   

Union Pacific Corp.

    15,800        1,256,890   

Utoc Corp.

    3,700        10,943   

West Japan Railway Co.

    300        18,483   
   

 

 

 
      4,457,220   
   

 

 

 

Semiconductors & Semiconductor Equipment—0.6%

  

Cabot Microelectronics Corp.

    2,500        102,275   

Intel Corp.

    63,300        2,047,755   

Linear Technology Corp.

    11,500        512,440   

Maxim Integrated Products, Inc.

    8,900        327,342   

Melexis NV

    2,027        110,132   

Microchip Technology, Inc. (a)

    8,300        400,060   

Novatek Microelectronics Corp.

    24,000        96,419   

QUALCOMM, Inc.

    26,600        1,360,324   

SCREEN Holdings Co., Ltd.

    2,000        15,806   

Taiwan Semiconductor Manufacturing Co., Ltd. (ADR)

    11,800        309,160   

Texas Instruments, Inc.

    15,100        867,042   

Tokyo Electron, Ltd.

    18,000        1,172,648   
   

 

 

 
      7,321,403   
   

 

 

 

Software—0.8%

  

Babylon, Ltd. (c)

    3,842        2,085   

CA, Inc.

    14,200        437,218   

Check Point Software Technologies, Ltd. (c)

    5,600        489,832   

Citrix Systems, Inc. (c)

    3,700        290,746   

Fidessa Group plc

    1,215        42,513   

Intuit, Inc.

    1,000        104,010   

Konami Holdings Corp.

    2,800        82,692   

Microsoft Corp.

    81,100        4,479,153   

Nexon Co., Ltd.

    7,200        122,325   

Open Text Corp.

    4,800        248,657   

Oracle Corp.

    38,800        1,587,308   

Oracle Corp. Japan

    5,400        302,686   

SAP SE

    8,444        683,138   

Software AG

    3,940        153,636   

SRA Holdings

    1,600        36,735   

Symantec Corp.

    15,200        279,376   
   

 

 

 
      9,342,110   
   

 

 

 

 

MIST-369


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Specialty Retail—0.7%

  

ABC-Mart, Inc.

    6,300      $ 402,948   

Bed Bath & Beyond, Inc. (a) (c)

    5,400        268,056   

Best Buy Co., Inc.

    5,100        165,444   

Buckle, Inc. (The) (a)

    7,800        264,186   

Cato Corp. (The) - Class A

    1,800        69,390   

Chico’s FAS, Inc.

    7,300        96,871   

Fast Retailing Co., Ltd.

    4,900        1,567,342   

Foot Locker, Inc. (a)

    3,800        245,100   

GameStop Corp. - Class A (a)

    3,700        117,401   

Gap, Inc. (The) (a)

    9,900        291,060   

Geo Holdings Corp. (a)

    3,000        49,854   

GNC Holdings, Inc. - Class A

    4,100        130,175   

Hibbett Sports, Inc. (c)

    5,000        179,500   

Home Depot, Inc. (The)

    9,000        1,200,870   

L Brands, Inc.

    6,800        597,108   

Lowe’s Cos., Inc.

    4,600        348,450   

Ross Stores, Inc.

    5,700        330,030   

Sanrio Co., Ltd. (a)

    6,500        126,735   

TJX Cos., Inc. (The)

    6,700        524,945   

Truworths International, Ltd. (a)

    28,044        185,944   

Urban Outfitters, Inc. (c)

    4,100        135,669   

USS Co., Ltd.

    12,600        200,854   

WH Smith plc

    4,386        114,342   
   

 

 

 
      7,612,274   
   

 

 

 

Technology Hardware, Storage & Peripherals—0.8%

  

Apple, Inc.

    57,400        6,256,026   

Canon, Inc.

    18,400        548,259   

Elecom Co., Ltd.

    1,200        21,108   

FUJIFILM Holdings Corp.

    4,300        169,621   

Hewlett Packard Enterprise Co.

    25,100        445,023   

HP, Inc.

    25,100        309,232   

Japan Digital Laboratory Co., Ltd.

    3,100        44,262   

NetApp, Inc.

    11,800        322,022   

Samsung Electronics Co., Ltd.

    210        240,874   

Seagate Technology plc (a)

    5,800        199,810   

Seiko Epson Corp. (a)

    36,900        594,140   

Western Digital Corp. (a)

    7,000        330,680   
   

 

 

 
      9,481,057   
   

 

 

 

Textiles, Apparel & Luxury Goods—0.3%

  

Bijou Brigitte AG

    106        6,774   

Burberry Group plc

    19,732        386,507   

Christian Dior SE

    2,258        409,114   

Coach, Inc.

    4,710        188,824   

Hugo Boss AG

    1,760        115,379   

LVMH Moet Hennessy Louis Vuitton SE

    3,561        609,069   

Michael Kors Holdings, Ltd. (c)

    5,000        284,800   

NIKE, Inc. - Class B

    7,400        454,878   

Pandora A/S

    2,093        272,934   

Peak Sport Products Co., Ltd.

    74,000        18,235   

Ralph Lauren Corp. (a)

    2,200        211,772   

Van de Velde NV

    570        39,599   
   

 

 

 
      2,997,885   
   

 

 

 

Thrifts & Mortgage Finance—0.0%

  

Genworth MI Canada, Inc. (a)

    9,600      226,261   
   

 

 

 

Tobacco—0.5%

  

Altria Group, Inc.

    19,000        1,190,540   

British American Tobacco plc

    18,157        1,063,319   

Imperial Brands plc

    9,547        528,525   

Japan Tobacco, Inc.

    31,700        1,317,896   

KT&G Corp.

    929        89,325   

Philip Morris International, Inc.

    14,000        1,373,540   

Swedish Match AB

    4,676        158,334   
   

 

 

 
      5,721,479   
   

 

 

 

Trading Companies & Distributors—0.0%

  

Diploma plc

    3,009        32,031   

MSC Industrial Direct Co., Inc.
- Class A (a)

    2,900        221,299   

WW Grainger, Inc. (a)

    1,100        256,773   
   

 

 

 
      510,103   
   

 

 

 

Transportation Infrastructure—0.0%

  

SATS, Ltd.

    109,900        321,946   

Westshore Terminals Investment Corp.

    5,600        74,897   
   

 

 

 
      396,843   
   

 

 

 

Water Utilities—0.0%

  

Guangdong Investment, Ltd.

    194,000        245,665   
   

 

 

 

Wireless Telecommunication Services—0.6%

  

Advanced Info Service PCL (NVDR)

    24,300        125,663   

China Mobile, Ltd.

    13,000        144,835   

Far EasTone Telecommunications Co., Ltd.

    38,000        84,925   

KDDI Corp.

    88,400        2,356,150   

M1, Ltd.

    38,800        74,830   

MTN Group, Ltd. (a)

    16,083        146,579   

NTT DoCoMo, Inc. (a)

    43,100        975,498   

SK Telecom Co., Ltd.

    985        178,856   

SoftBank Group Corp.

    44,700        2,122,545   

Vodacom Group, Ltd.

    4,479        48,624   
   

 

 

 
      6,258,505   
   

 

 

 

Total Common Stocks
(Cost $327,213,508)

      333,218,246   
   

 

 

 
Mutual Funds—7.1%   

Investment Company Securities—7.1%

  

BB Biotech AG (a)

    3,845        182,491   

iShares Core S&P 500 ETF

    146,929        30,362,878   

Vanguard REIT ETF (a)

    412,930        34,603,534   

Vanguard Total Stock Market ETF

    142,500        14,936,850   
   

 

 

 

Total Mutual Funds
(Cost $70,828,948)

      80,085,753   
   

 

 

 

 

MIST-370


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—4.3%

 

Security Description   Principal
Amount*/
Shares
    Value  

U.S. Treasury—4.3%

  

U.S. Treasury Inflation Indexed Notes
0.250%, 01/15/25 (e)

    21,932,505      $ 22,117,264   

0.625%, 01/15/24 (e)

    21,375,728        22,256,920   

U.S. Treasury Notes
1.000%, 12/31/17

    3,930,000        3,948,884   

1.625%, 02/15/26 (a)

    275,000        271,004   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $47,475,140)

      48,594,072   
   

 

 

 
Preferred Stocks—0.1%   

Automobiles—0.0%

  

Porsche Automobil Holding SE

    3,725        191,992   
   

 

 

 

Banks—0.0%

   

Itausa - Investimentos Itau S.A.

    38,060        86,480   
   

 

 

 

Chemicals—0.1%

   

FUCHS Petrolub SE

    6,695        298,741   
   

 

 

 

Construction Materials—0.0%

   

Sto SE & Co. KGaA

    207        26,256   
   

 

 

 

Household Products—0.0%

   

Henkel AG & Co. KGaA

    1,941        213,908   
   

 

 

 

Total Preferred Stocks
(Cost $840,901)

      817,377   
   

 

 

 
Short-Term Investments—29.5%   

Mutual Fund—3.8%

  

State Street Navigator Securities Lending MET Portfolio (f)

    43,345,445        43,345,445   
   

 

 

 

Repurchase Agreement—25.7%

  

Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/16 at
0.030% to be repurchased at $290,097,990 on 04/01/16, collateralized by $292,695,000 U.S. Treasury Notes at 1.375% maturity dates ranging from 02/29/20 - 03/31/20, with a value of $295,905,406.

    290,097,748        290,097,748   
   

 

 

 

Total Short-Term Investments
(Cost $333,443,193)

      333,443,193   
   

 

 

 

Total Investments—100.5%
(Cost $1,112,684,845) (g)

      1,133,072,046   

Other assets and liabilities (net)—(0.5)%

      (5,173,250
   

 

 

 
Net Assets—100.0%     $ 1,127,898,796   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $45,152,996 and the collateral received consisted of cash in the amount of $43,345,445 and non-cash collateral with a value of $3,294,620. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Variable or floating rate security. The stated rate represents the rate at March 31, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(c) Non-income producing security.
(d) Security was valued in good faith under procedures approved by the Board of Trustees. As of March 31, 2016, these securities represent less than 0.05% of net assets.
(e) Principal amount of security is adjusted for inflation.
(f) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(g) As of March 31, 2016, the aggregate cost of investments was $1,112,684,845. The aggregate unrealized appreciation and depreciation of investments were $47,186,907 and $(26,799,706), respectively, resulting in net unrealized appreciation of $20,387,201.
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $36,566,020, which is 3.2% of net assets.
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.
(CHF)— Swiss Franc
(ETF)— Exchange-Traded Fund
(NVDR)— Non-Voting Depository Receipts

 

MIST-371


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts

 

 

Contracts to Buy

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
AUD     15,811,000      

Citibank N.A.

     06/02/16         USD         11,552,576       $ 534,608   
BRL     41,922,000      

UBS AG

     06/02/16         USD         10,620,263         856,751   
CAD     17,813,000      

HSBC Bank plc

     06/02/16         USD         13,245,825         470,419   
CHF     8,614,000      

Citibank N.A.

     06/02/16         USD         8,705,741         275,715   
DKK     12,780,000      

State Street Bank and Trust

     06/02/16         USD         1,875,007         80,065   
EUR     31,374,000      

State Street Bank and Trust

     06/02/16         USD         34,292,315         1,471,306   
GBP     15,681,000      

HSBC Bank plc

     06/02/16         USD         22,083,615         441,901   
GBP     15,376,000      

JPMorgan Chase Bank N.A.

     06/02/16         USD         22,242,453         (155,065
INR     1,056,200,000      

BNP Paribas S.A.

     06/02/16         USD         15,478,293         301,268   
JPY     1,076,400,000      

JPMorgan Chase Bank N.A.

     06/02/16         USD         9,682,294         (102,977
JPY     1,530,430,000      

JPMorgan Chase Bank N.A.

     06/02/16         USD         13,766,326         (146,414
KRW     11,548,000,000      

UBS AG

     06/02/16         USD         10,092,200         (9,718
MXN     29,256,527      

HSBC Bank plc

     06/02/16         USD         1,639,092         45,309   
MXN     68,323,473      

HSBC Bank plc

     06/02/16         USD         3,824,154         109,471   
MYR     45,685,000      

HSBC Bank plc

     06/02/16         USD         11,649,879         5,273   
RUB     67,721,842      

Canadian Imperial Bank of Commerce

     06/02/16         USD         945,044         47,398   
RUB     69,454,574      

Credit Suisse International

     06/02/16         USD         969,089         48,746   
RUB     116,887,900      

Goldman Sachs & Co.

     06/02/16         USD         1,631,715         81,239   
RUB     135,443,684      

Standard Chartered Bank

     06/02/16         USD         1,889,494         95,389   
SEK     16,740,000      

BNP Paribas S.A.

     06/02/16         USD         1,954,306         112,009   
SGD     18,016,000      

Citibank N.A.

     06/02/16         USD         13,272,726         89,784   
SGD     29,350,000      

Citibank N.A.

     06/02/16         USD         21,311,666         457,299   
SGD     30,415,000      

JPMorgan Chase Bank N.A.

     06/02/16         USD         22,016,881         541,997   
TWD     256,487,018      

BNP Paribas S.A.

     06/02/16         USD         7,879,422         94,608   
TWD     465,712,982      

BNP Paribas S.A.

     06/02/16         USD         14,300,589         178,154   
TWD     671,400,000      

HSBC Bank plc

     06/02/16         USD         20,576,157         297,275   

Contracts to Deliver

                                  
BRL     41,922,000      

BNP Paribas S.A.

     06/02/16         USD         11,356,974         (120,039
GBP     1,219,500      

State Street Bank and Trust

     06/02/16         USD         1,724,934         (26,859
GBP     788,700      

Westpac Banking Corp.

     06/02/16         USD         1,117,208         (15,748
JPY     1,076,400,000      

State Street Bank and Trust

     06/02/16         USD         9,479,942         (99,375
KRW     11,548,000,000      

Standard Chartered Bank

     06/02/16         USD         9,497,101         (585,380
MYR     45,685,000      

BNP Paribas S.A.

     06/02/16         USD         11,092,765         (562,387
NOK     16,980,000      

Royal Bank of Canada

     06/02/16         USD         1,961,885         (89,530
SGD     77,781,000      

Citibank N.A.

     06/02/16         USD         55,847,065         (1,843,287
TWD     2,144,100,000      

HSBC Bank plc

     06/02/16         USD         64,943,208         (1,715,603

Cross Currency Contracts to Buy

                           
AUD     15,104,992      

Deutsche Bank AG

     06/02/16         NZD         16,549,935         143,145   
AUD     15,103,144      

Royal Bank of Canada

     06/02/16         NZD         16,549,935         141,733   
AUD     15,163,621      

Standard Chartered Bank

     06/02/16         NZD         16,617,130         141,663   
CHF     10,739,000      

Citibank N.A.

     06/02/16         GBP         7,704,416         129,829   
CHF     11,158,506      

Westpac Banking Corp.

     06/02/16         CAD         15,123,000         (10,404
CHF     10,986,831      

State Street Bank and Trust

     06/02/16         AUD         15,160,000         (134,001
EUR     19,037,287      

Standard Chartered Bank

     06/02/16         GBP         14,769,000         485,404   
EUR     10,405,066      

Westpac Banking Corp.

     06/02/16         CAD         15,266,000         105,846   
EUR     10,253,521      

Standard Chartered Bank

     06/02/16         AUD         15,337,000         (36,701
EUR     19,319,825      

Skandinaviska Enskilda Banken

     06/02/16         SEK         180,790,000         (293,038
JPY     4,093,969,000      

State Street Bank and Trust

     06/02/16         GBP         25,597,305         (336,258
SEK     180,790,000      

State Street Bank and Trust

     06/02/16         EUR         19,323,181         289,213   
                

 

 

 

Net Unrealized Appreciation

  

   $ 1,790,033   
                

 

 

 

 

MIST-372


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Futures Contracts

 

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
    Notional
Amount
    Unrealized
Appreciation/
(Depreciation)
 

Australian 10 Year Treasury Bond Futures

     06/15/16         189        AUD         24,585,222      $ 126,532   

Euro Stoxx 50 Index Futures

     06/17/16         1,748        EUR         52,259,762        (1,167,351

FTSE 100 Index Futures

     06/17/16         457        GBP         27,779,949        224,717   

MSCI EAFE Mini Index Futures

     06/17/16         15        USD         1,194,185        24,940   

Nikkei 225 Index Futures

     06/09/16         67        JPY         1,132,466,830        (84,827

S&P 500 E-Mini Index Futures

     06/17/16         1,478        USD         146,781,341        4,824,509   

S&P TSX 60 Index Futures

     06/16/16         151        CAD         23,606,630        123,788   

U.S. Treasury Long Bond Futures

     06/21/16         32        USD         5,237,091        24,909   

U.S. Treasury Note 10 Year Futures

     06/21/16         121        USD         15,858,782        (81,516

U.S. Treasury Note 2 Year Futures

     06/30/16         132        USD         28,877,422        (2,422

U.S. Treasury Ultra Long Bond Futures

     06/21/16         3        USD         521,490        (3,896

United Kingdom Long Gilt Bond Futures

     06/28/16         84        GBP         10,156,098        37,891   

Futures Contracts—Short

                           

Euro-Bund Futures

     06/08/16         (173     EUR         (28,120,974     (151,780

U.S. Treasury Note 10 Year Futures

     06/21/16         (272     USD         (35,476,539     10,289   

U.S. Treasury Note 5 Year Futures

     06/30/16         (101     USD         (12,172,155     (65,415
            

 

 

 

Net Unrealized Appreciation

  

  $ 3,840,368   
            

 

 

 

Swap Agreements

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

   Floating
Rate Index
   Fixed
Rate
    Maturity
Date
   Notional
Amount
     Unrealized
Appreciation
 

Pay

   3M LIBOR      2.015   07/23/25      USD         324,000,000       $ 23,540,315   

Pay

   3M LIBOR      2.931   01/26/26      USD         324,000,000         789,037   
                

 

 

 

Net Unrealized Appreciation

  

   $ 24,329,352   
                

 

 

 

 

(AUD)— Australian Dollar
(BRL)— Brazilian Real
(CAD)— Canadian Dollar
(CHF)— Swiss Franc
(DKK)— Danish Krone
(EUR)— Euro
(GBP)— British Pound
(INR)— Indian Rupee
(JPY)— Japanese Yen
(KRW)— South Korean Won
(MXN)— Mexican Peso
(MYR)— Malaysian Ringgit
(NOK)— Norwegian Krone
(NZD)— New Zealand Dollar
(RUB)— Russian Ruble
(SEK)— Swedish Krona
(SGD)— Singapore Dollar
(TWD)— Taiwanese Dollar
(USD)— United States Dollar
(LIBOR)— London Interbank Offered Rate

 

MIST-373


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

 

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2      Level 3      Total  

Total Corporate Bonds & Notes*

   $ —         $ 336,913,405       $ —         $ 336,913,405   
Common Stocks            

Aerospace & Defense

     6,358,720         668,927         —           7,027,647   

Air Freight & Logistics

     1,157,900         1,033,005         —           2,190,905   

Airlines

     27,100         1,404,337         —           1,431,437   

Auto Components

     1,810,552         3,742,240         —           5,552,792   

Automobiles

     407,367         3,769,801         —           4,177,168   

Banks

     12,991,540         8,661,178         —           21,652,718   

Beverages

     4,194,336         2,404,248         —           6,598,584   

Biotechnology

     4,909,338         881,870         —           5,791,208   

Building Products

     —           304,722         —           304,722   

Capital Markets

     4,297,351         4,227,252         —           8,524,603   

Chemicals

     4,162,268         7,593,165         —           11,755,433   

Commercial Services & Supplies

     872,932         1,158,389         —           2,031,321   

Communications Equipment

     2,206,048         —           —           2,206,048   

Construction & Engineering

     —           924,550         —           924,550   

Construction Materials

     —           866,523         —           866,523   

Consumer Finance

     2,045,379         —           —           2,045,379   

Containers & Packaging

     1,437,193         —           —           1,437,193   

Distributors

     625,968         —           —           625,968   

Diversified Consumer Services

     —           11,971         —           11,971   

Diversified Financial Services

     804,178         2,789,396         —           3,593,574   

Diversified Telecommunication Services

     2,603,943         4,588,303         —           7,192,246   

Electric

     268,488         —           —           268,488   

Electric Utilities

     121,788         1,034,159         —           1,155,947   

Electrical Equipment

     2,122,422         2,014,120         —           4,136,542   

Electronic Equipment, Instruments & Components

     407,731         2,469,892         —           2,877,623   

Energy Equipment & Services

     6,257,802         1,259,498         —           7,517,300   

Food & Staples Retailing

     2,450,008         2,946,514         —           5,396,522   

Food Products

     1,249,924         3,150,552         —           4,400,476   

Gas Utilities

     —           1,925,509         —           1,925,509   

Health Care Equipment & Supplies

     3,186,714         3,179,631         —           6,366,345   

Health Care Providers & Services

     5,712,162         229,504         —           5,941,666   

Health Care Technology

     442,238         43,727         —           485,965   

Hotels, Restaurants & Leisure

     3,948,532         586,331         —           4,534,863   

Household Durables

     725,658         826,584         —           1,552,242   

Household Products

     2,914,504         15,193         —           2,929,697   

Independent Power and Renewable Electricity Producers

     285,634         —           —           285,634   

 

MIST-374


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2     Level 3      Total  

Industrial Conglomerates

   $ 3,346,562       $ 1,150,421      $ —         $ 4,496,983   

Insurance

     6,795,584         6,211,668        —           13,007,252   

Internet & Catalog Retail

     1,688,973         —          —           1,688,973   

Internet Software & Services

     6,683,416         905,105        —           7,588,521   

IT Services

     9,726,738         1,012,223        —           10,738,961   

Leisure Products

     788,912         520,234        —           1,309,146   

Life Sciences Tools & Services

     752,760         107,997        —           860,757   

Machinery

     3,487,214         6,313,422        —           9,800,636   

Marine

     —           283,514        —           283,514   

Media

     5,566,996         2,791,262        —           8,358,258   

Metals & Mining

     1,282,511         2,892,696        35,269         4,210,476   

Multi-Utilities

     —           37,522        —           37,522   

Multiline Retail

     371,378         1,020,880        —           1,392,258   

Oil, Gas & Consumable Fuels

     18,538,231         15,274,539        —           33,812,770   

Paper & Forest Products

     100,736         495,498        —           596,234   

Personal Products

     779,104         2,092,417        —           2,871,521   

Pharmaceuticals

     9,025,604         14,257,504        —           23,283,108   

Professional Services

     874,322         2,679,047        —           3,553,369   

Real Estate Investment Trusts

     1,009,332         1,373,976        —           2,383,308   

Real Estate Management & Development

     —           2,657,065        —           2,657,065   

Road & Rail

     2,660,033         1,797,187        —           4,457,220   

Semiconductors & Semiconductor Equipment

     5,926,398         1,395,005        —           7,321,403   

Software

     7,916,300         1,425,810        —           9,342,110   

Specialty Retail

     4,964,255         2,648,019        —           7,612,274   

Technology Hardware, Storage & Peripherals

     7,862,793         1,618,264        —           9,481,057   

Textiles, Apparel & Luxury Goods

     1,140,274         1,857,611        —           2,997,885   

Thrifts & Mortgage Finance

     226,261         —          —           226,261   

Tobacco

     2,564,080         3,157,399        —           5,721,479   

Trading Companies & Distributors

     478,072         32,031        —           510,103   

Transportation Infrastructure

     74,897         321,946        —           396,843   

Water Utilities

     —           245,665        —           245,665   

Wireless Telecommunication Services

     —           6,258,505        —           6,258,505   

Total Common Stocks

     185,637,454         147,545,523        35,269         333,218,246   
Mutual Funds           

Investment Company Securities

     79,903,262         182,491        —           80,085,753   

Total U.S. Treasury & Government Agencies*

     —           48,594,072        —           48,594,072   
Preferred Stocks           

Automobiles

     —           191,992        —           191,992   

Banks

     86,480         —          —           86,480   

Chemicals

     —           298,741        —           298,741   

Construction Materials

     —           26,256        —           26,256   

Household Products

     —           213,908        —           213,908   

Total Preferred Stocks

     86,480         730,897        —           817,377   
Short-Term Investments           

Mutual Fund

     43,345,445         —          —           43,345,445   

Repurchase Agreement

     —           290,097,748        —           290,097,748   

Total Short-Term Investments

     43,345,445         290,097,748        —           333,443,193   

Total Investments

   $ 308,972,641       $ 824,064,136      $ 35,269       $ 1,133,072,046   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (43,345,445   $ —         $ (43,345,445
Forward Contracts           

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —         $ 8,072,817      $ —         $ 8,072,817   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —           (6,282,784     —           (6,282,784

Total Forward Contracts

   $ —         $ 1,790,033      $ —         $ 1,790,033   

 

MIST-375


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2      Level 3      Total  
Futures Contracts           

Futures Contracts (Unrealized Appreciation)

   $ 5,397,575      $ —         $ —         $ 5,397,575   

Futures Contracts (Unrealized Depreciation)

     (1,557,207     —           —           (1,557,207

Total Futures Contracts

   $ 3,840,368      $ —         $ —         $ 3,840,368   
Centrally Cleared Swap Contracts           

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 24,329,352       $ —         $ 24,329,352   

 

* See Consolidated Schedule of Investments for additional detailed categorizations.

Transfers from Level 1 to Level 2 in the amount of $190,732 were due to the application of a systematic fair valuation model factor. Transfers from Level 2 to Level 1 in the amount of $1,239,147 were due to the discontinuation of a systematic fair valuation model factor.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

Investments in Securities

   Balance as of
December 31,
2015
     Change in
Unrealized
Appreciation
     Transfers
into
Level 3
     Balance as of
March 31,
2016
     Change in Unrealized
Appreciation from
Investments Still Held at
March 31, 2016
 
Common Stocks               

Metals & Mining

   $       $ 912       $ 34,357       $ 35,269       $ 912   
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Common Stock in the amount of $34,357 was transferred into Level 3 due to a decline in market activity for significant observables which resulted in a lack of available market inputs to determine price.

 

MIST-376


Table of Contents

Met Investors Series Trust

SSGA Growth and Income ETF Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mutual Funds—90.2% of Net Assets

 

Security Description   Shares     Value  

Investment Company Securities—90.2%

  

Consumer Discretionary Select Sector SPDR Fund (a) (b)

    682,877      $ 53,981,427   

Consumer Staples Select Sector SPDR Fund (a) (b)

    1,006,068        53,371,907   

iShares 20+ Year Treasury Bond ETF (a)

    597,190        77,998,986   

iShares Core S&P Small-Cap ETF (a)

    479,567        53,984,857   

iShares MSCI Canada ETF (a)

    1,027,053        24,351,427   

iShares MSCI EAFE ETF (a)

    4,224,581        241,350,313   

iShares S&P 500 Growth ETF (a)

    466,422        54,053,646   

iShares TIPS Bond ETF (a)

    689,753        79,073,284   

SPDR Barclays High Yield Bond ETF (a) (b)

    9,239,115        316,439,689   

SPDR Dow Jones International Real Estate ETF (a) (b)

    1,966,281        81,522,010   

SPDR S&P 500 ETF Trust (a) (b)

    2,459,252           505,523,841   

SPDR S&P International Small Cap ETF (a) (b)

    1,897,999        54,225,831   

SPDR S&P MidCap 400 ETF Trust (a) (b)

    51,771        13,601,277   

Technology Select Sector SPDR Fund (a) (b)

    1,233,974        54,739,087   

Vanguard FTSE Emerging Markets ETF (a)

    789,988        27,317,785   

Vanguard REIT ETF (a)

    1,617,128        135,515,326   

Vanguard Total Bond Market ETF (a)

    5,521,874        457,155,948   

WisdomTree Europe Hedged Equity Fund (a)

    1,508,939        78,344,113   

WisdomTree Japan Hedged Equity Fund (a)

    591,965        25,874,790   
   

 

 

 

Total Mutual Funds
(Cost $2,341,011,873)

      2,388,425,544   
   

 

 

 

 

Short-Term Investments—30.2%   
Security Description   Shares     Value  

Mutual Funds—30.2%

   

AIM STIT-STIC Prime Portfolio

    257,838,976      $ 257,838,976   

State Street Navigator Securities Lending MET Portfolio (b) (c)

    541,226,190        541,226,190   
   

 

 

 

Total Short-Term Investments
(Cost $799,065,166)

      799,065,166   
   

 

 

 

Total Investments—120.4%
(Cost $3,140,077,039) (d)

      3,187,490,710   

Other assets and liabilities (net)—(20.4)%

      (539,008,639
   

 

 

 
Net Assets—100.0%     $ 2,648,482,071   
   

 

 

 

 

(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $675,128,468 and the collateral received consisted of cash in the amount of $541,226,190 and non-cash collateral with a value of $149,468,314. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Affiliated Issuer.
(c) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(d) As of March 31, 2016, the aggregate cost of investments was $3,140,077,039. The aggregate unrealized appreciation and depreciation of investments were $141,690,861 and $(94,277,190), respectively, resulting in net unrealized appreciation of $47,413,671.
(ETF)— Exchange-Traded Fund

 

MIST-377


Table of Contents

Met Investors Series Trust

SSGA Growth and Income ETF Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy

 

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Mutual Funds           

Investment Company Securities

   $ 2,388,425,544       $ —        $ —         $ 2,388,425,544   

Total Short-Term Investments*

     799,065,166         —          —           799,065,166   

Total Investments

   $ 3,187,490,710       $ —        $ —         $ 3,187,490,710   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (541,226,190   $ —         $ (541,226,190

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-378


Table of Contents

Met Investors Series Trust

SSGA Growth ETF Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mutual Funds—90.2% of Net Assets

 

Security Description   Shares     Value  

Investment Company Securities—90.2%

  

Consumer Discretionary Select Sector SPDR Fund (a) (b)

    233,198      $ 18,434,302   

Consumer Staples Select Sector SPDR Fund (a) (b)

    340,361        18,056,151   

iShares 20+ Year Treasury Bond ETF (a)

    203,944        26,637,126   

iShares Core MSCI Emerging Markets ETF (a)

    450,562        18,752,390   

iShares Core S&P Small-Cap ETF (a)

    245,624        27,649,894   

iShares MSCI Canada ETF (a)

    623,619        14,786,006   

iShares MSCI EAFE ETF (a)

    2,440,014        139,398,000   

iShares S&P 500 Growth ETF (a)

    161,450        18,710,440   

iShares TIPS Bond ETF

    157,035        18,002,492   

SPDR Barclays High Yield Bond ETF (a) (b)

    1,840,652        63,042,331   

SPDR Dow Jones International Real Estate ETF (a) (b)

    671,541        27,842,090   

SPDR S&P 500 ETF Trust (a) (b)

    1,064,590        218,837,120   

SPDR S&P International Small Cap ETF (b)

    972,088        27,772,554   

SPDR S&P MidCap 400 ETF Trust (b)

    123,060        32,330,323   

Technology Select Sector SPDR Fund (a) (b)

    422,138        18,726,042   

Vanguard FTSE Emerging Markets ETF (a)

    269,841        9,331,102   

Vanguard REIT ETF (a)

    553,992        46,424,530   

Vanguard Total Bond Market ETF (a)

    484,894        40,144,374   

WisdomTree Europe Hedged Equity Fund

    515,349        26,756,920   

WisdomTree Japan Hedged Equity Fund (a)

    200,912        8,781,864   
   

 

 

 

Total Mutual Funds
(Cost $773,891,264)

      820,416,051   
   

 

 

 
Short-Term Investments—28.8%   
Security Description   Shares     Value  

Mutual Funds—28.8%

   

AIM STIT-STIC Prime Portfolio

    87,991,288      87,991,288   

State Street Navigator Securities Lending MET Portfolio (b) (c)

    173,914,723        173,914,723   
   

 

 

 

Total Short-Term Investments
(Cost $261,906,011)

      261,906,011   
   

 

 

 

Total Investments—119.0%
(Cost $1,035,797,275) (d)

      1,082,322,062   

Other assets and liabilities (net)—(19.0)%

      (172,870,685
   

 

 

 
Net Assets—100.0%     $ 909,451,377   
   

 

 

 

 

(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $226,693,590 and the collateral received consisted of cash in the amount of $173,914,723 and non-cash collateral with a value of $58,364,559. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Affiliated Issuer.
(c) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(d) As of March 31, 2016, the aggregate cost of investments was $1,035,797,275. The aggregate unrealized appreciation and depreciation of investments were $72,258,599 and $(25,733,812), respectively, resulting in net unrealized appreciation of $46,524,787.
(ETF)— Exchange-Traded Fund

 

MIST-379


Table of Contents

Met Investors Series Trust

SSGA Growth ETF Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy

 

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Mutual Funds           

Investment Company Securities

   $ 820,416,051       $ —        $ —         $ 820,416,051   

Total Short-Term Investments*

     261,906,011         —          —           261,906,011   

Total Investments

   $ 1,082,322,062       $ —        $ —         $ 1,082,322,062   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (173,914,723   $ —         $ (173,914,723

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-380


Table of Contents

Met Investors Series Trust

T. Rowe Price Large Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—98.4% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—3.3%

   

Boeing Co. (The) (a)

    335,600      $ 42,601,064   

Raytheon Co.

    215,400        26,414,502   

United Technologies Corp.

    348,900        34,924,890   
   

 

 

 
      103,940,456   
   

 

 

 

Airlines—1.4%

   

Southwest Airlines Co.

    1,016,500        45,539,200   
   

 

 

 

Auto Components—1.0%

   

Johnson Controls, Inc.

    815,800        31,791,726   
   

 

 

 

Automobiles—0.8%

   

General Motors Co.

    853,800        26,834,934   
   

 

 

 

Banks—9.4%

   

Bank of America Corp.

    3,309,200        44,740,384   

Citigroup, Inc.

    1,268,700        52,968,225   

Fifth Third Bancorp (a)

    2,009,500        33,538,555   

JPMorgan Chase & Co.

    1,865,200        110,457,144   

Regions Financial Corp.

    588,700        4,621,295   

U.S. Bancorp

    352,600        14,312,034   

Wells Fargo & Co.

    826,094        39,949,906   
   

 

 

 
      300,587,543   
   

 

 

 

Beverages—1.5%

   

PepsiCo, Inc.

    451,200        46,238,976   
   

 

 

 

Biotechnology—1.4%

   

AbbVie, Inc.

    175,000        9,996,000   

Amgen, Inc.

    107,300        16,087,489   

Gilead Sciences, Inc.

    212,000        19,474,320   
   

 

 

 
      45,557,809   
   

 

 

 

Capital Markets—5.9%

   

Ameriprise Financial, Inc.

    491,900        46,243,519   

Bank of New York Mellon Corp. (The)

    1,432,800        52,770,024   

Invesco, Ltd.

    661,100        20,342,047   

Morgan Stanley

    2,751,600        68,817,516   
   

 

 

 
      188,173,106   
   

 

 

 

Chemicals—1.8%

   

Celanese Corp. - Series A

    424,600        27,811,300   

E.I. du Pont de Nemours & Co.

    489,600        31,001,472   
   

 

 

 
      58,812,772   
   

 

 

 

Commercial Services & Supplies—1.2%

   

Tyco International plc

    1,080,000        39,646,800   
   

 

 

 

Communications Equipment—2.1%

   

Cisco Systems, Inc.

    1,797,300        51,169,131   

Juniper Networks, Inc.

    594,000        15,152,940   
   

 

 

 
      66,322,071   
   

 

 

 

Construction Materials—0.7%

   

Vulcan Materials Co.

    208,800      22,043,016   
   

 

 

 

Consumer Finance—1.3%

   

American Express Co.

    694,800        42,660,720   
   

 

 

 

Containers & Packaging—1.1%

   

International Paper Co.

    852,900        35,003,016   
   

 

 

 

Electric Utilities—6.5%

   

Entergy Corp.

    399,300        31,656,504   

Exelon Corp.

    1,218,000        43,677,480   

FirstEnergy Corp.

    1,019,800        36,682,206   

PG&E Corp.

    1,579,300        94,315,796   
   

 

 

 
      206,331,986   
   

 

 

 

Electronic Equipment, Instruments & Components—0.9%

  

TE Connectivity, Ltd.

    471,200        29,176,704   
   

 

 

 

Food & Staples Retailing—0.8%

   

Wal-Mart Stores, Inc. (a)

    371,900        25,471,431   
   

 

 

 

Food Products—1.3%

   

Tyson Foods, Inc. - Class A (a)

    610,200        40,675,932   
   

 

 

 

Health Care Equipment & Supplies—2.0%

  

Medtronic plc

    838,565        62,892,375   
   

 

 

 

Health Care Providers & Services—1.5%

  

Aetna, Inc.

    422,100        47,422,935   
   

 

 

 

Hotels, Restaurants & Leisure—1.9%

   

Carnival Corp.

    740,900        39,097,293   

Las Vegas Sands Corp. (a)

    415,900        21,493,712   
   

 

 

 
      60,591,005   
   

 

 

 

Household Products—1.5%

   

Procter & Gamble Co. (The)

    574,300        47,270,633   
   

 

 

 

Independent Power and Renewable Electricity Producers—1.6%

  

AES Corp.

    4,452,960        52,544,928   
   

 

 

 

Industrial Conglomerates—3.5%

   

General Electric Co.

    3,533,300        112,323,607   
   

 

 

 

Insurance—4.1%

   

Loews Corp.

    737,600        28,220,576   

Marsh & McLennan Cos., Inc.

    1,022,600        62,163,854   

XL Group plc

    1,109,610        40,833,648   
   

 

 

 
      131,218,078   
   

 

 

 

Leisure Products—1.3%

   

Mattel, Inc. (a)

    1,194,100        40,145,642   
   

 

 

 

 

MIST-381


Table of Contents

Met Investors Series Trust

T. Rowe Price Large Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Life Sciences Tools & Services—1.8%

   

Thermo Fisher Scientific, Inc.

    397,200      $ 56,239,548   
   

 

 

 

Machinery—1.7%

   

Cummins, Inc. (a)

    179,000        19,679,260   

Illinois Tool Works, Inc.

    332,100        34,020,324   
   

 

 

 
      53,699,584   
   

 

 

 

Media—4.0%

   

Comcast Corp. - Class A

    893,200        54,556,656   

News Corp. - Class A

    1,610,600        20,567,362   

Twenty-First Century Fox, Inc. - Class B

    1,803,600        50,861,520   
   

 

 

 
      125,985,538   
   

 

 

 

Multi-Utilities—0.4%

   

CenterPoint Energy, Inc.

    537,000        11,234,040   
   

 

 

 

Multiline Retail—0.7%

   

Kohl’s Corp. (a)

    469,300        21,874,073   
   

 

 

 

Oil, Gas & Consumable Fuels—9.1%

   

Apache Corp. (a)

    682,900        33,332,349   

Canadian Natural Resources, Ltd. (a)

    1,535,200        41,450,400   

EQT Corp.

    160,000        10,761,600   

Exxon Mobil Corp.

    694,300        58,036,537   

Hess Corp.

    304,900        16,052,985   

Occidental Petroleum Corp.

    505,800        34,611,894   

Royal Dutch Shell plc - Class A (ADR)

    1,345,800        65,204,010   

Total S.A. (ADR) (a)

    689,000        31,294,380   
   

 

 

 
      290,744,155   
   

 

 

 

Pharmaceuticals—7.1%

   

Johnson & Johnson

    627,800        67,927,960   

Merck & Co., Inc.

    1,024,900        54,227,459   

Pfizer, Inc.

    3,479,300        103,126,452   
   

 

 

 
      225,281,871   
   

 

 

 

Real Estate Investment Trusts—1.0%

   

Weyerhaeuser Co.

    1,023,000        31,692,540   
   

 

 

 

Road & Rail—1.3%

   

Canadian Pacific Railway, Ltd.

    319,200        42,354,648   
   

 

 

 

Semiconductors & Semiconductor Equipment—4.1%

  

Applied Materials, Inc.

    1,728,100        36,601,158   

NXP Semiconductors NV (b)

    337,100        27,328,697   

QUALCOMM, Inc.

    628,800        32,156,832   

Texas Instruments, Inc.

    622,200        35,726,724   
   

 

 

 
      131,813,411   
   

 

 

 

Software—2.7%

   

Microsoft Corp.

    1,559,000        86,103,570   
   

 

 

 

Specialty Retail—1.4%

   

Lowe’s Cos., Inc.

    591,800        44,828,850   
   

 

 

 

Technology Hardware, Storage & Peripherals—0.8%

  

Apple, Inc.

    234,000      25,503,660   
   

 

 

 

Tobacco—2.0%

   

Philip Morris International, Inc.

    666,100        65,351,071   
   

 

 

 

Wireless Telecommunication Services—0.5%

  

T-Mobile U.S., Inc. (b)

    430,000        16,469,000   
   

 

 

 

Total Common Stocks
(Cost $2,734,834,545)

      3,138,392,960   
   

 

 

 
Short-Term Investments—5.4%   

Mutual Funds—5.4%

   

State Street Navigator Securities Lending MET Portfolio (c)

    111,633,228        111,633,228   

T. Rowe Price Government Reserve Investment Fund (d)

    59,666,341        59,666,338   
   

 

 

 

Total Short-Term Investments
(Cost $171,299,566)

      171,299,566   
   

 

 

 

Total Investments—103.8%
(Cost $2,906,134,111) (e)

      3,309,692,526   

Other assets and liabilities (net)—(3.8)%

      (119,888,104
   

 

 

 
Net Assets—100.0%     $ 3,189,804,422   
   

 

 

 

 

(a) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $152,649,587 and the collateral received consisted of cash in the amount of $111,633,228 and non-cash collateral with a value of $44,673,489. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(b) Non-income producing security.
(c) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(d) Affiliated Issuer.
(e) As of March 31, 2016, the aggregate cost of investments was $2,906,134,111. The aggregate unrealized appreciation and depreciation of investments were $502,529,874 and $(98,971,459), respectively, resulting in net unrealized appreciation of $403,558,415.
(ADR)— An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. Trading on exchanges not located in the United States or Canada significantly influences the value of ADRs.

 

MIST-382


Table of Contents

Met Investors Series Trust

T. Rowe Price Large Cap Value Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy

 

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Common Stocks*

   $ 3,138,392,960       $ —        $ —         $ 3,138,392,960   

Total Short-Term Investments*

     171,299,566         —          —           171,299,566   

Total Investments

   $ 3,309,692,526       $ —        $ —         $ 3,309,692,526   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (111,633,228   $ —         $ (111,633,228

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-383


Table of Contents

Met Investors Series Trust

T. Rowe Price Mid Cap Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—94.4% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—2.4%

   

DigitalGlobe, Inc. (a)

    383,000      $ 6,625,900   

Rockwell Collins, Inc.

    81,000        7,469,010   

Textron, Inc.

    673,000        24,537,580   
   

 

 

 
      38,632,490   
   

 

 

 

Auto Components—0.8%

   

BorgWarner, Inc.

    336,000        12,902,400   
   

 

 

 

Automobiles—0.8%

   

Ferrari NV (a) (b)

    102,000        4,253,400   

Harley-Davidson, Inc. (b)

    127,000        6,518,910   

Tesla Motors, Inc. (a) (b)

    9,000        2,067,930   
   

 

 

 
      12,840,240   
   

 

 

 

Biotechnology—2.5%

   

Alkermes plc (a)

    370,000        12,650,300   

Alnylam Pharmaceuticals, Inc. (a) (b)

    39,000        2,448,030   

Baxalta, Inc.

    235,000        9,494,000   

Incyte Corp. (a)

    115,900        8,399,273   

Vertex Pharmaceuticals, Inc. (a)

    85,000        6,756,650   
   

 

 

 
      39,748,253   
   

 

 

 

Building Products—1.0%

   

Allegion plc

    257,000        16,373,470   
   

 

 

 

Capital Markets—1.8%

   

E*Trade Financial Corp. (a)

    271,000        6,636,790   

LPL Financial Holdings, Inc. (b)

    101,000        2,504,800   

Oaktree Capital Group LLC

    78,000        3,847,740   

TD Ameritrade Holding Corp. (b)

    505,000        15,922,650   
   

 

 

 
      28,911,980   
   

 

 

 

Chemicals—2.9%

   

Air Products & Chemicals, Inc.

    118,000        16,997,900   

Ashland, Inc.

    79,000        8,686,840   

Celanese Corp. - Series A

    135,000        8,842,500   

RPM International, Inc.

    269,000        12,731,770   
   

 

 

 
      47,259,010   
   

 

 

 

Commercial Services & Supplies—1.5%

   

KAR Auction Services, Inc.

    202,000        7,704,280   

Waste Connections, Inc.

    262,000        16,922,580   
   

 

 

 
      24,626,860   
   

 

 

 

Communications Equipment—0.9%

   

Harris Corp.

    101,000        7,863,860   

Palo Alto Networks, Inc. (a) (b)

    44,000        7,178,160   
   

 

 

 
      15,042,020   
   

 

 

 

Construction Materials—0.8%

   

Martin Marietta Materials, Inc. (b)

    84,000        13,398,840   
   

 

 

 

Containers & Packaging—1.0%

   

Ball Corp. (b)

    235,000        16,753,150   
   

 

 

 

Diversified Consumer Services—0.5%

   

ServiceMaster Global Holdings, Inc. (a)

    199,000      7,498,320   
   

 

 

 

Diversified Financial Services—3.5%

   

CBOE Holdings, Inc. (b)

    270,000        17,639,100   

FactSet Research Systems, Inc. (b)

    40,000        6,061,200   

Intercontinental Exchange, Inc.

    74,000        17,400,360   

MSCI, Inc. (b)

    202,000        14,964,160   
   

 

 

 
      56,064,820   
   

 

 

 

Electrical Equipment—2.7%

   

Acuity Brands, Inc. (b)

    57,000        12,433,980   

AMETEK, Inc.

    306,000        15,293,880   

Sensata Technologies Holding NV (a)

    404,000        15,691,360   
   

 

 

 
      43,419,220   
   

 

 

 

Electronic Equipment, Instruments & Components—1.9%

  

Cognex Corp.

    108,000        4,206,600   

FEI Co. (b)

    141,000        12,550,410   

Keysight Technologies, Inc. (a)

    508,000        14,091,920   
   

 

 

 
      30,848,930   
   

 

 

 

Food & Staples Retailing—0.9%

   

Sprouts Farmers Market, Inc. (a) (b)

    336,000        9,757,440   

Whole Foods Market, Inc.

    151,000        4,697,610   
   

 

 

 
      14,455,050   
   

 

 

 

Food Products—1.3%

   

TreeHouse Foods, Inc. (a) (b)

    101,000        8,761,750   

WhiteWave Foods Co. (The) (a) (b)

    303,000        12,313,920   
   

 

 

 
      21,075,670   
   

 

 

 

Health Care Equipment & Supplies—6.8%

  

Cooper Cos., Inc. (The) (b)

    124,000        19,092,280   

DENTSPLY SIRONA, Inc.

    336,000        20,707,680   

Hologic, Inc. (a)

    336,000        11,592,000   

IDEXX Laboratories, Inc. (a) (b)

    94,000        7,362,080   

Intuitive Surgical, Inc. (a)

    30,000        18,031,500   

Teleflex, Inc. (b)

    168,000        26,377,680   

West Pharmaceutical Services, Inc.

    108,000        7,486,560   
   

 

 

 
      110,649,780   
   

 

 

 

Health Care Providers & Services—3.7%

   

Acadia Healthcare Co., Inc. (a) (b)

    135,000        7,439,850   

Envision Healthcare Holdings, Inc. (a)

    234,000        4,773,600   

Henry Schein, Inc. (a) (b)

    128,000        22,096,640   

MEDNAX, Inc. (a)

    269,000        17,382,780   

Universal Health Services, Inc. - Class B

    67,000        8,356,240   
   

 

 

 
      60,049,110   
   

 

 

 

Health Care Technology—0.8%

   

IMS Health Holdings, Inc. (a)

    319,000        8,469,450   

Veeva Systems, Inc. - Class A (a)

    202,000        5,058,080   
   

 

 

 
      13,527,530   
   

 

 

 

 

MIST-384


Table of Contents

Met Investors Series Trust

T. Rowe Price Mid Cap Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Hotels, Restaurants & Leisure—5.5%

   

Aramark

    303,000      $ 10,035,360   

Chipotle Mexican Grill, Inc. (a) (b)

    4,000        1,883,880   

Choice Hotels International, Inc. (b)

    202,000        10,918,100   

Marriott International, Inc. - Class A (b)

    269,000        19,147,420   

MGM Resorts International (a)

    350,000        7,504,000   

Norwegian Cruise Line Holdings, Ltd. (a) (b)

    505,000        27,921,450   

Royal Caribbean Cruises, Ltd.

    142,000        11,665,300   
   

 

 

 
      89,075,510   
   

 

 

 

Household Durables—0.4%

   

Harman International Industries, Inc.

    74,000        6,588,960   
   

 

 

 

Industrial Conglomerates—1.5%

   

Roper Technologies, Inc.

    135,000        24,673,950   
   

 

 

 

Insurance—4.5%

   

FNF Group

    673,000        22,814,700   

Progressive Corp. (The)

    521,000        18,307,940   

Willis Towers Watson plc

    262,000        31,088,920   
   

 

 

 
      72,211,560   
   

 

 

 

Internet & Catalog Retail—0.4%

   

TripAdvisor, Inc. (a)

    101,000        6,716,500   
   

 

 

 

Internet Software & Services—3.1%

   

Akamai Technologies, Inc. (a) (b)

    202,000        11,225,140   

LinkedIn Corp. - Class A (a)

    3,400        388,790   

Match Group, Inc. (a) (b)

    186,000        2,057,160   

VeriSign, Inc. (a) (b)

    336,000        29,749,440   

Zillow Group, Inc. - Class A (a) (b)

    108,000        2,759,400   

Zillow Group, Inc. - Class C (a) (b)

    201,000        4,769,730   
   

 

 

 
      50,949,660   
   

 

 

 

IT Services—6.8%

   

CoreLogic, Inc. (a)

    338,000        11,728,600   

Fidelity National Information Services, Inc.

    169,000        10,699,390   

Fiserv, Inc. (a)

    404,000        41,442,320   

Gartner, Inc. (a)

    118,000        10,543,300   

Global Payments, Inc.

    269,000        17,565,700   

Vantiv, Inc. - Class A (a)

    336,000        18,103,680   
   

 

 

 
      110,082,990   
   

 

 

 

Life Sciences Tools & Services—2.9%

   

Agilent Technologies, Inc.

    471,000        18,769,350   

Bruker Corp.

    632,000        17,696,000   

Illumina, Inc. (a)

    37,000        5,998,070   

Mettler-Toledo International, Inc. (a)

    15,000        5,171,400   
   

 

 

 
      47,634,820   
   

 

 

 

Machinery—3.4%

   

Colfax Corp. (a) (b)

    252,000        7,204,680   

IDEX Corp.

    283,000        23,455,040   

Middleby Corp. (The) (a) (b)

    61,000        6,512,970   

Rexnord Corp. (a)

    133,000        2,689,260   

WABCO Holdings, Inc. (a)

    50,000        5,346,000   

Machinery—(Continued)

   

Xylem, Inc.

    252,000      10,306,800   
   

 

 

 
      55,514,750   
   

 

 

 

Metals & Mining—0.6%

   

Franco-Nevada Corp.

    169,000        10,373,220   
   

 

 

 

Multiline Retail—1.4%

   

Dollar General Corp.

    269,000        23,026,400   
   

 

 

 

Oil, Gas & Consumable Fuels—1.7%

   

Cimarex Energy Co.

    26,000        2,529,020   

Concho Resources, Inc. (a)

    67,000        6,769,680   

EQT Corp.

    235,000        15,806,100   

Pioneer Natural Resources Co.

    17,000        2,392,580   
   

 

 

 
      27,497,380   
   

 

 

 

Pharmaceuticals—0.9%

   

Catalent, Inc. (a)

    437,000        11,654,790   

Mallinckrodt plc (a)

    54,000        3,309,120   
   

 

 

 
      14,963,910   
   

 

 

 

Professional Services—4.8%

   

Equifax, Inc.

    202,000        23,086,580   

IHS, Inc. - Class A (a)

    185,000        22,969,600   

ManpowerGroup, Inc.

    118,000        9,607,560   

TransUnion (a)

    102,000        2,816,220   

Verisk Analytics, Inc. (a) (b)

    235,000        18,781,200   
   

 

 

 
      77,261,160   
   

 

 

 

Real Estate Management & Development—0.8%

  

Jones Lang LaSalle, Inc.

    101,000        11,849,320   

WeWork Cos., Inc. - Class A (a) (c) (d)

    47,810        1,799,760   
   

 

 

 
      13,649,080   
   

 

 

 

Road & Rail—2.4%

   

J.B. Hunt Transport Services, Inc.

    151,000        12,720,240   

Kansas City Southern

    202,000        17,260,900   

Old Dominion Freight Line, Inc. (a) (b)

    135,000        9,398,700   
   

 

 

 
      39,379,840   
   

 

 

 

Semiconductors & Semiconductor Equipment—2.7%

  

Atmel Corp.

    1,132,000        9,191,840   

Microchip Technology, Inc. (b)

    423,000        20,388,600   

NXP Semiconductors NV (a)

    78,600        6,372,102   

Xilinx, Inc.

    169,000        8,015,670   
   

 

 

 
      43,968,212   
   

 

 

 

Software—3.1%

   

Atlassian Corp. plc - Class A (a)

    74,500        1,873,675   

Atlassian Corp. plc - Class A (Restricted Shares) (a) (c) (d)

    229,804        5,490,592   

Guidewire Software, Inc. (a)

    23,000        1,253,040   

Mobileye NV (a) (b)

    169,000        6,302,010   

NetSuite, Inc. (a) (b)

    51,000        3,492,990   

 

MIST-385


Table of Contents

Met Investors Series Trust

T. Rowe Price Mid Cap Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Software—(Continued)

   

Red Hat, Inc. (a)

    252,000      $ 18,776,520   

ServiceNow, Inc. (a) (b)

    61,000        3,731,980   

SS&C Technologies Holdings, Inc. (b)

    134,000        8,498,280   
   

 

 

 
      49,419,087   
   

 

 

 

Specialty Retail—6.1%

   

AutoZone, Inc. (a) (b)

    34,000        27,087,460   

CarMax, Inc. (a) (b)

    521,000        26,623,100   

L Brands, Inc.

    135,000        11,854,350   

Michaels Cos., Inc. (The) (a)

    420,000        11,747,400   

O’Reilly Automotive, Inc. (a)

    81,000        22,166,460   
   

 

 

 
      99,478,770   
   

 

 

 

Textiles, Apparel & Luxury Goods—1.5%

  

Hanesbrands, Inc.

    576,000        16,323,840   

PVH Corp.

    84,000        8,321,040   
   

 

 

 
      24,644,880   
   

 

 

 

Wireless Telecommunication Services—1.4%

  

T-Mobile U.S., Inc. (a)

    575,000        22,022,500   
   

 

 

 

Total Common Stocks
(Cost $1,095,787,630)

      1,533,210,282   
   

 

 

 
Convertible Preferred Stocks—0.4%   

Internet Software & Services—0.0%

  

LivingSocial, Inc. - Series E (a) (c) (d)

    757,490        0   
   

 

 

 

Real Estate Management & Development—0.4%

  

WeWork Cos., Inc.- Series D1 (a) (c) (d)

    89,839        3,381,899   

WeWork Cos., Inc.- Series D2 (a) (c) (d)

    70,588        2,657,215   
   

 

 

 
      6,039,114   
   

 

 

 

Total Convertible Preferred Stocks
(Cost $6,951,872)

      6,039,114   
   

 

 

 
Short-Term Investments—21.2%   
Security Description   Shares     Value  

Mutual Funds—21.2%

  

State Street Navigator Securities Lending MET Portfolio (e)

    264,649,894      264,649,894   

T.Rowe Price Government Reserve Investment Fund (f)

    79,878,141        79,878,141   
   

 

 

 

Total Short-Term Investments
(Cost $344,528,035)

      344,528,035   
   

 

 

 

Total Investments—116.0%
(Cost $1,447,267,537) (g)

      1,883,777,431   

Other assets and liabilities (net)—(16.0)%

      (260,046,454
   

 

 

 
Net Assets—100.0%     $ 1,623,730,977   
   

 

 

 

 

(a) Non-income producing security.
(b) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $310,509,539 and the collateral received consisted of cash in the amount of $264,649,894 and non-cash collateral with a value of $52,091,393. The cash collateral is invested in a money market fund managed by an affiliate of the custodian. The non-cash collateral received consists primarily of government securities and bank letters of credit, and is held for the benefit of the Portfolio at the Portfolio’s custodian. The Portfolio cannot repledge or resell this collateral.
(c) Restricted securities are not registered under the Securities Act of 1933 and are subject to legal restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult. As of March 31, 2016, the market value of restricted securities was $13,329,466, which is 0.8% of net assets. See details shown in the Restricted Securities table that follows.
(d) Security was valued in good faith under procedures approved by the Board of Trustees. As of March 31, 2016, these securities represent 0.8% of net assets.
(e) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(f) Affiliated Issuer.
(g) As of March 31, 2016, the aggregate cost of investments was $1,447,267,537. The aggregate unrealized appreciation and depreciation of investments were $472,994,038 and $(36,484,144), respectively, resulting in net unrealized appreciation of $436,509,894.

 

Restricted Securities

   Acquisition Date    Shares      Cost      Value  

Atlassian Corp. plc - Class A (Restricted Shares)

   04/09/14      229,804       $ 3,676,864       $ 5,490,592   

LivingSocial, Inc. - Series E

   04/01/11      757,490         4,280,576         0   

WeWork Cos., Inc. - Class A

   12/09/14 - 05/26/15      47,810         722,353         1,799,760   

WeWork Cos., Inc. - Series D1

   12/09/14      89,839         1,495,924         3,381,899   

WeWork Cos., Inc. - Series D2

   12/09/14      70,588         1,175,372         2,657,215   
  

 

 

 
            $ 13,329,466   
  

 

 

 

 

MIST-386


Table of Contents

Met Investors Series Trust

T. Rowe Price Mid Cap Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy

 

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Common Stocks            

Aerospace & Defense

   $ 38,632,490       $ —         $ —         $ 38,632,490   

Auto Components

     12,902,400         —           —           12,902,400   

Automobiles

     12,840,240         —           —           12,840,240   

Biotechnology

     39,748,253         —           —           39,748,253   

Building Products

     16,373,470         —           —           16,373,470   

Capital Markets

     28,911,980         —           —           28,911,980   

Chemicals

     47,259,010         —           —           47,259,010   

Commercial Services & Supplies

     24,626,860         —           —           24,626,860   

Communications Equipment

     15,042,020         —           —           15,042,020   

Construction Materials

     13,398,840         —           —           13,398,840   

Containers & Packaging

     16,753,150         —           —           16,753,150   

Diversified Consumer Services

     7,498,320         —           —           7,498,320   

Diversified Financial Services

     56,064,820         —           —           56,064,820   

Electrical Equipment

     43,419,220         —           —           43,419,220   

Electronic Equipment, Instruments & Components

     30,848,930         —           —           30,848,930   

Food & Staples Retailing

     14,455,050         —           —           14,455,050   

Food Products

     21,075,670         —           —           21,075,670   

Health Care Equipment & Supplies

     110,649,780         —           —           110,649,780   

Health Care Providers & Services

     60,049,110         —           —           60,049,110   

Health Care Technology

     13,527,530         —           —           13,527,530   

Hotels, Restaurants & Leisure

     89,075,510         —           —           89,075,510   

Household Durables

     6,588,960         —           —           6,588,960   

Industrial Conglomerates

     24,673,950         —           —           24,673,950   

Insurance

     72,211,560         —           —           72,211,560   

Internet & Catalog Retail

     6,716,500         —           —           6,716,500   

Internet Software & Services

     50,949,660         —           —           50,949,660   

IT Services

     110,082,990         —           —           110,082,990   

Life Sciences Tools & Services

     47,634,820         —           —           47,634,820   

Machinery

     55,514,750         —           —           55,514,750   

Metals & Mining

     10,373,220         —           —           10,373,220   

Multiline Retail

     23,026,400         —           —           23,026,400   

Oil, Gas & Consumable Fuels

     27,497,380         —           —           27,497,380   

Pharmaceuticals

     14,963,910         —           —           14,963,910   

Professional Services

     77,261,160         —           —           77,261,160   

Real Estate Management & Development

     11,849,320         —           1,799,760         13,649,080   

Road & Rail

     39,379,840         —           —           39,379,840   

 

MIST-387


Table of Contents

Met Investors Series Trust

T. Rowe Price Mid Cap Growth Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2     Level 3      Total  

Semiconductors & Semiconductor Equipment

   $ 43,968,212       $ —        $ —         $ 43,968,212   

Software

     43,928,495         5,490,592        —           49,419,087   

Specialty Retail

     99,478,770         —          —           99,478,770   

Textiles, Apparel & Luxury Goods

     24,644,880         —          —           24,644,880   

Wireless Telecommunication Services

     22,022,500         —          —           22,022,500   

Total Common Stocks

     1,525,919,930         5,490,592        1,799,760         1,533,210,282   

Total Convertible Preferred Stocks*

     —           —          6,039,114         6,039,114   

Total Short-Term Investments*

     344,528,035         —          —           344,528,035   

Total Investments

   $ 1,870,447,965       $ 5,490,592      $ 7,838,874       $ 1,883,777,431   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (264,649,894   $ —         $ (264,649,894

 

* See Schedule of Investments for additional detailed categorizations.

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

Investments in Securities

   Balance as of
December 31,
2015
     Change in
Unrealized
Appreciation/
(Depreciation)
     Balance as of
March 31,
2016
     Change in Unrealized
Appreciation
/(Depreciation) from
Investments Still Held at
March 31, 2016
 
Common Stock            

Real Estate Management & Development

   $ 1,572,451       $ 227,309       $ 1,799,760       $ 227,309   
Convertible Preferred Stock            

Internet Software & Services

     0         0         0         0   

Real Estate Management & Development

     5,276,375         762,739         6,039,114         762,739   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 6,848,826       $ 990,048       $ 7,838,874       $ 990,048   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

MIST-388


Table of Contents

Met Investors Series Trust

TCW Core Fixed Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

U.S. Treasury & Government Agencies—60.1% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—28.2%

  

Fannie Mae 15 Yr. Pool
2.500%, TBA (a)

    22,090,000      $ 22,676,766   

3.000%, TBA (a)

    9,310,000        9,724,585   

Fannie Mae 30 Yr. Pool
3.000%, 07/01/45

    24,862,161        25,551,524   

3.000%, TBA (a)

    14,415,000        14,786,636   

3.500%, TBA (a)

    18,350,000        19,239,546   

4.000%, TBA (a)

    19,210,000        20,524,684   

4.500%, TBA (a)

    19,100,000        20,783,188   

Fannie Mae Pool
2.470%, 01/01/23

    2,500,000        2,574,066   

2.740%, 03/01/25

    2,175,313        2,246,712   

2.740%, 03/01/26

    3,855,000        3,965,075   

3.280%, 02/01/28

    3,975,000        4,222,698   

3.320%, 08/01/26

    1,895,000        2,021,750   

3.500%, 01/01/44

    9,533,239        10,015,879   

3.920%, 10/01/23

    1,730,000        1,922,863   

4.080%, 01/01/29

    4,421,646        4,989,148   

4.380%, 06/01/21

    7,335,302        8,147,781   

4.383%, 04/01/21

    7,315,468        8,062,517   

4.520%, 08/01/19

    4,212,326        4,596,200   

4.550%, 10/01/19

    5,050,421        5,541,605   

4.570%, 01/01/21

    1,478,219        1,649,249   

4.590%, 08/01/26

    2,964,972        3,451,581   

Fannie Mae-ACES
0.783%, 05/25/18 (b)

    2,633,109        2,632,278   

3.049%, 12/25/24 (b)

    9,780,692        10,185,977   

Freddie Mac 15 Yr. Gold Pool
2.500%, 09/01/30

    11,979,303        12,308,350   

3.000%, 08/01/30

    4,406,274        4,609,852   

Freddie Mac 30 Yr. Gold Pool
3.000%, 07/01/45

    14,935,660        15,305,109   

3.000%, 12/01/45

    12,817,501        13,134,556   

3.000%, 02/01/46

    4,111,933        4,213,647   

3.000%, 03/01/46

    5,840,000        5,984,459   

3.500%, 01/01/45

    17,666,712        18,604,943   

3.500%, 04/01/45

    9,424,228        9,959,529   

3.500%, 06/01/45

    24,629,865        25,884,520   

3.500%, 08/01/45

    9,673,648        10,134,087   

3.500%, 10/01/45

    25,179,577        26,410,306   

3.500%, 11/01/45

    9,523,988        9,977,303   

3.500%, 01/01/46

    5,909,767        6,191,056   

3.500%, 02/01/46

    14,543,164        15,235,378   

4.000%, 01/01/45

    8,263,378        8,932,456   

4.000%, 10/01/45

    9,317,504        9,954,633   

4.000%, 11/01/45

    9,456,567        10,103,206   

4.000%, 12/01/45

    22,100,482        23,819,354   

4.000%, 01/01/46

    12,938,053        13,822,467   

Freddie Mac Multi-family Structured Pass-Through Certificates
0.983%, 07/25/20 (b)

    1,807,158        1,814,364   

1.063%, 07/25/20 (b)

    1,853,657        1,864,872   

1.873%, 01/25/18

    269,042        268,866   

3.161%, 05/25/25

    2,015,000        2,137,295   

3.511%, 04/25/30

    4,495,000        4,739,747   

Agency Sponsored Mortgage - Backed—(Continued)

  

Ginnie Mae II 30 Yr. Pool
3.000%, 08/20/45

    14,905,043      15,460,144   

3.000%, 09/20/45

    3,517,732        3,648,741   

3.500%, 07/20/45

    4,472,118        4,732,368   

3.500%, 10/20/45

    9,599,731        10,158,376   

3.500%, 01/20/46

    3,540,464        3,746,497   

3.500%, 02/20/46

    11,812,321        12,499,725   

3.500%, TBA (a)

    15,675,000        16,566,516   

4.000%, 10/20/45

    7,779,548        8,327,586   

4.500%, 02/20/46

    4,264,207        4,585,581   
   

 

 

 
      544,648,197   
   

 

 

 

Federal Agencies—4.7%

   

Federal Farm Credit Bank
0.650%, 05/30/17 (b)

    20,280,000        20,284,685   

Federal Home Loan Bank
1.250%, 06/28/30 (c)

    8,190,000        8,226,658   

Federal Home Loan Mortgage Corp.
0.437%, 04/20/17 (b)

    20,520,000        20,499,542   

Federal National Mortgage Association
0.451%, 10/05/17 (b)

    20,625,000        20,572,282   

0.452%, 07/20/17 (b)

    20,535,000        20,508,346   
   

 

 

 
      90,091,513   
   

 

 

 

U.S. Treasury—27.2%

   

U.S. Treasury Bonds
2.500%, 02/15/46 (d)

    35,550,000        34,662,636   

U.S. Treasury Inflation Indexed Bonds
0.750%, 02/15/45 (d) (e)

    52,917,704        51,197,191   

U.S. Treasury Inflation Indexed Notes
0.250%, 01/15/25 (e)

    34,627,270        34,918,970   

0.375%, 07/15/25 (e)

    3,931,026        4,016,863   

U.S. Treasury Notes
0.750%, 10/31/17

    140,895,000        140,944,595   

0.750%, 02/28/18 (d)

    50,105,000        50,116,725   

1.250%, 03/31/21

    123,405,000        123,515,818   

1.375%, 01/31/21 (d)

    59,380,000        59,806,823   

1.625%, 02/15/26 (d)

    28,375,000        27,962,683   
   

 

 

 
      527,142,304   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $1,152,477,852)

      1,161,882,014   
   

 

 

 
Corporate Bonds & Notes—20.3%   

Airlines—0.6%

   

America West Airlines Pass-Through Trust
7.100%, 04/02/21

    795,031        847,701   

8.057%, 07/02/20

    579,115        637,026   

American Airlines Pass-Through Trust
4.000%, 07/15/25

    1,707,123        1,756,203   

Continental Airlines Pass-Through Trust
6.545%, 02/02/19

    2,483,673        2,624,993   

 

MIST-389


Table of Contents

Met Investors Series Trust

TCW Core Fixed Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Airlines—(Continued)

  

JetBlue Airways Pass-Through Trust
0.993%, 08/15/16 (b)

    153,836      $ 153,067   

1.067%, 11/15/16 (b)

    463,000        458,949   

U.S. Airways Pass-Through Trust
6.250%, 04/22/23

    2,376,774        2,614,452   

7.076%, 03/20/21

    1,526,486        1,621,891   
   

 

 

 
      10,714,282   
   

 

 

 

Auto Manufacturers—0.4%

   

Ford Motor Credit Co. LLC
3.336%, 03/18/21

    3,500,000        3,601,654   

General Motors Co.
4.875%, 10/02/23

    1,800,000        1,886,202   

6.750%, 04/01/46

    1,925,000        2,188,278   
   

 

 

 
      7,676,134   
   

 

 

 

Banks—6.8%

   

Bank of America Corp.
2.625%, 10/19/20

    2,815,000        2,834,615   

3.750%, 07/12/16

    2,556,000        2,574,638   

4.125%, 01/22/24

    3,090,000        3,273,194   

4.875%, 04/01/44

    900,000        980,700   

5.000%, 01/21/44

    4,000,000        4,414,608   

5.700%, 01/24/22

    3,000,000        3,444,759   

6.000%, 09/01/17

    700,000        739,794   

Bank of America N.A.
5.300%, 03/15/17

    5,500,000        5,691,840   

Bank of New York Mellon Corp. (The)
2.500%, 04/15/21 (d)

    3,190,000        3,252,996   

Barclays plc
3.650%, 03/16/25

    1,567,000        1,469,309   

4.375%, 01/12/26

    3,905,000        3,832,055   

Capital One N.A.
1.650%, 02/05/18

    755,000        749,562   

2.400%, 09/05/19

    1,850,000        1,844,835   

Chase Capital VI
1.241%, 08/01/28 (b)

    2,000,000        1,550,000   

Citigroup, Inc.
1.300%, 04/01/16

    3,000,000        3,000,000   

1.300%, 11/15/16

    4,000,000        4,005,104   

Credit Suisse Group Funding Guernsey, Ltd.
3.800%, 09/15/22

    4,335,000        4,314,517   

4.875%, 05/15/45

    1,600,000        1,524,296   

Discover Bank
2.000%, 02/21/18

    1,000,000        994,807   

2.600%, 11/13/18

    2,085,000        2,090,231   

3.100%, 06/04/20

    3,000,000        3,021,996   

Goldman Sachs Group, Inc. (The)
1.288%, 05/22/17 (b)

    1,000,000        999,264   

2.236%, 11/29/23 (b)

    4,800,000        4,785,648   

3.750%, 02/25/26 (d)

    5,000,000        5,127,870   

6.150%, 04/01/18

    485,000        524,670   

6.250%, 09/01/17

    2,830,000        3,012,136   

HBOS plc
6.750%, 05/21/18 (144A)

    1,645,000        1,778,791   

Banks—(Continued)

  

JPMorgan Chase & Co.
2.550%, 10/29/20 (d)

    4,280,000      4,337,652   

6.300%, 04/23/19

    3,415,000        3,862,191   

JPMorgan Chase Bank N.A.
0.962%, 06/13/16 (b)

    2,000,000        2,000,166   

6.000%, 10/01/17

    3,015,000        3,200,905   

JPMorgan Chase Capital XIII
1.579%, 09/30/34 (b)

    2,300,000        1,811,020   

JPMorgan Chase Capital XXI
1.563%, 02/02/37 (b) (d)

    3,000,000        2,103,750   

Morgan Stanley
3.875%, 01/27/26

    7,000,000        7,302,463   

4.300%, 01/27/45 (d)

    2,000,000        2,012,482   

5.450%, 01/09/17

    4,000,000        4,126,724   

5.625%, 09/23/19

    4,050,000        4,506,710   

6.625%, 04/01/18

    475,000        518,954   

7.300%, 05/13/19

    1,000,000        1,150,918   

Royal Bank of Scotland Group plc
1.875%, 03/31/17

    470,000        469,069   

6.400%, 10/21/19 (d)

    2,500,000        2,804,893   

UBS AG
1.375%, 06/01/17

    7,000,000        6,991,019   

UBS Group Funding Jersey, Ltd.
4.125%, 09/24/25 (144A)

    2,055,000        2,057,930   

Wells Fargo & Co.
2.600%, 07/22/20

    5,175,000        5,295,479   

Wells Fargo Bank N.A.
0.828%, 05/16/16 (b)

    5,381,000        5,378,918   
   

 

 

 
      131,763,478   
   

 

 

 

Beverages—0.4%

   

Anheuser-Busch InBev Finance, Inc.
3.650%, 02/01/26

    1,900,000        1,998,065   

4.900%, 02/01/46

    5,011,000        5,600,103   
   

 

 

 
      7,598,168   
   

 

 

 

Biotechnology—0.6%

   

Amgen, Inc.
2.300%, 06/15/16

    3,570,000        3,580,196   

Biogen, Inc.
5.200%, 09/15/45 (d)

    3,100,000        3,438,498   

Celgene Corp.
3.875%, 08/15/25

    3,100,000        3,257,902   

Gilead Sciences, Inc.
3.650%, 03/01/26

    1,880,000        1,997,752   
   

 

 

 
      12,274,348   
   

 

 

 

Computers—0.3%

   

Apple, Inc.
4.375%, 05/13/45

    1,860,000        1,947,543   

4.650%, 02/23/46

    3,145,000        3,433,252   
   

 

 

 
      5,380,795   
   

 

 

 

 

MIST-390


Table of Contents

Met Investors Series Trust

TCW Core Fixed Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Diversified Financial Services—0.8%

  

Capital One Bank USA N.A.
1.200%, 02/13/17

    1,475,000      $ 1,472,116   

International Lease Finance Corp.
6.750%, 09/01/16 (144A)

    2,000,000        2,030,000   

7.125%, 09/01/18 (144A)

    5,850,000        6,376,500   

Protective Life Global Funding
2.700%, 11/25/20 (144A)

    3,045,000        3,093,425   

Visa, Inc.
3.150%, 12/14/25

    2,500,000        2,609,687   
   

 

 

 
      15,581,728   
   

 

 

 

Electric—2.9%

   

Appalachian Power Co.
4.450%, 06/01/45 (d)

    2,200,000        2,268,383   

Duke Energy Carolinas LLC
4.250%, 12/15/41

    3,300,000        3,527,406   

Duke Energy Progress LLC
3.250%, 08/15/25 (d)

    5,215,000        5,470,973   

4.100%, 05/15/42

    1,000,000        1,039,884   

4.100%, 03/15/43

    2,325,000        2,413,213   

Duquesne Light Holdings, Inc.
6.400%, 09/15/20 (144A)

    3,250,000        3,721,786   

El Paso Electric Co.
3.300%, 12/15/22

    825,000        813,688   

Entergy Corp.
4.000%, 07/15/22

    4,000,000        4,241,708   

Exelon Corp.
1.550%, 06/09/17 (d)

    4,075,000        4,068,509   

FirstEnergy Transmission LLC
4.350%, 01/15/25 (144A)

    4,000,000        4,171,492   

Florida Power & Light Co.
4.050%, 10/01/44

    590,000        630,278   

International Transmission Co.
4.625%, 08/15/43 (144A)

    2,750,000        2,928,945   

IPALCO Enterprises, Inc.
5.000%, 05/01/18

    560,000        588,000   

Jersey Central Power & Light Co.
5.625%, 05/01/16

    1,082,000        1,084,967   

MidAmerican Energy Co.
4.800%, 09/15/43

    905,000        1,053,122   

NextEra Energy Capital Holdings, Inc.
1.586%, 06/01/17

    4,000,000        4,003,308   

2.056%, 09/01/17

    1,000,000        1,005,401   

PacifiCorp
3.350%, 07/01/25 (d)

    2,000,000        2,108,750   

Public Service Co. of New Mexico
3.850%, 08/01/25 (d)

    3,135,000        3,267,689   

Public Service Electric & Gas Co.
4.050%, 05/01/45

    3,000,000        3,126,954   

Southwestern Electric Power Co.
6.450%, 01/15/19

    2,000,000        2,234,350   

Xcel Energy, Inc.
3.300%, 06/01/25 (d)

    2,375,000        2,435,558   
   

 

 

 
      56,204,364   
   

 

 

 

Food—0.2%

   

Kraft Heinz Foods Co.
5.200%, 07/15/45 (144A) (d)

    3,270,000      3,658,767   
   

 

 

 

Gas—0.1%

   

Laclede Group, Inc. (The)
4.700%, 08/15/44

    1,944,000        1,852,150   
   

 

 

 

Healthcare-Services—0.2%

   

Hartford HealthCare Corp.
5.746%, 04/01/44

    1,000,000        1,163,797   

Northwell Healthcare, Inc.
4.800%, 11/01/42

    1,600,000        1,662,266   

UnitedHealth Group, Inc.
3.750%, 07/15/25

    850,000        915,860   
   

 

 

 
      3,741,923   
   

 

 

 

Insurance—1.0%

   

Berkshire Hathaway Finance Corp.
4.400%, 05/15/42 (d)

    3,700,000        4,004,192   

Berkshire Hathaway, Inc.
4.500%, 02/11/43

    1,455,000        1,589,880   

Farmers Exchange Capital III
5.454%, 10/15/54 (144A) (b)

    3,530,000        3,353,500   

Jackson National Life Global Funding
2.600%, 12/09/20 (144A)

    3,060,000        3,099,315   

Teachers Insurance & Annuity Association of America
4.375%, 09/15/54 (144A) (b)

    3,500,000        3,524,542   

ZFS Finance USA Trust II
6.450%, 12/15/65 (144A) (b)

    3,750,000        3,742,500   
   

 

 

 
      19,313,929   
   

 

 

 

Media—0.4%

   

CCO Safari LLC
6.484%, 10/23/45 (144A)

    5,215,000        5,802,866   

Comcast Corp.
4.400%, 08/15/35

    1,500,000        1,625,115   
   

 

 

 
      7,427,981   
   

 

 

 

Oil & Gas—0.4%

   

Anadarko Petroleum Corp.
4.500%, 07/15/44 (d)

    620,000        486,351   

BP Capital Markets plc
3.506%, 03/17/25 (d)

    1,060,000        1,076,058   

Devon Energy Corp.
5.000%, 06/15/45 (d)

    815,000        608,289   

Exxon Mobil Corp.
3.567%, 03/06/45 (d)

    2,775,000        2,698,202   

Noble Energy, Inc.
5.050%, 11/15/44 (d)

    1,050,000        894,290   

Shell International Finance B.V.
4.375%, 05/11/45

    2,750,000        2,757,901   
   

 

 

 
      8,521,091   
   

 

 

 

 

MIST-391


Table of Contents

Met Investors Series Trust

TCW Core Fixed Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Pharmaceuticals—0.5%

  

AbbVie, Inc.
1.800%, 05/14/18

    3,500,000      $ 3,523,506   

Actavis Funding SCS
3.800%, 03/15/25

    2,285,000        2,378,098   

4.750%, 03/15/45 (d)

    2,000,000        2,103,410   

AstraZeneca plc
3.375%, 11/16/25

    1,620,000        1,678,051   
   

 

 

 
      9,683,065   
   

 

 

 

Pipelines—1.5%

   

Boardwalk Pipelines L.P.
5.750%, 09/15/19

    4,950,000        4,944,550   

Columbia Pipeline Group, Inc.
2.450%, 06/01/18 (144A)

    2,250,000        2,227,401   

Enbridge Energy Partners L.P.
5.875%, 10/15/25 (d)

    2,000,000        2,016,700   

Energy Transfer Partners L.P.
2.500%, 06/15/18

    2,500,000        2,419,917   

5.150%, 03/15/45

    5,065,000        3,937,318   

5.200%, 02/01/22

    1,700,000        1,613,169   

6.500%, 02/01/42

    700,000        635,504   

EnLink Midstream Partners L.P.
4.150%, 06/01/25

    1,700,000        1,319,129   

Enterprise Products Operating LLC
4.900%, 05/15/46

    1,250,000        1,201,489   

Spectra Energy Partners L.P.
2.950%, 06/15/16

    1,963,000        1,965,395   

TC PipeLines L.P.
4.650%, 06/15/21

    3,840,000        3,716,740   

Texas Eastern Transmission L.P.
2.800%, 10/15/22 (144A)

    3,275,000        3,109,606   
   

 

 

 
      29,106,918   
   

 

 

 

Real Estate—0.2%

   

WEA Finance LLC / Westfield UK & Europe Finance plc
2.700%, 09/17/19 (144A)

    4,665,000        4,696,708   
   

 

 

 

Real Estate Investment Trusts—1.3%

  

Alexandria Real Estate Equities, Inc.
2.750%, 01/15/20

    475,000        474,129   

4.600%, 04/01/22

    1,292,000        1,392,471   

HCP, Inc.
4.000%, 12/01/22

    1,000,000        1,005,003   

4.000%, 06/01/25

    975,000        936,967   

4.250%, 11/15/23

    3,216,000        3,228,633   

Healthcare Realty Trust, Inc.
3.750%, 04/15/23

    1,850,000        1,819,187   

5.750%, 01/15/21

    538,000        598,027   

Realty Income Corp.
5.950%, 09/15/16

    2,126,000        2,163,830   

Regency Centers L.P.
5.875%, 06/15/17

    750,000        786,246   

SL Green Realty Corp.
5.000%, 08/15/18

    1,500,000        1,575,405   

Real Estate Investment Trusts—(Continued)

  

Ventas Realty L.P.
4.125%, 01/15/26

    4,750,000      4,877,580   

Welltower, Inc.
4.250%, 04/01/26

    5,000,000        5,066,830   

6.200%, 06/01/16

    440,000        443,454   
   

 

 

 
      24,367,762   
   

 

 

 

Retail—0.5%

   

CVS Health Corp.
5.125%, 07/20/45

    4,135,000        4,788,835   

Wal-Mart Stores, Inc.
4.300%, 04/22/44

    1,000,000        1,118,222   

4.750%, 10/02/43

    1,400,000        1,650,293   

Walgreens Boots Alliance, Inc.
4.800%, 11/18/44 (d)

    2,300,000        2,285,784   
   

 

 

 
      9,843,134   
   

 

 

 

Software—0.3%

   

Microsoft Corp.
3.125%, 11/03/25

    4,245,000        4,457,653   

3.750%, 02/12/45 (d)

    2,330,000        2,307,970   
   

 

 

 
      6,765,623   
   

 

 

 

Telecommunications—0.8%

   

AT&T, Inc.
4.350%, 06/15/45

    1,500,000        1,374,144   

4.750%, 05/15/46

    4,175,000        4,072,533   

Verizon Communications, Inc.
2.500%, 09/15/16

    2,000,000        2,015,402   

4.862%, 08/21/46

    7,400,000        7,803,455   
   

 

 

 
      15,265,534   
   

 

 

 

Transportation—0.1%

   

Burlington Northern Santa Fe LLC
4.550%, 09/01/44 (d)

    1,605,000        1,739,212   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $386,983,494)

      393,177,094   
   

 

 

 
Asset-Backed Securities—10.8%   

Asset-Backed - Credit Card—0.3%

  

Chase Issuance Trust
0.636%, 05/15/18 (b)

    5,215,000        5,214,478   
   

 

 

 

Asset-Backed - Home Equity—2.5%

  

Asset Backed Securities Corp. Home Equity Loan Trust
0.593%, 05/25/36 (b)

    3,772,660        3,514,772   

Asset-Backed Funding Certificates Trust
1.063%, 03/25/35 (b)

    6,912,658        6,722,451   

JPMorgan Mortgage Acquisition Corp.
0.903%, 06/25/35 (b)

    8,803,000        8,172,095   

 

MIST-392


Table of Contents

Met Investors Series Trust

TCW Core Fixed Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Asset-Backed - Home Equity—(Continued)

  

MASTR Asset-Backed Securities Trust
0.843%, 06/25/35 (b)

    5,996,835      $ 5,979,093   

New Century Home Equity Loan Trust
1.213%, 08/25/34 (b)

    10,791,089        10,080,786   

Option One Mortgage Loan Trust
1.093%, 05/25/35 (b)

    5,184,531        4,951,358   

Wells Fargo Home Equity Trust
0.863%, 04/25/35 (b)

    8,215,000        8,074,991   
   

 

 

 
      47,495,546   
   

 

 

 

Asset-Backed - Other—2.5%

  

Citigroup Mortgage Loan Trust, Inc.
1.108%, 05/25/35 (b)

    6,613,086        6,515,527   

Dryden Senior Loan Fund
1.970%, 04/18/26 (144A) (b)

    5,185,000        5,127,851   

Encore Credit Receivables Trust
0.853%, 01/25/36 (b)

    6,145,532        6,113,427   

GSAMP Trust
1.113%, 10/25/34 (b)

    5,990,930        5,583,602   

HSI Asset Securitization Corp. Trust
0.623%, 12/25/35 (b)

    4,844,894        4,768,382   

Long Beach Mortgage Loan Trust
1.228%, 02/25/35 (b)

    5,986,307        5,951,172   

Magnetite, Ltd.
2.039%, 07/25/26 (144A) (b)

    5,000,000        4,962,710   

Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
1.108%, 06/25/35 (b)

    3,499,544        3,492,829   

1.183%, 03/25/35 (b)

    3,665,401        3,651,727   

Voya CLO, Ltd.
2.070%, 07/17/26 (144A) (b)

    2,850,000        2,829,021   
   

 

 

 
      48,996,248   
   

 

 

 

Asset-Backed - Student Loan—5.5%

  

Education Loan Asset-Backed Trust I
1.233%, 06/25/26 (144A) (b)

    8,742,141        8,677,560   

Navient Student Loan Trust
1.933%, 10/25/58 (b)

    2,470,000        2,037,307   

Nelnet Student Loan Trust
1.033%, 02/26/46 (144A) (b)

    5,295,000        5,048,942   

SLC Student Loan Trust
0.744%, 03/15/27 (b)

    2,450,000        2,350,038   

0.794%, 12/15/38 (b)

    8,310,000        6,853,652   

0.794%, 09/15/39 (b)

    11,000,000        9,411,348   

SLM Student Loan Trust
0.679%, 01/25/22 (b)

    10,320,000        9,639,021   

0.769%, 10/25/29 (b)

    10,200,000        9,592,597   

1.033%, 11/25/27 (b)

    6,471,156        6,372,754   

1.169%, 04/27/26 (144A) (b)

    10,000,000        9,813,796   

1.183%, 05/26/26 (b)

    9,890,000        9,483,028   

1.183%, 01/25/45 (144A) (b)

    4,901,624        4,592,984   

1.369%, 10/25/40 (b)

    10,240,000        9,511,876   

2.119%, 04/25/23 (b)

    1,712,636        1,693,488   

2.233%, 09/25/43 (b)

    5,800,000        5,079,744   

Asset-Backed - Student Loan—(Continued)

  

Wachovia Student Loan Trust
0.789%, 04/25/40 (144A) (b)

    7,500,000      6,532,418   
   

 

 

 
      106,690,553   
   

 

 

 

Total Asset-Backed Securities
(Cost $213,363,719)

      208,396,825   
   

 

 

 
Mortgage-Backed Securities—7.3%   

Collateralized Mortgage Obligations—4.0%

  

Citigroup Mortgage Loan Trust, Inc.
0.642%, 05/20/47 (144A) (b)

    4,227,294        4,039,209   

Credit Suisse Mortgage Trust
0.676%, 05/27/37 (144A) (b)

    3,883,437        3,822,509   

0.716%, 04/27/47 (144A) (b)

    4,551,121        4,348,790   

1.066%, 09/27/46 (144A)

    4,556,466        4,429,428   

2.403%, 01/27/36 (144A) (b)

    1,957,250        1,972,938   

Morgan Stanley Mortgage Loan Trust
0.703%, 09/25/35 (b)

    4,270,626        4,200,418   

Morgan Stanley Resecuritization Trust
0.886%, 08/26/47 (144A) (b)

    8,274,070        7,874,055   

2.653%, 01/26/51 (144A) (b)

    7,234,180        7,176,505   

Nomura Resecuritization Trust
0.696%, 02/25/37 (144A) (b)

    4,134,384        3,973,530   

0.736%, 08/26/37 (144A) (b)

    4,394,481        4,221,059   

2.880%, 03/26/37 (144A) (b)

    8,220,937        8,253,811   

Structured Adjustable Rate Mortgage Loan Trust
1.108%, 01/25/35 (b)

    6,310,043        6,103,978   

2.699%, 03/25/34 (b)

    9,079,926        9,004,297   

WaMu Mortgage Pass-Through Certificates Trust
0.723%, 10/25/45 (b)

    9,126,450        8,389,823   
   

 

 

 
      77,810,350   
   

 

 

 

Commercial Mortgage-Backed Securities—3.3%

  

225 Liberty Street Trust
3.597%, 02/10/36 (144A)

    1,865,000        1,977,290   

Banc of America Commercial Mortgage Trust
5.492%, 02/10/51

    5,680,792        5,873,239   

Citigroup Commercial Mortgage Trust
3.251%, 05/10/35 (144A)

    1,880,000        1,951,647   

Commercial Mortgage Trust
3.178%, 02/10/35 (144A)

    1,995,000        2,054,216   

3.545%, 02/10/36 (144A) (b)

    1,865,000        1,959,767   

4.353%, 08/10/30 (144A)

    1,845,000        2,054,864   

DBRR Trust
4.537%, 07/12/44 (144A) (b)

    3,000,000        3,295,083   

DBUBS Mortgage Trust
3.386%, 07/10/44 (144A)

    7,869,590        7,876,169   

GS Mortgage Securities Trust
2.539%, 01/10/45

    8,467,534        8,498,702   

JPMorgan Chase Commercial Mortgage Securities Trust
2.206%, 05/15/45

    3,847,175        3,865,620   

4.311%, 08/05/32 (144A)

    8,448,000        9,083,592   

 

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Table of Contents

Met Investors Series Trust

TCW Core Fixed Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

Mortgage-Backed Securities—(Continued)

 

Security Description   Principal
Amount*/
Shares
    Value  

Commercial Mortgage-Backed Securities—(Continued)

  

Morgan Stanley Bank of America Merrill Lynch Trust
0.738%, 02/15/46

    3,175,035      $ 3,169,005   

Morgan Stanley Capital Trust
0.596%, 04/15/49 (b)

    6,268,945        6,258,668   

4.700%, 09/15/47 (144A)

    1,469,038        1,564,843   

RBS Commercial Funding, Inc. Trust
3.834%, 01/13/32 (144A) (b)

    1,940,000        2,094,339   

UBS-Barclays Commercial Mortgage Trust
1.006%, 05/10/63

    708,214        707,835   

WF-RBS Commercial Mortgage Trust
3.240%, 03/15/44 (144A)

    513,416        513,190   
   

 

 

 
      62,798,069   
   

 

 

 

Total Mortgage-Backed Securities
(Cost $141,525,080)

      140,608,419   
   

 

 

 
Municipals—0.5%   

New York City Transitional Finance Authority, Future Tax Secured Revenue
5.267%, 05/01/27

    2,150,000        2,555,855   

New York City Water & Sewer System
5.440%, 06/15/43

    1,250,000        1,599,350   

6.011%, 06/15/42

    1,300,000        1,782,027   

New York City, General Obligation Unlimited, Build America Bonds
5.968%, 03/01/36

    1,750,000        2,245,530   

6.271%, 12/01/37

    1,575,000        2,115,556   
   

 

 

 

Total Municipals
(Cost $9,936,221)

      10,298,318   
   

 

 

 
Short-Term Investments—20.7%   

Mutual Funds—16.5%

  

SSGA Prime Money Market Fund
0.413% (f)

    47,966,406        47,966,406   

State Street Navigator Securities Lending MET Portfolio (g)

    270,912,483        270,912,483   
   

 

 

 
      318,878,889   
   

 

 

 

U.S. Treasury—4.2%

  

U.S. Treasury Bills
0.163%, 04/07/16 (d) (h) (i)

    44,370,000        44,368,613   

0.245%, 04/14/16 (d) (h)

    12,200,000        12,198,854   

U.S. Treasury—(Continued)

  

U.S. Treasury Bills

   

0.246%, 04/21/16 (d) (h)

    10,410,000      10,408,525   

0.444%, 08/18/16 (h)

    14,535,000        14,510,307   
   

 

 

 
      81,486,299   
   

 

 

 

Total Short-Term Investments
(Cost $400,365,188)

      400,365,188   
   

 

 

 

Total Investments—119.7%
(Cost $2,304,651,554) (j)

      2,314,727,858   

Other assets and liabilities (net)—(19.7)%

      (380,809,093
   

 

 

 
Net Assets—100.0%     $ 1,933,918,765   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) TBA (To Be Announced) Securities are purchased on a forward commitment basis with an approximate principal amount and no defined maturity date. The actual principal and maturity date will be determined upon settlement date.
(b) Variable or floating rate security. The stated rate represents the rate at March 31, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(c) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(d) All or a portion of the security was held on loan. As of March 31, 2016, the market value of securities loaned was $265,185,816 and the collateral received consisted of cash in the amount of $270,912,483. The cash collateral is invested in a money market fund managed by an affiliate of the custodian.
(e) Principal amount of security is adjusted for inflation.
(f) The rate shown represents the annualized seven-day yield as of March 31, 2016.
(g) Represents investment of cash collateral received from securities on loan as of March 31, 2016.
(h) The rate shown represents current yield to maturity.
(i) All or a portion of the security was pledged as collateral against open futures contracts. As of March 31, 2016, the market value of securities pledged was $714,978.
(j) As of March 31, 2016, the aggregate cost of investments was $2,304,651,554. The aggregate unrealized appreciation and depreciation of investments were $22,013,369 and $(11,937,065), respectively, resulting in net unrealized appreciation of $10,076,304.
(144A)— Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of March 31, 2016, the market value of 144A securities was $191,496,190, which is 9.9% of net assets.
(ACES)— Alternative Credit Enhancement Securities
(CLO)— Collateralized Loan Obligation

 

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Table of Contents

Met Investors Series Trust

TCW Core Fixed Income Portfolio

Schedule of Investments as of March 31, 2016 (Unaudited)

 

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Appreciation
 

U.S. Treasury Note 2 Year Futures

     06/30/16         296         USD         64,643,778       $ 106,221   

U.S. Treasury Note 5 Year Futures

     06/30/16         556         USD         67,310,663         56,556   
              

 

 

 

Net Unrealized Appreciation

  

   $ 162,777   
              

 

 

 

 

(USD)— United States Dollar

Fair Value Hierarchy

Accounting principles generally accepted in the United States of America (“GAAP”) define fair market value as the price that the Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into three levels. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

Level 1 - unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are either active or inactive; inputs other than quoted prices that are observable such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, default rates, or other market corroborated inputs)

Level 3 - significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are unavailable (including the Portfolio’s own assumptions used in determining the fair value of investments and derivative financial instruments)

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in them. Changes to the inputs or methodologies used may result in transfers between levels, which will be recognized as of the beginning of the reporting period. Information on transfers between Level 1 and Level 2, if any, will be disclosed following the fair value hierarchy table below. A reconciliation of Level 3 securities, if any, will also be disclosed following the fair value hierarchy table. For more information about the Portfolio’s policy regarding the valuation of investments, please refer to the Notes to Schedule of Investments.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of March 31, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total U.S. Treasury & Government Agencies*

   $ —         $ 1,161,882,014      $ —         $ 1,161,882,014   

Total Corporate Bonds & Notes*

     —           393,177,094        —           393,177,094   

Total Asset-Backed Securities*

     —           208,396,825        —           208,396,825   

Total Mortgage-Backed Securities*

     —           140,608,419        —           140,608,419   

Total Municipals

     —           10,298,318        —           10,298,318   
Short-Term Investments           

Mutual Funds

     318,878,889         —          —           318,878,889   

U.S. Treasury

     —           81,486,299        —           81,486,299   

Total Short-Term Investments

     318,878,889         81,486,299        —           400,365,188   

Total Investments

   $ 318,878,889       $ 1,995,848,969      $ —         $ 2,314,727,858   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (270,912,483   $ —         $ (270,912,483
Futures Contracts           

Futures Contracts (Unrealized Appreciation)

   $ 162,777       $ —        $ —         $ 162,777   

 

* See Schedule of Investments for additional detailed categorizations.

 

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Met Investors Series Trust

Notes to the Schedule of Investments

Investment Valuation and Fair Value Measurements:

 

Debt securities, including corporate, convertible and municipal bonds and notes; obligations of the U.S. treasury and U.S. government agencies; sovereign issues; and non-U.S. bonds, are generally valued on the basis of evaluated or composite bid quotations obtained from independent pricing services and/or brokers and dealers selected by MetLife Advisers, LLC (the “Adviser”), an affiliate of MetLife, Inc., pursuant to authorization of and subject to general oversight by the Board of Trustees (the “Board” or “Trustees”) of the Met Investors Series Trust (the “Trust”). Such quotations utilize matrix pricing, which considers observable inputs including, among other things, issuer details, maturity dates, interest rates, yield curves, rates of prepayment, credit risks/spreads, default rates, reported trades, broker dealer quotes and quoted prices for similar assets. Floating rate loans are valued at the average of aggregate bid and ask quotations supplied by brokers or dealers in the loans, as obtained from an independent pricing service. Securities that use similar valuation techniques and inputs as described above are generally categorized as Level 2 within the fair value hierarchy.

Mortgage and asset-backed securities are usually issued as separate tranches, or classes, of securities within each deal. These securities are also generally valued on the basis of evaluated or composite bid quotations obtained from independent pricing services and/or brokers and dealers selected by the Adviser pursuant to authorization of and subject to general oversight by the Board. The pricing models for these securities usually consider tranche-level attributes, current market data, estimated cash flows and market based yield spreads for each tranche and incorporate deal collateral performance, as available. Mortgage and asset-backed securities that use similar valuation techniques and inputs as described above are generally categorized as Level 2 within the fair value hierarchy.

Short-term obligations with a remaining maturity of sixty days or less are generally valued at amortized cost, as long as the amortized cost value is approximately the same as the fair value of the instrument, and are generally categorized as Level 2 within the fair value hierarchy.

Domestic and foreign equity securities, such as common stock, exchange-traded funds, rights, warrants, and preferred stock, that are traded on a securities exchange are generally valued at their last sale price or official closing price on the exchange or market in which they are principally traded on the valuation date, or, if no sales occurred on that day, at the last reported bid price. Equity securities traded over-the-counter (“OTC”) are generally valued at the last reported sale price. Valuation adjustments may be applied to certain foreign equity securities that are traded solely on foreign exchanges that close before the close of the U.S. market to account for the market movement between the close of the foreign exchanges and the close of the U.S. market. The Portfolio may use a systematic fair valuation model provided by an independent third party to value securities principally traded in these foreign markets in order to adjust for possible stale pricing that may occur between the close of the foreign exchanges and the time of the Portfolio valuation. Foreign equity securities using these valuation adjustments are generally categorized as Level 2 within the fair value hierarchy. Equity securities that are actively traded, and have no valuation adjustments applied, are categorized as Level 1 within the fair value hierarchy. Other equity securities traded on inactive markets, or valued in reference to similar instruments traded on active markets, are generally categorized as Level 2 within the fair value hierarchy.

Investments in registered open-end management investment companies are valued at reported net asset value per share on the valuation date and are categorized as Level 1 within the fair value hierarchy.

Forward foreign currency exchange contracts are valued through an independent pricing service based on the mean between closing bid and ask prices of the forward currency rates in the London foreign exchange markets on a daily basis as provided by a reliable bank or broker-dealer. These contracts are generally categorized as Level 2 within the fair value hierarchy.

Options, whether on securities, indices, futures contracts, or otherwise, traded on exchanges are valued at the last sale price available as of the close of business on the valuation date or, if there is no such price available, at the last reported bid price. These types of options are categorized as Level 1 within the fair value hierarchy. Futures contracts that are traded on commodity exchanges are valued at their closing prices as of the close of such exchanges and are categorized as Level 1 within the fair value hierarchy.

Options, including swaptions, and futures contracts that are traded OTC are generally valued on the basis of quotations provided by broker-dealers or prices provided by pricing service providers who use a series of techniques, including simulation pricing models, to determine the value of the contracts. The pricing models use inputs that are observed from actively quoted markets such as issuer details, indices, spreads, interest rates, yield curves, credit curves, measures of volatility and exchange rates. These contracts are generally categorized as Level 2 within the fair value hierarchy.

Swap contracts (other than centrally cleared swaps) are marked-to-market daily based on quotations and prices supplied by market makers, broker-dealers and other pricing services. Such quotations and prices are derived utilizing observable data, including the underlying reference securities or indices, credit spread quotations and expected default recovery rates determined by the pricing service. These contracts are generally categorized as Level 2 within the fair value hierarchy.

 

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Met Investors Series Trust

Notes to the Schedule of Investments

Investment Valuation and Fair Value Measurements—(Continued)

 

Centrally cleared swaps listed or traded on a multilateral or trade facility platform, such as a registered exchange, are valued at the daily settlement price determined by the respective exchange or an independent pricing service when the exchange price is not available. For centrally cleared credit default swaps, the clearing facility requires its members to provide actionable price levels across complete term structures. These levels along with external third party prices are used to produce daily settlement prices. These securities are categorized as Level 2 within the fair value hierarchy. Centrally cleared interest rate swaps are valued using a pricing model that references the underlying rates, including the overnight index swap rate and London Interbank Offered Rate (“LIBOR”) forward rate to produce the daily settlement price. These securities are categorized as Level 2 within the fair value hierarchy.

If no current market value quotation or other observable inputs are readily available or market value quotations are deemed to be unreliable for an investment, the fair value of the investment will be determined in accordance with procedures approved by and under the general supervision of the Board. In such a circumstance, the Board will be assisted in its responsibility to determine the fair value of an investment by the Valuation Committee (“Committee”) of the Adviser. The Committee provides general pricing oversight and fair value pricing determinations related to portfolio securities and meets on a regular basis to review reports relating to the valuation of the securities in each Portfolio. The Board has delegated to State Street Bank and Trust Company, the Trust’s custodian (“custodian”), the responsibility for calculating the net asset values (“NAVs”) of the Trust’s Portfolios. The Committee is responsible for overseeing the calculation of the NAVs of the Portfolios by the custodian. The Committee also periodically reviews pricing vendors, including the vendor providing fair value pricing for the Portfolio’s foreign securities, and is responsible for overseeing the correction of pricing errors and addressing other pricing issues that arise in the ordinary course of business, such as making real-time fair value determinations, as necessary.

No single standard for determining the fair value of an investment can be set forth because fair value depends upon the facts and circumstances with respect to each investment. Information relating to any relevant factors may be obtained by the Committee from any appropriate source, including the subadviser of a Portfolio, the custodian, a pricing service, market maker and/or broker for such security or the issuer. Appropriate methodologies for determining fair value under particular circumstances may include: matrix pricing, a discounted cash flow analysis, comparisons of securities with comparable characteristics, value based on multiples of earnings, discount from market price of similar marketable securities or a combination of these and other methods.

For information regarding a Portfolio’s other significant accounting policies, please refer to the Portfolio’s most recent Semiannual or Annual Report.

 

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Item 2. Controls and Procedures.

(a) The Principal Executive Officer and Principal Financial Officer of the registrant have concluded, based on their evaluation of the effectiveness of the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “Act”)) as of a date within 90 days of the filing date of this report on Form N-Q, that the design and operation of such procedures provide reasonable assurance that information required to be disclosed by the registrant in this report on Form N-Q is recorded, processed, summarized, and reported within the time periods specified in the Securities and Exchange Commission’s rules and forms.

(b) There has been no change in the registrant’s internal controls over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the registrant’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

 

Item 3. Exhibits.

See attached Exhibits 3(a) and 3(b) as required by Rule 30a-2(a) under the Act.


Table of Contents

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

MET INVESTORS SERIES TRUST
By:   /s/ Elizabeth M. Forget
  Elizabeth M. Forget
  President, Chief Executive Officer and Chairman of the Boards
Date:   May 23, 2016

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

By:   /s/ Elizabeth M. Forget
  Elizabeth M. Forget
  President, Chief Executive Officer and Chairman of the Boards
Date:   May 23, 2016
By:   /s/ Peter H. Duffy
  Peter H. Duffy
  Chief Financial Officer and Treasurer
Date:   May 23, 2016