N-Q 1 d269105dnq.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)    Copy to:

Peter H. Duffy

MetLife Advisers, LLC

One Financial Center

Boston, Massachusetts 02111

  

Brian McCabe, Esq.

Ropes & Gray LLP

Prudential Tower

800 Boylston Street

Boston, MA 02199

 

 

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 September 30, 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

     
           
     

September 30, 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-28

American Funds Balanced Allocation Portfolio

   MIST-38

American Funds Growth Allocation Portfolio

   MIST-39

American Funds Growth Portfolio

   MIST-40

American Funds Moderate Allocation Portfolio

   MIST-41

AQR Global Risk Balanced Portfolio

   MIST-42

BlackRock Global Tactical Strategies Portfolio

   MIST-48

BlackRock High Yield Portfolio

   MIST-53

Clarion Global Real Estate Portfolio

   MIST-77

ClearBridge Aggressive Growth Portfolio

   MIST-79

Goldman Sachs Mid Cap Value Portfolio

   MIST-83

Harris Oakmark International Portfolio

   MIST-87

Invesco Balanced-Risk Allocation Portfolio

   MIST-91

Invesco Comstock Portfolio

   MIST-95

Invesco Mid Cap Value Portfolio

   MIST-100

Invesco Small Cap Growth Portfolio

   MIST-104

JPMorgan Core Bond Portfolio

   MIST-109

JPMorgan Global Active Allocation Portfolio

   MIST-133

JPMorgan Small Cap Value Portfolio

   MIST-167

Loomis Sayles Global Markets Portfolio

   MIST-175

Met/Aberdeen Emerging Markets Equity Portfolio

   MIST-189

Met/Artisan International Portfolio

   MIST-193

Met/Eaton Vance Floating Rate Portfolio

   MIST-197

Met/Franklin Low Duration Total Return Portfolio

   MIST-210

Met/Templeton International Bond Portfolio

   MIST-227

Met/Wellington Large Cap Research Portfolio

   MIST-236

MetLife Asset Allocation 100 Portfolio

   MIST-242

MetLife Balanced Plus Portfolio

   MIST-244

MetLife Multi-Index Targeted Risk Portfolio

   MIST-249

MetLife Small Cap Value Portfolio

   MIST-251

MFS Research International Portfolio

   MIST-257

Morgan Stanley Mid Cap Growth Portfolio

   MIST-261

Oppenheimer Global Equity Portfolio

   MIST-267

PanAgora Global Diversified Risk Portfolio

   MIST-271

PIMCO Inflation Protected Bond Portfolio

   MIST-280

PIMCO Total Return Portfolio

   MIST-297

Pyramis Government Income Portfolio

   MIST-322

Pyramis Managed Risk Portfolio

   MIST-329

Schroders Global Multi-Asset Portfolio

   MIST-332

SSGA Growth and Income ETF Portfolio

   MIST-352

SSGA Growth ETF Portfolio

   MIST-355

T. Rowe Price Large Cap Value Portfolio

   MIST-358

T. Rowe Price Mid Cap Growth Portfolio

   MIST-362

TCW Core Fixed Income Portfolio

   MIST-368

Notes to Schedule of Investments

   MIST-376

 

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 September 30, 2016 (Unaudited)

Common Stocks—51.2% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—0.8%

  

Airbus Group SE

    58,874      $ 3,561,215   

BAE Systems plc

    319,509        2,167,744   

Boeing Co. (The)

    41,125        5,417,808   

Cobham plc

    171,972        374,190   

General Dynamics Corp.

    19,330        2,999,243   

L-3 Communications Holdings, Inc.

    5,185        781,535   

Leonardo-Finmeccanica S.p.A. (a)

    40,811        462,938   

Lockheed Martin Corp.

    17,345        4,157,943   

Meggitt plc

    77,337        452,144   

Northrop Grumman Corp.

    12,025        2,572,749   

Raytheon Co.

    19,815        2,697,416   

Rockwell Collins, Inc.

    8,635        728,276   

Rolls-Royce Holdings plc (a)

    185,149        1,728,079   

Safran S.A.

    31,495        2,264,591   

Singapore Technologies Engineering, Ltd.

    156,900        373,703   

Textron, Inc.

    17,880        710,730   

Thales S.A.

    10,626        978,767   

TransDigm Group, Inc. (a)

    3,602        1,041,410   

United Technologies Corp.

    51,425        5,224,780   

Zodiac Aerospace

    20,440        497,685   
   

 

 

 
      39,192,946   
   

 

 

 

Air Freight & Logistics—0.3%

  

Bollore S.A.

    86,580        301,018   

C.H. Robinson Worldwide, Inc.

    9,460        666,552   

Deutsche Post AG

    97,695        3,053,144   

Expeditors International of Washington, Inc.

    12,005        618,498   

FedEx Corp.

    16,910        2,953,839   

Royal Mail plc

    90,625        574,090   

United Parcel Service, Inc. - Class B

    45,600        4,986,816   

Yamato Holdings Co., Ltd.

    35,193        819,115   
   

 

 

 
      13,973,072   
   

 

 

 

Airlines—0.2%

  

Alaska Air Group, Inc.

    8,203        540,250   

American Airlines Group, Inc.

    39,821        1,457,847   

ANA Holdings, Inc.

    116,656        317,101   

Cathay Pacific Airways, Ltd.

    118,200        165,105   

Delta Air Lines, Inc.

    51,351        2,021,175   

Deutsche Lufthansa AG

    23,172        257,844   

easyJet plc

    15,851        207,198   

International Consolidated Airlines Group S.A. - Class DI

    80,729        418,716   

Japan Airlines Co., Ltd.

    12,107        356,418   

Qantas Airways, Ltd.

    51,918        124,541   

Ryanair Holdings plc (ADR)

    2,174        163,115   

Singapore Airlines, Ltd.

    54,200        419,220   

Southwest Airlines Co.

    42,085        1,636,686   

United Continental Holdings, Inc. (a)

    22,191        1,164,362   
   

 

 

 
      9,249,578   
   

 

 

 

Auto Components—0.4%

  

Aisin Seiki Co., Ltd.

    19,307        884,076   

BorgWarner, Inc.

    14,440        507,999   

Bridgestone Corp.

    65,494        2,415,582   

Auto Components—(Continued)

  

Cie Generale des Etablissements Michelin

    18,329      2,026,814   

Continental AG

    11,077        2,328,888   

Delphi Automotive plc

    18,321        1,306,654   

Denso Corp.

    48,957        1,954,468   

GKN plc

    172,600        717,375   

Goodyear Tire & Rubber Co. (The)

    17,590        568,157   

Johnson Controls International plc

    62,484        2,907,380   

Koito Manufacturing Co., Ltd.

    11,781        573,542   

NGK Spark Plug Co., Ltd.

    18,000        317,123   

NHK Spring Co., Ltd.

    20,100        194,648   

NOK Corp.

    9,547        209,147   

Nokian Renkaat Oyj

    11,558        421,297   

Stanley Electric Co., Ltd.

    15,144        407,341   

Sumitomo Electric Industries, Ltd.

    75,961        1,074,285   

Sumitomo Rubber Industries, Ltd.

    17,201        260,134   

Toyoda Gosei Co., Ltd.

    6,545        152,323   

Toyota Industries Corp.

    16,424        762,076   

Valeo S.A.

    24,005        1,399,871   

Yokohama Rubber Co., Ltd. (The)

    11,000        175,841   
   

 

 

 
      21,565,021   
   

 

 

 

Automobiles—1.0%

  

Bayerische Motoren Werke AG

    33,340        2,801,833   

Daimler AG

    96,955        6,829,916   

Ferrari NV

    12,366        642,360   

Fiat Chrysler Automobiles NV

    90,856        576,846   

Ford Motor Co.

    257,495        3,107,965   

Fuji Heavy Industries, Ltd.

    62,012        2,328,819   

General Motors Co.

    92,813        2,948,669   

Harley-Davidson, Inc.

    12,075        635,024   

Honda Motor Co., Ltd.

    164,196        4,727,213   

Isuzu Motors, Ltd.

    59,200        696,178   

Mazda Motor Corp.

    57,500        883,442   

Mitsubishi Motors Corp.

    68,400        318,693   

Nissan Motor Co., Ltd.

    248,849        2,436,876   

Peugeot S.A. (a)

    48,854        745,800   

Renault S.A.

    19,356        1,590,323   

Suzuki Motor Corp.

    34,594        1,158,097   

Toyota Motor Corp.

    268,900        15,594,516   

Volkswagen AG

    3,274        475,009   

Yamaha Motor Co., Ltd.

    28,166        570,145   
   

 

 

 
      49,067,724   
   

 

 

 

Banks—4.0%

  

ABN AMRO Group NV

    23,686        490,113   

Aozora Bank, Ltd.

    118,635        408,641   

Australia & New Zealand Banking Group, Ltd.

    293,783        6,238,056   

Banco Bilbao Vizcaya Argentaria S.A.

    652,537        3,945,151   

Banco de Sabadell S.A. (b)

    530,683        679,602   

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

    169,954        0   

Banco Popular Espanol S.A.

    338,081        417,468   

Banco Santander S.A.

    1,453,476        6,427,249   

Bank Hapoalim B.M.

    107,342        608,634   

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

    145,687        553,655   

Bank of America Corp.

    682,208        10,676,555   

Bank of East Asia, Ltd. (The)

    121,400        495,511   

 

MIST-1


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Banks—(Continued)

  

Bank of Ireland (a)

    2,769,988      $ 577,108   

Bank of Kyoto, Ltd. (The)

    29,632        217,277   

Bank of Queensland, Ltd.

    38,364        334,356   

Bankia S.A.

    459,616        376,906   

Bankinter S.A.

    67,257        478,402   

Barclays plc

    1,702,580        3,712,287   

BB&T Corp.

    53,545        2,019,717   

Bendigo & Adelaide Bank, Ltd.

    46,486        383,980   

BNP Paribas S.A.

    106,679        5,484,976   

BOC Hong Kong Holdings, Ltd.

    372,500        1,264,882   

CaixaBank S.A.

    267,808        676,594   

Chiba Bank, Ltd. (The)

    69,833        396,850   

Chugoku Bank, Ltd. (The)

    16,798        204,986   

Citigroup, Inc.

    194,771        9,199,034   

Citizens Financial Group, Inc.

    34,854        861,242   

Comerica, Inc.

    11,455        542,051   

Commerzbank AG

    107,189        691,060   

Commonwealth Bank of Australia

    172,706        9,605,153   

Concordia Financial Group, Ltd.

    117,602        514,068   

Credit Agricole S.A.

    106,306        1,048,877   

Danske Bank A/S

    69,338        2,030,548   

DBS Group Holdings, Ltd.

    177,100        2,010,457   

DNB ASA

    98,407        1,292,850   

Erste Group Bank AG (a)

    30,295        897,250   

Fifth Third Bancorp

    51,735        1,058,498   

Fukuoka Financial Group, Inc.

    77,326        321,193   

Hachijuni Bank, Ltd. (The)

    40,338        210,351   

Hang Seng Bank, Ltd.

    77,000        1,382,839   

Hiroshima Bank, Ltd. (The)

    50,340        208,895   

HSBC Holdings plc

    1,995,016        14,978,673   

Huntington Bancshares, Inc.

    52,455        517,206   

ING Groep NV

    390,414        4,812,659   

Intesa Sanpaolo S.p.A.

    1,277,579        2,836,250   

Intesa Sanpaolo S.p.A. - Risparmio Shares

    93,031        194,874   

Iyo Bank, Ltd. (The)

    24,000        145,218   

Japan Post Bank Co., Ltd.

    40,816        484,763   

Joyo Bank, Ltd. (The)

    61,592        255,831   

JPMorgan Chase & Co.

    242,500        16,148,075   

KBC Groep NV (a)

    25,260        1,470,434   

KeyCorp

    55,120        670,810   

Kyushu Financial Group, Inc.

    34,671        236,620   

Lloyds Banking Group plc

    6,468,259        4,580,883   

M&T Bank Corp.

    10,495        1,218,470   

Mediobanca S.p.A.

    56,484        367,846   

Mitsubishi UFJ Financial Group, Inc.

    1,283,980        6,474,632   

Mizrahi Tefahot Bank, Ltd.

    13,882        176,491   

Mizuho Financial Group, Inc.

    2,394,860        4,001,317   

National Australia Bank, Ltd.

    266,361        5,705,411   

Natixis S.A.

    93,624        436,361   

Nordea Bank AB

    305,856        3,033,713   

Oversea-Chinese Banking Corp., Ltd.

    311,200        1,986,764   

People’s United Financial, Inc. (b)

    20,495        324,231   

PNC Financial Services Group, Inc. (The)

    33,135        2,985,132   

Raiffeisen Bank International AG (a)

    11,692        178,034   

Regions Financial Corp.

    85,015        839,098   

Resona Holdings, Inc.

    222,226        934,576   

Royal Bank of Scotland Group plc (a)

    354,577        823,395   

Banks—(Continued)

  

Seven Bank, Ltd.

    59,963      191,940   

Shinsei Bank, Ltd.

    179,300        271,077   

Shizuoka Bank, Ltd. (The)

    52,824        422,971   

Skandinaviska Enskilda Banken AB - Class A

    152,956        1,535,815   

Societe Generale S.A.

    77,260        2,666,288   

Standard Chartered plc (a)

    330,498        2,691,479   

Sumitomo Mitsui Financial Group, Inc.

    135,250        4,558,322   

Sumitomo Mitsui Trust Holdings, Inc.

    33,409        1,084,223   

SunTrust Banks, Inc.

    33,300        1,458,540   

Suruga Bank, Ltd.

    18,000        431,638   

Svenska Handelsbanken AB - A Shares

    152,548        2,094,918   

Swedbank AB - A Shares

    91,190        2,141,452   

U.S. Bancorp

    107,835        4,625,043   

UniCredit S.p.A.

    528,762        1,232,362   

Unione di Banche Italiane S.p.A.

    89,964        207,414   

United Overseas Bank, Ltd.

    130,400        1,811,285   

Wells Fargo & Co. (e)

    305,210        13,514,699   

Westpac Banking Corp.

    335,895        7,636,076   

Yamaguchi Financial Group, Inc.

    20,000        213,119   

Zions Bancorporation

    13,460        417,529   
   

 

 

 
      204,967,279   
   

 

 

 

Beverages—1.2%

  

Anheuser-Busch InBev S.A.

    80,971        10,629,364   

Asahi Group Holdings, Ltd.

    38,963        1,418,092   

Brown-Forman Corp. - Class B

    13,254        628,770   

Carlsberg A/S - Class B

    10,772        1,029,131   

Coca-Cola Amatil, Ltd.

    57,135        449,032   

Coca-Cola Co. (The) (e)

    257,410        10,893,591   

Coca-Cola European Partners plc

    21,856        869,280   

Coca-Cola HBC AG (a)

    18,269        423,974   

Constellation Brands, Inc. - Class A

    11,675        1,943,771   

Diageo plc

    253,461        7,267,505   

Dr Pepper Snapple Group, Inc.

    12,340        1,126,765   

Heineken Holding NV

    10,151        813,801   

Heineken NV

    23,201        2,040,598   

Kirin Holdings Co., Ltd.

    83,148        1,376,618   

Molson Coors Brewing Co. - Class B

    12,105        1,329,129   

Monster Beverage Corp. (a)

    9,980        1,465,164   

PepsiCo, Inc.

    95,525        10,390,254   

Pernod-Ricard S.A.

    21,382        2,529,850   

Remy Cointreau S.A.

    2,245        191,590   

SABMiller plc

    97,028        5,654,094   

Suntory Beverage & Food, Ltd.

    14,002        607,506   

Treasury Wine Estates, Ltd.

    74,326        628,932   
   

 

 

 
      63,706,811   
   

 

 

 

Biotechnology—1.0%

  

AbbVie, Inc.

    106,392        6,710,143   

Actelion, Ltd. (a)

    10,343        1,790,655   

Alexion Pharmaceuticals, Inc. (a)

    14,900        1,825,846   

Amgen, Inc.

    49,683        8,287,621   

Biogen, Inc. (a)

    14,530        4,548,326   

Celgene Corp. (a)

    51,640        5,397,929   

CSL, Ltd.

    46,069        3,783,425   

Genmab A/S (a)

    5,724        980,897   

 

MIST-2


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Biotechnology—(Continued)

  

Gilead Sciences, Inc.

    90,343      $ 7,147,938   

Grifols S.A.

    30,036        647,151   

Regeneron Pharmaceuticals, Inc. (a)

    5,241        2,106,987   

Shire plc

    90,482        5,848,288   

Vertex Pharmaceuticals, Inc. (a)

    16,267        1,418,645   
   

 

 

 
      50,493,851   
   

 

 

 

Building Products—0.2%

  

Allegion plc

    6,301        434,202   

Asahi Glass Co., Ltd.

    101,533        657,377   

Assa Abloy AB - Class B

    100,926        2,049,275   

Cie de St-Gobain

    49,840        2,151,757   

Daikin Industries, Ltd.

    23,691        2,207,201   

Fortune Brands Home & Security, Inc.

    10,227        594,189   

Geberit AG

    3,807        1,666,134   

LIXIL Group Corp.

    26,829        575,515   

Masco Corp.

    21,975        753,962   

TOTO, Ltd.

    14,500        546,451   
   

 

 

 
      11,636,063   
   

 

 

 

Capital Markets—1.1%

  

3i Group plc

    97,943        824,417   

Aberdeen Asset Management plc

    92,038        388,492   

Affiliated Managers Group, Inc. (a)

    3,605        521,643   

Ameriprise Financial, Inc.

    11,115        1,108,944   

ASX, Ltd.

    19,494        720,548   

Bank of New York Mellon Corp. (The)

    70,985        2,830,882   

BlackRock, Inc.

    8,410        3,048,289   

Charles Schwab Corp. (The)

    79,345        2,504,922   

CME Group, Inc.

    22,385        2,339,680   

Credit Suisse Group AG (a)

    187,243        2,449,674   

Daiwa Securities Group, Inc.

    167,135        941,185   

Deutsche Bank AG (a)

    138,885        1,806,936   

Deutsche Boerse AG

    19,255        1,502,923   

E*Trade Financial Corp. (a)

    18,615        542,069   

Franklin Resources, Inc.

    24,641        876,480   

Goldman Sachs Group, Inc. (The)

    25,950        4,184,956   

Hargreaves Lansdown plc

    26,304        434,016   

Hong Kong Exchanges and Clearing, Ltd.

    116,500        3,073,205   

ICAP plc

    55,252        333,797   

Intercontinental Exchange, Inc.

    7,936        2,137,641   

Invesco, Ltd.

    27,420        857,423   

Investec plc

    61,597        376,655   

Japan Exchange Group, Inc.

    52,524        821,877   

Julius Baer Group, Ltd. (a)

    22,537        914,710   

Legg Mason, Inc.

    7,030        235,364   

London Stock Exchange Group plc

    31,587        1,146,361   

Macquarie Group, Ltd.

    30,842        1,942,847   

Moody’s Corp.

    11,225        1,215,443   

Morgan Stanley

    100,860        3,233,572   

Nasdaq, Inc.

    7,570        511,278   

Nomura Holdings, Inc.

    365,626        1,636,283   

Northern Trust Corp.

    14,190        964,778   

Partners Group Holding AG

    1,748        880,550   

Platinum Asset Management, Ltd.

    22,368        86,500   

S&P Global, Inc.

    17,515        2,216,698   

Capital Markets—(Continued)

  

SBI Holdings, Inc.

    21,481      256,214   

Schroders plc

    13,664        477,477   

Singapore Exchange, Ltd.

    80,600        439,915   

State Street Corp.

    26,390        1,837,536   

T. Rowe Price Group, Inc.

    16,390        1,089,935   

UBS Group AG

    368,305        5,001,090   
   

 

 

 
      58,713,205   
   

 

 

 

Chemicals—1.4%

  

Air Liquide S.A.

    39,015        4,180,517   

Air Products & Chemicals, Inc.

    12,845        1,931,117   

Air Water, Inc.

    14,767        278,672   

Akzo Nobel NV

    24,934        1,687,320   

Albemarle Corp.

    7,488        640,149   

Arkema S.A.

    6,840        632,701   

Asahi Kasei Corp.

    126,475        1,007,757   

BASF SE

    92,486        7,909,182   

CF Industries Holdings, Inc.

    15,300        372,555   

Chr Hansen Holding A/S

    9,958        591,936   

Covestro AG

    7,171        424,020   

Croda International plc

    13,216        597,396   

Daicel Corp.

    28,442        360,571   

Dow Chemical Co. (The)

    73,740        3,821,944   

E.I. du Pont de Nemours & Co.

    57,555        3,854,458   

Eastman Chemical Co.

    9,780        661,910   

Ecolab, Inc.

    17,645        2,147,749   

EMS-Chemie Holding AG

    827        443,770   

Evonik Industries AG

    16,424        555,108   

FMC Corp.

    8,740        422,492   

Givaudan S.A.

    930        1,891,401   

Hitachi Chemical Co., Ltd.

    10,488        240,387   

Incitec Pivot, Ltd.

    168,322        365,032   

International Flavors & Fragrances, Inc.

    5,285        755,596   

Israel Chemicals, Ltd.

    50,889        198,028   

Johnson Matthey plc

    19,488        832,997   

JSR Corp.

    19,320        303,620   

K&S AG (b)

    19,333        367,324   

Kaneka Corp.

    27,974        221,554   

Kansai Paint Co., Ltd.

    22,548        493,922   

Koninklijke DSM NV

    18,269        1,233,869   

Kuraray Co., Ltd.

    35,505        527,002   

LANXESS AG

    9,223        572,785   

Linde AG

    18,703        3,178,483   

LyondellBasell Industries NV - Class A

    22,871        1,844,775   

Mitsubishi Chemical Holdings Corp.

    136,132        855,841   

Mitsubishi Gas Chemical Co., Inc.

    18,080        258,539   

Mitsui Chemicals, Inc.

    92,044        438,676   

Monsanto Co.

    29,080        2,971,976   

Mosaic Co. (The)

    23,280        569,429   

Nippon Paint Holdings Co., Ltd.

    17,000        570,346   

Nitto Denko Corp.

    16,670        1,081,920   

Novozymes A/S - B Shares

    23,279        1,023,776   

OCI NV (a)

    9,460        139,472   

Orica, Ltd.

    37,255        434,632   

PPG Industries, Inc.

    17,590        1,818,102   

Praxair, Inc.

    18,825        2,274,625   

 

MIST-3


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Chemicals—(Continued)

  

Sherwin-Williams Co. (The)

    5,260      $ 1,455,232   

Shin-Etsu Chemical Co., Ltd.

    39,189        2,736,039   

Sika AG

    217        1,054,666   

Solvay S.A.

    7,463        862,492   

Sumitomo Chemical Co., Ltd.

    157,637        700,946   

Symrise AG

    12,418        910,158   

Syngenta AG

    9,360        4,092,844   

Taiyo Nippon Sanso Corp.

    12,268        127,907   

Teijin, Ltd.

    18,733        363,349   

Toray Industries, Inc.

    147,548        1,435,551   

Umicore S.A.

    9,586        601,201   

Yara International ASA

    18,005        599,500   
   

 

 

 
      72,925,318   
   

 

 

 

Commercial Services & Supplies—0.2%

  

Aggreko plc

    25,923        320,412   

Babcock International Group plc

    25,499        342,104   

Brambles, Ltd.

    159,697        1,468,441   

Cintas Corp.

    5,830        656,458   

Dai Nippon Printing Co., Ltd.

    52,963        519,022   

Edenred

    20,922        489,209   

G4S plc

    154,796        457,055   

ISS A/S

    16,827        700,079   

Park24 Co., Ltd.

    10,280        334,031   

Pitney Bowes, Inc.

    12,610        228,998   

Republic Services, Inc.

    15,685        791,308   

Secom Co., Ltd.

    21,229        1,584,252   

Securitas AB - B Shares

    31,530        528,202   

Societe BIC S.A.

    2,904        429,469   

Sohgo Security Services Co., Ltd.

    7,200        386,691   

Stericycle, Inc. (a)

    5,615        449,986   

Toppan Printing Co., Ltd.

    51,929        468,543   

Waste Management, Inc.

    27,335        1,742,880   
   

 

 

 
      11,897,140   
   

 

 

 

Communications Equipment—0.4%

  

Cisco Systems, Inc. (e)

    332,400        10,543,728   

F5 Networks, Inc. (a)

    4,585        571,475   

Harris Corp.

    8,190        750,286   

Juniper Networks, Inc.

    23,220        558,673   

Motorola Solutions, Inc.

    10,500        800,940   

Nokia Oyj

    587,575        3,405,643   

Telefonaktiebolaget LM Ericsson - B Shares

    309,071        2,230,570   
   

 

 

 
      18,861,315   
   

 

 

 

Construction & Engineering—0.2%

  

ACS Actividades de Construccion y Servicios S.A.

    19,512        589,703   

Boskalis Westminster

    8,913        317,198   

Bouygues S.A.

    20,856        691,026   

CIMIC Group, Ltd.

    10,026        221,694   

Eiffage S.A.

    5,926        460,396   

Ferrovial S.A.

    48,751        1,037,112   

Fluor Corp.

    9,095        466,755   

HOCHTIEF AG

    2,112        297,790   

Construction & Engineering—(Continued)

  

Jacobs Engineering Group, Inc. (a)

    8,050      416,346   

JGC Corp.

    21,182        368,120   

Kajima Corp.

    90,151        630,114   

Obayashi Corp.

    64,450        638,846   

Quanta Services, Inc. (a)

    9,885        276,681   

Shimizu Corp.

    55,178        492,325   

Skanska AB - B Shares

    34,242        798,958   

Taisei Corp.

    105,221        787,735   

Vinci S.A.

    50,861        3,889,118   
   

 

 

 
      12,379,917   
   

 

 

 

Construction Materials—0.2%

  

Boral, Ltd.

    74,876        388,112   

CRH plc

    83,531        2,792,984   

Fletcher Building, Ltd.

    69,731        545,669   

HeidelbergCement AG

    14,192        1,340,544   

Imerys S.A.

    3,643        263,098   

James Hardie Industries plc

    44,869        703,800   

LafargeHolcim, Ltd. (a)

    45,835        2,474,151   

Martin Marietta Materials, Inc.

    4,312        772,322   

Taiheiyo Cement Corp.

    121,000        348,903   

Vulcan Materials Co.

    8,850        1,006,510   
   

 

 

 
      10,636,093   
   

 

 

 

Consumer Finance—0.2%

  

Acom Co., Ltd. (a)

    40,180        189,262   

AEON Financial Service Co., Ltd.

    10,505        183,030   

American Express Co.

    54,080        3,463,283   

Capital One Financial Corp.

    34,865        2,504,353   

Credit Saison Co., Ltd.

    14,915        247,393   

Discover Financial Services

    27,285        1,542,967   

Navient Corp.

    22,635        327,529   

Provident Financial plc

    14,864        582,930   

Synchrony Financial

    55,087        1,542,436   
   

 

 

 
      10,583,183   
   

 

 

 

Containers & Packaging—0.1%

  

Amcor, Ltd.

    116,618        1,356,011   

Avery Dennison Corp.

    5,900        458,961   

Ball Corp.

    9,370        767,872   

International Paper Co.

    27,135        1,301,937   

Owens-Illinois, Inc. (a)

    10,570        194,382   

Sealed Air Corp.

    12,895        590,849   

Toyo Seikan Group Holdings, Ltd.

    16,496        290,637   

WestRock Co.

    16,695        809,374   
   

 

 

 
      5,770,023   
   

 

 

 

Distributors—0.0%

  

Genuine Parts Co.

    9,915        995,962   

Jardine Cycle & Carriage, Ltd.

    10,200        322,545   

LKQ Corp. (a)

    20,132        713,881   
   

 

 

 
      2,032,388   
   

 

 

 

 

MIST-4


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Diversified Consumer Services—0.0%

  

Benesse Holdings, Inc.

    6,754      $ 172,390   

H&R Block, Inc.

    15,555        360,098   
   

 

 

 
      532,488   
   

 

 

 

Diversified Financial Services—0.5%

  

AMP, Ltd.

    297,828        1,208,224   

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

    123,824        17,888,853   

Challenger, Ltd.

    56,928        444,256   

Eurazeo S.A.

    4,100        237,840   

Exor S.p.A.

    11,177        452,999   

First Pacific Co., Ltd.

    212,900        152,422   

Groupe Bruxelles Lambert S.A.

    8,124        720,231   

Industrivarden AB - C Shares

    16,648        307,782   

Investor AB - B Shares

    45,865        1,675,998   

Kinnevik AB - Class B

    23,704        604,155   

Leucadia National Corp.

    21,975        418,404   

Mitsubishi UFJ Lease & Finance Co., Ltd.

    45,100        206,934   

ORIX Corp.

    133,320        1,967,194   

Pargesa Holding S.A.

    3,539        242,235   

Wendel S.A.

    2,917        340,624   
   

 

 

 
      26,868,151   
   

 

 

 

Diversified Telecommunication Services—1.3%

  

AT&T, Inc. (e)

    406,380        16,503,081   

Bezeq The Israeli Telecommunication Corp., Ltd.

    206,923        390,033   

BT Group plc

    849,684        4,284,173   

CenturyLink, Inc.

    35,850        983,366   

Deutsche Telekom AG

    324,706        5,443,162   

Elisa Oyj

    14,332        528,535   

Frontier Communications Corp.

    77,165        321,006   

HKT Trust & HKT, Ltd.

    264,300        373,658   

Iliad S.A.

    2,661        558,389   

Inmarsat plc

    45,419        415,607   

Koninklijke KPN NV

    343,993        1,141,884   

Level 3 Communications, Inc. (a)

    19,014        881,869   

Nippon Telegraph & Telephone Corp.

    69,700        3,183,226   

Orange S.A.

    200,046        3,130,371   

PCCW, Ltd.

    421,700        259,206   

Proximus

    15,338        457,605   

SFR Group S.A.

    11,107        326,353   

Singapore Telecommunications, Ltd.

    761,400        2,228,664   

Singapore Telecommunications, Ltd.

    41,000        120,222   

Spark New Zealand, Ltd.

    182,537        480,001   

Swisscom AG

    2,609        1,238,591   

TDC A/S (a)

    81,010        477,646   

Telecom Italia S.p.A. (a)

    1,019,527        843,612   

Telecom Italia S.p.A. - Risparmio Shares (a)

    601,370        408,160   

Telefonica Deutschland Holding AG

    74,190        298,231   

Telefonica S.A.

    450,878        4,562,550   

Telenor ASA

    75,594        1,299,855   

Telia Co. AB

    261,609        1,171,012   

Telstra Corp., Ltd.

    430,870        1,711,264   

TPG Telecom, Ltd.

    33,859        224,682   

Verizon Communications, Inc. (e)

    269,120        13,988,858   

Vocus Communications, Ltd.

    50,197        241,089   
   

 

 

 
      68,475,961   
   

 

 

 

Electric Utilities—0.9%

  

Alliant Energy Corp.

    15,144      580,167   

American Electric Power Co., Inc.

    32,450        2,083,614   

AusNet Services

    176,468        222,009   

Cheung Kong Infrastructure Holdings, Ltd.

    66,400        575,171   

Chubu Electric Power Co., Inc.

    64,837        944,005   

Chugoku Electric Power Co., Inc. (The)

    28,034        352,361   

CLP Holdings, Ltd.

    164,982        1,712,867   

Contact Energy, Ltd.

    70,864        260,520   

Duke Energy Corp.

    45,515        3,643,021   

Edison International

    21,545        1,556,626   

EDP - Energias de Portugal S.A.

    233,189        782,977   

Electricite de France S.A.

    24,903        302,967   

Endesa S.A.

    31,983        685,508   

Enel S.p.A.

    767,797        3,424,381   

Entergy Corp.

    11,825        907,332   

Eversource Energy

    20,965        1,135,884   

Exelon Corp.

    60,724        2,021,502   

FirstEnergy Corp.

    27,925        923,759   

Fortum Oyj

    44,727        722,473   

HK Electric Investments & HK Electric Investments, Ltd.

    264,400        260,636   

Hokuriku Electric Power Co.

    16,911        206,101   

Iberdrola S.A.

    545,953        3,708,857   

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

    70,833        643,402   

Kyushu Electric Power Co., Inc.

    42,897        398,997   

Mercury NZ, Ltd.

    67,776        150,072   

NextEra Energy, Inc.

    30,445        3,724,032   

PG&E Corp.

    32,545        1,990,778   

Pinnacle West Capital Corp.

    7,350        558,526   

Power Assets Holdings, Ltd.

    139,400        1,365,417   

PPL Corp.

    44,515        1,538,884   

Red Electrica Corp. S.A.

    43,587        939,552   

Shikoku Electric Power Co., Inc. (a)

    16,852        166,466   

Southern Co. (The)

    60,295        3,093,133   

SSE plc

    101,461        2,059,597   

Terna Rete Elettrica Nazionale S.p.A.

    151,796        782,683   

Tohoku Electric Power Co., Inc.

    45,538        593,893   

Tokyo Electric Power Co. Holdings, Inc. (a)

    145,585        629,638   

Xcel Energy, Inc.

    33,510        1,378,601   
   

 

 

 
      47,026,409   
   

 

 

 

Electrical Equipment—0.5%

  

ABB, Ltd. (a)

    198,120        4,448,488   

Acuity Brands, Inc.

    2,897        766,546   

AMETEK, Inc.

    15,467        739,013   

Eaton Corp. plc

    30,338        1,993,510   

Emerson Electric Co.

    42,495        2,316,403   

Fuji Electric Co., Ltd.

    55,942        256,306   

Legrand S.A.

    26,885        1,585,156   

Mabuchi Motor Co., Ltd.

    5,000        277,024   

Mitsubishi Electric Corp.

    194,739        2,493,146   

Nidec Corp.

    24,100        2,217,227   

OSRAM Licht AG

    8,975        526,880   

Prysmian S.p.A.

    19,664        515,266   

Rockwell Automation, Inc.

    8,645        1,057,629   

Schneider Electric SE

    56,319        3,927,009   

 

MIST-5


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Electrical Equipment—(Continued)

  

Vestas Wind Systems A/S

    22,355      $ 1,846,955   
   

 

 

 
      24,966,558   
   

 

 

 

Electronic Equipment, Instruments & Components—0.4%

  

Alps Electric Co., Ltd.

    19,005        456,972   

Amphenol Corp. - Class A

    20,270        1,315,928   

Corning, Inc.

    73,440        1,736,856   

FLIR Systems, Inc.

    9,005        282,937   

Hamamatsu Photonics KK

    14,400        442,401   

Hexagon AB - B Shares

    26,032        1,135,942   

Hirose Electric Co., Ltd.

    3,300        433,746   

Hitachi High-Technologies Corp.

    6,911        275,471   

Hitachi, Ltd.

    486,158        2,273,823   

Ingenico Group S.A.

    5,528        482,942   

Keyence Corp.

    4,688        3,412,007   

Kyocera Corp.

    32,400        1,554,381   

Murata Manufacturing Co., Ltd.

    19,346        2,523,377   

Nippon Electric Glass Co., Ltd.

    41,602        215,407   

Omron Corp.

    19,366        695,868   

Shimadzu Corp.

    24,283        369,449   

TDK Corp.

    12,425        831,121   

TE Connectivity, Ltd.

    24,400        1,570,872   

Yaskawa Electric Corp.

    25,000        373,585   

Yokogawa Electric Corp.

    22,943        305,295   
   

 

 

 
      20,688,380   
   

 

 

 

Energy Equipment & Services—0.3%

  

Baker Hughes, Inc.

    28,925        1,459,845   

FMC Technologies, Inc. (a)

    14,930        442,973   

Halliburton Co.

    56,650        2,542,452   

Helmerich & Payne, Inc. (b)

    7,105        478,166   

National Oilwell Varco, Inc.

    24,805        911,336   

Petrofac, Ltd.

    25,882        299,071   

Saipem S.p.A. (a)

    607,572        257,186   

Schlumberger, Ltd. (e)

    91,837        7,222,062   

Technip S.A.

    11,074        680,093   

Tenaris S.A.

    47,549        675,581   

Transocean, Ltd. (a) (b)

    22,580        240,703   
   

 

 

 
      15,209,468   
   

 

 

 

Equity Real Estate Investment Trusts—3.6%

  

Acadia Realty Trust

    8,605        311,845   

Activia Properties, Inc.

    59        314,493   

Advance Residence Investment Corp.

    131        371,502   

Aedifica S.A. (a)

    1,327        115,155   

AEON REIT Investment Corp.

    111        144,517   

Affine S.A.

    700        11,850   

Agree Realty Corp.

    2,450        121,128   

Alexander’s, Inc.

    228        95,669   

Alexandria Real Estate Equities, Inc.

    8,368        910,187   

Allied Properties Real Estate Investment Trust

    8,320        238,955   

Alstria Office REIT-AG (a)

    14,200        194,955   

American Assets Trust, Inc.

    4,200        182,196   

American Campus Communities, Inc.

    13,977        711,010   

American Homes 4 Rent - Class A

    23,953        518,343   

Equity Real Estate Investment Trusts—(Continued)

  

American Tower Corp.

    28,045      3,178,340   

ANF Immobilier

    750        17,651   

Apartment Investment & Management Co. - Class A

    27,115        1,244,850   

Apple Hospitality REIT, Inc.

    17,850        330,404   

Artis Real Estate Investment Trust

    15,900        150,401   

Ascendas Real Estate Investment Trust

    469,300        870,621   

Ashford Hospitality Trust, Inc.

    9,800        57,722   

Assura plc

    175,350        132,449   

AvalonBay Communities, Inc.

    23,834        4,238,639   

Axiare Patrimonio SOCIMI S.A.

    6,250        82,748   

Befimmo S.A.

    1,850        111,745   

Beni Stabili S.p.A. SIIQ (a)

    114,507        68,317   

Big Yellow Group plc

    15,300        154,682   

Boardwalk Real Estate Investment Trust

    4,300        169,614   

Boston Properties, Inc.

    26,625        3,628,721   

Brandywine Realty Trust

    18,776        293,281   

British Land Co. plc (The)

    208,463        1,712,648   

Brixmor Property Group, Inc.

    32,664        907,733   

BWP Trust

    52,448        129,067   

Camden Property Trust

    9,400        787,156   

Canadian Apartment Properties REIT

    14,550        339,587   

Canadian Real Estate Investment Trust

    7,750        277,995   

Capital & Regional plc

    57,150        44,861   

CapitaLand Commercial Trust, Ltd.

    422,900        495,247   

CapitaLand Mall Trust

    533,700        852,306   

Care Capital Properties, Inc.

    8,949        255,047   

CBL & Associates Properties, Inc.

    18,200        220,948   

CDL Hospitality Trusts

    68,550        70,532   

Cedar Realty Trust, Inc.

    9,700        69,840   

Champion REIT

    253,550        154,241   

Charter Hall Retail REIT

    36,700        119,049   

Chatham Lodging Trust

    3,900        75,075   

Chesapeake Lodging Trust

    6,357        145,575   

Cofinimmo S.A.

    2,195        272,959   

Colony Starwood Homes

    5,200        149,240   

Columbia Property Trust, Inc.

    13,250        296,668   

Cominar Real Estate Investment Trust

    18,081        210,310   

Corporate Office Properties Trust

    10,150        287,753   

Cousins Properties, Inc.

    22,244        232,227   

Crombie Real Estate Investment Trust

    9,350        101,984   

Cromwell Property Group

    156,750        112,960   

Crown Castle International Corp.

    22,010        2,073,562   

CubeSmart

    19,021        518,512   

Daiwa House Residential Investment Corp. (REIT)

    280        822,702   

Daiwa Office Investment Corp.

    30        184,298   

DCT Industrial Trust, Inc.

    9,652        468,605   

DDR Corp.

    33,350        581,290   

Derwent London plc

    10,700        361,414   

Dexus Property Group

    201,738        1,418,569   

DiamondRock Hospitality Co.

    21,550        196,105   

Digital Realty Trust, Inc.

    26,811        2,603,884   

Douglas Emmett, Inc.

    15,064        551,794   

Dream Global Real Estate Investment Trust

    13,250        90,996   

Dream Office Real Estate Investment Trust

    11,600        149,603   

Duke Realty Corp.

    37,627        1,028,346   

 

MIST-6


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Equity Real Estate Investment Trusts—(Continued)

  

DuPont Fabros Technology, Inc.

    8,125      $ 335,156   

EastGroup Properties, Inc.

    3,533        259,887   

Education Realty Trust, Inc.

    7,866        339,339   

Empire State Realty Trust, Inc. - Class A

    13,079        274,005   

Empiric Student Property plc

    53,800        80,967   

EPR Properties

    6,797        535,196   

Equinix, Inc.

    4,617        1,663,274   

Equity Commonwealth (a)

    13,559        409,753   

Equity Lifestyle Properties, Inc.

    8,369        645,919   

Equity One, Inc.

    10,026        306,896   

Equity Residential

    62,780        4,038,637   

Essex Property Trust, Inc.

    11,400        2,538,780   

Eurocommercial Properties NV

    4,700        212,114   

Extra Space Storage, Inc.

    20,903        1,659,907   

Federal Realty Investment Trust

    12,184        1,875,483   

FelCor Lodging Trust, Inc.

    14,900        95,807   

First Industrial Realty Trust, Inc.

    12,550        354,161   

First Potomac Realty Trust

    6,200        56,730   

Fonciere Des Regions

    7,344        684,410   

Forest City Realty Trust, Inc. - Class A

    25,200        582,876   

Fortune Real Estate Investment Trust

    141,250        177,674   

Four Corners Property Trust, Inc.

    6,350        135,446   

Franklin Street Properties Corp.

    10,600        133,560   

Frontier Real Estate Investment Corp.

    48        239,345   

Fukuoka REIT Corp.

    68        127,393   

Gaming and Leisure Properties, Inc.

    21,996        735,766   

Gecina S.A.

    8,442        1,327,379   

General Growth Properties, Inc.

    92,511        2,553,304   

Getty Realty Corp.

    2,715        64,970   

GLP J-Reit

    237        314,675   

Goodman Group

    370,072        2,067,199   

Government Properties Income Trust

    7,585        171,573   

GPT Group (The)

    373,790        1,450,647   

Gramercy Property Trust

    45,019        433,983   

Granite Real Estate Investment Trust

    5,050        154,277   

Great Portland Estates plc

    36,900        303,320   

Green REIT plc

    72,400        118,352   

H&R Real Estate Investment Trust

    30,194        516,217   

Hamborner REIT AG (c)

    8,200        86,791   

Hammerson plc

    163,922        1,249,670   

Hansteen Holdings plc

    79,900        120,443   

HCP, Inc.

    80,675        3,061,616   

Healthcare Realty Trust, Inc.

    12,410        422,685   

Healthcare Trust of America, Inc. - Class A

    14,825        483,592   

Hersha Hospitality Trust

    3,862        69,593   

Hibernia REIT plc

    73,150        112,465   

Highwoods Properties, Inc.

    10,600        552,472   

Hispania Activos Inmobiliarios SOCIMI S.A.

    9,550        127,985   

Hospitality Properties Trust

    17,450        518,614   

Host Hotels & Resorts, Inc.

    129,935        2,023,088   

Hudson Pacific Properties, Inc.

    11,581        380,667   

Hulic Reit, Inc.

    90        160,543   

Icade

    7,546        588,544   

Immobiliare Grande Distribuzione SIIQ S.p.A. (b)

    39,296        29,613   

Industrial & Infrastructure Fund Investment Corp.

    35        177,724   

Intervest Offices & Warehouses NV

    1,600        44,035   

Equity Real Estate Investment Trusts—(Continued)

  

Intu Properties plc

    194,544      747,397   

Investa Office Fund

    60,662        212,460   

Investors Real Estate Trust

    12,958        77,100   

Invincible Investment Corp.

    265        148,279   

Irish Residential Properties REIT plc

    37,650        49,850   

Iron Mountain, Inc.

    15,849        594,813   

Japan Excellent, Inc.

    123        177,362   

Japan Hotel REIT Investment Corp.

    407        323,295   

Japan Logistics Fund, Inc.

    90        203,593   

Japan Prime Realty Investment Corp.

    171        771,779   

Japan Real Estate Investment Corp.

    265        1,583,201   

Japan Rental Housing Investments, Inc.

    163        136,687   

Japan Retail Fund Investment Corp.

    531        1,311,657   

Kenedix Office Investment Corp.

    39        240,176   

Kenedix Retail REIT Corp.

    45        106,903   

Keppel REIT

    202,450        165,791   

Killam Apartment Real Estate Investment Trust

    7,050        64,968   

Kilroy Realty Corp.

    9,934        688,923   

Kimco Realty Corp.

    72,338        2,094,185   

Kite Realty Group Trust

    8,812        244,269   

Kiwi Property Group, Ltd.

    138,150        150,961   

Klepierre

    44,202        2,025,895   

Land Securities Group plc

    164,116        2,255,436   

Lar Espana Real Estate Socimi S.A.

    8,200        58,919   

LaSalle Hotel Properties

    12,100        288,827   

Lexington Realty Trust

    25,300        260,590   

Liberty Property Trust

    15,850        639,547   

Life Storage, Inc.

    4,981        443,010   

Link REIT

    467,600        3,450,202   

LondonMetric Property plc

    62,700        129,908   

LTC Properties, Inc.

    4,200        218,358   

Macerich Co. (The)

    23,777        1,922,846   

Mack-Cali Realty Corp.

    9,557        260,142   

Mapletree Commercial Trust

    200,994        235,915   

Mapletree Industrial Trust

    135,400        177,240   

Mapletree Logistics Trust

    156,750        123,229   

Medical Properties Trust, Inc.

    26,100        385,497   

Mercialys S.A. (b)

    4,400        105,824   

Merlin Properties Socimi S.A.

    34,684        410,467   

Mid-America Apartment Communities, Inc.

    8,076        759,063   

Milestone Apartments Real Estate Investment Trust

    7,500        110,332   

Mirvac Group

    770,209        1,323,254   

Monmouth Real Estate Investment Corp.

    6,950        99,177   

Monogram Residential Trust, Inc.

    18,100        192,584   

Mori Hills REIT Investment Corp.

    156        233,567   

Mori Trust Sogo REIT, Inc.

    107        187,820   

National Health Investors, Inc.

    3,900        306,072   

National Retail Properties, Inc.

    15,783        802,566   

New Senior Investment Group, Inc.

    8,450        97,513   

New York REIT, Inc.

    17,800        162,870   

Nippon Accommodations Fund, Inc.

    48        225,052   

Nippon Building Fund, Inc.

    289        1,828,944   

Nippon Prologis REIT, Inc.

    324        819,562   

Nomura Real Estate Master Fund, Inc.

    831        1,388,364   

Northview Apartment Real Estate Investment Trust

    4,950        82,553   

 

MIST-7


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Equity Real Estate Investment Trusts—(Continued)

  

NSI NV

    14,743      $ 61,050   

Omega Healthcare Investors, Inc.

    18,470        654,761   

Orix JREIT, Inc.

    261        460,329   

Paramount Group, Inc.

    16,024        262,633   

Parkway Properties, Inc.

    8,550        145,436   

Pebblebrook Hotel Trust

    7,700        204,820   

Pennsylvania Real Estate Investment Trust

    7,100        163,513   

Physicians Realty Trust

    14,419        310,585   

Piedmont Office Realty Trust, Inc. - Class A

    15,600        339,612   

Post Properties, Inc.

    5,750        380,248   

Premier Investment Corp.

    135        179,077   

Primary Health Properties plc

    61,476        89,316   

ProLogis, Inc.

    90,970        4,870,534   

PS Business Parks, Inc.

    2,200        249,854   

Public Storage

    25,346        5,655,706   

Pure Industrial Real Estate Trust

    23,200        97,437   

QTS Realty Trust, Inc. - Class A

    4,850        256,323   

Ramco-Gershenson Properties Trust

    8,378        157,004   

Realty Income Corp.

    44,142        2,954,424   

Redefine International plc

    129,100        71,936   

Regency Centers Corp.

    11,250        871,762   

Regional REIT, Ltd. (144A)

    24,100        32,780   

Retail Opportunity Investments Corp.

    11,635        255,505   

Retail Properties of America, Inc. - Class A

    25,400        426,720   

Rexford Industrial Realty, Inc.

    6,900        157,941   

RioCan Real Estate Investment Trust

    34,038        706,212   

RLJ Lodging Trust

    13,500        283,905   

Ryman Hospitality Properties, Inc.

    5,236        252,166   

Sabra Health Care REIT, Inc.

    6,950        175,001   

Safestore Holdings plc

    22,200        110,782   

Saul Centers, Inc.

    1,457        97,036   

Scentre Group

    1,085,073        3,912,087   

Segro plc

    164,797        970,865   

Sekisui House Reit, Inc.

    100        153,639   

Sekisui House SI Residential Investment Corp.

    107        122,219   

Select Income REIT

    7,255        195,160   

Senior Housing Properties Trust

    25,450        577,969   

Seritage Growth Properties - Class A (b)

    2,800        141,904   

Shaftesbury plc

    29,850        375,732   

Shopping Centres Australasia Property Group

    78,750        135,966   

Silver Bay Realty Trust Corp.

    3,600        63,108   

Simon Property Group, Inc.

    54,175        11,214,767   

SL Green Realty Corp.

    17,340        1,874,454   

Smart Real Estate Investment Trust

    11,900        320,641   

Spirit Realty Capital, Inc.

    49,412        658,662   

STAG Industrial, Inc.

    7,635        187,134   

Stockland

    497,762        1,816,807   

STORE Capital Corp.

    16,262        479,241   

Summit Hotel Properties, Inc.

    8,900        117,124   

Sun Communities, Inc.

    6,546        513,730   

Sunstone Hotel Investors, Inc.

    23,256        297,444   

Suntec Real Estate Investment Trust

    499,800        631,960   

Tanger Factory Outlet Centers, Inc.

    10,300        401,288   

Target Healthcare REIT, Ltd.

    27,050        38,801   

Taubman Centers, Inc.

    6,500        483,665   

Terreno Realty Corp.

    4,850        133,424   

Tier REIT, Inc.

    5,050        77,972   

Equity Real Estate Investment Trusts—(Continued)

  

Tokyu REIT, Inc.

    95      127,547   

Tritax Big Box REIT plc

    90,100        162,118   

Tritax Big Box REIT plc (a)

    8,191        733   

UDR, Inc.

    46,340        1,667,777   

Unibail-Rodamco SE (Paris Exchange)

    20,547        5,539,550   

United Urban Investment Corp.

    579        1,054,432   

Universal Health Realty Income Trust

    1,450        91,379   

Urban Edge Properties

    9,550        268,737   

Urstadt Biddle Properties, Inc. - Class A

    3,150        69,993   

Vastned Retail NV

    2,007        81,057   

Ventas, Inc.

    59,790        4,222,968   

VEREIT, Inc.

    103,650        1,074,850   

Vicinity Centres

    691,725        1,682,824   

Vornado Realty Trust

    29,880        3,024,155   

Warehouses De Pauw SCA

    1,571        155,901   

Washington Prime Group, Inc.

    19,750        244,505   

Washington Real Estate Investment Trust

    7,894        245,661   

Weingarten Realty Investors

    12,358        481,715   

Welltower, Inc.

    61,545        4,601,720   

Wereldhave Belgium NV

    250        31,075   

Wereldhave NV

    4,300        217,600   

Westfield Corp.

    406,374        3,030,108   

Weyerhaeuser Co.

    49,292        1,574,386   

Workspace Group plc

    12,600        113,994   

WP Carey, Inc.

    9,601        619,553   

Xenia Hotels & Resorts, Inc.

    11,550        175,329   
   

 

 

 
      186,021,827   
   

 

 

 

Food & Staples Retailing—1.0%

  

Aeon Co., Ltd.

    65,829        971,201   

Carrefour S.A.

    55,770        1,444,049   

Casino Guichard Perrachon S.A.

    5,745        279,033   

Colruyt S.A. (b)

    6,806        377,383   

Costco Wholesale Corp.

    29,095        4,437,278   

CVS Health Corp.

    72,615        6,462,009   

Distribuidora Internacional de Alimentacion S.A.

    62,100        384,447   

FamilyMart UNY Holdings Co., Ltd.

    8,314        551,558   

ICA Gruppen AB

    8,172        269,734   

J Sainsbury plc

    165,142        525,804   

Jeronimo Martins SGPS S.A.

    25,418        440,720   

Koninklijke Ahold Delhaize NV

    129,020        2,938,981   

Kroger Co. (The)

    64,360        1,910,205   

Lawson, Inc.

    6,576        518,149   

Metro AG

    17,950        534,114   

Seven & i Holdings Co., Ltd.

    75,931        3,588,486   

Sundrug Co., Ltd.

    3,800        317,720   

Sysco Corp.

    34,645        1,697,951   

Tesco plc (a)

    823,090        1,950,481   

Tsuruha Holdings, Inc.

    3,700        428,159   

Wal-Mart Stores, Inc. (e)

    103,674        7,476,969   

Walgreens Boots Alliance, Inc.

    56,995        4,594,937   

Wesfarmers, Ltd.

    113,396        3,836,401   

Whole Foods Market, Inc.

    21,400        606,690   

WM Morrison Supermarkets plc

    223,383        630,537   

Woolworths, Ltd.

    128,764        2,300,313   
   

 

 

 
      49,473,309   
   

 

 

 

 

MIST-8


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Food Products—1.2%

  

Ajinomoto Co., Inc.

    56,281      $ 1,253,692   

Archer-Daniels-Midland Co.

    39,255        1,655,383   

Aryzta AG (a)

    8,826        391,651   

Associated British Foods plc

    35,873        1,208,916   

Barry Callebaut AG (a)

    224        297,631   

Calbee, Inc.

    8,149        308,160   

Campbell Soup Co.

    11,890        650,383   

Chocoladefabriken Lindt & Spruengli AG

    11        750,752   

Chocoladefabriken Lindt & Spruengli AG (Participation Certifcate)

    102        589,532   

ConAgra Foods, Inc.

    28,640        1,349,230   

Danone S.A.

    59,441        4,408,880   

General Mills, Inc.

    39,160        2,501,541   

Golden Agri-Resources, Ltd.

    710,600        186,148   

Hershey Co. (The)

    9,465        904,854   

Hormel Foods Corp.

    17,810        675,533   

J.M. Smucker Co. (The)

    7,885        1,068,733   

Kellogg Co.

    16,655        1,290,263   

Kerry Group plc - Class A

    15,948        1,328,746   

Kikkoman Corp.

    15,100        482,237   

Kraft Heinz Co. (The)

    39,323        3,519,802   

Marine Harvest ASA (a)

    38,523        689,523   

McCormick & Co., Inc.

    7,670        766,386   

Mead Johnson Nutrition Co.

    12,330        974,193   

MEIJI Holdings Co., Ltd.

    11,600        1,147,563   

Mondelez International, Inc. - Class A

    103,560        4,546,284   

Nestle S.A.

    321,055        25,297,088   

NH Foods, Ltd.

    17,715        427,341   

Nisshin Seifun Group, Inc.

    19,900        302,796   

Nissin Foods Holdings Co., Ltd.

    5,934        359,888   

Orkla ASA

    82,080        848,010   

Tate & Lyle plc

    46,533        452,144   

Toyo Suisan Kaisha, Ltd.

    9,477        401,538   

Tyson Foods, Inc. - Class A

    19,350        1,444,865   

WH Group, Ltd.

    584,500        472,810   

Wilmar International, Ltd.

    193,339        457,848   

Yakult Honsha Co., Ltd.

    8,892        400,501   

Yamazaki Baking Co., Ltd.

    13,748        336,560   
   

 

 

 
      64,147,405   
   

 

 

 

Gas Utilities—0.1%

  

APA Group

    112,204        733,477   

Enagas S.A.

    22,838        686,311   

Gas Natural SDG S.A.

    35,268        724,817   

Hong Kong & China Gas Co., Ltd.

    768,026        1,453,548   

Osaka Gas Co., Ltd.

    188,489        790,562   

Snam S.p.A.

    246,746        1,367,030   

Toho Gas Co., Ltd.

    38,048        356,156   

Tokyo Gas Co., Ltd.

    204,460        909,713   
   

 

 

 
      7,021,614   
   

 

 

 

Health Care Equipment & Supplies—0.9%

  

Abbott Laboratories

    97,300        4,114,817   

Baxter International, Inc.

    36,100        1,718,360   

Becton Dickinson & Co.

    13,977        2,512,086   

Boston Scientific Corp. (a)

    89,080        2,120,104   

Health Care Equipment & Supplies—(Continued)

  

C.R. Bard, Inc.

    4,885      1,095,608   

Cochlear, Ltd.

    5,761        624,513   

Coloplast A/S - Class B

    11,963        927,692   

Cooper Cos., Inc. (The)

    3,276        587,256   

CYBERDYNE, Inc. (a) (b)

    10,401        162,895   

Danaher Corp.

    39,460        3,093,269   

DENTSPLY SIRONA, Inc.

    15,907        945,353   

Edwards Lifesciences Corp. (a)

    14,160        1,707,130   

Essilor International S.A.

    20,709        2,670,713   

Getinge AB - B Shares

    20,224        391,847   

Hologic, Inc. (a)

    16,263        631,492   

Hoya Corp.

    40,750        1,636,487   

Intuitive Surgical, Inc. (a)

    2,520        1,826,572   

Medtronic plc

    92,879        8,024,745   

Olympus Corp.

    29,306        1,022,367   

Smith & Nephew plc

    90,112        1,453,676   

Sonova Holding AG

    5,368        759,753   

St. Jude Medical, Inc.

    18,685        1,490,316   

Stryker Corp.

    20,670        2,406,195   

Sysmex Corp.

    15,800        1,170,567   

Terumo Corp.

    34,400        1,318,688   

Varian Medical Systems, Inc. (a)

    6,325        629,527   

William Demant Holding A/S (a)

    11,977        244,485   

Zimmer Biomet Holdings, Inc.

    11,835        1,538,787   
   

 

 

 
      46,825,300   
   

 

 

 

Health Care Providers & Services—0.8%

  

Aetna, Inc.

    23,144        2,671,975   

Alfresa Holdings Corp.

    18,900        399,787   

AmerisourceBergen Corp.

    12,685        1,024,694   

Anthem, Inc.

    17,280        2,165,357   

Cardinal Health, Inc.

    21,730        1,688,421   

Centene Corp. (a)

    11,209        750,555   

Chartwell Retirement Residences

    18,500        222,798   

Cigna Corp.

    16,925        2,205,666   

DaVita, Inc. (a)

    10,930        722,145   

Express Scripts Holding Co. (a)

    41,814        2,949,141   

Fresenius Medical Care AG & Co. KGaA

    22,053        1,924,975   

Fresenius SE & Co. KGaA

    41,232        3,288,882   

HCA Holdings, Inc. (a)

    20,169        1,525,382   

Healthscope, Ltd.

    173,103        410,108   

Henry Schein, Inc. (a)

    5,403        880,581   

Humana, Inc.

    9,800        1,733,522   

Laboratory Corp. of America Holdings (a)

    6,725        924,553   

McKesson Corp.

    15,155        2,527,096   

Mediclinic International plc

    37,142        446,560   

Medipal Holdings Corp.

    17,187        297,294   

Miraca Holdings, Inc.

    5,843        291,344   

Patterson Cos., Inc.

    5,480        251,751   

Quest Diagnostics, Inc.

    9,405        795,945   

Ramsay Health Care, Ltd.

    14,244        865,251   

Ryman Healthcare, Ltd.

    37,412        262,485   

Sonic Healthcare, Ltd.

    39,707        670,716   

Suzuken Co., Ltd.

    7,800        257,438   

UnitedHealth Group, Inc.

    62,800        8,792,000   

Universal Health Services, Inc. - Class B

    6,000        739,320   
   

 

 

 
      41,685,742   
   

 

 

 

 

MIST-9


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Health Care Technology—0.0%

  

Cerner Corp. (a)

    19,960      $ 1,232,530   

M3, Inc.

    19,554        665,928   
   

 

 

 
      1,898,458   
   

 

 

 

Hotels, Restaurants & Leisure—0.7%

  

Accor S.A.

    17,191        681,889   

Aristocrat Leisure, Ltd.

    54,531        661,510   

Carnival Corp.

    29,720        1,450,930   

Carnival plc

    19,177        936,061   

Chipotle Mexican Grill, Inc. (a)

    2,015        853,353   

Compass Group plc

    165,434        3,208,174   

Crown Resorts, Ltd.

    36,334        365,547   

Darden Restaurants, Inc.

    7,575        464,499   

Domino’s Pizza Enterprises, Ltd.

    6,210        335,297   

Flight Centre Travel Group, Ltd.

    5,595        156,705   

Galaxy Entertainment Group, Ltd.

    236,071        898,268   

Genting Singapore plc

    608,000        337,462   

InterContinental Hotels Group plc

    18,895        779,317   

Marriott International, Inc. - Class A

    21,507        1,448,066   

McDonald’s Corp.

    59,540        6,868,535   

McDonald’s Holdings Co. Japan, Ltd.

    6,677        196,761   

Melco Crown Entertainment, Ltd. (ADR)

    18,983        305,816   

Merlin Entertainments plc

    70,796        403,899   

MGM China Holdings, Ltd.

    94,700        166,154   

Oriental Land Co., Ltd.

    22,000        1,338,433   

Paddy Power Betfair plc

    8,013        906,441   

Pandox AB

    5,636        98,630   

Royal Caribbean Cruises, Ltd.

    11,214        840,489   

Sands China, Ltd.

    243,735        1,067,662   

Shangri-La Asia, Ltd.

    125,200        137,754   

SJM Holdings, Ltd.

    199,356        147,450   

Sodexo S.A.

    9,494        1,129,990   

Starbucks Corp.

    97,660        5,287,312   

Tabcorp Holdings, Ltd.

    82,951        317,470   

Tatts Group, Ltd.

    146,110        408,912   

TUI AG

    50,223        714,109   

Whitbread plc

    18,393        933,335   

William Hill plc

    87,073        343,319   

Wyndham Worldwide Corp.

    7,365        495,886   

Wynn Macau, Ltd.

    155,478        259,782   

Wynn Resorts, Ltd. (b)

    5,350        521,197   

Yum! Brands, Inc.

    27,040        2,455,502   
   

 

 

 
      37,921,916   
   

 

 

 

Household Durables—0.4%

  

Barratt Developments plc

    100,925        648,030   

Berkeley Group Holdings plc

    13,226        442,981   

Casio Computer Co., Ltd.

    23,000        322,602   

D.R. Horton, Inc.

    21,650        653,830   

Electrolux AB - Series B

    24,226        607,085   

Garmin, Ltd.

    7,770        373,815   

Harman International Industries, Inc.

    4,730        399,448   

Husqvarna AB - B Shares

    41,541        362,207   

Iida Group Holdings Co., Ltd.

    14,955        300,620   

Leggett & Platt, Inc.

    8,880        404,750   

Lennar Corp. - Class A

    11,895        503,634   

Household Durables—(Continued)

  

Mohawk Industries, Inc. (a)

    4,260      853,448   

Newell Brands, Inc.

    30,095        1,584,803   

Nikon Corp.

    34,255        511,573   

Panasonic Corp.

    222,228        2,223,558   

Persimmon plc

    30,982        730,240   

PulteGroup, Inc.

    20,980        420,439   

Rinnai Corp.

    3,475        322,741   

Sekisui Chemical Co., Ltd.

    40,915        588,056   

Sekisui House, Ltd.

    60,549        1,030,723   

Sharp Corp. (a)

    150,393        201,835   

Sony Corp.

    127,175        4,155,358   

Taylor Wimpey plc

    328,742        658,064   

Techtronic Industries Co., Ltd.

    138,500        543,150   

Whirlpool Corp.

    5,130        831,881   
   

 

 

 
      19,674,871   
   

 

 

 

Household Products—0.7%

  

Church & Dwight Co., Inc.

    17,202        824,320   

Clorox Co. (The)

    8,515        1,065,908   

Colgate-Palmolive Co.

    58,950        4,370,553   

Henkel AG & Co. KGaA

    10,464        1,217,832   

Kimberly-Clark Corp.

    23,835        3,006,547   

Procter & Gamble Co. (The) (e)

    175,225        15,726,444   

Reckitt Benckiser Group plc

    63,912        6,022,918   

Svenska Cellulosa AB SCA - Class B

    61,112        1,814,160   

Unicharm Corp.

    40,600        1,051,685   
   

 

 

 
      35,100,367   
   

 

 

 

Independent Power and Renewable Electricity Producers—0.0%

  

AES Corp.

    43,585        560,067   

Electric Power Development Co., Ltd.

    14,756        354,424   

Meridian Energy, Ltd.

    127,850        241,853   

NRG Energy, Inc.

    20,705        232,103   
   

 

 

 
      1,388,447   
   

 

 

 

Industrial Conglomerates—1.0%

  

3M Co.

    40,045        7,057,130   

CK Hutchison Holdings, Ltd.

    271,446        3,463,325   

DCC plc

    8,938        814,870   

General Electric Co. (e)

    602,372        17,842,259   

Honeywell International, Inc.

    50,860        5,929,767   

Jardine Matheson Holdings, Ltd.

    25,300        1,536,880   

Keihan Holdings Co., Ltd.

    51,000        356,493   

Keppel Corp., Ltd.

    146,000        584,160   

Koninklijke Philips NV

    93,760        2,775,896   

NWS Holdings, Ltd.

    153,500        257,134   

Roper Technologies, Inc.

    6,690        1,220,724   

Seibu Holdings, Inc.

    17,359        286,400   

Sembcorp Industries, Ltd.

    98,600        188,838   

Siemens AG

    77,032        9,017,593   

Smiths Group plc

    39,787        754,983   

Toshiba Corp. (a)

    404,779        1,352,445   
   

 

 

 
      53,438,897   
   

 

 

 

 

MIST-10


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Insurance—1.9%

  

Admiral Group plc

    21,295      $ 565,555   

Aegon NV

    183,765        704,141   

Aflac, Inc.

    27,685        1,989,721   

Ageas

    19,627        715,788   

AIA Group, Ltd.

    1,213,273        8,129,064   

Allianz SE

    46,018        6,830,578   

Allstate Corp. (The)

    24,965        1,727,079   

American International Group, Inc.

    68,371        4,057,135   

Aon plc

    17,880        2,011,321   

Arthur J. Gallagher & Co.

    11,642        592,229   

Assicurazioni Generali S.p.A.

    117,804        1,437,617   

Assurant, Inc.

    4,305        397,136   

Aviva plc

    408,624        2,338,224   

AXA S.A.

    195,605        4,161,738   

Baloise Holding AG

    5,035        608,968   

Chubb, Ltd.

    30,467        3,828,179   

Cincinnati Financial Corp.

    9,710        732,328   

CNP Assurances

    17,125        287,695   

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

    108,571        1,490,169   

Direct Line Insurance Group plc

    138,455        654,664   

Gjensidige Forsikring ASA

    20,238        378,209   

Hannover Rueck SE

    6,072        650,433   

Hartford Financial Services Group, Inc. (The)

    26,140        1,119,315   

Insurance Australia Group, Ltd.

    244,827        1,027,961   

Japan Post Holdings Co., Ltd.

    45,312        569,353   

Legal & General Group plc

    599,041        1,701,485   

Lincoln National Corp.

    15,840        744,163   

Loews Corp.

    17,640        725,886   

Mapfre S.A.

    107,532        300,782   

Marsh & McLennan Cos., Inc.

    34,450        2,316,762   

Medibank Private, Ltd.

    277,313        527,513   

MetLife, Inc. (f)

    72,375        3,215,621   

MS&AD Insurance Group Holdings, Inc.

    51,039        1,423,820   

Muenchener Rueckversicherungs-Gesellschaft AG

    16,218        3,024,652   

NN Group NV

    31,908        979,341   

Old Mutual plc

    496,295        1,304,312   

Poste Italiane S.p.A.

    52,122        357,553   

Principal Financial Group, Inc.

    17,875        920,741   

Progressive Corp. (The)

    38,605        1,216,058   

Prudential Financial, Inc.

    29,430        2,402,959   

Prudential plc

    259,072        4,598,132   

QBE Insurance Group, Ltd.

    138,079        985,113   

RSA Insurance Group plc

    102,597        726,076   

Sampo Oyj - A Shares

    45,015        2,002,348   

SCOR SE

    16,447        511,223   

Sompo Japan Nipponkoa Holdings, Inc.

    35,766        1,058,315   

Sony Financial Holdings, Inc.

    17,521        241,240   

St. James’s Place plc

    53,023        652,861   

Standard Life plc

    198,902        886,597   

Suncorp Group, Ltd.

    129,553        1,204,234   

Swiss Life Holding AG (a)

    3,231        834,990   

Swiss Re AG

    33,596        3,031,075   

T&D Holdings, Inc.

    58,302        657,327   

Tokio Marine Holdings, Inc.

    68,679        2,631,873   

Torchmark Corp.

    7,455        476,300   

Travelers Cos., Inc. (The)

    19,480        2,231,434   

Insurance—(Continued)

  

Tryg A/S

    11,801      237,484   

UnipolSai S.p.A.

    112,924        183,742   

Unum Group

    15,695        554,190   

Willis Towers Watson plc

    9,167        1,217,103   

XL Group, Ltd.

    19,265        647,882   

Zurich Insurance Group AG (a)

    15,153        3,899,382   
   

 

 

 
      97,635,169   
   

 

 

 

Internet & Direct Marketing Retail—0.6%

  

Amazon.com, Inc. (a)

    26,450        22,146,849   

Expedia, Inc.

    7,785        908,665   

Netflix, Inc. (a)

    28,281        2,787,093   

Priceline Group, Inc. (The) (a)

    3,295        4,848,559   

Rakuten, Inc.

    93,676        1,218,548   

Start Today Co., Ltd.

    18,015        308,544   

TripAdvisor, Inc. (a)

    7,505        474,166   

Zalando SE (a)

    8,756        365,338   
   

 

 

 
      33,057,762   
   

 

 

 

Internet Software & Services—1.1%

  

Akamai Technologies, Inc. (a)

    11,610        615,214   

Alphabet, Inc. - Class A (a) (e)

    19,340        15,550,520   

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

    19,666        15,286,185   

Auto Trader Group plc

    99,871        524,911   

eBay, Inc. (a)

    71,575        2,354,818   

Facebook, Inc. - Class A (a)

    151,646        19,451,632   

Kakaku.com, Inc.

    14,371        259,488   

Mixi, Inc.

    4,770        171,953   

United Internet AG

    12,391        548,219   

VeriSign, Inc. (a) (b)

    6,335        495,650   

Yahoo Japan Corp.

    143,372        570,846   

Yahoo!, Inc. (a)

    57,495        2,478,034   
   

 

 

 
      58,307,470   
   

 

 

 

IT Services—1.1%

  

Accenture plc - Class A

    41,495        5,069,444   

Alliance Data Systems Corp. (a)

    3,950        847,393   

Amadeus IT Group S.A.

    44,187        2,207,580   

Atos SE

    8,875        956,296   

Automatic Data Processing, Inc.

    30,195        2,663,199   

Cap Gemini S.A.

    16,471        1,613,064   

Cognizant Technology Solutions Corp. - Class A (a)

    40,250        1,920,327   

Computershare, Ltd.

    46,512        368,199   

CSRA, Inc.

    8,955        240,890   

Fidelity National Information Services, Inc.

    18,185        1,400,791   

Fiserv, Inc. (a)

    14,760        1,468,177   

Fujitsu, Ltd.

    187,016        1,009,603   

Global Payments, Inc.

    10,137        778,116   

International Business Machines Corp. (e)

    58,396        9,276,205   

MasterCard, Inc. - Class A

    64,800        6,594,696   

Nomura Research Institute, Ltd.

    12,500        431,340   

NTT Data Corp.

    12,711        635,303   

Obic Co., Ltd.

    6,520        346,873   

Otsuka Corp.

    5,300        251,565   

 

MIST-11


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

IT Services—(Continued)

  

Paychex, Inc.

    21,215      $ 1,227,712   

PayPal Holdings, Inc. (a)

    73,475        3,010,271   

Teradata Corp. (a)

    8,700        269,700   

Total System Services, Inc.

    11,095        523,129   

Visa, Inc. - Class A

    126,760        10,483,052   

Western Union Co. (The)

    33,120        689,558   

Worldpay Group plc

    140,972        541,219   

Xerox Corp.

    62,860        636,772   
   

 

 

 
      55,460,474   
   

 

 

 

Leisure Products—0.1%

  

Bandai Namco Holdings, Inc.

    20,110        615,028   

Hasbro, Inc.

    7,445        590,612   

Mattel, Inc.

    22,445        679,634   

Sankyo Co., Ltd.

    4,504        153,779   

Sega Sammy Holdings, Inc.

    18,748        266,995   

Shimano, Inc.

    7,541        1,117,872   

Yamaha Corp.

    16,900        545,148   
   

 

 

 
      3,969,068   
   

 

 

 

Life Sciences Tools & Services—0.2%

  

Agilent Technologies, Inc.

    21,635        1,018,792   

Illumina, Inc. (a)

    9,719        1,765,554   

Lonza Group AG (a)

    5,329        1,016,884   

Mettler-Toledo International, Inc. (a)

    1,789        751,076   

PerkinElmer, Inc.

    7,190        403,431   

QIAGEN NV (a)

    22,289        613,652   

Thermo Fisher Scientific, Inc.

    26,230        4,172,144   

Waters Corp. (a)

    5,390        854,261   
   

 

 

 
      10,595,794   
   

 

 

 

Machinery—1.0%

  

Alfa Laval AB

    29,612        463,877   

Alstom S.A. (a)

    15,488        409,646   

Amada Holdings Co., Ltd.

    33,986        353,030   

Andritz AG

    7,359        400,564   

Atlas Copco AB - A Shares

    67,618        2,034,444   

Atlas Copco AB - B Shares

    39,293        1,072,836   

Caterpillar, Inc.

    38,485        3,416,313   

CNH Industrial NV

    102,925        736,728   

Cummins, Inc.

    10,695        1,370,564   

Deere & Co. (b)

    19,815        1,691,210   

Dover Corp.

    10,200        751,128   

FANUC Corp.

    19,710        3,335,856   

Flowserve Corp.

    8,580        413,899   

Fortive Corp.

    19,730        1,004,257   

GEA Group AG

    18,414        1,021,398   

Hino Motors, Ltd.

    26,133        279,780   

Hitachi Construction Machinery Co., Ltd.

    10,858        216,398   

Hoshizaki Corp.

    5,100        465,824   

IHI Corp.

    147,748        429,091   

Illinois Tool Works, Inc.

    21,600        2,588,544   

IMI plc

    27,477        382,002   

Ingersoll-Rand plc

    16,965        1,152,602   

JTEKT Corp.

    22,417        336,937   

Machinery—(Continued)

  

Kawasaki Heavy Industries, Ltd.

    142,697      441,969   

Komatsu, Ltd.

    92,987        2,130,710   

Kone Oyj - Class B

    33,944        1,722,286   

Kubota Corp.

    106,359        1,607,772   

Kurita Water Industries, Ltd.

    10,224        243,106   

Makita Corp.

    11,290        802,899   

MAN SE

    3,565        375,798   

Metso Oyj

    11,424        333,251   

Minebea Co., Ltd.

    34,000        321,960   

Mitsubishi Heavy Industries, Ltd.

    322,000        1,346,327   

Nabtesco Corp.

    11,740        332,362   

NGK Insulators, Ltd.

    26,922        557,470   

NSK, Ltd.

    44,169        453,261   

PACCAR, Inc.

    23,195        1,363,402   

Parker-Hannifin Corp.

    8,935        1,121,611   

Pentair plc

    11,973        769,146   

Sandvik AB

    107,363        1,179,914   

Schindler Holding AG

    2,065        390,839   

Schindler Holding AG (Participation Certificate)

    4,455        834,619   

Sembcorp Marine, Ltd.

    83,700        80,927   

SKF AB - B Shares

    40,087        691,545   

SMC Corp.

    5,813        1,676,878   

Snap-on, Inc.

    3,810        578,968   

Stanley Black & Decker, Inc.

    10,040        1,234,719   

Sumitomo Heavy Industries, Ltd.

    55,676        274,337   

THK Co., Ltd.

    12,152        239,377   

Volvo AB - B Shares

    155,250        1,770,570   

Wartsila Oyj Abp

    14,896        670,463   

Weir Group plc (The)

    21,587        474,585   

Xylem, Inc.

    11,740        615,763   

Yangzijiang Shipbuilding Holdings, Ltd.

    191,390        105,946   

Zardoya Otis S.A.

    18,949        182,211   
   

 

 

 
      49,251,919   
   

 

 

 

Marine—0.1%

  

AP Moeller - Maersk A/S - Class A

    385        542,576   

AP Moeller - Maersk A/S - Class B

    644        947,259   

Kuehne & Nagel International AG

    5,438        788,424   

Mitsui OSK Lines, Ltd.

    114,913        267,419   

Nippon Yusen KK

    161,984        303,303   
   

 

 

 
      2,848,981   
   

 

 

 

Media—1.0%

  

Altice NV - Class A (a)

    37,211        667,561   

Altice NV - Class B (a)

    10,898        196,243   

Axel Springer SE

    4,395        225,056   

CBS Corp. - Class B

    27,850        1,524,509   

Charter Communications, Inc. - Class A (a)

    14,457        3,902,956   

Comcast Corp. - Class A

    160,702        10,660,971   

Dentsu, Inc.

    21,787        1,102,675   

Discovery Communications, Inc. - Class A (a)

    9,850        265,162   

Discovery Communications, Inc. - Class C (a)

    15,650        411,751   

Eutelsat Communications S.A.

    17,666        365,745   

Hakuhodo DY Holdings, Inc.

    21,520        251,290   

Interpublic Group of Cos., Inc. (The)

    26,525        592,834   

ITV plc

    365,392        888,015   

 

MIST-12


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Media—(Continued)

  

JCDecaux S.A.

    7,557      $ 243,963   

Lagardere SCA

    11,972        304,816   

News Corp. - Class A

    25,021        349,794   

News Corp. - Class B

    7,056        100,336   

Omnicom Group, Inc.

    15,785        1,341,725   

Pearson plc

    82,734        808,168   

ProSiebenSat.1 Media SE

    22,032        943,538   

Publicis Groupe S.A.

    19,086        1,443,357   

REA Group, Ltd.

    5,372        232,904   

RTL Group S.A.

    263        21,825   

RTL Group S.A. (Brussels Exchange)

    3,657        304,409   

Schibsted ASA - B Shares

    9,063        243,200   

Schibsted ASA - Class A

    7,700        226,571   

Scripps Networks Interactive, Inc. - Class A

    6,250        396,813   

SES S.A.

    36,682        899,748   

Singapore Press Holdings, Ltd.

    161,000        452,084   

Sky plc

    103,857        1,203,451   

TEGNA, Inc.

    14,440        315,658   

Telenet Group Holding NV (a)

    5,365        279,823   

Time Warner, Inc.

    52,155        4,152,060   

Toho Co., Ltd.

    11,394        378,156   

Twenty-First Century Fox, Inc. - Class A

    73,958        1,791,263   

Twenty-First Century Fox, Inc. - Class B

    28,425        703,234   

Viacom, Inc. - Class B

    22,870        871,347   

Vivendi S.A.

    117,141        2,360,503   

Walt Disney Co. (The)

    99,179        9,209,762   

WPP plc

    130,009        3,059,985   
   

 

 

 
      53,693,261   
   

 

 

 

Metals & Mining—0.7%

  

Alcoa, Inc.

    86,850        880,659   

Alumina, Ltd.

    246,487        276,084   

Anglo American plc (a)

    141,197        1,772,393   

Antofagasta plc

    39,342        266,569   

ArcelorMittal (a)

    185,220        1,131,092   

BHP Billiton plc

    212,674        3,196,463   

BHP Billiton, Ltd.

    323,400        5,594,838   

Boliden AB

    27,541        646,724   

Fortescue Metals Group, Ltd. (b)

    156,771        597,290   

Freeport-McMoRan, Inc.

    82,700        898,122   

Fresnillo plc

    22,280        524,231   

Glencore plc (a)

    1,232,052        3,377,661   

Hitachi Metals, Ltd.

    21,341        260,820   

JFE Holdings, Inc.

    52,561        766,373   

Kobe Steel, Ltd. (a)

    31,167        282,091   

Maruichi Steel Tube, Ltd.

    5,700        196,906   

Mitsubishi Materials Corp.

    11,180        305,571   

Newcrest Mining, Ltd.

    77,184        1,282,257   

Newmont Mining Corp.

    34,935        1,372,596   

Nippon Steel & Sumitomo Metal Corp.

    81,300        1,669,409   

Norsk Hydro ASA

    135,419        584,219   

Nucor Corp.

    20,940        1,035,483   

Randgold Resources, Ltd.

    9,433        948,460   

Rio Tinto plc

    124,568        4,145,000   

Rio Tinto, Ltd.

    42,714        1,694,234   

South32, Ltd.

    536,074        993,293   

Metals & Mining—(Continued)

  

Sumitomo Metal Mining Co., Ltd.

    49,516      684,556   

ThyssenKrupp AG

    37,042        883,194   

Voestalpine AG

    11,492        397,310   
   

 

 

 
      36,663,898   
   

 

 

 

Multi-Utilities—0.5%

  

AGL Energy, Ltd.

    67,940        992,392   

Ameren Corp.

    15,960        784,913   

CenterPoint Energy, Inc.

    28,400        659,732   

Centrica plc

    546,323        1,615,921   

CMS Energy Corp.

    18,255        766,893   

Consolidated Edison, Inc.

    19,345        1,456,678   

Dominion Resources, Inc.

    39,390        2,925,495   

DTE Energy Co.

    11,830        1,108,116   

DUET Group

    244,994        471,706   

E.ON SE

    201,490        1,426,501   

Engie S.A. (b)

    147,132        2,279,220   

National Grid plc

    377,280        5,332,142   

NiSource, Inc.

    21,050        507,516   

Public Service Enterprise Group, Inc.

    33,370        1,397,202   

RWE AG (a)

    49,278        849,067   

SCANA Corp.

    9,440        683,173   

Sempra Energy

    15,620        1,674,308   

Suez

    32,891        542,459   

Veolia Environnement S.A.

    45,382        1,043,871   

WEC Energy Group, Inc.

    20,829        1,247,241   
   

 

 

 
      27,764,546   
   

 

 

 

Multiline Retail—0.2%

  

Dollar General Corp.

    19,180        1,342,408   

Dollar Tree, Inc. (a)

    15,513        1,224,441   

Don Quijote Holdings Co., Ltd.

    12,000        439,812   

Harvey Norman Holdings, Ltd.

    55,438        221,269   

Isetan Mitsukoshi Holdings, Ltd.

    33,797        332,630   

J Front Retailing Co., Ltd.

    23,900        313,156   

Kohl’s Corp.

    12,525        547,969   

Macy’s, Inc.

    20,410        756,190   

Marks & Spencer Group plc

    163,465        703,001   

Marui Group Co., Ltd.

    21,000        277,303   

Next plc

    14,281        885,492   

Nordstrom, Inc. (b)

    8,440        437,867   

Ryohin Keikaku Co., Ltd.

    2,412        485,884   

Takashimaya Co., Ltd.

    30,372        249,218   

Target Corp.

    39,790        2,732,777   
   

 

 

 
      10,949,417   
   

 

 

 

Oil, Gas & Consumable Fuels—2.6%

  

Anadarko Petroleum Corp.

    33,535        2,124,778   

Apache Corp.

    24,995        1,596,431   

BP plc

    1,877,611        10,935,479   

Cabot Oil & Gas Corp.

    30,190        778,902   

Caltex Australia, Ltd.

    26,262        693,251   

Chesapeake Energy Corp. (a)

    34,135        214,027   

Chevron Corp. (e)

    124,400        12,803,248   

Cimarex Energy Co.

    6,315        848,547   

 

MIST-13


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Oil, Gas & Consumable Fuels—(Continued)

  

Concho Resources, Inc. (a)

    8,505      $ 1,168,162   

ConocoPhillips

    81,620        3,548,021   

Devon Energy Corp.

    33,620        1,482,978   

Eni S.p.A.

    256,160        3,691,448   

EOG Resources, Inc.

    36,290        3,509,606   

EQT Corp.

    11,210        814,070   

Exxon Mobil Corp. (e)

    274,389        23,948,672   

Galp Energia SGPS S.A.

    46,592        636,975   

Hess Corp.

    17,470        936,741   

Idemitsu Kosan Co., Ltd.

    8,900        183,364   

Inpex Corp.

    95,711        867,749   

JX Holdings, Inc.

    213,024        859,928   

Kinder Morgan, Inc.

    120,830        2,794,798   

Koninklijke Vopak NV

    7,113        373,347   

Lundin Petroleum AB (a)

    18,901        345,457   

Marathon Oil Corp.

    55,680        880,301   

Marathon Petroleum Corp.

    34,910        1,416,997   

Murphy Oil Corp.

    10,585        321,784   

Neste Oyj

    12,910        550,197   

Newfield Exploration Co. (a)

    13,000        564,980   

Noble Energy, Inc.

    28,300        1,011,442   

Occidental Petroleum Corp.

    50,445        3,678,449   

Oil Search, Ltd.

    137,994        755,081   

OMV AG

    14,868        427,943   

ONEOK, Inc.

    13,860        712,265   

Origin Energy, Ltd.

    176,540        736,481   

Phillips 66

    31,040        2,500,272   

Pioneer Natural Resources Co.

    10,765        1,998,522   

Range Resources Corp.

    11,105        430,319   

Repsol S.A.

    111,677        1,515,623   

Royal Dutch Shell plc - A Shares

    430,506        10,684,297   

Royal Dutch Shell plc - B Shares

    377,151        9,785,596   

Santos, Ltd.

    160,819        452,254   

Showa Shell Sekiyu KK

    18,900        175,377   

Southwestern Energy Co. (a)

    25,705        355,757   

Spectra Energy Corp.

    44,320        1,894,680   

Statoil ASA

    112,378        1,885,295   

Tesoro Corp.

    7,825        622,557   

TonenGeneral Sekiyu KK

    29,150        295,220   

Total S.A.

    224,646        10,647,575   

Valero Energy Corp.

    31,015        1,643,795   

Williams Cos., Inc. (The)

    39,465        1,212,760   

Woodside Petroleum, Ltd.

    76,347        1,678,493   
   

 

 

 
      133,990,291   
   

 

 

 

Paper & Forest Products—0.1%

  

Mondi plc

    36,979        777,406   

OJI Holdings Corp.

    81,372        321,984   

Stora Enso Oyj - R Shares

    54,961        488,019   

UPM-Kymmene Oyj

    53,744        1,134,931   
   

 

 

 
      2,722,340   
   

 

 

 

Personal Products—0.5%

  

Beiersdorf AG

    10,150        957,364   

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

    14,620        1,294,747   

Kao Corp.

    50,824        2,862,710   

Personal Products—(Continued)

  

Kose Corp.

    3,134      321,193   

L’Oreal S.A.

    25,511        4,816,349   

Pola Orbis Holdings, Inc.

    2,349        210,437   

Shiseido Co., Ltd.

    38,309        1,013,072   

Unilever NV

    164,031        7,566,809   

Unilever plc

    129,238        6,126,786   
   

 

 

 
      25,169,467   
   

 

 

 

Pharmaceuticals—3.4%

  

Allergan plc (a)

    26,117        6,015,006   

Astellas Pharma, Inc.

    212,500        3,318,595   

AstraZeneca plc

    127,336        8,248,842   

Bayer AG

    83,270        8,363,960   

Bristol-Myers Squibb Co.

    110,235        5,943,871   

Chugai Pharmaceutical Co., Ltd.

    22,574        815,117   

Daiichi Sankyo Co., Ltd.

    60,699        1,454,136   

Eisai Co., Ltd.

    25,380        1,586,270   

Eli Lilly & Co.

    64,330        5,163,126   

Endo International plc (a)

    13,446        270,937   

Galenica AG

    395        418,831   

GlaxoSmithKline plc

    490,534        10,453,489   

Hikma Pharmaceuticals plc

    14,501        379,526   

Hisamitsu Pharmaceutical Co., Inc.

    6,225        335,992   

Johnson & Johnson (e)

    182,320        21,537,462   

Kyowa Hakko Kirin Co., Ltd.

    26,167        412,027   

Mallinckrodt plc (a)

    7,370        514,279   

Merck & Co., Inc. (e)

    183,335        11,441,937   

Merck KGaA

    13,014        1,402,423   

Mitsubishi Tanabe Pharma Corp.

    22,801        487,347   

Mylan NV (a)

    27,185        1,036,292   

Novartis AG

    224,856        17,682,963   

Novo Nordisk A/S - Class B

    192,522        8,021,520   

Ono Pharmaceutical Co., Ltd.

    41,500        1,152,231   

Orion Oyj - Class B

    10,342        407,650   

Otsuka Holdings Co., Ltd.

    39,320        1,793,516   

Perrigo Co. plc

    9,653        891,261   

Pfizer, Inc.

    399,506        13,531,268   

Roche Holding AG

    70,745        17,526,090   

Sanofi

    116,620        8,885,538   

Santen Pharmaceutical Co., Ltd.

    37,500        553,020   

Shionogi & Co., Ltd.

    30,098        1,538,432   

Sumitomo Dainippon Pharma Co., Ltd.

    16,000        309,321   

Taisho Pharmaceutical Holdings Co., Ltd.

    3,653        374,230   

Takeda Pharmaceutical Co., Ltd.

    71,650        3,429,586   

Taro Pharmaceutical Industries, Ltd. (a) (b)

    1,536        169,743   

Teva Pharmaceutical Industries, Ltd.

    91,927        4,269,445   

UCB S.A.

    12,731        984,363   

Zoetis, Inc.

    30,140        1,567,581   
   

 

 

 
      172,687,223   
   

 

 

 

Professional Services—0.3%

  

Adecco Group AG

    16,691        939,934   

Bureau Veritas S.A.

    26,704        572,810   

Capita plc

    67,114        582,943   

Dun & Bradstreet Corp. (The)

    2,395        327,205   

Equifax, Inc.

    7,815        1,051,743   

 

MIST-14


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Professional Services—(Continued)

  

Experian plc

    96,652      $ 1,936,500   

Intertek Group plc

    16,251        735,767   

Nielsen Holdings plc

    23,833        1,276,734   

Randstad Holding NV

    11,979        545,665   

Recruit Holdings Co., Ltd.

    28,463        1,157,898   

RELX NV

    100,175        1,798,853   

RELX plc

    110,193        2,091,087   

Robert Half International, Inc.

    8,620        326,353   

Seek, Ltd.

    33,054        394,811   

SGS S.A.

    552        1,235,778   

Verisk Analytics, Inc. (a)

    10,201        829,137   

Wolters Kluwer NV

    30,400        1,300,937   
   

 

 

 
      17,104,155   
   

 

 

 

Real Estate Management & Development—1.1%

  

ADLER Real Estate AG (a) (b)

    2,600        41,431   

ADO Properties S.A. (144A)

    2,748        109,916   

Aeon Mall Co., Ltd.

    23,897        377,340   

Allreal Holding AG (a)

    1,050        159,387   

Azrieli Group, Ltd.

    9,049        397,120   

BUWOG AG (a)

    9,650        261,106   

CA Immobilien Anlagen AG (a)

    7,582        144,538   

Capital & Counties Properties plc

    78,950        294,713   

CapitaLand, Ltd.

    529,250        1,250,129   

Castellum AB

    28,377        424,869   

CBRE Group, Inc. - Class A (a)

    19,115        534,838   

Cheung Kong Property Holdings, Ltd.

    573,646        4,230,716   

City Developments, Ltd.

    104,700        700,819   

Citycon Oyj

    42,050        107,034   

Conwert Immobilien Invest SE (a)

    7,400        139,281   

D Carnegie & Co. AB (a)

    4,850        62,157   

Daejan Holdings plc

    550        39,829   

Daito Trust Construction Co., Ltd.

    7,144        1,141,709   

Daiwa House Industry Co., Ltd.

    56,810        1,555,975   

Deutsche Euroshop AG

    4,950        229,943   

Deutsche Wohnen AG

    70,153        2,550,115   

DIC Asset AG

    4,600        46,438   

Dios Fastigheter AB

    5,032        37,956   

Entra ASA (144A)

    6,718        75,321   

Fabege AB

    14,200        258,758   

Fastighets AB Balder - B Shares (a)

    9,900        262,928   

First Capital Realty, Inc.

    10,400        174,238   

Fonciere de Paris SIIC

    250        38,145   

Global Logistic Properties, Ltd.

    265,768        366,302   

Grainger plc

    44,100        131,675   

Grand City Properties S.A.

    10,900        213,248   

Hang Lung Properties, Ltd.

    442,100        1,003,539   

Helical plc

    10,650        37,277   

Hemfosa Fastigheter AB

    10,174        110,232   

Henderson Land Development Co., Ltd.

    229,854        1,373,826   

Hongkong Land Holdings, Ltd.

    244,650        1,744,494   

Hufvudstaden AB - A Shares

    11,900        206,012   

Hulic Co., Ltd.

    67,930        693,281   

Hysan Development Co., Ltd.

    129,000        605,979   

Inmobiliaria Colonial S.A.

    25,300        184,018   

Kennedy Wilson Europe Real Estate plc

    12,650        164,830   

Real Estate Management & Development—(Continued)

  

Kerry Properties, Ltd.

    128,900      424,605   

Klovern AB - B Shares

    59,900        74,465   

Kungsleden AB

    16,970        124,061   

LEG Immobilien AG (a)

    6,750        646,104   

Lend Lease Group (REIT)

    55,704        600,682   

Mitsubishi Estate Co., Ltd.

    252,594        4,735,452   

Mitsui Fudosan Co., Ltd.

    190,968        4,066,226   

Mobimo Holding AG (a)

    650        165,423   

New World Development Co., Ltd.

    1,130,925        1,480,896   

Nomura Real Estate Holdings, Inc.

    25,309        427,034   

Norwegian Property ASA

    26,500        35,982   

NTT Urban Development Corp.

    23,259        224,531   

PSP Swiss Property AG (b)

    4,259        405,932   

Sino Land Co., Ltd.

    640,300        1,142,240   

Sponda Oyj

    26,298        135,295   

Sumitomo Realty & Development Co., Ltd.

    82,095        2,126,893   

Sun Hung Kai Properties, Ltd.

    296,678        4,521,476   

Swire Pacific, Ltd. - Class A

    54,400        588,800   

Swire Properties, Ltd.

    242,350        713,169   

Swiss Prime Site AG (a)

    14,033        1,230,686   

TAG Immobilien AG

    15,200        221,059   

Technopolis Oyj

    15,300        56,028   

TLG Immobilien AG

    5,892        133,019   

Tokyo Tatemono Co., Ltd.

    41,800        502,086   

Tokyu Fudosan Holdings Corp.

    51,146        277,936   

UNITE Group plc (The)

    23,800        195,733   

UOL Group, Ltd.

    99,000        409,167   

Vonovia SE

    96,972        3,671,928   

Wallenstam AB - B Shares

    21,000        177,116   

WCM Beteiligungs & Grundbesitz-AG (a)

    9,350        31,176   

Wharf Holdings, Ltd. (The)

    266,550        1,953,072   

Wheelock & Co., Ltd.

    81,800        485,923   

Wihlborgs Fastigheter AB

    7,100        150,950   
   

 

 

 
      54,616,607   
   

 

 

 

Road & Rail—0.5%

  

Aurizon Holdings, Ltd.

    206,622        744,196   

Central Japan Railway Co.

    14,521        2,484,347   

ComfortDelGro Corp., Ltd.

    216,700        448,864   

CSX Corp.

    63,570        1,938,885   

DSV A/S

    19,205        959,046   

East Japan Railway Co.

    33,626        3,031,637   

Hankyu Hanshin Holdings, Inc.

    25,000        859,536   

J.B. Hunt Transport Services, Inc.

    5,896        478,401   

Kansas City Southern

    7,190        670,971   

Keikyu Corp.

    46,373        483,392   

Keio Corp.

    57,672        503,660   

Keisei Electric Railway Co., Ltd.

    13,906        347,031   

Kintetsu Group Holdings Co., Ltd.

    181,710        761,704   

MTR Corp., Ltd.

    147,700        817,535   

Nagoya Railroad Co., Ltd.

    92,000        499,961   

Nippon Express Co., Ltd.

    83,307        389,276   

Norfolk Southern Corp.

    19,740        1,915,964   

Odakyu Electric Railway Co., Ltd.

    29,760        662,086   

Ryder System, Inc.

    3,500        230,825   

Tobu Railway Co., Ltd.

    97,045        493,872   

 

MIST-15


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Road & Rail—(Continued)

  

Tokyu Corp.

    106,569      $ 812,404   

Union Pacific Corp.

    55,890        5,450,952   

West Japan Railway Co.

    16,582        1,026,499   
   

 

 

 
      26,011,044   
   

 

 

 

Semiconductors & Semiconductor Equipment—1.0%

  

Analog Devices, Inc.

    20,440        1,317,358   

Applied Materials, Inc.

    74,660        2,250,999   

ASM Pacific Technology, Ltd.

    24,400        201,624   

ASML Holding NV

    37,090        4,067,257   

Broadcom, Ltd.

    24,495        4,225,877   

First Solar, Inc. (a) (b)

    4,970        196,265   

Infineon Technologies AG

    113,944        2,033,127   

Intel Corp. (e)

    312,070        11,780,643   

KLA-Tencor Corp.

    9,070        632,270   

Lam Research Corp.

    10,447        989,435   

Linear Technology Corp.

    15,780        935,596   

Microchip Technology, Inc.

    14,030        871,824   

Micron Technology, Inc. (a)

    68,470        1,217,397   

NVIDIA Corp. (b)

    33,670        2,307,068   

NXP Semiconductors NV (a)

    29,615        3,021,026   

Qorvo, Inc. (a)

    8,523        475,072   

QUALCOMM, Inc.

    98,705        6,761,293   

Rohm Co., Ltd.

    8,978        473,253   

Skyworks Solutions, Inc.

    12,671        964,770   

STMicroelectronics NV

    63,590        519,038   

Texas Instruments, Inc.

    66,430        4,662,057   

Tokyo Electron, Ltd.

    15,825        1,396,493   

Xilinx, Inc.

    16,880        917,259   
   

 

 

 
      52,217,001   
   

 

 

 

Software—1.4%

  

Activision Blizzard, Inc.

    45,854        2,031,332   

Adobe Systems, Inc. (a)

    32,920        3,573,137   

Autodesk, Inc. (a)

    14,815        1,071,569   

CA, Inc.

    19,545        646,549   

Check Point Software Technologies, Ltd. (a)

    12,997        1,008,697   

Citrix Systems, Inc. (a)

    10,170        866,687   

Dassault Systemes S.A.

    12,938        1,122,453   

Electronic Arts, Inc. (a)

    20,380        1,740,452   

Gemalto NV

    8,077        517,904   

GungHo Online Entertainment, Inc.

    40,732        99,825   

Intuit, Inc.

    16,995        1,869,620   

Konami Holdings Corp.

    9,403        364,097   

Microsoft Corp. (e)

    522,555        30,099,168   

Mobileye NV (a)

    17,660        751,786   

Nexon Co., Ltd.

    17,326        270,728   

Nice, Ltd.

    6,054        404,834   

Nintendo Co., Ltd.

    11,487        3,039,532   

Oracle Corp. (e)

    208,110        8,174,561   

Oracle Corp. Japan

    3,933        222,020   

Red Hat, Inc. (a)

    12,035        972,789   

Sage Group plc (The)

    108,687        1,040,992   

Salesforce.com, Inc. (a)

    41,660        2,971,608   

SAP SE

    98,963        9,004,442   

Symantec Corp.

    40,200        1,009,020   

Software—(Continued)

  

Trend Micro, Inc.

    11,324      394,490   
   

 

 

 
      73,268,292   
   

 

 

 

Specialty Retail—0.9%

  

ABC-Mart, Inc.

    3,400        231,076   

Advance Auto Parts, Inc.

    4,820        718,758   

AutoNation, Inc. (a)

    4,805        234,052   

AutoZone, Inc. (a)

    2,035        1,563,572   

Bed Bath & Beyond, Inc.

    10,775        464,510   

Best Buy Co., Inc.

    18,545        708,048   

CarMax, Inc. (a)

    12,850        685,548   

Dixons Carphone plc

    97,645        467,044   

Dufry AG (a)

    4,612        576,862   

Fast Retailing Co., Ltd.

    5,379        1,732,042   

Foot Locker, Inc.

    9,044        612,460   

Gap, Inc. (The) (b)

    14,940        332,266   

Hennes & Mauritz AB - B Shares

    95,603        2,695,205   

Hikari Tsushin, Inc.

    2,200        203,939   

Home Depot, Inc. (The)

    83,770        10,779,524   

Industria de Diseno Textil S.A.

    109,841        4,071,864   

Kingfisher plc

    228,850        1,117,296   

L Brands, Inc.

    16,840        1,191,767   

Lowe’s Cos., Inc.

    60,420        4,362,928   

Nitori Holdings Co., Ltd.

    8,100        969,137   

O’Reilly Automotive, Inc. (a)

    6,465        1,810,911   

Ross Stores, Inc.

    26,680        1,715,524   

Shimamura Co., Ltd.

    2,300        278,888   

Signet Jewelers, Ltd. (b)

    5,225        389,419   

Staples, Inc.

    42,585        364,102   

Tiffany & Co. (b)

    7,320        531,652   

TJX Cos., Inc. (The)

    44,250        3,309,015   

Tractor Supply Co.

    8,835        595,037   

Ulta Salon Cosmetics & Fragrance, Inc. (a)

    4,279        1,018,316   

Urban Outfitters, Inc. (a)

    5,650        195,038   

USS Co., Ltd.

    22,080        373,241   

Yamada Denki Co., Ltd.

    63,250        313,708   
   

 

 

 
      44,612,749   
   

 

 

 

Technology Hardware, Storage & Peripherals—1.1%

  

Apple, Inc. (e)

    362,210        40,947,841   

Brother Industries, Ltd.

    23,746        418,257   

Canon, Inc.

    107,433        3,113,823   

FUJIFILM Holdings Corp.

    44,053        1,630,378   

Hewlett Packard Enterprise Co.

    113,410        2,580,078   

HP, Inc.

    114,010        1,770,575   

Konica Minolta, Inc.

    45,253        383,898   

NEC Corp.

    262,087        677,104   

NetApp, Inc.

    19,070        683,087   

Ricoh Co., Ltd.

    67,478        609,806   

Seagate Technology plc

    19,560        754,038   

Seiko Epson Corp.

    28,200        543,537   

Western Digital Corp.

    18,524        1,083,098   
   

 

 

 
      55,195,520   
   

 

 

 

 

MIST-16


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description  

Shares

    Value  

Textiles, Apparel & Luxury Goods—0.6%

  

adidas AG

    18,961      $ 3,290,823   

Asics Corp.

    15,878        319,248   

Burberry Group plc

    44,813        801,987   

Christian Dior SE

    5,490        983,736   

Cie Financiere Richemont S.A.

    52,563        3,200,440   

Coach, Inc.

    18,250        667,220   

Hanesbrands, Inc.

    25,822        652,006   

Hermes International

    2,658        1,081,422   

Hugo Boss AG

    6,756        373,620   

Kering

    7,630        1,537,520   

Li & Fung, Ltd.

    592,300        305,222   

Luxottica Group S.p.A.

    17,049        814,618   

LVMH Moet Hennessy Louis Vuitton SE

    28,085        4,787,867   

Michael Kors Holdings, Ltd. (a)

    11,797        551,982   

NIKE, Inc. - Class B

    89,180        4,695,327   

Pandora A/S

    11,198        1,357,810   

PVH Corp.

    5,408        597,584   

Ralph Lauren Corp.

    3,795        383,826   

Swatch Group AG (The)

    5,046        280,252   

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

    3,106        877,666   

Under Armour, Inc. - Class A (a) (b)

    11,972        463,077   

Under Armour, Inc. - Class C (a)

    12,056        408,216   

VF Corp.

    22,400        1,255,520   

Yue Yuen Industrial Holdings, Ltd.

    74,600        309,313   
   

 

 

 
      29,996,302   
   

 

 

 

Tobacco—0.8%

  

Altria Group, Inc.

    129,325        8,177,220   

British American Tobacco plc

    187,719        12,005,075   

Imperial Brands plc

    96,537        4,976,058   

Japan Tobacco, Inc.

    110,764        4,525,269   

Philip Morris International, Inc. (e)

    102,405        9,955,814   

Reynolds American, Inc.

    54,664        2,577,408   

Swedish Match AB

    19,006        697,114   
   

 

 

 
      42,913,958   
   

 

 

 

Trading Companies & Distributors—0.4%

  

AerCap Holdings NV (a)

    16,739        644,284   

Ashtead Group plc

    50,684        834,971   

Brenntag AG

    15,558        848,985   

Bunzl plc

    33,758        998,855   

Fastenal Co.

    19,050        795,909   

ITOCHU Corp.

    150,010        1,879,169   

Marubeni Corp.

    165,709        849,524   

Mitsubishi Corp.

    152,085        3,457,038   

Mitsui & Co., Ltd.

    171,805        2,376,401   

Noble Group, Ltd. (a)

    882,000        99,783   

Rexel S.A.

    30,431        465,766   

Sumitomo Corp.

    119,613        1,335,643   

Toyota Tsusho Corp.

    21,426        496,981   

Travis Perkins plc

    25,172        503,041   

United Rentals, Inc. (a)

    6,000        470,940   

Wolseley plc

    25,466        1,435,452   

WW Grainger, Inc. (b)

    3,820        858,889   
   

 

 

 
      18,351,631   
   

 

 

 

Transportation Infrastructure—0.2%

  

Abertis Infraestructuras S.A.

    64,822      1,009,254   

Aena S.A.

    6,797        1,002,529   

Aeroports de Paris

    3,010        298,500   

Atlantia S.p.A.

    41,576        1,055,622   

Auckland International Airport, Ltd.

    95,036        508,777   

Fraport AG Frankfurt Airport Services Worldwide

    4,236        231,453   

Groupe Eurotunnel SE

    47,085        509,029   

Hutchison Port Holdings Trust - Class U

    521,402        233,889   

Japan Airport Terminal Co., Ltd.

    4,700        178,677   

Kamigumi Co., Ltd.

    22,677        197,588   

Mitsubishi Logistics Corp.

    11,300        162,948   

Sydney Airport

    110,002        591,069   

Transurban Group

    204,967        1,787,401   
   

 

 

 
      7,766,736   
   

 

 

 

Water Utilities—0.1%

  

American Water Works Co., Inc.

    11,776        881,316   

Severn Trent plc

    23,708        769,764   

United Utilities Group plc

    68,662        893,491   
   

 

 

 
      2,544,571   
   

 

 

 

Wireless Telecommunication Services—0.5%

  

KDDI Corp.

    184,709        5,683,969   

Millicom International Cellular S.A.

    6,695        347,071   

NTT DoCoMo, Inc.

    139,512        3,537,231   

SoftBank Group Corp.

    96,732        6,266,481   

StarHub, Ltd.

    61,000        154,281   

Tele2 AB - B Shares

    32,094        276,830   

Vodafone Group plc

    2,674,488        7,668,761   
   

 

 

 
      23,934,624   
   

 

 

 

Total Common Stocks
(Cost $2,107,856,955)

      2,639,316,765   
   

 

 

 
U.S. Treasury & Government Agencies—26.0%   

Federal Agencies—1.1%

  

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

    1,785,000        1,801,099   

Federal Home Loan Mortgage Corp.
2.375%, 01/13/22

    8,925,000        9,398,364   

6.250%, 07/15/32

    2,480,000        3,745,611   

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

    20,645,000        20,672,623   

1.250%, 01/30/17

    14,970,000        15,008,862   

5.375%, 06/12/17

    756,000        781,035   

6.625%, 11/15/30

    1,650,000        2,509,020   

7.250%, 05/15/30

    1,941,000        3,075,578   
   

 

 

 
      56,992,192   
   

 

 

 

 

MIST-17


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

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

 

Security Description  

Principal
Amount*

    Value  

U.S. Treasury—24.9%

  

U.S. Treasury Bonds
2.250%, 08/15/46

    1,746,000      $ 1,714,354   

2.500%, 02/15/45

    5,830,000        6,024,944   

2.750%, 08/15/42

    8,785,000        9,572,909   

2.875%, 05/15/43

    5,779,000        6,434,558   

2.875%, 08/15/45

    44,390,000        49,442,825   

3.000%, 05/15/45

    1,395,000        1,590,518   

3.125%, 11/15/41

    15,840,000        18,437,507   

3.125%, 02/15/42

    5,645,000        6,574,438   

3.125%, 02/15/43

    8,925,000        10,398,669   

3.625%, 08/15/43

    25,457,000        32,408,950   

3.750%, 08/15/41

    8,025,000        10,310,560   

3.875%, 08/15/40

    7,502,000        9,786,299   

4.250%, 05/15/39

    1,235,000        1,693,349   

4.375%, 05/15/40

    6,650,000        9,292,078   

4.375%, 05/15/41

    7,495,000        10,527,544   

4.750%, 02/15/41

    1,780,000        2,626,127   

6.000%, 02/15/26

    33,774,000        46,819,208   

6.250%, 08/15/23

    4,620,000        6,091,904   

6.250%, 05/15/30

    1,815,000        2,801,765   

6.875%, 08/15/25

    2,640,000        3,816,862   

8.875%, 02/15/19

    2,158,000        2,569,200   

U.S. Treasury Inflation Indexed Notes
0.125%, 04/15/21 (g)

    6,490,501        6,626,016   

0.125%, 01/15/22 (g)

    13,698,365        13,981,017   

0.125%, 07/15/22 (g)

    11,679,163        11,957,711   

0.125%, 01/15/23 (g)

    9,633,809        9,785,753   

1.125%, 01/15/21 (g)

    13,015,875        13,852,197   

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

    10,041,000        10,033,158   

0.750%, 12/31/17

    25,654,000        25,665,031   

0.750%, 03/31/18

    30,165,000        30,173,235   

0.875%, 01/31/18 (h)

    63,035,000        63,167,941   

1.125%, 09/30/21

    7,998,000        7,987,379   

1.250%, 11/30/18

    16,530,000        16,682,390   

1.250%, 01/31/19

    6,545,000        6,608,663   

1.250%, 04/30/19

    8,909,000        9,000,522   

1.250%, 03/31/21

    24,650,000        24,779,018   

1.375%, 06/30/18

    21,010,000        21,229,954   

1.375%, 03/31/20

    9,890,000        10,019,421   

1.375%, 08/31/20

    17,945,000        18,165,113   

1.375%, 10/31/20

    43,521,000        44,029,325   

1.375%, 05/31/21

    6,338,000        6,406,577   

1.500%, 08/31/18

    81,582,000        82,684,662   

1.500%, 01/31/19

    5,070,000        5,147,835   

1.500%, 05/31/19

    36,808,000        37,424,828   

1.500%, 11/30/19

    29,340,000        29,854,594   

1.500%, 05/31/20

    9,830,000        9,998,565   

1.500%, 08/15/26

    5,649,000        5,594,052   

1.625%, 06/30/20

    13,695,000        13,993,510   

1.625%, 07/31/20

    7,875,000        8,046,344   

1.625%, 11/15/22

    57,759,000        58,726,925   

1.625%, 02/15/26

    11,320,000        11,339,459   

1.750%, 05/15/23

    47,565,000        48,633,358   

2.000%, 11/15/21

    33,035,000        34,322,836   

U.S. Treasury—(Continued)

  

U.S. Treasury Notes
2.000%, 02/15/22

    9,370,000      $ 9,739,309   

2.000%, 02/15/23

    9,615,000        9,988,331   

2.000%, 02/15/25

    10,410,000        10,780,044   

2.000%, 08/15/25

    17,740,000        18,358,133   

2.125%, 08/15/21

    19,150,000        19,998,288   

2.125%, 05/15/25

    36,853,000        38,528,669   

2.250%, 11/15/24

    6,890,000        7,274,600   

2.625%, 08/15/20

    21,945,000        23,242,849   

2.625%, 11/15/20

    28,794,000        30,567,768   

2.750%, 02/15/19 (i)

    33,793,000        35,324,228   

2.750%, 11/15/23

    9,125,000        9,943,038   

3.500%, 05/15/20

    9,995,000        10,871,512   

3.625%, 02/15/20

    29,095,000        31,640,813   

3.625%, 02/15/21

    73,431,000        81,235,908   
   

 

 

 
      1,282,345,447   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $1,296,264,065)

      1,339,337,639   
   

 

 

 
Mutual Funds—5.2%                

Investment Company Securities—5.2%

  

F&C Commercial Property Trust, Ltd.

    56,650        90,389   

F&C UK Real Estate Investment, Ltd.

    25,600        31,640   

iShares Core MSCI Emerging Markets ETF (b)

    1,713,842        78,168,334   

MedicX Fund, Ltd.

    40,933        47,126   

Picton Property Income, Ltd.

    58,000        54,136   

Schroder Real Estate Investment Trust, Ltd.

    55,650        41,295   

Standard Life Investment Property Income Trust, Ltd.

    40,840        43,363   

UK Commercial Property Trust, Ltd.

    71,150        72,785   

Vanguard Global ex-U.S. Real Estate ETF (b)

    679,197        38,150,495   

Vanguard Mid-Cap ETF

    182,287        23,595,229   

Vanguard REIT ETF (b)

    770,855        66,863,963   

Vanguard Small-Cap ETF (b)

    519,887        63,519,794   
   

 

 

 

Total Mutual Funds
(Cost $256,619,010)

      270,678,549   
   

 

 

 
Foreign Government—4.7%                

Sovereign—4.7%

  

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

    3,100,000        2,525,757   

3.750%, 04/21/37 (AUD)

    530,000        484,465   

5.250%, 03/15/19 (AUD)

    510,000        425,145   

5.750%, 05/15/21 (AUD)

    2,345,000        2,124,878   

6.000%, 02/15/17 (AUD)

    230,000        178,799   

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

    275,000        499,087   

3.400%, 11/22/22 (144A) (EUR)

    1,740,000        2,414,970   

4.150%, 03/15/37 (144A) (EUR)

    380,000        726,521   

 

MIST-18


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Foreign Government—(Continued)

 

Security Description   Principal
Amount*
    Value  

Sovereign—(Continued)

  

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

    905,000      $ 1,236,520   

3.750%, 09/28/20 (144A) (EUR)

    335,000        441,694   

4.250%, 09/28/21 (144A) (EUR)

    900,000        1,252,473   

4.250%, 03/28/41 (144A) (EUR)

    760,000        1,502,442   

5.000%, 03/28/35 (144A) (EUR)

    355,000        705,378   

5.500%, 09/28/17 (144A) (EUR)

    900,000        1,072,484   

5.500%, 03/28/28 (EUR)

    815,000        1,466,807   

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

    390,000        444,383   

Bundesrepublik Deutschland
0.500%, 02/15/26 (EUR)

    215,000        257,507   

1.500%, 05/15/23 (EUR)

    885,000        1,128,066   

1.500%, 05/15/24 (EUR)

    1,965,000        2,533,694   

2.000%, 01/04/22 (EUR)

    1,505,000        1,922,438   

2.000%, 08/15/23 (EUR)

    1,170,000        1,542,378   

2.500%, 01/04/21 (EUR)

    2,715,000        3,466,909   

2.500%, 07/04/44 (EUR)

    745,000        1,294,498   

3.250%, 07/04/42 (EUR)

    135,000        258,393   

4.250%, 07/04/39 (EUR)

    920,000        1,928,983   

5.500%, 01/04/31 (EUR)

    1,505,000        3,008,308   

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

    1,870,000        1,590,558   

3.500%, 06/01/20 (CAD)

    420,000        354,558   

3.500%, 12/01/45 (CAD)

    225,000        243,702   

4.000%, 06/01/41 (CAD)

    975,000        1,094,368   

5.750%, 06/01/29 (CAD)

    385,000        447,175   

5.750%, 06/01/33 (CAD)

    245,000        303,429   

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

    5,745,000        970,196   

4.000%, 11/15/19 (DKK)

    3,690,000        636,029   

4.500%, 11/15/39 (DKK)

    1,645,000        466,468   

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

    1,500,000        1,995,564   

France Government Bond OAT
1.000%, 11/25/25 (EUR)

    2,180,000        2,663,626   

1.750%, 05/25/23 (EUR)

    545,000        696,016   

2.250%, 10/25/22 (EUR)

    1,270,000        1,654,507   

2.250%, 05/25/24 (EUR)

    3,550,000        4,736,338   

3.250%, 05/25/45 (EUR)

    885,000        1,557,219   

3.750%, 04/25/21 (EUR)

    4,445,000        5,967,898   

4.500%, 04/25/41 (EUR)

    1,585,000        3,220,777   

5.500%, 04/25/29 (EUR)

    1,565,000        2,892,155   

5.750%, 10/25/32 (EUR)

    535,000        1,088,336   

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

    855,000        969,507   

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

    190,000        256,777   

4.500%, 04/18/20 (EUR)

    415,000        547,958   

5.400%, 03/13/25 (EUR)

    840,000        1,350,919   

Italy Buoni Poliennali Del Tesoro
2.000%, 12/01/25 (EUR)

    1,190,000        1,440,012   

3.250%, 09/01/46 (144A) (EUR)

    280,000        386,547   

3.750%, 03/01/21 (EUR)

    5,105,000        6,632,913   

3.750%, 09/01/24 (EUR)

    2,270,000        3,100,783   

5.000%, 08/01/39 (EUR)

    1,800,000        3,118,684   

Sovereign—(Continued)

  

Italy Buoni Poliennali Del Tesoro
5.250%, 08/01/17 (EUR)

    7,530,000      8,844,289   

5.250%, 11/01/29 (EUR)

    3,510,000        5,732,435   

5.500%, 11/01/22 (EUR)

    1,215,000        1,769,568   

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

    139,400,000        1,391,237   

0.300%, 09/20/18 (JPY)

    1,331,600,000        13,285,929   

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

    25,750,000        356,927   

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

    555,750,000        5,788,065   

0.800%, 09/20/22 (JPY)

    78,700,000        824,516   

0.800%, 12/20/22 (JPY)

    85,450,000        897,467   

0.800%, 09/20/23 (JPY)

    252,300,000        2,669,372   

1.700%, 03/20/17 (JPY)

    260,350,000        2,591,176   

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

    498,100,000        6,614,432   

1.900%, 09/20/42 (JPY)

    306,100,000        4,114,397   

2.300%, 03/20/40 (JPY)

    408,300,000        5,734,601   

Japan Government Twenty Year Bonds
1.400%, 12/20/22 (JPY)

    764,200,000        8,310,152   

1.500%, 03/20/33 (JPY)

    160,450,000        1,918,549   

1.700%, 12/20/31 (JPY)

    561,250,000        6,839,994   

1.700%, 09/20/32 (JPY)

    182,400,000        2,233,319   

1.700%, 09/20/33 (JPY)

    418,500,000        5,145,893   

2.100%, 06/20/29 (JPY)

    555,050,000        6,915,122   

2.100%, 12/20/29 (JPY)

    121,550,000        1,522,536   

2.500%, 12/21/20 (JPY)

    808,300,000        8,902,180   

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

    21,375,000        1,135,740   

7.250%, 12/15/16 (MXN)

    12,170,000        630,798   

7.750%, 11/13/42 (MXN)

    3,375,000        200,990   

10.000%, 11/20/36 (MXN)

    8,160,000        586,589   

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

    1,380,000        1,798,061   

3.750%, 01/15/42 (144A) (EUR)

    645,000        1,304,174   

5.500%, 01/15/28 (EUR)

    1,250,000        2,277,029   

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

    3,240,000        460,999   

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

    3,610,000        1,043,283   

5.750%, 04/25/29 (PLN)

    1,105,000        365,434   

Singapore Government Bonds
2.125%, 06/01/26 (SGD)

    815,000        615,861   

2.250%, 06/01/21 (SGD)

    865,000        661,173   

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

    6,815,000        362,823   

8.250%, 09/15/17 (ZAR)

    12,430,000        912,451   

10.500%, 12/21/26 (ZAR)

    10,465,000        855,274   

Spain Government Bonds
1.950%, 04/30/26 (144A) (EUR)

    1,140,000        1,406,147   

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

    2,425,000        3,172,725   

3.800%, 01/31/17 (144A) (EUR)

    2,725,000        3,101,932   

4.000%, 04/30/20 (144A) (EUR)

    2,190,000        2,815,984   

4.200%, 01/31/37 (144A) (EUR)

    650,000        1,052,471   

4.400%, 10/31/23 (144A) (EUR)

    445,000        638,199   

 

MIST-19


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Foreign Government—(Continued)

 

Security Description  

Shares/

Principal/
Notional
Amount*

    Value  

Sovereign—(Continued)

  

Spain Government Bonds
4.700%, 07/30/41 (144A) (EUR)

    610,000      $ 1,076,863   

5.850%, 01/31/22 (144A) (EUR)

    1,680,000        2,460,606   

6.000%, 01/31/29 (EUR)

    995,000        1,741,986   

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

    3,330,000        436,338   

5.000%, 12/01/20 (SEK)

    8,685,000        1,249,175   

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

    415,000        559,727   

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

    1,495,000        1,947,141   

2.000%, 09/07/25 (GBP)

    1,295,000        1,872,869   

2.250%, 09/07/23 (GBP)

    1,170,000        1,705,268   

2.750%, 09/07/24 (GBP)

    1,425,000        2,163,425   

3.250%, 01/22/44 (GBP)

    3,105,000        5,591,057   

3.750%, 09/07/20 (GBP)

    1,395,000        2,064,105   

4.250%, 09/07/39 (GBP)

    945,000        1,890,573   

4.250%, 12/07/46 (GBP)

    1,380,000        2,981,740   

4.500%, 12/07/42 (GBP)

    275,000        589,625   

8.000%, 06/07/21 (GBP)

    1,170,000        2,063,059   
   

 

 

 

Total Foreign Government
(Cost $246,485,440)

      243,419,846   
   

 

 

 
Preferred Stocks—0.1%   

Auto Components—0.0%

  

Schaeffler AG

    16,561        261,988   
   

 

 

 

Automobiles—0.1%

  

Bayerische Motoren Werke (BMW) AG

    5,505        405,805   

Porsche Automobil Holding SE

    15,419        787,156   

Volkswagen AG

    18,688        2,455,100   
   

 

 

 
      3,648,061   
   

 

 

 

Chemicals—0.0%

  

FUCHS Petrolub SE

    7,044        321,557   
   

 

 

 

Household Products—0.0%

  

Henkel AG & Co. KGaA

    17,940        2,438,503   
   

 

 

 

Total Preferred Stocks
(Cost $6,852,171)

      6,670,109   
   

 

 

 
Purchased Options—0.0%   

Call Options—0.0%

  

iShares MSCI EAFE Index, Strike Price $62.00, Expires 11/18/16 (Counterparty - Goldman Sachs International)

    3,296,800        544,638   

S&P 500 Index, Strike Price $2,275, Expires 11/18/16 (Counterparty - Citibank N.A.)

    238,000        262,550   
   

 

 

 

Total Purchased Options
(Cost $3,494,826)

      807,188   
   

 

 

 
Short-Term Investments—11.7%    
Security Description  

Principal
Amount*

    Value  

Repurchase Agreement—10.7%

  

Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $552,963,467 on 10/03/16, collateralized by $544,130,000 U.S. Treasury Notes with rates ranging from 1.500% - 2.125%, maturity dates ranging from 01/31/22 - 06/30/22, with a value of $564,021,463.

    552,962,084      552,962,084   
   

 

 

 

U.S. Treasury—1.0%

  

U.S. Treasury Bills
0.305%, 11/25/16 (j)

    50,000,000        49,976,625   
   

 

 

 

Total Short-Term Investments
(Cost $602,938,709)

      602,938,709   
   

 

 

 
Securities Lending Reinvestments (k)—1.5%   

Certificates of Deposit—0.0%

  

Bank of Montreal
0.500%, 10/24/16

    250,000        250,000   

DZ Bank AG
0.950%, 01/03/17

    250,000        250,000   

KBC Bank NV
1.000%, 01/04/17

    250,000        250,000   

National Bank of Canada
0.480%, 10/28/16

    200,000        199,998   
   

 

 

 
      949,998   
   

 

 

 

Commercial Paper—0.0%

  

Credit Suisse AG
0.971%, 10/19/16

    200,000        199,998   
   

 

 

 

Repurchase Agreements—1.3%

  

Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $11,500,894 on 10/03/16, collateralized by $10,867,673 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $11,730,003.

    11,500,000        11,500,000   

Deutsche Bank AG, London Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $11,500,799 on 10/03/16, collateralized by $11,289,818 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $11,730,010.

    11,500,000        11,500,000   

 

MIST-20


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (k)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreements—(Continued)

  

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $7,000,292 on 10/03/16, collateralized by $6,805,346 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $7,140,001.

    7,000,000      $ 7,000,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $6,000,225 on 10/03/16, collateralized by $4,732,800 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $6,120,084.

    6,000,000        6,000,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $11,400,896 on 10/03/16, collateralized by $10,883,341 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $11,632,863.

    11,400,000        11,400,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $201,971 on 10/03/16, collateralized by $166,858 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $206,002.

    201,963        201,963   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $8,000,467 on 10/03/16, collateralized by $12,796,488 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $8,160,476.

    8,000,000        8,000,000   

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $2,000,144 on 10/04/16, collateralized by $1,923,548 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $2,040,000.

    2,000,000        2,000,000   

Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $4,000,173 on 10/03/16, collateralized by $5,647,501 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $4,080,000.

    4,000,000        4,000,000   

Repurchase Agreements—(Continued)

  

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $3,200,123 on 10/03/16, collateralized by $2,995,776 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $3,264,066.

    3,200,000      3,200,000   
   

 

 

 
      64,801,963   
   

 

 

 

Time Deposits—0.2%

  

ANZ London
0.420%, 10/03/16

    300,000        300,000   

Canadian Imperial Bank
0.260%, 10/03/16

    2,500,000        2,500,000   

DBS Bank, Ltd., Singapore
0.380%, 10/04/16

    1,000,000        1,000,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    2,300,000        2,300,000   

Royal Bank of Canada
0.280%, 10/03/16

    2,300,000        2,300,000   
   

 

 

 
      8,400,000   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $74,351,995)

      74,351,959   
   

 

 

 

Total Investments—100.4%
(Cost $4,594,863,171) (l)

      5,177,520,764   

Other assets and liabilities (net)—(0.4)%

      (19,649,615
   

 

 

 
Net Assets—100.0%     $ 5,157,871,149   
   

 

 

 

 

* 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 September 30, 2016, the market value of securities loaned was $72,413,576 and the collateral received consisted of cash in the amount of $73,852,058. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) Security was valued in good faith under procedures approved by the Board of Trustees. As of September 30, 2016, these securities represent less than 0.05% of net assets.
(d) Illiquid security. As of September 30, 2016, these securities represent 0.0% of net assets.
(e) All or a portion of the security was pledged as collateral against open futures contracts. As of September 30, 2016, the market value of securities pledged was $115,264,778.
(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 September 30, 2016, the market value of securities pledged was $63,132,867.
(i) All or a portion of the security was pledged as collateral against open swap contracts. As of September 30, 2016, the market value of securities pledged was $2,038,986.

 

MIST-21


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

 

(j) The rate shown represents current yield to maturity.
(k) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(l) As of September 30, 2016, the aggregate cost of investments was $4,594,863,171. The aggregate unrealized appreciation and depreciation of investments were $755,332,176 and $(172,674,583), respectively, resulting in net unrealized appreciation of $582,657,593.
(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 September 30, 2016, the market value of 144A securities was $31,739,858, which is 0.6% 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
(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
(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.
(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     2,221,386      

Citibank N.A.

       12/15/16         $ 1,698,932         $ (1,529
CAD     27,147,490      

Citibank N.A.

       12/15/16           21,024,894           (321,532
CHF     22,310,331      

Credit Suisse International

       12/15/16           23,415,979           (352,153
EUR     660,103      

Citibank N.A.

       10/06/16           737,353           4,241   
EUR     814,633      

State Street Bank and Trust

       10/06/16           899,878           15,323   
EUR     1,171,102      

State Street Bank and Trust

       10/06/16           1,318,041           (2,363
EUR     1,281,050      

State Street Bank and Trust

       10/06/16           1,434,987           4,212   
EUR     23,475,353      

Citibank N.A.

       12/15/16           26,228,472           229,395   
EUR     13,851,018      

Royal Bank of Scotland plc

       12/15/16           15,569,513           41,259   
EUR     9,639,580      

UBS AG

       12/15/16           10,912,749           (48,473
JPY     72,673,308      

Citibank N.A.

       10/21/16           720,709           (3,548
JPY     85,489,758      

Goldman Sachs International

       10/21/16           850,365           (6,727
JPY     74,340,351      

JPMorgan Chase Bank N.A.

       10/21/16           729,302           4,310   
JPY     157,181,919      

State Street Bank and Trust

       10/21/16           1,572,432           (21,315
JPY     5,158,382,000      

BNP Paribas S.A.

       12/15/16           51,465,758           (439,140
JPY     2,540,531,243      

HSBC Bank USA

       12/15/16           25,262,981           (132,094
JPY     2,077,863,000      

UBS AG

       12/15/16           20,712,350           (158,169
NOK     81,627,000      

Goldman Sachs International

       12/15/16           10,081,948           130,312   
NZD     12,891,507      

Credit Suisse International

       12/15/16           9,492,107           (131,368
NZD     18,013,968      

Credit Suisse International

       12/15/16           12,969,372           110,871   
NZD     21,170,124      

Goldman Sachs International

       12/15/16           15,414,560           (42,579
NZD     18,048,363      

Royal Bank of Scotland plc

       12/15/16           13,378,024           (272,806

Contracts to Deliver

                                 
AUD     7,189,066      

BNP Paribas S.A.

       10/28/16         $ 5,541,404         $ 41,991   
AUD     8,266,682      

Credit Suisse International

       12/15/16           6,320,796           4,069   
AUD     2,221,386      

Credit Suisse International

       12/15/16           1,698,496           1,093   
CAD     5,210,242      

UBS AG

       11/10/16           4,058,106           85,609   
CAD     27,147,490      

BNP Paribas S.A.

       12/15/16           20,540,670           (162,692
CHF     528,590      

Standard Chartered Bank

       11/22/16           541,324           (4,314
CHF     60,156,000      

JPMorgan Chase Bank N.A.

       12/15/16           62,243,268           55,597   
CHF     50,995,408      

JPMorgan Chase Bank N.A.

       12/15/16           52,817,675           99,980   
CHF     22,310,331      

JPMorgan Chase Bank N.A.

       12/15/16           22,861,991           (201,835
DKK     13,142,928      

BNP Paribas S.A.

       12/07/16           1,993,085           4,182   
EUR     763,467      

BNP Paribas S.A.

       10/06/16           860,106           2,387   

 

MIST-22


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
EUR     102,219,933      

Citibank N.A.

       10/06/16         $ 113,476,596         $ (1,362,613
EUR     659,479      

JPMorgan Chase Bank N.A.

       10/06/16           732,228           (8,665
EUR     829,079      

Nomura Global Financial Products Inc.

       10/06/16           931,620           189   
EUR     629,066      

State Street Bank and Trust

       10/06/16           703,471           (3,254
EUR     185,233      

State Street Bank and Trust

       10/06/16           204,234           (3,866
EUR     1,249,443      

Credit Suisse International

       12/15/16           1,399,684           (8,500
EUR     10,004,727      

JPMorgan Chase Bank N.A.

       12/15/16           11,267,524           (8,291
GBP     17,931,867      

HSBC Bank USA

       11/16/16           23,297,709           36,185   
GBP     5,647,656      

Barclays Bank plc

       12/15/16           7,334,306           3,615   
GBP     17,892,710      

JPMorgan Chase Bank N.A.

       12/15/16           23,326,368           101,526   
GBP     11,793,766      

UBS AG

       12/15/16           15,334,731           26,354   
JPY     68,004,473      

Goldman Sachs International

       10/21/16           670,887           (201
JPY     8,988,518,141      

State Street Bank and Trust

       10/21/16           88,967,394           266,072   
JPY     51,662,926      

State Street Bank and Trust

       10/21/16           500,723           (9,101
JPY     49,795,650      

State Street Bank and Trust

       10/21/16           488,805           (2,593
JPY     325,796,338      

Citibank N.A.

       12/15/16           3,212,906           (9,866
JPY     1,842,687,109      

Credit Suisse International

       12/15/16           17,915,770           (312,056
JPY     517,856,389      

Societe Generale

       12/15/16           5,179,486           56,860   
JPY     1,967,087,378      

State Street Bank and Trust

       12/15/16           19,283,843           (174,548
MXN     48,104,410      

Goldman Sachs International

       11/22/16           2,438,382           (28,806
NOK     3,292,107      

State Street Bank and Trust

       12/07/16           403,303           (8,558
PLN     5,102,893      

Standard Chartered Bank

       10/07/16           1,282,613           (51,756
SEK     12,879,191      

Goldman Sachs International

       12/07/16           1,533,566           27,566   
SEK     178,780,000      

Citibank N.A.

       12/15/16           20,896,827           (18,285
SEK     146,785,521      

Citibank N.A.

       12/15/16           17,579,544           407,403   
SGD     1,693,259      

State Street Bank and Trust

       12/14/16           1,243,603           1,546   
ZAR     27,832,521      

JPMorgan Chase Bank N.A.

       11/18/16           2,029,295           18,427   
                   

 

 

 
Net Unrealized Depreciation         $ (2,533,022
                   

 

 

 

Futures Contracts

 

Futures Contracts—Long

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

Australian 10 Year Treasury Bond Futures

     12/15/16         2,215        AUD         299,536,842      $ 3,026,309   

Canada Government Bond 10 Year Futures

     12/19/16         378        CAD         55,377,782        120,414   

Euro Stoxx 50 Index Futures

     12/16/16         567        EUR         17,024,700        (54,730

FTSE 100 Index Futures

     12/16/16         817        GBP         54,439,091        2,056,580   

MSCI EAFE Mini Index Futures

     12/16/16         46        USD         3,928,408        (2,998

S&P 500 E-Mini Index Futures

     12/16/16         110        USD         11,726,730        155,470   

S&P TSX 60 Index Futures

     12/15/16         296        CAD         50,457,697        129,687   

U.S. Treasury Note 10 Year Futures

     12/20/16         901        USD         117,525,647        617,978   

U.S. Treasury Note 5 Year Futures

     12/30/16         595        USD         72,130,709        171,088   

U.S. Treasury Ultra Long Bond Futures

     12/20/16         347        USD         63,924,284        (119,659

United Kingdom Long Gilt Bond Futures

     12/28/16         218        GBP         28,627,963        (302,603

Futures Contracts—Short

                           

Euro-Bund Futures

     12/08/16         (464     EUR         (76,539,953     (387,384

Hang Seng Index Futures

     10/28/16         (102     HKD         (119,146,710     32,284   

Japanese Government 10 Year Bond Futures

     12/13/16         (99     JPY         (15,016,774,660     (639,863

Nikkei 225 Index Futures

     12/08/16         (399     JPY         (6,594,342,720     303,661   

SPI 200 Index Futures

     12/15/16         (326     AUD         (42,802,887     (1,023,665

TOPIX Index Futures

     12/08/16         (342     JPY         (4,555,391,760     303,060   
            

 

 

 

Net Unrealized Appreciation

  

  $ 4,385,629   
            

 

 

 

 

MIST-23


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

 

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/
(Depreciation)
 

Pay

  3M LIBOR     1.000   10/20/16   Goldman Sachs International   Russell 2000 Total
Return Index
    USD        97,200,448      $ 4,056,924      $      $ 4,056,924   

Pay

  3M LIBOR     0.571   02/21/17   Citibank N.A.   S&P 400 Midcap
Total Return Index
    USD        148,445,240        (1,232,297            (1,232,297

Pay

  3M LIBOR     0.147   03/20/17   Goldman Sachs International   Russell 2000 Total
Return Index
    USD        57,612,441        1,210,676               1,210,676   
               

 

 

   

 

 

   

 

 

 

Totals

 

  $ 4,035,303      $      $ 4,035,303   
               

 

 

   

 

 

   

 

 

 

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

   Floating
Rate Index
     Fixed
Rate
    Maturity
Date
     Notional
Amount
     Unrealized
Appreciation
 

Pay

     3M LIBOR         1.467     09/28/26         USD         1,291,290,000       $ 1,022,572   
                

 

 

 

Centrally Cleared Credit Default Swaps on Credit Indices—Buy Protection (a)

 

Reference Obligation

   Fixed Deal
(Pay) Rate
     Maturity
Date
    

Implied Credit
Spread at
September 30,
2016(b)

   Notional
Amount(c)
     Unrealized
Depreciation
 

CDX.NA.HY.26.V1

     (5.000%)         06/20/21       3.765%      USD         281,000       $ (5,301)   

CDX.NA.HY.26.V1

     (5.000%)         06/20/21       3.765%      USD         2,908,000         (54,857)   
                 

 

 

 

Net Unrealized Depreciation

  

   $ (60,158)   
                 

 

 

 

Centrally Cleared Credit Default Swaps on Credit Indices—Sell Protection (d)

 

Reference Obligation

   Fixed Deal
Receive Rate
     Maturity
Date
    

Implied Credit
Spread at
September 30,
2016(b)

   Notional
Amount(c)
     Unrealized
Appreciation
 

CDX.NA.HY.26.V1

     5.000%         06/20/21       3.765%      USD         103,370,000       $ 1,267,741   

CDX.NA.HY.26.V1

     5.000%         06/20/21       3.765%      USD         2,908,000         59,800   

CDX.NA.HY.26.V1

     5.000%         06/20/21       3.765%      USD         281,000         4,676   
                 

 

 

 

Net Unrealized Appreciation

  

   $ 1,332,217   
                 

 

 

 

 

(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.

 

MIST-24


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

 

 

(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
(NZD)— New Zealand Dollar
(PLN)— Polish Zloty
(SEK)— Swedish Krona
(SGD)— Singapore Dollar
(USD)— United States Dollar
(ZAR)— South African Rand
(CDX.NA.HY)— Markit North America High Yield CDS 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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Common Stocks   

Aerospace & Defense

   $ 26,331,890       $ 12,861,056       $ —         $ 39,192,946   

Air Freight & Logistics

     9,225,705         4,747,367         —           13,973,072   

Airlines

     6,983,435         2,266,143         —           9,249,578   

Auto Components

     5,290,190         16,274,831         —           21,565,021   

Automobiles

     6,691,658         42,376,066         —           49,067,724   

Banks

     67,331,761         137,635,518         0         204,967,279   

Beverages

     27,777,444         35,929,367         —           63,706,811   

Biotechnology

     37,443,435         13,050,416         —           50,493,851   

Building Products

     1,782,353         9,853,710         —           11,636,063   

Capital Markets

     32,257,533         26,455,672         —           58,713,205   

Chemicals

     25,542,109         47,383,209         —           72,925,318   

Commercial Services & Supplies

     3,869,630         8,027,510         —           11,897,140   

Communications Equipment

     13,225,102         5,636,213         —           18,861,315   

Construction & Engineering

     1,159,782         11,220,135         —           12,379,917   

Construction Materials

     1,778,832         8,857,261         —           10,636,093   

Consumer Finance

     9,380,568         1,202,615         —           10,583,183   

 

MIST-25


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2      Level 3      Total  

Containers & Packaging

   $ 4,123,375       $ 1,646,648       $ —         $ 5,770,023   

Distributors

     1,709,843         322,545         —           2,032,388   

Diversified Consumer Services

     360,098         172,390         —           532,488   

Diversified Financial Services

     18,307,257         8,560,894         —           26,868,151   

Diversified Telecommunication Services

     32,678,180         35,797,781         —           68,475,961   

Electric Utilities

     25,135,859         21,890,550         —           47,026,409   

Electrical Equipment

     6,873,101         18,093,457         —           24,966,558   

Electronic Equipment, Instruments & Components

     4,906,593         15,781,787         —           20,688,380   

Energy Equipment & Services

     13,297,537         1,911,931         —           15,209,468   

Equity Real Estate Investment Trusts

     124,210,460         61,811,367         —           186,021,827   

Food & Staples Retailing

     27,186,039         22,287,270         —           49,473,309   

Food Products

     21,347,450         42,799,955         —           64,147,405   

Gas Utilities

     —           7,021,614         —           7,021,614   

Health Care Equipment & Supplies

     34,441,617         12,383,683         —           46,825,300   

Health Care Providers & Services

     32,570,902         9,114,840         —           41,685,742   

Health Care Technology

     1,232,530         665,928         —           1,898,458   

Hotels, Restaurants & Leisure

     20,991,585         16,930,331         —           37,921,916   

Household Durables

     6,026,048         13,648,823         —           19,674,871   

Household Products

     24,993,772         10,106,595         —           35,100,367   

Independent Power and Renewable Electricity Producers

     792,170         596,277         —           1,388,447   

Industrial Conglomerates

     32,049,880         21,389,017         —           53,438,897   

Insurance

     33,123,542         64,511,627         —           97,635,169   

Internet & Direct Marketing Retail

     31,165,332         1,892,430         —           33,057,762   

Internet Software & Services

     56,232,053         2,075,417         —           58,307,470   

IT Services

     47,099,432         8,361,042         —           55,460,474   

Leisure Products

     1,270,246         2,698,822         —           3,969,068   

Life Sciences Tools & Services

     8,965,258         1,630,536         —           10,595,794   

Machinery

     18,072,126         31,179,793         —           49,251,919   

Marine

     —           2,848,981         —           2,848,981   

Media

     36,590,175         17,103,086         —           53,693,261   

Metals & Mining

     4,186,860         32,477,038         —           36,663,898   

Multi-Utilities

     13,211,267         14,553,279         —           27,764,546   

Multiline Retail

     7,041,652         3,907,765         —           10,949,417   

Oil, Gas & Consumable Fuels

     75,813,861         58,176,430         —           133,990,291   

Paper & Forest Products

     —           2,722,340         —           2,722,340   

Personal Products

     1,294,747         23,874,720         —           25,169,467   

Pharmaceuticals

     68,082,763         104,604,460         —           172,687,223   

Professional Services

     3,811,172         13,292,983         —           17,104,155   

Real Estate Management & Development

     709,076         53,907,531         —           54,616,607   

Road & Rail

     10,685,998         15,325,046         —           26,011,044   

Semiconductors & Semiconductor Equipment

     43,526,209         8,690,792         —           52,217,001   

Software

     56,786,975         16,481,317         —           73,268,292   

Specialty Retail

     31,582,447         13,030,302         —           44,612,749   

Technology Hardware, Storage & Peripherals

     47,818,717         7,376,803         —           55,195,520   

Textiles, Apparel & Luxury Goods

     9,674,758         20,321,544         —           29,996,302   

Tobacco

     20,710,442         22,203,516         —           42,913,958   

Trading Companies & Distributors

     2,770,022         15,581,609         —           18,351,631   

Transportation Infrastructure

     —           7,766,736         —           7,766,736   

Water Utilities

     881,316         1,663,255         —           2,544,571   

Wireless Telecommunication Services

     —           23,934,624         —           23,934,624   

Total Common Stocks

     1,340,412,169         1,298,904,596         0         2,639,316,765   

Total U.S. Treasury & Government Agencies*

     —           1,339,337,639         —           1,339,337,639   
Mutual Funds   

Investment Company Securities

     270,297,815         380,734         —           270,678,549   

Total Foreign Government*

     —           243,419,846         —           243,419,846   

Total Preferred Stocks*

     —           6,670,109         —           6,670,109   

Total Purchased Options*

     807,188         —           —           807,188   

 

MIST-26


Table of Contents

Met Investors Series Trust

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  
Short-Term Investments   

Repurchase Agreement

   $ —        $ 552,962,084      $ —         $ 552,962,084   

U.S. Treasury

     —          49,976,625        —           49,976,625   

Total Short-Term Investments

     —          602,938,709        —           602,938,709   
Securities Lending Reinvestments   

Certificates of Deposit

     —          949,998        —           949,998   

Commercial Paper

     —          199,998        —           199,998   

Repurchase Agreements

     —          64,801,963        —           64,801,963   

Time Deposits

     —          8,400,000        —           8,400,000   

Total Securities Lending Reinvestments

     —          74,351,959        —           74,351,959   

Total Investments

   $ 1,611,517,172      $ 3,566,003,592      $ 0       $ 5,177,520,764   
                                   

Collateral for Securities Loaned (Liability)

   $ —        $ (73,852,058   $ —         $ (73,852,058
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —        $ 1,780,574      $ —         $ 1,780,574   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —          (4,313,596     —           (4,313,596

Total Forward Contracts

   $ —        $ (2,533,022   $ —         $ (2,533,022
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 6,916,531      $ —        $ —         $ 6,916,531   

Futures Contracts (Unrealized Depreciation)

     (2,530,902     —          —           (2,530,902

Total Futures Contracts

   $ 4,385,629      $ —        $ —         $ 4,385,629   
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 2,354,789      $ —         $ 2,354,789   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —          (60,158     —           (60,158

Total Centrally Cleared Swap Contracts

   $ —        $ 2,294,631      $ —         $ 2,294,631   
OTC Swap Contracts          

OTC Swap Contracts at Value (Assets)

   $ —        $ 5,267,600      $ —         $ 5,267,600   

OTC Swap Contracts at Value (Liabilities)

     —          (1,232,297     —           (1,232,297

Total OTC Swap Contracts

   $ —        $ 4,035,303      $ —         $ 4,035,303   

 

* 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 $276,940 were due to the discontinuation of a systematic fair valuation model factor.

As of September 30, 2016, the security designated as Level 3 was fair valued using significant unobservable inputs under procedures adopted by the Board. Such valuations were based on a review of inputs such as, but not limited to, similar securities, company specific financial information, and company specific news. For this security there was no change in the valuation techniques used since the December 31, 2015 annual report. The Level 3 security comprised 0.0% of net assets of the Portfolio. As such, the Level 3 roll forward and change in unrealized appreciation (depreciation) of the Level 3 security held at September 30, 2016 have not been presented.

 

MIST-27


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—58.7% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—0.1%

  

General Dynamics Corp.

    1,189      $ 184,485   

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

    485        21,602   
   

 

 

 
      206,087   
   

 

 

 

Air Freight & Logistics—0.7%

  

Atlas Air Worldwide Holdings, Inc. (a)

    901        38,581   

bpost S.A.

    2,354        63,689   

Deutsche Post AG

    18,275        571,127   

FedEx Corp.

    2,748        480,021   

Park-Ohio Holdings Corp.

    396        14,434   
   

 

 

 
      1,167,852   
   

 

 

 

Airlines—1.0%

  

Air New Zealand, Ltd.

    13,037        17,693   

Alaska Air Group, Inc.

    4,907        323,175   

ANA Holdings, Inc.

    115,000        312,600   

International Consolidated Airlines Group S.A.

    41,977        217,349   

JetBlue Airways Corp. (a)

    16,534        285,046   

SkyWest, Inc.

    14,567        384,714   
   

 

 

 
      1,540,577   
   

 

 

 

Auto Components—0.5%

  

Bridgestone Corp.

    300        11,065   

Cie Automotive S.A.

    6,789        133,615   

Exedy Corp.

    600        15,267   

FCC Co., Ltd.

    5,700        122,471   

Keihin Corp.

    1,800        28,569   

Kongsberg Automotive ASA (a)

    29,173        23,900   

Lear Corp.

    3,180        385,480   

Modine Manufacturing Co. (a)

    1,070        12,690   

NOK Corp.

    1,400        30,670   

Standard Motor Products, Inc.

    513        24,501   

Takata Corp. (a)

    1,500        5,304   

Toyoda Gosei Co., Ltd.

    800        18,618   

Toyota Boshoku Corp.

    1,600        35,910   

Unipres Corp.

    1,000        17,656   
   

 

 

 
      865,716   
   

 

 

 

Automobiles—2.0%

  

Daimler AG

    8,777        618,289   

Ford Motor Co.

    47,363        571,671   

Fuji Heavy Industries, Ltd.

    500        18,777   

General Motors Co.

    19,255        611,731   

Nissan Motor Co., Ltd.

    48,200        472,003   

Peugeot S.A. (a)

    1,006        15,358   

Toyota Motor Corp.

    16,000        927,900   
   

 

 

 
      3,235,729   
   

 

 

 

Banks—5.2%

  

Banc of California, Inc.

    5,966        104,166   

BancFirst Corp.

    293        21,245   

Banco Santander S.A.

    35,060        155,035   

Bank of Queensland, Ltd.

    3,127        27,253   

BB&T Corp.

    757        28,554   

Berkshire Hills Bancorp, Inc.

    4,973        137,802   

Banks—(Continued)

  

BNC Bancorp

    846      20,575   

Brookline Bancorp, Inc.

    13,395        163,285   

Cardinal Financial Corp.

    4,358        113,700   

Cathay General Bancorp

    4,731        145,620   

Customers Bancorp, Inc. (a)

    7,192        180,951   

Dah Sing Financial Holdings, Ltd.

    2,000        13,174   

DBS Group Holdings, Ltd.

    21,400        242,935   

DNB ASA

    27,450        360,632   

First Merchants Corp.

    1,222        32,688   

Great Southern Bancorp, Inc.

    1,483        60,358   

Heartland Bank, Ltd.

    13,369        14,706   

HSBC Holdings plc

    40,559        304,519   

Huntington Bancshares, Inc.

    1,222        12,049   

Iberiabank Corp.

    360        24,163   

Independent Bank Corp./Rockland Trust

    4,962        268,395   

Intesa Sanpaolo S.p.A.

    158,558        352,002   

Mitsubishi UFJ Financial Group, Inc.

    115,700        583,432   

Mizuho Financial Group, Inc.

    292,700        489,041   

Oversea-Chinese Banking Corp., Ltd.

    38,900        248,346   

Pinnacle Financial Partners, Inc.

    323        17,468   

PNC Financial Services Group, Inc. (The)

    1,133        102,072   

Renasant Corp.

    7,619        256,227   

Royal Bank of Canada

    9,177        568,408   

Royal Bank of Canada

    5,504        341,028   

Simmons First National Corp. - Class A

    651        32,485   

Southside Bancshares, Inc.

    1,041        33,499   

Sparebank 1 Nord Norge

    2,534        13,122   

Sumitomo Mitsui Financial Group, Inc.

    15,700        529,136   

Sydbank A/S

    2,655        80,931   

Toronto-Dominion Bank (The)

    12,567        557,873   

Toronto-Dominion Bank (The)

    7,470        331,668   

UniCredit S.p.A.

    1,976        4,605   

United Overseas Bank, Ltd.

    17,100        237,523   

Wells Fargo & Co.

    24,334        1,077,510   
   

 

 

 
      8,288,181   
   

 

 

 

Beverages—0.5%

  

Dr Pepper Snapple Group, Inc.

    4,489        409,891   

Heineken Holding NV

    5,280        423,295   
   

 

 

 
      833,186   
   

 

 

 

Biotechnology—1.0%

  

AMAG Pharmaceuticals, Inc. (a) (b)

    1,877        46,005   

Amgen, Inc.

    3,431        572,325   

Gilead Sciences, Inc.

    9,545        755,200   

PDL BioPharma, Inc.

    72,853        244,058   

Poxel S.A. (a)

    2,481        19,428   

Shire plc

    167        10,794   
   

 

 

 
      1,647,810   
   

 

 

 

Building Products—0.1%

  

Insteel Industries, Inc.

    1,352        48,996   

Patrick Industries, Inc. (a)

    591        36,595   
   

 

 

 
      85,591   
   

 

 

 

 

MIST-28


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Capital Markets—1.4%

  

3i Group plc

    51,213      $ 431,076   

Arlington Asset Investment Corp. - Class A (b)

    1,498        22,155   

Bank of New York Mellon Corp. (The)

    8,526        340,017   

CME Group, Inc.

    1,068        111,627   

Cowen Group, Inc. - Class A (a)

    28,403        103,103   

International FCStone, Inc. (a)

    3,890        151,126   

Investec plc

    3,160        19,323   

Morgan Stanley

    16,000        512,960   

Piper Jaffray Cos. (a)

    1,746        84,332   

Thomson Reuters Corp.

    11,497        475,409   
   

 

 

 
      2,251,128   
   

 

 

 

Chemicals—1.0%

  

A. Schulman, Inc.

    747        21,753   

Borregaard ASA

    12,825        115,409   

Denka Co., Ltd.

    60,000        259,609   

Kuraray Co., Ltd.

    24,100        357,717   

LyondellBasell Industries NV - Class A

    6,166        497,349   

Yara International ASA

    8,807        293,241   
   

 

 

 
      1,545,078   
   

 

 

 

Commercial Services & Supplies—0.7%

  

Dai Nippon Printing Co., Ltd.

    24,000        235,193   

Deluxe Corp.

    456        30,470   

Downer EDI, Ltd.

    3,926        16,365   

Ennis, Inc.

    3,559        59,969   

Johnson Service Group plc

    25,374        35,843   

Multi-Color Corp.

    303        19,998   

Pitney Bowes, Inc.

    14,706        267,061   

Toppan Printing Co., Ltd.

    36,000        324,819   

Transcontinental, Inc. - Class A (b)

    1,015        13,632   

VSE Corp.

    750        25,493   
   

 

 

 
      1,028,843   
   

 

 

 

Communications Equipment—0.8%

  

Brocade Communications Systems, Inc.

    24,513        226,255   

Cisco Systems, Inc.

    34,480        1,093,706   
   

 

 

 
      1,319,961   
   

 

 

 

Construction & Engineering—0.6%

  

ACS Actividades de Construccion y Servicios S.A.

    3,259        98,495   

Boskalis Westminster

    7,299        259,759   

Galliford Try plc

    7,341        126,138   

Peab AB

    19,681        169,624   

PER Aarsleff Holding A/S

    1,130        27,210   

Tutor Perini Corp. (a)

    1,032        22,157   

Veidekke ASA

    2,311        35,570   

Vinci S.A.

    3,596        274,970   
   

 

 

 
      1,013,923   
   

 

 

 

Consumer Finance—0.3%

  

Capital One Financial Corp.

    4,084        293,354   

Nelnet, Inc. - Class A

    4,379        176,780   

OneMain Holdings, Inc. (a)

    366        11,328   
   

 

 

 
      481,462   
   

 

 

 

Containers & Packaging—0.3%

  

Ball Corp.

    1,744      142,921   

Smurfit Kappa Group plc

    12,921        288,844   
   

 

 

 
      431,765   
   

 

 

 

Diversified Consumer Services—0.0%

  

EnerCare, Inc.

    1,110        15,965   
   

 

 

 

Diversified Financial Services—0.4%

  

Berkshire Hathaway, Inc. - Class B (a)

    473        68,334   

Groupe Bruxelles Lambert S.A.

    3,089        273,855   

Voya Financial, Inc.

    10,578        304,858   
   

 

 

 
      647,047   
   

 

 

 

Diversified Telecommunication Services—3.3%

  

AT&T, Inc.

    33,663        1,367,054   

BCE, Inc.

    6,669        307,996   

BT Group plc

    88,960        448,543   

CenturyLink, Inc.

    16,714        458,465   

Consolidated Communications Holdings, Inc.

    6,883        173,727   

Frontier Communications Corp. (b)

    5,430        22,589   

IDT Corp. - Class B

    1,360        23,446   

Iridium Communications, Inc. (a) (b)

    1,969        15,969   

Nippon Telegraph & Telephone Corp.

    14,100        643,952   

Orange S.A.

    29,834        466,850   

PCCW, Ltd.

    53,000        32,578   

Telefonica S.A.

    5,907        59,774   

Verizon Communications, Inc.

    23,814        1,237,852   
   

 

 

 
      5,258,795   
   

 

 

 

Electric Utilities—2.3%

  

American Electric Power Co., Inc.

    6,049        388,406   

Duke Energy Corp.

    8,299        664,252   

Entergy Corp.

    4,913        376,974   

Exelon Corp.

    15,496        515,862   

Iberdrola S.A.

    73,599        499,985   

NextEra Energy, Inc.

    5,561        680,222   

Portland General Electric Co.

    815        34,711   

Southern Co. (The)

    11,340        581,742   
   

 

 

 
      3,742,154   
   

 

 

 

Electrical Equipment—0.0%

  

Fujikura, Ltd.

    3,000        16,328   
   

 

 

 

Electronic Equipment, Instruments & Components—1.1%

  

Arrow Electronics, Inc. (a)

    5,663        362,262   

Austria Technologie & Systemtechnik AG (b)

    1,734        21,272   

CDW Corp.

    5,640        257,917   

Citizen Holdings Co., Ltd.

    14,200        74,284   

Corning, Inc.

    1,427        33,749   

E2V Technologies plc

    4,528        14,071   

ePlus, Inc. (a)

    1,268        119,712   

Flextronics International, Ltd. (a)

    1,071        14,587   

Hitachi, Ltd.

    88,000        411,587   

Jabil Circuit, Inc.

    737        16,081   

Sanmina Corp. (a)

    569        16,199   

 

MIST-29


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Electronic Equipment, Instruments & Components—(Continued)

  

SYNNEX Corp.

    3,043      $ 347,237   

Taiyo Yuden Co., Ltd.

    1,700        16,791   
   

 

 

 
      1,705,749   
   

 

 

 

Energy Equipment & Services—0.1%

  

Helix Energy Solutions Group, Inc. (a)

    3,261        26,512   

Ocean Rig UDW, Inc. (a)

    38,467        32,312   

Seadrill, Ltd. (a) (b)

    14,000        34,094   
   

 

 

 
      92,918   
   

 

 

 

Equity Real Estate Investment Trusts—0.2%

  

Fortune Real Estate Investment Trust

    124,000        155,976   

Omega Healthcare Investors, Inc.

    5,869        208,056   
   

 

 

 
      364,032   
   

 

 

 

Food & Staples Retailing—1.1%

  

CVS Health Corp.

    8,560        761,755   

George Weston, Ltd.

    157        13,097   

Ingles Markets, Inc. - Class A

    5,869        232,060   

Koninklijke Ahold Delhaize NV

    16,758        381,735   

Kroger Co. (The)

    12,768        378,954   

Qol Co., Ltd.

    2,100        30,291   

Rallye S.A.

    1,522        24,962   
   

 

 

 
      1,822,854   
   

 

 

 

Food Products—1.5%

  

Archer-Daniels-Midland Co.

    12,404        523,077   

Aryzta AG (a)

    255        11,077   

Bunge, Ltd.

    3,926        232,537   

Cal-Maine Foods, Inc. (b)

    5,868        226,153   

John B Sanfilippo & Son, Inc.

    3,114        159,842   

Leroy Seafood Group ASA

    1,777        89,960   

Omega Protein Corp. (a)

    8,396        196,214   

Pilgrim’s Pride Corp.

    606        12,799   

Sanderson Farms, Inc. (b)

    3,246        312,687   

Select Harvests, Ltd.

    8,344        36,414   

Tassal Group, Ltd.

    6,685        20,690   

Tyson Foods, Inc. - Class A

    7,736        577,647   
   

 

 

 
      2,399,097   
   

 

 

 

Gas Utilities—0.5%

  

Atmos Energy Corp.

    5,336        397,372   

UGI Corp.

    10,205        461,674   
   

 

 

 
      859,046   
   

 

 

 

Health Care Equipment & Supplies—0.1%

  

Hogy Medical Co., Ltd.

    300        21,004   

Inogen, Inc. (a)

    903        54,090   
   

 

 

 
      75,094   
   

 

 

 

Health Care Providers & Services—2.6%

  

Aetna, Inc.

    4,909        566,744   

Amsurg Corp. (a)

    2,311        154,953   

Anthem, Inc.

    3,955        495,601   

Health Care Providers & Services—(Continued)

  

Cardinal Health, Inc.

    6,181      480,264   

Centene Corp. (a)

    218        14,597   

Cigna Corp.

    3,768        491,046   

HCA Holdings, Inc. (a)

    5,737        433,889   

Kindred Healthcare, Inc.

    691        7,062   

LifePoint Health, Inc. (a) (b)

    272        16,111   

Providence Service Corp. (The) (a)

    618        30,053   

Quest Diagnostics, Inc.

    5,096        431,274   

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

    6,361        139,497   

UnitedHealth Group, Inc.

    6,855        959,700   
   

 

 

 
      4,220,791   
   

 

 

 

Health Care Technology—0.0%

  

AGFA-Gevaert NV (a)

    9,150        28,775   
   

 

 

 

Hotels, Restaurants & Leisure—0.5%

  

Carnival plc

    6,137        299,557   

Greene King plc

    11,774        118,283   

Isle of Capri Casinos, Inc. (a)

    4,083        90,969   

Marriott Vacations Worldwide Corp.

    254        18,623   

Royal Caribbean Cruises, Ltd.

    244        18,288   

Star Entertainment Group, Ltd. (The)

    69,412        321,013   
   

 

 

 
      866,733   
   

 

 

 

Household Durables—0.9%

  

Barratt Developments plc

    38,663        248,251   

Bassett Furniture Industries, Inc.

    2,458        57,149   

Bellway plc

    4,904        150,850   

Berkeley Group Holdings plc

    5,565        186,390   

Hooker Furniture Corp.

    1,113        27,257   

Libbey, Inc.

    761        13,584   

Persimmon plc

    11,732        276,521   

Pioneer Corp. (a)

    26,200        56,988   

Tamron Co., Ltd.

    1,500        24,302   

Taylor Wimpey plc

    116,417        233,039   

ZAGG, Inc. (a)

    16,171        130,985   
   

 

 

 
      1,405,316   
   

 

 

 

Household Products—0.1%

  

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

    6,980        173,104   
   

 

 

 

Independent Power and Renewable Electricity Producers—0.1%

  

ERG S.p.A.

    7,798        89,452   
   

 

 

 

Industrial Conglomerates—0.7%

  

3M Co.

    2,705        476,702   

CK Hutchison Holdings, Ltd.

    41,500        529,490   

General Electric Co.

    5,087        150,677   
   

 

 

 
      1,156,869   
   

 

 

 

Insurance—4.7%

  

Ageas

    7,793        284,207   

Allstate Corp. (The)

    7,397        511,724   

American Financial Group, Inc.

    4,882        366,150   

American International Group, Inc.

    6,925        410,929   

 

MIST-30


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Insurance—(Continued)

  

AMERISAFE, Inc.

    2,561      $ 150,536   

Aviva plc

    2,268        12,978   

Axis Capital Holdings, Ltd.

    4,694        255,025   

Chubb, Ltd.

    4,650        584,272   

Direct Line Insurance Group plc

    57,115        270,060   

Employers Holdings, Inc.

    5,201        155,146   

Endurance Specialty Holdings, Ltd.

    4,456        291,645   

Everest Re Group, Ltd.

    1,939        368,352   

Federated National Holding Co.

    1,567        29,287   

Hartford Financial Services Group, Inc. (The)

    10,117        433,210   

Heritage Insurance Holdings, Inc.

    5,029        72,468   

Muenchener Rueckversicherungs-Gesellschaft AG (b)

    2,290        427,084   

Navigators Group, Inc. (The)

    299        28,979   

Reinsurance Group of America, Inc.

    3,504        378,222   

SCOR SE

    9,819        305,205   

Selective Insurance Group, Inc.

    746        29,735   

Sompo Japan Nipponkoa Holdings, Inc.

    11,000        325,490   

Swiss Re AG

    5,227        471,587   

Travelers Cos., Inc. (The)

    4,760        545,258   

Universal Insurance Holdings, Inc.

    11,384        286,877   

Zurich Insurance Group AG (a)

    2,020        519,815   
   

 

 

 
      7,514,241   
   

 

 

 

Internet & Direct Marketing Retail—0.0%

  

Amazon.com, Inc. (a)

    53        44,377   
   

 

 

 

Internet Software & Services—0.7%

  

Alphabet, Inc. - Class A (a)

    687        552,389   

DHI Group, Inc. (a)

    3,408        26,889   

Facebook, Inc. - Class A (a)

    2,735        350,819   

j2 Global, Inc.

    3,671        244,525   
   

 

 

 
      1,174,622   
   

 

 

 

IT Services—1.6%

  

Atea ASA (a)

    2,196        22,300   

Bechtle AG

    1,935        223,910   

Cap Gemini S.A.

    4,476        438,351   

Cardtronics plc - Class A (a)

    3,092        137,903   

CGI Group, Inc. - Class A (a)

    315        15,004   

Convergys Corp.

    11,875        361,238   

Euronet Worldwide, Inc. (a)

    1,656        135,510   

Itochu Techno-Solutions Corp.

    800        20,572   

Net 1 UEPS Technologies, Inc. (a)

    8,400        71,904   

NeuStar, Inc. - Class A (a) (b)

    6,481        172,330   

NS Solutions Corp.

    6,300        110,375   

NTT Data Corp.

    2,500        124,951   

Science Applications International Corp.

    570        39,541   

Sykes Enterprises, Inc. (a)

    6,653        187,149   

Western Union Co. (The)

    20,438        425,519   
   

 

 

 
      2,486,557   
   

 

 

 

Machinery—1.2%

  

American Railcar Industries, Inc. (b)

    2,294        95,132   

CKD Corp.

    13,700        165,588   

Machinery—(Continued)

  

Duerr AG

    2,053      172,355   

FreightCar America, Inc.

    859        12,353   

Glory, Ltd.

    500        16,555   

Greenbrier Cos., Inc. (The) (b)

    3,731        131,704   

Illinois Tool Works, Inc.

    287        34,394   

Kadant, Inc.

    486        25,326   

Krones AG

    2,526        245,764   

Lydall, Inc. (a)

    424        21,679   

Mitsui Engineering & Shipbuilding Co., Ltd.

    9,000        12,678   

PACCAR, Inc.

    9,115        535,780   

Standex International Corp.

    244        22,660   

Trinity Industries, Inc.

    13,024        314,920   

Valmet Oyj

    991        14,905   

Wacker Neuson SE

    759        11,059   
   

 

 

 
      1,832,852   
   

 

 

 

Marine—0.1%

  

DFDS A/S

    1,156        58,669   

Kawasaki Kisen Kaisha, Ltd. (b)

    5,000        12,869   

Matson, Inc.

    3,506        139,819   

Orient Overseas International, Ltd.

    3,500        12,415   
   

 

 

 
      223,772   
   

 

 

 

Media—1.7%

  

AMC Entertainment Holdings, Inc. - Class A

    811        25,214   

APN News & Media, Ltd. (a)

    2,682        7,032   

Comcast Corp. - Class A

    16,520        1,095,937   

Eros International plc (a) (b)

    5,705        87,401   

Gray Television, Inc. (a)

    16,853        174,597   

Lagardere SCA

    1,331        33,888   

Nippon Television Holdings, Inc.

    2,000        33,851   

NZME, Ltd. (a)

    2,682        1,395   

TEGNA, Inc.

    11,996        262,232   

TV Tokyo Holdings Corp.

    600        13,171   

Walt Disney Co. (The)

    10,402        965,930   
   

 

 

 
      2,700,648   
   

 

 

 

Metals & Mining—1.0%

  

Aichi Steel Corp.

    700        35,446   

Alcoa, Inc.

    37,367        378,901   

APERAM S.A.

    625        28,200   

Bekaert S.A.

    556        25,354   

Boliden AB

    19,283        452,807   

Compass Minerals International, Inc.

    163        12,013   

Evolution Mining, Ltd.

    21,302        39,742   

JFE Holdings, Inc.

    800        11,665   

Kaiser Aluminum Corp.

    2,868        248,053   

Norsk Hydro ASA

    42,214        182,118   

Northern Star Resources, Ltd.

    20,356        70,900   

Sumitomo Metal Mining Co., Ltd.

    2,000        27,650   
   

 

 

 
      1,512,849   
   

 

 

 

Mortgage Real Estate Investment Trusts—1.1%

  

AG Mortgage Investment Trust, Inc.

    4,512        71,064   

Anworth Mortgage Asset Corp.

    19,720        97,022   

 

MIST-31


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Mortgage Real Estate Investment Trusts—(Continued)

  

Apollo Commercial Real Estate Finance, Inc.

    14,567      $ 238,462   

Ares Commercial Real Estate Corp.

    5,893        74,252   

Chimera Investment Corp.

    20,478        326,624   

Colony Capital, Inc. - Class A

    9,276        169,102   

Ladder Capital Corp.

    1,129        14,948   

Mortgage Investment Corp.

    15,161        260,618   

New Residential Investment Corp.

    21,420        295,810   

New York Mortgage Trust, Inc. (b)

    27,016        162,636   

Western Asset Mortgage Capital Corp.

    5,903        61,509   
   

 

 

 
      1,772,047   
   

 

 

 

Multi-Utilities—0.6%

  

Dominion Resources, Inc.

    1,380        102,493   

National Grid plc

    42,715        603,696   

SCANA Corp.

    4,109        297,368   
   

 

 

 
      1,003,557   
   

 

 

 

Multiline Retail—0.8%

  

Canadian Tire Corp., Ltd. - Class A

    3,450        345,487   

Kohl’s Corp.

    5,719        250,206   

Macy’s, Inc.

    3,045        112,817   

Target Corp.

    8,116        557,407   
   

 

 

 
      1,265,917   
   

 

 

 

Oil, Gas & Consumable Fuels—2.1%

  

Alon USA Energy, Inc.

    8,235        66,374   

Avance Gas Holding, Ltd. (144A)

    5,918        14,250   

BW LPG, Ltd. (144A)

    18,789        53,772   

Caltex Australia, Ltd.

    9,205        242,989   

DHT Holdings, Inc.

    1,804        7,559   

Euronav NV

    3,621        27,653   

Exxon Mobil Corp.

    5,442        474,978   

Green Plains, Inc.

    9,080        237,896   

HollyFrontier Corp.

    7,561        185,244   

Marathon Petroleum Corp.

    9,412        382,033   

Navigator Holdings, Ltd. (a)

    4,425        31,816   

PBF Energy, Inc. - Class A

    1,127        25,515   

Phillips 66

    6,983        562,481   

REX American Resources Corp. (a)

    540        45,770   

Royal Dutch Shell plc - A Shares

    3,540        88,566   

Ship Finance International, Ltd. (b)

    10,833        159,570   

Tanker Investments, Ltd. (a)

    3,348        19,598   

Teekay Tankers, Ltd. - Class A

    2,550        6,452   

Tesoro Corp.

    3,538        281,483   

Valero Energy Corp.

    7,355        389,815   
   

 

 

 
      3,303,814   
   

 

 

 

Paper & Forest Products—0.4%

  

Canfor Pulp Products, Inc.

    988        7,727   

Holmen AB - B Shares

    7,840        279,117   

UPM-Kymmene Oyj

    18,930        399,751   

Western Forest Products, Inc.

    6,956        11,452   
   

 

 

 
      698,047   
   

 

 

 

Personal Products—0.0%

  

Revlon, Inc. - Class A (a)

    745      27,401   

USANA Health Sciences, Inc. (a)

    127        17,571   
   

 

 

 
      44,972   
   

 

 

 

Pharmaceuticals—2.5%

  

Allergan plc (a)

    2,076        478,123   

Eli Lilly & Co.

    9,154        734,700   

Johnson & Johnson

    13,763        1,625,823   

Mallinckrodt plc (a)

    2,214        154,493   

Merck & Co., Inc.

    421        26,275   

Merck KGaA

    197        21,229   

Mylan NV (a)

    5,987        228,224   

Otsuka Holdings Co., Ltd.

    4,100        187,015   

Teva Pharmaceutical Industries, Ltd.

    9,572        444,561   

Towa Pharmaceutical Co., Ltd.

    1,700        68,998   
   

 

 

 
      3,969,441   
   

 

 

 

Professional Services—0.2%

  

Barrett Business Services, Inc.

    2,884        143,075   

CBIZ, Inc. (a)

    7,003        78,364   

ICF International, Inc. (a)

    331        14,670   

Korn/Ferry International

    431        9,051   

TrueBlue, Inc. (a)

    577        13,075   
   

 

 

 
      258,235   
   

 

 

 

Real Estate Management & Development—0.0%

  

WCM Beteiligungs & Grundbesitz-AG (a)

    15,971        53,253   
   

 

 

 

Road & Rail—0.7%

  

AMERCO

    883        286,295   

ArcBest Corp.

    690        13,124   

East Japan Railway Co.

    5,200        468,819   

National Express Group plc

    4,771        21,291   

Senko Co., Ltd.

    3,000        20,894   

Sixt SE

    315        17,744   

West Japan Railway Co.

    5,700        352,855   
   

 

 

 
      1,181,022   
   

 

 

 

Semiconductors & Semiconductor Equipment—2.4%

  

Applied Materials, Inc.

    11,709        353,026   

BE Semiconductor Industries NV

    2,266        77,383   

Dialog Semiconductor plc (a)

    2,181        84,097   

First Solar, Inc. (a) (b)

    2,617        103,345   

Infineon Technologies AG

    28,066        500,788   

Intel Corp.

    29,300        1,106,075   

Lam Research Corp.

    518        49,060   

Micron Technology, Inc. (a)

    18,240        324,307   

NVIDIA Corp.

    13,892        951,880   

Photronics, Inc. (a)

    19,305        199,035   

Tower Semiconductor, Ltd. (a) (b)

    9,628        146,153   
   

 

 

 
      3,895,149   
   

 

 

 

Software—0.7%

  

Ebix, Inc. (b)

    2,248        127,799   

Microsoft Corp.

    11,544        664,935   

 

MIST-32


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description  

Shares

    Value  

Software—(Continued)

  

UBISOFT Entertainment S.A. (a)

    5,655      $ 213,445   

VirnetX Holding Corp. (a) (b)

    9,283        28,406   

Zedge, Inc. - Class B (a)

    453        1,549   
   

 

 

 
      1,036,134   
   

 

 

 

Specialty Retail—0.5%

  

Best Buy Co., Inc.

    333        12,714   

Bilia AB - A Shares

    5,768        142,099   

Foot Locker, Inc.

    5,486        371,512   

GameStop Corp. - Class A

    8,398        231,701   

Lookers plc

    6,749        10,016   

Penske Automotive Group, Inc.

    648        31,220   
   

 

 

 
      799,262   
   

 

 

 

Technology Hardware, Storage & Peripherals—1.9%

  

Apple, Inc.

    20,921        2,365,119   

Brother Industries, Ltd.

    1,100        19,375   

FUJIFILM Holdings Corp.

    10,200        377,497   

HP, Inc.

    16,668        258,854   
   

 

 

 
      3,020,845   
   

 

 

 

Textiles, Apparel & Luxury Goods—0.0%

  

Iconix Brand Group, Inc. (a) (b)

    4,358        35,387   
   

 

 

 

Thrifts & Mortgage Finance—0.1%

  

Provident Financial Services, Inc.

    5,534        117,487   

Territorial Bancorp, Inc.

    823        23,587   
   

 

 

 
      141,074   
   

 

 

 

Tobacco—0.9%

  

Imperial Brands plc

    11,332        584,115   

Japan Tobacco, Inc.

    5,900        241,045   

Reynolds American, Inc.

    11,691        551,230   
   

 

 

 
      1,376,390   
   

 

 

 

Trading Companies & Distributors—0.6%

  

AerCap Holdings NV (a)

    3,307        127,286   

Air Lease Corp.

    9,966        284,828   

Aircastle, Ltd.

    8,827        175,304   

GATX Corp.

    4,581        204,084   

H&E Equipment Services, Inc.

    755        12,654   

Rush Enterprises, Inc. - Class A (a)

    5,775        141,372   
   

 

 

 
      945,528   
   

 

 

 

Transportation Infrastructure—0.1%

  

Flughafen Zuerich AG

    730        142,502   
   

 

 

 

Wireless Telecommunication Services—0.4%

  

Vodafone Group plc

    224,528        643,806   
   

 

 

 

Total Common Stocks
(Cost $93,389,913)

      93,959,308   
   

 

 

 
U.S. Treasury & Government Agencies—21.7%   
Security Description   Shares/
Principal
Amount*
    Value  

Federal Agencies—0.9%

  

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

    741,000      743,087   

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

    660,000        660,755   
   

 

 

 
      1,403,842   
   

 

 

 

U.S. Treasury—20.8%

  

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

    494,000        563,256   

3.125%, 02/15/43 (c)

    989,000        1,152,301   

4.375%, 05/15/41 (d)

    1,016,000        1,427,083   

4.500%, 05/15/38 (d)

    1,112,000        1,578,562   

5.375%, 02/15/31

    444,000        647,772   

6.875%, 08/15/25

    356,000        514,698   

7.625%, 11/15/22

    1,335,000        1,831,975   

7.875%, 02/15/21

    1,236,000        1,592,654   

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

    989,000        988,228   

0.750%, 02/28/18

    1,607,000        1,607,501   

0.875%, 07/31/19

    1,483,000        1,483,347   

1.000%, 03/31/17

    1,483,000        1,486,711   

1.000%, 06/30/19

    1,483,000        1,488,677   

1.125%, 03/31/20

    989,000        993,752   

1.500%, 02/28/19

    1,483,000        1,506,172   

1.875%, 10/31/17

    1,483,000        1,501,711   

2.000%, 05/31/21

    1,236,000        1,283,026   

2.000%, 11/15/21

    1,359,000        1,411,979   

2.000%, 02/15/23 (c)

    1,730,000        1,797,172   

2.125%, 08/31/20

    1,187,000        1,234,990   

2.250%, 07/31/18 (d)

    1,325,000        1,360,506   

2.375%, 08/15/24

    790,000        841,721   

2.750%, 05/31/17

    1,236,000        1,253,575   

3.000%, 02/28/17

    1,236,000        1,249,315   

3.125%, 05/15/19

    1,483,000        1,570,184   

4.625%, 11/15/16

    889,000        893,602   
   

 

 

 
      33,260,470   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $33,790,290)

      34,664,312   
   

 

 

 
Mutual Funds—4.7%   

Investment Company Securities—4.7%

  

iShares iBoxx $ High Yield Corporate Bond ETF (b)

    50,000        4,363,000   

iShares J.P. Morgan USD Emerging Markets Bond ETF (b)

    14,000        1,640,940   

Vanguard Emerging Markets Government Bond ETF (b)

    19,500        1,591,200   
   

 

 

 

Total Mutual Funds
(Cost $7,138,077)

      7,595,140   
   

 

 

 

 

MIST-33


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Preferred Stock—0.3%

 

Security Description   Shares/
Principal
Amount*
    Value  

Automobiles—0.3%

  

Volkswagen AG
(Cost $653,205)

    3,287      $ 431,823   
   

 

 

 
Short-Term Investment—13.2%   

Repurchase Agreement—13.2%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $21,203,955 on 10/03/16, collateralized by $21,310,000 U.S. Treasury Note at 1.375% due 01/31/21 with a value of $21,629,650.

    21,203,902        21,203,902   
   

 

 

 

Total Short-Term Investments
(Cost $21,203,902)

      21,203,902   
   

 

 

 
Securities Lending Reinvestments (e)—3.0%   

Certificates of Deposit—0.5%

  

Abbey National Treasury Services
0.440%, 10/03/16

    100,000        100,000   

Bank of Nova Scotia
0.750%, 10/19/16

    150,000        150,016   

KBC Bank NV
Zero Coupon, 12/27/16

    100,000        99,861   

National Bank of Canada
0.420%, 10/06/16

    200,000        200,000   

Norinchukin Bank
0.480%, 10/24/16

    100,000        100,000   

Standard Chartered Bank New York
0.910%, 12/16/16

    200,000        200,015   
   

 

 

 
      849,892   
   

 

 

 

Commercial Paper—0.5%

  

Albion Capital Corp.
0.720%, 10/25/16

    150,000        149,952   

BNP Paribas
0.510%, 10/21/16

    100,000        99,975   

Charta LLC
0.880%, 12/22/16

    100,000        99,809   

Credit Agricole Corporate and Investment Bank
0.610%, 11/01/16

    100,000        99,946   

Kells Funding LLC
1.040%, 01/19/17

    200,000        199,406   

LMA S.A. & LMA Americas
0.580%, 10/14/16

    50,000        49,993   

Ridgefield Funding Co. LLC
0.650%, 10/26/16

    100,000        99,949   
   

 

 

 
      799,030   
   

 

 

 

Repurchase Agreements—1.9%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $800,062 on 10/03/16, collateralized by $756,012 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $816,000.

    800,000      800,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $800,056 on 10/03/16, collateralized by $785,379 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $816,001.

    800,000        800,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $438,849 on 10/03/16, collateralized by $362,556 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $447,609.

    438,832        438,832   

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $400,029 on 10/04/16, collateralized by $384,710 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $408,000.

    400,000        400,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $600,023 on 10/03/16, collateralized by $561,708 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $612,012.

    600,000        600,000   
   

 

 

 
      3,038,832   
   

 

 

 

Time Deposits—0.1%

  

ANZ London
0.420%, 10/03/16

    4,414        4,414   

Den Norske Bank, Oslo
0.400%, 10/03/16

    100,000        100,000   

Royal Bank of Canada
0.280%, 10/03/16

    100,000        100,000   
   

 

 

 
      204,414   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $4,892,014)

      4,892,168   
   

 

 

 

Total Investments—101.6%
(Cost $161,067,401) (f)

      162,746,653   

Other assets and liabilities (net)—(1.6)%

      (2,591,301
   

 

 

 
Net Assets—100.0%     $ 160,155,352   
   

 

 

 

 

MIST-34


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of September 30, 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 September 30, 2016, the market value of securities loaned was $4,783,411 and the collateral received consisted of cash in the amount of $4,892,009. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) All or a portion of the security was pledged as collateral against open futures contracts. As of September 30, 2016, the market value of securities pledged was $1,983,363.
(d) All or a portion of the security was pledged as collateral against open centrally cleared swap contracts. As of September 30, 2016, the market value of securities pledged was $3,556,008.
(e) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(f) As of September 30, 2016, the aggregate cost of investments was $161,067,401. The aggregate unrealized appreciation and depreciation of investments were $8,666,799 and $(6,987,547), respectively, resulting in net unrealized appreciation of $1,679,252.

 

Futures Contracts

 

Futures Contracts—Long

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

FTSE 100 Index Futures

     12/16/16         30        GBP         2,012,928      $ 57,447   

MSCI EAFE Mini Index Futures

     12/16/16         30        USD         2,533,149        26,901   

MSCI Emerging Markets Mini Index Futures

     12/16/16         130        USD         6,028,162        (96,912

Russell 2000 Mini Index Futures

     12/16/16         25        USD         3,025,583        95,168   

S&P 500 E-Mini Index Futures

     12/16/16         64        USD         6,771,355        141,925   

U.S. Treasury Long Bond Futures

     12/20/16         49        USD         8,368,892        (129,236

U.S. Treasury Note 10 Year Futures

     12/20/16         40        USD         5,250,395        (5,395

U.S. Treasury Note 5 Year Futures

     12/30/16         55        USD         6,682,608        752   

Futures Contracts—Short

                                

Euro Stoxx 50 Index Futures

     12/16/16         (100     EUR         (3,006,855     14,441   

TOPIX Index Futures

     12/08/16         (22     JPY         (296,133,090     50,028   

U.S. Treasury Note 2 Year Futures

     12/30/16         (52     USD         (11,359,461     (915
            

 

 

 

Net Unrealized Appreciation

  

  $ 154,204   
            

 

 

 

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    1.437%   07/29/26    USD      6,000,000       $ (8,390

Pay

   3M LIBOR    1.610%   05/18/26    USD      45,000,000         720,765   
                

 

 

 

Net Unrealized Appreciation

  

   $ 712,375   
                

 

 

 

 

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

 

MIST-35


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Common Stocks   

Aerospace & Defense

   $ 206,087       $ —         $ —         $ 206,087   

Air Freight & Logistics

     533,036         634,816         —           1,167,852   

Airlines

     992,935         547,642         —           1,540,577   

Auto Components

     422,671         443,045         —           865,716   

Automobiles

     1,183,402         2,052,327         —           3,235,729   

Banks

     4,631,789         3,656,392         —           8,288,181   

Beverages

     409,891         423,295         —           833,186   

Biotechnology

     1,617,588         30,222         —           1,647,810   

Building Products

     85,591         —           —           85,591   

Capital Markets

     1,800,729         450,399         —           2,251,128   

Chemicals

     519,102         1,025,976         —           1,545,078   

Commercial Services & Supplies

     416,623         612,220         —           1,028,843   

Communications Equipment

     1,319,961         —           —           1,319,961   

Construction & Engineering

     22,157         991,766         —           1,013,923   

Consumer Finance

     481,462         —           —           481,462   

Containers & Packaging

     142,921         288,844         —           431,765   

Diversified Consumer Services

     15,965         —           —           15,965   

Diversified Financial Services

     373,192         273,855         —           647,047   

Diversified Telecommunication Services

     3,607,098         1,651,697         —           5,258,795   

Electric Utilities

     3,242,169         499,985         —           3,742,154   

Electrical Equipment

     —           16,328         —           16,328   

Electronic Equipment, Instruments & Components

     1,167,744         538,005         —           1,705,749   

Energy Equipment & Services

     58,824         34,094         —           92,918   

Equity Real Estate Investment Trusts

     208,056         155,976         —           364,032   

Food & Staples Retailing

     1,385,866         436,988         —           1,822,854   

Food Products

     2,252,033         147,064         —           2,399,097   

Gas Utilities

     859,046         —           —           859,046   

Health Care Equipment & Supplies

     54,090         21,004         —           75,094   

Health Care Providers & Services

     4,220,791         —           —           4,220,791   

Health Care Technology

     —           28,775         —           28,775   

Hotels, Restaurants & Leisure

     127,880         738,853         —           866,733   

Household Durables

     228,975         1,176,341         —           1,405,316   

Household Products

     173,104         —           —           173,104   

Independent Power and Renewable Electricity Producers

     —           89,452         —           89,452   

Industrial Conglomerates

     627,379         529,490         —           1,156,869   

Insurance

     4,897,815         2,616,426         —           7,514,241   

Internet & Direct Marketing Retail

     44,377         —           —           44,377   

 

MIST-36


Table of Contents

Met Investors Series Trust

Allianz Global Investors Dynamic Multi-Asset Plus Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  

Internet Software & Services

   $ 1,174,622      $ —        $ —         $ 1,174,622   

IT Services

     1,546,098        940,459        —           2,486,557   

Machinery

     1,193,948        638,904        —           1,832,852   

Marine

     139,819        83,953        —           223,772   

Media

     2,611,311        89,337        —           2,700,648   

Metals & Mining

     638,967        873,882        —           1,512,849   

Mortgage Real Estate Investment Trusts

     1,772,047        —          —           1,772,047   

Multi-Utilities

     399,861        603,696        —           1,003,557   

Multiline Retail

     1,265,917        —          —           1,265,917   

Oil, Gas & Consumable Fuels

     2,856,986        446,828        —           3,303,814   

Paper & Forest Products

     19,179        678,868        —           698,047   

Personal Products

     44,972        —          —           44,972   

Pharmaceuticals

     3,247,638        721,803        —           3,969,441   

Professional Services

     258,235        —          —           258,235   

Real Estate Management & Development

     —          53,253        —           53,253   

Road & Rail

     299,419        881,603        —           1,181,022   

Semiconductors & Semiconductor Equipment

     3,232,881        662,268        —           3,895,149   

Software

     822,689        213,445        —           1,036,134   

Specialty Retail

     647,147        152,115        —           799,262   

Technology Hardware, Storage & Peripherals

     2,623,973        396,872        —           3,020,845   

Textiles, Apparel & Luxury Goods

     35,387        —          —           35,387   

Thrifts & Mortgage Finance

     141,074        —          —           141,074   

Tobacco

     551,230        825,160        —           1,376,390   

Trading Companies & Distributors

     945,528        —          —           945,528   

Transportation Infrastructure

     —          142,502        —           142,502   

Wireless Telecommunication Services

     —          643,806        —           643,806   

Total Common Stocks

     64,799,277        29,160,031        —           93,959,308   

Total U.S. Treasury & Government Agencies*

     —          34,664,312        —           34,664,312   

Total Mutual Funds*

     7,595,140        —          —           7,595,140   

Total Preferred Stock*

     —          431,823        —           431,823   

Total Short-Term Investment*

     —          21,203,902        —           21,203,902   
Securities Lending Reinvestments          

Certificates of Deposit

     —          849,892        —           849,892   

Commercial Paper

     —          799,030        —           799,030   

Repurchase Agreements

     —          3,038,832        —           3,038,832   

Time Deposits

     —          204,414        —           204,414   

Total Securities Lending Reinvestments

     —          4,892,168        —           4,892,168   

Total Investments

   $ 72,394,417      $ 90,352,236      $ —         $ 162,746,653   
                                   

Collateral for Securities Loaned (Liability)

   $ —        $ (4,892,009   $ —         $ (4,892,009
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 386,662      $ —        $ —         $ 386,662   

Futures Contracts (Unrealized Depreciation)

     (232,458     —          —           (232,458

Total Futures Contracts

   $ 154,204      $ —        $ —         $ 154,204   
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 720,765      $ —         $ 720,765   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —          (8,390     —           (8,390

Total Centrally Cleared Swap Contracts

   $ —        $ 712,375      $ —         $ 712,375   

 

* See Consolidated Schedule of Investments for additional detailed categorizations.

 

MIST-37


Table of Contents

Met Investors Series Trust

American Funds Balanced Allocation Portfolio

Schedule of Investments as of September 30, 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)

    13,715,982      $ 378,149,619   

American Funds American Mutual Fund (Class R-6)

    10,178,247        375,577,306   

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

    28,668,415        377,563,025   

American Funds Bond Fund (Class 1) (a)

    53,428,269        601,602,307   

American Funds Fundamental Investors Fund (Class R-6)

    7,012,573        378,398,459   

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

    11,628,017        140,117,599   

American Funds Global Small Capitalization Fund (Class 1) (b)

    6,750,768        141,226,058   

American Funds Growth Fund (Class 1)

    6,406,467        426,030,032   

American Funds Growth-Income Fund (Class 1)

    9,740,821        425,868,697   

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

    18,026,309        187,473,619   

American Funds International Fund (Class 1)

    15,804,769        280,534,658   

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

    23,871,902        366,911,139   

Investment Company Securities—(Continued)

  

American Funds New World Fund (Class 1)

    4,548,536      93,699,841   

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

    40,084,579        501,057,238   
   

 

 

 

Total Mutual Funds
(Cost $4,360,883,473)

      4,674,209,597   
   

 

 

 

Total Investments—100.1%
(Cost $4,360,883,473) (c)

      4,674,209,597   

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

      (2,478,687
   

 

 

 
Net Assets—100.0%     $ 4,671,730,910   
   

 

 

 

 

(a) Affiliated Issuer.
(b) Non-income producing security.
(c) As of September 30, 2016, the aggregate cost of investments was $4,360,883,473. The aggregate unrealized appreciation and depreciation of investments were $342,205,604 and $(28,879,480), respectively, resulting in net unrealized appreciation of $313,326,124.

 

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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Mutual Funds            

Investment Company Securities

   $ 4,674,209,597       $ —         $ —         $ 4,674,209,597   

Total Investments

   $ 4,674,209,597       $ —         $ —         $ 4,674,209,597   
                                     

 

MIST-38


Table of Contents

Met Investors Series Trust

American Funds Growth Allocation Portfolio

Schedule of Investments as of September 30, 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)

    12,585,064      $ 346,970,202   

American Funds American Mutual Fund (Class R-6)

    7,787,466        287,357,485   

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

    21,929,468        288,811,091   

American Funds Bond Fund (Class 1)

    9,945,132        111,982,189   

American Funds Fundamental Investors Fund (Class R-6)

    5,902,618        318,505,282   

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

    4,732,396        57,025,375   

American Funds Global Small Capitalization Fund (Class 1) (a)

    6,899,769        144,343,173   

American Funds Growth Fund (Class 1)

    4,793,814        318,788,619   

American Funds Growth-Income Fund (Class 1)

    6,629,137        289,825,883   

American Funds High-Income Bond Fund (Class 1)

    8,290,460        86,220,782   

American Funds International Fund (Class 1)

    12,930,271        229,512,310   

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

    18,176,480        279,372,501   

Investment Company Securities—(Continued)

  

American Funds New World Fund (Class 1)

    4,187,899      86,270,713   

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

    2,201,417        27,517,716   
   

 

 

 

Total Mutual Funds
(Cost $2,611,230,420)

      2,872,503,321   
   

 

 

 

Total Investments—100.1%
(Cost $2,611,230,420) (c)

      2,872,503,321   

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

      (1,597,921
   

 

 

 
Net Assets—100.0%     $ 2,870,905,400   
   

 

 

 

 

(a) Non-income producing security.
(b) Affiliated Issuer.
(c) As of September 30, 2016, the aggregate cost of investments was $2,611,230,420. The aggregate unrealized appreciation and depreciation of investments were $286,396,104 and $(25,123,203), respectively, resulting in net unrealized appreciation of $261,272,901.

 

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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Mutual Funds            

Investment Company Securities

   $ 2,872,503,321       $ —         $ —         $ 2,872,503,321   

Total Investments

   $ 2,872,503,321       $ —         $ —         $ 2,872,503,321   
                                     

 

MIST-39


Table of Contents

Met Investors Series Trust

American Funds Growth Portfolio

Schedule of Investments as of September 30, 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 $987,326,411)

     16,591,021       $ 1,103,302,869   
     

 

 

 

Total Investments—100.1% (Cost $987,326,411) (a)

        1,103,302,869   

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

        (662,238
     

 

 

 
Net Assets—100.0%       $ 1,102,640,631   
     

 

 

 

 

(a) As of September 30, 2016, the aggregate cost of investments was $987,326,411. The aggregate and net unrealized appreciation of investments was $115,976,458.

 

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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Mutual Fund            

Investment Company Security

   $ 1,103,302,869       $ —         $ —         $ 1,103,302,869   

Total Investments

   $ 1,103,302,869       $ —         $ —         $ 1,103,302,869   
                                     

 

MIST-40


Table of Contents

Met Investors Series Trust

American Funds Moderate Allocation Portfolio

Schedule of Investments as of September 30, 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)

    5,403,855      $ 148,984,271   

American Funds American Mutual Fund (Class R-6)

    7,224,926        266,599,786   

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

    18,092,408        238,277,008   

American Funds Bond Fund (Class 1) (a)

    49,512,933        557,515,627   

American Funds Fundamental Investors Fund (Class R-6)

    2,761,466        149,008,724   

American Funds Global Bond Fund (Class 1)

    7,347,317        88,535,171   

American Funds Global Small Capitalization Fund (Class 1) (b)

    1,420,264        29,711,927   

American Funds Growth Fund (Class 1)

    2,238,589        148,866,139   

American Funds Growth-Income Fund (Class 1)

    5,454,361        238,464,673   

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

    14,232,721        148,020,296   

American Funds International Fund (Class 1)

    8,301,304        147,348,149   

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

    11,518,834        177,044,486   

Investment Company Securities—(Continued)

  

American Funds New World Fund (Class 1)

    1,434,207      29,544,657   

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

    46,484,812        581,060,153   
   

 

 

 

Total Mutual Funds
(Cost $2,781,407,447)

      2,948,981,067   
   

 

 

 

Total Investments—100.1%
(Cost $2,781,407,447) (c)

      2,948,981,067   

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

      (1,642,315
   

 

 

 
Net Assets—100.0%     $ 2,947,338,752   
   

 

 

 

 

(a) Affiliated Issuer.
(b) Non-income producing security.
(c) As of September 30, 2016, the aggregate cost of investments was $2,781,407,447. The aggregate unrealized appreciation and depreciation of investments were $185,438,927 and $(17,865,307), respectively, resulting in net unrealized appreciation of $167,573,620.

 

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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Mutual Funds            

Investment Company Securities

   $ 2,948,981,067       $ —         $ —         $ 2,948,981,067   

Total Investments

   $ 2,948,981,067       $ —         $ —         $ 2,948,981,067   
                                     

 

MIST-41


Table of Contents

Met Investors Series Trust

AQR Global Risk Balanced Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

U.S. Treasury & Government Agencies—24.6% of Net Assets

 

Security Description  

Shares/

Principal
Amount*

    Value  

U.S. Treasury—24.6%

  

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

    276,381,846      $ 281,086,971   

0.125%, 04/15/20 (a)

    302,114,427        308,008,075   

0.125%, 07/15/24 (a)

    103,685,142        105,198,841   

0.250%, 01/15/25 (a)

    136,458,201        138,987,044   

0.375%, 07/15/25 (a)

    145,932,554        150,710,386   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $949,537,468)

   

    983,991,317   
   

 

 

 
Foreign Government—18.0%   

Sovereign—18.0%

  

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

    36,302,526        44,692,690   

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

    81,235,848        102,772,229   

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

    65,766,228        82,053,398   

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

    20,050,272        24,050,236   

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

    47,087,600        57,978,163   

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

    50,125,192        62,608,980   

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

    23,837,660        30,626,825   

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

    59,724,140        76,836,189   

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

    84,965,082        130,649,688   

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

    66,092,112        104,945,929   
   

 

 

 

Total Foreign Government
(Cost $705,210,760)

      717,214,327   
   

 

 

 
Short-Term Investments—53.1%   

Mutual Funds—37.4%

  

BlackRock Liquidity Funds T-Fund Portfolio, Institutional Class, 0.205% (b)

    376,640,814        376,640,814   

Dreyfus Treasury Cash Management Fund, Institutional Class, 0.234% (b)

    354,534,311        354,534,311   

State Street Institutional Liquid Reserve Fund, Class I, 0.399% (b) (c)

    66,863,377        66,863,377   

State Street Institutional Treasury Plus Money Market Fund, Class I, 0.198% (b) (c)

    301,446,522        301,446,522   

UBS Select Treasury Preferred Fund, Institutional Class, 0.233% (b)

    392,699,221        392,699,221   
   

 

 

 
      1,492,184,245   
   

 

 

 

U.S. Treasury—15.7%

  

U.S. Treasury Bills
0.340%, 01/05/17 (d)

    5,282,000      5,278,239   

0.382%, 10/06/16 (d)

    2,998,000        2,997,973   

0.394%, 02/02/17 (d)

    210,884,000        210,649,075   

0.395%, 11/03/16 (d)

    1,698,000        1,697,710   

0.400%, 10/27/16 (d)

    1,917,000        1,916,753   

0.400%, 12/15/16 (d)

    1,935,000        1,934,274   

0.420%, 03/30/17 (d)

    2,999,000        2,992,534   

0.430%, 12/08/16 (d) (e)

    1,236,000        1,235,587   

0.430%, 01/19/17 (d) (e)

    3,913,000        3,909,905   

0.445%, 02/16/17 (d)

    1,226,000        1,224,425   

0.450%, 02/23/17 (d)

    13,102,000        13,083,723   

0.476%, 12/01/16 (d) (e)

    61,774,000        61,755,653   

0.478%, 11/25/16 (d) (e)

    17,875,000        17,870,639   

0.480%, 03/02/17 (d)

    299,417,000        298,961,886   

0.500%, 03/23/17 (d)

    706,000        704,587   
   

 

 

 
      626,212,963   
   

 

 

 

Total Short-Term Investments
(Cost $2,118,142,583)

      2,118,397,208   
   

 

 

 

Total Investments—95.7%
(Cost $3,772,890,811) (f)

      3,819,602,852   

Other assets and liabilities (net)—4.3%

      171,300,615   
   

 

 

 
Net Assets—100.0%     $ 3,990,903,467   
   

 

 

 

 

* 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 September 30, 2016.
(c) All or a portion of the security was pledged as collateral against open swap contracts. As of September 30, 2016, the market value of securities pledged was $96,673,377.
(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 September 30, 2016, the market value of securities pledged was $14,119,552.
(f) As of September 30, 2016, the aggregate cost of investments was $3,772,890,811. The aggregate unrealized appreciation and depreciation of investments were $53,556,397 and $(6,844,356), respectively, resulting in net unrealized appreciation of $46,712,041.
(EUR)— Euro
(GBP)— British Pound

 

MIST-42


Table of Contents

Met Investors Series Trust

AQR Global Risk Balanced Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
CAD     36,179      

Citibank N.A.

       12/21/16         $ 27,641         $ (49
CAD     43,324      

Citibank N.A.

       12/21/16           33,152           (110
CAD     69,576      

Citibank N.A.

       12/21/16           53,927           (864
CAD     71,532      

Citibank N.A.

       12/21/16           55,471           (917
CAD     72,230      

Citibank N.A.

       12/21/16           55,474           (387
CAD     130,341      

Citibank N.A.

       12/21/16           99,479           (73
CAD     142,818      

Citibank N.A.

       12/21/16           110,944           (2,023
CHF     67,595      

Citibank N.A.

       12/21/16           69,476           434   
CHF     135,112      

Citibank N.A.

       12/21/16           137,982           1,757   
CHF     150,067      

Citibank N.A.

       12/21/16           154,086           1,120   
CHF     206,173      

Citibank N.A.

       12/21/16           212,639           593   
CHF     402,206      

Citibank N.A.

       12/21/16           415,214           764   
CHF     423,114      

Citibank N.A.

       12/21/16           439,143           (1,541
CHF     576,733      

Citibank N.A.

       12/21/16           598,169           (1,688
EUR     1,905,000      

Citibank N.A.

       12/21/16           2,135,448           12,265   
GBP     4,660,000      

Citibank N.A.

       12/21/16           6,152,859           (103,043
GBP     4,990,000      

Citibank N.A.

       12/21/16           6,534,879           (56,642
HKD     387,000      

Citibank N.A.

       12/21/16           49,939           (6
HKD     671,000      

Citibank N.A.

       12/21/16           86,590           (13
HKD     671,000      

Citibank N.A.

       12/21/16           86,620           (43
HKD     1,799,000      

Citibank N.A.

       12/21/16           232,209           (89
HKD     5,638,000      

Citibank N.A.

       12/21/16           727,668           (212
HKD     8,423,000      

Citibank N.A.

       12/21/16           1,087,286           (488
HKD     11,536,000      

Citibank N.A.

       12/21/16           1,488,889           (429
HKD     12,367,000      

Citibank N.A.

       12/21/16           1,596,150           (468

Contracts to Deliver

                                 
CHF     6,000      

Citibank N.A.

       12/21/16           6,165           (41
EUR     124,180,980      

Citibank N.A.

       12/21/16           140,310,488           307,776   
EUR     95,682,947      

Citibank N.A.

       12/21/16           108,235,666           361,882   
EUR     78,554,195      

Citibank N.A.

       12/21/16           88,056,566           (506,114
EUR     51,060,227      

Citibank N.A.

       12/21/16           57,245,448           (320,294
EUR     39,867,895      

Citibank N.A.

       12/21/16           45,105,171           157,761   
EUR     38,748,706      

Citibank N.A.

       12/21/16           43,379,401           (306,226
GBP     181,515,536      

Citibank N.A.

       12/21/16           238,478,306           2,826,888   
GBP     5,890,000      

Citibank N.A.

       12/21/16           7,921,943           275,287   
JPY     97,562,000      

Citibank N.A.

       12/21/16           955,700           (9,735
JPY     5,928,936      

Citibank N.A.

       12/21/16           58,573           (97
JPY     4,930,243      

Citibank N.A.

       12/21/16           48,655           (133
JPY     4,765,706      

Citibank N.A.

       12/21/16           46,295           (865
JPY     3,216,166      

Citibank N.A.

       12/21/16           31,157           (669
JPY     3,192,362      

Citibank N.A.

       12/21/16           31,105           (485
JPY     3,162,931      

Citibank N.A.

       12/21/16           31,112           (187
JPY     3,156,940      

Citibank N.A.

       12/21/16           31,125           (114
JPY     3,015,894      

Citibank N.A.

       12/21/16           29,570           (274
JPY     1,601,190      

Citibank N.A.

       12/21/16           16,023           178   
JPY     1,578,340      

Citibank N.A.

       12/21/16           15,589           (30
JPY     1,561,292      

Citibank N.A.

       12/21/16           15,245           (205
                   

 

 

 

Net Unrealized Appreciation

  

     $ 2,632,151   
                   

 

 

 

 

MIST-43


Table of Contents

Met Investors Series Trust

AQR Global Risk Balanced Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

 

Futures Contracts

 

Futures Contracts—Long

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

Aluminum Futures

     10/21/16         19         USD         765,516       $ 25,411   

Aluminum Futures

     10/26/16         17         USD         682,366         25,684   

Aluminum Futures

     10/28/16         19         USD         770,330         21,191   

Aluminum Futures

     11/02/16         13         USD         533,953         7,903   

Aluminum Futures

     11/18/16         289         USD         12,276,815         (218,290

Aluminum Futures

     11/22/16         281         USD         11,675,064         55,914   

Aluminum Futures

     11/25/16         15         USD         615,598         10,862   

Aluminum Futures

     11/30/16         17         USD         695,207         15,257   

Aluminum Futures

     12/19/16         1,222         USD         49,826,014         1,329,961   

Amsterdam Index Futures

     10/21/16         84         EUR         7,479,551         130,004   

Australian 10 Year Treasury Bond Futures

     12/15/16         1,078         AUD         146,142,327         1,194,857   

CAC 40 Index Futures

     10/21/16         499         EUR         21,895,094         312,259   

Canada Government Bond 10 Year Futures

     12/19/16         1,221         CAD         178,962,365         325,436   

Coffee “C” Futures

     12/19/16         120         USD         6,454,223         365,528   

Copper Futures

     11/18/16         107         USD         12,909,812         90,688   

Copper Futures

     11/22/16         106         USD         12,567,991         312,785   

Copper Futures

     12/28/16         1,436         USD         77,763,198         1,593,752   

Corn Futures

     12/14/16         1,636         USD         27,244,258         301,893   

Cotton No. 2 Futures

     12/07/16         318         USD         10,411,988         412,732   

DAX Index Futures

     12/16/16         78         EUR         20,270,180         257,466   

Euro Stoxx 50 Index Futures

     12/16/16         2,048         EUR         60,677,352         718,684   

Euro-Bund Futures

     12/08/16         5,568         EUR         916,473,812         6,901,620   

FTSE 100 Index Futures

     12/16/16         1,083         GBP         72,144,145         2,751,181   

FTSE JSE Top 40 Index Futures

     12/15/16         580         ZAR         270,818,977         (323,729

FTSE MIB Index Futures

     12/16/16         53         EUR         4,417,849         (93,512

H-Shares Index Futures

     10/28/16         243         HKD         118,108,357         (189,309

Hang Seng Index Futures

     10/28/16         35         HKD         41,085,443         (37,091

IBEX 35 Index Futures

     10/21/16         79         EUR         6,954,785         (36,319

Japanese Government 10 Year Bond Futures

     12/13/16         286         JPY         43,385,478,422         1,812,155   

KOSPI 200 Index Futures

     12/08/16         269         KRW         35,167,213,552         (398,886

Lead Futures

     10/21/16         3         USD         138,921         19,852   

Lead Futures

     10/26/16         3         USD         137,689         21,128   

Lead Futures

     10/28/16         3         USD         134,709         24,125   

Lead Futures

     11/02/16         3         USD         137,278         21,601   

Lead Futures

     11/18/16         62         USD         2,939,727         346,583   

Lead Futures

     11/22/16         62         USD         2,902,914         384,016   

Lean Hogs Futures

     12/14/16         586         USD         12,474,140         (2,166,400

Live Cattle Futures

     12/30/16         279         USD         11,727,623         (553,673

MSCI Taiwan Index Futures

     10/28/16         347         USD         12,019,617         (162,627

Nickel Futures

     10/21/16         1         USD         63,806         (584

Nickel Futures

     10/26/16         3         USD         185,801         3,919   

Nickel Futures

     10/28/16         3         USD         189,477         264   

Nickel Futures

     11/02/16         2         USD         130,077         (3,549

Nickel Futures

     11/18/16         177         USD         10,988,893         218,542   

Nickel Futures

     11/22/16         179         USD         10,960,954         375,578   

Nickel Futures

     11/25/16         3         USD         177,894         12,135   

Nickel Futures

     11/30/16         6         USD         352,741         27,419   

Nickel Futures

     12/19/16         448         USD         26,495,809         1,921,727   

Russell 2000 Mini Index Futures

     12/16/16         612         USD         75,325,486         1,070,474   

S&P 500 E-Mini Index Futures

     12/16/16         7,551         USD         809,938,309         5,720,711   

S&P Midcap 400 E-Mini Index Futures

     12/16/16         570         USD         87,930,797         396,403   

S&P TSX 60 Index Futures

     12/15/16         259         CAD         43,756,174         414,029   

SGX CNX Nifty Index Futures

     10/27/16         1,246         USD         21,891,560         (333,268

SPI 200 Index Futures

     12/15/16         362         AUD         47,154,721         1,423,611   

Silver Futures

     12/28/16         113         USD         10,807,930         47,980   

Soybean Futures

     11/14/16         539         USD         27,983,521         (2,273,221

 

MIST-44


Table of Contents

Met Investors Series Trust

AQR Global Risk Balanced Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Futures Contracts—(Continued)

 

Futures Contracts—Long

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

Soybean Meal Futures

     12/14/16         58        USD         1,904,421      $ (166,741

Soybean Oil Futures

     12/14/16         37        USD         759,533        (17,165

Sugar No. 11 Futures

     02/28/17         2,162        USD         50,301,274        5,391,846   

TOPIX Index Futures

     12/08/16         940        JPY         12,558,102,081        (1,202,131

U.S. Treasury Note 10 Year Futures

     12/20/16         10,870        USD         1,426,640,966        (1,312,216

United Kingdom Long Gilt Bond Futures

     12/28/16         905        GBP         118,699,352        (1,066,864

Wheat Futures

     12/14/16         1,247        USD         27,223,558        (2,158,857

Zinc Futures

     10/21/16         5        USD         282,683        13,642   

Zinc Futures

     10/26/16         4        USD         222,761        14,239   

Zinc Futures

     10/28/16         5        USD         275,774        20,566   

Zinc Futures

     11/02/16         4        USD         227,652        9,601   

Zinc Futures

     11/18/16         234        USD         13,456,983        432,380   

Zinc Futures

     11/22/16         231        USD         13,173,518        539,450   

Zinc Futures

     11/25/16         5        USD         285,401        11,443   

Zinc Futures

     11/30/16         4        USD         230,477        7,088   

Zinc Futures

     12/19/16         637        USD         36,710,114        1,179,442   

Futures Contracts—Short

                                

Aluminum Futures

     10/21/16         (19     USD         (764,703     (26,224

Aluminum Futures

     10/26/16         (17     USD         (682,296     (25,754

Aluminum Futures

     10/28/16         (19     USD         (762,794     (28,727

Aluminum Futures

     11/02/16         (13     USD         (532,858     (8,998

Aluminum Futures

     11/18/16         (289     USD         (12,294,379     235,854   

Aluminum Futures

     11/22/16         (281     USD         (11,645,708     (85,269

Aluminum Futures

     11/25/16         (15     USD         (616,838     (9,622

Aluminum Futures

     11/30/16         (17     USD         (696,533     (13,931

Copper Futures

     11/18/16         (107     USD         (12,897,734     (102,766

Copper Futures

     11/22/16         (106     USD         (12,594,425     (286,351

Lead Futures

     10/21/16         (3     USD         (139,718     (19,056

Lead Futures

     10/26/16         (3     USD         (137,561     (21,256

Lead Futures

     10/28/16         (3     USD         (134,597     (24,237

Lead Futures

     11/02/16         (3     USD         (137,018     (21,861

Lead Futures

     11/18/16         (62     USD         (2,944,655     (341,655

Lead Futures

     11/22/16         (62     USD         (2,883,892     (403,038

Nickel Futures

     10/21/16         (1     USD         (63,970     747   

Nickel Futures

     10/26/16         (3     USD         (184,403     (5,317

Nickel Futures

     10/28/16         (3     USD         (189,308     (433

Nickel Futures

     11/02/16         (2     USD         (129,955     3,427   

Nickel Futures

     11/18/16         (177     USD         (10,949,317     (258,117

Nickel Futures

     11/22/16         (179     USD         (10,991,951     (344,580

Nickel Futures

     11/25/16         (3     USD         (178,103     (11,926

Nickel Futures

     11/30/16         (6     USD         (353,685     (26,475

Zinc Futures

     10/21/16         (5     USD         (282,633     (13,692

Zinc Futures

     10/26/16         (4     USD         (221,906     (15,094

Zinc Futures

     10/28/16         (5     USD         (274,113     (22,227

Zinc Futures

     11/02/16         (4     USD         (227,890     (9,363

Zinc Futures

     11/18/16         (234     USD         (13,436,760     (452,603

Zinc Futures

     11/22/16         (231     USD         (13,166,319     (546,650

Zinc Futures

     11/25/16         (5     USD         (283,863     (12,981

Zinc Futures

     11/30/16         (4     USD         (229,890     (7,675
            

 

 

 

Net Unrealized Appreciation

  

  $ 23,422,735   
            

 

 

 

 

MIST-45


Table of Contents

Met Investors Series Trust

AQR Global Risk Balanced Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

 

Swap Agreements

OTC Total Return Swaps

 

  

 

Maturity
Date

  

Counterparty

  

Underlying Reference
Instrument

   Notional
Amount
     Market
Value
    Upfront
Premium
Paid/(Received)
     Unrealized
Appreciation/
(Depreciation)
 
  10/13/16    Bank of America N.A.    Bovespa Index Futures      BRL         62,758,678       $ (300,687   $       $ (300,687
  10/28/16    Citibank N.A.    Brent Crude Futures      USD         58,386,420         3,949,560                3,949,560   
  10/28/16    Merrill Lynch International    Brent Crude Futures      USD         42,020,250         2,899,800                2,899,800   
  12/19/16    Bank of America N.A.    Canada Government Bond 10 Year Futures      CAD         40,464,608         65,027                65,027   
  11/11/16    Citibank N.A.    Coffee “C” Futures      USD         18,281,535         1,041,090                1,041,090   
  11/25/16    Citibank N.A.    Corn No. 2 Futures      USD         18,994,252         (220,439             (220,439
  11/25/16    Merrill Lynch International    Corn No. 2 Futures      USD         22,595,550         17,213                17,213   
  11/11/16    Citibank N.A.    Cotton No. 2 Futures      USD         5,333,115         (56,915             (56,915
  10/19/16    Citibank N.A.    Crude Oil Futures      USD         62,770,500         182,700                182,700   
  10/19/16    Merrill Lynch International    Crude Oil Futures      USD         36,639,720         987,480                987,480   
  12/08/16    Bank of America N.A.    Euro-Bund Futures      EUR         178,650,298         1,646,383                1,646,383   
  11/30/16    Citibank N.A.    Gold 100 oz. Futures      USD         5,027,411         (22,431             (22,431
  11/30/16    Merrill Lynch International    Gold 100 oz. Futures      USD         132,494,880         (2,497,110             (2,497,110
  10/28/16    Bank of America N.A.    Hang Seng China Enterprises Index Futures      HKD         331,631,435         (426,929             (426,929
  10/28/16    Goldman Sachs & Co.    Hang Seng China Enterprises Index Futures      HKD         35,406,525         (47,255             (47,255
  10/28/16    Bank of America N.A.    Hang Seng Index Futures      HKD         52,788,848         (43,138             (43,138
  10/28/16    Goldman Sachs & Co.    Hang Seng Index Futures      HKD         10,554,301         (8,180             (8,180
  12/13/16    Bank of America N.A.    Japanese Government 10 Year Bond Futures      JPY         15,016,795,200         639,660                639,660   
  11/25/16    Citibank N.A.    KC Hard Red Winter Wheat Futures      USD         10,871,631         (650,331             (650,331
  12/14/16    Merrill Lynch International    Lean Hogs Futures      USD         5,161,160         (816,430             (816,430
  12/02/16    Merrill Lynch International    Live Cattle Futures      USD         15,227,824         (729,724             (729,724
  12/28/16    Bank of America N.A.    Long Gilt Futures      GBP         89,585,542         (978,647             (978,647
  10/28/16    Bank of America N.A.    MSCI Taiwan Stock Index Futures      USD         16,465,999         (98,569             (98,569
  10/28/16    Goldman Sachs & Co.    MSCI Taiwan Stock Index Futures      USD         2,455,417         (29,347             (29,347
  10/28/16    Citibank N.A.    NY Harbor ULSD Futures      USD         30,565,185         769,986                769,986   
  10/28/16    Merrill Lynch International    NY Harbor ULSD Futures      USD         20,395,683         989,764                989,764   
  10/27/16    Citibank N.A.    Natural Gas Futures      USD         57,182,760         (196,100             (196,100
  10/27/16    Merrill Lynch International    Natural Gas Futures      USD         49,170,580         (756,620             (756,620
  10/28/16    Citibank N.A.    RBOB Gasoline Futures      USD         25,963,610         1,320,278                1,320,278   
  10/28/16    Merrill Lynch International    RBOB Gasoline Futures      USD         16,742,116         1,139,893                1,139,893   
  11/30/16    Citibank N.A.    Silver Futures      USD         28,177,500         643,500                643,500   
  10/21/16    Citibank N.A.    Soybean Futures      USD         11,561,556         (1,926,156             (1,926,156
  10/21/16    Merrill Lynch International    Soybean Futures      USD         29,302,300         (2,828,800             (2,828,800
  11/25/16    Citibank N.A.    Soybean Meal Futures      USD         15,584,586         (1,353,586             (1,353,586
  11/25/16    Merrill Lynch International    Soybean Meal Futures      USD         16,827,330         (1,637,610             (1,637,610
  11/25/16    Citibank N.A.    Soybean Oil Futures      USD         18,565,866         (227,370             (227,370
  11/25/16    Merrill Lynch International    Soybean Oil Futures      USD         8,849,400         (221,880             (221,880
  02/15/17    Citibank N.A.    Sugar No. 11 Futures      USD         1,052,120         107,080                107,080   
  12/16/16    Bank of America N.A.    Swiss Market Index Futures      CHF         44,608,985         (59,326             (59,326
  12/20/16    Bank of America N.A.    U.S. Treasury Note 10 Year Futures      USD         862,798,123         (1,044,623             (1,044,623
  11/25/16    Citibank N.A.    Wheat Futures      USD         2,235,607         (185,407             (185,407
  11/25/16    Merrill Lynch International    Wheat Futures      USD         1,340,700         (54,300             (54,300
                

 

 

   

 

 

    

 

 

 

Totals

 

   $ (1,018,496   $       $ (1,018,496
                

 

 

   

 

 

    

 

 

 

 

MIST-46


Table of Contents

Met Investors Series Trust

AQR Global Risk Balanced Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

 

 

(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

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 September 30, 2016:

 

Description    Level 1     Level 2     Level 3      Total  

Total U.S. Treasury & Government Agencies*

   $ —        $ 983,991,317      $ —         $ 983,991,317   

Total Foreign Government*

     —          717,214,327        —           717,214,327   
Short-Term Investments          

Mutual Funds

     1,492,184,245        —          —           1,492,184,245   

U.S. Treasury

     —          626,212,963        —           626,212,963   

Total Short-Term Investments

     1,492,184,245        626,212,963        —           2,118,397,208   

Total Investments

   $ 1,492,184,245      $ 2,327,418,607      $ —         $ 3,819,602,852   
                                   
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —        $ 3,946,705      $ —         $ 3,946,705   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —          (1,314,554     —           (1,314,554

Total Forward Contracts

   $ —        $ 2,632,151      $ —         $ 2,632,151   

Futures Contracts

         

Futures Contracts (Unrealized Appreciation)

   $ 39,283,045      $ —        $ —         $ 39,283,045   

Futures Contracts (Unrealized Depreciation)

     (15,860,310     —          —           (15,860,310

Total Futures Contracts

   $ 23,422,735      $ —        $ —         $ 23,422,735   
OTC Swap Contracts          

OTC Swap Contracts at Value (Assets)

   $ —        $ 16,399,414      $ —         $ 16,399,414   

OTC Swap Contracts at Value (Liabilities)

     —          (17,417,910     —           (17,417,910

Total OTC Swap Contracts

   $ —        $ (1,018,496   $ —         $ (1,018,496

 

* See Consolidated Schedule of Investments for additional detailed categorizations.

 

MIST-47


Table of Contents

Met Investors Series Trust

BlackRock Global Tactical Strategies Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Mutual Funds—52.1% of Net Assets

 

Security Description   Shares/
Principal
Amount*
    Value  

Investment Company Securities—52.1%

  

Consumer Discretionary Select Sector SPDR Fund (a)

    1,722,245      $ 137,848,490   

Consumer Staples Select Sector SPDR Fund (a)

    2,535,939        134,937,314   

Energy Select Sector SPDR Fund (a)

    1,385,355        97,819,917   

Financial Select Sector SPDR Fund (a)

    9,339,060        180,243,858   

Health Care Select Sector SPDR Fund (a)

    2,109,513        152,116,982   

Industrial Select Sector SPDR Fund (a)

    2,443,819        142,670,153   

iShares 1-3 Year Credit Bond ETF (b)

    4,618,949        488,500,046   

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

    3,049,604        342,836,482   

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

    3,858,200        475,253,076   

iShares Intermediate Credit Bond ETF (a) (b)

    1,173,627        130,683,366   

iShares MSCI EAFE Fund (a) (b)

    5,598,492        331,038,832   

iShares MSCI Japan Fund (a) (b)

    2,978,237        37,347,092   

iShares U.S. Real Estate ETF (a) (b)

    1,833,604        147,861,827   

Materials Select Sector SPDR Fund (a)

    1,102,186        52,629,382   

Powershares QQQ Trust - Series 1 (a)

    2,330,863        276,720,055   

Real Estate Select Sector SPDR Fund (a)

    1,299,493        42,584,380   

SPDR S&P 500 ETF Trust (a)

    234,454        50,712,400   

Technology Select Sector SPDR Fund (a)

    3,193,938        152,606,358   

Utilities Select Sector SPDR Fund (a)

    1,071,224        52,479,264   

Vanguard Short-Term Corporate Bond ETF

    1,458,405        117,474,523   

Vanguard Total Bond Market ETF

    4,769,518        401,307,245   
   

 

 

 

Total Mutual Funds
(Cost $3,701,472,749)

      3,945,671,042   
   

 

 

 
Short-Term Investments—44.3%   

Mutual Fund—1.6%

  

SSGA USD Liquidity Fund, S2 Shares, 0.594% (c)

    119,696,368        119,696,368   
   

 

 

 

Repurchase Agreement—42.7%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $3,236,935,422 on 10/03/16, collateralized by $3,183,795,000 U.S. Treasury Notes with rates ranging from 1.250% - 3.125%, maturity dates ranging from 01/31/21 - 11/30/22, with a value of $3,301,678,219.

    3,236,927,329        3,236,927,329   
   

 

 

 

Total Short-Term Investments
(Cost $3,356,623,697)

      3,356,623,697   
   

 

 

 
Securities Lending Reinvestments(d)—7.8%   

Certificates of Deposit—2.2%

  

Bank of Montreal
0.500%, 10/24/16

    24,350,000        24,350,000   

Certificates of Deposit—(Continued)

  

Chiba Bank, Ltd., New York
0.890%, 12/02/16

    24,000,000      24,004,200   

DZ Bank AG
0.950%, 01/03/17

    24,600,000        24,600,000   

KBC Bank NV
1.000%, 01/04/17

    24,600,000        24,600,000   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    15,000,000        15,000,015   

National Bank of Canada
0.480%, 10/28/16

    24,000,000        23,999,856   

Sumitomo Mitsui Trust Bank
0.420%, 10/04/16

    14,000,000        14,000,000   

Swedbank
0.350%, 10/03/16

    15,000,000        14,999,971   
   

 

 

 
      165,554,042   
   

 

 

 

Commercial Paper—0.8%

  

Credit Suisse AG
0.971%, 10/19/16

    16,750,000        16,749,816   

Kells Funding LLC
1.050%, 01/30/17

    24,000,468        23,917,167   

Manhattan Asset Funding
0.740%, 11/28/16

    2,100,000        2,097,919   

Victory Receivables Corp.
1.050%, 01/04/17

    21,500,000        21,445,454   
   

 

 

 
      64,210,356   
   

 

 

 

Repurchase Agreements—3.9%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $66,305,157 on 10/03/16, collateralized by $62,654,495 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $67,626,019.

    66,300,000        66,300,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $47,203,278 on 10/03/16, collateralized by $46,337,341 Corporate and Foreign Bonds with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $48,144,042.

    47,200,000        47,200,000   

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $998,875 on 10/03/16, collateralized by $971,058 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $1,018,810.

    998,833        998,833   

 

MIST-48


Table of Contents

Met Investors Series Trust

BlackRock Global Tactical Strategies Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments(d)—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Repurchase Agreements—(Continued)

  

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $58,104,467 on 10/03/16, collateralized by $55,466,850 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $59,286,786.

    58,100,000      $ 58,100,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $76,387 on 10/03/16, collateralized by $63,107 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $77,912.

    76,384        76,384   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $10,000,583 on 10/03/16, collateralized by $15,995,610 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $10,200,595.

    10,000,000        10,000,000   

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $47,203,396 on 10/04/16, collateralized by $45,395,726 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $48,144,000.

    47,200,000        47,200,000   

Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $17,000,737 on 10/03/16, collateralized by $24,001,881 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $17,340,000.

    17,000,000        17,000,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $47,001,802 on 10/03/16, collateralized by $44,000,465 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $47,940,966

    47,000,000        47,000,000   
   

 

 

 
      293,875,217   
   

 

 

 

Time Deposits—0.9%

  

ANZ London
0.420%, 10/03/16

    15,000,000      $ 15,000,000   

Canadian Imperial Bank
0.260%, 10/03/16

    25,000,000        25,000,000   

DBS Bank, Ltd., Singapore
0.380%, 10/04/16

    15,500,000        15,500,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    9,395,330        9,395,330   

Royal Bank of Canada
0.280%, 10/03/16

    7,400,000        7,400,000   
   

 

 

 
      72,295,330   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $595,929,737)

      595,934,945   
   

 

 

 

Total Investments—104.2%
(Cost $7,654,026,183) (e)

      7,898,229,684   

Other assets and liabilities (net)—(4.2)%

      (318,944,146
   

 

 

 
Net Assets—100.0%     $ 7,579,285,538   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $539,085,404 and the collateral received consisted of cash in the amount of $546,728,823. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(b) Affiliated Issuer.
(c) The rate shown represents the annualized seven-day yield as of September 30, 2016.
(d) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(e) As of September 30, 2016, the aggregate cost of investments was $7,654,026,183. The aggregate unrealized appreciation and depreciation of investments were $247,859,824 and $(3,656,323), respectively, resulting in net unrealized appreciation of $244,203,501.
(ETF)— Exchange-Traded Fund

 

MIST-49


Table of Contents

Met Investors Series Trust

BlackRock Global Tactical Strategies Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Depreciation
 
SEK     362,000,000      

Royal Bank of Scotland plc

       12/08/16         $ 43,871,013         $ (1,538,848
                   

 

 

 

Futures Contracts

 

Futures Contracts—Long

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

Amsterdam Index Futures

     10/21/16         520        EUR         46,489,186      $ 594,493   

Australian 3 Year Treasury Bond Futures

     12/15/16         12,903        AUD         1,459,829,033        1,693,615   

Australian Currency Futures

     12/19/16         22        USD         1,635,631        47,149   

British Pound Currency Futures

     12/19/16         6,205        USD         512,156,279        (8,116,373

CAC 40 Index Futures

     10/21/16         2,519        EUR         111,816,271        129,740   

DAX Index Futures

     12/16/16         399        EUR         104,541,238        360,539   

Euro Currency Futures

     12/19/16         5,326        USD         748,896,918        1,869,357   

Euro Stoxx 50 Index Futures

     12/16/16         3,209        EUR         96,256,541        (201,171

FTSE 100 Index Futures

     12/16/16         3,165        GBP         210,662,051        8,266,613   

FTSE MIB Index Futures

     12/16/16         370        EUR         30,664,464        (453,849

Hang Seng Index Futures

     10/28/16         382        HKD         446,194,114        (118,072

IBEX 35 Index Futures

     10/21/16         486        EUR         42,753,507        (187,904

MSCI Singapore Index Futures

     10/28/16         909        SGD         28,312,311        245,526   

Nikkei 225 Index Futures

     12/08/16         2,012        JPY         33,762,311,676        (6,556,991

OMX Stockholm 30 Index Futures

     10/21/16         2,876        SEK         408,325,138        627,997   

Russell 2000 Mini Index Futures

     12/16/16         3,891        USD         475,544,224        10,169,306   

S&P 500 E-Mini Index Futures

     12/16/16         1,705        USD         180,920,150        3,253,950   

SPI 200 Index Futures

     12/15/16         1,170        AUD         151,986,194        4,922,582   

Swiss Franc Currency Futures

     12/19/16         1,094        USD         140,594,152        942,098   

U.S. Treasury Long Bond Futures

     12/20/16         1,689        USD         287,862,494        (3,846,588

U.S. Treasury Note 10 Year Futures

     12/20/16         867        USD         113,685,698        (323

U.S. Treasury Note 2 Year Futures

     12/30/16         1,912        USD         417,585,515        126,735   

Futures Contracts—Short

                                

Japanese Yen Currency Futures

     12/19/16         (640     USD         (79,370,912     246,912   

U.S. Treasury Note 5 Year Futures

     12/30/16         (4,608     USD         (559,148,507     (795,493

U.S. Treasury Ultra Long Bond Futures

     12/20/16         (4,427     USD         (826,077,810     12,063,185   
            

 

 

 

Net Unrealized Appreciation

  

  $ 25,283,033   
            

 

 

 

Swap Agreements

OTC Total Return Swaps

 

Fixed
Rate

   Maturity
Date
  

Counterparty

  

Underlying Reference
Instrument

   Notional
Amount
     Market
Value
     Upfront
Premium
Paid/(Received)
     Unrealized
Appreciation
 
1.000%    01/19/17    UBS AG    MSCI Switzerland Net Return Index      CHF        102,141,256       $ 991,520       $       $ 991,520   
1.000%    01/19/17    UBS AG    MSCI Switzerland Net Return Index      CHF        40,634,054         394,449                 394,449   
0.100%    03/01/17    JPMorgan Chase Bank N.A.    S&P GSCI Commodity Index      USD        302,139,016         17,528,526                 17,528,526   
                

 

 

    

 

 

    

 

 

 

Totals

 

   $ 18,914,495       $       $ 18,914,495   
                

 

 

    

 

 

    

 

 

 

 

MIST-50


Table of Contents

Met Investors Series Trust

BlackRock Global Tactical Strategies Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

 

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

     Floating
Rate Index
     Fixed
Rate
     Maturity
Date
      

Notional
Amount

       Unrealized
Appreciation/
(Depreciation)
 

Pay

     3M LIBOR        1.309      07/07/26         USD      77,000,000         $ (1,226,557

Pay

     3M LIBOR        1.417      08/16/26         USD      54,000,000           (351,702

Pay

     3M LIBOR        1.705      05/31/26         USD      340,000,000           7,222,579   

Pay

     3M LIBOR        1.710      06/02/26         USD      283,000,000           6,118,672   

Pay

     3M LIBOR        1.722      05/25/26         USD      281,000,000           7,192,105   

Pay

     3M LIBOR        1.725      05/23/26         USD      338,000,000           7,805,113   

Pay

     3M LIBOR        1.730      05/24/26         USD      324,000,000           7,630,077   

Pay

     3M LIBOR        1.745      05/27/26         USD      188,000,000           4,687,195   

Pay

     3M LIBOR        1.750      05/20/26         USD      305,000,000           7,757,495   

Pay

     3M LIBOR        1.754      04/25/26         USD      53,413,722           1,384,380   
                         

 

 

 

Net Unrealized Appreciation

  

     $ 48,219,357   
                         

 

 

 

Cash in the amount of $5,900,000 has been deposited in a segragated acount held by the counterparty as collateral for centrally cleared swap contracts.

 

(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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Mutual Funds            

Investment Company Securities

   $ 3,945,671,042       $ —         $ —         $ 3,945,671,042   
Short-Term Investments            

Mutual Fund

     119,696,368         —           —           119,696,368   

Repurchase Agreement

     —           3,236,927,329         —           3,236,927,329   

Total Short-Term Investments

     119,696,368         3,236,927,329         —           3,356,623,697   

 

MIST-51


Table of Contents

Met Investors Series Trust

BlackRock Global Tactical Strategies Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  
Securities Lending Reinvestments          

Certificates of Deposit

   $ —        $ 165,554,042      $ —         $ 165,554,042   

Commercial Paper

     —          64,210,356        —           64,210,356   

Repurchase Agreements

     —          293,875,217        —           293,875,217   

Time Deposits

     —          72,295,330        —           72,295,330   

Total Securities Lending Reinvestments

     —          595,934,945        —           595,934,945   

Total Investments

   $ 4,065,367,410      $ 3,832,862,274      $ —         $ 7,898,229,684   
                                   

Collateral for Securities Loaned (Liability)

   $ —        $ (546,728,823   $ —         $ (546,728,823
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

   $ —        $ (1,538,848   $ —         $ (1,538,848
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 45,559,797      $ —        $ —         $ 45,559,797   

Futures Contracts (Unrealized Depreciation)

     (20,276,764     —          —           (20,276,764

Total Futures Contracts

   $ 25,283,033      $ —        $ —         $ 25,283,033   
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 49,797,616      $ —         $ 49,797,616   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —          (1,578,259     —           (1,578,259

Total Centrally Cleared Swap Contracts

   $ —        $ 48,219,357      $ —         $ 48,219,357   
OTC Swap Contracts          

OTC Swap Contracts at Value (Assets)

   $ —        $ 18,914,495      $ —         $ 18,914,495   

 

MIST-52


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—78.8% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Advertising—0.5%

  

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

    1,133,000      $ 931,892   

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

    1,119,000        1,197,330   

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

    1,231,000        1,138,675   

Outfront Media Capital LLC / Outfront Media Capital Corp.
5.625%, 02/15/24

    243,000        252,720   
   

 

 

 
      3,520,617   
   

 

 

 

Aerospace/Defense—1.2%

  

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

    1,800,000        1,426,500   

KLX, Inc.
5.875%, 12/01/22 (144A)

    1,004,000        1,039,140   

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

    278,000        303,020   

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

    411,308        411,308   

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

    425,944        425,944   

TransDigm, Inc.
6.000%, 07/15/22

    2,159,000        2,277,745   

6.375%, 06/15/26 (144A)

    1,089,000        1,124,393   

6.500%, 07/15/24

    1,639,000        1,725,047   
   

 

 

 
      8,733,097   
   

 

 

 

Agriculture—0.0%

  

Tereos Finance Groupe I S.A.
4.125%, 06/16/23 (EUR)

    200,000        229,636   
   

 

 

 

Airlines—0.9%

  

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

    3,210,494        3,242,599   

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

    900,000        940,500   

Norwegian Air Shuttle ASA Pass-Through Trust
7.500%, 11/10/23 (144A)

    525,000        522,375   

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

    1,085,262        1,098,828   

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

    296,990        297,974   
   

 

 

 
      6,102,276   
   

 

 

 

Apparel—0.0%

  

BiSoho SAS
5.875%, 05/01/23 (EUR)

    150,000        178,537   

Hanesbrands, Inc.
4.875%, 05/15/26 (144A)

    103,000        105,317   
   

 

 

 
      283,854   
   

 

 

 

Auto Manufacturers—0.2%

  

CNH Industrial Finance Europe S.A.
2.875%, 05/17/23 (EUR)

    450,000        516,756   

Auto Manufacturers—(Continued)

  

Fiat Chrysler Finance Europe
4.750%, 03/22/21 (EUR)

    200,000      245,281   

4.750%, 07/15/22 (EUR)

    100,000        122,719   

6.625%, 03/15/18 (EUR)

    189,000        228,342   

Jaguar Land Rover Automotive plc
3.875%, 03/01/23 (GBP)

    103,000        137,992   
   

 

 

 
      1,251,090   
   

 

 

 

Auto Parts & Equipment—0.8%

  

Adient Global Holdings, Ltd.
3.500%, 08/15/24 (EUR)

    100,000        112,195   

4.875%, 08/15/26 (144A)

    564,000        564,705   

Allison Transmission, Inc.
5.000%, 10/01/24 (144A)

    440,000        451,000   

Faurecia
3.625%, 06/15/23 (EUR)

    200,000        229,950   

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

    100,000        117,952   

IHO Verwaltungs GmbH
2.750%, 09/15/21 (EUR) (c)

    200,000        224,548   

3.250%, 09/15/23 (EUR) (c)

    200,000        223,717   

3.750%, 09/15/26 (EUR) (c)

    150,000        167,495   

4.125%, 09/15/21 (144A) (c) (d)

    455,000        459,550   

4.500%, 09/15/23 (144A) (c)

    486,000        490,554   

4.750%, 09/15/26 (144A) (c)

    430,000        432,150   

LKQ Italia Bondco S.p.A.
3.875%, 04/01/24 (EUR)

    200,000        239,273   

Samvardhana Motherson Automotive Systems Group B.V.
4.125%, 07/15/21 (EUR)

    131,000        149,307   

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

    114,000        139,741   

6.750%, 11/15/22 (144A) (c) (d)

    1,219,805        1,393,627   

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

    273,750        312,898   
   

 

 

 
      5,708,662   
   

 

 

 

Banks—2.5%

  

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

    125,000        134,837   

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

    400,000        97,956   

4.750%, 01/15/18 (EUR) (f)

    1,000,000        244,890   

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

    690,000        677,925   

6.100%, 03/17/25 (e)

    429,000        447,232   

6.250%, 09/05/24 (e)

    1,160,000        1,207,966   

6.500%, 10/23/24 (e)

    1,582,000        1,713,504   

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

    400,000        445,587   

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

    425,000        432,722   

5.950%, 05/15/25 (e)

    2,930,000        2,988,893   

6.125%, 11/15/20 (e)

    375,000        390,000   

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

    100,000        131,357   

 

MIST-53


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

  

Deutsche Bank AG
4.500%, 05/19/26 (EUR)

    200,000      $ 213,693   

Goldman Sachs Group, Inc. (The)
5.300%, 11/10/26 (e)

    380,000        389,500   

HSH Nordbank AG
0.501%, 02/14/17 (EUR) (e)

    235,000        254,748   

0.541%, 02/14/17 (EUR) (e)

    185,000        200,546   

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

    300,000        312,316   

Intesa Sanpaolo S.p.A.

   

2.855%, 04/23/25 (EUR)

    200,000        218,766   

3.928%, 09/15/26 (EUR)

    200,000        226,470   

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

    350,000        345,100   

5.300%, 05/01/20 (e)

    2,335,000        2,367,106   

Morgan Stanley
5.550%, 07/15/20 (e)

    345,000        352,331   

Royal Bank of Scotland Group plc
8.625%, 08/15/21 (d) (e)

    238,000        232,943   

UniCredit S.p.A.
4.375%, 01/03/27 (EUR) (e)

    100,000        111,329   

5.750%, 10/28/25 (EUR) (e)

    300,000        351,589   

6.950%, 10/31/22 (EUR)

    200,000        253,264   

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

    1,805,000        1,958,425   

5.900%, 06/15/24 (e)

    660,000        683,925   
   

 

 

 
      17,384,920   
   

 

 

 

Biotechnology—0.0%

  

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

    182,000        116,935   
   

 

 

 

Building Materials—1.1%

  

BMBG Bond Finance SCA
3.000%, 06/15/21 (EUR)

    100,000        114,668   

Builders FirstSource, Inc.
5.625%, 09/01/24 (144A)

    369,000        378,225   

Cemex Finance LLC
4.625%, 06/15/24 (EUR)

    200,000        229,938   

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

    2,117,000        2,159,340   

Dry Mix Solutions Investissements SAS
3.948%, 06/15/21 (EUR) (e)

    200,000        224,670   

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

    150,000        177,244   

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

    131,000        152,677   

Louisiana-Pacific Corp.
4.875%, 09/15/24 (144A)

    226,000        226,000   

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

    540,000        573,750   

Pfleiderer GmbH
7.875%, 08/01/19 (EUR)

    100,000        116,370   

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

    1,670,000        1,720,100   

Building Materials—(Continued)

  

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

    357,000      374,850   

Titan Global Finance plc
3.500%, 06/17/21 (EUR)

    100,000        115,228   

USG Corp.
5.500%, 03/01/25 (144A) (d)

    548,000        587,730   

5.875%, 11/01/21 (144A)

    612,000        640,305   
   

 

 

 
      7,791,095   
   

 

 

 

Chemicals—1.4%

  

Axalta Coating Systems Dutch Holding B.V.
3.750%, 01/15/25 (EUR)

    100,000        110,605   

Axalta Coating Systems LLC
4.875%, 08/15/24 (144A)

    609,000        623,844   

Chemours Co. (The)

   

6.625%, 05/15/23 (d)

    752,000        733,200   

7.000%, 05/15/25

    505,000        496,163   

Huntsman International LLC
5.125%, 11/15/22

    46,000        47,840   

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

    232,000        260,982   

Inovyn Finance plc
6.250%, 05/15/21 (EUR)

    150,000        174,257   

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

    1,678,000        1,399,033   

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

    160,000        180,196   

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

    170,000        173,825   

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

    2,698,000        2,623,805   

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

    148,000        159,470   

PQ Corp.
6.750%, 11/15/22 (144A)

    816,000        864,960   

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

    138,000        144,998   

Solvay Finance S.A.
5.118%, 06/02/21 (EUR) (e)

    100,000        119,000   

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

    130,000        153,337   

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

    535,000        500,225   

Versum Materials, Inc.
5.500%, 09/30/24 (144A)

    450,000        462,375   

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

    412,000        437,750   
   

 

 

 
      9,665,865   
   

 

 

 

Coal—0.8%

  

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

    5,807,000        5,342,440   

8.000%, 04/01/23

    44,000        42,680   

 

MIST-54


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Coal—(Continued)

  

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

    489,000      $ 457,215   
   

 

 

 
      5,842,335   
   

 

 

 

Commercial Services—2.8%

  

AA Bond Co., Ltd.
5.500%, 07/31/22 (GBP)

    275,000        351,986   

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

    1,165,000        1,121,312   

4.875%, 07/15/32 (144A)

    406,000        356,265   

APX Group, Inc.
6.375%, 12/01/19

    395,000        402,406   

7.875%, 12/01/22 (144A)

    321,000        336,247   

8.750%, 12/01/20

    289,000        283,220   

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

    270,000        284,175   

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

    2,075,000        2,081,484   

5.250%, 03/15/25 (144A) (d)

    1,066,000        1,023,360   

5.500%, 04/01/23

    25,000        25,219   

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

    420,000        428,400   

Avis Budget Finance plc
4.125%, 11/15/24 (EUR)

    150,000        164,290   

Brand Energy & Infrastructure Services, Inc.
8.500%, 12/01/21 (144A)

    1,146,000        1,146,000   

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

    612,000        647,190   

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

    125,000        169,310   

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

    245,000        284,853   

Herc Rentals, Inc.
7.500%, 06/01/22 (144A)

    244,000        252,540   

7.750%, 06/01/24 (144A)

    51,000        52,403   

Hertz Corp. (The)
5.500%, 10/15/24 (144A)

    1,174,000        1,169,597   

5.875%, 10/15/20 (d)

    210,000        216,563   

6.750%, 04/15/19

    582,000        595,162   

7.375%, 01/15/21

    310,000        322,013   

Hertz Holdings Netherlands B.V.
4.125%, 10/15/21 (EUR)

    100,000        114,862   

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

    1,873,000        1,947,920   

Loxam SAS
3.500%, 05/03/23 (EUR)

    224,000        256,663   

Prime Security Services Borrower LLC / Prime Finance, Inc.
9.250%, 05/15/23 (144A)

    2,451,000        2,671,590   

Service Corp. International
4.500%, 11/15/20

    420,000        429,450   

United Rentals North America, Inc.
4.625%, 07/15/23

    217,000        222,425   

Commercial Services—(Continued)

  

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

    266,000      271,320   

5.750%, 11/15/24

    671,000        696,162   

5.875%, 09/15/26

    338,000        348,140   

6.125%, 06/15/23 (d)

    227,000        238,066   

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

    225,000        272,342   

WEX, Inc.
4.750%, 02/01/23 (144A)

    795,000        784,069   
   

 

 

 
      19,967,004   
   

 

 

 

Computers—0.8%

  

Diamond 1 Finance Corp. / Diamond 2 Finance Corp.
4.420%, 06/15/21 (144A)

    340,000        355,341   

6.020%, 06/15/26 (144A) (d)

    1,105,000        1,211,415   

7.125%, 06/15/24 (144A) (d)

    1,183,000        1,301,120   

8.350%, 07/15/46 (144A)

    355,000        425,059   

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

    1,025,000        1,095,469   

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

    499,000        548,900   

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

    274,000        317,840   
   

 

 

 
      5,255,144   
   

 

 

 

Cosmetics/Personal Care—0.0%

  

Avon International Operations, Inc.
7.875%, 08/15/22 (144A)

    273,000        281,873   
   

 

 

 

Distribution/Wholesale—0.7%

  

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

    636,000        578,760   

Beacon Roofing Supply, Inc.
6.375%, 10/01/23

    351,000        379,080   

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

    916,000        968,670   

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

    1,472,000        1,545,600   

7.500%, 07/15/20

    1,318,000        1,368,875   

Rexel S.A.
3.500%, 06/15/23 (EUR)

    306,000        351,479   
   

 

 

 
      5,192,464   
   

 

 

 

Diversified Financial Services—2.9%

  

Aircastle, Ltd.
5.000%, 04/01/23

    361,000        378,148   

5.500%, 02/15/22 (d)

    529,000        569,998   

7.625%, 04/15/20

    48,000        54,660   

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

    350,000        341,250   

Ally Financial, Inc.
5.125%, 09/30/24

    246,000        260,760   

8.000%, 11/01/31

    5,852,000        7,212,590   

BCD Acquisition, Inc.
9.625%, 09/15/23 (144A)

    200,000        209,000   

 

MIST-55


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Diversified Financial Services—(Continued)

  

CIT Group, Inc.
5.000%, 08/01/23

    550,000      $ 582,313   

6.000%, 04/01/36

    1,550,000        1,511,250   

DFC Finance Corp.
12.000%, 06/16/20 (144A) (c)

    1,003,386        581,964   

Double Eagle Acquisition Sub, Inc.
7.500%, 10/01/24 (144A)

    639,000        650,182   

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

    514,000        534,208   

FBM Finance, Inc.
8.250%, 08/15/21 (144A)

    300,000        313,500   

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

    150,000        198,019   

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

    658,000        661,290   

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

    117,000        101,790   

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

    1,447,000        1,345,710   

7.375%, 04/01/20 (144A)

    305,000        297,375   

Jerrold Finco plc
6.250%, 09/15/21 (GBP)

    100,000        129,291   

Lehman Brothers Holdings, Inc.

   

Zero Coupon, 02/05/14 (EUR) (f) (g)

    4,500,000        449,901   

4.750%, 01/16/14 (EUR) (f) (g)

    2,140,000        212,511   

5.375%, 10/17/12 (EUR) (f) (g)

    350,000        34,756   

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

    199,000        230,454   

Navient Corp.
5.500%, 01/25/23

    343,000        314,703   

5.625%, 08/01/33

    500,000        397,500   

5.875%, 10/25/24

    323,000        293,930   

6.125%, 03/25/24

    297,000        276,581   

6.625%, 07/26/21

    396,000        398,970   

7.250%, 09/25/23

    576,000        576,000   

OneMain Financial Holdings LLC
6.750%, 12/15/19 (144A)

    253,000        265,966   

7.250%, 12/15/21 (144A)

    132,000        138,765   

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

    1,000,000        997,500   
   

 

 

 
      20,520,835   
   

 

 

 

Electric—1.3%

  

AES Corp.
4.875%, 05/15/23

    483,000        490,245   

5.500%, 03/15/24

    78,000        81,168   

Calpine Corp.
5.375%, 01/15/23

    209,000        208,216   

5.875%, 01/15/24 (144A)

    890,000        940,062   

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

    120,000        125,700   

ContourGlobal Power Holdings S.A.
5.125%, 06/15/21 (EUR)

    100,000        116,817   

Electric—(Continued)

  

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

    1,625,000      1,665,625   

7.375%, 11/01/22

    669,000        660,638   

7.625%, 11/01/24 (d)

    90,000        88,380   

Enel S.p.A.
5.000%, 01/15/75 (EUR) (e)

    250,000        298,691   

7.750%, 09/10/75 (GBP) (e)

    100,000        143,986   

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

    3,178        3,178   

NRG Energy, Inc.
6.250%, 05/01/24

    85,000        86,275   

6.625%, 03/15/23 (d)

    100,000        101,000   

6.625%, 01/15/27 (144A)

    1,804,000        1,767,920   

7.250%, 05/15/26 (144A)

    528,000        537,240   

7.875%, 05/15/21

    828,000        865,260   

NRG Yield Operating LLC
5.375%, 08/15/24

    305,000        313,388   

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

    280,000        332,221   
   

 

 

 
      8,826,010   
   

 

 

 

Electrical Components & Equipment—0.2%

  

Anixter, Inc.
5.625%, 05/01/19

    135,000        143,438   

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

    231,000        272,079   

Cortes NP Acquisition Corp.
9.250%, 10/15/24 (144A)

    755,000        755,000   

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

    100,000        116,828   
   

 

 

 
      1,287,345   
   

 

 

 

Electronics—0.2%

  

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

    257,000        268,244   

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

    416,000        479,071   

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

    211,000        248,878   
   

 

 

 
      996,193   
   

 

 

 

Engineering & Construction—0.4%

  

AECOM
5.875%, 10/15/24

    432,000        461,160   

Engility Corp.
8.875%, 09/01/24 (144A)

    382,000        386,775   

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

    160,000        156,999   

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

    183,000        168,469   

SBA Communications Corp.
4.875%, 09/01/24 (144A)

    703,000        708,273   

5.625%, 10/01/19

    536,000        551,078   

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

    100,000        115,705   

 

MIST-56


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Engineering & Construction—(Continued)

  

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

    505,000      $ 449,450   
   

 

 

 
      2,997,909   
   

 

 

 

Entertainment—0.6%

  

Codere Finance 2 Luxembourg S.A.
9.000%, 06/30/21 (144A) (c)

    62,032        63,505   

9.000%, 06/30/21 (c)

    30,982        31,718   

CPUK Finance, Ltd.
7.000%, 08/28/20 (GBP)

    150,000        205,164   

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

    154,636        206,946   

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

    320,000        333,600   

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

    150,000        181,182   

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

    200,000        212,000   

National CineMedia LLC
5.750%, 08/15/26 (144A)

    222,000        230,325   

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

    100,000        116,538   

Regal Entertainment Group
5.750%, 02/01/25

    271,000        273,033   

Schumann S.p.A.
7.000%, 07/31/23 (EUR)

    100,000        111,181   

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

    772,000        816,390   

10.000%, 12/01/22

    987,000        910,507   

Vue International Bidco PLC
7.875%, 07/15/20 (GBP)

    182,000        244,863   

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

    294,455        0   
   

 

 

 
      3,936,952   
   

 

 

 

Environmental Control—0.1%

  

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

    388,000        407,400   

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

    189,000        216,347   

Bilbao Luxembourg S.A.
11.063%, 12/01/18 (EUR) (c)

    273,132        306,132   
   

 

 

 
      929,879   
   

 

 

 

Food—1.2%

  

Albertsons Cos. LLC / Safeway, Inc. / New Albertson’s, Inc. / Albertson’s LLC
5.750%, 03/15/25 (144A)

    673,000        671,317   

6.625%, 06/15/24 (144A)

    396,000        411,840   

Casino Guichard Perrachon S.A.
3.248%, 03/07/24 (EUR)

    300,000        364,624   

3.311%, 01/25/23 (EUR)

    400,000        497,476   

5.976%, 05/26/21 (EUR)

    100,000        132,600   

Darling Global Finance B.V.
4.750%, 05/30/22 (EUR)

    200,000        229,163   

Food—(Continued)

  

FAGE International S.A. / FAGE USA Dairy Industry, Inc.
5.625%, 08/15/26 (144A)

    400,000      412,000   

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

    1,040,000        1,021,800   

5.875%, 07/15/24 (144A)

    201,000        199,995   

7.250%, 06/01/21 (144A)

    100,000        103,375   

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

    163,000        174,003   

Post Holdings, Inc.
5.000%, 08/15/26 (144A)

    981,000        976,095   

7.750%, 03/15/24 (144A)

    239,000        267,680   

8.000%, 07/15/25 (144A) (d)

    635,000        726,678   

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

    352,000        367,840   

6.625%, 08/15/22

    331,000        350,033   

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

    100,000        141,873   

6.000%, 12/14/29 (GBP)

    100,000        149,765   

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

    362,000        389,602   

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

    465,000        528,356   
   

 

 

 
      8,116,115   
   

 

 

 

Food Service—0.1%

  

Aramark Services, Inc.
4.750%, 06/01/26 (144A)

    436,000        438,180   

5.125%, 01/15/24 (144A)

    354,000        368,160   
   

 

 

 
      806,340   
   

 

 

 

Forest Products & Paper—0.1%

  

Lecta S.A.
6.500%, 08/01/23 (EUR)

    100,000        110,841   

Norske Skog A/S
11.750%, 12/15/19 (EUR)

    100,000        94,932   

Sappi Papier Holding GmbH
4.000%, 04/01/23 (EUR)

    100,000        115,368   

Smurfit Kappa Acquisitions
2.750%, 02/01/25 (EUR)

    136,000        159,650   
   

 

 

 
      480,791   
   

 

 

 

Healthcare-Products—0.9%

  

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

    1,018,000        1,038,360   

6.500%, 06/15/20

    269,000        269,000   

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

    2,478,000        2,186,835   

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

    2,139,000        1,983,922   

IDH Finance plc
6.250%, 08/15/22 (GBP)

    150,000        189,679   

 

MIST-57


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Healthcare-Products—(Continued)

  

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

    155,000      $ 158,100   

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

    220,000        209,000   

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

    241,000        250,640   

Teleflex, Inc.
4.875%, 06/01/26

    246,000        254,610   
   

 

 

 
      6,540,146   
   

 

 

 

Healthcare-Services—4.1%

  

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

    191,000        189,090   

5.625%, 02/15/23

    297,000        301,455   

6.500%, 03/01/24

    159,000        166,553   

Amsurg Corp.
5.625%, 07/15/22

    1,239,000        1,266,877   

Centene Corp.
4.750%, 05/15/22

    991,000        1,023,208   

5.625%, 02/15/21

    923,000        978,380   

6.125%, 02/15/24

    90,000        97,650   

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

    1,059,000        910,740   

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

    403,000        404,511   

5.125%, 07/15/24

    658,000        671,160   

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

    365,000        363,175   

HCA, Inc.
4.500%, 02/15/27

    2,196,000        2,209,725   

4.750%, 05/01/23

    73,000        76,103   

5.000%, 03/15/24

    1,970,000        2,078,350   

5.250%, 04/15/25

    805,000        858,331   

5.250%, 06/15/26

    490,000        520,625   

5.375%, 02/01/25

    1,643,000        1,696,397   

5.875%, 03/15/22

    1,750,000        1,929,375   

5.875%, 05/01/23

    862,000        918,030   

5.875%, 02/15/26

    613,000        653,611   

6.500%, 02/15/20

    580,000        642,350   

7.500%, 02/15/22

    1,167,000        1,339,132   

HealthSouth Corp.
5.750%, 11/01/24

    356,000        368,681   

5.750%, 09/15/25

    50,000        52,125   

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

    529,000        556,111   

MPH Acquisition Holdings LLC
7.125%, 06/01/24 (144A)

    790,000        849,250   

RegionalCare Hospital Partners Holdings, Inc.
8.250%, 05/01/23 (144A)

    812,000        838,390   

Surgery Center Holdings, Inc.
8.875%, 04/15/21 (144A)

    187,000        199,623   

Surgical Care Affiliates, Inc.
6.000%, 04/01/23 (144A)

    336,000        352,800   

Synlab Bondco plc
6.250%, 07/01/22 (EUR)

    155,000        184,218   

Healthcare-Services—(Continued)

  

Synlab Unsecured Bondco plc
8.250%, 07/01/23 (EUR)

    100,000      119,637   

Tenet Healthcare Corp.
4.375%, 10/01/21

    135,000        134,325   

4.500%, 04/01/21

    260,000        261,625   

4.750%, 06/01/20

    435,000        441,525   

6.000%, 10/01/20

    1,546,000        1,634,895   

6.750%, 06/15/23 (d)

    3,394,000        3,156,420   

Voyage Care Bondco plc
6.500%, 08/01/18 (GBP)

    504,000        643,722   
   

 

 

 
      29,088,175   
   

 

 

 

Holding Companies-Diversified—0.1%

  

Carlson Travel Holdings, Inc.
7.500%, 08/15/19 (144A) (c)

    249,000        246,510   

ProGroup AG
5.125%, 05/01/22 (EUR)

    131,000        156,724   
   

 

 

 
      403,234   
   

 

 

 

Home Builders—0.8%

  

Brookfield Residential Properties, Inc. / Brookfield Residential U.S. Corp.
6.125%, 07/01/22 (144A)

    793,000        800,930   

CalAtlantic Group, Inc.
5.250%, 06/01/26

    25,000        25,015   

5.875%, 11/15/24

    75,000        80,250   

6.625%, 05/01/20

    110,000        123,062   

Lennar Corp.
4.750%, 04/01/21

    252,000        268,380   

4.750%, 11/15/22

    498,000        514,185   

4.875%, 12/15/23

    344,000        352,600   

PulteGroup, Inc.
5.500%, 03/01/26

    585,000        614,250   

6.000%, 02/15/35

    668,000        674,680   

6.375%, 05/15/33

    704,000        733,334   

TRI Pointe Group, Inc.
4.875%, 07/01/21

    490,000        502,250   

TRI Pointe Group, Inc. / TRI Pointe Homes, Inc.
4.375%, 06/15/19

    355,000        365,206   

5.875%, 06/15/24

    295,000        306,800   

Woodside Homes Co. LLC / Woodside Homes Finance, Inc.
6.750%, 12/15/21 (144A)

    540,000        523,125   
   

 

 

 
      5,884,067   
   

 

 

 

Home Furnishings—0.0%

  

Tempur Sealy International, Inc.
5.500%, 06/15/26 (144A)

    191,000        196,730   
   

 

 

 

Household Products/Wares—0.1%

  

Prestige Brands, Inc.
6.375%, 03/01/24 (144A)

    395,000        419,688   

Spectrum Brands, Inc.
5.750%, 07/15/25

    169,000        182,520   
   

 

 

 
      602,208   
   

 

 

 

 

MIST-58


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Insurance—0.7%

  

Credit Agricole Assurances S.A.
4.500%, 10/14/25 (EUR) (e)

    100,000      $ 110,802   

HUB International, Ltd.
7.875%, 10/01/21 (144A)

    1,603,000        1,635,060   

9.250%, 02/15/21 (144A)

    468,000        486,954   

MGIC Investment Corp.
5.750%, 08/15/23

    411,000        427,440   

Radian Group, Inc.
5.250%, 06/15/20

    409,000        432,517   

7.000%, 03/15/21

    78,000        87,458   

Wayne Merger Sub LLC
8.250%, 08/01/23 (144A)

    1,430,000        1,453,237   
   

 

 

 
      4,633,468   
   

 

 

 

Internet—0.8%

  

Netflix, Inc.
5.375%, 02/01/21

    430,000        467,625   

5.500%, 02/15/22

    24,000        25,830   

5.750%, 03/01/24

    59,000        63,425   

5.875%, 02/15/25

    292,000        315,360   

United Group B.V.
7.875%, 11/15/20 (EUR)

    125,000        146,035   

Zayo Group LLC / Zayo Capital, Inc.
6.000%, 04/01/23

    2,059,000        2,161,950   

6.375%, 05/15/25

    2,264,000        2,399,840   
   

 

 

 
      5,580,065   
   

 

 

 

Iron/Steel—0.7%

  

ArcelorMittal
7.250%, 02/25/22

    55,000        62,425   

7.750%, 03/01/41

    715,000        745,387   

8.000%, 10/15/39

    158,000        170,640   

Outokumpu Oyj
7.250%, 06/16/21 (EUR)

    100,000        119,609   

Signode Industrial Group Lux S.A. / Signode Industrial Group U.S., Inc.
6.375%, 05/01/22 (144A)

    267,000        270,338   

Steel Dynamics, Inc.
5.125%, 10/01/21

    1,155,000        1,199,756   

5.250%, 04/15/23

    619,000        642,213   

5.500%, 10/01/24

    140,000        146,650   

6.375%, 08/15/22

    260,000        273,650   

United States Steel Corp.
8.375%, 07/01/21 (144A)

    824,000        901,250   
   

 

 

 
      4,531,918   
   

 

 

 

Leisure Time—0.2%

  

Sabre GLBL, Inc.
5.250%, 11/15/23 (144A)

    375,000        381,563   

5.375%, 04/15/23 (144A)

    706,000        725,415   
   

 

 

 
      1,106,978   
   

 

 

 

Lodging—1.3%

  

Boyd Gaming Corp.
6.875%, 05/15/23

    643,000      696,048   

Caesars Entertainment Resort Properties LLC
8.000%, 10/01/20

    2,016,000        2,084,040   

Hilton Domestic Operating Co., Inc.
4.250%, 09/01/24 (144A)

    216,000        220,320   

MGM Resorts International
4.625%, 09/01/26

    580,000        565,500   

5.250%, 03/31/20

    627,000        667,755   

6.000%, 03/15/23

    130,000        141,050   

6.625%, 12/15/21

    913,000        1,027,125   

6.750%, 10/01/20

    767,000        859,040   

NH Hotel Group S.A.
3.750%, 10/01/23 (EUR)

    100,000        113,239   

Station Casinos LLC
7.500%, 03/01/21

    2,528,000        2,673,663   
   

 

 

 
      9,047,780   
   

 

 

 

Machinery-Construction & Mining—0.1%

  

BlueLine Rental Finance Corp.
7.000%, 02/01/19 (144A)

    651,000        567,998   
   

 

 

 

Machinery-Diversified—0.2%

  

Gardner Denver, Inc.
6.875%, 08/15/21 (144A) (d)

    350,000        328,125   

SPX FLOW, Inc.
5.625%, 08/15/24 (144A)

    425,000        431,375   

5.875%, 08/15/26 (144A)

    365,000        369,106   
   

 

 

 
      1,128,606   
   

 

 

 

Media—9.5%

  

Altice Financing S.A.
5.250%, 02/15/23 (EUR)

    226,000        263,143   

7.500%, 05/15/26 (144A)

    609,000        634,121   

Altice Luxembourg S.A.
7.250%, 05/15/22 (EUR)

    339,000        401,379   

7.625%, 02/15/25 (144A) (d)

    363,000        372,075   

7.750%, 05/15/22 (144A)

    1,405,000        1,499,838   

Altice U.S. Finance I Corp.
5.375%, 07/15/23 (144A)

    2,146,000        2,218,427   

5.500%, 05/15/26 (144A)

    892,000        916,530   

AMC Networks, Inc.
5.000%, 04/01/24

    361,000        363,256   

Cablevision Systems Corp.
7.750%, 04/15/18

    505,000        534,038   

8.000%, 04/15/20

    320,000        335,200   

CCO Holdings LLC / CCO Holdings Capital Corp.
5.250%, 09/30/22

    365,000        381,425   

5.500%, 05/01/26 (144A)

    1,074,000        1,119,645   

5.750%, 02/15/26 (144A)

    580,000        614,800   

5.875%, 04/01/24 (144A)

    786,000        838,583   

5.875%, 05/01/27 (144A)

    2,543,000        2,708,295   

Cequel Communications Holdings I LLC / Cequel Capital Corp.
5.125%, 12/15/21 (144A)

    2,327,000        2,323,138   

 

MIST-59


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Media—(Continued)

  

Cequel Communications Holdings I LLC / Cequel Capital Corp.
6.375%, 09/15/20 (144A)

    256,000      $ 263,680   

7.750%, 07/15/25 (144A) (d)

    2,400,000        2,592,000   

Clear Channel Worldwide Holdings, Inc.
6.500%, 11/15/22 (d)

    4,414,000        4,566,715   

7.625%, 03/15/20

    3,655,000        3,623,019   

CSC Holdings LLC
5.250%, 06/01/24 (d)

    2,345,000        2,227,750   

6.625%, 10/15/25 (144A)

    467,000        506,695   

10.125%, 01/15/23 (144A)

    1,086,000        1,251,615   

10.875%, 10/15/25 (144A)

    2,668,000        3,121,560   

DISH DBS Corp.
5.000%, 03/15/23

    1,290,000        1,254,525   

5.875%, 07/15/22

    107,000        109,967   

5.875%, 11/15/24

    434,000        428,575   

6.750%, 06/01/21

    327,000        353,160   

7.750%, 07/01/26 (144A)

    1,621,000        1,722,312   

iHeartCommunications, Inc.
9.000%, 12/15/19

    414,000        327,578   

9.000%, 03/01/21

    127,000        94,615   

9.000%, 09/15/22 (d)

    1,445,000        1,051,238   

10.625%, 03/15/23

    890,000        663,050   

LGE HoldCo VI B.V.
7.125%, 05/15/24 (EUR)

    150,000        187,627   

McGraw-Hill Global Education Holdings LLC / McGraw-Hill Global Education Finance
7.875%, 05/15/24 (144A)

    233,000        251,640   

Midcontinent Communications & Midcontinent Finance Corp.
6.250%, 08/01/21 (144A)

    605,000        633,738   

NBCUniversal Enterprise, Inc.
5.250%, 03/19/21 (144A)

    255,000        272,213   

Nexstar Escrow Corp.
5.625%, 08/01/24 (144A)

    602,000        603,505   

Radio One, Inc.
7.375%, 04/15/22 (144A)

    220,000        221,100   

RCN Telecom Services LLC / RCN Capital Corp.
8.500%, 08/15/20 (144A)

    555,000        591,769   

SFR Group S.A.
5.375%, 05/15/22 (EUR)

    245,000        284,165   

5.625%, 05/15/24 (EUR)

    281,000        325,762   

6.000%, 05/15/22 (144A)

    2,018,000        2,058,360   

7.375%, 05/01/26 (144A)

    4,991,000        5,101,750   

Sirius XM Radio, Inc.
4.625%, 05/15/23 (144A)

    215,000        215,000   

5.375%, 04/15/25 (144A)

    345,000        356,213   

Sterling Entertainment Enterprises LLC
9.750%, 12/15/19 (a) (b)

    2,750,000        2,722,500   

TEGNA, Inc.
4.875%, 09/15/21 (144A)

    190,000        197,600   

5.500%, 09/15/24 (144A)

    508,000        524,510   

Telenet Finance Luxembourg SCA
6.750%, 08/15/24 (EUR)

    543,000        672,502   

Townsquare Media, Inc.
6.500%, 04/01/23 (144A)

    185,000        187,775   

Media—(Continued)

  

Tribune Media Co.
5.875%, 07/15/22

    449,000      454,332   

Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH
3.500%, 01/15/27 (EUR)

    200,000        221,300   

4.000%, 01/15/25 (EUR)

    284,000        327,805   

5.625%, 04/15/23 (EUR)

    83,200        98,930   

Univision Communications, Inc.
5.125%, 02/15/25 (144A)

    3,289,000        3,309,556   

8.500%, 05/15/21 (144A)

    177,000        183,195   

Virgin Media Finance plc
5.750%, 01/15/25 (144A)

    1,095,000        1,108,688   

Virgin Media Receivables Financing Notes I DAC
5.500%, 09/15/24 (GBP)

    100,000        129,453   

Virgin Media Secured Finance plc
4.875%, 01/15/27 (GBP)

    100,000        129,809   

5.250%, 01/15/26 (144A)

    650,000        659,750   

5.500%, 08/15/26 (144A)

    418,000        426,360   

6.000%, 04/15/21 (GBP)

    755,100        1,014,201   

WaveDivision Escrow LLC / WaveDivision Escrow Corp.
8.125%, 09/01/20 (144A)

    2,413,000        2,503,487   

Ziggo Bond Finance B.V.
5.875%, 01/15/25 (144A)

    1,005,000        1,005,000   
   

 

 

 
      66,661,542   
   

 

 

 

Metal Fabricate/Hardware—0.8%

  

Novelis Corp.
5.875%, 09/30/26 (144A)

    2,091,000        2,140,661   

6.250%, 08/15/24 (144A)

    2,359,000        2,503,489   

Wise Metals Group LLC / Wise Alloys Finance Corp.
8.750%, 12/15/18 (144A)

    1,063,000        1,084,260   
   

 

 

 
      5,728,410   
   

 

 

 

Mining—4.1%

  

Alcoa Nederland Holding B.V.
6.750%, 09/30/24 (144A) (d)

    263,000        273,191   

7.000%, 09/30/26 (144A)

    247,000        255,336   

Alcoa, Inc.
5.125%, 10/01/24 (d)

    2,072,000        2,204,090   

5.900%, 02/01/27

    58,000        62,060   

5.950%, 02/01/37

    70,000        70,385   

6.750%, 01/15/28

    128,000        139,840   

Anglo American Capital plc
1.500%, 04/01/20 (EUR)

    200,000        220,133   

2.750%, 06/07/19 (EUR)

    100,000        115,925   

2.875%, 11/20/20 (EUR)

    100,000        113,869   

3.250%, 04/03/23 (EUR)

    100,000        111,496   

3.500%, 03/28/22 (EUR)

    100,000        114,940   

3.625%, 05/14/20 (144A)

    421,000        421,000   

4.125%, 09/27/22 (144A)

    605,000        598,950   

4.450%, 09/27/20 (144A)

    127,000        129,223   

 

MIST-60


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Mining—(Continued)

  

Constellium NV
5.750%, 05/15/24 (144A)

    1,770,000      $ 1,637,250   

7.875%, 04/01/21 (144A)

    259,000        276,483   

8.000%, 01/15/23 (144A)

    2,355,000        2,372,662   

First Quantum Minerals, Ltd.
7.000%, 02/15/21 (144A)

    259,000        231,805   

7.250%, 05/15/22 (144A)

    631,000        558,435   

Freeport-McMoRan, Inc.
2.300%, 11/14/17

    679,000        675,605   

2.375%, 03/15/18

    4,579,000        4,510,315   

3.100%, 03/15/20 (d)

    390,000        373,425   

3.550%, 03/01/22 (d)

    1,751,000        1,593,410   

3.875%, 03/15/23

    3,881,000        3,482,887   

4.000%, 11/14/21

    871,000        824,184   

5.400%, 11/14/34 (d)

    344,000        285,520   

5.450%, 03/15/43

    1,400,000        1,123,500   

Glencore Finance Europe S.A.
3.375%, 09/30/20 (EUR)

    100,000        121,530   

Joseph T Ryerson & Son, Inc.
11.000%, 05/15/22 (144A)

    440,000        484,000   

Kaiser Aluminum Corp.
5.875%, 05/15/24

    286,000        298,870   

Teck Resources, Ltd.
3.000%, 03/01/19

    544,000        535,840   

3.750%, 02/01/23 (d)

    1,018,000        932,742   

5.200%, 03/01/42

    832,000        711,360   

6.000%, 08/15/40

    1,079,000        995,377   

6.125%, 10/01/35

    151,000        141,940   

6.250%, 07/15/41

    1,032,000        988,140   

8.500%, 06/01/24 (144A) (d)

    1,015,000        1,162,175   
   

 

 

 
      29,147,893   
   

 

 

 

Miscellaneous Manufacturing—0.6%

  

Bombardier, Inc.
5.500%, 09/15/18 (144A)

    452,000        458,780   

6.000%, 10/15/22 (144A)

    275,000        248,875   

6.125%, 01/15/23 (144A)

    764,000        678,050   

7.500%, 03/15/25 (144A)

    1,572,000        1,448,205   

Gates Global LLC / Gates Global Co.
5.750%, 07/15/22 (EUR)

    165,000        172,378   

6.000%, 07/15/22 (144A)

    1,043,000        990,850   
   

 

 

 
      3,997,138   
   

 

 

 

Office/Business Equipment—0.1%

  

CDW LLC / CDW Finance Corp.
5.500%, 12/01/24

    344,000        367,220   

6.000%, 08/15/22

    430,000        457,950   
   

 

 

 
      825,170   
   

 

 

 

Oil & Gas—6.7%

  

Antero Resources Corp.
5.625%, 06/01/23

    100,000        101,875   

California Resources Corp.
8.000%, 12/15/22 (144A)

    1,345,000        894,425   

Oil & Gas—(Continued)

  

Callon Petroleum Co.
6.125%, 10/01/24 (144A)

    198,000      204,930   

Carrizo Oil & Gas, Inc.
6.250%, 04/15/23

    1,197,000        1,185,030   

7.500%, 09/15/20

    247,000        255,645   

Cenovus Energy, Inc.
5.200%, 09/15/43

    55,000        49,388   

5.700%, 10/15/19

    116,000        124,517   

Chesapeake Energy Corp.
3.930%, 04/15/19 (e)

    1,351,000        1,263,185   

6.500%, 08/15/17

    105,000        106,575   

6.625%, 08/15/20

    424,000        399,090   

6.875%, 11/15/20

    400,000        374,000   

8.000%, 12/15/22 (144A)

    130,000        131,788   

Concho Resources, Inc.
6.500%, 01/15/22

    118,000        122,425   

Continental Resources, Inc.
3.800%, 06/01/24

    1,457,000        1,333,155   

4.500%, 04/15/23

    688,000        660,480   

4.900%, 06/01/44

    249,000        209,160   

5.000%, 09/15/22

    356,000        355,110   

CrownRock L.P. / CrownRock Finance, Inc.
7.125%, 04/15/21 (144A)

    871,000        910,195   

7.750%, 02/15/23 (144A)

    391,000        419,348   

DEA Finance S.A.
7.500%, 10/15/22 (EUR)

    100,000        112,335   

Denbury Resources, Inc.
5.500%, 05/01/22

    150,000        107,625   

9.000%, 05/15/21 (144A)

    1,523,000        1,595,342   

Diamondback Energy, Inc.
7.625%, 10/01/21

    753,000        798,180   

Encana Corp.
3.900%, 11/15/21

    376,000        376,744   

5.150%, 11/15/41

    498,000        446,392   

6.500%, 02/01/38

    512,000        530,596   

Ensco plc
4.500%, 10/01/24

    284,000        204,480   

Extraction Oil & Gas Holdings LLC / Extraction Finance Corp.
7.875%, 07/15/21 (144A) (d)

    811,000        843,440   

Gulfport Energy Corp.
6.625%, 05/01/23

    272,000        278,800   

7.750%, 11/01/20

    671,000        697,001   

Halcon Resources Corp.
8.625%, 02/01/20 (144A)

    370,000        371,850   

Hilcorp Energy I L.P. / Hilcorp Finance Co.
5.000%, 12/01/24 (144A)

    308,000        294,910   

7.625%, 04/15/21 (144A)

    115,000        118,163   

Matador Resources Co.
6.875%, 04/15/23

    1,020,000        1,055,700   

MEG Energy Corp.
6.375%, 01/30/23 (144A)

    853,000        674,936   

6.500%, 03/15/21 (144A)

    1,701,000        1,388,441   

7.000%, 03/31/24 (144A)

    2,939,000        2,321,810   

 

MIST-61


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Oil & Gas—(Continued)

  

Memorial Production Partners L.P. / Memorial Production Finance Corp.
6.875%, 08/01/22

    571,000      $ 275,508   

Murphy Oil Corp.
6.875%, 08/15/24

    657,000        679,142   

Noble Holding International, Ltd.
4.625%, 03/01/21

    75,000        60,000   

7.200%, 04/01/25

    90,000        71,100   

Noble Holding U.S. Corp. / Noble Drilling Services 6 LLC / Noble Drilling Holding LLC
7.500%, 03/15/19

    345,000        348,450   

Oasis Petroleum, Inc.
6.500%, 11/01/21

    1,056,000        1,008,480   

6.875%, 03/15/22 (h)

    1,029,000        985,267   

6.875%, 01/15/23

    440,000        420,200   

Parsley Energy LLC / Parsley Finance Corp.
6.250%, 06/01/24 (144A)

    460,000        474,950   

7.500%, 02/15/22 (144A)

    1,534,000        1,629,875   

PDC Energy, Inc.
7.750%, 10/15/22

    958,000        1,022,665   

QEP Resources, Inc.
5.250%, 05/01/23

    795,000        783,075   

5.375%, 10/01/22

    1,158,000        1,149,315   

6.875%, 03/01/21 (d)

    144,000        150,120   

Range Resources Corp.
5.000%, 08/15/22 (144A)

    217,000        215,915   

5.000%, 03/15/23 (144A)

    715,000        698,913   

5.750%, 06/01/21 (144A)

    39,000        39,488   

5.875%, 07/01/22 (144A)

    1,393,000        1,406,930   

Repsol International Finance B.V.
4.500%, 03/25/75 (EUR) (e)

    100,000        105,071   

RSP Permian, Inc.
6.625%, 10/01/22

    764,000        800,290   

Sanchez Energy Corp.
6.125%, 01/15/23

    2,667,000        2,140,267   

7.750%, 06/15/21

    512,000        450,560   

Seven Generations Energy, Ltd.
6.750%, 05/01/23 (144A)

    449,000        465,838   

6.875%, 06/30/23 (144A)

    2,025,000        2,106,000   

8.250%, 05/15/20 (144A) (d)

    404,000        429,755   

SM Energy Co.
5.000%, 01/15/24

    365,000        343,100   

5.625%, 06/01/25

    345,000        324,300   

6.125%, 11/15/22 (d)

    47,000        47,000   

6.500%, 01/01/23

    90,000        90,900   

6.750%, 09/15/26

    351,000        354,510   

Southwestern Energy Co.
4.100%, 03/15/22

    650,000        589,875   

5.800%, 01/23/20

    823,000        820,942   

6.700%, 01/23/25

    220,000        220,000   

7.500%, 02/01/18

    93,000        97,418   

TOTAL S.A.
3.875%, 05/18/22 (EUR) (e)

    250,000        297,968   

Transocean, Inc.
3.750%, 10/15/17

    506,000        508,530   

5.050%, 10/15/22

    613,000        480,439   

Oil & Gas—(Continued)

  

Transocean, Inc.
6.000%, 03/15/18

    1,381,000      1,387,905   

7.375%, 04/15/18 (d)

    85,000        86,275   

8.125%, 12/15/21

    178,000        169,990   

Tullow Oil plc
6.000%, 11/01/20 (144A)

    200,000        180,500   

Whiting Petroleum Corp.
5.750%, 03/15/21 (d)

    4,000        3,740   

WPX Energy, Inc.
5.250%, 01/15/17

    120,000        120,900   

5.250%, 09/15/24

    565,000        532,513   

6.000%, 01/15/22 (d)

    769,000        767,558   

7.500%, 08/01/20

    180,000        190,350   

8.250%, 08/01/23

    455,000        489,125   
   

 

 

 
      47,338,078   
   

 

 

 

Oil & Gas Services—0.1%

  

Weatherford International LLC
6.800%, 06/15/37

    67,000        48,240   

Weatherford International, Ltd.
4.500%, 04/15/22 (d)

    241,000        203,645   

5.950%, 04/15/42

    185,000        126,725   

6.500%, 08/01/36

    190,000        134,900   

7.000%, 03/15/38

    212,000        155,820   

7.750%, 06/15/21 (d)

    236,000        233,640   
   

 

 

 
      902,970   
   

 

 

 

Packaging & Containers—2.5%

  

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
4.067%, 05/15/21 (144A) (e)

    211,000        214,165   

4.125%, 05/15/23 (EUR)

    125,000        143,929   

4.250%, 01/15/22 (EUR)

    400,000        458,407   

4.625%, 05/15/23 (144A)

    511,000        513,555   

6.000%, 06/30/21 (144A)

    825,000        847,687   

6.250%, 01/31/19 (144A)

    2,079,000        2,123,179   

6.750%, 01/31/21 (144A)

    990,000        1,022,175   

6.750%, 05/15/24 (EUR)

    250,000        293,826   

7.250%, 05/15/24 (144A)

    1,822,000        1,940,430   

Ball Corp.
4.375%, 12/15/23 (EUR)

    109,000        136,526   

5.000%, 03/15/22

    379,000        408,373   

Beverage Packaging Holdings Luxembourg II S.A. / Beverage Packaging Holdings II
5.625%, 12/15/16 (144A)

    236,000        235,434   

Crown European Holdings S.A.
3.375%, 05/15/25 (EUR)

    228,000        261,733   

4.000%, 07/15/22 (EUR)

    180,000        220,401   

JH-Holding Finance S.A.
8.250%, 12/01/22 (EUR) (c)

    125,000        151,301   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC
4.127%, 07/15/21 (144A) (e)

    423,000        429,345   

5.125%, 07/15/23 (144A)

    119,000        122,868   

5.750%, 10/15/20

    1,709,000        1,762,406   

 

MIST-62


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Packaging & Containers—(Continued)

  

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC
6.875%, 02/15/21

    145,000      $ 150,438   

7.000%, 07/15/24 (144A)

    2,143,000        2,298,367   

8.250%, 02/15/21

    1,891,000        1,971,367   

9.875%, 08/15/19

    555,000        571,650   

Sealed Air Corp.
4.500%, 09/15/23 (EUR)

    203,000        251,207   

6.875%, 07/15/33 (144A)

    401,000        430,073   

SGD Group SAS
5.625%, 05/15/19 (EUR)

    100,000        115,305   

Verallia Packaging SASU
5.125%, 08/01/22 (EUR)

    275,000        323,981   
   

 

 

 
      17,398,128   
   

 

 

 

Pharmaceuticals—1.9%

  

DPx Holdings B.V.
7.500%, 02/01/22 (144A)

    1,255,000        1,327,162   

Endo Finance LLC / Endo Finco, Inc.
7.250%, 01/15/22 (144A)

    255,000        244,800   

Endo, Ltd. / Endo Finance LLC / Endo Finco, Inc.

   

6.000%, 07/15/23 (144A) (d)

    640,000        582,400   

6.500%, 02/01/25 (144A)

    1,074,000        949,148   

Grifols Worldwide Operations, Ltd.
5.250%, 04/01/22

    629,000        651,015   

NBTY, Inc.
7.625%, 05/15/21 (144A) (d)

    1,526,000        1,560,060   

Valeant Pharmaceuticals International, Inc.
4.500%, 05/15/23 (EUR)

    175,000        155,303   

5.375%, 03/15/20 (144A)

    410,000        379,250   

5.500%, 03/01/23 (144A)

    27,000        23,085   

5.625%, 12/01/21 (144A)

    972,000        867,510   

5.875%, 05/15/23 (144A)

    383,000        330,338   

6.375%, 10/15/20 (144A)

    2,903,000        2,721,562   

6.750%, 08/15/18 (144A)

    6,000        6,030   

6.750%, 08/15/21 (144A)

    503,000        472,820   

7.000%, 10/01/20 (144A)

    1,320,000        1,280,400   

7.250%, 07/15/22 (144A)

    330,000        306,075   

7.500%, 07/15/21 (144A)

    1,588,000        1,537,343   
   

 

 

 
      13,394,301   
   

 

 

 

Pipelines—4.9%

  

Antero Midstream Partners L.P. / Antero Midstream Finance Corp.
5.375%, 09/15/24 (144A)

    140,000        141,750   

Cheniere Corpus Christi Holdings LLC
7.000%, 06/30/24 (144A)

    1,660,000        1,792,800   

Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp.
6.000%, 12/15/20 (d)

    85,000        85,638   

6.250%, 04/01/23

    85,000        86,063   

DCP Midstream LLC
5.850%, 05/21/43 (144A) (e)

    105,000        87,150   

6.450%, 11/03/36 (144A)

    363,000        353,017   

6.750%, 09/15/37 (144A)

    581,000        573,737   

Pipelines—(Continued)

  

Energy Transfer Equity L.P.
5.500%, 06/01/27

    1,170,000      1,164,150   

5.875%, 01/15/24

    1,569,000        1,627,837   

7.500%, 10/15/20

    652,000        715,570   

Genesis Energy L.P. / Genesis Energy Finance Corp.
5.625%, 06/15/24

    215,000        210,700   

5.750%, 02/15/21

    241,000        241,000   

6.000%, 05/15/23

    243,000        241,178   

6.750%, 08/01/22

    612,000        630,593   

Kinder Morgan, Inc.
6.700%, 02/15/27

    62,930        63,266   

NGPL PipeCo LLC
7.119%, 12/15/17 (144A)

    6,207,000        6,486,315   

7.768%, 12/15/37 (144A)

    383,000        415,555   

9.625%, 06/01/19 (144A)

    445,000        467,806   

ONEOK, Inc.
4.250%, 02/01/22

    180,000        176,400   

7.500%, 09/01/23

    545,000        610,400   

Rockies Express Pipeline LLC
5.625%, 04/15/20 (144A)

    130,000        137,150   

6.000%, 01/15/19 (144A)

    298,000        312,900   

6.850%, 07/15/18 (144A)

    92,000        96,830   

6.875%, 04/15/40 (144A)

    1,942,000        2,000,260   

Sabine Pass Liquefaction LLC
5.000%, 03/15/27 (144A)

    342,000        350,550   

5.625%, 02/01/21

    611,000        645,369   

5.625%, 04/15/23

    2,051,000        2,189,442   

5.625%, 03/01/25 (d)

    412,000        442,900   

5.750%, 05/15/24

    4,176,000        4,494,420   

5.875%, 06/30/26 (144A)

    450,000        489,094   

6.250%, 03/15/22

    248,000        270,940   

Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.
5.500%, 09/15/24 (144A)

    1,029,000        1,036,717   

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
5.125%, 02/01/25 (144A)

    197,000        197,246   

5.250%, 05/01/23

    38,000        38,475   

5.375%, 02/01/27 (144A)

    118,000        118,738   

6.375%, 08/01/22

    640,000        662,400   

6.750%, 03/15/24

    190,000        203,300   

6.875%, 02/01/21

    190,000        196,175   

Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.
6.125%, 10/15/21

    103,000        107,635   

6.250%, 10/15/22

    1,159,000        1,237,232   

6.375%, 05/01/24

    272,000        291,720   

Transcanada Trust
5.875%, 08/15/76 (e)

    495,000        523,710   

Williams Cos., Inc. (The)
3.700%, 01/15/23

    143,000        138,710   

4.550%, 06/24/24

    816,000        831,953   

5.750%, 06/24/44

    1,423,000        1,465,690   
   

 

 

 
      34,650,481   
   

 

 

 

 

MIST-63


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Real Estate—0.8%

  

Annington Finance No. 5 plc
13.000%, 01/15/23 (GBP) (c)

    415,088      $ 626,789   

Crescent Resources LLC / Crescent Ventures, Inc.
10.250%, 08/15/17 (144A)

    325,000        326,625   

Realogy Group LLC / Realogy Co-Issuer Corp.
4.500%, 04/15/19 (144A)

    174,000        181,177   

4.875%, 06/01/23 (144A) (d)

    2,845,000        2,891,231   

5.250%, 12/01/21 (144A)

    1,242,000        1,306,813   

Tropicana Entertainment LLC / Tropicana Finance Corp.
9.625%, 12/15/14 (a) (f) (g)

    70,000        0   
   

 

 

 
      5,332,635   
   

 

 

 

Real Estate Investment Trusts—1.4%

  

Communications Sales & Leasing, Inc. / CSL Capital LLC
6.000%, 04/15/23 (144A)

    176,000        182,600   

8.250%, 10/15/23

    1,835,000        1,925,814   

Corrections Corp. of America
4.125%, 04/01/20 (d)

    275,000        258,500   

5.000%, 10/15/22 (d)

    90,000        81,450   

Equinix, Inc.
5.375%, 04/01/23

    320,000        335,600   

5.875%, 01/15/26

    453,000        486,975   

ESH Hospitality, Inc.
5.250%, 05/01/25 (144A)

    300,000        299,625   

GEO Group, Inc. (The)
5.125%, 04/01/23

    355,000        301,750   

5.875%, 10/15/24

    590,000        507,400   

6.000%, 04/15/26

    176,000        149,600   

iStar, Inc.
4.000%, 11/01/17

    340,000        340,850   

MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc.
4.500%, 09/01/26 (144A)

    871,000        871,000   

5.625%, 05/01/24 (144A)

    3,688,000        4,000,374   

VEREIT Operating Partnership L.P.
4.125%, 06/01/21

    200,000        206,500   
   

 

 

 
      9,948,038   
   

 

 

 

Retail—2.4%

  

Asbury Automotive Group, Inc.
6.000%, 12/15/24

    1,486,000        1,530,580   

Dollar Tree, Inc.
5.750%, 03/01/23

    2,341,000        2,519,501   

Great Western Petroleum LLC / Great Western Finance, Inc.
9.000%, 09/30/21 (144A)

    544,000        545,360   

Groupe Fnac S.A.
3.250%, 09/30/23 (EUR)

    100,000        112,714   

J.C. Penney Corp., Inc.
6.375%, 10/15/36

    191,000        164,260   

7.400%, 04/01/37

    179,000        165,575   

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC
5.000%, 06/01/24 (144A)

    98,000        102,410   

Retail—(Continued)

  

L Brands, Inc.
6.875%, 11/01/35

    1,034,000      1,127,060   

Neiman Marcus Group, Ltd. LLC
8.000%, 10/15/21 (144A) (d)

    1,662,000        1,387,770   

Penske Automotive Group, Inc.
5.500%, 05/15/26

    488,000        486,780   

5.750%, 10/01/22

    881,000        914,037   

Punch Taverns Finance B, Ltd.
5.943%, 09/30/22 (GBP)

    263,000        326,682   

Punch Taverns Finance plc
6.028%, 10/15/27 (144A) (GBP) (e)

    449,000        494,692   

Rite Aid Corp.
6.125%, 04/01/23 (144A)

    2,745,000        2,962,322   

6.750%, 06/15/21

    886,000        935,837   

7.700%, 02/15/27

    850,000        1,088,000   

9.250%, 03/15/20

    750,000        791,250   

Sonic Automotive, Inc.
5.000%, 05/15/23

    227,000        223,595   

THOM Europe SAS
7.375%, 07/15/19 (EUR)

    100,000        117,963   

Unique Pub Finance Co. plc (The)
5.659%, 06/30/27 (GBP)

    300,398        406,080   

6.464%, 03/30/32 (GBP)

    300,000        330,590   

6.542%, 03/30/21 (GBP)

    65,640        91,456   

Yum! Brands, Inc.
3.750%, 11/01/21

    182,000        184,730   

3.875%, 11/01/23

    70,000        68,950   
   

 

 

 
      17,078,194   
   

 

 

 

Semiconductors—0.8%

  

Advanced Micro Devices, Inc.
7.000%, 07/01/24

    149,000        146,393   

7.500%, 08/15/22

    187,000        191,909   

Micron Technology, Inc.
5.250%, 08/01/23 (144A)

    773,000        763,337   

5.625%, 01/15/26 (144A)

    187,000        179,052   

Microsemi Corp.
9.125%, 04/15/23 (144A)

    94,000        107,160   

NXP B.V. / NXP Funding LLC
3.875%, 09/01/22 (144A)

    378,000        395,955   

4.125%, 06/15/20 (144A)

    867,000        920,104   

4.125%, 06/01/21 (144A)

    1,149,000        1,230,866   

4.625%, 06/15/22 (144A)

    220,000        237,600   

4.625%, 06/01/23 (144A)

    201,000        219,844   

Sensata Technologies B.V.
5.000%, 10/01/25 (144A)

    696,000        711,660   

Sensata Technologies UK Financing Co. plc
6.250%, 02/15/26 (144A)

    425,000        460,062   
   

 

 

 
      5,563,942   
   

 

 

 

Software—3.0%

  

BMC Software Finance, Inc.
8.125%, 07/15/21 (144A)

    801,000        726,908   

First Data Corp.
5.750%, 01/15/24 (144A)

    4,696,000        4,825,140   

7.000%, 12/01/23 (144A)

    5,397,000        5,707,327   

 

MIST-64


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Software—(Continued)

  

Infor Software Parent LLC / Infor Software Parent, Inc.
7.125%, 05/01/21 (144A) (c)

    752,000      $ 729,440   

Infor U.S., Inc.
6.500%, 05/15/22

    2,917,000        2,953,462   

Informatica LLC
7.125%, 07/15/23 (144A)

    787,000        735,845   

JDA Escrow LLC / JDA Bond Finance, Inc.
7.375%, 10/15/24 (144A)

    266,000        273,315   

Nuance Communications, Inc.
5.375%, 08/15/20 (144A)

    260,000        266,500   

6.000%, 07/01/24 (144A)

    495,000        516,038   

PTC, Inc.
6.000%, 05/15/24

    272,000        290,360   

Solera LLC / Solera Finance, Inc.
10.500%, 03/01/24 (144A) (d)

    1,790,000        1,995,850   

Sophia L.P. / Sophia Finance, Inc.
9.000%, 09/30/23 (144A)

    574,000        602,700   

SS&C Technologies Holdings, Inc.
5.875%, 07/15/23

    1,575,000        1,657,688   

Veritas U.S., Inc. / Veritas Bermuda, Ltd.
7.500%, 02/01/23 (EUR)

    100,000        107,729   
   

 

 

 
      21,388,302   
   

 

 

 

Storage/Warehousing—0.2%

  

Mobile Mini, Inc.
5.875%, 07/01/24

    1,525,000        1,589,813   
   

 

 

 

Telecommunications—7.4%

  

Alcatel-Lucent USA, Inc.
6.450%, 03/15/29

    2,913,000        3,222,506   

Cellnex Telecom S.A.
2.375%, 01/16/24 (EUR)

    100,000        115,131   

CenturyLink, Inc.
6.450%, 06/15/21

    1,254,000        1,343,347   

Cincinnati Bell, Inc.
7.000%, 07/15/24 (144A)

    1,372,000        1,406,300   

Columbus Cable Barbados, Ltd.
7.375%, 03/30/21 (144A)

    1,042,000        1,105,145   

CommScope Technologies Finance LLC
6.000%, 06/15/25 (144A)

    682,000        727,183   

CommScope, Inc.
5.500%, 06/15/24 (144A)

    637,000        668,850   

Consolidated Communications, Inc.
6.500%, 10/01/22

    540,000        523,800   

Digicel Group, Ltd.
7.125%, 04/01/22 (144A)

    770,000        588,819   

Digicel, Ltd.
6.000%, 04/15/21 (144A)

    2,937,000        2,594,546   

eircom Finance DAC
4.500%, 05/31/22 (EUR)

    100,000        113,994   

Frontier Communications Corp.
6.250%, 09/15/21

    690,000        663,263   

6.875%, 01/15/25 (d)

    2,535,000        2,243,475   

7.125%, 01/15/23

    575,000        536,188   

Telecommunications—(Continued)

  

Frontier Communications Corp.
7.625%, 04/15/24

    687,000      642,345   

10.500%, 09/15/22

    330,000        349,800   

11.000%, 09/15/25

    475,000        495,781   

Hughes Satellite Systems Corp.
5.250%, 08/01/26 (144A)

    552,000        545,100   

6.625%, 08/01/26 (144A)

    408,000        393,720   

Intelsat Jackson Holdings S.A.
5.500%, 08/01/23

    1,153,000        798,452   

7.250%, 10/15/20

    1,141,000        884,275   

Level 3 Financing, Inc.
5.125%, 05/01/23

    636,000        655,080   

5.250%, 03/15/26 (144A)

    388,000        400,610   

5.375%, 01/15/24

    456,000        475,095   

5.375%, 05/01/25

    202,000        210,585   

5.625%, 02/01/23

    338,000        351,098   

Matterhorn Telecom S.A.
3.875%, 05/01/22 (EUR)

    175,000        195,603   

Nokia Oyj
6.625%, 05/15/39

    1,117,000        1,211,945   

OTE plc
3.500%, 07/09/20 (EUR)

    100,000        113,413   

Play Finance 2 S.A.
5.250%, 02/01/19 (EUR)

    550,000        632,516   

SoftBank Group Corp.
4.750%, 07/30/25 (EUR)

    232,000        286,040   

Sprint Capital Corp.
6.875%, 11/15/28 (d)

    4,546,000        4,267,557   

6.900%, 05/01/19

    580,000        598,125   

8.750%, 03/15/32

    294,000        299,880   

Sprint Communications, Inc.
7.000%, 08/15/20

    555,000        557,775   

9.000%, 11/15/18 (144A)

    4,895,000        5,402,856   

Sprint Corp.
7.125%, 06/15/24

    1,784,000        1,739,400   

7.250%, 09/15/21

    666,000        668,498   

7.625%, 02/15/25 (d)

    56,000        55,440   

7.875%, 09/15/23

    2,707,000        2,723,919   

T-Mobile USA, Inc.
6.000%, 03/01/23

    880,000        940,113   

6.375%, 03/01/25

    760,000        826,500   

6.500%, 01/15/24

    620,000        670,728   

6.500%, 01/15/26

    1,254,000        1,387,237   

6.633%, 04/28/21

    256,000        269,440   

6.731%, 04/28/22

    614,000        644,700   

6.836%, 04/28/23

    155,000        167,013   

Telecom Italia Capital S.A.
6.000%, 09/30/34

    1,817,000        1,799,284   

6.375%, 11/15/33

    358,000        364,265   

Telecom Italia Finance S.A.
7.750%, 01/24/33 (EUR)

    190,000        284,724   

Telecom Italia S.p.A.
5.303%, 05/30/24 (144A)

    200,000        204,474   

6.375%, 06/24/19 (GBP)

    700,000        1,006,455   

 

MIST-65


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Telecommunications—(Continued)

  

Telefonica Europe B.V.
3.750%, 03/15/22 (EUR) (e)

    100,000      $ 111,763   

4.200%, 12/04/19 (EUR) (e)

    300,000        346,272   

5.000%, 03/31/20 (EUR) (e)

    400,000        467,628   

Wind Acquisition Finance S.A.

   

4.000%, 07/15/20 (EUR)

    407,000        462,347   

4.750%, 07/15/20 (144A)

    200,000        201,500   

6.500%, 04/30/20 (144A)

    200,000        209,500   

7.375%, 04/23/21 (144A)

    1,135,000        1,186,075   
   

 

 

 
      52,357,473   
   

 

 

 

Textiles—0.0%

  

Springs Industries, Inc.
6.250%, 06/01/21

    133,000        137,655   
   

 

 

 

Transportation—0.8%

  

Air Medical Merger Sub Corp.
6.375%, 05/15/23 (144A)

    517,000        500,198   

Florida East Coast Holdings Corp.
6.750%, 05/01/19 (144A)

    1,014,000        1,039,350   

Jack Cooper Enterprises, Inc.
10.500%, 03/15/19 (144A) (c)

    2,133,881        554,809   

Onorato Armatori S.p.A.
7.750%, 02/15/23 (EUR)

    100,000        108,403   

Silk Bidco A/S
7.500%, 02/01/22 (EUR)

    145,000        170,012   

Watco Cos. LLC / Watco Finance Corp.
6.375%, 04/01/23 (144A)

    617,000        623,170   

WFS Global Holding SAS
9.500%, 07/15/22 (EUR)

    100,000        110,896   

XPO Logistics, Inc.
5.750%, 06/15/21 (EUR)

    100,000        114,329   

6.125%, 09/01/23 (144A)

    1,276,000        1,307,900   

6.500%, 06/15/22 (144A)

    1,055,000        1,099,837   
   

 

 

 
      5,628,904   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $545,542,071)

      554,605,676   
   

 

 

 
Floating Rate Loans (i)—8.0%   

Advertising—0.1%

  

inVentiv Health, Inc.
Term Loan B, 09/28/23 (j)

    808,000        811,365   
   

 

 

 

Aerospace/Defense—0.1%

  

Silver II U.S. Holdings LLC
Term Loan, 4.000%, 12/13/19

    1,107,688        1,038,457   
   

 

 

 

Air Freight & Logistics—0.1%

  

Ceva Logistics Canada ULC
Term Loan, 6.500%, 03/19/21

    103,227        83,066   

Ceva Logistics U.S. Holdings, Inc.
Term Loan, 6.500%, 03/19/21

    826,963        665,447   
   

 

 

 
      748,513   
   

 

 

 

Airlines—0.1%

  

Northwest Airlines, Inc.
Term Loan, 2.465%, 09/10/18

    545,667      532,937   

Term Loan, 3.085%, 03/10/17

    148,666        147,645   
   

 

 

 
      680,582   
   

 

 

 

Beverages—0.1%

  

Chobani LLC 1st Lien Term Loan, 09/30/23 (j)

    774,000        775,935   

Chemicals—0.5%

  

Ascend Performance Materials Operations LLC
Term Loan B, 6.500%, 08/12/22

    2,907,602        2,916,689   

Chemours Co. (The)
Term Loan B, 3.750%, 05/12/22

    60,841        60,354   

MacDermid, Inc.
Term Loan B3, 5.500%, 06/07/20

    411,840        413,973   
   

 

 

 
      3,391,016   
   

 

 

 

Commercial Services—0.4%

  

Jaguar Holding Co. II
Term Loan B, 4.250%, 08/18/22

    1,554,116        1,560,915   

Laureate Education, Inc.
Term Loan, 8.657%, 03/17/21

    667,650        665,008   

WEX, Inc.
Term Loan B, 4.250%, 07/01/23

    361,095        365,609   
   

 

 

 
      2,591,532   
   

 

 

 

Electric—0.3%

  

Energy Future Intermediate Holding Co. LLC
Term Loan, 4.250%, 12/19/16

    569,000        571,371   

Texas Competitive Electric Holdings Co. LLC
Term Loan B, 5.000%, 10/31/17

    1,346,058        1,356,154   

Term Loan C, 5.000%, 10/31/17

    296,192        298,413   
   

 

 

 
      2,225,938   
   

 

 

 

Engineering & Construction—0.1%

  

Engility Corp.
Term Loan B1, 4.774%, 08/12/20

    216,000        218,340   

Term Loan B2, 5.750%, 08/12/23

    406,588        410,908   
   

 

 

 
      629,248   
   

 

 

 

Entertainment—0.3%

  

Amaya Holdings B.V.
1st Lien Term Loan, 5.000%, 08/01/21

    1,688,664        1,689,193   

2nd Lien Term Loan, 8.000%, 08/01/22

    93,087        93,290   

Scientific Games International, Inc.
Term Loan B1, 6.000%, 10/18/20

    342,679        344,148   
   

 

 

 
      2,126,631   
   

 

 

 

Health Care Equipment & Supplies—0.1%

  

Air Medical Group Holdings, Inc.
Term Loan B, 4.250%, 04/28/22

    612,250        608,730   
   

 

 

 

 

MIST-66


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Floating Rate Loans (i)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Healthcare-Products—0.2%

  

Alere, Inc.
Term Loan B, 4.250%, 06/18/22

    706,990      $ 702,965   

DJO Finance LLC
Term Loan, 4.250%, 06/08/20

    495,327        486,504   

Immucor, Inc.
Term Loan B2, 5.000%, 08/17/18

    615,206        600,306   
   

 

 

 
      1,789,775   
   

 

 

 

Healthcare-Services—0.1%

  

MPH Acquisition Holdings LLC
Term Loan B, 5.000%, 06/07/23

    792,207        803,100   

Insurance—0.2%

  

Alliant Holdings I, Inc.
Incremental Term Loan B2,
5.253%, 08/12/22

    627,428        631,741   

AssuredPartners, Inc.
1st Lien Term Loan, 5.750%, 10/21/22

    320,159        322,426   

Camelot UK Holdco, Ltd.
Term Loan B, 09/07/23 (j)

    746,000        747,283   
   

 

 

 
      1,701,450   
   

 

 

 

Internet—0.1%

  

RP Crown Parent LLC
Term Loan B, 09/22/23 (j)

    417,000        415,958   

Tibco Software, Inc.
Term Loan B, 6.500%, 12/04/20

    522,578        516,753   
   

 

 

 
      932,711   
   

 

 

 

Lodging—0.8%

  

Caesars Entertainment Resort Properties LLC
Term Loan B, 7.000%, 10/11/20

    5,412,552        5,395,637   
   

 

 

 

Machinery—0.1%

  

Gates Global, Inc.
Term Loan B, 4.250%, 07/06/21

    967,577        954,705   
   

 

 

 

Media—1.1%

  

Advantage Sales & Marketing, Inc.
1st Lien Term Loan, 4.250%, 07/23/21

    612,500        606,758   

2nd Lien Term Loan, 7.500%, 07/25/22

    297,820        284,170   

iHeartCommunications, Inc.
Term Loan D, 7.274%, 01/30/19

    2,362,158        1,819,353   

Ligado Networks LLC
2nd Lien Term Loan, 12/07/20 (f)

    1,084,130        703,329   

Term Loan, 06/15/20 (f)

    4,535,591        4,135,892   
   

 

 

 
      7,549,502   
   

 

 

 

Mining—0.2%

  

FMG Resources (August 2006) Pty, Ltd.
Term Loan B, 3.750%, 06/30/19

    1,207,198        1,207,387   
   

 

 

 

Office/Business Equipment—0.1%

  

Brand Energy & Infrastructure Services, Inc.
Term Loan B, 4.750%, 11/26/20

    460,267        455,664   
   

 

 

 

Oil & Gas—0.7%

  

California Resources Corp.
Term Loan A, 3.524%, 10/01/19

    650,332      625,538   

Chesapeake Energy Corp.
Term Loan, 8.500%, 08/23/21

    3,091,854        3,247,993   

CITGO Holding, Inc.
Term Loan B, 9.500%, 05/12/18

    920,526        932,464   

MEG Energy Corp.
Term Loan, 3.750%, 03/31/20

    217,716        202,803   
   

 

 

 
      5,008,798   
   

 

 

 

Oil & Gas Services—0.1%

  

Weatherford International, Ltd.
Term Loan, 1.955%, 07/13/20

    903,048        866,926   
   

 

 

 

Packaging & Containers—0.3%

  

BWAY Holding Co., Inc.
Term Loan B, 5.500%, 08/14/20

    417,898        420,466   

Vertiv Co.
Term Loan B, 09/29/23 (j)

    1,841,000        1,804,180   
   

 

 

 
      2,224,646   
   

 

 

 

Pharmaceuticals—0.4%

  

DPx Holdings B.V.
Incremental Term Loan,
4.250%, 03/11/21

    725,738        725,888   

Valeant Pharmaceuticals International, Inc.
Term Loan B, 5.000%, 02/13/19

    60,000        60,031   

Term Loan B, 5.250%, 12/11/19

    223,037        223,623   

Term Loan B, 5.250%, 08/05/20

    749,985        751,131   

Term Loan B F1, 5.500%, 04/01/22

    328,124        329,518   

Tranche A,
4.280%, 10/20/18

    192,965        193,013   

Vizient, Inc.
1st Lien Term Loan, 6.250%, 02/13/23

    258,303        261,532   
   

 

 

 
      2,544,736   
   

 

 

 

Retail—0.1%

  

J. Crew Group, Inc.
Term Loan B, 4.000%, 03/05/21

    303,448        240,916   

Leslie’s Poolmart, Inc. 2016
Term Loan, 5.250%, 08/16/23

    378,000        381,071   
   

 

 

 
      621,987   
   

 

 

 

Semiconductors—0.2%

  

Avago Technologies Cayman, Ltd.
Term Loan B3, 3.524%, 02/01/23

    747,262        757,070   

CEVA Intercompany B.V.
Term Loan, 6.500%, 03/19/21

    599,120        482,105   
   

 

 

 
      1,239,175   
   

 

 

 

Software—0.6%

  

BMC Software Finance, Inc.
Term Loan, 5.000%, 09/10/20

    1,501,265        1,450,806   

Informatica Corp.
Term Loan, 4.500%, 08/05/22

    306,241        298,257   

 

MIST-67


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Floating Rate Loans (i)—(Continued)

 

Security Description  

Shares/

Principal
Amount*

    Value  

Software—(Continued)

  

Kronos, Inc.
2nd Lien Term Loan, 9.750%, 04/30/20

    1,581,424      $ 1,616,215   

Solera LLC
Term Loan B, 5.750%, 03/03/23

    668,640        676,267   
   

 

 

 
      4,041,545   
   

 

 

 

Telecommunications—0.4%

  

Hawaiian Telcom Communications, Inc.
Term Loan B, 5.250%, 06/06/19

    257,748        259,520   

Intelsat Jackson Holdings S.A.
Term Loan B2, 3.750%, 06/30/19

    2,448,680        2,337,615   

Telenet International Finance S.a.r.l.
Term Loan AD, 4.357%, 06/30/24

    491,000        496,064   
   

 

 

 
      3,093,199   
   

 

 

 

Transportation—0.1%

  

CEVA Group PLC
Term Loan, 6.500%, 03/19/21

    582,670        468,868   
   

 

 

 

Total Floating Rate Loans
(Cost $56,265,588)

      56,527,758   
   

 

 

 
Common Stocks—4.5%   

Banks—0.3%

  

Bank of America Corp.

    31,484        492,725   

Citigroup, Inc.

    10,296        486,280   

JPMorgan Chase & Co.

    7,174        477,717   

Wells Fargo & Co.

    9,883        437,619   
   

 

 

 
      1,894,341   
   

 

 

 

Capital Markets—1.9%

  

American Capital, Ltd. (k)

    707,716        11,967,478   

Goldman Sachs Group, Inc. (The)

    2,786        449,298   

Morgan Stanley

    15,938        510,972   

Uranium Participation Corp. (k)

    28,400        84,857   
   

 

 

 
      13,012,605   
   

 

 

 

Chemicals—0.0%

  

Advanced Emissions Solutions, Inc. (k)

    11,202        84,239   
   

 

 

 

Consumer Finance—1.3%

  

Ally Financial, Inc. (Private Placement) (k)

    481,235        9,369,645   
   

 

 

 

Diversified Telecommunication Services—0.2%

  

Broadview Networks Holdings, Inc. (k)

    52,943        68,825   

Level 3 Communications, Inc. (k)

    28,670        1,329,715   
   

 

 

 
      1,398,540   
   

 

 

 

Hotels, Restaurants & Leisure—0.3%

  

Amaya, Inc. (144A) (d)(k)

    143,483        2,324,032   
   

 

 

 

Household Durables—0.1%

  

Stanley-Martin Communities LLC (a) (b) (k)

    450      562,500   
   

 

 

 

Oil, Gas & Consumable Fuels—0.2%

  

Denbury Resources, Inc. (144A) (a) (k)

    104,080        324,973   

Gener8 Maritime, Inc. (k)

    266,132        1,362,596   
   

 

 

 
      1,687,569   
   

 

 

 

Wireless Telecommunication Services—0.2%

  

T-Mobile U.S., Inc. (k)

    22,900        1,069,888   
   

 

 

 

Total Common Stocks
(Cost $33,702,693)

      31,403,359   
   

 

 

 
Asset-Backed Securities—3.2%   

Asset-Backed - Other—3.2%

  

ALM VII, Ltd.
4.165%, 04/24/24 (144A) (e)

    450,000        445,107   

ALM VIII, Ltd.
3.896%, 01/20/26 (144A) (e)

    550,000        528,498   

ALM XIV, Ltd.
4.193%, 07/28/26 (144A) (e)

    250,000        242,608   

AMMC CLO 18, Ltd.
5.665%, 05/26/28 (144A) (e)

    500,000        501,791   

Anchorage Capital CLO 8, Ltd.
4.921%, 07/28/28 (144A) (e)

    1,000,000        983,272   

Apidos CLO
4.352%, 07/22/26 (144A) (e)

    550,000        538,073   

Ares XXXIX CLO, Ltd.
7.942%, 07/18/28 (144A) (e)

    1,000,000        979,950   

Ares XXXVII CLO, Ltd.
7.480%, 10/15/26 (144A) (e)

    500,000        489,686   

Atlas Senior Loan Fund, Ltd.
3.259%, 08/15/24 (144A) (e)

    500,000        491,106   

3.679%, 07/16/26 (144A) (e)

    250,000        250,031   

4.659%, 08/15/24 (144A) (e)

    500,000        497,368   

Ballyrock CLO, Ltd.
3.516%, 10/15/28 (144A) (e)

    1,000,000        999,970   

Benefit Street Partners CLO, Ltd.
4.196%, 07/20/26 (144A) (e)

    500,000        477,660   

BlueMountain CLO, Ltd.
6.119%, 04/13/27 (144A) (e)

    250,000        224,078   

Carlyle Global Market Strategies CLO, Ltd.
3.330%, 07/15/25 (144A) (e)

    500,000        500,210   

7.788%, 10/20/29 (144A) (e)

    750,000        726,403   

Cedar Funding III CLO, Ltd.
4.361%, 05/20/26 (144A) (e)

    270,000        258,239   

CIFC Funding, Ltd.
2.222%, 01/22/27 (144A) (e)

    500,000        499,997   

3.502%, 07/22/26 (144A) (e)

    1,000,000        1,000,140   

HPS Loan Management, Ltd.
7.084%, 07/19/27 (144A) (e)

    800,000        759,626   

LCM L.P.
3.925%, 08/25/24 (144A) (e)

    500,000        500,377   

4.488%, 01/19/23 (144A) (e)

    500,000        499,994   

5.821%, 04/15/22 (144A) (e)

    1,000,000        973,629   

 

MIST-68


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description  

Shares/
Principal
Amount*

    Value  

Asset-Backed - Other—(Continued)

  

Madison Park Funding XIV, Ltd.
4.296%, 07/20/26 (144A) (e)

    250,000      $ 246,910   

Madison Park Funding, Ltd.
3.095%, 04/22/22 (144A) (e)

    250,000        250,007   

4.145%, 04/22/22 (144A) (e)

    250,000        250,016   

Neuberger Berman CLO XIII, Ltd.
3.565%, 01/23/24 (144A) (e)

    1,000,000        1,000,182   

Neuberger Berman Clo XX, Ltd.
7.123%, 01/15/28 (144A) (e)

    500,000        480,005   

OCP CLO, Ltd.
2.296%, 10/20/26 (144A) (e)

    500,000        500,016   

Octagon Investment Partners 26, Ltd.
5.630%, 04/15/27 (144A) (e)

    500,000        505,691   

Octagon Investment Partners 27, Ltd.
7.762%, 07/15/27 (144A) (e)

    1,000,000        991,965   

Octagon Investment Partners XII, Ltd.
5.779%, 05/05/23 (144A) (e)

    400,000        392,853   

Octagon Investment Partners, Ltd.
2.306%, 10/25/25 (144A) (e)

    1,500,000        1,500,000   

OneMain Financial Issuance Trust
4.320%, 07/18/25 (144A)

    200,000        199,234   

Race Point CLO, Ltd.
2.190%, 04/15/27 (144A) (e)

    500,000        500,158   

Sound Point Clo XII, Ltd.
4.728%, 10/20/28 (144A) (e)

    500,000        496,559   

Symphony CLO, Ltd.
5.502%, 04/15/28 (144A) (e)

    250,000        252,775   

Venture CLO, Ltd.
2.780%, 07/15/26 (144A) (e)

    500,000        500,114   

Westcott Park Clo, Ltd.
5.046%, 07/20/28 (144A) (e)

    500,000        501,732   

7.896%, 07/20/28 (144A) (e)

    500,000        489,966   
   

 

 

 

Total Asset-Backed Securities
(Cost $22,070,684)

      22,425,996   
   

 

 

 
Mutual Funds—2.6%   

Investment Company Securities—2.6%

  

Financial Select Sector SPDR Fund (d)

    165,748        3,198,936   

iShares iBoxx $ High Yield Corporate Bond ETF (l)

    40,460        3,530,540   

SPDR Barclays High Yield Bond ETF (d)

    285,862        10,496,853   

SPDR S&P Oil & Gas Exploration & Production ETF (d)

    23,761        913,848   
   

 

 

 

Total Mutual Funds
(Cost $17,776,326)

      18,140,177   
   

 

 

 
Convertible Preferred Stock—1.0%   

Hotels, Restaurants & Leisure—1.0%

  

Amaya, Inc.
Zero Coupon, 12/31/49 (CAD)
(Cost $6,986,453)

    7,581,000        6,739,951   
   

 

 

 
Convertible Bonds—0.7%   
Security Description  

Shares/
Principal
Amount*

    Value  

Diversified Financial Services—0.0%

  

E*Trade Financial Corp.
Zero Coupon, 08/31/19

    11,000      31,018   
   

 

 

 

Engineering & Construction—0.0%

  

OHL Investments S.A.
4.000%, 04/25/18 (EUR)

    100,000        104,471   
   

 

 

 

Media—0.1%

  

DISH Network Corp.
3.375%, 08/15/26 (144A)

    696,000        762,120   
   

 

 

 

Oil & Gas—0.6%

  

Chesapeake Energy Corp.
5.500%, 09/15/26 (144A)

    672,000        672,000   

Whiting Petroleum Corp.
1.250%, 06/05/20

    1,793,840        1,722,086   

5.750%, 03/15/21

    946,800        970,470   

6.250%, 04/01/23

    537,840        545,908   
   

 

 

 
      3,910,464   
   

 

 

 

Retail—0.0%

  

Enterprise Funding, Ltd.
3.500%, 09/10/20 (GBP)

    300,000        302,016   
   

 

 

 

Total Convertible Bonds
(Cost $4,702,274)

      5,110,089   
   

 

 

 
Preferred Stocks—0.5%   

Banks—0.5%

  

GMAC Capital Trust, 6.602% (e)

    143,228        3,639,424   
   

 

 

 

Diversified Financial Services—0.0%

  

Marsico Parent Superholdco LLC (144A) (a) (k)

    25        0   
   

 

 

 

Total Preferred Stocks
(Cost $3,805,108)

      3,639,424   
   

 

 

 
Escrow Shares—0.0%   

Auto Parts & Equipment—0.0%

  

Lear Corp. (a) (g)

    1,395,000        0   

Lear Corp. (a) (g)

    1,530,000        0   
   

 

 

 
      0   
   

 

 

 

Chemicals—0.0%

  

Momentive Performance Materials, Inc. (a)

    1,398,000        0   
   

 

 

 
      0   
   

 

 

 

Diversified Financial Services—0.0%

  

Lehman Brothers Holdings, Inc. (g)

    489,000        36,920   

Lehman Brothers Holdings, Inc. (g)

    1,740,000        131,370   
   

 

 

 
      168,290   
   

 

 

 

Total Escrow Shares
(Cost $0)

      168,290   
   

 

 

 

 

MIST-69


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Purchased Option—0.0%

 

Security Description  

Shares/
Principal
Amount*/
Contracts

    Value  

Options on Exchange-Traded Futures Contracts—0.0%

  

Put - U.S. Treasury Bond Futures @ 164.00, Expires 10/21/16
(Cost $63,276)

    50      $ 17,187   
   

 

 

 
Warrant — 0.0%   

Media—0.0%

  

HMH Publishing Co., Ltd.,
Expires 06/12/19 (b) (k)
(Cost $16)

    1,601        2,514   
   

 

 

 
Short-Term Investment—0.9%   

Repurchase Agreement—0.9%

  

Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $6,615,642 on 10/03/16, collateralized by $6,650,000 U.S. Treasury Note at 1.375% due 01/31/21 with a value of $6,749,750.

    6,615,625        6,615,625   
   

 

 

 

Total Short-Term Investments
(Cost $6,615,625)

      6,615,625   
   

 

 

 
Securities Lending Reinvestments (m)—5.9%   

Certificates of Deposit—0.4%

  

Bank of Montreal
0.500%, 10/24/16

    500,000        500,000   

DZ Bank AG
0.950%, 01/03/17

    500,000        500,000   

KBC Bank NV
1.000%, 01/04/17

    500,000        500,000   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    500,000        500,000   

National Bank of Canada
0.480%, 10/28/16

    200,000        199,999   

Swedbank
0.350%, 10/03/16

    500,000        499,999   
   

 

 

 
      2,699,998   
   

 

 

 

Commercial Paper—0.1%

  

Credit Suisse AG
0.971%, 10/19/16

    200,000        199,998   

Victory Receivables Corp.
1.050%, 01/04/17

    250,000        249,366   
   

 

 

 
      449,364   
   

 

 

 

Repurchase Agreements—5.0%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $3,900,303 on 10/03/16, collateralized by $3,685,559 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $3,978,001.

    3,900,000      3,900,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $3,900,271 on 10/03/16, collateralized by $3,828,721 Corporate and Foreign Bonds with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $3,978,003.

    3,900,000        3,900,000   

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $3,000,125 on 10/03/16, collateralized by $2,916,577 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $3,060,000.

    3,000,000        3,000,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $5,500,206 on 10/03/16, collateralized by $4,338,400 U.S. Treasury Bond at 3.625%, due 08/15/43, with a value of $5,610,077.

    5,500,000        5,500,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $3,800,298 on 10/03/16, collateralized by $3,627,780 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $3,877,621.

    3,800,000        3,800,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $624,525 on 10/03/16, collateralized by $515,953 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $636,990.

    624,500        624,500   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $4,000,233 on 10/03/16, collateralized by $6,398,244 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $4,080,238.

    4,000,000        4,000,000   

 

MIST-70


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (m)—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Repurchase Agreements—(Continued)

  

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $500,036 on 10/04/16, collateralized by $480,887 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $510,000.

    500,000      $ 500,000   

Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $5,000,217 on 10/03/16, collateralized by $7,059,377 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $5,100,000.

    5,000,000        5,000,000   

RBS Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $5,000,192 on 10/03/16, collateralized by $4,680,901 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $5,100,103.

    5,000,000        5,000,000   
   

 

 

 
      35,224,500   
   

 

 

 

Time Deposits—0.4%

  

ANZ London
0.420%, 10/03/16

    200,000        200,000   

Canadian Imperial Bank
0.260%, 10/03/16

    1,000,000        1,000,000   

DBS Bank, Ltd., Singapore
0.380%, 10/04/16

    400,000        400,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    700,000        700,000   

Royal Bank of Canada
0.280%, 10/03/16

    700,000        700,000   
   

 

 

 
      3,000,000   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $41,373,855)

      41,373,862   
   

 

 

 

Total Investments—106.1%
(Cost $738,903,969) (n)

      746,769,908   

Other assets and liabilities (net)—(6.1)%

      (42,893,822
   

 

 

 
Net Assets—100.0%     $ 703,876,086   
   

 

 

 

 

* Principal and notional amounts stated in U.S. dollars unless otherwise noted.
(a) Security was valued in good faith under procedures approved by the Board of Trustees. As of September 30, 2016, these securities represent 0.6% of net assets.
(b) 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 September 30, 2016, the market value of restricted securities was $4,124,766, which is 0.6% of net assets. See details shown in the Restricted Securities table that follows.
(c) Payment-in-kind security for which part of the income earned may be paid as additional principal.
(d) All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $38,361,278 and the collateral received consisted of cash in the amount of $40,373,873. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(e) Variable or floating rate security. The stated rate represents the rate at September 30, 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 September 30, 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 September 30, 2016, the value of securities pledged amounted to $1,955,000.
(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 September 30, 2016, at which time the interest rate will be determined.
(k) Non-income producing security.
(l) Affiliated Issuer.
(m) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(n) As of September 30, 2016, the aggregate cost of investments was $738,903,969. The aggregate unrealized appreciation and depreciation of investments were $29,149,739 and $(21,283,800), respectively, resulting in net unrealized appreciation of $7,865,939.
(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 September 30, 2016, the market value of 144A securities was $287,787,971, which is 40.9% of net assets.
(CAD)— Canadian Dollar
(CLO)— Collateralized Loan Obligation
(ETF)— Exchange-Traded Fund
(EUR)— Euro
(GBP)— British Pound

 

MIST-71


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

 

Restricted Securities

   Acquisition
Date
     Shares/
Principal
Amount
     Cost      Value  

HMH Publishing Co., Ltd. 06/12/19

     06/22/14         1,601       $ 16       $ 2,514   

National Air Cargo Group, Inc., 11.875%, 05/08/18

     08/11/15         425,944         425,990         425,944   

National Air Cargo Group, Inc., 11.875%, 05/02/18

     08/11/15         411,308         411,352         411,308   

Stanley-Martin Communities LLC

     10/22/07         450         245,671         562,500   

Sterling Entertainment Enterprises LLC, 9.750%, 12/15/19

     12/28/12         2,750,000         2,750,000         2,722,500   
           

 

 

 
            $ 4,124,766   
           

 

 

 

Reverse Repurchase Agreements

 

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   

Deutsche Bank AG

     (3.000 %)      07/14/16         OPEN         USD         982,500         982,500   
                

 

 

 

Total

  

   $ 1,885,000   
                

 

 

 

 

(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     100,000      

Australia & New Zealand Banking Group, Ltd.

     10/05/16       $ 112,207       $ 133   
EUR     400,000      

Credit Suisse International

     10/05/16         449,935         (575
EUR     146,837      

Royal Bank of Scotland plc

     10/05/16         165,000         (43
GBP     210,000      

Westpac Banking Corp.

     10/05/16         277,246         (5,048

Contracts to Deliver

                    
CAD     10,648,000      

Westpac Banking Corp.

     10/05/16         8,116,986         684   
CAD     10,648,000      

JPMorgan Chase Bank N.A.

     11/03/16         8,112,527         (5,554
EUR     122,000      

Australia & New Zealand Banking Group, Ltd.

     10/05/16         136,943         (112
EUR     250,000      

Barclays Bank plc

     10/05/16         279,878         (972
EUR     99,000      

Barclays Bank plc

     10/05/16         111,296         79   
EUR     90,000      

Barclays Bank plc

     10/05/16         100,481         (625
EUR     200,000      

Citibank N.A.

     10/05/16         224,568         (112
EUR     92,000      

Citibank N.A.

     10/05/16         103,334         (19
EUR     22,999,000      

Royal Bank of Scotland plc

     10/05/16         25,656,213         (180,882
EUR     310,000      

Royal Bank of Scotland plc

     10/05/16         346,771         (1,483
EUR     22,985,000      

Royal Bank of Scotland plc

     11/03/16         25,800,663         (55,551
GBP     457,124      

BNP Paribas S.A.

     10/05/16         592,857         341   
GBP     18,000      

Citibank N.A.

     10/05/16         23,353         22   
GBP     5,637,000      

Royal Bank of Scotland plc

     10/05/16         7,392,367         85,796   
GBP     6,102,000      

Nomura International plc

     11/03/16         7,918,687         4,733   
             

 

 

 

Net Unrealized Depreciation

  

   $ (159,188
             

 

 

 

 

MIST-72


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

Futures Contracts

 

Futures Contracts—Short

   Expiration
Date
     Number of
Contracts
    Notional
Amount
    Unrealized
Depreciation
 

Euro-Bobl Futures

     12/08/16         (3     EUR         (395,877   $ (441

Russell 2000 Mini Index Futures

     12/16/16         (46     USD         (5,565,871     (176,309

S&P 500 E-Mini Index Futures

     12/16/16         (193     USD         (20,499,905     (347,955
            

 

 

 

Net Unrealized Depreciation

  

  $ (524,705
            

 

 

 

Swap Agreements

Centrally Cleared Credit Default Swaps on Credit Indices—Buy Protection (a)

 

Reference Obligation

   Fixed Deal
(Pay) Rate
     Maturity
Date
     Implied Credit
Spread at
September 30,
2016(b)
     Notional
Amount(c)
     Unrealized
Depreciation
 

ITRAXX.XO.26.V1

     (5.000%)         12/20/21         3.298%         EUR         480,000       $ (1,530)   
                 

 

 

 

Centrally Cleared Credit Default Swaps on Credit Indices—Sell Protection (d)

 

Reference Obligation

   Fixed Deal
Receive Rate
     Maturity
Date
     Implied Credit
Spread at
September 30,
2016(b)
     Notional
Amount(c)
     Unrealized
Appreciation
 

CDX.NA.HY.27.V1

     5.000%         12/20/21         4.013%         USD         9,991,000       $ 93,902   
                 

 

 

 

OTC Credit Default Swaps on Corporate Issues—Sell Protection (d)

 

Reference Obligation

   Fixed Deal
Receive Rate
     Maturity
Date
     Counterparty    Implied Credit
Spread at
September 30,
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      0.285%         USD         1,500,000       $ 112,937       $       $ 112,937   

 

(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.
(CAD)— Canadian Dollar
(EUR)— Euro
(GBP)— British Pound
(USD)— United States Dollar
(CDX.NA.HY)— Markit North America High Yield CDS Index
(ITRAXX.XO)— Markit iTraxx Crossover Index

 

MIST-73


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Corporate Bonds & Notes            

Advertising

   $ —         $ 3,520,617       $ —         $ 3,520,617   

Aerospace/Defense

     —           7,895,845         837,252         8,733,097   

Agriculture

     —           229,636         —           229,636   

Airlines

     —           6,102,276         —           6,102,276   

Apparel

     —           283,854         —           283,854   

Auto Manufacturers

     —           1,251,090         —           1,251,090   

Auto Parts & Equipment

     —           5,708,662         —           5,708,662   

Banks

     —           17,384,920         —           17,384,920   

Biotechnology

     —           116,935         —           116,935   

Building Materials

     —           7,791,095         —           7,791,095   

Chemicals

     —           9,665,865         —           9,665,865   

Coal

     —           5,842,335         —           5,842,335   

Commercial Services

     —           19,967,004         —           19,967,004   

Computers

     —           5,255,144         —           5,255,144   

Cosmetics/Personal Care

     —           281,873         —           281,873   

Distribution/Wholesale

     —           5,192,464         —           5,192,464   

Diversified Financial Services

     —           20,520,835         —           20,520,835   

Electric

     —           8,826,010         —           8,826,010   

Electrical Components & Equipment

     —           1,287,345         —           1,287,345   

Electronics

     —           996,193         —           996,193   

Engineering & Construction

     —           2,997,909         —           2,997,909   

Entertainment

     —           3,936,952         0         3,936,952   

Environmental Control

     —           929,879         —           929,879   

Food

     —           8,116,115         —           8,116,115   

Food Service

     —           806,340         —           806,340   

Forest Products & Paper

     —           480,791         —           480,791   

Healthcare-Products

     —           6,540,146         —           6,540,146   

Healthcare-Services

     —           29,088,175         —           29,088,175   

Holding Companies-Diversified

     —           403,234         —           403,234   

Home Builders

     —           5,884,067         —           5,884,067   

Home Furnishings

     —           196,730         —           196,730   

Household Products/Wares

     —           602,208         —           602,208   

Insurance

     —           4,633,468         —           4,633,468   

Internet

     —           5,580,065         —           5,580,065   

Iron/Steel

     —           4,531,918         —           4,531,918   

Leisure Time

     —           1,106,978         —           1,106,978   

Lodging

     —           9,047,780         —           9,047,780   

 

MIST-74


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2      Level 3      Total  

Machinery-Construction & Mining

   $ —         $ 567,998       $ —         $ 567,998   

Machinery-Diversified

     —           1,128,606         —           1,128,606   

Media

     —           63,939,042         2,722,500         66,661,542   

Metal Fabricate/Hardware

     —           5,728,410         —           5,728,410   

Mining

     —           29,147,893         —           29,147,893   

Miscellaneous Manufacturing

     —           3,997,138         —           3,997,138   

Office/Business Equipment

     —           825,170         —           825,170   

Oil & Gas

     —           47,338,078         —           47,338,078   

Oil & Gas Services

     —           902,970         —           902,970   

Packaging & Containers

     —           17,398,128         —           17,398,128   

Pharmaceuticals

     —           13,394,301         —           13,394,301   

Pipelines

     —           34,650,481         —           34,650,481   

Real Estate

     —           5,332,635         0         5,332,635   

Real Estate Investment Trusts

     —           9,948,038         —           9,948,038   

Retail

     —           17,078,194         —           17,078,194   

Semiconductors

     —           5,563,942         —           5,563,942   

Software

     —           21,388,302         —           21,388,302   

Storage/Warehousing

     —           1,589,813         —           1,589,813   

Telecommunications

     —           52,357,473         —           52,357,473   

Textiles

     —           137,655         —           137,655   

Transportation

     —           5,628,904         —           5,628,904   

Total Corporate Bonds & Notes

     —           551,045,924         3,559,752         554,605,676   

Total Floating Rate Loans*

     —           56,527,758         —           56,527,758   
Common Stocks            

Banks

     1,894,341         —           —           1,894,341   

Capital Markets

     13,012,605         —           —           13,012,605   

Chemicals

     84,239         —           —           84,239   

Consumer Finance

     —           9,369,645         —           9,369,645   

Diversified Telecommunication Services

     1,398,540         —           —           1,398,540   

Hotels, Restaurants & Leisure

     2,324,032         —           —           2,324,032   

Household Durables

     —           —           562,500         562,500   

Oil, Gas & Consumable Fuels

     1,362,596         324,973         —           1,687,569   

Wireless Telecommunication Services

     1,069,888         —           —           1,069,888   

Total Common Stocks

     21,146,241         9,694,618         562,500         31,403,359   

Total Asset-Backed Securities*

     —           22,425,996         —           22,425,996   

Total Mutual Funds*

     18,140,177         —           —           18,140,177   

Total Convertible Preferred Stock*

     —           6,739,951         —           6,739,951   

Total Convertible Bonds*

     —           5,110,089         —           5,110,089   
Preferred Stocks            

Banks

     3,639,424         —           —           3,639,424   

Diversified Financial Services

     —           —           0         0   

Total Preferred Stocks

     3,639,424         —           0         3,639,424   
Escrow Shares            

Auto Parts & Equipment

     —           —           0         0   

Chemicals

     —           —           0         0   

Diversified Financial Services

     —           168,290         —           168,290   

Total Escrow Shares

     —           168,290         0         168,290   

Total Purchased Option*

     17,187         —           —           17,187   

Total Warrant*

     —           2,514         —           2,514   

Total Short-Term Investment*

     —           6,615,625         —           6,615,625   
Securities Lending Reinvestments            

Certificates of Deposit

     —           2,699,998         —           2,699,998   

Commercial Paper

     —           449,364         —           449,364   

Repurchase Agreements

     —           35,224,500         —           35,224,500   

 

MIST-75


Table of Contents

Met Investors Series Trust

BlackRock High Yield Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  

Time Deposits

   $ —        $ 3,000,000      $ —         $ 3,000,000   

Total Securities Lending Reinvestments

     —          41,373,862        —           41,373,862   

Total Investments

   $ 42,943,029      $ 699,704,627      $ 4,122,252       $ 746,769,908   

Collateral for Securities Loaned (Liability)

   $ —        $ (40,373,873   $ —         $ (40,373,873

Total Reverse Repurchase Agreements (Liability)

   $ —        $ (1,885,000   $ —         $ (1,885,000
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —        $ 91,788      $ —         $ 91,788   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —          (250,976     —           (250,976

Total Forward Contracts

   $ —        $ (159,188   $ —         $ (159,188
Futures Contracts          

Futures Contracts (Unrealized Depreciation)

   $ (524,705   $ —        $ —         $ (524,705
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 93,902      $ —         $ 93,902   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —          (1,530     —           (1,530

Total Centrally Cleared Swap Contracts

   $ —        $ 92,372      $ —         $ 92,372   
OTC Swap Contracts          

OTC Swap Contracts at Value (Assets)

   $ —        $ 112,937      $ —         $ 112,937   

 

* 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
     Realized
Gain/
(Loss)
    Change in
Unrealized
Appreciation/
(Depreciation)
    Sales     Balance as of
September 30,
2016
     Change in
Unrealized
Appreciation/
(Depreciation)
from Investments
Still Held at
September 30,
2016
 
Corporate Bonds & Notes               

Aerospace & Defense

   $ 1,193,508       $ (24   $ (90   $ (356,142 ) (a)    $ 837,252       $ (90

Entertainment

     0         —          0        —          0         0   

Media

     2,722,500         —          —          —          2,722,500         —     

Real Estate

     0         —          0        —          0         0   
Common Stocks               

Household Durables

     624,600         —          (25,589     (36,511     562,500         (25,589

Metals & Mining

     2         (1,415,501     1,415,499        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        —           —     
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ 4,566,204       $ (1,415,525   $ 1,364,226      $ (392,653   $ 4,122,252       $ (51,273
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

 

(a) Sales include principal reductions.

 

MIST-76


Table of Contents

Met Investors Series Trust

Clarion Global Real Estate Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—97.4% of Net Assets

 

Security Description   Shares     Value  

Australia—6.3%

  

Goodman Group (REIT)

    2,724,896      $ 15,221,100   

GPT Group (The) (REIT)

    3,902,369        15,144,761   

Mirvac Group (REIT)

    11,973,598        20,571,182   

Scentre Group (REIT)

    7,353,847        26,513,319   

Vicinity Centres (REIT)

    2,740,109        6,666,120   

Westfield Corp. (REIT)

    1,412,116        10,529,376   
   

 

 

 
      94,645,858   
   

 

 

 

France—7.4%

  

Gecina S.A. (REIT)

    156,958        24,679,308   

ICADE (REIT)

    73,731        5,750,587   

Klepierre (REIT)

    897,682        41,143,149   

Unibail-Rodamco SE (REIT)

    143,719        38,747,196   
   

 

 

 
      110,320,240   
   

 

 

 

Germany—2.7%

  

Deutsche Wohnen AG

    125,582        4,565,002   

LEG Immobilien AG (a)

    342,887        32,820,832   

Vonovia SE

    78,754        2,982,088   
   

 

 

 
      40,367,922   
   

 

 

 

Hong Kong—6.9%

  

Cheung Kong Property Holdings, Ltd.

    2,367,000        17,456,942   

Henderson Land Development Co., Ltd.

    515,900        3,083,509   

Link REIT (The) (REIT)

    3,264,100        24,084,268   

Sun Hung Kai Properties, Ltd.

    3,275,300        49,916,708   

Wharf Holdings, Ltd. (The)

    1,216,000        8,909,907   
   

 

 

 
      103,451,334   
   

 

 

 

Japan—12.2%

  

Daito Trust Construction Co., Ltd.

    102,500        16,380,907   

GLP J-REIT (REIT)

    5,475        7,269,396   

Invincible Investment Corp. (REIT)

    5,976        3,343,821   

Japan Real Estate Investment Corp. (REIT)

    216        1,290,458   

Japan Retail Fund Investment Corp. (REIT)

    9,268        22,893,473   

Kenedix Office Investment Corp. (REIT)

    2,422        14,915,530   

Mitsubishi Estate Co., Ltd.

    1,051,756        19,717,573   

Mitsui Fudosan Co., Ltd.

    1,481,574        31,546,721   

Mori Hills REIT Investment Corp. (REIT)

    6,952        10,408,693   

Nippon Building Fund, Inc. (REIT)

    230        1,455,561   

Nippon Prologis REIT, Inc. (REIT)

    9,483        23,987,355   

Orix JREIT, Inc. (REIT)

    8,543        15,067,405   

Sumitomo Realty & Development Co., Ltd.

    573,000        14,845,117   
   

 

 

 
      183,122,010   
   

 

 

 

Netherlands—1.0%

  

Eurocommercial Properties NV (REIT)

    196,474        8,866,980   

NSI NV (REIT)

    1,313,326        5,438,372   
   

 

 

 
      14,305,352   
   

 

 

 

Singapore—0.7%

  

Ascendas Real Estate Investment Trust (REIT)

    3,862,400        7,165,323   

Mapletree Commercial Trust (REIT)

    3,140,442        3,686,059   
   

 

 

 
      10,851,382   
   

 

 

 

Spain—0.3%

  

Hispania Activos Inmobiliarios SOCIMI S.A. (REIT)

    278,750      3,735,684   
   

 

 

 

Sweden—0.5%

  

Hufvudstaden AB - A Shares

    474,953        8,222,337   
   

 

 

 

United Kingdom—4.0%

  

Derwent London plc (REIT)

    84,606        2,857,734   

Great Portland Estates plc (REIT)

    703,840        5,785,605   

Hammerson plc (REIT)

    1,236,811        9,428,912   

Land Securities Group plc (REIT)

    2,469,560        33,939,005   

Safestore Holdings plc (REIT)

    911,484        4,548,465   

Segro plc (REIT)

    590,387        3,478,134   
   

 

 

 
      60,037,855   
   

 

 

 

United States—55.4%

  

Alexandria Real Estate Equities, Inc. (REIT)

    132,200        14,379,394   

American Homes 4 Rent Trust (REIT) - Class A

    266,200        5,760,568   

AvalonBay Communities, Inc. (REIT)

    193,580        34,426,267   

Brixmor Property Group, Inc. (REIT)

    330,700        9,190,153   

CubeSmart (REIT)

    328,660        8,959,272   

DCT Industrial Trust, Inc. (REIT)

    325,227        15,789,771   

DDR Corp. (REIT)

    1,225,033        21,352,325   

Digital Realty Trust, Inc. (REIT)

    310,639        30,169,260   

Duke Realty Corp. (REIT)

    496,400        13,566,612   

Equity Residential (REIT)

    612,050        39,373,176   

Gaming and Leisure Properties, Inc. (REIT)

    582,000        19,467,900   

General Growth Properties, Inc. (REIT)

    1,562,944        43,137,254   

HCP, Inc. (REIT)

    423,400        16,068,030   

Healthcare Realty Trust, Inc. (REIT)

    394,075        13,422,195   

Healthcare Trust of America, Inc. (REIT) - Class A

    407,669        13,298,163   

Highwoods Properties, Inc. (REIT)

    206,778        10,777,269   

Host Hotels & Resorts, Inc. (REIT)

    1,053,977        16,410,422   

Kilroy Realty Corp. (REIT)

    279,900        19,411,065   

Kimco Realty Corp. (REIT)

    1,327,700        38,436,915   

MGM Growth Properties LLC (REIT) - Class A

    280,792        7,320,247   

Paramount Group, Inc. (REIT)

    540,900        8,865,351   

Pebblebrook Hotel Trust (REIT)

    357,888        9,519,821   

ProLogis, Inc. (REIT)

    818,192        43,806,000   

Public Storage (REIT)

    146,660        32,725,712   

QTS Realty Trust, Inc. (REIT) - Class A

    144,100        7,615,685   

Regency Centers Corp. (REIT)

    276,400        21,418,236   

Simon Property Group, Inc. (REIT)

    359,879        74,498,552   

SL Green Realty Corp. (REIT)

    310,560        33,571,536   

Spirit Realty Capital, Inc. (REIT)

    2,045,912        27,272,007   

Sun Communities, Inc. (REIT)

    282,300        22,154,904   

Sunstone Hotel Investors, Inc. (REIT)

    744,007        9,515,850   

UDR, Inc. (REIT)

    604,375        21,751,456   

VEREIT, Inc. (REIT)

    3,084,681        31,988,142   

Vornado Realty Trust (REIT)

    381,152        38,576,394   

Welltower, Inc. (REIT)

    742,057        55,483,602   
   

 

 

 
      829,479,506   
   

 

 

 

Total Common Stocks
(Cost $1,315,810,352)

      1,458,539,480   
   

 

 

 

 

MIST-77


Table of Contents

Met Investors Series Trust

Clarion Global Real Estate Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Short-Term Investment—1.8%

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreement—1.8%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $26,657,121 on 10/03/16, collateralized by $26,855,000 U.S. Treasury Note at 1.250% due 03/31/21 with a value of $27,190,688.

    26,657,054      $ 26,657,054   
   

 

 

 

Total Short-Term Investments
(Cost $26,657,054)

      26,657,054   
   

 

 

 

Total Investments—99.2%
(Cost $1,342,467,406) (b)

      1,485,196,534   

Other assets and liabilities (net)—0.8%

      11,482,588   
   

 

 

 
Net Assets—100.0%     $ 1,496,679,122   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Non-income producing security.
(b) As of September 30, 2016, the aggregate cost of investments was $1,342,467,406. The aggregate unrealized appreciation and depreciation of investments were $175,977,683 and $(33,248,555), respectively, resulting in net unrealized appreciation of $142,729,128.
(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
September 30, 2016 (Unaudited)

  

% of
Net Assets

 

Retail REIT’s

     26.8   

Diversified REIT’s

     12.3   

Office REIT’s

     10.9   

Diversified Real Estate Activities

     9.6   

Industrial REIT’s

     8.7   

Residential REIT’s

     8.5   

Specialized REIT’s

     6.9   

Health Care REITs

     6.6   

Real Estate Operating Companies

     3.2   

Hotel & Resort REITs

     2.9   

 

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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Common Stocks            

Australia

   $ —         $ 94,645,858       $ —         $ 94,645,858   

France

     —           110,320,240         —           110,320,240   

Germany

     —           40,367,922         —           40,367,922   

Hong Kong

     —           103,451,334         —           103,451,334   

Japan

     —           183,122,010         —           183,122,010   

Netherlands

     —           14,305,352         —           14,305,352   

Singapore

     —           10,851,382         —           10,851,382   

Spain

     —           3,735,684         —           3,735,684   

Sweden

     —           8,222,337         —           8,222,337   

United Kingdom

     —           60,037,855         —           60,037,855   

United States

     829,479,506         —           —           829,479,506   

Total Common Stocks

     829,479,506         629,059,974         —           1,458,539,480   

Total Short-Term Investment*

     —           26,657,054         —           26,657,054   

Total Investments

   $ 829,479,506       $ 655,717,028       $ —         $ 1,485,196,534   
                                     

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-78


Table of Contents

Met Investors Series Trust

ClearBridge Aggressive Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—98.1% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—2.8%

  

Engility Holdings, Inc. (a)

    57,266      $ 1,803,879   

L-3 Communications Holdings, Inc.

    582,900        87,860,517   
   

 

 

 
      89,664,396   
   

 

 

 

Auto Components—2.0%

  

Johnson Controls International plc

    1,406,834        65,459,986   
   

 

 

 

Biotechnology—20.8%

  

Aduro Biotech, Inc. (a) (b)

    31,570        392,415   

Agios Pharmaceuticals, Inc. (a) (b)

    120,800        6,380,656   

Amgen, Inc.

    1,710,100        285,261,781   

Biogen, Inc. (a)

    867,860        271,666,216   

ImmunoGen, Inc. (a) (b)

    499,700        1,339,196   

Ionis Pharmaceuticals, Inc. (a) (b)

    498,335        18,258,995   

ProQR Therapeutics NV (a)

    88,300        588,961   

Spark Therapeutics, Inc. (a) (b)

    33,520        2,013,211   

Vertex Pharmaceuticals, Inc. (a)

    932,672        81,338,325   
   

 

 

 
      667,239,756   
   

 

 

 

Communications Equipment—0.1%

  

ARRIS International plc (a)

    122,915        3,482,182   
   

 

 

 

Construction & Engineering—0.8%

  

Fluor Corp.

    519,410        26,656,121   
   

 

 

 

Diversified Telecommunication Services—0.2%

  

AT&T, Inc.

    157,745        6,406,024   
   

 

 

 

Electronic Equipment, Instruments & Components—3.1%

  

Dolby Laboratories, Inc. - Class A

    295,300        16,031,837   

Fitbit, Inc. - Class A (a) (b)

    54,350        806,554   

TE Connectivity, Ltd.

    1,269,625        81,738,457   
   

 

 

 
      98,576,848   
   

 

 

 

Energy Equipment & Services—4.2%

  

Core Laboratories NV (b)

    514,070        57,745,483   

Frank’s International NV (b)

    30,500        396,500   

National Oilwell Varco, Inc.

    916,878        33,686,098   

Weatherford International plc (a)

    7,614,500        42,793,490   
   

 

 

 
      134,621,571   
   

 

 

 

Health Care Equipment & Supplies—2.4%

  

Medtronic plc

    861,379        74,423,145   

Wright Medical Group NV (a)

    58,679        1,439,396   
   

 

 

 
      75,862,541   
   

 

 

 

Health Care Providers & Services—10.2%

  

UnitedHealth Group, Inc.

    2,345,450        328,363,000   
   

 

 

 

Internet & Direct Marketing Retail—1.8%

  

Liberty Interactive Corp. - Class A (a)

    1,867,200        37,362,672   

Liberty TripAdvisor Holdings, Inc. - Class A (a)

    154,420        3,374,077   

Liberty Ventures - Series A (a)

    419,879        16,740,576   
   

 

 

 
      57,477,325   
   

 

 

 

Internet Software & Services—2.6%

  

Facebook, Inc. - Class A (a)

    535,500      68,688,585   

Twitter, Inc. (a)

    600,000        13,830,000   
   

 

 

 
      82,518,585   
   

 

 

 

Machinery—0.7%

  

Pentair plc

    339,804        21,829,009   
   

 

 

 

Media—17.9%

  

AMC Networks, Inc. - Class A (a)

    825,825        42,827,284   

CBS Corp. - Class B

    323,200        17,691,968   

Comcast Corp. - Class A

    4,609,600        305,800,864   

Liberty Braves Group - Class A (a)

    47,058        821,162   

Liberty Braves Group - Class C (a)

    94,117        1,635,753   

Liberty Broadband Corp. - Class A (a)

    117,647        8,254,114   

Liberty Broadband Corp. - Class C (a)

    305,883        21,864,517   

Liberty Global plc - Class A (a)

    299,400        10,233,492   

Liberty Global plc - Class C (a)

    299,400        9,892,176   

Liberty Global plc LiLAC - Class A (a)

    52,325        1,443,647   

Liberty Global plc LiLAC - Class C (a)

    52,325        1,467,716   

Liberty Media Group - Class A (a)

    117,647        3,370,587   

Liberty Media Group - Class C (a)

    235,294        6,621,173   

Liberty SiriusXM Group - Class A (a)

    470,588        15,990,580   

Liberty SiriusXM Group - Class C (a)

    941,176        31,444,690   

Madison Square Garden Co. (The) - Class A (a)

    286,049        48,459,561   

MSG Networks, Inc. - Class A (a)

    858,150        15,970,172   

Starz - Class A (a)

    513,888        16,028,167   

Viacom, Inc. - Class B

    344,700        13,133,070   
   

 

 

 
      572,950,693   
   

 

 

 

Metals & Mining—0.9%

  

Freeport-McMoRan, Inc.

    1,270,800        13,800,888   

Nucor Corp.

    274,700        13,583,915   
   

 

 

 
      27,384,803   
   

 

 

 

Oil, Gas & Consumable Fuels—5.9%

  

Anadarko Petroleum Corp.

    2,869,860        181,834,330   

Newfield Exploration Co. (a)

    205,400        8,926,684   
   

 

 

 
      190,761,014   
   

 

 

 

Pharmaceuticals—6.9%

  

Allergan plc (a)

    786,777        181,202,611   

Mallinckrodt plc (a)

    143,915        10,042,389   

Teva Pharmaceutical Industries, Ltd. (ADR)

    298,100        13,715,581   

Valeant Pharmaceuticals International, Inc. (a)

    653,070        16,032,868   
   

 

 

 
      220,993,449   
   

 

 

 

Semiconductors & Semiconductor Equipment—7.0%

  

Broadcom, Ltd.

    891,161        153,743,096   

Cree, Inc. (a) (b)

    887,200        22,818,784   

Intel Corp.

    1,288,348        48,635,137   
   

 

 

 
      225,197,017   
   

 

 

 

Software—3.9%

  

Autodesk, Inc. (a)

    944,300        68,301,219   

 

MIST-79


Table of Contents

Met Investors Series Trust

ClearBridge Aggressive Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

Software—(Continued)

  

Citrix Systems, Inc. (a)

    616,100      $ 52,504,042   

Nuance Communications, Inc. (a)

    400,000        5,800,000   
   

 

 

 
      126,605,261   
   

 

 

 

Technology Hardware, Storage & Peripherals—3.7%

  

Seagate Technology plc

    2,448,500        94,389,675   

Western Digital Corp.

    444,489        25,989,272   
   

 

 

 
      120,378,947   
   

 

 

 

Trading Companies & Distributors—0.2%

  

NOW, Inc. (a)

    229,219        4,912,163   
   

 

 

 

Total Common Stocks
(Cost $2,190,898,009)

      3,147,340,691   
   

 

 

 
Rights—0.0%   

Health Care Equipment & Supplies—0.0%

  

Wright Medical Group NV,
Expires 03/01/19 (a)
(Cost $573,350)

    229,340        298,142   
   

 

 

 
Short-Term Investment—2.0%   

Repurchase Agreement—2.0%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $63,910,164 on 10/03/16, collateralized by $64,225,000 U.S. Treasury Note at 1.375% due 01/31/21 with a value of $65,188,375.

    63,910,005        63,910,005   
   

 

 

 

Total Short-Term Investments
(Cost $63,910,005)

      63,910,005   
   

 

 

 
Securities Lending Reinvestments (c)—1.3%   

Certificates of Deposit—0.0%

  

Bank of Montreal
0.500%, 10/24/16

    250,000        250,000   

DZ Bank AG
0.950%, 01/03/17

    250,000        250,000   

KBC Bank NV
1.000%, 01/04/17

    250,000        250,000   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    100,000        100,000   

National Bank of Canada
0.480%, 10/28/16

    200,000        199,999   

Swedbank
0.350%, 10/03/16

    100,000        100,000   
   

 

 

 
      1,149,999   
   

 

 

 
Security Description       
Principal
Amount*
    Value  

Commercial Paper—0.1%

  

Credit Suisse AG
0.971%, 10/19/16

    200,000      199,998   

Victory Receivables Corp.
1.050%, 01/04/17

    1,200,000        1,196,955   
   

 

 

 
      1,396,953   
   

 

 

 

Repurchase Agreements—1.1%

   

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $4,500,350 on 10/03/16, collateralized by $4,252,568 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 11/15/17 - 08/20/66, with a value of $4,590,001.

    4,500,000        4,500,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $4,500,313 on 10/03/16, collateralized by $4,417,755 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $4,590,004.

    4,500,000        4,500,000   

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $2,000,083 on 10/03/16, collateralized by $1,944,385 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $2,040,000.

    2,000,000        2,000,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $6,000,225 on 10/03/16, collateralized by $4,732,800 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $6,120,084.

    6,000,000        6,000,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $409,917 on 10/03/16, collateralized by $338,654 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $418,099.

    409,901        409,901   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $7,000,408 on 10/03/16, collateralized by $11,196,927 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $7,140,417.

    7,000,000        7,000,000   

 

MIST-80


Table of Contents

Met Investors Series Trust

ClearBridge Aggressive Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (c)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreements—(Continued)

  

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $2,100,151 on 10/04/16, collateralized by $2,019,725 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $2,142,000.

    2,100,000      $ 2,100,000   

Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $3,500,152 on 10/03/16, collateralized by $4,941,564 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $3,570,000.

    3,500,000        3,500,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $6,000,230 on 10/03/16, collateralized by $5,617,081 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $6,120,123.

    6,000,000        6,000,000   
   

 

 

 
      36,009,901   
   

 

 

 

Time Deposits—0.1%

  

ANZ London
0.420%, 10/03/16

    200,000        200,000   

Canadian Imperial Bank
0.260%, 10/03/16

    2,000,000        2,000,000   

DBS Bank, Ltd., Singapore
0.380%, 10/04/16

    200,000        200,000   

Time Deposits—(Continued)

  

Den Norske Bank, Oslo
0.400%, 10/03/16

    900,000      900,000   

Royal Bank of Canada
0.280%, 10/03/16

    900,000        900,000   
   

 

 

 
      4,200,000   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $42,756,679)

      42,756,853   
   

 

 

 

Total Investments—101.4%
(Cost $2,298,138,043) (d)

      3,254,305,691   

Other assets and liabilities (net)—(1.4)%

      (45,612,927
   

 

 

 
Net Assets—100.0%     $ 3,208,692,764   
   

 

 

 

 

* 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 September 30, 2016, the market value of securities loaned was $42,119,923 and the collateral received consisted of cash in the amount of $42,256,531. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(d) As of September 30, 2016, the aggregate cost of investments was $2,298,138,043. The aggregate unrealized appreciation and depreciation of investments were $1,182,596,492 and $(226,428,844), respectively, resulting in net unrealized appreciation of $956,167,648.
(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-81


Table of Contents

Met Investors Series Trust

ClearBridge Aggressive Growth Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Common Stocks*

   $ 3,147,340,691       $ —        $ —         $ 3,147,340,691   

Total Rights*

     298,142         —          —           298,142   

Total Short-Term Investment*

     —           63,910,005        —           63,910,005   
Securities Lending Reinvestments           

Certificates of Deposit

     —           1,149,999        —           1,149,999   

Commercial Paper

     —           1,396,953        —           1,396,953   

Repurchase Agreements

     —           36,009,901        —           36,009,901   

Time Deposits

     —           4,200,000        —           4,200,000   

Total Securities Lending Reinvestments

     —           42,756,853        —           42,756,853   

Total Investments

   $ 3,147,638,833       $ 106,666,858      $ —         $ 3,254,305,691   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (42,256,531   $ —         $ (42,256,531

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-82


Table of Contents

Met Investors Series Trust

Goldman Sachs Mid Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—96.5% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—2.4%

  

L-3 Communications Holdings, Inc.

    26,459      $ 3,988,165   

Orbital ATK, Inc.

    42,451        3,236,040   

Textron, Inc.

    130,176        5,174,496   
   

 

 

 
      12,398,701   
   

 

 

 

Airlines—1.1%

  

JetBlue Airways Corp. (a)

    334,085        5,759,625   
   

 

 

 

Auto Components—0.5%

  

Delphi Automotive plc

    38,844        2,770,354   
   

 

 

 

Banks—5.4%

  

Citizens Financial Group, Inc.

    345,618        8,540,221   

Comerica, Inc.

    65,874        3,117,158   

Huntington Bancshares, Inc.

    1,069,117        10,541,493   

Signature Bank (a)

    54,554        6,461,921   
   

 

 

 
      28,660,793   
   

 

 

 

Beverages—1.7%

  

Molson Coors Brewing Co. - Class B

    79,426        8,720,975   
   

 

 

 

Biotechnology—1.1%

  

BioMarin Pharmaceutical, Inc. (a)

    27,571        2,550,869   

Vertex Pharmaceuticals, Inc. (a)

    38,465        3,354,533   
   

 

 

 
      5,905,402   
   

 

 

 

Capital Markets—1.1%

  

Raymond James Financial, Inc.

    99,384        5,785,143   
   

 

 

 

Chemicals—1.9%

  

Celanese Corp. - Series A

    85,433        5,686,420   

FMC Corp.

    91,449        4,420,645   
   

 

 

 
      10,107,065   
   

 

 

 

Commercial Services & Supplies—1.2%

  

Waste Connections, Inc.

    82,823        6,186,878   
   

 

 

 

Communications Equipment—2.0%

  

Brocade Communications Systems, Inc.

    487,749        4,501,924   

F5 Networks, Inc. (a)

    21,691        2,703,566   

Viavi Solutions, Inc. (a)

    432,531        3,196,404   
   

 

 

 
      10,401,894   
   

 

 

 

Construction Materials—1.3%

  

Martin Marietta Materials, Inc.

    38,973        6,980,454   
   

 

 

 

Consumer Finance—3.1%

  

SLM Corp. (a)

    815,514        6,091,890   

Synchrony Financial

    360,002        10,080,056   
   

 

 

 
      16,171,946   
   

 

 

 

Containers & Packaging—1.1%

  

Bemis Co., Inc.

    116,135        5,924,046   
   

 

 

 

Diversified Financial Services—0.0%

  

Voya Financial, Inc.

    6,483      $ 186,840   
   

 

 

 

Diversified Telecommunication Services—1.4%

  

Level 3 Communications, Inc. (a)

    156,174        7,243,350   
   

 

 

 

Electric Utilities—5.2%

  

FirstEnergy Corp.

    216,542        7,163,209   

PG&E Corp.

    92,721        5,671,744   

Pinnacle West Capital Corp.

    67,785        5,150,982   

Xcel Energy, Inc.

    223,423        9,191,622   
   

 

 

 
      27,177,557   
   

 

 

 

Electrical Equipment—1.8%

  

AMETEK, Inc.

    136,942        6,543,089   

Hubbell, Inc.

    25,948        2,795,637   
   

 

 

 
      9,338,726   
   

 

 

 

Electronic Equipment, Instruments & Components—1.0%

  

Corning, Inc.

    143,107        3,384,480   

VeriFone Systems, Inc. (a)

    111,385        1,753,200   
   

 

 

 
      5,137,680   
   

 

 

 

Energy Equipment & Services—1.2%

  

Baker Hughes, Inc.

    59,968        3,026,585   

FMC Technologies, Inc. (a)

    119,958        3,559,154   
   

 

 

 
      6,585,739   
   

 

 

 

Equity Real Estate Investment Trusts—11.5%

  

Brixmor Property Group, Inc.

    405,606        11,271,791   

DDR Corp.

    489,787        8,536,987   

Federal Realty Investment Trust

    33,854        5,211,146   

Mid-America Apartment Communities, Inc.

    51,984        4,885,976   

Post Properties, Inc.

    39,881        2,637,331   

RLJ Lodging Trust

    275,396        5,791,578   

Taubman Centers, Inc.

    69,011        5,135,108   

Ventas, Inc.

    87,375        6,171,296   

Vornado Realty Trust

    110,117        11,144,942   
   

 

 

 
      60,786,155   
   

 

 

 

Food & Staples Retailing—0.6%

  

Whole Foods Market, Inc.

    109,500        3,104,325   
   

 

 

 

Food Products—1.3%

  

ConAgra Foods, Inc.

    149,369        7,036,774   
   

 

 

 

Gas Utilities—0.9%

  

Atmos Energy Corp.

    65,355        4,866,987   
   

 

 

 

Health Care Equipment & Supplies—1.1%

  

Zimmer Biomet Holdings, Inc.

    45,593        5,928,002   
   

 

 

 

Health Care Providers & Services—2.9%

  

Centene Corp. (a)

    131,466        8,802,963   

 

MIST-83


Table of Contents

Met Investors Series Trust

Goldman Sachs Mid Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Health Care Providers & Services—(Continued)

  

Laboratory Corp. of America Holdings (a)

    48,415      $ 6,656,094   
   

 

 

 
      15,459,057   
   

 

 

 

Hotels, Restaurants & Leisure—0.3%

  

MGM Resorts International (a)

    66,430        1,729,173   
   

 

 

 

Insurance—6.7%

  

Arthur J. Gallagher & Co.

    107,303        5,458,504   

Endurance Specialty Holdings, Ltd.

    89,848        5,880,551   

Hartford Financial Services Group, Inc. (The)

    189,754        8,125,266   

Lincoln National Corp.

    103,298        4,852,940   

W.R. Berkley Corp.

    102,559        5,923,808   

XL Group, Ltd.

    151,408        5,091,851   
   

 

 

 
      35,332,920   
   

 

 

 

Internet & Direct Marketing Retail—1.3%

  

Expedia, Inc.

    57,643        6,728,091   
   

 

 

 

Internet Software & Services—1.1%

  

IAC/InterActiveCorp

    93,040        5,812,209   
   

 

 

 

IT Services—1.0%

  

Fidelity National Information Services, Inc.

    67,000        5,161,010   
   

 

 

 

Leisure Products—0.4%

  

Mattel, Inc.

    62,752        1,900,131   
   

 

 

 

Machinery—4.2%

  

Ingersoll-Rand plc

    59,019        4,009,751   

Pentair plc

    127,332        8,179,807   

Stanley Black & Decker, Inc.

    67,507        8,302,011   

Wabtec Corp.

    23,295        1,902,037   
   

 

 

 
      22,393,606   
   

 

 

 

Media—2.2%

  

Discovery Communications, Inc. - Class A (a)

    108,497        2,920,739   

DISH Network Corp. - Class A (a)

    100,097        5,483,314   

Viacom, Inc. - Class B

    77,030        2,934,843   
   

 

 

 
      11,338,896   
   

 

 

 

Metals & Mining—1.0%

  

Freeport-McMoRan, Inc. (b)

    487,456        5,293,772   
   

 

 

 

Mortgage Real Estate Investment Trusts—1.9%

  

MFA Financial, Inc. (b)

    634,372        4,745,103   

Starwood Property Trust, Inc.

    146,148        3,291,253   

Two Harbors Investment Corp.

    228,176        1,946,341   
   

 

 

 
      9,982,697   
   

 

 

 

Multi-Utilities—3.0%

  

SCANA Corp.

    84,341        6,103,758   

Multi-Utilities—(Continued)

  

Sempra Energy

    92,155      9,878,095   
   

 

 

 
      15,981,853   
   

 

 

 

Oil, Gas & Consumable Fuels—9.4%

  

Anadarko Petroleum Corp.

    58,834        3,727,722   

Antero Resources Corp. (a)

    209,738        5,652,439   

Cabot Oil & Gas Corp.

    134,915        3,480,807   

Cimarex Energy Co.

    48,833        6,561,690   

Devon Energy Corp.

    148,533        6,551,791   

Encana Corp.

    607,725        6,362,881   

Newfield Exploration Co. (a)

    136,877        5,948,674   

Pioneer Natural Resources Co.

    39,600        7,351,740   

Rice Energy, Inc. (a)

    144,855        3,782,164   
   

 

 

 
      49,419,908   
   

 

 

 

Pharmaceuticals—1.4%

  

Perrigo Co. plc

    81,853        7,557,487   
   

 

 

 

Road & Rail—0.6%

  

Old Dominion Freight Line, Inc. (a)

    44,860        3,077,845   
   

 

 

 

Semiconductors & Semiconductor Equipment—2.3%

  

Marvell Technology Group, Ltd.

    382,542        5,076,332   

Maxim Integrated Products, Inc.

    119,279        4,762,811   

Skyworks Solutions, Inc.

    32,845        2,500,818   
   

 

 

 
      12,339,961   
   

 

 

 

Software—2.1%

  

Check Point Software Technologies, Ltd. (a)

    70,722        5,488,734   

Symantec Corp.

    215,577        5,410,983   
   

 

 

 
      10,899,717   
   

 

 

 

Specialty Retail—2.8%

  

AutoZone, Inc. (a)

    6,355        4,882,800   

Sally Beauty Holdings, Inc. (a)

    197,713        5,077,270   

Tractor Supply Co.

    37,942        2,555,394   

Williams-Sonoma, Inc.

    46,564        2,378,489   
   

 

 

 
      14,893,953   
   

 

 

 

Textiles, Apparel & Luxury Goods—0.9%

  

Kate Spade & Co. (a)

    113,832        1,949,942   

VF Corp.

    46,353        2,598,086   
   

 

 

 
      4,548,028   
   

 

 

 

Water Utilities—1.1%

  

American Water Works Co., Inc.

    75,034        5,615,545   
   

 

 

 

Total Common Stocks
(Cost $471,448,729)

      508,631,270   
   

 

 

 

 

MIST-84


Table of Contents

Met Investors Series Trust

Goldman Sachs Mid Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Short-Term Investment—2.7%

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreement—2.7%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $14,241,458 on 10/03/16, collateralized by $14,350,000 U.S. Treasury Note at 1.250% due 03/31/21 with a value of $14,529,375.

    14,241,423      $ 14,241,423   
   

 

 

 

Total Short-Term Investments
(Cost $14,241,423)

      14,241,423   
   

 

 

 
Securities Lending Reinvestments (c)—1.6%   

Repurchase Agreements—1.5%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $900,070 on 10/03/16, collateralized by $850,514 U.S. Treasury and Foreign Obligation rates ranging from 0.750% - 4.500%, maturity dates ranging from 11/15/17 - 02/15/39, with a value of $918,000.

    900,000        900,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $900,063 on 10/03/16, collateralized by $883,551 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $918,001.

    900,000        900,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $1,000,038 on 10/03/16, collateralized by $788,800 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $1,020,014.

    1,000,000        1,000,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $800,063 on 10/03/16, collateralized by $763,743 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $,816,341.

    800,000        800,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $496,307 on 10/03/16, collateralized by $410,025 U.S. Treasury Bonds with rates ranging from 3.000% - 3.650%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $506,213.

    496,287        496,287   

Repurchase Agreements—(Continued)

  

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $1,000,058 on 10/03/16, collateralized by $1,599,561 U.S. Government Agency and Treasury Obligations 0.625% - 6.500% due 05/31/17 - 07/01/46, with a value of $1,020,060

    1,000,000      1,000,000   

Nomura Securities
Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $1,500,065 on 10/03/16, collateralized by $2,117,813 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $1,530,000.

    1,500,000        1,500,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $1,500,058 on 10/03/16, collateralized by $1,404,270 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $1,530,031.

    1,500,000        1,500,000   
   

 

 

 
      8,096,287   
   

 

 

 

Time Deposits—0.1%

  

ANZ London 0.420%, 10/03/16

    8,287        8,287   

Den Norske Bank, Oslo 0.400%, 10/03/16

    100,000        100,000   

Royal Bank of Canada 0.280%, 10/03/16

    100,000        100,000   
   

 

 

 
      208,287   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $8,304,574)

      8,304,574   
   

 

 

 

Total Investments—100.8%
(Cost $493,994,726) (d)

      531,177,267   

Other assets and liabilities (net)—(0.8)%

      (4,098,303
   

 

 

 
Net Assets—100.0%     $ 527,078,964   
   

 

 

 

 

* 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 September 30, 2016, the market value of securities loaned was $8,096,061 and the collateral received consisted of cash in the amount of $8,304,574. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(d) As of September 30, 2016, the aggregate cost of investments was $493,994,726. The aggregate unrealized appreciation and depreciation of investments were $44,797,420 and $(7,614,879), respectively, resulting in net unrealized appreciation of $37,182,541.

 

MIST-85


Table of Contents

Met Investors Series Trust

Goldman Sachs Mid Cap Value Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Common Stocks*

   $ 508,631,270       $ —        $ —         $ 508,631,270   

Total Short-Term Investment*

     —           14,241,423        —           14,241,423   
Securities Lending Reinvestments           

Repurchase Agreements

     —           8,096,287        —           8,096,287   

Time Deposits

     —           208,287        —           208,287   

Total Securities Lending Reinvestments

     —           8,304,574        —           8,304,574   

Total Investments

   $ 508,631,270       $ 22,545,997      $ —         $ 531,177,267   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (8,304,574   $ —         $ (8,304,574

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-86


Table of Contents

Met Investors Series Trust

Harris Oakmark International Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—96.9% of Net Assets

 

Security Description   Shares     Value  

Australia—3.0%

  

AMP, Ltd.

    10,286,182      $ 41,728,807   

Orica, Ltd.

    4,520,059        52,732,882   
   

 

 

 
      94,461,689   
   

 

 

 

China—1.7%

  

Baidu, Inc. (ADR) (a)

    293,235        53,389,297   
   

 

 

 

France—13.0%

  

BNP Paribas S.A.

    2,148,676        110,475,683   

Bureau Veritas S.A.

    2,097,700        44,996,413   

Danone S.A.

    409,112        30,344,807   

Kering

    281,500        56,725,009   

LVMH Moet Hennessy Louis Vuitton SE

    279,500        47,648,520   

Pernod-Ricard S.A.

    252,200        29,839,499   

Safran S.A.

    465,500        33,470,941   

Valeo S.A.

    860,100        50,157,433   
   

 

 

 
      403,658,305   
   

 

 

 

Germany—7.8%

  

Allianz SE

    688,900        102,255,313   

Continental AG

    172,400        36,246,298   

Daimler AG

    1,477,000        104,046,057   
   

 

 

 
      242,547,668   
   

 

 

 

Hong Kong—1.7%

  

Melco Crown Entertainment, Ltd. (ADR) (b)

    3,214,330        51,782,856   
   

 

 

 

Indonesia—1.7%

  

Bank Mandiri Persero Tbk PT

    61,892,400        53,346,102   
   

 

 

 

Ireland—2.8%

  

Experian plc

    1,349,800        27,044,324   

Willis Towers Watson plc

    446,874        59,331,461   
   

 

 

 
      86,375,785   
   

 

 

 

Israel—0.1%

  

Check Point Software Technologies, Ltd. (a)

    51,400        3,989,154   
   

 

 

 

Italy—6.3%

  

Exor S.p.A.

    1,173,000        47,541,206   

Intesa Sanpaolo S.p.A.

    44,268,100        98,276,033   

Prada S.p.A. (b)

    15,255,102        49,019,376   
   

 

 

 
      194,836,615   
   

 

 

 

Japan—13.4%

  

Daiwa Securities Group, Inc.

    13,288,000        74,828,551   

Honda Motor Co., Ltd.

    3,462,000        99,671,185   

Komatsu, Ltd.

    1,214,400        27,826,835   

Nomura Holdings, Inc.

    18,396,800        82,331,070   

Olympus Corp.

    230,900        8,055,161   

Omron Corp.

    1,326,500        47,664,374   

Toyota Motor Corp.

    1,301,000        75,449,851   
   

 

 

 
      415,827,027   
   

 

 

 

Mexico—1.9%

  

Grupo Televisa S.A.B. (ADR)

    2,291,308      58,863,703   
   

 

 

 

Netherlands—5.7%

  

Akzo Nobel NV

    279,961        18,945,372   

ASML Holding NV

    224,850        24,656,853   

CNH Industrial NV

    12,109,800        86,680,863   

Koninklijke Philips NV

    1,574,572        46,617,403   
   

 

 

 
      176,900,491   
   

 

 

 

South Korea—1.5%

  

Samsung Electronics Co., Ltd.

    32,800        47,804,255   
   

 

 

 

Sweden—4.0%

  

Atlas Copco AB - B Shares

    653,994        17,856,323   

Hennes & Mauritz AB - B Shares

    2,000,200        56,388,919   

SKF AB - B Shares

    2,836,190        48,927,422   
   

 

 

 
      123,172,664   
   

 

 

 

Switzerland—18.2%

  

Cie Financiere Richemont S.A.

    1,144,747        69,701,015   

Credit Suisse Group AG (a)

    12,006,529        157,079,757   

Glencore plc (a)

    57,548,573        157,768,957   

Kuehne & Nagel International AG

    233,900        33,911,824   

LafargeHolcim, Ltd. (a)

    1,447,105        78,114,020   

Nestle S.A.

    38,100        3,002,037   

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

    230,220        65,053,530   
   

 

 

 
      564,631,140   
   

 

 

 

Taiwan—0.4%

  

Taiwan Semiconductor Manufacturing Co., Ltd.

    1,910,000        11,201,684   
   

 

 

 

United Kingdom—13.7%

  

Ashtead Group plc

    4,250,000        70,014,750   

Diageo plc

    1,599,900        45,874,046   

G4S plc

    11,082,300        32,721,913   

Lloyds Banking Group plc

    143,794,200        101,836,426   

Meggitt plc

    4,695,218        27,450,146   

Royal Bank of Scotland Group plc (a)

    18,255,201        42,392,028   

Schroders plc

    1,488,784        52,024,348   

Schroders plc (non-voting shares)

    10,427        273,526   

Smiths Group plc

    1,725,607        32,744,475   

Wolseley plc

    280,300        15,799,775   

WPP plc

    133,000        3,130,384   
   

 

 

 
      424,261,817   
   

 

 

 

Total Common Stocks
(Cost $3,228,178,087)

      3,007,050,252   
   

 

 

 

 

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Table of Contents

Met Investors Series Trust

Harris Oakmark International Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Short-Term Investment—2.7%

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreement—2.7%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $84,793,449 on 10/03/16, collateralized by $85,215,000 U.S. Treasury Note at 1.375% due 01/31/21 with a value of $86,493,225.

    84,793,237      $ 84,793,237   
   

 

 

 

Total Short-Term Investments
(Cost $84,793,237)

      84,793,237   
   

 

 

 
Securities Lending Reinvestments (c)—2.6%   

Repurchase Agreements—2.4%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $7,100,552 on 10/03/16, collateralized by $6,709,607 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $7,242,002.

    7,100,000        7,100,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $10,000,694 on 10/03/16, collateralized by $9,817,233 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $10,200,009.

    10,000,000        10,000,000   

Deutsche Bank Securities, Inc. Repurchase Agreement dated 09/30/16 at
0.500% to be repurchased at $14,000,583 on 10/03/16, collateralized by $13,610,693 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $14,280,001.

    14,000,000        14,000,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $12,000,450 on 10/03/16, collateralized by $9,465,600 U. S. Treasury Bond at 3.625% due 08/15/43 with a value of $12,240,168.

    12,000,000        12,000,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $1,933,892 on 10/03/16, collateralized by $1,597,690 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $1,972,492.

    1,933,815        1,933,815   

Repurchase Agreements—(Continued)

  

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $4,000,288 on 10/04/16, collateralized by $3,847,095 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $4,080,000.

    4,000,000      4,000,000   

Repurchase Agreement dated 09/30/16 at
0.520% to be repurchased at $12,000,520 on 10/03/16, collateralized by $16,942,504 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $12,240,000.

    12,000,000        12,000,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $12,000,460 on 10/03/16, collateralized by $11,234,161 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $12,240,247.

    12,000,000        12,000,000   
   

 

 

 
      73,033,815   
   

 

 

 

Time Deposits—0.2%

  

ANZ London
0.420%, 10/03/16

    900,000        900,000   

Canadian Imperial Bank
0.260%, 10/03/16

    3,000,000        3,000,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    1,800,000        1,800,000   

Royal Bank of Canada
0.280%, 10/03/16

    1,800,000        1,800,000   
   

 

 

 
      7,500,000   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $80,533,815)

      80,533,815   
   

 

 

 

Total Investments—102.2%
(Cost $3,393,505,139) (d)

      3,172,377,304   

Other assets and liabilities (net)—(2.2)%

      (67,924,857
   

 

 

 
Net Assets—100.0%     $ 3,104,452,447   
   

 

 

 

 

* 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 September 30, 2016, the market value of securities loaned was $75,669,718 and the collateral received consisted of cash in the amount of $80,533,815. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.

 

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Met Investors Series Trust

Harris Oakmark International Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

(c) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(d) As of September 30, 2016, the aggregate cost of investments was $3,393,505,139. The aggregate unrealized appreciation and depreciation of investments were $197,755,091 and $(418,882,926), respectively, resulting in net unrealized depreciation of $(221,127,835).
(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
September 30, 2016 (Unaudited)

  

% of
Net Assets

 

Banks

     13.1   

Capital Markets

     11.8   

Textiles, Apparel & Luxury Goods

     9.3   

Automobiles

     9.0   

Machinery

     5.8   

Insurance

     5.2   

Metals & Mining

     5.1   

Diversified Financial Services

     2.9   

Auto Components

     2.8   

Trading Companies & Distributors

     2.8   

 

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         $ (352,355
CHF     98,840,000      

State Street Bank and Trust

       03/15/17           102,553,461           (222,754
                   

 

 

 

Net Unrealized Depreciation

  

     $ (575,109
                   

 

 

 

 

(AUD)— Australian Dollar
(CHF)— Swiss Franc

 

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Met Investors Series Trust

Harris Oakmark International Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Common Stocks           

Australia

   $ —         $ 94,461,689      $ —         $ 94,461,689   

China

     53,389,297         —          —           53,389,297   

France

     —           403,658,305        —           403,658,305   

Germany

     —           242,547,668        —           242,547,668   

Hong Kong

     51,782,856         —          —           51,782,856   

Indonesia

     —           53,346,102        —           53,346,102   

Ireland

     59,331,461         27,044,324        —           86,375,785   

Israel

     3,989,154         —          —           3,989,154   

Italy

     —           194,836,615        —           194,836,615   

Japan

     —           415,827,027        —           415,827,027   

Mexico

     58,863,703         —          —           58,863,703   

Netherlands

     —           176,900,491        —           176,900,491   

South Korea

     —           47,804,255        —           47,804,255   

Sweden

     —           123,172,664        —           123,172,664   

Switzerland

     —           564,631,140        —           564,631,140   

Taiwan

     —           11,201,684        —           11,201,684   

United Kingdom

     —           424,261,817        —           424,261,817   

Total Common Stocks

     227,356,471         2,779,693,781        —           3,007,050,252   

Total Short-Term Investment*

     —           84,793,237        —           84,793,237   
Securities Lending Reinvestments           

Repurchase Agreements

     —           73,033,815        —           73,033,815   

Time Deposits

     —           7,500,000        —           7,500,000   

Total Securities Lending Reinvestments

     —           80,533,815        —           80,533,815   

Total Investments

   $ 227,356,471       $ 2,945,020,833      $ —         $ 3,172,377,304   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (80,533,815   $ —         $ (80,533,815
Forward Contracts           

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

   $ —         $ (575,109   $ —         $ (575,109

 

* See Schedule of Investments for additional detailed categorizations.

 

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Table of Contents

Met Investors Series Trust

Invesco Balanced-Risk Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Municipals—8.5% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Columbus Regional Airport Authority, Revenue Bonds
0.810%, 04/01/35 (a)

    21,000,000      $ 21,000,000   

County of Emery, Utah, Revenue Bonds
0.750%, 11/01/24 (a)

    13,300,000        13,300,000   

County of Will, Illinois, Revenue Bonds
0.780%, 04/01/26 (a)

    10,000,000        10,000,000   

Gainesville & Hall County Development Authority, Revenue Bonds
0.850%, 03/01/21 (a)

    5,700,000        5,700,000   

Mississippi Business Finance Corp., Revenue Bonds
0.780%, 11/01/35 (a)

    21,555,000        21,555,000   

New York State Housing Finance Agency, Revenue Bonds
0.900%, 11/01/49 (a)

    30,000,000        30,000,000   

School District of Philadelphia (The), General Obligation, Ltd.
0.880%, 09/01/30 (a)

    25,200,000        25,200,000   
   

 

 

 

Total Municipals
(Cost $126,755,000)

      126,755,000   
   

 

 

 
U.S. Treasury & Government Agencies—2.8%   

U.S. Treasury—2.8%

  

U.S. Treasury Floating Rate Notes
0.424%, 07/31/18 (a)

    8,310,000        8,308,886   

0.440%, 04/30/18 (a)

    22,092,000        22,110,403   

0.522%, 01/31/18 (a)

    11,050,000        11,076,896   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $41,452,000)

      41,496,185   
   

 

 

 
Commodity-Linked Securities—2.4%   

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 5 Agriculture Commodity Index, multiplied by 2), 08/22/17 (144A) (a)

    9,270,000        8,093,637   

Cargill, Inc. Commodity Linked Note, one month LIBOR Rate minus 0.010% (linked to Monthly Rebalance Commodity Excess Return Index, multiplied by 2), 08/14/17 (144A)

    17,930,000        16,602,402   

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 04 Excess Return Index, multiplied by 2), 08/15/17 (144A) (a)

    12,150,000        11,408,612   
   

 

 

 

Total Commodity-Linked Securities
(Cost $39,350,000)

      36,104,651   
   

 

 

 
Short-Term Investments—84.5%   
Security Description   Principal
Amount*
    Value  

Certificate of Deposit—3.5%

  

Macquarie Bank, Ltd.
0.950%, 12/05/16 (b)

    18,000,000      17,969,125   

Mizuho Bank, Ltd. (NY)
0.620%, 10/28/16 (b)

    34,000,000        34,000,000   
   

 

 

 
      51,969,125   
   

 

 

 

Commercial Paper—52.7%

  

American Honda Finance Corp.
0.423%, 10/06/16 (b)

    22,000,000        21,998,472   

0.435%, 10/07/16 (b)

    22,500,000        22,498,125   

Apple, Inc.
0.000%, 11/15/16 (b)

    25,000,000        24,985,625   

0.428%, 10/25/16 (144A) (b)

    20,000,000        19,994,133   

BMW U.S. Capital LLC
0.429%, 10/26/16 (144A) (b)

    25,000,000        24,992,361   

CAFCO LLC
0.893%, 12/22/16 (144A) (b)

    30,000,000        29,939,183   

Canadian Imperial Bank of Commerce
1.240%, 03/03/17 (b)

    18,500,000        18,500,000   

Cancara Asset Securitisation LLC
0.473%, 10/03/16 (b)

    20,000,000        19,999,222   

CDP Financial, Inc.
0.584%, 10/25/16 (144A) (b)

    19,000,000        18,992,400   

Coca-Cola, Inc. (The)
0.546%, 10/18/16 (144A) (b)

    20,000,000        19,994,617   

Collateralized Commercial Paper II Co. LLC
1.001%, 12/06/16 (144A) (b)

    40,000,000        39,926,667   

Exxon Mobil Corp.
0.491%, 11/01/16 (b)

    29,000,000        28,987,514   

KFW
0.493%, 10/12/16 (b)

    18,000,000        17,997,085   

Liberty Funding LLC
0.651%, 10/12/16 (b)

    16,550,000        16,546,460   

Manhattan Asset Funding Co. LLC
0.982%, 12/12/16 (144A) (b)

    25,000,000        24,951,000   

Microsoft Corp.
0.497%, 11/16/16 (144A) (b)

    20,000,000        19,987,222   

0.561%, 12/15/16 (b)

    25,000,000        24,970,833   

Nationwide Building Society
0.950%, 12/02/16 (b)

    15,700,000        15,674,313   

Nestle Capital Corp.
0.444%, 11/07/16 (b)

    30,000,000        29,986,125   

NRW Bank
0.456%, 10/06/16 (b)

    15,000,000        14,998,875   

Old Line Funding LLC
0.852%, 12/13/16 (144A) (b)

    24,500,000        24,457,771   

PACCAR Financial Corp.
0.384%, 10/13/16 (b)

    38,500,000        38,494,738   

PepsiCo, Inc.
0.445%, 11/08/16 (144A) (b)

    35,000,000        34,983,375   

Proctor & Gamble Co. (The)
0.499%, 12/01/16 (144A) (b)

    29,000,000        28,975,431   

Regency Market No. 1 LLC
0.593%, 10/14/16 (144A) (b)

    20,000,000        19,995,450   

 

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Met Investors Series Trust

Invesco Balanced-Risk Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Short-Term Investments—(Continued)

 

Security Description  

Shares/

Principal
Amount*

    Value  

Commercial Paper—(Continued)

  

Ridgefield Funding Co. LLC
1.054%, 12/19/16 (144A) (b)

    30,000,000      $ 29,930,875   

Toronto-Dominion Holdings USA, Inc.
0.617%, 11/21/16 (b)

    25,000,000        24,978,042   

Total Capital Canada, Ltd.
0.452%, 10/19/16 (b)

    9,500,000        9,497,768   

0.599%, 10/21/16 (b)

    20,300,000        20,293,008   

Toyota Motor Credit Corp.
0.563%, 10/17/16 (b)

    10,000,000        9,997,378   

Unilever Capital Corp.
0.289%, 10/04/16 (144A) (b)

    25,000,000        24,999,208   

0.477%, 10/17/16 (b)

    18,500,000        18,495,889   

Victory Receivables Corp.
0.792%, 11/09/16 (144A) (b)

    24,000,000        23,979,200   

Wal-Mart Stores, Inc.
0.399%, 10/24/16 (144A) (b)

    16,550,000        16,545,665   
   

 

 

 
      781,544,030   
   

 

 

 

Mutual Funds—22.2%

  

Premier Portfolio, Institutional Class 0.016% (c) (d)

    50,322,759        50,322,759   

STIC (Global Series) plc - U.S. Dollar Liquidity Portfolio, Institutional Class 0.630% (c) (d)

    232,155,404        232,155,404   

STIT-Liquid Assets Portfolio, Institutional Class 0.052% (c) (d)

    46,712,256        46,712,256   
   

 

 

 
      329,190,419   
   

 

 

 

U.S. Treasury—6.1%

  

U.S. Treasury Bills
0.272%, 10/06/16 (b) (e)

    24,600,000        24,598,899   

0.325%, 12/08/16 (b) (e)

    19,180,000        19,168,208   

0.338%, 01/05/17 (b) (e)

    17,330,000        17,314,472   

0.342%, 12/15/16 (b)

    3,130,000        3,127,773   

0.403%, 01/26/17 (b) (e)

    20,740,000        20,713,004   

U.S. Treasury—(Continued)

  

U.S. Treasury Bills
0.575%, 08/17/17 (b)

    5,370,000      5,342,983   
   

 

 

 
      90,265,339   
   

 

 

 

Total Short-Term Investments
(Cost $1,252,968,913)

      1,252,968,913   
   

 

 

 

Total Investments—98.2%
(Cost $1,460,525,913) (f)

      1,457,324,749   

Other assets and liabilities (net)—1.8%

      26,314,612   
   

 

 

 
Net Assets—100.0%     $ 1,483,639,361   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Variable or floating rate security. The stated rate represents the rate at September 30, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(b) The rate shown represents current yield to maturity.
(c) The rate shown represents the annualized seven-day yield as of September 30, 2016.
(d) Affiliated Issuer.
(e) All or a portion of the security was pledged as collateral against open futures contracts. As of September 30, 2016, the market value of securities pledged was $57,321,005.
(f) As of September 30, 2016, the aggregate cost of investments was $1,460,525,913. The aggregate unrealized appreciation and depreciation of investments were $45,299 and $(3,246,463), respectively, resulting in net unrealized depreciation of $(3,201,164).
(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 September 30, 2016, the market value of 144A securities was $438,749,209, which is 29.6% 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

     12/15/16         3,255         AUD         443,886,422       $ 1,608,361   

Brent Crude Oil Futures

     02/28/17         465         USD         22,132,904         2,112,196   

Canada Government Bond 10 Year Futures

     12/19/16         2,790         CAD         408,877,640         784,451   

Euro Stoxx 50 Index Futures

     12/16/16         3,290         EUR         98,574,800         (81,106

FTSE 100 Index Futures

     12/16/16         1,300         GBP         86,730,161         3,133,233   

Gasoline RBOB Futures

     10/31/16         516         USD         29,235,327         2,472,976   

Hang Seng Index Futures

     10/28/16         591         HKD         694,703,065         (748,274

New York Harbor ULSD Futures

     02/28/17         120         USD         7,335,722         606,310   

Russell 2000 Mini Index Futures

     12/16/16         685         USD         84,837,765         670,785   

S&P 500 E-Mini Index Futures

     12/16/16         912         USD         98,524,434         (10,194

Silver Futures

     12/28/16         479         USD         45,337,227         680,303   

TOPIX Index Futures

     12/08/16         840         JPY         11,215,842,597         (1,012,205

U.S. Treasury Long Bond Futures

     12/20/16         798         USD         135,906,440         (1,717,753

 

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Invesco Balanced-Risk Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Futures Contracts—(Continued)

 

Futures Contracts—Long

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

United Kingdom Long Gilt Bond Futures

     12/28/16         1,018         GBP         133,581,013       $ (1,278,668

WTI Light Sweet Crude Oil Futures

     02/17/17         309         USD         14,262,582         1,314,108   
              

 

 

 

Net Unrealized Appreciation

  

   $ 8,534,523   
              

 

 

 

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        18,392,858      $ 354,963      $      $ 354,963   

0.450%

    07/07/17      Barclays Bank plc   Barclays Commodity Strategy 1719 Excess Return Index     USD        31,833,473        561,874               561,874   

0.550%

    07/07/17      Canadian Imperial
Bank of Commerce
  CIBC Custom 5 Agriculture Commodity Index     USD        9,154,209        115,661               115,661   

0.300%

    04/10/17      Canadian Imperial
Bank of Commerce
  CIBC Dynamic Roll LME Copper I Index     USD        28,164,142        1,329,318               1,329,318   

0.120%

    01/12/17      Cargill, Inc.   Cargill Gold Index 1     USD        19,838,613                        

0.400%

    10/07/17      Goldman Sachs &
Co.
  Goldman Sachs Alpha Basket B823 Excess Return Strategy     USD        35,526,226        25,006               25,006   

0.000%

    10/31/16      Goldman Sachs &
Co.
  Hang Seng Index     HKD        239,928,627        (275,389            (275,389

0.250%

    04/25/17      JPMorgan Chase
Bank N.A.
  JPMorgan Contag Gas Oil Class     USD        9,403,162        382,018               382,018   

0.250%

    08/17/17      Bank of America
N.A.
  MLCX Natural Gas Annual Excess Return Index     USD        6,606,340                        

0.140%

    06/27/17      Bank of America
N.A.
  Merrill Lynch Gold Excess Return Index     USD        25,297,714                        

0.470%

    10/07/17      Cargill, Inc.   Monthly Rebalance Commodity Excess Return Index     USD        39,012,443                        

0.380%

    10/14/16      Morgan Stanley
Capital Services,
LLC
  S&P GSCI Aluminum Dynamic Roll Index     USD        34,370,423        2,178,788               2,178,788   

0.090%

    10/14/16      JPMorgan Chase
Bank N.A.
  S&P GSCI Gold Official Close Index     USD        21,101,166        (433,102            (433,102
           

 

 

   

 

 

   

 

 

 

Totals

 

  $ 4,239,137      $      $ 4,239,137   
           

 

 

   

 

 

   

 

 

 

Cash in the amount of $490 and securities in the amount of $240,613 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

 

MIST-93


Table of Contents

Met Investors Series Trust

Invesco Balanced-Risk Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Index Information:

 

Barclays Commodity Strategy 1452 Excess Return Index—a commodity index that provide exposure to future contracts on Copper.

Barclays Commodity Strategy 1719 Excess Return Index—a commodity index that provides exposure to Cocoa, Coffee, Corn, Cotton, Lean Hogs, Live Cattle, Soybeans, Soybean Meal, Soybean Oil, Sugar and Wheat.

CIBC Custom 5 Agriculture Index—a basket of indices that provide exposure to various components of the agriculture markets. The underlying commodities comprising the indices are: Cocoa, Coffee, Corn, Cotton, Lean Hogs, Live Cattle, Soybeans, Soybean Meal, Soybean Oil, Sugar and Wheat.

Cargill 11 Commodity Index—a commodity index that provides exposure to future contracts on Cocoa, Coffee, Corn, Cotton, Lean Hogs, Live Cattle, Soybean Meal, Soybean Oil, Soybeans, Sugar and Wheat.

Goldman Sachs Alpha Basket B823 Excess Return Strategy— a commodity index that provides exposure to Cocoa, Coffee, Corn, Cotton, Lean Hogs, Live Cattle, Soybeans, Soybean Meal, Soybean Oil, Sugar and Wheat.

Monthly Rebalance Commodity Excess Return Index—a commodity index composed of futures contracts on Coffee ‘C’, Corn, Cotton No.2, Soybean Meal, Soybeal Oil, Soybeans, Sugar No.11 and Wheat.

RBC Enhanced Agricultural Basket 04 Excess Return Index—a commodity index composed of futures contracts on Cocoa, Coffee, Corn, Cotton, Lean Hogs, Live Cattle, Soybeans, Soybean Meal, Soybean Oil, Sugar and Wheat.

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 September 30, 2016:

 

Description    Level 1     Level 2     Level 3      Total  

Total Municipals

   $ —        $ 126,755,000      $ —         $ 126,755,000   

Total U.S. Treasury & Government Agencies*

     —          41,496,185        —           41,496,185   

Total Commodity-Linked Securities

     —          36,104,651        —           36,104,651   
Short-Term Investments          

Certificate of Deposit

     —          51,969,125        —           51,969,125   

Commercial Paper

     —          781,544,030        —           781,544,030   

Mutual Funds

     329,190,419        —          —           329,190,419   

U.S. Treasury

     —          90,265,339        —           90,265,339   

Total Short-Term Investments

     329,190,419        923,778,494        —           1,252,968,913   

Total Investments

   $ 329,190,419      $ 1,128,134,330      $ —         $ 1,457,324,749   
                                   
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 13,382,723      $ —        $ —         $ 13,382,723   

Futures Contracts (Unrealized Depreciation)

     (4,848,200     —          —           (4,848,200

Total Futures Contracts

   $ 8,534,523      $ —        $ —         $ 8,534,523   
OTC Swap Contracts          

OTC Swap Contracts at Value (Assets)

   $ —        $ 4,947,628      $ —         $ 4,947,628   

OTC Swap Contracts at Value (Liabilities)

     —          (708,491     —           (708,491

Total OTC Swap Contracts

   $ —        $ 4,239,137      $ —         $ 4,239,137   

 

* See Consolidated Schedule of Investments for additional detailed categorizations.

 

See accompanying notes to financial statements.

 

MIST-94


Table of Contents

Met Investors Series Trust

Invesco Comstock Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—95.5% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—1.3%

  

Textron, Inc.

    786,235      $ 31,252,841   
   

 

 

 

Auto Components—1.6%

  

Johnson Controls International plc

    844,510        39,295,050   
   

 

 

 

Automobiles—1.9%

  

General Motors Co.

    1,425,619        45,291,916   
   

 

 

 

Banks—18.4%

  

Bank of America Corp.

    4,869,194        76,202,886   

Citigroup, Inc.

    2,492,004        117,697,349   

Citizens Financial Group, Inc.

    839,814        20,751,804   

Fifth Third Bancorp

    1,757,962        35,967,902   

JPMorgan Chase & Co.

    1,414,222        94,173,043   

PNC Financial Services Group, Inc. (The)

    508,343        45,796,621   

U.S. Bancorp

    240,824        10,328,941   

Wells Fargo & Co.

    932,356        41,284,724   
   

 

 

 
      442,203,270   
   

 

 

 

Beverages—0.4%

  

Coca-Cola Co. (The)

    251,915        10,661,043   
   

 

 

 

Biotechnology—2.6%

  

AbbVie, Inc.

    271,412        17,117,955   

Biogen, Inc. (a)

    86,357        27,032,332   

Gilead Sciences, Inc.

    237,611        18,799,782   
   

 

 

 
      62,950,069   
   

 

 

 

Capital Markets—5.5%

  

Bank of New York Mellon Corp. (The)

    659,688        26,308,357   

Goldman Sachs Group, Inc. (The)

    149,513        24,111,962   

Morgan Stanley

    1,244,922        39,912,199   

State Street Corp.

    617,425        42,991,303   
   

 

 

 
      133,323,821   
   

 

 

 

Chemicals—0.5%

  

CF Industries Holdings, Inc.

    502,125        12,226,744   
   

 

 

 

Communications Equipment—2.6%

  

Cisco Systems, Inc.

    1,969,205        62,463,183   
   

 

 

 

Consumer Finance—1.4%

  

Ally Financial, Inc.

    1,727,527        33,634,951   
   

 

 

 

Containers & Packaging—0.8%

  

International Paper Co.

    420,423        20,171,896   
   

 

 

 

Diversified Telecommunication Services—0.8%

  

Frontier Communications Corp. (b)

    4,899,058        20,380,081   
   

 

 

 

Electric Utilities—0.8%

  

FirstEnergy Corp.

    280,531        9,279,966   

PG&E Corp.

    151,532        9,269,212   
   

 

 

 
      18,549,178   
   

 

 

 

Electrical Equipment—1.1%

  

Emerson Electric Co.

    502,229      27,376,503   
   

 

 

 

Energy Equipment & Services—2.3%

  

Halliburton Co.

    591,933        26,565,953   

Weatherford International plc (a) (b)

    4,902,593        27,552,573   
   

 

 

 
      54,118,526   
   

 

 

 

Food & Staples Retailing—2.1%

  

CVS Health Corp.

    273,443        24,333,693   

Wal-Mart Stores, Inc.

    360,043        25,966,301   
   

 

 

 
      50,299,994   
   

 

 

 

Food Products—0.3%

  

Mondelez International, Inc. - Class A

    161,656        7,096,698   
   

 

 

 

Health Care Equipment & Supplies—0.9%

  

Medtronic plc

    245,896        21,245,414   
   

 

 

 

Health Care Providers & Services—1.0%

  

Anthem, Inc.

    187,974        23,555,022   
   

 

 

 

Hotels, Restaurants & Leisure—2.7%

  

Carnival Corp.

    1,310,031        63,955,713   
   

 

 

 

Industrial Conglomerates—1.3%

  

General Electric Co.

    1,014,549        30,050,941   
   

 

 

 

Insurance—3.8%

  

Aflac, Inc.

    322,906        23,207,254   

Allstate Corp. (The)

    497,039        34,385,158   

American International Group, Inc.

    571,993        33,942,065   
   

 

 

 
      91,534,477   
   

 

 

 

Internet Software & Services—1.9%

  

eBay, Inc. (a)

    1,110,807        36,545,550   

Yahoo!, Inc. (a)

    191,518        8,254,426   
   

 

 

 
      44,799,976   
   

 

 

 

IT Services—0.8%

  

PayPal Holdings, Inc. (a)

    443,076        18,152,824   
   

 

 

 

Machinery—2.7%

  

Caterpillar, Inc.

    534,004        47,403,535   

Ingersoll-Rand plc

    243,975        16,575,662   
   

 

 

 
      63,979,197   
   

 

 

 

Media—5.8%

  

CBS Corp. - Class B

    220,866        12,090,205   

Charter Communications, Inc. - Class A (a)

    64,086        17,301,297   

Comcast Corp. - Class A

    693,372        45,998,299   

Time Warner, Inc.

    153,423        12,214,005   

Twenty-First Century Fox, Inc. - Class B

    1,019,273        25,216,814   

Viacom, Inc. - Class B

    678,911        25,866,509   
   

 

 

 
      138,687,129   
   

 

 

 

 

MIST-95


Table of Contents

Met Investors Series Trust

Invesco Comstock Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description       
Shares
    Value  

Metals & Mining—1.0%

  

Alcoa, Inc.

    2,331,480      $ 23,641,207   
   

 

 

 

Multiline Retail—1.1%

  

Target Corp.

    371,931        25,544,221   
   

 

 

 

Oil, Gas & Consumable Fuels—14.0%

  

BP plc (ADR)

    1,242,933        43,701,524   

Canadian Natural Resources, Ltd.

    676,653        21,631,028   

Chevron Corp.

    398,957        41,060,655   

Devon Energy Corp.

    958,567        42,282,390   

Hess Corp.

    495,676        26,578,147   

Marathon Oil Corp.

    897,121        14,183,483   

Occidental Petroleum Corp.

    317,594        23,158,955   

QEP Resources, Inc.

    1,141,522        22,293,925   

Royal Dutch Shell plc - Class A (ADR)

    945,876        47,360,011   

Suncor Energy, Inc.

    1,947,921        54,113,245   
   

 

 

 
      336,363,363   
   

 

 

 

Personal Products—0.6%

  

Unilever NV (b)

    312,076        14,386,704   
   

 

 

 

Pharmaceuticals—6.0%

  

Merck & Co., Inc.

    602,391        37,595,222   

Novartis AG

    291,384        22,914,810   

Pfizer, Inc.

    1,472,893        49,886,886   

Sanofi (ADR)

    900,674        34,396,740   
   

 

 

 
      144,793,658   
   

 

 

 

Semiconductors & Semiconductor Equipment—1.6%

  

Intel Corp.

    955,306        36,062,801   

QUALCOMM, Inc.

    45,630        3,125,655   
   

 

 

 
      39,188,456   
   

 

 

 

Software—2.5%

  

Citrix Systems, Inc. (a)

    83,946        7,153,878   

Microsoft Corp.

    682,552        39,314,995   

Symantec Corp.

    567,547        14,245,430   
   

 

 

 
      60,714,303   
   

 

 

 

Specialty Retail—0.4%

  

Advance Auto Parts, Inc.

    69,736        10,399,032   
   

 

 

 

Technology Hardware, Storage & Peripherals—2.5%

  

HP, Inc.

    1,009,543        15,678,203   

NetApp, Inc.

    1,258,063        45,063,816   
   

 

 

 
      60,742,019   
   

 

 

 

Wireless Telecommunication Services—0.5%

  

Vodafone Group plc

    3,928,777        11,265,278   
   

 

 

 

Total Common Stocks
(Cost $2,024,745,784)

      2,294,294,698   
   

 

 

 
Short-Term Investment—4.6%   
Security Description   Principal
Amount*
    Value  

Repurchase Agreement—4.6%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $109,961,543 on 10/03/16, collateralized by $104,905,000 U.S. Treasury Notes with rates ranging from 1.250% - 3.625%, maturity dates ranging from 02/15/21 -03/31/21, with a value of $112,162,813.

    109,961,268      109,961,268   
   

 

 

 

Total Short-Term Investments (Cost $109,961,268)

      109,961,268   
   

 

 

 
Securities Lending Reinvestments (c)—0.2%   

Certificates of Deposit—0.1%

  

Abbey National Treasury Services
0.440%, 10/03/16

    100,000        100,000   

Bank of Nova Scotia
0.750%, 10/19/16

    200,000        200,022   

KBC Bank NV
Zero Coupon, 12/27/16

    100,000        99,861   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    150,000        150,000   

National Bank of Canada
0.420%, 10/06/16

    250,000        250,000   

Norinchukin Bank
0.480%, 10/24/16

    100,000        100,000   

Standard Chartered Bank New York
0.910%, 12/16/16

    400,000        400,031   

Swedbank
0.350%, 10/03/16

    150,000        149,999   
   

 

 

 
      1,449,913   
   

 

 

 

Commercial Paper—0.0%

  

Albion Capital Corp.
0.720%, 10/25/16

    350,000        349,889   

Charta LLC
0.880%, 12/22/16

    250,000        249,522   

Credit Agricole Corporate and Investment Bank
0.610%, 11/01/16

    100,000        99,946   

Kells Funding, LLC
1.040%, 01/19/17

    400,000        398,812   
   

 

 

 
      1,098,169   
   

 

 

 

Repurchase Agreements—0.1%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $500,039 on 10/03/16, collateralized by $472,508 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $510,000.

    500,000        500,000   

 

MIST-96


Table of Contents

Met Investors Series Trust

Invesco Comstock Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (c)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreements—(Continued)

  

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $500,035 on 10/03/16, collateralized by $490,862 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $510,000.

    500,000      $ 500,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $400,031 on 10/03/16, collateralized by $381,872 U.S. Treasury Obligations with rates ranging from 0.000% -6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $408,171.

    400,000        400,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $557,721 on 10/03/16, collateralized by $460,763 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $568,853.

    557,699        557,699   

Natixis New York
Repurchase Agreement dated 09/30/16 at
0.700% to be repurchased at $600,035 on 10/03/16, collateralized by $959,737 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $612,036.

    600,000        600,000   
   

 

 

 
      2,557,699   
   

 

 

 

Time Deposits—0.0%

  

ANZ London
0.420%, 10/03/16

    23,434      23,434   

Den Norske Bank, Oslo
0.400%, 10/03/16

    36,530        36,530   

Royal Bank of Canada
0.280%, 10/03/16

    37,660        37,660   
   

 

 

 
      97,624   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $5,203,167)

      5,203,405   
   

 

 

 

Total Investments—100.3%
(Cost $2,139,910,219) (d)

      2,409,459,371   

Other assets and liabilities (net)—(0.3)%

      (6,891,809
   

 

 

 
Net Assets—100.0%     $ 2,402,567,562   
   

 

 

 

 

* 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 September 30, 2016, the market value of securities loaned was $4,988,038 and the collateral received consisted of cash in the amount of $5,203,133. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(d) As of September 30, 2016, the aggregate cost of investments was $2,139,910,219. The aggregate unrealized appreciation and depreciation of investments were $391,564,060 and $(122,014,908), respectively, resulting in net unrealized appreciation of $269,549,152.
(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.

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Deliver

   

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
CAD        19,853,071     

Barclays Bank plc

       10/21/16         $ 15,012,682         $ (121,950
CAD        19,853,207     

Canadian Imperial Bank of Commerce

       10/21/16           15,025,511           (109,225
CAD        19,853,071     

Goldman Sachs International

       10/21/16           15,025,737           (108,895
CAD        19,853,072     

Royal Bank of Canada

       10/21/16           15,009,278           (125,355
CHF        4,866,817     

Canadian Imperial Bank of Commerce

       10/21/16           4,981,389           (33,174
CHF        4,866,915     

Deutsche Bank AG

       10/21/16           4,983,887           (30,777
CHF        4,866,816     

Goldman Sachs International

       10/21/16           4,981,021           (33,541
CHF        4,866,817     

Royal Bank of Canada

       10/21/16           4,983,276           (31,287
EUR        17,848,770     

Barclays Bank plc

       10/21/16           19,964,474           (101,721
EUR        17,848,770     

Canadian Imperial Bank of Commerce

       10/21/16           19,962,778           (103,416
EUR        17,848,469     

Goldman Sachs International

       10/21/16           19,962,977           (102,879
EUR        17,848,769     

Royal Bank of Canada

       10/21/16           19,966,204           (99,989
GBP        8,620,307     

Barclays Bank plc

       10/21/16           11,193,209           15,953   
GBP        8,620,455     

Canadian Imperial Bank of Commerce

       10/21/16           11,187,971           10,523   
GBP        8,620,454     

Deutsche Bank AG

       10/21/16           11,192,453           15,005   

 

MIST-97


Table of Contents

Met Investors Series Trust

Invesco Comstock Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

   

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
GBP        8,620,454     

Goldman Sachs International

       10/21/16         $ 11,185,617         $ 8,169   
                     

 

 

 
Net Unrealized Depreciation         $ (952,559
                     

 

 

 

 

(CAD)— Canadian Dollar
(CHF)— Swiss Franc
(EUR)— Euro
(GBP)— British Pound

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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Common Stocks            

Aerospace & Defense

   $ 31,252,841       $ —         $ —         $ 31,252,841   

Auto Components

     39,295,050         —           —           39,295,050   

Automobiles

     45,291,916         —           —           45,291,916   

Banks

     442,203,270         —           —           442,203,270   

Beverages

     10,661,043         —           —           10,661,043   

Biotechnology

     62,950,069         —           —           62,950,069   

Capital Markets

     133,323,821         —           —           133,323,821   

Chemicals

     12,226,744         —           —           12,226,744   

Communications Equipment

     62,463,183         —           —           62,463,183   

Consumer Finance

     33,634,951         —           —           33,634,951   

Containers & Packaging

     20,171,896         —           —           20,171,896   

Diversified Telecommunication Services

     20,380,081         —           —           20,380,081   

Electric Utilities

     18,549,178         —           —           18,549,178   

Electrical Equipment

     27,376,503         —           —           27,376,503   

Energy Equipment & Services

     54,118,526         —           —           54,118,526   

Food & Staples Retailing

     50,299,994         —           —           50,299,994   

Food Products

     7,096,698         —           —           7,096,698   

Health Care Equipment & Supplies

     21,245,414         —           —           21,245,414   

Health Care Providers & Services

     23,555,022         —           —           23,555,022   

Hotels, Restaurants & Leisure

     63,955,713         —           —           63,955,713   

Industrial Conglomerates

     30,050,941         —           —           30,050,941   

Insurance

     91,534,477         —           —           91,534,477   

Internet Software & Services

     44,799,976         —           —           44,799,976   

 

MIST-98


Table of Contents

Met Investors Series Trust

Invesco Comstock Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2     Level 3      Total  

IT Services

   $ 18,152,824       $ —        $ —         $ 18,152,824   

Machinery

     63,979,197         —          —           63,979,197   

Media

     138,687,129         —          —           138,687,129   

Metals & Mining

     23,641,207         —          —           23,641,207   

Multiline Retail

     25,544,221         —          —           25,544,221   

Oil, Gas & Consumable Fuels

     336,363,363         —          —           336,363,363   

Personal Products

     14,386,704         —          —           14,386,704   

Pharmaceuticals

     121,878,848         22,914,810        —           144,793,658   

Semiconductors & Semiconductor Equipment

     39,188,456         —          —           39,188,456   

Software

     60,714,303         —          —           60,714,303   

Specialty Retail

     10,399,032         —          —           10,399,032   

Technology Hardware, Storage & Peripherals

     60,742,019         —          —           60,742,019   

Wireless Telecommunication Services

     —           11,265,278        —           11,265,278   

Total Common Stocks

     2,260,114,610         34,180,088        —           2,294,294,698   

Total Short-Term Investment*

     —           109,961,268        —           109,961,268   
Securities Lending Reinvestments           

Certificates of Deposit

     —           1,449,913        —           1,449,913   

Commercial Paper

     —           1,098,169        —           1,098,169   

Repurchase Agreements

     —           2,557,699        —           2,557,699   

Time Deposits

     —           97,624        —           97,624   

Total Securities Lending Reinvestments

     —           5,203,405        —           5,203,405   

Total Investments

   $ 2,260,114,610       $ 149,344,761      $ —         $ 2,409,459,371   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (5,203,133   $ —         $ (5,203,133
Forward Contracts           

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —         $ 49,650      $ —         $ 49,650   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —           (1,002,209     —           (1,002,209

Total Forward Contracts

   $ —         $ (952,559   $ —         $ (952,559

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-99


Table of Contents

Met Investors Series Trust

Invesco Mid Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—96.9% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—3.1%

  

Textron, Inc.

    843,188      $ 33,516,723   
   

 

 

 

Auto Components—3.5%

  

Johnson Controls International plc

    821,320        38,216,020   
   

 

 

 

Banks—9.2%

  

BB&T Corp.

    843,593        31,820,328   

Comerica, Inc.

    493,795        23,366,379   

Wintrust Financial Corp.

    608,959        33,839,852   

Zions Bancorporation

    389,616        12,085,888   
   

 

 

 
      101,112,447   
   

 

 

 

Building Products—2.0%

  

Owens Corning

    416,315        22,227,058   
   

 

 

 

Capital Markets—2.1%

  

Stifel Financial Corp. (a)

    596,002        22,916,277   
   

 

 

 

Chemicals—4.6%

  

Eastman Chemical Co.

    434,880        29,432,678   

WR Grace & Co.

    287,457        21,214,327   
   

 

 

 
      50,647,005   
   

 

 

 

Commercial Services & Supplies—1.9%

  

Clean Harbors, Inc. (a)

    439,026        21,064,467   
   

 

 

 

Communications Equipment—3.1%

  

Ciena Corp. (a)

    1,536,357        33,492,583   
   

 

 

 

Construction & Engineering—2.4%

  

Fluor Corp.

    522,876        26,833,996   
   

 

 

 

Construction Materials—2.0%

  

Eagle Materials, Inc.

    277,354        21,439,464   
   

 

 

 

Diversified Telecommunication Services—1.7%

  

Level 3 Communications, Inc. (a)

    399,974        18,550,794   
   

 

 

 

Electric Utilities—3.3%

  

Edison International

    352,539        25,470,943   

FirstEnergy Corp.

    325,323        10,761,685   
   

 

 

 
      36,232,628   
   

 

 

 

Electrical Equipment—0.6%

  

Babcock & Wilcox Enterprises, Inc. (a)

    430,504        7,103,316   
   

 

 

 

Electronic Equipment, Instruments & Components—4.6%

  

Keysight Technologies, Inc. (a)

    887,819        28,134,984   

Zebra Technologies Corp. - Class A (a)

    313,871        21,848,560   
   

 

 

 
      49,983,544   
   

 

 

 

Energy Equipment & Services—3.8%

  

Amec Foster Wheeler plc

    1,372,440        10,220,659   

Amec Foster Wheeler plc (ADR)

    422,320        3,137,838   

Energy Equipment & Services—(Continued)

  

Baker Hughes, Inc.

    563,520      28,440,854   
   

 

 

 
      41,799,351   
   

 

 

 

Equity Real Estate Investment Trusts—5.5%

  

Forest City Realty Trust, Inc. - Class A

    1,709,247        39,534,883   

Kimco Realty Corp.

    719,445        20,827,933   
   

 

 

 
      60,362,816   
   

 

 

 

Food Products—2.9%

  

ConAgra Foods, Inc.

    682,981        32,175,235   
   

 

 

 

Health Care Providers & Services—9.3%

  

AmerisourceBergen Corp.

    258,861        20,910,792   

Brookdale Senior Living, Inc. (a)

    1,329,427        23,198,501   

HealthSouth Corp.

    682,184        27,676,205   

Universal Health Services, Inc. - Class B

    244,683        30,149,839   
   

 

 

 
      101,935,337   
   

 

 

 

Hotels, Restaurants & Leisure—3.1%

  

Royal Caribbean Cruises, Ltd.

    455,015        34,103,374   
   

 

 

 

Insurance—8.6%

  

Arthur J. Gallagher & Co.

    509,208        25,903,411   

FNF Group

    868,524        32,057,221   

Willis Towers Watson plc

    271,495        36,046,391   
   

 

 

 
      94,007,023   
   

 

 

 

IT Services—2.5%

  

Teradata Corp. (a)

    894,132        27,718,092   
   

 

 

 

Machinery—2.0%

  

Ingersoll-Rand plc

    324,335        22,035,320   
   

 

 

 

Media—2.4%

  

TEGNA, Inc.

    1,195,635        26,136,581   
   

 

 

 

Oil, Gas & Consumable Fuels—3.6%

  

Devon Energy Corp.

    900,232        39,709,233   
   

 

 

 

Road & Rail—1.9%

  

Swift Transportation Co. (a) (b)

    951,254        20,423,423   
   

 

 

 

Software—2.3%

  

Citrix Systems, Inc. (a)

    291,898        24,875,548   
   

 

 

 

Specialty Retail—3.3%

  

Advance Auto Parts, Inc.

    171,229        25,533,669   

Ascena Retail Group, Inc. (a) (b)

    1,876,392        10,489,031   
   

 

 

 
      36,022,700   
   

 

 

 

Technology Hardware, Storage & Peripherals—1.6%

  

Diebold, Inc.

    717,856        17,795,650   
   

 

 

 

Total Common Stocks
(Cost $1,013,969,563)

      1,062,436,005   
   

 

 

 

 

MIST-100


Table of Contents

Met Investors Series Trust

Invesco Mid Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Short-Term Investment—2.3%

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreement—2.3%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $25,457,489 on 10/03/16, collateralized by $23,345,000 U.S. Treasury Note at 3.625% due 02/15/21 with a value of $25,971,313.

    25,457,426      $ 25,457,426   
   

 

 

 

Total Short-Term Investments
(Cost $25,457,426)

      25,457,426   
   

 

 

 
Securities Lending Reinvestments (c)—0.5%   

Certificate of Deposit—0.0%

  

Standard Chartered Bank New York
0.910%, 12/16/16

    25,000        25,002   
   

 

 

 

Repurchase Agreements—0.5%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $400,031 on 10/03/16, collateralized by $378,006 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $408,000.

    400,000        400,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $400,028 on 10/03/16, collateralized by $392,689 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $408,000.

    400,000        400,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $750,028 on 10/03/16, collateralized by $591,000 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $765,011.

    750,000        750,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $950,082 on 10/03/16, collateralized by $906,945 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $969,405.

    950,000        950,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $407,374 on 10/03/16, collateralized by $336,553 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 -11/15/44, with a value of $415,505.

    407,358        407,358   

Repurchase Agreements—(Continued)

  

Natixis New York
Repurchase Agreement dated 09/30/16 at
0.700% to be repurchased at $750,044 on 10/03/16, collateralized by $1,199,671 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $765,045.

    750,000      750,000   

Nomura Securities
Repurchase Agreement dated 09/30/16 at
0.520% to be repurchased at $1,000,043 on 10/03/16, collateralized by $1,411,875 U.S. Government Agency Obligations with rates ranging from 2.500% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $1,020,000.

    1,000,000        1,000,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at
0.460% to be repurchased at $700,027 on 10/03/16, collateralized by $655,326 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $714,014.

    700,000        700,000   
   

 

 

 
      5,357,358   
   

 

 

 

Time Deposits—0.0%

  

ANZ London
0.420%, 10/03/16

    34,842        34,842   

Den Norske Bank, Oslo
0.400%, 10/03/16

    97,775        97,775   

Royal Bank of Canada
0.280%, 10/03/16

    100,000        100,000   
   

 

 

 
      232,617   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $5,614,975)

      5,614,977   
   

 

 

 

Total Investments— 99.7%
(Cost $1,045,041,964) (d)

      1,093,508,408   

Other assets and liabilities (net)—0.3%

      2,865,777   
   

 

 

 
Net Assets—100.0%     $ 1,096,374,185   
   

 

 

 

 

* 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 September 30, 2016, the market value of securities loaned was $5,479,514 and the collateral received consisted of cash in the amount of $5,614,975. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) Represents investment of cash collateral received from securities on loan as of September 30, 2016.

 

MIST-101


Table of Contents

Met Investors Series Trust

Invesco Mid Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

(d) As of September 30, 2016, the aggregate cost of investments was $1,045,041,964. The aggregate unrealized appreciation and depreciation of investments were $123,303,567 and $(74,837,123), respectively, resulting in net unrealized appreciation of $48,466,444.
(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.

 

 

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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Common Stocks            

Aerospace & Defense

   $ 33,516,723       $ —         $ —         $ 33,516,723   

Auto Components

     38,216,020         —           —           38,216,020   

Banks

     101,112,447         —           —           101,112,447   

Building Products

     22,227,058         —           —           22,227,058   

Capital Markets

     22,916,277         —           —           22,916,277   

Chemicals

     50,647,005         —           —           50,647,005   

Commercial Services & Supplies

     21,064,467         —           —           21,064,467   

Communications Equipment

     33,492,583         —           —           33,492,583   

Construction & Engineering

     26,833,996         —           —           26,833,996   

Construction Materials

     21,439,464         —           —           21,439,464   

Diversified Telecommunication Services

     18,550,794         —           —           18,550,794   

Electric Utilities

     36,232,628         —           —           36,232,628   

Electrical Equipment

     7,103,316         —           —           7,103,316   

Electronic Equipment, Instruments & Components

     49,983,544         —           —           49,983,544   

Energy Equipment & Services

     31,578,692         10,220,659         —           41,799,351   

Equity Real Estate Investment Trusts

     60,362,816         —           —           60,362,816   

Food Products

     32,175,235         —           —           32,175,235   

Health Care Providers & Services

     101,935,337         —           —           101,935,337   

Hotels, Restaurants & Leisure

     34,103,374         —           —           34,103,374   

Insurance

     94,007,023         —           —           94,007,023   

IT Services

     27,718,092         —           —           27,718,092   

Machinery

     22,035,320         —           —           22,035,320   

Media

     26,136,581         —           —           26,136,581   

Oil, Gas & Consumable Fuels

     39,709,233         —           —           39,709,233   

Road & Rail

     20,423,423         —           —           20,423,423   

Software

     24,875,548         —           —           24,875,548   

 

MIST-102


Table of Contents

Met Investors Series Trust

Invesco Mid Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2     Level 3      Total  

Specialty Retail

   $ 36,022,700       $ —        $ —         $ 36,022,700   

Technology Hardware, Storage & Peripherals

     17,795,650         —          —           17,795,650   

Total Common Stocks

     1,052,215,346         10,220,659        —           1,062,436,005   

Total Short-Term Investment*

     —           25,457,426        —           25,457,426   
Securities Lending Reinvestments           

Certificate of Deposit

     —           25,002        —           25,002   

Repurchase Agreements

     —           5,357,358        —           5,357,358   

Time Deposits

     —           232,617        —           232,617   

Total Securities Lending Reinvestments

     —           5,614,977        —           5,614,977   

Total Investments

   $ 1,052,215,346       $ 41,293,062      $ —         $ 1,093,508,408   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (5,614,975   $ —         $ (5,614,975

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-103


Table of Contents

Met Investors Series Trust

Invesco Small Cap Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—99.1% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—1.0%

  

TransDigm Group, Inc. (a)

    40,784      $ 11,791,470   
   

 

 

 

Air Freight & Logistics—0.7%

  

Forward Air Corp.

    201,327        8,709,406   
   

 

 

 

Auto Components—0.6%

  

Visteon Corp.

    92,078        6,598,309   
   

 

 

 

Banks—3.8%

  

BankUnited, Inc.

    244,526        7,384,685   

Cathay General Bancorp

    313,821        9,659,410   

Cullen/Frost Bankers, Inc. (b)

    130,193        9,366,085   

Home BancShares, Inc.

    396,267        8,246,316   

MB Financial, Inc.

    255,415        9,715,987   
   

 

 

 
      44,372,483   
   

 

 

 

Beverages—0.5%

  

Boston Beer Co., Inc. (The) - Class A (a)

    40,450        6,280,267   
   

 

 

 

Biotechnology—4.8%

  

ACADIA Pharmaceuticals, Inc. (a)

    170,035        5,408,813   

Cepheid, Inc. (a)

    186,186        9,810,140   

Exelixis, Inc. (a)

    1,051,624        13,450,271   

Halozyme Therapeutics, Inc. (a) (b)

    348,777        4,213,226   

Momenta Pharmaceuticals, Inc. (a)

    578,722        6,765,260   

Neurocrine Biosciences, Inc. (a)

    176,460        8,935,935   

Repligen Corp. (a)

    243,298        7,345,167   
   

 

 

 
      55,928,812   
   

 

 

 

Building Products—1.8%

  

A.O. Smith Corp.

    114,186        11,280,435   

Masonite International Corp. (a)

    152,294        9,468,118   
   

 

 

 
      20,748,553   
   

 

 

 

Capital Markets—2.0%

  

Janus Capital Group, Inc.

    525,011        7,355,404   

MarketAxess Holdings, Inc.

    63,269        10,476,714   

WisdomTree Investments, Inc. (b)

    533,377        5,488,449   
   

 

 

 
      23,320,567   
   

 

 

 

Chemicals—0.8%

  

PolyOne Corp.

    287,028        9,704,417   
   

 

 

 

Commercial Services & Supplies—1.3%

  

Pitney Bowes, Inc.

    452,661        8,220,324   

Steelcase, Inc. - Class A

    549,569        7,633,513   
   

 

 

 
      15,853,837   
   

 

 

 

Construction Materials—1.1%

  

Martin Marietta Materials, Inc.

    69,909        12,521,401   
   

 

 

 

Containers & Packaging—1.0%

  

Berry Plastics Group, Inc. (a)

    260,426        11,419,680   
   

 

 

 

Distributors—1.0%

  

Pool Corp.

    121,781      11,510,740   
   

 

 

 

Diversified Telecommunication Services—1.4%

  

SBA Communications Corp. - Class A (a)

    152,127        17,062,564   
   

 

 

 

Electrical Equipment—1.7%

  

Acuity Brands, Inc.

    76,091        20,133,679   
   

 

 

 

Electronic Equipment, Instruments & Components—3.8%

  

Cognex Corp.

    217,713        11,508,309   

Littelfuse, Inc.

    71,795        9,247,914   

SYNNEX Corp.

    123,976        14,146,901   

Zebra Technologies Corp. - Class A (a)

    133,170        9,269,964   
   

 

 

 
      44,173,088   
   

 

 

 

Energy Equipment & Services—1.2%

  

Patterson-UTI Energy, Inc.

    628,871        14,067,844   
   

 

 

 

Equity Real Estate Investment Trusts—2.0%

  

CubeSmart

    295,926        8,066,943   

Highwoods Properties, Inc.

    112,125        5,843,955   

Physicians Realty Trust

    425,472        9,164,667   
   

 

 

 
      23,075,565   
   

 

 

 

Food Products—2.1%

  

B&G Foods, Inc.

    231,233        11,372,039   

Lancaster Colony Corp.

    105,014        13,871,299   
   

 

 

 
      25,243,338   
   

 

 

 

Health Care Equipment & Supplies—6.6%

  

Align Technology, Inc. (a)

    116,140        10,888,125   

Cantel Medical Corp.

    126,906        9,896,130   

DexCom, Inc. (a)

    130,861        11,471,275   

Halyard Health, Inc. (a)

    77,754        2,694,954   

Hill-Rom Holdings, Inc.

    200,401        12,420,854   

ICU Medical, Inc. (a)

    51,151        6,464,463   

NuVasive, Inc. (a) (b)

    183,619        12,240,042   

NxStage Medical, Inc. (a)

    480,542        12,008,745   
   

 

 

 
      78,084,588   
   

 

 

 

Health Care Providers & Services—4.4%

  

Chemed Corp.

    60,442        8,526,553   

HealthEquity, Inc. (a)

    339,074        12,833,951   

HealthSouth Corp.

    249,083        10,105,297   

Select Medical Holdings Corp. (a)

    608,917        8,220,379   

VCA, Inc. (a)

    174,274        12,195,695   
   

 

 

 
      51,881,875   
   

 

 

 

Hotels, Restaurants & Leisure—6.8%

  

BJ’s Restaurants, Inc. (a)

    185,932        6,609,882   

Cheesecake Factory, Inc. (The)

    171,583        8,589,445   

Dunkin’ Brands Group, Inc.

    191,238        9,959,675   

Jack in the Box, Inc.

    135,759        13,024,718   

Panera Bread Co. - Class A (a)

    39,650        7,720,648   

Penn National Gaming, Inc. (a)

    568,059        7,708,561   

 

MIST-104


Table of Contents

Met Investors Series Trust

Invesco Small Cap Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Hotels, Restaurants & Leisure—(Continued)

  

Texas Roadhouse, Inc.

    277,767      $ 10,841,246   

Vail Resorts, Inc.

    96,303        15,108,015   
   

 

 

 
      79,562,190   
   

 

 

 

Household Durables—0.6%

  

CalAtlantic Group, Inc.

    208,454        6,970,702   
   

 

 

 

Insurance—1.3%

  

American Equity Investment Life Holding Co.

    374,030        6,631,552   

RLI Corp.

    126,847        8,671,261   
   

 

 

 
      15,302,813   
   

 

 

 

Internet Software & Services—2.4%

  

CoStar Group, Inc. (a)

    81,488        17,644,597   

Pandora Media, Inc. (a) (b)

    433,599        6,213,474   

Q2 Holdings, Inc. (a)

    153,211        4,391,027   
   

 

 

 
      28,249,098   
   

 

 

 

IT Services—3.6%

  

Booz Allen Hamilton Holding Corp.

    385,756        12,193,747   

EPAM Systems, Inc. (a)

    127,850        8,861,284   

Euronet Worldwide, Inc. (a)

    150,536        12,318,361   

ExlService Holdings, Inc. (a)

    178,848        8,913,784   
   

 

 

 
      42,287,176   
   

 

 

 

Leisure Products—0.8%

  

Brunswick Corp.

    183,260        8,939,423   
   

 

 

 

Life Sciences Tools & Services—3.6%

  

Bio-Techne Corp.

    96,489        10,565,546   

PAREXEL International Corp. (a)

    137,787        9,569,307   

PerkinElmer, Inc.

    188,043        10,551,093   

VWR Corp. (a)

    413,887        11,737,835   
   

 

 

 
      42,423,781   
   

 

 

 

Machinery—3.0%

  

ITT, Inc.

    250,507        8,978,171   

John Bean Technologies Corp.

    65,111        4,593,581   

WABCO Holdings, Inc. (a)

    104,047        11,812,456   

Wabtec Corp.

    126,716        10,346,361   
   

 

 

 
      35,730,569   
   

 

 

 

Marine—0.7%

  

Kirby Corp. (a)

    139,480        8,670,077   
   

 

 

 

Media—0.6%

  

IMAX Corp. (a)

    263,814        7,642,692   
   

 

 

 

Oil, Gas & Consumable Fuels—3.0%

  

Energen Corp.

    211,918        12,231,907   

Laredo Petroleum, Inc. (a) (b)

    787,431        10,157,860   

Parsley Energy, Inc. - Class A (a)

    377,513        12,650,460   
   

 

 

 
      35,040,227   
   

 

 

 

Pharmaceuticals—2.7%

  

Catalent, Inc. (a)

    330,888      8,550,146   

Impax Laboratories, Inc. (a)

    146,477        3,471,505   

Nektar Therapeutics (a)

    684,871        11,766,084   

Prestige Brands Holdings, Inc. (a)

    168,527        8,134,798   
   

 

 

 
      31,922,533   
   

 

 

 

Professional Services—0.6%

  

CEB, Inc.

    134,650        7,334,385   
   

 

 

 

Road & Rail—2.6%

  

Knight Transportation, Inc.

    396,764        11,383,159   

Old Dominion Freight Line, Inc. (a)

    145,664        9,994,007   

Swift Transportation Co. (a)

    427,072        9,169,236   
   

 

 

 
      30,546,402   
   

 

 

 

Semiconductors & Semiconductor Equipment—5.9%

  

Cavium, Inc. (a) (b)

    155,343        9,040,963   

Cirrus Logic, Inc. (a)

    110,251        5,859,841   

Integrated Device Technology, Inc. (a)

    179,819        4,153,819   

MKS Instruments, Inc.

    257,370        12,799,010   

Monolithic Power Systems, Inc.

    190,070        15,300,635   

Power Integrations, Inc.

    179,417        11,308,653   

Silicon Laboratories, Inc. (a)

    178,955        10,522,554   
   

 

 

 
      68,985,475   
   

 

 

 

Software—12.6%

  

Aspen Technology, Inc. (a)

    243,692        11,402,349   

CommVault Systems, Inc. (a)

    223,023        11,849,212   

Fair Isaac Corp.

    113,256        14,110,565   

Guidewire Software, Inc. (a)

    195,839        11,746,423   

Interactive Intelligence Group, Inc. (a)

    162,616        9,779,726   

Manhattan Associates, Inc. (a)

    229,639        13,231,799   

Mentor Graphics Corp.

    430,322        11,377,714   

MicroStrategy, Inc. - Class A (a)

    62,903        10,532,478   

Proofpoint, Inc. (a) (b)

    166,206        12,440,519   

Qualys, Inc. (a)

    264,138        10,087,430   

Take-Two Interactive Software, Inc. (a)

    267,886        12,076,301   

Ultimate Software Group, Inc. (The) (a)

    65,243        13,335,017   

Verint Systems, Inc. (a)

    154,422        5,810,900   
   

 

 

 
      147,780,433   
   

 

 

 

Specialty Retail—1.1%

  

DSW, Inc. - Class A

    239,718        4,909,425   

Five Below, Inc. (a)

    196,238        7,906,429   
   

 

 

 
      12,815,854   
   

 

 

 

Technology Hardware, Storage & Peripherals—0.4%

  

Cray, Inc. (a)

    204,903        4,823,417   
   

 

 

 

Textiles, Apparel & Luxury Goods—2.1%

  

Carter’s, Inc.

    98,168        8,512,147   

G-III Apparel Group, Ltd. (a)

    243,999        7,112,571   

Steven Madden, Ltd. (a)

    268,493        9,279,118   
   

 

 

 
      24,903,836   
   

 

 

 

 

MIST-105


Table of Contents

Met Investors Series Trust

Invesco Small Cap Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

Trading Companies & Distributors—1.1%

  

Watsco, Inc.

    92,889      $ 13,088,060   
   

 

 

 

Total Common Stocks
(Cost $883,799,178)

      1,165,501,626   
   

 

 

 
Short-Term Investment—1.3%   

Repurchase Agreement—1.3%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $16,010,396 on 10/03/16, collateralized by $16,090,000 U.S. Treasury Note at 1.375% due 01/31/21 with a value of $16,331,350.

    16,010,356        16,010,356   
   

 

 

 

Total Short-Term Investments
(Cost $16,010,356)

      16,010,356   
   

 

 

 
Securities Lending Reinvestments (c)—3.1%   

Certificates of Deposit—0.7%

  

Abbey National Treasury Services
0.440%, 10/03/16

    800,000        800,000   

Bank of Montreal
0.500%, 10/24/16

    250,000        250,000   

Bank of Nova Scotia
0.750%, 10/19/16

    600,000        600,066   

Bank of Tokyo-Mitsubishi Ltd.
0.450%, 10/04/16

    200,000        200,000   

Chiba Bank Ltd, New York
0.870%, 11/30/16

    750,000        750,127   

DZ Bank AG
0.950%, 01/03/17

    250,000        250,000   

KBC Bank NV
Zero Coupon, 12/27/16

    500,000        499,305   

1.000%, 01/04/17

    250,000        250,000   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    1,000,000        1,000,001   

National Bank of Canada
0.420%, 10/06/16

    600,000        599,999   

0.480%, 10/28/16

    500,000        499,997   

Norinchukin Bank
0.480%, 10/24/16

    500,000        500,000   

Standard Chartered Bank New York
0.910%, 12/16/16

    300,000        300,023   

Sumitomo Mitsui Trust Bank
0.540%, 10/26/16

    800,000        800,023   

Swedbank
0.350%, 10/03/16

    1,000,000        999,998   
   

 

 

 
      8,299,539   
   

 

 

 

Commercial Paper—0.5%

  

Albion Capital Corp.
0.720%, 10/25/16

    500,000        499,841   
Security Description       
Principal
Amount*
    Value  

Commercial Paper—(Continued)

  

BNP Paribas
0.510%, 10/21/16

    800,000      $ 799,798   

Charta, LLC
0.880%, 12/22/16

    1,000,000        998,089   

Credit Agricole Corporate and Investment Bank
0.610%, 11/01/16

    500,000        499,731   

Credit Suisse AG
0.971%, 10/19/16

    500,000        499,994   

Kells Funding, LLC
1.040%, 01/19/17

    300,000        299,109   

LMA S.A. & LMA Americas
0.580%, 10/14/16

    200,000        199,970   

0.580%, 10/17/16

    200,000        199,952   

Manhattan Asset Funding
0.740%, 11/28/16

    1,000,000        999,009   

Ridgefield Funding Co. LLC
0.650%, 10/26/16

    800,000        799,595   
   

 

 

 
      5,795,088   
   

 

 

 

Repurchase Agreements—1.7%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $2,000,156 on 10/03/16, collateralized by $1,890,030 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $2,040,001.

    2,000,000        2,000,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $3,000,208 on 10/03/16, collateralized by $2,945,170 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $3,060,003.

    3,000,000        3,000,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $4,000,150 on 10/03/16, collateralized by $3,155,200 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $4,080,056.

    4,000,000        4,000,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $4,000,314 on 10/03/16, collateralized by $3,818,716 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $4,081,706.

    4,000,000        4,000,000   

 

MIST-106


Table of Contents

Met Investors Series Trust

Invesco Small Cap Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (c)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreements—(Continued)

  

Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $387,143 on 10/03/16, collateralized by $319,839 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $394,870.

    387,127      $ 387,127   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $2,000,117 on 10/03/16, collateralized by $3,199,122 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $2,040,119.

    2,000,000        2,000,000   

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $1,800,130 on 10/04/16, collateralized by $1,731,193 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $1,836,000.

    1,800,000        1,800,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $3,000,115 on 10/03/16, collateralized by $2,808,540 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $3,060,062.

    3,000,000        3,000,000   
   

 

 

 
      20,187,127   
   

 

 

 

Time Deposits—0.2%

  

ANZ London
0.420%, 10/03/16

    79,250      79,250   

Canadian Imperial Bank
0.260%, 10/03/16

    1,000,000        1,000,000   

DBS Bank Limited, Singapore
0.380%, 10/04/16

    400,000        400,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    300,000        300,000   

Royal Bank of Canada
0.280%, 10/03/16

    300,000        300,000   
   

 

 

 
      2,079,250   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $36,360,217)

      36,361,004   
   

 

 

 

Total Investments—103.5%
(Cost $936,169,751) (d)

      1,217,872,986   

Other assets and liabilities (net)—(3.5)%

      (41,369,400
   

 

 

 
Net Assets—100.0%     $ 1,176,503,586   
   

 

 

 

 

* 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 September 30, 2016, the market value of securities loaned was $35,736,182 and the collateral received consisted of cash in the amount of $35,860,064. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(d) As of September 30, 2016, the aggregate cost of investments was $936,169,751. The aggregate unrealized appreciation and depreciation of investments were $335,796,844 and $(54,093,609), respectively, resulting in net unrealized appreciation of $281,703,235.

 

MIST-107


Table of Contents

Met Investors Series Trust

Invesco Small Cap Growth Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Common Stocks*

   $ 1,165,501,626       $ —        $ —         $ 1,165,501,626   

Total Short-Term Investment*

     —           16,010,356        —           16,010,356   
Securities Lending Reinvestments           

Certificates of Deposit

     —           8,299,539        —           8,299,539   

Commercial Paper

     —           5,795,088        —           5,795,088   

Repurchase Agreements

     —           20,187,127        —           20,187,127   

Time Deposits

     —           2,079,250        —           2,079,250   

Total Securities Lending Reinvestments

     —           36,361,004        —           36,361,004   

Total Investments

   $ 1,165,501,626       $ 52,371,360      $ —         $ 1,217,872,986   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (35,860,064   $ —         $ (35,860,064

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-108


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

U.S. Treasury & Government Agencies—62.2% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—33.5%

  

Fannie Mae 10 Yr. Pool
4.500%, 07/01/21

    678,047      $ 698,869   

Fannie Mae 20 Yr. Pool
4.000%, 02/01/31

    2,056,151        2,226,862   

6.000%, 07/01/28

    430,389        492,686   

Fannie Mae 30 Yr. Pool
3.500%, 07/01/42

    1,890,199        2,000,152   

3.500%, 08/01/42

    1,282,086        1,356,865   

4.500%, 02/01/40

    657,142        727,743   

5.000%, 09/01/35

    1,430,040        1,593,493   

6.000%, 12/01/39

    524,528        602,047   

Fannie Mae ARM Pool
0.926%, 07/01/24 (a)

    5,000,000        5,049,270   

0.936%, 09/01/24 (a)

    3,000,000        3,013,689   

0.956%, 11/01/23 (a)

    4,738,732        4,738,943   

0.976%, 09/01/24 (a)

    3,842,333        3,855,197   

1.196%, 01/01/21 (a)

    933,763        937,453   

Fannie Mae Benchmark REMIC (CMO)
5.500%, 06/25/37

    1,472,975        1,669,987   

Fannie Mae Interest Strip (CMO)
4.500%, 11/25/20 (b)

    383,293        16,248   

Fannie Mae Pool
2.330%, 11/01/22

    17,810,000        18,405,671   

2.360%, 05/01/23

    9,117,677        9,439,150   

2.420%, 05/01/23

    5,677,623        5,891,067   

2.450%, 11/01/22

    3,000,000        3,117,571   

2.450%, 09/01/28

    5,220,000        5,325,821   

2.480%, 10/25/28 (c)

    9,036,855        9,121,576   

2.520%, 05/01/23

    25,000,000        26,124,923   

2.530%, 05/01/23

    4,115,434        4,296,557   

2.540%, 05/01/23

    5,000,000        5,227,521   

2.600%, 09/01/28

    1,010,000        1,044,204   

2.640%, 04/01/23

    1,899,723        1,991,933   

2.640%, 05/01/23

    2,275,285        2,386,159   

2.690%, 10/01/23

    2,000,000        2,105,390   

2.700%, 05/01/23

    5,000,000        5,227,396   

2.720%, 03/01/23

    3,113,803        3,277,680   

2.730%, 07/01/28

    3,000,000        3,120,835   

2.740%, 06/01/23

    2,891,557        3,043,705   

2.810%, 09/01/31

    1,600,000        1,659,232   

2.890%, 05/01/27

    1,989,779        2,074,795   

2.920%, 12/01/24

    1,000,000        1,061,760   

2.970%, 06/01/30

    2,750,000        2,899,074   

2.980%, 09/01/36

    1,650,000        1,724,331   

2.990%, 01/01/25

    1,250,000        1,332,120   

3.000%, 01/01/43

    5,052,299        5,268,928   

3.050%, 04/01/22

    3,346,339        3,561,781   

3.110%, 12/01/24

    1,500,000        1,613,746   

3.200%, 11/01/20

    10,336,549        10,972,950   

3.235%, 10/01/26

    1,452,779        1,578,295   

3.240%, 12/01/26

    1,500,000        1,639,309   

3.260%, 12/01/26

    1,000,000        1,089,988   

3.290%, 08/01/26

    2,000,000        2,188,555   

3.340%, 02/01/27

    1,500,000        1,641,437   

3.380%, 12/01/23

    2,000,000        2,189,965   

3.430%, 10/01/23

    11,808,755        12,909,404   

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae Pool
3.440%, 11/01/21

    3,933,496      4,244,109   

3.450%, 01/01/24

    1,000,000        1,097,323   

3.490%, 09/01/23

    3,945,373        4,326,077   

3.500%, 08/01/26

    513,980        531,905   

3.500%, 02/01/33

    5,369,507        5,717,900   

3.500%, 05/01/33

    5,606,261        5,968,938   

3.500%, 12/01/42

    6,684,843        7,122,458   

3.500%, 03/01/43

    8,034,953        8,576,526   

3.500%, 05/01/43

    26,700,419        28,496,486   

3.500%, 06/01/43

    6,526,465        6,966,043   

3.500%, 07/01/43

    3,866,269        4,126,844   

3.500%, 08/01/43

    8,757,930        9,348,513   

3.550%, 02/01/30

    1,500,000        1,666,313   

3.560%, 03/01/24

    7,246,284        8,007,947   

3.563%, 01/01/21

    11,834,065        12,742,408   

3.630%, 10/01/29

    1,464,603        1,628,367   

3.670%, 07/01/23

    2,500,000        2,774,954   

3.730%, 07/01/22

    5,753,917        6,272,495   

3.739%, 06/01/18

    1,724,538        1,773,880   

3.760%, 10/01/23

    1,462,497        1,628,257   

3.760%, 11/01/23

    1,100,000        1,228,032   

3.770%, 12/01/20

    2,270,357        2,456,577   

3.804%, 05/01/22

    9,085,427        9,904,039   

3.970%, 07/01/21

    4,653,079        5,108,133   

4.000%, 10/01/32

    1,801,249        1,961,116   

4.000%, 12/01/40

    625,803        677,855   

4.000%, 07/01/42

    3,486,528        3,796,062   

4.260%, 12/01/19

    2,696,651        2,914,309   

4.330%, 04/01/20

    3,791,579        4,134,608   

4.770%, 06/01/19

    3,390,751        3,642,980   

5.895%, 10/01/17

    2,189,706        2,274,267   

Fannie Mae REMICS (CMO)
Zero Coupon, 09/25/43 (d)

    2,419,767        2,067,586   

Zero Coupon, 10/25/43 (d)

    1,214,225        1,042,461   

Zero Coupon, 12/25/43 (d)

    2,746,600        2,322,823   

1.025%, 05/25/35 (a)

    2,905,095        2,902,994   

1.025%, 10/25/42 (a)

    1,334,957        1,331,819   

1.036%, 03/25/27 (a)

    453,075        454,295   

1.125%, 10/25/43 (a)

    2,775,738        2,793,176   

1.125%, 12/25/43 (a)

    3,275,970        3,292,018   

1.425%, 03/25/38 (a)

    482,459        490,086   

1.525%, 08/25/32 (a)

    1,040,177        1,069,863   

3.500%, 02/25/43

    7,195,765        7,576,756   

5.000%, 03/25/40

    9,384,832        10,400,498   

5.500%, 12/25/35

    1,431,001        1,519,670   

6.000%, 01/25/36

    1,072,186        1,136,836   

6.005%, 01/25/41 (a) (b)

    6,197,265        1,471,852   

6.500%, 07/18/28

    216,278        242,811   

Fannie Mae-ACES
2.207%, 01/25/22

    10,000,000        10,275,399   

2.280%, 12/27/22

    9,391,000        9,639,476   

2.488%, 05/25/26

    1,600,000        1,645,860   

2.614%, 10/25/21 (a)

    2,000,000        2,091,325   

2.723%, 10/25/24

    2,000,000        2,096,336   

3.103%, 07/25/24 (a)

    1,394,000        1,497,019   

 

MIST-109


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

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

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae-ACES
3.346%, 03/25/24 (a)

    2,500,000      $ 2,716,117   

3.501%, 01/25/24 (a)

    2,500,000        2,744,184   

Freddie Mac 20 Yr. Gold Pool
3.500%, 03/01/32

    1,694,259        1,807,525   

Freddie Mac 30 Yr. Gold Pool
4.000%, 08/01/42

    5,895,959        6,324,460   

4.000%, 05/01/43

    861,194        933,082   

4.000%, 06/01/43

    592,507        640,173   

4.000%, 08/01/43

    7,331,205        7,945,410   

5.000%, 08/01/39

    1,283,938        1,449,901   

Freddie Mac ARM Non-Gold Pool
3.820%, 07/01/40 (a)

    2,775,784        2,885,367   

Freddie Mac Gold Pool
3.500%, 12/01/32

    6,086,957        6,512,492   

3.500%, 01/01/33

    7,880,074        8,428,124   

3.500%, 02/01/33

    11,644,857        12,455,906   

3.500%, 03/01/33

    7,744,312        8,285,084   

3.500%, 04/01/33

    10,642,479        11,386,742   

3.500%, 05/01/33

    4,420,175        4,728,582   

3.500%, 06/01/43

    4,050,301        4,319,796   

4.000%, 09/01/32

    1,917,554        2,101,416   

4.000%, 11/01/32

    4,485,903        4,926,508   

4.000%, 12/01/32

    2,132,463        2,343,734   

4.000%, 01/01/33

    937,829        1,030,734   

4.000%, 02/01/33

    926,658        1,018,387   

4.000%, 01/01/46

    3,275,888        3,580,339   

5.000%, 02/01/34

    491,246        537,946   

Freddie Mac Multifamily Structured Pass-Through Certificates
2.522%, 01/25/23

    2,085,000        2,165,805   

2.615%, 01/25/23

    7,275,000        7,576,718   

3.389%, 03/25/24

    5,714,000        6,288,196   

3.490%, 01/25/24

    4,000,000        4,429,189   

Freddie Mac REMICS (CMO)
0.974%, 08/15/42 (a)

    6,440,032        6,484,553   

1.204%, 11/15/37 (a)

    1,312,689        1,326,235   

1.224%, 03/15/24 (a)

    703,299        706,967   

1.874%, 03/15/38 (a)

    600,000        644,839   

3.000%, 02/15/26

    1,915,000        2,014,804   

3.500%, 08/15/39

    3,632,596        3,828,430   

3.500%, 06/15/48

    7,316,185        7,633,610   

4.500%, 03/15/40

    789,257        792,633   

5.000%, 08/15/35

    1,650,000        1,874,726   

5.750%, 06/15/35

    8,002,759        9,207,559   

5.846%, 10/15/37 (a) (b)

    5,268,736        1,070,851   

5.876%, 11/15/36 (a) (b)

    3,217,928        419,255   

6.000%, 07/15/35

    6,697,818        7,505,750   

6.000%, 03/15/36

    2,811,998        3,402,778   

6.500%, 05/15/28

    517,167        596,381   

6.500%, 03/15/37

    1,024,199        1,180,757   

Freddie Mac Strips (CMO)
Zero Coupon, 09/15/43 (d)

    1,264,245        1,075,545   

3.000%, 01/15/43

    6,992,218        7,291,270   

3.000%, 01/15/44

    9,234,790        9,667,571   

Agency Sponsored Mortgage - Backed—(Continued)

  

FREMF Mortgage Trust
3.835%, 07/25/49 (144A) (a)

    1,635,000      1,636,854   

Ginnie Mae II ARM Pool
2.500%, 04/20/41 (a)

    718,539        741,963   

Ginnie Mae II Pool
4.383%, 06/20/63

    9,195,768        9,938,131   

4.460%, 05/20/63

    14,339,775        15,494,644   

4.465%, 05/20/63

    10,099,458        10,900,093   

4.498%, 04/20/63

    5,104,473        5,509,860   

Government National Mortgage Association (CMO)
0.794%, 08/20/60 (a)

    361,171        361,060   

0.794%, 11/20/62 (a)

    241,839        241,685   

0.834%, 12/20/62 (a)

    2,376,541        2,356,749   

0.894%, 02/20/62 (a)

    6,924,371        6,908,863   

0.904%, 03/20/63 (a)

    800,007        794,996   

0.914%, 02/20/63 (a)

    1,762,660        1,745,420   

0.944%, 02/20/63 (a)

    7,414,533        7,381,178   

0.964%, 03/20/63 (a)

    3,831,603        3,817,558   

0.964%, 07/20/64 (a)

    4,312,540        4,295,630   

0.964%, 09/20/64 (a)

    1,759,081        1,745,325   

0.974%, 04/20/63 (a)

    8,694,509        8,664,561   

0.994%, 01/20/63 (a)

    3,212,621        3,211,082   

0.994%, 04/20/63 (a)

    6,936,002        6,895,748   

0.994%, 06/20/64 (a)

    5,571,710        5,535,370   

0.994%, 07/20/64 (a)

    2,616,993        2,600,078   

1.032%, 09/20/37 (a)

    349,619        351,326   

1.044%, 04/20/62 (a)

    753,259        753,050   

1.094%, 04/20/64 (a)

    14,184,623        14,181,167   

1.094%, 05/20/64 (a)

    9,974,254        9,962,231   

1.144%, 07/20/63 (a)

    6,472,778        6,492,907   

1.144%, 01/20/64 (a)

    1,474,459        1,479,847   

1.144%, 02/20/64 (a)

    5,108,361        5,126,751   

1.144%, 03/20/64 (a)

    1,863,587        1,869,394   

1.184%, 02/20/64 (a)

    2,162,587        2,169,966   

1.194%, 09/20/63 (a)

    4,338,512        4,361,849   

1.244%, 09/20/63 (a)

    4,206,851        4,238,029   

1.650%, 02/20/63

    15,653,610        15,627,200   

1.650%, 04/20/63

    9,206,049        9,188,584   

1.750%, 03/20/63

    2,306,086        2,319,759   

4.500%, 01/16/25

    1,068,733        1,227,658   

4.501%, 04/20/43 (a)

    2,345,946        2,525,582   

4.700%, 11/20/42 (a)

    9,759,182        10,759,008   

5.000%, 12/20/33

    1,978,456        2,209,907   

5.000%, 09/20/38

    5,658,227        5,915,946   

5.000%, 06/16/39

    814,410        885,565   

5.000%, 07/20/39

    4,113,411        4,601,527   

5.000%, 10/20/39

    3,865,326        4,516,594   

5.220%, 06/20/40 (a)

    4,590,587        5,189,539   

5.500%, 02/20/33

    147,908        153,253   

5.500%, 07/16/33 (b)

    1,296,679        263,256   
   

 

 

 
      825,442,187   
   

 

 

 

 

MIST-110


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

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

 

Security Description   Principal
Amount*
    Value  

Federal Agencies—2.1%

  

Residual Funding Corp. Principal Strip
Zero Coupon, 07/15/20

    43,119,000      $ 41,162,993   

Tennessee Valley Authority
1.750%, 10/15/18

    850,000        864,337   

5.250%, 09/15/39

    600,000        829,405   

5.880%, 04/01/36

    1,000,000        1,450,830   

6.235%, 07/15/45

    4,250,000        4,913,671   

Tennessee Valley Authority Generic Strip
Zero Coupon, 03/15/32

    1,000,000        637,788   

Tennessee Valley Authority Principal Strip
Zero Coupon, 11/01/25

    1,000,000        813,314   

Zero Coupon, 06/15/35

    750,000        417,161   
   

 

 

 
      51,089,499   
   

 

 

 

U.S. Treasury—26.6%

  

U.S. Treasury Bonds
3.500%, 02/15/39

    1,450,000        1,795,507   

3.875%, 08/15/40

    4,230,000        5,518,001   

4.250%, 05/15/39

    200,000        274,227   

4.250%, 11/15/40

    2,000,000        2,753,906   

4.375%, 02/15/38

    18,100,000        25,246,676   

4.375%, 11/15/39

    25,650,000        35,765,719   

4.375%, 05/15/40

    1,700,000        2,375,419   

4.500%, 05/15/38

    1,000,000        1,419,570   

5.250%, 11/15/28

    7,000,000        9,691,444   

5.250%, 02/15/29

    500,000        695,215   

5.375%, 02/15/31

    13,000,000        18,966,285   

5.500%, 08/15/28

    2,000,000        2,811,640   

6.125%, 08/15/29

    5,000,000        7,518,750   

U.S. Treasury Coupon Strips
Zero Coupon, 08/15/19

    16,000,000        15,575,280   

Zero Coupon, 11/15/19 (e)

    1,500,000        1,454,288   

Zero Coupon, 02/15/20

    2,815,000        2,720,478   

Zero Coupon, 05/15/20

    2,475,000        2,383,036   

Zero Coupon, 02/15/21

    25,050,000        23,809,048   

Zero Coupon, 05/15/21

    16,285,000        15,416,570   

Zero Coupon, 08/15/21

    3,095,000        2,915,208   

Zero Coupon, 11/15/21

    14,940,000        14,006,698   

Zero Coupon, 02/15/22

    3,975,000        3,703,289   

Zero Coupon, 05/15/22

    14,560,000        13,508,055   

Zero Coupon, 08/15/22

    6,000,000        5,544,714   

Zero Coupon, 11/15/22

    6,250,000        5,738,225   

Zero Coupon, 02/15/23

    18,035,000        16,464,783   

Zero Coupon, 05/15/23

    57,400,000        52,042,686   

Zero Coupon, 08/15/23

    2,765,000        2,496,189   

Zero Coupon, 11/15/23

    2,300,000        2,065,356   

Zero Coupon, 02/15/24

    4,900,000        4,375,024   

Zero Coupon, 08/15/24

    2,500,000        2,211,140   

Zero Coupon, 11/15/24

    1,500,000        1,319,186   

Zero Coupon, 02/15/25

    2,000,000        1,746,354   

Zero Coupon, 05/15/25

    5,500,000        4,773,686   

Zero Coupon, 08/15/25

    1,000,000        862,764   

Zero Coupon, 08/15/27

    400,000        327,858   

Zero Coupon, 11/15/27

    570,000        464,319   

Zero Coupon, 05/15/28

    3,030,000        2,436,584   

U.S. Treasury—(Continued)

  

U.S. Treasury Coupon Strips
Zero Coupon, 08/15/28

    1,750,000      1,399,941   

Zero Coupon, 05/15/29

    1,000,000        783,062   

Zero Coupon, 08/15/29

    800,000        622,901   

Zero Coupon, 11/15/29

    1,000,000        772,961   

Zero Coupon, 02/15/30

    8,300,000        6,383,870   

Zero Coupon, 05/15/30

    700,000        534,821   

Zero Coupon, 08/15/30

    3,925,000        2,972,249   

Zero Coupon, 11/15/30

    4,400,000        3,314,216   

Zero Coupon, 02/15/31

    2,800,000        2,101,232   

Zero Coupon, 05/15/31

    10,500,000        7,806,288   

Zero Coupon, 08/15/31

    2,800,000        2,070,981   

Zero Coupon, 11/15/31

    3,000,000        2,200,848   

Zero Coupon, 02/15/32

    9,900,000        7,214,536   

Zero Coupon, 05/15/32

    12,800,000        9,256,166   

Zero Coupon, 08/15/32

    6,900,000        4,950,991   

Zero Coupon, 08/15/33

    400,000        278,792   

Zero Coupon, 11/15/33

    13,000,000        8,991,463   

Zero Coupon, 02/15/34

    3,000,000        2,059,164   

Zero Coupon, 05/15/34

    11,000,000        7,486,270   

Zero Coupon, 08/15/34

    5,000,000        3,373,420   

Zero Coupon, 05/15/35

    4,000,000        2,647,868   

U.S. Treasury Inflation Indexed Bonds
1.750%, 01/15/28 (f)

    574,375        672,296   

U.S. Treasury Inflation Indexed Notes
0.125%, 01/15/22 (f)

    1,594,935        1,627,845   

U.S. Treasury Notes
0.750%, 02/28/18

    7,000,000        7,002,184   

0.750%, 02/15/19

    1,500,000        1,497,129   

0.875%, 07/31/19

    340,000        340,080   

1.000%, 06/30/19

    660,000        662,526   

1.000%, 08/31/19

    17,000,000        17,054,451   

1.250%, 10/31/18

    3,000,000        3,027,186   

1.250%, 11/30/18

    7,000,000        7,064,533   

1.250%, 02/29/20

    11,000,000        11,099,253   

1.375%, 01/31/20

    3,000,000        3,039,258   

1.500%, 08/31/18

    7,000,000        7,094,612   

1.500%, 05/31/19

    2,690,000        2,735,079   

1.750%, 01/31/23

    7,100,000        7,267,794   

1.750%, 05/15/23

    2,500,000        2,556,152   

2.000%, 11/30/20

    12,000,000        12,438,744   

2.000%, 10/31/21

    3,000,000        3,117,306   

2.000%, 08/15/25

    5,000,000        5,174,220   

2.125%, 08/31/20

    10,000,000        10,404,300   

2.125%, 01/31/21

    2,000,000        2,084,218   

2.125%, 08/15/21

    21,000,000        21,930,237   

2.125%, 05/15/25

    12,000,000        12,545,628   

2.375%, 08/15/24

    17,000,000        18,112,973   

2.625%, 08/15/20

    13,000,000        13,768,833   

2.625%, 11/15/20

    22,500,000        23,886,045   

3.125%, 05/15/21

    27,000,000        29,377,269   

3.500%, 02/15/18

    6,000,000        6,225,702   

3.625%, 02/15/21

    32,000,000        35,401,248   
   

 

 

 
      657,622,318   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $1,477,244,364)

      1,534,154,004   
   

 

 

 

 

MIST-111


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—24.4%

 

Security Description   Principal
Amount*
    Value  

Aerospace/Defense—0.3%

  

Airbus Group Finance B.V.
2.700%, 04/17/23 (144A)

    249,000      $ 256,763   

BAE Systems Holdings, Inc.
4.750%, 10/07/44 (144A)

    338,000        373,727   

BAE Systems plc
4.750%, 10/11/21 (144A)

    1,000,000        1,111,993   

Harris Corp.
3.832%, 04/27/25

    600,000        635,156   

Lockheed Martin Corp.
3.100%, 01/15/23

    193,000        203,526   

4.500%, 05/15/36

    450,000        512,076   

6.150%, 09/01/36

    236,000        317,576   

Northrop Grumman Corp.
1.750%, 06/01/18

    418,000        421,341   

3.850%, 04/15/45

    182,000        188,840   

Northrop Grumman Systems Corp.
7.750%, 02/15/31

    350,000        522,061   

United Technologies Corp.
7.500%, 09/15/29

    1,568,000        2,322,268   
   

 

 

 
      6,865,327   
   

 

 

 

Agriculture—0.1%

  

Bunge N.A. Finance L.P.
5.900%, 04/01/17

    247,000        252,334   

Bunge, Ltd. Finance Corp.
8.500%, 06/15/19

    1,084,000        1,270,180   

Cargill, Inc.
7.350%, 03/06/19 (144A)

    1,055,000        1,201,017   
   

 

 

 
      2,723,531   
   

 

 

 

Airlines—0.2%

  

Air Canada Pass-Through Trust
4.125%, 05/15/25 (144A)

    341,737        361,386   

American Airlines Pass-Through Trust
3.000%, 10/15/28

    1,403,000        1,410,155   

3.650%, 06/15/28

    157,000        163,673   

4.950%, 01/15/23

    1,031,656        1,121,926   

United Airlines Pass-Through Trust
3.450%, 07/07/28

    464,000        483,720   

4.300%, 08/15/25

    481,751        525,109   
   

 

 

 
      4,065,969   
   

 

 

 

Auto Manufacturers—0.7%

  

American Honda Finance Corp.
1.600%, 02/16/18 (144A)

    700,000        704,436   

2.300%, 09/09/26 (e)

    236,000        235,078   

BMW U.S. Capital LLC
2.250%, 09/15/23 (144A)

    540,000        537,893   

Daimler Finance North America LLC
1.875%, 01/11/18 (144A)

    328,000        329,923   

2.000%, 08/03/18 (144A)

    300,000        302,484   

2.250%, 07/31/19 (144A) (e)

    1,600,000        1,624,051   

2.375%, 08/01/18 (144A)

    378,000        383,685   

2.875%, 03/10/21 (144A)

    500,000        520,697   

Auto Manufacturers—(Continued)

  

Ford Motor Co.
7.450%, 07/16/31

    300,000      396,809   

Ford Motor Credit Co. LLC
1.684%, 09/08/17

    630,000        630,456   

1.724%, 12/06/17

    678,000        678,637   

2.145%, 01/09/18

    309,000        310,610   

2.375%, 03/12/19

    969,000        980,741   

2.459%, 03/27/20

    950,000        958,863   

3.000%, 06/12/17

    400,000        404,227   

4.134%, 08/04/25

    200,000        211,006   

4.250%, 02/03/17

    1,200,000        1,211,512   

4.375%, 08/06/23

    900,000        967,527   

General Motors Co.
4.875%, 10/02/23

    200,000        216,685   

6.600%, 04/01/36

    500,000        601,591   

General Motors Financial Co., Inc.
3.200%, 07/13/20

    682,000        698,333   

3.200%, 07/06/21

    300,000        303,684   

3.700%, 05/09/23

    683,000        694,651   

4.000%, 01/15/25

    200,000        201,889   

Hyundai Capital America
2.400%, 10/30/18 (144A)

    239,000        242,320   

Nissan Motor Acceptance Corp.
1.800%, 03/15/18 (144A)

    789,000        793,672   

1.900%, 09/14/21 (144A)

    98,000        97,735   

2.650%, 09/26/18 (144A)

    300,000        306,301   

Toyota Motor Credit Corp.
1.375%, 01/10/18

    700,000        701,331   

1.450%, 01/12/18

    206,000        206,772   
   

 

 

 
      16,453,599   
   

 

 

 

Auto Parts & Equipment—0.1%

  

Johnson Controls, Inc.
3.625%, 07/02/24

    277,000        296,152   

4.950%, 07/02/64

    737,000        770,072   

5.000%, 03/30/20

    635,000        697,347   
   

 

 

 
      1,763,571   
   

 

 

 

Banks—5.9%

  

ABN AMRO Bank NV
2.500%, 10/30/18 (144A)

    1,160,000        1,180,842   

American Express Bank FSB
6.000%, 09/13/17

    1,800,000        1,877,404   

American Express Centurion Bank
5.950%, 06/12/17

    250,000        257,913   

ANZ New Zealand International, Ltd.
2.600%, 09/23/19 (144A)

    1,300,000        1,328,649   

2.850%, 08/06/20 (144A)

    250,000        257,495   

Australia & New Zealand Banking Group, Ltd.
4.400%, 05/19/26 (144A)

    200,000        212,278   

Bank of America Corp.
2.000%, 01/11/18

    2,740,000        2,752,615   

2.250%, 04/21/20

    640,000        644,406   

2.600%, 01/15/19

    1,225,000        1,248,908   

2.625%, 10/19/20

    485,000        494,939   

 

MIST-112


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

  

Bank of America Corp.
2.650%, 04/01/19

    660,000      $ 674,428   

3.300%, 01/11/23

    1,921,000        1,988,558   

4.000%, 01/22/25

    654,000        677,796   

4.125%, 01/22/24

    1,780,000        1,930,403   

4.250%, 10/22/26

    520,000        551,688   

5.625%, 07/01/20

    1,000,000        1,122,559   

5.875%, 01/05/21

    2,500,000        2,867,140   

6.000%, 09/01/17

    360,000        374,340   

6.400%, 08/28/17

    1,276,000        1,331,289   

6.500%, 07/15/18

    997,000        1,079,693   

Bank of Montreal
2.375%, 01/25/19

    575,000        586,106   

2.550%, 11/06/22

    500,000        512,428   

Bank of New York Mellon Corp. (The)
2.200%, 05/15/19

    354,000        360,415   

3.250%, 09/11/24

    1,200,000        1,276,394   

4.150%, 02/01/21

    670,000        732,072   

5.450%, 05/15/19

    278,000        305,437   

Bank of Nova Scotia (The)
1.450%, 04/25/18

    300,000        300,581   

1.850%, 04/14/20 (e)

    700,000        707,343   

1.875%, 09/20/21 (144A)

    300,000        301,691   

2.800%, 07/21/21

    500,000        520,804   

Bank of Tokyo-Mitsubishi UFJ, Ltd. (The)
2.700%, 09/09/18 (144A)

    1,000,000        1,018,667   

4.100%, 09/09/23 (144A)

    1,114,000        1,224,644   

Banque Federative du Credit Mutuel S.A.
1.700%, 01/20/17 (144A)

    1,600,000        1,601,730   

Barclays plc
3.650%, 03/16/25

    254,000        250,600   

4.375%, 01/12/26

    599,000        619,749   

BB&T Corp.
2.150%, 03/22/17

    485,000        486,873   

2.450%, 01/15/20

    833,000        852,437   

2.625%, 06/29/20

    400,000        413,031   

6.850%, 04/30/19

    525,000        594,458   

BNZ International Funding, Ltd.
2.350%, 03/04/19 (144A)

    842,000        855,386   

BPCE S.A.
1.625%, 01/26/18

    1,200,000        1,202,852   

5.700%, 10/22/23 (144A)

    400,000        435,348   

Canadian Imperial Bank of Commerce
1.600%, 09/06/19

    850,000        850,006   

Capital One Financial Corp.
2.450%, 04/24/19

    176,000        179,835   

3.500%, 06/15/23

    907,000        945,546   

3.750%, 07/28/26

    860,000        863,048   

4.200%, 10/29/25

    650,000        678,140   

5.250%, 02/21/17

    170,000        172,505   

Capital One N.A.
1.500%, 03/22/18

    500,000        498,916   

2.400%, 09/05/19

    300,000        304,745   

Citigroup, Inc.
1.750%, 05/01/18

    776,000        777,121   

2.350%, 08/02/21

    192,000        192,747   

Banks—(Continued)

  

Citigroup, Inc.
2.400%, 02/18/20

    450,000      455,626   

2.500%, 09/26/18

    441,000        447,998   

3.400%, 05/01/26

    825,000        852,373   

3.875%, 03/26/25

    1,300,000        1,341,609   

4.125%, 07/25/28

    487,000        495,098   

4.300%, 11/20/26

    1,500,000        1,573,183   

4.400%, 06/10/25

    196,000        207,523   

4.750%, 05/18/46

    800,000        838,941   

5.500%, 09/13/25

    692,000        789,182   

Citizens Financial Group, Inc.
2.375%, 07/28/21

    110,000        110,385   

4.300%, 12/03/25

    193,000        202,510   

Comerica, Inc.
3.800%, 07/22/26

    1,116,000        1,150,358   

Commonwealth Bank of Australia
2.000%, 09/06/21 (144A) (e)

    500,000        499,313   

4.500%, 12/09/25 (144A) (e)

    352,000        375,907   

Cooperatieve Rabobank UA
3.875%, 02/08/22

    700,000        766,064   

4.375%, 08/04/25

    250,000        263,819   

4.625%, 12/01/23

    872,000        941,677   

Credit Suisse AG
1.750%, 01/29/18

    279,000        279,044   

2.300%, 05/28/19

    250,000        253,115   

3.000%, 10/29/21

    1,379,000        1,418,679   

3.625%, 09/09/24

    250,000        260,914   

5.300%, 08/13/19

    300,000        328,595   

Credit Suisse Group Funding Guernsey, Ltd.
3.750%, 03/26/25

    250,000        248,385   

4.550%, 04/17/26 (144A)

    433,000        454,643   

Danske Bank A/S
2.000%, 09/08/21 (144A)

    366,000        365,758   

Deutsche Bank AG
2.950%, 08/20/20

    77,000        74,201   

3.375%, 05/12/21

    123,000        120,319   

3.700%, 05/30/24

    667,000        638,715   

6.000%, 09/01/17

    200,000        203,370   

Discover Bank
3.200%, 08/09/21

    1,650,000        1,702,288   

4.200%, 08/08/23

    493,000        530,573   

Fifth Third Bancorp
8.250%, 03/01/38

    500,000        740,930   

Fifth Third Bank
2.375%, 04/25/19

    650,000        663,178   

Goldman Sachs Group, Inc. (The)
2.600%, 04/23/20

    714,000        725,679   

3.500%, 01/23/25

    392,000        405,400   

3.625%, 01/22/23

    1,300,000        1,373,510   

3.850%, 07/08/24

    1,447,000        1,536,339   

4.000%, 03/03/24

    412,000        442,402   

5.375%, 03/15/20

    3,126,000        3,461,539   

5.750%, 01/24/22 (e)

    1,000,000        1,161,539   

5.950%, 01/15/27

    1,000,000        1,178,925   

7.500%, 02/15/19

    3,000,000        3,390,795   

 

MIST-113


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

  

HSBC Bank plc
1.500%, 05/15/18 (144A)

    821,000      $ 819,562   

4.125%, 08/12/20 (144A)

    2,002,000        2,146,116   

4.750%, 01/19/21 (144A)

    1,600,000        1,766,469   

HSBC Holdings plc
2.650%, 01/05/22

    400,000        398,639   

3.600%, 05/25/23 (e)

    550,000        568,038   

3.900%, 05/25/26

    200,000        207,205   

HSBC USA, Inc.
1.625%, 01/16/18

    500,000        500,273   

2.350%, 03/05/20

    538,000        542,671   

Huntington Bancshares, Inc.
2.300%, 01/14/22

    813,000        810,001   

Industrial & Commercial Bank of China, Ltd.
2.351%, 11/13/17

    626,000        630,368   

ING Bank NV
1.650%, 08/15/19 (144A)

    300,000        299,737   

3.750%, 03/07/17 (144A)

    1,000,000        1,010,360   

KeyCorp
5.100%, 03/24/21

    896,000        1,011,482   

Macquarie Bank, Ltd.
1.600%, 10/27/17 (144A)

    1,220,000        1,221,857   

2.600%, 06/24/19 (144A)

    979,000        996,525   

2.850%, 07/29/20 (144A)

    250,000        257,300   

4.000%, 07/29/25 (144A)

    250,000        266,521   

Manufacturers & Traders Trust Co.
6.625%, 12/04/17

    970,000        1,024,311   

Mitsubishi UFJ Financial Group, Inc.
2.527%, 09/13/23

    250,000        250,992   

Mizuho Bank, Ltd.
1.800%, 03/26/18 (144A)

    484,000        485,104   

3.600%, 09/25/24 (144A)

    950,000        1,016,649   

Morgan Stanley
1.875%, 01/05/18

    517,000        519,111   

3.700%, 10/23/24

    500,000        527,578   

5.000%, 11/24/25

    1,269,000        1,415,823   

5.500%, 01/26/20

    1,430,000        1,585,604   

5.500%, 07/28/21

    807,000        920,405   

5.625%, 09/23/19

    3,030,000        3,355,601   

5.750%, 01/25/21

    2,500,000        2,849,837   

5.950%, 12/28/17

    1,757,000        1,850,023   

National Australia Bank, Ltd.
2.400%, 12/09/19 (144A)

    400,000        407,416   

Nordea Bank AB
1.625%, 05/15/18 (144A)

    1,400,000        1,403,850   

4.875%, 01/27/20 (144A)

    500,000        549,267   

Northern Trust Corp.
3.375%, 08/23/21

    300,000        322,017   

PNC Financial Services Group, Inc. (The)
4.375%, 08/11/20

    650,000        710,800   

5.125%, 02/08/20

    800,000        888,727   

6.700%, 06/10/19

    650,000        739,034   

Regions Financial Corp.
3.200%, 02/08/21

    268,000        278,602   

Banks—(Continued)

  

Royal Bank of Canada
1.200%, 09/19/17 (e)

    1,000,000      999,570   

1.875%, 02/05/20

    2,000,000        2,021,084   

2.000%, 10/01/18

    2,092,000        2,115,753   

2.000%, 12/10/18

    140,000        141,720   

2.200%, 07/27/18

    305,000        309,292   

Santander Issuances S.A.U.
5.179%, 11/19/25 (e)

    600,000        611,309   

Skandinaviska Enskilda Banken AB
1.750%, 03/19/18 (144A)

    402,000        403,588   

Stadshypotek AB
1.875%, 10/02/19 (144A)

    1,500,000        1,514,887   

Standard Chartered plc
5.200%, 01/26/24 (144A)

    1,000,000        1,064,474   

State Street Corp.
3.100%, 05/15/23

    407,000        422,842   

3.700%, 11/20/23

    1,608,000        1,761,212   

SunTrust Banks, Inc.
2.750%, 05/01/23

    2,000,000        2,027,746   

3.500%, 01/20/17

    310,000        311,571   

Toronto-Dominion Bank (The)
1.750%, 07/23/18

    300,000        301,843   

2.250%, 11/05/19

    255,000        260,148   

2.500%, 12/14/20

    500,000        514,153   

3.625%, 09/15/31 (a)(e)

    433,000        434,194   

U.S. Bancorp
2.375%, 07/22/26

    1,570,000        1,550,584   

U.S. Bank N.A.
2.125%, 10/28/19

    350,000        356,243   

UBS Group Funding Jersey, Ltd.
2.650%, 02/01/22 (144A)

    762,000        760,582   

4.125%, 09/24/25 (144A)

    300,000        314,397   

Wachovia Corp.
5.750%, 02/01/18

    500,000        528,290   

Wells Fargo & Co.
2.550%, 12/07/20

    179,000        182,513   

3.300%, 09/09/24

    770,000        804,802   

3.500%, 03/08/22

    1,900,000        2,015,904   

4.100%, 06/03/26

    1,291,000        1,369,679   

4.600%, 04/01/21

    3,470,000        3,831,019   

4.650%, 11/04/44

    595,000        625,918   

5.375%, 11/02/43

    1,005,000        1,166,757   

Wells Fargo Bank N.A.
6.000%, 11/15/17

    2,491,000        2,618,517   

Westpac Banking Corp.
1.375%, 05/30/18 (144A)

    2,000,000        2,001,528   
   

 

 

 
      144,641,393   
   

 

 

 

Beverages—0.3%

  

Anheuser-Busch InBev Finance, Inc.
1.900%, 02/01/19

    310,000        312,993   

3.300%, 02/01/23

    2,022,000        2,134,239   

3.700%, 02/01/24

    1,000,000        1,080,692   

Beam Suntory, Inc.
3.250%, 05/15/22

    760,000        784,719   

 

MIST-114


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Beverages—(Continued)

  

Heineken NV
3.400%, 04/01/22 (144A)

    1,339,000      $ 1,428,893   

Molson Coors Brewing Co.
3.000%, 07/15/26

    375,000        377,597   

SABMiller Holdings, Inc.
3.750%, 01/15/22 (144A)

    1,700,000        1,840,520   
   

 

 

 
      7,959,653   
   

 

 

 

Biotechnology—0.3%

  

Amgen, Inc.
2.125%, 05/01/20

    100,000        101,521   

3.625%, 05/22/24

    873,000        935,440   

4.563%, 06/15/48 (144A)

    2,696,000        2,877,915   

5.700%, 02/01/19

    100,000        109,515   

Biogen, Inc.
5.200%, 09/15/45

    133,000        156,442   

Celgene Corp.
3.250%, 08/15/22

    490,000        514,286   

3.625%, 05/15/24

    591,000        622,039   

3.950%, 10/15/20

    500,000        538,240   

5.000%, 08/15/45

    165,000        185,776   

Gilead Sciences, Inc.
2.500%, 09/01/23

    298,000        301,159   

3.650%, 03/01/26

    115,000        123,777   

3.700%, 04/01/24 (e)

    600,000        645,915   

4.000%, 09/01/36

    201,000        204,963   

4.400%, 12/01/21

    630,000        703,776   
   

 

 

 
      8,020,764   
   

 

 

 

Chemicals—0.5%

  

Agrium, Inc.
3.375%, 03/15/25

    87,000        89,634   

4.125%, 03/15/35

    620,000        609,498   

5.250%, 01/15/45

    712,000        791,835   

Air Liquide Finance S.A.
2.250%, 09/27/23 (144A)

    350,000        350,670   

CF Industries, Inc.
7.125%, 05/01/20

    1,000,000        1,151,317   

Dow Chemical Co. (The)
3.000%, 11/15/22 (e)

    106,000        110,126   

4.125%, 11/15/21 (e)

    106,000        115,986   

7.375%, 11/01/29

    1,000,000        1,365,123   

8.850%, 09/15/21

    640,000        812,323   

E.I. du Pont de Nemours & Co.
4.150%, 02/15/43

    107,000        111,067   

Monsanto Co.
4.700%, 07/15/64

    100,000        95,501   

Mosaic Co. (The)
3.750%, 11/15/21

    778,000        822,487   

4.250%, 11/15/23

    1,202,000        1,278,249   

5.450%, 11/15/33

    1,163,000        1,263,611   

Potash Corp. of Saskatchewan, Inc.
3.000%, 04/01/25

    440,000        441,451   

3.250%, 12/01/17

    100,000        101,920   

Chemicals—(Continued)

  

Praxair, Inc.
1.250%, 11/07/18

    900,000      900,563   

2.650%, 02/05/25

    261,000        268,792   

Rohm & Haas Co.
6.000%, 09/15/17

    68,000        70,857   

7.850%, 07/15/29

    418,000        589,514   
   

 

 

 
      11,340,524   
   

 

 

 

Commercial Services—0.2%

  

Ecolab, Inc.
2.250%, 01/12/20

    297,000        302,557   

3.250%, 01/14/23

    700,000        729,116   

Equifax, Inc.
2.300%, 06/01/21

    211,000        213,202   

ERAC USA Finance LLC
3.850%, 11/15/24 (144A)

    925,000        995,232   

4.500%, 08/16/21 (144A)

    1,740,000        1,926,458   

7.000%, 10/15/37 (144A)

    500,000        681,921   
   

 

 

 
      4,848,486   
   

 

 

 

Computers—0.3%

  

Apple, Inc.
2.150%, 02/09/22

    540,000        548,891   

2.400%, 05/03/23

    1,679,000        1,709,465   

2.450%, 08/04/26 (e)

    519,000        519,508   

3.450%, 02/09/45

    625,000        597,169   

3.850%, 08/04/46

    362,000        370,240   

Diamond 1 Finance Corp. / Diamond 2 Finance Corp.
4.420%, 06/15/21 (144A)

    459,000        479,710   

5.450%, 06/15/23 (144A)

    542,000        580,730   

6.020%, 06/15/26 (144A) (e)

    476,000        521,840   

HP Enterprise Services LLC
7.450%, 10/15/29

    700,000        856,370   

International Business Machines Corp.
3.375%, 08/01/23

    650,000        699,017   

6.500%, 01/15/28

    300,000        406,966   
   

 

 

 
      7,289,906   
   

 

 

 

Diversified Financial Services—1.4%

  

AerCap Ireland Capital, Ltd. / AerCap Global Aviation Trust
3.950%, 02/01/22

    298,000        305,450   

AIG Global Funding
1.650%, 12/15/17 (144A)

    314,000        315,288   

Air Lease Corp.
2.125%, 01/15/20

    798,000        796,339   

3.000%, 09/15/23

    484,000        478,497   

3.875%, 04/01/21

    300,000        317,250   

American Express Credit Corp.
2.125%, 03/18/19

    116,000        117,889   

2.250%, 08/15/19

    1,000,000        1,020,414   

2.600%, 09/14/20

    115,000        118,345   

 

MIST-115


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Diversified Financial Services—(Continued)

  

Ameriprise Financial, Inc.
2.875%, 09/15/26

    635,000      $ 636,497   

4.000%, 10/15/23

    1,380,000        1,512,389   

Blackstone Holdings Finance Co. LLC
6.625%, 08/15/19 (144A)

    1,200,000        1,360,130   

Capital One Bank USA N.A.
3.375%, 02/15/23

    600,000        616,370   

8.800%, 07/15/19

    300,000        351,824   

CDP Financial, Inc.
4.400%, 11/25/19 (144A)

    600,000        654,242   

CME Group, Inc.
3.000%, 03/15/25

    440,000        461,764   

GE Capital International Funding Co.
2.342%, 11/15/20

    6,696,000        6,877,388   

3.373%, 11/15/25

    744,000        805,021   

4.418%, 11/15/35

    1,777,000        1,994,443   

Invesco Finance plc
4.000%, 01/30/24

    500,000        548,254   

Jefferies Group LLC
5.125%, 01/20/23

    300,000        319,618   

6.875%, 04/15/21

    475,000        554,173   

Legg Mason, Inc.
3.950%, 07/15/24

    700,000        716,131   

Macquarie Group, Ltd.
6.000%, 01/14/20 (144A)

    1,572,000        1,737,913   

Murray Street Investment Trust I
4.647%, 03/09/17

    1,600,000        1,616,176   

Private Export Funding Corp.
2.800%, 05/15/22

    1,000,000        1,062,737   

3.550%, 01/15/24

    7,383,000        8,193,683   

Protective Life Global Funding
1.999%, 09/14/21 (144A)

    750,000        748,731   

Synchrony Financial
3.700%, 08/04/26

    981,000        974,016   

TD Ameritrade Holding Corp.
2.950%, 04/01/22

    295,000        307,393   
   

 

 

 
      35,518,365   
   

 

 

 

Electric—1.7%

  

Alabama Power Co.
3.550%, 12/01/23

    461,000        503,137   

4.150%, 08/15/44

    218,000        238,447   

Arizona Public Service Co.
2.200%, 01/15/20

    142,000        145,319   

3.350%, 06/15/24

    696,000        750,301   

4.500%, 04/01/42

    200,000        230,159   

Baltimore Gas & Electric Co.
5.200%, 06/15/33

    1,510,000        1,769,617   

Berkshire Hathaway Energy Co.
1.100%, 05/15/17

    460,000        460,104   

2.400%, 02/01/20

    364,000        372,849   

3.750%, 11/15/23

    1,736,000        1,895,137   

4.500%, 02/01/45

    333,000        372,049   

CenterPoint Energy Houston Electric LLC
2.250%, 08/01/22

    950,000        968,329   

Electric—(Continued)

  

Cleveland Electric Illuminating Co. (The)
7.880%, 11/01/17

    1,118,000      1,188,949   

CMS Energy Corp.
8.750%, 06/15/19

    885,000        1,046,856   

Commonwealth Edison Co.
3.650%, 06/15/46

    162,000        165,822   

Consumers Energy Co.
4.350%, 08/31/64

    191,000        215,285   

5.650%, 04/15/20

    200,000        226,965   

Dominion Resources, Inc.
2.850%, 08/15/26 (e)

    183,000        182,019   

DTE Electric Co.
3.900%, 06/01/21

    1,000,000        1,096,378   

5.700%, 10/01/37

    300,000        395,139   

DTE Energy Co.
3.500%, 06/01/24

    449,000        478,285   

3.850%, 12/01/23

    225,000        245,799   

Duke Energy Carolinas LLC
4.300%, 06/15/20

    619,000        680,634   

6.000%, 01/15/38

    600,000        810,072   

Duke Energy Indiana LLC
3.750%, 05/15/46

    350,000        362,617   

Duke Energy Ohio, Inc.
3.800%, 09/01/23

    815,000        895,604   

Duke Energy Progress LLC
3.700%, 10/15/46

    377,000        388,520   

4.100%, 03/15/43

    200,000        217,189   

4.375%, 03/30/44

    247,000        279,839   

5.300%, 01/15/19

    200,000        218,321   

5.700%, 04/01/35

    360,000        460,381   

Entergy Arkansas, Inc.
3.050%, 06/01/23

    765,000        796,352   

Entergy Corp.
2.950%, 09/01/26

    194,000        194,316   

Entergy Louisiana LLC
2.400%, 10/01/26

    414,000        410,074   

3.050%, 06/01/31

    195,000        200,212   

Entergy Mississippi, Inc.
2.850%, 06/01/28

    170,000        173,798   

Exelon Generation Co. LLC
2.950%, 01/15/20

    300,000        309,206   

Florida Power & Light Co.
5.625%, 04/01/34

    1,250,000        1,617,180   

Fortis, Inc.
3.055%, 10/04/26 (144A)

    1,500,000        1,493,633   

Indiana Michigan Power Co.
3.200%, 03/15/23

    330,000        345,122   

Kansas City Power & Light Co.
3.150%, 03/15/23

    604,000        614,681   

5.300%, 10/01/41

    315,000        366,311   

Massachusetts Electric Co.
4.004%, 08/15/46 (144A)

    402,000        418,047   

MidAmerican Energy Co.
3.700%, 09/15/23

    1,100,000        1,205,293   

Nevada Power Co.
6.650%, 04/01/36

    360,000        502,315   

7.125%, 03/15/19

    200,000        227,898   

 

MIST-116


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Electric—(Continued)

  

NextEra Energy Capital Holdings, Inc.
3.625%, 06/15/23

    410,000      $ 435,056   

Niagara Mohawk Power Corp.
3.508%, 10/01/24 (144A)

    305,000        327,474   

Northern States Power Co.
6.250%, 06/01/36

    200,000        278,788   

6.500%, 03/01/28

    628,000        824,222   

Ohio Power Co.
5.375%, 10/01/21

    305,000        349,023   

6.600%, 02/15/33

    258,000        334,477   

Pacific Gas & Electric Co.
4.250%, 05/15/21

    782,000        861,721   

6.050%, 03/01/34

    1,200,000        1,600,211   

PacifiCorp 3.600%, 04/01/24 (e)

    315,000        343,115   

5.500%, 01/15/19

    500,000        545,281   

PPL Electric Utilities Corp.
2.500%, 09/01/22

    300,000        307,790   

4.125%, 06/15/44

    208,000        228,420   

Progress Energy, Inc.
7.000%, 10/30/31

    200,000        268,523   

PSEG Power LLC
2.450%, 11/15/18

    568,000        577,861   

4.300%, 11/15/23 (e)

    201,000        218,141   

Public Service Co. of Colorado
2.500%, 03/15/23

    400,000        407,615   

Public Service Co. of New Hampshire
3.500%, 11/01/23

    272,000        290,959   

Public Service Co. of Oklahoma
5.150%, 12/01/19

    1,010,000        1,108,215   

6.625%, 11/15/37

    600,000        795,699   

Public Service Electric & Gas Co.
3.800%, 01/01/43

    700,000        756,120   

Sierra Pacific Power Co.
3.375%, 08/15/23

    556,000        595,937   

South Carolina Electric & Gas Co.
4.500%, 06/01/64

    173,000        182,400   

Southern Co. (The)
2.150%, 09/01/19

    855,000        865,521   

Southern Power Co.
5.150%, 09/15/41

    400,000        433,346   

Southwestern Public Service Co.
4.500%, 08/15/41

    250,000        290,494   

State Grid Overseas Investment, Ltd.
1.750%, 05/22/18 (144A)

    499,000        500,071   

Toledo Edison Co. (The)
6.150%, 05/15/37

    400,000        498,320   

Tri-State Generation & Transmission Association, Inc.
4.250%, 06/01/46

    206,000        219,022   

Virginia Electric & Power Co.
2.750%, 03/15/23

    400,000        415,357   

2.950%, 01/15/22

    489,000        512,609   

3.450%, 02/15/24

    102,000        110,434   

4.450%, 02/15/44

    126,000        144,204   

6.000%, 05/15/37

    685,000        912,675   
   

 

 

 
      42,673,661   
   

 

 

 

Electronics—0.2%

  

Arrow Electronics, Inc.
3.000%, 03/01/18

    49,000      49,819   

6.000%, 04/01/20

    536,000        593,643   

6.875%, 06/01/18

    300,000        323,980   

7.500%, 01/15/27

    1,100,000        1,352,699   

Koninklijke Philips NV
3.750%, 03/15/22

    1,680,000        1,817,558   
   

 

 

 
      4,137,699   
   

 

 

 

Engineering & Construction—0.0%

  

Fluor Corp.
3.375%, 09/15/21

    550,000        587,554   
   

 

 

 

Environmental Control—0.1%

  

Republic Services, Inc.
5.500%, 09/15/19

    650,000        720,513   

Waste Management, Inc.
2.400%, 05/15/23

    238,000        240,376   

3.125%, 03/01/25

    257,000        269,627   

3.900%, 03/01/35

    88,000        93,829   
   

 

 

 
      1,324,345   
   

 

 

 

Food—0.3%

  

Kraft Heinz Foods Co.
3.950%, 07/15/25

    260,000        281,304   

6.125%, 08/23/18

    700,000        759,558   

6.875%, 01/26/39

    731,000        1,014,658   

Kroger Co. (The)
4.000%, 02/01/24

    229,000        252,132   

7.500%, 04/01/31

    1,140,000        1,613,427   

8.000%, 09/15/29

    610,000        882,059   

Mondelez International, Inc.
4.000%, 02/01/24

    1,800,000        1,974,253   

Tyson Foods, Inc.
3.950%, 08/15/24

    1,456,000        1,571,486   
   

 

 

 
      8,348,877   
   

 

 

 

Forest Products & Paper—0.0%

  

International Paper Co.
3.000%, 02/15/27

    429,000        428,502   

7.300%, 11/15/39

    350,000        463,309   
   

 

 

 
      891,811   
   

 

 

 

Gas—0.5%

  

Atmos Energy Corp.
4.125%, 10/15/44

    450,000        489,757   

4.150%, 01/15/43

    460,000        496,708   

8.500%, 03/15/19

    200,000        232,756   

CenterPoint Energy Resources Corp.
4.500%, 01/15/21

    429,000        463,269   

CenterPoint Energy, Inc.
6.500%, 05/01/18

    706,000        754,005   

KeySpan Gas East Corp.
2.742%, 08/15/26 (144A)

    345,000        349,202   

 

MIST-117


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Gas—(Continued)

  

Korea Gas Corp.
1.875%, 07/18/21 (144A)

    400,000      $ 401,928   

Nisource Finance Corp.
4.800%, 02/15/44

    162,000        183,046   

6.125%, 03/01/22

    1,875,000        2,237,261   

Sempra Energy
2.875%, 10/01/22

    1,625,000        1,679,909   

3.550%, 06/15/24

    709,000        748,973   

4.050%, 12/01/23

    1,054,000        1,154,954   

Southern Co. Gas Capital Corp.
2.450%, 10/01/23

    172,000        172,967   

3.500%, 09/15/21

    1,000,000        1,055,332   

3.950%, 10/01/46

    212,000        214,290   

4.400%, 06/01/43

    375,000        403,854   

6.000%, 10/01/34

    1,000,000        1,227,731   

Southwest Gas Corp.
3.800%, 09/29/46

    332,000        334,789   
   

 

 

 
      12,600,731   
   

 

 

 

Healthcare-Products—0.2%

  

Becton Dickinson & Co.
2.675%, 12/15/19

    145,000        149,743   

3.734%, 12/15/24

    184,000        199,550   

Medtronic, Inc.
3.150%, 03/15/22

    775,000        824,044   

4.375%, 03/15/35

    895,000        1,014,198   

Stryker Corp.
4.100%, 04/01/43

    600,000        618,853   

Thermo Fisher Scientific, Inc.
2.950%, 09/19/26

    286,000        283,833   

3.150%, 01/15/23

    515,000        531,212   

3.600%, 08/15/21

    551,000        586,031   

4.150%, 02/01/24

    515,000        559,581   
   

 

 

 
      4,767,045   
   

 

 

 

Healthcare-Services—0.3%

  

Aetna, Inc.
2.800%, 06/15/23

    269,000        274,686   

4.250%, 06/15/36

    167,000        172,970   

6.625%, 06/15/36

    297,000        401,851   

Anthem, Inc.
2.300%, 07/15/18

    751,000        760,831   

3.500%, 08/15/24

    1,035,000        1,089,695   

4.650%, 08/15/44

    324,000        353,413   

5.950%, 12/15/34

    272,000        331,753   

Laboratory Corp. of America Holdings
3.200%, 02/01/22

    682,000        710,259   

Providence St. Joseph Health Obligated Group
2.746%, 10/01/26

    210,000        212,635   

Quest Diagnostics, Inc.
3.450%, 06/01/26

    140,000        145,880   

4.750%, 01/30/20

    400,000        435,198   

Roche Holdings, Inc.
3.350%, 09/30/24 (144A)

    660,000        713,494   

Healthcare-Services—(Continued)

  

Texas Health Resources
4.330%, 11/15/55

    250,000      279,274   

UnitedHealth Group, Inc.
2.875%, 03/15/23

    250,000        260,780   

4.625%, 07/15/35

    320,000        371,607   

5.800%, 03/15/36

    375,000        492,297   
   

 

 

 
      7,006,623   
   

 

 

 

Holding Companies-Diversified—0.1%

  

Hutchison Whampoa International, Ltd.
4.625%, 01/13/22 (144A)

    1,100,000        1,235,887   
   

 

 

 

Household Products/Wares—0.0%

  

Kimberly-Clark Corp.
2.400%, 06/01/23

    600,000        616,393   
   

 

 

 

Insurance—1.1%

  

Aflac, Inc.
6.900%, 12/17/39

    360,000        508,143   

AIG SunAmerica Global Financing X
6.900%, 03/15/32 (144A)

    1,000,000        1,336,619   

Allstate Corp. (The)
3.150%, 06/15/23

    407,000        431,425   

American International Group, Inc.
3.875%, 01/15/35

    259,000        253,966   

4.125%, 02/15/24

    868,000        935,286   

Aon plc
3.500%, 06/14/24

    935,000        974,126   

Berkshire Hathaway Finance Corp.
4.300%, 05/15/43

    831,000        933,638   

Berkshire Hathaway, Inc.
3.000%, 02/11/23

    1,000,000        1,052,636   

3.400%, 01/31/22

    627,000        679,036   

Chubb INA Holdings, Inc.
2.700%, 03/13/23

    400,000        413,171   

2.875%, 11/03/22

    260,000        273,132   

3.150%, 03/15/25

    131,000        138,434   

3.350%, 05/15/24

    435,000        462,833   

CNA Financial Corp.
6.950%, 01/15/18

    550,000        584,932   

7.350%, 11/15/19

    500,000        576,481   

Dai-ichi Life Insurance Co., Ltd. (The)
4.000%, 07/24/26 (144A) (a)

    759,000        762,795   

Liberty Mutual Group, Inc.
5.000%, 06/01/21 (144A)

    700,000        779,822   

Liberty Mutual Insurance Co.
7.875%, 10/15/26 (144A)

    500,000        635,152   

8.500%, 05/15/25 (144A)

    300,000        382,485   

Lincoln National Corp.
4.200%, 03/15/22

    350,000        378,761   

6.250%, 02/15/20

    800,000        900,340   

Marsh & McLennan Cos., Inc.
2.350%, 03/06/20

    453,000        461,023   

3.500%, 03/10/25

    621,000        655,944   

 

MIST-118


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Insurance—(Continued)

  

Massachusetts Mutual Life Insurance Co.
5.625%, 05/15/33 (144A)

    720,000      $ 862,710   

7.625%, 11/15/23 (144A)

    550,000        670,875   

MassMutual Global Funding II
5.250%, 07/31/18 (144A)

    880,000        938,823   

Nationwide Mutual Insurance Co.
8.250%, 12/01/31 (144A)

    1,000,000        1,438,869   

New York Life Global Funding
1.550%, 11/02/18 (144A)

    317,000        318,626   

Pacific Life Insurance Co.
9.250%, 06/15/39 (144A)

    650,000        1,011,640   

Pricoa Global Funding I
1.600%, 05/29/18 (144A)

    1,678,000        1,684,816   

Principal Financial Group, Inc.
3.125%, 05/15/23

    250,000        255,161   

Progressive Corp. (The)
2.450%, 01/15/27

    600,000        597,232   

Prudential Insurance Co. of America (The)
8.300%, 07/01/25 (144A)

    2,150,000        2,885,100   

Reliance Standard Life Global Funding II
2.500%, 01/15/20 (144A)

    240,000        243,230   

3.050%, 01/20/21 (144A) (e)

    149,000        153,377   

Voya Financial, Inc.
3.650%, 06/15/26

    150,000        149,326   

XLIT, Ltd.
6.375%, 11/15/24

    921,000        1,097,433   
   

 

 

 
      26,817,398   
   

 

 

 

Internet—0.2%

  

Amazon.com, Inc.
3.800%, 12/05/24

    1,020,000        1,130,590   

4.800%, 12/05/34

    815,000        957,553   

eBay, Inc.
2.600%, 07/15/22

    1,990,000        2,006,043   

4.000%, 07/15/42

    700,000        641,261   
   

 

 

 
      4,735,447   
   

 

 

 

Iron/Steel—0.0%

  

Nucor Corp.
4.000%, 08/01/23

    1,049,000        1,130,479   
   

 

 

 

Machinery-Construction & Mining—0.1%

  

Caterpillar Financial Services Corp.
2.750%, 08/20/21

    360,000        376,304   

3.250%, 12/01/24

    393,000        418,294   

3.750%, 11/24/23

    769,000        847,469   

7.150%, 02/15/19

    1,000,000        1,132,832   
   

 

 

 
      2,774,899   
   

 

 

 

Machinery-Diversified—0.0%

  

Deere & Co.
8.100%, 05/15/30

    600,000        904,614   

Roper Technologies, Inc.
3.000%, 12/15/20

    125,000        129,939   
   

 

 

 
      1,034,553   
   

 

 

 

Media—1.1%

  

21st Century Fox America, Inc.
3.700%, 10/15/25 (e)

    700,000      758,174   

6.550%, 03/15/33

    370,000        473,982   

6.900%, 03/01/19

    900,000        1,011,901   

CBS Corp.
3.700%, 08/15/24

    874,000        914,936   

4.850%, 07/01/42

    255,000        266,493   

4.900%, 08/15/44

    135,000        143,463   

5.900%, 10/15/40

    125,000        148,749   

Charter Communications Operating LLC / Charter Communications Operating Capital Corp.
4.464%, 07/23/22 (144A)

    674,000        727,288   

6.384%, 10/23/35 (144A)

    275,000        323,889   

6.834%, 10/23/55 (144A)

    400,000        480,899   

Comcast Corp.
4.200%, 08/15/34

    556,000        614,775   

4.250%, 01/15/33

    1,880,000        2,088,071   

6.500%, 11/15/35

    308,000        427,191   

COX Communications, Inc.
2.950%, 06/30/23 (144A)

    690,000        680,387   

3.250%, 12/15/22 (144A)

    1,010,000        1,017,022   

4.800%, 02/01/35 (144A)

    1,100,000        1,090,022   

Discovery Communications LLC
3.300%, 05/15/22

    625,000        641,502   

4.375%, 06/15/21

    1,240,000        1,348,462   

Grupo Televisa S.A.B.
6.125%, 01/31/46

    200,000        218,871   

Historic TW, Inc.
6.625%, 05/15/29

    300,000        393,293   

9.150%, 02/01/23

    450,000        609,749   

NBCUniversal Enterprise, Inc.
1.974%, 04/15/19 (144A)

    1,000,000        1,014,432   

NBCUniversal Media LLC
2.875%, 01/15/23

    1,000,000        1,041,419   

Sky plc
3.750%, 09/16/24 (144A)

    431,000        455,692   

TCI Communications, Inc.
7.125%, 02/15/28

    801,000        1,132,914   

Thomson Reuters Corp.
3.950%, 09/30/21

    2,252,000        2,408,872   

5.850%, 04/15/40

    100,000        119,705   

Time Warner Cable LLC
8.250%, 04/01/19

    1,300,000        1,496,904   

Time Warner, Inc.
3.550%, 06/01/24

    1,050,000        1,115,495   

4.000%, 01/15/22 (e)

    1,570,000        1,714,314   

7.625%, 04/15/31

    826,000        1,171,082   

Viacom, Inc.
3.250%, 03/15/23

    222,000        220,609   

4.250%, 09/01/23

    380,000        403,805   

4.850%, 12/15/34

    420,000        428,218   

6.875%, 04/30/36

    348,000        409,312   

Walt Disney Co. (The)
1.850%, 07/30/26

    156,000        148,902   

3.000%, 07/30/46

    60,000        56,230   
   

 

 

 
      27,717,024   
   

 

 

 

 

MIST-119


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Mining—0.4%

  

BHP Billiton Finance USA, Ltd.
2.050%, 09/30/18

    437,000      $ 442,966   

2.875%, 02/24/22

    200,000        209,975   

3.850%, 09/30/23 (e)

    1,000,000        1,094,756   

5.000%, 09/30/43

    414,000        489,311   

Freeport-McMoRan, Inc.
3.550%, 03/01/22 (e)

    650,000        591,500   

3.875%, 03/15/23

    1,043,000        936,009   

5.400%, 11/14/34 (e)

    497,000        412,510   

5.450%, 03/15/43

    472,000        378,780   

Placer Dome, Inc.
6.450%, 10/15/35

    700,000        792,511   

Rio Tinto Finance USA plc
3.500%, 03/22/22

    1,743,000        1,880,739   

Teck Resources, Ltd.
3.750%, 02/01/23

    257,000        235,476   

4.750%, 01/15/22

    2,063,000        2,021,740   
   

 

 

 
      9,486,273   
   

 

 

 

Miscellaneous Manufacturing—0.3%

  

Eaton Corp.
6.950%, 03/20/19

    282,000        318,178   

General Electric Co.
3.100%, 01/09/23

    287,000        304,900   

3.375%, 03/11/24

    393,000        426,050   

4.375%, 09/16/20

    1,060,000        1,174,452   

5.500%, 01/08/20

    616,000        696,023   

6.000%, 08/07/19

    673,000        760,447   

6.750%, 03/15/32

    516,000        725,163   

Illinois Tool Works, Inc.
1.950%, 03/01/19

    252,000        256,966   

Ingersoll-Rand Global Holding Co., Ltd.
2.875%, 01/15/19

    400,000        411,119   

Ingersoll-Rand Luxembourg Finance S.A.
2.625%, 05/01/20

    320,000        326,097   

Parker-Hannifin Corp.
3.300%, 11/21/24

    143,000        152,952   

4.450%, 11/21/44

    333,000        393,660   

Siemens Financieringsmaatschappij NV
3.300%, 09/15/46 (144A)

    350,000        340,729   

5.750%, 10/17/16 (144A)

    820,000        821,393   

6.125%, 08/17/26 (144A)

    800,000        1,040,385   
   

 

 

 
      8,148,514   
   

 

 

 

Multi-National—0.1%

  

African Development Bank
8.800%, 09/01/19

    1,275,000        1,539,589   
   

 

 

 

Office/Business Equipment—0.0%

  

Xerox Corp.
6.750%, 02/01/17

    800,000        812,602   
   

 

 

 

Oil & Gas—1.9%

  

Anadarko Finance Co.
7.500%, 05/01/31

    805,000        996,586   

Oil & Gas—(Continued)

  

Anadarko Holding Co.
7.150%, 05/15/28

    949,000      1,099,905   

Anadarko Petroleum Corp.
8.700%, 03/15/19

    1,600,000        1,821,731   

Apache Corp.
3.250%, 04/15/22

    870,000        892,744   

5.100%, 09/01/40

    650,000        674,174   

BP Capital Markets plc
1.375%, 11/06/17

    500,000        500,047   

1.375%, 05/10/18

    518,000        517,907   

3.017%, 01/16/27

    105,000        106,655   

3.245%, 05/06/22

    1,475,000        1,553,500   

3.535%, 11/04/24

    300,000        318,701   

3.814%, 02/10/24

    650,000        701,801   

Canadian Natural Resources, Ltd.
1.750%, 01/15/18

    500,000        499,302   

3.900%, 02/01/25

    512,000        514,077   

5.850%, 02/01/35

    150,000        157,449   

6.250%, 03/15/38

    200,000        223,737   

Cenovus Energy, Inc.
3.000%, 08/15/22

    660,000        627,583   

6.750%, 11/15/39

    600,000        648,447   

Chevron Corp.
2.100%, 05/16/21

    500,000        508,268   

2.355%, 12/05/22

    690,000        702,494   

3.191%, 06/24/23

    425,000        452,690   

CNOOC Finance 2013, Ltd.
3.000%, 05/09/23

    848,000        857,973   

CNOOC Finance 2015 Australia Pty, Ltd.
2.625%, 05/05/20

    393,000        400,470   

ConocoPhillips Holding Co.
6.950%, 04/15/29

    700,000        890,154   

Devon Energy Corp.
4.000%, 07/15/21 (e)

    300,000        313,018   

Devon Financing Co. LLC
7.875%, 09/30/31

    886,000        1,097,562   

Diamond Offshore Drilling, Inc.
4.875%, 11/01/43

    779,000        540,576   

Ecopetrol S.A.
4.125%, 01/16/25

    433,000        420,421   

5.875%, 09/18/23

    282,000        304,208   

EOG Resources, Inc.
4.100%, 02/01/21

    880,000        948,168   

5.100%, 01/15/36

    314,000        356,591   

Exxon Mobil Corp.
2.397%, 03/06/22

    523,000        536,144   

2.726%, 03/01/23

    422,000        436,954   

4.114%, 03/01/46

    440,000        491,829   

Korea National Oil Corp.
3.125%, 04/03/17 (144A)

    426,000        429,850   

Marathon Oil Corp.
2.800%, 11/01/22

    900,000        833,548   

6.600%, 10/01/37

    200,000        204,550   

Marathon Petroleum Corp.
3.625%, 09/15/24

    371,000        373,778   

 

MIST-120


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Oil & Gas—(Continued)

  

Nabors Industries, Inc.
4.625%, 09/15/21 (e)

    1,975,000      $ 1,861,173   

5.000%, 09/15/20

    300,000        295,627   

Noble Energy, Inc.
4.150%, 12/15/21

    500,000        531,654   

5.050%, 11/15/44

    360,000        355,424   

5.625%, 05/01/21

    218,000        227,096   

Noble Holding International, Ltd.
5.250%, 03/16/18 (e)

    48,000        47,280   

6.050%, 03/01/41

    77,000        45,430   

Petro-Canada
5.950%, 05/15/35

    210,000        250,880   

9.250%, 10/15/21

    243,000        312,653   

Petroleos Mexicanos
4.250%, 01/15/25 (e)

    326,000        314,557   

4.500%, 01/23/26 (e)

    1,169,000        1,133,696   

4.625%, 09/21/23 (144A)

    800,000        801,120   

4.875%, 01/18/24

    317,000        320,963   

5.625%, 01/23/46

    738,000        643,757   

6.375%, 01/23/45

    918,000        876,690   

6.750%, 09/21/47 (144A)

    716,000        716,000   

Shell International Finance B.V.
2.875%, 05/10/26

    1,509,000        1,531,554   

3.400%, 08/12/23

    420,000        448,236   

3.750%, 09/12/46

    806,000        795,707   

4.000%, 05/10/46

    1,585,000        1,621,461   

4.300%, 09/22/19

    800,000        863,879   

6.375%, 12/15/38

    600,000        816,072   

Sinopec Group Overseas Development 2013, Ltd.
4.375%, 10/17/23 (144A)

    1,246,000        1,383,826   

Statoil ASA
1.150%, 05/15/18

    389,000        388,145   

2.650%, 01/15/24

    393,000        402,258   

3.250%, 11/10/24 (e)

    399,000        424,606   

6.700%, 01/15/18

    180,000        192,163   

7.250%, 09/23/27

    1,040,000        1,448,442   

Suncor Energy, Inc.
3.600%, 12/01/24

    678,000        710,682   

5.950%, 12/01/34

    268,000        324,265   

6.100%, 06/01/18

    1,070,000        1,149,317   

Tosco Corp.
7.800%, 01/01/27

    700,000        923,969   

Total Capital International S.A.
2.700%, 01/25/23

    815,000        839,276   

3.700%, 01/15/24

    654,000        717,135   

Transocean, Inc.
3.750%, 10/15/17

    700,000        703,500   
   

 

 

 
      47,372,085   
   

 

 

 

Oil & Gas Services—0.2%

  

Halliburton Co.
4.850%, 11/15/35

    270,000        289,397   

6.750%, 02/01/27

    650,000        800,251   

7.450%, 09/15/39

    200,000        271,916   

8.750%, 02/15/21

    350,000        437,744   

Oil & Gas Services—(Continued)

  

Schlumberger Investment S.A.
2.400%, 08/01/22 (144A)

    600,000      610,523   

3.300%, 09/14/21 (144A)

    650,000        688,756   

3.650%, 12/01/23

    614,000        664,365   
   

 

 

 
      3,762,952   
   

 

 

 

Pharmaceuticals—0.6%

  

AbbVie, Inc.
2.850%, 05/14/23

    605,000        614,198   

2.900%, 11/06/22

    200,000        205,079   

3.200%, 11/06/22

    556,000        578,846   

3.200%, 05/14/26

    460,000        465,683   

4.300%, 05/14/36

    27,000        28,020   

4.500%, 05/14/35

    1,240,000        1,321,488   

Actavis Funding SCS
3.450%, 03/15/22

    1,038,000        1,089,732   

4.550%, 03/15/35

    652,000        692,553   

Actavis, Inc.
3.250%, 10/01/22 (e)

    172,000        178,282   

Allergan, Inc.
3.375%, 09/15/20

    474,000        496,035   

Baxalta, Inc.
5.250%, 06/23/45 (e)

    89,000        105,293   

Bayer U.S. Finance LLC
2.375%, 10/08/19 (144A)

    423,000        429,208   

3.375%, 10/08/24 (144A)

    472,000        487,341   

Cardinal Health, Inc.
3.750%, 09/15/25

    150,000        162,446   

Express Scripts Holding Co.
3.000%, 07/15/23

    900,000        914,123   

3.500%, 06/15/24

    300,000        312,734   

4.800%, 07/15/46

    156,000        162,048   

Forest Laboratories LLC
5.000%, 12/15/21 (144A)

    1,504,000        1,683,235   

Mead Johnson Nutrition Co.
4.125%, 11/15/25

    89,000        96,493   

Medco Health Solutions, Inc.
4.125%, 09/15/20

    800,000        862,435   

Merck & Co., Inc.
2.350%, 02/10/22

    343,000        352,916   

2.800%, 05/18/23

    625,000        654,766   

3.700%, 02/10/45

    60,000        63,509   

Mylan NV
5.250%, 06/15/46 (144A)

    223,000        234,865   

Mylan, Inc.
3.125%, 01/15/23 (144A)

    300,000        297,425   

Novartis Capital Corp.
3.400%, 05/06/24

    863,000        944,370   

Pfizer, Inc.
3.000%, 06/15/23

    1,100,000        1,171,651   

Sanofi
1.250%, 04/10/18

    157,000        157,313   

Shire Acquisitions Investments Ireland DAC
2.875%, 09/23/23

    445,000        447,155   

 

MIST-121


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Pharmaceuticals—(Continued)

  

Teva Pharmaceutical Finance Netherlands III B.V.
2.800%, 07/21/23

    137,000      $ 137,352   

4.100%, 10/01/46 (e)

    60,000        59,715   

Zoetis, Inc.
1.875%, 02/01/18

    93,000        93,293   

4.700%, 02/01/43

    26,000        27,362   
   

 

 

 
      15,526,964   
   

 

 

 

Pipelines—0.9%

  

ANR Pipeline Co.
7.375%, 02/15/24

    226,000        267,228   

Boardwalk Pipelines L.P.
4.950%, 12/15/24

    833,000        871,408   

5.950%, 06/01/26

    191,000        211,163   

Buckeye Partners L.P.
2.650%, 11/15/18

    400,000        404,000   

4.875%, 02/01/21

    600,000        646,402   

5.850%, 11/15/43

    75,000        76,989   

Energy Transfer Partners L.P.
3.600%, 02/01/23

    358,000        352,326   

4.050%, 03/15/25

    273,000        270,770   

5.150%, 03/15/45

    134,000        124,122   

EnLink Midstream Partners L.P.
4.150%, 06/01/25

    261,000        249,854   

Enterprise Products Operating LLC
3.350%, 03/15/23

    417,000        426,696   

3.750%, 02/15/25

    515,000        533,717   

3.900%, 02/15/24

    662,000        692,410   

4.950%, 10/15/54

    179,000        180,973   

5.100%, 02/15/45

    379,000        407,601   

Gulf South Pipeline Co. L.P.
4.000%, 06/15/22

    900,000        872,024   

Magellan Midstream Partners L.P.
4.250%, 02/01/21

    659,000        709,402   

4.250%, 09/15/46

    269,000        268,182   

5.150%, 10/15/43

    401,000        442,704   

6.400%, 07/15/18

    1,420,000        1,531,579   

ONEOK Partners L.P.
3.200%, 09/15/18

    145,000        147,745   

3.375%, 10/01/22

    44,000        44,396   

4.900%, 03/15/25 (e)

    1,000,000        1,075,727   

5.000%, 09/15/23 (e)

    96,000        104,139   

6.650%, 10/01/36

    950,000        1,052,604   

Plains All American Pipeline L.P. / PAA Finance Corp.
2.600%, 12/15/19

    176,000        177,358   

2.850%, 01/31/23 (e)

    975,000        924,054   

3.600%, 11/01/24

    900,000        872,059   

4.900%, 02/15/45

    814,000        745,864   

Spectra Energy Capital LLC
3.300%, 03/15/23

    308,000        305,225   

5.650%, 03/01/20

    2,200,000        2,376,513   

6.750%, 07/15/18

    218,000        231,589   

8.000%, 10/01/19

    1,000,000        1,154,084   

Pipelines—(Continued)

  

Sunoco Logistics Partners Operations L.P.
3.900%, 07/15/26

    117,000      119,306   

4.250%, 04/01/24

    233,000        242,027   

4.400%, 04/01/21

    270,000        289,639   

4.950%, 01/15/43

    394,000        378,549   

5.300%, 04/01/44

    200,000        201,850   

5.350%, 05/15/45

    633,000        646,718   

TransCanada PipeLines, Ltd.
2.500%, 08/01/22

    350,000        351,038   

3.750%, 10/16/23

    910,000        971,698   

7.125%, 01/15/19

    490,000        545,602   

7.250%, 08/15/38

    200,000        283,532   

Western Gas Partners L.P.
4.650%, 07/01/26

    280,000        289,771   
   

 

 

 
      23,070,637   
   

 

 

 

Real Estate—0.0%

  

Goodman Australia Industrial Fund Bond Issuer Pty, Ltd.
3.400%, 09/30/26 (144A)

    632,000        635,277   

ProLogis L.P.
3.750%, 11/01/25

    89,000        95,752   

4.250%, 08/15/23

    114,000        126,040   
   

 

 

 
      857,069   
   

 

 

 

Real Estate Investment Trusts—0.7%

  

American Tower Corp.
2.250%, 01/15/22

    500,000        498,980   

3.375%, 10/15/26

    287,000        290,908   

3.500%, 01/31/23

    790,000        824,023   

AvalonBay Communities, Inc.
2.850%, 03/15/23

    400,000        405,074   

2.900%, 10/15/26

    165,000        164,217   

3.900%, 10/15/46

    150,000        148,240   

Boston Properties L.P.
2.750%, 10/01/26

    300,000        295,515   

3.800%, 02/01/24

    500,000        534,512   

3.850%, 02/01/23

    800,000        855,050   

Crown Castle International Corp.
2.250%, 09/01/21

    385,000        384,688   

4.875%, 04/15/22

    450,000        501,975   

Duke Realty L.P.
4.375%, 06/15/22

    1,128,000        1,233,844   

Equity Commonwealth
5.875%, 09/15/20

    800,000        888,206   

6.250%, 06/15/17

    840,000        847,116   

ERP Operating L.P.
2.375%, 07/01/19

    538,000        548,994   

4.625%, 12/15/21

    150,000        168,402   

4.750%, 07/15/20

    578,000        634,176   

HCP, Inc.
3.400%, 02/01/25

    303,000        299,266   

3.875%, 08/15/24

    1,240,000        1,269,268   

4.250%, 11/15/23

    746,000        783,275   

 

MIST-122


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Real Estate Investment Trusts—(Continued)

  

Liberty Property L.P.
3.250%, 10/01/26

    199,000      $ 200,521   

Scentre Group Trust 1 / Scentre Group Trust 2
3.500%, 02/12/25 (144A)

    370,000        384,383   

Simon Property Group L.P.
2.750%, 02/01/23

    200,000        204,994   

4.375%, 03/01/21

    1,185,000        1,304,845   

UDR, Inc.
2.950%, 09/01/26

    233,000        231,273   

Ventas Realty L.P.
3.500%, 02/01/25

    197,000        203,245   

3.750%, 05/01/24

    147,000        154,528   

Ventas Realty L.P. / Ventas Capital Corp.
4.250%, 03/01/22

    500,000        544,704   

VEREIT Operating Partnership L.P.
4.600%, 02/06/24

    960,000        993,600   

Welltower, Inc.
4.000%, 06/01/25

    300,000        318,113   

4.500%, 01/15/24

    1,024,000        1,118,157   

5.250%, 01/15/22

    600,000        679,987   
   

 

 

 
      17,914,079   
   

 

 

 

Retail—0.5%

  

Advance Auto Parts, Inc.
4.500%, 01/15/22

    1,001,000        1,076,642   

Bed Bath & Beyond, Inc.
4.915%, 08/01/34

    1,479,000        1,496,745   

CVS Health Corp.
2.125%, 06/01/21

    509,000        514,166   

5.300%, 12/05/43

    303,000        375,707   

CVS Pass-Through Trust
6.204%, 10/10/25 (144A)

    726,054        809,252   

Home Depot, Inc. (The)
2.125%, 09/15/26

    193,000        189,621   

2.625%, 06/01/22 (e)

    700,000        726,893   

3.500%, 09/15/56

    134,000        130,949   

3.750%, 02/15/24

    586,000        649,138   

4.250%, 04/01/46

    207,000        239,042   

4.400%, 03/15/45

    143,000        166,511   

Lowe’s Cos., Inc.
3.120%, 04/15/22

    900,000        954,877   

3.125%, 09/15/24

    276,000        294,822   

Macy’s Retail Holdings, Inc.
2.875%, 02/15/23

    450,000        439,815   

3.625%, 06/01/24

    559,000        561,532   

4.375%, 09/01/23

    154,000        162,754   

4.500%, 12/15/34

    272,000        255,422   

6.375%, 03/15/37

    600,000        644,684   

6.700%, 07/15/34

    148,000        162,914   

McDonald’s Corp.
4.700%, 12/09/35

    84,000        95,135   

6.300%, 10/15/37

    152,000        200,984   

Target Corp.
3.500%, 07/01/24

    484,000        529,185   

Retail—(Continued)

  

Wal-Mart Stores, Inc.
3.300%, 04/22/24

    575,000      626,348   

Walgreen Co.
4.400%, 09/15/42

    200,000        207,806   

Walgreens Boots Alliance, Inc.
3.100%, 06/01/23

    897,000        925,208   

4.500%, 11/18/34

    349,000        370,888   
   

 

 

 
      12,807,040   
   

 

 

 

Savings & Loans—0.0%

  

Nationwide Building Society
2.450%, 07/27/21 (144A)

    200,000        202,429   

4.000%, 09/14/26 (144A)

    449,000        446,952   
   

 

 

 
      649,381   
   

 

 

 

Semiconductors—0.1%

  

Intel Corp.
3.700%, 07/29/25

    260,000        288,449   

4.000%, 12/15/32

    1,000,000        1,096,271   
   

 

 

 
      1,384,720   
   

 

 

 

Software—0.4%

  

Intuit, Inc.
5.750%, 03/15/17

    967,000        986,668   

Microsoft Corp.
2.400%, 08/08/26

    400,000        400,338   

3.500%, 02/12/35

    296,000        303,036   

3.625%, 12/15/23

    711,000        780,648   

3.950%, 08/08/56

    180,000        182,362   

4.000%, 02/12/55

    310,000        317,216   

Oracle Corp.
2.500%, 10/15/22

    3,410,000        3,498,977   

3.850%, 07/15/36

    800,000        830,685   

3.900%, 05/15/35

    130,000        134,399   

4.300%, 07/08/34

    987,000        1,070,420   

6.500%, 04/15/38

    300,000        415,160   
   

 

 

 
      8,919,909   
   

 

 

 

Telecommunications—1.5%

  

America Movil S.A.B. de C.V.
3.125%, 07/16/22

    600,000        614,306   

5.000%, 03/30/20

    1,000,000        1,098,947   

AT&T, Inc.
3.000%, 06/30/22

    1,171,000        1,203,914   

3.600%, 02/17/23

    3,790,000        3,995,016   

3.800%, 03/15/22

    2,632,000        2,819,106   

3.875%, 08/15/21

    170,000        183,505   

3.950%, 01/15/25

    213,000        226,101   

4.450%, 04/01/24

    227,000        249,508   

4.550%, 03/09/49 (144A)

    149,000        149,607   

4.750%, 05/15/46

    296,000        309,751   

5.350%, 09/01/40

    726,000        813,232   

6.150%, 09/15/34

    415,000        501,112   

6.300%, 01/15/38

    200,000        249,635   

 

MIST-123


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Telecommunications—(Continued)

  

AT&T, Inc.
6.350%, 03/15/40

    530,000      $ 666,366   

6.375%, 03/01/41

    300,000        375,902   

Cisco Systems, Inc.
3.000%, 06/15/22 (e)

    278,000        297,712   

3.625%, 03/04/24

    700,000        770,173   

5.900%, 02/15/39

    900,000        1,205,656   

Crown Castle Towers LLC
6.113%, 01/15/20 (144A)

    1,000,000        1,108,249   

Deutsche Telekom International Finance B.V.
2.250%, 03/06/17 (144A)

    400,000        401,510   

8.750%, 06/15/30

    500,000        777,198   

Orange S.A.
9.000%, 03/01/31

    400,000        638,199   

Qwest Corp.
6.875%, 09/15/33

    587,000        585,179   

Rogers Communications, Inc.
4.100%, 10/01/23

    736,000        816,272   

8.750%, 05/01/32

    940,000        1,378,883   

Telefonica Emisiones S.A.U.
3.192%, 04/27/18

    210,000        214,956   

5.134%, 04/27/20

    551,000        607,392   

Verizon Communications, Inc.
2.625%, 02/21/20

    1,152,000        1,184,728   

3.000%, 11/01/21

    1,500,000        1,569,529   

4.400%, 11/01/34

    963,000        1,018,987   

4.500%, 09/15/20

    1,068,000        1,171,989   

4.522%, 09/15/48

    369,000        390,155   

4.672%, 03/15/55

    339,000        356,604   

4.862%, 08/21/46

    1,516,000        1,698,016   

5.012%, 08/21/54

    204,000        225,265   

5.050%, 03/15/34

    1,124,000        1,263,346   

5.150%, 09/15/23

    3,741,000        4,357,992   

Vodafone Group plc
1.500%, 02/19/18

    300,000        299,798   

6.150%, 02/27/37

    500,000        605,399   
   

 

 

 
      36,399,195   
   

 

 

 

Transportation—0.4%

  

Burlington Northern Santa Fe LLC
3.050%, 09/01/22

    300,000        318,321   

7.950%, 08/15/30

    1,185,000        1,793,299   

Burlington Northern, Inc.
8.750%, 02/25/22

    812,000        1,084,550   

Canadian Pacific Railway Co.
4.500%, 01/15/22

    300,000        330,322   

6.500%, 05/15/18

    680,000        733,507   

7.125%, 10/15/31

    872,000        1,205,672   

CSX Corp.
6.000%, 10/01/36

    300,000        386,646   

7.900%, 05/01/17

    1,000,000        1,038,557   

FedEx Corp.
3.900%, 02/01/35

    382,000        393,077   

4.100%, 04/15/43

    100,000        103,493   

Transportation—(Continued)

  

Norfolk Southern Corp.
3.850%, 01/15/24

    679,000      742,222   

7.050%, 05/01/37

    150,000        212,234   

Ryder System, Inc.
2.450%, 09/03/19

    555,000        566,258   

3.500%, 06/01/17

    485,000        492,275   

Union Pacific Corp.
3.750%, 03/15/24

    650,000        717,429   
   

 

 

 
      10,117,862   
   

 

 

 

Trucking & Leasing—0.1%

  

Penske Truck Leasing Co. L.P. / PTL Finance Corp.
2.500%, 06/15/19 (144A)

    175,000        177,563   

2.875%, 07/17/18 (144A)

    80,000        81,548   

3.375%, 02/01/22 (144A)

    848,000        881,854   

4.250%, 01/17/23 (144A)

    948,000        999,961   
   

 

 

 
      2,140,926   
   

 

 

 

Water—0.1%

  

American Water Capital Corp.
3.400%, 03/01/25

    319,000        344,023   

3.850%, 03/01/24

    1,130,000        1,245,985   
   

 

 

 
      1,590,008   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $594,110,227)

      602,391,319   
   

 

 

 
Asset-Backed Securities—7.2%   

Asset-Backed - Automobile—1.8%

  

Ally Auto Receivables Trust
0.790%, 01/15/18

    60,909        60,872   

1.030%, 09/20/17

    287,788        287,860   

1.210%, 12/20/17

    361,379        361,401   

1.240%, 11/15/18

    405,000        405,616   

American Credit Acceptance Receivables Trust
1.430%, 08/12/19 (144A)

    121,456        121,500   

1.700%, 11/12/20 (144A)

    887,987        889,788   

2.260%, 03/10/20 (144A)

    209,776        209,953   

4.260%, 08/12/22 (144A)

    867,000        872,557   

AmeriCredit Automobile Receivables Trust
0.900%, 09/10/18

    22,961        22,961   

1.420%, 10/08/19

    2,390,000        2,393,021   

1.600%, 11/09/20

    274,000        274,767   

BMW Vehicle Owner Trust
0.670%, 11/27/17

    36,936        36,902   

Carfinance Capital Auto Trust
1.440%, 11/16/20 (144A)

    1,097,483        1,096,144   

1.460%, 12/17/18 (144A)

    44,155        44,155   

1.750%, 06/15/21 (144A)

    526,239        527,262   

2.720%, 04/15/20 (144A)

    375,000        377,347   

2.750%, 11/15/18 (144A)

    160,001        160,668   

 

MIST-124


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Asset-Backed - Automobile—(Continued)

  

CarMax Auto Owner Trust
0.800%, 07/16/18

    134,235      $ 134,185   

0.980%, 01/15/19

    2,879,408        2,877,934   

1.280%, 05/15/19

    275,000        275,532   

CPS Auto Receivables Trust
1.110%, 11/15/18 (144A)

    862,130        861,943   

1.210%, 08/15/18 (144A)

    83,729        83,745   

1.310%, 02/15/19 (144A)

    933,463        932,950   

1.310%, 06/15/20 (144A)

    326,062        324,601   

1.490%, 04/15/19 (144A)

    488,962        489,415   

1.530%, 07/15/19 (144A)

    439,987        440,127   

1.540%, 07/16/18 (144A)

    167,934        168,007   

1.640%, 04/16/18 (144A)

    36,035        36,044   

1.820%, 09/15/20 (144A)

    511,306        512,121   

3.270%, 06/15/22 (144A)

    1,050,000        1,046,069   

3.770%, 08/17/20 (144A)

    558,000        560,060   

4.000%, 02/16/21 (144A)

    223,000        224,235   

4.350%, 11/16/20 (144A)

    450,000        455,809   

Credit Acceptance Auto Loan Trust
1.550%, 10/15/21 (144A)

    638,079        638,097   

Drive Auto Receivables Trust
2.560%, 06/15/20 (144A)

    795,000        802,244   

4.120%, 07/15/22 (144A)

    1,177,000        1,209,058   

DT Auto Owner Trust
2.020%, 08/17/20 (144A)

    618,000        617,726   

3.770%, 10/17/22 (144A)

    1,068,400        1,068,199   

Exeter Automobile Receivables Trust
1.320%, 01/15/19 (144A)

    328,894        328,471   

2.210%, 07/15/20 (144A)

    1,601,068        1,603,493   

2.770%, 11/15/19 (144A)

    556,000        560,217   

3.260%, 12/16/19 (144A)

    335,000        338,605   

First Investors Auto Owner Trust
1.670%, 11/16/20 (144A)

    273,574        273,963   

Flagship Credit Auto Trust
1.210%, 04/15/19 (144A)

    172,043        172,107   

1.430%, 12/16/19 (144A)

    537,120        536,412   

1.630%, 06/15/20 (144A)

    581,059        580,667   

1.940%, 01/15/19 (144A)

    137,949        138,096   

2.550%, 02/18/20 (144A)

    245,000        247,111   

2.840%, 11/16/20 (144A)

    892,000        900,390   

3.950%, 12/15/20 (144A)

    440,000        439,952   

Ford Credit Auto Lease Trust
1.100%, 11/15/17

    433,466        433,473   

Ford Credit Auto Owner Trust
0.900%, 10/15/18

    408,966        408,922   

GLS Auto Receivables Trust
2.730%, 10/15/20 (144A)

    1,650,124        1,661,210   

4.390%, 01/15/21 (144A)

    540,000        552,587   

GM Financial Automobile Leasing Trust
1.100%, 12/20/17

    435,719        435,826   

1.530%, 09/20/18

    599,000        600,396   

1.730%, 06/20/19

    503,000        505,767   

Honda Auto Receivables Owner Trust
0.690%, 09/18/17

    122,532        122,505   

0.770%, 03/19/18

    904,213        903,683   

1.040%, 02/18/20

    700,000        700,035   

Asset-Backed - Automobile—(Continued)

  

Hyundai Auto Receivables Trust
0.750%, 09/17/18

    211,936      211,854   

0.900%, 12/17/18

    2,649,830        2,645,913   

Nissan Auto Receivables Owner Trust
1.110%, 05/15/19

    325,901        326,210   

OneMain Direct Auto Receivables Trust
2.040%, 01/15/21 (144A)

    835,810        839,181   

4.580%, 09/15/21 (144A)

    533,000        536,962   

Sierra Auto Receivables Securitization Trust
2.850%, 01/18/22 (144A)

    623,877        629,405   

Skopos Auto Receivables Trust
3.550%, 02/15/20 (144A)

    268,392        268,538   

Tidewater Auto Receivables Trust
1.850%, 12/15/18 (144A)

    1,415,704        1,416,580   

vestors Auto Owner Trust
1.530%, 11/16/20 (144A)

    1,352,000        1,352,568   

Volkswagen Auto Lease Trust
0.870%, 06/20/17

    89,462        89,458   

Westlake Automobile Receivables Trust
1.570%, 06/17/19 (144A)

    1,557,000        1,558,332   

4.100%, 06/15/21 (144A)

    500,000        511,479   

World Omni Auto Receivables Trust
0.830%, 08/15/18

    171,968        171,919   

1.320%, 01/15/20

    476,000        477,033   
   

 

 

 
      45,380,195   
   

 

 

 

Asset-Backed - Credit Card—0.1%

  

Discover Card Execution Note Trust
1.040%, 04/15/19

    1,080,000        1,079,999   
   

 

 

 

Asset-Backed - Home Equity—0.0%

  

Asset-Backed Securities Corp. Home Equity Loan Trust
1.275%, 02/25/35 (a)

    400,245        393,622   
   

 

 

 

Asset-Backed - Other—5.2%

  

American Homes 4 Rent Trust
3.467%, 04/17/52 (144A)

    1,217,749        1,296,428   

3.678%, 12/17/36 (144A)

    96,947        104,591   

4.201%, 12/17/36 (144A)

    400,000        435,455   

4.290%, 10/17/36 (144A)

    300,000        328,199   

4.596%, 12/17/36 (144A)

    250,000        273,630   

5.036%, 10/17/45 (144A)

    1,900,000        2,099,448   

5.639%, 04/17/52 (144A)

    500,000        530,018   

6.231%, 10/17/36 (144A)

    650,000        716,051   

6.418%, 12/17/36 (144A)

    300,000        337,741   

American Tower Trust I
1.551%, 03/15/43 (144A)

    1,145,000        1,142,463   

3.070%, 03/15/48 (144A)

    1,920,000        1,999,901   

B2R Mortgage Trust
2.524%, 05/15/48 (144A)

    974,052        974,472   

BCC Funding XIII LLC
2.200%, 12/20/21 (144A)

    1,701,000        1,701,270   

 

MIST-125


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Asset-Backed - Other—(Continued)

  

Carlyle Global Market Strategies Commodities Funding, Ltd.
2.528%, 10/15/21 (144A) (a) (c) (g)

    1,307,983      $ 1,020,226   

Conix Mortgage Asset Trust
4.704%, 12/25/47 (144A) (a) (c) (g)

    1,078,519        179,034   

Consumer Credit Origination Loan Trust
2.820%, 03/15/21 (144A)

    208,536        208,855   

FirstKey Lending Trust
2.553%, 03/09/47 (144A)

    2,067,524        2,080,023   

3.417%, 03/09/47 (144A)

    1,442,000        1,453,003   

GLC II Trust
4.000%, 12/18/20 (144A)

    597,115        591,144   

GLC Trust
3.000%, 07/15/21 (144A)

    795,593        782,864   

GMAT Trust
3.967%, 11/25/43 (144A)

    588,394        588,395   

Gold Key Resorts LLC
3.220%, 03/17/31 (144A)

    862,392        865,074   

Green Tree Agency Advance Funding Trust I
2.380%, 10/15/48 (144A)

    733,000        732,998   

3.122%, 10/15/48 (144A)

    1,067,000        1,066,997   

HERO Funding Trust
3.080%, 09/20/42 (144A)

    1,225,000        1,225,000   

KGS-Alpha SBA COOF Trust
Zero Coupon, 03/25/39 (144A) (a) (b)

    6,983,804        325,183   

3.034%, 04/25/40 (144A) (a) (b)

    2,013,478        260,683   

LendingClub Issuance Trust
3.750%, 06/15/22 (144A)

    1,200,634        1,204,386   

LV Tower 52 Issuer LLC
5.500%, 07/15/19 (144A) (g)

    1,391,962        1,375,537   

7.500%, 07/15/19 (144A) (g)

    671,261        653,137   

Marlette Funding Trust
3.060%, 01/17/23 (144A)

    2,330,861        2,333,524   

Nationstar HECM Loan Trust
2.013%, 08/25/26 (144A)

    1,160,973        1,161,902   

2.239%, 06/25/26 (144A)

    760,449        761,400   

2.883%, 11/25/25 (144A)

    687,690        688,034   

4.115%, 11/25/25 (144A)

    786,000        791,895   

NRPL Trust
3.875%, 11/01/54 (144A)

    1,144,628        1,136,817   

NRZ Advance Receivables Trust Advance Receivables Backed
2.751%, 06/15/49 (144A)

    1,764,000        1,764,690   

3.196%, 11/15/47 (144A)

    4,000,000        4,022,275   

Ocwen Master Advance Receivables Trust
2.521%, 08/17/48 (144A)

    3,612,000        3,611,850   

3.064%, 08/17/48 (144A)

    1,374,073        1,371,926   

3.211%, 11/15/47 (144A)

    2,934,000        2,939,968   

3.607%, 08/17/48 (144A)

    980,777        979,245   

4.196%, 11/15/47 (144A)

    487,000        487,804   

4.246%, 08/17/48 (144A)

    1,776,686        1,773,910   

4.687%, 11/15/47 (144A)

    1,000,000        1,001,502   

OnDeck Asset Securitization Trust II LLC
4.210%, 05/17/20 (144A)

    632,000        636,418   

7.630%, 05/17/20 (144A)

    285,000        289,162   

Asset-Backed - Other—(Continued)

  

OneMain Financial Issuance Trust
2.430%, 06/18/24 (144A)

    1,643,038      1,644,435   

2.470%, 09/18/24 (144A)

    4,176,680        4,185,965   

3.020%, 09/18/24 (144A)

    1,864,000        1,861,373   

3.190%, 03/18/26 (144A)

    2,877,000        2,906,306   

3.240%, 06/18/24 (144A)

    321,000        323,268   

3.660%, 02/20/29 (144A)

    1,785,000        1,830,418   

3.850%, 03/18/26 (144A)

    450,000        457,401   

5.670%, 03/20/28 (144A)

    2,505,000        2,483,958   

6.000%, 02/20/29 (144A)

    1,000,000        1,037,857   

Oportun Funding II LLC
3.690%, 07/08/21 (144A)

    3,332,000        3,322,492   

PFS Tax Lien Trust
1.440%, 05/15/29 (144A)

    321,711        319,967   

Progreso Receivables Funding III LLC
3.625%, 02/08/20 (144A)

    2,648,000        2,648,827   

5.500%, 02/08/20 (144A)

    680,000        681,062   

Purchasing Power Funding LLC
4.750%, 12/15/19 (144A)

    2,000,000        2,001,875   

RBSHD Trust
7.685%, 10/25/47 (144A) (g)

    966,003        966,195   

Selene Non-Performing Loans LLC
2.981%, 05/25/54 (144A)

    248,215        247,046   

SoFi Consumer Loan Program LLC
3.090%, 10/27/25 (144A)

    1,570,000        1,573,094   

SpringCastle America Funding LLC
2.700%, 05/25/23 (144A)

    3,978,698        3,991,610   

3.050%, 04/25/29 (144A)

    3,841,000        3,841,000   

4.610%, 10/25/27 (144A)

    1,750,000        1,748,942   

Springleaf Funding Trust
2.410%, 12/15/22 (144A)

    2,595,778        2,599,096   

3.160%, 11/15/24 (144A)

    2,305,000        2,333,796   

3.450%, 12/15/22 (144A)

    496,000        496,466   

3.620%, 11/15/24 (144A)

    725,000        731,459   

Sunset Mortgage Loan Co. LLC
3.721%, 11/16/44 (144A)

    1,385,069        1,385,069   

Trafigura Securitisation Finance plc
1.474%, 10/15/18 (144A) (a) (g)

    3,188,000        3,160,870   

U.S. Residential Opportunity Fund Trust
3.475%, 07/27/36 (144A)

    1,352,657        1,355,299   

Vericrest Opportunity Loan Trust
3.375%, 10/25/58 (144A)

    1,516,525        1,513,508   

Vericrest Opportunity Loan Trust XLV LLC
4.000%, 05/25/46 (144A)

    549,956        554,668   

Vericrest Opportunity Loan Trust XLVI LLC
3.844%, 06/25/46 (144A)

    1,481,271        1,489,744   

Vericrest Opportunity Loan Trust XLVII LLC
3.750%, 06/25/46 (144A)

    1,415,613        1,420,598   

Vericrest Opportunity Loan Trust L LLC
3.500%, 09/25/46 (144A)

    2,927,000        2,927,000   

Vericrest Opportunity Loan Trust X LLC
3.375%, 10/26/54 (144A)

    396,453        395,908   

Vericrest Opportunity Loan Trust XIX LLC
3.875%, 04/25/55 (144A)

    659,400        661,175   

Vericrest Opportunity Loan Trust XXII LLC
3.500%, 02/25/55 (144A)

    959,754        960,473   

 

MIST-126


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Asset-Backed - Other—(Continued)

  

4.250%, 02/25/55 (144A)

    498,459      $ 481,680   

Vericrest Opportunity Loan Trust XXIV LLC
3.500%, 02/25/55 (144A)

    1,586,657        1,587,400   

Vericrest Opportunity Loan Trust XXVI LLC
3.125%, 09/25/43 (144A)

    2,146,421        2,140,281   

4.250%, 09/25/43 (144A)

    1,380,166        1,346,486   

Vericrest Opportunity Loan Trust XXVII LLC
3.375%, 08/27/57 (144A)

    2,410,119        2,408,452   

Vericrest Opportunity Loan Trust XXX LLC
3.625%, 10/25/57 (144A)

    1,508,883        1,510,759   

Vericrest Opportunity Loan Trust XXXI LLC
3.375%, 02/25/55 (144A)

    1,244,348        1,244,342   

Vericrest Opportunity Loan Trust XXXIII LLC
3.500%, 03/25/55 (144A)

    1,623,902        1,624,787   

Vericrest Opportunity Loan Trust XXXV LLC
3.500%, 09/25/46 (144A)

    2,105,000        2,104,858   

Verizon Owner Trust
1.420%, 01/20/21 (144A)

    250,000        250,575   

VML LLC
3.875%, 04/27/54 (144A) (a)

    485,238        483,940   

Westgate Resorts LLC
2.250%, 08/20/25 (144A)

    362,011        361,785   
   

 

 

 
      127,908,093   
   

 

 

 

Asset-Backed - Student Loan—0.1%

  

Academic Loan Funding Trust
1.325%, 12/27/22 (144A) (a)

    552,380        552,707   

1.325%, 12/26/44 (144A) (a)

    1,226,798        1,208,806   
   

 

 

 
      1,761,513   
   

 

 

 

Total Asset-Backed Securities
(Cost $177,303,852)

      176,523,422   
   

 

 

 
Mortgage-Backed Securities—4.7%   

Collateralized Mortgage Obligations—2.3%

  

AJAX Mortgage Loan Trust
3.500%, 02/25/51 (144A) (a) (g)

    241,003        239,410   

3.750%, 03/25/52 (144A) (a) (g)

    963,516        958,530   

4.000%, 10/25/57 (144A)

    1,097,730        1,095,132   

4.500%, 03/25/53 (144A) (g)

    1,041,715        1,075,357   

Banc of America Funding Trust
2.926%, 05/20/34 (a)

    1,337,776        1,349,999   

Bear Stearns ALT-A Trust
1.165%, 07/25/34 (a)

    2,274,808        2,236,468   

Countrywide Alternative Loan Trust
1.205%, 08/25/34 (a)

    574,763        570,074   

Global Mortgage Securitization, Ltd.
0.845%, 11/25/32 (144A) (a)

    798,907        747,484   

HarborView Mortgage Loan Trust
2.834%, 05/19/34 (a)

    1,515,965        1,500,180   

Homeowner Assistance Program Reverse Mortgage Loan Trust
4.000%, 05/26/53 (144A) (g)

    2,128,284        2,117,643   

Collateralized Mortgage Obligations—(Continued)

  

Impac CMB Trust
1.265%, 11/25/34 (a)

    3,689,195      3,560,485   

JPMorgan Mortgage Trust
3.183%, 08/25/34 (a)

    285,254        285,890   

MASTR Asset Securitization Trust
5.500%, 12/25/33

    826,188        838,691   

Merrill Lynch Mortgage Investors Trust
0.985%, 04/25/29 (a)

    761,530        728,499   

1.025%, 05/25/29 (a)

    1,617,227        1,573,313   

1.145%, 10/25/28 (a)

    836,318        796,661   

1.165%, 10/25/28 (a)

    1,481,806        1,447,076   

1.638%, 01/25/29 (a)

    1,018,436        955,206   

Sequoia Mortgage Trust
1.132%, 12/20/34 (a)

    1,978,901        1,933,252   

1.172%, 01/20/34 (a)

    1,031,332        979,673   

1.192%, 07/20/33 (a)

    1,192,489        1,106,444   

1.212%, 10/20/34 (a)

    2,068,658        1,957,295   

1.292%, 04/20/33 (a)

    1,143,938        1,074,024   

Springleaf Mortgage Loan Trust
1.780%, 12/25/65 (144A) (a)

    2,285,439        2,275,049   

1.870%, 09/25/57 (144A) (a)

    890,172        890,180   

2.310%, 06/25/58 (144A) (a)

    1,240,000        1,235,439   

3.140%, 06/25/58 (144A) (a)

    792,000        789,717   

3.520%, 12/25/65 (144A) (a)

    2,177,000        2,186,557   

3.790%, 09/25/57 (144A) (a)

    1,274,000        1,272,605   

3.790%, 06/25/58 (144A) (a)

    603,000        604,221   

4.480%, 12/25/65 (144A) (a)

    3,000,000        3,011,814   

Structured Adjustable Rate Mortgage Loan Trust
2.949%, 06/25/34 (a)

    816,236        811,159   

Structured Asset Mortgage Investments Trust
1.431%, 05/19/33 (a)

    1,770,271        1,735,441   

Structured Asset Mortgage Investments Trust II
1.231%, 01/19/34 (a)

    1,659,949        1,598,064   

1.231%, 03/19/34 (a)

    1,859,516        1,792,692   

Structured Asset Securities Corp. Mortgage Loan Trust
1.125%, 10/25/27 (a)

    414,492        403,941   

Structured Asset Securities Corp. Mortgage Pass-Through Certificates
2.950%, 11/25/33 (a)

    1,171,641        1,150,556   

Thornburg Mortgage Securities Trust
1.165%, 09/25/43 (a)

    974,748        937,730   

2.242%, 12/25/44 (a)

    1,284,483        1,269,539   

2.526%, 04/25/45 (a)

    3,001,067        3,006,094   

Wells Fargo Mortgage-Backed Securities Trust
3.055%, 03/25/35 (a)

    1,976,563        2,016,686   
   

 

 

 
      56,114,270   
   

 

 

 

Commercial Mortgage-Backed Securities—2.4%

  

A10 Securitization LLC
2.400%, 11/15/25 (144A)

    16,081        16,078   

A10 Term Asset Financing LLC
1.720%, 04/15/33 (144A)

    847,972        844,197   

2.620%, 11/15/27 (144A)

    882,975        880,991   

3.020%, 04/15/33 (144A)

    1,807,000        1,777,970   

4.380%, 11/15/27 (144A)

    425,000        418,687   

 

MIST-127


Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Mortgage-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Commercial Mortgage-Backed Securities—(Continued)

  

ACRE Commercial Mortgage Trust
2.580%, 08/15/31 (144A) (a)

    36,041      $ 35,839   

3.030%, 08/15/31 (144A) (a)

    597,500        593,520   

3.930%, 08/15/31 (144A) (a)

    350,000        341,029   

BAMLL Commercial Mortgage Securities Trust
4.354%, 08/15/46 (144A) (a)

    1,200,000        1,229,411   

Banc of America Commercial Mortgage Trust
5.492%, 02/10/51

    1,883,424        1,927,002   

5.801%, 04/10/49 (a)

    1,000,000        1,017,148   

5.889%, 07/10/44 (a)

    24,703        24,671   

BB-UBS Trust
2.892%, 06/05/30 (144A)

    240,000        242,430   

3.430%, 11/05/36 (144A)

    2,950,000        3,137,114   

Bear Stearns Commercial Mortgage Securities Trust
1.217%, 06/11/50 (144A) (a)

    1,500,000        1,476,390   

CGBAM Commercial Mortgage Trust
1.324%, 02/15/31 (144A) (a)

    1,080,184        1,073,089   

Citigroup Commercial Mortgage Trust
2.110%, 01/12/30 (144A)

    526,887        529,265   

Commercial Mortgage Pass-Through Certificates Mortgage Trust
0.250%, 07/10/45 (144A) (a) (b)

    120,000,000        1,669,248   

1.327%, 08/13/27 (144A) (a)

    990,000        984,408   

1.377%, 02/13/32 (144A) (a)

    2,605,000        2,599,085   

2.122%, 02/13/32 (144A) (a)

    1,000,000        998,054   

Commercial Mortgage Trust
2.365%, 02/10/29 (144A)

    2,789,132        2,794,960   

3.086%, 04/12/35 (144A) (a)

    1,871,000        1,953,290   

4.353%, 08/10/30 (144A)

    3,000,000        3,365,672   

COOF Securitization Trust, Ltd.
3.342%, 06/25/40 (144A) (a) (b)

    2,560,368        328,214   

Credit Suisse Mortgage Capital Certificates
4.373%, 09/15/37 (144A)

    1,000,000        968,807   

DBRR Trust
1.636%, 12/18/49 (144A) (a)

    174,144        174,084   

GS Mortgage Securities Corp. II
2.706%, 12/10/27 (144A)

    267,879        273,685   

GS Mortgage Securities Corp. Trust
2.318%, 01/10/30 (144A)

    733,000        736,569   

3.551%, 04/10/34 (144A)

    3,500,000        3,781,068   

GS Mortgage Securities Trust
5.558%, 08/10/44 (144A) (a)

    500,000        505,482   

Hilton Mortgage Trust
1.424%, 07/15/29 (144A) (a)

    570,000        562,637   

JPMorgan Chase Commercial Mortgage Securities Trust
5.716%, 02/15/51

    2,625,477        2,694,631   

KGS-Alpha SBA COOF Trust
0.561%, 05/25/39 (144A) (a) (b)

    7,876,485        145,223   

0.901%, 08/25/38 (144A) (a) (b)

    8,440,668        228,162   

Ladder Capital Commercial Mortgage Trust
3.985%, 02/15/36 (144A)

    768,000        837,658   

LB-UBS Commercial Mortgage Trust
5.430%, 02/15/40

    739,278        745,386   

Commercial Mortgage-Backed Securities—(Continued)

  

Morgan Stanley Bank of America Merrill Lynch Trust
3.669%, 02/15/47

    3,000,000      3,196,710   

Morgan Stanley Re-REMIC Trust
0.250%, 07/27/49 (144A)

    1,500,000        1,343,459   

2.000%, 07/27/49 (144A)

    344,920        343,412   

NorthStar
5.525%, 08/25/29 (144A) (a)

    565,364        571,017   

RAIT Trust
1.773%, 12/15/31 (144A) (a)

    321,497        317,873   

2.323%, 12/15/31 (144A) (a)

    1,489,836        1,472,706   

RBS Commercial Funding, Inc. Trust
3.260%, 03/11/31 (144A)

    531,000        550,898   

UBS-Barclays Commercial Mortgage Trust
3.244%, 04/10/46

    2,228,000        2,361,008   

VNDO Mortgage Trust
2.996%, 11/15/30 (144A)

    1,400,000        1,465,017   

3.808%, 12/13/29 (144A)

    2,500,000        2,683,052   

Wells Fargo Commercial Mortgage Trust
2.800%, 03/18/28 (144A) (a)

    1,000,000        1,025,146   

2.819%, 08/15/50

    1,200,000        1,238,268   

WF-RBS Commercial Mortgage Trust
4.317%, 03/15/45 (144A) (a)

    300,000        281,109   
   

 

 

 
      58,760,829   
   

 

 

 

Total Mortgage-Backed Securities
(Cost $113,912,826)

      114,875,099   
   

 

 

 
Foreign Government—1.0%   

Electric—0.1%

  

Hydro-Quebec
8.050%, 07/07/24

    1,100,000        1,513,917   

9.400%, 02/01/21

    845,000        1,095,088   
   

 

 

 
      2,609,005   
   

 

 

 

Provincial—0.0%

  

Province of Quebec Canada
7.125%, 02/09/24

    200,000        263,799   
   

 

 

 

Sovereign—0.9%

  

Colombia Government International Bonds
4.000%, 02/26/24 (e)

    423,000        450,495   

5.000%, 06/15/45

    749,000        810,793   

5.625%, 02/26/44

    200,000        231,500   

Israel Government AID Bonds
Zero Coupon, 02/15/24

    5,000,000        4,326,320   

Zero Coupon, 11/01/24

    1,960,000        1,664,022   

Zero Coupon, 02/15/25

    2,000,000        1,664,478   

Zero Coupon, 08/15/25

    2,500,000        2,050,852   

Mexico Government International Bonds
3.500%, 01/21/21 (e)

    2,948,000        3,133,724   

3.600%, 01/30/25 (e)

    537,000        556,466   

4.000%, 10/02/23

    1,374,000        1,468,119   

4.125%, 01/21/26

    389,000        418,370   

4.350%, 01/15/47

    228,000        224,010   

 

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Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Foreign Government—(Continued)

 

Security Description   Principal
Amount*
    Value  

Sovereign—(Continued)

  

Mexico Government International Bonds
4.600%, 01/23/46

    222,000      $ 225,053   

5.550%, 01/21/45

    737,000        853,999   

5.750%, 10/12/10

    500,000        528,750   

Panama Government International Bond
4.000%, 09/22/24

    323,000        353,281   

Peruvian Government International Bond
5.625%, 11/18/50 (e)

    73,000        96,543   

Poland Government International Bond
4.000%, 01/22/24

    930,000        1,027,650   

South Africa Government International Bonds
5.375%, 07/24/44 (e)

    1,077,000        1,170,160   

5.875%, 09/16/25

    384,000        434,880   

Turkey Government International Bond
5.750%, 03/22/24

    500,000        538,440   
   

 

 

 
      22,227,905   
   

 

 

 

Total Foreign Government
(Cost $24,062,450)

      25,100,709   
   

 

 

 
Short-Term Investment—0.9%   

Repurchase Agreement—0.9%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $21,919,024 on 10/03/16, collateralized by $20,100,000 U.S. Treasury Note at 3.625% due 02/15/21 with a value of $22,361,250.

    21,918,969        21,918,969   
   

 

 

 

Total Short-Term Investments
(Cost $21,918,969)

      21,918,969   
   

 

 

 
Securities Lending Reinvestments (h)—0.8%   

Certificates of Deposit—0.2%

  

Abbey National Treasury Services
0.440%, 10/03/16

    500,000        500,000   

ABN AMRO Bank NV
Zero Coupon, 12/22/16

    250,000        249,468   

Bank of Montreal
0.500%, 10/24/16

    250,000        250,000   

Bank of Nova Scotia
0.750%, 10/19/16

    200,000        200,022   

Bank of Tokyo-Mitsubishi, Ltd.
0.450%, 10/04/16

    200,000        200,000   

Chiba Bank Ltd, New York
0.870%, 11/30/16

    650,000        650,110   

DZ Bank AG
0.950%, 01/03/17

    250,000        250,000   

KBC Bank NV
Zero Coupon, 12/27/16

    300,000        299,583   

1.000%, 01/04/17

    250,000        250,000   

Certificates of Deposit—(Continued)

  

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    600,000      600,000   

National Bank of Canada
0.420%, 10/06/16

    500,000        499,999   

0.480%, 10/28/16

    200,000        199,999   

Norinchukin Bank
0.480%, 10/24/16

    300,000        300,000   

Standard Chartered Bank New York
0.910%, 12/16/16

    200,000        200,015   

Sumitomo Mitsui Trust Bank
0.540%, 10/26/16

    650,000        650,019   

Swedbank
0.350%, 10/03/16

    600,000        599,999   
   

 

 

 
      5,899,214   
   

 

 

 

Commercial Paper—0.1%

  

Albion Capital Corp.
0.720%, 10/25/16

    400,000      $ 399,872   

BNP Paribas
0.510%, 10/21/16

    200,000        199,949   

Charta LLC
0.880%, 12/22/16

    750,000        748,567   

Credit Agricole Corporate and Investment Bank
0.610%, 11/01/16

    300,000        299,839   

Credit Suisse AG
0.971%, 10/19/16

    200,000        199,998   

Kells Funding LLC
1.040%, 01/19/17

    100,000        99,703   

LMA S.A. & LMA Americas
0.580%, 10/14/16

    50,000        49,993   

Manhattan Asset Funding
0.740%, 11/28/16

    750,000        749,257   

Ridgefield Funding Co. LLC
0.650%, 10/26/16

    100,000        99,949   
   

 

 

 
      2,847,127   
   

 

 

 

Repurchase Agreements—0.5%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $2,200,171 on 10/03/16, collateralized by $2,079,033 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $2,244,001.

    2,200,000        2,200,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $2,200,153 on 10/03/16, collateralized by $2,159,791 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $2,244,002.

    2,200,000        2,200,000   

 

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Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (h)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreements—(Continued)

  

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $500,019 on 10/03/16, collateralized by $394,400 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $510,007.

    500,000      $ 500,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 at 0.650% to be repurchased at $800,072 on 10/03/16, collateralized by $763,743 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $816,341.

    800,000        800,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $451,162 on 10/03/16, collateralized by $372,729 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $460,167.

    451,144        451,144   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $2,000,117 on 10/03/16, collateralized by $3,199,122 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $2,040,119.

    2,000,000        2,000,000   

Nomura Securities
Repurchase Agreement dated 09/27/16 at
0.370% to be repurchased at $1,300,094 on 10/04/16, collateralized by $1,250,306 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $1,326,000.

    1,300,000        1,300,000   

Repurchase Agreement dated 09/30/16 at
0.520% to be repurchased at $1,500,065 on 10/03/16, collateralized by $2,117,813 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $1,530,000.

    1,500,000        1,500,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $1,000,038 on 10/03/16, collateralized by $936,180 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $1,020,021.

    1,000,000        1,000,000   
   

 

 

 
      11,951,144   
   

 

 

 

Time Deposits—0.0%

  

ANZ London
0.420%, 10/03/16

    53,622      53,622   

DBS Bank Limited, Singapore
0.380%, 10/04/16

    200,000        200,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    300,000        300,000   

Royal Bank of Canada
0.280%, 10/03/16

    300,000        300,000   
   

 

 

 
      853,622   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $21,550,513)

      21,551,107   
   

 

 

 

Total Investments—101.2%
(Cost $2,430,103,201) (i)

      2,496,514,629   

Other assets and liabilities (net)—(1.2)%

      (30,628,668
   

 

 

 
Net Assets—100.0%     $ 2,465,885,961   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Variable or floating rate security. The stated rate represents the rate at September 30, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(b) Interest only security.
(c) Security was valued in good faith under procedures approved by the Board of Trustees. As of September 30, 2016, these securities represent 0.4% of net assets.
(d) Principal only security.
(e) All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $20,405,324 and the collateral received consisted of cash in the amount of $21,050,253. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(f) Principal amount of security is adjusted for inflation.
(g) 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 September 30, 2016, the market value of restricted securities was $11,745,939, which is 0.5% of net assets. See details shown in the Restricted Securities table that follows.
(h) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(i) As of September 30, 2016, the aggregate cost of investments was $2,430,103,201. The aggregate unrealized appreciation and depreciation of investments were $90,398,574 and $(23,987,146), respectively, resulting in net unrealized appreciation of $66,411,428.
(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 September 30, 2016, the market value of 144A securities was $321,622,116, which is 13.0% of net assets.
(ACES)— Alternative Credit Enhancement Securities
(ARM)— Adjustable-Rate Mortgage
(CMO)— Collateralized Mortgage Obligation
(REMIC)— Real Estate Mortgage Investment Conduit

 

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Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

 

Restricted Securities

   Acquisition
Date
     Principal
Amount
     Cost      Value  

AJAX Mortgage Loan Trust, 4.500%, 03/25/53

     03/20/13       $ 1,041,715       $ 1,037,496       $ 1,075,357   

AJAX Mortgage Loan Trust, 3.750%, 03/25/52

     01/28/13         963,516         960,428         958,530   

AJAX Mortgage Loan Trust, 3.500%, 02/25/51

     11/15/13         241,003         239,397         239,410   

Carlyle Global Market Strategies Commodities Funding, Ltd., 2.528%, 10/15/21

     05/22/14         1,307,983         1,307,983         1,020,226   

Conix Mortgage Asset Trust, 4.704%, 12/25/47

     05/16/13         1,078,519         1,078,519         179,034   

Homeowner Assistance Program Reverse Mortgage Loan Trust, 4.000%, 05/26/53

     05/03/13         2,128,284         2,098,051         2,117,643   

LV Tower 52 Issuer LLC, 5.500%, 07/15/19

     08/04/15         1,391,962         1,388,482         1,375,537   

LV Tower 52 Issuer LLC, 7.500%, 07/15/19

     08/04/15         671,261         669,583         653,137   

RBSHD Trust, 7.685%, 10/25/47

     09/27/13         966,003         966,003         966,195   

Trafigura Securitisation Finance plc, 1.474%, 10/15/18

     01/30/14         3,188,000         3,188,000         3,160,870   
           

 

 

 
            $ 11,745,939   
           

 

 

 

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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
U.S. Treasury & Government Agencies            

Agency Sponsored Mortgage - Backed

   $ —         $ 816,320,611       $ 9,121,576       $ 825,442,187   

Federal Agencies

     —           51,089,499         —           51,089,499   

U.S. Treasury

     —           657,622,318         —           657,622,318   

Total U.S. Treasury & Government Agencies

     —           1,525,032,428         9,121,576         1,534,154,004   

Total Corporate Bonds & Notes*

     —           602,391,319         —           602,391,319   
Asset-Backed Securities            

Asset-Backed - Automobile

     —           45,380,195         —           45,380,195   

Asset-Backed - Credit Card

     —           1,079,999         —           1,079,999   

Asset-Backed - Home Equity

     —           393,622         —           393,622   

Asset-Backed - Other

     —           126,708,833         1,199,260         127,908,093   

Asset-Backed - Student Loan

     —           1,761,513         —           1,761,513   

Total Asset-Backed Securities

     —           175,324,162         1,199,260         176,523,422   

Total Mortgage-Backed Securities*

     —           114,875,099         —           114,875,099   

Total Foreign Government*

     —           25,100,709         —           25,100,709   

Total Short-Term Investment*

     —           21,918,969         —           21,918,969   
Securities Lending Reinvestments            

Certificates of Deposit

     —           5,899,214         —           5,899,214   

Commercial Paper

     —           2,847,127         —           2,847,127   

 

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Table of Contents

Met Investors Series Trust

JPMorgan Core Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2     Level 3      Total  

Repurchase Agreements

   $ —         $ 11,951,144      $ —         $ 11,951,144   

Time Deposits

     —           853,622        —           853,622   

Total Securities Lending Reinvestments

     —           21,551,107        —           21,551,107   

Total Investments

   $ —         $ 2,486,193,793      $ 10,320,836       $ 2,496,514,629   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (21,050,253   $ —         $ (21,050,253

 

* 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
Depreciation
    Purchases      Sales     Transfers
into
Level 3
     Balance as of
September 30,
2016
     Change in Unrealized
Depreciation from
Investments Still Held at
September 30, 2016
 
U.S. Treasury & Government Agencies                   

Agency Sponsored Mortgage-Backed

   $       $      $ 9,121,576       $      $       $ 9,121,576       $   
Asset-Backed Securities                   

Asset-Backed - Other

     312,770         (391,939             (1,378,685 )(a)      2,657,114         1,199,260         (391,939
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 
   $ 312,770       $ (391,939   $ 9,121,576       $ (1,378,685   $ 2,657,114       $ 10,320,836       $ (391,939
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

(a) Sales include principal reductions

Asset-Backed Securities in the amount of $2,657,114 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-132


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—34.4% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—0.8%

   

Airbus Group SE

    45,190      $ 2,733,487   

BAE Systems plc

    113,061        767,075   

General Dynamics Corp.

    6,487        1,006,523   

L-3 Communications Holdings, Inc.

    2,735        412,247   

Northrop Grumman Corp.

    2,905        621,525   

Safran S.A.

    63,099        4,537,020   

Textron, Inc.

    2,695        107,126   

Thales S.A.

    58,502        5,388,654   

United Technologies Corp.

    12,939        1,314,602   
   

 

 

 
      16,888,259   
   

 

 

 

Air Freight & Logistics—0.2%

   

United Parcel Service, Inc. - Class B

    1,887        206,362   

Yamato Holdings Co., Ltd.

    153,100        3,563,393   
   

 

 

 
      3,769,755   
   

 

 

 

Airlines—0.2%

   

Delta Air Lines, Inc.

    18,924        744,849   

Japan Airlines Co., Ltd.

    69,900        2,057,785   

United Continental Holdings, Inc. (a)

    13,313        698,533   
   

 

 

 
      3,501,167   
   

 

 

 

Auto Components—0.3%

   

Bridgestone Corp.

    68,200        2,515,386   

Continental AG

    12,925        2,717,421   

Delphi Automotive plc

    8,002        570,703   

Johnson Controls International plc

    447        20,799   
   

 

 

 
      5,824,309   
   

 

 

 

Automobiles—0.8%

   

Astra International Tbk PT

    2,015,500        1,280,605   

Daimler AG

    35,263        2,484,073   

Ford Motor Co.

    10,065        121,485   

Geely Automobile Holdings, Ltd.

    770,000        693,040   

General Motors Co.

    28,130        893,690   

Hyundai Motor Co.

    13,860        1,711,390   

Mahindra & Mahindra, Ltd. (GDR)

    97,070        2,057,884   

Renault S.A.

    28,070        2,306,281   

Suzuki Motor Corp.

    82,600        2,765,184   

Toyota Motor Corp.

    24,100        1,397,649   
   

 

 

 
      15,711,281   
   

 

 

 

Banks—2.5%

   

Australia & New Zealand Banking Group, Ltd.

    170,183        3,613,589   

Banco Santander Chile (ADR)

    32,060        663,321   

Bank Central Asia Tbk PT

    653,000        787,962   

Bank of America Corp.

    162,579        2,544,361   

Bank Rakyat Indonesia Persero Tbk PT

    1,227,600        1,151,742   

BNP Paribas S.A.

    76,674        3,942,248   

Capitec Bank Holdings, Ltd.

    10,650        499,302   

Citigroup, Inc.

    59,910        2,829,549   

Citizens Financial Group, Inc.

    4,076        100,718   

Credicorp, Ltd.

    6,700        1,019,874   

Grupo Financiero Banorte S.A.B. de C.V. - Class O

    117,300        615,788   

Banks—(Continued)

   

HDFC Bank, Ltd. (ADR)

    94,280      6,777,789   

HSBC Holdings plc

    458,023        3,438,858   

ING Groep NV

    259,761        3,202,091   

Itau Unibanco Holding S.A. (ADR)

    146,364        1,601,222   

KeyCorp

    48,324        588,103   

Mitsubishi UFJ Financial Group, Inc.

    942,100        4,750,659   

Mizuho Financial Group, Inc.

    421,000        703,404   

Nordea Bank AB

    251,932        2,498,854   

Public Bank Bhd

    107,000        513,287   

Regions Financial Corp.

    43,958        433,865   

Sberbank of Russia PJSC (ADR)

    155,990        1,469,426   

Siam Commercial Bank PCL (The)

    275,600        1,177,166   

Societe Generale S.A.

    22,475        775,625   

Sumitomo Mitsui Financial Group, Inc.

    26,800        903,239   

Sumitomo Mitsui Trust Holdings, Inc.

    8,900        288,832   

SVB Financial Group (a)

    1,655        182,944   

Turkiye Garanti Bankasi A/S

    216,435        574,922   

Wells Fargo & Co.

    73,238        3,242,979   

Zions Bancorporation

    4,063        126,034   
   

 

 

 
      51,017,753   
   

 

 

 

Beverages—1.1%

   

Ambev S.A. (ADR)

    252,650        1,538,638   

Anheuser-Busch InBev S.A.

    38,192        5,013,606   

Boston Beer Co., Inc. (The) - Class A (a)

    634        98,435   

Britvic plc

    341,571        2,669,644   

Coca-Cola Co. (The)

    30,961        1,310,269   

Constellation Brands, Inc. - Class A

    6,281        1,045,724   

Dr Pepper Snapple Group, Inc.

    2,038        186,090   

Molson Coors Brewing Co. - Class B

    13,792        1,514,362   

PepsiCo, Inc.

    28,302        3,078,408   

SABMiller plc

    71,712        4,178,860   

Suntory Beverage & Food, Ltd.

    38,500        1,670,401   

Tsingtao Brewery Co., Ltd. - Class H

    166,000        650,699   
   

 

 

 
      22,955,136   
   

 

 

 

Biotechnology—0.7%

   

Alexion Pharmaceuticals, Inc. (a)

    5,723        701,296   

Amgen, Inc.

    1,254        209,180   

Biogen, Inc. (a)

    5,250        1,643,408   

BioMarin Pharmaceutical, Inc. (a)

    1,115        103,160   

Celgene Corp. (a)

    14,853        1,552,584   

Genmab A/S (a)

    17,684        3,030,431   

Gilead Sciences, Inc.

    24,312        1,923,565   

Shire plc

    56,511        3,652,578   

Vertex Pharmaceuticals, Inc. (a)

    6,260        545,935   
   

 

 

 
      13,362,137   
   

 

 

 

Building Products—0.2%

   

Allegion plc

    6,959        479,545   

Daikin Industries, Ltd.

    41,900        3,903,665   

Masco Corp.

    11,923        409,078   
   

 

 

 
      4,792,288   
   

 

 

 

 

MIST-133


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Capital Markets—0.7%

   

3i Group plc

    373,404      $ 3,143,058   

Bank of New York Mellon Corp. (The)

    12,609        502,847   

BlackRock, Inc.

    3,537        1,282,021   

Charles Schwab Corp. (The)

    42,142        1,330,423   

Goldman Sachs Group, Inc. (The)

    3,000        483,810   

Henderson Group plc

    243,308        731,643   

Intercontinental Exchange, Inc.

    3,081        829,898   

Morgan Stanley

    50,430        1,616,786   

Schroders plc

    27,652        966,277   

State Street Corp.

    11,928        830,546   

TD Ameritrade Holding Corp.

    4,683        165,029   

UBS Group AG (a)

    218,301        2,964,236   
   

 

 

 
      14,846,574   
   

 

 

 

Chemicals—0.3%

   

Chr Hansen Holding A/S

    36,358        2,161,237   

Dow Chemical Co. (The)

    17,148        888,781   

E.I. du Pont de Nemours & Co.

    18,453        1,235,797   

Eastman Chemical Co.

    15,266        1,033,203   

Monsanto Co.

    2,918        298,220   

Mosaic Co. (The)

    29,387        718,806   
   

 

 

 
      6,336,044   
   

 

 

 

Commercial Services & Supplies—0.1%

   

Rentokil Initial plc

    952,157        2,743,488   
   

 

 

 

Communications Equipment—0.1%

   

Cisco Systems, Inc.

    33,277        1,055,546   
   

 

 

 

Construction & Engineering—0.2%

   

Fluor Corp.

    7,355        377,458   

Kajima Corp.

    385,000        2,690,974   
   

 

 

 
      3,068,432   
   

 

 

 

Construction Materials—0.1%

   

Martin Marietta Materials, Inc.

    1,329        238,037   

Siam Cement PCL (The)

    61,300        912,866   
   

 

 

 
      1,150,903   
   

 

 

 

Consumer Finance—0.1%

   

American Express Co.

    6,376        408,319   

Capital One Financial Corp.

    12,368        888,394   

Discover Financial Services

    8,742        494,360   
   

 

 

 
      1,791,073   
   

 

 

 

Containers & Packaging—0.1%

   

Crown Holdings, Inc. (a)

    11,914        680,170   

Sealed Air Corp.

    2,217        101,583   

WestRock Co.

    8,385        406,505   
   

 

 

 
      1,188,258   
   

 

 

 

Diversified Financial Services—0.4%

   

Berkshire Hathaway, Inc. - Class B (a)

    19,382        2,800,118   

FirstRand, Ltd.

    401,560        1,392,507   

Diversified Financial Services—(Continued)

  

ORIX Corp.

    205,400      3,030,766   

Remgro, Ltd.

    67,330        1,127,687   

Voya Financial, Inc.

    3,598        103,694   
   

 

 

 
      8,454,772   
   

 

 

 

Diversified Telecommunication Services—1.8%

  

AT&T, Inc.

    63,884        2,594,329   

BT Group plc

    479,412        2,417,233   

Deutsche Telekom AG

    275,499        4,618,288   

Nippon Telegraph & Telephone Corp.

    215,300        9,832,834   

Orange S.A.

    276,150        4,321,266   

PCCW, Ltd.

    3,573,000        2,196,215   

Singapore Telecommunications, Ltd.

    1,560,600        4,567,970   

Telecom Italia S.p.A. (a)

    2,998,760        2,481,338   

Telenor ASA

    122,243        2,101,994   

Verizon Communications, Inc.

    17,686        919,318   
   

 

 

 
      36,050,785   
   

 

 

 

Electric Utilities—0.9%

   

Edison International

    13,226        955,579   

Endesa S.A.

    59,269        1,270,342   

Enel S.p.A.

    1,989,595        8,873,610   

Exelon Corp.

    4,727        157,362   

Iberdrola S.A.

    627,448        4,262,482   

NextEra Energy, Inc.

    13,749        1,681,778   

PG&E Corp.

    7,700        471,009   

Xcel Energy, Inc.

    21,052        866,079   
   

 

 

 
      18,538,241   
   

 

 

 

Electrical Equipment—0.1%

   

Eaton Corp. plc

    19,348        1,271,357   

Emerson Electric Co.

    2,310        125,918   
   

 

 

 
      1,397,275   
   

 

 

 

Electronic Equipment, Instruments & Components—0.3%

  

Delta Electronics, Inc.

    237,867        1,274,640   

Keyence Corp.

    5,400        3,930,213   

TE Connectivity, Ltd.

    19,331        1,244,530   
   

 

 

 
      6,449,383   
   

 

 

 

Energy Equipment & Services—0.2%

   

Halliburton Co.

    8,613        386,551   

National Oilwell Varco, Inc.

    2,721        99,970   

Schlumberger, Ltd.

    11,184        879,510   

Technip S.A.

    45,347        2,784,918   
   

 

 

 
      4,150,949   
   

 

 

 

Equity Real Estate Investment Trusts—0.8%

  

American Tower Corp.

    1,952        221,220   

Apartment Investment & Management Co. - Class A

    4,577        210,130   

AvalonBay Communities, Inc.

    4,572        813,084   

Equinix, Inc.

    1,503        541,456   

Essex Property Trust, Inc.

    461        102,665   

 

MIST-134


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Equity Real Estate Investment Trusts—(Continued)

  

Extra Space Storage, Inc.

    1,303      $ 103,471   

First Real Estate Investment Trust

    890,000        885,865   

Goodman Group

    489,272        2,733,043   

HCP, Inc.

    11,337        430,239   

Kimco Realty Corp.

    16,996        492,034   

Klepierre

    68,255        3,128,308   

LaSalle Hotel Properties

    9,372        223,710   

Liberty Property Trust

    5,653        228,099   

Lippo Malls Indonesia Retail Trust

    3,206,600        883,234   

Macerich Co. (The)

    617        49,897   

Mapletree Logistics Trust

    1,338,800        1,052,500   

Prologis, Inc.

    6,981        373,763   

Public Storage

    953        212,652   

Regency Centers Corp.

    2,411        186,828   

Simon Property Group, Inc.

    3,874        801,957   

SL Green Realty Corp.

    2,886        311,977   

STORE Capital Corp.

    5,399        159,108   

Westfield Corp.

    150,086        1,119,109   
   

 

 

 
      15,264,349   
   

 

 

 

Food & Staples Retailing—0.6%

   

Bid Corp., Ltd.

    75,189        1,422,954   

Costco Wholesale Corp.

    8,242        1,256,987   

Distribuidora Internacional de Alimentacion S.A.

    181,620        1,124,369   

Koninklijke Ahold Delhaize NV (a)

    92,710        2,111,866   

Kroger Co. (The)

    27,423        813,915   

Magnit PJSC (GDR)

    31,180        1,299,894   

President Chain Store Corp.

    154,000        1,228,753   

Shoprite Holdings, Ltd.

    62,850        877,777   

Sun Art Retail Group, Ltd.

    807,000        558,144   

Wal-Mart de Mexico S.A.B. de C.V.

    319,340        699,131   

Wal-Mart Stores, Inc.

    337        24,304   

Walgreens Boots Alliance, Inc.

    15,761        1,270,652   
   

 

 

 
      12,688,746   
   

 

 

 

Food Products—0.7%

   

Archer-Daniels-Midland Co.

    3,861        162,818   

Associated British Foods plc

    55,598        1,873,646   

Hershey Co. (The)

    4,027        384,981   

J.M. Smucker Co. (The)

    657        89,050   

Marine Harvest ASA (a)

    299,406        5,359,066   

Mondelez International, Inc. - Class A

    42,202        1,852,668   

Nestle S.A.

    28,003        2,206,458   

NH Foods, Ltd.

    68,000        1,640,373   

Tiger Brands, Ltd.

    20,350        564,724   

Tingyi Cayman Islands Holding Corp.

    328,000        382,444   
   

 

 

 
      14,516,228   
   

 

 

 

Gas Utilities—0.4%

   

Enagas S.A.

    52,451        1,576,219   

Snam S.p.A.

    1,314,342        7,281,762   
   

 

 

 
      8,857,981   
   

 

 

 

Health Care Equipment & Supplies—0.3%

   

Abbott Laboratories

    37,293        1,577,121   

Becton Dickinson & Co.

    1,189        213,699   

Health Care Equipment & Supplies—(Continued)

  

Boston Scientific Corp. (a)

    56,898      1,354,173   

Danaher Corp.

    4,557        357,223   

Hoya Corp.

    57,600        2,313,170   

Stryker Corp.

    1,974        229,793   
   

 

 

 
      6,045,179   
   

 

 

 

Health Care Providers & Services—0.5%

   

Aetna, Inc.

    10,507        1,213,033   

Anthem, Inc.

    1,220        152,878   

Cigna Corp.

    2,840        370,109   

Fresenius SE & Co. KGaA

    31,406        2,505,109   

HCA Holdings, Inc. (a)

    1,459        110,344   

Humana, Inc.

    4,299        760,450   

Korian S.A.

    15,072        485,161   

Laboratory Corp. of America Holdings (a)

    1,058        145,454   

McKesson Corp.

    2,809        468,401   

Quest Diagnostics, Inc.

    1,962        166,044   

Spire Healthcare Group plc (144A)

    248,514        1,271,051   

UnitedHealth Group, Inc.

    17,704        2,478,560   
   

 

 

 
      10,126,594   
   

 

 

 

Hotels, Restaurants & Leisure—0.4%

   

InterContinental Hotels Group plc

    40,270        1,660,920   

Oriental Land Co., Ltd.

    34,100        2,074,571   

Royal Caribbean Cruises, Ltd.

    10,232        766,888   

Sands China, Ltd.

    259,600        1,137,158   

Starbucks Corp.

    23,555        1,275,268   

Yum! Brands, Inc.

    8,003        726,752   
   

 

 

 
      7,641,557   
   

 

 

 

Household Durables—0.2%

   

D.R. Horton, Inc.

    11,253        339,841   

Electrolux AB - Series B

    72,567        1,818,472   

Harman International Industries, Inc.

    3,372        284,765   

Mohawk Industries, Inc. (a)

    1,131        226,585   

Newell Brands, Inc.

    2,465        129,807   

PulteGroup, Inc.

    16,916        338,997   

Taylor Wimpey plc

    867,405        1,736,340   

Toll Brothers, Inc. (a)

    7,214        215,410   
   

 

 

 
      5,090,217   
   

 

 

 

Household Products—0.4%

   

Kimberly-Clark Corp.

    13,740        1,733,164   

Procter & Gamble Co. (The) (b)

    26,982        2,421,635   

Reckitt Benckiser Group plc

    41,152        3,878,068   

Unilever Indonesia Tbk PT

    152,200        519,647   
   

 

 

 
      8,552,514   
   

 

 

 

Industrial Conglomerates—0.7%

   

3M Co.

    587        103,447   

Bidvest Group, Ltd. (The)

    70,469        830,881   

CK Hutchison Holdings, Ltd.

    152,152        1,941,277   

General Electric Co.

    86,790        2,570,720   

Honeywell International, Inc.

    18,687        2,178,717   

Jardine Matheson Holdings, Ltd.

    28,300        1,719,119   

 

MIST-135


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Industrial Conglomerates—(Continued)

  

KOC Holding A/S

    106,110      $ 455,841   

Siemens AG

    36,320        4,251,727   
   

 

 

 
      14,051,729   
   

 

 

 

Insurance—1.5%

   

AIA Group, Ltd.

    521,600        3,494,778   

Allianz SE

    8,389        1,245,202   

American International Group, Inc.

    21,687        1,286,907   

Arthur J. Gallagher & Co.

    10,988        558,959   

AXA S.A.

    255,644        5,439,142   

Chubb, Ltd.

    13,029        1,637,094   

Everest Re Group, Ltd.

    2,247        426,863   

Hartford Financial Services Group, Inc. (The)

    4,453        190,677   

Legal & General Group plc

    464,277        1,318,708   

Muenchener Rueckversicherungs-Gesellschaft AG

    5,484        1,022,764   

Prudential Financial, Inc.

    11,944        975,228   

Prudential plc

    328,256        5,826,043   

Sanlam, Ltd.

    131,470        612,830   

Sompo Japan Nipponkoa Holdings, Inc.

    86,600        2,562,491   

Swiss Re AG

    13,248        1,195,252   

Tokio Marine Holdings, Inc.

    78,200        2,996,730   

XL Group, Ltd.

    14,908        501,356   
   

 

 

 
      31,291,024   
   

 

 

 

Internet & Direct Marketing Retail—0.2%

   

Amazon.com, Inc. (a)

    4,657        3,899,353   
   

 

 

 

Internet Software & Services—0.9%

   

Alibaba Group Holding, Ltd. (ADR) (a)

    19,214        2,032,649   

Alphabet, Inc. - Class A (a)

    4,080        3,280,565   

Alphabet, Inc. - Class C (a)

    4,115        3,198,549   

Baidu, Inc. (ADR) (a)

    9,260        1,685,968   

Facebook, Inc. - Class A (a)

    32,349        4,149,406   

Tencent Holdings, Ltd.

    135,500        3,754,458   
   

 

 

 
      18,101,595   
   

 

 

 

IT Services—1.1%

   

Accenture plc - Class A

    23,789        2,906,302   

Atos SE

    16,596        1,788,247   

Automatic Data Processing, Inc.

    1,259        111,044   

Cap Gemini S.A.

    81,282        7,960,239   

Cielo S.A.

    110,256        1,102,170   

Cognizant Technology Solutions Corp. - Class A (a)

    13,151        627,434   

Fidelity National Information Services, Inc.

    13,653        1,051,691   

Infosys, Ltd. (ADR)

    163,680        2,582,870   

MasterCard, Inc. - Class A

    2,023        205,881   

PayPal Holdings, Inc. (a)

    5,244        214,847   

Tata Consultancy Services, Ltd.

    38,000        1,392,061   

Vantiv, Inc. - Class A (a)

    2,862        161,045   

Visa, Inc. - Class A

    24,955        2,063,778   

WEX, Inc. (a)

    3,184        344,158   
   

 

 

 
      22,511,767   
   

 

 

 

Life Sciences Tools & Services—0.1%

   

Agilent Technologies, Inc.

    3,514      $ 165,474   

Illumina, Inc. (a)

    3,444        625,637   

Thermo Fisher Scientific, Inc.

    4,905        780,190   
   

 

 

 
      1,571,301   
   

 

 

 

Machinery—0.3%

   

Cummins, Inc.

    5,124        656,641   

Deere & Co. (b)

    1,930        164,726   

DMG Mori Co., Ltd.

    138,600        1,444,982   

Fortive Corp.

    1,648        83,883   

Ingersoll-Rand plc

    4,426        300,702   

PACCAR, Inc.

    19,982        1,174,542   

Parker-Hannifin Corp.

    1,873        235,118   

Pentair plc

    1,941        124,690   

Snap-on, Inc.

    3,986        605,713   

Stanley Black & Decker, Inc.

    8,458        1,040,165   

WEG S.A.

    133,692        725,981   
   

 

 

 
      6,557,143   
   

 

 

 

Media—1.0%

   

Charter Communications, Inc. - Class A (a)

    5,510        1,487,535   

Comcast Corp. - Class A

    37,918        2,515,480   

Dentsu, Inc.

    54,600        2,763,393   

DISH Network Corp. - Class A (a)

    9,140        500,689   

Informa plc

    383,851        3,546,173   

Naspers, Ltd. - N Shares

    5,040        873,469   

RTL Group S.A. (Brussels Exchange)

    13,089        1,089,531   

Sirius XM Holdings, Inc. (a)

    49,911        208,129   

Time Warner, Inc.

    29,255        2,328,990   

Twenty-First Century Fox, Inc. - Class A

    73,598        1,782,544   

WPP plc

    176,097        4,144,746   
   

 

 

 
      21,240,679   
   

 

 

 

Metals & Mining—0.5%

   

Newmont Mining Corp.

    5,365        210,791   

Nippon Steel & Sumitomo Metal Corp.

    156,800        3,219,720   

Norsk Hydro ASA

    778,451        3,358,364   

Rio Tinto plc

    79,928        2,659,604   

United States Steel Corp. (b)

    1,857        35,023   

Vale S.A. (ADR)

    96,410        454,091   
   

 

 

 
      9,937,593   
   

 

 

 

Multi-Utilities—0.3%

   

CMS Energy Corp.

    16,483        692,451   

Public Service Enterprise Group, Inc.

    19,345        809,975   

RWE AG (a)

    183,197        3,156,511   

Sempra Energy

    7,392        792,348   

WEC Energy Group, Inc.

    3,367        201,616   
   

 

 

 
      5,652,901   
   

 

 

 

Multiline Retail—0.2%

   

Dollar General Corp.

    9,984        698,780   

Izumi Co., Ltd.

    36,500        1,569,606   

Lojas Renner S.A.

    117,700        885,605   
   

 

 

 
      3,153,991   
   

 

 

 

 

MIST-136


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Oil, Gas & Consumable Fuels—1.4%

   

Cabot Oil & Gas Corp.

    15,480      $ 399,384   

Chevron Corp.

    17,982        1,850,707   

CNOOC, Ltd.

    702,000        884,521   

Concho Resources, Inc. (a)

    2,745        377,026   

ConocoPhillips

    15,761        685,131   

Diamondback Energy, Inc. (a)

    4,935        476,425   

Eni S.p.A.

    30,888        445,118   

EOG Resources, Inc.

    12,235        1,183,247   

EQT Corp.

    9,021        655,105   

Exxon Mobil Corp.

    45,880        4,004,406   

Kinder Morgan, Inc.

    14,489        335,131   

Lukoil PJSC (ADR)

    30,110        1,467,260   

Marathon Petroleum Corp.

    9,083        368,679   

Occidental Petroleum Corp.

    17,087        1,245,984   

Oil Search, Ltd.

    351,020        1,920,724   

Pioneer Natural Resources Co.

    7,482        1,389,033   

Royal Dutch Shell plc - A Shares

    238,573        5,968,773   

Total S.A.

    71,688        3,397,805   

Ultrapar Participacoes S.A.

    62,950        1,375,468   

Valero Energy Corp.

    10,258        543,674   
   

 

 

 
      28,973,601   
   

 

 

 

Paper & Forest Products—0.1%

   

UPM-Kymmene Oyj

    88,664        1,872,348   
   

 

 

 

Personal Products—0.2%

   

Unilever NV

    69,234        3,193,790   
   

 

 

 

Pharmaceuticals—3.0%

   

Allergan plc (a)

    7,343        1,691,166   

Aspen Pharmacare Holdings, Ltd.

    36,000        814,169   

Astellas Pharma, Inc.

    341,700        5,336,300   

AstraZeneca plc

    72,285        4,682,631   

Bayer AG

    20,077        2,016,611   

Bristol-Myers Squibb Co.

    39,607        2,135,609   

Eli Lilly & Co.

    24,607        1,974,958   

GlaxoSmithKline plc

    485,852        10,353,714   

Johnson & Johnson

    18,186        2,148,312   

Merck & Co., Inc.

    15,198        948,507   

Merck KGaA

    42,331        4,561,700   

Mylan NV (a)

    4,215        160,676   

Novartis AG

    37,045        2,913,266   

Novo Nordisk A/S - Class B

    108,600        4,524,871   

Pfizer, Inc.

    105,504        3,573,421   

Roche Holding AG

    39,897        9,883,927   

Sanofi

    41,446        3,157,863   
   

 

 

 
      60,877,701   
   

 

 

 

Professional Services—0.2%

   

RELX plc

    55,229        1,048,058   

Wolters Kluwer NV

    81,933        3,506,240   
   

 

 

 
      4,554,298   
   

 

 

 

Real Estate Management & Development—0.6%

  

Daiwa House Industry Co., Ltd.

    70,300        1,925,454   

Deutsche Wohnen AG

    87,467        3,179,492   

Real Estate Management & Development—(Continued)

  

Mitsui Fudosan Co., Ltd.

    125,000      $ 2,661,588   

Savills plc

    18,083        168,015   

TAG Immobilien AG

    144,233        2,097,628   

Vonovia SE

    52,745        1,997,235   
   

 

 

 
      12,029,412   
   

 

 

 

Road & Rail—0.5%

   

Canadian Pacific Railway, Ltd.

    5,792        884,438   

Central Japan Railway Co.

    3,800        650,128   

East Japan Railway Co.

    25,300        2,280,986   

Union Pacific Corp.

    23,422        2,284,348   

West Japan Railway Co.

    55,800        3,454,267   
   

 

 

 
      9,554,167   
   

 

 

 

Semiconductors & Semiconductor Equipment—0.9%

  

Analog Devices, Inc.

    14,962        964,301   

ASML Holding NV

    35,612        3,905,181   

Broadcom, Ltd.

    14,556        2,511,201   

Infineon Technologies AG

    159,009        2,837,231   

KLA-Tencor Corp.

    2,253        157,057   

Lam Research Corp.

    16,899        1,600,504   

NXP Semiconductors NV (a)

    7,786        794,250   

Taiwan Semiconductor Manufacturing Co., Ltd. (ADR)

    162,360        4,966,592   

Texas Instruments, Inc.

    21,591        1,515,256   
   

 

 

 
      19,251,573   
   

 

 

 

Software—0.6%

   

Adobe Systems, Inc. (a)

    20,221        2,194,787   

Microsoft Corp.

    113,303        6,526,253   

Oracle Corp.

    7,544        296,328   

SAP SE

    39,462        3,590,567   

Workday, Inc. - Class A (a) (b)

    1,337        122,590   
   

 

 

 
      12,730,525   
   

 

 

 

Specialty Retail—0.6%

   

AutoNation, Inc. (a)

    699        34,048   

Best Buy Co., Inc.

    11,923        455,220   

Dixons Carphone plc

    557,288        2,665,552   

Home Depot, Inc. (The)

    18,811        2,420,600   

Kingfisher plc

    300,230        1,465,789   

Lowe’s Cos., Inc.

    25,096        1,812,182   

Mr. Price Group, Ltd.

    26,480        293,214   

O’Reilly Automotive, Inc. (a)

    3,215        900,554   

Ross Stores, Inc.

    4,570        293,851   

Signet Jewelers, Ltd. (b)

    542        40,395   

Tiffany & Co. (b)

    1,269        92,167   

TJX Cos., Inc. (The)

    20,110        1,503,826   
   

 

 

 
      11,977,398   
   

 

 

 

Technology Hardware, Storage & Peripherals—0.6%

  

Apple, Inc.

    62,539        7,070,034   

Hewlett Packard Enterprise Co.

    4,979        113,272   

HP, Inc.

    57,952        899,995   

Samsung Electronics Co., Ltd. (GDR)

    4,610        3,330,725   
   

 

 

 
      11,414,026   
   

 

 

 

 

MIST-137


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description  

Shares/

Principal
Amount*

    Value  

Textiles, Apparel & Luxury Goods—0.2%

   

adidas AG

    14,193      $ 2,463,301   

NIKE, Inc. - Class B

    3,679        193,699   

PVH Corp.

    908        100,334   

Ralph Lauren Corp.

    1,184        119,750   

VF Corp.

    5,412        303,343   
   

 

 

 
      3,180,427   
   

 

 

 

Thrifts & Mortgage Finance—0.1%

   

Housing Development Finance Corp., Ltd.

    103,380        2,173,032   
   

 

 

 

Tobacco—1.3%

   

British American Tobacco plc

    197,276        12,616,268   

Imperial Brands plc

    109,942        5,667,027   

Japan Tobacco, Inc.

    118,900        4,857,666   

Philip Morris International, Inc.

    11,812        1,148,362   

Reynolds American, Inc.

    25,659        1,209,822   
   

 

 

 
      25,499,145   
   

 

 

 

Trading Companies & Distributors—0.1%

   

Wolseley plc

    50,529        2,848,187   
   

 

 

 

Transportation Infrastructure—0.0%

   

CCR S.A.

    140,060        729,553   
   

 

 

 

Water Utilities—0.1%

   

Pennon Group plc

    92,566        1,069,230   
   

 

 

 

Wireless Telecommunication Services—0.6%

  

KDDI Corp.

    181,700        5,591,375   

Mobile TeleSystems PJSC (a)

    42,700        154,766   

Mobile TeleSystems PJSC (ADR)

    29,850        227,755   

MTN Group, Ltd.

    104,690        897,914   

NTT DoCoMo, Inc.

    134,200        3,402,549   

T-Mobile U.S., Inc. (a)

    7,287        340,449   

Vodafone Group plc

    680,491        1,951,223   
   

 

 

 
      12,566,031   
   

 

 

 

Total Common Stocks
(Cost $660,570,815)

      696,290,693   
   

 

 

 
Corporate Bonds & Notes—25.8%   

Aerospace/Defense—0.4%

   

Airbus Group Finance B.V.

   

2.700%, 04/17/23 (144A)

    279,000        287,698   

BAE Systems Finance, Inc.

   

7.500%, 07/01/27 (144A)

    300,000        408,604   

Boeing Co. (The)

   

7.250%, 06/15/25

    11,000        15,018   

8.625%, 11/15/31

    200,000        320,970   

General Dynamics Corp.

   

1.875%, 08/15/23

    195,000        193,420   

Harris Corp.

   

2.700%, 04/27/20

    70,000        71,308   

Aerospace/Defense—(Continued)

   

Harris Corp.

   

3.832%, 04/27/25

    80,000      84,688   

5.054%, 04/27/45

    285,000        326,401   

Lockheed Martin Corp.

   

2.500%, 11/23/20

    215,000        221,940   

3.100%, 01/15/23

    96,000        101,236   

3.550%, 01/15/26

    370,000        399,818   

3.800%, 03/01/45

    240,000        244,623   

4.070%, 12/15/42

    267,000        286,018   

4.700%, 05/15/46

    180,000        213,862   

4.850%, 09/15/41

    283,000        333,886   

6.150%, 09/01/36

    154,000        207,232   

Northrop Grumman Corp.

   

3.250%, 08/01/23

    400,000        427,423   

3.850%, 04/15/45

    320,000        332,027   

Northrop Grumman Systems Corp.

   

7.750%, 02/15/31

    200,000        298,321   

Raytheon Co.

   

3.150%, 12/15/24

    91,000        97,869   

United Technologies Corp.

   

4.150%, 05/15/45

    445,000        492,567   

4.500%, 06/01/42

    150,000        173,733   

5.375%, 12/15/17

    173,000        181,623   

5.400%, 05/01/35

    525,000        652,995   

5.700%, 04/15/40

    250,000        329,826   

6.700%, 08/01/28

    233,000        315,291   

8.875%, 11/15/19

    41,000        49,988   
   

 

 

 
      7,068,385   
   

 

 

 

Agriculture—0.4%

   

Altria Group, Inc.

   

2.850%, 08/09/22

    777,000        811,298   

3.875%, 09/16/46

    555,000        575,785   

4.000%, 01/31/24

    360,000        401,970   

4.250%, 08/09/42

    30,000        32,458   

Archer-Daniels-Midland Co.

   

2.500%, 08/11/26

    350,000        350,883   

4.016%, 04/16/43

    150,000        163,118   

BAT International Finance plc

   

2.750%, 06/15/20 (144A)

    255,000        264,053   

3.250%, 06/07/22 (144A)

    104,000        110,141   

Bunge N.A. Finance L.P.

   

5.900%, 04/01/17

    90,000        91,943   

Bunge, Ltd. Finance Corp.

   

3.200%, 06/15/17

    131,000        132,692   

3.250%, 08/15/26

    185,000        186,146   

3.500%, 11/24/20

    26,000        27,194   

8.500%, 06/15/19

    250,000        292,938   

Cargill, Inc.

   

4.760%, 11/23/45 (144A)

    399,000        469,670   

7.350%, 03/06/19 (144A)

    260,000        295,985   

Imperial Brands Finance plc

   

3.750%, 07/21/22 (144A)

    375,000        397,920   

Philip Morris International, Inc.

   

3.250%, 11/10/24

    695,000        740,908   

 

MIST-138


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Agriculture—(Continued)

   

Philip Morris International, Inc.

   

4.125%, 03/04/43

    140,000      $ 150,574   

4.250%, 11/10/44

    570,000        631,320   

Reynolds American, Inc.

   

4.000%, 06/12/22

    221,000        240,085   

4.450%, 06/12/25

    840,000        937,210   
   

 

 

 
      7,304,291   
   

 

 

 

Airlines—0.1%

   

Air Canada Pass-Through Trust

   

3.600%, 03/15/27 (144A)

    580,947        602,036   

American Airlines Pass-Through Trust

   

3.200%, 06/15/28

    500,000        512,550   

3.650%, 06/15/28

    22,000        22,935   

4.950%, 01/15/23

    458,691        498,827   

Continental Airlines Pass-Through Trust

   

4.000%, 10/29/24

    36,628        39,192   

Delta Air Lines Pass-Through Trust

   

4.750%, 05/07/20

    51,987        56,146   

6.821%, 08/10/22

    174,043        205,805   

U.S. Airways Pass-Through Trust

   

3.950%, 11/15/25

    217,886        230,959   

United Airlines Pass-Through Trust

   

3.100%, 07/07/28

    232,000        237,243   

3.450%, 07/07/28

    490,000        510,825   
   

 

 

 
      2,916,518   
   

 

 

 

Auto Manufacturers—0.8%

   

American Honda Finance Corp.

   

2.125%, 10/10/18

    425,000        432,605   

2.300%, 09/09/26 (b)

    110,000        109,570   

BMW U.S. Capital LLC

   

1.850%, 09/15/21 (144A)

    600,000        598,289   

Daimler Finance North America LLC

   

1.875%, 01/11/18 (144A)

    205,000        206,202   

2.250%, 09/03/19 (144A)

    160,000        162,484   

2.250%, 03/02/20 (144A)

    430,000        436,446   

2.375%, 08/01/18 (144A)

    665,000        675,002   

2.450%, 05/18/20 (144A)

    630,000        643,299   

3.300%, 05/19/25 (144A)

    290,000        305,932   

8.500%, 01/18/31

    115,000        187,008   

Ford Motor Co.

   

6.375%, 02/01/29

    500,000        612,772   

6.625%, 02/15/28

    250,000        300,370   

9.980%, 02/15/47

    400,000        655,733   

Ford Motor Credit Co. LLC

   

1.684%, 09/08/17

    217,000        217,157   

2.145%, 01/09/18

    795,000        799,143   

3.200%, 01/15/21

    655,000        672,437   

3.336%, 03/18/21

    265,000        272,642   

3.664%, 09/08/24

    785,000        809,011   

4.134%, 08/04/25

    440,000        464,213   

4.375%, 08/06/23

    1,050,000        1,128,781   

4.389%, 01/08/26

    200,000        213,369   

5.750%, 02/01/21

    300,000        338,069   

Auto Manufacturers—(Continued)

   

General Motors Co.

   

5.200%, 04/01/45

    100,000      104,018   

6.600%, 04/01/36

    642,000        772,443   

General Motors Financial Co., Inc.

   

3.100%, 01/15/19

    949,000        967,342   

3.200%, 07/06/21

    715,000        723,781   

3.700%, 05/09/23

    1,432,000        1,456,427   

4.000%, 01/15/25

    300,000        302,834   

4.250%, 05/15/23

    320,000        332,360   

4.300%, 07/13/25

    380,000        391,500   

Nissan Motor Acceptance Corp.

   

1.385%, 03/03/17 (144A) (c)

    176,000        176,335   

1.800%, 03/15/18 (144A)

    146,000        146,864   

1.950%, 09/12/17 (144A)

    200,000        200,774   

PACCAR Financial Corp.

   

1.600%, 03/15/17

    150,000        150,515   

Toyota Motor Credit Corp.

   

1.375%, 01/10/18

    200,000        200,380   

2.625%, 01/10/23

    400,000        414,016   

4.250%, 01/11/21

    150,000        165,389   
   

 

 

 
      16,745,512   
   

 

 

 

Auto Parts & Equipment—0.0%

   

Johnson Controls, Inc.

   

2.600%, 12/01/16

    75,000        75,188   

3.625%, 07/02/24

    98,000        104,776   

4.950%, 07/02/64

    50,000        52,244   
   

 

 

 
      232,208   
   

 

 

 

Banks—5.7%

   

ABN AMRO Bank NV

   

2.450%, 06/04/20 (144A)

    280,000        285,755   

2.500%, 10/30/18 (144A)

    350,000        356,288   

4.750%, 07/28/25 (144A) (b)

    200,000        210,063   

4.800%, 04/18/26 (144A)

    200,000        212,125   

American Express Bank FSB

   

0.818%, 06/12/17 (c)

    500,000        499,729   

American Express Centurion Bank

   

6.000%, 09/13/17

    250,000        260,751   

Australia & New Zealand Banking Group, Ltd.

   

4.400%, 05/19/26 (144A)

    635,000        673,983   

6.750%, 06/15/26 (144A) (c)

    205,000        225,282   

Bank of America Corp.

   

2.625%, 10/19/20

    1,775,000        1,811,373   

3.300%, 01/11/23

    205,000        212,209   

3.500%, 04/19/26 (b)

    430,000        446,860   

3.875%, 08/01/25

    675,000        721,114   

3.950%, 04/21/25

    1,260,000        1,304,355   

4.000%, 04/01/24

    486,000        523,719   

4.125%, 01/22/24

    826,000        895,794   

4.250%, 10/22/26

    142,000        150,653   

4.450%, 03/03/26 (b)

    647,000        694,365   

5.000%, 01/21/44

    550,000        647,484   

6.400%, 08/28/17

    275,000        286,916   

6.875%, 04/25/18

    800,000        863,086   

 

MIST-139


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Banks—(Continued)

   

Bank of America Corp.

   

7.625%, 06/01/19

    250,000      $ 286,902   

Bank of America N.A.

   

1.750%, 06/05/18

    1,090,000        1,096,302   

5.300%, 03/15/17

    1,400,000        1,424,473   

Bank of Montreal

   

1.400%, 09/11/17

    94,000        94,058   

1.500%, 07/18/19

    580,000        578,773   

1.900%, 08/27/21

    1,395,000        1,387,714   

2.375%, 01/25/19

    100,000        101,932   

2.550%, 11/06/22

    213,000        218,294   

Bank of New York Mellon Corp. (The)

   

2.050%, 05/03/21

    375,000        377,541   

2.200%, 08/16/23

    225,000        224,323   

2.500%, 04/15/21

    596,000        612,516   

2.600%, 08/17/20

    570,000        589,495   

3.550%, 09/23/21

    352,000        378,959   

4.600%, 01/15/20

    200,000        218,514   

4.625%, 09/20/26 (c)

    461,000        454,085   

4.950%, 06/20/20 (c)

    630,000        642,658   

Bank of Nova Scotia (The)

   

1.650%, 06/14/19

    940,000        941,662   

1.875%, 09/20/21 (144A)

    750,000        754,226   

2.450%, 03/22/21 (b)

    355,000        363,596   

Barclays Bank plc

   

6.050%, 12/04/17 (144A)

    460,000        481,004   

Barclays plc

   

2.000%, 03/16/18

    575,000        575,808   

3.200%, 08/10/21

    805,000        809,233   

4.375%, 01/12/26

    200,000        206,928   

5.250%, 08/17/45

    326,000        364,483   

BB&T Corp.

   

2.150%, 03/22/17

    350,000        351,352   

2.450%, 01/15/20

    139,000        142,243   

3.950%, 03/22/22

    175,000        189,013   

BNP Paribas S.A.

   

2.700%, 08/20/18 (b)

    262,000        266,907   

BPCE S.A.

   

2.650%, 02/03/21

    250,000        257,760   

4.000%, 04/15/24

    500,000        547,881   

Branch Banking & Trust Co.

   

1.450%, 05/10/19

    830,000        830,712   

2.850%, 04/01/21

    610,000        635,858   

3.625%, 09/16/25

    250,000        268,144   

Canadian Imperial Bank of Commerce

   

1.550%, 01/23/18

    400,000        400,948   

Capital One Financial Corp.

   

3.750%, 07/28/26

    315,000        316,116   

4.200%, 10/29/25

    100,000        104,329   

Capital One N.A.

   

1.500%, 03/22/18

    500,000        498,917   

Citigroup, Inc.

   

2.150%, 07/30/18

    181,000        182,605   

2.500%, 09/26/18

    825,000        838,092   

2.500%, 07/29/19

    215,000        219,375   

2.700%, 03/30/21

    335,000        342,271   

Banks—(Continued)

   

Citigroup, Inc.

   

3.400%, 05/01/26

    285,000      294,456   

3.700%, 01/12/26

    1,065,000        1,124,030   

4.125%, 07/25/28

    634,000        644,542   

4.300%, 11/20/26

    165,000        173,050   

4.400%, 06/10/25

    695,000        735,860   

4.450%, 09/29/27

    935,000        978,452   

4.600%, 03/09/26

    205,000        218,933   

4.750%, 05/18/46

    145,000        152,058   

5.500%, 09/13/25

    101,000        115,184   

6.625%, 01/15/28

    2,400,000        3,052,913   

Comerica Bank

   

5.200%, 08/22/17

    250,000        258,449   

5.750%, 11/21/16

    376,000        378,135   

Comerica, Inc.

   

3.800%, 07/22/26

    172,000        177,295   

Cooperatieve Rabobank UA

   

2.250%, 01/14/20

    465,000        473,048   

3.375%, 05/21/25

    305,000        323,474   

3.750%, 07/21/26

    340,000        340,557   

3.875%, 02/08/22

    350,000        383,032   

4.375%, 08/04/25 (b)

    477,000        503,367   

4.625%, 12/01/23

    500,000        539,952   

Credit Agricole S.A.

   

2.375%, 07/01/21 (144A)

    695,000        703,997   

2.750%, 06/10/20 (144A)

    330,000        339,747   

Credit Suisse AG

   

1.750%, 01/29/18

    975,000        975,155   

3.625%, 09/09/24

    1,780,000        1,857,709   

Credit Suisse Group Funding Guernsey, Ltd.

   

3.450%, 04/16/21 (144A)

    440,000        448,956   

4.550%, 04/17/26 (144A)

    250,000        262,496   

4.875%, 05/15/45

    250,000        264,065   

Deutsche Bank AG

   

2.950%, 08/20/20

    235,000        226,456   

3.375%, 05/12/21

    1,560,000        1,525,994   

Discover Bank

   

3.100%, 06/04/20

    895,000        920,723   

3.200%, 08/09/21

    295,000        304,349   

4.250%, 03/13/26

    250,000        267,137   

Fifth Third Bancorp

   

8.250%, 03/01/38

    50,000        74,093   

Fifth Third Bank

   

3.850%, 03/15/26

    590,000        628,789   

Goldman Sachs Group, Inc. (The)

   

2.375%, 01/22/18

    1,230,000        1,243,594   

2.600%, 04/23/20

    631,000        641,321   

2.625%, 01/31/19

    604,000        616,338   

2.625%, 04/25/21

    1,080,000        1,096,670   

2.750%, 09/15/20

    625,000        640,204   

3.500%, 01/23/25

    366,000        378,511   

3.625%, 01/22/23

    630,000        665,624   

3.750%, 05/22/25

    530,000        556,536   

3.850%, 07/08/24

    362,000        384,350   

4.000%, 03/03/24

    530,000        569,109   

4.250%, 10/21/25

    27,000        28,415   

 

MIST-140


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Banks—(Continued)

   

Goldman Sachs Group, Inc. (The)

   

4.750%, 10/21/45

    190,000      $ 213,228   

5.150%, 05/22/45

    865,000        943,295   

5.250%, 07/27/21

    800,000        903,169   

5.375%, 03/15/20

    510,000        564,742   

5.950%, 01/18/18

    490,000        516,968   

6.125%, 02/15/33

    1,000,000        1,260,086   

HSBC Bank plc

   

1.500%, 05/15/18 (144A)

    564,000        563,012   

4.125%, 08/12/20 (144A) (b)

    2,525,000        2,706,765   

HSBC Bank USA N.A.

   

4.875%, 08/24/20

    500,000        542,787   

5.875%, 11/01/34

    1,500,000        1,816,111   

HSBC Holdings plc

   

3.900%, 05/25/26

    206,000        213,421   

4.300%, 03/08/26

    200,000        214,332   

6.875%, 06/01/21 (c)

    642,000        667,680   

HSBC USA, Inc.

   

1.625%, 01/16/18

    300,000        300,164   

2.750%, 08/07/20

    610,000        624,493   

Huntington Bancshares, Inc.

   

2.300%, 01/14/22

    373,000        371,624   

3.150%, 03/14/21

    132,000        136,838   

Huntington National Bank (The)

   

2.200%, 11/06/18

    520,000        526,493   

KeyBank N.A.

   

2.350%, 03/08/19

    500,000        509,414   

3.400%, 05/20/26

    455,000        465,007   

KeyCorp

   

5.100%, 03/24/21

    200,000        225,777   

Lloyds Bank plc

   

2.050%, 01/22/19

    720,000        723,025   

2.700%, 08/17/20

    325,000        334,148   

Lloyds Banking Group plc

   

4.650%, 03/24/26

    285,000        293,261   

Macquarie Bank, Ltd.

   

1.600%, 10/27/17 (144A)

    507,000        507,772   

2.600%, 06/24/19 (144A)

    115,000        117,059   

4.000%, 07/29/25 (144A)

    400,000        426,433   

Mizuho Bank, Ltd.

   

2.450%, 04/16/19 (144A)

    200,000        203,248   

2.700%, 10/20/20 (144A) (b)

    580,000        593,379   

Morgan Stanley

   

1.875%, 01/05/18

    650,000        652,655   

2.375%, 07/23/19

    375,000        381,520   

2.500%, 04/21/21

    1,080,000        1,093,503   

2.650%, 01/27/20

    15,000        15,328   

2.800%, 06/16/20

    715,000        733,496   

3.125%, 07/27/26

    415,000        417,481   

3.700%, 10/23/24

    315,000        332,374   

3.750%, 02/25/23

    333,000        353,677   

3.875%, 04/29/24

    725,000        775,380   

3.950%, 04/23/27

    635,000        659,542   

4.000%, 07/23/25

    465,000        500,042   

4.300%, 01/27/45

    160,000        171,270   

4.350%, 09/08/26

    1,235,000        1,318,488   

Banks—(Continued)

   

Morgan Stanley

   

5.500%, 01/26/20

    100,000      110,881   

5.625%, 09/23/19

    1,100,000        1,218,205   

6.250%, 08/09/26

    875,000        1,097,043   

MUFG Americas Holdings Corp.

   

3.000%, 02/10/25

    145,000        147,849   

MUFG Union Bank N.A.

   

2.250%, 05/06/19

    415,000        420,222   

2.625%, 09/26/18

    400,000        407,429   

National City Bank

   

5.800%, 06/07/17

    500,000        514,073   

National City Bank of Indiana

   

4.250%, 07/01/18

    250,000        260,981   

Northern Trust Corp.

   

3.375%, 08/23/21

    500,000        536,695   

PNC Bank N.A.

   

1.950%, 03/04/19

    590,000        597,530   

2.150%, 04/29/21

    710,000        717,407   

4.200%, 11/01/25

    250,000        280,248   

6.875%, 04/01/18

    350,000        377,000   

PNC Financial Services Group, Inc. (The)

   

4.850%, 06/01/23 (c)

    320,000        319,168   

Royal Bank of Canada

   

1.500%, 01/16/18

    460,000        461,162   

2.000%, 12/10/18

    665,000        673,171   

2.200%, 07/27/18

    750,000        760,554   

2.500%, 01/19/21

    565,000        583,122   

Santander UK Group Holdings plc

   

5.625%, 09/15/45 (144A)

    260,000        264,070   

Santander UK plc

   

2.500%, 03/14/19

    1,123,000        1,139,744   

Skandinaviska Enskilda Banken AB

   

1.750%, 03/19/18 (144A)

    445,000        446,758   

2.375%, 11/20/18 (144A)

    400,000        406,048   

2.450%, 05/27/20 (144A)

    535,000        546,965   

2.625%, 11/17/20 (144A)

    320,000        329,101   

Societe Generale S.A.

   

2.500%, 04/08/21 (144A)

    470,000        482,390   

Standard Chartered plc

   

5.200%, 01/26/24 (144A)

    350,000        372,566   

State Street Bank and Trust Co.

   

5.250%, 10/15/18

    215,000        230,278   

State Street Corp.

   

2.550%, 08/18/20

    71,000        73,635   

3.100%, 05/15/23

    90,000        93,503   

3.300%, 12/16/24

    136,000        145,172   

3.700%, 11/20/23

    369,000        404,159   

5.250%, 09/15/20 (c)

    405,000        426,263   

SunTrust Banks, Inc.

   

2.350%, 11/01/18

    113,000        114,948   

2.750%, 05/01/23

    300,000        304,162   

3.300%, 05/15/26

    380,000        387,642   

6.000%, 09/11/17

    150,000        156,092   

Svenska Handelsbanken AB

   

2.400%, 10/01/20

    950,000        968,671   

 

MIST-141


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Banks—(Continued)

   

Toronto-Dominion Bank (The)

   

1.800%, 07/13/21 (b)

    460,000      $ 458,278   

1.950%, 01/22/19

    348,000        352,020   

2.125%, 04/07/21

    485,000        490,800   

2.500%, 12/14/20 (b)

    870,000        894,626   

3.625%, 09/15/31 (b) (c)

    325,000        325,896   

U.S. Bancorp

   

2.200%, 11/15/16

    175,000        175,062   

2.375%, 07/22/26

    160,000        158,021   

3.100%, 04/27/26

    245,000        253,083   

U.S. Bank N.A.

   

1.450%, 01/29/18

    750,000        752,083   

UBS AG

   

1.800%, 03/26/18

    940,000        941,871   

2.375%, 08/14/19

    1,150,000        1,173,071   

UBS Group Funding Jersey, Ltd.

   

4.125%, 04/15/26 (144A)

    715,000        751,811   

Wachovia Corp.

   

6.605%, 10/01/25

    222,000        272,541   

Wells Fargo & Co.

   

2.100%, 07/26/21

    1,530,000        1,524,758   

2.500%, 03/04/21

    750,000        760,936   

2.550%, 12/07/20

    320,000        326,280   

3.000%, 04/22/26 (b)

    750,000        757,052   

3.450%, 02/13/23

    900,000        928,069   

4.100%, 06/03/26

    161,000        170,812   

4.300%, 07/22/27

    77,000        82,986   

4.480%, 01/16/24

    55,000        60,179   

4.650%, 11/04/44

    2,015,000        2,119,705   

4.900%, 11/17/45

    424,000        466,829   

5.375%, 11/02/43

    180,000        208,971   

5.625%, 12/11/17

    700,000        734,511   

Westpac Banking Corp.

   

1.600%, 08/19/19 (b)

    427,000        427,019   

2.000%, 08/19/21

    335,000        334,460   

2.600%, 11/23/20

    815,000        837,646   

4.875%, 11/19/19

    400,000        438,477   
   

 

 

 
      116,186,278   
   

 

 

 

Beverages—0.9%

   

Anheuser-Busch Cos. LLC

   

5.750%, 04/01/36

    60,000        77,407   

5.950%, 01/15/33

    100,000        126,116   

6.750%, 12/15/27

    65,000        85,646   

6.800%, 08/20/32

    420,000        562,630   

Anheuser-Busch InBev Finance, Inc.

   

1.900%, 02/01/19

    795,000        802,675   

2.650%, 02/01/21

    630,000        650,094   

3.300%, 02/01/23

    373,000        393,705   

3.650%, 02/01/26

    2,730,000        2,932,020   

4.700%, 02/01/36

    2,395,000        2,753,706   

4.900%, 02/01/46

    737,000        876,869   

Anheuser-Busch InBev Worldwide, Inc.

   

5.375%, 01/15/20

    1,030,000        1,150,603   

6.375%, 01/15/40

    300,000        405,640   

8.000%, 11/15/39

    50,000        79,815   

Beverages—(Continued)

   

Bottling Group LLC

   

5.125%, 01/15/19

    250,000      271,152   

Brown-Forman Corp.

   

1.000%, 01/15/18

    122,000        121,739   

4.500%, 07/15/45

    113,000        129,726   

Coca-Cola Co. (The)

   

2.250%, 09/01/26

    345,000        342,732   

2.550%, 06/01/26

    570,000        583,624   

7.375%, 07/29/93

    100,000        163,295   

Coca-Cola Refreshments USA, Inc.

   

7.000%, 05/15/98

    100,000        152,293   

8.000%, 09/15/22

    324,000        428,579   

Diageo Capital plc

   

4.828%, 07/15/20

    250,000        279,382   

4.850%, 05/15/18

    46,000        48,579   

Diageo Investment Corp.

   

2.875%, 05/11/22

    200,000        209,865   

7.450%, 04/15/35

    70,000        105,399   

Dr Pepper Snapple Group, Inc.

   

2.000%, 01/15/20

    92,000        92,274   

2.550%, 09/15/26

    163,000        162,214   

Heineken NV

   

4.000%, 10/01/42 (144A)

    575,000        590,466   

Molson Coors Brewing Co.

   

2.100%, 07/15/21

    210,000        211,933   

3.000%, 07/15/26

    285,000        286,974   

4.200%, 07/15/46

    65,000        67,726   

PepsiCo, Inc.

   

3.100%, 07/17/22

    741,000        792,794   

4.450%, 04/14/46

    339,000        401,383   

4.500%, 01/15/20

    276,000        303,204   

5.500%, 01/15/40

    150,000        197,963   

Pernod Ricard S.A.

   

3.250%, 06/08/26 (144A)

    500,000        507,891   

SABMiller plc

   

6.500%, 07/15/18 (144A)

    250,000        271,681   

6.625%, 08/15/33 (144A)

    150,000        199,807   
   

 

 

 
      17,819,601   
   

 

 

 

Biotechnology—0.5%

   

Amgen, Inc.

   

3.125%, 05/01/25

    210,000        217,362   

3.625%, 05/15/22

    410,000        440,211   

3.875%, 11/15/21 (b)

    575,000        624,881   

4.400%, 05/01/45

    935,000        982,146   

4.563%, 06/15/48 (144A)

    901,000        961,796   

4.663%, 06/15/51 (144A)

    265,000        283,231   

Biogen, Inc.

   

2.900%, 09/15/20

    207,000        214,980   

5.200%, 09/15/45

    265,000        311,708   

Celgene Corp.

   

2.300%, 08/15/18

    315,000        319,265   

3.250%, 08/15/22

    174,000        182,624   

3.875%, 08/15/25

    600,000        641,525   

4.000%, 08/15/23

    800,000        861,909   

 

MIST-142


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Biotechnology—(Continued)

   

Celgene Corp.

   

4.625%, 05/15/44

    206,000      $ 217,141   

5.000%, 08/15/45

    245,000        275,850   

Gilead Sciences, Inc.

   

2.500%, 09/01/23

    149,000        150,579   

2.950%, 03/01/27

    955,000        965,046   

3.250%, 09/01/22

    88,000        93,444   

3.650%, 03/01/26

    230,000        247,554   

3.700%, 04/01/24

    500,000        538,262   

4.400%, 12/01/21

    125,000        139,638   

4.500%, 04/01/21

    100,000        111,008   

4.500%, 02/01/45

    175,000        186,876   

4.600%, 09/01/35

    510,000        560,714   

4.750%, 03/01/46

    395,000        441,433   

4.800%, 04/01/44

    60,000        66,961   
   

 

 

 
      10,036,144   
   

 

 

 

Building Materials—0.0%

   

CRH America, Inc.

   

3.875%, 05/18/25 (144A)

    334,000        359,159   

Masco Corp.

   

3.500%, 04/01/21

    170,000        175,950   

4.375%, 04/01/26

    205,000        215,762   
   

 

 

 
      750,871   
   

 

 

 

Chemicals—0.3%

   

Agrium, Inc.

   

3.375%, 03/15/25

    390,000        401,808   

Air Liquide Finance S.A.

   

1.750%, 09/27/21 (144A)

    715,000        712,359   

CF Industries, Inc.

   

4.950%, 06/01/43

    65,000        60,856   

5.375%, 03/15/44

    225,000        222,148   

Dow Chemical Co. (The)

   

3.000%, 11/15/22

    82,000        85,192   

4.125%, 11/15/21 (b)

    27,000        29,544   

8.550%, 05/15/19

    45,000        52,778   

E.I. du Pont de Nemours & Co.

   

6.500%, 01/15/28

    40,000        51,400   

LYB International Finance B.V.

   

4.875%, 03/15/44 (b)

    435,000        469,924   

Monsanto Co.

   

1.150%, 06/30/17

    325,000        323,764   

Mosaic Co. (The)

   

4.250%, 11/15/23

    177,000        188,228   

4.875%, 11/15/41

    100,000        99,561   

Mosaic Global Holdings, Inc.

   

7.300%, 01/15/28

    23,000        28,057   

7.375%, 08/01/18

    800,000        866,579   

Potash Corp. of Saskatchewan, Inc.

   

5.875%, 12/01/36

    400,000        480,963   

PPG Industries, Inc.

   

3.600%, 11/15/20

    155,000        164,132   

Chemicals—(Continued)

   

Praxair, Inc.

   

2.200%, 08/15/22

    30,000      30,561   

2.450%, 02/15/22

    300,000        309,658   

Union Carbide Corp.

   

7.500%, 06/01/25

    701,000        877,751   

7.750%, 10/01/96

    100,000        130,056   

7.875%, 04/01/23

    30,000        37,369   
   

 

 

 
      5,622,688   
   

 

 

 

Commercial Services—0.1%

   

California Institute of Technology

   

4.700%, 11/01/2111

    165,000        181,007   

Ecolab, Inc.

   

1.450%, 12/08/17

    70,000        70,133   

3.250%, 01/14/23

    290,000        302,062   

ERAC USA Finance LLC

   

3.300%, 10/15/22 (144A)

    100,000        104,757   

6.700%, 06/01/34 (144A)

    500,000        663,256   

Total System Services, Inc.

   

4.800%, 04/01/26

    45,000        49,830   

University of Pennsylvania

   

4.674%, 09/01/2112

    254,000        291,027   
   

 

 

 
      1,662,072   
   

 

 

 

Computers—0.4%

   

Apple, Inc.

   

1.009%, 05/03/18 (c)

    305,000        305,713   

1.550%, 08/04/21 (b)

    459,000        458,205   

2.150%, 02/09/22

    695,000        706,443   

2.250%, 02/23/21

    205,000        210,289   

2.400%, 05/03/23

    385,000        391,986   

2.450%, 08/04/26 (b)

    290,000        290,284   

2.700%, 05/13/22

    230,000        240,343   

2.850%, 05/06/21

    322,000        339,335   

3.250%, 02/23/26

    588,000        624,990   

3.450%, 02/09/45

    715,000        683,161   

3.850%, 05/04/43

    358,000        365,872   

4.375%, 05/13/45

    320,000        353,088   

4.500%, 02/23/36 (b)

    700,000        799,320   

4.650%, 02/23/46

    350,000        403,874   

Diamond 1 Finance Corp./Diamond 2 Finance Corp.

  

4.420%, 06/15/21 (144A)

    540,000        564,365   

5.450%, 06/15/23 (144A)

    777,000        832,522   

6.020%, 06/15/26 (144A) (b)

    195,000        213,779   

8.350%, 07/15/46 (144A)

    95,000        113,748   

HP Enterprise Services LLC

   

7.450%, 10/15/29

    138,000        168,827   

International Business Machines Corp.

   

2.250%, 02/19/21

    105,000        108,050   

7.625%, 10/15/18

    300,000        337,521   
   

 

 

 
      8,511,715   
   

 

 

 

 

MIST-143


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Cosmetics/Personal Care—0.0%

   

Procter & Gamble Co. (The)

   

5.500%, 02/01/34

    117,000      $ 159,010   

5.800%, 08/15/34

    300,000        421,079   

8.000%, 10/26/29

    160,000        235,971   
   

 

 

 
      816,060   
   

 

 

 

Distribution/Wholesale—0.0%

   

WW Grainger, Inc.

   

3.750%, 05/15/46

    103,000        106,429   

4.600%, 06/15/45

    157,000        183,747   
   

 

 

 
      290,176   
   

 

 

 

Diversified Financial Services—0.9%

   

AerCap Ireland Capital, Ltd. / AerCap Global Aviation Trust

  

3.950%, 02/01/22

    1,480,000        1,517,000   

Air Lease Corp.

   

2.125%, 01/15/20

    143,000        142,702   

2.625%, 09/04/18

    945,000        953,586   

3.000%, 09/15/23

    285,000        281,760   

3.375%, 06/01/21 (b)

    365,000        378,629   

American Express Co.

   

1.550%, 05/22/18

    158,000        158,294   

3.625%, 12/05/24

    475,000        494,309   

7.000%, 03/19/18

    250,000        269,666   

American Express Credit Corp.

   

2.250%, 05/05/21

    430,000        436,596   

BlackRock, Inc.

   

3.375%, 06/01/22

    55,000        59,102   

3.500%, 03/18/24

    45,000        49,205   

6.250%, 09/15/17

    250,000        262,074   

Blackstone Holdings Finance Co. LLC

   

4.450%, 07/15/45 (144A)

    66,000        66,904   

5.875%, 03/15/21 (144A)

    250,000        289,470   

Capital One Bank USA N.A.

   

2.250%, 02/13/19

    435,000        440,639   

3.375%, 02/15/23

    1,485,000        1,525,515   

Charles Schwab Corp. (The)

   

4.450%, 07/22/20

    400,000        441,187   

China Overseas Finance Investment Cayman V, Ltd.

  

Zero Coupon, 01/05/23

    1,800,000        1,856,250   

CME Group, Inc.

   

3.000%, 09/15/22

    300,000        318,612   

GE Capital International Funding Co.

   

2.342%, 11/15/20

    1,241,000        1,274,617   

4.418%, 11/15/35

    1,187,000        1,332,247   

Intercontinental Exchange, Inc.

   

4.000%, 10/15/23

    118,000        129,638   

Invesco Finance plc

   

3.750%, 01/15/26

    97,000        103,806   

5.375%, 11/30/43

    75,000        89,256   

Jefferies Group LLC

   

5.125%, 04/13/18

    75,000        78,301   

6.875%, 04/15/21

    375,000        437,505   

Legg Mason, Inc.

   

4.750%, 03/15/26

    39,000        42,139   

Diversified Financial Services—(Continued)

  

Legg Mason, Inc.

   

5.625%, 01/15/44

    80,000      83,035   

National Rural Utilities Cooperative Finance Corp.

   

2.700%, 02/15/23

    285,000        296,713   

2.850%, 01/27/25

    340,000        353,842   

8.000%, 03/01/32

    400,000        600,267   

10.375%, 11/01/18

    40,000        47,298   

Protective Life Global Funding

   

1.722%, 04/15/19 (144A)

    455,000        456,425   

Synchrony Financial

   

2.700%, 02/03/20

    125,000        126,567   

4.250%, 08/15/24

    155,000        162,737   

Visa, Inc.

   

2.800%, 12/14/22

    265,000        277,808   

3.150%, 12/14/25

    940,000        992,951   

4.150%, 12/14/35

    300,000        339,572   

4.300%, 12/14/45

    160,000        184,908   
   

 

 

 
      17,351,132   
   

 

 

 

Electric—2.2%

   

Alabama Power Co.

   

3.750%, 03/01/45

    235,000        243,910   

4.150%, 08/15/44

    35,000        38,283   

5.500%, 10/15/17

    147,000        152,624   

5.700%, 02/15/33

    150,000        186,992   

American Electric Power Co., Inc.

   

1.650%, 12/15/17

    119,000        119,224   

Appalachian Power Co.

   

5.800%, 10/01/35

    150,000        181,509   

Arizona Public Service Co.

   

8.750%, 03/01/19

    165,000        192,780   

Atlantic City Electric Co.

   

7.750%, 11/15/18

    135,000        152,707   

Baltimore Gas & Electric Co.

   

2.800%, 08/15/22

    143,000        149,453   

3.350%, 07/01/23

    460,000        491,300   

Berkshire Hathaway Energy Co.

   

3.500%, 02/01/25 (b)

    1,200,000        1,287,589   

4.500%, 02/01/45

    195,000        217,867   

CenterPoint Energy Houston Electric LLC

   

5.600%, 07/01/23

    381,000        452,129   

6.950%, 03/15/33

    100,000        142,926   

Cleveland Electric Illuminating Co. (The)

   

5.500%, 08/15/24

    187,000        222,744   

7.880%, 11/01/17

    315,000        334,990   

CMS Energy Corp.

   

3.875%, 03/01/24

    138,000        150,581   

Commonwealth Edison Co.

   

2.550%, 06/15/26

    410,000        415,289   

4.350%, 11/15/45

    380,000        434,038   

4.600%, 08/15/43

    250,000        293,421   

5.875%, 02/01/33

    150,000        193,196   

6.450%, 01/15/38

    175,000        245,730   

Consolidated Edison Co. of New York, Inc.

   

3.850%, 06/15/46

    195,000        204,200   

 

MIST-144


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Electric—(Continued)

   

Consolidated Edison Co. of New York, Inc.

   

3.950%, 03/01/43

    300,000      $ 316,603   

4.500%, 12/01/45

    305,000        350,650   

5.700%, 12/01/36

    300,000        383,086   

5.850%, 04/01/18

    180,000        192,177   

Consolidated Edison, Inc.

   

2.000%, 05/15/21

    580,000        585,697   

Consumers Energy Co.

   

3.125%, 08/31/24

    300,000        315,973   

3.950%, 05/15/43

    200,000        220,313   

5.650%, 04/15/20

    350,000        397,189   

Dominion Resources, Inc.

   

2.000%, 08/15/21

    100,000        99,761   

2.850%, 08/15/26 (b)

    218,000        216,832   

3.625%, 12/01/24

    260,000        275,337   

3.900%, 10/01/25 (b)

    375,000        403,459   

4.104%, 04/01/21

    325,000        348,076   

4.450%, 03/15/21

    411,000        451,844   

4.700%, 12/01/44

    260,000        287,522   

5.250%, 08/01/33

    400,000        452,674   

DTE Electric Co.

   

3.375%, 03/01/25

    250,000        270,858   

5.450%, 02/15/35

    30,000        37,489   

5.700%, 10/01/37

    250,000        329,283   

DTE Energy Co.

   

3.850%, 12/01/23

    137,000        149,664   

Duke Energy Carolinas LLC

   

3.875%, 03/15/46

    190,000        200,736   

4.300%, 06/15/20

    408,000        448,625   

6.000%, 12/01/28

    200,000        261,528   

6.000%, 01/15/38

    60,000        81,007   

Duke Energy Corp.

   

1.226%, 04/03/17 (c)

    108,000        108,113   

2.650%, 09/01/26

    130,000        127,565   

3.050%, 08/15/22

    415,000        433,816   

3.750%, 04/15/24

    660,000        712,723   

6.250%, 06/15/18 (b)

    375,000        404,315   

Duke Energy Indiana LLC

   

3.750%, 05/15/46

    370,000        383,338   

Duke Energy Progress LLC

   

4.150%, 12/01/44

    305,000        333,798   

6.125%, 09/15/33

    500,000        669,048   

Edison International

   

2.950%, 03/15/23

    425,000        439,025   

EDP Finance B.V.

   

5.250%, 01/14/21 (144A)

    425,000        459,545   

Electricite de France S.A.

   

2.150%, 01/22/19 (144A)

    240,000        243,410   

4.875%, 01/22/44 (144A)

    165,000        178,052   

Entergy Arkansas, Inc.

   

3.050%, 06/01/23

    311,000        323,746   

Entergy Corp.

   

2.950%, 09/01/26

    580,000        580,944   

4.000%, 07/15/22

    270,000        292,889   

Entergy Louisiana LLC

   

2.400%, 10/01/26

    450,000        445,733   

Electric—(Continued)

   

Entergy Mississippi, Inc.

   

2.850%, 06/01/28

    245,000      250,473   

Exelon Corp.

   

2.450%, 04/15/21

    60,000        61,198   

3.400%, 04/15/26

    495,000        515,207   

4.450%, 04/15/46

    170,000        182,619   

Exelon Generation Co. LLC

   

2.950%, 01/15/20

    500,000        515,342   

Florida Power & Light Co.

   

3.125%, 12/01/25

    695,000        743,382   

4.950%, 06/01/35

    300,000        364,510   

5.625%, 04/01/34

    110,000        142,312   

Georgia Power Co.

   

5.400%, 06/01/40

    120,000        146,913   

Indiana Michigan Power Co.

   

3.200%, 03/15/23

    250,000        261,456   

4.550%, 03/15/46

    320,000        360,158   

ITC Holdings Corp.

   

3.250%, 06/30/26

    190,000        192,883   

3.650%, 06/15/24

    285,000        299,711   

5.300%, 07/01/43

    175,000        207,430   

Jersey Central Power & Light Co.

   

4.300%, 01/15/26 (144A)

    505,000        537,770   

6.150%, 06/01/37

    100,000        120,230   

Kansas City Power & Light Co.

   

3.150%, 03/15/23

    100,000        101,768   

6.375%, 03/01/18

    150,000        160,167   

7.150%, 04/01/19

    250,000        284,078   

Kentucky Utilities Co.

   

3.300%, 10/01/25

    340,000        365,722   

4.375%, 10/01/45

    135,000        154,479   

Louisville Gas & Electric Co.

   

4.375%, 10/01/45

    65,000        74,501   

5.125%, 11/15/40

    125,000        154,612   

Massachusetts Electric Co.

   

4.004%, 08/15/46 (144A)

    275,000        285,977   

Metropolitan Edison Co.

   

3.500%, 03/15/23 (144A)

    220,000        226,127   

4.000%, 04/15/25 (144A)

    230,000        240,020   

MidAmerican Energy Co.

   

3.700%, 09/15/23

    300,000        328,716   

Mississippi Power Co.

   

4.250%, 03/15/42

    101,000        94,445   

Nevada Power Co.

   

6.500%, 08/01/18

    425,000        464,072   

6.650%, 04/01/36

    150,000        209,298   

NextEra Energy Capital Holdings, Inc.

   

2.400%, 09/15/19

    159,000        162,109   

Niagara Mohawk Power Corp.

   

4.278%, 10/01/34 (144A)

    264,000        288,515   

Northern States Power Co.

   

2.150%, 08/15/22

    500,000        507,480   

Oglethorpe Power Corp.

   

4.250%, 04/01/46

    335,000        353,707   

4.550%, 06/01/44

    60,000        66,177   

 

MIST-145


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Electric—(Continued)

   

Oklahoma Gas & Electric Co.

   

4.550%, 03/15/44

    170,000      $ 194,283   

Oncor Electric Delivery Co. LLC

   

2.150%, 06/01/19

    240,000        242,881   

2.950%, 04/01/25

    30,000        31,173   

Pacific Gas & Electric Co.

   

2.450%, 08/15/22

    91,000        93,431   

2.950%, 03/01/26

    105,000        109,363   

3.250%, 06/15/23

    300,000        319,196   

3.400%, 08/15/24

    595,000        638,186   

3.500%, 06/15/25

    305,000        330,593   

4.250%, 03/15/46

    205,000        230,413   

4.300%, 03/15/45

    195,000        218,718   

4.750%, 02/15/44

    140,000        167,076   

5.800%, 03/01/37

    255,000        335,427   

6.050%, 03/01/34

    250,000        333,377   

PacifiCorp

   

2.950%, 02/01/22

    570,000        600,922   

2.950%, 06/01/23

    350,000        367,602   

5.500%, 01/15/19

    65,000        70,887   

5.900%, 08/15/34

    15,000        19,034   

6.100%, 08/01/36

    116,000        156,216   

6.250%, 10/15/37

    260,000        360,425   

7.700%, 11/15/31

    40,000        61,455   

Peco Energy Co.

   

2.375%, 09/15/22

    250,000        253,691   

5.350%, 03/01/18

    530,000        560,853   

PPL Capital Funding, Inc.

   

3.100%, 05/15/26

    330,000        335,445   

6.700%, 03/30/67 (c)

    305,000        269,162   

PPL Electric Utilities Corp.

   

2.500%, 09/01/22

    86,000        88,233   

4.750%, 07/15/43

    42,000        50,209   

Progress Energy, Inc.

   

7.000%, 10/30/31

    325,000        436,349   

PSEG Power LLC

   

2.450%, 11/15/18

    45,000        45,781   

4.150%, 09/15/21

    110,000        117,626   

4.300%, 11/15/23 (b)

    74,000        80,311   

Public Service Co. of Colorado

   

2.250%, 09/15/22

    47,000        47,712   

3.950%, 03/15/43

    200,000        218,294   

5.125%, 06/01/19

    150,000        165,111   

5.800%, 08/01/18

    130,000        140,461   

Public Service Co. of New Hampshire

   

3.500%, 11/01/23

    55,000        58,834   

6.000%, 05/01/18

    410,000        440,153   

Public Service Co. of Oklahoma

   

5.150%, 12/01/19

    50,000        54,862   

6.625%, 11/15/37

    100,000        132,616   

Public Service Electric & Gas Co.

   

2.250%, 09/15/26

    553,000        551,097   

3.650%, 09/01/42

    56,000        58,855   

3.800%, 03/01/46

    240,000        260,893   

Puget Sound Energy, Inc.

   

6.974%, 06/01/67 (c)

    450,000        393,808   

Electric—(Continued)

   

San Diego Gas & Electric Co.

   

2.500%, 05/15/26

    220,000      223,957   

5.350%, 05/15/35

    100,000        126,445   

6.000%, 06/01/26

    100,000        130,149   

Sierra Pacific Power Co.

   

2.600%, 05/01/26 (144A)

    370,000        374,854   

6.750%, 07/01/37

    150,000        209,746   

South Carolina Electric & Gas Co.

   

4.500%, 06/01/64

    19,000        20,032   

Southern California Edison Co.

   

2.400%, 02/01/22

    715,000        736,666   

3.500%, 10/01/23

    239,000        260,507   

3.600%, 02/01/45

    180,000        187,870   

4.650%, 10/01/43

    200,000        242,855   

Southern Co. (The)

   

4.400%, 07/01/46

    430,000        463,969   

Southern Power Co.

   

1.850%, 12/01/17

    173,000        174,100   

5.150%, 09/15/41

    315,000        341,260   

5.250%, 07/15/43

    140,000        152,569   

Southwestern Electric Power Co.

   

3.900%, 04/01/45

    340,000        340,225   

TECO Finance, Inc.

   

6.572%, 11/01/17

    150,000        158,179   

Toledo Edison Co. (The)

   

6.150%, 05/15/37

    250,000        311,450   

7.250%, 05/01/20

    15,000        17,023   

Trans-Allegheny Interstate Line Co.

   

3.850%, 06/01/25 (144A)

    300,000        319,852   

Tri-State Generation & Transmission Association, Inc.

   

4.250%, 06/01/46

    130,000        138,218   

Virginia Electric & Power Co.

   

1.200%, 01/15/18

    33,000        32,984   

3.450%, 02/15/24

    122,000        132,088   

Xcel Energy, Inc.

   

3.300%, 06/01/25

    215,000        226,822   

4.700%, 05/15/20

    245,000        267,460   
   

 

 

 
      44,369,783   
   

 

 

 

Electrical Components & Equipment—0.0%

  

Emerson Electric Co.

   

5.250%, 10/15/18

    375,000        405,601   

6.000%, 08/15/32

    70,000        90,552   
   

 

 

 
      496,153   
   

 

 

 

Electronics—0.1%

  

Arrow Electronics, Inc.

   

3.000%, 03/01/18

    26,000        26,434   

7.500%, 01/15/27

    661,000        812,849   

Honeywell International, Inc.

   

5.000%, 02/15/19

    105,000        114,244   

Koninklijke Philips NV

   

3.750%, 03/15/22

    100,000        108,188   

6.875%, 03/11/38

    100,000        132,347   
   

 

 

 
      1,194,062   
   

 

 

 

 

MIST-146


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Engineering & Construction—0.0%

  

ABB Finance USA, Inc.

   

2.875%, 05/08/22

    100,000      $ 104,524   
   

 

 

 

Environmental Control—0.1%

  

Republic Services, Inc.

   

5.500%, 09/15/19

    600,000        665,089   

Waste Management, Inc.

   

2.400%, 05/15/23

    489,000        493,881   

2.900%, 09/15/22

    354,000        371,520   

3.900%, 03/01/35

    42,000        44,782   
   

 

 

 
      1,575,272   
   

 

 

 

Food—0.4%

  

ConAgra Foods, Inc.

   

2.100%, 03/15/18

    21,000        21,167   

3.250%, 09/15/22

    200,000        207,717   

6.625%, 08/15/39

    70,000        82,758   

7.125%, 10/01/26

    19,000        24,530   

General Mills, Inc.

   

3.150%, 12/15/21

    244,000        259,022   

5.650%, 02/15/19

    500,000        547,652   

Kellogg Co.

   

4.000%, 12/15/20

    64,000        70,016   

7.450%, 04/01/31

    500,000        698,675   

Kraft Heinz Foods Co.

   

2.800%, 07/02/20

    305,000        316,079   

3.950%, 07/15/25

    808,000        874,207   

4.375%, 06/01/46 (b)

    500,000        529,013   

5.000%, 06/04/42

    130,000        149,368   

5.200%, 07/15/45

    339,000        400,910   

6.125%, 08/23/18

    590,000        640,199   

6.875%, 01/26/39

    300,000        416,412   

Kroger Co. (The)

   

2.300%, 01/15/19

    70,000        71,267   

3.300%, 01/15/21

    308,000        325,336   

3.875%, 10/15/46

    380,000        382,386   

6.400%, 08/15/17

    100,000        104,553   

7.700%, 06/01/29

    310,000        437,757   

8.000%, 09/15/29

    400,000        578,400   

Mondelez International, Inc.

   

4.000%, 02/01/24

    220,000        241,298   

Sysco Corp.

   

2.500%, 07/15/21

    555,000        566,894   

3.750%, 10/01/25

    83,000        89,312   

4.850%, 10/01/45

    73,000        83,363   

5.375%, 09/21/35

    100,000        119,852   

Tyson Foods, Inc.

   

2.650%, 08/15/19

    96,000        98,438   

3.950%, 08/15/24

    200,000        215,863   

4.875%, 08/15/34

    250,000        276,704   
   

 

 

 
      8,829,148   
   

 

 

 

Forest Products & Paper—0.1%

  

International Paper Co.

   

3.000%, 02/15/27

    357,000      $ 356,586   

3.800%, 01/15/26 (b)

    565,000        600,351   
   

 

 

 
      956,937   
   

 

 

 

Gas—0.4%

  

Atmos Energy Corp.

   

6.350%, 06/15/17

    355,000        366,923   

8.500%, 03/15/19

    350,000        407,322   

CenterPoint Energy Resources Corp.

   

5.850%, 01/15/41

    246,000        296,787   

Dominion Gas Holdings LLC

   

2.500%, 12/15/19

    160,000        164,315   

2.800%, 11/15/20

    433,000        447,998   

4.800%, 11/01/43

    765,000        846,467   

KeySpan Gas East Corp.

   

2.742%, 08/15/26 (144A)

    690,000        698,405   

Nisource Finance Corp.

   

4.800%, 02/15/44

    455,000        514,111   

5.450%, 09/15/20

    1,075,000        1,207,458   

6.250%, 12/15/40

    75,000        97,293   

6.800%, 01/15/19

    227,000        252,770   

Piedmont Natural Gas Co., Inc.

   

3.640%, 11/01/46

    355,000        352,763   

Sempra Energy

   

2.400%, 03/15/20

    120,000        122,263   

2.875%, 10/01/22

    580,000        599,598   

9.800%, 02/15/19

    200,000        236,770   

Southern Co. Gas Capital Corp.

   

3.250%, 06/15/26

    425,000        439,153   

3.950%, 10/01/46

    40,000        40,432   

5.875%, 03/15/41

    147,000        183,142   

6.000%, 10/01/34

    250,000        306,933   
   

 

 

 
      7,580,903   
   

 

 

 

Healthcare-Products—0.5%

  

Abbott Laboratories

   

5.125%, 04/01/19

    158,000        172,949   

Becton Dickinson & Co.

   

2.675%, 12/15/19

    586,000        605,168   

3.734%, 12/15/24

    165,000        178,944   

3.875%, 05/15/24

    350,000        379,351   

4.685%, 12/15/44

    300,000        342,145   

C.R. Bard, Inc.

   

1.375%, 01/15/18

    250,000        250,075   

Covidien International Finance S.A.

   

6.000%, 10/15/17 (b)

    200,000        209,736   

Medtronic, Inc.

   

3.150%, 03/15/22

    2,225,000        2,365,805   

3.500%, 03/15/25

    335,000        360,750   

4.375%, 03/15/35

    259,000        293,494   

4.625%, 03/15/45

    492,000        578,094   

Stryker Corp.

   

3.500%, 03/15/26

    90,000        95,341   

4.625%, 03/15/46

    290,000        325,274   

 

MIST-147


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Healthcare-Products—(Continued)

  

Thermo Fisher Scientific, Inc.

   

1.850%, 01/15/18

    780,000      $ 784,748   

2.950%, 09/19/26

    687,000        681,794   

3.150%, 01/15/23

    52,000        53,637   

3.600%, 08/15/21

    176,000        187,189   

4.150%, 02/01/24

    651,000        707,354   

Zimmer Biomet Holdings, Inc.

   

2.000%, 04/01/18

    525,000        528,509   
   

 

 

 
      9,100,357   
   

 

 

 

Healthcare-Services—0.5%

  

Aetna, Inc.

   

2.800%, 06/15/23

    120,000        122,537   

3.200%, 06/15/26

    270,000        274,516   

3.500%, 11/15/24

    250,000        264,155   

3.950%, 09/01/20

    520,000        559,305   

4.125%, 06/01/21

    916,000        996,818   

4.250%, 06/15/36

    314,000        325,224   

Anthem, Inc.

   

2.300%, 07/15/18

    510,000        516,676   

3.125%, 05/15/22

    100,000        104,090   

3.300%, 01/15/23

    35,000        36,680   

3.500%, 08/15/24

    165,000        173,719   

5.100%, 01/15/44

    605,000        701,726   

5.950%, 12/15/34

    700,000        853,776   

Ascension Health

   

3.945%, 11/15/46

    196,000        213,900   

Cigna Corp.

   

4.000%, 02/15/22

    240,000        260,926   

5.125%, 06/15/20

    330,000        366,256   

Howard Hughes Medical Institute

   

3.500%, 09/01/23

    200,000        218,948   

Laboratory Corp. of America Holdings

   

3.200%, 02/01/22

    215,000        223,909   

Mayo Clinic

   

4.128%, 11/15/52

    78,000        88,055   

Providence St. Joseph Health Obligated Group

   

2.746%, 10/01/26

    120,000        121,506   

Quest Diagnostics, Inc.

   

3.450%, 06/01/26

    91,000        94,822   

Roche Holdings, Inc.

   

2.250%, 09/30/19 (144A)

    300,000        307,875   

UnitedHealth Group, Inc.

   

2.700%, 07/15/20

    130,000        135,075   

2.750%, 02/15/23

    46,000        47,624   

2.875%, 03/15/22

    400,000        419,073   

2.875%, 03/15/23

    300,000        312,936   

3.100%, 03/15/26

    475,000        496,264   

3.750%, 07/15/25

    205,000        225,123   

3.950%, 10/15/42

    250,000        265,620   

4.625%, 07/15/35

    155,000        179,997   

4.700%, 02/15/21

    64,000        71,605   

4.750%, 07/15/45

    35,000        41,972   

5.800%, 03/15/36

    225,000        295,378   

6.625%, 11/15/37

    175,000        249,586   
   

 

 

 
      9,565,672   
   

 

 

 

Holding Companies-Diversified—0.0%

  

Hutchison Whampoa International, Ltd.

   

2.000%, 11/08/17 (144A)

    200,000      200,908   
   

 

 

 

Household Products/Wares—0.0%

  

Kimberly-Clark Corp.

   

5.300%, 03/01/41

    225,000        296,936   

6.125%, 08/01/17

    98,000        102,017   
   

 

 

 
      398,953   
   

 

 

 

Housewares—0.0%

  

Newell Brands, Inc.

   

5.500%, 04/01/46

    155,000        188,031   
   

 

 

 

Insurance—1.0%

  

AIG SunAmerica Global Financing X

   

6.900%, 03/15/32 (144A)

    785,000        1,049,246   

Allstate Corp. (The)

   

3.150%, 06/15/23

    173,000        183,382   

American International Group, Inc.

   

4.500%, 07/16/44

    191,000        194,561   

4.700%, 07/10/35

    150,000        162,421   

4.800%, 07/10/45

    775,000        820,199   

Aon Corp.

   

5.000%, 09/30/20

    200,000        221,495   

Berkshire Hathaway Finance Corp.

   

1.300%, 05/15/18

    129,000        129,430   

3.000%, 05/15/22

    400,000        424,966   

4.300%, 05/15/43

    285,000        320,201   

Berkshire Hathaway, Inc.

   

2.750%, 03/15/23

    400,000        415,674   

3.125%, 03/15/26

    670,000        704,210   

Chubb INA Holdings, Inc.

   

2.300%, 11/03/20

    200,000        205,200   

2.700%, 03/13/23

    200,000        206,586   

2.875%, 11/03/22

    110,000        115,556   

5.800%, 03/15/18

    401,000        427,279   

CNA Financial Corp.

   

7.250%, 11/15/23

    153,000        186,053   

7.350%, 11/15/19

    245,000        282,476   

Guardian Life Global Funding

   

2.000%, 04/26/21 (144A)

    165,000        166,464   

Jackson National Life Global Funding

   

2.250%, 04/29/21 (144A)

    1,320,000        1,337,445   

Liberty Mutual Group, Inc.

   

5.000%, 06/01/21 (144A)

    220,000        245,087   

Liberty Mutual Insurance Co.

   

8.500%, 05/15/25 (144A)

    500,000        637,475   

Lincoln National Corp.

   

6.250%, 02/15/20

    375,000        422,034   

Manulife Financial Corp.

   

4.150%, 03/04/26

    750,000        819,761   

Massachusetts Mutual Life Insurance Co.

   

8.875%, 06/01/39 (144A)

    401,000        631,038   

MassMutual Global Funding II

   

2.000%, 04/15/21 (144A)

    440,000        442,150   

2.100%, 08/02/18 (144A)

    250,000        253,861   

 

MIST-148


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Insurance—(Continued)

  

Nationwide Mutual Insurance Co.

   

7.875%, 04/01/33 (144A)

    200,000      $ 276,962   

8.250%, 12/01/31 (144A)

    135,000        194,247   

9.375%, 08/15/39 (144A)

    138,000        217,583   

New York Life Global Funding

   

1.550%, 11/02/18 (144A)

    485,000        487,488   

2.000%, 04/13/21 (144A)

    140,000        141,285   

2.150%, 06/18/19 (144A)

    365,000        372,599   

New York Life Insurance Co.

   

5.875%, 05/15/33 (144A)

    400,000        493,926   

Pacific Life Insurance Co.

   

9.250%, 06/15/39 (144A)

    200,000        311,274   

Pricoa Global Funding I

   

1.450%, 09/13/19 (144A)

    423,000        421,729   

1.600%, 05/29/18 (144A)

    617,000        619,506   

2.200%, 05/16/19 (144A)

    280,000        285,196   

2.550%, 11/24/20 (144A)

    280,000        287,801   

Principal Financial Group, Inc.

   

6.050%, 10/15/36

    100,000        124,583   

Principal Life Global Funding II

   

2.625%, 11/19/20 (144A)

    440,000        450,890   

3.000%, 04/18/26 (144A)

    234,000        237,821   

Prudential Financial, Inc.

   

3.500%, 05/15/24

    550,000        575,193   

5.100%, 08/15/43

    200,000        223,163   

5.200%, 03/15/44 (c)

    445,000        458,906   

Prudential Insurance Co. of America (The)

   

8.300%, 07/01/25 (144A)

    800,000        1,073,526   

Reliance Standard Life Global Funding II

   

2.375%, 05/04/20 (144A)

    475,000        480,774   

Swiss Re Treasury U.S. Corp.

   

4.250%, 12/06/42 (144A)

    120,000        127,689   

Teachers Insurance & Annuity Association of America

   

4.900%, 09/15/44 (144A)

    136,000        152,961   

Travelers Cos., Inc. (The)

   

3.750%, 05/15/46

    260,000        274,727   

3.900%, 11/01/20

    25,000        27,231   

6.750%, 06/20/36

    175,000        253,044   

Travelers Property Casualty Corp.

   

6.375%, 03/15/33

    100,000        136,733   

Voya Financial, Inc.

   

2.900%, 02/15/18

    431,000        439,090   

3.650%, 06/15/26

    120,000        119,461   

4.800%, 06/15/46

    85,000        84,819   
   

 

 

 
      20,354,457   
   

 

 

 

Internet—0.1%

  

Amazon.com, Inc.

   

2.600%, 12/05/19

    267,000        277,033   

3.800%, 12/05/24

    790,000        875,653   

4.800%, 12/05/34

    189,000        222,058   

eBay, Inc.

   

2.600%, 07/15/22

    645,000        650,200   
   

 

 

 
      2,024,944   
   

 

 

 

Iron/Steel—0.1%

  

Nucor Corp.

   

4.000%, 08/01/23

    290,000      $ 312,525   

5.200%, 08/01/43

    403,000        459,495   

5.850%, 06/01/18

    550,000        587,752   
   

 

 

 
      1,359,772   
   

 

 

 

Machinery-Construction & Mining—0.1%

  

Caterpillar Financial Services Corp.

   

1.931%, 10/01/21 (144A)

    147,000        146,768   

Caterpillar, Inc.

   

5.300%, 09/15/35

    400,000        485,642   

7.300%, 05/01/31

    584,000        778,737   
   

 

 

 
      1,411,147   
   

 

 

 

Machinery-Diversified—0.1%

  

Deere & Co.

   

5.375%, 10/16/29

    1,175,000        1,504,602   

8.100%, 05/15/30

    61,000        91,969   

John Deere Capital Corp.

   

1.200%, 10/10/17

    59,000        59,024   

1.700%, 01/15/20

    43,000        43,118   

2.375%, 07/14/20

    180,000        184,274   

2.450%, 09/11/20

    205,000        211,181   

2.800%, 03/04/21

    210,000        218,959   

2.800%, 01/27/23

    122,000        127,008   

Roper Technologies, Inc.

   

3.000%, 12/15/20

    83,000        86,280   
   

 

 

 
      2,526,415   
   

 

 

 

Media—1.0%

  

21st Century Fox America, Inc.

   

4.750%, 09/15/44

    265,000        290,209   

4.950%, 10/15/45

    100,000        113,365   

5.400%, 10/01/43

    340,000        404,881   

7.125%, 04/08/28

    220,000        292,453   

7.250%, 05/18/18

    265,000        289,376   

7.280%, 06/30/28

    400,000        546,537   

7.300%, 04/30/28

    218,000        292,927   

7.625%, 11/30/28

    100,000        138,088   

CBS Corp.

   

2.300%, 08/15/19

    500,000        506,847   

2.900%, 01/15/27

    230,000        224,247   

3.700%, 08/15/24

    265,000        277,412   

4.000%, 01/15/26 (b)

    167,000        177,123   

4.600%, 01/15/45 (b)

    400,000        410,476   

Charter Communications Operating LLC / Charter Communications Operating Capital Corp.

   

3.579%, 07/23/20 (144A)

    170,000        177,684   

4.464%, 07/23/22 (144A)

    472,000        509,317   

4.908%, 07/23/25 (144A)

    1,000,000        1,103,055   

6.384%, 10/23/35 (144A)

    165,000        194,334   

6.484%, 10/23/45 (144A)

    365,000        441,403   

Comcast Corp.

   

1.625%, 01/15/22

    385,000        381,783   

2.350%, 01/15/27

    175,000        172,671   

 

MIST-149


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Media—(Continued)

  

Comcast Corp.

   

3.150%, 03/01/26

    275,000      $ 290,419   

3.400%, 07/15/46

    427,000        415,088   

4.250%, 01/15/33

    303,000        336,535   

4.600%, 08/15/45

    700,000        808,468   

4.750%, 03/01/44

    325,000        382,389   

5.650%, 06/15/35

    996,000        1,283,497   

5.875%, 02/15/18

    100,000        106,214   

6.500%, 11/15/35

    185,000        256,592   

7.050%, 03/15/33

    187,000        265,260   

COX Communications, Inc.

   

6.450%, 12/01/36 (144A)

    500,000        541,974   

Grupo Televisa S.A.B.

   

6.125%, 01/31/46

    200,000        218,871   

8.500%, 03/11/32

    100,000        131,108   

Historic TW, Inc.

   

6.875%, 06/15/18

    100,000        109,022   

9.150%, 02/01/23

    286,000        387,529   

NBCUniversal Media LLC

   

4.375%, 04/01/21

    320,000        356,061   

4.450%, 01/15/43

    145,000        163,054   

5.950%, 04/01/41

    300,000        403,029   

Thomson Reuters Corp.

   

3.950%, 09/30/21

    500,000        534,830   

Time Warner Cable LLC

   

5.000%, 02/01/20

    585,000        634,138   

5.500%, 09/01/41

    570,000        608,421   

Time Warner Cos., Inc.

   

7.570%, 02/01/24

    50,000        64,532   

Time Warner Entertainment Co. L.P.

   

8.375%, 07/15/33

    715,000        973,638   

Time Warner, Inc.

   

4.650%, 06/01/44

    130,000        140,768   

4.750%, 03/29/21

    500,000        559,937   

4.850%, 07/15/45

    815,000        911,056   

5.350%, 12/15/43

    90,000        107,086   

6.500%, 11/15/36

    250,000        323,121   

7.625%, 04/15/31

    350,000        496,221   

Viacom, Inc.

   

3.250%, 03/15/23

    44,000        43,724   

4.375%, 03/15/43

    279,000        256,139   

6.125%, 10/05/17

    400,000        417,616   

6.875%, 04/30/36

    375,000        441,069   

Walt Disney Co. (The)

   

1.850%, 07/30/26

    136,000        129,812   

3.000%, 02/13/26

    300,000        317,799   

3.000%, 07/30/46

    320,000        299,894   

3.700%, 12/01/42

    265,000        280,193   

7.000%, 03/01/32

    55,000        78,984   
   

 

 

 
      21,018,276   
   

 

 

 

Metal Fabricate/Hardware—0.0%

  

Precision Castparts Corp.

   

2.500%, 01/15/23

    300,000        309,261   

4.200%, 06/15/35

    60,000        67,922   
   

 

 

 
      377,183   
   

 

 

 

Mining—0.2%

  

BHP Billiton Finance USA, Ltd.

   

2.050%, 09/30/18

    137,000      138,870   

2.875%, 02/24/22

    400,000        419,950   

3.250%, 11/21/21

    500,000        535,046   

4.125%, 02/24/42

    185,000        192,138   

5.000%, 09/30/43

    85,000        100,463   

5.400%, 03/29/17

    450,000        458,956   

Freeport Minerals Corp.

   

9.500%, 06/01/31

    500,000        565,000   

Freeport-McMoRan, Inc.

   

3.875%, 03/15/23

    882,000        791,524   

Rio Tinto Finance USA plc

   

2.875%, 08/21/22 (b)

    194,000        203,701   

Rio Tinto Finance USA, Ltd.

   

7.125%, 07/15/28

    280,000        373,524   

Teck Resources, Ltd.

   

3.750%, 02/01/23

    128,000        117,280   

6.250%, 07/15/41

    290,000        277,675   
   

 

 

 
      4,174,127   
   

 

 

 

Miscellaneous Manufacturing—0.4%

  

Eaton Corp.

   

5.800%, 03/15/37

    375,000        454,364   

7.650%, 11/15/29

    100,000        138,615   

General Electric Co.

   

2.100%, 12/11/19

    35,000        35,855   

2.700%, 10/09/22

    148,000        154,218   

3.375%, 03/11/24

    218,000        236,333   

4.125%, 10/09/42

    380,000        415,866   

4.375%, 09/16/20

    149,000        165,088   

4.500%, 03/11/44

    1,130,000        1,300,890   

5.500%, 01/08/20

    430,000        485,860   

6.750%, 03/15/32

    287,000        403,337   

Honeywell, Inc.

   

6.625%, 06/15/28

    250,000        332,222   

Illinois Tool Works, Inc.

   

3.900%, 09/01/42

    200,000        220,838   

6.250%, 04/01/19

    172,000        191,770   

Ingersoll-Rand Co.

   

6.443%, 11/15/27

    300,000        367,724   

Ingersoll-Rand Global Holding Co., Ltd.

   

4.250%, 06/15/23

    135,000        149,156   

6.875%, 08/15/18

    272,000        299,008   

Parker-Hannifin Corp.

   

3.300%, 11/21/24

    114,000        121,933   

6.550%, 07/15/18

    500,000        542,822   

Pentair Finance S.A.

   

4.650%, 09/15/25

    137,000        144,475   

Siemens Financieringsmaatschappij NV

   

2.000%, 09/15/23 (144A)

    390,000        384,245   

2.350%, 10/15/26 (144A)

    275,000        271,591   

5.750%, 10/17/16 (144A)

    230,000        230,391   

Textron, Inc.

   

3.875%, 03/01/25

    105,000        110,598   

 

MIST-150


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Miscellaneous Manufacturing—(Continued)

  

Tyco International Finance S.A.

   

3.900%, 02/14/26

    128,000      $ 139,531   
   

 

 

 
      7,296,730   
   

 

 

 

Oil & Gas—1.6%

  

Alberta Energy Co., Ltd.

   

7.375%, 11/01/31

    500,000        551,427   

Apache Corp.

   

3.250%, 04/15/22

    655,000        672,123   

5.100%, 09/01/40

    300,000        311,157   

6.000%, 01/15/37

    150,000        171,136   

BP Capital Markets plc

   

1.375%, 11/06/17

    40,000        40,004   

2.241%, 09/26/18

    650,000        660,100   

2.750%, 05/10/23 (b)

    335,000        340,597   

3.062%, 03/17/22

    285,000        298,541   

3.119%, 05/04/26

    225,000        229,929   

3.245%, 05/06/22

    940,000        990,027   

3.535%, 11/04/24

    375,000        398,377   

3.814%, 02/10/24

    500,000        539,846   

Burlington Resources Finance Co.

   

7.400%, 12/01/31

    300,000        398,859   

Canadian Natural Resources, Ltd.

   

1.750%, 01/15/18

    188,000        187,738   

3.800%, 04/15/24

    436,000        433,904   

3.900%, 02/01/25

    595,000        597,413   

5.850%, 02/01/35

    405,000        425,114   

7.200%, 01/15/32

    200,000        231,279   

Cenovus Energy, Inc.

   

3.000%, 08/15/22

    50,000        47,544   

3.800%, 09/15/23

    500,000        494,677   

5.200%, 09/15/43

    168,000        150,858   

5.700%, 10/15/19

    325,000        348,862   

Chevron Corp.

   

1.365%, 03/02/18

    250,000        250,440   

2.100%, 05/16/21

    930,000        945,378   

2.355%, 12/05/22

    330,000        335,975   

2.419%, 11/17/20

    400,000        411,284   

2.566%, 05/16/23 (b)

    670,000        686,089   

ConocoPhillips

   

3.350%, 05/15/25

    50,000        51,260   

5.900%, 10/15/32

    250,000        296,977   

6.000%, 01/15/20

    325,000        366,491   

ConocoPhillips Co.

   

4.950%, 03/15/26

    943,000        1,062,918   

ConocoPhillips Holding Co.

   

6.950%, 04/15/29

    225,000        286,121   

Devon Energy Corp.

   

3.250%, 05/15/22 (b)

    130,000        129,071   

5.000%, 06/15/45

    210,000        204,295   

7.950%, 04/15/32

    235,000        287,920   

Devon Financing Co. LLC

   

7.875%, 09/30/31

    250,000        309,696   

Diamond Offshore Drilling, Inc.

   

4.875%, 11/01/43

    228,000        158,217   

Oil & Gas—(Continued)

  

Ensco plc

   

4.700%, 03/15/21 (b)

    438,000      392,886   

5.200%, 03/15/25 (b)

    105,000        76,792   

EOG Resources, Inc.

   

2.625%, 03/15/23

    73,000        72,874   

5.100%, 01/15/36

    431,000        489,461   

5.875%, 09/15/17

    50,000        52,044   

6.875%, 10/01/18

    120,000        132,192   

Exxon Mobil Corp.

   

2.726%, 03/01/23

    1,060,000        1,097,561   

3.043%, 03/01/26

    208,000        218,042   

3.567%, 03/06/45

    149,000        150,977   

4.114%, 03/01/46

    110,000        122,957   

Hess Corp.

   

5.800%, 04/01/47

    345,000        352,988   

7.875%, 10/01/29

    175,000        213,047   

Kerr-McGee Corp.

   

7.875%, 09/15/31

    1,000,000        1,240,463   

Marathon Oil Corp.

   

6.800%, 03/15/32

    727,000        760,582   

Nabors Industries, Inc.

   

4.625%, 09/15/21

    115,000        108,372   

5.000%, 09/15/20

    110,000        108,397   

Noble Energy, Inc.

   

3.900%, 11/15/24

    122,000        124,429   

5.050%, 11/15/44

    277,000        273,479   

5.250%, 11/15/43

    370,000        376,624   

6.000%, 03/01/41

    215,000        232,604   

Noble Holding International, Ltd.

   

5.250%, 03/15/42

    124,000        70,060   

8.200%, 04/01/45

    218,000        154,507   

Occidental Petroleum Corp.

   

3.400%, 04/15/26 (b)

    114,000        120,271   

3.500%, 06/15/25

    193,000        205,487   

4.625%, 06/15/45

    79,000        89,295   

8.450%, 02/15/29

    135,000        199,164   

Petro-Canada

   

5.350%, 07/15/33

    165,000        181,896   

Phillips 66

   

4.650%, 11/15/34

    229,000        247,821   

4.875%, 11/15/44

    700,000        777,622   

Shell International Finance B.V.

   

1.875%, 05/10/21

    505,000        505,535   

2.125%, 05/11/20

    210,000        213,169   

2.250%, 11/10/20

    111,000        113,086   

2.375%, 08/21/22 (b)

    440,000        447,260   

2.500%, 09/12/26

    220,000        216,302   

2.875%, 05/10/26

    164,000        166,451   

3.250%, 05/11/25 (b)

    150,000        158,021   

3.400%, 08/12/23

    350,000        373,530   

3.625%, 08/21/42

    25,000        24,172   

3.750%, 09/12/46

    415,000        409,700   

4.000%, 05/10/46

    485,000        496,157   

4.550%, 08/12/43

    350,000        386,053   

5.200%, 03/22/17

    500,000        510,184   

5.500%, 03/25/40

    86,000        105,586   

 

MIST-151


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Oil & Gas—(Continued)

  

Sinopec Group Overseas Development 2013, Ltd.

   

4.375%, 10/17/23 (144A)

    582,000      $ 646,378   

Statoil ASA

   

1.200%, 01/17/18

    25,000        24,968   

5.100%, 08/17/40

    100,000        119,634   

7.250%, 09/23/27

    205,000        285,510   

Suncor Energy, Inc.

   

5.950%, 12/01/34

    100,000        120,994   

6.100%, 06/01/18

    805,000        864,673   

7.150%, 02/01/32

    100,000        129,046   

Tosco Corp.

   

8.125%, 02/15/30

    526,000        719,235   

Total Capital Canada, Ltd.

   

2.750%, 07/15/23

    1,229,000        1,271,192   

Total Capital International S.A.

   

2.700%, 01/25/23

    564,000        580,799   
   

 

 

 
      31,832,173   
   

 

 

 

Oil & Gas Services—0.2%

  

Baker Hughes, Inc.

   

5.125%, 09/15/40

    265,000        296,473   

Halliburton Co.

   

3.500%, 08/01/23

    214,000        220,890   

3.800%, 11/15/25 (b)

    335,000        346,344   

4.850%, 11/15/35

    85,000        91,106   

5.000%, 11/15/45

    116,000        126,615   

6.700%, 09/15/38

    350,000        439,296   

National Oilwell Varco, Inc.

   

1.350%, 12/01/17

    29,000        28,878   

Schlumberger Holdings Corp.

   

2.350%, 12/21/18 (144A)

    400,000        407,469   

4.000%, 12/21/25 (144A)

    635,000        690,864   

Schlumberger Investment S.A.

   

3.650%, 12/01/23

    358,000        387,366   
   

 

 

 
      3,035,301   
   

 

 

 

Pharmaceuticals—1.4%

  

AbbVie, Inc.

   

1.750%, 11/06/17

    649,000        651,132   

2.300%, 05/14/21

    105,000        105,912   

2.900%, 11/06/22

    500,000        512,697   

3.200%, 11/06/22

    359,000        373,751   

3.600%, 05/14/25

    410,000        428,558   

4.300%, 05/14/36

    63,000        65,379   

4.450%, 05/14/46

    385,000        402,090   

4.500%, 05/14/35

    925,000        985,787   

4.700%, 05/14/45

    465,000        500,703   

Actavis Funding SCS

   

3.450%, 03/15/22

    1,665,000        1,747,980   

3.800%, 03/15/25

    1,278,000        1,352,576   

4.550%, 03/15/35

    760,000        807,270   

Actavis, Inc.

   

1.875%, 10/01/17

    545,000        546,880   

Pharmaceuticals—(Continued)

  

AstraZeneca plc

   

2.375%, 11/16/20

    425,000      $ 437,069   

3.375%, 11/16/25

    1,087,000        1,160,883   

5.900%, 09/15/17

    200,000        208,714   

6.450%, 09/15/37

    360,000        502,007   

Baxalta, Inc.

   

3.600%, 06/23/22

    329,000        345,643   

4.000%, 06/23/25

    415,000        442,915   

Bayer U.S. Finance LLC

   

1.500%, 10/06/17 (144A)

    285,000        284,730   

Bristol-Myers Squibb Co.

   

6.875%, 08/01/97

    100,000        153,461   

Cardinal Health, Inc.

   

2.400%, 11/15/19

    128,000        130,856   

3.200%, 03/15/23 (b)

    155,000        162,655   

3.750%, 09/15/25

    169,000        183,022   

Express Scripts Holding Co.

   

3.400%, 03/01/27

    300,000        301,703   

3.500%, 06/15/24

    249,000        259,569   

4.500%, 02/25/26

    255,000        279,693   

4.800%, 07/15/46

    185,000        192,173   

6.125%, 11/15/41

    72,000        89,175   

Forest Laboratories LLC

   

4.875%, 02/15/21 (144A)

    220,000        244,303   

5.000%, 12/15/21 (144A)

    225,000        251,814   

GlaxoSmithKline Capital plc

   

2.850%, 05/08/22

    500,000        526,152   

GlaxoSmithKline Capital, Inc.

   

2.800%, 03/18/23

    143,000        149,711   

5.375%, 04/15/34

    300,000        374,748   

Johnson & Johnson

   

2.450%, 03/01/26

    300,000        308,309   

3.550%, 03/01/36

    90,000        99,852   

6.950%, 09/01/29

    700,000        1,042,337   

McKesson Corp.

   

2.850%, 03/15/23

    420,000        429,794   

3.796%, 03/15/24

    750,000        808,826   

Mead Johnson Nutrition Co.

   

3.000%, 11/15/20

    89,000        92,695   

4.900%, 11/01/19

    135,000        148,197   

5.900%, 11/01/39

    300,000        368,408   

Medco Health Solutions, Inc.

   

4.125%, 09/15/20

    450,000        485,120   

Merck & Co., Inc.

   

2.350%, 02/10/22

    500,000        514,456   

2.400%, 09/15/22

    62,000        63,790   

2.750%, 02/10/25

    629,000        651,807   

3.700%, 02/10/45

    175,000        185,236   

6.550%, 09/15/37

    150,000        213,857   

Mylan NV

   

3.150%, 06/15/21 (144A) (b)

    335,000        341,289   

3.950%, 06/15/26 (144A)

    695,000        700,238   

5.250%, 06/15/46 (144A)

    551,000        580,317   

Mylan, Inc.

   

2.600%, 06/24/18

    50,000        50,708   

Novartis Capital Corp.

   

2.400%, 09/21/22

    300,000        310,427   

3.400%, 05/06/24

    527,000        576,689   

 

MIST-152


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Pharmaceuticals—(Continued)

  

Perrigo Finance Unlimited Co.

   

3.500%, 12/15/21

    200,000      $ 206,730   

3.900%, 12/15/24

    200,000        202,938   

4.375%, 03/15/26

    300,000        313,076   

Pfizer, Inc.

   

2.750%, 06/03/26

    300,000        310,071   

Sanofi

   

1.250%, 04/10/18

    419,000        419,835   

Shire Acquisitions Investments Ireland DAC

   

2.875%, 09/23/23

    348,000        349,685   

Teva Pharmaceutical Finance Co. B.V.

   

3.650%, 11/10/21

    254,000        269,772   

Teva Pharmaceutical Finance IV LLC

   

2.250%, 03/18/20

    240,000        242,286   

Teva Pharmaceutical Finance Netherlands III B.V.

   

2.200%, 07/21/21

    215,000        214,189   

2.800%, 07/21/23

    505,000        506,296   

3.150%, 10/01/26

    443,000        445,049   

4.100%, 10/01/46 (b)

    55,000        54,739   

Wyeth LLC

   

6.500%, 02/01/34

    806,000        1,097,145   

Zoetis, Inc.

   

1.875%, 02/01/18

    52,000        52,164   

3.250%, 02/01/23

    460,000        474,038   

3.450%, 11/13/20

    39,000        40,767   

4.700%, 02/01/43

    43,000        45,253   
   

 

 

 
      28,378,096   
   

 

 

 

Pipelines—0.8%

  

Boardwalk Pipelines L.P.

   

5.750%, 09/15/19

    290,000        309,001   

5.950%, 06/01/26

    257,000        284,131   

Buckeye Partners L.P.

   

5.850%, 11/15/43

    255,000        261,762   

Energy Transfer Partners L.P.

   

2.500%, 06/15/18

    576,000        579,769   

3.600%, 02/01/23

    450,000        442,868   

5.150%, 02/01/43

    195,000        179,651   

EnLink Midstream Partners L.P.

   

2.700%, 04/01/19

    281,000        279,150   

Enterprise Products Operating LLC

   

3.350%, 03/15/23

    500,000        511,626   

3.700%, 02/15/26

    53,000        54,559   

3.750%, 02/15/25

    567,000        587,606   

3.900%, 02/15/24

    252,000        263,576   

3.950%, 02/15/27

    260,000        272,445   

4.900%, 05/15/46

    735,000        772,496   

4.950%, 10/15/54

    33,000        33,364   

5.200%, 09/01/20

    150,000        167,487   

6.125%, 10/15/39

    400,000        458,489   

6.875%, 03/01/33

    162,000        197,773   

Kinder Morgan Energy Partners L.P.

   

5.400%, 09/01/44

    385,000        385,965   

Pipelines—(Continued)

  

Magellan Midstream Partners L.P.

   

4.250%, 09/15/46

    45,000      44,863   

5.000%, 03/01/26

    285,000        324,687   

6.550%, 07/15/19

    695,000        778,474   

MPLX L.P.

   

4.000%, 02/15/25

    95,000        93,622   

ONEOK Partners L.P.

   

3.375%, 10/01/22

    65,000        65,584   

3.800%, 03/15/20

    220,000        227,124   

4.900%, 03/15/25 (b)

    520,000        559,378   

5.000%, 09/15/23 (b)

    145,000        157,293   

6.125%, 02/01/41

    475,000        511,793   

6.650%, 10/01/36

    275,000        304,701   

6.850%, 10/15/37

    275,000        315,816   

Plains All American Pipeline L.P. / PAA Finance Corp.

   

3.650%, 06/01/22

    350,000        354,787   

4.650%, 10/15/25 (b)

    400,000        414,345   

4.700%, 06/15/44

    250,000        219,817   

5.750%, 01/15/20

    610,000        668,035   

6.650%, 01/15/37

    425,000        460,480   

Spectra Energy Capital LLC

   

3.300%, 03/15/23

    237,000        234,864   

6.750%, 07/15/18

    185,000        196,532   

6.750%, 02/15/32

    705,000        791,034   

7.500%, 09/15/38

    85,000        105,682   

Spectra Energy Partners L.P.

   

2.950%, 09/25/18

    140,000        142,533   

Sunoco Logistics Partners Operations L.P.

   

4.250%, 04/01/24

    91,000        94,526   

4.950%, 01/15/43

    295,000        283,431   

5.300%, 04/01/44

    15,000        15,139   

5.350%, 05/15/45

    1,040,000        1,062,539   

Texas Eastern Transmission L.P.

   

2.800%, 10/15/22 (144A)

    46,000        45,856   

6.000%, 09/15/17 (144A)

    150,000        155,846   

Texas Gas Transmission LLC

   

4.500%, 02/01/21 (144A)

    210,000        217,610   

TransCanada PipeLines, Ltd.

   

5.850%, 03/15/36

    176,000        214,707   

7.125%, 01/15/19

    142,000        158,113   

7.250%, 08/15/38

    300,000        425,298   

Transcanada Trust

   

5.625%, 05/20/75 (c)

    55,000        55,688   

Western Gas Partners L.P.

   

3.950%, 06/01/25

    157,000        154,876   

4.650%, 07/01/26

    150,000        155,235   

5.375%, 06/01/21

    149,000        162,227   
   

 

 

 
      16,214,253   
   

 

 

 

Real Estate—0.0%

  

ProLogis L.P.

   

3.750%, 11/01/25

    338,000        363,641   

4.250%, 08/15/23

    333,000        368,170   
   

 

 

 
      731,811   
   

 

 

 

 

MIST-153


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Real Estate Investment Trusts—0.7%

  

American Tower Corp.

   

3.375%, 10/15/26

    635,000      $ 643,647   

3.450%, 09/15/21

    330,000        347,311   

4.000%, 06/01/25

    70,000        74,875   

4.400%, 02/15/26

    195,000        213,579   

4.500%, 01/15/18

    220,000        228,176   

5.000%, 02/15/24

    474,000        536,892   

AvalonBay Communities, Inc.

   

2.900%, 10/15/26

    124,000        123,412   

3.625%, 10/01/20

    135,000        143,512   

Boston Properties L.P.

   

3.650%, 02/01/26

    225,000        237,971   

3.800%, 02/01/24

    527,000        563,376   

3.850%, 02/01/23

    510,000        545,094   

Brixmor Operating Partnership L.P.

   

3.875%, 08/15/22

    330,000        345,921   

Crown Castle International Corp.

   

3.400%, 02/15/21

    175,000        183,145   

3.700%, 06/15/26

    304,000        317,194   

4.450%, 02/15/26

    306,000        336,072   

DDR Corp.

   

3.500%, 01/15/21

    320,000        331,839   

Duke Realty L.P.

   

3.250%, 06/30/26

    610,000        623,575   

3.875%, 02/15/21

    55,000        58,691   

3.875%, 10/15/22

    265,000        282,345   

4.375%, 06/15/22

    210,000        229,705   

ERP Operating L.P.

   

4.625%, 12/15/21

    60,000        67,361   

4.750%, 07/15/20

    190,000        208,466   

5.750%, 06/15/17

    133,000        137,013   

HCP, Inc.

   

3.150%, 08/01/22

    120,000        121,609   

3.875%, 08/15/24

    257,000        263,066   

4.000%, 12/01/22

    600,000        634,067   

4.000%, 06/01/25

    200,000        205,363   

4.200%, 03/01/24

    125,000        129,960   

4.250%, 11/15/23

    100,000        104,997   

5.625%, 05/01/17

    345,000        353,098   

Kimco Realty Corp.

   

3.125%, 06/01/23

    175,000        179,904   

3.200%, 05/01/21

    310,000        323,702   

3.400%, 11/01/22

    55,000        57,941   

Liberty Property L.P.

   

3.375%, 06/15/23

    75,000        77,272   

4.400%, 02/15/24

    155,000        169,258   

National Retail Properties, Inc.

   

4.000%, 11/15/25

    193,000        205,800   

Realty Income Corp.

   

3.875%, 07/15/24

    200,000        210,927   

4.125%, 10/15/26

    250,000        269,139   

Simon Property Group L.P.

   

3.300%, 01/15/26

    122,000        128,762   

3.500%, 09/01/25

    275,000        294,656   

4.375%, 03/01/21

    420,000        462,477   

10.350%, 04/01/19

    340,000        405,885   

Real Estate Investment Trusts—(Continued)

  

UDR, Inc.

   

2.950%, 09/01/26

    565,000      560,812   

3.700%, 10/01/20

    140,000        147,519   

Ventas Realty L.P.

   

4.125%, 01/15/26

    68,000        73,135   

4.375%, 02/01/45

    45,000        45,502   

Ventas Realty L.P. / Ventas Capital Corp.

   

3.250%, 08/15/22

    285,000        296,993   

4.250%, 03/01/22

    300,000        326,822   

Welltower, Inc.

   

3.750%, 03/15/23

    110,000        115,516   

4.000%, 06/01/25

    410,000        434,754   
   

 

 

 
      13,378,108   
   

 

 

 

Retail—0.8%

  

Bed Bath & Beyond, Inc.

   

4.915%, 08/01/34

    138,000        139,656   

CVS Health Corp.

   

2.125%, 06/01/21

    715,000        722,257   

2.250%, 12/05/18

    500,000        509,002   

2.800%, 07/20/20

    850,000        880,646   

2.875%, 06/01/26

    510,000        517,557   

3.875%, 07/20/25

    447,000        486,612   

CVS Pass-Through Trust

   

4.704%, 01/10/36 (144A)

    87,996        96,807   

5.880%, 01/10/28

    472,603        540,817   

Home Depot, Inc. (The)

   

2.000%, 06/15/19

    496,000        506,322   

2.125%, 09/15/26

    77,000        75,652   

2.625%, 06/01/22

    115,000        119,418   

3.500%, 09/15/56

    135,000        131,927   

4.250%, 04/01/46

    440,000        508,109   

4.875%, 02/15/44

    250,000        306,270   

5.400%, 09/15/40

    200,000        260,701   

5.875%, 12/16/36

    100,000        137,158   

Kohl’s Corp.

   

5.550%, 07/17/45

    65,000        63,733   

Lowe’s Cos., Inc.

   

4.375%, 09/15/45

    165,000        187,065   

5.500%, 10/15/35

    275,000        347,444   

5.800%, 10/15/36

    150,000        196,461   

6.500%, 03/15/29

    125,000        169,727   

6.875%, 02/15/28

    450,000        620,985   

Macy’s Retail Holdings, Inc.

  

4.300%, 02/15/43

    295,000        250,059   

6.700%, 09/15/28

    435,000        478,850   

6.900%, 04/01/29

    113,000        128,828   

6.900%, 01/15/32

    180,000        204,740   

7.000%, 02/15/28

    150,000        175,247   

McDonald’s Corp.

   

1.875%, 05/29/19

    360,000        363,835   

2.750%, 12/09/20

    70,000        72,636   

3.700%, 02/15/42

    225,000        222,996   

4.875%, 07/15/40

    340,000        390,400   

4.875%, 12/09/45

    190,000        220,508   

6.300%, 10/15/37

    325,000        429,736   

 

MIST-154


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Retail—(Continued)

  

Nordstrom, Inc.

   

6.950%, 03/15/28

    170,000      $ 216,471   

Starbucks Corp.

   

2.700%, 06/15/22

    124,000        130,148   

Target Corp.

   

2.500%, 04/15/26

    375,000        382,666   

3.500%, 07/01/24

    103,000        112,616   

6.350%, 11/01/32

    177,000        240,961   

6.650%, 08/01/28

    182,000        240,713   

6.750%, 01/01/28

    66,000        87,112   

Wal-Mart Stores, Inc.

   

2.550%, 04/11/23

    550,000        571,066   

3.300%, 04/22/24

    150,000        163,395   

4.000%, 04/11/43

    125,000        139,407   

4.300%, 04/22/44

    285,000        334,790   

5.000%, 10/25/40

    775,000        979,591   

5.875%, 04/05/27

    90,000        117,949   

6.750%, 10/15/23

    111,000        143,942   

Walgreens Boots Alliance, Inc.

   

2.600%, 06/01/21

    285,000        291,660   

3.100%, 06/01/23

    94,000        96,956   

3.800%, 11/18/24

    1,018,000        1,092,754   

4.500%, 11/18/34

    292,000        310,313   

4.800%, 11/18/44

    175,000        192,911   
   

 

 

 
    16,307,582   
   

 

 

 

Savings & Loans—0.0%

  

Nationwide Building Society

   

2.450%, 07/27/21 (144A)

    695,000        703,440   
   

 

 

 

Semiconductors—0.1%

  

Intel Corp.

   

2.450%, 07/29/20

    344,000        355,945   

2.600%, 05/19/26 (b)

    300,000        305,623   

3.100%, 07/29/22

    230,000        245,661   

3.300%, 10/01/21

    245,000        263,933   

4.100%, 05/19/46

    340,000        363,902   

4.800%, 10/01/41

    182,000        214,390   

4.900%, 07/29/45

    260,000        310,131   

QUALCOMM, Inc.

   

4.800%, 05/20/45

    202,000        220,525   
   

 

 

 
    2,280,110   
   

 

 

 

Software—0.5%

  

Microsoft Corp.

   

2.000%, 11/03/20

    300,000        306,219   

2.400%, 08/08/26

    475,000        475,402   

2.700%, 02/12/25

    600,000        621,161   

3.450%, 08/08/36 (b)

    665,000        677,419   

3.500%, 02/12/35

    68,000        69,616   

3.700%, 08/08/46

    835,000        845,174   

3.750%, 02/12/45

    690,000        700,305   

4.450%, 11/03/45

    120,000        136,429   

4.500%, 10/01/40

    500,000        572,891   

5.200%, 06/01/39

    500,000        624,641   

Software—(Continued)

  

Oracle Corp.

   

1.900%, 09/15/21

    731,000      732,855   

2.375%, 01/15/19

    165,000        169,181   

2.400%, 09/15/23

    1,252,000        1,262,041   

2.500%, 05/15/22

    305,000        313,077   

2.500%, 10/15/22

    709,000        727,500   

2.950%, 05/15/25

    735,000        759,205   

3.625%, 07/15/23

    161,000        174,834   

3.850%, 07/15/36

    285,000        295,931   

4.000%, 07/15/46

    160,000        165,330   

4.125%, 05/15/45

    680,000        712,223   

5.000%, 07/08/19

    200,000        219,539   

6.125%, 07/08/39

    70,000        93,839   
   

 

 

 
      10,654,812   
   

 

 

 

Telecommunications—1.5%

  

America Movil S.A.B. de C.V.

   

5.000%, 03/30/20

    100,000        109,895   

5.625%, 11/15/17 (b)

    125,000        131,007   

6.375%, 03/01/35

    600,000        732,466   

AT&T, Inc.

   

1.700%, 06/01/17

    500,000        501,500   

2.300%, 03/11/19

    905,000        920,191   

2.400%, 03/15/17

    120,000        120,700   

3.000%, 06/30/22

    167,000        171,694   

3.400%, 05/15/25

    1,162,000        1,193,848   

3.600%, 02/17/23

    265,000        279,335   

3.800%, 03/15/22

    1,166,000        1,248,890   

3.950%, 01/15/25

    51,000        54,137   

4.125%, 02/17/26

    850,000        918,511   

4.300%, 12/15/42

    793,000        782,172   

4.350%, 06/15/45

    200,000        197,011   

4.450%, 04/01/24

    285,000        313,258   

4.500%, 03/09/48 (144A)

    640,000        643,352   

4.600%, 02/15/21

    100,000        109,705   

4.800%, 06/15/44

    450,000        472,374   

5.150%, 03/15/42

    255,000        276,687   

5.350%, 09/01/40

    90,000        100,814   

5.500%, 02/01/18

    300,000        316,082   

6.350%, 03/15/40

    225,000        282,891   

BellSouth Capital Funding Corp.

   

7.875%, 02/15/30

    550,000        744,379   

BellSouth LLC

   

6.550%, 06/15/34

    200,000        239,114   

BellSouth Telecommunications LLC

   

6.375%, 06/01/28

    350,000        417,736   

British Telecommunications plc

   

2.350%, 02/14/19

    285,000        290,422   

5.950%, 01/15/18

    100,000        105,792   

9.375%, 12/15/30

    75,000        121,414   

Cisco Systems, Inc.

   

2.200%, 02/28/21

    1,430,000        1,463,149   

2.900%, 03/04/21

    47,000        49,433   

5.500%, 01/15/40

    110,000        142,487   

5.900%, 02/15/39

    750,000        1,004,713   

 

MIST-155


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Telecommunications—(Continued)

  

Crown Castle Towers LLC

   

3.663%, 05/15/25 (144A)

    260,000      $ 274,043   

4.883%, 08/15/20 (144A)

    500,000        546,473   

Deutsche Telekom International Finance B.V.

   

2.485%, 09/19/23 (144A)

    460,000        460,704   

8.750%, 06/15/30

    100,000        155,440   

GTP Acquisition Partners LLC

   

3.482%, 06/16/25 (144A)

    269,000        280,365   

Koninklijke KPN NV

   

8.375%, 10/01/30

    250,000        349,537   

Nippon Telegraph & Telephone Corp.

   

1.400%, 07/18/17

    500,000        500,941   

Orange S.A.

   

9.000%, 03/01/31

    165,000        263,257   

Qwest Corp.

   

6.750%, 12/01/21

    350,000        389,813   

6.875%, 09/15/33

    85,000        84,736   

7.250%, 09/15/25

    133,000        145,546   

Rogers Communications, Inc.

   

4.100%, 10/01/23

    213,000        236,231   

6.800%, 08/15/18

    100,000        109,597   

7.500%, 08/15/38

    100,000        136,981   

8.750%, 05/01/32

    400,000        586,759   

SES Global Americas Holdings GP

   

2.500%, 03/25/19 (144A)

    70,000        70,206   

Telefonica Emisiones S.A.U.

   

3.192%, 04/27/18

    150,000        153,540   

Verizon Communications, Inc.

   

2.625%, 02/21/20

    214,000        220,080   

2.625%, 08/15/26 (b)

    368,000        361,181   

3.500%, 11/01/24

    1,045,000        1,114,673   

3.850%, 11/01/42

    1,502,000        1,429,629   

4.125%, 08/15/46

    160,000        160,044   

4.272%, 01/15/36

    115,000        119,819   

4.400%, 11/01/34

    169,000        178,825   

4.500%, 09/15/20

    656,000        719,873   

4.522%, 09/15/48

    439,000        464,168   

4.672%, 03/15/55

    131,000        137,803   

4.862%, 08/21/46

    1,325,000        1,484,083   

5.012%, 08/21/54

    767,000        846,952   

5.150%, 09/15/23

    1,277,000        1,487,612   

5.850%, 09/15/35

    650,000        801,784   

6.000%, 04/01/41

    290,000        365,321   

Vodafone Group plc

   

1.500%, 02/19/18

    30,000        29,980   

2.950%, 02/19/23

    225,000        231,136   

6.150%, 02/27/37

    350,000        423,780   

6.250%, 11/30/32

    750,000        919,445   
   

 

 

 
      30,695,516   
   

 

 

 

Transportation—0.4%

  

Burlington Northern Santa Fe LLC

   

3.050%, 09/01/22

    620,000        657,863   

3.450%, 09/15/21

    510,000        549,845   

3.850%, 09/01/23

    500,000        552,072   

Transportation—(Continued)

  

Burlington Northern Santa Fe LLC

   

3.900%, 08/01/46

    490,000      $ 523,810   

4.450%, 03/15/43

    310,000        351,769   

4.550%, 09/01/44

    200,000        231,558   

5.750%, 03/15/18

    100,000        106,571   

7.950%, 08/15/30

    100,000        151,333   

Canadian National Railway Co.

   

5.850%, 11/15/17

    190,000        199,821   

6.250%, 08/01/34

    100,000        137,274   

6.800%, 07/15/18

    120,000        131,482   

Canadian Pacific Railway Co.

   

2.900%, 02/01/25

    260,000        266,086   

5.750%, 03/15/33

    120,000        144,227   

6.125%, 09/15/15

    102,000        125,899   

7.250%, 05/15/19

    290,000        330,845   

CSX Corp.

   

3.400%, 08/01/24

    300,000        321,584   

4.750%, 05/30/42

    41,000        46,994   

7.900%, 05/01/17

    62,000        64,391   

FedEx Corp.

   

3.250%, 04/01/26 (b)

    82,000        86,480   

3.900%, 02/01/35

    96,000        98,784   

4.100%, 02/01/45

    485,000        502,936   

4.550%, 04/01/46

    70,000        77,755   

JB Hunt Transport Services, Inc.

   

3.300%, 08/15/22

    490,000        512,254   

Norfolk Southern Corp.

   

5.590%, 05/17/25

    100,000        120,368   

Ryder System, Inc.

   

2.500%, 05/11/20

    844,000        854,918   

2.875%, 09/01/20

    330,000        337,924   

Union Pacific Corp.

   

6.250%, 05/01/34

    378,000        502,557   

United Parcel Service of America, Inc.

   

8.375%, 04/01/20

    75,000        92,381   

8.375%, 04/01/30 (d)

    377,000        559,635   
   

 

 

 
      8,639,416   
   

 

 

 

Trucking & Leasing—0.0%

  

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

   

2.875%, 07/17/18 (144A)

    93,000        94,800   
   

 

 

 

Water—0.0%

  

American Water Capital Corp.

   

3.850%, 03/01/24

    100,000        110,264   

6.593%, 10/15/37

    100,000        144,148   
   

 

 

 
      254,412   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $500,621,566)

      521,617,235   
   

 

 

 

 

MIST-156


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Convertible Bonds—19.6%

 

Security Description  

Principal
Amount*

    Value  

Aerospace/Defense—1.0%

  

Airbus Group SE

   

Zero Coupon, 06/14/21 (EUR)

    7,200,000      $ 8,670,460   

Zero Coupon, 07/01/22 (EUR)

    3,300,000        3,718,174   

MTU Aero Engines AG

   

0.125%, 05/17/23 (EUR)

    2,800,000        3,265,532   

Safran S.A.

   

Zero Coupon, 12/31/20 (EUR)

    3,559,000        3,774,912   
   

 

 

 
      19,429,078   
   

 

 

 

Apparel—0.3%

  

LVMH Moet Hennessy Louis Vuitton SE

   

Zero Coupon, 02/16/21

    2,155,500        5,423,868   
   

 

 

 

Auto Manufacturers—0.1%

  

Suzuki Motor Corp.

   

Zero Coupon, 03/31/21 (JPY)

    190,000,000        2,051,206   
   

 

 

 

Auto Parts & Equipment—0.1%

  

Valeo S.A.

   

Zero Coupon, 06/16/21

    2,000,000        2,137,500   
   

 

 

 

Banks—0.5%

  

Credit Agricole S.A.

   

Zero Coupon, 12/06/16 (EUR)

    4,597,600        3,481,015   

Shizuoka Bank, Ltd. (The)

   

Zero Coupon, 04/25/18

    4,500,000        4,410,000   

Yamaguchi Financial Group, Inc.

   

0.357%, 03/26/20 (c)

    2,500,000        2,583,750   
   

 

 

 
      10,474,765   
   

 

 

 

Biotechnology—0.5%

  

Illumina, Inc.

   

Zero Coupon, 06/15/19

    8,878,000        9,188,730   

0.500%, 06/15/21

    784,000        855,540   
   

 

 

 
      10,044,270   
   

 

 

 

Chemicals—0.3%

  

Brenntag Finance B.V.

   

1.875%, 12/02/22

    4,000,000        4,272,000   

Kansai Paint Co., Ltd.

   

Zero Coupon, 06/17/19 (JPY)

    120,000,000        1,258,542   

Toray Industries, Inc.

   

Zero Coupon, 08/30/19 (JPY)

    100,000,000        1,185,592   
   

 

 

 
      6,716,134   
   

 

 

 

Coal—0.2%

  

RAG-Stiftung

   

Zero Coupon, 12/31/18 (EUR)

    2,300,000        2,702,554   

Zero Coupon, 02/18/21 (EUR)

    600,000        747,746   
   

 

 

 
      3,450,300   
   

 

 

 

Commercial Services—0.3%

  

Macquarie Infrastructure Corp.

   

2.875%, 07/15/19

    2,682,000        3,142,969   

Commercial Services—(Continued)

  

Toppan Printing Co., Ltd.

   

Zero Coupon, 12/19/19 (JPY)

    200,000,000      2,069,917   
   

 

 

 
      5,212,886   
   

 

 

 

Computers—0.2%

  

Cap Gemini S.A.

   

Zero Coupon, 01/01/19 (EUR)

    4,311,200        4,287,978   
   

 

 

 

Electric—0.4%

  

Chugoku Electric Power Co., Inc. (The)

   

Zero Coupon, 03/25/20 (JPY)

    640,000,000        6,366,550   

Tohoku Electric Power Co., Inc.

   

Zero Coupon, 12/03/18 (JPY)

    200,000,000        1,982,644   
   

 

 

 
      8,349,194   
   

 

 

 

Food—0.1%

  

J Sainsbury plc

   

1.250%, 11/21/19 (GBP)

    1,200,000        1,606,396   
   

 

 

 

Gas—0.3%

  

National Grid North America, Inc.

   

0.900%, 11/02/20 (GBP)

    4,700,000        6,521,381   
   

 

 

 

Healthcare-Products—0.1%

  

QIAGEN NV

   

0.375%, 03/19/19

    1,600,000        1,787,200   

Terumo Corp.

   

Zero Coupon, 12/04/19 (JPY)

    120,000,000        1,369,163   
   

 

 

 
      3,156,363   
   

 

 

 

Healthcare-Services—0.3%

  

Anthem, Inc.

   

2.750%, 10/15/42

    3,160,000        5,533,950   
   

 

 

 

Holding Companies-Diversified—0.8%

  

Industrivarden AB

   

Zero Coupon, 05/15/19 (SEK)

    42,000,000        5,331,515   

1.875%, 02/27/17 (EUR)

    3,800,000        4,360,505   

Solidium Oy

   

Zero Coupon, 09/04/18 (EUR)

    1,800,000        2,081,679   

Wendel S.A.

   

Zero Coupon, 07/31/19 (EUR)

    6,962,900        4,223,130   
   

 

 

 
      15,996,829   
   

 

 

 

Home Furnishings—0.9%

  

Sony Corp.

   

Zero Coupon, 09/30/22 (JPY)

    199,000,000        2,082,627   

Steinhoff Finance Holdings GmbH

   

1.250%, 08/11/22 (EUR)

    11,800,000        13,626,677   

4.000%, 01/30/21 (EUR)

    1,600,000        2,608,507   
   

 

 

 
      18,317,811   
   

 

 

 

 

MIST-157


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Convertible Bonds—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Insurance—0.3%

  

Swiss Life Holding AG

   

Zero Coupon, 12/02/20 (CHF)

    4,270,000      $ 5,225,970   
   

 

 

 

Internet—0.8%

  

Priceline Group, Inc. (The)

   

0.350%, 06/15/20

    4,948,000        6,333,440   

0.900%, 09/15/21

    3,483,000        3,739,871   

1.000%, 03/15/18

    4,144,000        6,557,880   
   

 

 

 
      16,631,191   
   

 

 

 

Investment Company Security—0.2%

  

Ares Capital Corp.

   

4.375%, 01/15/19

    1,851,000        1,925,040   

4.750%, 01/15/18

    1,785,000        1,840,781   
   

 

 

 
      3,765,821   
   

 

 

 

Metal Fabricate/Hardware—0.1%

  

RTI International Metals, Inc.

   

1.625%, 10/15/19

    1,200,000        1,279,500   
   

 

 

 

Mining—0.2%

  

Newmont Mining Corp.

   

1.625%, 07/15/17

    2,921,000        3,183,890   

Royal Gold, Inc.

   

2.875%, 06/15/19

    1,456,000        1,626,170   
   

 

 

 
      4,810,060   
   

 

 

 

Miscellaneous Manufacturing—0.8%

  

Siemens Financieringsmaatschappij NV

   

1.050%, 08/16/17

    13,750,000        14,852,750   

1.650%, 08/16/19

    1,750,000        2,031,662   
   

 

 

 
      16,884,412   
   

 

 

 

Oil & Gas—0.9%

  

BP Capital Markets plc

   

1.000%, 04/28/23 (GBP)

    2,800,000        4,164,528   

Eni S.p.A.

   

Zero Coupon, 04/13/22 (EUR)

    3,500,000        4,095,283   

TOTAL S.A.

   

0.500%, 12/02/22

    9,200,000        9,360,080   
   

 

 

 
      17,619,891   
   

 

 

 

Oil & Gas Services—0.2%

  

Technip S.A.

   

0.875%, 01/25/21 (EUR)

    3,600,000        5,032,830   
   

 

 

 

Pharmaceuticals—0.3%

  

Teva Pharmaceutical Finance Co. LLC

   

0.250%, 02/01/26

    4,383,000        5,229,467   
   

 

 

 

Real Estate—1.6%

  

CapitaLand, Ltd.

   

1.850%, 06/19/20 (SGD)

    4,500,000        3,201,676   

1.950%, 10/17/23 (SGD)

    7,000,000        5,197,257   

Real Estate—(Continued)

  

Deutsche Wohnen AG

   

0.500%, 11/22/20 (EUR)

    4,500,000      9,409,006   

Grand City Properties S.A.

   

0.250%, 03/02/22 (EUR)

    7,500,000        8,846,376   

LEG Immobilien AG

   

0.500%, 07/01/21 (EUR)

    2,800,000        5,010,588   
   

 

 

 
      31,664,903   
   

 

 

 

Real Estate Investment Trusts—1.6%

  

British Land White 2015, Ltd.

   

Zero Coupon, 06/09/20 (GBP)

    3,500,000        4,282,478   

Derwent London Capital No.2 Jersey, Ltd.

   

1.125%, 07/24/19 (GBP)

    1,400,000        1,886,286   

Extra Space Storage L.P.

   

3.125%, 10/01/35 (144A)

    1,415,000        1,527,316   

Fonciere Des Regions

   

0.875%, 04/01/19 (EUR)

    7,448,000        8,483,625   

Ruby Assets Pte, Ltd.

   

1.600%, 02/01/17 (SGD)

    2,500,000        2,241,145   

SL Green Operating Partnership L.P.

   

3.000%, 10/15/17 (144A)

    1,000,000        1,392,500   

Spirit Realty Capital, Inc.

   

2.875%, 05/15/19

    2,926,000        3,231,401   

Unibail-Rodamco SE

   

Zero Coupon, 07/01/21 (EUR)

    1,459,600        5,291,121   

Zero Coupon, 01/01/22 (EUR)

    1,121,300        4,392,801   
   

 

 

 
      32,728,673   
   

 

 

 

Semiconductors—3.1%

  

Intel Corp.

   

2.950%, 12/15/35

    6,302,000        8,700,699   

3.250%, 08/01/39

    5,031,000        9,200,441   

Lam Research Corp.

   

1.250%, 05/15/18

    1,400,000        2,228,625   

Novellus Systems, Inc.

   

2.625%, 05/15/41

    5,546,000        15,449,076   

NVIDIA Corp.

   

1.000%, 12/01/18

    4,300,000        14,630,750   

STMicroelectronics NV

   

Zero Coupon, 07/03/19

    4,200,000        4,137,000   

1.000%, 07/03/21

    1,400,000        1,421,420   

Xilinx, Inc.

   

2.625%, 06/15/17

    4,248,000        7,991,550   
   

 

 

 
      63,759,561   
   

 

 

 

Software—0.6%

  

Citrix Systems, Inc.

   

0.500%, 04/15/19

    3,564,000        4,029,548   

Red Hat, Inc.

   

0.250%, 10/01/19

    6,920,000        8,758,125   
   

 

 

 
      12,787,673   
   

 

 

 

Telecommunications—1.3%

  

America Movil S.A.B. de C.V.

   

Zero Coupon, 05/28/20 (EUR)

    13,800,000        15,246,435   

 

MIST-158


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Convertible Bonds—(Continued)

 

Security Description  

Principal
Amount*/
Shares

    Value  

Telecommunications—(Continued)

  

Telefonica Participaciones S.A.U.

   

Zero Coupon, 03/09/21 (EUR)

    3,700,000      $ 4,183,825   

Vodafone Group plc

   

Zero Coupon, 11/26/20 (GBP)

    4,900,000        6,288,891   
   

 

 

 
      25,719,151   
   

 

 

 

Transportation—0.7%

  

Deutsche Post AG

   

0.600%, 12/06/19 (EUR)

    7,500,000        11,574,430   

Nagoya Railroad Co., Ltd.

   

Zero Coupon, 12/11/24 (JPY)

    240,000,000        2,666,733   
   

 

 

 
      14,241,163   
   

 

 

 

Water—0.5%

  

Suez

   

Zero Coupon, 02/27/20 (EUR)

    19,262,700        4,340,732   

Veolia Environnement S.A.

   

Zero Coupon, 03/15/21 (EUR)

    16,224,000        5,557,705   
   

 

 

 
      9,898,437   
   

 

 

 

Total Convertible Bonds
(Cost $392,052,377)

      395,988,612   
   

 

 

 
Convertible Preferred Stocks—0.8%   

Banks—0.7%

  

Wells Fargo & Co., Series L

   

7.500%, 12/31/49

    11,468        15,007,025   
   

 

 

 

Health Care Providers & Services—0.1%

  

Anthem, Inc.

   

5.250%, 05/01/18

    27,330        1,188,035   
   

 

 

 

Total Convertible Preferred Stocks
(Cost $15,348,983)

      16,195,060   
   

 

 

 
U.S. Treasury & Government Agencies—0.2%   

Federal Agencies—0.1%

  

Federal Farm Credit Bank

   

5.250%, 12/28/27

    585,000        764,093   

Tennessee Valley Authority

   

5.375%, 04/01/56

    350,000        495,240   
   

 

 

 
      1,259,333   
   

 

 

 

U.S. Treasury—0.1%

  

U.S. Treasury Notes

   

1.250%, 11/15/18

    3,140,000        3,168,703   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $4,283,951)

      4,428,036   
   

 

 

 
Preferred Stocks—0.2%   
Security Description  

Principal
Amount*/
Shares

    Value  

Household Products—0.2%

  

Henkel AG & Co. KGaA

    22,891      3,111,468   
   

 

 

 

Machinery—0.0%

  

Marcopolo S.A. (a)

    143,590        138,197   
   

 

 

 

Total Preferred Stocks
(Cost $2,883,129)

      3,249,665   
   

 

 

 
Municipals—0.1%   

American Municipal Power, Inc., Build America Bonds

   

5.939%, 02/15/47

    75,000        96,122   

7.499%, 02/15/50

    350,000        526,099   

Los Angeles, Department of Airports, Build America Bonds

   

6.582%, 05/15/39

    65,000        89,205   

Los Angeles, Unified School District, Build America Bonds

   

5.750%, 07/01/34

    100,000        133,856   

6.758%, 07/01/34

    75,000        108,782   

Ohio University, Revenue Bonds

   

5.590%, 12/01/2114

    300,000        368,571   

Port Authority of New York & New Jersey

   

4.458%, 10/01/62

    130,000        149,597   

5.647%, 11/01/40

    30,000        39,544   

State of California, Build America Bonds

   

7.300%, 10/01/39

    260,000        394,883   

State of Massachusetts, Build America Bonds

   

5.456%, 12/01/39

    150,000        205,909   

University of California, Build America Bonds

   

5.770%, 05/15/43

    140,000        185,920   

University of California, Revenue Bonds

   

1.023%, 07/01/41 (c)

    130,000        130,016   
   

 

 

 

Total Municipals
(Cost $2,122,384)

      2,428,504   
   

 

 

 
Foreign Government—0.1%   

Electric—0.0%

  

Hydro-Quebec

   

8.400%, 01/15/22

    165,000        215,163   

9.375%, 04/15/30

    275,000        460,467   
   

 

 

 
      675,630   
   

 

 

 

Provincial—0.1%

  

Province of Quebec Canada

   

6.350%, 01/30/26

    600,000        794,190   
   

 

 

 

Total Foreign Government
(Cost $1,487,397)

      1,469,820   
   

 

 

 

 

MIST-159


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Short-Term Investments—13.2%

 

Security Description  

Principal
Amount*

    Value  

Repurchase Agreement—11.3%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $228,352,433 on 10/03/16, collateralized by $228,840,000 U.S. Treasury Notes with rates ranging from 1.375% - 1.625%, maturity dates ranging from 11/30/20 - 01/31/21, with a value of $232,921,475.

    228,351,862      $ 228,351,862   
   

 

 

 

U.S. Treasury—1.9%

  

U.S. Treasury Bills

   

0.294%, 12/01/16 (e) (f)

    360,000        359,893   

0.318%, 01/05/17 (e) (f)

    2,560,000        2,558,177   

0.336%, 10/06/16 (e)

    4,240,000        4,239,962   

0.366%, 11/10/16 (e) (f) (g)

    28,000,000        27,994,176   

0.400%, 03/23/17 (e) (f)

    4,130,000        4,121,736   

0.504%, 03/30/17 (e) (f)

    95,000        94,795   
   

 

 

 
      39,368,739   
   

 

 

 

Total Short-Term Investments
(Cost $267,714,748)

      267,720,601   
   

 

 

 
Securities Lending Reinvestments (h)—0.8%   

Certificates of Deposit—0.1%

  

Abbey National Treasury Services

   

0.440%, 10/03/16

    100,000        100,000   

Bank of Montreal

   

0.500%, 10/24/16

    250,000        250,000   

Bank of Nova Scotia

   

0.750%, 10/19/16

    200,000        200,022   

Chiba Bank, Ltd., New York

   

0.870%, 11/30/16

    200,000        200,034   

DZ Bank AG

   

0.950%, 01/03/17

    250,000        250,000   

KBC Bank NV

   

1.000%, 01/04/17

    250,000        250,000   

Landesbank Baden-Wuerttemberg

   

0.450%, 10/03/16

    200,000        200,000   

National Bank of Canada

   

0.420%, 10/06/16

    200,000        200,000   

0.480%, 10/28/16

    100,000        99,999   

Norinchukin Bank

   

0.480%, 10/24/16

    50,000        50,000   

Standard Chartered Bank New York

   

0.910%, 12/16/16

    35,000        35,003   

Sumitomo Mitsui Trust Bank

   

0.540%, 10/26/16

    250,000        250,007   

Swedbank

   

0.350%, 10/03/16

    200,000        200,000   
   

 

 

 
      2,285,065   
   

 

 

 

Commercial Paper—0.1%

  

Albion Capital Corp.

   

0.720%, 10/25/16

    300,000      299,904   

Charta LLC

   

0.880%, 12/22/16

    400,000        399,236   

Credit Agricole Corporate and Investment Bank

   

0.610%, 11/01/16

    50,000        49,973   

Credit Suisse AG

   

0.971%, 10/19/16

    100,000        99,999   

Manhattan Asset Funding

   

0.740%, 11/28/16

    250,000        249,752   
   

 

 

 
      1,098,864   
   

 

 

 

Repurchase Agreements—0.6%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $1,600,124 on 10/03/16, collateralized by $1,512,024 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $1,632,000.

    1,600,000        1,600,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $1,600,111 on 10/03/16, collateralized by $1,570,757 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $1,632,001.

    1,600,000        1,600,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $1,200,045 on 10/03/16, collateralized by $946,560 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $1,224,017.

    1,200,000        1,200,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $1,500,117 on 10/03/16, collateralized by $1,432,019 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $1,530,640.

    1,500,000        1,500,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $497,509 on 10/03/16, collateralized by $411,018 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $507,439.

    497,489        497,489   

 

MIST-160


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (h)—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Repurchase Agreements—(Continued)

  

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $2,000,117 on 10/03/16, collateralized by $3,199,122 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $2,040,119.

    2,000,000      $ 2,000,000   

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $1,000,072 on 10/04/16, collateralized by $961,774 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $1,020,000.

    1,000,000        1,000,000   

Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $2,000,087 on 10/03/16, collateralized by $2,823,751 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $2,040,000.

    2,000,000        2,000,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $800,031 on 10/03/16, collateralized by $748,944 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $816,016.

    800,000        800,000   
   

 

 

 
      12,197,489   
   

 

 

 

Time Deposits—0.0%

  

ANZ London

   

0.420%, 10/03/16

    32,351        32,351   

DBS Bank, Ltd., Singapore

   

0.380%, 10/04/16

    100,000        100,000   

Den Norske Bank, Oslo

   

0.400%, 10/03/16

    200,000        200,000   

Royal Bank of Canada

   

0.280%, 10/03/16

    200,000        200,000   
   

 

 

 
      532,351   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $16,113,649)

      16,113,769   
   

 

 

 

Total Investments—95.2%
(Cost $1,863,198,999) (i)

      1,925,501,995   

Other assets and liabilities (net)—4.8%

      98,028,707   
   

 

 

 
Net Assets—100.0%     $ 2,023,530,702   
   

 

 

 
* 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 September 30, 2016, the market value of securities loaned was $15,190,955 and the collateral received consisted of cash in the amount of $15,613,777. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) Variable or floating rate security. The stated rate represents the rate at September 30, 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) The rate shown represents current yield to maturity.
(f) All or a portion of the security was pledged as collateral against open futures contracts. As of September 30, 2016, the market value of securities pledged was $7,618,839.
(g) All or a portion of the security was pledged as collateral against open centrally cleared swap contracts. As of September 30, 2016, the market value of securities pledged was $21,482,837.
(h) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(i) As of September 30, 2016, the aggregate cost of investments was $1,863,198,999. The aggregate unrealized appreciation and depreciation of investments were $118,800,450 and $(56,497,454), respectively, resulting in net unrealized appreciation of $62,302,996.
(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 September 30, 2016, the market value of 144A securities was $58,936,515, which is 2.9% 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-161


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
AUD     19,534,729      

Royal Bank of Canada

       10/26/16         $ 14,863,702         $ 80,422   
AUD     9,271,232      

BNP Paribas S.A.

       12/22/16           7,039,758           43,455   
CHF     9,735,791      

Citibank N.A.

       10/26/16           10,044,330           (9,966
CHF     8,367,238      

Royal Bank of Canada

       12/22/16           8,684,590           (30,191
DKK     8,388,084      

Goldman Sachs & Co.

       10/26/16           1,261,753           5,189   
EUR     3,692,565      

Citibank N.A.

       10/26/16           4,160,722           (8,445
EUR     1,881,944      

Societe Generale

       10/26/16           2,119,870           (3,631
EUR     1,179,851      

Standard Chartered Bank

       10/26/16           1,324,437           2,301   
GBP     449,327      

Citibank N.A.

       12/22/16           587,357           (4,003
GBP     345,562      

Royal Bank of Canada

       12/22/16           447,641           996   
HKD     32,390,620      

Australia & New Zealand Banking Group, Ltd.

       10/26/16           4,177,710           (820
HKD     37,730,116      

Royal Bank of Canada

       12/22/16           4,869,337           (1,073
ILS     4,725,919      

BNP Paribas S.A.

       10/26/16           1,256,666           5,288   
JPY     741,504,237      

Citibank N.A.

       10/26/16           7,358,079           (39,172
JPY     121,161,000      

Standard Chartered Bank

       10/26/16           1,172,734           23,168   
JPY     299,827,120      

State Street Bank and Trust

       10/26/16           2,849,875           109,524   
SEK     47,276,259      

Toronto Dominion Bank

       10/26/16           5,534,392           (17,450
SEK     8,757,478      

Standard Chartered Bank

       12/22/16           1,029,878           (4,935
SGD     3,681,607      

State Street Bank and Trust

       12/22/16           2,704,485           (3,915

Contracts to Deliver

                                 
CHF     3,675,730      

Citibank N.A.

       10/26/16           3,746,280           (42,176
DKK     28,013,321      

Goldman Sachs & Co.

       12/22/16           4,240,501           (2,187
EUR     128,759,568      

Citibank N.A.

       10/26/16           142,545,753           (2,243,938
EUR     2,427,734      

Citibank N.A.

       10/26/16           2,706,843           (23,136
EUR     1,950,935      

Citibank N.A.

       10/26/16           2,189,620           (4,200
EUR     1,906,163      

Citibank N.A.

       10/26/16           2,134,301           (9,172
EUR     2,661,224      

Royal Bank of Canada

       10/26/16           2,961,248           (31,289
EUR     1,900,808      

Standard Chartered Bank

       10/26/16           2,102,115           (35,337
EUR     1,484,433      

State Street Bank and Trust

       10/26/16           1,657,780           (11,460
EUR     19,608,541      

Toronto Dominion Bank

       10/26/16           21,988,233           (61,503
EUR     765,676      

BNP Paribas S.A.

       12/22/16           859,278           (3,997
EUR     1,872,536      

Citibank N.A.

       12/22/16           2,102,054           (9,172
EUR     3,344,443      

State Street Bank and Trust

       12/22/16           3,773,280           2,524   
GBP     16,055,005      

Citibank N.A.

       10/26/16           21,307,223           487,987   
GBP     2,390,941      

Citibank N.A.

       10/26/16           3,151,111           50,672   
GBP     7,867,368      

Standard Chartered Bank

       10/26/16           10,231,819           29,854   
GBP     811,610      

Citibank N.A.

       12/22/16           1,055,655           1,955   
GBP     4,688,883      

State Street Bank and Trust

       12/22/16           6,075,069           (12,430
JPY     2,666,370,188      

Goldman Sachs & Co.

       10/26/16           25,213,616           (1,104,395
JPY     10,541,792      

Goldman Sachs & Co.

       12/22/16           105,148           824   
JPY     150,417,630      

HSBC Bank plc

       12/22/16           1,498,376           9,812   
NOK     47,095,510      

Citibank N.A.

       10/26/16           5,787,703           (103,705
NOK     9,128,832      

Merrill Lynch International

       12/22/16           1,123,443           (18,681
SEK     38,232,800      

Goldman Sachs & Co.

       10/26/16           4,460,883           (725
SGD     13,701,947      

Credit Suisse International

       10/26/16           10,101,679           52,422   
SGD     7,694,694      

Societe Generale

       10/26/16           5,662,251           18,824   
                   

 

 

 

Net Unrealized Depreciation

  

     $ (2,915,887
                   

 

 

 

Futures Contracts

 

Futures Contracts—Long

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

Aluminum Futures

     01/16/17         105         USD         4,280,042       $ 123,395   

Brent Crude Oil Futures

     11/30/16         174         USD         8,084,373         746,127   

 

MIST-162


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Futures Contracts—(Continued)

 

Futures Contracts—Long

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

Coffee “C” Futures

     03/21/17         40        USD         2,220,116      $ 103,384   

Copper Futures

     03/29/17         123        USD         6,760,021        66,479   

Corn Futures

     12/14/16         340        USD         7,356,291        (1,631,540

Cotton No. 2 Futures

     12/07/16         41        USD         1,341,234        54,406   

Gasoline RBOB Futures

     10/31/16         63        USD         3,354,230        517,133   

Gold 100 oz. Futures

     12/28/16         89        USD         11,115,322        606,868   

Hang Seng Index Futures

     10/28/16         133        HKD         156,353,976        (170,508

KC HRW Wheat Futures

     12/14/16         41        USD         890,908        (39,133

Lean Hogs Futures

     10/14/16         61        USD         1,653,280        (457,070

Live Cattle Futures

     02/28/17         51        USD         2,173,940        (121,700

MSCI Emerging Markets Mini Index Futures

     12/16/16         371        USD         16,890,528        36,347   

Natural Gas Futures

     10/27/16         301        USD         8,695,986        51,074   

Natural Gas Futures

     05/26/17         294        USD         9,016,573        (214,213

New York Harbor ULSD Futures

     10/31/16         68        USD         3,979,761        413,623   

Nickel Futures

     12/19/16         34        USD         1,886,695        269,993   

S&P 500 E-Mini Index Futures

     12/16/16         3,126        USD         330,784,400        6,886,120   

Silver Futures

     12/28/16         49        USD         4,271,703        435,727   

Soybean Futures

     11/14/16         109        USD         6,268,947        (1,069,647

Soybean Futures

     11/14/17         47        USD         2,215,364        24,774   

Soybean Meal Futures

     12/14/16         85        USD         2,816,241        (269,641

Soybean Oil Futures

     01/13/17         130        USD         2,641,896        (15,635

Sugar No. 11 Futures

     02/28/17         200        USD         4,675,630        476,370   

U.S. Treasury Long Bond Futures

     12/20/16         177        USD         30,246,358        (482,702

U.S. Treasury Note 10 Year Futures

     12/20/16         825        USD         107,709,941        468,184   

U.S. Treasury Note 2 Year Futures

     12/30/16         56        USD         12,234,552        (302

U.S. Treasury Ultra Long Bond Futures

     12/20/16         129        USD         24,155,547        (435,672

WTI Light Sweet Crude Oil Futures

     10/19/16         188        USD         8,554,911        514,209   

Wheat Futures

     12/14/16         116        USD         3,119,342        (787,742

Zinc Futures

     11/14/16         52        USD         2,935,232        152,593   

Zinc Futures

     03/13/17         52        USD         3,057,107        42,743   

Futures Contracts—Short

                         

Aluminum Futures

     01/16/17         (2     USD         (81,044     (2,831

Euro-Bund Futures

     12/08/16         (378     EUR         (62,097,442     (603,416

MSCI EAFE Mini Index Futures

     12/16/16         (122     USD         (10,300,822     (110,048

Natural Gas Futures

     04/26/17         (294     USD         (8,933,107     218,947   

Soybean Futures

     07/14/17         (47     USD         (2,306,086     9,549   

TOPIX Index Futures

     12/08/16         (307     JPY         (4,033,253,750     (279,634

U.S. Treasury Note 10 Year Futures

     12/20/16         (243     USD         (31,890,071     26,696   

U.S. Treasury Note 2 Year Futures

     12/30/16         (140     USD         (30,554,713     (30,912

U.S. Treasury Note 5 Year Futures

     12/30/16         (29     USD         (3,521,557     (2,396

U.S. Treasury Ultra Long Bond Futures

     12/20/16         (80     USD         (14,956,600     246,600   

United Kingdom Long Gilt Bond Futures

     12/28/16         (351     GBP         (45,259,271     (594,257

Zinc Futures

     11/14/16         (52     USD         (3,052,243     (35,582

Zinc Futures

     03/13/17         (1     USD         (58,222     (1,390
            

 

 

 

Net Unrealized Appreciation

             $ 5,135,370   
            

 

 

 

 

MIST-163


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Swap Agreements

 

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

   Floating
Rate Index
   Fixed
Rate
    Maturity
Date
   Notional
Amount
     Unrealized
Depreciation
 

Pay

   3M LIBOR      1.309   07/08/26      USD         41,200,000       $ (523,397

Pay

   3M LIBOR      1.330   06/29/26      USD         188,100,000         (2,156,702

Pay

   3M LIBOR      1.420   08/31/26      USD         180,000,000         (1,093,329

Pay

   3M LIBOR      1.423   08/15/26      USD         181,300,000         (1,101,803
                

 

 

 

Net Unrealized Depreciation

  

   $ (4,875,231
                

 

 

 

 

(AUD)— Australian 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

 

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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Common Stocks            

Aerospace & Defense

   $ 3,462,023       $ 13,426,236       $ —         $ 16,888,259   

Air Freight & Logistics

     206,362         3,563,393         —           3,769,755   

Airlines

     1,443,382         2,057,785         —           3,501,167   

Auto Components

     591,502         5,232,807         —           5,824,309   

Automobiles

     3,073,059         12,638,222         —           15,711,281   

Banks

     23,373,139         27,644,614         —           51,017,753   

Beverages

     8,771,926         14,183,210         —           22,955,136   

Biotechnology

     6,679,128         6,683,009         —           13,362,137   

Building Products

     888,623         3,903,665         —           4,792,288   

Capital Markets

     7,041,360         7,805,214         —           14,846,574   

Chemicals

     4,174,807         2,161,237         —           6,336,044   

Commercial Services & Supplies

     —           2,743,488         —           2,743,488   

Communications Equipment

     1,055,546         —           —           1,055,546   

Construction & Engineering

     377,458         2,690,974         —           3,068,432   

Construction Materials

     1,150,903         —           —           1,150,903   

Consumer Finance

     1,791,073         —           —           1,791,073   

 

MIST-164


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2      Level 3      Total  

Containers & Packaging

   $ 1,188,258       $ —         $ —         $ 1,188,258   

Diversified Financial Services

     2,903,812         5,550,960         —           8,454,772   

Diversified Telecommunication Services

     3,513,647         32,537,138         —           36,050,785   

Electric Utilities

     4,131,807         14,406,434         —           18,538,241   

Electrical Equipment

     1,397,275         —           —           1,397,275   

Electronic Equipment, Instruments & Components

     1,244,530         5,204,853         —           6,449,383   

Energy Equipment & Services

     1,366,031         2,784,918         —           4,150,949   

Equity Real Estate Investment Trusts

     5,462,290         9,802,059         —           15,264,349   

Food & Staples Retailing

     5,364,883         7,323,863         —           12,688,746   

Food Products

     2,489,517         12,026,711         —           14,516,228   

Gas Utilities

     —           8,857,981         —           8,857,981   

Health Care Equipment & Supplies

     3,732,009         2,313,170         —           6,045,179   

Health Care Providers & Services

     5,865,273         4,261,321         —           10,126,594   

Hotels, Restaurants & Leisure

     2,768,908         4,872,649         —           7,641,557   

Household Durables

     1,535,405         3,554,812         —           5,090,217   

Household Products

     4,154,799         4,397,715         —           8,552,514   

Industrial Conglomerates

     4,852,884         9,198,845         —           14,051,729   

Insurance

     5,577,084         25,713,940         —           31,291,024   

Internet & Direct Marketing Retail

     3,899,353         —           —           3,899,353   

Internet Software & Services

     14,347,137         3,754,458         —           18,101,595   

IT Services

     11,371,220         11,140,547         —           22,511,767   

Life Sciences Tools & Services

     1,571,301         —           —           1,571,301   

Machinery

     5,112,161         1,444,982         —           6,557,143   

Media

     8,823,367         12,417,312         —           21,240,679   

Metals & Mining

     699,905         9,237,688         —           9,937,593   

Multi-Utilities

     2,496,390         3,156,511         —           5,652,901   

Multiline Retail

     1,584,385         1,569,606         —           3,153,991   

Oil, Gas & Consumable Fuels

     16,356,660         12,616,941         —           28,973,601   

Paper & Forest Products

     —           1,872,348         —           1,872,348   

Personal Products

     —           3,193,790         —           3,193,790   

Pharmaceuticals

     12,632,649         48,245,052         —           60,877,701   

Professional Services

     —           4,554,298         —           4,554,298   

Real Estate Management & Development

     —           12,029,412         —           12,029,412   

Road & Rail

     3,168,786         6,385,381         —           9,554,167   

Semiconductors & Semiconductor Equipment

     12,509,161         6,742,412         —           19,251,573   

Software

     9,139,958         3,590,567         —           12,730,525   

Specialty Retail

     7,552,843         4,424,555         —           11,977,398   

Technology Hardware, Storage & Peripherals

     11,414,026         —           —           11,414,026   

Textiles, Apparel & Luxury Goods

     717,126         2,463,301         —           3,180,427   

Thrifts & Mortgage Finance

     —           2,173,032         —           2,173,032   

Tobacco

     2,358,184         23,140,961         —           25,499,145   

Trading Companies & Distributors

     —           2,848,187         —           2,848,187   

Transportation Infrastructure

     729,553         —           —           729,553   

Water Utilities

     —           1,069,230         —           1,069,230   

Wireless Telecommunication Services

     722,970         11,843,061         —           12,566,031   

Total Common Stocks

     248,835,838         447,454,855         —           696,290,693   

Total Corporate Bonds & Notes*

     —           521,617,235         —           521,617,235   

Total Convertible Bonds*

     —           395,988,612         —           395,988,612   

Total Convertible Preferred Stocks*

     16,195,060         —           —           16,195,060   

Total U.S. Treasury & Government Agencies*

     —           4,428,036         —           4,428,036   
Preferred Stocks            

Household Products

     —           3,111,468         —           3,111,468   

Machinery

     138,197         —           —           138,197   

Total Preferred Stocks

     138,197         3,111,468         —           3,249,665   

Total Municipals

     —           2,428,504         —           2,428,504   

Total Foreign Government*

     —           1,469,820         —           1,469,820   

 

MIST-165


Table of Contents

Met Investors Series Trust

JPMorgan Global Active Allocation Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  
Short-Term Investments          

Repurchase Agreement

   $ —        $ 228,351,862      $ —         $ 228,351,862   

U.S. Treasury

     —          39,368,739        —           39,368,739   

Total Short-Term Investments

     —          267,720,601        —           267,720,601   
Securities Lending Reinvestments          

Certificates of Deposit

     —          2,285,065        —           2,285,065   

Commercial Paper

     —          1,098,864        —           1,098,864   

Repurchase Agreements

     —          12,197,489        —           12,197,489   

Time Deposits

     —          532,351        —           532,351   

Total Securities Lending Reinvestments

     —          16,113,769        —           16,113,769   

Total Investments

   $ 265,169,095      $ 1,660,332,900      $ —         $ 1,925,501,995   
                                   

Collateral for Securities Loaned (Liability)

   $ —        $ (15,613,777   $ —         $ (15,613,777
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —        $ 925,217      $ —         $ 925,217   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —          (3,841,104     —           (3,841,104

Total Forward Contracts

   $ —        $ (2,915,887   $ —         $ (2,915,887
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 12,491,341      $ —        $ —         $ 12,491,341   

Futures Contracts (Unrealized Depreciation)

     (7,355,971     —          —           (7,355,971

Total Futures Contracts

   $ 5,135,370      $ —        $ —         $ 5,135,370   
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Depreciation)

   $ —        $ (4,875,231   $ —         $ (4,875,231

 

* See Consolidated Schedule of Investments for additional detailed categorizations.

Transfers from Level 2 to Level 1 in the amount of $3,194,774 were due to the discontinuation of a systematic fair valuation model factor.

 

MIST-166


Table of Contents

Met Investors Series Trust

JPMorgan Small Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—97.2% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—2.3%

  

AAR Corp.

    69,700      $ 2,183,004   

Curtiss-Wright Corp.

    25,100        2,286,861   

DigitalGlobe, Inc. (a)

    224,600        6,176,500   

Moog, Inc. - Class A (a)

    26,800        1,595,672   
   

 

 

 
      12,242,037   
   

 

 

 

Air Freight & Logistics—0.2%

  

Atlas Air Worldwide Holdings, Inc. (a)

    22,800        976,296   
   

 

 

 

Airlines—0.3%

  

Alaska Air Group, Inc.

    26,000        1,712,360   
   

 

 

 

Auto Components—1.7%

  

Cooper Tire & Rubber Co.

    139,300        5,296,186   

Dana, Inc.

    180,900        2,820,231   

Stoneridge, Inc. (a)

    48,100        885,040   
   

 

 

 
      9,001,457   
   

 

 

 

Banks—17.5%

  

1st Source Corp.

    33,591        1,199,031   

American National Bankshares, Inc.

    2,000        55,900   

BancFirst Corp.

    20,000        1,450,200   

BancorpSouth, Inc.

    116,500        2,702,800   

Bank of Hawaii Corp.

    51,000        3,703,620   

Brookline Bancorp, Inc.

    23,400        285,246   

Bryn Mawr Bank Corp.

    9,600        307,104   

Capital Bank Financial Corp. - Class A

    72,400        2,324,764   

Cascade Bancorp (a)

    25,871        156,778   

Cathay General Bancorp

    64,300        1,979,154   

Central Pacific Financial Corp.

    150,901        3,801,196   

Central Valley Community Bancorp (b)

    7,500        118,950   

Century Bancorp, Inc. - Class A

    2,600        117,832   

Citizens & Northern Corp.

    6,000        131,820   

City Holding Co.

    45,109        2,268,532   

CoBiz Financial, Inc.

    2,740        36,469   

Columbia Banking System, Inc.

    17,000        556,240   

Community Bank System, Inc.

    42,300        2,035,053   

Community Trust Bancorp, Inc.

    38,116        1,414,485   

Customers Bancorp, Inc. (a)

    47,800        1,202,648   

East West Bancorp, Inc.

    3,828        140,526   

FCB Financial Holdings, Inc. - Class A (a)

    114,600        4,404,078   

Financial Institutions, Inc.

    21,699        588,260   

First Bancorp

    9,400        186,026   

First BanCorp (a)

    381,100        1,981,720   

First Busey Corp.

    31,855        719,923   

First Citizens BancShares, Inc. - Class A

    2,600        764,114   

First Commonwealth Financial Corp.

    378,500        3,819,065   

First Community Bancshares, Inc.

    18,800        466,240   

First Financial Bancorp

    33,700        736,008   

First Financial Bankshares, Inc. (b)

    23,600        859,984   

First Financial Corp.

    6,500        264,420   

First Hawaiian, Inc. (a)

    30,100        808,486   

First Interstate BancSystem, Inc. - Class A

    27,600        869,676   

Flushing Financial Corp.

    45,500        1,079,260   

Fulton Financial Corp.

    110,200        1,600,104   

Glacier Bancorp, Inc.

    66,100        1,885,172   

Banks—(Continued)

  

Great Southern Bancorp, Inc.

    11,500      $ 468,050   

Great Western Bancorp, Inc.

    46,100        1,536,052   

Guaranty Bancorp

    14,200        253,470   

Hancock Holding Co.

    103,700        3,362,991   

Heritage Financial Corp.

    7,634        137,030   

Hope Bancorp, Inc.

    246,029        4,273,524   

Independent Bank Corp.

    6,500        109,395   

Investors Bancorp, Inc.

    303,300        3,642,633   

Lakeland Bancorp, Inc.

    3,122        43,833   

Lakeland Financial Corp.

    13,000        460,460   

MainSource Financial Group, Inc.

    52,104        1,299,995   

Mercantile Bank Corp.

    5,900        158,415   

OFG Bancorp

    175,445        1,773,749   

Pacific Continental Corp.

    24,385        410,156   

PacWest Bancorp

    48,500        2,081,135   

Park Sterling Corp.

    16,400        133,168   

Preferred Bank

    5,500        196,625   

Republic Bancorp, Inc. - Class A

    6,100        189,588   

S&T Bancorp, Inc.

    6,800        197,132   

Sandy Spring Bancorp, Inc.

    8,300        253,814   

Sierra Bancorp

    5,300        99,428   

Southside Bancshares, Inc.

    23,556        758,032   

Southwest Bancorp, Inc.

    37,900        719,721   

State Bank Financial Corp.

    17,900        408,478   

Stock Yards Bancorp, Inc.

    5,900        194,464   

Suffolk Bancorp

    5,400        187,758   

Tompkins Financial Corp.

    6,859        524,096   

TriState Capital Holdings, Inc. (a)

    8,000        129,200   

Trustmark Corp.

    110,400        3,042,624   

UMB Financial Corp.

    58,300        3,465,935   

Umpqua Holdings Corp.

    183,861        2,767,108   

Union Bankshares Corp.

    125,274        3,353,585   

Univest Corp. of Pennsylvania

    3,734        87,226   

Valley National Bancorp

    23,574        229,375   

Washington Trust Bancorp, Inc.

    11,900        478,618   

Webster Financial Corp.

    34,800        1,322,748   

West Bancorp, Inc.

    10,709        209,896   

Westamerica Bancorp (b)

    107,200        5,454,336   

Western Alliance Bancorp (a)

    4,864        182,595   
   

 

 

 
      91,617,322   
   

 

 

 

Biotechnology—1.9%

  

ACADIA Pharmaceuticals, Inc. (a) (b)

    10,500        334,005   

Acorda Therapeutics, Inc. (a)

    18,000        375,840   

Adverum Biotechnologies, Inc. (a)

    2,400        9,864   

AMAG Pharmaceuticals, Inc. (a)

    20,300        497,553   

Ardelyx, Inc. (a)

    65,000        841,100   

Cara Therapeutics, Inc. (a) (b)

    12,200        101,870   

Chimerix, Inc. (a)

    93,100        515,774   

Enanta Pharmaceuticals, Inc. (a)

    25,900        689,199   

Epizyme, Inc. (a)

    3,900        38,376   

Five Prime Therapeutics, Inc. (a) (b)

    13,800        724,362   

Idera Pharmaceuticals, Inc. (a) (b)

    518,300        1,326,848   

Immune Design Corp. (a)

    4,300        32,594   

Insmed, Inc. (a)

    13,100        190,212   

Karyopharm Therapeutics, Inc. (a) (b)

    1,800        17,514   

MacroGenics, Inc. (a)

    4,500        134,595   

 

MIST-167


Table of Contents

Met Investors Series Trust

JPMorgan Small Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Biotechnology—(Continued)

  

NantKwest, Inc. (a) (b)

    22,900      $ 178,162   

PTC Therapeutics, Inc. (a)

    48,700        682,287   

Radius Health, Inc. (a)

    19,500        1,054,755   

Rigel Pharmaceuticals, Inc. (a)

    188,800        692,896   

Sage Therapeutics, Inc. (a)

    1,600        73,680   

Seres Therapeutics, Inc. (a) (b)

    23,300        286,357   

Ultragenyx Pharmaceutical, Inc. (a)

    3,600        255,384   

Versartis, Inc. (a) (b)

    41,300        505,925   

Voyager Therapeutics, Inc. (a) (b)

    21,200        254,612   

Zafgen, Inc. (a)

    4,300        14,233   
   

 

 

 
      9,827,997   
   

 

 

 

Building Products—0.1%

   

Gibraltar Industries, Inc. (a)

    7,400        274,910   
   

 

 

 

Capital Markets—1.3%

   

Arlington Asset Investment Corp. - Class A (b)

    13,600        201,144   

Cowen Group, Inc. - Class A (a) (b)

    225,200        817,476   

Investment Technology Group, Inc.

    15,700        269,098   

KCG Holdings, Inc. - Class A (a)

    229,400        3,562,582   

Oppenheimer Holdings, Inc. - Class A

    14,209        203,047   

Stifel Financial Corp. (a)

    38,400        1,476,480   

Virtus Investment Partners, Inc.

    5,400        528,444   
   

 

 

 
      7,058,271   
   

 

 

 

Chemicals—1.7%

   

American Vanguard Corp.

    29,200        468,952   

Innophos Holdings, Inc.

    34,700        1,354,341   

Innospec, Inc.

    14,000        851,340   

Minerals Technologies, Inc.

    32,600        2,304,494   

Rayonier Advanced Materials, Inc. (b)

    275,200        3,679,424   

Valvoline, Inc. (a)

    12,200        286,578   
   

 

 

 
      8,945,129   
   

 

 

 

Commercial Services & Supplies—2.4%

   

ACCO Brands Corp. (a)

    452,600        4,363,064   

ARC Document Solutions, Inc. (a)

    164,980        617,025   

Ennis, Inc.

    26,000        438,100   

Essendant, Inc.

    37,500        769,500   

Quad/Graphics, Inc.

    107,007        2,859,227   

VSE Corp.

    40,500        1,376,595   

West Corp.

    103,900        2,294,112   
   

 

 

 
      12,717,623   
   

 

 

 

Communications Equipment—1.6%

   

Bel Fuse, Inc. - Class B

    49,300        1,190,102   

Black Box Corp.

    121,192        1,684,569   

Comtech Telecommunications Corp.

    46,782        599,277   

InterDigital, Inc.

    20,900        1,655,280   

NETGEAR, Inc. (a)

    49,700        3,006,353   
   

 

 

 
      8,135,581   
   

 

 

 

Construction & Engineering—1.3%

   

Argan, Inc.

    11,110        657,601   

Comfort Systems USA, Inc.

    7,800        228,618   

Construction & Engineering—(Continued)

   

EMCOR Group, Inc.

    95,100      5,669,862   
   

 

 

 
      6,556,081   
   

 

 

 

Consumer Finance—0.8%

   

EZCORP, Inc. - Class A (a)

    105,100        1,162,406   

FirstCash, Inc.

    40,824        1,921,994   

Nelnet, Inc. - Class A

    28,200        1,138,434   
   

 

 

 
      4,222,834   
   

 

 

 

Containers & Packaging—0.3%

  

Graphic Packaging Holding Co.

    114,100        1,596,259   

Myers Industries, Inc.

    17,000        220,830   
   

 

 

 
      1,817,089   
   

 

 

 

Diversified Consumer Services—1.6%

  

Ascent Capital Group, Inc. - Class A (a)

    87,800        2,034,326   

DeVry Education Group, Inc. (b)

    87,700        2,022,362   

K12, Inc. (a)

    126,100        1,809,535   

Regis Corp. (a)

    185,400        2,326,770   
   

 

 

 
      8,192,993   
   

 

 

 

Diversified Financial Services—0.1%

  

FNFV Group (a)

    20,800        259,584   

Marlin Business Services Corp.

    10,074        195,234   
   

 

 

 
      454,818   
   

 

 

 

Diversified Telecommunication Services—0.8%

  

Intelsat S.A. (a)

    65,300        176,963   

Windstream Holdings, Inc. (b)

    389,200        3,911,460   
   

 

 

 
      4,088,423   
   

 

 

 

Electric Utilities—1.7%

  

El Paso Electric Co.

    92,505        4,326,459   

Portland General Electric Co.

    102,700        4,373,993   

Spark Energy, Inc. - Class A (b)

    6,700        195,171   
   

 

 

 
      8,895,623   
   

 

 

 

Electrical Equipment—0.2%

  

General Cable Corp.

    58,200        871,836   
   

 

 

 

Electronic Equipment, Instruments & Components—3.3%

  

Benchmark Electronics, Inc. (a)

    207,900        5,187,105   

Insight Enterprises, Inc. (a)

    63,500        2,066,925   

InvenSense, Inc. (a)

    210,200        1,559,684   

Sanmina Corp. (a)

    18,900        538,083   

SYNNEX Corp.

    17,400        1,985,514   

Tech Data Corp. (a)

    37,900        3,210,509   

Vishay Intertechnology, Inc.

    201,500        2,839,135   
   

 

 

 
      17,386,955   
   

 

 

 

Energy Equipment & Services—1.6%

  

Archrock, Inc.

    12,400        162,192   

Atwood Oceanics, Inc. (b)

    37,900        329,351   

 

MIST-168


Table of Contents

Met Investors Series Trust

JPMorgan Small Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Energy Equipment & Services—(Continued)

  

Geospace Technologies Corp. (a)

    10,400      $ 202,592   

Parker Drilling Co. (a)

    96,200        208,754   

Pioneer Energy Services Corp. (a)

    407,100        1,644,684   

SEACOR Holdings, Inc. (a)

    23,200        1,380,168   

Seadrill, Ltd. (a) (b)

    1,167,600        2,767,212   

Unit Corp. (a)

    82,700        1,538,220   
   

 

 

 
      8,233,173   
   

 

 

 

Equity Real Estate Investment Trusts—9.5%

  

American Assets Trust, Inc.

    7,200        312,336   

Apartment Investment & Management Co. - Class A

    61,200        2,809,692   

Ashford Hospitality Trust, Inc.

    277,895        1,636,801   

CBL & Associates Properties, Inc.

    112,400        1,364,536   

Cedar Realty Trust, Inc.

    85,300        614,160   

CoreSite Realty Corp.

    25,800        1,910,232   

DCT Industrial Trust, Inc.

    97,975        4,756,686   

DiamondRock Hospitality Co.

    99,000        900,900   

DuPont Fabros Technology, Inc.

    21,600        891,000   

EPR Properties

    20,500        1,614,170   

FelCor Lodging Trust, Inc.

    220,769        1,419,545   

First Industrial Realty Trust, Inc.

    39,100        1,103,402   

First Potomac Realty Trust

    151,600        1,387,140   

Franklin Street Properties Corp.

    50,400        635,040   

Getty Realty Corp.

    45,429        1,087,116   

Gladstone Commercial Corp.

    22,700        422,901   

Government Properties Income Trust

    141,700        3,205,254   

Gramercy Property Trust

    61,300        590,932   

Highwoods Properties, Inc.

    9,200        479,504   

Hospitality Properties Trust

    49,500        1,471,140   

InfraREIT, Inc.

    66,000        1,197,240   

Kite Realty Group Trust

    37,700        1,045,044   

LaSalle Hotel Properties

    24,600        587,202   

LTC Properties, Inc.

    30,700        1,596,093   

Mack-Cali Realty Corp.

    39,500        1,075,190   

Mid-America Apartment Communities, Inc.

    4,432        416,564   

Monogram Residential Trust, Inc.

    72,500        771,400   

Pebblebrook Hotel Trust

    39,900        1,061,340   

Pennsylvania Real Estate Investment Trust

    93,200        2,146,396   

Potlatch Corp.

    57,000        2,216,730   

PS Business Parks, Inc.

    26,100        2,964,177   

RAIT Financial Trust

    143,200        484,016   

RLJ Lodging Trust

    98,500        2,071,455   

Saul Centers, Inc.

    3,700        246,420   

Silver Bay Realty Trust Corp.

    20,100        352,353   

Sunstone Hotel Investors, Inc.

    139,973        1,790,255   

Taubman Centers, Inc.

    4,300        319,963   

Urstadt Biddle Properties, Inc. - Class A

    24,200        537,724   

Washington Prime Group, Inc.

    1,847        22,866   

Washington Real Estate Investment Trust

    2,900        90,248   
   

 

 

 
      49,605,163   
   

 

 

 

Food & Staples Retailing—0.2%

  

SpartanNash Co.

    28,500        824,220   

U.S. Foods Holding Corp. (a)

    18,100        427,341   
   

 

 

 
      1,251,561   
   

 

 

 

Food Products—0.6%

  

Darling Ingredients, Inc. (a)

    163,700      2,211,587   

Dean Foods Co.

    18,300        300,120   

Fresh Del Monte Produce, Inc.

    13,300        796,670   
   

 

 

 
      3,308,377   
   

 

 

 

Gas Utilities—2.1%

  

Northwest Natural Gas Co.

    69,500        4,177,645   

Southwest Gas Corp.

    46,800        3,269,448   

Spire, Inc.

    55,339        3,527,308   
   

 

 

 
      10,974,401   
   

 

 

 

Health Care Equipment & Supplies—1.0%

  

Halyard Health, Inc. (a)

    70,800        2,453,928   

Inogen, Inc. (a)

    12,500        748,750   

Quidel Corp. (a)

    53,300        1,177,397   

SurModics, Inc. (a)

    28,886        869,180   
   

 

 

 
      5,249,255   
   

 

 

 

Health Care Providers & Services—2.3%

  

Addus HomeCare Corp. (a)

    19,100        499,656   

Alliance HealthCare Services, Inc. (a)

    3,917        26,871   

Community Health Systems, Inc. (a)

    12,300        141,942   

Cross Country Healthcare, Inc. (a)

    153,700        1,810,586   

Healthways, Inc. (a)

    153,200        4,053,672   

Molina Healthcare, Inc. (a)

    46,700        2,723,544   

Owens & Minor, Inc.

    40,500        1,406,565   

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

    48,500        1,063,605   

WellCare Health Plans, Inc. (a)

    4,800        562,032   
   

 

 

 
      12,288,473   
   

 

 

 

Hotels, Restaurants & Leisure—1.4%

  

Bob Evans Farms, Inc.

    22,800        873,240   

Intrawest Resorts Holdings, Inc. (a) (b)

    12,400        201,128   

Isle of Capri Casinos, Inc. (a)

    57,741        1,286,469   

Jack in the Box, Inc.

    5,800        556,452   

La Quinta Holdings, Inc. (a)

    251,200        2,808,416   

Ruby Tuesday, Inc. (a)

    19,800        49,500   

Ruth’s Hospitality Group, Inc.

    84,900        1,198,788   

Speedway Motorsports, Inc.

    12,700        226,822   
   

 

 

 
      7,200,815   
   

 

 

 

Household Durables—0.3%

  

CSS Industries, Inc.

    23,251        594,760   

NACCO Industries, Inc. - Class A

    10,700        727,172   
   

 

 

 
      1,321,932   
   

 

 

 

Household Products—0.5%

  

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

    114,800        2,847,040   
   

 

 

 

Independent Power and Renewable Electricity Producers—0.7%

  

Atlantic Power Corp.

    690,200        1,704,794   

Dynegy, Inc. (a)

    118,700        1,470,693   

Ormat Technologies, Inc.

    13,900        672,899   
   

 

 

 
      3,848,386   
   

 

 

 

 

MIST-169


Table of Contents

Met Investors Series Trust

JPMorgan Small Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Insurance—4.0%

  

Arch Capital Group, Ltd. (a)

    10,656      $ 844,594   

Argo Group International Holdings, Ltd.

    42,130        2,376,975   

CNO Financial Group, Inc.

    217,500        3,321,225   

Global Indemnity plc (a)

    3,600        106,920   

Hallmark Financial Services, Inc. (a)

    22,821        234,828   

Horace Mann Educators Corp.

    73,011        2,675,853   

MBIA, Inc. (a)

    431,200        3,359,048   

Navigators Group, Inc. (The)

    11,100        1,075,812   

Primerica, Inc. (b)

    79,500        4,215,885   

ProAssurance Corp.

    54,600        2,865,408   
   

 

 

 
      21,076,548   
   

 

 

 

Internet & Direct Marketing Retail—0.4%

  

Liberty TripAdvisor Holdings, Inc. - Class A (a)

    94,100        2,056,085   
   

 

 

 

Internet Software & Services—0.4%

   

Bazaarvoice, Inc. (a)

    51,900        306,729   

EarthLink Holdings Corp.

    95,900        594,580   

RetailMeNot, Inc. (a)

    109,700        1,084,933   
   

 

 

 
      1,986,242   
   

 

 

 

IT Services—0.8%

  

Convergys Corp.

    5,900        179,478   

Datalink Corp. (a)

    63,500        673,735   

EVERTEC, Inc.

    10,700        179,546   

Unisys Corp. (a) (b)

    311,900        3,037,906   
   

 

 

 
      4,070,665   
   

 

 

 

Leisure Products—0.1%

  

JAKKS Pacific, Inc. (a) (b)

    36,700        317,088   
   

 

 

 

Machinery—3.4%

  

AGCO Corp.

    29,600        1,459,872   

Briggs & Stratton Corp.

    83,600        1,559,140   

Douglas Dynamics, Inc.

    110,542        3,530,711   

Federal Signal Corp.

    62,100        823,446   

Graham Corp.

    8,000        152,800   

Greenbrier Cos., Inc. (The) (b)

    22,900        808,370   

Hurco Cos., Inc.

    19,982        560,895   

Hyster-Yale Materials Handling, Inc.

    12,900        775,677   

Joy Global, Inc.

    114,400        3,173,456   

Kadant, Inc.

    31,507        1,641,830   

Kennametal, Inc.

    6,000        174,120   

Wabash National Corp. (a)

    225,100        3,205,424   
   

 

 

 
      17,865,741   
   

 

 

 

Marine—0.3%

  

Matson, Inc.

    40,800        1,627,104   
   

 

 

 

Media—0.2%

  

Central European Media Enterprises, Ltd. -
Class A (a) (b)

    46,800        108,108   

Entercom Communications Corp. - Class A

    69,760        902,694   

Radio One, Inc. - Class D (a) (b)

    82,100        248,763   
   

 

 

 
      1,259,565   
   

 

 

 

Metals & Mining—2.1%

  

AK Steel Holding Corp. (a) (b)

    374,900      1,810,767   

Carpenter Technology Corp.

    77,500        3,197,650   

Cliffs Natural Resources, Inc. (a) (b)

    35,400        207,090   

Olympic Steel, Inc.

    17,200        380,120   

Ryerson Holding Corp. (a)

    48,600        548,694   

Schnitzer Steel Industries, Inc. - Class A

    62,100        1,297,890   

Worthington Industries, Inc.

    72,700        3,491,781   
   

 

 

 
      10,933,992   
   

 

 

 

Mortgage Real Estate Investment Trusts—2.0%

  

AG Mortgage Investment Trust, Inc.

    29,200        459,900   

ARMOUR Residential REIT, Inc.

    69,100        1,557,514   

Capstead Mortgage Corp.

    318,358        3,002,116   

CYS Investments, Inc.

    601,800        5,247,696   
   

 

 

 
      10,267,226   
   

 

 

 

Multi-Utilities—1.2%

  

Avista Corp.

    77,100        3,222,009   

NorthWestern Corp.

    40,783        2,346,246   

Unitil Corp.

    16,100        628,866   
   

 

 

 
      6,197,121   
   

 

 

 

Multiline Retail—0.3%

  

Dillard’s, Inc. - Class A

    20,800        1,310,608   
   

 

 

 

Oil, Gas & Consumable Fuels—2.7%

   

Adams Resources & Energy, Inc.

    1,300        51,116   

Alon USA Energy, Inc.

    28,500        229,710   

Bill Barrett Corp. (a)

    469,000        2,607,640   

Delek U.S. Holdings, Inc.

    105,200        1,818,908   

Denbury Resources, Inc. (a) (b)

    586,900        1,895,687   

Eclipse Resources Corp. (a)

    128,100        421,449   

EP Energy Corp. - Class A (a) (b)

    163,500        716,130   

Jones Energy, Inc. - Class A (a) (b)

    65,100        231,756   

REX American Resources Corp. (a)

    60,600        5,136,456   

Sanchez Energy Corp. (a) (b)

    121,400        1,073,176   
   

 

 

 
      14,182,028   
   

 

 

 

Paper & Forest Products—0.5%

  

Domtar Corp.

    30,800        1,143,604   

Schweitzer-Mauduit International, Inc.

    41,000        1,580,960   
   

 

 

 
      2,724,564   
   

 

 

 

Pharmaceuticals—0.6%

  

Amphastar Pharmaceuticals, Inc. (a)

    25,000        474,250   

Endocyte, Inc. (a)

    134,500        415,605   

Medicines Co. (The) (a) (b)

    44,100        1,664,334   

MyoKardia, Inc. (a)

    32,200        526,148   

Revance Therapeutics, Inc. (a) (b)

    7,600        123,196   
   

 

 

 
      3,203,533   
   

 

 

 

Professional Services—2.6%

  

Acacia Research Corp.

    223,260        1,455,655   

Barrett Business Services, Inc.

    49,160        2,438,828   

 

MIST-170


Table of Contents

Met Investors Series Trust

JPMorgan Small Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description       
    
Shares
    Value  

Professional Services—(Continued)

  

Franklin Covey Co. (a)

    9,800      $ 174,538   

FTI Consulting, Inc. (a)

    122,300        5,449,688   

Huron Consulting Group, Inc. (a)

    43,500        2,599,560   

RPX Corp. (a)

    46,200        493,878   

TriNet Group, Inc. (a)

    56,300        1,217,769   
   

 

 

 
      13,829,916   
   

 

 

 

Real Estate Management & Development—1.0%

  

Alexander & Baldwin, Inc.

    42,900        1,648,218   

Forestar Group, Inc. (a)

    141,000        1,651,110   

St. Joe Co. (The) (a)

    101,400        1,863,732   
   

 

 

 
      5,163,060   
   

 

 

 

Road & Rail—0.5%

  

AMERCO

    1,400        453,922   

ArcBest Corp.

    68,900        1,310,478   

USA Truck, Inc. (a)

    101,200        1,036,288   
   

 

 

 
      2,800,688   
   

 

 

 

Semiconductors & Semiconductor Equipment—2.6%

  

Advanced Energy Industries, Inc. (a)

    81,900        3,875,508   

Alpha & Omega Semiconductor, Ltd. (a)

    90,200        1,959,144   

Amkor Technology, Inc. (a)

    232,600        2,260,872   

Cypress Semiconductor Corp. (b)

    259,402        3,154,328   

IXYS Corp.

    63,600        766,380   

Ultra Clean Holdings, Inc. (a)

    2,244        16,628   

Xcerra Corp. (a)

    295,739        1,792,179   
   

 

 

 
      13,825,039   
   

 

 

 

Software—2.6%

   

Aspen Technology, Inc. (a)

    8,900        416,431   

Fair Isaac Corp.

    19,900        2,479,341   

Mentor Graphics Corp.

    63,200        1,671,008   

Progress Software Corp. (a)

    25,700        699,040   

Rubicon Project, Inc. (The) (a)

    84,300        698,004   

Take-Two Interactive Software, Inc. (a)

    94,800        4,273,584   

TiVo Corp. (a)

    172,600        3,362,248   
   

 

 

 
      13,599,656   
   

 

 

 

Specialty Retail—2.0%

   

Abercrombie & Fitch Co. - Class A

    204,000        3,241,560   

At Home Group, Inc. (a) (b)

    4,400        66,660   

Children’s Place, Inc. (The)

    59,900        4,784,212   

Pier 1 Imports, Inc. (b)

    330,200        1,400,048   

Rent-A-Center, Inc.

    96,257        1,216,689   
   

 

 

 
      10,709,169   
   

 

 

 

Textiles, Apparel & Luxury Goods—0.5%

  

Iconix Brand Group, Inc. (a) (b)

    152,300        1,236,676   

Movado Group, Inc.

    70,200        1,507,896   
   

 

 

 
      2,744,572   
   

 

 

 

Thrifts & Mortgage Finance—2.7%

   

BankFinancial Corp.

    7,485      95,059   

Beneficial Bancorp, Inc.

    279,255        4,107,841   

Charter Financial Corp.

    81,400        1,048,432   

First Defiance Financial Corp.

    10,700        477,648   

Kearny Financial Corp.

    6,091        82,898   

Meridian Bancorp, Inc.

    102,300        1,592,811   

Northfield Bancorp, Inc.

    183,800        2,959,180   

Oritani Financial Corp.

    16,100        253,092   

Territorial Bancorp, Inc.

    4,900        140,434   

United Financial Bancorp, Inc.

    30,100        416,584   

Walker & Dunlop, Inc. (a)

    72,400        1,828,824   

Waterstone Financial, Inc.

    27,500        467,225   

WSFS Financial Corp.

    23,695        864,631   
   

 

 

 
      14,334,659   
   

 

 

 

Tobacco—0.8%

   

Alliance One International, Inc. (a)

    13,100        250,472   

Universal Corp.

    64,467        3,753,269   
   

 

 

 
      4,003,741   
   

 

 

 

Trading Companies & Distributors—1.0%

  

DXP Enterprises, Inc. (a)

    50,300        1,417,957   

MRC Global, Inc. (a)

    165,600        2,720,808   

SiteOne Landscape Supply, Inc. (a)

    8,900        319,777   

Titan Machinery, Inc. (a) (b)

    94,900        986,960   
   

 

 

 
      5,445,502   
   

 

 

 

Water Utilities—0.6%

   

American States Water Co.

    50,200        2,010,510   

California Water Service Group

    34,600        1,110,314   
   

 

 

 
      3,120,824   
   

 

 

 

Total Common Stocks
(Cost $445,770,516)

      509,779,147   
   

 

 

 
Short-Term Investment—2.4%   

Repurchase Agreement—2.4%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $12,386,916 on 10/03/16, collateralized by $12,450,000 U.S. Treasury Note at 1.375% due 01/31/21 with a value of $12,636,750.

    12,386,885        12,386,885   
   

 

 

 

Total Short-Term Investments
(Cost $12,386,885)

      12,386,885   
   

 

 

 

 

MIST-171


Table of Contents

Met Investors Series Trust

JPMorgan Small Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (c)—7.0%

 

Security Description   Principal
Amount*
    Value  

Certificates of Deposit—1.2%

   

Abbey National Treasury Services
0.440%, 10/03/16

    500,000      $ 500,000   

ABN AMRO Bank NV
Zero Coupon, 12/22/16

    250,000        249,468   

Bank of Montreal
0.500%, 10/24/16

    500,000        500,000   

Bank of Nova Scotia
0.750%, 10/19/16

    500,000        500,054   

Bank of Tokyo-Mitsubishi, Ltd.
0.450%, 10/04/16

    200,000        200,000   

Chiba Bank, Ltd., New York
0.870%, 11/30/16

    400,000        400,068   

DZ Bank AG
0.950%, 01/03/17

    500,000        500,000   

KBC Bank NV
Zero Coupon, 12/27/16

    400,000        399,444   

1.000%, 01/04/17

    500,000        500,000   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    500,000        500,000   

National Bank of Canada
0.420%, 10/06/16

    500,000        499,999   

0.480%, 10/28/16

    250,000        249,999   

Norinchukin Bank
0.480%, 10/24/16

    400,000        400,000   

Standard Chartered Bank New York
0.910%, 12/16/16

    100,000        100,008   

Sumitomo Mitsui Trust Bank
0.540%, 10/26/16

    600,000        600,017   

Swedbank
0.350%, 10/03/16

    500,000        499,999   
   

 

 

 
      6,599,056   
   

 

 

 

Commercial Paper—0.6%

   

Albion Capital Corp.
0.720%, 10/25/16

    450,000        449,857   

BNP Paribas
0.510%, 10/21/16

    300,000        299,924   

Charta LLC
0.880%, 12/22/16

    750,000        748,567   

Credit Agricole Corporate and Investment Bank
0.610%, 11/01/16

    400,000        399,785   

Credit Suisse AG
0.971%, 10/19/16

    250,000        249,997   

Kells Funding LLC
1.040%, 01/19/17

    100,000        99,703   

LMA S.A. & LMA Americas
0.580%, 10/14/16

    100,000        99,985   

0.580%, 10/17/16

    100,000        99,976   

Manhattan Asset Funding
0.740%, 11/28/16

    500,000        499,504   

Ridgefield Funding Co. LLC
0.650%, 10/26/16

    250,000        249,873   
   

 

 

 
      3,197,171   
   

 

 

 

Repurchase Agreements—4.8%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $3,400,264 on 10/03/16, collateralized by $3,213,051 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $3,468,001.

    3,400,000      3,400,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $4,000,278 on 10/03/16, collateralized by $3,926,893 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $4,080,004.

    4,000,000        4,000,000   

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $2,000,083 on 10/03/16, collateralized by $1,944,385 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $2,040,000.

    2,000,000        2,000,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $2,600,098 on 10/03/16, collateralized by $2,050,880 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $2,652,036.

    2,600,000        2,600,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $3,400,267 on 10/03/16, collateralized by $3,245,909 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $3,469,450.

    3,400,000        3,400,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $242,221 on 10/03/16, collateralized by $200,111 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $247,056.

    242,211        242,211   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $4,500,263 on 10/03/16, collateralized by $7,198,024 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $4,590,268.

    4,500,000        4,500,000   

 

MIST-172


Table of Contents

Met Investors Series Trust

JPMorgan Small Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (c)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreements—(Continued)

  

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $1,200,086 on 10/04/16, collateralized by $1,154,129 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $1,224,000.

    1,200,000      $ 1,200,000   

Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $2,700,117 on 10/03/16, collateralized by $3,812,063 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $2,754,000.

    2,700,000        2,700,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $1,000,038 on 10/03/16, collateralized by $936,180 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $1,020,021.

    1,000,000        1,000,000   
   

 

 

 
      25,042,211   
   

 

 

 

Time Deposits—0.4%

   

ANZ London
0.420%, 10/03/16

    100,000      100,000   

Canadian Imperial Bank
0.260%, 10/03/16

    1,000,000        1,000,000   

DBS Bank, Ltd., Singapore
0.380%, 10/04/16

    400,000        400,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    400,000        400,000   

Royal Bank of Canada
0.280%, 10/03/16

    400,000        400,000   
   

 

 

 
      2,300,000   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $37,137,858)

      37,138,438   
   

 

 

 

Total Investments—106.6%
(Cost $495,295,259) (d)

      559,304,470   

Other assets and liabilities (net)—(6.6)%

      (34,691,031
   

 

 

 
Net Assets—100.0%     $ 524,613,439   
   

 

 

 

 

* 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 September 30, 2016, the market value of securities loaned was $34,747,765 and the collateral received consisted of cash in the amount of $36,137,935. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(d) As of September 30, 2016, the aggregate cost of investments was $495,295,259. The aggregate unrealized appreciation and depreciation of investments were $93,688,333 and $(29,679,122), respectively, resulting in net unrealized appreciation of $64,009,211.

 

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Appreciation
 

Russell 2000 Index Mini Futures

     12/16/16         110         USD         13,430,460       $ 300,840   
              

 

 

 

 

(USD)— United States Dollar

 

MIST-173


Table of Contents

Met Investors Series Trust

JPMorgan Small Cap Value Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Common Stocks*

   $ 509,779,147       $ —        $ —         $ 509,779,147   

Total Short-Term Investment*

     —           12,386,885        —           12,386,885   

Securities Lending Reinvestments

          

Certificates of Deposit

     —           6,599,056        —           6,599,056   

Commercial Paper

     —           3,197,171        —           3,197,171   

Repurchase Agreements

     —           25,042,211        —           25,042,211   

Time Deposits

     —           2,300,000        —           2,300,000   

Total Securities Lending Reinvestments

     —           37,138,438        —           37,138,438   

Total Investments

   $ 509,779,147       $ 49,525,323      $ —         $ 559,304,470   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (36,137,935   $ —         $ (36,137,935

Futures Contracts

          

Futures Contracts (Unrealized Appreciation)

   $ 300,840       $ —        $ —         $ 300,840   

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-174


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—65.3% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—4.8%

   

Thales S.A.

    91,265      $ 8,406,474   

TransDigm Group, Inc. (a)

    50,088        14,481,442   
   

 

 

 
      22,887,916   
   

 

 

 

Banks—2.5%

   

HDFC Bank, Ltd.

    216,184        4,773,062   

M&T Bank Corp.

    32,591        3,783,815   

Wells Fargo & Co.

    73,680        3,262,551   
   

 

 

 
      11,819,428   
   

 

 

 

Beverages—2.1%

   

Anheuser-Busch InBev S.A.

    75,789        9,949,103   
   

 

 

 

Building Products—1.3%

   

Assa Abloy AB - Class B

    140,033        2,843,332   

Geberit AG

    7,897        3,456,123   
   

 

 

 
      6,299,455   
   

 

 

 

Capital Markets—5.1%

   

FactSet Research Systems, Inc.

    41,410        6,712,561   

Goldman Sachs Group, Inc. (The)

    31,247        5,039,204   

London Stock Exchange Group plc

    140,434        5,096,657   

S&P Global, Inc.

    56,381        7,135,579   
   

 

 

 
      23,984,001   
   

 

 

 

Chemicals—3.1%

   

LyondellBasell Industries NV - Class A

    66,955        5,400,590   

Sherwin-Williams Co. (The)

    33,854        9,366,048   
   

 

 

 
      14,766,638   
   

 

 

 

Electrical Equipment—1.0%

   

Eaton Corp. plc

    72,068        4,735,588   
   

 

 

 

Energy Equipment & Services—0.8%

   

Schlumberger, Ltd.

    46,839        3,683,419   
   

 

 

 

Equity Real Estate Investment Trusts—0.0%

   

Weyerhaeuser Co.

    3,263        104,220   
   

 

 

 

Food & Staples Retailing—1.6%

   

CVS Health Corp.

    84,110        7,484,949   
   

 

 

 

Food Products—2.2%

   

Nestle S.A.

    130,633        10,293,048   
   

 

 

 

Health Care Providers & Services—1.7%

   

UnitedHealth Group, Inc.

    56,896        7,965,440   
   

 

 

 

Hotels, Restaurants & Leisure—1.9%

   

Marriott International, Inc. - Class A

    129,717        8,733,846   
   

 

 

 

Household Durables—1.5%

   

Newell Brands, Inc.

    132,736        6,989,878   
   

 

 

 

Industrial Conglomerates—1.7%

   

Roper Technologies, Inc.

    44,169      8,059,517   
   

 

 

 

Insurance—4.4%

   

AIA Group, Ltd.

    1,641,800        11,000,242   

Legal & General Group plc

    2,325,446        6,605,076   

Travelers Cos., Inc. (The)

    27,470        3,146,689   
   

 

 

 
      20,752,007   
   

 

 

 

Internet & Direct Marketing Retail—2.8%

   

Amazon.com, Inc. (a)

    7,441        6,230,424   

Priceline Group, Inc. (The) (a)

    4,832        7,110,239   
   

 

 

 
      13,340,663   
   

 

 

 

Internet Software & Services—9.2%

   

Alibaba Group Holding, Ltd. (ADR) (a)(b)

    140,912        14,907,080   

Alphabet, Inc. - Class A (a)

    12,364        9,941,398   

Alphabet, Inc. - Class C (a)

    7,193        5,591,047   

Facebook, Inc. - Class A (a)

    102,715        13,175,253   
   

 

 

 
      43,614,778   
   

 

 

 

IT Services—3.0%

   

CGI Group, Inc. - Class A (a)

    97,400        4,639,297   

HCL Technologies, Ltd.

    364,730        4,374,210   

Nomura Research Institute, Ltd.

    144,000        4,969,038   
   

 

 

 
      13,982,545   
   

 

 

 

Life Sciences Tools & Services—1.1%

   

Mettler-Toledo International, Inc. (a)

    12,547        5,267,607   
   

 

 

 

Machinery—0.9%

   

Atlas Copco AB - A Shares

    147,462        4,436,735   
   

 

 

 

Media—3.0%

   

Comcast Corp. - Class A

    126,961        8,422,593   

ITV plc

    936,468        2,275,905   

Walt Disney Co. (The)

    37,567        3,488,471   
   

 

 

 
      14,186,969   
   

 

 

 

Oil, Gas & Consumable Fuels—0.3%

   

EOG Resources, Inc.

    16,192        1,565,929   

Halcon Resources Corp. (a) (c)

    3,967        32,670   
   

 

 

 
      1,598,599   
   

 

 

 

Pharmaceuticals—3.3%

   

Allergan plc (a)

    49,479        11,395,508   

Roche Holding AG

    17,385        4,306,892   
   

 

 

 
      15,702,400   
   

 

 

 

Semiconductors & Semiconductor Equipment—1.4%

  

Texas Instruments, Inc.

    92,036        6,459,087   
   

 

 

 

Specialty Retail—3.6%

   

AutoZone, Inc. (a)

    15,008        11,531,247   

Dufry AG (a)

    43,155        5,397,763   
   

 

 

 
      16,929,010   
   

 

 

 

 

MIST-175


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

Textiles, Apparel & Luxury Goods—1.0%

  

Luxottica Group S.p.A.

    95,957      $ 4,584,922   
   

 

 

 

Total Common Stocks
(Cost $256,648,856)

      308,611,768   
   

 

 

 
Corporate Bonds & Notes—22.9%   

Advertising—0.1%

   

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

    25,000        26,000   

5.875%, 03/15/25

    55,000        57,750   

WPP plc
6.000%, 04/04/17 (GBP)

    160,000        212,637   
   

 

 

 
    296,387   
   

 

 

 

Aerospace/Defense—0.1%

   

Embraer Netherlands Finance B.V.
5.050%, 06/15/25

    310,000        311,550   

TransDigm, Inc.
6.500%, 07/15/24

    76,000        79,990   

6.500%, 05/15/25

    75,000        78,094   
   

 

 

 
    469,634   
   

 

 

 

Airlines—0.5%

   

Air Canada Pass-Through Trust
4.125%, 06/15/29 (144A)

    175,000        185,719   

American Airlines Pass-Through Trust
5.250%, 07/15/25

    892,134        935,626   

Delta Air Lines Pass-Through Trust
8.021%, 02/10/24

    895,195        1,019,448   

U.S. Airways Pass-Through Trust
5.900%, 04/01/26

    63,956        73,549   

8.000%, 04/01/21

    31,782        35,199   

United Continental Holdings, Inc.
6.375%, 06/01/18

    305,000        320,250   
   

 

 

 
    2,569,791   
   

 

 

 

Auto Manufacturers—1.3%

   

Ford Motor Co.
6.625%, 10/01/28

    1,675,000        2,104,224   

General Motors Co.
5.200%, 04/01/45

    35,000        36,406   

6.750%, 04/01/46

    65,000        81,489   

General Motors Financial Co., Inc.
2.400%, 04/10/18

    3,000,000        3,021,654   

3.450%, 04/10/22

    100,000        101,431   

5.250%, 03/01/26

    295,000        323,994   

Hyundai Capital America
2.750%, 09/27/26 (144A)

    305,000        301,235   
   

 

 

 
    5,970,433   
   

 

 

 

Auto Parts & Equipment—0.4%

   

Delphi Automotive plc
1.600%, 09/15/28 (EUR)

    100,000      114,174   

Goodyear Tire & Rubber Co. (The)
7.000%, 03/15/28 (b)

    1,228,000        1,341,590   

Tupy Overseas S.A.
6.625%, 07/17/24 (144A)

    200,000        201,750   
   

 

 

 
    1,657,514   
   

 

 

 

Banks—1.8%

   

Banco Nacional de Comercio Exterior SNC
3.800%, 08/11/26 (144A) (d)

    210,000        203,900   

Banco Santander Mexico S.A.
4.125%, 11/09/22 (144A)

    150,000        154,125   

Bank of Montreal
1.750%, 06/15/22 (144A)

    255,000        254,313   

Barclays plc
3.650%, 03/16/25

    225,000        221,988   

Canadian Imperial Bank of Commerce
1.600%, 09/06/19

    300,000        300,002   

Commerzbank AG
4.000%, 03/23/26 (EUR)

    150,000        167,787   

Commonwealth Bank of Australia
1.375%, 09/06/18 (144A)

    300,000        299,676   

Cooperatieve Rabobank UA
4.375%, 08/04/25 (b)

    350,000        369,347   

Credit Agricole S.A.
4.375%, 03/17/25 (144A) (b)

    200,000        204,173   

7.500%, 06/23/26 (GBP) (d)

    160,000        204,792   

Goldman Sachs Group, Inc. (The)
3.375%, 02/01/18 (CAD)

    300,000        234,338   

6.750%, 10/01/37

    945,000        1,203,278   

HSBC Holdings plc
5.750%, 12/20/27 (GBP)

    110,000        169,325   

ICICI Bank, Ltd.
6.375%, 04/30/22 (144A) (d)

    300,000        305,708   

Industrial Bank of Korea
2.375%, 07/17/17 (144A)

    300,000        302,359   

ING Bank NV
1.650%, 08/15/19 (144A)

    210,000        209,816   

Lloyds Banking Group plc
4.500%, 11/04/24 (b)

    200,000        207,072   

Morgan Stanley
4.100%, 05/22/23

    200,000        211,452   

4.350%, 09/08/26

    315,000        336,295   

Royal Bank of Scotland Group plc
6.000%, 12/19/23

    470,000        489,842   

Santander UK Group Holdings plc
4.750%, 09/15/25 (144A)

    200,000        200,225   

Siam Commercial Bank PCL
3.500%, 04/07/19 (144A)

    420,000        437,495   

Societe Generale S.A.
4.250%, 04/14/25 (144A)

    465,000        464,150   

4.750%, 11/24/25 (144A)

    260,000        268,534   

6.750%, 04/07/21 (EUR) (d)

    195,000        215,220   

 

MIST-176


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

   

Standard Chartered plc
4.000%, 10/21/25 (EUR) (d)

    250,000      $ 288,035   

State Bank of India
4.125%, 08/01/17 (144A)

    300,000        305,735   

Woori Bank
5.875%, 04/13/21 (144A)

    200,000        230,072   
   

 

 

 
    8,459,054   
   

 

 

 

Beverages—0.1%

   

Anheuser-Busch InBev Finance, Inc.
3.300%, 02/01/23

    345,000        364,151   

Constellation Brands, Inc.
4.750%, 11/15/24

    110,000        119,075   

DS Services of America, Inc.
10.000%, 09/01/21 (144A)

    125,000        139,375   
   

 

 

 
    622,601   
   

 

 

 

Building Materials—0.4%

   

Atrium Windows & Doors, Inc.
7.750%, 05/01/19 (144A)

    215,000        196,725   

Cemex Finance LLC
6.000%, 04/01/24 (144A)

    265,000        271,625   

Cemex S.A.B. de C.V.
5.700%, 01/11/25 (144A)

    200,000        202,440   

CIMPOR Financial Operations B.V.
5.750%, 07/17/24 (144A)

    410,000        350,550   

Masco Corp.
6.500%, 08/15/32

    30,000        33,000   

7.750%, 08/01/29

    200,000        239,000   

Union Andina de Cementos SAA
5.875%, 10/30/21 (144A)

    450,000        472,455   
   

 

 

 
      1,765,795   
   

 

 

 

Chemicals—1.0%

   

Air Liquide Finance S.A.
1.375%, 09/27/19 (144A)

    305,000        304,989   

Braskem Finance, Ltd.
5.750%, 04/15/21 (144A)

    200,000        209,640   

Chemours Co. (The)
6.625%, 05/15/23 (b)

    430,000        419,250   

7.000%, 05/15/25

    80,000        78,600   

Hercules, Inc.
6.500%, 06/30/29

    10,000        9,000   

Hexion, Inc.
7.875%, 02/15/23 (c) (e)

    899,000        323,640   

9.200%, 03/15/21 (c) (e)

    1,910,000        744,900   

Incitec Pivot Finance LLC
6.000%, 12/10/19 (144A)

    80,000        86,647   

INVISTA Finance LLC
4.250%, 10/15/19 (144A)

    305,000        303,500   

Israel Chemicals, Ltd.
4.500%, 12/02/24 (144A)

    380,000        400,425   

Kraton Polymers LLC / Kraton Polymers Capital Corp.
10.500%, 04/15/23 (144A)

    880,000        998,800   

Chemicals—(Continued)

   

OCP S.A.
4.500%, 10/22/25 (144A)

    405,000      410,435   

6.875%, 04/25/44 (144A)

    245,000        277,565   
   

 

 

 
    4,567,391   
   

 

 

 

Commercial Services—0.0%

   

RR Donnelley & Sons Co.

   

7.000%, 02/15/22

    20,000        20,750   
   

 

 

 

Computers—0.3%

   

Diamond 1 Finance Corp. / Diamond 2 Finance Corp.
6.020%, 06/15/26 (144A) (b)

    165,000        180,890   

8.100%, 07/15/36 (144A)

    210,000        246,863   

8.350%, 07/15/46 (144A)

    150,000        179,603   

Hewlett Packard Enterprise Co.
6.350%, 10/15/45 (144A)

    160,000        165,111   

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

    435,000        478,500   
   

 

 

 
      1,250,967   
   

 

 

 

Cosmetics/Personal Care—0.0%

   

Avon Products, Inc.
8.950%, 03/15/43

    40,000        32,700   
   

 

 

 

Diversified Financial Services—2.0%

   

Ally Financial, Inc.
3.750%, 11/18/19

    2,515,000        2,555,869   

4.125%, 02/13/22

    1,810,000        1,830,362   

BOC Aviation Ltd.
3.000%, 03/30/20

    200,000        205,172   

Jefferies Group LLC
5.125%, 01/20/23

    50,000        53,270   

6.250%, 01/15/36

    175,000        182,398   

6.450%, 06/08/27

    50,000        56,605   

6.875%, 04/15/21

    480,000        560,006   

Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.
7.375%, 10/01/17

    90,000        90,675   

Navient Corp.
5.000%, 10/26/20 (b)

    2,085,000        2,056,331   

5.500%, 01/25/23

    555,000        509,213   

5.625%, 08/01/33 (e)

    975,000        775,125   

5.875%, 10/25/24 (b)

    40,000        36,400   

Quicken Loans, Inc.
5.750%, 05/01/25 (144A)

    125,000        124,063   

Springleaf Finance Corp.
7.750%, 10/01/21

    165,000        173,044   

8.250%, 10/01/23

    65,000        68,250   
   

 

 

 
    9,276,783   
   

 

 

 

Electric—0.7%

   

AES Corp.
4.875%, 05/15/23

    670,000        680,050   

 

MIST-177


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Electric—(Continued)

   

DPL, Inc.
6.750%, 10/01/19

    131,000      $ 135,913   

EDP Finance B.V.
2.000%, 04/22/25 (EUR)

    100,000        113,599   

Emgesa S.A. E.S.P
8.750%, 01/25/21 (144A) (COP)

    1,210,000,000        414,975   

Empresas Publicas de Medellin E.S.P.
8.375%, 02/01/21 (144A) (COP)

    1,610,000,000        538,295   

Engie Energia Chile S.A.
5.625%, 01/15/21 (144A)

    250,000        276,960   

Gas Natural Fenosa Finance B.V.
3.375%, 04/24/24 (EUR) (d)

    300,000        321,081   

Perusahaan Listrik Negara PT
5.250%, 10/24/42 (144A)

    220,000        227,150   

Transelec S.A.
4.250%, 01/14/25 (144A)

    460,000        483,328   
   

 

 

 
    3,191,351   
   

 

 

 

Engineering & Construction—0.0%

   

AECOM
5.750%, 10/15/22

    20,000      $ 21,006   

5.875%, 10/15/24

    20,000        21,350   

Sydney Airport Finance Co. Pty, Ltd.
3.375%, 04/30/25 (144A)

    40,000        40,986   

5.125%, 02/22/21 (144A)

    110,000        123,390   
   

 

 

 
    206,732   
   

 

 

 

Food—0.4%

   

BRF S.A.
7.750%, 05/22/18 (144A) (BRL)

    480,000        136,968   

Cosan Luxembourg S.A.
5.000%, 03/14/23 (144A)

    200,000        196,500   

SUPERVALU, Inc.
6.750%, 06/01/21 (b)

    1,415,000        1,323,025   
   

 

 

 
    1,656,493   
   

 

 

 

Forest Products & Paper—0.1%

   

Inversiones CMPC S.A.
4.375%, 05/15/23 (144A)

    400,000        417,141   
   

 

 

 

Gas—0.1%

   

China Resources Gas Group, Ltd.
4.500%, 04/05/22 (144A)

    200,000        218,731   
   

 

 

 

Healthcare-Services—2.0%

   

HCA, Inc.
7.050%, 12/01/27

    80,000        85,100   

7.500%, 11/06/33

    5,060,000        5,483,775   

7.580%, 09/15/25

    375,000        422,812   

7.690%, 06/15/25

    755,000        848,552   

7.750%, 07/15/36

    1,420,000        1,538,925   

Tenet Healthcare Corp.
5.000%, 03/01/19

    215,000        210,163   

6.875%, 11/15/31

    910,000        748,475   
   

 

 

 
    9,337,802   
   

 

 

 

Holding Companies-Diversified—0.0%

  

Hutchison Whampoa International 11, Ltd.
3.500%, 01/13/17 (144A)

    200,000      201,229   
   

 

 

 

Home Builders—0.4%

   

K Hovnanian Enterprises, Inc.
5.000%, 11/01/21 (e)

    700,000        490,000   

7.000%, 01/15/19 (144A)

    45,000        30,488   

8.000%, 11/01/19 (144A)

    65,000        39,325   

TRI Pointe Group, Inc.
4.875%, 07/01/21

    1,355,000        1,388,875   

TRI Pointe Group, Inc. / TRI Pointe Homes, Inc.
4.375%, 06/15/19

    30,000        30,862   
   

 

 

 
    1,979,550   
   

 

 

 

Home Furnishings—0.1%

   

Arcelik A/S
5.000%, 04/03/23 (144A)

    300,000        296,100   
   

 

 

 

Household Products/Wares—0.0%

   

Spectrum Brands, Inc.
4.000%, 10/01/26 (144A) (EUR)

    130,000        148,470   
   

 

 

 

Housewares—0.0%

   

Newell Brands, Inc.
4.000%, 12/01/24

    150,000        159,355   
   

 

 

 

Insurance—0.4%

   

AIA Group, Ltd.
3.200%, 03/11/25 (144A)

    200,000        204,103   

Forethought Financial Group, Inc.
8.625%, 04/15/21 (144A) (e)

    820,000        942,803   

Genworth Holdings, Inc.
4.800%, 02/15/24

    85,000        69,913   

4.900%, 08/15/23

    210,000        174,825   

6.500%, 06/15/34

    90,000        73,350   

Old Mutual plc
8.000%, 06/03/21 (GBP)

    280,000        413,731   

Old Republic International Corp.
4.875%, 10/01/24

    175,000        189,225   
   

 

 

 
    2,067,950   
   

 

 

 

Internet—0.1%

   

Baidu, Inc.
3.250%, 08/06/18

    600,000        615,713   
   

 

 

 

Iron/Steel—0.3%

   

GTL Trade Finance, Inc.
5.893%, 04/29/24 (144A)

    452,000        445,220   

United States Steel Corp.
6.650%, 06/01/37

    85,000        68,000   

7.375%, 04/01/20

    235,000        233,825   

7.500%, 03/15/22 (b)

    290,000        285,650   

Vale Overseas, Ltd.
6.875%, 11/21/36

    290,000        281,880   

Vale S.A.
5.625%, 09/11/42

    355,000        298,200   
   

 

 

 
    1,612,775   
   

 

 

 

 

MIST-178


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Machinery-Diversified—0.0%

   

Cleaver-Brooks, Inc.
8.750%, 12/15/19 (144A)

    65,000      $ 68,087   
   

 

 

 

Media—0.4%

   

COX Communications, Inc.
4.800%, 02/01/35 (144A)

    5,000        4,955   

DISH DBS Corp.
5.000%, 03/15/23

    160,000        155,600   

5.875%, 11/15/24

    570,000        562,875   

Grupo Televisa S.A.B.
7.250%, 05/14/43 (MXN)

    6,000,000        268,256   

Myriad International Holdings B.V.
6.000%, 07/18/20 (144A)

    200,000        220,040   

Time Warner Cable LLC
4.500%, 09/15/42

    45,000        42,942   

5.250%, 07/15/42 (GBP)

    115,000        174,967   

5.500%, 09/01/41

    30,000        32,022   

Viacom, Inc.
4.375%, 03/15/43

    10,000        9,181   

5.250%, 04/01/44

    135,000        141,337   

5.850%, 09/01/43

    50,000        56,392   

Virgin Media Finance plc
4.500%, 01/15/25 (144A) (EUR)

    160,000        177,556   

Ziggo Secured Finance B.V.
5.500%, 01/15/27 (144A)

    150,000        149,812   
   

 

 

 
    1,995,935   
   

 

 

 

Mining—0.6%

   

Corp. Nacional del Cobre de Chile
4.500%, 09/16/25 (144A)

    445,000        469,266   

Freeport-McMoRan, Inc.
3.875%, 03/15/23 (b)

    945,000        848,062   

5.400%, 11/14/34

    85,000        70,550   

5.450%, 03/15/43

    895,000        718,238   

Glencore Finance Canada, Ltd.
5.550%, 10/25/42 (144A)

    435,000        420,193   

Hecla Mining Co.
6.875%, 05/01/21

    320,000        321,200   
   

 

 

 
    2,847,509   
   

 

 

 

Multi-National—0.7%

   

Asian Development Bank
0.875%, 10/05/18

    655,000        654,214   

Banco Latinoamericano de Comercio Exterior S.A.
3.250%, 05/07/20 (144A)

    280,000        286,300   

3.750%, 04/04/17 (144A) (b)

    625,000        628,906   

Banque Ouest Africaine de Developpement 5.500%, 05/06/21 (144A)

    270,000        287,010   

Central American Bank for Economic Integration
3.875%, 02/09/17 (144A)

    550,000        554,125   

International Bank for Reconstruction & Development
2.500%, 03/12/20 (AUD)

    500,000        389,150   

International Finance Corp.
7.800%, 06/03/19 (INR)

    29,000,000        452,758   
   

 

 

 
    3,252,463   
   

 

 

 

Oil & Gas—1.9%

   

Antero Resources Corp.
5.125%, 12/01/22

    155,000      156,163   

5.375%, 11/01/21

    70,000        70,788   

Chesapeake Energy Corp.
4.875%, 04/15/22

    2,145,000        1,807,162   

5.750%, 03/15/23

    130,000        110,500   

6.125%, 02/15/21

    200,000        183,500   

6.625%, 08/15/20

    75,000        70,594   

7.250%, 12/15/18

    40,000        40,600   

Cimarex Energy Co.
4.375%, 06/01/24

    675,000        705,000   

Continental Resources, Inc.
3.800%, 06/01/24

    115,000        105,225   

4.500%, 04/15/23

    20,000        19,200   

Ecopetrol S.A.
5.875%, 09/18/23 (b)

    370,000        399,137   

5.875%, 05/28/45

    205,000        188,047   

Korea National Oil Corp.
3.125%, 04/03/17 (144A)

    200,000        201,807   

Noble Energy, Inc.
5.625%, 05/01/21

    127,000        132,299   

Oasis Petroleum, Inc.
6.875%, 03/15/22 (b)

    55,000        52,663   

6.875%, 01/15/23

    85,000        81,175   

Petrobras Global Finance B.V.
4.375%, 05/20/23

    545,000        487,502   

5.750%, 01/20/20

    365,000        376,132   

6.250%, 12/14/26 (GBP)

    200,000        240,630   

Petroleos Mexicanos
4.250%, 01/15/25

    320,000        308,768   

5.625%, 01/23/46

    265,000        231,159   

7.470%, 11/12/26 (MXN)

    5,600,000        259,224   

Range Resources Corp.
4.875%, 05/15/25

    130,000        124,800   

5.000%, 08/15/22 (144A)

    190,000        189,050   

5.000%, 03/15/23 (144A)

    115,000        112,413   

Tengizchevroil Finance Co. International, Ltd.
4.000%, 08/15/26 (144A)

    200,000        198,000   

Thai Oil PCL
3.625%, 01/23/23 (144A)

    350,000        368,072   

Whiting Petroleum Corp.
5.000%, 03/15/19

    370,000        357,975   

5.750%, 03/15/21 (b)

    160,000        149,600   

6.500%, 10/01/18

    220,000        216,700   

YPF S.A.
8.500%, 03/23/21 (144A)

    180,000        200,880   

8.750%, 04/04/24 (144A)

    720,000        801,792   
   

 

 

 
    8,946,557   
   

 

 

 

Oil & Gas Services—0.1%

   

FTS International, Inc.

   

6.250%, 05/01/22

    85,000        32,513   

Oceaneering International, Inc.

   

4.650%, 11/15/24

    575,000        578,843   
   

 

 

 
    611,356   
   

 

 

 

 

MIST-179


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Packaging & Containers—0.8%

  

Owens-Brockway Glass Container, Inc.

   

5.375%, 01/15/25 (144A)

    1,230,000      $ 1,279,200   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC

   

5.750%, 10/15/20 (b)

    900,000        928,125   

8.250%, 02/15/21 (b)

    1,150,000        1,198,875   

Sealed Air Corp.

   

4.875%, 12/01/22 (144A)

    10,000        10,500   

5.500%, 09/15/25 (144A)

    280,000        300,300   
   

 

 

 
    3,717,000   
   

 

 

 

Pharmaceuticals—0.9%

  

AbbVie, Inc.
2.500%, 05/14/20

    4,330,000        4,414,322   
   

 

 

 

Pipelines—0.7%

  

Enbridge Energy Partners L.P.

   

5.875%, 10/15/25

    230,000        264,418   

7.375%, 10/15/45

    215,000        271,865   

MPLX L.P.

   

4.500%, 07/15/23

    10,000        10,194   

4.875%, 06/01/25

    40,000        41,331   

ONEOK Partners L.P.

   

4.900%, 03/15/25

    30,000        32,272   

6.200%, 09/15/43

    10,000        11,048   

Regency Energy Partners L.P. / Regency Energy Finance Corp.

   

5.000%, 10/01/22

    440,000        464,397   

5.500%, 04/15/23

    95,000        98,077   

Sabine Pass Liquefaction LLC

   

5.625%, 02/01/21

    300,000        316,875   

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.

   

4.125%, 11/15/19

    260,000        263,640   

5.000%, 01/15/18

    75,000        77,625   

6.750%, 03/15/24

    530,000        567,100   

Transcontinental Gas Pipe Line Co. LLC

   

7.850%, 02/01/26 (144A) (b)

    560,000        724,999   

Transportadora de Gas del Sur S.A.

   

9.625%, 05/14/20 (144A)

    263,674        285,427   
   

 

 

 
    3,429,268   
   

 

 

 

Real Estate—0.1%

  

Goodman Australia Industrial Fund Bond Issuer Pty, Ltd.

   

3.400%, 09/30/26 (144A)

    215,000        216,115   
   

 

 

 

Real Estate Investment Trusts—0.4%

   

iStar, Inc.

   

4.875%, 07/01/18

    70,000        70,350   

5.000%, 07/01/19

    1,730,000        1,725,467   
   

 

 

 
    1,795,817   
   

 

 

 

Retail—1.3%

  

J.C. Penney Corp., Inc.

   

7.625%, 03/01/97

    155,000      127,875   

New Albertsons, Inc.

   

7.450%, 08/01/29

    5,740,000        5,625,200   

8.000%, 05/01/31

    225,000        224,437   

TRU Taj LLC / TRU Taj Finance, Inc.

   

12.000%, 08/15/21 (144A)

    92,000        92,690   
   

 

 

 
    6,070,202   
   

 

 

 

Semiconductors—0.2%

  

Micron Technology, Inc.

   

5.250%, 08/01/23 (144A)

    170,000        167,875   

5.500%, 02/01/25

    395,000        387,100   

5.625%, 01/15/26 (144A)

    505,000        483,537   
   

 

 

 
    1,038,512   
   

 

 

 

Shipbuilding—0.0%

  

Huntington Ingalls Industries, Inc.

   

5.000%, 11/15/25 (144A)

    180,000        190,350   
   

 

 

 

Software—0.1%

  

Nuance Communications, Inc.

   

1.000%, 12/15/35 (144A)

    595,000        517,650   
   

 

 

 

Telecommunications—2.1%

  

Alcatel-Lucent USA, Inc.

   

6.450%, 03/15/29

    55,000        60,844   

Bharti Airtel International Netherlands B.V.

   

5.350%, 05/20/24 (144A)

    390,000        426,785   

CenturyLink, Inc.

   

6.875%, 01/15/28

    45,000        43,369   

7.600%, 09/15/39

    475,000        413,250   

7.650%, 03/15/42

    185,000        159,562   

Cincinnati Bell, Inc.

   

7.000%, 07/15/24 (144A)

    170,000        174,250   

Colombia Telecomunicaciones S.A. E.S.P.

   

5.375%, 09/27/22 (144A) (b)

    250,000        245,625   

KT Corp.

   

2.500%, 07/18/26 (144A)

    210,000        212,110   

Level 3 Communications, Inc.

   

5.750%, 12/01/22

    60,000        62,700   

Level 3 Financing, Inc.

   

5.625%, 02/01/23

    380,000        394,725   

Millicom International Cellular S.A.

   

4.750%, 05/22/20 (144A) (b)

    225,000        227,542   

MTN Mauritius Investments, Ltd.

   

4.755%, 11/11/24 (144A)

    400,000        387,000   

Philippine Long Distance Telephone Co.

   

8.350%, 03/06/17

    95,000        97,024   

Qwest Capital Funding, Inc.

   

7.750%, 02/15/31

    1,445,000        1,401,650   

Sprint Capital Corp.

   

6.875%, 11/15/28 (b)

    1,250,000        1,173,437   

8.750%, 03/15/32

    350,000        357,000   

 

MIST-180


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Telecommunications—(Continued)

  

Sprint Communications, Inc.

   

7.000%, 08/15/20

    1,500,000      $ 1,507,500   

11.500%, 11/15/21

    2,000,000        2,285,000   

Telstra Corp., Ltd.

   

3.125%, 04/07/25 (144A)

    400,000        419,218   
   

 

 

 
    10,048,591   
   

 

 

 

Transportation—0.0%

  

FedEx Corp.

   

1.000%, 01/11/23 (EUR)

    130,000        150,423   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $104,240,666)

      108,379,349   
   

 

 

 
Foreign Government—6.3%   

Banks—0.0%

  

Korea Development Bank (The)

   

4.500%, 11/22/19 (AUD)

    200,000        160,896   
   

 

 

 

Provincial—0.7%

  

Province of Ontario Canada

   

1.875%, 05/21/20

    3,000,000        3,049,611   
   

 

 

 

Sovereign—5.6%

  

Argentine Republic Government International Bonds

   

6.875%, 04/22/21 (144A)

    150,000        163,275   

7.625%, 04/22/46 (144A)

    150,000        169,200   

Brazil Notas do Tesouro Nacional

   

10.000%, 01/01/19 (BRL)

    1,000,000        297,689   

10.000%, 01/01/21 (BRL)

    6,815,000        1,990,615   

Brazilian Government International Bonds

   

8.500%, 01/05/24 (BRL)

    350,000        99,415   

Canadian Government Bonds

   

1.750%, 09/01/19 (CAD)

    1,250,000        987,004   

Chile Government International Bonds

   

3.125%, 01/21/26

    200,000        212,250   

5.500%, 08/05/20 (CLP)

    130,000,000        210,288   

Colombian TES

   

7.500%, 08/26/26 (COP)

    1,880,000,000        675,086   

Dominican Republic International Bonds

   

5.500%, 01/27/25 (144A)

    530,000        561,800   

8.625%, 04/20/27 (144A) (f)

    200,000        245,000   

Export-Import Bank of Korea

   

3.000%, 05/22/18 (144A) (NOK)

    1,700,000        216,884   

Hungary Government International Bond

   

5.750%, 11/22/23

    410,000        482,775   

Iceland Government International Bond

   

5.875%, 05/11/22 (144A)

    500,000        587,430   

Indonesia Government International Bonds

   

2.875%, 07/08/21 (144A) (EUR)

    220,000        263,843   

4.125%, 01/15/25 (144A)

    200,000        213,362   

4.750%, 01/08/26 (144A)

    200,000        223,380   

Sovereign—(Continued)

  

Indonesia Treasury Bonds

   

6.125%, 05/15/28 (IDR)

    5,300,000,000      370,987   

7.875%, 04/15/19 (IDR)

    10,200,000,000        806,559   

8.250%, 07/15/21 (IDR)

    3,700,000,000        299,096   

8.375%, 03/15/24 (IDR)

    5,900,000,000        488,917   

11.500%, 09/15/19 (IDR)

    2,901,000,000        251,006   

Italy Buoni Poliennali Del Tesoro

   

1.500%, 06/01/25 (EUR)

    185,000        216,028   

4.500%, 08/01/18 (EUR)

    955,000        1,162,485   

4.750%, 08/01/23 (144A) (EUR)

    625,000        895,339   

Korea Treasury Bond

   

2.750%, 09/10/17 (KRW)

    885,000,000        813,968   

Mexican Bonos

   

10.000%, 11/20/36 (MXN)

    41,000,000        2,947,321   

Mexico Government International Bonds

   

4.000%, 03/15/2115 (EUR)

    100,000        106,327   

4.125%, 01/21/26

    335,000        360,292   

New Zealand Government Bonds

   

3.000%, 09/20/30 (NZD) (f)

    1,195,000        1,044,229   

5.000%, 03/15/19 (NZD)

    1,015,000        793,359   

5.500%, 04/15/23 (NZD)

    1,070,000        942,617   

Norwegian Government Bonds

   

2.000%, 05/24/23 (144A) (NOK)

    8,437,000        1,121,000   

4.250%, 05/19/17 (144A) (NOK)

    760,000        97,244   

Poland Government Bonds

   

4.000%, 10/25/23 (PLN)

    7,110,000        2,017,776   

5.500%, 10/25/19 (PLN)

    1,330,000        384,368   

Romanian Government International Bond

   

2.875%, 05/26/28 (144A) (EUR)

    125,000        151,953   

Russian Federal Bonds - OFZ

   

7.500%, 02/27/19 (RUB)

    20,000,000        312,286   

South Africa Government Bond

   

7.000%, 02/28/31 (ZAR)

    4,995,000        304,053   

Spain Government Bonds

   

0.750%, 07/30/21 (EUR)

    390,000        453,063   

1.600%, 04/30/25 (144A) (EUR)

    180,000        216,941   

4.300%, 10/31/19 (144A) (EUR)

    780,000        994,633   

Sweden Government Bond

   

5.000%, 12/01/20 (SEK)

    2,650,000        381,153   

United Kingdom Gilt

   

2.000%, 09/07/25 (GBP)

    685,000        990,668   
   

 

 

 
    26,522,964   
   

 

 

 

Total Foreign Government
(Cost $31,327,932)

      29,733,471   
   

 

 

 
Convertible Bonds—2.1%                

Apparel—0.0%

  

Iconix Brand Group, Inc.

   

1.500%, 03/15/18

    115,000        99,187   
   

 

 

 

Chemicals—0.0%

  

RPM International, Inc.

   

2.250%, 12/15/20

    20,000        23,962   
   

 

 

 

 

MIST-181


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Convertible Bonds—(Continued)

 

Security Description       
Principal
Amount*
    Value  

Computers—0.1%

  

Brocade Communications Systems, Inc.

   

1.375%, 01/01/20

    210,000      $ 207,244   
   

 

 

 

Home Builders—0.1%

  

CalAtlantic Group, Inc.

   

0.250%, 06/01/19

    70,000        64,838   

KB Home

   

1.375%, 02/01/19

    345,000        335,512   
   

 

 

 
    400,350   
   

 

 

 

Insurance—0.5%

  

Old Republic International Corp.

   

3.750%, 03/15/18

    1,875,000        2,251,172   
   

 

 

 

Internet—0.1%

  

Priceline Group, Inc. (The)

   

0.900%, 09/15/21

    595,000        638,881   
   

 

 

 

Media—0.2%

  

DISH Network Corp.

   

3.375%, 08/15/26 (144A)

    735,000        804,825   
   

 

 

 

Miscellaneous Manufacturing—0.0%

  

Trinity Industries, Inc.

   

3.875%, 06/01/36

    45,000        53,775   
   

 

 

 

Oil & Gas—0.0%

  

Chesapeake Energy Corp.

   

2.500%, 05/15/37

    14,000        13,913   
   

 

 

 

Semiconductors—1.1%

  

Intel Corp.

   

3.250%, 08/01/39

    2,670,000        4,882,763   

Rovi Corp.

   

0.500%, 03/01/20

    485,000        483,484   
   

 

 

 
    5,366,247   
   

 

 

 

Telecommunications—0.0%

  

CalAmp Corp.

   

1.625%, 05/15/20

    5,000        4,625   

Ciena Corp.

   

3.750%, 10/15/18 (144A)

    115,000        145,475   
   

 

 

 
    150,100   
   

 

 

 

Total Convertible Bonds
(Cost $7,119,013)

      10,009,656   
   

 

 

 
U.S. Treasury & Government Agencies—0.8%   

U.S. Treasury—0.8%

  

U.S. Treasury Notes

   

0.500%, 11/30/16

    985,000        985,484   

0.625%, 04/30/18

    1,510,000        1,507,522   

U.S. Treasury—(Continued)

  

U.S. Treasury Notes

   

0.875%, 03/31/18

    735,000      736,493   

1.500%, 08/15/26

    610,000        604,066   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $3,520,145)

      3,833,565   
   

 

 

 
Municipals—0.2%                

Tobacco Settlement Financing Corp.

   

6.706%, 06/01/46
(Cost $984,745)

    985,000        845,997   
   

 

 

 
Floating Rate Loans (g)—0.2%                

Multi-Utilities—0.1%

  

PowerTeam Services LLC

   

1st Lien Term Loan, 4.250%, 05/06/20

    239,983        239,683   

2nd Lien Term Loan, 8.250%, 11/06/20

    60,000        59,850   
   

 

 

 
    299,533   
   

 

 

 

Telecommunications—0.1%

  

FairPoint Communications, Inc.

   

Term Loan, 7.500%, 02/14/19

    439,075        440,401   
   

 

 

 

Total Floating Rate Loans
(Cost $738,508)

      739,934   
   

 

 

 
Mortgage-Backed Securities—0.1%                

Commercial Mortgage-Backed Securities—0.1%

  

GS Mortgage Securities Trust

   

5.988%, 08/10/45 (d)

    40,000        38,501   

Institutional Mortgage Securities Canada, Inc.

   

2.616%, 07/12/47 (144A) (CAD)

    555,000        423,483   
   

 

 

 

Total Mortgage-Backed Securities
(Cost $556,285)

      461,984   
   

 

 

 
Convertible Preferred Stocks—0.1%   

Metals & Mining—0.0%

  

Alcoa, Inc.

   

5.375%, 10/01/17

    1,115        36,449   
   

 

 

 

Oil, Gas & Consumable Fuels—0.1%

  

Chesapeake Energy Corp.

   

5.000%, 12/31/49

    694        29,755   

5.750%, 12/31/49 (144A)

    430        215,914   
   

 

 

 
    245,669   
   

 

 

 

Total Convertible Preferred Stocks
(Cost $302,565)

      282,118   
   

 

 

 

 

MIST-182


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Warrant—0.0%

 

Security Description   Shares/
Principal
Amount*
    Value  

Oil, Gas & Consumable Fuels—0.0%

  

Halcon Resources Corp.,
Expires 09/09/20 (a) (Cost $0)

    1,077      $ 2,466   
   

 

 

 
Short-Term Investment—1.7%   

Repurchase Agreement—1.7%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $8,172,621 on 10/03/16, collateralized by $7,495,000 U.S. Treasury Note at 3.625% due 02/15/21 with a value of $8,338,188.

    8,172,601        8,172,601   
   

 

 

 

Total Short-Term Investments
(Cost $8,172,601)

      8,172,601   
   

 

 

 
Securities Lending Reinvestments (h)—5.1%   

Certificates of Deposit—0.6%

  

Abbey National Treasury Services

   

0.440%, 10/03/16

    500,000        500,000   

Bank of Montreal

   

0.500%, 10/24/16

    200,000        200,000   

Bank of Nova Scotia

   

0.750%, 10/19/16

    300,000        300,033   

Bank of Tokyo-Mitsubishi, Ltd.

   

0.450%, 10/04/16

    200,000        200,000   

DZ Bank AG

   

0.950%, 01/03/17

    200,000        200,000   

KBC Bank NV

   

Zero Coupon, 12/27/16

    200,000        199,722   

1.000%, 01/04/17

    200,000        200,000   

Landesbank Baden-Wuerttemberg

   

0.450%, 10/03/16

    250,000        250,000   

National Bank of Canada

   

0.420%, 10/06/16

    300,000        300,000   

Norinchukin Bank

   

0.480%, 10/24/16

    200,000        200,000   

Standard Chartered Bank New York

   

0.910%, 12/16/16

    300,000        300,023   

Swedbank

   

0.350%, 10/03/16

    250,000        249,999   
   

 

 

 
    3,099,777   
   

 

 

 

Commercial Paper—0.3%

  

Albion Capital Corp.

   

0.720%, 10/25/16

    400,000        399,873   

Charta LLC

   

0.880%, 12/22/16

    400,000        399,236   

Credit Agricole Corporate and Investment Bank

   

0.610%, 11/01/16

    200,000        199,892   

Kells Funding LLC

   

1.040%, 01/19/17

    300,000        299,109   
   

 

 

 
    1,298,110   
   

 

 

 

Money Market Fund—0.0%

  

State Street Navigator Securities Lending MET Portfolio

    24,035      24,035   
   

 

 

 

Repurchase Agreements—3.8%

   

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $2,300,179 on 10/03/16, collateralized by $2,173,535 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $2,346,001.

    2,300,000        2,300,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $2,300,160 on 10/03/16, collateralized by $2,257,964 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $2,346,002.

    2,300,000        2,300,000   

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $3,000,125 on 10/03/16, collateralized by $2,916,577 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $3,060,000.

    3,000,000        3,000,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $4,300,325 on 10/03/16, collateralized by $4,105,120 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $4,387,834.

    4,300,000        4,300,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $411,100 on 10/03/16, collateralized by $339,631 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $419,305.

    411,083        411,083   

Nomura Securities
Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $5,000,217 on 10/03/16, collateralized by $7,059,377 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $5,100,000.

    5,000,000        5,000,000   

 

MIST-183


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (h)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreements—(Continued)

   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $500,019 on 10/03/16, collateralized by $468,090 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $510,010.

    500,000      $ 500,000   
   

 

 

 
    17,811,083   
   

 

 

 

Time Deposits—0.4%

   

ANZ London

   

0.420%, 10/03/16

    67,723        67,723   

Canadian Imperial Bank

   

0.260%, 10/03/16

    1,000,000        1,000,000   

DBS Bank, Ltd., Singapore

   

0.380%, 10/04/16

    100,000        100,000   

Den Norske Bank, Oslo

   

0.400%, 10/03/16

    300,000        300,000   

Royal Bank of Canada

   

0.280%, 10/03/16

    300,000        300,000   
   

 

 

 
    1,767,723   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $24,000,409)

      24,000,728   
   

 

 

 

Total Investments—104.8%
(Cost $437,611,725) (i)

      495,073,637   

Other assets and liabilities (net)—(4.8)%

      (22,856,075
   

 

 

 
Net Assets—100.0%     $ 472,217,562   
   

 

 

 

 

* 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 September 30, 2016, the market value of securities loaned was $23,045,278 and the collateral received consisted of cash in the amount of $23,600,470. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) Security was valued in good faith under procedures approved by the Board of Trustees. As of September 30, 2016, these securities represent 0.2% of net assets.
(d) Variable or floating rate security. The stated rate represents the rate at September 30, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(e) Illiquid security. As of September 30, 2016, these securities represent 0.7% 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 September 30, 2016.
(i) As of September 30, 2016, the aggregate cost of investments was $437,611,725. The aggregate unrealized appreciation and depreciation of investments were $70,843,584 and $(13,381,672), respectively, resulting in net unrealized appreciation of $57,461,912.
(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 September 30, 2016, the market value of 144A securities was $35,321,766, which is 7.5% 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
(KRW)— South Korean Won
(MXN)— Mexican Peso
(NOK)— Norwegian Krone
(NZD)— New Zealand Dollar
(PLN)— Polish Zloty
(RUB)— Russian Ruble
(SEK)— Swedish Krona
(ZAR)— South African Rand

 

Country Diversification as of

September 30, 2016 (Unaudited)

  

% of
Net Assets

 

United States

     59.1   

Switzerland

     5.0   

United Kingdom

     3.7   

Ireland

     3.4   

China

     3.2   

Hong Kong

     2.4   

Belgium

     2.2   

Canada

     2.2   

France

     2.1   

India

     2.1   

 

MIST-184


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
CAD     475,000      

Credit Suisse International

     12/21/16         USD         364,595       $ (2,331
EUR     11,630,000      

Morgan Stanley & Co.

     12/21/16         USD         13,113,431         (1,668
GBP     545,000      

Credit Suisse International

     12/21/16         USD         720,635         (13,092
JPY     966,000,000      

Credit Suisse International

     12/21/16         USD         9,469,474         89,681   

Contracts to Deliver

                           
AUD     716,000      

Credit Suisse International

     12/21/16         USD         534,112         (12,924
CAD     475,000      

Credit Suisse International

     12/21/16         USD         361,698         (566
CAD     850,000      

Credit Suisse International

     12/22/16         USD         647,278         (988
EUR     600,000      

Morgan Stanley & Co.

     12/21/16         USD         676,213         (232
IDR     18,200,000,000      

Credit Suisse International

     12/21/16         USD         1,362,785         (15,446
MXN     37,100,000      

UBS AG

     12/21/16         USD         2,001,932         104,983   
NOK     2,250,000      

UBS AG

     12/21/16         USD         275,056         (6,444
NZD     3,390,000      

Credit Suisse International

     12/21/16         USD         2,459,174         (1,846
PLN     7,175,000      

Citibank N.A.

     12/21/16         USD         1,875,229         1,648   
SEK     3,275,000      

UBS AG

     12/21/16         USD         387,927         4,656   
ZAR     4,200,000      

UBS AG

     12/21/16         USD         286,007         (15,470

Cross Currency Contracts to Buy

                           
EUR     635,274      

Credit Suisse International

     12/21/16         NOK         5,900,000         (21,943
                

 

 

 

Net Unrealized Appreciation

  

   $ 108,018   
                

 

 

 

 

(AUD)— Australian Dollar
(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
(ZAR)— South African Rand

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-185


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Common Stocks            

Aerospace & Defense

   $ 14,481,442       $ 8,406,474       $ —         $ 22,887,916   

Banks

     11,819,428         —           —           11,819,428   

Beverages

     —           9,949,103         —           9,949,103   

Building Products

     —           6,299,455         —           6,299,455   

Capital Markets

     18,887,344         5,096,657         —           23,984,001   

Chemicals

     14,766,638         —           —           14,766,638   

Electrical Equipment

     4,735,588         —           —           4,735,588   

Energy Equipment & Services

     3,683,419         —           —           3,683,419   

Equity Real Estate Investment Trusts

     104,220         —           —           104,220   

Food & Staples Retailing

     7,484,949         —           —           7,484,949   

Food Products

     —           10,293,048         —           10,293,048   

Health Care Providers & Services

     7,965,440         —           —           7,965,440   

Hotels, Restaurants & Leisure

     8,733,846         —           —           8,733,846   

Household Durables

     6,989,878         —           —           6,989,878   

Industrial Conglomerates

     8,059,517         —           —           8,059,517   

Insurance

     3,146,689         17,605,318         —           20,752,007   

Internet & Direct Marketing Retail

     13,340,663         —           —           13,340,663   

Internet Software & Services

     43,614,778         —           —           43,614,778   

IT Services

     4,639,297         9,343,248         —           13,982,545   

Life Sciences Tools & Services

     5,267,607         —           —           5,267,607   

Machinery

     —           4,436,735         —           4,436,735   

Media

     11,911,064         2,275,905         —           14,186,969   

Oil, Gas & Consumable Fuels

     1,565,929         32,670         —           1,598,599   

Pharmaceuticals

     11,395,508         4,306,892         —           15,702,400   

Semiconductors & Semiconductor Equipment

     6,459,087         —           —           6,459,087   

Specialty Retail

     11,531,247         5,397,763         —           16,929,010   

Textiles, Apparel & Luxury Goods

     —           4,584,922         —           4,584,922   

Total Common Stocks

     220,583,578         88,028,190         —           308,611,768   
Corporate Bonds & Notes            

Advertising

     —           296,387         —           296,387   

Aerospace/Defense

     —           469,634         —           469,634   

Airlines

     —           2,569,791         —           2,569,791   

Auto Manufacturers

     —           5,970,433         —           5,970,433   

Auto Parts & Equipment

     —           1,657,514         —           1,657,514   

Banks

     —           8,459,054         —           8,459,054   

Beverages

     —           622,601         —           622,601   

Building Materials

     —           1,765,795         —           1,765,795   

Chemicals

     —           3,498,851         1,068,540         4,567,391   

Commercial Services

     —           20,750         —           20,750   

Computers

     —           1,250,967         —           1,250,967   

Cosmetics/Personal Care

     —           32,700         —           32,700   

Diversified Financial Services

     —           9,276,783         —           9,276,783   

Electric

     —           3,191,351         —           3,191,351   

Engineering & Construction

     —           206,732         —           206,732   

Food

     —           1,656,493         —           1,656,493   

Forest Products & Paper

     —           417,141         —           417,141   

Gas

     —           218,731         —           218,731  

Healthcare-Services

     —           9,337,802         —           9,337,802   

Holding Companies-Diversified

     —           201,229         —           201,229   

Home Builders

     —           1,979,550         —           1,979,550   

Home Furnishings

     —           296,100         —           296,100   

Household Products/Wares

     —           148,470         —           148,470   

Housewares

     —           159,355         —           159,355   

Insurance

     —           2,067,950         —           2,067,950   

Internet

     —           615,713         —           615,713   

 

MIST-186


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2     Level 3      Total  

Iron/Steel

   $ —         $ 1,612,775      $ —         $ 1,612,775   

Machinery-Diversified

     —           68,087        —           68,087   

Media

     —           1,995,935        —           1,995,935   

Mining

     —           2,847,509        —           2,847,509   

Multi-National

     —           3,252,463        —           3,252,463   

Oil & Gas

     —           8,946,557        —           8,946,557   

Oil & Gas Services

     —           611,356        —           611,356   

Packaging & Containers

     —           3,717,000        —           3,717,000   

Pharmaceuticals

     —           4,414,322        —           4,414,322   

Pipelines

     —           3,429,268        —           3,429,268   

Real Estate

     —           216,115        —           216,115   

Real Estate Investment Trusts

     —           1,795,817        —           1,795,817   

Retail

     —           6,070,202        —           6,070,202   

Semiconductors

     —           1,038,512        —           1,038,512   

Shipbuilding

     —           190,350        —           190,350   

Software

     —           517,650        —           517,650   

Telecommunications

     —           10,048,591        —           10,048,591   

Transportation

     —           150,423        —           150,423   

Total Corporate Bonds & Notes

     —           107,310,809        1,068,540         108,379,349   

Total Foreign Government*

     —           29,733,471        —           29,733,471   

Total Convertible Bonds*

     —           10,009,656        —           10,009,656   

Total U.S. Treasury & Government Agencies*

     —           3,833,565        —           3,833,565   

Total Municipals

     —           845,997        —           845,997   

Total Floating Rate Loans*

     —           739,934        —           739,934   

Total Mortgage-Backed Securities*

     —           461,984        —           461,984   
Convertible Preferred Stocks           

Metals & Mining

     36,449         —          —           36,449   

Oil, Gas & Consumable Fuels

     —           245,669        —           245,669   

Total Convertible Preferred Stocks

     36,449         245,669        —           282,118   

Total Warrant*

     2,466         —          —           2,466   

Total Short-Term Investment*

     —           8,172,601        —           8,172,601   
Securities Lending Reinvestments           

Certificates of Deposit

     —           3,099,777        —           3,099,777   

Commercial Paper

     —           1,298,110        —           1,298,110   

Money Market Fund

     24,035         —          —           24,035   

Repurchase Agreements

     —           17,811,083        —           17,811,083   

Time Deposits

     —           1,767,723        —           1,767,723   

Total Securities Lending Reinvestments

     24,035         23,976,693        —           24,000,728   

Total Investments

   $ 220,646,528       $ 273,358,569      $ 1,068,540       $ 495,073,637   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (23,600,470   $ —         $ (23,600,470
Forward Contracts           

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —         $ 200,968      $ —         $ 200,968   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —           (92,950     —           (92,950

Total Forward Contracts

   $ —         $ 108,018      $ —         $ 108,018   

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-187


Table of Contents

Met Investors Series Trust

Loomis Sayles Global Markets Portfolio

Schedule of Investments as of September 30, 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
Appreciation
     Balance
as of
September 30,
2016
     Change in
Unrealized
Appreciation
from Investments
Still Held at
September 30,
2016
 
Corporate Bonds & Notes               

Chemicals

   $ 919,911       $ 26,077       $ 122,552       $ 1,068,540       $ 122,552   
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

MIST-188


Table of Contents

Met Investors Series Trust

Met/Aberdeen Emerging Markets Equity Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—94.4% of Net Assets

 

Security Description   Shares     Value  

Australia—0.8%

  

BHP Billiton plc

    761,000      $ 11,522,636   
   

 

 

 

Brazil—11.6%

  

Ambev S.A.

    2,440,000        14,870,409   

Banco Bradesco S.A. (ADR) (a)

    4,241,397        38,469,471   

BRF S.A.

    1,240,468        21,100,715   

Lojas Renner S.A.

    3,021,000        22,730,769   

Multiplan Empreendimentos Imobiliarios S.A.

    1,003,537        19,502,033   

Ultrapar Participacoes S.A.

    1,487,000        32,491,189   

Vale S.A. (ADR) (a)

    2,765,077        15,207,923   
   

 

 

 
      164,372,509   
   

 

 

 

Chile—1.2%

  

Banco Santander Chile (ADR)

    824,000        17,048,560   
   

 

 

 

China—4.4%

  

China Mobile, Ltd.

    3,889,000        47,748,571   

PetroChina Co., Ltd. - Class H

    21,600,000        14,354,989   
   

 

 

 
      62,103,560   
   

 

 

 

Hong Kong—8.8%

  

AIA Group, Ltd.

    7,840,000        52,528,869   

Hang Lung Group, Ltd.

    6,111,000        23,313,293   

Hang Lung Properties, Ltd.

    3,338,000        7,577,047   

Hong Kong Exchanges and Clearing, Ltd.

    593,517        15,656,646   

Swire Pacific, Ltd. - Class B

    13,029,000        25,437,932   
   

 

 

 
      124,513,787   
   

 

 

 

Hungary—1.2%

  

Richter Gedeon Nyrt

    840,000        17,069,172   
   

 

 

 

India—16.4%

  

Hero MotoCorp, Ltd.

    422,000        21,759,186   

Hindustan Unilever, Ltd.

    1,686,000        22,077,461   

Housing Development Finance Corp., Ltd.

    2,389,000        50,216,426   

ICICI Bank, Ltd.

    5,960,000        22,723,892   

Infosys, Ltd.

    1,461,942        22,762,201   

ITC, Ltd.

    9,958,500        36,326,884   

Tata Consultancy Services, Ltd.

    349,713        12,811,098   

UltraTech Cement, Ltd.

    759,063        44,056,429   
   

 

 

 
      232,733,577   
   

 

 

 

Indonesia—4.9%

  

Astra International Tbk PT

    81,874,000        52,020,965   

Indocement Tunggal Prakarsa Tbk PT

    13,685,100        18,229,085   
   

 

 

 
      70,250,050   
   

 

 

 

Luxembourg—1.4%

  

Tenaris S.A. (ADR) (a)

    691,000        19,624,400   
   

 

 

 

Malaysia—1.9%

  

CIMB Group Holdings Bhd

    6,235,804        7,111,407   

Public Bank Bhd

    4,115,000        19,739,973   
   

 

 

 
      26,851,380   
   

 

 

 

Mexico—7.4%

  

Fomento Economico Mexicano S.A.B. de C.V. (ADR)

    493,000      $ 45,375,720   

Grupo Aeroportuario del Sureste S.A.B. de C.V. (ADR)

    145,000        21,230,900   

Grupo Financiero Banorte S.A.B. de C.V. - Class O

    7,469,208        39,210,959   
   

 

 

 
      105,817,579   
   

 

 

 

Philippines—4.2%

  

Ayala Land, Inc.

    43,257,000        35,071,551   

Bank of the Philippine Islands

    11,247,370        24,348,639   
   

 

 

 
      59,420,190   
   

 

 

 

Poland—1.4%

  

Bank Pekao S.A.

    593,000        19,266,198   
   

 

 

 

Portugal—1.3%

  

Jeronimo Martins SGPS S.A.

    1,092,000        18,934,076   
   

 

 

 

Russia—4.5%

  

Lukoil PJSC (ADR)

    660,343        32,105,096   

Magnit PJSC

    188,006        31,289,808   
   

 

 

 
      63,394,904   
   

 

 

 

South Africa—3.3%

  

Massmart Holdings, Ltd.

    1,646,135        14,254,752   

MTN Group, Ltd.

    1,615,000        13,851,672   

Truworths International, Ltd.

    3,520,299        18,230,255   
   

 

 

 
      46,336,679   
   

 

 

 

South Korea—1.6%

  

AmorePacific Group

    7,866        1,182,766   

E-Mart, Inc.

    55,385        7,943,833   

NAVER Corp.

    17,410        13,975,897   
   

 

 

 
      23,102,496   
   

 

 

 

Taiwan—4.9%

  

Taiwan Mobile Co., Ltd.

    4,493,000        16,189,490   

Taiwan Semiconductor Manufacturing Co., Ltd.

    9,239,000        54,184,481   
   

 

 

 
      70,373,971   
   

 

 

 

Thailand—4.8%

  

Siam Cement PCL (The)

    2,419,850        36,035,862   

Siam Commercial Bank PCL (The)

    7,702,000        32,897,431   
   

 

 

 
      68,933,293   
   

 

 

 

Turkey—4.5%

   

Akbank TAS

    8,737,000        23,467,093   

BIM Birlesik Magazalar A/S

    1,175,000        19,601,950   

Turkiye Garanti Bankasi A/S

    8,073,000        21,444,511   
   

 

 

 
      64,513,554   
   

 

 

 

 

MIST-189


Table of Contents

Met Investors Series Trust

Met/Aberdeen Emerging Markets Equity Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

United Kingdom—2.3%

  

SABMiller plc

    267,325      $ 15,545,835   

Standard Chartered plc (b)

    2,043,557        16,642,129   
   

 

 

 
      32,187,964   
   

 

 

 

United States—1.6%

  

Yum! Brands, Inc.

    249,000        22,611,690   
   

 

 

 

Total Common Stocks
(Cost $1,183,434,581)

      1,340,982,225   
   

 

 

 
Preferred Stocks—4.5%   

South Korea—4.5%

   

AmorePacific Group

    2,096        404,483   

Samsung Electronics Co., Ltd.

    54,173        63,952,602   
   

 

 

 

Total Preferred Stocks
(Cost $50,297,991)

      64,357,085   
   

 

 

 
Short-Term Investment—0.9%   

Repurchase Agreement—0.9%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $12,439,136 on 10/03/16, collateralized by $11,405,000 U.S. Treasury Note at 3.625% due 02/15/21 with a value of $12,688,063.

    12,439,105        12,439,105   
   

 

 

 

Total Short-Term Investments
(Cost $12,439,105)

      12,439,105   
   

 

 

 
Securities Lending Reinvestments (c)—1.1%   

Repurchase Agreements—1.1%

   

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $1,400,109 on 10/03/16, collateralized by $1,323,021 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $1,428,000.

    1,400,000        1,400,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $2,000,139 on 10/03/16, collateralized by $1,963,447 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $2,040,002.

    2,000,000        2,000,000   

Repurchase Agreements—(Continued)

  

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $1,000,042 on 10/03/16, collateralized by $972,192 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $1,020,000.

    1,000,000      1,000,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $1,000,038 on 10/03/16, collateralized by $788,800 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $1,020,014.

    1,000,000        1,000,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $2,400,200 on 10/03/16, collateralized by $2,291,230 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $2,449,024.

    2,400,000        2,400,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $426,696 on 10/03/16, collateralized by $352,516 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $435,213.

    426,679        426,679   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $2,500,146 on 10/03/16, collateralized by $3,998,902 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $2,550,149.

    2,500,000        2,500,000   

Nomura Securities
Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $2,500,108 on 10/03/16, collateralized by $3,529,688 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $2,550,000.

    2,500,000        2,500,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $2,000,077 on 10/03/16, collateralized by $1,872,360 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $2,040,041.

    2,000,000        2,000,000   
   

 

 

 
      15,226,679   
   

 

 

 

 

MIST-190


Table of Contents

Met Investors Series Trust

Met/Aberdeen Emerging Markets Equity Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (c)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Time Deposits—0.0%

   

ANZ London
0.420%, 10/03/16

    71,152      $ 71,152   

Den Norske Bank, Oslo
0.400%, 10/03/16

    200,000        200,000   

Royal Bank of Canada
0.280%, 10/03/16

    200,000        200,000   
   

 

 

 
      471,152   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $15,697,831)

      15,697,831   
   

 

 

 

Total Investments—100.9%
(Cost $1,261,869,508) (d)

      1,433,476,246   

Other assets and liabilities (net)—(0.9)%

      (13,063,612
   

 

 

 
Net Assets—100.0%     $ 1,420,412,634   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $15,165,883 and the collateral received consisted of cash in the amount of $15,697,831. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(b) Non-income producing security.
(c) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(d) As of September 30, 2016, the aggregate cost of investments was $1,261,869,508. The aggregate unrealized appreciation and depreciation of investments were $204,069,489 and $(32,462,751), respectively, resulting in net unrealized appreciation of $171,606,738.
(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

September 30, 2016 (Unaudited)

  

% of
Net Assets

 

Banks

     19.9   

Real Estate Management & Development

     7.8   

Construction Materials

     6.9   

Food & Staples Retailing

     6.5   

Oil, Gas & Consumable Fuels

     5.6   

Wireless Telecommunication Services

     5.5   

Beverages

     5.3   

Automobiles

     5.2   

Technology Hardware, Storage & Peripherals

     4.5   

Semiconductors & Semiconductor Equipment

     3.8   

 

MIST-191


Table of Contents

Met Investors Series Trust

Met/Aberdeen Emerging Markets Equity Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Common Stocks           

Australia

   $ —         $ 11,522,636      $ —         $ 11,522,636   

Brazil

     164,372,509         —          —           164,372,509   

Chile

     17,048,560         —          —           17,048,560   

China

     —           62,103,560        —           62,103,560   

Hong Kong

     —           124,513,787        —           124,513,787   

Hungary

     —           17,069,172        —           17,069,172   

India

     —           232,733,577        —           232,733,577   

Indonesia

     —           70,250,050        —           70,250,050   

Luxembourg

     19,624,400         —          —           19,624,400   

Malaysia

     —           26,851,380        —           26,851,380   

Mexico

     105,817,579         —          —           105,817,579   

Philippines

     —           59,420,190        —           59,420,190   

Poland

     —           19,266,198        —           19,266,198   

Portugal

     —           18,934,076        —           18,934,076   

Russia

     2,436,500         60,958,404        —           63,394,904   

South Africa

     —           46,336,679        —           46,336,679   

South Korea

     —           23,102,496        —           23,102,496   

Taiwan

     —           70,373,971        —           70,373,971   

Thailand

     68,933,293         —          —           68,933,293   

Turkey

     —           64,513,554        —           64,513,554   

United Kingdom

     —           32,187,964        —           32,187,964   

United States

     22,611,690         —          —           22,611,690   

Total Common Stocks

     400,844,531         940,137,694        —           1,340,982,225   

Total Preferred Stocks*

     —           64,357,085        —           64,357,085   

Total Short-Term Investment*

     —           12,439,105        —           12,439,105   
Securities Lending Reinvestments           

Repurchase Agreements

     —           15,226,679        —           15,226,679   

Time Deposits

     —           471,152        —           471,152   

Total Securities Lending Reinvestments

     —           15,697,831        —           15,697,831   

Total Investments

   $ 400,844,531       $ 1,032,631,715      $ —         $ 1,433,476,246   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (15,697,831   $ —         $ (15,697,831

 

* See Schedule of Investments for additional detailed categorizations.

Transfers from Level 2 to Level 1 in the amount of $94,513,376 were due to the discontinuation of a systematic fair valuation model factor.

 

MIST-192


Table of Contents

Met Investors Series Trust

Met/Artisan International Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—93.0% of Net Assets

 

Security Description   Shares     Value  

Belgium—1.5%

  

Telenet Group Holding NV (a)

    175,847      $ 9,171,672   

UCB S.A.

    79,580        6,153,136   
   

 

 

 
      15,324,808   
   

 

 

 

Canada—3.0%

  

Canadian Pacific Railway, Ltd.

    151,801        23,180,013   

Rogers Communications, Inc. - Class B

    179,503        7,615,486   
   

 

 

 
      30,795,499   
   

 

 

 

China—3.3%

  

Alibaba Group Holding, Ltd. (ADR) (a) (b)

    260,084        27,514,286   

China Construction Bank Corp. - Class H

    3,778,514        2,820,190   

Ctrip.com International, Ltd. (ADR) (a) (b)

    81,174        3,780,273   
   

 

 

 
      34,114,749   
   

 

 

 

Denmark—0.5%

  

ISS A/S (144A)

    124,624        5,184,917   
   

 

 

 

France—6.5%

  

Danone S.A.

    297,146        22,040,023   

L’Oreal S.A.

    39,213        7,403,218   

LVMH Moet Hennessy Louis Vuitton SE

    29,931        5,102,569   

Pernod-Ricard S.A.

    97,952        11,589,368   

Zodiac Aerospace

    894,564        21,781,379   
   

 

 

 
      67,916,557   
   

 

 

 

Germany—17.0%

  

Allianz SE

    134,040        19,895,924   

Bayer AG

    102,679        10,313,475   

Beiersdorf AG

    203,960        19,237,831   

Deutsche Boerse AG (a)

    475,404        38,494,380   

Deutsche Post AG

    333,295        10,416,068   

Linde AG

    246,677        41,921,543   

Vonovia SE

    419,393        15,880,677   

Wirecard AG (b)

    403,193        20,942,325   
   

 

 

 
      177,102,223   
   

 

 

 

Hong Kong—4.9%

  

AIA Group, Ltd.

    5,646,572        37,832,658   

China Mobile, Ltd.

    1,119,000        13,738,918   
   

 

 

 
      51,571,576   
   

 

 

 

Indonesia—0.1%

  

Bank Rakyat Indonesia Persero Tbk PT

    1,604,800        1,505,633   
   

 

 

 

Ireland—1.3%

  

Allegion plc

    13,416        924,497   

Willis Towers Watson plc

    96,907        12,866,342   
   

 

 

 
      13,790,839   
   

 

 

 

Italy—1.0%

  

Atlantia S.p.A.

    393,705        9,996,235   
   

 

 

 

Japan—12.8%

  

Calbee, Inc.

    210,600      7,963,986   

Japan Tobacco, Inc.

    1,191,792        48,690,726   

KDDI Corp.

    662,000        20,371,437   

NGK Insulators, Ltd.

    272,300        5,638,479   

Nippon Telegraph & Telephone Corp.

    425,100        19,414,481   

NTT DoCoMo, Inc.

    1,136,592        28,817,509   

Seven & i Holdings Co., Ltd.

    52,700        2,490,593   
   

 

 

 
      133,387,211   
   

 

 

 

Luxembourg—0.3%

  

RTL Group S.A.

    42,013        3,486,513   
   

 

 

 

Netherlands—0.9%

  

ASML Holding NV

    61,599        6,754,892   

Heineken NV

    28,823        2,535,071   
   

 

 

 
      9,289,963   
   

 

 

 

South Korea—0.0%

  

Orion Corp.

    115        86,408   
   

 

 

 

Spain—1.7%

  

Grifols S.A.

    305,818        6,589,106   

Grifols S.A. (ADR)

    692,962        11,066,603   
   

 

 

 
      17,655,709   
   

 

 

 

Sweden—1.0%

  

Swedbank AB - A Shares

    461,166        10,829,751   
   

 

 

 

Switzerland—7.7%

  

Actelion, Ltd. (a)

    89,906        15,565,177   

Nestle S.A.

    659,511        51,965,264   

Roche Holding AG

    49,968        12,378,877   
   

 

 

 
      79,909,318   
   

 

 

 

Taiwan—1.9%

  

Taiwan Semiconductor Manufacturing Co., Ltd.

    3,468,000        20,338,974   
   

 

 

 

Thailand—0.1%

  

Thai Beverage PCL

    2,204,100        1,569,394   
   

 

 

 

United Kingdom—18.8%

  

Aon plc

    260,176        29,267,198   

Babcock International Group plc

    488,766        6,557,464   

British American Tobacco plc

    268,470        17,169,293   

Coca-Cola European Partners plc

    516,419        20,605,118   

Delphi Automotive plc

    137,215        9,786,174   

Imperial Brands plc

    325,409        16,773,403   

Liberty Global plc - Class A (a)

    584,929        19,992,873   

Liberty Global plc - Class C (a)

    861,737        28,471,791   

Liberty Global plc LiLAC - Class A (a)

    63,467        1,751,055   

Liberty Global plc LiLAC - Class C (a)

    97,022        2,721,467   

Lloyds Banking Group plc

    6,518,628        4,616,555   

St. James’s Place plc

    81,294        1,000,955   

 

MIST-193


Table of Contents

Met Investors Series Trust

Met/Artisan International Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

United Kingdom—(Continued)

  

Unilever plc

    589,613      $ 27,951,783   

Wolseley plc

    166,944        9,410,195   
   

 

 

 
      196,075,324   
   

 

 

 

United States—8.7%

  

Amazon.com, Inc. (a)

    14,904        12,479,268   

Cognizant Technology Solutions
Corp. - Class A (a)

    322,805        15,401,027   

Medtronic plc

    625,227        54,019,613   

WABCO Holdings, Inc. (a)

    81,984        9,307,643   
   

 

 

 
      91,207,551   
   

 

 

 

Total Common Stocks
(Cost $947,994,645)

      971,139,152   
   

 

 

 
Equity Linked Security—1.8%   

Ireland—1.8%

  

Ryanair Holdings plc (HSBC Bank plc),
10/29/18 (c)
(Cost $16,658,595)

    1,363,245        18,621,828   
   

 

 

 
Preferred Stock—1.7%   

Germany—1.7%

  

Henkel AG & Co. KGaA
(Cost $14,863,299)

    131,329        17,850,948   
   

 

 

 
Short-Term Investment—2.7%   

Repurchase Agreement—2.7%

  

Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at
0.030% to be repurchased at $28,438,845 on 10/03/16, collateralized by $28,650,000 U.S. Treasury Note at 1.250% due 03/31/21 with a value of $29,008,125.

    28,438,774        28,438,774   
   

 

 

 

Total Short-Term Investments
(Cost $28,438,774)

      28,438,774   
   

 

 

 
Securities Lending Reinvestments (d)—3.2%   
Security Description       
Principal
Amount*
    Value  

Repurchase Agreements—3.0%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $2,100,163 on 10/03/16, collateralized by $1,984,532 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $2,142,001.

    2,100,000      2,100,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $3,000,208 on 10/03/16, collateralized by $2,945,170 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $3,060,003.

    3,000,000        3,000,000   

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $5,000,208 on 10/03/16, collateralized by $4,860,962 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $5,100,001.

    5,000,000        5,000,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $4,000,150 on 10/03/16, collateralized by $3,155,200 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $4,080,056.

    4,000,000        4,000,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $3,400,282 on 10/03/16, collateralized by $3,245,909 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $3,469,450.

    3,400,000        3,400,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at
0.480% to be repurchased at $496,727 on 10/03/16, collateralized by $410,372 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $506,641.

    496,707        496,707   

Natixis New York
Repurchase Agreement dated 09/30/16 at
0.700% to be repurchased at $5,000,292 on 10/03/16, collateralized by $7,997,805 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $5,100,298.

    5,000,000        5,000,000   

 

MIST-194


Table of Contents

Met Investors Series Trust

Met/Artisan International Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (d)—(Continued)

 

Security Description       
Principal
Amount*
    Value  

Repurchase Agreements—(Continued)

  

Nomura Securities
Repurchase Agreement dated 09/30/16 at
0.520% to be repurchased at $5,000,217 on 10/03/16, collateralized by $7,059,377 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $5,100,000.

    5,000,000      $ 5,000,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at
0.460% to be repurchased at $3,000,115 on 10/03/16, collateralized by $2,808,540 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $3,060,062.

    3,000,000        3,000,000   
   

 

 

 
      30,996,707   
   

 

 

 

Time Deposits—0.2%

  

ANZ London
0.420%, 10/03/16

    100,000        100,000   

Canadian Imperial Bank
0.260%, 10/03/16

    1,000,000        1,000,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    400,000        400,000   

Royal Bank of Canada
0.280%, 10/03/16

    400,000        400,000   
   

 

 

 
      1,900,000   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $32,896,707)

      32,896,707   
   

 

 

 

Total Investments—102.4%
(Cost $1,040,852,020) (e)

      1,068,947,409   

Other assets and liabilities (net)—(2.4)%

      (25,421,880
   

 

 

 
Net Assets—100.0%     $ 1,043,525,529   
   

 

 

 

 

* 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 September 30, 2016, the market value of securities loaned was $31,606,377 and the collateral received consisted of cash in the amount of $32,896,707. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(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 September 30, 2016.
(e) As of September 30, 2016, the aggregate cost of investments was $1,040,852,020. The aggregate unrealized appreciation and depreciation of investments were $59,923,085 and $(31,827,696), respectively, resulting in net unrealized appreciation of $28,095,389.
(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 September 30, 2016, the market value of 144A securities was $5,184,917, which is 0.5% 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
September 30, 2016 (Unaudited)

  

% of
Net Assets

 

Insurance

     9.7   

Tobacco

     7.9   

Food Products

     7.9   

Wireless Telecommunication Services

     6.7   

Media

     6.3   

Personal Products

     5.2   

Health Care Equipment & Supplies

     5.2   

Chemicals

     4.0   

Capital Markets

     3.7   

Banks

     3.7   

 

MIST-195


Table of Contents

Met Investors Series Trust

Met/Artisan International Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Common Stocks           

Belgium

   $ —         $ 15,324,808      $ —         $ 15,324,808   

Canada

     30,795,499         —          —           30,795,499   

China

     31,294,559         2,820,190        —           34,114,749   

Denmark

     —           5,184,917        —           5,184,917   

France

     —           67,916,557        —           67,916,557   

Germany

     —           177,102,223        —           177,102,223   

Hong Kong

     —           51,571,576        —           51,571,576   

Indonesia

     —           1,505,633        —           1,505,633   

Ireland

     13,790,839                —           13,790,839   

Italy

     —           9,996,235        —           9,996,235   

Japan

     —           133,387,211        —           133,387,211   

Luxembourg

     —           3,486,513        —           3,486,513   

Netherlands

     —           9,289,963        —           9,289,963   

South Korea

     —           86,408        —           86,408   

Spain

     11,066,603         6,589,106        —           17,655,709   

Sweden

     —           10,829,751        —           10,829,751   

Switzerland

     —           79,909,318        —           79,909,318   

Taiwan

     —           20,338,974        —           20,338,974   

Thailand

     —           1,569,394        —           1,569,394   

United Kingdom

     112,595,676         83,479,648        —           196,075,324   

United States

     91,207,551                —           91,207,551   

Total Common Stocks

     290,750,727         680,388,425        —           971,139,152   

Total Equity Linked Security*

     —           18,621,828        —           18,621,828   

Total Preferred Stock*

     —           17,850,948        —           17,850,948   

Total Short-Term Investment*

     —           28,438,774        —           28,438,774   
Securities Lending Reinvestments           

Repurchase Agreements

     —           30,996,707        —           30,996,707   

Time Deposits

     —           1,900,000        —           1,900,000   

Total Securities Lending Reinvestments

     —           32,896,707        —           32,896,707   

Total Investments

   $ 290,750,727       $ 778,196,682      $ —         $ 1,068,947,409   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (32,896,707   $ —         $ (32,896,707

 

* 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-196


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Floating Rate Loans (a)—95.6% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Advertising—0.6%

  

inVentiv Health, Inc.
Incremental Term Loan B3, 7.750%, 05/15/18

    1,543,450      $ 1,547,309   

Term Loan B4, 7.750%, 05/15/18

    2,681,243        2,689,622   

J.D. Power & Associates
1st Lien Term Loan, 5.250%, 09/07/23

    700,000        707,000   
   

 

 

 
      4,943,931   
   

 

 

 

Aerospace/Defense—2.4%

  

BE Aerospace, Inc.
Term Loan B, 3.787%, 12/16/21

    938,182        948,639   

Flying Fortress, Inc.
Term Loan, 3.588%, 04/30/20

    2,729,167        2,747,930   

Silver II U.S. Holdings LLC
Term Loan, 4.000%, 12/13/19

    5,335,643        5,002,166   

TransDigm, Inc.
Extended Term Loan F, 3.750%, 06/09/23

    3,328,980        3,332,103   

Term Loan C, 3.821%, 02/28/20

    4,804,881        4,813,558   

Term Loan D, 3.832%, 06/04/21

    1,759,500        1,761,287   

Wesco Aircraft Hardware Corp.
Term Loan A, 09/23/21 (b)

    950,000        948,219   
   

 

 

 
      19,553,902   
   

 

 

 

Auto Components—1.5%

  

CS Intermediate Holdco 2 LLC
Term Loan B, 4.000%, 04/04/21

    2,504,231        2,520,403   

Dayco Products LLC
Term Loan B, 5.250%, 12/12/19

    979,900        984,799   

Federal-Mogul Holdings Corp.
Term Loan C, 4.750%, 04/15/21

    4,214,000        4,082,312   

MPG Holdco I, Inc.
Term Loan B, 3.750%, 10/20/21

    4,064,563        4,079,805   

Visteon Corp.
Delayed Draw Term Loan B, 3.546%, 04/09/21

    685,417        688,701   
   

 

 

 
      12,356,020   
   

 

 

 

Auto Manufacturers—0.6%

  

FCA U.S. LLC
Term Loan B, 3.250%, 12/31/18

    2,460,873        2,466,577   

Term Loan B, 3.500%, 05/24/17

    2,764,452        2,773,091   
   

 

 

 
      5,239,668   
   

 

 

 

Auto Parts & Equipment—0.9%

  

Goodyear Tire & Rubber Co. (The)
2nd Lien Term Loan, 3.860%, 04/30/19

    3,650,000        3,678,353   

Horizon Global Corp.
Term Loan B, 8.500%, 06/30/21

    843,750        852,187   

TI Group Automotive Systems LLC
Term Loan, 4.500%, 06/30/22

    1,683,000        1,691,402   

Tower Automotive Holdings USA LLC
Term Loan, 4.000%, 04/23/20

    1,247,436        1,248,216   
   

 

 

 
      7,470,158   
   

 

 

 

Beverages—0.4%

  

Flavors Holdings, Inc.
1st Lien Term Loan, 6.750%, 04/03/20

    720,000      612,000   

Keurig Green Mountain, Inc.
Term Loan B, 5.250%, 03/03/23

    991,515        1,005,892   

Oak Tea, Inc.
Term Loan B1, 4.250%, 07/02/22

    1,784,707        1,809,247   
   

 

 

 
      3,427,139   
   

 

 

 

Biotechnology—0.1%

  

AMAG Pharmaceuticals, Inc.
1st Lien Term Loan, 4.750%, 08/13/21

    1,021,250        1,023,803   
   

 

 

 

Building Materials—0.7%

  

CPG International, Inc.
Term Loan, 4.750%, 09/30/20

    1,950,994        1,957,091   

GCP Applied Technologies, Inc.
Term Loan B, 4.088%, 02/03/22

    547,250        555,459   

Henry Co. LLC
Term Loan B, 09/28/23 (b)

    300,000        301,500   

Quikrete Holdings, Inc.
1st Lien Term Loan, 4.000%, 09/28/20

    1,095,346        1,104,816   

Summit Materials Cos. I LLC
Term Loan B, 4.000%, 07/17/22

    1,612,150        1,619,959   

Tank Holding Corp.
Term Loan, 5.250%, 03/16/22

    707,818        689,237   
   

 

 

 
      6,228,062   
   

 

 

 

Capital Markets—1.2%

  

Armor Holding II LLC 1st Lien
Term Loan, 5.750%, 06/26/20

    2,115,689        2,080,426   

Corporate Capital Trust, Inc.
Term Loan B, 4.125%, 05/20/19

    1,146,184        1,147,616   

Guggenheim Partners LLC
Term Loan, 4.477%, 07/22/20

    1,705,084        1,714,677   

Medley LLC
Term Loan, 6.500%, 06/15/19 (c) (d)

    373,750        385,374   

NXT Capital, Inc.
6.250%, 09/04/18

    1,760,974        1,765,378   

Term Loan B, 6.250%, 09/04/18

    1,253,106        1,256,238   

Salient Partners L.P.
Term Loan, 9.500%, 05/19/21

    765,333        732,807   

Sheridan Investment Partners II L.P.
Term Loan A, 4.340%, 12/16/20

    99,389        62,118   

Term Loan B, 4.340%, 12/16/20

    713,970        446,231   

Term Loan M, 4.340%, 12/16/20

    37,067        23,167   
   

 

 

 
      9,614,032   
   

 

 

 

Chemicals—4.9%

  

Aruba Investments, Inc.
Term Loan B, 4.500%, 02/02/22

    297,724        297,163   

Axalta Coating Systems U.S. Holdings, Inc.
Term Loan, 3.750%, 02/01/20

    4,206,253        4,238,128   

Emerald Performance Materials LLC 1st Lien
Term Loan, 4.500%, 08/01/21

    480,909        483,514   

 

MIST-197


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Chemicals—(Continued)

  

Flint Group GmbH
Term Loan C, 4.500%, 09/07/21

    139,023      $ 139,023   

Flint Group U.S. LLC
1st Lien Term Loan B2, 4.500%, 09/07/21

    840,977        837,823   

Gemini HDPE LLC
Term Loan B, 4.750%, 08/07/21

    1,923,481        1,939,110   

Huntsman International LLC
Incremental Term Loan, 3.750%, 10/01/21

    2,014,125        2,026,276   

Term Loan B, 4.250%, 04/01/23

    522,375        526,619   

Ineos U.S. Finance LLC
Term Loan, 3.750%, 05/04/18

    6,505,984        6,531,058   

Term Loan, 4.250%, 03/31/22

    689,495        692,881   

Kraton Polymers LLC
Term Loan B, 6.000%, 01/06/22

    2,125,000        2,143,097   

Kronos Worldwide, Inc.
Term Loan, 4.000%, 02/18/20

    316,875        309,349   

MacDermid, Inc.
1st Lien Term Loan, 5.500%, 06/07/20

    2,268,726        2,276,703   

Term Loan B2, 5.500%, 06/07/20

    589,500        591,184   

Term Loan B3, 5.500%, 06/07/20

    519,750        522,442   

Minerals Technologies, Inc.
Term Loan B1, 3.750%, 05/09/21

    1,141,506        1,149,345   

Orion Engineered Carbons GmbH
Term Loan, 3.838%, 07/25/21

    484,813        486,782   

OXEA Finance LLC
Term Loan B2, 4.250%, 01/15/20

    1,117,752        1,067,453   

PolyOne Corp.
Term Loan B, 3.500%, 11/11/22

    970,184        976,552   

PQ Corp.
Term Loan, 5.750%, 11/04/22

    2,169,563        2,187,190   

Sonneborn LLC
Term Loan, 4.750%, 12/10/20

    354,471        355,578   

Sonneborn Refined Products B.V.
Term Loan, 4.750%, 12/10/20

    62,554        62,749   

Tata Chemicals North America, Inc.
Term Loan B, 3.750%, 08/07/20

    916,755        915,610   

Trinseo Materials Operating SCA
Term Loan B, 4.250%, 11/05/21

    1,308,438        1,315,634   

Tronox Pigments (Netherlands) B.V.
Term Loan, 4.500%, 03/19/20

    4,423,790        4,385,081   

Unifrax Corp.
Term Loan, 4.250%, 11/28/18

    218,408        217,316   

Univar, Inc.
Term Loan, 4.250%, 07/01/22

    3,242,250        3,247,655   

Versum Materials, Inc. Term Loan, 09/20/23 (b)

    600,000        604,313   
   

 

 

 
      40,525,628   
   

 

 

 

Coal—0.6%

  

Arch Coal, Inc.
Delayed Draw Term Loan, 5.000%, 01/31/17 (e)

    650,000        652,844   

Term Loan B, 7.500%, 05/16/18

    2,751,676        2,098,153   

Murray Energy Corp.
Term Loan B1, 7.750%, 04/16/17

    295,097        285,875   

Term Loan B2, 8.250%, 04/16/20

    1,929,137        1,651,824   
   

 

 

 
      4,688,696   
   

 

 

 

Commercial Services—5.2%

  

Acosta Holdco, Inc.
Term Loan, 4.250%, 09/26/21

    2,742,147      2,618,750   

Albany Molecular Research, Inc.
Term Loan B, 5.750%, 07/16/21

    1,391,237        1,401,671   

Brickman Group, Ltd. LLC
1st Lien Term Loan, 4.000%, 12/18/20

    875,300        874,128   

Bright Horizons Family Solutions, Inc.
Term Loan B, 3.750%, 01/30/20 

    1,447,368        1,455,510   

Ceridian LLC
Term Loan, 4.500%, 09/15/20

    589,605        578,796   

Garda World Security Corp.
Delayed Draw Term Loan, 4.004%, 11/06/20

    716,153        709,887   

Term Loan B, 4.004%, 11/06/20

    3,367,211        3,337,748   

Global Payments, Inc.
Term Loan B, 4.024%, 04/22/23

    648,375        655,568   

Hertz Corp. (The)
Term Loan B, 3.500%, 06/30/23

    1,022,438        1,030,654   

IAP Worldwide Services, Inc.
2nd Lien Term Loan,
8.000%, 07/18/19 (c) (d)

    335,467        268,373   

Revolver, 2.300%, 07/18/18 (c) (d) (e)

    248,024        232,746   

IPC Corp.
Term Loan B, 5.500%, 08/06/21

    1,674,500        1,590,775   

Jaguar Holding Co. II
Term Loan B, 4.250%, 08/18/22

    5,712,887        5,737,880   

KAR Auction Services, Inc.
Term Loan B2, 4.063%, 03/11/21

    4,562,266        4,590,780   

Live Nation Entertainment, Inc.
Term Loan B1, 3.590%, 08/16/20

    2,641,912        2,657,600   

LSC Communications, Inc.
Term Loan B, 09/26/22 (b)

    1,175,000        1,163,250   

Merrill Communications LLC
Term Loan, 6.250%, 06/01/22

    618,292        581,194   

Monitronics International, Inc.
Term Loan B2, 6.500%, 09/22/22

    3,116,941        3,109,149   

Prime Security Services Borrower LLC
Incremental Term Loan B1, 4.750%, 05/02/22

    2,094,750        2,118,643   

Rent-A-Center, Inc.
Term Loan B, 3.836%, 03/19/21

    470,250        465,253   

ServiceMaster Co.
Term Loan B, 4.250%, 07/01/21

    2,674,977        2,707,160   

SGS Cayman L.P.
Term Loan B, 6.000%, 04/23/21

    198,926        198,180   

SunEdison Semiconductor B.V.
1st Lien Term Loan, 6.500%, 05/27/19

    670,610        672,286   

Weight Watchers International, Inc.
Term Loan B2, 4.000%, 04/02/20

    4,931,614        3,770,628   
   

 

 

 
      42,526,609   
   

 

 

 

Computers—1.2%

  

Avast Software B.V.
Term Loan B, 07/19/22 (b)

    1,950,000        1,963,001   

 

MIST-198


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Computers—(Continued)

  

MTS Systems Corp.
Term Loan B, 5.000%, 07/05/23

    1,300,000      $ 1,313,000   

SkillSoft Corp.
1st Lien Term Loan, 5.750%, 04/28/21

    3,955,000        3,502,152   

Smart Technologies ULC
Term Loan, 12.500%, 01/31/18 (c) (d)

    472,656        479,368   

TNS, Inc.
1st Lien Term Loan, 5.000%, 02/14/20

    816,745        822,871   

Western Digital Corp.
Term Loan B1, 4.500%, 04/29/23

    2,174,550        2,201,053   
   

 

 

 
      10,281,445   
   

 

 

 

Construction Materials—0.2%

  

Fairmount Santrol, Inc.
Extended Term Loan B1, 4.500%, 07/15/18

    195,000        184,275   

Term Loan B2, 4.500%, 09/05/19

    1,964,250        1,764,757   
   

 

 

 
      1,949,032   
   

 

 

 

Cosmetics/Personal Care—0.4%

  

Coty, Inc.
Term Loan B, 3.750%, 10/27/22

    820,875        824,637   

Galleria Co.
Term Loan B, 3.750%, 01/26/23

    1,675,000        1,685,448   

Revlon Consumer Products Corp.
Term Loan B, 4.250%, 09/07/23

    525,000        527,063   
   

 

 

 
      3,037,148   
   

 

 

 

Distribution/Wholesale—0.1%

  

ABC Supply Co., Inc.
Term Loan, 3.500%, 04/16/20

    1,258,336        1,263,157   
   

 

 

 

Distributors—0.0%

  

PFS Holding Corp.
1st Lien Term Loan, 4.500%, 01/31/21

    243,750        229,125   
   

 

 

 

Diversified Consumer Services—0.2%

  

Coinamatic Canada, Inc.
1st Lien Term Loan, 4.250%, 05/14/22

    44,150        44,260   

KUEHG Corp.
1st Lien Term Loan, 6.000%, 08/13/22

    1,113,750        1,122,103   

WASH Multifamily Laundry Systems LLC
1st Lien Term Loan, 4.250%, 05/14/22

    252,099        252,730   
   

 

 

 
      1,419,093   
   

 

 

 

Diversified Financial Services—3.1%

  

AlixPartners LLP
Term Loan B, 4.500%, 07/28/22

    594,000        596,104   

Altisource Solutions S.a.r.l.
Term Loan B, 4.500%, 12/09/20

    429,377        403,615   

Aretec Group, Inc.
2nd Lien Term Loan, 2.000%, 05/23/21

    2,943,333        2,295,799   

Term Loan, 8.000%, 05/25/23

    1,077,358        1,078,704   

Astro AB Borrower, Inc.
1st Lien Term Loan, 5.500%, 04/30/22

    298,455        298,828   

Diversified Financial Services—(Continued)

  

Citco Funding LLC
Term Loan, 4.250%, 06/29/18

    2,377,464      2,385,637   

Clipper Acquisitions Corp.
Term Loan B, 3.089%, 02/06/20

    1,470,645        1,469,726   

Delos Finance S.a.r.l.
Term Loan B, 3.588%, 03/06/21

    2,675,000        2,696,066   

Grosvenor Capital Management Holdings LLP
Term Loan B, 3.750%, 01/04/21

    2,765,028        2,751,203   

Harbourvest Partners LLC
Term Loan, 3.250%, 02/04/21

    697,894        693,823   

LPL Holdings, Inc.
Extended Term Loan B, 4.250%, 03/29/21

    2,365,307        2,383,047   

MIP Delaware LLC
Term Loan B1, 4.000%, 03/09/20

    265,957        266,788   

Nord Anglia Education Finance LLC
Term Loan, 5.000%, 03/31/21

    2,160,602        2,171,405   

Ocwen Financial Corp.
Term Loan, 5.500%, 02/15/18

    978,602        978,602   

PGX Holdings, Inc.
1st Lien Term Loan, 5.750%, 09/29/20

    524,071        524,399   

Walker & Dunlop, Inc.
Term Loan B, 5.250%, 12/11/20

    670,412        672,088   

Walter Investment Management Corp.
Term Loan, 4.750%, 12/19/20

    4,048,888        3,724,977   
   

 

 

 
      25,390,811   
   

 

 

 

Electric—2.0%

  

Calpine Construction Finance Co. L.P.
Term Loan B1, 3.090%, 05/03/20

    991,688        987,040   

Term Loan B2, 3.340%, 01/31/22

    994,809        988,840   

Calpine Corp.
Term Loan B5, 3.590%, 05/27/22

    4,179,650        4,195,975   

Dayton Power & Light Co. (The)
Term Loan B, 4.000%, 08/24/22

    550,000        558,250   

Dynegy Holdings, Inc.
Term Loan B2, 4.000%, 04/23/20

    3,941,798        3,958,224   

Energy Future Intermediate Holding Co. LLC
Term Loan, 4.250%, 12/19/16

    1,725,000        1,732,188   

Granite Acquisition, Inc.
Term Loan B, 5.000%, 12/19/21

    2,446,839        2,415,030   

Term Loan C, 5.000%, 12/19/21

    109,579        108,154   

Invenergy Thermal Operating I LLC
Term Loan B, 6.500%, 10/19/22

    413,032        398,576   

Longview Power LLC
Term Loan B, 7.000%, 04/13/21

    1,259,063        1,107,975   
   

 

 

 
      16,450,252   
   

 

 

 

Electrical Components & Equipment—0.3%

  

Electrical Components International, Inc.
Term Loan B, 5.750%, 05/28/21

    932,846        934,595   

Pelican Products, Inc.
Term Loan, 5.250%, 04/10/20

    1,557,706        1,530,446   
   

 

 

 
      2,465,041   
   

 

 

 

 

MIST-199


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Electronics—1.2%

  

EIG Investors Corp.
Term Loan, 02/09/23 (b)

    2,000,000      $ 1,866,250   

Term Loan, 6.480%, 11/09/19

    4,698,419        4,569,212   

Excelitas Technologies Corp.
1st Lien Term Loan, 6.000%, 10/31/20

    1,799,460        1,771,344   

Fender Musical Instruments Corp.
Term Loan B, 5.750%, 04/03/19

    236,313        235,796   

Sensus USA, Inc.
Term Loan, 6.500%, 04/05/23

    1,122,188        1,129,669   
   

 

 

 
      9,572,271   
   

 

 

 

Energy Equipment & Services—0.4%

  

EnergySolutions LLC
Term Loan, 6.750%, 05/29/20

    1,675,750        1,673,655   

Seadrill Partners Finco LLC
Term Loan B, 4.000%, 02/21/21

    3,169,134        1,595,463   
   

 

 

 
      3,269,118   
   

 

 

 

Engineering & Construction—0.1%

  

Brock Holdings III, Inc.
Term Loan B, 7.000%, 03/16/17

    775,605        767,849   
   

 

 

 

Entertainment—1.7%

  

Amaya Holdings B.V.
1st Lien Term Loan, 5.000%, 08/01/21

    4,820,804        4,822,313   

CDS U.S. Intermediate Holdings, Inc.
1st Lien Term Loan, 5.000%, 07/08/22

    918,237        920,533   

National CineMedia LLC
Term Loan, 3.280%, 11/26/19

    500,000        500,625   

Scientific Games International, Inc.
Term Loan B1, 6.000%, 10/18/20

    3,452,375        3,467,172   

SeaWorld Parks & Entertainment, Inc.
Term Loan B2, 3.088%, 05/14/20

    2,385,706        2,343,956   

Seminole Hard Rock Entertainment, Inc.
Term Loan B, 3.595%, 05/14/20

    266,063        267,060   

WMG Acquisition Corp.
Term Loan, 3.750%, 07/01/20

    1,795,999        1,796,842   
   

 

 

 
      14,118,501   
   

 

 

 

Environmental Control—0.3%

  

Darling International, Inc.
Term Loan B, 3.250%, 01/06/21

    731,250        734,449   

GFL Environmental, Inc.
Term Loan B, 09/23/23 (b)

    800,000        801,500   

Tervita Corp.
Term Loan, 6.250%, 05/15/18

    1,247,027        1,238,195   
   

 

 

 
      2,774,144   
   

 

 

 

Food—4.0%

  

AdvancePierre Foods, Inc.
Term Loan, 4.500%, 06/02/23

    2,337,404        2,355,177   

Albertsons, LLC
Term Loan B5, 4.750%, 12/21/22

    1,496,250        1,511,025   

Food—(Continued)

  

Albertson’s LLC
Term Loan B4, 4.500%, 08/25/21

    1,607,994      1,619,652   

Term Loan B6, 4.750%, 06/22/23

    4,066,523        4,109,730   

Blue Buffalo Co., Ltd.
Term Loan B3, 3.750%, 08/08/19

    1,200,398        1,206,400   

Centerplate, Inc.
Term Loan A, 4.754%, 11/26/19

    459,469        454,874   

Clearwater Seafoods L.P.
Term Loan B, 4.750%, 06/26/19

    402,579        403,753   

Del Monte Foods, Inc.
1st Lien Term Loan, 4.254%, 02/18/21

    1,490,550        1,406,085   

Dole Food Co., Inc.
Term Loan B, 4.511%, 11/01/18

    2,635,602        2,646,034   

High Liner Foods, Inc.
Term Loan B, 4.250%, 04/24/21

    781,451        777,544   

JBS USA LLC
Incremental Term Loan, 3.750%, 09/18/20

    1,552,000        1,552,000   

Term Loan, 3.750%, 05/25/18

    4,960,810        4,967,011   

Term Loan B, 4.000%, 10/30/22

    669,938        671,604   

NPC International, Inc.
Term Loan B, 4.750%, 12/28/18

    2,061,294        2,070,312   

Pinnacle Foods Finance LLC
Incremental Term Loan H,
3.250%, 04/29/20

    679,000        682,880   

Supervalu, Inc.
Term Loan B, 5.500%, 03/21/19

    6,125,474        6,138,663   
   

 

 

 
      32,572,744   
   

 

 

 

Hand/Machine Tools—0.4%

  

Apex Tool Group LLC
Term Loan B, 4.500%, 01/31/20

    1,846,250        1,822,596   

Milacron LLC
Term Loan B, 4.250%, 09/28/20

    1,155,479        1,161,603   
   

 

 

 
      2,984,199   
   

 

 

 

Healthcare-Products—2.8%

  

Alere, Inc.
Term Loan B, 4.250%, 06/18/22

    1,610,483        1,601,313   

BSN Medical, Inc.
Term Loan B1B, 4.000%, 08/28/19

    544,144        541,423   

CeramTec Acquisition Corp.
Term Loan B2, 4.250%, 08/30/20

    30,722        30,904   

CHG Healthcare Services, Inc.
Term Loan B, 4.750%, 06/07/23

    1,915,375        1,929,570   

Convatec, Inc.
Term Loan, 4.250%, 06/15/20

    2,938,619        2,951,917   

DJO Finance LLC
Term Loan, 4.250%, 06/08/20

    3,423,793        3,362,808   

Faenza Acquisition GmbH Term Loan B1,
4.250%, 08/30/20

    277,166        278,812   

Term Loan B3, 4.250%, 08/30/20

    84,715        85,218   

Greatbatch, Ltd.
Term Loan B, 5.250%, 10/27/22

    2,414,294        2,388,340   

 

MIST-200


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Healthcare-Products—(Continued)

  

Kinetic Concepts, Inc.
Term Loan F1, 5.000%, 11/04/20

    5,227,159      $ 5,278,887   

Mallinckrodt International Finance S.A.
Incremental Term Loan B1, 3.588%, 03/19/21

    1,102,500        1,103,620   

Term Loan B, 3.338%, 03/19/21

    1,633,125        1,632,487   

New Millennium HoldCo, Inc.
Term Loan, 7.548%, 12/21/20

    623,829        297,098   

Sterigenics-Nordion Holdings LLC
Term Loan B, 4.250%, 05/15/22

    717,750        718,629   

Tecomet, Inc.
1st Lien Term Loan, 5.750%, 12/05/21

    1,080,750        1,070,618   
   

 

 

 
      23,271,644   
   

 

 

 

Healthcare-Services—6.2%

  

Acadia Healthcare Co., Inc.
Term Loan B, 3.750%, 02/11/22

    744,356        749,706   

ADMI Corp.
Term Loan B, 5.250%, 04/30/22

    967,736        974,692   

Alliance Healthcare Services, Inc.
Term Loan B, 4.250%, 06/03/19

    1,147,843        1,096,190   

Ardent Legacy Acquisitions, Inc.
Term Loan B, 6.500%, 08/04/21

    495,000        495,000   

CareCore National LLC
Term Loan B, 5.500%, 03/05/21

    3,128,047        3,077,217   

Community Health Systems, Inc.
Term Loan F, 4.083%, 12/31/18

    1,767,893        1,760,379   

Term Loan G, 3.750%, 12/31/19

    2,272,079        2,231,370   

Term Loan H, 4.000%, 01/27/21

    2,614,573        2,571,759   

Concentra, Inc.
1st Lien Term Loan, 4.001%, 06/01/22

    495,680        496,300   

CPI Buyer LLC
1st Lien Term Loan, 5.500%, 08/15/21

    989,276        984,330   

DaVita HealthCare Partners, Inc.
Term Loan B, 3.500%, 06/24/21

    3,128,000        3,150,484   

Emdeon Business Services LLC
Term Loan B2, 3.750%, 11/02/18

    2,353,643        2,359,821   

Envision Healthcare Corp.
Term Loan, 4.250%, 05/25/18

    5,710,668        5,726,132   

Iasis Healthcare LLC
Term Loan B2, 4.500%, 05/03/18

    1,487,027        1,473,318   

IMS Health, Inc.
Term Loan, 3.500%, 03/17/21

    3,117,642        3,133,879   

Kindred Healthcare, Inc.
Term Loan, 4.250%, 04/09/21

    3,084,621        3,082,693   

MMM Holdings, Inc.
Term Loan, 9.750%, 12/12/17

    1,174,829        1,077,906   

MPH Acquisition Holdings LLC
Term Loan B, 5.000%, 06/07/23

    2,296,254        2,327,827   

MSO of Puerto Rico, Inc.
Term Loan, 9.750%, 12/12/17

    854,094        783,632   

National Mentor Holdings, Inc.
Term Loan B, 4.250%, 01/31/21

    1,051,809        1,054,602   

National Surgical Hospitals, Inc.
Term Loan, 4.500%, 06/01/22

    1,492,443        1,482,650   

Healthcare-Services—(Continued)

  

Onex Carestream Finance L.P.
1st Lien Term Loan, 5.000%, 06/07/19

    2,154,404      2,005,211   

Opal Acquisition, Inc.
Term Loan B, 5.000%, 11/27/20

    1,696,130        1,583,762   

Ortho-Clinical Diagnostics, Inc.
Term Loan B, 4.750%, 06/30/21

    2,981,375        2,928,581   

RadNet, Inc.
Term Loan B, 4.769%, 07/01/23

    1,425,000        1,425,891   

Select Medical Corp.
Term Loan B, 6.000%, 06/01/18

    1,571,626        1,578,829   

Steward Health Care System LLC
Term Loan B, 6.750%, 04/12/20

    1,306,125        1,306,909   
   

 

 

 
      50,919,070   
   

 

 

 

Hotels, Restaurants & Leisure—0.6%

  

1011778 B.C. Unlimited Liability Co.
Term Loan B2, 3.750%, 12/10/21

    4,670,012        4,705,504   
   

 

 

 

Household Products/Wares—0.9%

  

KIK Custom Products, Inc.
Term Loan B, 6.000%, 08/26/22

    1,534,500        1,537,058   

Libbey Glass, Inc.
Term Loan B, 3.750%, 04/09/21

    424,534        425,419   

Prestige Brands, Inc.
Term Loan B3, 3.526%, 09/03/21

    600,423        603,378   

Spectrum Brands, Inc.
Term Loan, 3.503%, 06/23/22

    1,542,951        1,550,956   

Spin Holdco, Inc.
Term Loan B, 4.250%, 11/14/19

    3,082,042        3,066,151   

Zep, Inc.
Term Loan, 5.500%, 06/27/22

    345,625        346,921   
   

 

 

 
      7,529,883   
   

 

 

 

Industrial Conglomerates—0.3%

  

IG Investment Holdings LLC
Term Loan B, 6.000%, 10/29/21

    2,217,571        2,234,203   
   

 

 

 

Insurance—3.2%

  

Alliant Holdings I, Inc.
Incremental Term Loan B2, 5.253%, 08/12/22

    498,750        502,179   

Term Loan B, 4.753%, 08/12/22

    1,876,250        1,878,762   

AmWINS Group LLC
Term Loan B, 4.750%, 09/06/19

    2,030,863        2,045,672   

AssuredPartners, Inc.
1st Lien Term Loan, 5.750%, 10/21/22

    893,697        900,027   

Asurion LLC
2nd Lien Term Loan, 8.500%, 03/03/21

    1,575,000        1,568,306   

Term Loan B1, 5.000%, 05/24/19

    1,987,773        1,995,640   

Term Loan B2, 4.338%, 07/08/20

    908,438        911,276   

Term Loan B4, 5.000%, 08/04/22

    5,174,125        5,204,037   

Camelot UK Holdco, Ltd.
Term Loan B, 09/07/23 (b)

    1,125,000        1,126,934   

Cunningham Lindsey U.S., Inc.
1st Lien Term Loan, 5.000%, 12/10/19

    1,815,545        1,543,214   

 

MIST-201


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Insurance—(Continued)

  

Hub International, Ltd.
Term Loan B, 4.000%, 10/02/20

    2,789,109      $ 2,791,943   

UFC Holdings LLC 1st Lien
Term Loan, 5.000%, 08/18/23

    2,000,000        2,016,428   

USI, Inc.
Term Loan B, 4.250%, 12/27/19

    3,545,948        3,551,490   
   

 

 

 
      26,035,908   
   

 

 

 

Internet—2.8%

  

Ancestry.com, Inc.
Term Loan B, 5.000%, 08/17/22

    1,509,750        1,514,625   

Ascend Learning LLC
Term Loan B, 5.500%, 07/31/19

    1,850,166        1,860,573   

Getty Images, Inc.
Term Loan B, 4.750%, 10/18/19

    5,485,125        4,628,075   

Go Daddy Operating Co. LLC
Term Loan B, 4.250%, 05/13/21

    5,616,761        5,652,921   

Match Group, Inc.
Term Loan B1, 5.500%, 11/16/22

    536,250        540,942   

RP Crown Parent LLC
Term Loan, 6.000%, 12/21/18

    3,574,594        3,573,353   

Sabre, Inc.
Term Loan B, 4.000%, 02/19/19

    940,593        945,982   

SurveyMonkey, Inc.
Term Loan B, 6.250%, 02/05/19

    520,589        516,685   

Uber Technologies
Term Loan B, 5.000%, 07/13/23

    3,725,000        3,732,372   
   

 

 

 
      22,965,528   
   

 

 

 

Internet Software & Services—0.6%

  

Answers Corp.
1st Lien Term Loan, 6.250%, 10/03/21

    1,105,313        580,289   

Extreme Reach, Inc.
1st Lien Term Loan, 7.250%, 02/07/20

    2,596,899        2,609,344   

Sutherland Global Services, Inc.
Term Loan B, 6.000%, 04/23/21

    854,574        851,370   

Travelport Finance (Luxembourg) S.a.r.l.
Term Loan B, 5.000%, 09/02/21

    1,153,690        1,159,819   
   

 

 

 
      5,200,822   
   

 

 

 

Leisure Products—0.7%

  

Bombardier Recreational Products, Inc.
Term Loan B, 3.750%, 06/30/23

    4,350,000        4,364,955   

Steinway Musical Instruments, Inc.
1st Lien Term Loan, 4.750%, 09/19/19

    1,655,802        1,622,686   
   

 

 

 
      5,987,641   
   

 

 

 

Leisure Time—0.6%

  

ClubCorp Club Operations, Inc.
Term Loan, 4.000%, 12/15/22

    1,850,000        1,858,961   

LTF Merger Sub, Inc.
Term Loan B, 4.250%, 06/10/22

    1,357,813        1,361,066   

SRAM LLC
Term Loan B, 4.011%, 04/10/20

    1,611,041        1,570,765   
   

 

 

 
      4,790,792   
   

 

 

 

Lodging—1.6%

  

Boyd Gaming Corp.
Term Loan B, 4.000%, 08/14/20

    144,611      145,458   

Term Loan B2, 3.524%, 09/15/23

    825,000        831,600   

Caesars Entertainment Operating Co.
Extended Term Loan B6, 0.000%, 03/01/17 (f)

    1,358,460        1,489,212   

CityCenter Holdings LLC
Term Loan B, 4.250%, 10/16/20

    657,397        662,464   

Four Seasons Holdings, Inc.
1st Lien Term Loan, 3.588%, 06/27/20

    674,552        678,065   

Golden Nugget, Inc.
Delayed Draw Term Loan, 4.500%, 11/21/19

    135,375        136,179   

Term Loan B, 4.500%, 11/21/19

    315,875        317,751   

Hilton Worldwide Finance LLC
Term Loan B1, 3.500%, 10/26/20

    396,615        398,846   

Term Loan B2, 3.130%, 10/25/23

    4,054,490        4,089,241   

MGM Growth Properties Operating Partnership L.P.
Term Loan B, 4.000%, 04/25/23

    1,890,500        1,909,405   

Playa Resorts Holding B.V.
Term Loan B, 4.000%, 08/09/19

    2,445,405        2,453,047   

Tropicana Entertainment, Inc.
Term Loan, 4.000%, 11/27/20

    388,000        388,000   
   

 

 

 
      13,499,268   
   

 

 

 

Machinery—1.5%

  

Allison Transmission, Inc.
Term Loan B, 3.250%, 09/08/22

    1,024,925        1,033,253   

CPM Holdings, Inc.
Term Loan B, 6.000%, 04/11/22

    769,044        773,850   

Delachaux S.A.
Term Loan B2, 4.500%, 10/28/21

    422,838        409,624   

Doosan Infracore International, Inc.
Term Loan B, 4.500%, 05/28/21

    804,481        814,537   

Dynacast International LLC
Term Loan B, 4.500%, 01/28/22

    690,246        693,697   

Gates Global, Inc.
Term Loan B, 4.250%, 07/06/21

    4,865,601        4,800,870   

Global Brass & Copper, Inc.
Term Loan B, 5.250%, 07/18/23

    825,000        836,859   

Paladin Brands Holding, Inc.
Term Loan B, 7.250%, 08/16/19

    1,233,084        1,119,024   

Zebra Technologies Corp.
Term Loan B, 4.089%, 10/27/21

    1,738,636        1,760,776   
   

 

 

 
      12,242,490   
   

 

 

 

Machinery-Diversified—1.1%

  

Aspen Merger Sub, Inc.
1st Lien Term Loan, 09/21/23 (b)

    450,000        453,941   

EWT Holdings III Corp.
1st Lien Term Loan, 4.750%, 01/15/21

    1,620,952        1,625,004   

1st Lien Term Loan, 5.500%, 01/15/21

    572,125        574,986   

Gardner Denver, Inc.
Term Loan, 4.250%, 07/30/20

    3,078,048        2,988,785   

 

MIST-202


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Machinery-Diversified—(Continued)

  

Manitowoc Foodservice, Inc.
Term Loan B, 5.750%, 03/03/23

    928,205      $ 941,537   

PRA Holdings, Inc.
1st Lien Term Loan, 4.500%, 09/23/20

    2,662,361        2,677,813   
   

 

 

 
      9,262,066   
   

 

 

 

Marine—0.2%

  

Drillships Ocean Ventures, Inc.
Term Loan B, 5.500%, 07/25/21

    429,000        298,870   

Stena International S.a.r.l.
Term Loan B, 4.240%, 03/03/21

    1,657,500        1,410,947   
   

 

 

 
      1,709,817   
   

 

 

 

Media—5.2%

  

ALM Media Holdings, Inc.
1st Lien Term Loan,
5.500%, 07/31/20 (c) (d)

    403,750        395,877   

Altice U.S. Finance I Corp.
Extended Term Loan, 4.250%, 12/14/22

    1,856,441        1,870,132   

AMC Entertainment, Inc.
Term Loan, 4.000%, 12/15/22

    2,084,250        2,103,231   

AP NMT Acquisition B.V.
1st Lien Term Loan, 6.750%, 08/13/21

    1,155,070        1,033,788   

Atlantic Broadband Finance LLC
Term Loan B, 3.250%, 11/30/19

    712,189        713,435   

Block Communications, Inc.
Term Loan B, 4.088%, 11/07/21

    2,215,427        2,227,888   

Charter Communications Operating LLC
Term Loan E, 3.000%, 07/01/20

    1,281,938        1,286,656   

Term Loan I, 3.500%, 01/24/23

    2,064,625        2,080,252   

Crossmark Holdings, Inc.
1st Lien Term Loan, 4.500%, 12/20/19

    1,421,985        931,400   

Cumulus Media Holdings, Inc.
Term Loan, 4.250%, 12/23/20

    4,395,366        3,087,745   

Entercom Radio LLC
Term Loan B, 4.013%, 11/23/18

    330,000        330,578   

Entravision Communications Corp.
Term Loan, 3.500%, 05/31/20

    1,840,667        1,842,200   

Gray Television, Inc.
Term Loan B, 3.938%, 06/13/21

    244,833        246,393   

Hubbard Radio LLC
Term Loan B, 4.250%, 05/27/22

    616,250        604,952   

iHeartCommunications, Inc.
Extended Term Loan E, 8.024%, 07/30/19

    425,533        327,394   

Term Loan D, 7.274%, 01/30/19

    1,323,104        1,019,065   

Information Resources, Inc.
Term Loan B, 4.750%, 09/30/20

    1,951,949        1,957,279   

Kasima LLC
Term Loan B, 3.335%, 05/17/21

    488,971        490,041   

Mediacom Illinois LLC
Term Loan G, 3.500%, 06/30/21

    465,500        468,506   

MGOC, Inc.
Term Loan B, 4.000%, 07/31/20

    1,260,438        1,262,670   

MH Sub I LLC
1st Lien Term Loan, 4.750%, 07/08/21

    785,367        787,330   

Media—(Continued)

  

Mission Broadcasting, Inc.
Term Loan B2, 3.750%, 10/01/20

    1,251,768      1,253,871   

Nexstar Broadcasting, Inc.
Term Loan B2, 3.750%, 10/01/20

    1,419,525        1,421,910   

Numericable Group S.A.
Term Loan B5, 4.564%, 07/31/22

    372,188        374,242   

Numericable U.S. LLC
Term Loan B7, 5.002%, 01/15/24

    822,938        830,910   

Penton Media, Inc.
Term Loan, 4.750%, 10/03/19

    574,942        576,020   

ProQuest LLC
Term Loan B, 5.750%, 10/24/21

    1,658,096        1,662,241   

Raycom TV Broadcasting LLC
Term Loan B, 3.750%, 08/04/21

    2,966,807        2,961,245   

Sinclair Television Group, Inc.
Term Loan B, 3.000%, 04/09/20

    458,402        460,005   

Springer Science+Business Media DeutschlanGmbH
Term Loan B9, 4.750%, 08/14/20

    1,752,004        1,703,824   

Univision Communications, Inc.
Term Loan C4, 4.000%, 03/01/20

    6,157,113        6,172,506   
   

 

 

 
      42,483,586   
   

 

 

 

Metal Fabricate/Hardware—1.6%

  

Ameriforge Group, Inc.
1st Lien Term Loan, 5.000%, 12/19/19

    3,110,403        1,555,202   

Rexnord LLC
1st Lien Term Loan B, 4.000%, 08/21/20

    6,594,975        6,605,969   

WireCo WorldGroup, Inc.
1st Lien Term Loan, 07/13/23 (b)

    575,000        577,875   

Zekelman Industries, Inc.
Term Loan B, 6.000%, 06/14/21

    4,343,788        4,414,374   
   

 

 

 
      13,153,420   
   

 

 

 

Mining—1.1%

  

FMG Resources (August 2006) Pty, Ltd.
Term Loan B, 3.750%, 06/30/19

    4,511,846        4,512,550   

Neenah Foundry Co.
Term Loan, 6.750%, 04/26/17

    1,547,494        1,539,756   

Noranda Aluminum Acquisition Corp.
Term Loan B, 0.000%, 02/28/19 (f)

    551,124        68,891   

Novelis, Inc.
Term Loan B, 4.000%, 06/02/22

    2,641,563        2,656,421   
   

 

 

 
      8,777,618   
   

 

 

 

Miscellaneous Manufacturing—0.7%

  

Filtration Group Corp.
1st Lien Term Loan, 4.250%, 11/21/20

    287,500        288,686   

Husky Injection Molding Systems, Ltd.
1st Lien Term Loan, 4.250%, 06/30/21

    2,729,806        2,728,525   

RGIS Services LLC
Term Loan C, 5.500%, 10/18/17

    2,677,235        2,476,443   
   

 

 

 
      5,493,654   
   

 

 

 

 

MIST-203


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Multi-Utilities—0.1%

  

Lonestar Generation LLC
Term Loan B, 5.474%, 02/22/21

    538,958      $ 440,598   
   

 

 

 

Office/Business Equipment—0.5%

  

CDW LLC
Term Loan B, 3.000%, 08/04/23

    4,207,152        4,222,053   
   

 

 

 

Oil & Gas—2.3%

  

Bronco Midstream Funding LLC
Term Loan B, 5.000%, 08/15/20

    2,216,704        2,055,993   

CITGO Holding, Inc.
Term Loan B, 9.500%, 05/12/18

    810,599        821,112   

Citgo Petroleum Corp.
Term Loan B, 4.500%, 07/29/21

    2,429,184        2,417,799   

Crestwood Holdings LLC
Term Loan B1, 9.000%, 06/19/19

    1,370,944        1,273,264   

Emerald Expositions Holding, Inc.
Term Loan B, 4.750%, 06/17/20

    879,544        879,544   

Fieldwood Energy LLC
1st Lien Last Out Term Loan,
8.375%, 09/30/20

    297,370        215,593   

1st Lien Term Loan, 3.875%, 10/01/18

    1,051,437        925,265   

1st Lien Term Loan, 8.000%, 08/31/20

    225,000        186,469   

2nd Lien Term Loan, 8.375%, 09/30/20

    377,630        158,605   

MEG Energy Corp.
Term Loan, 3.750%, 03/31/20

    6,255,214        5,826,732   

Oxbow Carbon LLC
Term Loan B, 4.250%, 07/19/19

    504,013        504,643   

Paragon Offshore Finance Co.
Term Loan B, 5.250%, 07/18/21

    839,375        209,145   

Samson Investment Co.
2nd Lien Term Loan, 0.000%, 09/25/18 (f)

    825,000        229,453   

Sheridan Production Partners I LLC
Term Loan B2, 4.250%, 10/01/19

    1,879,116        1,216,727   

Term Loan B2 I-A, 4.250%, 10/01/19

    248,998        161,226   

Term Loan B2 I-M, 4.250%, 10/01/19

    152,090        98,478   

Southcross Energy Partners L.P.
1st Lien Term Loan, 5.250%, 08/04/21

    488,750        399,095   

Southcross Holdings Borrower L.P.
Term Loan B, 3.500%, 04/13/23

    53,544        45,378   

TPF II Power LLC
Term Loan B, 5.000%, 10/02/21

    1,258,540        1,274,272   
   

 

 

 
      18,898,793   
   

 

 

 

Packaging & Containers—2.5%

  

Berry Plastics Holding Corp.
Term Loan G, 3.500%, 01/06/21

    4,123,000        4,129,584   

Term Loan H, 3.750%, 10/01/22

    942,733        946,504   

Hilex Poly Co. LLC
Term Loan B, 6.000%, 12/05/21

    2,610,250        2,633,907   

Reynolds Group Holdings, Inc.
Term Loan, 4.250%, 02/05/23

    8,636,119        8,672,917   

SIG Combibloc U.S. Acquisition, Inc.
Term Loan, 4.000%, 03/13/22

    2,687,828        2,694,787   

Packaging & Containers—(Continued)

  

Signode Industrial Group U.S., Inc.
Term Loan B, 3.750%, 05/01/21

    898,333      898,895   

TricorBraun, Inc.
Term Loan B, 4.004%, 05/03/18

    572,457        574,723   
   

 

 

 
      20,551,317   
   

 

 

 

Pharmaceuticals—3.3%

  

Akorn, Inc.
Term Loan B, 5.250%, 04/16/21

    895,627        906,822   

Alkermes, Inc.
Term Loan, 3.590%, 09/25/19

    360,902        361,353   

Amneal Pharmaceuticals LLC
Term Loan, 4.501%, 11/01/19

    4,455,260        4,466,398   

Arbor Pharmaceuticals, Inc.
Term Loan B, 6.000%, 06/28/23

    1,600,000        1,608,000   

Auris Luxembourg III S.a.r.l.
Term Loan B4, 4.250%, 01/15/22

    1,736,248        1,741,674   

DPx Holdings B.V.
Incremental Term Loan, 4.250%, 03/11/21

    3,878,536        3,879,343   

Endo Luxembourg Finance Co. I S.a.r.l.
Term Loan B, 3.750%, 09/26/22

    2,425,628        2,423,462   

Horizon Pharma, Inc.
Term Loan B, 4.500%, 05/07/21

    520,676        518,073   

Indivior Finance S.a.r.l.
Term Loan B, 7.000%, 12/19/19

    935,313        937,651   

Valeant Pharmaceuticals International, Inc.
Term Loan B, 5.250%, 12/11/19

    3,845,745        3,855,840   

Term Loan B, 5.250%, 08/05/20

    5,187,036        5,194,962   

Term Loan B F1, 5.500%, 04/01/22

    968,198        972,313   
   

 

 

 
      26,865,891   
   

 

 

 

Pipelines—0.3%

  

Energy Transfer Equity L.P.
Term Loan, 3.292%, 12/02/19

    1,825,000        1,810,628   

Term Loan, 4.042%, 12/02/19

    395,000        395,494   
   

 

 

 
      2,206,122   
   

 

 

 

Professional Services—0.2%

  

TransUnion LLC
Term Loan B2, 3.588%, 04/09/21

    1,496,169        1,502,983   
   

 

 

 

Real Estate—1.4%

  

Americold Realty Operating Partnership L.P.
Term Loan B, 5.750%, 12/01/22

    423,938        428,177   

Auction.com LLC
Term Loan B, 5.530%, 05/12/19

    1,034,250        1,040,714   

DTZ U.S. Borrower LLC
1st Lien Term Loan, 4.250%, 11/04/21

    3,564,975        3,568,319   

MCS AMS Sub-Holdings LLC
Term Loan B, 7.500%, 10/15/19

    487,500        439,969   

RE/MAX International, Inc.
Term Loan B, 4.000%, 07/31/20

    1,474,552        1,474,858   

Realogy Corp.
Term Loan B, 3.750%, 07/20/22

    2,593,338        2,612,788   

 

MIST-204


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Real Estate—(Continued)

  

RHP Hotel Properties L.P.
Term Loan B, 3.590%, 01/15/21

    659,813      $ 664,658   

Starwood Property Trust, Inc.
Term Loan B, 3.500%, 04/17/20

    1,041,254        1,042,339   
   

 

 

 
      11,271,822   
   

 

 

 

Real Estate Investment Trusts—0.5%

  

ESH Hospitality, Inc.
Term Loan B, 3.750%, 08/30/23

    1,275,000        1,285,815   

Quality Care Properties, Inc.
1st Lien Term Loan, 09/12/22 (b)

    2,525,000        2,515,531   
   

 

 

 
      3,801,346   
   

 

 

 

Retail—6.1%

  

Ascena Retail Group, Inc.
Term Loan B, 5.250%, 08/21/22

    2,072,529        2,006,652   

Bass Pro Group LLC
Term Loan, 4.000%, 06/05/20

    1,137,853        1,138,551   

David’s Bridal, Inc.
Term Loan B, 5.000%, 10/11/19

    1,615,044        1,527,562   

Dollar Tree, Inc.
Term Loan B3, 3.063%, 07/06/22

    665,204        669,362   

Evergreen Acqco 1 L.P.
Term Loan, 5.000%, 07/09/19

    1,464,956        1,347,027   

General Nutrition Centers, Inc.
Term Loan, 3.250%, 03/04/19

    2,919,527        2,918,920   

Harbor Freight Tools USA, Inc.
Term Loan B, 4.000%, 08/19/23

    2,550,000        2,567,304   

J. Crew Group, Inc.
Term Loan B, 4.000%, 03/05/21

    3,178,616        2,523,595   

Jo-Ann Stores, Inc.
Term Loan, 4.000%, 03/16/18

    2,578,817        2,581,504   

Landry’s, Inc.
Term Loan B, 10/04/23 (b)

    2,500,000        2,515,625   

Term Loan B, 4.000%, 04/24/18

    1,843,572        1,848,181   

Men’s Wearhouse, Inc. (The)
Term Loan B, 4.500%, 06/18/21

    884,385        880,516   

Michaels Stores, Inc.
Term Loan B1, 3.750%, 01/27/23

    3,222,279        3,236,377   

NBTY, Inc.
Term Loan B, 5.000%, 05/05/23

    3,665,813        3,685,670   

Neiman Marcus Group, Inc. (The)
Term Loan, 4.250%, 10/25/20

    2,362,153        2,189,631   

Party City Holdings, Inc.
Term Loan B, 4.472%, 08/19/22

    2,672,851        2,684,307   

PetSmart, Inc.
Term Loan B1, 4.250%, 03/11/22

    4,764,688        4,779,577   

Pier 1 Imports (U.S.), Inc.
Term Loan B, 4.500%, 04/30/21

    1,500,561        1,369,262   

Pilot Travel Centers LLC
Term Loan B, 3.274%, 05/25/23

    1,457,920        1,469,036   

Rite Aid Corp.
2nd Lien Term Loan, 5.750%, 08/21/20

    450,000        451,898   

Serta Simmons Holdings LLC
Term Loan, 4.250%, 10/01/19

    4,681,550        4,702,032   

Retail—(Continued)

  

Toys “R” Us Property Co. I LLC
Term Loan B, 6.000%, 08/21/19

    2,110,586      2,005,057   

Yum! Brands, Inc.
1st Lien Term Loan B, 3.281%, 06/16/23

    972,563        981,767   
   

 

 

 
      50,079,413   
   

 

 

 

Semiconductors—1.8%

  

Avago Technologies Cayman, Ltd.
Term Loan B3, 3.524%, 02/01/23

    6,117,974        6,198,273   

Cypress Semiconductor Corp.
Term Loan B, 6.500%, 07/05/21

    1,075,000        1,088,437   

Entegris, Inc.
Term Loan B, 3.500%, 04/30/21

    295,427        297,088   

Lattice Semiconductor Corp.
Term Loan, 5.250%, 03/10/21

    2,034,069        2,031,527   

M/A-COM Technology Solutions Holdings, Inc.
Term Loan, 4.500%, 05/07/21

    787,985        794,880   

Microsemi Corp.
Term Loan B, 3.750%, 01/15/23

    411,588        416,047   

NXP B.V.
Term Loan D, 3.338%, 01/11/20

    2,061,250        2,072,201   

Term Loan F, 3.405%, 12/07/20

    893,111        898,484   

ON Semiconductor Corp.
Incremental Term Loan, 3.776%, 03/31/23

    1,075,000        1,080,805   
   

 

 

 
      14,877,742   
   

 

 

 

Software—5.6%

  

Campaign Monitor Finance Pty, Ltd.
1st Lien Term Loan, 6.250%, 03/18/21

    714,773        696,903   

CCC Information Services, Inc.
Term Loan, 4.000%, 12/20/19

    2,315,401        2,317,573   

Donnelley Financial Solutions, Inc.
Term Loan B, 09/23/23 (b)

    525,000        528,281   

Eze Castle Software, Inc.
1st Lien Term Loan, 4.000%, 04/06/20

    2,585,442        2,582,211   

First Data Corp.
Term Loan, 4.275%, 07/08/22

    2,625,000        2,643,777   

Global Healthcare Exchange LLC
Term Loan B, 5.250%, 08/15/22

    1,064,284        1,068,608   

Hyland Software, Inc.
Term Loan, 4.750%, 07/01/22

    2,323,964        2,337,764   

Infor (U.S.), Inc.
Term Loan B3, 3.750%, 06/03/20

    417,991        415,509   

Term Loan B5, 3.750%, 06/03/20

    8,138,282        8,090,323   

Informatica Corp.
Term Loan, 4.500%, 08/05/22

    2,749,737        2,678,049   

ION Trading Finance, Ltd.
Term Loan B1, 4.250%, 08/11/23

    2,805,574        2,810,834   

Kronos, Inc.
Incremental Term Loan, 4.500%, 10/30/19

    5,635,572        5,659,348   

MA FinanceCo. LLC
Term Loan B, 4.502%, 11/20/21

    978,585        985,312   

Term Loan C, 4.502%, 11/20/19

    984,375        988,271   

Magic Newco LLC
1st Lien Term Loan, 5.000%, 12/12/18

    2,168,566        2,176,427   

 

MIST-205


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Floating Rate Loans (a)—(Continued)

 

Security Description       
Principal
Amount*
    Value  

Software—(Continued)

  

Mitel U.S. Holdings, Inc.
Term Loan, 5.500%, 04/29/22

    672,328      $ 677,510   

Renaissance Learning, Inc.
1st Lien Term Loan, 4.500%, 04/09/21

    1,740,474        1,737,572   

SS&C Technologies, Inc.
Term Loan B1, 4.000%, 07/08/22

    1,760,353        1,776,071   

Term Loan B2, 4.000%, 07/08/22

    218,760        220,713   

Veritas U.S., Inc.
Term Loan B1, 6.625%, 01/27/23

    2,220,097        2,080,415   

Vertafore, Inc.
1st Lien Term Loan, 4.750%, 06/30/23

    2,275,000        2,285,131   

Wall Street Systems Delaware, Inc.
Term Loan B, 4.750%, 08/23/23

    1,183,424        1,189,341   
   

 

 

 
      45,945,943   
   

 

 

 

Telecommunications—4.1%

  

CommScope, Inc.
Term Loan B4, 3.539%, 01/14/18

    623,512        625,266   

Term Loan B5, 3.750%, 12/29/22

    940,500        948,429   

Consolidated Communications, Inc.
Term Loan B, 09/30/23 (b)

    400,000        403,126   

CSC Holdings LLC
Term Loan B, 5.000%, 10/09/22

    3,740,625        3,754,652   

Intelsat Jackson Holdings S.A.
Term Loan B2, 3.750%, 06/30/19

    8,125,000        7,756,475   

MCC Iowa LLC
Term Loan H, 3.250%, 01/29/21

    919,125        923,290   

Term Loan J, 3.750%, 06/30/21

    830,875        835,159   

Syniverse Holdings, Inc.
Term Loan, 4.000%, 04/23/19

    1,711,767        1,517,767   

Term Loan B, 4.000%, 04/23/19

    1,849,765        1,640,125   

Telenet International Finance S.a.r.l.
Term Loan AD, 4.357%, 06/30/24

    825,000        833,508   

Telesat Canada
Term Loan B2, 3.500%, 03/28/19

    3,567,665        3,577,676   

UPC Financing Partnership
Term Loan AN, 4.080%, 08/31/24

    3,250,000        3,267,774   

Virgin Media Investment Holdings, Ltd.
Term Loan F, 3.649%, 06/30/23

    4,773,094        4,797,953   

Windstream Corp.
Term Loan B5, 3.500%, 08/08/19

    864,309        862,869   

Ziggo Financing Partnership
Term Loan B1, 3.652%, 01/15/22

    961,447        961,297   

Term Loan B2A, 3.652%, 01/15/22

    569,787        569,698   

Term Loan B3, 3.701%, 01/15/22

    177,049        177,021   
   

 

 

 
      33,452,085   
   

 

 

 

Trading Companies & Distributors—0.1%

  

Solenis International L.P.
1st Lien Term Loan, 4.250%, 07/31/21

    294,000        293,490   

STS Operating, Inc.
Term Loan, 4.750%, 02/12/21

    309,771        278,019   
   

 

 

 
      571,509   
   

 

 

 

Transportation—0.2%

  

Atlantic Aviation FBO, Inc.
Term Loan B, 5.000%, 06/01/20

    630,055      632,418   

Kenan Advantage Group, Inc.
Strip Delayed Draw Term Loan, 1.500%, 01/31/17 (e)

    40,351        40,238   

Term Loan, 4.000%, 07/31/22

    575,733        574,114   

Term Loan B, 4.000%, 07/31/22

    177,933        177,432   
   

 

 

 
      1,424,202   
   

 

 

 

Wireless Telecommunication Services—0.2%

  

SBA Senior Finance II LLC
Term Loan B1, 3.340%, 03/24/21

    1,930,563        1,935,790   
   

 

 

 

Total Floating Rate Loans
(Cost $798,052,521)

      784,452,101   
   

 

 

 

Common Stocks—0.2%

               

Capital Markets—0.0%

  

RCS Capital Corp. (g) (h)

    35,138        263,537   
   

 

 

 

Coal—0.1%

  

Contura Energy, Inc. (g) (h)

    21,959        691,708   
   

 

 

 

Commercial Services—0.1%

  

IAP Worldwide Services LLC (c) (d) (g) (h)

    44        513,705   
   

 

 

 

Gas Utilities—0.0%

  

Southcross Holding GP LLC (g) (h)

    59        0   

Southcross Holding L.P. - Class A (g) (h)

    59        21,977   
   

 

 

 
      21,977   
   

 

 

 

Health Care Providers & Services—0.0%

  

Millennium Health LLC (g) (h)

    31,600        20,935   
   

 

 

 

Total Common Stocks
(Cost $899,681)

      1,511,862   
   

 

 

 
Preferred Stocks—0.0%   

Oil, Gas & Consumable Fuels—0.0%

  

Alpha Natural Resources Holdings, Inc. (g) (h)

    16,313        8,096   

ANR, Inc. (g) (h)

    16,313        52,365   
   

 

 

 

Total Preferred Stocks
(Cost $30,994)

      60,461   
   

 

 

 
Corporate Bonds & Notes—0.0%   

Aerospace/Defense—0.0%

  

Erickson Air-Crane, Inc.
6.000%, 11/02/20 (c) (d)
(Cost $40,193)

    47,232        11,884   
   

 

 

 

 

MIST-206


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Short-Term Investment—5.6%

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreement—5.6%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $45,671,078 on 10/03/16, collateralized by $44,210,000 U.S. Treasury Note at 2.125% due 06/30/22 with a value of $46,586,288.

    45,670,964      $ 45,670,964   
   

 

 

 

Total Short-Term Investments
(Cost $45,670,964)

      45,670,964   
   

 

 

 

Total Investments—101.4%
(Cost $844,694,353)

      831,707,272   

Unfunded Loan Commitments—(0.1)%
(Cost $(888,770))

      (888,770

Net Investments—101.3%
(Cost $843,805,583) (i)

      830,818,502   

Other assets and liabilities (net)—(1.3)%

      (10,504,451
   

 

 

 
Net Assets—100.0%     $ 820,314,051   
   

 

 

 

 

* 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) This loan will settle after September 30, 2016, at which time the interest rate will be determined.
(c) Security was valued in good faith under procedures approved by the Board of Trustees. As of September 30, 2016, these securities represent 0.3% of net assets.
(d) Illiquid security. As of September 30, 2016, these securities represent 0.3% of net assets.
(e) 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.
(f) Non-income producing; security is in default and/or issuer is in bankruptcy.
(g) Non-income producing security.
(h) Security was acquired in connection with a restructuring of a senior loan and may be subject to restrictions on resale.
(i) As of September 30, 2016, the aggregate cost of investments was $843,805,583. The aggregate unrealized appreciation and depreciation of investments were $5,700,809 and $(18,687,890), respectively, resulting in net unrealized depreciation of $(12,987,081).

 

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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Floating Rate Loans            

Advertising

   $ —         $ 4,943,931       $ —         $ 4,943,931   

Aerospace/Defense

     —           19,553,902         —           19,553,902   

Auto Components

     —           12,356,020         —           12,356,020   

Auto Manufacturers

     —           5,239,668         —           5,239,668   

 

MIST-207


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2      Level 3      Total  

Auto Parts & Equipment

   $ —         $ 7,470,158       $ —         $ 7,470,158   

Beverages

     —           3,427,139         —           3,427,139   

Biotechnology

     —           1,023,803         —           1,023,803   

Building Materials

     —           6,228,062         —           6,228,062   

Capital Markets

     —           9,228,658         385,374         9,614,032   

Chemicals

     —           40,525,628         —           40,525,628   

Coal (Less Unfunded Loan Commitments of $650,000)

     —           4,038,696         —           4,038,696   

Commercial Services (Less Unfunded Loan Commitments of $198,419)

     —           42,025,490         302,700         42,328,190   

Computers

     —           9,802,077         479,368         10,281,445   

Construction Materials

     —           1,949,032         —           1,949,032   

Cosmetics/Personal Care

     —           3,037,148         —           3,037,148   

Distribution/Wholesale

     —           1,263,157         —           1,263,157   

Distributors

     —           229,125         —           229,125   

Diversified Consumer Services

     —           1,419,093         —           1,419,093   

Diversified Financial Services

     —           25,390,811         —           25,390,811   

Electric

     —           16,450,252         —           16,450,252   

Electrical Components & Equipment

     —           2,465,041         —           2,465,041   

Electronics

     —           9,572,271         —           9,572,271   

Energy Equipment & Services

     —           3,269,118         —           3,269,118   

Engineering & Construction

     —           767,849         —           767,849   

Entertainment

     —           14,118,501         —           14,118,501   

Environmental Control

     —           2,774,144         —           2,774,144   

Food

     —           32,572,744         —           32,572,744   

Hand/Machine Tools

     —           2,984,199         —           2,984,199   

Healthcare-Products

     —           23,271,644         —           23,271,644   

Healthcare-Services

     —           50,919,070         —           50,919,070   

Hotels, Restaurants & Leisure

     —           4,705,504         —           4,705,504   

Household Products/Wares

     —           7,529,883         —           7,529,883   

Industrial Conglomerates

     —           2,234,203         —           2,234,203   

Insurance

     —           26,035,908         —           26,035,908   

Internet

     —           22,965,528         —           22,965,528   

Internet Software & Services

     —           5,200,822         —           5,200,822   

Leisure Products

     —           5,987,641         —           5,987,641   

Leisure Time

     —           4,790,792         —           4,790,792   

Lodging

     —           13,499,268         —           13,499,268   

Machinery

     —           12,242,490         —           12,242,490   

Machinery-Diversified

     —           9,262,066         —           9,262,066   

Marine

     —           1,709,817         —           1,709,817   

Media

     —           42,087,709         395,877         42,483,586   

Metal Fabricate/Hardware

     —           13,153,420         —           13,153,420   

Mining

     —           8,777,618         —           8,777,618   

Miscellaneous Manufacturing

     —           5,493,654         —           5,493,654   

Multi-Utilities

     —           440,598         —           440,598   

Office/Business Equipment

     —           4,222,053         —           4,222,053   

Oil & Gas

     —           18,898,793         —           18,898,793   

Packaging & Containers

     —           20,551,317         —           20,551,317   

Pharmaceuticals

     —           26,865,891         —           26,865,891   

Pipelines

     —           2,206,122         —           2,206,122   

Professional Services

     —           1,502,983         —           1,502,983   

Real Estate

     —           11,271,822         —           11,271,822   

Real Estate Investment Trusts

     —           3,801,346         —           3,801,346   

Retail

     —           50,079,413         —           50,079,413   

Semiconductors

     —           14,877,742         —           14,877,742   

Software

     —           45,945,943         —           45,945,943   

Telecommunications

     —           33,452,085         —           33,452,085   

Trading Companies & Distributors

     —           571,509         —           571,509   

Transportation (Less Unfunded Loan Commitments of $40,351)

     —           1,383,851         —           1,383,851   

 

MIST-208


Table of Contents

Met Investors Series Trust

Met/Eaton Vance Floating Rate Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2      Level 3      Total  

Wireless Telecommunication Services

   $ —         $ 1,935,790       $ —         $ 1,935,790   

Total Floating Rate Loans (Less Unfunded Loan Commitments)

     —           782,000,012         1,563,319         783,563,331   
Common Stocks            

Capital Markets

     —           263,537         —           263,537   

Coal

     691,708         —           —           691,708   

Commercial Services

     —           —           513,705         513,705   

Gas Utilities

     —           21,977         —           21,977   

Health Care Providers & Services

     —           20,935         —           20,935   

Total Common Stocks

     691,708         306,449         513,705         1,511,862   

Total Preferred Stocks*

     60,461         —           —           60,461   

Total Corporate Bonds & Notes*

     —           —           11,884         11,884   

Total Short-Term Investment*

     —           45,670,964         —           45,670,964   

Total Net Investments

   $ 752,169       $ 827,977,425       $ 2,088,908       $ 830,818,502   
                                     

 

* 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
(Loss)
    Change in
Unrealized
Apprec
iation/
(Deprec
iation)
    Purchases     Sales     Transfers
out of
Level 3
    Unfunded
Loan
Commit
ments
    Balance
as of
September
30,
2016
    Change in
Unrealized
Apprecia
tion/
(Deprecia
tion)
from
Investments
Still Held
at
September
30,
2016
 
Floating
Rate Loans
                   

Capital Markets

  $ 2,367,223      $ 4,263      $ (660,149   $ 783,882      $ 286,000      $ (2,395,845 ) (a)    $ —        $ —        $ 385,374      $ 2,712   

Commercial
Services

    724,793        10,072        314        26        —          (2,574 ) (a)      (231,512     (198,419     302,700        26   

Computers

    502,543        4,217        831        18,652        —          (46,875 ) (a)      —          —          479,368        18,652   

Healthcare-Products

    989,855        —          —          —          —          —          (989,855     —          —          —     

Lodging

    147,553        18,107        (397,337     570,170        —          (338,493 ) (a)      —          —          —          —     

Media

    371,700        520        55        31,571        —          (7,969 ) (a)      —          —          395,877        31,571   
Preferred
Stocks
                   

Commercial Services

    46,454        —          (244,124     197,670        —          0        —          —          —          —     
Common
Stocks
                   

Commercial Services

    92,744        —          (132,863     553,824        —          —          —          —          513,705        420,962   

Health Care Providers & Services

    274,288        —          —          —          —          —          (274,288     —          —          —     

Corporate
Bonds & Notes

                   

Aerospace/

Defense

    24,108        1,085        1,309        (6,404     —          (8,214 ) (a)      —          —          11,884        (6,404
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  $ 5,541,261      $ 38,264      $ (1,431,964   $ 2,149,391      $ 286,000      $ (2,799,970   $ (1,495,655   $ (198,419   $ 2,088,908      $ 467,519   
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

(a) Sales include principal reductions

 

Floating Rate Loans in the amount of $1,221,367 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-209


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—43.7% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Agriculture—0.6%

  

Imperial Brands Finance plc
2.950%, 07/21/20 (144A)

    3,100,000      $ 3,200,648   

Reynolds American, Inc.
2.300%, 06/12/18

    3,200,000        3,246,531   
   

 

 

 
      6,447,179   
   

 

 

 

Auto Manufacturers—0.9%

  

Fiat Chrysler Automobiles NV
4.500%, 04/15/20

    2,000,000        2,055,000   

Ford Motor Credit Co. LLC
2.597%, 11/04/19

    3,000,000        3,047,052   

3.157%, 08/04/20

    5,000,000        5,153,235   
   

 

 

 
      10,255,287   
   

 

 

 

Auto Parts & Equipment—0.4%

  

Delphi Automotive plc
3.150%, 11/19/20

    4,500,000        4,659,444   
   

 

 

 

Banks—14.2%

   

ANZ New Zealand International, Ltd.
2.850%, 08/06/20 (144A)

    4,600,000        4,737,903   

Banca Monte dei Paschi di Siena S.p.A.
2.875%, 04/16/21 (EUR)

    4,100,000        5,082,048   

Banco Comercial Portugues S.A.
4.750%, 06/22/17 (EUR)

    1,800,000        2,087,838   

Bank of America Corp.
1.720%, 01/15/19 (a)

    6,600,000        6,642,306   

2.600%, 01/15/19

    2,500,000        2,548,792   

2.650%, 04/01/19

    1,500,000        1,532,792   

Bank of New York Mellon Corp. (The)
1.674%, 08/17/20 (a)

    3,900,000        3,951,640   

Bankinter S.A.
1.750%, 06/10/19 (EUR)

    3,800,000        4,451,515   

BB&T Corp.
2.050%, 06/19/18

    1,000,000        1,010,204   

Citigroup, Inc.
1.431%, 04/08/19 (a)

    1,600,000        1,602,160   

2.400%, 02/18/20

    4,600,000        4,657,514   

Credit Suisse AG
1.315%, 05/26/17 (a)

    3,900,000        3,900,998   

Depfa ACS Bank
1.650%, 12/20/16 (JPY)

    350,000,000        3,462,389   

2.125%, 10/13/17 (CHF)

    2,750,000        2,890,118   

Deutsche Bank AG
2.121%, 08/20/20 (a)

    3,700,000        3,492,626   

Goldman Sachs Group, Inc. (The)
2.050%, 09/15/20 (a)

    8,700,000        8,749,225   

HSBC Holdings plc
3.400%, 03/08/21

    1,500,000        1,551,392   

HSBC USA, Inc.
2.000%, 08/07/18

    4,600,000        4,624,950   

Industrial & Commercial Bank of China, Ltd.
3.231%, 11/13/19

    2,700,000        2,811,885   

ING Bank NV
1.536%, 10/01/19 (144A) (a)

    6,300,000        6,310,993   

Banks—(Continued)

  

Intesa Sanpaolo S.p.A.
Zero Coupon, 05/18/17 (EUR) (a)

    1,100,000      1,235,084   

2.375%, 01/13/17

    1,000,000        1,001,390   

3.875%, 01/16/18

    3,900,000        3,976,756   

3.875%, 01/15/19

    6,100,000        6,280,810   

JPMorgan Chase & Co.
1.615%, 01/25/18 (a)

    8,000,000        8,039,752   

2.200%, 10/22/19

    4,000,000        4,062,724   

2.400%, 06/07/21

    1,100,000        1,112,417   

Morgan Stanley
1.874%, 01/27/20 (a)

    7,900,000        7,982,350   

National Australia Bank, Ltd.
1.875%, 07/23/18

    3,800,000        3,827,808   

Norddeutsche Landesbank Girozentrale
2.000%, 02/05/19 (144A)

    4,000,000        4,043,692   

Regions Financial Corp.
2.000%, 05/15/18

    3,200,000        3,213,917   

Royal Bank of Canada
2.100%, 10/14/20

    3,700,000        3,761,716   

Toronto-Dominion Bank (The)
2.250%, 03/15/21 (144A)

    4,000,000        4,082,520   

UniCredit S.p.A.
0.657%, 04/10/17 (EUR) (a)

    2,300,000        2,590,499   

Unione di Banche Italiane S.p.A
2.875%, 02/18/19 (EUR)

    3,600,000        4,291,635   

Wachovia Corp.
1.050%, 10/15/16 (a)

    5,000,000        5,000,935   

Wells Fargo & Co.
1.582%, 07/22/20 (a)

    7,800,000        7,837,643   

2.500%, 03/04/21

    1,100,000        1,116,039   

Westpac Banking Corp.
2.250%, 11/09/20 (144A)

    3,700,000        3,772,168   

Woori Bank
4.750%, 04/30/24 (144A)

    2,400,000        2,595,977   
   

 

 

 
      155,925,120   
   

 

 

 

Beverages—0.9%

  

Anheuser-Busch InBev Finance, Inc.
2.650%, 02/01/21

    3,400,000        3,508,446   

Coca-Cola Femsa S.A.B. de C.V.
2.375%, 11/26/18

    4,000,000        4,068,872   

Constellation Brands, Inc.
3.875%, 11/15/19 (b)

    1,700,000        1,789,250   

Pernod Ricard S.A.
2.125%, 09/27/24 (EUR)

    300,000        379,264   
   

 

 

 
      9,745,832   
   

 

 

 

Biotechnology—1.1%

  

Amgen, Inc.
1.411%, 05/22/19 (a)

    4,500,000        4,505,418   

Biogen, Inc.
2.900%, 09/15/20

    4,500,000        4,673,488   

Celgene Corp.
2.300%, 08/15/18

    3,000,000        3,040,620   
   

 

 

 
      12,219,526   
   

 

 

 

 

MIST-210


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Chemicals—0.1%

  

Arkema S.A.
1.500%, 01/20/25 (EUR)

    1,300,000      $ 1,558,876   
   

 

 

 

Coal—0.0%

  

Peabody Energy Corp.
10.000%, 03/15/22 (144A) (c)

    1,300,000        529,750   
   

 

 

 

Computers—0.6%

  

Diamond 1 Finance Corp. / Diamond 2 Finance Corp.
3.480%, 06/01/19 (144A)

    2,800,000        2,879,716   

Hewlett Packard Enterprise Co.
2.784%, 10/05/18 (144A) (a)

    3,600,000        3,660,538   
   

 

 

 
      6,540,254   
   

 

 

 

Cosmetics/Personal Care—0.2%

  

Colgate-Palmolive Co.
0.900%, 05/01/18

    2,000,000        1,995,654   
   

 

 

 

Diversified Financial Services—1.4%

  

AerCap Ireland Capital, Ltd. / AerCap Global Aviation Trust
4.250%, 07/01/20

    1,800,000        1,867,500   

Capital One Bank USA N.A.
2.300%, 06/05/19

    5,900,000        5,968,387   

CIT Group, Inc.
3.875%, 02/19/19

    2,100,000        2,144,625   

Navient Corp.
5.500%, 01/15/19

    1,400,000        1,421,000   

6.625%, 07/26/21

    500,000        503,750   

Protective Life Global Funding
1.722%, 04/15/19 (144A)

    1,900,000        1,905,949   

Seven & Seven, Ltd.
2.235%, 09/11/19 (144A) (a)

    960,000        956,948   

Springleaf Finance Corp.
6.000%, 06/01/20

    1,000,000        1,023,750   
   

 

 

 
      15,791,909   
   

 

 

 

Electric—1.6%

  

Dominion Resources, Inc.
2.500%, 12/01/19

    1,900,000        1,945,879   

DPL, Inc.
6.500%, 10/15/16

    496,000        496,625   

Engie S.A.
1.625%, 10/10/17 (144A)

    1,000,000        1,002,122   

Korea Western Power Co., Ltd.
3.125%, 05/10/17 (144A)

    2,300,000        2,320,955   

PSEG Power LLC
3.000%, 06/15/21

    3,300,000        3,395,486   

Southern Co. (The)
2.350%, 07/01/21

    2,800,000        2,853,477   

2.450%, 09/01/18

    3,000,000        3,058,062   

State Grid Overseas Investment, Ltd.
1.750%, 05/22/18 (144A)

    1,100,000        1,102,361   

2.750%, 05/07/19 (144A)

    1,100,000        1,131,211   
   

 

 

 
      17,306,178   
   

 

 

 

Entertainment—0.1%

  

International Game Technology plc
5.625%, 02/15/20 (144A)

    1,000,000      1,061,250   
   

 

 

 

Food—0.8%

  

JBS USA LUX S.A. / JBS USA Finance, Inc.
7.250%, 06/01/21 (144A)

    1,900,000        1,964,125   

Kraft Heinz Foods Co.
2.000%, 07/02/18

    4,000,000        4,036,904   

2.250%, 06/05/17

    3,000,000        3,018,729   
   

 

 

 
      9,019,758   
   

 

 

 

Gas—0.5%

  

Sempra Energy
2.850%, 11/15/20

    5,700,000        5,902,555   
   

 

 

 

Healthcare-Products—1.1%

  

Becton Dickinson & Co.
2.675%, 12/15/19

    4,000,000        4,130,840   

Edwards Lifesciences Corp.
2.875%, 10/15/18

    1,400,000        1,426,878   

Stryker Corp.
2.000%, 03/08/19

    4,400,000        4,455,317   

Zimmer Biomet Holdings, Inc.
2.700%, 04/01/20

    2,000,000        2,043,658   
   

 

 

 
      12,056,693   
   

 

 

 

Healthcare-Services—1.0%

  

CHS/Community Health Systems, Inc.
7.125%, 07/15/20

    2,200,000        2,044,900   

HCA, Inc.
4.250%, 10/15/19

    1,700,000        1,772,250   

Tenet Healthcare Corp.
5.500%, 03/01/19

    7,000,000        6,877,500   
   

 

 

 
      10,694,650   
   

 

 

 

Holding Companies-Diversified—0.3%

  

Hutchison Whampoa International, Ltd.
1.625%, 10/31/17 (144A)

    3,200,000        3,202,189   
   

 

 

 

Home Builders—2.3%

  

Beazer Homes USA, Inc.
5.750%, 06/15/19

    16,500,000        17,160,000   

KB Home
4.750%, 05/15/19

    1,800,000        1,838,250   

Lennar Corp.
6.950%, 06/01/18

    5,500,000        5,878,125   
   

 

 

 
      24,876,375   
   

 

 

 

Insurance—2.4%

  

Jackson National Life Global Funding
2.250%, 04/29/21 (144A)

    4,200,000        4,255,507   

2.300%, 04/16/19 (144A)

    1,500,000        1,526,055   

Metropolitan Life Global Funding I
3.875%, 04/11/22 (144A)

    1,200,000        1,303,247   

 

MIST-211


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Insurance—(Continued)

  

New York Life Global Funding
2.100%, 01/02/19 (144A)

    4,000,000      $ 4,065,724   

2.150%, 06/18/19 (144A)

    5,000,000        5,104,095   

Pricoa Global Funding I
2.550%, 11/24/20 (144A)

    3,700,000        3,803,082   

Prudential Financial, Inc.
1.597%, 08/15/18 (a)

    3,000,000        2,994,288   

TIAA Asset Management Finance Co. LLC
2.950%, 11/01/19 (144A)

    3,100,000        3,194,209   
   

 

 

 
      26,246,207   
   

 

 

 

Internet—0.4%

  

Alibaba Group Holding, Ltd.
2.500%, 11/28/19

    4,000,000        4,080,228   
   

 

 

 

Lodging—0.4%

  

Marriott International, Inc.
2.875%, 03/01/21

    4,800,000        4,979,376   
   

 

 

 

Media—1.4%

  

CBS Corp.
2.300%, 08/15/19

    6,000,000        6,082,158   

CSC Holdings LLC
7.625%, 07/15/18

    2,500,000        2,693,750   

NBCUniversal Enterprise, Inc.
1.365%, 04/15/18 (144A) (a)

    3,000,000        3,020,754   

Time Warner, Inc.
2.100%, 06/01/19

    4,000,000        4,060,008   
   

 

 

 
      15,856,670   
   

 

 

 

Mining—0.2%

  

Freeport-McMoRan, Inc.
2.300%, 11/14/17

    1,700,000        1,691,500   
   

 

 

 

Oil & Gas—2.1%

  

BG Energy Capital plc
2.875%, 10/15/16 (144A)

    2,300,000        2,301,159   

California Resources Corp.
8.000%, 12/15/22 (144A)

    1,016,000        675,640   

Chesapeake Energy Corp.
8.000%, 12/15/22 (144A)

    135,000        136,856   

CNOOC Nexen Finance ULC
1.625%, 04/30/17

    3,200,000        3,202,432   

Energy XXI Gulf Coast, Inc.
11.000%, 03/15/20 (144A) (c)

    2,000,000        800,000   

Ensco plc
4.700%, 03/15/21 (b)

    3,100,000        2,780,700   

Linn Energy LLC / Linn Energy Finance Corp.
12.000%, 12/15/20 (144A) (c)

    750,000        363,750   

Lukoil International Finance B.V.
3.416%, 04/24/18 (144A)

    2,300,000        2,334,215   

Petrobras Global Finance B.V.
3.737%, 03/17/20 (a) (b)

    2,900,000        2,834,750   

Sanchez Energy Corp.
7.750%, 06/15/21

    1,200,000        1,056,000   

Oil & Gas—(Continued)

  

Sinopec Group Overseas Development, Ltd.
2.500%, 04/28/20 (144A)

    3,500,000      3,561,544   

Statoil ASA
1.248%, 11/08/18 (a)

    3,100,000        3,105,245   
   

 

 

 
      23,152,291   
   

 

 

 

Oil & Gas Services—0.3%

  

Petrofac, Ltd.
3.400%, 10/10/18 (144A)

    1,200,000        1,206,914   

Weatherford International, Ltd.
7.750%, 06/15/21 (b)

    2,000,000        1,980,000   
   

 

 

 
      3,186,914   
   

 

 

 

Packaging & Containers—0.3%

  

Owens-Illinois, Inc.
7.800%, 05/15/18

    3,000,000        3,270,000   
   

 

 

 

Pharmaceuticals—1.1%

  

Actavis Funding SCS
2.350%, 03/12/18

    4,000,000        4,041,244   

Baxalta, Inc.
2.000%, 06/22/18

    1,400,000        1,403,466   

Express Scripts Holding Co.
3.300%, 02/25/21

    2,400,000        2,522,295   

Perrigo Finance Unlimited Co.
3.500%, 03/15/21

    1,400,000        1,447,964   

Valeant Pharmaceuticals International, Inc.
5.375%, 03/15/20 (144A)

    1,900,000        1,757,500   

Zoetis, Inc.
1.875%, 02/01/18

    1,200,000        1,203,785   
   

 

 

 
      12,376,254   
   

 

 

 

Pipelines—1.4%

  

Enable Midstream Partners L.P.
2.400%, 05/15/19

    2,200,000        2,155,043   

Energy Transfer Partners L.P.
4.150%, 10/01/20

    1,600,000        1,673,480   

EnLink Midstream Partners L.P.
2.700%, 04/01/19

    500,000        496,708   

Enterprise Products Operating LLC
2.550%, 10/15/19

    600,000        610,778   

Kinder Morgan Energy Partners L.P.
6.850%, 02/15/20

    5,000,000        5,674,225   

Kinder Morgan Finance Co. LLC
6.000%, 01/15/18 (144A)

    2,000,000        2,097,434   

Kinder Morgan, Inc.
3.050%, 12/01/19

    2,600,000        2,656,838   

Williams Partners L.P.
4.125%, 11/15/20

    600,000        623,609   
   

 

 

 
      15,988,115   
   

 

 

 

Real Estate—0.6%

  

Prologis L.P.
2.750%, 02/15/19

    6,000,000        6,139,296   
   

 

 

 

 

MIST-212


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Real Estate Investment Trusts—0.5%

  

American Tower Corp.
3.300%, 02/15/21

    2,700,000      $ 2,822,537   

3.400%, 02/15/19

    2,200,000        2,285,894   
   

 

 

 
      5,108,431   
   

 

 

 

Retail—1.0%

  

Dollar General Corp.
1.875%, 04/15/18

    4,500,000        4,526,334   

Edcon, Ltd.
9.500%, 03/01/18 (144A) (EUR)

    1,000,000        264,549   

Toys “R” Us, Inc.
7.375%, 10/15/18 (b)

    2,200,000        2,035,000   

Walgreens Boots Alliance, Inc.
1.750%, 11/17/17

    4,000,000        4,021,888   
   

 

 

 
      10,847,771   
   

 

 

 

Semiconductors—0.4%

  

Maxim Integrated Products, Inc.
2.500%, 11/15/18

    4,200,000        4,264,071   
   

 

 

 

Software—0.9%

  

Fiserv, Inc.
2.700%, 06/01/20

    5,500,000        5,671,116   

Oracle Corp.
1.260%, 01/15/19 (a)

    3,800,000        3,829,097   
   

 

 

 
      9,500,213   
   

 

 

 

Telecommunications—2.1%

  

AT&T, Inc.
2.400%, 03/15/17

    2,700,000        2,715,755   

2.450%, 06/30/20

    3,700,000        3,768,357   

CenturyLink, Inc.
5.625%, 04/01/20

    700,000        740,250   

6.450%, 06/15/21

    1,000,000        1,071,250   

Intelsat Jackson Holdings S.A.
7.250%, 10/15/20

    500,000        387,500   

Juniper Networks, Inc.
3.125%, 02/26/19

    4,100,000        4,209,449   

Sprint Communications, Inc.
9.000%, 11/15/18 (144A)

    2,500,000        2,759,375   

Telefonica Emisiones S.A.U.
3.192%, 04/27/18

    1,800,000        1,842,480   

Verizon Communications, Inc.
2.606%, 09/14/18 (a)

    5,500,000        5,644,452   
   

 

 

 
      23,138,868   
   

 

 

 

Water—0.1%

  

Veolia Environnement S.A.
4.625%, 03/30/27 (EUR)

    700,000        1,100,048   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $478,741,747)

      480,714,732   
   

 

 

 
Asset-Backed Securities—16.1%   
Security Description   Principal
Amount*
    Value  

Asset-Backed - Credit Card—6.3%

   

American Express Credit Account Master Trust
0.794%, 01/15/20 (a)

    8,760,000      8,769,561   

1.784%, 09/15/20 (a)

    1,825,000        1,852,261   

BA Credit Card Trust
0.794%, 09/16/19 (a)

    7,010,000        7,015,607   

Capital One Multi-Asset Execution Trust
0.564%, 07/15/20 (a)

    4,850,000        4,845,658   

0.604%, 12/16/19 (a)

    8,400,000        8,400,964   

Chase Issuance Trust
0.574%, 04/15/19 (a)

    3,035,000        3,036,506   

0.774%, 04/15/19 (a)

    5,700,000        5,696,463   

0.804%, 04/15/20 (a)

    4,580,000        4,585,738   

0.894%, 04/15/21 (a)

    5,340,000        5,355,376   

0.984%, 04/15/19 (a)

    2,600,000        2,599,285   

1.590%, 02/18/20

    1,000,000        1,006,023   

Discover Card Execution Note Trust
0.954%, 07/15/21 (a)

    5,610,000        5,633,231   

0.974%, 04/15/21 (a)

    4,020,000        4,038,153   

Discover Card Master Trust
0.370%, 05/15/19 (a)

    6,500,000        6,511,876   
   

 

 

 
      69,346,702   
   

 

 

 

Asset-Backed - Home Equity—0.4%

  

Argent Securities, Inc. Asset-Backed Pass-Through Certificates
0.885%, 10/25/35 (a)

    898,792        861,370   

GSAA Home Equity Trust
1.469%, 02/25/35 (a)

    2,622,000        2,495,481   

Home Loan Trust
5.480%, 06/25/34

    352,108        364,064   

NovaStar Mortgage Funding Trust
2.175%, 03/25/35 (a)

    546,926        542,671   

RAAC Trust
1.225%, 03/25/34 (a)

    431,903        408,738   
   

 

 

 
      4,672,324   
   

 

 

 

Asset-Backed - Manufactured Housing—0.1%

  

Conseco Financial Corp.
7.640%, 03/15/28 (a)

    1,039,791        1,077,466   

CountryPlace Manufactured Housing Contract Trust
4.800%, 12/15/35 (144A) (a)

    6,625        6,624   

Vanderbilt Acquisition Loan Trust
7.330%, 05/07/32 (a)

    183,065        193,157   
   

 

 

 
      1,277,247   
   

 

 

 

Asset-Backed - Other—9.3%

   

ALM VIII, Ltd.
2.146%, 01/20/26 (144A) (a)

    1,070,000        1,069,990   

American Homes 4 Rent
1.531%, 06/17/31 (144A) (a)

    2,120,310        2,113,661   

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
1.349%, 06/25/34 (a)

    1,253,244        1,229,363   

 

MIST-213


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Asset-Backed - Other—(Continued)

  

Apidos CLO XIV
4.850%, 04/15/25 (144A)

    1,710,000      $ 1,717,105   

Ares CLO, Ltd.
0.899%, 04/16/21 (144A) (a)

    1,116,700        1,110,198   

1.049%, 04/16/21 (144A) (a)

    3,340,000        3,264,433   

Atrium IX
2.129%, 02/28/24 (144A) (a)

    870,000        867,178   

Atrium X
1.799%, 07/16/25 (144A) (a)

    850,000        847,074   

Atrium XI
3.915%, 10/23/25 (144A) (a)

    3,650,000        3,651,394   

BlueMountain CLO, Ltd.
2.152%, 10/29/25 (144A) (a)

    540,199        540,223   

Carlyle Global Market Strategies CLO, Ltd.
2.086%, 01/20/25 (144A) (a)

    2,470,000        2,466,693   

Catamaran CLO, Ltd.
3.679%, 10/18/26 (144A) (a)

    2,384,800        2,379,511   

Cent CLO, Ltd.
2.057%, 01/30/25 (144A) (a)

    4,357,000        4,347,502   

3.534%, 07/27/26 (144A) (a)

    480,000        475,199   

3.988%, 11/07/26 (144A) (a)

    2,650,000        2,651,352   

Centerline REIT, Inc.
4.760%, 09/21/45 (144A) (a)

    2,286,372        2,290,488   

5.040%, 09/21/45 (144A)

    1,780,000        1,585,781   

CIFC Funding, Ltd.
1.121%, 07/26/21 (144A) (a)

    475,000        473,054   

Colony American Homes
1.681%, 05/17/31 (144A) (a)

    3,443,136        3,444,812   

2.381%, 05/17/31 (144A) (a)

    460,000        460,652   

Cornerstone CLO, Ltd.
1.630%, 07/15/21 (144A) (a)

    610,000        604,334   

Countrywide Asset-Backed Certificates
1.275%, 03/25/34 (a)

    371,331        358,228   

1.575%, 12/25/34 (a)

    475,091        472,894   

Eaton Vance CLO, Ltd.
2.130%, 07/15/26 (144A) (a)

    2,592,000        2,590,263   

2.730%, 07/15/26 (144A) (a)

    778,900        778,895   

3.680%, 07/15/26 (144A) (a)

    668,600        668,976   

Emerson Park CLO, Ltd.
5.640%, 07/15/25 (144A)

    570,000        573,467   

Galaxy XV CLO, Ltd.
1.930%, 04/15/25 (144A) (a)

    4,465,000        4,443,564   

GSAMP Trust
1.530%, 06/25/35 (a)

    766,687        755,727   

Highbridge Loan Management, Ltd.
5.800%, 10/20/24 (144A)

    510,000        510,498   

Invitation Homes Trust
1.631%, 09/17/31 (144A) (a)

    2,826,366        2,821,782   

1.831%, 08/17/32 (144A) (a)

    2,714,032        2,727,506   

1.877%, 06/17/32 (144A) (a)

    4,546,719        4,569,894   

1.981%, 03/17/32 (144A) (a)

    1,520,988        1,530,269   

2.031%, 06/17/31 (144A) (a)

    720,000        720,707   

2.131%, 09/17/31 (144A) (a)

    2,950,000        2,954,046   

Landmark IX CDO, Ltd.
1.380%, 04/15/21 (144A) (a)

    940,000        939,653   

Asset-Backed - Other—(Continued)

  

LNR CDO, Ltd.
1.925%, 07/24/37 (144A) (a)

    668,341      666,910   

6.727%, 07/24/37 (144A)

    86,370        86,413   

Morgan Stanley ABS Capital I, Inc. Trust
1.260%, 01/25/35 (a)

    500,918        492,921   

NZCG Funding, Ltd.
2.284%, 04/27/27 (144A) (a)

    4,969,875        4,971,793   

Octagon Investment Partners, Ltd.
2.100%, 07/15/27 (144A) (a)

    3,645,114        3,637,667   

Progress Residential Trust
1.931%, 02/17/32 (144A) (a)

    3,559,369        3,573,585   

Silver Bay Realty Trust
1.531%, 09/17/31 (144A) (a)

    885,216        879,528   

1.981%, 09/17/31 (144A) (a)

    420,000        415,986   

Structured Asset Investment Loan Trust
1.565%, 12/25/34 (a)

    1,112,920        1,107,591   

SWAY Residential Trust
1.831%, 01/17/32 (144A) (a)

    4,062,006        4,067,314   

Trade MAPS 1, Ltd.
1.218%, 12/10/18 (144A) (a)

    5,500,000        5,491,020   

Tricon American Homes Trust
1.781%, 05/17/32 (144A) (a)

    4,986,608        4,977,855   

Voya CLO, Ltd.
2.159%, 04/18/27 (144A) (a)

    1,190,000        1,190,025   

2.173%, 10/14/26 (144A) (a)

    1,070,000        1,070,335   

West CLO, Ltd.
2.779%, 07/18/26 (144A) (a)

    1,230,000        1,209,674   

3.529%, 07/18/26 (144A) (a)

    3,240,000        3,240,097   
   

 

 

 
      102,085,080   
   

 

 

 

Total Asset-Backed Securities
(Cost $176,370,961)

      177,381,353   
   

 

 

 
U.S. Treasury & Government Agencies—16.0%   

Agency Sponsored Mortgage-Backed—2.7%

  

Fannie Mae 15 Yr. Pool
4.500%, 09/01/24

    880,825        945,636   

4.500%, 03/01/25

    1,797,438        1,937,343   

Fannie Mae ARM Pool
1.800%, 03/01/30 (a)

    33,221        33,617   

2.046%, 11/01/33 (a)

    3,923        4,097   

2.050%, 11/01/32 (a)

    16,717        17,471   

2.071%, 03/01/28 (a)

    12,087        12,374   

2.123%, 11/01/33 (a)

    11,091        11,560   

2.290%, 06/01/32 (a)

    10,422        10,454   

2.290%, 09/01/32 (a)

    15,098        15,470   

2.299%, 03/01/35 (a)

    53,334        55,245   

2.303%, 12/01/32 (a)

    341,737        361,310   

2.303%, 11/01/34 (a)

    12,303        12,747   

2.308%, 08/01/29 (a)

    7,478        7,832   

2.325%, 05/01/19 (a)

    1,120        1,124   

2.332%, 02/01/36 (a)

    85,466        88,775   

2.355%, 12/01/32 (a)

    25,944        27,412   

2.374%, 12/01/32 (a)

    56,260        59,476   

 

MIST-214


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

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

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage-Backed—(Continued)

  

Fannie Mae ARM Pool

   

2.385%, 06/01/32 (a)

    5,501      $ 5,541   

2.421%, 09/01/35 (a)

    22,940        24,226   

2.422%, 12/01/34 (a)

    48,310        50,811   

2.425%, 02/01/44 (a)

    30,471        31,537   

2.435%, 03/01/33 (a)

    12,627        13,136   

2.436%, 12/01/33 (a)

    100,748        107,409   

2.445%, 11/01/35 (a)

    161,012        167,788   

2.450%, 06/01/26 (a)

    1,654        1,657   

2.451%, 10/01/32 (a)

    30,284        31,969   

2.459%, 10/01/35 (a)

    29,138        29,422   

2.460%, 02/01/36 (a)

    41,029        43,229   

2.465%, 02/01/25 (a)

    94,321        98,248   

2.479%, 01/01/20 (a)

    79,013        80,552   

2.485%, 09/01/31 (a)

    28,477        29,070   

2.487%, 07/01/33 (a)

    58,233        60,413   

2.495%, 11/01/32 (a)

    88,023        92,521   

2.500%, 05/01/19 (a)

    36,798        37,047   

2.511%, 06/01/25 (a)

    92,089        94,336   

2.520%, 01/01/32 (a)

    12,749        12,904   

2.525%, 04/01/36 (a)

    75,562        79,326   

2.539%, 07/01/25 (a)

    2,504        2,607   

2.541%, 03/01/36 (a)

    283,719        298,073   

2.541%, 03/01/37 (a)

    25,785        26,978   

2.544%, 04/01/27 (a)

    7,962        8,337   

2.547%, 02/01/36 (a)

    11,609        12,229   

2.576%, 10/01/33 (a)

    35,739        37,501   

2.588%, 10/01/36 (a)

    14,482        15,305   

2.591%, 07/01/35 (a)

    49,582        51,988   

2.593%, 09/01/33 (a)

    6,125        6,521   

2.604%, 11/01/36 (a)

    5,516        5,829   

2.615%, 01/01/33 (a)

    171,264        175,726   

2.631%, 06/01/28 (a)

    2,471        2,588   

2.645%, 09/01/30 (a)

    85,703        89,611   

2.653%, 02/01/35 (a)

    48,028        50,689   

2.653%, 12/01/35 (a)

    138,497        142,907   

2.655%, 02/01/33 (a)

    38,738        39,206   

2.662%, 11/01/35 (a)

    3,889,607        4,098,030   

2.677%, 03/01/30 (a)

    1,371        1,445   

2.680%, 08/01/33 (a)

    121,231        127,129   

2.681%, 07/01/33 (a)

    33,051        34,211   

2.690%, 12/01/25 (a)

    12,100        12,211   

2.714%, 03/01/33 (a)

    57,628        60,252   

2.723%, 01/01/32 (a)

    10,114        10,748   

2.723%, 07/01/35 (a)

    46,254        48,918   

2.725%, 01/01/36 (a)

    91,770        97,261   

2.734%, 09/01/37 (a)

    71,476        75,995   

2.740%, 09/01/35 (a)

    5,375,952        5,668,179   

2.742%, 08/01/30 (a)

    25,512        26,308   

2.770%, 01/01/29 (a)

    13,331        13,582   

2.780%, 07/01/32 (a)

    3,400        3,429   

2.802%, 11/01/36 (a)

    3,180,218        3,354,398   

2.803%, 07/01/33 (a)

    75,456        80,110   

2.806%, 03/01/36 (a)

    37,892        39,606   

2.808%, 11/01/34 (a)

    4,406,243        4,654,306   

2.819%, 03/01/38 (a)

    29,436        31,106   

Agency Sponsored Mortgage-Backed—(Continued)

  

Fannie Mae ARM Pool

   

2.823%, 06/01/33 (a)

    25,488      26,136   

2.827%, 09/01/33 (a)

    12,151        12,802   

2.834%, 06/01/30 (a)

    20,589        21,080   

2.838%, 02/01/32 (a)

    79,297        79,752   

2.853%, 05/01/33 (a)

    18,325        19,147   

2.856%, 07/01/28 (a)

    8,417        8,751   

2.860%, 09/01/36 (a)

    1,758        1,851   

2.875%, 04/01/34 (a)

    159,482        166,618   

2.882%, 11/01/35 (a)

    29,105        30,576   

2.890%, 08/01/32 (a)

    52,480        54,917   

2.895%, 09/01/39 (a)

    20,689        21,641   

2.899%, 08/01/37 (a)

    34,289        36,210   

2.900%, 04/01/34 (a)

    19,355        19,761   

2.912%, 03/01/36 (a)

    51,189        53,615   

2.915%, 04/01/36 (a)

    6,184        6,552   

2.915%, 09/01/37 (a)

    4,872        5,198   

2.921%, 08/01/34 (a)

    23,812        25,215   

2.925%, 09/01/32 (a)

    5,678        5,740   

2.927%, 07/01/33 (a)

    41,681        43,661   

2.935%, 04/01/40 (a)

    7,600        8,029   

2.940%, 06/01/34 (a)

    66,603        66,306   

2.958%, 09/01/32 (a)

    145,599        146,983   

2.964%, 05/01/34 (a)

    35,218        37,227   

2.970%, 08/01/35 (a)

    793,513        837,932   

2.972%, 03/01/36 (a)

    20,894        22,171   

2.977%, 03/01/37 (a)

    15,719        16,617   

2.981%, 09/01/33 (a)

    100,763        106,812   

2.998%, 08/01/33 (a)

    88,946        95,349   

3.000%, 02/01/34 (a)

    82,111        83,658   

3.010%, 08/01/35 (a)

    48,001        49,560   

3.025%, 06/01/35 (a)

    50,349        51,363   

3.027%, 11/01/35 (a)

    1,754,948        1,861,756   

3.048%, 04/01/35 (a)

    802,936        847,048   

3.082%, 08/01/32 (a)

    59,377        60,292   

3.082%, 02/01/33 (a)

    138,614        141,842   

3.125%, 10/01/33 (a)

    55,217        56,497   

3.125%, 05/01/34 (a)

    90,379        95,054   

3.150%, 05/01/32 (a)

    7,810        7,868   

3.200%, 02/01/25 (a)

    10,039        10,106   

3.275%, 08/01/32 (a)

    29,692        30,354   

4.129%, 05/01/34 (a)

    120,951        123,869   
   

 

 

 
      29,492,320   
   

 

 

 

U.S. Treasury—13.3%

   

U.S. Treasury Inflation Indexed Notes
0.125%, 01/15/22 (d)

    15,949,350        16,278,449   

0.125%, 07/15/22 (d)

    7,220,988        7,393,209   

0.125%, 01/15/23 (d)

    21,373,710        21,710,816   

0.125%, 07/15/24 (d)

    4,459,576        4,524,682   

1.375%, 01/15/20 (d)

    10,717,227        11,379,905   

1.875%, 07/15/19 (d)

    10,549,843        11,329,624   

U.S. Treasury Notes
1.000%, 08/15/18

    5,000,000        5,021,095   

1.375%, 02/28/19

    24,000,000        24,305,616   

 

MIST-215


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

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

 

Security Description   Principal
Amount*
    Value  

U.S. Treasury—(Continued)

  

U.S. Treasury Notes

   

1.500%, 02/28/19

    24,000,000      $ 24,375,000   

3.375%, 11/15/19

    19,000,000        20,426,482   
   

 

 

 
      146,744,878   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $175,662,682)

      176,237,198   
   

 

 

 
Mortgage-Backed Securities—10.8%   

Collateralized Mortgage Obligations—6.0%

  

Adjustable Rate Mortgage Trust
3.010%, 02/25/35 (a)

    2,195,661        2,137,318   

American Home Mortgage Investment Trust
2.592%, 10/25/34 (a)

    1,442,658        1,404,715   

Banc of America Mortgage Trust
3.276%, 06/25/33 (a)

    884,585        881,697   

CHL Mortgage Pass-Through Trust
2.648%, 07/25/34 (a)

    814,957        812,930   

3.018%, 05/25/34 (a)

    1,616,956        1,601,221   

Credit Suisse First Boston Mortgage Securities Corp.
5.000%, 09/25/19

    306,579        313,931   

Fannie Mae Connecticut Avenue Securities
1.475%, 05/25/24 (a)

    418,036        418,123   

First Horizon Alternative Mortgage Securities Trust
2.453%, 12/25/34 (a)

    1,115,474        1,077,902   

Freddie Mac Structured Agency Credit Risk Debt Notes
1.575%, 03/25/25 (a)

    329,592        329,738   

2.375%, 10/25/27 (a)

    4,560,000        4,638,646   

2.725%, 03/25/25 (a)

    1,730,000        1,752,903   

2.925%, 08/25/24 (a)

    959,599        965,370   

2.925%, 10/25/24 (a)

    2,823,493        2,837,982   

2.925%, 01/25/25 (a)

    3,053,507        3,080,251   

3.025%, 08/25/24 (a)

    4,535,000        4,607,282   

3.125%, 12/25/27 (a)

    4,975,000        5,078,377   

3.175%, 10/25/24 (a)

    2,755,662        2,787,596   

3.175%, 03/25/28 (a)

    6,500,000        6,650,817   

3.325%, 05/25/28 (a)

    3,800,000        3,925,540   

Impac Secured Assets CMN Owner Trust
1.290%, 02/25/35 (a)

    1,120,000        1,061,898   

MASTR Adjustable Rate Mortgages Trust
0.725%, 05/25/47 (a)

    221,318        219,495   

MASTR Alternative Loan Trust
5.000%, 02/25/18

    190,718        192,727   

5.000%, 08/25/18

    295,985        299,175   

5.500%, 12/25/18

    221,509        222,319   

5.500%, 04/25/19

    373,782        380,308   

5.553%, 11/25/19 (a)

    455,793        465,290   

Merrill Lynch Mortgage Investors Trust
1.265%, 03/25/28 (a)

    665,464        629,632   

1.638%, 01/25/29 (a)

    882,645        827,845   

2.661%, 04/25/35 (a)

    552,865        534,972   

2.857%, 10/25/36 (a)

    1,357,057        1,326,787   

Collateralized Mortgage Obligations—(Continued)

  

New York Mortgage Trust
1.200%, 02/25/36 (a)

    506,490      446,936   

Sequoia Mortgage Trust
1.172%, 11/20/34 (a)

    500,289        460,998   

Structured Adjustable Rate Mortgage Loan Trust
0.965%, 08/25/35 (a)

    1,227,154        1,144,846   

2.981%, 09/25/34 (a)

    2,619,030        2,600,734   

Structured Asset Mortgage Investments Trust
1.231%, 02/19/35 (a)

    895,526        833,075   

1.254%, 12/19/33 (a)

    367,968        352,420   

Thornburg Mortgage Securities Trust
1.165%, 09/25/43 (a)

    555,607        534,506   

WaMu Mortgage Pass-Through Certificates Trust
Zero Coupon, 01/25/45 (a)

    2,714,037        2,478,059   

Zero Coupon, 04/25/45 (a)

    2,354,805        2,208,949   

Zero Coupon, 07/25/45 (a)

    1,315,817        1,249,227   

Wells Fargo Mortgage-Backed Securities Trust
2.765%, 02/25/35 (a)

    1,354,730        1,353,116   

2.956%, 06/25/35 (a)

    880,803        876,821   
   

 

 

 
      66,002,474   
   

 

 

 

Commercial Mortgage-Backed Securities—4.8%

  

Banc of America Commercial Mortgage Trust
5.460%, 09/10/45 (a)

    177,726        177,659   

5.695%, 07/10/46 (a)

    1,225,380        1,207,800   

5.784%, 09/10/45 (a)

    1,130,000        1,128,294   

Bear Stearns Commercial Mortgage Securities Trust
5.302%, 10/12/42 (a)

    800,000        792,788   

5.565%, 03/11/39 (a)

    4,211,000        4,037,673   

5.611%, 09/11/41 (a)

    515,874        515,657   

5.910%, 06/11/40 (a)

    3,200,000        3,276,195   

CD Commercial Mortgage Trust
5.450%, 07/15/44 (a)

    2,530,000        2,527,356   

Citigroup Commercial Mortgage Trust
5.482%, 10/15/49

    1,320,000        1,232,482   

5.900%, 12/10/49 (a)

    2,200,000        2,234,809   

Colony Multifamily Mortgage Trust
2.543%, 04/20/50 (144A)

    3,384,847        3,375,537   

Commercial Mortgage Trust
5.475%, 03/10/39

    2,200,000        2,218,140   

Core Industrial Trust
3.040%, 02/10/34 (144A)

    2,110,000        2,221,229   

G-FORCE LLC
5.090%, 08/22/36 (144A)

    306,671        305,876   

Greenwich Capital Commercial Mortgage Trust
5.645%, 04/10/37 (a)

    139,028        138,929   

5.951%, 07/10/38 (a)

    2,209,560        2,055,584   

Hilton USA Trust
1.523%, 11/05/30 (144A) (a)

    1,813,429        1,813,428   

2.023%, 11/05/30 (144A) (a)

    1,060,856        1,060,855   

JPMorgan Chase Commercial Mortgage Securities Trust
5.115%, 07/15/41

    34,264        34,252   

5.464%, 12/12/43

    5,000,000        5,006,757   

5.735%, 12/15/44 (a)

    4,850,000        4,823,004   

6.116%, 04/17/45 (a)

    910,000        672,328   

 

MIST-216


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Mortgage-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Commercial Mortgage-Backed Securities—(Continued)

  

LB-UBS Commercial Mortgage Trust
5.276%, 02/15/41 (a)

    1,053,761      $ 1,053,165   

6.080%, 06/15/38 (a)

    79,771        79,722   

Merrill Lynch Mortgage Trust
5.525%, 11/12/37 (a)

    2,339,623        2,283,802   

Morgan Stanley Capital Trust
5.591%, 03/12/44 (a)

    1,082,141        1,086,095   

Morgan Stanley Capital, Inc.
5.306%, 05/24/43 (144A)

    1,737,685        1,708,979   

Resource Capital Corp., Ltd.
1.580%, 04/15/32 (144A) (a)

    1,199,690        1,186,720   

1.930%, 08/15/32 (144A) (a)

    955,014        943,691   

Wachovia Bank Commercial Mortgage Trust
5.795%, 07/15/45 (a)

    762,844        762,235   

6.010%, 05/15/43 (a)

    2,700,000        2,693,901   

6.112%, 10/15/35 (144A) (a)

    445,865        464,318   
   

 

 

 
      53,119,260   
   

 

 

 

Total Mortgage-Backed Securities
(Cost $119,863,714)

      119,121,734   
   

 

 

 
Floating Rate Loans (e)—5.1%   

Aerospace/Defense—0.3%

  

FGI Operating Co. LLC
Term Loan, 5.500%, 04/19/19

    3,668,902        3,398,321   
   

 

 

 

Airlines—0.0%

  

Air Canada
Term Loan B, 09/21/23 (f)

    33,034        33,178   
   

 

 

 

Auto Manufacturers—0.1%

  

Navistar International Corp.
Term Loan B, 6.500%, 08/07/20

    888,619        891,529   
   

 

 

 

Auto Parts & Equipment—0.0%

  

TI Group Automotive Systems LLC
Term Loan, 4.500%, 06/30/22

    96,814        97,298   
   

 

 

 

Chemicals—0.1%

  

Chemours Co. (The)
Term Loan B, 3.750%, 05/12/22

    589,734        585,016   

OCI Beaumont LLC
Term Loan B3, 7.750%, 08/20/19

    1,087,002        1,054,392   
   

 

 

 
      1,639,408   
   

 

 

 

Coal—0.2%

  

Bowie Resource Holdings LLC
1st Lien Term Loan,
6.750%, 08/14/20 (g)

    1,521,481        1,262,829   

2nd Lien Delayed Draw Term Loan,
11.750%, 02/16/21 (g)

    371,429        306,429   

Peabody Energy Corp.
Term Loan B, 4.250%, 09/24/20

    1,204,489        953,051   
   

 

 

 
      2,522,309   
   

 

 

 

Commercial Services—0.1%

  

Prime Security Services Borrower LLC
Incremental Term Loan B1, 4.750%, 05/02/22

    670,876      678,528   
   

 

 

 

Computers—0.3%

  

Abacus Innovations Corp.
Term Loan B, 3.274%, 08/16/23

    189,571        190,913   

Dell, Inc.
Term Loan A3, 2.530%, 12/31/18

    657,570        654,811   

Sungard Availability Services Capital, Inc.
Term Loan B, 6.000%, 03/31/19

    1,943,869        1,846,675   

Western Digital Corp.
Term Loan B1, 4.500%, 04/29/23

    555,852        562,627   
   

 

 

 
      3,255,026   
   

 

 

 

Distribution/Wholesale—0.1%

  

Autoparts Holdings, Ltd.
1st Lien Term Loan, 7.000%, 07/29/17

    1,711,711        1,652,337   
   

 

 

 

Electric—0.1%

  

EFS Cogen Holdings I LLC
Term Loan B, 5.250%, 06/28/23

    118,047        119,522   

NRG Energy, Inc.
Term Loan B, 3.500%, 06/30/23

    807,975        810,921   
   

 

 

 
      930,443   
   

 

 

 

Forest Products & Paper—0.4%

  

Appvion, Inc.
Term Loan, 6.250%, 06/28/19

    1,033,832        997,648   

Caraustar Industries, Inc.
Term Loan B, 8.000%, 05/01/19

    3,442,788        3,476,355   
   

 

 

 
      4,474,003   
   

 

 

 

Healthcare-Services—0.2%

  

Cyanco Intermediate Corp.
Term Loan B, 5.500%, 05/01/20

    1,968,664        1,968,664   

Onex Carestream Finance L.P.
1st Lien Term Loan, 5.000%, 06/07/19

    463,088        431,020   
   

 

 

 
      2,399,684   
   

 

 

 

Industrial Conglomerates—0.1%

  

OSG Bulk Ships, Inc.
Term Loan, 5.250%, 08/05/19

    796,233        795,238   
   

 

 

 

Internet Software & Services—0.1%

  

Onsite U.S. Finco LLC
Term Loan, 5.500%, 07/30/21

    1,815,855        1,434,526   
   

 

 

 

Leisure Time—0.0%

  

Aristocrat Technologies, Inc.
Term Loan B, 3.500%, 10/20/21

    117,350        117,900   
   

 

 

 

Machinery—0.2%

  

UTEX Industries, Inc.
1st Lien Term Loan, 5.000%, 05/22/21

    2,647,305        2,011,952   

 

MIST-217


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Floating Rate Loans (e)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Machinery—(Continued)

  

Zebra Technologies Corp.
Term Loan B, 4.089%, 10/27/21

    423,321      $ 428,712   
   

 

 

 
      2,440,664   
   

 

 

 

Media—0.4%

  

Cumulus Media Holdings, Inc.
Term Loan, 4.250%, 12/23/20

    97,589        68,557   

Radio One, Inc.
Term Loan, 5.030%, 04/02/18

    3,946,846        3,946,846   
   

 

 

 
      4,015,403   
   

 

 

 

Mining—0.2%

  

FMG Resources (August 2006) Pty, Ltd.
Term Loan B, 3.750%, 06/30/19

    1,962,617        1,962,923   
   

 

 

 

Oil & Gas—0.3%

  

Alfred Fueling Systems, Inc.
1st Lien Term Loan, 4.500%, 06/20/21

    345,895        346,327   

Fieldwood Energy LLC
1st Lien Term Loan, 3.875%, 10/01/18

    2,816,576        2,478,587   

McDermott Finance LLC
Term Loan B, 8.485%, 04/16/19

    98,664        99,311   
   

 

 

 
      2,924,225   
   

 

 

 

Oil & Gas Services—0.1%

  

Navios Maritime Midstream Partners L.P.
Term Loan B, 5.500%, 06/18/20

    859,214        842,030   
   

 

 

 

Pharmaceuticals—0.4%

  

Endo Luxembourg Finance Co. I S.a.r.l.
Term Loan B, 3.750%, 09/26/22

    472,619        472,197   

Valeant Pharmaceuticals International, Inc.
Term Loan B, 5.000%, 02/13/19

    863,125        863,575   

Term Loan B, 5.250%, 12/11/19

    589,105        590,651   

Term Loan B F1, 5.500%, 04/01/22

    265,779        266,908   

Tranche A, 4.280%, 10/20/18

    1,907,146        1,907,623   
   

 

 

 
      4,100,954   
   

 

 

 

Retail—0.4%

  

Ascena Retail Group, Inc.
Term Loan B, 5.250%, 08/21/22

    2,326,638        2,252,683   

Dollar Tree, Inc.
Term Loan A, 02/06/20 (f)

    460,356        459,584   

Evergreen Acqco 1 L.P.
Term Loan, 5.000%, 07/09/19

    2,511,176        2,309,027   
   

 

 

 
      5,021,294   
   

 

 

 

Semiconductors—0.4%

  

Avago Technologies Cayman, Ltd.
Term Loan B3, 3.524%, 02/01/23

    1,009,868        1,023,123   

M/A-COM Technology Solutions Holdings, Inc.
Term Loan, 4.500%, 05/07/21

    557,273        562,149   

MKS Instruments, Inc.
Term Loan B, 4.250%, 05/01/23

    190,202        192,877   

Semiconductors—(Continued)

  

ON Semiconductor Corp.
Incremental Term Loan, 03/31/23 (f)

    477,863      480,452   

Term Loan B, 5.250%, 03/31/23

    1,934,498        1,948,469   
   

 

 

 
      4,207,070   
   

 

 

 

Software—0.3%

  

BMC Software Finance, Inc.
Revolver Term Loan, 0.500%, 09/10/18 (h)

    1,825,218        1,724,831   

Term Loan, 5.000%, 09/10/20

    1,754,997        1,696,009   
   

 

 

 
      3,420,840   
   

 

 

 

Telecommunications—0.2%

  

Consolidated Communications, Inc.
Term Loan B, 09/30/23 (f)

    162,882        164,155   

CSC Holdings LLC
Term Loan B, 5.000%, 10/09/22

    1,227,560        1,232,163   

Global Tel*Link Corp.
1st Lien Term Loan, 5.000%, 05/23/20

    188,230        182,897   

UPC Financing Partnership
Term Loan AN, 4.080%, 08/31/24

    202,921        204,031   
   

 

 

 
      1,783,246   
   

 

 

 

Transportation—0.1%

  

Navios Partners Finance (U.S.), Inc.
Term Loan B, 5.250%, 06/27/18

    44,143        40,612   

XPO Logistics, Inc.
Term Loan B2, 4.250%, 10/30/21

    811,108        816,482   
   

 

 

 
      857,094   
   

 

 

 

Total Floating Rate Loans
(Cost $57,937,495)

      55,895,471   
   

 

 

 
Foreign Government—2.4%   

Sovereign—2.4%

  

Brazil Notas do Tesouro Nacional
6.000%, 08/15/18 (BRL) (d)

    600,000        540,395   

10.000%, 01/01/21 (BRL)

    5,500,000        1,606,513   

Export-Import Bank of China (The)
2.500%, 07/31/19 (144A)

    4,000,000        4,086,540   

Export-Import Bank of Korea
2.250%, 01/21/20

    5,000,000        5,093,570   

Indonesia Treasury Bond
8.250%, 07/15/21 (IDR)

    16,800,000,000        1,358,057   

Malaysia Government Bonds
3.260%, 03/01/18 (MYR)

    2,200,000        537,158   

3.580%, 09/28/18 (MYR)

    2,500,000        615,150   

4.012%, 09/15/17 (MYR)

    15,580,000        3,820,561   

Mexican Bonos
7.250%, 12/15/16 (MXN)

    83,849,000        4,346,081   

7.750%, 12/14/17 (MXN)

    19,000,000        1,011,070   

8.500%, 12/13/18 (MXN)

    17,100,000        935,470   

 

MIST-218


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Foreign Government—(Continued)

 

Security Description   Principal
Amount*/
Shares/
Notional
Amount*
    Value  

Sovereign—(Continued)

  

Philippine Government Bond
2.875%, 05/22/17 (PHP)

    57,000,000      $ 1,180,843   

Serbia International Bond
5.250%, 11/21/17 (144A)

    1,200,000        1,239,000   
   

 

 

 

Total Foreign Government
(Cost $28,599,363)

      26,370,408   
   

 

 

 
Municipals—0.4%                

City of Chicago, Illinois, General Obligation Unlimited
5.000%, 01/01/17

    700,000        705,180   

Industry Public Facilities Authority, Tax Allocation Revenue
3.389%, 01/01/20

    3,525,000        3,743,867   

University of California, Revenue Bonds
1.023%, 07/01/41 (a)

    260,000        260,029   
   

 

 

 

Total Municipals
(Cost $4,501,282)

      4,709,076   
   

 

 

 
Common Stocks—0.1%   

Oil, Gas & Consumable Fuels—0.1%

  

Halcon Resources Corp. (g) (i) (j)

    65,445        538,973   
   

 

 

 

Paper & Forest Products—0.0%

  

Verso Corp. - Class A (i)

    1,665        10,739   
   

 

 

 

Total Common Stocks
(Cost $1,286,427)

      549,712   
   

 

 

 
Purchased Options—0.0%   

Credit Default Swaptions—0.0%

  

Put - CDX.NA.HY.26, Exercise Price $103.50, Expires 11/16/16 (Counterparty - Citibank N.A.)

    7,600,000        40,624   

Put - CDX.NA.IG.27, Exercise Rate 0.850%, Expires 11/16/16 (Counterparty - Citibank N.A.)

    3,800,000        4,005   

Put - CDX.NA.IG.27, Exercise Rate 0.900%, Expires 11/16/16 (Counterparty - Citibank N.A.)

    7,600,000        5,323   
   

 

 

 

Total Purchased Options
(Cost $80,636)

      49,952   
   

 

 

 
Warrants—0.0%   

Oil, Gas & Consumable Fuels—0.0%

   

Halcon Resources Corp., Expires 09/09/20 (i)

    5,835        13,362   
   

 

 

 

Paper & Forest Products—0.0%

  

Verso Corp., Expires 06/23/23 (i)

    175      0   
   

 

 

 

Total Warrants
(Cost $0)

      13,362   
   

 

 

 
Short-Term Investments—5.1%   

Discount Note—1.8%

  

Federal Home Loan Bank
0.068%, 10/03/16 (k)

    20,135,000        20,134,888   
   

 

 

 

Repurchase Agreement—3.3%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $36,206,570 on 10/03/16, collateralized by $35,260,000 U.S. Treasury Note at 2.125% due 09/30/21 with a value of $36,934,850.

    36,206,479        36,206,479   
   

 

 

 

Total Short-Term Investments
(Cost $56,341,367)

      56,341,367   
   

 

 

 
Securities Lending Reinvestments (l)—0.3%   

Repurchase Agreements—0.3%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $300,023 on 10/03/16, collateralized by $283,505 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $306,000.

    300,000        300,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $300,021 on 10/03/16, collateralized by $294,517 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $306,000.

    300,000        300,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $500,019 on 10/03/16, collateralized by $394,400 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $510,007.

    500,000        500,000   

 

MIST-219


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (l)—(Continued)

 

Security Description   Principal
Amount
    Value  

Repurchase Agreements—(Continued)

  

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $700,060 on 10/03/16, collateralized by $668,275 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $714,299.

    700,000      $ 700,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $295,727 on 10/03/16, collateralized by $244,316 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $301,630.

    295,716        295,716   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $500,029 on 10/03/16, collateralized by $799,780 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $510,030.

    500,000        500,000   

Nomura Securities
Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $500,022 on 10/03/16, collateralized by $705,938 U.S. Government Agency Obligations with rates ranging from 2.500% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $510,000.

    500,000        500,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $300,012 on 10/03/16, collateralized by $280,854 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $306,006.

    300,000        300,000   
   

 

 

 
      3,395,716   
   

 

 

 

Time Deposits—0.0%

  

ANZ London
0.420%, 10/03/16

    30,795        30,795   

Den Norske Bank, Oslo
0.400%, 10/03/16

    79,694        79,694   

Time Deposits—(Continued)

  

Royal Bank of Canada
0.280%, 10/03/16

    82,158      82,158   
   

 

 

 
      192,647   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $3,588,363)

      3,588,363   
   

 

 

 

Total Investments—100.0%
(Cost $1,102,974,037) (m)

      1,100,972,728   

Unfunded Loan Commitments—(0.2)%
(Cost $(1,825,218))

      (1,825,218

Net Investments—99.8%
(Cost $1,101,148,819)

      1,099,147,510   

Other assets and liabilities (net)—0.2%

      2,210,040   
   

 

 

 
Net Assets—100.0%     $ 1,101,357,550   
   

 

 

 

 

* Principal and notional amounts stated in U.S. dollars unless otherwise noted.
(a) Variable or floating rate security. The stated rate represents the rate at September 30, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(b) All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $3,478,855 and the collateral received consisted of cash in the amount of $3,588,363. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(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.
(f) This loan will settle after September 30, 2016, at which time the interest rate will be determined.
(g) Illiquid security. As of September 30, 2016, these securities represent 0.2% of net assets.
(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) Non-income producing security.

 

MIST-220


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

(j) Security was valued in good faith under procedures approved by the Board of Trustees. As of September 30, 2016, these securities represent less than 0.05% of net assets.
(k) The rate shown represents current yield to maturity.
(l) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(m) As of September 30, 2016, the aggregate cost of investments was $1,101,148,819. The aggregate unrealized appreciation and depreciation of investments were $14,839,085 and $(16,840,394), respectively, resulting in net unrealized depreciation of $(2,001,309).
(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 September 30, 2016, the market value of 144A securities was $211,073,777, which is 19.2% of net assets.
(ARM)— Adjustable-Rate Mortgage
(BRL)— Brazilian Real
(CDO)— Collateralized Debt Obligation
(CDX.NA.HY)— Markit North America High Yield CDS Index
(CDX.NA.IG)— Markit North America Investment Grade CDS Index
(CHF)— Swiss Franc
(CLO)— Collateralized Loan Obligation
(EUR)— Euro
(IDR)— Indonesian Rupiah
(JPY)— Japanese Yen
(MXN)— Mexican Peso
(MYR)— Malaysian Ringgit
(PHP)— Philippine Peso

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
EUR     1,188,867      

Deutsche Bank AG

     10/20/16       $ 1,336,406       $ 97   
INR     45,300,000      

Deutsche Bank AG

     10/20/16         661,410         16,889   
INR     51,540,000      

Deutsche Bank AG

     05/18/17         741,583         5,758   

Contracts to Deliver

                           
AUD     4,000,000      

Deutsche Bank AG

     10/20/16       $ 2,800,400       $ (260,018
AUD     401,148      

Deutsche Bank AG

     12/15/16         294,403         (12,122
AUD     2,230,000      

Deutsche Bank AG

     12/22/16         1,601,140         (102,578
AUD     1,700,000      

Deutsche Bank AG

     05/18/17         1,281,290         (13,327
CAD     800,000      

Deutsche Bank AG

     10/20/16         631,019         21,158   
EUR     70,764      

Barclays Bank plc

     10/20/16         80,250         698   
EUR     52,102      

Citibank N.A.

     10/20/16         59,026         454   
EUR     1,188,867      

Deutsche Bank AG

     10/20/16         1,348,354         11,851   
EUR     1,035,310      

Deutsche Bank AG

     10/20/16         1,185,119         21,243   
EUR     1,618,079      

JPMorgan Chase Bank N.A.

     10/20/16         1,833,655         14,641   
EUR     752,020      

Deutsche Bank AG

     12/15/16         848,316         753   
EUR     183,001      

Barclays Bank plc

     05/18/17         205,406         (2,335
EUR     2,909,965      

Citibank N.A.

     05/18/17         3,269,782         (33,577
EUR     16,840,800      

Deutsche Bank AG

     05/18/17         18,903,461         (214,022
EUR     3,500,000      

Deutsche Bank AG

     05/18/17         3,928,680         (44,480
EUR     9,213,000      

Goldman Sachs Bank USA

     05/18/17         10,351,727         (106,765
EUR     958,529      

JPMorgan Chase Bank N.A.

     05/18/17         1,076,792         (11,319
JPY     176,000,000      

JPMorgan Chase Bank N.A.

     12/15/16         1,731,661         (9,327
JPY     99,997,600      

Citibank N.A.

     05/18/17         1,000,106         3,502   
JPY     88,300,000      

HSBC Bank plc

     05/18/17         883,398         3,375   
JPY     361,284,375      

JPMorgan Chase Bank N.A.

     05/18/17         3,654,542         53,879   
JPY     167,815,750      

JPMorgan Chase Bank N.A.

     05/18/17         1,677,487         4,987   
JPY     547,555,500      

Morgan Stanley & Co. LLC

     05/18/17         5,477,363         20,269   
MXN     5,200,000      

Deutsche Bank AG

     10/20/16         295,681         27,997   
MYR     1,700,000      

Deutsche Bank AG

     05/18/17         418,637         11,686   
             

 

 

 

Net Unrealized Depreciation

  

   $ (590,633
             

 

 

 

 

MIST-221


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Futures Contracts

 

Futures Contracts—Long

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

Canada Government Bond 10 Year Futures

     12/19/16         31        CAD        4,534,758      $ 15,064   

U.S. Treasury Note 2 Year Futures

     12/30/16         856        USD        186,797,390        211,860   

Futures Contracts—Short

                               

U.S. Treasury Long Bond Futures

     12/20/16         (9     USD        (1,535,321     21,915   

U.S. Treasury Note 10 Year Futures

     12/20/16         (36     USD        (4,715,910     (4,590

U.S. Treasury Note 5 Year Futures

     12/30/16         (742     USD        (89,932,943     (231,651

U.S. Treasury Ultra Long Bond Futures

     12/20/16         (8     USD        (1,500,480     29,480   
           

 

 

 

Net Unrealized Appreciation

  

  $ 42,078   
           

 

 

 

 

Swap Agreements

OTC 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        CHF 2,000,000      $ 163,393      $      $ 163,393   

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        (18,426     1,057        (19,483
            

 

 

   

 

 

   

 

 

 

Totals

  

  $ 144,967      $ 1,057      $ 143,910   
            

 

 

   

 

 

   

 

 

 

 

(a) At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

   Floating
Rate Index
     Fixed
Rate
    Maturity
Date
     Notional
Amount
     Unrealized
Depreciation
 

Receive

     3M LIBOR         1.750     03/15/24         USD         25,090,000       $ (102,493
                

 

 

 

Centrally Cleared Credit Default Swaps on Credit Indices—Sell Protection (d)

 

Reference Obligation

   Fixed Deal
Receive Rate
     Maturity
Date
    

Implied Credit
Spread at
September 30,
2016 (b)

   Notional
Amount (c)
     Unrealized
Appreciation
 

ITRAXX.EUR.FIN.S25

     1.000%         06/20/21       0.663%      EUR         6,200,000       $ 39,030   

ITRAXX.EUR.FIN.S26

     1.000%         12/20/21       1.012%      EUR         7,055,000         1,609   
                 

 

 

 

Net Unrealized Appreciation

                  $ 40,639   
                 

 

 

 

 

MIST-222


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

OTC Credit Default Swaps on Corporate Issues—Buy Protection (a)

 

Reference Obligation

  Fixed Deal
(Pay) Rate
    Maturity
Date
   

Counterparty

  Implied Credit
Spread at
September 30,
2016 (b)
    Notional
Amount (c)
    Market
Value
    Upfront
Premium
Paid/
(Received)
    Unrealized
Appreciation/
(Depreciation)
 

AES Corp.
1.000%, due 06/01/19

    (5.000%)        06/20/21      JPMorgan Chase Bank N.A.     1.828%        USD        600,000      $ (84,898)      $ (63,915)      $ (20,983)   

AES Corp.
1.000%, due 06/01/19

    (5.000%)        06/21/21      JPMorgan Chase Bank N.A.     1.830%        USD        500,000        (70,754)        (56,973)        (13,781)   

AES Corp.
1.000% due 06/01/19

    (5.000%)        06/21/21      JPMorgan Chase Bank N.A.     1.830%        USD        500,000        (70,754)        (51,976)        (18,778)   

AES Corp.
1.000%, due 06/01/19

    (5.000%)        06/21/21      JPMorgan Chase Bank N.A.     1.830%        USD        1,300,000        (183,960)        (162,972)        (20,988)   

AES Corp.
1.000%, due 06/01/19

    (5.000%)        06/21/21      JPMorgan Chase Bank N.A.     1.830%        USD        1,500,000        (212,262)        (170,919)        (41,343)   

Bank of America Corp.
5.000%, due 01/15/15

    (1.000%)        09/20/17      Credit Suisse International     0.285%        USD        2,000,000        (13,953)        4,498        (18,451)   

Beazer Homes USA, Inc.
9.125%, due 05/15/19

    (5.000%)        06/20/19      Citibank N.A.     2.372%        USD        2,500,000        (173,006)        (129,684)        (43,322)   

Beazer Homes USA, Inc.
9.125%, due 05/15/19

    (5.000%)        06/20/19      Credit Suisse International     2.372%        USD        2,000,000        (138,405)        (86,028)        (52,377)   

Beazer Homes USA, Inc.
9.125%, due 05/15/19

    (5.000%)        06/20/19      Credit Suisse International     2.372%        USD        5,000,000        (346,012)        (249,868)        (96,144)   

Beazer Homes USA, Inc.
9.125%, due 05/15/19

    (5.000%)        06/20/19      Credit Suisse International     2.372%        USD        5,000,000        (346,012)        (228,025)        (117,987)   

CSC Holdings LLC
5.000%, due 09/20/18

    (5.000%)        09/20/18      Barclays Bank plc     1.017%        USD        2,500,000        (194,327)        (146,999)        (47,328)   

DPL, Inc.
7.250%, due 10/25/21

    (5.000%)        12/20/16      JPMorgan Chase Bank N.A.     0.481%        USD        1,131,000        (11,467)        (104,572)        93,105   

Hospitality Properties Trust
5.125%, due 02/15/15

    (5.000%)        03/20/17      Credit Suisse International     0.216%        USD        5,000,000        (113,089)        (663,898)        550,809   

Kinder Morgan Energy Partners L.P.
3.950%, due 09/01/22

    (5.000%)        03/20/20      Citibank N.A.     0.926%        USD        5,000,000        (689,215)        (1,063,304)        374,089   

Lennar Corp.
4.750%, due 12/15/17

    (5.000%)        06/20/18      Citibank N.A.     0.572%        USD        5,500,000        (417,297)        (628,661)        211,364   

Lennar Corp.
4.750%, due 12/15/17

    (5.000%)        09/20/19      Credit Suisse International     1.079%        USD        2,000,000        (228,266)        (285,162)        56,896   

Lennar Corp.
4.750%, due 12/15/17

    (5.000%)        12/20/19      Citibank N.A.     1.164%        USD        2,000,000        (240,973)        (264,588)        23,615   

Olin Corp.
5.500%, due 08/15/22

    (1.000%)        06/20/21      Citibank N.A.     2.461%        USD        2,200,000        141,530        168,529        (26,999)   

Owens-Illinois, Inc.
7.800%, due 05/15/18

    (5.000%)        06/20/18      Citibank N.A.     0.203%        USD        1,000,000        (82,491)        (117,750)        35,259   

Owens-Illinois, Inc.
7.800%, due 05/15/18

    (5.000%)        06/20/18      Citibank N.A.     0.203%        USD        2,000,000        (164,983)        (209,855)        44,872   

Rite Aid Corp.
5.000%, due 12/20/20

    (5.000%)        12/20/20      JPMorgan Chase Bank N.A.     0.848%        USD        3,700,000        (631,458)        (684,996)        53,538   

Springleaf Finance Corp.
5.000%, due 06/20/20

    (5.000%)        06/20/20      Barclays Bank plc     3.180%        USD        1,000,000        (62,819)        (92,698)        29,879   

Tenet Healthcare Corp.
6.875%, due 11/15/31

    (5.000%)        12/05/16      Barclays Bank plc     0.805%        USD        2,500,000        (19,175)        (230,083)        210,908   

Tenet Healthcare Corp.
6.875%, due 11/15/31

    (5.000%)        03/20/19      Barclays Bank plc     2.676%        USD        4,500,000        (248,812)        (362,651)        113,839   

Tenet Healthcare Corp.
6.875%, due 11/15/31

    (5.000%)        03/20/19      Citibank N.A.     2.676%        USD        2,500,000        (138,229)        (220,999)        82,770   

Toys “R” Us, Inc.
7.375%, due 10/15/18

    (5.000%)        12/20/18      JPMorgan Chase Bank N.A.     6.927%        USD        2,200,000        86,107        550,000        (463,893)   
             

 

 

   

 

 

   

 

 

 

Totals

  

  $ (4,654,980)      $ (5,553,549)      $ 898,569   
             

 

 

   

 

 

   

 

 

 

 

MIST-223


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

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
September 30,
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     0.285%        USD        2,000,000      $ 13,953      $ (4,498)      $ 18,451   

Beazer Homes USA, Inc.
9.125%, due 05/15/19

    5.000%        12/20/19      Citibank N.A.     2.963%        USD        2,000,000        124,788        59,704        65,084   

Calpine Corp.
5.375%, due 01/25/23

    5.000%        06/20/21      JPMorgan Chase Bank N.A.     3.336%        USD        600,000        42,907        29,139        13,768   

Calpine Corp.
5.375%, due 01/15/23

    5.000%        06/21/21      JPMorgan Chase Bank N.A.     3.338%        USD        1,500,000        107,159        96,400        10,759   

Calpine Corp.
5.375%, due 01/15/23

    5.000%        06/21/21      JPMorgan Chase Bank N.A.     3.338%        USD        1,300,000        92,871        75,650        17,221   

Calpine Corp.
5.375%, due 01/15/23

    5.000%        06/21/21      JPMorgan Chase Bank N.A.     3.338%        USD        500,000        35,720        32,133        3,587   

Calpine Corp.
5.375%, due 01/15/23

    5.000%        06/21/21      JPMorgan Chase Bank N.A.     3.338%        USD        500,000        35,720        23,150        12,570   

China Government International Bond
7.500%, due 10/28/27

    1.000%        09/20/20      Barclays Bank plc     0.813%        USD        1,150,000        8,339        2,814        5,525   

Electricite de France S.A.
5.625%, due 02/21/33

    1.000%        09/20/20      Barclays Bank plc     0.588%        EUR        3,300,000        61,001        87,530        (26,529)   

Engie S.A.
5.125%, due 02/19/18

    1.000%        09/20/20      Barclays Bank plc     0.349%        EUR        2,300,000        67,511        75,856        (8,345)   

Orange S.A.
5.625%, due 05/22/18

    1.000%        09/20/20      Citibank N.A.     0.452%        EUR        3,300,000        81,325        70,842        10,483   

Tenet Healthcare Corp.
6.875%, due 11/15/31

    5.000%        12/20/18      Barclays Bank plc     2.105%        USD        2,500,000        156,214        169,065        (12,851)   

United Mexico States
5.950%, due 03/19/19

    1.000%        06/20/20      Citibank N.A.     1.240%        USD        1,600,000        (13,850)        (20,033)        6,183   

iHeartCommunications, Inc.
6.875%, due 06/15/18

    5.000%        06/20/18      Barclays Bank plc     35.694%        USD        1,600,000        (631,955)        (360,000)        (271,955)   
             

 

 

   

 

 

   

 

 

 

Totals

  

  $ 181,703      $ 337,752      $ (156,049)   
             

 

 

   

 

 

   

 

 

 

OTC Credit Default Swaps on Credit Indices—Sell Protection (d)

 

Reference Obligation

  Fixed Deal
Receive Rate
    Maturity
Date
    Counterparty   Implied Credit
Spread at
September 30,
2016 (b)
    Notional
Amount (c)
    Market
Value
    Upfront
Premium
Paid
    Unrealized
Appreciation
 

MCDX.NA.26

    1.000     06/20/21      Citibank N.A.     0.815     USD        2,800,000      $ 22,351      $ 7,535      $ 14,816   
             

 

 

   

 

 

   

 

 

 

 

(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.

 

MIST-224


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

(AUD)— Australian Dollar
(CAD)— Canadian Dollar
(CHF)— Swiss Franc
(EUR)— Euro
(INR)— Indian Rupee
(JPY)— Japanese Yen
(MXN)— Mexican Peso
(MYR)— Malaysian Ringgit
(USD)— United States Dollar
(ITRAXX.EUR.FIN)— Markit iTraxx Europe Senior Financial Index
(LIBOR)— London Interbank Offered Rate
(MCDX.NA)— Markit North America Municipal Single Name CDS 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.

The following table summarizes the fair value hierarchy of the Portfolio’s investments as of September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  

Total Corporate Bonds & Notes*

   $ —         $ 480,714,732       $ —         $ 480,714,732   

Total Asset-Backed Securities*

     —           177,381,353         —           177,381,353   

Total U.S. Treasury & Government Agencies*

     —           176,237,198         —           176,237,198   

Total Mortgage-Backed Securities*

     —           119,121,734         —           119,121,734   

Total Floating Rate Loans (Less Unfunded Loan Commitments)*

     —           54,070,253         —           54,070,253   

Total Foreign Government*

     —           26,370,408         —           26,370,408   

Total Municipals

     —           4,709,076         —           4,709,076   
Common Stocks            

Oil, Gas & Consumable Fuels

     —           538,973         —           538,973   

Paper & Forest Products

     10,739         —           —           10,739   

Total Common Stocks

     10,739         538,973         —           549,712   

Total Purchased Options*

     —           49,952         —           49,952   
Warrants            

Oil, Gas & Consumable Fuels

     13,362         —           —           13,362   

Paper & Forest Products

     —           0         —           0   

Total Warrants

     13,362         0         —           13,362   
Short-Term Investments            

Discount Note

     —           20,134,888         —           20,134,888   

Repurchase Agreement

     —           36,206,479         —           36,206,479   

Total Short-Term Investments

     —           56,341,367         —           56,341,367   

 

MIST-225


Table of Contents

Met Investors Series Trust

Met/Franklin Low Duration Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  
Securities Lending Reinvestments          

Repurchase Agreements

   $ —        $ 3,395,716      $ —         $ 3,395,716   

Time Deposits

     —          192,647        —           192,647   

Total Securities Lending Reinvestments

     —          3,588,363        —           3,588,363   

Total Net Investments

   $ 24,101      $ 1,099,123,409      $ —         $ 1,099,147,510   
                                   

Collateral for Securities Loaned (Liability)

   $ —        $ (3,588,363   $ —         $ (3,588,363
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —        $ 219,237      $ —         $ 219,237   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —          (809,870     —           (809,870

Total Forward Contracts

   $ —        $ (590,633   $ —         $ (590,633
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 278,319      $ —        $ —         $ 278,319   

Futures Contracts (Unrealized Depreciation)

     (236,241     —          —           (236,241

Total Futures Contracts

   $ 42,078      $ —        $ —         $ 42,078   
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 40,639      $ —         $ 40,639   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —          (102,493     —           (102,493

Total Centrally Cleared Swap Contracts

   $ —        $ (61,854   $ —         $ (61,854
OTC Swap Contracts          

OTC Swap Contracts at Value (Assets)

   $ —        $ 1,240,889      $ —         $ 1,240,889   

OTC Swap Contracts at Value (Liabilities)

     —          (5,546,848     —           (5,546,848

Total OTC Swap Contracts

   $ —        $ (4,305,959   $ —         $ (4,305,959

 

* 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
September 30,
2016
     Change in Unrealized
Appreciation/
(Depreciation) from
Investments Still Held at
September 30, 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 Floating Rate Loans 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 overservable inputs.

 

MIST-226


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Foreign Government—72.1% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Argentina—1.6%

  

Argentina Boden Bond
0.010%, 10/03/21 (ARS)

    295,040,000      $ 19,208,959   
   

 

 

 

Brazil—4.6%

  

Brazil Letras do Tesouro Nacional
Zero Coupon, 01/01/18 (BRL)

    10,440,000        2,783,467   

Brazil Notas do Tesouro Nacional 6.000%, 08/15/18 (BRL) (a)

    4,225,000        3,805,283   

6.000%, 05/15/19 (BRL) (a)

    2,420,000        2,187,033   

6.000%, 08/15/20 (BRL) (a)

    430,000        388,427   

6.000%, 08/15/22 (BRL) (a)

    6,930,000        6,255,078   

6.000%, 05/15/23 (BRL) (a)

    1,070,000        968,511   

6.000%, 08/15/24 (BRL) (a)

    1,140,000        1,036,461   

6.000%, 05/15/45 (BRL) (a)

    6,400,000        5,937,690   

10.000%, 01/01/17 (BRL)

    49,680,000        15,087,361   

10.000%, 01/01/19 (BRL)

    6,700,000        1,994,520   

10.000%, 01/01/21 (BRL)

    31,015,000        9,059,273   

10.000%, 01/01/23 (BRL)

    8,350,000        2,392,581   

10.000%, 01/01/25 (BRL)

    4,810,000        1,362,715   

10.000%, 01/01/27 (BRL)

    13,370,000        3,732,653   
   

 

 

 
      56,991,053   
   

 

 

 

Colombia—1.9%

  

Colombian TES
7.750%, 09/18/30 (COP)

    65,000,000,000        23,772,775   
   

 

 

 

Indonesia—4.4%

  

Indonesia Treasury Bonds
5.625%, 05/15/23 (IDR)

    96,951,000,000        6,922,529   

7.000%, 05/15/22 (IDR)

    81,607,000,000        6,294,019   

8.375%, 03/15/24 (IDR)

    81,624,000,000        6,763,953   

8.375%, 09/15/26 (IDR)

    19,458,000,000        1,619,882   

8.375%, 03/15/34 (IDR)

    49,720,000,000        4,152,540   

9.000%, 03/15/29 (IDR)

    9,426,000,000        823,358   

10.000%, 09/15/24 (IDR)

    186,070,000,000        16,705,924   

10.000%, 02/15/28 (IDR)

    34,960,000,000        3,237,527   

11.500%, 09/15/19 (IDR)

    7,238,000,000        626,260   

12.800%, 06/15/21 (IDR)

    78,179,000,000        7,365,161   

12.900%, 06/15/22 (IDR)

    1,823,000,000        177,220   
   

 

 

 
      54,688,373   
   

 

 

 

Malaysia—8.9%

  

Bank Negara Malaysia Monetary Notes 0.152%, 10/06/16 (MYR) (b)

    1,870,000        452,146   

0.288%, 10/11/16 (MYR) (b)

    7,250,000        1,752,272   

0.459%, 10/18/16 (MYR) (b)

    5,620,000        1,357,564   

1.657%, 04/20/17 (MYR) (b)

    23,290,000        5,554,847   

1.752%, 06/22/17 (MYR) (b)

    23,720,000        5,632,644   

1.867%, 07/20/17 (MYR) (b)

    25,800,000        6,114,360   

1.886%, 09/19/17 (MYR) (b)

    28,700,000        6,773,061   

Malaysia Government Bonds
3.260%, 03/01/18 (MYR)

    14,813,000        3,616,783   

3.314%, 10/31/17 (MYR)

    85,330,000        20,804,983   

3.394%, 03/15/17 (MYR)

    119,020,000        28,885,295   

3.814%, 02/15/17 (MYR)

    11,870,000        2,883,725   

Malaysia—(Continued)

  

4.012%, 09/15/17 (MYR)

    22,986,000      5,636,675   

4.240%, 02/07/18 (MYR)

    37,480,000        9,261,425   

Malaysia Treasury Bills
1.343%, 01/20/17 (MYR) (b)

    9,450,000        2,267,934   

1.364%, 03/10/17 (MYR) (b)

    3,650,000        872,968   

1.757%, 08/11/17 (MYR) (b)

    32,870,000        7,778,208   
   

 

 

 
      109,644,890   
   

 

 

 

Mexico—20.1%

  

Mexican Bonos
4.750%, 06/14/18 (MXN)

    52,660,000        2,691,460   

5.000%, 06/15/17 (MXN)

    457,300,000        23,599,036   

7.250%, 12/15/16 (MXN)

    311,355,000        16,138,224   

7.750%, 12/14/17 (MXN)

    950,800,000        50,596,060   

Mexican Udibonos
2.500%, 12/10/20 (MXN) (a)

    13,413,329        691,843   

3.500%, 12/14/17 (MXN) (a)

    24,775,656        1,306,753   

4.000%, 06/13/19 (MXN) (a)

    16,991,671        914,881   

Mexico Cetes
0.442%, 10/13/16 (MXN) (b)

    4,549,029,000        23,422,757   

0.857%, 10/27/16 (MXN) (b)

    1,422,169,000        7,308,972   

1.221%, 11/10/16 (MXN) (b)

    340,060,000        1,744,483   

1.570%, 11/24/16 (MXN) (b)

    1,268,543,000        6,495,691   

1.611%, 12/08/16 (MXN) (b)

    3,963,854,000        20,258,846   

2.075%, 12/22/16 (MXN) (b)

    794,336,000        4,052,026   

2.298%, 02/02/17 (MXN) (b)

    1,818,861,000        9,224,249   

2.634%, 03/02/17 (MXN) (b)

    1,082,697,000        5,468,500   

2.916%, 03/30/17 (MXN) (b)

    3,687,030,000        18,551,762   

3.107%, 03/16/17 (MXN) (b)

    895,469,000        4,514,164   

3.295%, 05/25/17 (MXN) (b)

    6,520,826,000        32,551,415   

3.665%, 07/06/17 (MXN) (b)

    1,193,958,000        5,924,116   

3.743%, 07/20/17 (MXN) (b)

    2,537,161,000        12,563,100   
   

 

 

 
      248,018,338   
   

 

 

 

Peru—0.1%

  

Peru Government Bond
7.840%, 08/12/20 (PEN)

    5,663,000        1,860,439   
   

 

 

 

Philippines—4.5%

  

Philippine Government Bonds
2.125%, 05/23/18 (PHP)

    663,049,000        13,628,429   

2.875%, 05/22/17 (PHP)

    145,620,000        3,016,744   

3.375%, 08/20/20 (PHP)

    17,020,000        356,636   

3.875%, 11/22/19 (PHP)

    637,940,000        13,576,105   

5.000%, 08/18/18 (PHP)

    124,310,000        2,685,701   

5.875%, 01/31/18 (PHP)

    91,920,000        1,974,401   

Philippine Treasury Bills
0.337%, 11/02/16 (PHP) (b)

    152,170,000        3,134,900   

0.637%, 12/07/16 (PHP) (b)

    15,090,000        310,291   

0.669%, 02/08/17 (PHP) (b)

    26,890,000        551,696   

0.729%, 01/18/17 (PHP) (b)

    560,080,000        11,500,005   

0.753%, 03/29/17 (PHP) (b)

    2,490,000        51,054   

0.795%, 02/22/17 (PHP) (b)

    42,280,000        867,581   

0.843%, 03/15/17 (PHP) (a) (b)

    22,030,000        451,643   

1.016%, 05/03/17 (PHP) (b)

    164,430,000        3,363,025   

 

MIST-227


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Foreign Government—(Continued)

 

Security Description   Principal
Amount*
    Value  

Philippines—(Continued)

  

1.049%, 09/27/17 (PHP) (b)

    4,770,000      $ 96,074   

1.087%, 06/07/17 (PHP) (b)

    470,000        9,608   
   

 

 

 
      55,573,893   
   

 

 

 

Poland—2.0%

  

Poland Government Bonds
1.790%, 01/25/17 (PLN) (c)

    28,518,000        7,468,928   

1.790%, 01/25/21 (PLN) (c)

    28,929,000        7,453,346   

4.750%, 10/25/16 (PLN)

    38,260,000        10,026,504   

4.750%, 04/25/17 (PLN)

    1,320,000        351,273   
   

 

 

 
      25,300,051   
   

 

 

 

Portugal—1.0%

  

Portugal Government International Bond 5.125%, 10/15/24 (144A)

    11,910,000        11,863,218   
   

 

 

 

Serbia—1.9%

  

Serbia International Bonds
4.875%, 02/25/20 (144A)

    2,400,000        2,507,616   

5.250%, 11/21/17 (144A)

    1,720,000        1,775,900   

7.250%, 09/28/21 (144A)

    16,260,000        18,927,290   
   

 

 

 
      23,210,806   
   

 

 

 

South Korea—16.0%

  

Korea Monetary Stabilization Bonds 1.250%, 08/02/18 (KRW)

    3,579,000,000        3,246,645   

1.530%, 10/08/16 (KRW)

    6,485,400,000        5,888,756   

1.560%, 10/02/17 (KRW)

    37,369,200,000        34,005,989   

1.570%, 01/09/17 (KRW)

    1,094,900,000        994,790   

1.610%, 11/09/16 (KRW)

    12,475,400,000        11,330,758   

1.700%, 08/02/17 (KRW)

    8,336,400,000        7,590,866   

1.960%, 02/02/17 (KRW)

    275,400,000        250,580   

2.070%, 12/02/16 (KRW)

    10,448,300,000        9,498,670   

2.220%, 10/02/16 (KRW)

    1,595,700,000        1,448,858   

Korea Treasury Bonds
1.375%, 09/10/21 (KRW)

    5,025,300,000        4,588,676   

1.500%, 06/10/19 (KRW)

    17,308,600,000        15,819,575   

1.750%, 12/10/18 (KRW)

    6,400,500,000        5,869,328   

2.000%, 12/10/17 (KRW)

    22,392,700,000        20,485,086   

2.000%, 03/10/21 (KRW)

    46,280,060,000        43,282,267   

2.750%, 09/10/19 (KRW)

    1,504,000,000        1,422,597   

3.000%, 12/10/16 (KRW)

    34,321,540,000        31,259,137   
   

 

 

 
      196,982,578   
   

 

 

 

Sri Lanka—0.7%

  

Sri Lanka Government Bonds
6.400%, 10/01/16 (LKR)

    35,400,000        241,127   

7.500%, 08/15/18 (LKR)

    25,830,000        166,891   

8.000%, 06/15/17 (LKR)

    13,890,000        93,379   

8.000%, 11/15/18 (LKR)

    243,630,000        1,576,138   

8.000%, 11/01/19 (LKR)

    13,890,000        87,509   

8.250%, 03/01/17 (LKR)

    540,000        3,662   

8.500%, 04/01/18 (LKR)

    170,110,000        1,128,895   

8.500%, 06/01/18 (LKR)

    1,410,000        9,319   

Sri Lanka—(Continued)

  

8.500%, 07/15/18 (LKR)

    45,000,000      296,409   

9.000%, 05/01/21 (LKR)

    3,530,000        22,240   

9.250%, 05/01/20 (LKR)

    55,880,000        361,888   

10.600%, 07/01/19 (LKR)

    340,660,000        2,308,387   

10.600%, 09/15/19 (LKR)

    55,760,000        377,564   

11.000%, 08/01/21 (LKR)

    219,060,000        1,481,134   

11.200%, 07/01/22 (LKR)

    26,640,000        180,803   
   

 

 

 
      8,335,345   
   

 

 

 

Ukraine—4.4%

  

Ukraine Government International Bonds
Zero Coupon, 05/31/40 (144A) (c)

    12,785,000        4,089,282   

7.750%, 09/01/19 (144A)

    1,623,160        1,602,464   

7.750%, 09/01/20 (144A)

    6,665,000        6,513,038   

7.750%, 09/01/21 (144A)

    6,429,000        6,237,416   

7.750%, 09/01/22 (144A)

    6,429,000        6,205,271   

7.750%, 09/01/23 (144A)

    6,206,000        5,957,760   

7.750%, 09/01/24 (144A)

    6,206,000        5,924,744   

7.750%, 09/01/25 (144A)

    6,206,000        5,891,170   

7.750%, 09/01/26 (144A)

    6,206,000        5,865,911   

7.750%, 09/01/27 (144A)

    6,095,000        5,730,519   

Ukreximbank Via Biz Finance plc
9.750%, 01/22/25 (144A)

    370,000        354,349   
   

 

 

 
      54,371,924   
   

 

 

 

Total Foreign Government
(Cost $923,906,933)

      889,822,642   
   

 

 

 
Short-Term Investments—29.0%   

Discount Note—5.5%

  

Federal Home Loan Bank
0.068%, 10/03/16 (b)

    67,045,000        67,044,627   
   

 

 

 

Repurchase Agreement—23.5%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $290,147,946 on 10/03/16, collateralized by $287,830,000 U.S. Treasury Notes with rates ranging from 1.500% - 2.125%, maturity dates ranging from 09/30/21 - 01/31/22, with a value of $295,951,325.

    290,147,221        290,147,221   
   

 

 

 

Total Short-Term Investments
(Cost $357,191,848)

      357,191,848   
   

 

 

 

Total Investments—101.1%
(Cost $1,281,098,781) (d)

      1,247,014,490   

Other assets and liabilities (net)—(1.1)%

      (13,090,232
   

 

 

 
Net Assets—100.0%     $ 1,233,924,258   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Principal amount of security is adjusted for inflation.

 

MIST-228


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

(b) The rate shown represents current yield to maturity.
(c) Variable or floating rate security. The stated rate represents the rate at September 30, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(d) As of September 30, 2016, the aggregate cost of investments was $1,281,098,781. The aggregate unrealized appreciation and depreciation of investments were $17,455,824 and $(51,540,115), respectively, resulting in net unrealized depreciation of $(34,084,291).
(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 September 30, 2016, the market value of 144A securities was $89,445,948, which is 7.2% of net assets.
(BRL)— Brazilian Real
(COP)— Colombian Peso
(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 Industries as of
September 30, 2016 (Unaudited)

  

% of
Net Assets

 

Global Government Investment Grade

     22.3%   

Global Government High Yield

     49.8%   
  

 

 

 
     72.1%   
  

 

 

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
CLP     120,169,000      

Deutsche Bank AG

     10/03/16         USD         179,907       $ 2,825   
CLP     357,911,000      

Deutsche Bank AG

     10/03/16         USD         528,867         15,380   
CLP     948,616,000      

Morgan Stanley & Co.

     10/03/16         USD         1,396,769         45,718   
CLP     46,326,000      

JPMorgan Chase Bank N.A.

     10/11/16         USD         68,989         1,429   
CLP     476,612,500      

Morgan Stanley & Co.

     10/11/16         USD         709,847         14,626   
CLP     296,547,000      

Deutsche Bank AG

     10/12/16         USD         443,501         7,222   
CLP     687,600,000      

JPMorgan Chase Bank N.A.

     10/12/16         USD         1,040,321         4,765   
CLP     296,547,000      

Deutsche Bank AG

     10/14/16         USD         445,935         4,704   
CLP     113,400,000      

Morgan Stanley & Co.

     10/17/16         USD         167,553         4,724   
CLP     93,075,000      

Deutsche Bank AG

     10/18/16         USD         139,962         1,424   
CLP     4,881,841,000      

Deutsche Bank AG

     10/20/16         USD         7,201,949         212,459   
CLP     1,155,000,000      

Barclays Bank plc

     10/24/16         USD         1,757,055         (3,525
CLP     5,003,232,000      

Deutsche Bank AG

     10/24/16         USD         7,404,517         191,430   
CLP     43,531,000      

Deutsche Bank AG

     10/25/16         USD         66,096         (13
CLP     124,410,000      

Deutsche Bank AG

     10/28/16         USD         187,605         1,205   
CLP     170,807,000      

Deutsche Bank AG

     10/28/16         USD         257,395         1,830   
CLP     478,080,000      

Deutsche Bank AG

     10/28/16         USD         720,999         4,556   
CLP     533,066,500      

Morgan Stanley & Co.

     10/28/16         USD         798,566         10,439   
CLP     948,616,000      

Morgan Stanley & Co.

     10/28/16         USD         1,426,447         13,214   
CLP     476,594,000      

Morgan Stanley & Co.

     11/07/16         USD         719,224         3,430   
CLP     67,982,000      

Deutsche Bank AG

     11/08/16         USD         102,444         628   
CLP     101,783,000      

Deutsche Bank AG

     11/09/16         USD         153,380         928   
CLP     986,595,000      

Morgan Stanley & Co.

     11/14/16         USD         1,509,524         (14,406
CLP     986,595,000      

Morgan Stanley & Co.

     11/16/16         USD         1,513,531         (18,653
CLP     96,622,000      

Deutsche Bank AG

     11/17/16         USD         147,966         (1,578
CLP     246,100,000      

JPMorgan Chase Bank N.A.

     11/22/16         USD         371,332         1,376   
CLP     48,394,000      

Deutsche Bank AG

     11/25/16         USD         71,775         1,498   
CLP     46,749,000      

Citibank N.A.

     11/30/16         USD         70,141         613   
CLP     9,313,680,000      

JPMorgan Chase Bank N.A.

     12/02/16         USD         13,627,449         466,350   
CLP     96,622,000      

Deutsche Bank AG

     12/12/16         USD         145,013         1,077   
EUR     5,160,000      

Deutsche Bank AG

     10/03/16         USD         5,805,000         (8,517
IDR     894,320,000,000      

JPMorgan Chase Bank N.A.

     03/14/17         USD         63,880,000         3,082,257   
IDR     133,413,773,145      

JPMorgan Chase Bank N.A.

     03/15/17         USD         9,570,572         417,441   
INR     16,661,000      

Deutsche Bank AG

     10/27/16         USD         244,375         4,824   
INR     163,760,484      

Deutsche Bank AG

     10/28/16         USD         2,401,490         47,490   
INR     228,261,000      

HSBC Bank plc

     10/28/16         USD         3,348,104         65,458   
INR     69,899,500      

HSBC Bank plc

     11/07/16         USD         1,030,483         13,161   

 

MIST-229


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Buy

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
INR     110,978,417      

Deutsche Bank AG

     11/08/16         USD         1,636,857       $ 19,842   
INR     1,228,565,000      

HSBC Bank plc

     11/16/16         USD         18,150,652         164,821   
INR     2,900,000,000      

HSBC Bank plc

     11/18/16         USD         42,864,407         354,306   
INR     14,658,000      

JPMorgan Chase Bank N.A.

     11/23/16         USD         216,682         1,583   
KRW     14,000,000,000      

Citibank N.A.

     11/21/16         USD         12,078,337         629,297   
MXN     260,397,780      

HSBC Bank plc

     10/07/16         USD         15,152,620         (1,727,617
MYR     21,469,000      

HSBC Bank plc

     10/04/16         USD         5,414,218         (222,827
MYR     21,469,000      

HSBC Bank plc

     04/04/17         USD         5,195,160         (46,719

Contracts to Deliver

                                  
AUD     23,199,000      

JPMorgan Chase Bank N.A.

     11/16/16         USD         16,967,749         (771,039
AUD     16,989,000      

JPMorgan Chase Bank N.A.

     11/16/16         USD         12,425,755         (564,644
AUD     5,331,000      

Citibank N.A.

     11/21/16         USD         3,859,111         (216,677
AUD     13,389,000      

JPMorgan Chase Bank N.A.

     12/12/16         USD         9,528,670         (702,804
AUD     19,754,000      

JPMorgan Chase Bank N.A.

     12/13/16         USD         14,576,773         (518,306
AUD     13,314,000      

Citibank N.A.

     12/14/16         USD         9,827,330         (346,376
AUD     6,655,000      

JPMorgan Chase Bank N.A.

     12/14/16         USD         4,764,181         (321,143
AUD     190,000      

Citibank N.A.

     12/16/16         USD         139,520         (5,660
AUD     383,100      

Citibank N.A.

     12/20/16         USD         281,123         (11,579
AUD     13,227,000      

Citibank N.A.

     03/13/17         USD         10,107,677         20,400   
AUD     960,000      

JPMorgan Chase Bank N.A.

     03/17/17         USD         699,840         (32,218
AUD     29,844,000      

JPMorgan Chase Bank N.A.

     03/20/17         USD         21,941,309         (815,029
CLP     478,080,000      

Deutsche Bank AG

     10/03/16         USD         722,721         (4,259
CLP     948,616,000      

Morgan Stanley & Co.

     10/03/16         USD         1,429,715         (12,773
EUR     4,440,000      

Deutsche Bank AG

     10/03/16         USD         5,033,184         45,513   
EUR     720,000      

Deutsche Bank AG

     10/03/16         USD         802,512         (6,300
EUR     9,359,372      

Barclays Bank plc

     10/06/16         USD         10,440,005         (74,802
EUR     5,009,000      

HSBC Bank plc

     10/06/16         USD         5,612,895         (14,477
EUR     1,362,600      

JPMorgan Chase Bank N.A.

     10/06/16         USD         1,519,435         (11,381
EUR     2,310,000      

JPMorgan Chase Bank N.A.

     10/07/16         USD         2,610,046         14,753   
EUR     10,839,830      

Citibank N.A.

     10/11/16         USD         12,198,115         17,296   
EUR     3,012,496      

Deutsche Bank AG

     10/11/16         USD         3,416,170         31,000   
EUR     7,580,000      

Goldman Sachs & Co.

     10/11/16         USD         8,506,655         (11,062
EUR     3,220,000      

Goldman Sachs & Co.

     10/11/16         USD         3,648,646         30,302   
EUR     714,000      

HSBC Bank plc

     10/11/16         USD         803,889         1,561   
EUR     2,023,000      

Morgan Stanley & Co.

     10/11/16         USD         2,277,493         4,229   
EUR     263,000      

Standard Chartered Bank

     10/12/16         USD         296,918         1,368   
EUR     3,821,000      

HSBC Bank plc

     10/13/16         USD         4,333,434         39,340   
EUR     1,079,000      

JPMorgan Chase Bank N.A.

     10/13/16         USD         1,234,505         21,910   
EUR     7,408,999      

Goldman Sachs & Co.

     10/18/16         USD         8,259,181         (69,101
EUR     13,037,000      

Barclays Bank plc

     10/19/16         USD         14,531,757         (123,513
EUR     2,896,100      

Deutsche Bank AG

     10/21/16         USD         3,242,271         (13,623
EUR     2,313,904      

Barclays Bank plc

     10/27/16         USD         2,576,011         (26,087
EUR     11,538,600      

Bank of America N.A.

     10/31/16         USD         12,732,960         (245,186
EUR     7,388,500      

Bank of America N.A.

     10/31/16         USD         8,295,143         (15,140
EUR     3,630,000      

Barclays Bank plc

     10/31/16         USD         4,075,673         (7,203
EUR     2,332,325      

Citibank N.A.

     10/31/16         USD         2,618,359         (4,945
EUR     1,858,400      

Citibank N.A.

     10/31/16         USD         2,050,410         (39,843
EUR     95,977,039      

Deutsche Bank AG

     10/31/16         USD         107,718,390         (232,666
EUR     9,965,485      

Deutsche Bank AG

     10/31/16         USD         10,998,537         (210,234
EUR     1,005,008      

Barclays Bank plc

     11/01/16         USD         1,118,931         (11,514
EUR     1,620,000      

HSBC Bank plc

     11/01/16         USD         1,804,874         (17,321
EUR     5,318,000      

Goldman Sachs & Co.

     11/02/16         USD         5,972,433         (9,595
EUR     4,170,000      

Bank of America N.A.

     11/03/16         USD         4,675,133         (15,770
EUR     5,160,000      

Deutsche Bank AG

     11/03/16         USD         5,812,224         7,653   
EUR     9,359,372      

Barclays Bank plc

     11/04/16         USD         10,539,935         10,928   

 

MIST-230


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
EUR     5,009,000      

Citibank N.A.

     11/04/16         USD         5,638,731       $ 3,760   
EUR     92,609      

Deutsche Bank AG

     11/04/16         USD         103,148         (1,034
EUR     1,865,900      

Citibank N.A.

     11/08/16         USD         2,087,476         (11,961
EUR     10,266,434      

Deutsche Bank AG

     11/08/16         USD         11,481,466         (69,916
EUR     1,618,000      

Deutsche Bank AG

     11/09/16         USD         1,778,991         (41,595
EUR     649,410      

Citibank N.A.

     11/10/16         USD         722,573         (8,180
EUR     3,548,416      

Barclays Bank plc

     11/14/16         USD         3,947,524         (46,028
EUR     9,537,000      

Citibank N.A.

     11/14/16         USD         10,308,162         (425,220
EUR     10,013,000      

Deutsche Bank AG

     11/14/16         USD         11,161,191         (107,904
EUR     1,525,000      

Deutsche Bank AG

     11/14/16         USD         1,660,451         (55,855
EUR     2,440,000      

Goldman Sachs & Co.

     11/14/16         USD         2,738,070         (8,019
EUR     413,121      

JPMorgan Chase Bank N.A.

     11/14/16         USD         446,466         (18,479
EUR     1,623,000      

Morgan Stanley & Co.

     11/14/16         USD         1,823,400         (3,200
EUR     17,552,000      

Standard Chartered Bank

     11/14/16         USD         19,689,570         (64,264
EUR     651,717      

Barclays Bank plc

     11/15/16         USD         729,630         (3,874
EUR     9,039,153      

Deutsche Bank AG

     11/15/16         USD         10,132,348         (41,165
EUR     14,399,000      

JPMorgan Chase Bank N.A.

     11/15/16         USD         16,124,720         (81,269
EUR     1,911,000      

Standard Chartered Bank

     11/15/16         USD         2,142,518         (8,302
EUR     1,912,000      

JPMorgan Chase Bank N.A.

     11/16/16         USD         2,141,364         (10,672
EUR     309,733      

Deutsche Bank AG

     11/17/16         USD         336,593         (12,039
EUR     650,000      

Morgan Stanley & Co.

     11/17/16         USD         730,444         (1,189
EUR     2,341,000      

Barclays Bank plc

     11/18/16         USD         2,652,985         17,868   
EUR     3,870,000      

Morgan Stanley & Co.

     11/18/16         USD         4,383,820         27,604   
EUR     86,267      

Deutsche Bank AG

     11/21/16         USD         97,657         539   
EUR     3,696,678      

HSBC Bank plc

     11/21/16         USD         4,180,906         19,258   
EUR     989,372      

Bank of America N.A.

     11/22/16         USD         1,123,729         9,866   
EUR     1,313,000      

Deutsche Bank AG

     11/22/16         USD         1,491,962         13,749   
EUR     274,083      

JPMorgan Chase Bank N.A.

     11/22/16         USD         311,579         3,009   
EUR     1,287,000      

Deutsche Bank AG

     11/23/16         USD         1,462,611         13,609   
EUR     281,896      

UBS AG, Stamford

     11/23/16         USD         320,234         2,854   
EUR     868,325      

Barclays Bank plc

     11/25/16         USD         987,424         9,715   
EUR     1,154,000      

Goldman Sachs & Co.

     11/25/16         USD         1,308,994         9,623   
EUR     12,323,000      

JPMorgan Chase Bank N.A.

     11/25/16         USD         14,014,455         139,108   
EUR     1,115,456      

Bank of America N.A.

     11/28/16         USD         1,261,224         5,092   
EUR     5,010,000      

Standard Chartered Bank

     11/30/16         USD         5,676,606         34,291   
EUR     2,021,800      

Deutsche Bank AG

     12/13/16         USD         2,275,374         (3,051
EUR     1,529,000      

Bank of America N.A.

     12/15/16         USD         1,724,773         1,516   
EUR     462,068      

Citibank N.A.

     12/15/16         USD         521,388         615   
EUR     1,340,000      

JPMorgan Chase Bank N.A.

     12/15/16         USD         1,491,326         (18,919
EUR     650,000      

Morgan Stanley & Co.

     12/15/16         USD         732,589         7   
EUR     225,000      

JPMorgan Chase Bank N.A.

     12/16/16         USD         253,401         (199
EUR     3,678,747      

Barclays Bank plc

     12/22/16         USD         4,127,896         (19,776
EUR     4,966,000      

Morgan Stanley & Co.

     12/23/16         USD         5,570,288         (29,020
EUR     609,000      

Goldman Sachs & Co.

     12/27/16         USD         685,551         (1,260
EUR     13,187,000      

Barclays Bank plc

     01/11/17         USD         14,516,645         (366,300
EUR     8,953,000      

Standard Chartered Bank

     01/13/17         USD         9,850,091         (255,247
EUR     12,208,000      

JPMorgan Chase Bank N.A.

     01/19/17         USD         13,520,421         (262,616
EUR     670,000      

Deutsche Bank AG

     01/23/17         USD         739,948         (16,630
EUR     8,440,000      

Deutsche Bank AG

     02/03/17         USD         9,312,021         (223,366
EUR     3,073,000      

Barclays Bank plc

     02/08/17         USD         3,482,093         9,475   
EUR     6,590,000      

Goldman Sachs & Co.

     02/09/17         USD         7,438,792         (8,520
EUR     419,000      

HSBC Bank plc

     02/10/17         USD         471,476         (2,055
EUR     2,938,000      

Barclays Bank plc

     02/13/17         USD         3,366,654         45,839   
EUR     900,000      

Goldman Sachs & Co.

     02/13/17         USD         1,024,740         7,472   
EUR     1,022,000      

Goldman Sachs & Co.

     02/16/17         USD         1,165,458         10,136   
EUR     446,000      

Standard Chartered Bank

     02/16/17         USD         508,186         4,004   
EUR     3,298,000      

Barclays Bank plc

     02/22/17         USD         3,704,808         (24,438

 

MIST-231


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
EUR     1,120,359      

Bank of America N.A.

     02/28/17         USD         1,249,290       $ (17,913
EUR     1,673,320      

Deutsche Bank AG

     02/28/17         USD         1,867,676         (24,963
JPY     55,370,000      

JPMorgan Chase Bank N.A.

     10/19/16         USD         471,479         (74,883
JPY     698,590,000      

Barclays Bank plc

     10/24/16         USD         5,882,492         (1,012,262
JPY     94,232,353      

Citibank N.A.

     11/09/16         USD         782,921         (147,716
JPY     229,154,000      

Citibank N.A.

     11/14/16         USD         1,883,096         (380,462
JPY     8,128,806,420      

Goldman Sachs & Co.

     11/14/16         USD         66,807,532         (13,487,939
JPY     157,477,000      

HSBC Bank plc

     11/14/16         USD         1,293,074         (262,467
JPY     92,567,000      

JPMorgan Chase Bank N.A.

     11/14/16         USD         759,487         (154,880
JPY     119,300,000      

Morgan Stanley & Co.

     11/16/16         USD         982,823         (195,701
JPY     93,849,000      

Standard Chartered Bank

     11/16/16         USD         866,871         (60,231
JPY     306,357,000      

Deutsche Bank AG

     11/18/16         USD         2,522,765         (503,866
JPY     425,961,000      

Citibank N.A.

     11/21/16         USD         3,494,491         (714,248
JPY     379,208,000      

Citibank N.A.

     11/21/16         USD         3,496,938         (249,855
JPY     79,941,000      

HSBC Bank plc

     11/25/16         USD         735,022         (54,964
JPY     427,709,000      

Bank of America N.A.

     11/28/16         USD         3,915,422         (311,737
JPY     350,622,000      

Standard Chartered Bank

     11/28/16         USD         3,216,789         (248,499
JPY     693,100,000      

HSBC Bank plc

     12/09/16         USD         6,483,630         (369,992
JPY     895,640,000      

Citibank N.A.

     12/12/16         USD         8,437,216         (420,816
JPY     210,400,000      

Deutsche Bank AG

     12/13/16         USD         1,988,695         (92,323
JPY     635,480,000      

HSBC Bank plc

     12/13/16         USD         6,000,755         (284,633
JPY     588,770,000      

JPMorgan Chase Bank N.A.

     12/13/16         USD         5,557,396         (265,995
JPY     930,530,000      

HSBC Bank plc

     12/16/16         USD         8,840,300         (365,047
JPY     296,207,000      

Deutsche Bank AG

     01/10/17         USD         2,937,775         3,310   
JPY     174,225,000      

Goldman Sachs & Co.

     01/10/17         USD         1,487,120         (238,893
JPY     596,690,000      

Barclays Bank plc

     01/11/17         USD         5,974,727         63,163   
JPY     554,560,000      

Barclays Bank plc

     01/13/17         USD         5,450,465         (44,210
JPY     44,450,000      

Citibank N.A.

     01/17/17         USD         381,722         (58,777
JPY     133,330,000      

Standard Chartered Bank

     01/17/17         USD         1,141,534         (179,766
JPY     183,890,000      

HSBC Bank plc

     01/19/17         USD         1,753,672         (68,845
JPY     55,370,000      

JPMorgan Chase Bank N.A.

     01/19/17         USD         478,261         (70,505
JPY     248,150,000      

Standard Chartered Bank

     01/19/17         USD         2,368,804         (90,587
JPY     105,570,000      

Deutsche Bank AG

     01/23/17         USD         914,620         (131,867
JPY     544,000,000      

JPMorgan Chase Bank N.A.

     01/25/17         USD         5,160,850         (232,171
JPY     359,980,000      

Goldman Sachs & Co.

     01/27/17         USD         3,073,009         (496,031
JPY     189,600,000      

JPMorgan Chase Bank N.A.

     01/27/17         USD         1,618,590         (261,209
JPY     2,961,408,150      

Deutsche Bank AG

     01/30/17         USD         25,285,247         (4,079,841
JPY     443,025,359      

HSBC Bank plc

     01/31/17         USD         3,783,308         (609,898
JPY     408,503,000      

Citibank N.A.

     02/10/17         USD         4,014,022         (38,712
JPY     218,400,000      

Citibank N.A.

     02/16/17         USD         1,982,031         (185,301
JPY     109,070,000      

Citibank N.A.

     02/16/17         USD         965,413         (116,962
JPY     105,370,000      

Deutsche Bank AG

     02/16/17         USD         930,091         (115,567
JPY     156,373,020      

Goldman Sachs & Co.

     02/16/17         USD         1,406,068         (145,728
JPY     133,761,000      

Goldman Sachs & Co.

     02/16/17         USD         1,182,993         (144,409
JPY     164,870,000      

HSBC Bank plc

     02/16/17         USD         1,463,365         (172,753
JPY     305,880,000      

JPMorgan Chase Bank N.A.

     02/16/17         USD         3,024,517         (10,939
JPY     164,783,000      

JPMorgan Chase Bank N.A.

     02/16/17         USD         1,455,179         (180,075
JPY     54,700,000      

Barclays Bank plc

     02/27/17         USD         494,709         (48,391
JPY     300,880,000      

HSBC Bank plc

     02/27/17         USD         2,716,970         (270,380
JPY     144,240,000      

HSBC Bank plc

     02/27/17         USD         1,302,481         (129,636
JPY     468,190,000      

Barclays Bank plc

     02/28/17         USD         4,617,395         (31,342
JPY     150,260,000      

JPMorgan Chase Bank N.A.

     02/28/17         USD         1,482,000         (9,956
JPY     36,614,000      

Deutsche Bank AG

     03/01/17         USD         329,047         (34,517
JPY     338,400,000      

JPMorgan Chase Bank N.A.

     03/03/17         USD         3,035,685         (324,809
JPY     159,900,000      

HSBC Bank plc

     03/06/17         USD         1,423,865         (164,248
JPY     578,374,700      

Barclays Bank plc

     03/09/17         USD         5,750,080         4,919   
JPY     493,277,635      

Barclays Bank plc

     03/21/17         USD         4,849,367         (53,212

 

MIST-232


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
JPY     465,903,000      

Citibank N.A.

     03/23/17         USD         4,613,129       $ (17,806
JPY     160,844,000      

Deutsche Bank AG

     03/23/17         USD         1,593,146         (5,595
JPY     200,950,000      

Morgan Stanley & Co.

     03/23/17         USD         1,990,037         (7,345
JPY     250,376,450      

Barclays Bank plc

     03/24/17         USD         2,479,208         (9,573
JPY     109,471,259      

JPMorgan Chase Bank N.A.

     03/24/17         USD         994,506         (93,655
JPY     66,105,000      

JPMorgan Chase Bank N.A.

     03/31/17         USD         590,244         (67,062
JPY     100,800,000      

Citibank N.A.

     04/13/17         USD         947,368         (55,542
JPY     177,260,000      

Bank of America N.A.

     04/18/17         USD         1,648,266         (115,808
JPY     104,580,000      

JPMorgan Chase Bank N.A.

     04/20/17         USD         976,776         (64,094
JPY     733,680,000      

JPMorgan Chase Bank N.A.

     04/21/17         USD         6,803,318         (499,246
JPY     791,049,590      

Morgan Stanley & Co.

     05/15/17         USD         7,395,648         (487,038
JPY     796,134,720      

Citibank N.A.

     05/16/17         USD         7,414,181         (519,560
JPY     8,630,050      

Bank of America N.A.

     05/18/17         USD         80,489         (5,520
JPY     8,617,300      

Citibank N.A.

     05/18/17         USD         80,331         (5,552
JPY     8,604,125      

Bank of America N.A.

     05/19/17         USD         79,927         (5,828
JPY     8,634,400      

HSBC Bank plc

     05/19/17         USD         80,208         (5,849
JPY     8,627,500      

Bank of America N.A.

     05/22/17         USD         79,843         (6,157
JPY     275,190,000      

JPMorgan Chase Bank N.A.

     05/22/17         USD         2,554,892         (188,258
JPY     462,800,000      

Citibank N.A.

     06/08/17         USD         4,384,070         (232,998
JPY     119,465,000      

Citibank N.A.

     06/16/17         USD         1,145,848         (46,440
JPY     248,300,000      

JPMorgan Chase Bank N.A.

     06/16/17         USD         2,380,553         (97,538
JPY     929,100,000      

Deutsche Bank AG

     06/19/17         USD         8,896,272         (377,701
JPY     599,020,000      

Citibank N.A.

     06/20/17         USD         5,836,268         (143,242
JPY     930,710,000      

Deutsche Bank AG

     06/22/17         USD         9,043,043         (248,346
JPY     811,652,000      

Barclays Bank plc

     06/30/17         USD         8,048,430         (57,518
JPY     360,500,000      

JPMorgan Chase Bank N.A.

     07/14/17         USD         3,523,260         (79,548
JPY     353,334,000      

Citibank N.A.

     07/25/17         USD         3,384,101         (149,051
JPY     411,460,000      

Barclays Bank plc

     07/31/17         USD         3,961,508         (154,120
JPY     342,205,982      

Deutsche Bank AG

     07/31/17         USD         3,296,338         (126,577
JPY     105,370,000      

Barclays Bank plc

     08/15/17         USD         1,059,373         4,611   
JPY     338,124,000      

Deutsche Bank AG

     08/18/17         USD         3,423,694         38,533   
JPY     639,006,000      

HSBC Bank plc

     08/22/17         USD         6,480,791         82,028   
JPY     457,974,000      

JPMorgan Chase Bank N.A.

     08/22/17         USD         4,645,073         59,095   
JPY     151,705,000      

Barclays Bank plc

     08/24/17         USD         1,535,919         16,649   
JPY     149,920,000      

Deutsche Bank AG

     08/24/17         USD         1,520,055         18,661   
JPY     446,759,000      

JPMorgan Chase Bank N.A.

     08/28/17         USD         4,522,196         47,163   
JPY     256,658,000      

Deutsche Bank AG

     08/30/17         USD         2,604,568         33,452   
JPY     244,017,000      

JPMorgan Chase Bank N.A.

     08/30/17         USD         2,471,308         26,827   
JPY     488,094,000      

HSBC Bank plc

     09/01/17         USD         4,847,011         (43,049
JPY     109,701,956      

Citibank N.A.

     09/19/17         USD         1,085,164         (14,906
KRW     19,207,000,000      

HSBC Bank plc

     10/18/16         USD         16,588,505         (849,479
KRW     6,255,000,000      

HSBC Bank plc

     11/02/16         USD         5,417,226         (261,077
KRW     8,216,000,000      

Citibank N.A.

     11/14/16         USD         7,027,929         (429,975
KRW     5,503,000,000      

Citibank N.A.

     11/16/16         USD         4,703,017         (292,153
KRW     15,389,000,000      

HSBC Bank plc

     11/17/16         USD         13,117,675         (851,100
KRW     8,488,000,000      

HSBC Bank plc

     11/18/16         USD         7,231,523         (473,084
KRW     27,933,000,000      

Citibank N.A.

     11/21/16         USD         23,619,990         (1,734,462
KRW     7,690,000,000      

Deutsche Bank AG

     11/23/16         USD         6,536,837         (443,194
KRW     14,004,000,000      

HSBC Bank plc

     11/25/16         USD         11,748,322         (962,613
KRW     12,505,000,000      

HSBC Bank plc

     12/02/16         USD         10,552,743         (797,088
KRW     4,392,000,000      

HSBC Bank plc

     12/02/16         USD         3,706,329         (279,953
KRW     17,622,000,000      

Goldman Sachs & Co.

     12/07/16         USD         15,830,751         (163,031
KRW     6,146,000,000      

Citibank N.A.

     12/15/16         USD         5,229,748         (348,315
KRW     7,689,000,000      

Deutsche Bank AG

     12/20/16         USD         6,539,489         (438,939
KRW     8,193,000,000      

Citibank N.A.

     03/20/17         USD         7,479,118         41,777   
KRW     11,175,000,000      

HSBC Bank plc

     03/20/17         USD         10,236,329         92,024   
KRW     13,944,000,000      

HSBC Bank plc

     03/27/17         USD         12,453,892         (204,290

 

MIST-233


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Appreciation/
(Depreciation)
 
KRW     14,010,000,000      

HSBC Bank plc

     03/28/17         USD         12,646,116       $ (72,018
KRW     18,617,000,000      

HSBC Bank plc

     04/25/17         USD         16,332,851         (569,341
KRW     5,187,000,000      

HSBC Bank plc

     04/26/17         USD         4,526,376         (182,871
MXN     260,397,780      

HSBC Bank plc

     10/07/16         USD         15,235,959         1,810,957   
MYR     21,469,000      

HSBC Bank plc

     10/04/16         USD         5,217,254         25,863   

Cross Currency Contracts to Buy

                           
IDR     40,930,000,000      

JPMorgan Chase Bank N.A.

     01/19/17         AUD         4,043,268         45   
IDR     17,930,000,000      

JPMorgan Chase Bank N.A.

     01/19/17         AUD         1,771,214         20   
MYR     44,900,000      

JPMorgan Chase Bank N.A.

     10/11/16         JPY         1,258,241,680         (1,558,503
MYR     48,436,950      

JPMorgan Chase Bank N.A.

     10/11/16         JPY         1,357,358,337         (1,681,273
MYR     10,283,480      

Deutsche Bank AG

     10/17/16         EUR         2,123,633         97,811   
MYR     116,701,051      

JPMorgan Chase Bank N.A.

     11/08/16         EUR         25,804,544         (869,384
                

 

 

 

Net Unrealized Depreciation

  

   $ (46,694,781
                

 

 

 

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       $ (3,102,467   $       $ (3,102,467

Receive

   3M LIBOR      3.848   08/22/43    JPMorgan Chase Bank N.A.      USD         15,360,000         (7,272,523             (7,272,523
                   

 

 

   

 

 

    

 

 

 

Totals

 

   $ (10,374,990   $       $ (10,374,990
                   

 

 

   

 

 

    

 

 

 

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

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

Receive

     3M LIBOR         0.926     10/17/17         USD         74,980,000       $ 11,914   

Receive

     3M LIBOR         1.817     02/03/25         USD         8,640,000         (306,726

Receive

     3M LIBOR         1.914     01/22/25         USD         35,110,000         (1,522,559

Receive

     3M LIBOR         1.937     01/29/25         USD         6,480,000         (293,126

Receive

     3M LIBOR         1.942     01/30/25         USD         5,480,000         (249,756

Receive

     3M LIBOR         1.970     01/23/25         USD         43,890,000         (2,097,534

Receive

     3M LIBOR         1.973     01/27/25         USD         25,900,000         (1,245,474

Receive

     3M LIBOR         2.731     07/07/24         USD         14,050,000         (1,463,272
                

 

 

 

Net Unrealized Depreciation

  

   $ (7,166,533
                

 

 

 

 

(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
(USD)— United States Dollar
(LIBOR)— London Interbank Offered Rate

 

MIST-234


Table of Contents

Met Investors Series Trust

Met/Templeton International Bond Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Foreign Government*

   $ —         $ 889,822,642      $ —         $ 889,822,642   
Short-Term Investments           

Discount Note

     —           67,044,627        —           67,044,627   

Repurchase Agreement

     —           290,147,221        —           290,147,221   

Total Short-Term Investments

     —           357,191,848        —           357,191,848   

Total Investments

   $ —         $ 1,247,014,490      $ —         $ 1,247,014,490   
                                    
Forward Contracts           

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —         $ 8,916,500      $ —         $ 8,916,500   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —           (55,611,281     —           (55,611,281

Total Forward Contracts

   $ —         $ (46,694,781   $ —         $ (46,694,781
Centrally Cleared Swap Contracts           

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —         $ 11,914      $ —         $ 11,914   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —           (7,178,447     —           (7,178,447

Total Centrally Cleared Swap Contracts

   $ —         $ (7,166,533   $ —         $ (7,166,533
OTC Swap Contracts           

OTC Swap Contracts at Value (Liabilities)

   $ —         $ (10,374,990   $ —         $ (10,374,990

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-235


Table of Contents

Met Investors Series Trust

Met/Wellington Large Cap Research Portfolio

 

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—98.3% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—2.4%

   

Boeing Co. (The)

    95,140      $ 12,533,743   

General Dynamics Corp.

    107,737        16,716,473   

Lockheed Martin Corp.

    62,900        15,078,388   

Northrop Grumman Corp.

    52,584        11,250,347   
   

 

 

 
      55,578,951   
   

 

 

 

Air Freight & Logistics—0.6%

   

FedEx Corp.

    44,919        7,846,451   

XPO Logistics, Inc. (a) (b)

    146,376        5,367,608   
   

 

 

 
      13,214,059   
   

 

 

 

Airlines—0.2%

   

American Airlines Group, Inc.

    115,017        4,210,772   
   

 

 

 

Banks—3.7%

   

Bank of America Corp.

    2,570,514        40,228,544   

PNC Financial Services Group, Inc. (The)

    258,621        23,299,166   

Wells Fargo & Co.

    536,195        23,742,715   
   

 

 

 
      87,270,425   
   

 

 

 

Beverages—4.2%

   

Anheuser-Busch InBev S.A. (ADR)

    52,897        6,951,195   

Coca-Cola Co. (The)

    159,154        6,735,397   

Constellation Brands, Inc. - Class A

    53,916        8,976,475   

Dr Pepper Snapple Group, Inc.

    106,147        9,692,283   

Molson Coors Brewing Co. - Class B

    111,976        12,294,965   

Monster Beverage Corp. (a)

    130,010        19,086,768   

PepsiCo, Inc.

    338,346        36,801,894   
   

 

 

 
      100,538,977   
   

 

 

 

Biotechnology—1.7%

   

Aduro Biotech, Inc. (a) (b)

    48,370        601,239   

Alkermes plc (a)

    91,306        4,294,121   

Alnylam Pharmaceuticals, Inc. (a)

    12,520        848,606   

ARIAD Pharmaceuticals, Inc. (a)

    165,794        2,269,720   

Bluebird Bio, Inc. (a) (b)

    21,390        1,449,814   

Celgene Corp. (a)

    63,950        6,684,693   

Chiasma, Inc. (a) (b)

    59,570        175,136   

GlycoMimetics, Inc. (a)

    108,511        775,854   

Incyte Corp. (a)

    52,680        4,967,197   

Ironwood Pharmaceuticals, Inc. (a)

    147,969        2,349,748   

Karyopharm Therapeutics, Inc. (a) (b)

    101,622        988,782   

Nivalis Therapeutics, Inc. (a)

    81,810        665,115   

Novavax, Inc. (a) (b)

    220,250        458,120   

Otonomy, Inc. (a)

    68,439        1,244,905   

PTC Therapeutics, Inc. (a)

    77,869        1,090,945   

Regeneron Pharmaceuticals, Inc. (a)

    14,165        5,694,613   

Regulus Therapeutics, Inc. (a)

    76,840        253,572   

Syndax Pharmaceuticals, Inc. (a)

    94,180        1,427,769   

TESARO, Inc. (a) (b)

    31,250        3,132,500   

Trevena, Inc. (a)

    168,677        1,138,570   
   

 

 

 
      40,511,019   
   

 

 

 

Building Products—0.1%

   

Fortune Brands Home & Security, Inc.

    42,970        2,496,557   
   

 

 

 

Capital Markets—1.5%

   

BlackRock, Inc.

    14,860      $ 5,386,156   

Evercore Partners, Inc. - Class A

    38,458        1,980,971   

Intercontinental Exchange, Inc.

    25,192        6,785,717   

Invesco, Ltd.

    144,082        4,505,444   

Legg Mason, Inc.

    122,370        4,096,948   

Northern Trust Corp.

    79,720        5,420,163   

S&P Global, Inc.

    51,750        6,549,480   

WisdomTree Investments, Inc. (b)

    146,350        1,505,941   
   

 

 

 
      36,230,820   
   

 

 

 

Chemicals—1.6%

   

Cabot Corp.

    75,900        3,977,919   

Celanese Corp. - Series A

    118,879        7,912,586   

Dow Chemical Co. (The)

    205,621        10,657,337   

Monsanto Co.

    47,180        4,821,796   

Mosaic Co. (The)

    86,920        2,126,063   

PPG Industries, Inc.

    66,289        6,851,631   

Sherwin-Williams Co. (The)

    7,924        2,192,254   
   

 

 

 
      38,539,586   
   

 

 

 

Communications Equipment—0.2%

   

Arista Networks, Inc. (a) (b)

    62,122        5,285,340   
   

 

 

 

Construction Materials—0.7%

   

CRH plc (ADR) (b)

    129,020        4,292,495   

Martin Marietta Materials, Inc.

    24,670        4,418,644   

Summit Materials, Inc. - Class A (a)

    143,318        2,658,549   

Vulcan Materials Co.

    43,250        4,918,823   
   

 

 

 
      16,288,511   
   

 

 

 

Consumer Finance—2.8%

   

American Express Co.

    331,053        21,200,634   

Capital One Financial Corp.

    375,469        26,969,938   

Santander Consumer USA Holdings, Inc. (a)

    1,506,210        18,315,514   
   

 

 

 
      66,486,086   
   

 

 

 

Containers & Packaging—0.9%

   

Ball Corp.

    134,202        10,997,854   

International Paper Co.

    178,069        8,543,751   

Owens-Illinois, Inc. (a)

    135,060        2,483,753   
   

 

 

 
      22,025,358   
   

 

 

 

Electric Utilities—3.0%

   

Avangrid, Inc.

    236,650        9,887,237   

Duke Energy Corp.

    48,297        3,865,692   

Edison International

    110,167        7,959,566   

Eversource Energy

    78,610        4,259,090   

Exelon Corp.

    216,880        7,219,935   

NextEra Energy, Inc.

    186,766        22,845,217   

PG&E Corp.

    187,271        11,455,367   

Pinnacle West Capital Corp.

    49,910        3,792,661   
   

 

 

 
      71,284,765   
   

 

 

 

 

MIST-236


Table of Contents

Met Investors Series Trust

Met/Wellington Large Cap Research Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Electrical Equipment—0.7%

   

AMETEK, Inc.

    139,935      $ 6,686,094   

Eaton Corp. plc

    135,367        8,894,966   
   

 

 

 
      15,581,060   
   

 

 

 

Energy Equipment & Services—0.8%

  

Baker Hughes, Inc.

    120,770        6,095,262   

Ensco plc - Class A

    68,560        582,760   

Halliburton Co.

    21,604        969,587   

Oceaneering International, Inc.

    24,070        662,166   

Patterson-UTI Energy, Inc.

    173,629        3,884,081   

Tenaris S.A. (ADR) (b)

    71,670        2,035,428   

Tesco Corp.

    220,920        1,802,707   

Weatherford International plc (a)

    440,760        2,477,071   
   

 

 

 
      18,509,062   
   

 

 

 

Equity Real Estate Investment Trusts—3.5%

  

American Tower Corp.

    231,224        26,204,616   

Apartment Investment & Management Co. - Class A

    102,402        4,701,276   

Boston Properties, Inc.

    58,984        8,038,929   

Equinix, Inc.

    18,980        6,837,545   

Host Hotels & Resorts, Inc.

    182,399        2,839,952   

Outfront Media, Inc.

    297,377        7,032,966   

Prologis, Inc.

    134,253        7,187,906   

Regency Centers Corp.

    74,800        5,796,252   

Simon Property Group, Inc.

    67,090        13,888,301   
   

 

 

 
      82,527,743   
   

 

 

 

Food & Staples Retailing—1.2%

  

Costco Wholesale Corp.

    107,709        16,426,699   

Walgreens Boots Alliance, Inc.

    141,051        11,371,532   
   

 

 

 
      27,798,231   
   

 

 

 

Food Products—1.7%

  

Mondelez International, Inc. - Class A

    675,721        29,664,152   

Post Holdings, Inc. (a) (b)

    149,188        11,512,838   
   

 

 

 
      41,176,990   
   

 

 

 

Gas Utilities—0.2%

  

UGI Corp.

    120,540        5,453,230   
   

 

 

 

Health Care Equipment & Supplies—5.9%

  

Abbott Laboratories

    92,588        3,915,546   

Baxter International, Inc.

    207,057        9,855,913   

Becton Dickinson & Co.

    62,117        11,164,288   

Boston Scientific Corp. (a)

    622,817        14,823,045   

ConforMIS, Inc. (a) (b)

    140,400        1,392,768   

Danaher Corp.

    326,511        25,595,197   

Medtronic plc

    523,264        45,210,010   

St. Jude Medical, Inc.

    154,347        12,310,717   

Stryker Corp.

    126,039        14,672,200   
   

 

 

 
      138,939,684   
   

 

 

 

Health Care Providers & Services—3.7%

  

Cardinal Health, Inc.

    82,830      6,435,891   

Cigna Corp.

    93,440        12,177,101   

HCA Holdings, Inc. (a)

    165,225        12,495,967   

McKesson Corp.

    141,665        23,622,638   

UnitedHealth Group, Inc.

    227,206        31,808,840   
   

 

 

 
      86,540,437   
   

 

 

 

Hotels, Restaurants & Leisure—0.6%

  

Las Vegas Sands Corp.

    16,633        957,063   

Starbucks Corp.

    234,357        12,688,088   

Wingstop, Inc. (b)

    5,500        161,150   
   

 

 

 
      13,806,301   
   

 

 

 

Household Durables—0.8%

  

Mohawk Industries, Inc. (a)

    97,215        19,476,053   
   

 

 

 

Household Products—0.9%

   

Colgate-Palmolive Co.

    292,116        21,657,480   
   

 

 

 

Industrial Conglomerates—1.3%

   

General Electric Co.

    244,760        7,249,791   

Honeywell International, Inc.

    197,477        23,023,844   
   

 

 

 
      30,273,635   
   

 

 

 

Insurance—5.2%

  

Allstate Corp. (The)

    100,610        6,960,200   

American International Group, Inc.

    473,901        28,121,285   

Assured Guaranty, Ltd.

    427,365        11,859,379   

Chubb, Ltd.

    53,240        6,689,606   

Hartford Financial Services Group, Inc. (The)

    323,227        13,840,580   

Marsh & McLennan Cos., Inc.

    338,630        22,772,867   

Principal Financial Group, Inc.

    139,943        7,208,464   

Prudential Financial, Inc.

    149,690        12,222,189   

XL Group, Ltd.

    427,970        14,392,631   
   

 

 

 
      124,067,201   
   

 

 

 

Internet & Direct Marketing Retail—4.3%

  

Amazon.com, Inc. (a)

    77,458        64,856,358   

Expedia, Inc.

    168,820        19,704,671   

Netflix, Inc. (a)

    104,547        10,303,107   

Wayfair, Inc. - Class A (a) (b)

    196,620        7,740,929   
   

 

 

 
      102,605,065   
   

 

 

 

Internet Software & Services—4.1%

  

Alphabet, Inc. - Class A (a)

    75,049        60,343,899   

Blucora, Inc. (a)

    63,761        714,123   

Envestnet, Inc. (a)

    58,060        2,116,287   

Facebook, Inc. - Class A (a)

    268,810        34,480,259   
   

 

 

 
      97,654,568   
   

 

 

 

IT Services—4.3%

  

Accenture plc - Class A

    80,799        9,871,214   

Alliance Data Systems Corp. (a)

    35,923        7,706,561   

Automatic Data Processing, Inc.

    113,251        9,988,738   

 

MIST-237


Table of Contents

Met Investors Series Trust

Met/Wellington Large Cap Research Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

IT Services—(Continued)

  

Cognizant Technology Solutions Corp. - Class A (a)

    108,158      $ 5,160,218   

FleetCor Technologies, Inc. (a)

    29,885        5,191,921   

Genpact, Ltd. (a)

    341,850        8,187,308   

Global Payments, Inc.

    204,307        15,682,605   

Visa, Inc. - Class A

    404,095        33,418,657   

WEX, Inc. (a)

    61,461        6,643,319   
   

 

 

 
      101,850,541   
   

 

 

 

Life Sciences Tools & Services—0.5%

  

Thermo Fisher Scientific, Inc.

    68,190        10,846,301   
   

 

 

 

Machinery—1.7%

   

Fortive Corp.

    168,605        8,581,994   

Illinois Tool Works, Inc.

    176,439        21,144,450   

Pentair plc

    146,915        9,437,820   
   

 

 

 
      39,164,264   
   

 

 

 

Marine—0.0%

  

Kirby Corp. (a)

    7,900        491,064   
   

 

 

 

Media—3.9%

   

Charter Communications, Inc. - Class A (a)

    135,334        36,536,120   

Comcast Corp. - Class A

    601,184        39,882,547   

Interpublic Group of Cos., Inc. (The)

    154,229        3,447,018   

Twenty-First Century Fox, Inc. - Class A

    532,916        12,907,225   
   

 

 

 
      92,772,910   
   

 

 

 

Metals & Mining—0.1%

  

Reliance Steel & Aluminum Co.

    16,810        1,210,824   

Steel Dynamics, Inc.

    55,070        1,376,200   
   

 

 

 
      2,587,024   
   

 

 

 

Multi-Utilities—1.2%

  

Ameren Corp.

    95,430        4,693,247   

Dominion Resources, Inc.

    175,580        13,040,327   

Sempra Energy

    106,728        11,440,174   
   

 

 

 
      29,173,748   
   

 

 

 

Oil, Gas & Consumable Fuels—4.9%

  

Anadarko Petroleum Corp.

    154,111        9,764,473   

Chevron Corp.

    146,542        15,082,103   

Cobalt International Energy, Inc. (a) (b)

    1,538,687        1,907,972   

ConocoPhillips

    144,915        6,299,455   

Exxon Mobil Corp.

    48,090        4,197,295   

Hess Corp.

    21,999        1,179,586   

Kinder Morgan, Inc.

    325,576        7,530,573   

Newfield Exploration Co. (a)

    320,177        13,914,892   

ONEOK, Inc.

    62,133        3,193,015   

PBF Energy, Inc. - Class A

    242,528        5,490,834   

PDC Energy, Inc. (a)

    85,248        5,716,731   

Pioneer Natural Resources Co.

    90,853        16,866,859   

QEP Resources, Inc.

    339,204        6,624,654   

Spectra Energy Corp.

    146,608        6,267,492   

Tesoro Corp.

    35,810        2,849,044   

Oil, Gas & Consumable Fuels—(Continued)

  

TransCanada Corp.

    106,318      5,056,484   

Valero Energy Corp.

    91,851        4,868,103   
   

 

 

 
      116,809,565   
   

 

 

 

Paper & Forest Products—0.3%

  

Boise Cascade Co. (a)

    239,414        6,081,116   
   

 

 

 

Personal Products—1.4%

   

Coty, Inc. - Class A (a)

    622,766        14,635,001   

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

    214,286        18,977,168   
   

 

 

 
      33,612,169   
   

 

 

 

Pharmaceuticals—4.9%

  

Aerie Pharmaceuticals, Inc. (a) (b)

    47,790        1,803,594   

Allergan plc (a)

    95,470        21,987,696   

AstraZeneca plc (ADR)

    299,296        9,834,866   

Bristol-Myers Squibb Co.

    434,997        23,455,038   

Eli Lilly & Co.

    136,214        10,932,536   

Johnson & Johnson

    171,300        20,235,669   

Merck & Co., Inc.

    322,793        20,145,511   

Mylan NV (a)

    176,115        6,713,504   

MyoKardia, Inc. (a) (b)

    93,120        1,521,581   
   

 

 

 
      116,629,995   
   

 

 

 

Professional Services—1.3%

  

Equifax, Inc.

    58,871        7,922,859   

IHS Markit, Ltd. (a)

    71,226        2,674,536   

Nielsen Holdings plc

    144,775        7,755,597   

TransUnion (a)

    344,852        11,897,394   
   

 

 

 
      30,250,386   
   

 

 

 

Real Estate Management & Development—0.2%

  

Conyers Park Acquisition Corp. (a)

    467,230        5,022,723   
   

 

 

 

Road & Rail—0.5%

   

CSX Corp.

    84,615        2,580,758   

Genesee & Wyoming, Inc. - Class A (a)

    41,013        2,827,846   

J.B. Hunt Transport Services, Inc.

    19,640        1,593,590   

Kansas City Southern (b)

    13,084        1,220,999   

Knight Transportation, Inc.

    120,676        3,462,194   
   

 

 

 
      11,685,387   
   

 

 

 

Semiconductors & Semiconductor Equipment—2.6%

  

Broadcom, Ltd.

    53,628        9,251,903   

First Solar, Inc. (a) (b)

    20,718        818,154   

Intel Corp.

    670,703        25,319,038   

MACOM Technology Solutions Holdings, Inc. (a)

    14,750        624,515   

Microchip Technology, Inc. (b)

    92,748        5,763,361   

Micron Technology, Inc. (a)

    146,838        2,610,780   

NXP Semiconductors NV (a)

    37,110        3,785,591   

QUALCOMM, Inc.

    195,403        13,385,105   

SunPower Corp. (a) (b)

    19,620        175,010   
   

 

 

 
      61,733,457   
   

 

 

 

 

MIST-238


Table of Contents

Met Investors Series Trust

Met/Wellington Large Cap Research Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

Software—2.8%

  

Electronic Arts, Inc. (a)

    176,723      $ 15,092,144   

Microsoft Corp.

    495,462        28,538,611   

Salesforce.com, Inc. (a)

    36,240        2,584,999   

ServiceNow, Inc. (a)

    110,945        8,781,297   

SS&C Technologies Holdings, Inc.

    103,587        3,330,322   

Workday, Inc. - Class A (a) (b)

    92,404        8,472,523   
   

 

 

 
      66,799,896   
   

 

 

 

Specialty Retail—1.4%

  

Advance Auto Parts, Inc.

    138,417        20,640,743   

L Brands, Inc.

    67,103        4,748,879   

O’Reilly Automotive, Inc. (a)

    29,418        8,240,276   
   

 

 

 
      33,629,898   
   

 

 

 

Technology Hardware, Storage & Peripherals—5.3%

  

Apple, Inc.

    709,747        80,236,898   

Pure Storage, Inc. - Class A (a) (b)

    790,785        10,715,137   

Seagate Technology plc

    900,516        34,714,892   
   

 

 

 
      125,666,927   
   

 

 

 

Textiles, Apparel & Luxury Goods—1.2%

  

NIKE, Inc. - Class B

    422,908        22,266,106   

Under Armour, Inc. - Class C (a)

    110,435        3,739,329   

VF Corp.

    60,908        3,413,894   
   

 

 

 
      29,419,329   
   

 

 

 

Tobacco—1.3%

  

Altria Group, Inc.

    484,183        30,614,891   
   

 

 

 

Total Common Stocks
(Cost $2,082,531,367)

   

    2,330,869,557   
   

 

 

 
Short-Term Investment—2.9%   

Repurchase Agreement—2.9%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $67,932,324 on 10/03/16, collateralized by $64,610,000 U.S. Treasury Note at 2.625% due 11/15/20 with a value of $69,294,225.

    67,932,154        67,932,154   
   

 

 

 

Total Short-Term Investments
(Cost $67,932,154)

   

    67,932,154   
   

 

 

 
Securities Lending Reinvestments (c)—2.8%   

Certificates of Deposit—0.9%

  

Abbey National Treasury Services
0.440%, 10/03/16

    1,500,000        1,500,000   

ABN AMRO Bank NV
Zero Coupon, 12/22/16

    1,500,000        1,496,807   

Certificates of Deposit—(Continued)

  

Bank of Montreal
0.500%, 10/24/16

    1,000,000      1,000,000   

Bank of Nova Scotia
0.750%, 10/19/16

    2,000,000        2,000,218   

Bank of Tokyo-Mitsubishi, Ltd.
0.450%, 10/04/16

    1,400,000        1,400,001   

Chiba Bank, Ltd., New York
0.870%, 11/30/16

    1,500,000        1,500,253   

DZ Bank AG
0.950%, 01/03/17

    1,000,000        1,000,000   

KBC Bank NV
Zero Coupon, 12/27/16

    1,400,000        1,398,054   

1.000%, 01/04/17

    1,000,000        1,000,000   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    1,500,000        1,500,002   

National Bank of Canada
0.420%, 10/06/16

    2,000,000        1,999,998   

0.480%, 10/28/16

    750,000        749,996   

Norinchukin Bank
0.480%, 10/24/16

    1,400,000        1,399,999   

Standard Chartered Bank New York
0.910%, 12/16/16

    700,000        700,054   

Sumitomo Mitsui Trust Bank
0.540%, 10/26/16

    1,500,000        1,500,044   

Swedbank
0.350%, 10/03/16

    1,500,000        1,499,997   
   

 

 

 
    21,645,423   
   

 

 

 

Commercial Paper—0.5%

   

Albion Capital Corp.
0.720%, 10/25/16

    1,000,000        999,681   

BNP Paribas
0.510%, 10/21/16

    2,000,000        1,999,494   

Charta LLC
0.880%, 12/22/16

    2,000,000        1,996,178   

Credit Agricole Corporate and Investment Bank
0.610%, 11/01/16

    1,400,000        1,399,247   

Credit Suisse AG
0.971%, 10/19/16

    750,000        749,992   

Kells Funding LLC
1.040%, 01/19/17

    700,000        697,922   

LMA S.A. & LMA Americas
0.580%, 10/14/16

    100,000        99,985   

0.580%, 10/17/16

    100,000        99,976   

Manhattan Asset Funding
0.740%, 11/28/16

    1,500,000        1,498,513   

Ridgefield Funding Co. LLC
0.650%, 10/26/16

    350,000        349,823   

Thunder Bay Funding LLC
0.920%, 12/21/16

    1,500,000        1,496,850   
   

 

 

 
      11,387,661   
   

 

 

 

 

MIST-239


Table of Contents

Met Investors Series Trust

Met/Wellington Large Cap Research Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (c)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreements—1.2%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $6,900,537 on 10/03/16, collateralized by $6,520,604 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $7,038,002.

    6,900,000      $ 6,900,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $6,900,479 on 10/03/16, collateralized by $6,773,891 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $7,038,006.

    6,900,000        6,900,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $5,000,370 on 10/03/16, collateralized by $4,773,395 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $5,102,133.

    5,000,000        5,000,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $106,056 on 10/03/16, collateralized by $87,618 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $108,173.

    106,051        106,051   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $2,500,146 on 10/03/16, collateralized by $3,998,902 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $2,550,149.

    2,500,000        2,500,000   

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $5,000,360 on 10/04/16, collateralized by $4,808,869 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $5,100,000.

    5,000,000        5,000,000   

Repurchase Agreements—(Continued)

  

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $2,000,077 on 10/03/16, collateralized by $1,872,360 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $2,040,041.

    2,000,000      $ 2,000,000   
   

 

 

 
    28,406,051   
   

 

 

 

Time Deposits—0.2%

   

ANZ London
0.420%, 10/03/16

    9,605        9,605   

Canadian Imperial Bank
0.260%, 10/03/16

    2,000,000        2,000,000   

DBS Bank, Ltd., Singapore
0.380%, 10/04/16

    1,500,000        1,500,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    300,000        300,000   

Royal Bank of Canada
0.280%, 10/03/16

    300,000        300,000   
   

 

 

 
    4,109,605   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $65,546,821)

   

    65,548,740   
   

 

 

 

Total Investments—104.0%
(Cost $2,216,010,342) (d)

   

    2,464,350,451   

Other assets and liabilities (net)—(4.0)%

  

    (94,545,193
   

 

 

 
Net Assets—100.0%      $ 2,369,805,258   
   

 

 

 

 

* 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 September 30, 2016, the market value of securities loaned was $61,307,756 and the collateral received consisted of cash in the amount of $63,547,021. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(d) As of September 30, 2016, the aggregate cost of investments was $2,216,010,342. The aggregate unrealized appreciation and depreciation of investments were $326,858,309 and $(78,518,200), respectively, resulting in net unrealized appreciation of $248,340,109.
(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-240


Table of Contents

Met Investors Series Trust

Met/Wellington Large Cap Research Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Appreciation
 

S&P 500 E-Mini Index Futures

     12/16/16         204         USD         21,816,915       $ 219,165   
              

 

 

 

 

(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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Common Stocks*

   $ 2,330,869,557       $ —        $ —         $ 2,330,869,557   

Total Short-Term Investment*

     —           67,932,154        —           67,932,154   
Securities Lending Reinvestments           

Certificates of Deposit

     —           21,645,423        —           21,645,423   

Commercial Paper

     —           11,387,661        —           11,387,661   

Repurchase Agreements

     —           28,406,051        —           28,406,051   

Time Deposits

     —           4,109,605        —           4,109,605   

Total Securities Lending Reinvestments

     —           65,548,740        —           65,548,740   

Total Investments

   $ 2,330,869,557       $ 133,480,894      $ —         $ 2,464,350,451   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (63,547,021   $ —         $ (63,547,021
Futures Contracts           

Futures Contracts (Unrealized Appreciation)

   $ 219,165       $ —        $ —         $ 219,165   

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-241


Table of Contents

Met Investors Series Trust

MetLife Asset Allocation 100 Portfolio

Schedule of Investments as of September 30, 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)

    5,398,405      $ 56,953,168   

BlackRock Capital Appreciation Portfolio (Class A) (a)

    1,915,102        65,592,258   

BlackRock Large Cap Value Portfolio (Class A) (a)

    6,765,002        57,637,814   

Clarion Global Real Estate Portfolio (Class A) (b)

    3,866,731        48,063,469   

ClearBridge Aggressive Growth Portfolio (Class A) (b)

    6,524,569        102,631,468   

Frontier Mid Cap Growth Portfolio (Class A) (a)

    779,362        24,557,690   

Goldman Sachs Mid Cap Value Portfolio (Class A) (b)

    1,493,494        16,368,694   

Harris Oakmark International Portfolio (Class A) (b)

    6,242,243        77,591,083   

Invesco Comstock Portfolio (Class A) (b)

    6,168,760        82,229,569   

Invesco Mid Cap Value Portfolio (Class A) (b)

    444,145        7,985,726   

Invesco Small Cap Growth Portfolio (Class A) (b)

    2,577,482        34,383,614   

Jennison Growth Portfolio (Class A) (a)

    7,333,825        98,419,932   

JPMorgan Small Cap Value Portfolio (Class A) (b)

    1,860,107        29,650,110   

Loomis Sayles Small Cap Growth Portfolio (Class A) (a)

    2,434,541        29,360,563   

Met/Aberdeen Emerging Markets Equity Portfolio (Class A) (b)

    5,956,714        56,946,187   

Met/Artisan International Portfolio (Class A) (b)

    6,323,328        59,692,216   

Met/Artisan Mid Cap Value Portfolio (Class A) (a)

    114,383        24,640,321   

Met/Dimensional International Small Company Portfolio (Class A) (a)

    5,744,074        73,753,911   

Met/Wellington Core Equity Opportunities Portfolio (Class A) (a)

    3,103,580        87,986,499   

Met/Wellington Large Cap Research Portfolio (Class A) (b)

    4,610,476        62,333,640   

MetLife Small Cap Value Portfolio (Class A) (b)

    2,095,556        29,631,160   

Affiliated Investment Companies—(Continued)

  

MFS Research International Portfolio (Class A) (b)

    4,688,654      49,090,212   

MFS Value Portfolio (Class A) (a)

    5,812,868        85,216,643   

Morgan Stanley Mid Cap Growth Portfolio (Class A) (b) (c)

    1,029,312        16,396,937   

Neuberger Berman Genesis Portfolio (Class A) (a)

    985,838        19,628,031   

Oppenheimer Global Equity Portfolio (Class A) (b)

    2,129,816        40,913,757   

T. Rowe Price Large Cap Growth Portfolio (Class A) (a)

    4,893,420        98,651,342   

T. Rowe Price Large Cap Value Portfolio (Class A) (b)

    2,564,005        82,176,348   

T. Rowe Price Mid Cap Growth Portfolio (Class A) (b)

    2,376,083        24,521,175   

T. Rowe Price Small Cap Growth Portfolio (Class A) (a)

    1,189,012        24,493,644   

Van Eck Global Natural Resources Portfolio (Class A) (a)

    6,268,345        65,817,620   
   

 

 

 

Total Mutual Funds
(Cost $1,614,497,407)

      1,633,314,801   
   

 

 

 

Total Investments—100.0%
(Cost $1,614,497,407) (d)

      1,633,314,801   

Other assets and liabilities
(net)—(0.0)%

      (500,830
   

 

 

 
Net Assets—100.0%     $ 1,632,813,971   
   

 

 

 

 

(a) A Portfolio of Metropolitan Series Fund.
(b) A Portfolio of Met Investors Series Trust.
(c) Non-income producing security.
(d) As of September 30, 2016, the aggregate cost of investments was $1,614,497,407. The aggregate unrealized appreciation and depreciation of investments were $85,717,820 and $(66,900,426), respectively, resulting in net unrealized appreciation of $18,817,394.

 

MIST-242


Table of Contents

Met Investors Series Trust

MetLife Asset Allocation 100 Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Mutual Funds            

Affiliated Investment Companies

   $ 1,633,314,801       $ —         $ —         $ 1,633,314,801   

Total Investments

   $ 1,633,314,801       $ —         $ —         $ 1,633,314,801   
                                     

 

MIST-243


Table of Contents

Met Investors Series Trust

MetLife Balanced Plus Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Mutual Funds—69.3% of Net Assets

 

Security Description  

Shares

    Value  

Affiliated Investment Companies—69.3%

  

Baillie Gifford International Stock Portfolio (Class A) (a)

    27,190,112      $ 286,855,683   

BlackRock Bond Income Portfolio (Class A) (a)

    6,875,595        748,821,060   

BlackRock Capital Appreciation Portfolio (Class A) (a)

    1,638,088        56,104,528   

BlackRock High Yield Portfolio (Class A) (b)

    15,185,596        114,043,825   

Clarion Global Real Estate Portfolio (Class A) (b)

    8,128,044        101,031,586   

ClearBridge Aggressive Growth Portfolio (Class A) (b)

    3,545,237        55,766,585   

Frontier Mid Cap Growth Portfolio (Class A) (a)

    5,326,571        167,840,240   

Goldman Sachs Mid Cap Value Portfolio (Class A) (b)

    15,523,770        170,140,514   

Harris Oakmark International Portfolio (Class A) (b)

    32,053,029        398,419,148   

Invesco Comstock Portfolio (Class A) (b)

    4,261,579        56,806,842   

Invesco Small Cap Growth Portfolio (Class A) (b)

    6,427,449        85,742,171   

Jennison Growth Portfolio (Class A) (a)

    4,963,660        66,612,315   

JPMorgan Core Bond Portfolio (Class A) (b)

    51,168,553        538,804,864   

JPMorgan Small Cap Value Portfolio (Class A) (b)

    5,481,132        87,369,245   

Met/Aberdeen Emerging Markets Equity Portfolio (Class A) (b)

    16,953,767        162,078,012   

Met/Artisan International Portfolio (Class A) (b)

    23,161,028        218,640,105   

Met/Artisan Mid Cap Value Portfolio (Class A) (a)

    799,001        172,120,769   

Met/Dimensional International Small Company Portfolio (Class A) (a)

    12,507,979        160,602,451   

Met/Eaton Vance Floating Rate Portfolio (Class A) (b)

    16,368,096        165,972,492   

Met/Franklin Low Duration Total Return Portfolio (Class A) (b)

    29,192,130        279,660,606   

Met/Templeton International Bond Portfolio (Class A) (b)

    27,427,741        259,466,431   

Met/Wellington Core Equity Opportunities Portfolio (Class A) (a)

    1,963,057        55,652,669   

Met/Wellington Large Cap Research Portfolio (Class A) (b)

    4,182,705        56,550,174   

MetLife Small Cap Value Portfolio (Class A) (b)

    8,244,007        116,570,255   

MFS Research International Portfolio (Class A) (b)

    26,336,331        275,741,383   

MFS Value Portfolio (Class A) (a)

    3,849,617        56,435,386   

Morgan Stanley Mid Cap Growth Portfolio (Class A) (b) (c)

    3,565,721        56,801,928   

Neuberger Berman Genesis Portfolio (Class A) (a)

    4,013,824        79,915,232   

Oppenheimer Global Equity Portfolio (Class A) (b)

    5,786,226        111,153,402   

PIMCO Inflation Protected Bond Portfolio (Class A) (b) (c)

    22,020,476        219,764,347   

Affiliated Investment Companies—(Continued)

  

PIMCO Total Return Portfolio (Class A) (b)

    51,444,541      596,242,228   

T. Rowe Price Large Cap Value Portfolio (Class A) (b)

    1,784,142        57,181,741   

T. Rowe Price Mid Cap Growth Portfolio (Class A) (b)

    8,743,202        90,229,848   

T. Rowe Price Small Cap Growth Portfolio (Class A) (a)

    5,511,154        113,529,774   

TCW Core Fixed Income Portfolio (Class A) (b)

    56,655,108        588,080,026   

Van Eck Global Natural Resources Portfolio (Class A) (a)

    15,720,044        165,060,466   

Western Asset Management Strategic Bond Opportunities Portfolio (Class A) (a)

    27,576,547        371,731,856   

Western Asset Management U.S. Government Portfolio (Class A) (a)

    31,195,561        374,034,778   
   

 

 

 

Total Mutual Funds
(Cost $7,909,885,448)

      7,737,574,965   
   

 

 

 
U.S. Treasury & Government Agencies—25.5%   

Agency Sponsored Mortgage - Backed—0.1%

  

Fannie Mae Pool
2.920%, 03/01/35

    2,950,000        3,005,241   

3.180%, 07/01/35

    2,891,621        3,044,183   
   

 

 

 
      6,049,424   
   

 

 

 

Federal Agencies—1.7%

   

Federal Home Loan Mortgage Corp. 1.750%, 05/30/19 (d)

    36,000,000        36,751,716   

2.375%, 01/13/22

    10,500,000        11,056,899   

6.250%, 07/15/32

    30,000,000        45,309,810   

Federal National Mortgage Association
6.625%, 11/15/30

    19,200,000        29,195,866   

Residual Funding Corp. Principal Strip
Zero Coupon, 10/15/19

    24,600,000        23,791,447   

Zero Coupon, 07/15/20

    33,405,000        31,889,649   

Zero Coupon, 04/15/30

    19,500,000        13,980,252   
   

 

 

 
      191,975,639   
   

 

 

 

U.S. Treasury—23.7%

   

U.S. Treasury Bonds
2.500%, 02/15/46 (e)

    87,700,000        90,646,194   

2.500%, 05/15/46 (e)

    85,000,000        87,975,000   

2.750%, 08/15/42

    29,400,000        32,036,827   

2.750%, 11/15/42

    196,000,000        213,364,424   

2.875%, 05/15/43

    126,000,000        140,293,188   

2.875%, 08/15/45

    51,300,000        57,139,376   

3.000%, 05/15/42

    3,000,000        3,420,117   

3.000%, 11/15/44

    96,000,000        109,458,720   

3.125%, 02/15/42

    93,900,000        109,360,447   

3.125%, 02/15/43

    89,700,000        104,510,995   

3.125%, 08/15/44

    13,100,000        15,288,617   

3.375%, 05/15/44

    99,895,000        121,883,588   

 

MIST-244


Table of Contents

Met Investors Series Trust

MetLife Balanced Plus Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

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

 

Security Description   Principal
Amount*
    Value  

U.S. Treasury—(Continued)

  

U.S. Treasury Bonds
3.625%, 08/15/43

    25,200,000      $ 32,081,767   

4.250%, 11/15/40

    177,700,000        244,684,548   

4.375%, 05/15/40

    31,300,000        43,735,647   

4.375%, 05/15/41

    51,000,000        71,635,059   

4.625%, 02/15/40

    113,700,000        164,047,724   

6.250%, 05/15/30

    100,000        154,367   

8.000%, 11/15/21

    57,700,000        77,194,060   

U.S. Treasury Inflation Indexed Bonds
0.750%, 02/15/45 (e) (f)

    3,679,164        3,792,251   

2.000%, 01/15/26 (f)

    4,607,614        5,411,822   

3.625%, 04/15/28 (e) (f)

    5,951,760        8,217,958   

U.S. Treasury Notes
1.125%, 02/28/21

    125,000,000        125,078,125   

1.250%, 03/31/21

    116,600,000        117,210,284   

1.375%, 09/30/20 (d)

    170,000,000        172,025,380   

1.500%, 03/31/23

    85,000,000        85,607,580   

1.625%, 05/15/26 (e)

    150,000,000        150,199,200   

2.000%, 05/31/21

    137,500,000        142,731,463   

2.125%, 12/31/21

    111,000,000        116,034,072   

U.S. Treasury Principal Strips
Zero Coupon, 05/15/39

    6,700,000        4,007,444   

Zero Coupon, 11/15/41

    7,500,000        4,140,308   
   

 

 

 
      2,653,366,552   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $2,655,871,446)

      2,851,391,615   
   

 

 

 
Corporate Bonds & Notes—4.0%   

Agriculture—0.1%

  

Philip Morris International, Inc.
6.375%, 05/16/38

    5,000,000        6,989,180   

Reynolds American, Inc.
2.300%, 06/12/18

    1,200,000        1,217,449   
   

 

 

 
      8,206,629   
   

 

 

 

Auto Manufacturers—0.2%

  

BMW U.S. Capital LLC
1.179%, 06/02/17 (g)

    9,000,000        9,002,133   

Ford Motor Credit Co. LLC
1.750%, 06/15/18 (g)

    10,000,000        10,035,860   
   

 

 

 
      19,037,993   
   

 

 

 

Banks—2.5%

  

Banco del Estado de Chile
2.000%, 11/09/17 (144A)

    5,000,000        5,013,570   

Banco Santander Brasil S.A.
4.625%, 02/13/17 (144A)

    10,200,000        10,273,440   

Bank of America Corp.
6.875%, 04/25/18

    5,900,000        6,365,262   

6.875%, 11/15/18

    600,000        664,867   

Bank of America N.A.
1.287%, 02/14/17 (g)

    10,000,000        10,013,780   

Bank of New York Mellon Corp. (The)
4.950%, 06/20/20 (g)

    6,800,000        6,936,626   

Banks—(Continued)

  

BNP Paribas S.A.
1.248%, 05/07/17 (g)

    15,000,000      15,013,485   

Cooperatieve Rabobank UA
3.375%, 05/21/25

    5,000,000        5,302,850   

Credit Agricole S.A.
1.419%, 06/02/17 (144A) (g)

    10,000,000        10,019,430   

Credit Suisse AG
1.375%, 05/26/17

    10,000,000        9,989,140   

2.300%, 05/28/19

    10,700,000        10,833,300   

Goldman Sachs Group, Inc. (The)
1.460%, 06/04/17 (g)

    8,000,000        8,011,680   

2.050%, 09/15/20 (g)

    18,800,000        18,906,370   

HSBC Holdings plc
5.250%, 03/14/44

    3,000,000        3,376,551   

HSBC USA, Inc.
1.427%, 11/13/19 (g)

    20,000,000        19,740,400   

JPMorgan Chase & Co.
1.265%, 04/25/18 (g)

    20,000,000        20,001,580   

1.337%, 02/15/17 (g)

    18,100,000        18,125,340   

1.670%, 01/23/20 (g)

    20,000,000        20,191,700   

6.125%, 04/30/24 (g)

    3,000,000        3,173,430   

Mizuho Financial Group, Inc.
2.632%, 04/12/21 (144A)

    5,200,000        5,264,418   

PNC Bank N.A.
1.262%, 06/01/18 (g)

    15,000,000        15,012,870   

2.250%, 07/02/19

    8,000,000        8,153,680   

Wells Fargo & Co.
5.900%, 06/15/24 (g)

    8,600,000        8,911,750   

Wells Fargo Bank N.A.
1.110%, 06/15/17 (g)

    21,000,000        20,996,031   

Westpac Banking Corp.
1.255%, 05/25/18 (g)

    15,000,000        14,999,430   
   

 

 

 
      275,290,980   
   

 

 

 

Biotechnology—0.0%

   

Amgen, Inc.
2.700%, 05/01/22

    3,300,000        3,404,432   
   

 

 

 

Diversified Financial Services—0.3%

  

American Express Credit Corp.
1.166%, 09/22/17 (g)

    2,500,000        2,497,067   

1.407%, 03/18/19 (g)

    5,000,000        5,008,430   

Charles Schwab Corp. (The)
1.500%, 03/10/18

    10,000,000        10,036,410   

LeasePlan Corp. NV
3.000%, 10/23/17 (144A)

    5,100,000        5,152,612   

Navient Corp.
4.625%, 09/25/17

    1,400,000        1,421,000   

8.450%, 06/15/18

    5,840,000        6,278,000   
   

 

 

 
      30,393,519   
   

 

 

 

Electric—0.2%

   

Duke Energy Corp.
1.226%, 04/03/17 (g)

    4,000,000        4,004,176   

 

MIST-245


Table of Contents

Met Investors Series Trust

MetLife Balanced Plus Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Electric—(Continued)

   

Electricite de France S.A.
1.156%, 01/20/17 (144A) (g)

    10,000,000      $ 10,004,610   

2.150%, 01/22/19 (144A)

    6,200,000        6,288,096   

Ohio Power Co.
5.375%, 10/01/21

    949,000        1,085,976   
   

 

 

 
      21,382,858   
   

 

 

 

Insurance—0.1%

  

MassMutual Global Funding
2.500%, 10/17/22 (144A)

    4,000,000        4,067,436   

New York Life Global Funding
1.125%, 03/01/17 (144A)

    6,000,000        6,002,574   
   

 

 

 
      10,070,010   
   

 

 

 

Miscellaneous Manufacturing—0.1%

  

Siemens Financieringsmaatschappij NV
1.105%, 05/25/18 (144A) (g) (h)

    15,000,000        15,011,925   
   

 

 

 

Oil & Gas—0.1%

  

Gazprom OAO Via Gaz Capital S.A. 9.250%, 04/23/19 (144A)

    4,200,000        4,830,420   

Statoil ASA
2.450%, 01/17/23

    5,400,000        5,504,852   
   

 

 

 
      10,335,272   
   

 

 

 

Pharmaceuticals—0.1%

  

Actavis Funding SCS
3.000%, 03/12/20

    5,000,000        5,162,575   

Baxalta, Inc.
1.646%, 06/22/18 (g)

    8,500,000        8,470,318   
   

 

 

 
      13,632,893   
   

 

 

 

Semiconductors—0.1%

  

QUALCOMM, Inc.
1.081%, 05/18/18 (g)

    10,000,000        10,003,730   
   

 

 

 

Software—0.0%

  

Microsoft Corp.
3.500%, 11/15/42

    4,500,000        4,411,035   
   

 

 

 

Telecommunications—0.2%

  

AT&T, Inc.
4.800%, 06/15/44

    3,000,000        3,149,163   

Verizon Communications, Inc.
1.234%, 06/09/17 (g)

    15,000,000        15,021,795   
   

 

 

 
      18,170,958   
   

 

 

 

Transportation—0.0%

  

Vessel Management Services, Inc.
3.432%, 08/15/36

    3,261,000        3,415,402   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $440,821,517)

      442,767,636   
   

 

 

 
Mortgage-Backed Securities—0.2%   
Security Description   Principal
Amount*
    Value  

Commercial Mortgage-Backed Securities—0.2%

  

CSMC Trust
3.953%, 09/15/37 (144A)

    20,000,000      21,565,776   

JPMorgan Chase Commercial Mortgage Securities Trust
4.106%, 07/15/46 (144A)

    98,709        102,589   
   

 

 

 

Total Mortgage-Backed Securities
(Cost $20,699,536)

      21,668,365   
   

 

 

 
Municipals—0.1%   

Los Angeles Community College District, Build America Bonds
6.750%, 08/01/49

    2,500,000        3,967,550   

Port Authority of New York & New Jersey
4.458%, 10/01/62

    1,845,000        2,123,134   

University of California CA, Revenue
1.796%, 07/01/19

    8,500,000        8,605,570   
   

 

 

 

Total Municipals
(Cost $14,139,297)

      14,696,254   
   

 

 

 
Asset-Backed Security—0.1%   

Asset-Backed - Credit Card—0.1%

  

Chase Issuance Trust
0.844%, 02/18/20 (g)
(Cost $13,000,000)

    13,000,000        13,028,605   
   

 

 

 
Foreign Government—0.1%   

Sovereign—0.1%

   

Export-Import Bank of Korea
1.750%, 02/27/18
(Cost $6,693,625)

    6,700,000        6,726,740   
   

 

 

 
Short-Term Investments—0.3%   

Repurchase Agreements—0.3%

  

Deutsche Bank AG
Repurchase Agreement dated 09/30/16 at 1.300% to be repurchased at $30,403,293 on 10/03/16,
collateralized by $26,295,000 U.S. Treasury Bond at 3.125% due 02/15/43 with a value of $30,636,752.

    30,400,000        30,400,000   

 

MIST-246


Table of Contents

Met Investors Series Trust

MetLife Balanced Plus Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Short-Term Investments—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreements—(Continued)

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $4,600,899 on 10/03/16, collateralized by $4,475,000 U.S. Treasury Note at 2.000% due 11/30/22 with a value of $4,693,156.

    4,600,887      $ 4,600,887   
   

 

 

 

Total Short-Term Investments
(Cost $35,000,887)

      35,000,887   
   

 

 

 

Total Investments—99.6%
(Cost $11,096,111,756) (i)

      11,122,855,067   

Other assets and liabilities (net)—0.4%

      44,907,027   
   

 

 

 
Net Assets—100.0%     $ 11,167,762,094   
   

 

 

 

 

* 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) All or a portion of the security was pledged as collateral against open futures contracts. As of September 30, 2016, the market value of securities pledged was $183,828,396.
(e) All or a portion of this security has been transferred in a secured-borrowing transaction.
(f) Principal amount of security is adjusted for inflation.
(g) Variable or floating rate security. The stated rate represents the rate at September 30, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(h) 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 September 30, 2016, the market value of restricted securities was $15,011,925, which is 0.1% of net assets. See details shown in the Restricted Securities table that follows.
(i) As of September 30, 2016, the aggregate cost of investments was $11,096,111,756. The aggregate unrealized appreciation and depreciation of investments were $386,189,647 and $(359,446,336), respectively, resulting in net unrealized appreciation of $26,743,311.
(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 September 30, 2016, the market value of 144A securities was $103,596,896, which is 0.9% of net assets.

Restricted Securities

   Acquisition
Date
     Principal
Amount
     Cost      Value  

Siemens Financieringsmaatschappij NV, 1.105%, 05/25/18

     05/18/15       $ 15,000,000       $ 15,000,000       $ 15,011,925   
           

 

 

 

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Deliver

    

Counterparty

   Settlement
Date
     In Exchange
for
     Unrealized
Depreciation
 
JPY      20,900,000      

UBS AG, Stamford

     10/04/16       $ 201,860       $ (4,244
              

 

 

 

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Appreciation
 

S&P 500 Index E-Mini Futures

     12/16/16         42,577         USD         4,591,307,214       $ 7,860,326   
              

 

 

 

 

(JPY)— Japanese Yen
(USD)— United States Dollar

 

MIST-247


Table of Contents

Met Investors Series Trust

MetLife Balanced Plus Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Mutual Funds*

   $ 7,737,574,965       $ —        $ —         $ 7,737,574,965   

Total U.S. Treasury & Government Agencies*

     —           2,851,391,615        —           2,851,391,615   

Total Corporate Bonds & Notes*

     —           442,767,636        —           442,767,636   

Total Mortgage-Backed Securities*

     —           21,668,365        —           21,668,365   

Total Municipals

     —           14,696,254        —           14,696,254   

Total Asset-Backed Security*

     —           13,028,605        —           13,028,605   

Total Foreign Government*

     —           6,726,740        —           6,726,740   

Total Short-Term Investments*

     —           35,000,887        —           35,000,887   

Total Investments

   $ 7,737,574,965       $ 3,385,280,102      $ —         $ 11,122,855,067   
                                    
Forward Contracts           

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

   $ —         $ (4,244   $ —         $ (4,244
Futures Contracts           

Futures Contracts (Unrealized Appreciation)

   $ 7,860,326       $ —        $ —         $ 7,860,326   

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-248


Table of Contents

Met Investors Series Trust

MetLife Multi-Index Targeted Risk Portfolio

Schedule of Investments as of September 30, 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)

    64,504,734      $ 723,098,066   

MetLife Mid Cap Stock Index Portfolio (Class A) (a)

    4,861,610        85,564,333   

MetLife Stock Index Portfolio (Class A) (a)

    7,389,698        327,806,994   

MSCI EAFE Index Portfolio (Class A) (a)

    16,086,143        195,285,775   

Russell 2000 Index Portfolio (Class A) (a)

    1,764,769        32,807,062   
   

 

 

 

Total Mutual Funds
(Cost $1,347,970,468)

      1,364,562,230   
   

 

 

 
Short-Term Investments—24.9%   

Discount Notes—14.9%

  

Fannie Mae
0.325%, 11/02/16 (b)

    2,000,000        1,999,413   

0.349%, 10/05/16 (b)

    29,000,000        28,998,614   

Federal Home Loan Bank
0.231%, 10/05/16 (b)

    22,500,000        22,499,288   

0.264%, 10/14/16 (b)

    10,000,000        9,998,989   

0.286%, 11/04/16 (b)

    6,000,000        5,998,357   

0.287%, 10/18/16 (b)

    9,400,000        9,398,668   

0.291%, 01/06/17 (b)

    4,000,000        3,996,875   

0.296%, 01/11/17 (b)

    20,000,000        19,983,283   

0.338%, 10/21/16 (b)

    17,000,000        16,996,694   

0.344%, 10/28/16 (b)

    34,000,000        33,991,030   

0.372%, 01/09/17 (b)

    23,000,000        22,976,361   

0.378%, 10/07/16 (b)

    3,400,000        3,399,754   

0.388%, 11/18/16 (b)

    20,000,000        19,989,600   

0.422%, 10/12/16 (b) (c)

    34,500,000        34,495,210   

0.516%, 11/16/16 (b)

    5,000,000        4,996,678   

Freddie Mac
0.300%, 12/16/16 (b)

    15,000,000        14,990,500   

0.304%, 10/04/16 (b)

    16,000,000        15,999,467   
   

 

 

 
      270,708,781   
   

 

 

 

U.S. Treasury—9.9%

  

U.S. Treasury Bills

   

0.233%, 10/06/16 (b)

    18,000,000      17,999,311   

0.249%, 11/03/16 (b)

    34,000,000        33,992,130   

0.276%, 12/22/16 (b)

    2,000,000        1,998,745   

0.285%, 11/17/16 (b)

    3,900,000        3,898,541   

0.310%, 10/20/16 (b) (d)

    24,500,000        24,495,843   

0.318%, 10/13/16 (b)

    18,000,000        17,997,960   

0.360%, 12/08/16 (b)

    12,000,000        11,991,840   

0.374%, 03/16/17 (b)

    37,000,000        36,936,874   

0.436%, 02/16/17 (b)

    23,000,000        22,961,908   

0.457%, 03/09/17 (b)

    8,200,000        8,183,620   
   

 

 

 
      180,456,772   
   

 

 

 

Repurchase Agreement—0.1%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at
0.030% to be repurchased at $1,283,907 on 10/03/16, collateralized by $1,275,000 U.S. Treasury Note at 1.625% due 11/30/20 with a value of $1,310,063.

    1,283,903        1,283,903   
   

 

 

 

Total Short-Term Investments
(Cost $452,449,456)

      452,449,456   
   

 

 

 

Total Investments—99.9%
(Cost $1,800,419,924) (e)

      1,817,011,686   

Other assets and liabilities (net)—0.1%

      1,740,600   
   

 

 

 
Net Assets—100.0%     $ 1,818,752,286   
   

 

 

 

 

* 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 futures contracts. As of September 30, 2016, the market value of securities pledged was $27,046,245.
(d) All or a portion of the security was pledged as collateral against open centrally cleared swap contracts. As of September 30, 2016, the market value of securities pledged was $18,696,827.
(e) As of September 30, 2016, the aggregate cost of investments was $1,800,419,924. The aggregate unrealized appreciation and depreciation of investments were $24,247,340 and $(7,655,578), respectively, resulting in net unrealized appreciation of $16,591,762.

Futures Contracts

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Depreciation
 

MSCI EAFE Index Mini Futures

     12/16/16         2,205         USD         189,919,711       $ (1,756,036

Russell 2000 Index Mini Futures

     12/16/16         245         USD         30,660,993         (77,643

S&P 500 Index E-Mini Futures

     12/16/16         3,011         USD         326,825,415         (1,577,195

S&P Midcap 400 Index E-Mini Futures

     12/16/16         527         USD         82,766,353         (1,102,433
              

 

 

 

Net Unrealized Depreciation

  

   $ (4,513,307
              

 

 

 

 

MIST-249


Table of Contents

Met Investors Series Trust

MetLife Multi-Index Targeted Risk Portfolio

Schedule of Investments as of September 30, 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         1.340     10/07/26         USD         82,000,000       $ (1,242,604

Pay

     3M LIBOR         1.470     11/03/26         USD         80,000,000         58,212   

Pay

     3M LIBOR         1.560     12/12/26         USD         81,000,000         384,705   

Pay

     3M LIBOR         1.650     07/05/26         USD         81,000,000         1,283,564   

Pay

     3M LIBOR         1.650     08/11/26         USD         81,000,000         1,252,027   

Pay

     3M LIBOR         1.725     09/14/26         USD         81,000,000         1,782,086   
                

 

 

 

Net Unrealized Appreciation

  

   $ 3,517,990   
                

 

 

 

 

(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 September 30, 2016:

 

Description    Level 1     Level 2     Level 3      Total  
Mutual Funds          

Affiliated Investment Companies

   $ 1,364,562,230      $ —        $ —         $ 1,364,562,230   
Short-Term Investments          

Discount Notes

     —          270,708,781        —           270,708,781   

U.S. Treasury

     —          180,456,772        —           180,456,772   

Repurchase Agreement

     —          1,283,903        —           1,283,903   

Total Short-Term Investments

     —          452,449,456        —           452,449,456   

Total Investments

   $ 1,364,562,230      $ 452,449,456      $ —         $ 1,817,011,686   
                                   
Futures Contracts          

Futures Contracts (Unrealized Depreciation)

   $ (4,513,307   $ —        $ —         $ (4,513,307
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 4,760,594      $ —         $ 4,760,594   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —          (1,242,604     —           (1,242,604

Total Centrally Cleared Swap Contracts

   $ —        $ 3,517,990      $ —         $ 3,517,990   

 

MIST-250


Table of Contents

Met Investors Series Trust

MetLife Small Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—98.5% of Net Assets

 

Security Description   Shares     Value  

Auto Components—0.7%

  

Standard Motor Products, Inc.

    60,600      $ 2,894,256   

Tenneco, Inc. (a)

    66,600        3,880,782   
   

 

 

 
      6,775,038   
   

 

 

 

Banks—14.0%

  

Associated Banc-Corp.

    321,851        6,305,061   

Bank of Hawaii Corp.

    105,700        7,675,934   

Boston Private Financial Holdings, Inc.

    292,000        3,746,360   

Community Bank System, Inc.

    152,300        7,327,153   

East West Bancorp, Inc.

    347,700        12,764,067   

First Citizens BancShares, Inc. - Class A

    47,438        13,941,554   

First Financial Bancorp

    255,100        5,571,384   

First Interstate BancSystem, Inc. - Class A

    96,400        3,037,564   

First Midwest Bancorp, Inc.

    233,400        4,518,624   

Great Western Bancorp, Inc.

    195,700        6,520,724   

Hancock Holding Co.

    409,366        13,275,739   

Hope Bancorp, Inc.

    142,853        2,481,357   

Independent Bank Corp./Rockland Trust

    38,300        2,071,647   

NBT Bancorp, Inc.

    199,900        6,570,713   

Prosperity Bancshares, Inc.

    84,700        4,649,183   

S&T Bancorp, Inc.

    117,000        3,391,830   

TCF Financial Corp.

    412,990        5,992,485   

UMB Financial Corp.

    150,236        8,931,530   

Umpqua Holdings Corp.

    208,000        3,130,400   

Valley National Bancorp

    527,000        5,127,710   

Webster Financial Corp.

    235,400        8,947,554   

WesBanco, Inc.

    142,300        4,678,824   
   

 

 

 
      140,657,397   
   

 

 

 

Beverages—0.3%

  

Cott Corp.

    229,793        3,274,550   
   

 

 

 

Biotechnology—0.1%

  

Emergent BioSolutions, Inc. (a)

    41,014        1,293,171   
   

 

 

 

Building Products—1.2%

  

CSW Industrials, Inc. (a)

    120,262        3,895,286   

Simpson Manufacturing Co., Inc.

    189,635        8,334,458   
   

 

 

 
      12,229,744   
   

 

 

 

Capital Markets—2.6%

  

Apollo Investment Corp. (b)

    415,645        2,410,741   

Artisan Partners Asset Management, Inc. - Class A

    150,389        4,090,581   

CIFC Corp.

    135,272        1,510,988   

Main Street Capital Corp. (b)

    105,400        3,618,382   

New Mountain Finance Corp.

    170,862        2,351,061   

Stifel Financial Corp. (a)

    122,100        4,694,745   

Westwood Holdings Group, Inc.

    130,763        6,944,823   
   

 

 

 
      25,621,321   
   

 

 

 

Chemicals—6.5%

  

A. Schulman, Inc.

    127,163        3,702,987   

Albemarle Corp.

    62,000        5,300,380   

Chemtura Corp. (a)

    129,800        4,258,738   

Chemicals—(Continued)

  

HB Fuller Co.

    154,200      7,165,674   

Innospec, Inc.

    145,258        8,833,139   

Minerals Technologies, Inc.

    9,410        665,193   

Olin Corp.

    301,100        6,178,572   

Quaker Chemical Corp.

    86,711        9,185,296   

Scotts Miracle-Gro Co. (The) - Class A

    104,028        8,662,412   

Sensient Technologies Corp.

    82,184        6,229,547   

Trinseo S.A.

    84,200        4,762,352   
   

 

 

 
      64,944,290   
   

 

 

 

Commercial Services & Supplies—4.0%

  

ACCO Brands Corp. (a)

    314,278        3,029,640   

Brady Corp. - Class A

    102,745        3,556,005   

Deluxe Corp.

    112,998        7,550,526   

Ennis, Inc.

    441,961        7,447,043   

Essendant, Inc.

    69,900        1,434,348   

Knoll, Inc.

    132,952        3,037,953   

Matthews International Corp. - Class A

    64,197        3,900,610   

Tetra Tech, Inc.

    31,341        1,111,665   

UniFirst Corp.

    25,700        3,388,802   

Viad Corp.

    163,330        6,021,977   
   

 

 

 
      40,478,569   
   

 

 

 

Communications Equipment—2.1%

  

Aviat Networks, Inc. (a)

    54,991        506,467   

Brocade Communications Systems, Inc.

    266,400        2,458,872   

CommScope Holding Co., Inc. (a)

    196,190        5,907,281   

NETGEAR, Inc. (a)

    60,929        3,685,595   

NetScout Systems, Inc. (a)

    274,941        8,042,025   
   

 

 

 
      20,600,240   
   

 

 

 

Construction & Engineering—1.8%

  

EMCOR Group, Inc.

    60,095        3,582,864   

MasTec, Inc. (a)

    346,000        10,290,040   

Primoris Services Corp.

    199,300        4,105,580   
   

 

 

 
      17,978,484   
   

 

 

 

Construction Materials—1.2%

  

Eagle Materials, Inc.

    159,127        12,300,517   
   

 

 

 

Containers & Packaging—1.7%

  

Berry Plastics Group, Inc. (a)

    238,003        10,436,432   

Silgan Holdings, Inc.

    130,311        6,592,433   
   

 

 

 
      17,028,865   
   

 

 

 

Distributors—0.3%

  

Core-Mark Holding Co., Inc.

    87,199        3,121,724   
   

 

 

 

Diversified Consumer Services—0.5%

  

Liberty Tax, Inc.

    134,057        1,713,249   

Service Corp. International

    111,400        2,956,556   
   

 

 

 
      4,669,805   
   

 

 

 

 

MIST-251


Table of Contents

Met Investors Series Trust

MetLife Small Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Electric Utilities—0.9%

  

El Paso Electric Co.

    95,100      $ 4,447,827   

Hawaiian Electric Industries, Inc.

    144,105        4,301,534   
   

 

 

 
      8,749,361   
   

 

 

 

Electrical Equipment—0.9%

  

EnerSys

    59,335        4,105,389   

Regal-Beloit Corp.

    39,800        2,367,702   

Thermon Group Holdings, Inc. (a)

    141,700        2,798,575   
   

 

 

 
      9,271,666   
   

 

 

 

Electronic Equipment, Instruments & Components—4.4%

  

AVX Corp.

    301,710        4,160,581   

Badger Meter, Inc.

    103,760        3,476,998   

Jabil Circuit, Inc.

    77,232        1,685,202   

Novanta, Inc. (a)

    594,154        10,308,572   

Orbotech, Ltd. (a)

    159,056        4,709,648   

Tech Data Corp. (a)

    57,876        4,902,676   

TTM Technologies, Inc. (a)

    106,813        1,223,009   

Vishay Intertechnology, Inc.

    990,390        13,954,595   
   

 

 

 
      44,421,281   
   

 

 

 

Energy Equipment & Services—2.4%

  

Atwood Oceanics, Inc. (b)

    162,616        1,413,133   

CARBO Ceramics, Inc. (b)

    194,058        2,122,995   

Dril-Quip, Inc. (a)

    43,700        2,435,838   

Helix Energy Solutions Group, Inc. (a)

    332,900        2,706,477   

Patterson-UTI Energy, Inc.

    493,351        11,036,262   

Steel Excel, Inc. (a)

    287,319        3,174,875   

TETRA Technologies, Inc. (a)

    279,448        1,707,427   
   

 

 

 
      24,597,007   
   

 

 

 

Equity Real Estate Investment Trusts—4.8%

  

Brandywine Realty Trust

    386,500        6,037,130   

Education Realty Trust, Inc.

    89,467        3,859,606   

Gramercy Property Trust

    484,619        4,671,727   

Healthcare Realty Trust, Inc.

    148,000        5,040,880   

Highwoods Properties, Inc.

    130,400        6,796,448   

LaSalle Hotel Properties

    210,689        5,029,147   

Lexington Realty Trust

    490,100        5,048,030   

Ramco-Gershenson Properties Trust

    194,000        3,635,560   

Summit Hotel Properties, Inc.

    265,000        3,487,400   

Washington Real Estate Investment Trust (b)

    149,700        4,658,664   
   

 

 

 
      48,264,592   
   

 

 

 

Food & Staples Retailing—0.2%

  

SUPERVALU, Inc. (a)

    421,016        2,100,870   
   

 

 

 

Food Products—2.5%

  

J&J Snack Foods Corp.

    36,900        4,395,528   

Nomad Foods, Ltd. (a)

    404,674        4,783,246   

Pinnacle Foods, Inc.

    86,800        4,354,756   

Snyder’s-Lance, Inc.

    89,381        3,001,414   

TreeHouse Foods, Inc. (a)

    95,388        8,316,880   
   

 

 

 
      24,851,824   
   

 

 

 

Gas Utilities—0.6%

  

Southwest Gas Corp.

    88,900      6,210,554   
   

 

 

 

Health Care Equipment & Supplies—3.2%

  

Analogic Corp.

    111,941        9,917,973   

Haemonetics Corp. (a)

    186,774        6,763,086   

Halyard Health, Inc. (a)

    38,217        1,324,601   

ICU Medical, Inc. (a)

    24,907        3,147,747   

STERIS plc

    105,259        7,694,433   

Teleflex, Inc.

    21,500        3,613,075   
   

 

 

 
      32,460,915   
   

 

 

 

Health Care Providers & Services—1.8%

  

Air Methods Corp. (a)

    30,209        951,281   

Owens & Minor, Inc.

    225,238        7,822,516   

Patterson Cos., Inc.

    136,116        6,253,169   

VCA, Inc. (a)

    42,700        2,988,146   
   

 

 

 
      18,015,112   
   

 

 

 

Hotels, Restaurants & Leisure—3.1%

  

Cheesecake Factory, Inc. (The)

    82,300        4,119,938   

Denny’s Corp. (a)

    555,706        5,940,497   

DineEquity, Inc.

    86,039        6,813,428   

International Speedway Corp. - Class A

    93,100        3,111,402   

Ruby Tuesday, Inc. (a)

    386,235        965,588   

Texas Roadhouse, Inc.

    72,000        2,810,160   

Wendy’s Co. (The)

    640,929        6,922,033   
   

 

 

 
      30,683,046   
   

 

 

 

Household Durables—1.2%

  

Dixie Group, Inc. (The) (a)

    302,994        1,514,970   

Helen of Troy, Ltd. (a)

    75,560        6,511,005   

Meritage Homes Corp. (a)

    126,800        4,399,960   
   

 

 

 
      12,425,935   
   

 

 

 

Household Products—0.8%

  

Central Garden and Pet Co. (a)

    209,000        5,434,000   

Energizer Holdings, Inc.

    57,180        2,856,713   
   

 

 

 
      8,290,713   
   

 

 

 

Insurance—6.6%

  

Allied World Assurance Co. Holdings AG

    97,537        3,942,446   

American Equity Investment Life Holding Co.

    247,200        4,382,856   

Brown & Brown, Inc.

    173,818        6,554,677   

Endurance Specialty Holdings, Ltd.

    69,731        4,563,894   

Infinity Property & Casualty Corp.

    45,000        3,718,350   

ProAssurance Corp.

    251,917        13,220,604   

RenaissanceRe Holdings, Ltd.

    29,767        3,576,803   

Selective Insurance Group, Inc.

    237,300        9,458,778   

Stewart Information Services Corp.

    90,530        4,024,058   

Validus Holdings, Ltd.

    250,199        12,464,914   
   

 

 

 
      65,907,380   
   

 

 

 

 

MIST-252


Table of Contents

Met Investors Series Trust

MetLife Small Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

IT Services—1.2%

  

DST Systems, Inc.

    56,754      $ 6,692,432   

Sykes Enterprises, Inc. (a)

    186,342        5,241,800   
   

 

 

 
      11,934,232   
   

 

 

 

Life Sciences Tools & Services—0.6%

  

Bio-Rad Laboratories, Inc. - Class A (a)

    14,305        2,343,302   

VWR Corp. (a)

    142,265        4,034,636   
   

 

 

 
      6,377,938   
   

 

 

 

Machinery—6.9%

  

Altra Industrial Motion Corp.

    141,400        4,096,358   

Barnes Group, Inc.

    101,900        4,132,045   

CIRCOR International, Inc.

    36,200        2,156,072   

Douglas Dynamics, Inc.

    296,159        9,459,319   

EnPro Industries, Inc.

    43,700        2,483,034   

ESCO Technologies, Inc.

    133,402        6,192,521   

Franklin Electric Co., Inc.

    238,009        9,689,346   

Hillenbrand, Inc.

    150,374        4,757,833   

ITT, Inc.

    170,100        6,096,384   

Kadant, Inc.

    174,686        9,102,888   

Mueller Industries, Inc.

    342,888        11,116,429   
   

 

 

 
      69,282,229   
   

 

 

 

Marine—0.6%

  

Kirby Corp. (a)

    45,400        2,822,064   

Matson, Inc.

    85,800        3,421,704   
   

 

 

 
      6,243,768   
   

 

 

 

Media—1.7%

  

AH Belo Corp. - Class A

    593,064        4,359,020   

Cable One, Inc.

    1,065        621,960   

Cinemark Holdings, Inc.

    92,000        3,521,760   

Gannett Co., Inc.

    107,215        1,247,983   

Meredith Corp.

    56,400        2,932,236   

New Media Investment Group, Inc.

    143,254        2,220,437   

Time, Inc.

    146,210        2,117,121   
   

 

 

 
      17,020,517   
   

 

 

 

Metals & Mining—0.7%

  

Compass Minerals International, Inc. (b)

    39,696        2,925,595   

Kaiser Aluminum Corp.

    36,800        3,182,832   

Real Industry, Inc. (a)

    104,968        642,404   
   

 

 

 
      6,750,831   
   

 

 

 

Mortgage Real Estate Investment Trusts—0.6%

  

Annaly Capital Management, Inc.

    258,176        2,710,848   

Apollo Commercial Real Estate Finance, Inc.

    206,899        3,386,937   
   

 

 

 
      6,097,785   
   

 

 

 

Multi-Utilities—1.0%

  

Black Hills Corp.

    73,000        4,469,060   

NorthWestern Corp.

    88,800        5,108,664   
   

 

 

 
      9,577,724   
   

 

 

 

Oil, Gas & Consumable Fuels—2.8%

  

Carrizo Oil & Gas, Inc. (a)

    41,231      1,674,803   

Energen Corp.

    74,698        4,311,569   

Jones Energy, Inc. - Class A (a) (b)

    87,700        312,212   

Laredo Petroleum, Inc. (a) (b)

    290,555        3,748,159   

Oasis Petroleum, Inc. (a) (b)

    316,800        3,633,696   

SM Energy Co.

    132,600        5,115,708   

Western Refining, Inc.

    150,200        3,974,292   

Whiting Petroleum Corp. (a) (b)

    137,900        1,205,246   

WPX Energy, Inc. (a)

    334,472        4,411,686   
   

 

 

 
      28,387,371   
   

 

 

 

Paper & Forest Products—1.6%

  

Clearwater Paper Corp. (a)

    82,125        5,311,024   

Neenah Paper, Inc.

    55,694        4,400,383   

PH Glatfelter Co.

    15,139        328,213   

Schweitzer-Mauduit International, Inc.

    157,275        6,064,524   
   

 

 

 
      16,104,144   
   

 

 

 

Pharmaceuticals—0.3%

  

Innoviva, Inc. (b)

    286,984        3,153,954   
   

 

 

 

Professional Services—0.7%

  

Korn/Ferry International

    333,477        7,003,017   
   

 

 

 

Real Estate Management & Development—0.4%

  

Alexander & Baldwin, Inc.

    98,600        3,788,212   
   

 

 

 

Road & Rail—0.6%

  

Saia, Inc. (a)

    64,000        1,917,440   

Werner Enterprises, Inc.

    187,900        4,372,433   
   

 

 

 
      6,289,873   
   

 

 

 

Semiconductors & Semiconductor Equipment—2.3%

  

Cirrus Logic, Inc. (a)

    75,100        3,991,565   

DSP Group, Inc. (a)

    221,236        2,657,044   

Exar Corp. (a)

    270,821        2,521,344   

MaxLinear, Inc. - Class A (a)

    142,700        2,892,529   

ON Semiconductor Corp. (a)

    531,000        6,541,920   

Teradyne, Inc.

    223,500        4,823,130   
   

 

 

 
      23,427,532   
   

 

 

 

Software—2.0%

  

ACI Worldwide, Inc. (a)

    130,209        2,523,450   

Progress Software Corp. (a)

    129,254        3,515,709   

PTC, Inc. (a)

    109,900        4,869,669   

Synopsys, Inc. (a)

    151,000        8,961,850   
   

 

 

 
      19,870,678   
   

 

 

 

Specialty Retail—1.5%

  

Asbury Automotive Group, Inc. (a)

    32,200        1,792,574   

Buckle, Inc. (The) (b)

    185,730        4,463,092   

Cato Corp. (The) - Class A

    52,654        1,731,790   

Christopher & Banks Corp. (a)

    447,352        648,660   

Finish Line, Inc. (The) - Class A

    50,500        1,165,540   

 

MIST-253


Table of Contents

Met Investors Series Trust

MetLife Small Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description  

Shares/
Principal
Amount*

    Value  

Specialty Retail—(Continued)

  

Genesco, Inc. (a)

    26,300      $ 1,432,298   

Guess?, Inc.

    186,220        2,720,674   

Office Depot, Inc.

    226,538        808,741   
   

 

 

 
      14,763,369   
   

 

 

 

Technology Hardware, Storage & Peripherals—1.0%

  

Electronics For Imaging, Inc. (a)

    123,100        6,022,052   

Imation Corp. (a) (b)

    1,423,110        900,259   

Super Micro Computer, Inc. (a)

    129,300        3,021,741   
   

 

 

 
      9,944,052   
   

 

 

 

Textiles, Apparel & Luxury Goods—1.0%

  

Delta Apparel, Inc. (a)

    179,222        2,949,994   

Steven Madden, Ltd. (a)

    102,400        3,538,944   

Wolverine World Wide, Inc.

    152,400        3,509,772   
   

 

 

 
      9,998,710   
   

 

 

 

Trading Companies & Distributors—0.6%

  

H&E Equipment Services, Inc.

    210,200        3,522,952   

WESCO International, Inc. (a)

    34,700        2,133,703   
   

 

 

 
      5,656,655   
   

 

 

 

Total Common Stocks
(Cost $930,338,586)

      988,896,562   
   

 

 

 
Short-Term Investment—1.4%   

Repurchase Agreement—1.4%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $13,640,592 on 10/03/16, collateralized by $12,975,000 U.S. Treasury Notes at 2.625% due 11/15/20 with a value of $13,915,688.

    13,640,557        13,640,557   
   

 

 

 

Total Short-Term Investments
(Cost $13,640,557)

      13,640,557   
   

 

 

 
Securities Lending Reinvestments (c)—2.5%   

Certificates of Deposit—0.4%

   

Abbey National Treasury Services
0.440%, 10/03/16

    500,000        500,000   

ABN AMRO Bank NV
Zero Coupon, 12/22/16

    250,000        249,468   

Bank of Montreal
0.500%, 10/24/16

    250,000        250,000   

Chiba Bank Ltd, New York
0.870%, 11/30/16

    250,000        250,042   

DZ Bank AG
0.950%, 01/03/17

    250,000        250,000   

Certificates of Deposit—(Continued)

   

KBC Bank NV
Zero Coupon, 12/27/16

    400,000      399,444   

1.000%, 01/04/17

    250,000        250,000   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    400,000        400,000   

National Bank of Canada
0.420%, 10/06/16

    500,000        499,999   

0.480%, 10/28/16

    200,000        199,999   

Norinchukin Bank
0.480%, 10/24/16

    400,000        400,000   

Standard Chartered Bank New York
0.910%, 12/16/16

    100,000        100,008   

Sumitomo Mitsui Trust Bank
0.540%, 10/26/16

    300,000        300,009   

Swedbank
0.350%, 10/03/16

    400,000        399,999   
   

 

 

 
      4,448,968   
   

 

 

 

Commercial Paper—0.2%

   

Albion Capital Corp.
0.720%, 10/25/16

    300,000        299,904   

Charta, LLC
0.880%, 12/22/16

    750,000        748,567   

Credit Agricole Corporate and Investment Bank
0.610%, 11/01/16

    400,000        399,785   

Credit Suisse AG
0.971%, 10/19/16

    200,000        199,998   

Kells Funding, LLC
1.040%, 01/19/17

    100,000        99,703   

Manhattan Asset Funding
0.740%, 11/28/16

    250,000        249,752   
   

 

 

 
      1,997,709   
   

 

 

 

Repurchase Agreements—1.7%

   

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $1,900,148 on 10/03/16, collateralized by $1,795,528 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $1,938,001.

    1,900,000        1,900,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $2,500,174 on 10/03/16, collateralized by $2,454,308 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $2,550,002.

    2,500,000        2,500,000   

 

MIST-254


Table of Contents

Met Investors Series Trust

MetLife Small Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (c)—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Repurchase Agreements—(Continued)

  

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $2,000,083 on 10/03/16, collateralized by $1,944,385 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $2,040,000.

    2,000,000      $ 2,000,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $1,000,038 on 10/03/16, collateralized by $788,800 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $1,020,014.

    1,000,000        1,000,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $569,568 on 10/03/16, collateralized by $470,550 U.S. Treasury Obligations with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $580,936.

    569,545        569,545   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $3,500,204 on 10/03/16, collateralized by $5,598,463 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $3,570,208.

    3,500,000        3,500,000   

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $2,000,144 on 10/04/16, collateralized by $1,923,548 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $2,040,000.

    2,000,000        2,000,000   

Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $3,000,130 on 10/03/16, collateralized by $4,235,626 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $3,060,000.

    3,000,000        3,000,000   

Repurchase Agreements—(Continued)

  

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $1,000,038 on 10/03/16, collateralized by $936,180 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $1,020,021.

    1,000,000      1,000,000   
   

 

 

 
      17,469,545   
   

 

 

 

Time Deposits—0.2%

   

ANZ London
0.420%, 10/03/16

    58,720        58,720   

Canadian Imperial Bank
0.260%, 10/03/16

    1,000,000        1,000,000   

DBS Bank Limited, Singapore
0.380%, 10/04/16

    200,000        200,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    100,000        100,000   

Royal Bank of Canada
0.280%, 10/03/16

    100,000        100,000   
   

 

 

 
      1,458,720   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $25,374,428)

      25,374,942   
   

 

 

 

Total Investments—102.4%
(Cost $969,353,571) (d)

      1,027,912,061   

Other assets and liabilities (net)—(2.4)%

      (24,313,359
   

 

 

 
Net Assets—100.0%     $ 1,003,598,702   
   

 

 

 

 

* 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 September 30, 2016, the market value of securities loaned was $24,450,394 and the collateral received consisted of cash in the amount of $24,873,996. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(d) As of September 30, 2016, the aggregate cost of investments was $969,353,571. The aggregate unrealized appreciation and depreciation of investments were $124,902,530 and $(66,344,040), respectively, resulting in net unrealized appreciation of $58,558,490.

 

MIST-255


Table of Contents

Met Investors Series Trust

MetLife Small Cap Value Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Common Stocks*

   $ 988,896,562       $ —        $ —         $ 988,896,562   

Total Short-Term Investment*

     —           13,640,557        —           13,640,557   
Securities Lending Reinvestments           

Certificates of Deposit

     —           4,448,968        —           4,448,968   

Commercial Paper

     —           1,997,709        —           1,997,709   

Repurchase Agreements

     —           17,469,545        —           17,469,545   

Time Deposits

     —           1,458,720        —           1,458,720   

Total Securities Lending Reinvestments

     —           25,374,942        —           25,374,942   

Total Investments

   $ 988,896,562       $ 39,015,499      $ —         $ 1,027,912,061   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (24,873,996   $ —         $ (24,873,996

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-256


Table of Contents

Met Investors Series Trust

MFS Research International Portfolio

 

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—98.9% of Net Assets

 

Security Description   Shares     Value  

Australia—5.5%

  

AMP, Ltd.

    3,206,997      $ 13,010,090   

APA Group

    2,074,152        13,558,727   

BHP Billiton plc

    1,482,663        22,284,234   

Brambles, Ltd.

    1,426,146        13,113,653   

Iluka Resources, Ltd.

    1,805,803        8,706,521   

Oil Search, Ltd.

    2,076,706        11,363,393   

Orica, Ltd.

    1,086,665        12,677,484   

Westpac Banking Corp.

    443,963        10,092,843   
   

 

 

 
      104,806,945   
   

 

 

 

Belgium—1.0%

  

KBC Groep NV (a)

    319,125        18,576,893   
   

 

 

 

Brazil—0.6%

   

Ambev S.A. (ADR)

    1,748,818        10,650,302   
   

 

 

 

Canada—0.6%

   

Enbridge, Inc.

    267,325        11,748,892   
   

 

 

 

China—1.8%

   

Alibaba Group Holding, Ltd. (ADR) (a)

    187,057        19,788,760   

China Resources Gas Group, Ltd.

    4,002,424        13,749,830   
   

 

 

 
      33,538,590   
   

 

 

 

Denmark—0.4%

  

TDC A/S (a)

    1,210,251        7,135,806   
   

 

 

 

France—9.5%

   

BNP Paribas S.A.

    487,108        25,044,999   

Danone S.A.

    470,268        34,880,892   

Engie S.A. (b)

    1,041,731        16,137,442   

L’Oreal S.A.

    157,239        29,685,937   

Legrand S.A.

    116,069        6,843,501   

LVMH Moet Hennessy Louis Vuitton SE

    133,503        22,759,286   

Schneider Electric SE

    547,555        38,179,893   

Technip S.A.

    96,584        5,931,563   
   

 

 

 
      179,463,513   
   

 

 

 

Germany—6.6%

   

Bayer AG

    361,124        36,272,687   

GEA Group AG

    294,417        16,330,887   

LEG Immobilien AG (a)

    273,607        26,189,413   

Linde AG

    183,258        31,143,796   

Symrise AG

    202,089        14,811,799   
   

 

 

 
      124,748,582   
   

 

 

 

Greece—0.3%

   

Hellenic Telecommunications Organization S.A.

    741,625        6,528,693   
   

 

 

 

Hong Kong—3.0%

   

AIA Group, Ltd.

    5,661,828        37,934,875   

CK Hutchison Holdings, Ltd.

    1,159,514        14,794,007   

Esprit Holdings, Ltd. (a)

    4,702,797        3,825,440   
   

 

 

 
      56,554,322   
   

 

 

 

India—0.8%

   

HDFC Bank, Ltd. (ADR)

    214,949      $ 15,452,684   
   

 

 

 

Israel—0.7%

   

Check Point Software Technologies, Ltd. (a)

    67,325        5,225,093   

Mellanox Technologies, Ltd. (a)

    197,374        8,536,426   
   

 

 

 
      13,761,519   
   

 

 

 

Italy—3.2%

   

Cerved Information Solutions S.p.A.

    433,917        3,671,164   

Enel S.p.A.

    4,189,439        18,684,932   

Eni S.p.A.

    1,144,153        16,488,061   

Intesa Sanpaolo S.p.A.

    9,301,047        20,648,503   
   

 

 

 
      59,492,660   
   

 

 

 

Japan—19.9%

   

ABC-Mart, Inc.

    122,500        8,325,527   

AEON Financial Service Co., Ltd.

    887,399        15,461,278   

Daikin Industries, Ltd.

    269,200        25,080,348   

Japan Tobacco, Inc.

    737,231        30,119,612   

KDDI Corp.

    1,174,800        36,151,607   

Koito Manufacturing Co., Ltd.

    302,300        14,717,078   

Kubota Corp.

    1,718,200        25,973,106   

Mitsubishi Corp.

    582,954        13,251,102   

Mitsui Fudosan Co., Ltd.

    830,000        17,672,947   

Nippon Paint Holdings Co., Ltd.

    407,100        13,658,104   

Nomura Research Institute, Ltd.

    218,100        7,526,022   

Santen Pharmaceutical Co., Ltd.

    1,956,800        28,857,313   

Shionogi & Co., Ltd.

    223,100        11,403,558   

SoftBank Group Corp.

    282,800        18,320,315   

Sumitomo Mitsui Financial Group, Inc.

    604,782        20,382,930   

Sundrug Co., Ltd.

    219,170        18,324,904   

Terumo Corp.

    157,300        6,029,931   

TOTO, Ltd. (b)

    553,000        20,840,529   

USS Co., Ltd.

    1,361,700        23,018,216   

Yamato Holdings Co., Ltd.

    889,866        20,711,576   
   

 

 

 
      375,826,003   
   

 

 

 

Netherlands—4.1%

   

ABN AMRO Group NV

    900,602        18,635,343   

Akzo Nobel NV

    432,769        29,286,114   

RELX NV

    1,656,368        29,743,570   
   

 

 

 
      77,665,027   
   

 

 

 

Norway—1.0%

   

DNB ASA

    1,413,768        18,573,787   
   

 

 

 

Portugal—0.7%

   

Galp Energia SGPS S.A.

    995,431        13,608,874   
   

 

 

 

Singapore—0.6%

   

Broadcom, Ltd.

    70,303        12,128,674   
   

 

 

 

South Korea—1.4%

   

NAVER Corp.

    19,341        15,526,009   

Samsung Electronics Co., Ltd.

    7,920        11,542,979   
   

 

 

 
      27,068,988   
   

 

 

 

 

MIST-257


Table of Contents

Met Investors Series Trust

MFS Research International Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description       
Shares
    Value  

Spain—1.2%

   

Aena S.A.

    53,593      $ 7,904,741   

Amadeus IT Group S.A.

    290,087        14,492,730   
   

 

 

 
      22,397,471   
   

 

 

 

Switzerland—15.5%

   

Dufry AG (a)

    64,302        8,042,799   

Julius Baer Group, Ltd. (a)

    272,844        11,073,929   

Nestle S.A.

    890,388        70,156,900   

Novartis AG

    802,513        63,110,647   

Roche Holding AG

    251,394        62,279,367   

Schindler Holding AG (Participation Certificate)

    111,572        20,902,385   

Swiss Re AG

    111,938        10,099,193   

UBS Group AG

    2,064,697        28,035,827   

Zurich Insurance Group AG (a)

    74,065        19,059,444   
   

 

 

 
      292,760,491   
   

 

 

 

Taiwan—1.5%

   

Taiwan Semiconductor Manufacturing Co., Ltd.

    4,846,468        28,423,352   
   

 

 

 

Thailand—0.6%

   

Kasikornbank PCL

    2,053,342        11,111,158   
   

 

 

 

United Kingdom—15.2%

   

Aon plc

    182,176        20,492,978   

Barclays plc

    7,963,997        17,364,612   

BP plc

    5,723,835        33,336,445   

BT Group plc

    1,850,109        9,328,394   

Cairn Energy plc (a)

    2,579,726        6,286,175   

Croda International plc

    423,052        19,122,991   

GKN plc

    6,421,259        26,688,588   

Hiscox, Ltd.

    933,852        12,612,490   

Just Eat plc (a)

    1,129,288        7,845,571   

Lloyds Banking Group plc

    26,521,962        18,783,107   

Reckitt Benckiser Group plc

    343,601        32,380,156   

Rio Tinto plc

    757,101        25,192,534   

Vodafone Group plc

    6,374,431        18,277,887   

Whitbread plc

    367,779        18,662,582   

WPP plc

    863,173        20,316,261   
   

 

 

 
      286,690,771   
   

 

 

 

United States—3.2%

   

Cognizant Technology Solutions Corp. - Class A (a)

    458,377        21,869,167   

MasterCard, Inc. - Class A

    231,457        23,555,379   

Pricesmart, Inc.

    97,610        8,175,813   

Yum! Brands, Inc.

    71,351        6,479,384   
   

 

 

 
      60,079,743   
   

 

 

 

Total Common Stocks
(Cost $1,766,605,323)

      1,868,793,740   
   

 

 

 
Short-Term Investment—0.8%   
Security Description   Principal
Amount*
    Value  

Repurchase Agreement—0.8%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $14,816,601 on 10/03/16, collateralized by $14,585,000 U.S. Treasury Notes with rates ranging from 1.375% - 3.625%, maturity dates ranging from 01/31/21 - 02/15/21, with a value of $15,114,800.

    14,816,564      $ 14,816,564   
   

 

 

 

Total Short-Term Investments
(Cost $14,816,564)

      14,816,564   
   

 

 

 
Securities Lending Reinvestments (c)—0.2%   

Repurchase Agreements—0.2%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $200,016 on 10/03/16, collateralized by $189,003 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $204,000.

    200,000        200,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $400,028 on 10/03/16, collateralized by $392,689 Corporate and Foreign Bonds with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $408,000.

    400,000        400,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $139,120 on 10/03/16, collateralized by $114,934 U.S. Treasury Obligations with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $141,896.

    139,114        139,114   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $400,023 on 10/03/16, collateralized by $639,824 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $408,024.

    400,000        400,000   

 

MIST-258


Table of Contents

Met Investors Series Trust

MFS Research International Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (c)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreements—(Continued)

  

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $3,000,216 on 10/04/16, collateralized by $2,885,322 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $3,060,000.

    3,000,000      $ 3,000,000   
   

 

 

 
      4,139,114   
   

 

 

 

Time Deposits—0.0%

   

ANZ London

   

0.420%, 10/03/16

    4,859        4,859   

Den Norske Bank, Oslo

   

0.400%, 10/03/16

    9,796        9,796   

Royal Bank of Canada

   

0.280%, 10/03/16

    10,099        10,099   
   

 

 

 
      24,754   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $4,163,868)

      4,163,868   
   

 

 

 

Total Investments—99.9%
(Cost $1,785,585,755) (d)

      1,887,774,172   

Other assets and liabilities (net)—0.1%

      1,658,378   
   

 

 

 
Net Assets—100.0%     $ 1,889,432,550   
   

 

 

 

 

* 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 September 30, 2016, the market value of securities loaned was $3,934,334 and the collateral received consisted of cash in the amount of $4,163,868. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(d) As of September 30, 2016, the aggregate cost of investments was $1,785,585,755. The aggregate unrealized appreciation and depreciation of investments were $239,278,869 and $(137,090,452), respectively, resulting in net unrealized appreciation of $102,188,417.
(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
September 30, 2016 (Unaudited)

  

% of
Net Assets

 

Pharmaceuticals

     10.7   

Banks

     10.3   

Chemicals

     6.4   

Food Products

     5.6   

Insurance

     5.3   

Oil, Gas & Consumable Fuels

     4.9   

Wireless Telecommunication Services

     3.8   

IT Services

     3.6   

Machinery

     3.3   

Metals & Mining

     3.0   

 

MIST-259


Table of Contents

Met Investors Series Trust

MFS Research International Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Common Stocks           

Australia

   $ —         $ 104,806,945      $ —         $ 104,806,945   

Belgium

     —           18,576,893        —           18,576,893   

Brazil

     10,650,302         —          —           10,650,302   

Canada

     11,748,892         —          —           11,748,892   

China

     19,788,760         13,749,830        —           33,538,590   

Denmark

     —           7,135,806        —           7,135,806   

France

     —           179,463,513        —           179,463,513   

Germany

     —           124,748,582        —           124,748,582   

Greece

     —           6,528,693        —           6,528,693   

Hong Kong

     —           56,554,322        —           56,554,322   

India

     15,452,684         —          —           15,452,684   

Israel

     13,761,519         —          —           13,761,519   

Italy

     —           59,492,660        —           59,492,660   

Japan

     —           375,826,003        —           375,826,003   

Netherlands

     —           77,665,027        —           77,665,027   

Norway

     —           18,573,787        —           18,573,787   

Portugal

     —           13,608,874        —           13,608,874   

Singapore

     12,128,674         —          —           12,128,674   

South Korea

     —           27,068,988        —           27,068,988   

Spain

     —           22,397,471        —           22,397,471   

Switzerland

     —           292,760,491        —           292,760,491   

Taiwan

     —           28,423,352        —           28,423,352   

Thailand

     11,111,158         —          —           11,111,158   

United Kingdom

     20,492,978         266,197,793        —           286,690,771   

United States

     60,079,743         —          —           60,079,743   

Total Common Stocks

     175,214,710         1,693,579,030        —           1,868,793,740   

Total Short-Term Investment*

     —           14,816,564        —           14,816,564   
Securities Lending Reinvestments           

Repurchase Agreements

     —           4,139,114        —           4,139,114   

Time Deposits

     —           24,754        —           24,754   

Total Securities Lending Reinvestments

     —           4,163,868        —           4,163,868   

Total Investments

   $ 175,214,710       $ 1,712,559,462      $ —         $ 1,887,774,172   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (4,163,868   $ —         $ (4,163,868

 

* See Schedule of Investments for additional detailed categorizations.

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. Transfers from Level 2 to Level 1 in the amount of $4,467,605 were due to the discontinuation of a systematic fair valuation model factor.

 

MIST-260


Table of Contents

Met Investors Series Trust

Morgan Stanley Mid Cap Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—92.2% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—1.5%

   

TransDigm Group, Inc. (a)

    50,661      $ 14,647,108   
   

 

 

 

Air Freight & Logistics—0.6%

   

XPO Logistics, Inc. (a) (b)

    151,449        5,553,635   
   

 

 

 

Automobiles—4.4%

   

Tesla Motors, Inc. (a) (b)

    211,487        43,149,693   
   

 

 

 

Biotechnology—1.0%

   

Alnylam Pharmaceuticals, Inc. (a)

    58,204        3,945,067   

Intrexon Corp. (a) (b)

    131,879        3,695,250   

Juno Therapeutics, Inc. (a) (b)

    60,552        1,817,165   
   

 

 

 
      9,457,482   
   

 

 

 

Capital Markets—8.5%

   

Affiliated Managers Group, Inc. (a)

    55,515        8,033,021   

MSCI, Inc.

    314,347        26,386,287   

S&P Global, Inc.

    389,749        49,326,633   
   

 

 

 
      83,745,941   
   

 

 

 

Communications Equipment—0.9%

   

Palo Alto Networks, Inc. (a)

    53,461        8,517,941   
   

 

 

 

Consumer Finance—0.6%

   

LendingClub Corp. (a) (b)

    963,238        5,952,811   
   

 

 

 

Food Products—3.0%

   

Mead Johnson Nutrition Co.

    377,621        29,835,835   
   

 

 

 

Health Care Equipment & Supplies—6.5%

  

 

DexCom, Inc. (a)

    151,303        13,263,221   

Intuitive Surgical, Inc. (a)

    69,610        50,455,416   
   

 

 

 
      63,718,637   
   

 

 

 

Health Care Technology—4.5%

   

athenahealth, Inc. (a) (b)

    351,037        44,272,787   
   

 

 

 

Hotels, Restaurants & Leisure—6.6%

   

Chipotle Mexican Grill, Inc. (a)

    11,583        4,905,400   

Dunkin’ Brands Group, Inc.

    688,927        35,879,318   

Marriott International, Inc. - Class A

    360,296        24,258,730   
   

 

 

 
      65,043,448   
   

 

 

 

Internet & Direct Marketing Retail—1.4%

  

 

TripAdvisor, Inc. (a)

    70,632        4,462,530   

Zalando SE (a)

    225,626        9,414,094   
   

 

 

 
      13,876,624   
   

 

 

 

Internet Software & Services—12.3%

   

Dropbox, Inc. (a) (c) (d)

    460,161        4,118,441   

LinkedIn Corp. - Class A (a)

    50,825        9,713,674   

MercadoLibre, Inc.

    101,616        18,795,911   

Pandora Media, Inc. (a) (b)

    511,651        7,331,959   

SurveyMonkey, Inc. (a) (c) (d)

    303,799        3,083,560   

Twitter, Inc. (a)

    1,475,678        34,014,378   

Internet Software & Services—(Continued)

  

Yelp, Inc. (a)

    182,811      7,623,219   

Zillow Group, Inc. - Class A (a) (b)

    353,539        12,179,418   

Zillow Group, Inc. - Class C (a) (b)

    707,078        24,500,253   
   

 

 

 
      121,360,813   
   

 

 

 

IT Services—3.9%

   

FleetCor Technologies, Inc. (a)

    168,224        29,225,556   

Gartner, Inc. (a)

    108,656        9,610,623   
   

 

 

 
      38,836,179   
   

 

 

 

Life Sciences Tools & Services—6.2%

   

Illumina, Inc. (a)

    333,385        60,562,719   
   

 

 

 

Multiline Retail—1.0%

   

Dollar Tree, Inc. (a)

    122,801        9,692,683   
   

 

 

 

Pharmaceuticals—3.0%

   

Zoetis, Inc.

    572,427        29,771,928   
   

 

 

 

Professional Services—6.1%

   

IHS Markit, Ltd. (a)

    678,524        25,478,576   

Verisk Analytics, Inc. (a)

    425,886        34,616,014   
   

 

 

 
      60,094,590   
   

 

 

 

Semiconductors & Semiconductor Equipment—0.9%

  

NVIDIA Corp.

    128,740        8,821,265   
   

 

 

 

Software—14.5%

   

Atlassian Corp. plc - Class A (a)

    164,243        4,922,363   

FireEye, Inc. (a)

    272,555        4,014,735   

Mobileye NV (a)

    128,467        5,468,840   

NetSuite, Inc. (a)

    96,004        10,626,683   

ServiceNow, Inc. (a)

    383,918        30,387,110   

Splunk, Inc. (a)

    511,647        30,023,446   

Tableau Software, Inc. - Class A (a)

    111,920        6,185,818   

Workday, Inc. - Class A (a) (b)

    555,495        50,933,337   
   

 

 

 
      142,562,332   
   

 

 

 

Technology Hardware, Storage & Peripherals—0.4%

  

 

3D Systems Corp. (a) (b)

    146,928        2,637,358   

Stratasys, Ltd. (a)

    52,231        1,258,245   
   

 

 

 
      3,895,603   
   

 

 

 

Textiles, Apparel & Luxury Goods—3.6%

  

 

lululemon athletica, Inc. (a) (b)

    153,395        9,354,027   

Michael Kors Holdings, Ltd. (a)

    348,423        16,302,712   

Under Armour, Inc. - Class C (a)

    289,268        9,794,615   
   

 

 

 
      35,451,354   
   

 

 

 

Trading Companies & Distributors—0.8%

  

 

Fastenal Co.

    198,717        8,302,396   
   

 

 

 

Total Common Stocks
(Cost $773,979,234)

      907,123,804   
   

 

 

 

 

MIST-261


Table of Contents

Met Investors Series Trust

Morgan Stanley Mid Cap Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Convertible Preferred Stock—2.0%

 

Security Description   Shares/
Notional/
Principal
Amount*
    Value  

Internet Software & Services—2.0%

   

Airbnb, Inc. - Series D (a) (c) (d)
(Cost $7,659,587)

    188,136      $ 19,754,280   
   

 

 

 
Preferred Stocks—1.0%   

Internet & Direct Marketing Retail—0.5%

  

 

Flipkart Online Pvt., Ltd. - Series D (a) (c) (d)

    98,557        5,137,776   
   

 

 

 

Internet Software & Services—0.1%

  

 

Dropbox, Inc. - Series A (a) (c) (d)

    51,888        464,398   

Peixe Urbano, Inc. - Series C (a) (c) (d)

    71,709        49,479   
   

 

 

 
      513,877   
   

 

 

 

Software—0.4%

   

Palantir Technologies, Inc. -
Series G (a) (c) (d)

    541,563        2,854,037   

Palantir Technologies, Inc. -
Series H (a) (c) (d)

    174,289        918,503   

Palantir Technologies, Inc. -
Series H-1 (a) (c) (d)

    174,289        918,503   
   

 

 

 
      4,691,043   
   

 

 

 

Total Preferred Stocks
(Cost $7,854,830)

      10,342,696   
   

 

 

 
Purchased Option—0.0%           

Currency Option—0.0%

   

USD Call/CNY Put, Strike Price CNY 7.60 Expires 12/01/16 (Counterparty - Royal Bank of Scotland plc) (e)
(Cost $444,125)

    96,081,024        192   
   

 

 

 
Short-Term Investment—5.6%   

Repurchase Agreement—5.6%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $54,636,680 on 10/03/16, collateralized by $54,910,000 U.S. Treasury Note at 1.375% due 01/31/21 with a value of $55,733,650.

    54,636,544        54,636,544   
   

 

 

 

Total Short-Term Investments
(Cost $54,636,544)

      54,636,544   
   

 

 

 
Securities Lending Reinvestments (f)—11.3%   

Certificates of Deposit—0.6%

   

Bank of Montreal
0.500%, 10/24/16

    500,000        500,000   

Certificates of Deposit—(Continued)

   

Chiba Bank Ltd, New York
0.870%, 11/30/16

    1,950,000      1,950,330   

DZ Bank AG
0.950%, 01/03/17

    500,000        500,000   

KBC Bank NV
1.000%, 01/04/17

    500,000        500,000   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    1,000,000        1,000,001   

National Bank of Canada
0.480%, 10/28/16

    500,000        499,997   

Sumitomo Mitsui Trust Bank
0.540%, 10/26/16

    200,000        200,006   

Swedbank
0.350%, 10/03/16

    1,000,000        999,998   
   

 

 

 
      6,150,332   
   

 

 

 

Commercial Paper—0.7%

   

Credit Suisse AG
0.971%, 10/19/16

    500,000        499,994   

Manhattan Asset Funding
0.740%, 11/28/16

    2,000,000        1,998,018   

Victory Receivables Corp.
1.050%, 01/04/17

    4,200,000        4,189,345   
   

 

 

 
      6,687,357   
   

 

 

 

Repurchase Agreements—8.2%

   

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $15,801,229 on 10/03/16, collateralized by $14,931,237 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $16,116,005.

    15,800,000        15,800,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $15,801,097 on 10/03/16, collateralized by $15,511,229 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $16,116,014.

    15,800,000        15,800,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $2,000,075 on 10/03/16, collateralized by $1,577,600 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $2,040,028.

    2,000,000        2,000,000   

 

MIST-262


Table of Contents

Met Investors Series Trust

Morgan Stanley Mid Cap Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (f)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreements—(Continued)

  

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $15,701,233 on 10/03/16, collateralized by $14,988,460 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $16,020,698.

    15,700,000      $ 15,700,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $457,666 on 10/03/16, collateralized by $378,102 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $466,800.

    457,647        457,647   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $10,000,583 on 10/03/16, collateralized by $15,995,610 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $10,200,595.

    10,000,000        10,000,000   

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $15,501,115 on 10/04/16, collateralized by $14,907,495 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $15,810,000.

    15,500,000        15,500,000   

Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $4,000,173 on 10/03/16, collateralized by $5,647,501 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $4,080,000.

    4,000,000        4,000,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $1,500,058 on 10/03/16, collateralized by $1,404,270 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $1,530,031.

    1,500,000        1,500,000   
   

 

 

 
      80,757,647   
   

 

 

 

Time Deposits—1.8%

   

ANZ London
0.420%, 10/03/16

    4,000,000      4,000,000   

Canadian Imperial Bank
0.260%, 10/03/16

    5,000,000        5,000,000   

DBS Bank Limited, Singapore
0.380%, 10/04/16

    4,000,000        4,000,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    2,200,000        2,200,000   

Royal Bank of Canada
0.280%, 10/03/16

    2,300,000        2,300,000   
   

 

 

 
      17,500,000   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $111,094,035)

      111,095,336   
   

 

 

 

Total Investments—112.1%
(Cost $955,668,355) (g)

      1,102,952,852   

Other assets and liabilities (net)—(12.1)%

      (118,852,414
   

 

 

 
Net Assets—100.0%     $ 984,100,438   
   

 

 

 

 

* 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 September 30, 2016, the market value of securities loaned was $108,502,165 and the collateral received consisted of cash in the amount of $110,093,209. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) Security was valued in good faith under procedures approved by the Board of Trustees. As of September 30, 2016, these securities represent 3.8% 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 September 30, 2016, the market value of restricted securities was $37,298,977, which is 3.8% of net assets. See details shown in the Restricted Securities table that follows.
(e) Illiquid security. As of September 30, 2016, these securities represent 0.0% of net assets.
(f) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(g) As of September 30, 2016, the aggregate cost of investments was $955,668,355. The aggregate unrealized appreciation and depreciation of investments were $228,610,925 and $(81,326,428), respectively, resulting in net unrealized appreciation of $147,284,497.

 

MIST-263


Table of Contents

Met Investors Series Trust

Morgan Stanley Mid Cap Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

 

Restricted Securities

   Acquisition
Date
     Shares      Cost      Value  

Airbnb, Inc. - Series D

     04/16/14         188,136       $ 7,659,587       $ 19,754,280   

Dropbox, Inc.

     05/01/12         460,161         4,165,241         4,118,441   

Dropbox, Inc. - Series A

     05/25/12         51,888         470,125         464,398   

Flipkart Online Pvt., Ltd. - Series D

     10/04/13         98,557         2,264,087         5,137,776   

Palantir Technologies, Inc. - Series G

     07/19/12         541,563         1,657,183         2,854,037   

Palantir Technologies, Inc. - Series H

     10/25/13         174,289         611,754         918,503   

Palantir Technologies, Inc. - Series H-1

     10/25/13         174,289         611,754         918,503   

Peixe Urbano, Inc. - Series C

     12/02/11         71,709         2,239,927         49,479   

SurveyMonkey, Inc.

     11/25/14         303,799         4,997,494         3,083,560   
           

 

 

 
            $ 37,298,977   
           

 

 

 

 

 

MIST-264


Table of Contents

Met Investors Series Trust

Morgan Stanley Mid Cap Growth Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Common Stocks           

Aerospace & Defense

   $ 14,647,108       $ —        $ —         $ 14,647,108   

Air Freight & Logistics

     5,553,635         —          —           5,553,635   

Automobiles

     43,149,693         —          —           43,149,693   

Biotechnology

     9,457,482         —          —           9,457,482   

Capital Markets

     83,745,941         —          —           83,745,941   

Communications Equipment

     8,517,941         —          —           8,517,941   

Consumer Finance

     5,952,811         —          —           5,952,811   

Food Products

     29,835,835         —          —           29,835,835   

Health Care Equipment & Supplies

     63,718,637         —          —           63,718,637   

Health Care Technology

     44,272,787         —          —           44,272,787   

Hotels, Restaurants & Leisure

     65,043,448         —          —           65,043,448   

Internet & Direct Marketing Retail

     4,462,530         9,414,094        —           13,876,624   

Internet Software & Services

     114,158,812         —          7,202,001         121,360,813   

IT Services

     38,836,179         —          —           38,836,179   

Life Sciences Tools & Services

     60,562,719         —          —           60,562,719   

Multiline Retail

     9,692,683         —          —           9,692,683   

Pharmaceuticals

     29,771,928         —          —           29,771,928   

Professional Services

     60,094,590         —          —           60,094,590   

Semiconductors & Semiconductor Equipment

     8,821,265         —          —           8,821,265   

Software

     142,562,332         —          —           142,562,332   

Technology Hardware, Storage & Peripherals

     3,895,603         —          —           3,895,603   

Textiles, Apparel & Luxury Goods

     35,451,354         —          —           35,451,354   

Trading Companies & Distributors

     8,302,396         —          —           8,302,396   

Total Common Stocks

     890,507,709         9,414,094        7,202,001         907,123,804   

Total Convertible Preferred Stock*

     —           —          19,754,280         19,754,280   

Total Preferred Stocks*

     —           —          10,342,696         10,342,696   

Total Purchased Option*

     —           192        —           192   

Total Short-Term Investment*

     —           54,636,544        —           54,636,544   
Securities Lending Reinvestments           

Certificates of Deposit

     —           6,150,332        —           6,150,332   

Commercial Paper

     —           6,687,357        —           6,687,357   

Repurchase Agreements

     —           80,757,647        —           80,757,647   

Time Deposits

     —           17,500,000        —           17,500,000   

Total Securities Lending Reinvestments

     —           111,095,336        —           111,095,336   

Total Investments

   $ 890,507,709       $ 175,146,166      $ 37,298,977       $ 1,102,952,852   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (110,093,209   $ —         $ (110,093,209

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-265


Table of Contents

Met Investors Series Trust

Morgan Stanley Mid Cap Growth Portfolio

Schedule of Investments as of September 30, 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
Appreciation/
(Depreciation)
    Balance as of
September 30,
2016
     Change in Unrealized
Appreciation/
(Depreciaton) from
Investments Still Held at
September 30, 2016
 
Common Stocks           

Internet Software & Services

   $ 8,770,092       $ (1,568,091   $ 7,202,001       $ (1,568,091
Preferred Stocks           

Internet & Direct Marketing Retail

     10,246,971         (5,109,195     5,137,776         (5,109,195

Internet Software & Services

     518,582         (4,705     513,877         (4,705

Software

     6,854,086         (2,163,043     4,691,043         (2,163,043
Convertible Preferred Stocks           

Internet Software & Services

     15,737,577         4,016,703        19,754,280         4,016,703   
  

 

 

    

 

 

   

 

 

    

 

 

 

Total

   $ 42,127,308       $ (4,828,331   $ 37,298,977       $ (4,828,331
  

 

 

    

 

 

   

 

 

    

 

 

 

Following is quantitative information about Level 3 fair value measurements:

 

    Fair Value at
September 30,
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

  $ 4,118,441      M&A Transaction   Enterprise Value/TTM Revenue     9.1x        9.1x        9.1x        Increase   
    Comparable Company Analysis   Enterprise Value/Revenue     6.3x        6.3x        6.3x        Increase   
      Discount for Lack of Marketability     10.00%        10.00%        10.00%        Decrease   
    3,083,560      Discounted Cash Flow   Weighted Average Cost of Capital     16.50%        18.50%        17.50%        Decrease   
      Perpetual Growth Rate     3.00%        4.00%        3.50%        Increase   
    Comparable Company Analysis   Enterprise Value/Revenue     7.0x        7.0x        7.0x        Increase   
      Discount for Lack of Marketability     20.00%        20.00%        20.00%        Decrease   
Preferred Stocks              

Internet & Direct Marketing Retail

    5,137,776      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     2.2x        2.2x        2.2x        Increase   
      Discount for Lack of Marketability     20.00%        20.00%        20.00%        Decrease   

Internet Software & Services

    464,398      M&A Transaction   Enterprise Value/TTM Revenue     9.1x        9.1x        9.1x        Increase   
    Comparable Company Analysis   Enterprise Value/Revenue     6.3x        6.3x        6.3x        Increase   
      Discount for Lack of Marketability     10.00%        10.00%        10.00%        Decrease   
    49,479      Merger & Acquisition Transaction   Sale / Merger Scenerio     $0.86        $0.86        $0.86        Increase   
      Discount for Lack of Marketability     20.00%        20.00%        20.00%        Decrease   

Software

    4,691,043      Discounted Cash Flow   Weighted Average Cost of Capital     16.50%        18.50%        17.50%        Decrease   
      Perpetual Growth Rate     2.50%        3.50%        3.00%        Increase   
    Comparable Company Analysis   Enterprise Value/Revenue     11.0x        11.0x        11.0x        Increase   
      Discount for Lack of Marketability     20.00%        20.00%        20.00%        Decrease   
Convertible Preferred Stocks              

Internet Software & Services

    19,754,280      Market Transaction Method   Precedent Transaction     $105.00        $105.00        $105.00        Increase   

 

MIST-266


Table of Contents

Met Investors Series Trust

Oppenheimer Global Equity Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—95.6% of Net Assets

 

Security Description   Shares     Value  

Brazil—0.2%

   

Embraer S.A. (ADR)

    163,200      $ 2,816,832   
   

 

 

 

China—1.2%

   

JD.com, Inc. (ADR) (a) (b)

    623,298        16,261,845   
   

 

 

 

Denmark—0.3%

   

FLSmidth & Co. A/S (a)

    113,934        4,285,558   
   

 

 

 

France—5.6%

   

Kering

    101,084        20,369,417   

LVMH Moet Hennessy Louis Vuitton SE

    165,377        28,193,092   

Societe Generale S.A.

    389,119        13,428,723   

Technip S.A.

    204,962        12,587,436   
   

 

 

 
      74,578,668   
   

 

 

 

Germany—6.9%

   

Allianz SE

    143,070        21,236,272   

Bayer AG

    167,007        16,774,827   

Linde AG

    78,340        13,313,498   

SAP SE

    355,660        32,360,781   

Siemens AG

    72,051        8,434,503   
   

 

 

 
      92,119,881   
   

 

 

 

India—3.8%

   

DLF, Ltd.

    9,915,469        21,913,474   

ICICI Bank, Ltd. (ADR)

    2,201,400        16,444,458   

Zee Entertainment Enterprises, Ltd.

    1,423,280        11,682,918   
   

 

 

 
      50,040,850   
   

 

 

 

Ireland—0.7%

   

Shire plc

    133,436        8,624,611   
   

 

 

 

Italy—1.2%

   

Banca Monte dei Paschi di Siena S.p.A. (b)

    3,302,491        691,246   

Brunello Cucinelli S.p.A.

    241,338        4,691,040   

Prysmian S.p.A.

    277,385        7,268,465   

Tod’s S.p.A. (a)

    61,765        3,261,017   
   

 

 

 
      15,911,768   
   

 

 

 

Japan—14.1%

   

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

    1,117,600        15,339,387   

FANUC Corp.

    57,100        9,663,996   

KDDI Corp.

    770,300        23,704,105   

Keyence Corp.

    40,900        29,767,725   

Kyocera Corp.

    340,900        16,354,587   

Murata Manufacturing Co., Ltd.

    248,300        32,386,767   

Nidec Corp.

    297,200        27,342,728   

Nintendo Co., Ltd.

    28,200        7,461,895   

Rakuten, Inc.

    490,400        6,379,178   

Sumitomo Mitsui Financial Group, Inc.

    280,400        9,450,304   

Suzuki Motor Corp.

    296,900        9,939,264   
   

 

 

 
      187,789,936   
   

 

 

 

Netherlands—2.3%

   

Airbus Group SE

    508,612        30,765,304   
   

 

 

 

Spain—3.6%

   

Banco Bilbao Vizcaya Argentaria S.A.

    1,614,997      9,764,056   

Industria de Diseno Textil S.A.

    793,341        29,409,571   

Repsol S.A.

    595,231        8,078,167   
   

 

 

 
      47,251,794   
   

 

 

 

Sweden—1.6%

   

Assa Abloy AB - Class B

    992,621        20,154,899   

Telefonaktiebolaget LM Ericsson - B Shares

    141,867        1,023,856   
   

 

 

 
      21,178,755   
   

 

 

 

Switzerland—4.0%

   

Credit Suisse Group AG

    353,942        4,630,574   

Nestle S.A.

    152,133        11,987,111   

Roche Holding AG

    48,707        12,066,482   

UBS Group AG

    1,765,785        23,977,001   
   

 

 

 
      52,661,168   
   

 

 

 

United Kingdom—4.6%

   

Circassia Pharmaceuticals plc (b)

    2,218,564        2,717,433   

Earthport plc (b)

    6,014,217        1,131,444   

International Game Technology plc

    431,261        10,514,143   

Prudential plc

    1,221,663        21,682,653   

Unilever plc

    530,333        25,141,497   
   

 

 

 
      61,187,170   
   

 

 

 

United States—45.5%

   

3M Co.

    121,140        21,348,502   

ACADIA Pharmaceuticals, Inc. (a) (b)

    327,920        10,431,135   

Adobe Systems, Inc. (b)

    206,820        22,448,243   

Aetna, Inc.

    323,520        37,350,384   

Alphabet, Inc. - Class A (b)

    41,520        33,384,571   

Alphabet, Inc. - Class C (b)

    43,068        33,476,326   

Anthem, Inc.

    174,200        21,829,002   

Biogen, Inc. (b)

    50,010        15,654,630   

BioMarin Pharmaceutical, Inc. (b)

    111,290        10,296,551   

Bluebird Bio, Inc. (a) (b)

    59,650        4,043,077   

Citigroup, Inc.

    650,300        30,713,669   

Colgate-Palmolive Co.

    462,500        34,289,750   

eBay, Inc. (b)

    271,750        8,940,575   

Emerson Electric Co.

    200,670        10,938,522   

Facebook, Inc. - Class A (b)

    242,100        31,054,167   

FNF Group

    315,390        11,641,045   

Gilead Sciences, Inc.

    181,570        14,365,818   

Goldman Sachs Group, Inc. (The)

    104,500        16,852,715   

Intuit, Inc.

    273,710        30,110,837   

Ionis Pharmaceuticals, Inc. (a) (b)

    166,060        6,084,438   

MacroGenics, Inc. (b)

    220,660        6,599,941   

Maxim Integrated Products, Inc.

    697,470        27,849,977   

PayPal Holdings, Inc. (b)

    385,140        15,779,186   

S&P Global, Inc.

    379,780        48,064,957   

Sage Therapeutics, Inc. (a) (b)

    133,700        6,156,885   

Tiffany & Co.

    216,190        15,701,880   

Twitter, Inc. (b)

    522,540        12,044,547   

United Parcel Service, Inc. - Class B

    189,580        20,732,469   

Vertex Pharmaceuticals, Inc. (b)

    38,370        3,346,248   

 

MIST-267


Table of Contents

Met Investors Series Trust

Oppenheimer Global Equity Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

United States—(Continued)

   

Walt Disney Co. (The)

    257,320      $ 23,894,735   

Zimmer Biomet Holdings, Inc.

    149,510        19,439,290   
   

 

 

 
      604,864,072   
   

 

 

 

Total Common Stocks
(Cost $1,011,939,877)

      1,270,338,212   
   

 

 

 
Preferred Stock—1.7%                

Germany—1.7%

   

Bayerische Motoren Werke (BMW) AG
(Cost $20,301,429)

    313,737        23,127,353   
   

 

 

 
Short-Term Investment—2.9%   

Repurchase Agreement—2.9%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $38,064,659 on 10/03/16, collateralized by $38,255,000 U.S. Treasury Note at 1.375% due 01/31/21 with a value of $38,828,825.

    38,064,564        38,064,564   
   

 

 

 

Total Short-Term Investments (Cost $38,064,564)

      38,064,564   
   

 

 

 
Securities Lending Reinvestments (c)—2.4%   

Certificate of Deposit—0.0%

   

National Bank of Canada

   

0.480%, 10/28/16

    200,000        199,999   
   

 

 

 

Commercial Paper—0.0%

   

Credit Suisse AG

   

0.971%, 10/19/16

    200,000        199,998   
   

 

 

 

Repurchase Agreements—2.1%

   

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $4,400,342 on 10/03/16, collateralized by $4,158,066 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $4,488,001.

    4,400,000        4,400,000   

Repurchase Agreements—(Continued)

   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $4,400,306 on 10/03/16, collateralized by $4,319,583 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $4,488,004.

    4,400,000      4,400,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $5,000,188 on 10/03/16, collateralized by $3,944,000 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $5,100,070.

    5,000,000        5,000,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $772,468 on 10/03/16, collateralized by $638,177 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $787,886.

    772,437        772,437   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $5,000,292 on 10/03/16, collateralized by $7,997,805 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $5,100,298.

    5,000,000        5,000,000   

Nomura Securities
Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $5,000,217 on 10/03/16, collateralized by $7,059,377 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $5,100,000.

    5,000,000        5,000,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $4,000,153 on 10/03/16, collateralized by $3,744,720 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $4,080,082.

    4,000,000        4,000,000   
   

 

 

 
      28,572,437   
   

 

 

 

Time Deposits—0.3%

   

ANZ London

   

0.420%, 10/03/16

    200,000        200,000   

Canadian Imperial Bank

   

0.260%, 10/03/16

    1,000,000        1,000,000   

 

MIST-268


Table of Contents

Met Investors Series Trust

Oppenheimer Global Equity Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (c)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Time Deposits—(Continued)

   

DBS Bank Limited, Singapore

   

0.380%, 10/04/16

    750,000      $ 750,000   

Den Norske Bank, Oslo

   

0.400%, 10/03/16

    900,000        900,000   

Royal Bank of Canada

   

0.280%, 10/03/16

    1,000,000        1,000,000   
   

 

 

 
      3,850,000   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $32,822,470)

      32,822,434   
   

 

 

 

Total Investments—102.6%
(Cost $1,103,128,340) (d)

      1,364,352,563   

Other assets and liabilities (net)—(2.6)%

      (35,096,334
   

 

 

 
Net Assets—100.0%     $ 1,329,256,229   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $32,030,449 and the collateral received consisted of cash in the amount of $32,822,532. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(b) Non-income producing security.
(c) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(d) As of September 30, 2016, the aggregate cost of investments was $1,103,128,340. The aggregate unrealized appreciation and depreciation of investments were $308,544,094 and $(47,319,871), respectively, resulting in net unrealized appreciation of $261,224,223.
(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
September 30, 2016 (Unaudited)

  

% of
Net Assets

 

Internet Software & Services

     8.9   

Capital Markets

     7.0   

Software

     6.9   

Biotechnology

     6.6   

Banks

     6.1   

Electronic Equipment, Instruments & Components

     5.9   

Insurance

     5.3   

Health Care Providers & Services

     4.5   

Textiles, Apparel & Luxury Goods

     4.3   

Electrical Equipment

     3.4   

 

MIST-269


Table of Contents

Met Investors Series Trust

Oppenheimer Global Equity Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Common Stocks           

Brazil

   $ 2,816,832       $ —        $ —         $ 2,816,832   

China

     16,261,845         —          —           16,261,845   

Denmark

     —           4,285,558        —           4,285,558   

France

     —           74,578,668        —           74,578,668   

Germany

     —           92,119,881        —           92,119,881   

India

     16,444,458         33,596,392        —           50,040,850   

Ireland

     —           8,624,611        —           8,624,611   

Italy

     —           15,911,768        —           15,911,768   

Japan

     —           187,789,936        —           187,789,936   

Netherlands

     —           30,765,304        —           30,765,304   

Spain

     —           47,251,794        —           47,251,794   

Sweden

     —           21,178,755        —           21,178,755   

Switzerland

     —           52,661,168        —           52,661,168   

United Kingdom

     10,514,143         50,673,027        —           61,187,170   

United States

     604,864,072                —           604,864,072   

Total Common Stocks

     650,901,350         619,436,862        —           1,270,338,212   

Total Preferred Stock*

     —           23,127,353        —           23,127,353   

Total Short-Term Investment*

     —           38,064,564        —           38,064,564   
Securities Lending Reinvestments           

Certificate of Deposit

     —           199,999        —           199,999   

Commercial Paper

     —           199,998        —           199,998   

Repurchase Agreements

     —           28,572,437        —           28,572,437   

Time Deposits

     —           3,850,000        —           3,850,000   

Total Securities Lending Reinvestments

     —           32,822,434        —           32,822,434   

Total Investments

   $ 650,901,350       $ 713,451,213      $ —         $ 1,364,352,563   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (32,822,532   $ —         $ (32,822,532

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-270


Table of Contents

Met Investors Series Trust

PanAgora Global Diversified Risk Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Foreign Government—16.3% of Net Assets

 

Security Description   Principal
Amount*/
Shares
    Value  

Sovereign—16.3%

   

Deutsche Bundesrepublik Inflation Linked Bonds

   

0.100%, 04/15/23 (EUR) (a)

    3,795,734      $ 4,672,996   

France Government Bond OAT

   

0.250%, 07/25/24 (EUR) (a)

    4,616,794        5,766,617   

Italy Buoni Poliennali Del Tesoro

   

2.350%, 09/15/24 (144A) (EUR) (a)

    2,529,601        3,330,670   

United Kingdom Gilt Inflation Linked

   

0.625%, 03/22/40 (GBP) (a)

    4,683,371        10,404,213   
   

 

 

 

Total Foreign Government
(Cost $23,212,470)

      24,174,496   
   

 

 

 
Mutual Fund—10.7%                

Investment Company Security—10.7%

   

iShares iBoxx $ Investment Grade Corporate Bond ETF
(Cost $15,635,039)

    128,791        15,864,475   
   

 

 

 
U.S. Treasury & Government Agencies—8.9%   

U.S. Treasury—8.9%

   

U.S. Treasury Inflation Indexed Bonds

   

3.875%, 04/15/29 (a)

    3,908,693        5,632,098   

U.S. Treasury Inflation Indexed Notes

   

0.125%, 04/15/18 (a)

    1,978,090        1,999,635   

0.125%, 01/15/23 (a)

    2,064,388        2,096,947   

0.250%, 01/15/25 (a)

    2,316,640        2,359,572   

0.375%, 07/15/25 (a)

    1,014,830        1,048,056   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $12,967,950)

      13,136,308   
   

 

 

 
Common Stocks—6.2%   

Aerospace & Defense—0.1%

   

Boeing Co. (The)

    139        18,312   

General Dynamics Corp.

    111        17,223   

L-3 Communications Holdings, Inc.

    128        19,293   

Lockheed Martin Corp.

    59        14,143   

Northrop Grumman Corp.

    68        14,549   

Raytheon Co.

    120        16,336   

Rockwell Collins, Inc.

    187        15,772   

TransDigm Group, Inc. (b)

    35        10,119   

United Technologies Corp.

    195        19,812   
   

 

 

 
      145,559   
   

 

 

 

Air Freight & Logistics—0.0%

   

C.H. Robinson Worldwide, Inc.

    211        14,867   

Expeditors International of Washington, Inc.

    329        16,950   

FedEx Corp.

    118        20,612   
   

 

 

 
      52,429   
   

 

 

 

Airlines—0.1%

   

Alaska Air Group, Inc.

    237      15,609   

American Airlines Group, Inc.

    458        16,767   

Delta Air Lines, Inc.

    345        13,579   

Southwest Airlines Co.

    394        15,323   

United Continental Holdings, Inc. (b)

    325        17,053   
   

 

 

 
      78,331   
   

 

 

 

Auto Components—0.0%

   

Delphi Automotive plc

    266        18,971   

Johnson Controls International plc

    466        21,683   
   

 

 

 
      40,654   
   

 

 

 

Automobiles—0.0%

   

Ford Motor Co.

    1,273        15,365   
   

 

 

 

Banks—0.1%

   

Citigroup, Inc.

    272        12,847   

Citizens Financial Group, Inc.

    469        11,589   

Comerica, Inc.

    360        17,035   

Fifth Third Bancorp

    891        18,230   

KeyCorp

    1,314        15,991   

People’s United Financial, Inc.

    1,168        18,478   

SunTrust Banks, Inc.

    327        14,323   

U.S. Bancorp

    414        17,756   

Zions Bancorporation

    549        17,030   
   

 

 

 
      143,279   
   

 

 

 

Beverages—0.1%

   

Brown-Forman Corp. - Class B

    614        29,128   

Coca-Cola Co. (The)

    653        27,635   

Constellation Brands, Inc. - Class A

    167        27,804   

Dr Pepper Snapple Group, Inc.

    314        28,671   

Molson Coors Brewing Co. - Class B

    297        32,611   

Monster Beverage Corp. (b)

    187        27,453   

PepsiCo, Inc.

    327        35,568   
   

 

 

 
      208,870   
   

 

 

 

Biotechnology—0.1%

   

AbbVie, Inc.

    342        21,570   

Alexion Pharmaceuticals, Inc. (b)

    119        14,582   

Amgen, Inc.

    125        20,851   

Biogen, Inc. (b)

    61        19,095   

Celgene Corp. (b)

    176        18,397   

Regeneron Pharmaceuticals, Inc. (b)

    41        16,483   
   

 

 

 
      110,978   
   

 

 

 

Building Products—0.0%

   

Allegion plc

    226        15,574   
   

 

 

 

Capital Markets—0.1%

   

Affiliated Managers Group, Inc. (b)

    99        14,325   

Ameriprise Financial, Inc.

    164        16,362   

Bank of New York Mellon Corp. (The)

    387        15,434   

 

MIST-271


Table of Contents

Met Investors Series Trust

PanAgora Global Diversified Risk Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Capital Markets—(Continued)

   

BlackRock, Inc.

    37      $ 13,411   

Charles Schwab Corp. (The)

    421        13,291   

Goldman Sachs Group, Inc. (The)

    108        17,417   

Legg Mason, Inc.

    439        14,698   

Moody’s Corp.

    137        14,834   

Nasdaq, Inc.

    203        13,711   

S&P Global, Inc.

    126        15,947   

State Street Corp.

    267        18,591   

T. Rowe Price Group, Inc.

    207        13,765   
   

 

 

 
      181,786   
   

 

 

 

Chemicals—0.3%

   

Air Products & Chemicals, Inc.

    227        34,127   

Albemarle Corp.

    133        11,370   

CF Industries Holdings, Inc.

    937        22,816   

Dow Chemical Co. (The)

    482        24,982   

E.I. du Pont de Nemours & Co.

    363        24,310   

Eastman Chemical Co.

    300        20,304   

Ecolab, Inc.

    246        29,943   

FMC Corp.

    540        26,104   

International Flavors & Fragrances, Inc.

    242        34,599   

LyondellBasell Industries NV - Class A

    338        27,263   

Monsanto Co.

    303        30,966   

Mosaic Co. (The)

    1,126        27,542   

PPG Industries, Inc.

    292        30,181   

Praxair, Inc.

    237        28,637   

Sherwin-Williams Co. (The)

    109        30,156   
   

 

 

 
      403,300   
   

 

 

 

Commercial Services & Supplies—0.1%

   

Cintas Corp.

    159        17,903   

Pitney Bowes, Inc.

    910        16,526   

Republic Services, Inc.

    355        17,910   

Stericycle, Inc. (b)

    188        15,066   

Waste Management, Inc.

    259        16,514   
   

 

 

 
      83,919   
   

 

 

 

Communications Equipment—0.1%

   

Cisco Systems, Inc.

    645        20,459   

Harris Corp.

    218        19,971   

Juniper Networks, Inc.

    644        15,495   

Motorola Solutions, Inc.

    248        18,917   
   

 

 

 
      74,842   
   

 

 

 

Construction & Engineering—0.0%

   

Jacobs Engineering Group, Inc. (b)

    309        15,981   
   

 

 

 

Construction Materials—0.0%

   

Martin Marietta Materials, Inc.

    154        27,583   

Vulcan Materials Co.

    252        28,660   
   

 

 

 
      56,243   
   

 

 

 

Consumer Finance—0.0%

   

Navient Corp.

    1,182        17,104   

Synchrony Financial

    391        10,948   
   

 

 

 
      28,052   
   

 

 

 

Containers & Packaging—0.1%

   

Avery Dennison Corp.

    416      32,361   

Ball Corp.

    408        33,435   

International Paper Co.

    766        36,753   

Owens-Illinois, Inc. (b)

    1,526        28,063   

Sealed Air Corp.

    645        29,554   

WestRock Co.

    609        29,524   
   

 

 

 
      189,690   
   

 

 

 

Distributors—0.0%

   

Genuine Parts Co.

    188        18,885   

LKQ Corp. (b)

    474        16,808   
   

 

 

 
      35,693   
   

 

 

 

Diversified Consumer Services—0.0%

   

H&R Block, Inc.

    619        14,330   
   

 

 

 

Diversified Financial Services—0.0%

   

Berkshire Hathaway, Inc. - Class B (b)

    118        17,047   

Leucadia National Corp.

    963        18,336   
   

 

 

 
      35,383   
   

 

 

 

Diversified Telecommunication Services—0.7%

  

AT&T, Inc.

    6,239        253,366   

CenturyLink, Inc.

    8,085        221,771   

Frontier Communications Corp.

    31,514        131,098   

Level 3 Communications, Inc. (b)

    2,591        120,171   

Verizon Communications, Inc.

    4,414        229,440   
   

 

 

 
      955,846   
   

 

 

 

Electric Utilities—0.4%

   

Alliant Energy Corp.

    965        36,969   

American Electric Power Co., Inc.

    626        40,195   

Duke Energy Corp.

    524        41,941   

Edison International

    566        40,894   

Entergy Corp.

    600        46,038   

Eversource Energy

    808        43,777   

Exelon Corp.

    1,327        44,176   

FirstEnergy Corp.

    1,409        46,610   

NextEra Energy, Inc.

    316        38,653   

PG&E Corp.

    679        41,534   

Pinnacle West Capital Corp.

    554        42,099   

PPL Corp.

    949        32,807   

Southern Co. (The)

    714        36,628   

Xcel Energy, Inc.

    966        39,741   
   

 

 

 
      572,062   
   

 

 

 

Electrical Equipment—0.0%

   

Eaton Corp. plc

    307        20,173   

Emerson Electric Co.

    400        21,804   

Rockwell Automation, Inc.

    138        16,883   
   

 

 

 
      58,860   
   

 

 

 

Electronic Equipment, Instruments & Components—0.0%

  

Corning, Inc.

    849        20,079   

 

MIST-272


Table of Contents

Met Investors Series Trust

PanAgora Global Diversified Risk Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Electronic Equipment, Instruments & Components—(Continued)

  

FLIR Systems, Inc.

    560      $ 17,595   

TE Connectivity, Ltd.

    319        20,537   
   

 

 

 
      58,211   
   

 

 

 

Energy Equipment & Services—0.1%

   

Baker Hughes, Inc.

    474        23,923   

Diamond Offshore Drilling, Inc.

    769        13,542   

FMC Technologies, Inc. (b)

    855        25,368   

Halliburton Co.

    527        23,652   

Helmerich & Payne, Inc.

    362        24,363   

National Oilwell Varco, Inc.

    744        27,334   

Schlumberger, Ltd.

    309        24,300   

Transocean, Ltd. (b)

    1,837        19,582   
   

 

 

 
      182,064   
   

 

 

 

Equity Real Estate Investment Trusts—0.2%

  

American Tower Corp.

    120        13,600   

Apartment Investment & Management Co. - Class A

    320        14,691   

AvalonBay Communities, Inc.

    75        13,338   

Crown Castle International Corp.

    132        12,436   

Digital Realty Trust, Inc.

    138        13,403   

Equinix, Inc.

    36        12,969   

Essex Property Trust, Inc.

    68        15,144   

Extra Space Storage, Inc.

    152        12,070   

Federal Realty Investment Trust

    66        10,159   

HCP, Inc.

    519        19,696   

Host Hotels & Resorts, Inc.

    908        14,138   

Iron Mountain, Inc.

    357        13,398   

Kimco Realty Corp.

    512        14,822   

Macerich Co. (The)

    190        15,365   

Public Storage

    65        14,504   

Realty Income Corp.

    243        16,264   

SL Green Realty Corp.

    167        18,053   

UDR, Inc.

    471        16,951   

Ventas, Inc.

    235        16,598   

Vornado Realty Trust

    75        7,591   

Welltower, Inc.

    226        16,898   
   

 

 

 
      302,088   
   

 

 

 

Food & Staples Retailing—0.1%

   

Costco Wholesale Corp.

    213        32,485   

CVS Health Corp.

    310        27,587   

Kroger Co. (The)

    859        25,495   

Sysco Corp.

    505        24,750   

Wal-Mart Stores, Inc.

    455        32,814   

Walgreens Boots Alliance, Inc.

    395        31,845   

Whole Foods Market, Inc.

    983        27,868   
   

 

 

 
      202,844   
   

 

 

 

Food Products—0.3%

   

Archer-Daniels-Midland Co.

    776        32,724   

Campbell Soup Co.

    465        25,435   

ConAgra Foods, Inc.

    632        29,773   

General Mills, Inc.

    523        33,409   

Food Products—(Continued)

   

Hershey Co. (The)

    333      31,835   

Hormel Foods Corp.

    875        33,189   

J.M. Smucker Co. (The)

    241        32,665   

Kellogg Co.

    424        32,847   

Kraft Heinz Co. (The)

    384        34,372   

McCormick & Co., Inc.

    290        28,977   

Mead Johnson Nutrition Co.

    425        33,579   

Mondelez International, Inc. - Class A

    663        29,106   

Tyson Foods, Inc. - Class A

    383        28,599   
   

 

 

 
      406,510   
   

 

 

 

Health Care Equipment & Supplies—0.2%

   

Abbott Laboratories

    400        16,916   

Baxter International, Inc.

    411        19,564   

Becton Dickinson & Co.

    87        15,637   

Boston Scientific Corp. (b)

    835        19,873   

C.R. Bard, Inc.

    79        17,718   

DENTSPLY SIRONA, Inc.

    281        16,700   

Edwards Lifesciences Corp. (b)

    178        21,460   

Hologic, Inc. (b)

    552        21,434   

Intuitive Surgical, Inc. (b)

    28        20,295   

Medtronic plc

    241        20,822   

St. Jude Medical, Inc.

    241        19,222   

Stryker Corp.

    152        17,694   

Varian Medical Systems, Inc. (b)

    229        22,792   

Zimmer Biomet Holdings, Inc.

    155        20,153   
   

 

 

 
      270,280   
   

 

 

 

Health Care Providers & Services—0.2%

   

Aetna, Inc.

    180        20,781   

AmerisourceBergen Corp.

    256        20,680   

Anthem, Inc.

    170        21,303   

Cardinal Health, Inc.

    190        14,763   

Centene Corp. (b)

    299        20,021   

Cigna Corp.

    138        17,984   

DaVita, Inc. (b)

    248        16,385   

Express Scripts Holding Co. (b)

    249        17,562   

HCA Holdings, Inc. (b)

    219        16,563   

Henry Schein, Inc. (b)

    98        15,972   

Humana, Inc.

    101        17,866   

Laboratory Corp. of America Holdings (b)

    149        20,485   

McKesson Corp.

    99        16,508   

Patterson Cos., Inc.

    400        18,376   

Quest Diagnostics, Inc.

    252        21,327   

UnitedHealth Group, Inc.

    129        18,060   

Universal Health Services, Inc. - Class B

    134        16,511   
   

 

 

 
      311,147   
   

 

 

 

Health Care Technology—0.0%

   

Cerner Corp. (b)

    370        22,848   
   

 

 

 

Hotels, Restaurants & Leisure—0.1%

   

Carnival Corp.

    371        18,112   

Chipotle Mexican Grill, Inc. (b)

    31        13,129   

Darden Restaurants, Inc.

    235        14,410   

 

MIST-273


Table of Contents

Met Investors Series Trust

PanAgora Global Diversified Risk Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Hotels, Restaurants & Leisure—(Continued)

   

Marriott International, Inc. - Class A

    182      $ 12,254   

McDonald’s Corp.

    77        8,883   

Starbucks Corp.

    298        16,134   

Wyndham Worldwide Corp.

    256        17,236   

Yum! Brands, Inc.

    200        18,162   
   

 

 

 
      118,320   
   

 

 

 

Household Durables—0.1%

   

D.R. Horton, Inc.

    484        14,617   

Harman International Industries, Inc.

    161        13,596   

Leggett & Platt, Inc.

    379        17,275   

Lennar Corp. - Class A

    371        15,708   

Newell Brands, Inc.

    372        19,590   
   

 

 

 
      80,786   
   

 

 

 

Household Products—0.1%

   

Church & Dwight Co., Inc.

    620        29,710   

Clorox Co. (The)

    240        30,043   

Colgate-Palmolive Co.

    527        39,072   

Kimberly-Clark Corp.

    248        31,283   

Procter & Gamble Co. (The)

    419        37,605   
   

 

 

 
      167,713   
   

 

 

 

Independent Power and Renewable Electricity Producers—0.1%

  

AES Corp.

    4,543        58,377   

NRG Energy, Inc.

    2,828        31,702   
   

 

 

 
      90,079   
   

 

 

 

Industrial Conglomerates—0.0%

   

3M Co.

    128        22,557   

General Electric Co.

    709        21,001   

Roper Technologies, Inc.

    117        21,349   
   

 

 

 
      64,907   
   

 

 

 

Insurance—0.1%

   

Aflac, Inc.

    234        16,817   

American International Group, Inc.

    208        12,343   

Aon plc

    133        14,961   

Assurant, Inc.

    141        13,007   

Chubb, Ltd.

    86        10,806   

Cincinnati Financial Corp.

    160        12,067   

Hartford Financial Services Group, Inc. (The)

    261        11,176   

Loews Corp.

    371        15,267   

Marsh & McLennan Cos., Inc.

    219        14,728   

Principal Financial Group, Inc.

    360        18,544   

Progressive Corp. (The)

    330        10,395   

Travelers Cos., Inc. (The)

    158        18,099   

Unum Group

    429        15,148   

XL Group, Ltd.

    518        17,420   
   

 

 

 
      200,778   
   

 

 

 

Internet & Direct Marketing Retail—0.0%

   

Amazon.com, Inc. (b)

    18        15,072   

Priceline Group, Inc. (The) (b)

    11        16,186   

Internet & Direct Marketing Retail—(Continued)

  

TripAdvisor, Inc. (b)

    171      10,804   
   

 

 

 
      42,062   
   

 

 

 

Internet Software & Services—0.0%

   

Alphabet, Inc. - Class A (b)

    24        19,298   

eBay, Inc. (b)

    778        25,596   

VeriSign, Inc. (b)

    187        14,631   
   

 

 

 
      59,525   
   

 

 

 

IT Services—0.2%

   

Accenture plc - Class A

    159        19,425   

Alliance Data Systems Corp. (b)

    85        18,235   

Automatic Data Processing, Inc.

    117        10,319   

Cognizant Technology Solutions Corp. - Class A (b)

    253        12,071   

CSRA, Inc.

    583        15,683   

Fidelity National Information Services, Inc.

    255        19,643   

Fiserv, Inc. (b)

    202        20,093   

Global Payments, Inc.

    220        16,887   

International Business Machines Corp.

    136        21,604   

MasterCard, Inc. - Class A

    199        20,252   

Paychex, Inc.

    381        22,048   

PayPal Holdings, Inc. (b)

    441        18,068   

Total System Services, Inc.

    330        15,559   

Visa, Inc. - Class A

    273        22,577   

Western Union Co. (The)

    989        20,591   
   

 

 

 
      273,055   
   

 

 

 

Leisure Products—0.0%

   

Hasbro, Inc.

    185        14,676   
   

 

 

 

Life Sciences Tools & Services—0.1%

   

Agilent Technologies, Inc.

    458        21,567   

Illumina, Inc. (b)

    113        20,527   

PerkinElmer, Inc.

    369        20,705   

Thermo Fisher Scientific, Inc.

    129        20,519   

Waters Corp. (b)

    131        20,762   
   

 

 

 
      104,080   
   

 

 

 

Machinery—0.1%

   

Caterpillar, Inc.

    282        25,033   

Cummins, Inc.

    173        22,170   

Dover Corp.

    308        22,681   

Ingersoll-Rand plc

    265        18,004   

Parker-Hannifin Corp.

    176        22,093   

Pentair plc

    316        20,300   
   

 

 

 
      130,281   
   

 

 

 

Media—0.1%

   

Comcast Corp. - Class A

    310        20,566   

Discovery Communications, Inc. - Class A (b)

    599        16,125   

Discovery Communications, Inc. - Class C (b)

    568        14,944   

News Corp. - Class B

    1,283        18,244   

Time Warner, Inc.

    241        19,186   

Twenty-First Century Fox, Inc. - Class A

    641        15,525   

Twenty-First Century Fox, Inc. - Class B

    605        14,968   

 

MIST-274


Table of Contents

Met Investors Series Trust

PanAgora Global Diversified Risk Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Media—(Continued)

   

Walt Disney Co. (The)

    178      $ 16,529   
   

 

 

 
      136,087   
   

 

 

 

Metals & Mining—0.1%

   

Alcoa, Inc.

    2,798        28,372   

Freeport-McMoRan, Inc.

    1,879        20,406   

Newmont Mining Corp.

    894        35,125   

Nucor Corp.

    593        29,324   
   

 

 

 
      113,227   
   

 

 

 

Multi-Utilities—0.3%

   

Ameren Corp.

    891        43,819   

CenterPoint Energy, Inc.

    1,943        45,136   

CMS Energy Corp.

    1,029        43,228   

Consolidated Edison, Inc.

    542        40,813   

Dominion Resources, Inc.

    546        40,552   

DTE Energy Co.

    401        37,562   

NiSource, Inc.

    1,699        40,963   

Public Service Enterprise Group, Inc.

    914        38,269   

SCANA Corp.

    579        41,902   

Sempra Energy

    423        45,341   

WEC Energy Group, Inc.

    677        40,539   
   

 

 

 
      458,124   
   

 

 

 

Multiline Retail—0.1%

   

Dollar Tree, Inc. (b)

    182        14,365   

Macy’s, Inc.

    446        16,524   

Nordstrom, Inc.

    496        25,733   

Target Corp.

    251        17,239   
   

 

 

 
      73,861   
   

 

 

 

Oil, Gas & Consumable Fuels—0.4%

   

Anadarko Petroleum Corp.

    413        26,168   

Apache Corp.

    359        22,929   

Cabot Oil & Gas Corp.

    763        19,685   

Chesapeake Energy Corp. (b)

    3,166        19,851   

Chevron Corp.

    223        22,951   

Cimarex Energy Co.

    174        23,380   

Concho Resources, Inc. (b)

    195        26,783   

ConocoPhillips

    517        22,474   

Devon Energy Corp.

    320        14,115   

EOG Resources, Inc.

    272        26,305   

EQT Corp.

    318        23,093   

Exxon Mobil Corp.

    297        25,922   

Hess Corp.

    375        20,108   

Kinder Morgan, Inc.

    620        14,341   

Marathon Oil Corp.

    975        15,415   

Marathon Petroleum Corp.

    616        25,003   

Murphy Oil Corp.

    647        19,669   

Newfield Exploration Co. (b)

    486        21,122   

Noble Energy, Inc.

    589        21,051   

Occidental Petroleum Corp.

    335        24,428   

ONEOK, Inc.

    538        27,648   

Phillips 66

    289        23,279   

Pioneer Natural Resources Co.

    134        24,877   

Oil, Gas & Consumable Fuels—(Continued)

   

Range Resources Corp.

    412      15,965   

Southwestern Energy Co. (b)

    725        10,034   

Spectra Energy Corp.

    779        33,302   

Tesoro Corp.

    271        21,561   

Valero Energy Corp.

    424        22,472   

Williams Cos., Inc. (The)

    575        17,670   
   

 

 

 
      631,601   
   

 

 

 

Personal Products—0.0%

   

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

    291        25,771   
   

 

 

 

Pharmaceuticals—0.1%

   

Bristol-Myers Squibb Co.

    248        13,372   

Eli Lilly & Co.

    277        22,232   

Johnson & Johnson

    156        18,428   

Mallinckrodt plc (b)

    257        17,934   

Merck & Co., Inc.

    389        24,278   

Perrigo Co. plc

    177        16,342   

Pfizer, Inc.

    626        21,203   

Zoetis, Inc.

    438        22,780   
   

 

 

 
      156,569   
   

 

 

 

Professional Services—0.1%

   

Dun & Bradstreet Corp. (The)

    157        21,449   

Equifax, Inc.

    133        17,899   

Robert Half International, Inc.

    434        16,431   

Verisk Analytics, Inc. (b)

    223        18,126   
   

 

 

 
      73,905   
   

 

 

 

Real Estate Management & Development—0.0%

  

CBRE Group, Inc. - Class A (b)

    424        11,864   
   

 

 

 

Road & Rail—0.1%

   

CSX Corp.

    821        25,041   

J.B. Hunt Transport Services, Inc.

    208        16,877   

Ryder System, Inc.

    271        17,872   

Union Pacific Corp.

    252        24,578   
   

 

 

 
      84,368   
   

 

 

 

Semiconductors & Semiconductor Equipment—0.1%

  

Analog Devices, Inc.

    369        23,782   

Broadcom, Ltd.

    99        17,079   

Linear Technology Corp.

    465        27,570   

Microchip Technology, Inc.

    423        26,285   

NVIDIA Corp.

    348        23,845   

QUALCOMM, Inc.

    319        21,852   

Skyworks Solutions, Inc.

    215        16,370   

Xilinx, Inc.

    406        22,062   
   

 

 

 
      178,845   
   

 

 

 

Software—0.1%

   

Activision Blizzard, Inc.

    400        17,720   

Adobe Systems, Inc. (b)

    173        18,777   

Autodesk, Inc. (b)

    242        17,504   

CA, Inc.

    400        13,232   

 

MIST-275


Table of Contents

Met Investors Series Trust

PanAgora Global Diversified Risk Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description       
    
Shares
    Value  

Software—(Continued)

   

Dell Technologies, Inc. - Class V (b)

    73      $ 3,489   

Intuit, Inc.

    202        22,222   

Microsoft Corp.

    335        19,296   

Oracle Corp.

    529        20,779   

Red Hat, Inc. (b)

    197        15,924   

Symantec Corp.

    1,161        29,141   
   

 

 

 
      178,084   
   

 

 

 

Specialty Retail—0.2%

   

Advance Auto Parts, Inc.

    94        14,017   

AutoZone, Inc. (b)

    26        19,977   

Bed Bath & Beyond, Inc.

    376        16,209   

Foot Locker, Inc.

    302        20,452   

Home Depot, Inc. (The)

    149        19,173   

L Brands, Inc.

    227        16,065   

O’Reilly Automotive, Inc. (b)

    69        19,328   

Ross Stores, Inc.

    291        18,711   

Staples, Inc.

    1,585        13,552   

Tiffany & Co.

    240        17,431   

TJX Cos., Inc. (The)

    203        15,180   

Ulta Salon Cosmetics & Fragrance, Inc. (b)

    62        14,755   

Urban Outfitters, Inc. (b)

    477        16,466   
   

 

 

 
      221,316   
   

 

 

 

Technology Hardware, Storage & Peripherals—0.0%

  

HP, Inc.

    1,077        16,726   

NetApp, Inc.

    693        24,823   

Western Digital Corp.

    314        18,360   
   

 

 

 
      59,909   
   

 

 

 

Textiles, Apparel & Luxury Goods—0.1%

  

Coach, Inc.

    361        13,198   

Michael Kors Holdings, Ltd. (b)

    279        13,054   

NIKE, Inc. - Class B

    289        15,216   

Ralph Lauren Corp.

    153        15,475   

Under Armour, Inc. - Class C (b)

    605        20,485   

VF Corp.

    281        15,750   
   

 

 

 
      93,178   
   

 

 

 

Tobacco—0.1%

   

Altria Group, Inc.

    392        24,786   

Philip Morris International, Inc.

    261        25,374   

Reynolds American, Inc.

    530        24,990   
   

 

 

 
      75,150   
   

 

 

 

Trading Companies & Distributors—0.0%

  

Fastenal Co.

    397        16,587   

WW Grainger, Inc.

    91        20,460   
   

 

 

 
      37,047   
   

 

 

 

Water Utilities—0.0%

   

American Water Works Co., Inc.

    513      38,393   
   

 

 

 

Total Common Stocks
(Cost $9,045,507)

      9,266,579   
   

 

 

 
Short-Term Investments—40.8%   

Mutual Funds—13.8%

   

BlackRock Liquidity Funds T-Fund Portfolio, Institutional Class, 0.212% (c)

    12,000,000        12,000,000   

UBS Select Treasury Institutional Fund, Institutional Class, 0.190% (c)

    8,500,000        8,500,000   
   

 

 

 
      20,500,000   
   

 

 

 

Repurchase Agreement—23.8%

   

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $35,267,633 on 10/03/16, collateralized by $35,445,000 U.S. Treasury Note at 1.375% due 01/31/21 with a value of $35,976,675.

    35,267,545        35,267,545   
   

 

 

 

U.S. Treasury—3.2%

   

U.S. Treasury Bills

   

0.266%, 10/06/16 (d) (e)

    750,000        749,993   

0.269%, 10/06/16 (d) (e)

    4,000,000        3,999,853   
   

 

 

 
      4,749,846   
   

 

 

 

Total Short-Term Investments
(Cost $60,517,370)

      60,517,391   
   

 

 

 

Total Investments—82.9%
(Cost $121,378,336) (f)

      122,959,249   

Other assets and liabilities
(net)—17.1%

      25,275,262   
   

 

 

 
Net Assets—100.0%     $ 148,234,511   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Principal amount of security is adjusted for inflation.
(b) Non-income producing security.
(c) The rate shown represents the annualized seven-day yield as of September 30, 2016.
(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 September 30, 2016, the market value of securities pledged was $4,749,846.
(f) As of September 30, 2016, the aggregate cost of investments was $121,378,336. The aggregate unrealized appreciation and depreciation of investments were $1,797,466 and $(216,553), respectively, resulting in net unrealized appreciation of $1,580,913.
(ETF)— Exchange-Traded Fund
(EUR)— Euro
(GBP)— British Pound

 

MIST-276


Table of Contents

Met Investors Series Trust

PanAgora Global Diversified Risk Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts

 

 

Contracts to Deliver

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
EUR     12,050,000      

State Street Bank and Trust

       10/27/16         $ 13,487,047         $ (63,769
GBP     8,090,000      

Brown Brothers Harriman & Co.

       10/27/16           10,493,474           2,610   
                   

 

 

 

Net Unrealized Depreciation

  

     $ (61,159
                   

 

 

 

Futures Contracts

 

Futures Contracts—Long

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

Aluminum Futures

     12/19/16         36         USD         1,524,650       $ (17,600

Amsterdam Index Futures

     10/21/16         15         EUR         1,333,260         25,882   

Australian 10 Year Treasury Bond Futures

     12/15/16         173         AUD         23,427,340         211,597   

Bloomberg Commodity Index Futures

     12/21/16         397         USD         3,288,391         98,019   

Brent Crude Oil Futures

     10/31/16         18         USD         840,174         63,246   

Canada Government Bond 10 Year Futures

     12/19/16         197         CAD         28,882,920         45,977   

Cattle Feeder Futures

     01/26/17         9         USD         560,236         (34,523

Cattle Feeder Futures

     03/30/17         14         USD         879,693         (70,493

Cocoa Futures

     03/16/17         33         USD         947,330         (45,110

Coffee “C” Futures

     03/21/17         9         USD         516,633         6,155   

Copper Futures

     12/28/16         20         USD         1,079,280         25,970   

Corn Futures

     07/14/17         34         USD         581,530         30,895   

Cotton No. 2 Futures

     03/09/17         31         USD         1,094,054         (31,684

DAX Index Futures

     12/16/16         6         EUR         1,563,313         15,235   

Euro-BTP Futures

     12/08/16         111         EUR         16,004,163         (136,120

Euro-Bobl Futures

     12/08/16         87         EUR         11,465,458         29,625   

Euro-Bund Futures

     12/08/16         28         EUR         4,624,825         16,597   

Euro-Buxl 30 Year Bond Futures

     12/08/16         17         EUR         3,253,887         14,798   

FTSE 100 Index Futures

     12/16/16         10         GBP         665,321         26,479   

Gasoline RBOB Futures

     11/30/16         15         USD         853,332         50,466   

Gold 100 oz. Futures

     12/28/16         25         USD         3,324,540         (31,790

Hang Seng Index Futures

     10/28/16         10         HKD         11,702,500         (5,931

IBEX 35 Index Futures

     10/21/16         13         EUR         1,135,865         3,676   

Interest Rate Swap 10 Year Futures

     12/19/16         125         USD         12,707,079         70,265   

Interest Rate Swap 5 Year Futures

     12/19/16         216         USD         21,819,964         70,286   

Japanese Government 10 Year Bond Futures

     12/13/16         7         JPY         1,061,778,400         45,378   

Japanese Government 10 Year Bond Mini Futures

     12/12/16         254         JPY         3,851,770,300         169,200   

Lean Hogs Futures

     02/14/17         51         USD         1,211,738         (214,178

Lean Hogs Futures

     04/17/17         20         USD         536,855         (91,055

Live Cattle Futures

     02/28/17         86         USD         3,652,395         (191,755

Low Sulphur Gas Oil Futures

     12/12/16         13         USD         546,566         36,159   

MSCI Emerging Markets Index Mini Futures

     12/16/16         311         USD         14,417,080         (227,705

Natural Gas Futures

     12/28/16         20         USD         649,580         4,020   

New York Harbor ULSD Futures

     11/30/16         9         USD         559,136         26,122   

Nickel Futures

     12/19/16         15         USD         884,690         66,790   

OMX Stockholm 30 Index Futures

     10/21/16         80         SEK         11,307,568         23,364   

Russell 2000 Index Mini Futures

     12/16/16         92         USD         11,335,988         148,372   

S&P 500 Index E-Mini Futures

     12/16/16         76         USD         8,177,790         31,730   

S&P TSX 60 Index Futures

     12/15/16         10         CAD         1,685,903         18,673   

SPI 200 Index Futures

     12/15/16         11         AUD         1,441,047         37,007   

Silver Futures

     12/28/16         17         USD         1,679,993         (46,803

Soybean Futures

     01/13/17         15         USD         728,484         (9,046

Soybean Meal Futures

     01/13/17         22         USD         677,668         (17,228

Soybean Oil Futures

     01/13/17         64         USD         1,301,046         (8,118

Sugar No. 11 Futures

     02/28/17         36         USD         824,557         102,803   

TOPIX Index Futures

     12/08/16         20         JPY         268,020,000         (33,726

 

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Table of Contents

Met Investors Series Trust

PanAgora Global Diversified Risk Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Futures Contracts—(Continued)

 

Futures Contracts—Long

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

U.S. Treasury Long Bond Futures

     12/20/16         76         USD         12,906,834       $ (126,959

U.S. Treasury Note 2 Year Futures

     12/30/16         12         USD         2,619,231         2,394   

United Kingdom Long Gilt Bond Futures

     12/28/16         64         GBP         8,401,990         (85,533

Zinc Futures

     12/19/16         20         USD         1,160,266         29,359   
              

 

 

 

Net Unrealized Appreciation

  

   $ 121,182   
              

 

 

 

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         1.250     12/21/18         USD         53,226,000       $ (16,266

Pay

     3M LIBOR         1.250     12/21/18         USD         4,000,000         3,206   
                

 

 

 

Net Unrealized Depreciation

  

   $ (13,060
                

 

 

 

 

(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-278


Table of Contents

Met Investors Series Trust

PanAgora Global Diversified Risk Portfolio

Consolidated Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1     Level 2     Level 3      Total  

Total Foreign Government*

   $ —        $ 24,174,496      $ —         $ 24,174,496   

Total Mutual Fund*

     15,864,475        —          —           15,864,475   

Total U.S. Treasury & Government Agencies*

     —          13,136,308        —           13,136,308   

Total Common Stocks*

     9,266,579        —          —           9,266,579   
Short-Term Investments          

Mutual Funds

     20,500,000        —          —           20,500,000   

Repurchase Agreement

     —          35,267,545        —           35,267,545   

U.S. Treasury

     —          4,749,846        —           4,749,846   

Total Short-Term Investments

     20,500,000        40,017,391        —           60,517,391   

Total Investments

   $ 45,631,054      $ 77,328,195      $ —         $ 122,959,249   
                                   
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —        $ 2,610      $ —         $ 2,610   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —          (63,769     —           (63,769

Total Forward Contracts

   $ —        $ (61,159   $ —         $ (61,159
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 1,546,539      $ —        $ —         $ 1,546,539   

Futures Contracts (Unrealized Depreciation)

     (1,425,357     —          —           (1,425,357

Total Futures Contracts

   $ 121,182      $ —        $ —         $ 121,182   
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 3,206      $ —         $ 3,206   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —          (16,266     —           (16,266

Total Centrally Cleared Swap Contracts

   $ —        $ (13,060   $ —         $ (13,060

 

* See Consolidated Schedule of Investments for additional detailed categorizations.

 

MIST-279


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

U.S. Treasury & Government Agencies—112.1% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—5.2%

  

Fannie Mae 30 Yr. Pool
3.000%, TBA (a)

    70,000,000      $ 72,587,585   

3.500%, TBA (a)

    47,000,000        49,592,341   

Fannie Mae ARM Pool
1.689%, 07/01/44 (b)

    16,616        16,925   

1.689%, 09/01/44 (b)

    33,913        34,578   

2.808%, 11/01/34 (b)

    734,374        775,718   

Fannie Mae REMICS (CMO)
0.584%, 12/25/36 (b)

    65,142        64,951   

0.585%, 07/25/37 (b)

    659,837        646,907   

0.675%, 08/25/34 (b)

    90,520        88,915   

0.875%, 07/25/37 (b)

    20,092        20,173   

0.905%, 07/25/37 (b)

    144,020        144,767   

1.205%, 02/25/41 (b)

    2,152,139        2,170,487   

2.743%, 05/25/35 (b)

    425,087        447,319   

Fannie Mae Whole Loan (CMO)
0.875%, 05/25/42 (b)

    61,824        61,884   

Freddie Mac ARM Non-Gold Pool
2.574%, 01/01/34 (b)

    88,062        93,544   

Freddie Mac REMICS (CMO)
0.674%, 10/15/20 (b)

    165,453        165,076   

0.754%, 02/15/19 (b)

    264,729        264,467   

0.974%, 08/15/33 (b)

    1,410,981        1,413,300   

Freddie Mac Strips (CMO)
0.974%, 09/15/42 (b)

    8,292,761        8,344,757   

Freddie Mac Structured Pass-Through Securities (CMO)
0.785%, 08/25/31 (b)

    48,256        47,300   

1.689%, 10/25/44 (b)

    2,830,230        2,888,618   

1.689%, 02/25/45 (b)

    858,763        880,713   

Government National Mortgage Association (CMO)
1.362%, 08/20/66 (b)

    299,703        300,260   
   

 

 

 
      141,050,585   
   

 

 

 

U.S. Treasury—106.9%

  

U.S. Treasury Bonds
2.250%, 08/15/46 (c)

    1,990,000        1,953,931   

2.500%, 02/15/45 (c) (d)

    8,110,000        8,381,182   

2.500%, 02/15/46 (c)

    30,550,000        31,576,297   

2.500%, 05/15/46 (c)

    13,600,000        14,076,000   

3.000%, 11/15/44 (c)

    2,000,000        2,280,390   

3.000%, 05/15/45 (c) (d)

    18,900,000        21,548,948   

3.000%, 11/15/45 (c) (d)

    10,000        11,410   

U.S. Treasury Inflation Indexed Bonds
0.625%, 02/15/43 (c) (d) (e)

    5,935,073        5,950,866   

0.750%, 02/15/42 (c) (e)

    32,252,439        33,230,623   

1.000%, 02/15/46 (c) (d) (e)

    30,218,965        33,404,981   

1.375%, 02/15/44 (c) (d) (e)

    135,132,677        160,294,787   

1.750%, 01/15/28 (c) (e)

    116,981,004        136,924,277   

2.000%, 01/15/26 (c) (e)

    13,560,898        15,927,803   

2.125%, 02/15/40 (c) (e)

    40,307,976        53,625,369   

2.125%, 02/15/41 (c) (d) (e)

    9,506,170        12,764,799   

2.375%, 01/15/25 (c) (e)

    212,949,165        253,759,808   

2.375%, 01/15/27 (c) (e)

    81,867,240        100,400,018   

U.S. Treasury—(Continued)

  

U.S. Treasury Inflation Indexed Bonds
2.500%, 01/15/29 (c) (e)

    132,023,506      167,598,692   

3.625%, 04/15/28 (c) (e)

    57,570,333        79,490,871   

3.875%, 04/15/29 (c) (e)

    90,355,687        130,194,956   

U.S. Treasury Inflation Indexed Notes
0.125%, 04/15/18 (c) (d) (e) (f) (g)

    42,301,852        42,762,604   

0.125%, 04/15/19 (c) (e) (g)

    125,922,242        128,065,942   

0.125%, 04/15/20 (c) (e) (f) (g)

    29,496,115        30,071,525   

0.125%, 01/15/22 (c) (e)

    61,388,927        62,655,627   

0.125%, 07/15/22 (c) (e)

    259,402,238        265,588,981   

0.125%, 01/15/23 (c) (e)

    269,694,562        273,948,184   

0.125%, 07/15/24 (c) (e)

    77,531,794        78,663,681   

0.125%, 07/15/26 (c) (e)

    8,262,920        8,353,242   

0.250%, 01/15/25 (c) (d) (e)

    43,877,218        44,690,350   

0.375%, 07/15/23 (c) (e) (f)

    152,332,295        157,862,262   

0.375%, 07/15/25 (e)

    5,530,824        5,711,903   

0.625%, 07/15/21 (c) (e)

    155,167,525        162,934,435   

0.625%, 01/15/24 (c) (e)

    84,268,558        88,407,661   

0.625%, 01/15/26 (e)

    4,274,143        4,495,159   

1.250%, 07/15/20 (c) (e)

    82,429,681        88,075,125   

1.375%, 07/15/18 (d) (e) (f)

    1,160,671        1,209,796   

1.375%, 01/15/20 (c) (e)

    29,772,483        31,613,404   

1.625%, 01/15/18 (c) (e)

    22,965,512        23,671,954   

1.875%, 07/15/19 (c) (d) (e) (f) (g)

    16,117,816        17,309,148   

U.S. Treasury Notes
1.125%, 08/31/21 (c)

    102,700,000        102,595,657   

1.625%, 05/15/26 (c)

    140,000        140,186   

2.125%, 09/30/21 (c)

    2,100,000        2,194,172   

2.125%, 12/31/21 (c)

    3,200,000        3,345,126   

2.125%, 05/15/25 (c) (d)

    26,700,000        27,914,022   
   

 

 

 
      2,915,676,154   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $3,069,186,208)

   

    3,056,726,739   
   

 

 

 
Corporate Bonds & Notes—11.2%   

Agriculture—0.0%

  

Japan Tobacco, Inc.
2.100%, 07/23/18 (144A)

    100,000        101,182   
   

 

 

 

Auto Manufacturers—0.1%

  

Ford Motor Credit Co. LLC
5.000%, 05/15/18

    2,000,000        2,099,308   

Volkswagen Group of America Finance LLC
1.281%, 05/22/18 (144A) (b)

    1,200,000        1,192,974   
   

 

 

 
      3,292,282   
   

 

 

 

Banks—9.1%

  

Bank of America N.A.
1.750%, 06/05/18

    15,300,000        15,388,465   

BBVA Bancomer S.A.
6.500%, 03/10/21 (144A)

    5,000,000        5,456,250   

Citigroup, Inc.
1.277%, 05/01/17 (b)

    33,800,000        33,820,246   

 

MIST-280


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

  

Cooperatieve Rabobank UA
1.073%, 04/28/17 (b)

    33,450,000      $ 33,457,928   

Credit Suisse Group Funding Guernsey, Ltd.
3.800%, 09/15/22

    6,600,000        6,742,448   

Depfa ACS Bank
3.875%, 11/14/16 (EUR)

    600,000        677,010   

Goldman Sachs Group, Inc. (The)
2.050%, 09/15/20 (b)

    10,000,000        10,056,580   

3.500%, 01/23/25

    800,000        827,347   

ING Bank NV
2.625%, 12/05/22 (144A)

    3,300,000        3,415,153   

JPMorgan Chase & Co.
1.265%, 04/25/18 (b)

    28,120,000        28,122,221   

2.322%, 03/01/21 (b)

    2,100,000        2,152,061   

7.900%, 04/30/18 (b)

    900,000        924,750   

Lloyds Bank plc
1.750%, 05/14/18

    6,350,000        6,368,764   

Mitsubishi UFJ Financial Group, Inc.
2.722%, 03/01/21 (b)

    4,100,000        4,248,805   

Nykredit Realkredit A/S
1.000%, 04/01/17 (DKK)

    25,800,000        3,915,022   

1.000%, 07/01/17 (DKK)

    79,800,000        12,151,985   

2.000%, 04/01/17 (DKK)

    15,100,000        2,304,220   

2.000%, 07/01/17 (DKK)

    58,200,000        8,930,665   

2.000%, 10/01/17 (DKK)

    31,400,000        4,844,651   

Realkredit Danmark A/S
1.000%, 01/01/17 (DKK)

    64,300,000        9,731,323   

1.000%, 04/01/17 (DKK)

    119,400,000        18,129,168   

2.000%, 01/01/17 (DKK)

    26,700,000        4,049,873   

2.000%, 04/01/17 (DKK)

    209,600,000        31,980,421   

Santander Holdings USA, Inc.
2.275%, 11/24/17 (b)

    500,000        504,425   
   

 

 

 
      248,199,781   
   

 

 

 

Computers—0.1%

  

Hewlett Packard Enterprise Co.
2.450%, 10/05/17 (144A)

    3,400,000        3,427,234   
   

 

 

 

Diversified Financial Services—0.9%

  

AerCap Aviation Solutions B.V.
6.375%, 05/30/17

    100,000        102,698   

AerCap Ireland Capital, Ltd. / AerCap Global Aviation Trust
3.750%, 05/15/19

    100,000        102,125   

4.250%, 07/01/20

    150,000        155,625   

4.625%, 10/30/20

    300,000        315,000   

Ally Financial, Inc.
3.250%, 02/13/18

    15,200,000        15,352,000   

BRFkredit A/S
2.000%, 10/01/17 (DKK)

    8,300,000        1,280,834   

CIT Group, Inc.
4.250%, 08/15/17

    100,000        101,875   

5.000%, 05/15/17

    100,000        101,875   

5.250%, 03/15/18

    100,000        104,250   

Diversified Financial Services—(Continued)

  

International Lease Finance Corp.
5.875%, 04/01/19

    200,000      214,250   

6.250%, 05/15/19

    700,000        758,625   

8.250%, 12/15/20

    600,000        712,500   

Navient Corp.
4.625%, 09/25/17

    100,000        101,500   

Nordea Kredit Realkreditaktieselskab
1.000%, 10/01/17 (DKK)

    10,500,000        1,597,420   

2.000%, 10/01/17 (DKK)

    8,400,000        1,294,537   

OneMain Financial Holdings LLC
6.750%, 12/15/19 (144A)

    100,000        105,125   

Springleaf Finance Corp.
8.250%, 12/15/20

    100,000        109,750   

Synchrony Financial
2.192%, 11/09/17 (b)

    800,000        805,734   
   

 

 

 
      23,315,723   
   

 

 

 

Healthcare-Services—0.1%

  

Aetna, Inc.
1.491%, 12/08/17 (b)

    2,000,000        2,004,738   

2.400%, 06/15/21

    1,500,000        1,517,369   
   

 

 

 
      3,522,107   
   

 

 

 

Media—0.0%

  

DISH DBS Corp.
4.625%, 07/15/17

    100,000        101,750   
   

 

 

 

Oil & Gas—0.3%

  

Petrobras Global Finance B.V.
4.250%, 10/02/23 (EUR)

    600,000        625,265   

4.375%, 05/20/23

    300,000        268,350   

5.375%, 01/27/21

    5,100,000        5,043,900   

6.250%, 12/14/26 (GBP)

    300,000        360,945   

8.375%, 05/23/21

    2,500,000        2,731,250   
   

 

 

 
      9,029,710   
   

 

 

 

Pharmaceuticals—0.2%

  

AbbVie, Inc.
1.800%, 05/14/18

    2,900,000        2,911,847   

3.200%, 11/06/22

    800,000        832,872   
   

 

 

 
      3,744,719   
   

 

 

 

Pipelines—0.0%

  

Kinder Morgan, Inc.
7.250%, 06/01/18

    300,000        323,930   
   

 

 

 

Real Estate Investment Trusts—0.2%

  

Unibail-Rodamco SE
1.449%, 04/16/19 (b)

    5,800,000        5,766,986   
   

 

 

 

Transportation—0.2%

  

AP Moeller - Maersk A/S
2.550%, 09/22/19 (144A) (h)

    100,000        100,634   

 

MIST-281


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Transportation—(Continued)

  

Hellenic Railways Organization S.A.
4.028%, 03/17/17 (EUR)

    3,900,000      $ 4,282,489   
   

 

 

 
      4,383,123   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $304,177,185)

      305,208,527   
   

 

 

 
Foreign Government—8.9%   

Sovereign—8.9%

  

Brazil Letras do Tesouro Nacional
Zero Coupon, 01/01/17 (BRL)

    245,400,000        73,069,007   

Zero Coupon, 04/01/17 (BRL)

    189,400,000        54,711,071   

France Government Bond OAT
1.850%, 07/25/27 (EUR) (e)

    4,591,454        6,786,003   

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

    5,850,528        7,526,810   

Hellenic Republic Government Bonds
3.000%, 02/24/23 (EUR) (i)

    7,000        5,909   

3.000%, 02/24/25 (EUR) (i)

    7,000        5,622   

3.000%, 02/24/26 (EUR) (i)

    31,000        24,518   

3.000%, 02/24/29 (EUR) (i)

    173,000        126,677   

3.000%, 02/24/30 (EUR) (g) (i)

    149,000        107,205   

3.000%, 02/24/31 (EUR) (i)

    142,000        100,096   

3.000%, 02/24/32 (EUR) (i)

    143,000        99,356   

3.000%, 02/24/33 (EUR) (i)

    110,000        74,989   

3.000%, 02/24/34 (EUR) (i)

    76,000        51,185   

3.000%, 02/24/35 (EUR) (i)

    13,000        8,602   

3.000%, 02/24/36 (EUR) (i)

    180,000        119,481   

3.000%, 02/24/37 (EUR) (i)

    303,000        199,709   

3.000%, 02/24/38 (EUR) (i)

    303,000        197,691   

3.000%, 02/24/40 (EUR) (i)

    58,000        37,784   

3.000%, 02/24/41 (EUR) (i)

    33,000        21,536   

3.000%, 02/24/42 (EUR) (i)

    206,000        134,975   

Hellenic Republic Government International Bonds
3.800%, 08/08/17 (JPY)

    150,000,000        1,418,199   

4.500%, 07/03/17 (JPY)

    300,000,000        2,887,727   

Italy Buoni Poliennali Del Tesoro
1.700%, 09/15/18 (EUR) (e)

    3,736,297        4,399,470   

2.350%, 09/15/24 (144A) (EUR) (e)

    12,848,768        16,917,688   

2.550%, 09/15/41 (EUR) (e)

    97,673        147,903   

3.100%, 09/15/26 (EUR) (e)

    635,574        904,217   

Japanese Government CPI Linked Bonds
0.100%, 03/10/24 (JPY) (e)

    572,320,000        5,886,591   

0.100%, 09/10/24 (JPY) (e)

    278,600,000        2,886,143   

0.100%, 03/10/25 (JPY) (e)

    488,530,000        5,068,128   

0.100%, 03/10/26 (JPY) (e)

    1,603,189,700        16,679,307   

Mexican Bonos
4.750%, 06/14/18 (MXN)

    65,252,000        3,335,039   

Mexican Udibonos
4.000%, 11/08/46 (MXN) (e)

    118,652,592        7,016,871   

New Zealand Government Bonds
2.500%, 09/20/35 (NZD) (e)

    1,509,300        1,242,415   

3.000%, 09/20/30 (NZD) (e)

    11,600,000        10,136,451   

Sovereign—(Continued)

  

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

    54,326      83,536   

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

    9,077,466        14,413,870   

0.125%, 03/22/44 (GBP) (e)

    2,400,712        5,148,775   

0.125%, 03/22/46 (GBP)

    516        1,144   

0.125%, 03/22/58 (GBP) (c) (e)

    391,142        1,077,166   
   

 

 

 

Total Foreign Government
(Cost $231,962,897)

      243,058,866   
   

 

 

 
Asset-Backed Securities—3.7%   

Asset-Backed - Home Equity—0.8%

  

Asset Backed Securities Corp.
0.690%, 03/25/36 (b)

    1,730,831        1,674,864   

Asset-Backed Funding Certificates Trust
1.225%, 06/25/34 (b)

    498,501        469,997   

Bear Stearns Asset-Backed Securities I Trust
1.525%, 10/25/37 (b)

    2,030,735        1,891,573   

Bear Stearns Asset-Backed Securities Trust
1.185%, 10/25/32 (b)

    12,342        12,088   

First NLC Trust
0.595%, 08/25/37 (144A) (b)

    1,272,499        716,379   

0.915%, 02/25/36 (b)

    1,200,000        1,064,704   

HSI Asset Securitization Corp. Trust
0.575%, 10/25/36 (b)

    6,703        3,569   

Merrill Lynch Mortgage Investors Trust
0.915%, 08/25/36 (b)

    13,185,000        11,730,037   

Nomura Home Equity Loan, Inc
0.815%, 03/25/36 (b)

    3,000,000        2,481,799   

NovaStar Mortgage Funding Trust
0.995%, 01/25/36 (b)

    2,000,000        1,817,552   

Soundview Home Loan Trust
0.585%, 11/25/36 (144A) (b)

    54,606        22,647   
   

 

 

 
      21,885,209   
   

 

 

 

Asset-Backed - Other—2.5%

  

Amortizing Residential Collateral Trust
1.650%, 08/25/32 (b)

    1,230,425        1,138,038   

Aquilae CLO II plc
0.050%, 01/17/23 (144A) (EUR) (b) (h)

    158,585        177,938   

Atlas Senior Loan Fund II, Ltd.
2.055%, 01/30/24 (144A) (b)

    2,200,000        2,198,350   

Babson CLO, Ltd.
2.057%, 05/15/23 (144A) (b)

    970,933        969,990   

Bayview Opportunity Master Fund Trust
4.350%, 01/28/31 (144A) (b)

    479,465        478,361   

Carlyle Global Market Strategies CLO, Ltd.
2.086%, 01/20/25 (144A) (b)

    1,600,000        1,597,858   

Cavalry CLO II
2.029%, 01/17/24 (144A) (b)

    800,000        799,148   

CIFC Funding, Ltd.
1.920%, 08/14/24 (144A) (b)

    13,600,000        13,541,887   

 

MIST-282


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Asset-Backed - Other—(Continued)

  

Cordatus CLO I plc
0.815%, 01/30/24 (GBP) (b)

    681,843      $ 873,710   

Cordatus CLO II plc
0.042%, 07/25/24 (EUR) (b)

    1,489,472        1,659,335   

0.844%, 07/25/24 (GBP) (b)

    327,457        415,931   

Countrywide Asset-Backed Certificates
0.705%, 07/25/36 (b)

    80,293        80,227   

0.725%, 04/25/36 (b)

    156,988        155,488   

Credit-Based Asset Servicing and Securitization LLC
0.644%, 07/25/37 (144A) (b)

    132,276        81,221   

CSAB Mortgage-Backed Trust
5.720%, 09/25/36

    724,993        475,483   

CWABS Asset-Backed Certificates Trust
1.529%, 01/25/35 (b)

    1,690,935        1,691,967   

Eaton Vance CDO X plc Zero Coupon,
Zero Coupon, 02/22/27 (EUR) (b)

    296,850        332,162   

0.688%, 02/22/27 (GBP) (b) (j)

    1,071,631        1,375,480   

1.111%, 02/22/27 (b) (j)

    2,268,062        2,230,351   

Elm CLO, Ltd.
2.079%, 01/17/23 (144A) (b)

    236,356        236,357   

Equity One Mortgage Pass-Through Trust
1.125%, 04/25/34 (b)

    109,302        93,518   

Finn Square CLO, Ltd.
2.052%, 12/24/23 (144A) (b) (h)

    1,500,000        1,494,000   

GSAMP Trust
1.260%, 09/25/35 (b)

    399,484        357,996   

Hillmark Funding, Ltd.
1.061%, 05/21/21 (144A) (b)

    4,714,891        4,692,236   

HSI Asset Securitization Corp. Trust
0.685%, 05/25/37 (b)

    603,733        558,883   

JPMorgan Mortgage Acquisition Trust
0.645%, 01/25/37 (b)

    3,810,010        3,748,572   

Long Beach Mortgage Loan Trust
1.260%, 08/25/35 (b)

    823,014        717,149   

Morgan Stanley IXIS Real Estate Capital Trust
0.575%, 11/25/36 (b)

    738        341   

Nautique Funding, Ltd.
0.930%, 04/15/20 (144A) (b)

    43,041        43,032   

OneMain Financial Issuance Trust
2.470%, 09/18/24 (144A)

    12,242,991        12,270,210   

Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
1.015%, 09/25/35 (b)

    200,000        170,775   

1.575%, 10/25/34 (b)

    4,000,000        3,520,606   

Penta CLO S.A.
0.067%, 06/04/24 (EUR) (b)

    882,319        987,991   

RAAC Trust
0.865%, 08/25/36 (b)

    764,000        720,006   

Small Business Administration Participation Certificates
5.510%, 11/01/27

    2,322,183        2,590,240   

Structured Asset Securities Corp. Mortgage Loan Trust
0.665%, 05/25/47 (b)

    1,589,926        1,558,916   

2.023%, 04/25/35 (b)

    323,895        305,113   

Asset-Backed - Other—(Continued)

  

Symphony CLO, Ltd.
1.057%, 05/15/19 (144A) (b)

    617,076      616,028   

Vericrest Opportunity Loan Trust LLC
3.375%, 11/25/54 (144A)

    272,653        272,474   

3.375%, 02/25/55 (144A)

    276,645        276,643   

3.875%, 04/25/55 (144A)

    90,677        90,921   

4.250%, 02/26/46 (144A)

    1,005,044        1,014,157   

4.250%, 03/26/46 (144A)

    175,892        178,001   
   

 

 

 
      66,787,090   
   

 

 

 

Asset-Backed - Student Loan—0.4%

  

College Loan Corp. Trust
0.965%, 01/25/24 (b)

    900,000        881,927   

SLM Student Loan Trust
2.215%, 04/25/23 (b)

    10,219,998        10,242,548   
   

 

 

 
      11,124,475   
   

 

 

 

Total Asset-Backed Securities
(Cost $98,020,007)

      99,796,774   
   

 

 

 
Mortgage-Backed Securities—3.0%   

Collateralized Mortgage Obligations—2.2%

  

Banc of America Alternative Loan Trust
6.000%, 01/25/35

    2,814,715        2,785,333   

Banc of America Funding Trust
0.752%, 07/20/36 (b)

    138,497        130,026   

2.925%, 02/20/36 (b)

    986,267        966,300   

Banc of America Mortgage Trust
2.858%, 11/25/34 (b)

    75,098        71,974   

3.226%, 09/25/35 (b)

    146,621        134,266   

3.255%, 06/25/35 (b)

    242,595        233,195   

6.500%, 09/25/33

    36,859        38,594   

BCAP LLC Trust
5.136%, 03/26/37 (144A) (b)

    1,759,140        1,672,385   

Bear Stearns Adjustable Rate Mortgage Trust
2.580%, 08/25/35 (b)

    109,902        110,399   

2.920%, 03/25/35 (b)

    470,357        472,135   

2.988%, 03/25/35 (b)

    413,249        402,873   

3.128%, 03/25/35 (b)

    4,183        4,215   

3.174%, 01/25/35 (b)

    1,716,844        1,730,678   

Bear Stearns ALT-A Trust
0.685%, 02/25/34 (b)

    201,993        177,188   

3.142%, 09/25/35 (b)

    1,440,251        1,236,243   

Chase Mortgage Finance Trust
3.064%, 02/25/37 (b)

    99,324        98,170   

Citigroup Mortgage Loan Trust
2.142%, 08/25/35 (b)

    57,228        53,093   

2.430%, 09/25/35 (b)

    151,874        155,559   

2.760%, 09/25/35 (b)

    144,715        144,489   

2.930%, 10/25/35 (b)

    2,573,978        2,536,963   

3.040%, 05/25/35 (b)

    38,583        37,865   

Countrywide Alternative Loan Trust
0.705%, 05/25/47 (b)

    323,222        275,460   

 

MIST-283


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Mortgage-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Collateralized Mortgage Obligations—(Continued)

  

Countrywide Alternative Loan Trust
0.712%, 02/20/47 (b)

    1,030,480      $ 690,067   

0.805%, 12/25/35 (b)

    33,702        29,437   

5.500%, 06/25/35

    676,957        651,339   

Countrywide Home Loan Mortgage Pass-Through Trust
0.815%, 04/25/35 (b)

    789,913        677,737   

2.775%, 11/20/34 (b)

    340,285        320,042   

3.117%, 11/19/33 (b)

    24,983        24,482   

3.175%, 08/25/34 (b)

    156,770        133,565   

Countrywide Home Reperforming Loan REMIC Trust
0.865%, 06/25/35 (144A) (b)

    107,166        94,788   

Deutsche ALT-B Securities Mortgage Loan Trust
0.625%, 10/25/36 (b)

    30,849        19,360   

5.869%, 10/25/36

    544,063        459,074   

5.886%, 10/25/36

    544,063        459,043   

Eurosail-UK plc
0.679%, 06/13/45 (GBP) (b)

    49,675        64,168   

1.329%, 06/13/45 (GBP) (b)

    2,920,568        3,526,276   

First Horizon Alternative Mortgage Securities Trust
2.697%, 06/25/34 (b)

    244,077        237,894   

GreenPoint Mortgage Funding Trust
0.795%, 11/25/45 (b)

    180,994        155,313   

GreenPoint MTA Trust
0.965%, 06/25/45 (b)

    366,640        320,220   

GSR Mortgage Loan Trust
2.917%, 09/25/35 (b)

    350,084        355,773   

3.036%, 12/25/34 (b)

    1,599,540        1,599,538   

3.098%, 05/25/35 (b)

    521,667        487,081   

3.136%, 11/25/35 (b)

    714,404        646,151   

3.152%, 01/25/35 (b)

    227,561        216,425   

HarborView Mortgage Loan Trust
0.751%, 05/19/35 (b)

    95,787        79,436   

0.811%, 02/19/36 (b)

    193,065        140,402   

IndyMac INDA Mortgage Loan Trust
3.283%, 11/25/35 (b)

    573,272        523,885   

JPMorgan Mortgage Trust
2.531%, 07/27/37 (144A) (b)

    978,660        908,644   

2.896%, 06/25/35 (b)

    792,303        782,471   

3.089%, 02/25/35 (b)

    355,856        336,849   

3.119%, 07/25/35 (b)

    245,821        244,982   

3.165%, 08/25/35 (b)

    477,723        453,557   

3.215%, 09/25/35 (b)

    139,995        126,133   

3.219%, 07/25/35 (b)

    262,729        260,786   

3.236%, 08/25/35 (b)

    366,049        359,449   

Lehman XS Trust
0.795%, 12/25/35 (b)

    191,693        170,719   

Marche Mutui S.r.l.
0.108%, 02/25/55 (EUR) (b)

    306,653        343,851   

1.953%, 01/27/64 (EUR) (b)

    1,052,673        1,193,428   

Master Adjustable Rate Mortgages Trust
2.574%, 12/25/33 (b)

    162,641        156,569   

3.044%, 11/21/34 (b)

    239,060        243,739   

Collateralized Mortgage Obligations—(Continued)

  

Mellon Residential Funding Corp. Mortgage Pass-Through Trust
0.964%, 12/15/30 (b)

    38,168      36,299   

1.224%, 11/15/31 (b)

    266,298        247,482   

Merrill Lynch Mortgage Investors Trust
0.775%, 11/25/35 (b)

    112,779        105,467   

1.523%, 10/25/35 (b)

    173,140        163,625   

2.228%, 10/25/35 (b)

    848,669        818,505   

2.774%, 12/25/35 (b)

    218,726        199,969   

National Credit Union Administration Guaranteed Notes
0.969%, 10/07/20 (b)

    2,279,668        2,284,105   

1.079%, 12/08/20 (b)

    4,075,459        4,083,957   

RBSSP Resecuritization Trust
2.599%, 07/26/45 (144A) (b)

    5,540,542        5,526,829   

Residential Accredit Loans, Inc.
0.825%, 08/25/35 (b)

    153,801        120,657   

1.867%, 09/25/45 (b)

    160,949        130,753   

Sequoia Mortgage Trust
0.732%, 07/20/36 (b)

    1,255,497        1,142,254   

1.231%, 10/19/26 (b)

    64,232        62,489   

Structured Adjustable Rate Mortgage Loan Trust
1.889%, 01/25/35 (b)

    139,434        108,204   

3.052%, 02/25/34 (b)

    168,542        169,030   

3.087%, 12/25/34 (b)

    373,164        362,917   

Structured Asset Mortgage Investments II Trust
0.715%, 06/25/36 (b)

    99,019        82,326   

0.735%, 05/25/36 (b)

    45,053        34,697   

0.781%, 07/19/35 (b)

    230,909        205,992   

1.191%, 10/19/34 (b)

    102,030        97,291   

Swan Trust
2.920%, 04/25/41 (AUD) (b)

    169,424        130,095   

TBW Mortgage-Backed Trust
6.015%, 07/25/37

    292,286        220,492   

Thornburg Mortgage Securities Trust
2.526%, 04/25/45 (b)

    569,768        570,722   

5.802%, 09/25/37 (b)

    588,135        597,920   

Thrones plc
2.023%, 07/20/44 (GBP) (b)

    55,780        72,584   

WaMu Mortgage Pass-Through Certificates Trust
0.785%, 11/25/45 (b)

    173,247        161,545   

0.815%, 10/25/45 (b)

    1,005,098        949,968   

1.277%, 05/25/47 (b)

    456,757        380,489   

1.299%, 12/25/46 (b)

    103,370        87,004   

1.507%, 02/25/46 (b)

    185,036        169,378   

1.507%, 08/25/46 (b)

    7,247,112        6,187,609   

1.707%, 11/25/42 (b)

    21,287        19,653   

2.193%, 07/25/46 (b)

    686,357        613,261   

2.193%, 11/25/46 (b)

    234,178        208,293   

2.712%, 12/25/35 (b)

    204,686        186,263   

3.008%, 08/25/35 (b)

    111,173        103,464   

 

MIST-284


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Mortgage-Backed Securities—(Continued)

 

Security Description   Principal/
Notional
Amount*
    Value  

Collateralized Mortgage Obligations—(Continued)

  

Wells Fargo Mortgage-Backed Securities Trust
2.816%, 11/25/34 (b)

    170,060      $ 169,472   

2.860%, 03/25/36 (b)

    122,892        116,164   

3.001%, 04/25/36 (b)

    698,542        681,568   

3.015%, 09/25/34 (b)

    301,889        306,926   

3.070%, 10/25/35 (b)

    13,973        14,083   

3.198%, 04/25/36 (b)

    282,378        257,652   
   

 

 

 
      59,147,529   
   

 

 

 

Commercial Mortgage-Backed Securities—0.8%

  

Banc of America Commercial Mortgage Trust
5.723%, 06/10/49 (b)

    638,626        646,364   

5.938%, 02/10/51 (b)

    723,705        738,329   

Banc of America Re-REMIC Trust
5.679%, 02/17/51 (144A) (b)

    701,505        707,793   

5.723%, 06/24/50 (144A) (b)

    518,575        523,626   

Credit Suisse Commercial Mortgage Trust
5.342%, 12/16/43 (144A) (b)

    1,700,000        1,698,443   

5.383%, 02/15/40 (144A)

    371,453        371,560   

GS Mortgage Securities Trust
4.592%, 08/10/43 (144A)

    25,000        27,278   

JPMorgan Chase Commercial Mortgage Securities Trust
5.794%, 02/12/51 (b)

    1,325,466        1,359,949   

ML-CFC Commercial Mortgage Trust
5.700%, 09/12/49

    4,718,986        4,863,323   

Morgan Stanley Capital Trust
5.809%, 12/12/49

    3,091,563        3,178,924   

RBSCF Trust
6.296%, 12/16/49 (144A) (b)

    1,401,177        1,423,506   

Vornado DP LLC Trust
4.004%, 09/13/28 (144A)

    7,000,000        7,537,023   
   

 

 

 
      23,076,118   
   

 

 

 

Total Mortgage-Backed Securities
(Cost $77,914,611)

      82,223,647   
   

 

 

 
Purchased Options—0.3%   

Interest Rate Swaptions—0.3%

  

Call - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.150%, Expires 06/15/18 (Counterparty - Deutsche Bank AG) (j)

    16,400,000        2,056,583   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.200%, Expires 02/13/17 (Counterparty - Citibank N.A.) (j)

    516,200,000        199,253   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.250%, Expires 01/09/17 (Counterparty - Goldman Sachs Bank USA) (j)

    488,700,000        78,192   

Interest Rate Swaptions—(Continued)

  

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.250%, Expires 02/06/17 (Counterparty - Morgan Stanley Capital Services LLC) (j)

    518,200,000      137,323   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.250%, Expires 02/21/17 (Counterparty - Morgan Stanley Capital Services LLC) (j)

    401,000,000        129,122   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.250%, Expires 12/27/16 (Counterparty - Citibank N.A.) (j)

    257,700,000        30,048   

Put - OTC - 1-Year Interest Rate Swap, Exercise Rate 1.250%, Expires 12/27/16 (Counterparty - Goldman Sachs Bank USA) (j)

    493,300,000        57,519   

Put - OTC - 10-Year Interest Rate Swap, Exercise Rate 2.720%, Expires 07/16/18 (Counterparty - Morgan Stanley Capital Services LLC) (j)

    51,400,000        461,212   

Put - OTC - 10-Year Interest Rate Swap, Exercise Rate 2.765%, Expires 07/16/18 (Counterparty - Morgan Stanley Capital Services LLC) (j)

    67,700,000        566,717   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.150%, Expires 06/15/18 (Counterparty - Deutsche Bank AG) (j)

    16,400,000        961,850   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.590%, Expires 12/10/18 (Counterparty - Morgan Stanley Capital Services LLC) (j)

    4,700,000        185,886   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.600%, Expires 03/29/19 (Counterparty - Morgan Stanley Capital Services LLC) (j)

    17,100,000        760,950   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.605%, Expires 10/17/18 (Counterparty - Morgan Stanley Capital Services LLC) (j)

    15,500,000        558,159   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.608%, Expires 11/15/18 (Counterparty - Morgan Stanley Capital Services LLC) (j)

    4,700,000        175,754   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.860%, Expires 10/23/18 (Counterparty - Deutsche Bank AG) (j)

    22,600,000        562,387   

Put - OTC - 5-Year Interest Rate Swap, Exercise Rate 3.400%, Expires 12/05/16 (Counterparty - Credit Suisse International) (j)

    54,900,000        55   
   

 

 

 
      6,921,010   
   

 

 

 

 

MIST-285


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Purchased Options—(Continued)

 

Security Description  

Shares/

Contracts/
Principal
Amount*

    Value  

Options on Exchange-Traded Futures Contracts—0.0%

  

Call - U.S. Treasury Note 2-Year Futures @111.00, Expires 12/23/2016

    1,118      $ 1,118   
   

 

 

 

Total Purchased Options (Cost $12,220,053)

      6,922,128   
   

 

 

 
Convertible Preferred Stock—0.0%   

Banks—0.0%

  

Wells Fargo & Co., Series L
7.500%, 12/31/49
(Cost $900,000)

    900        1,177,740   
   

 

 

 
Municipals—0.0%   

Tobacco Settlement Financing Authority, Revenue Bonds
7.467%, 06/01/47
(Cost $694,019)

    725,000        695,275   
   

 

 

 
Floating Rate Loans (k)—0.0%   

Lodging—0.0%

  

Las Vegas Sands LLC Term Loan B,
3.250%, 12/19/20

    99,744        100,411   
   

 

 

 

Pharmaceuticals—0.0%

   

Valeant Pharmaceuticals International, Inc. Term Loan B F1,
5.500%, 04/01/22

    95,275        95,680   
   

 

 

 

Total Floating Rate Loans
(Cost $189,940)

      196,091   
   

 

 

 
Short-Term Investments—7.6%   

Certificate of Deposit—2.6%

  

Barclays Bank plc
1.641%, 09/08/17

    7,500,000        7,500,000   

Credit Suisse (NY)
1.645%, 09/12/17

    14,800,000        14,800,000   

Mitsubishi UFJ Trust & Banking Corp.
1.577%, 09/19/17

    5,700,000        5,700,000   

Natixis (NY)
1.553%, 09/25/17

    19,800,000        19,800,000   

Sumitomo Mitsui Banking Corp.
1.550%, 09/15/17

    10,000,000        10,000,000   

Sumitomo Mitsui Trust Bank, Ltd.
1.584%, 09/18/17

    12,900,000        12,900,000   
   

 

 

 
      70,700,000   
   

 

 

 

Discount Note—0.0%

  

Federal Home Loan Bank
0.220%, 11/18/16 (l)

    500,000        499,853   
   

 

 

 

Foreign Government—4.5%

  

Japan Treasury Bills

   

0.000%, 10/11/16 (JPY) (l)

    2,670,000,000      26,329,852   

0.000%, 10/31/16 (JPY) (l)

    4,600,000,000        45,370,502   

0.000%, 11/14/16 (JPY) (l)

    2,390,000,000        23,575,056   

0.000%, 12/19/16 (JPY) (l)

    2,750,000,000        27,133,162   
   

 

 

 
      122,408,572   
   

 

 

 

Repurchase Agreement—0.2%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $4,900,124 on 10/03/16, collateralized by $4,665,000 U.S. Treasury Note at 2.625% due 11/15/20 with a value of $5,003,213.

    4,900,112        4,900,112   
   

 

 

 

U.S. Treasury—0.3%

   

U.S. Treasury Bills
0.173%, 10/06/16 (d) (l)

    2,220,000        2,219,937   

0.275%, 11/03/16 (d) (l)

    1,529,000        1,528,608   

0.276%, 10/13/16 (d) (l)

    680,000        679,933   

0.297%, 11/10/16 (d) (l)

    2,072,000        2,071,309   

0.501%, 03/09/17 (d) (l)

    2,252,000        2,247,067   
   

 

 

 
      8,746,854   
   

 

 

 

Total Short-Term Investments
(Cost $204,367,870)

      207,255,391   
   

 

 

 

Total Investments—146.8%
(Cost $3,999,632,790) (m)

      4,003,261,178   

Other assets and liabilities (net)—(46.8)%

      (1,276,474,131
   

 

 

 
Net Assets—100.0%     $ 2,726,787,047   
   

 

 

 

 

* 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 September 30, 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 September 30, 2016, the market value of securities pledged was $46,498,465.
(e) Principal amount of security is adjusted for inflation.
(f) All or a portion of the security was pledged as collateral against open centrally cleared swap contracts. As of September 30, 2016, the market value of securities pledged was $18,300,811.

 

MIST-286


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

 

(g) All or a portion of the security was pledged as collateral against open futures contracts. As of September 30, 2016, the market value of securities pledged was $3,573,142.
(h) 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 September 30, 2016, the market value of restricted securities was $1,772,572, which is 0.1% of net assets. See details shown in the Restricted Securities table that follows.
(i) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(j) Illiquid security. As of September 30, 2016, these securities represent 0.4% of net assets.
(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 September 30, 2016, the aggregate cost of investments was $3,999,632,790. The aggregate unrealized appreciation and depreciation of investments were $17,668,725 and $(14,040,337), respectively, resulting in net unrealized appreciation of $3,628,388.
(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 September 30, 2016, the market value of 144A securities was $92,975,953, which is 3.4% of net assets.
(ARM)— Adjustable-Rate Mortgage
(AUD)— Australian Dollar
(BRL)— Brazilian Real
(CDO)— Collateralized Debt Obligation
(CDS)— Credit Default Swap
(CLO)— Collateralized Loan Obligation
(CMO)— Collateralized Mortgage Obligation
(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

 

Restricted Securities

   Acquisition
Date
     Principal
Amount
     Cost      Value  

AP Moeller - Maersk A/S, 2.550%, 09/22/19

     09/21/16       $ 100,000       $ 100,880       $ 100,634   

Aquilae CLO II plc, 0.050%, 01/17/23

     09/28/10         158,585         189,536         177,938   

Finn Square CLO, Ltd., 2.052%, 12/24/23

     09/01/16         1,500,000         1,500,000         1,494,000   
           

 

 

 
            $ 1,772,572   
           

 

 

 

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
BRL     100,000      

BNP Paribas S.A.

       10/04/16         $ 30,389         $ 360   
BRL     16,200,000      

BNP Paribas S.A.

       10/04/16           4,990,450           (9,130
BRL     19,100,000      

BNP Paribas S.A.

       10/04/16           5,720,276           152,762   
BRL     27,400,000      

BNP Paribas S.A.

       10/04/16           8,282,950           142,245   
BRL     7,278,170      

Barclays Bank plc

       10/04/16           2,225,740           12,216   
BRL     4,634,567      

Citibank N.A.

       10/04/16           1,423,174           1,904   
BRL     43,225,433      

Citibank N.A.

       10/04/16           13,315,702           (24,362
BRL     4,126,242      

Credit Suisse International

       10/04/16           1,271,099           (2,326
BRL     37,590,000      

Deutsche Bank AG

       10/04/16           11,592,610           (34,103
BRL     49,300,000      

Deutsche Bank AG

       10/04/16           14,978,984           180,219   
BRL     53,078,170      

Goldman Sachs Bank USA

       10/04/16           16,350,863           (29,915
BRL     43,800,000      

JPMorgan Chase Bank N.A.

       10/04/16           13,232,628           235,385   
BRL     44,040,000      

JPMorgan Chase Bank N.A.

       10/04/16           13,467,890           73,921   
BRL     44,530,000      

JPMorgan Chase Bank N.A.

       10/04/16           13,514,416           178,065   
CNY     92,418,346      

Deutsche Bank AG

       10/24/16           13,778,359           68,043   
CNY     92,267,348      

Societe Generale Paris

       01/06/17           13,683,427           103,926   
COP     4,008,026,000      

Citibank N.A.

       01/24/17           1,323,655           41,128   

 

MIST-287


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Buy

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
DKK     219,225,100      

BNP Paribas S.A.

       10/03/16         $ 32,976,445         $ 99,657   
DKK     139,962,000      

Barclays Bank plc

       10/03/16           21,074,171           42,925   
DKK     59,667,000      

Goldman Sachs Bank USA

       10/03/16           8,988,701           13,698   
DKK     7,100,000      

Goldman Sachs Bank USA

       01/03/17           1,070,750           5,267   
EUR     72,095,195      

Goldman Sachs Bank USA

       10/04/16           80,818,714           169,379   
EUR     1,082,000      

JPMorgan Chase Bank N.A.

       10/04/16           1,212,609           2,855   
EUR     1,958,000      

JPMorgan Chase Bank N.A.

       10/04/16           2,199,854           (336
GBP     32,435,000      

BNP Paribas S.A.

       10/04/16           42,197,935           (157,329
GBP     787,000      

JPMorgan Chase Bank N.A.

       10/04/16           1,038,968           (18,898
INR     919,967,147      

UBS AG Stamford

       11/10/16           13,588,378           140,377   
JPY     3,531,482,426      

Citibank N.A.

       10/04/16           34,810,078           15,447   
JPY     1,325,700,000      

Goldman Sachs Bank USA

       10/04/16           13,077,344           (4,024
JPY     1,177,000,000      

UBS AG Stamford

       10/04/16           11,570,331           36,592   
KRW     110,528,450      

Societe Generale Paris

       11/10/16           99,343           990   
MXN     133,944,000      

Citibank N.A.

       10/20/16           6,803,630           91,499   
MXN     143,936,991      

Citibank N.A.

       10/20/16           7,927,879           (518,334
MYR     506,797      

Societe Generale Paris

       11/15/16           124,566           (2,293

Contracts to Deliver

                                 
AUD     14,356,000      

JPMorgan Chase Bank N.A.

       10/04/16         $ 10,831,845         $ (155,518
AUD     3,893,000      

JPMorgan Chase Bank N.A.

       10/04/16           2,932,741           (46,766
AUD     18,249,000      

UBS AG Stamford

       11/02/16           13,848,016           (110,360
BRL     47,900,000      

BNP Paribas S.A.

       10/04/16           12,947,696           (1,781,022
BRL     14,900,000      

BNP Paribas S.A.

       10/04/16           3,590,188           (991,396
BRL     7,278,170      

Barclays Bank plc

       10/04/16           2,242,058           4,102   
BRL     35,160,000      

Citibank N.A.

       10/04/16           8,502,612           (2,308,698
BRL     12,700,000      

Citibank N.A.

       10/04/16           3,076,998           (828,111
BRL     4,126,242      

Credit Suisse International

       10/04/16           1,264,361           (4,413
BRL     86,890,000      

Deutsche Bank AG

       10/04/16           26,766,681           48,971   
BRL     45,800,000      

Goldman Sachs Bank USA

       10/04/16           11,421,446           (2,661,545
BRL     7,278,170      

Goldman Sachs Bank USA

       10/04/16           2,225,740           (12,216
BRL     72,500,000      

JPMorgan Chase Bank N.A.

       10/04/16           17,119,244           (5,173,700
BRL     22,970,000      

JPMorgan Chase Bank N.A.

       10/04/16           7,075,966           12,946   
BRL     22,000,000      

JPMorgan Chase Bank N.A.

       10/04/16           5,558,363           (1,206,393
BRL     14,900,000      

JPMorgan Chase Bank N.A.

       10/04/16           3,599,034           (982,551
BRL     32,800,000      

BNP Paribas S.A.

       01/04/17           7,553,079           (2,262,872
BRL     32,800,000      

Deutsche Bank AG

       01/04/17           7,536,261           (2,279,690
BRL     7,400,000      

Deutsche Bank AG

       01/04/17           1,754,484           (460,090
BRL     87,900,000      

Goldman Sachs Bank USA

       01/04/17           20,564,290           (5,741,262
BRL     84,500,000      

JPMorgan Chase Bank N.A.

       01/04/17           19,877,676           (5,410,368
BRL     29,000,000      

BNP Paribas S.A.

       04/04/17           8,319,706           (143,123
BRL     20,200,000      

BNP Paribas S.A.

       04/04/17           5,743,042           (151,757
BRL     46,900,000      

JPMorgan Chase Bank N.A.

       04/04/17           13,604,061           (82,377
BRL     46,700,000      

JPMorgan Chase Bank N.A.

       04/04/17           13,442,717           (185,356
BRL     46,600,000      

JPMorgan Chase Bank N.A.

       04/04/17           13,356,837           (242,054
CNY     34,924,486      

Deutsche Bank AG

       10/24/16           5,243,917           11,422   
CNY     91,865,824      

Goldman Sachs Bank USA

       10/24/16           13,739,000           (24,622
CNY     57,493,860      

JPMorgan Chase Bank N.A.

       10/24/16           8,795,817           181,909   
CNY     183,326,253      

UBS AG Stamford

       10/24/16           27,405,076           (61,431
CNY     47,304,948      

Deutsche Bank AG

       01/06/17           6,834,000           (234,698
CNY     44,962,400      

JPMorgan Chase Bank N.A.

       01/06/17           6,587,125           (131,530
DKK     36,010,000      

Goldman Sachs Bank USA

       10/03/16           5,409,470           (23,623
DKK     72,440,000      

JPMorgan Chase Bank N.A.

       10/03/16           10,820,092           (109,463
DKK     56,305,000      

JPMorgan Chase Bank N.A.

       10/03/16           8,364,437           (130,712
DKK     54,365,000      

JPMorgan Chase Bank N.A.

       10/03/16           8,205,633           3,186   
DKK     52,475,000      

JPMorgan Chase Bank N.A.

       10/03/16           7,855,490           (61,799

 

MIST-288


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
DKK     34,030,000      

JPMorgan Chase Bank N.A.

       10/03/16         $ 5,068,108         $ (66,248
DKK     20,155,000      

JPMorgan Chase Bank N.A.

       10/03/16           3,017,787           (23,146
DKK     18,530,000      

JPMorgan Chase Bank N.A.

       10/03/16           2,763,429           (32,328
DKK     18,435,000      

JPMorgan Chase Bank N.A.

       10/03/16           2,755,056           (26,368
DKK     13,195,000      

JPMorgan Chase Bank N.A.

       10/03/16           1,970,706           (20,120
DKK     8,795,000      

JPMorgan Chase Bank N.A.

       10/03/16           1,311,423           (15,544
DKK     8,410,000      

JPMorgan Chase Bank N.A.

       10/03/16           1,267,513           (1,366
DKK     4,390,000      

JPMorgan Chase Bank N.A.

       10/03/16           665,945           3,594   
DKK     4,380,000      

JPMorgan Chase Bank N.A.

       10/03/16           661,084           241   
DKK     21,311,000      

BNP Paribas S.A.

       01/03/17           3,262,179           32,461   
DKK     53,940,000      

UBS AG Stamford

       01/03/17           8,245,668           70,971   
DKK     16,585,000      

UBS AG Stamford

       01/03/17           2,522,042           8,558   
DKK     219,225,100      

BNP Paribas S.A.

       04/03/17           33,253,173           (117,109
DKK     68,347,000      

BNP Paribas S.A.

       04/03/17           10,387,777           (15,953
DKK     53,325,000      

BNP Paribas S.A.

       04/03/17           8,146,062           28,970   
DKK     23,503,900      

Deutsche Bank AG

       04/03/17           3,559,265           (18,481
DKK     11,445,000      

UBS AG Stamford

       04/03/17           1,738,997           (3,152
DKK     139,962,000      

Barclays Bank plc

       07/03/17           21,350,642           (50,923
DKK     59,667,000      

Goldman Sachs Bank USA

       10/02/17           9,145,769           (20,625
DKK     8,665,000      

JPMorgan Chase Bank N.A.

       10/02/17           1,328,051           (3,117
EUR     73,317,195      

Citibank N.A.

       10/04/16           82,014,668           (346,158
EUR     545,000      

Citibank N.A.

       10/04/16           611,679           (546
EUR     1,273,000      

UBS AG Stamford

       10/04/16           1,432,609           2,585   
EUR     72,095,195      

Goldman Sachs Bank USA

       11/02/16           80,917,304           (180,005
GBP     1,279,000      

Goldman Sachs Bank USA

       10/04/16           1,712,153           54,378   
GBP     31,437,000      

JPMorgan Chase Bank N.A.

       10/04/16           41,199,289           452,240   
GBP     506,000      

Westpac Banking Corp.

       10/04/16           654,438           (1,414
GBP     32,435,000      

BNP Paribas S.A.

       11/02/16           42,219,342           153,762   
JPY     4,639,982,426      

UBS AG Stamford

       10/04/16           45,392,519           (364,420
JPY     1,394,200,000      

UBS AG Stamford

       10/04/16           13,842,005           93,176   
JPY     2,670,000,000      

Societe Generale Paris

       10/11/16           25,305,222           (1,032,126
JPY     1,870,000,000      

BNP Paribas S.A.

       10/31/16           17,863,113           (598,298
JPY     1,780,000,000      

Citibank N.A.

       10/31/16           16,995,598           (577,295
JPY     710,000,000      

Citibank N.A.

       10/31/16           6,782,284           (227,129
JPY     240,000,000      

Citibank N.A.

       10/31/16           2,296,097           (73,282
JPY     3,531,482,426      

Citibank N.A.

       11/02/16           34,851,302           (15,860
JPY     2,390,000,000      

Barclays Bank plc

       11/14/16           23,656,340           48,178   
JPY     2,750,000,000      

UBS AG Stamford

       12/19/16           27,006,722           (202,871
NZD     13,264,000      

JPMorgan Chase Bank N.A.

       10/04/16           9,698,001           39,817   
TWD     368,005,645      

UBS AG Stamford

       11/10/16           11,554,337           (197,636
                   

 

 

 

Net Unrealized Depreciation

  

     $ (35,971,759
                   

 

 

 

Futures Contracts

 

Futures Contracts—Long

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

Euro-Bund Futures

     12/08/16         57        EUR         9,346,668      $ 110,348   

Put Options on 90 Day Sterling Futures, Strike GBP 98.500

     12/21/16         2,817        GBP         218,574        (283,305

Put Options on 90 Day Sterling Futures, Strike GBP 98.500

     06/21/17         808        GBP         34,631        (44,887

U.S. Treasury Note 10 Year Futures

     12/20/16         1,303        USD         170,521,963        333,912   

Futures Contracts—Short

                                

90 Day Eurodollar Futures

     12/19/16         (458     USD         (113,409,671     (36,929

Euro-BTP Futures

     12/08/16         (107     EUR         (15,323,368     14,309   

 

MIST-289


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Futures Contracts—(Continued)

 

Futures Contracts—Short

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

Euro-Bobl Futures

     12/08/16         (85     EUR         (11,195,689   $ (35,903

Euro-OAT Futures

     12/08/16         (254     EUR         (40,352,500     (357,203

Japanese Government 10 Year Bond Futures

     12/13/16         (20     JPY         (3,035,672,900     (109,729

Put Options on 90 Day Sterling Futures, Strike GBP 98.000

     12/21/16         (2,817     GBP         (42,070     54,529   

Put Options on 90 Day Sterling Futures, Strike GBP 98.000

     06/21/17         (808     GBP         (9,494     12,306   

U.S. Treasury Long Bond Futures

     12/20/16         (497     USD         (84,885,458     1,311,802   

United Kingdom Long Gilt Bond Futures

     12/28/16         (96     GBP         (12,604,248     129,936   
            

 

 

 

Net Unrealized Appreciation

  

  $ 1,099,186   
            

 

 

 

Written Options

 

Foreign Currency
Written Options

   Strike
Price
    

Counterparty

   Expiration
Date
     Notional
Amount
    Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

EUR Call/USD Put

     USD         1.150       JPMorgan Chase
Bank N.A.
     11/16/16         (5,192,000   $ (53,878   $ (19,253   $ 34,625   

EUR Put/USD Call

     USD         1.100       Societe Generale Paris      11/16/16         (13,530,000     (134,420     (59,990     74,430   

GBP Call/USD Put

     USD         1.370       Barclays Bank plc      11/04/16         (12,730,000     (116,041     (5,032     111,009   

USD Call/BRL Put

     BRL         3.400       Goldman Sachs Bank USA      10/06/16         (10,117,000     (70,819     (3,531     67,288   

USD Put/MXN Call

     MXN         19.000       Goldman Sachs Bank USA      10/27/16         (5,450,000     (41,965     (43,545     (1,580

USD Put/MXN Call

     MXN         18.750       Goldman Sachs Bank USA      11/01/16         (5,460,000     (29,484     (30,658     (1,174
                

 

 

   

 

 

   

 

 

 

Totals

  

  $ (446,607   $ (162,009   $ 284,598   
                

 

 

   

 

 

   

 

 

 

 

Inflation Capped Options

  Strike
Index
 

Counterparty

 

Exercise Index

  Expiration
Date
    Notional
Amount
    Premiums
Received
    Market
Value
    Unrealized
Appreciation
 

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        USD        (35,000,000   $ (254,625   $ (10,535   $ 244,090   

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        USD        (2,800,000     (19,460     (896     18,564   

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        (8,700,000     (395,798     (51,342     344,456   

Floor - OTC CPURNSA Index

  0.001   Citibank N.A.   Maximum of [(1 + 0.000%)10 - (Final Index/Initial Index)] or 0     04/07/20        USD        (49,000,000     (436,720     (2,156     434,564   

Floor - OTC CPURNSA Index

  0.001   Citibank N.A.   Maximum of [(1 + 0.000%)10 -(Final Index/Initial Index)] or 0     09/29/20        USD        (4,700,000     (60,630     (376     60,254   

Floor - OTC YOY CPURNSA Index

  0.001   Deutsche Bank AG   Maximum of [(1 + 0.000%)10 -(Final Index/Initial Index)] or 0     01/22/18        USD        (4,500,000     (43,650     (5,207     38,443   

Floor - OTC YOY CPURNSA Index

  0.001   BNP Paribas S.A.   Maximum of [(1 + 0.000%)10 -(Final Index/Initial Index)] or 0     03/01/18        USD        (3,500,000     (30,100     (5,572     24,528   

Floor - OTC YOY CPURNSA Index

  0.000   JPMorgan Chase Bank N.A.   Maximum of [(1 + 0.000%)10 -(Final Index/Initial Index)] or 0     03/24/20        USD        (33,500,000     (378,550     (267,296     111,254   

Floor - OTC YOY CPURNSA Index

  0.000   JPMorgan Chase Bank N.A.   Maximum of [(1 + 0.000%)10 -(Final Index/Initial Index)] or 0     10/02/20        USD        (14,900,000     (275,009     (146,518     128,491   
             

 

 

   

 

 

   

 

 

 

Totals

  

  $ (1,894,542   $ (489,898   $ 1,404,644   
             

 

 

   

 

 

   

 

 

 

 

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

  1.250%   Goldman Sachs Bank USA   3M LIBOR   Receive     10/07/16        USD        (25,000,000   $ (50,000   $ (250   $ 49,750   

Call - 5 Yr. IRS

  2.400%   Credit Suisse International   3M LIBOR   Receive     12/05/16        USD        (54,900,000     (436,455     (1,539,671     (1,103,216

Put - 10 Yr. IRS

  1.550%   Goldman Sachs Bank USA   3M LIBOR   Pay     10/07/16        USD        (25,000,000     (76,250     (31,175     45,075   

Put - 5 Yr. IRS

  2.250%   Morgan Stanley Capital Services LLC   3M LIBOR   Pay     11/15/18        USD        (21,900,000     (470,521     (165,790     304,731   

 

MIST-290


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 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%   Morgan Stanley Capital Services LLC   3M LIBOR   Pay     12/10/18        USD        (21,900,000   $ (493,455   $ (173,608   $ 319,847   

Put - 5 Yr. IRS

  2.250%   Morgan Stanley Capital Services LLC   3M LIBOR   Pay     10/17/18        USD        (72,000,000     (1,428,537     (511,488     917,049   

Put - 5 Yr. IRS

  2.300%   Morgan Stanley Capital Services LLC   3M LIBOR   Pay     03/29/19        USD        (80,800,000     (1,620,040     (733,462     886,578   

Put - 5 Yr. IRS

  2.500%   Deutsche Bank AG   3M LIBOR   Pay     10/23/18        USD        (113,000,000     (1,591,040     (572,627     1,018,413   
               

 

 

   

 

 

   

 

 

 

Totals

  

  $ (6,166,298   $ (3,728,071   $ 2,438,227   
               

 

 

   

 

 

   

 

 

 

 

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

  0.900%   JPMorgan Chase Bank N.A.   CDX.ITRAXX.MAIN.25   Sell   11/16/16   EUR     (25,900,000   $ (36,368   $ (12,652   $ 23,716   

Call - 5 Yr. CDS

  0.625%   BNP Paribas S.A.   CDX.ITRAXX.MAIN.25   Buy   11/16/16   EUR     (25,800,000     (23,361     (26,198     (2,837

Call - 5 Yr. CDS

  0.700%   BNP Paribas S.A.   CDX.NA.IG.27   Buy   12/21/16   USD     (27,400,000     (27,400     (32,643     (5,243
               

 

 

   

 

 

   

 

 

 

Totals

  

  $ (87,129   $ (71,493   $ 15,636   
               

 

 

   

 

 

   

 

 

 

 

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

   $ 131.500         10/21/16       (140)   $ (45,772   $ (50,312   $ (4,540

Put - U.S. Treasury Note 10 Year Futures

     129.000         10/21/16       (183)     (65,299     (8,578     56,721   
          

 

 

   

 

 

   

 

 

 

Totals

  $ (111,071   $ (58,890   $ 52,181   
          

 

 

   

 

 

   

 

 

 

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      3.100%      06/15/31    Citibank N.A.      GBP         200,000       $ (13,162   $ 4,431      $ (17,593

Pay

   1M UKRPI      3.100%      06/15/31    Deutsche Bank AG      GBP         3,000,000         (197,426            (197,426

Pay

   1M UKRPI      3.140%      04/15/31    Citibank N.A.      GBP         600,000         (26,308            (26,308

Pay

   1M UKRPI      3.140%      04/15/31    Deutsche Bank AG      GBP         4,000,000         (175,386     (27,858     (147,528

Pay

   1M UKRPI      3.195%      04/15/30    Goldman Sachs Bank USA      GBP         1,850,000         26,403               26,403   

Pay

   1M UKRPI      3.300%      12/15/30    BNP Paribas S.A.      GBP         4,500,000         53,581        19,820        33,761   

Pay

   1M UKRPI      3.320%      05/15/30    Morgan Stanley Capital Services LLC      GBP         8,700,000         374,903               374,903   

Pay

   1M UKRPI      3.325%      08/15/30    Goldman Sachs Bank USA      GBP         12,500,000         405,217        (28,394     433,611   

Pay

   1M UKRPI      3.325%      08/15/30    Citibank N.A.      GBP         11,500,000         372,800        (37,977     410,777   

Pay

   1M UKRPI      3.325%      08/15/30    Deutsche Bank AG      GBP         7,000,000         226,922               226,922   

Pay

   1M UKRPI      3.350%      05/15/30    Deutsche Bank AG      GBP         5,300,000         272,612               272,612   

Pay

   1M UKRPI      3.353%      05/15/30    Credit Suisse International      GBP         1,100,000         57,346               57,346   

Pay

   1M UKRPI      3.358%      04/15/35    Goldman Sachs Bank USA      GBP         2,900,000         135,328               135,328   

Pay

   1M UKRPI      3.400%      06/15/30    Citibank N.A.      GBP         7,300,000         431,370        628,634        (197,264

Pay

   1M UKRPI      3.400%      06/15/30    BNP Paribas S.A.      GBP         4,500,000         265,913        21,150        244,763   

Pay

   1M UKRPI      3.400%      06/15/30    Goldman Sachs Bank USA      GBP         4,200,000         248,185        13,135        235,050   

Pay

   1M UKRPI      3.430%      06/15/30    Credit Suisse International      GBP         4,400,000         297,097        (3,004     300,101   

Pay

   3M CPURNSA      1.000%      07/20/26    Morgan Stanley Capital Services LLC      USD         6,500,000         (48,828            (48,828

Pay

   3M CPURNSA      1.330   01/01/17    JPMorgan Chase Bank N.A.      USD         29,000,000         (48,548            (48,548

Pay

   3M CPURNSA      1.413   01/15/17    JPMorgan Chase Bank N.A.      USD         14,600,000         (19,311            (19,311

 

MIST-291


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 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)
 

Pay

  3M CPURNSA     1.535   01/15/17   Morgan Stanley Capital Services LLC     USD        12,200,000      $ (1,210   $      $ (1,210

Pay

  3M CPURNSA     1.550   01/15/17   JPMorgan Chase Bank N.A.     USD        52,400,000        2,694               2,694   

Pay

  3M CPURNSA     1.632   02/01/17   JPMorgan Chase Bank N.A.     USD        14,600,000        (3,048            (3,048

Pay

  3M CPURNSA     1.730   07/26/21   JPMorgan Chase Bank N.A.     USD        7,500,000        (107,447            (107,447

Pay

  3M CPURNSA     1.780   09/15/26   JPMorgan Chase Bank N.A.     USD        5,000,000        (43,132     (5,205     (37,927

Pay

  3M CPURNSA     1.788   07/18/26   Morgan Stanley Capital Services LLC     USD        8,800,000        (78,823            (78,823

Pay

  3M CPURNSA     1.801   09/12/26   JPMorgan Chase Bank N.A.     USD        5,870,000        (36,342            (36,342

Pay

  3M CPURNSA     1.805   09/20/26   Morgan Stanley Capital Services LLC     USD        2,300,000        (15,013            (15,013

Pay

  3M CPURNSA     1.810   07/19/26   Morgan Stanley Capital Services LLC     USD        12,600,000        (82,920            (82,920

Pay

  3M CPURNSA     2.000   04/15/17   JPMorgan Chase Bank N.A.     USD        30,800,000        (46,759            (46,759

Pay

  3M CPURNSA     2.063   05/12/25   UBS AG Stamford     USD        400,000        12,589               12,589   

Pay

  EXT-CPI     0.830   05/15/18   Citibank N.A.     EUR        26,600,000        (132,311            (132,311

Pay

  EXT-CPI     1.140   08/15/26   BNP Paribas S.A.     EUR        4,600,000        (23,980            (23,980

Pay

  EXT-CPI     1.178   05/15/26   Citibank N.A.     EUR        4,800,000        27,176        (729     27,905   

Pay

  EXT-CPI     1.675   06/15/25   Citibank N.A.     EUR        8,600,000        754,360               754,360   

Receive

  1M UKRPI     3.120   06/15/46   Goldman Sachs Bank USA     GBP        1,200,000        184,508               184,508   

Receive

  1M UKRPI     3.145   05/15/46   Goldman Sachs Bank USA     GBP        1,810,000        220,993        30,836        190,157   

Receive

  3M CPURNSA     1.550   07/26/21   JPMorgan Chase Bank N.A.     USD        7,500,000        73,504               73,504   

Receive

  3M CPURNSA     1.603   09/12/21   JPMorgan Chase Bank N.A.     USD        5,870,000        32,972               32,972   

Receive

  3M CPURNSA     1.700   04/15/17   Societe Generale Paris     USD        6,800,000        30,694               30,694   

Receive

  3M CPURNSA     1.725   03/04/19   Deutsche Bank AG     USD        8,125,000        (63,183            (63,183

Receive

  3M CPURNSA     1.908   04/15/17   Barclays Bank plc     USD        12,300,000        (381,793            (381,793

Receive

  3M CPURNSA     1.940   10/07/16   Deutsche Bank AG     USD        29,500,000        (862,826            (862,826

Receive

  3M CPURNSA     1.942   04/15/17   Goldman Sachs Bank USA     USD        101,400,000        (3,295,116            (3,295,116

Receive

  3M CPURNSA     2.018   08/19/17   Barclays Bank plc     USD        39,600,000        (1,270,913     (11,377     (1,259,536

Receive

  3M CPURNSA     2.173   11/01/18   Deutsche Bank AG     USD        21,800,000        (968,183            (968,183

Receive

  3M CPURNSA     2.175   10/01/18   Goldman Sachs Bank USA     USD        43,400,000        (1,928,170     42,961        (1,971,131

Receive

  3M CPURNSA     2.250   07/15/17   BNP Paribas S.A.     USD        10,400,000        (555,027     11,440        (566,467

Receive

  3M CPURNSA     2.315   11/16/17   Deutsche Bank AG     USD        12,700,000        (714,547            (714,547

Receive

  3M CPURNSA     2.415   02/12/17   Goldman Sachs Bank USA     USD        39,500,000        (2,033,740     21,811        (2,055,551

Receive

  3M CPURNSA     2.560   05/08/23   Deutsche Bank AG     USD        12,300,000        (1,464,121            (1,464,121

Receive

  EXT-CPI     0.525   10/15/17   UBS AG Stamford     EUR        15,300,000        (35,594     7,098        (42,692

Receive

  EXT-CPI     0.550   10/15/17   BNP Paribas S.A.     EUR        3,600,000        (10,427            (10,427

Receive

  EXT-CPI     0.580   10/15/17   Deutsche Bank AG     EUR        7,000,000        (25,064     (8,438     (16,626

Receive

  EXT-CPI     0.580   10/15/17   JPMorgan Chase Bank N.A.     EUR        7,300,000        (26,138            (26,138

Receive

  EXT-CPI     0.605   09/15/18   Deutsche Bank AG     EUR        3,600,000        (10,811            (10,811

Receive

  EXT-CPI     0.610   09/15/18   UBS AG Stamford     EUR        4,400,000        (13,977            (13,977

Receive

  EXT-CPI     0.615   09/15/18   Credit Suisse International     EUR        4,190,000        (14,036            (14,036

Receive

  EXT-CPI     0.623   09/15/18   Morgan Stanley Capital Services LLC     EUR        10,000        (36     1        (37

Receive

  EXT-CPI     0.640   09/15/18   Citibank N.A.     EUR        2,000,000        (8,436            (8,436

Receive

  EXT-CPI     0.650   09/15/18   Goldman Sachs Bank USA     EUR        2,400,000        (10,957            (10,957

Receive

  EXT-CPI     0.650   10/15/18   Citibank N.A.     EUR        3,500,000        (12,840            (12,840

Receive

  EXT-CPI     0.650   10/15/18   Deutsche Bank AG     EUR        8,700,000        (31,917     4,863        (36,780

Receive

  EXT-CPI     0.655   08/15/18   Citibank N.A.     EUR        3,300,000        (16,240     (4,298     (11,942

Receive

  EXT-CPI     0.680   10/15/18   Societe Generale Paris     EUR        2,700,000        (12,716     1,237        (13,953

Receive

  EXT-CPI     0.806   04/15/21   Citibank N.A.     EUR        14,520,000        93,235               93,235   

Receive

  EXT-CPI     0.806   04/15/21   Morgan Stanley Capital Services LLC     EUR        6,380,000        40,966               40,966   

Receive

  EXT-CPI     0.806   04/15/21   BNP Paribas S.A.     EUR        4,800,000        30,821               30,821   

Receive

  EXT-CPI     0.875   05/15/21   Citibank N.A.     EUR        20,200,000        90,046               90,046   
             

 

 

   

 

 

   

 

 

 

Totals

 

  $ (10,104,527   $ 680,137      $ (10,784,664
             

 

 

   

 

 

   

 

 

 

 

MIST-292


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Centrally Cleared Interest Rate Swaps

 

 

Pay/Receive Floating Rate

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

Pay

   3M LIBOR      1.250   06/15/18      USD         20,600,000       $ (7,135

Receive

   3M LIBOR      1.452   01/15/17      USD         700,000         2,273   

Receive

   3M LIBOR      1.500   12/21/21      USD         106,000,000         261,875   

Receive

   3M LIBOR      1.750   12/21/26      USD         95,100,000         (712,991

Receive

   3M LIBOR      1.850   07/27/26      USD         13,350,000         (39,210

Receive

   3M LIBOR      2.000   12/16/20      USD         59,100,000         (638,254

Receive

   3M LIBOR      2.000   07/27/26      USD         36,300,000         (359,188

Receive

   3M LIBOR      2.250   06/15/26      USD         15,700,000         (340,975

Receive

   3M LIBOR      2.250   12/21/46      USD         12,430,000         122,939   

Receive

   3M LIBOR      2.300   04/21/26      USD         34,400,000         (865,222

Receive

   3M LIBOR      2.300   04/27/26      USD         41,300,000         (1,035,326

Receive

   3M LIBOR      2.350   10/02/25      USD         2,600,000         (204,162

Receive

   3M LIBOR      2.400   03/16/26      USD         60,500,000         (1,834,813

Receive

   3M LIBOR      2.500   02/22/26      USD         143,000,000         (4,595,156

Receive

   3M LIBOR      2.800   10/28/25      USD         175,300,000         (7,902,755

Receive

   6M LIBOR      0.750   03/15/27      GBP         26,260,000         (426,269

Receive

   6M LIBOR      1.000   09/18/23      JPY         230,000,000         (134,855

Receive

   6M LIBOR      1.500   12/21/45      JPY         143,000,000         (29,830

Receive

   6M LIBOR      2.000   09/16/45      GBP         1,555,000         (620,973
                

 

 

 

Net Unrealized Depreciation

  

   $ (19,360,027
                

 

 

 

Centrally Cleared Credit Default Swaps on Credit Indices—Buy Protection (a)

 

Reference Obligation

   Fixed Deal
(Pay) Rate
     Maturity
Date
    

Implied Credit
Spread at
September 30,
2016(b)

   Notional
Amount(c)
     Unrealized
Depreciation
 

CDX.NA.HY.27

     (5.000%)         12/20/21       4.011%      USD         14,700,000       $ (93,997)   

CDX.NA.IG.26

     (1.000%)         06/20/21       0.688%      USD         20,200,000         (47,372)   
                 

 

 

 

Net Unrealized Depreciation

  

   $ (141,369)   
                 

 

 

 

OTC Credit Default Swaps on Sovereign Issues—Sell Protection (d)

 

Reference Obligation

  Fixed Deal
Receive Rate
    Maturity
Date
   

Counterparty

  Implied Credit
Spread at
September 30,
2016(b)
    Notional
Amount(c)
    Market
Value
    Upfront
Premium
(Received)
    Unrealized
Appreciation
 

Federative Republic of Brazil 4.250%, due 01/07/25

    1.000%        06/20/21      Citibank N.A.     2.449%        USD        800,000      $ (51,237)      $ (69,203)      $ 17,966   

Federative Republic of Brazil 4.250%, due 01/07/25

    1.000%        06/20/21      Deutsche Bank AG     2.449%        USD        1,200,000        (76,855)        (103,310)        26,455   

Russian Federation 7.500%, due 03/31/30

    1.000%        06/20/21      JPMorgan Chase Bank N.A.     1.996%        USD        2,000,000        (88,901)        (122,681)        33,780   

United Mexican States 5.950%, due 03/19/19

    1.000%        06/20/21      Barclays Bank plc     1.520%        USD        12,400,000        (290,193)        (311,729)        21,536   

United Mexican States 5.950%, due 03/19/19

    1.000%        06/20/21      Citibank N.A.     1.520%        USD        1,000,000        (23,403)        (24,368)        965   

United Mexican States 5.950%, due 03/19/19

    1.000%        06/20/21      Credit Suisse International     1.520%        USD        600,000        (14,042)        (14,758)        716   

United Mexican States 5.950%, due 03/19/19

    1.000%        06/20/21      Deutsche Bank AG     1.520%        USD        12,900,000        (301,894)        (331,353)        29,459   
             

 

 

   

 

 

   

 

 

 

Totals

 

  $ (846,525)      $ (977,402)      $ 130,877   
             

 

 

   

 

 

   

 

 

 

 

MIST-293


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

OTC Credit Default Swaps on Credit Indices—Sell Protection (d)

 

 

Reference Obligation

   Fixed Deal
Receive Rate
     Maturity
Date
    

Counterparty

   Implied Credit
Spread at
September 30,
2016(b)
     Notional
Amount(c)
     Market
Value
     Upfront
Premium
(Received)
     Unrealized
Appreciation
 

CMBX.NA.AAA.8

     0.500%         10/17/57       Deutsche Bank AG      0.000%         USD         7,900,000       $ (192,192)       $ (496,449)       $ 304,257   

CMBX.NA.AAA.8

     0.500%         10/17/57       Goldman Sachs International      0.000%         USD         900,000         (21,895)         (46,593)         24,698   
                    

 

 

    

 

 

    

 

 

 

Totals

 

   $ (214,087)       $ (543,042)       $ 328,955   
                    

 

 

    

 

 

    

 

 

 

 

(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
(CNY)— Chinese Yuan
(COP)— Colombian Peso
(DKK)— Danish Krone
(EUR)— Euro
(GBP)— British Pound
(INR)— Indian Rupee
(JPY)— Japanese Yen
(KRW)— South Korean Won
(MXN)— Mexican Peso
(MYR)— Malaysian Ringgit
(NZD)— New Zealand Dollar
(TWD)— Taiwanese Dollar
(USD)— United States Dollar
(CMBX)— Commercial Mortgage-Backed Index
(CDS)— Credit Default Swap
(CDX.ITRAXX.MAIN)— Markit iTraxx Europe Main CDS Index
(CDX.NA.HY)— Markit North America High Yield CDS Index
(CDX.NA.IG)— Markit North America Investment Grade CDS Index
(CMBX.NA.AAA)— Markit North America AAA Rated CMBS Index
(CPI-U)— USA-Non-Revised Consumer Price Index-Urban
(CPURNSA)— U.S. Consumer Price 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
(UKRPI)— United Kingdom Retail Price Index
(YOY)— Year over year options may have a series of expirations

 

MIST-294


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1     Level 2     Level 3      Total  

Total U.S. Treasury & Government Agencies*

   $ —        $ 3,056,726,739      $ —         $ 3,056,726,739   

Total Corporate Bonds & Notes*

     —          305,208,527        —           305,208,527   

Total Foreign Government*

     —          243,058,866        —           243,058,866   

Total Asset-Backed Securities*

     —          99,796,774        —           99,796,774   

Total Mortgage-Backed Securities*

     —          82,223,647        —           82,223,647   
Purchased Options          

Interest Rate Swaptions

     —          6,921,010        —           6,921,010   

Options on Exchange-Traded Futures Contracts

     1,118        —          —           1,118   

Total Purchased Options

     1,118        6,921,010        —           6,922,128   

Total Convertible Preferred Stock*

     1,177,740        —          —           1,177,740   

Total Municipals

     —          695,275        —           695,275   

Total Floating Rate Loans*

     —          196,091        —           196,091   
Short-Term Investments          

Certificate of Deposit

     —          70,700,000        —           70,700,000   

Discount Note

     —          499,853        —           499,853   

Foreign Government

     —          122,408,572        —           122,408,572   

Repurchase Agreement

     —          4,900,112        —           4,900,112   

U.S. Treasury

     —          8,746,854        —           8,746,854   

Total Short-Term Investments

     —          207,255,391        —           207,255,391   

Total Investments

   $ 1,178,858      $ 4,002,082,320      $ —         $ 4,003,261,178   
                                   

Secured Borrowings (Liability)

   $ —        $ (3,053,979,676   $ —         $ (3,053,979,676
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —        $ 3,060,327      $ —         $ 3,060,327   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —          (39,032,086     —           (39,032,086

Total Forward Contracts

   $ —        $ (35,971,759   $ —         $ (35,971,759
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 1,967,142      $ —        $ —         $ 1,967,142   

Futures Contracts (Unrealized Depreciation)

     (867,956     —          —           (867,956

Total Futures Contracts

   $ 1,099,186      $ —        $ —         $ 1,099,186   

 

MIST-295


Table of Contents

Met Investors Series Trust

PIMCO Inflation Protected Bond Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  
Written Options          

Credit Default Swaptions at Value

   $ —        $ (71,493   $ —         $ (71,493

Foreign Currency Written Options at Value

     —          (162,009     —           (162,009

Inflation Capped Options at Value

     —          (489,898     —           (489,898

Interest Rate Swaptions at Value

     —          (3,728,071     —           (3,728,071

Options on Exchange-Traded Futures Contracts at Value

     (58,890     —          —           (58,890

Total Written Options

   $ (58,890   $ (4,451,471   $ —         $ (4,510,361
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 387,087      $ —         $ 387,087   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —          (19,888,483     —           (19,888,483

Total Centrally Cleared Swap Contracts

   $ —        $ (19,501,396   $ —         $ (19,501,396
OTC Swap Contracts          

OTC Swap Contracts at Value (Assets)

   $ —        $ 4,762,235      $ —         $ 4,762,235   

OTC Swap Contracts at Value (Liabilities)

     —          (15,927,374     —           (15,927,374

Total OTC Swap Contracts

   $ —        $ (11,165,139   $ —         $ (11,165,139

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-296


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

U.S. Treasury & Government Agencies—88.1% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—44.3%

  

Fannie Mae 10 Yr. Pool
3.000%, 12/01/20

    124,557      $ 130,803   

3.000%, 02/01/21

    383,144        402,354   

3.000%, 08/01/21

    278,465        292,427   

3.000%, 11/01/21

    74,691        78,441   

3.000%, 03/01/22

    336,077        353,134   

3.000%, 05/01/22

    1,097,354        1,153,250   

3.500%, 04/01/19

    37,347        39,363   

3.500%, 05/01/19

    82,713        87,179   

3.500%, 08/01/20

    365,937        385,698   

3.500%, 10/01/20

    10,384,063        10,944,819   

3.500%, 03/01/21

    74,856        78,898   

3.500%, 04/01/21

    185,822        195,857   

3.500%, 06/01/21

    91,708        96,660   

3.500%, 07/01/21

    823,389        867,853   

3.500%, 01/01/22

    228,726        241,078   

3.500%, 04/01/22

    143,197        150,943   

3.500%, 08/01/22

    165,383        174,313   

3.500%, 09/01/23

    779,494        821,930   

4.000%, 05/01/19

    9,144        9,437   

4.500%, 03/01/18

    21,120        21,641   

4.500%, 07/01/18

    12,677        12,995   

4.500%, 11/01/18

    10,893        11,167   

4.500%, 12/01/18

    7,094        7,272   

4.500%, 05/01/19

    321,297        329,615   

5.500%, 11/01/17

    22,903        23,230   

5.500%, 09/01/18

    63,576        65,435   

5.500%, 10/01/18

    34,428        35,429   

Fannie Mae 15 Yr. Pool
3.000%, 09/01/28

    684,338        720,846   

3.000%, TBA (a)

    81,000,000        85,001,649   

3.500%, 10/01/18

    126,744        133,588   

3.500%, 04/01/24

    837,665        882,900   

3.500%, 08/01/25

    179,452        189,252   

3.500%, 10/01/25

    622,905        657,847   

3.500%, 11/01/25

    191,082        201,664   

3.500%, 12/01/25

    61,210        64,583   

3.500%, 01/01/26

    551,262        581,672   

3.500%, 03/01/26

    1,155,302        1,219,069   

3.500%, 10/01/26

    261,313        276,475   

3.500%, 12/01/26

    1,137,483        1,200,520   

3.500%, 08/01/27

    364,336        386,155   

3.500%, 07/01/28

    119,817        126,382   

3.500%, 07/01/29

    198,029        211,335   

3.500%, 02/01/31

    232,366        244,914   

3.500%, TBA (a)

    40,000,000        42,168,752   

4.000%, 07/01/18

    2,167        2,237   

4.000%, 08/01/18

    892        921   

4.000%, 09/01/18

    506        523   

4.000%, 05/01/19

    530,492        547,488   

4.000%, 07/01/19

    212,727        219,542   

4.000%, 08/01/20

    202,320        208,858   

4.000%, 03/01/22

    34,098        35,190   

4.000%, 04/01/24

    46,634        49,492   

4.000%, 05/01/24

    2,034,516        2,160,100   

4.000%, 06/01/24

    2,200,308        2,335,091   

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae 15 Yr. Pool
4.000%, 07/01/24

    22,700      24,091   

4.000%, 02/01/25

    667,638        708,081   

4.000%, 06/01/25

    232,623        244,953   

4.000%, 07/01/25

    6,581        6,974   

4.000%, 08/01/25

    714,086        760,576   

4.000%, 09/01/25

    36,114        38,277   

4.000%, 12/01/25

    252,310        267,763   

4.000%, 02/01/26

    192,310        204,116   

4.000%, 03/01/26

    36,148        38,334   

4.000%, 06/01/26

    36,664        38,184   

4.500%, 03/01/18

    71,255        73,057   

4.500%, 04/01/18

    130,112        133,461   

4.500%, 06/01/18

    392,940        402,917   

4.500%, 07/01/18

    203,936        209,102   

4.500%, 08/01/18

    2,265        2,324   

4.500%, 10/01/18

    8,045        8,248   

4.500%, 11/01/18

    476,732        488,793   

4.500%, 12/01/18

    151,750        156,188   

4.500%, 02/01/19

    108,517        111,770   

4.500%, 05/01/19

    208,622        214,711   

4.500%, 06/01/19

    97,625        100,742   

4.500%, 11/01/19

    108,579        112,059   

4.500%, 12/01/19

    122,326        126,116   

4.500%, 08/01/20

    206,090        212,713   

4.500%, 09/01/20

    266,651        274,564   

4.500%, 10/01/20

    12,471        12,990   

4.500%, 12/01/20

    225,073        232,595   

4.500%, 01/01/22

    6,712        6,885   

4.500%, 02/01/23

    220,734        234,797   

4.500%, 03/01/23

    394,696        418,352   

4.500%, 05/01/23

    39,669        42,363   

4.500%, 06/01/23

    2,532        2,721   

4.500%, 01/01/24

    4,733        4,856   

4.500%, 04/01/24

    65,241        69,658   

4.500%, 05/01/24

    218,983        235,353   

4.500%, 08/01/24

    43,590        46,648   

4.500%, 10/01/24

    289,435        310,475   

4.500%, 11/01/24

    85,233        91,702   

4.500%, 02/01/25

    528,036        560,917   

4.500%, 03/01/25

    367,869        391,258   

4.500%, 04/01/25

    238,100        256,622   

4.500%, 05/01/25

    739,456        795,205   

4.500%, 06/01/25

    64,223        68,913   

4.500%, 07/01/25

    2,927,040        3,150,424   

4.500%, 08/01/25

    78,526        84,528   

4.500%, 09/01/25

    198,253        211,236   

4.500%, 11/01/25

    146,084        157,304   

4.500%, 04/01/26

    14,339        15,467   

4.500%, 01/01/27

    97,183        100,647   

5.500%, 12/01/17

    822        835   

5.500%, 01/01/18

    26,885        27,258   

5.500%, 02/01/18

    205,316        209,222   

5.500%, 11/01/18

    855        873   

5.500%, 09/01/19

    25,020        25,484   

5.500%, 09/01/20

    9,571        10,119   

 

MIST-297


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 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%, 12/01/20

    959      $ 989   

5.500%, 03/01/22

    139,094        150,277   

5.500%, 04/01/22

    83,094        88,632   

5.500%, 07/01/22

    110,871        119,818   

5.500%, 09/01/22

    44,415        47,348   

5.500%, 10/01/22

    391,590        422,306   

5.500%, 11/01/22

    92,835        100,016   

5.500%, 12/01/22

    62,349        65,855   

5.500%, 02/01/23

    120,472        131,206   

5.500%, 03/01/23

    18,178        19,684   

5.500%, 07/01/23

    11,177        12,196   

5.500%, 08/01/23

    32,855        35,036   

5.500%, 10/01/23

    74,999        80,976   

5.500%, 11/01/23

    11,673        11,777   

5.500%, 12/01/23

    36,591        39,361   

5.500%, 01/01/24

    10,944        11,890   

5.500%, 03/01/24

    67,078        72,433   

5.500%, 09/01/24

    32,920        34,497   

5.500%, 01/01/25

    923,732        1,002,831   

5.500%, 05/01/25

    132,341        138,494   

6.000%, 03/01/17

    1,248        1,249   

6.000%, 04/01/17

    1,207        1,211   

6.000%, 06/01/17

    579        582   

6.000%, 07/01/17

    2,800        2,814   

6.500%, 02/01/17

    849        852   

6.500%, 07/01/17

    152        153   

6.500%, 10/01/17

    1,275        1,294   

Fannie Mae 20 Yr. Pool
4.000%, 04/01/29

    65,279        70,518   

4.000%, 05/01/29

    221,238        238,922   

4.000%, 03/01/30

    131,139        140,981   

4.000%, 05/01/30

    208,635        226,310   

4.000%, 08/01/30

    167,459        180,013   

4.000%, 09/01/30

    108,939        117,969   

4.000%, 10/01/30

    4,808        5,207   

4.000%, 11/01/30

    533,130        577,367   

4.000%, 12/01/30

    73,894        80,030   

4.000%, 06/01/31

    10,011        10,764   

4.000%, 09/01/31

    273,336        296,004   

4.000%, 11/01/31

    48,471        52,072   

4.500%, 01/01/25

    11,102        12,161   

4.500%, 04/01/31

    54,165        59,467   

5.000%, 05/01/23

    165,003        183,110   

5.000%, 05/01/24

    171,215        190,004   

5.000%, 01/01/25

    125,141        138,873   

5.000%, 09/01/25

    36,209        40,182   

5.000%, 11/01/25

    48,176        53,463   

5.000%, 12/01/25

    317,404        352,236   

5.000%, 01/01/26

    77,930        86,482   

5.000%, 03/01/26

    64,100        71,134   

5.000%, 02/01/27

    6,189        6,869   

5.000%, 05/01/27

    195,395        217,077   

5.000%, 07/01/27

    8,015        8,895   

5.000%, 08/01/27

    3,520        3,906   

5.000%, 03/01/28

    18,460        20,495   

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae 20 Yr. Pool
5.000%, 05/01/28

    647,941      719,273   

5.000%, 06/01/28

    1,935,522        2,150,621   

5.000%, 01/01/29

    68,358        75,901   

5.000%, 07/01/29

    99,793        110,924   

5.000%, 12/01/29

    28,771        32,030   

5.000%, 03/01/30

    592,499        659,417   

5.000%, 05/01/30

    134,669        149,702   

5.000%, 07/01/31

    102,009        113,595   

5.500%, 02/01/19

    7,799        8,779   

5.500%, 06/01/23

    205,073        230,847   

5.500%, 07/01/24

    9,330        10,503   

5.500%, 01/01/25

    10,687        12,030   

5.500%, 02/01/25

    2,900        3,265   

5.500%, 03/01/25

    790,068        898,968   

5.500%, 08/01/25

    64,922        73,784   

5.500%, 10/01/25

    4,608        5,187   

5.500%, 11/01/25

    10,765        12,118   

5.500%, 03/01/26

    81,274        91,489   

5.500%, 05/01/26

    2,199        2,475   

5.500%, 06/01/26

    430,219        484,290   

5.500%, 01/01/27

    58,881        66,282   

5.500%, 06/01/27

    8,106        9,125   

5.500%, 07/01/27

    230,627        259,613   

5.500%, 08/01/27

    99,973        112,538   

5.500%, 10/01/27

    149,505        168,296   

5.500%, 11/01/27

    34,043        38,321   

5.500%, 12/01/27

    298,770        336,320   

5.500%, 01/01/28

    110,435        124,315   

5.500%, 03/01/28

    52,242        58,808   

5.500%, 04/01/28

    183,547        206,616   

5.500%, 05/01/28

    64,169        72,234   

5.500%, 06/01/28

    17,154        19,310   

5.500%, 07/01/28

    9,201        10,358   

5.500%, 09/01/28

    128,384        144,520   

5.500%, 10/01/28

    22,226        25,019   

5.500%, 12/01/28

    8,461        9,525   

5.500%, 01/01/29

    141,551        159,342   

5.500%, 07/01/29

    122,156        137,530   

5.500%, 10/01/29

    288,054        325,131   

5.500%, 04/01/30

    238,353        269,362   

6.000%, 06/01/26

    11,321        12,959   

6.000%, 07/01/26

    94,373        108,033   

6.000%, 08/01/26

    16,093        18,422   

6.000%, 12/01/26

    14,207        16,264   

6.000%, 09/01/28

    92,183        105,526   

6.000%, 10/01/28

    47,392        54,252   

Fannie Mae 30 Yr. Pool
3.000%, TBA (a)

    489,000,000        507,087,981   

3.500%, 09/01/45

    6,916,439        7,296,081   

3.500%, TBA (a)

    392,000,000        413,455,117   

4.000%, 05/01/34

    205,536        221,611   

4.000%, 05/01/35

    144,915        156,197   

4.000%, 01/01/41

    706,649        771,134   

4.000%, 03/01/41

    503,832        552,072   

4.000%, 05/01/41

    386,140        421,024   

 

MIST-298


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

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

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae 30 Yr. Pool
4.000%, 05/01/42

    175,460      $ 190,036   

4.000%, 12/01/43

    817,150        884,465   

4.000%, TBA (a)

    584,000,000        626,939,390   

4.500%, 04/01/39

    1,066,194        1,175,548   

4.500%, 05/01/39

    105,908        116,678   

4.500%, 06/01/39

    42,102        46,222   

4.500%, 08/01/39

    34,760        38,076   

4.500%, 12/01/39

    13,195        14,761   

4.500%, 05/01/40

    47,571        52,432   

4.500%, 09/01/40

    44,420        48,996   

4.500%, 10/01/40

    371,983        407,475   

4.500%, 12/01/40

    79,215        87,093   

4.500%, 02/01/41

    254,289        279,644   

4.500%, 05/01/41

    24,529        27,162   

4.500%, 06/01/41

    21,886        24,065   

4.500%, 07/01/41

    14,825        16,324   

4.500%, 09/01/41

    886,864        972,031   

4.500%, 10/01/41

    214,715        235,207   

4.500%, 03/01/42

    47,209        52,116   

4.500%, 06/01/42

    93,954        102,918   

4.500%, 07/01/42

    1,208,306        1,325,976   

4.500%, 11/01/43

    23,619        26,338   

4.500%, TBA (a)

    193,000,000        211,145,709   

5.000%, 03/01/32

    3,522        3,909   

5.000%, 09/01/32

    2,415        2,680   

5.000%, 10/01/32

    995        1,104   

5.000%, 04/01/33

    81,338        90,264   

5.000%, 07/01/33

    151,547        170,604   

5.000%, 08/01/33

    3,299        3,723   

5.000%, 09/01/33

    2,482        2,807   

5.000%, 10/01/33

    26,603        30,020   

5.000%, 11/01/33

    729        823   

5.000%, 01/01/34

    162,273        181,385   

5.000%, 04/01/34

    181,361        204,332   

5.000%, 06/01/34

    4,595        5,193   

5.000%, 12/01/34

    23,715        26,317   

5.000%, 01/01/35

    101,557        114,561   

5.000%, 04/01/35

    69        78   

5.000%, 07/01/35

    30,610        33,969   

5.000%, 09/01/35

    64,237        71,593   

5.000%, 01/01/38

    222,482        249,439   

5.000%, 04/01/39

    31,060        34,704   

5.000%, 10/01/39

    11,053        12,370   

5.000%, 11/01/39

    29,570        33,390   

5.000%, 06/01/40

    16,195        17,975   

5.000%, 11/01/42

    226,347        253,561   

5.000%, TBA (a)

    46,000,000        51,060,900   

5.500%, 12/01/28

    28,111        31,678   

5.500%, 06/01/33

    74,426        84,538   

5.500%, 07/01/33

    11,020        12,501   

5.500%, 09/01/33

    209,158        237,647   

5.500%, 11/01/33

    237,828        267,719   

5.500%, 12/01/33

    1,841        2,094   

5.500%, 04/01/34

    3,318        3,771   

5.500%, 07/01/34

    31,104        35,349   

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae 30 Yr. Pool
5.500%, 08/01/34

    282,578      321,488   

5.500%, 09/01/34

    17,971        20,430   

5.500%, 11/01/34

    459,433        522,989   

5.500%, 12/01/34

    1,099,823        1,247,324   

5.500%, 01/01/35

    390,292        444,356   

5.500%, 02/01/35

    546,104        621,663   

5.500%, 03/01/35

    639,687        726,964   

5.500%, 04/01/35

    137,623        154,920   

5.500%, 05/01/35

    219,101        248,226   

5.500%, 06/01/35

    347,110        394,559   

5.500%, 08/01/35

    256,420        292,994   

5.500%, 09/01/35

    3,077,400        3,500,220   

5.500%, 10/01/35

    408,255        462,354   

5.500%, 11/01/35

    1,630,982        1,851,235   

5.500%, 12/01/35

    1,606,654        1,820,473   

5.500%, 01/01/36

    337,296        382,346   

5.500%, 03/01/36

    367,368        417,090   

5.500%, 05/01/36

    2,944        3,326   

5.500%, 07/01/36

    1,463,006        1,663,500   

5.500%, 09/01/36

    177,401        201,728   

5.500%, 11/01/36

    113,763        129,198   

5.500%, 12/01/36

    2,682        3,019   

5.500%, 02/01/37

    3,729        4,221   

5.500%, 03/01/37

    55,899        62,924   

5.500%, 05/01/37

    31,172        35,455   

5.500%, 08/01/37

    1,459,959        1,656,673   

5.500%, 01/01/38

    9,006        10,204   

5.500%, 02/01/38

    186,405        209,875   

5.500%, 03/01/38

    1,545,542        1,750,817   

5.500%, 05/01/38

    3,048,311        3,446,596   

5.500%, 06/01/38

    119,297        135,054   

5.500%, 09/01/38

    22,822        25,690   

5.500%, 10/01/38

    1,127,860        1,277,048   

5.500%, 11/01/38

    266,267        301,230   

5.500%, 01/01/39

    74,905        85,345   

5.500%, 07/01/39

    22,034        24,806   

5.500%, 11/01/39

    3,371,148        3,810,913   

5.500%, 02/01/40

    606,980        687,768   

5.500%, 03/01/40

    1,538,953        1,743,793   

5.500%, 06/01/40

    61,312        69,024   

5.500%, 09/01/40

    482,539        546,071   

5.500%, 12/01/40

    247,320        280,142   

5.500%, 07/01/41

    5,693,725        6,437,526   

5.500%, TBA (a)

    8,000,000        9,015,000   

6.000%, 12/01/28

    35,511        40,651   

6.000%, 01/01/29

    27,709        32,145   

6.000%, 02/01/29

    246        285   

6.000%, 04/01/29

    3,601        4,152   

6.000%, 06/01/29

    5,356        6,195   

6.000%, 11/01/32

    49,710        57,000   

6.000%, 12/01/32

    269,996        312,369   

6.000%, 03/01/33

    22,639        26,318   

6.000%, 04/01/33

    10,539        12,064   

6.000%, 05/01/33

    22,988        26,681   

6.000%, 07/01/33

    24,067        27,908   

 

MIST-299


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 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%, 01/01/34

    58,921      $ 68,266   

6.000%, 09/01/34

    45,475        52,058   

6.000%, 11/01/34

    11,070        12,790   

6.000%, 04/01/35

    1,016,246        1,181,881   

6.000%, 05/01/35

    33,970        39,328   

6.000%, 06/01/35

    4,707        5,388   

6.000%, 07/01/35

    71,624        82,285   

6.000%, 09/01/35

    11,106        12,770   

6.000%, 11/01/35

    442,025        506,006   

6.000%, 12/01/35

    29,130        33,485   

6.000%, 01/01/36

    145,685        167,206   

6.000%, 03/01/36

    106,429        122,073   

6.000%, 04/01/36

    6,977        8,074   

6.000%, 05/01/36

    810,660        932,074   

6.000%, 06/01/36

    23,351        26,740   

6.000%, 07/01/36

    99,549        114,069   

6.000%, 08/01/36

    2,594,048        2,974,847   

6.000%, 09/01/36

    764,410        879,242   

6.000%, 10/01/36

    276,679        317,130   

6.000%, 11/01/36

    153,440        176,037   

6.000%, 12/01/36

    861,017        987,756   

6.000%, 01/01/37

    622,462        715,882   

6.000%, 02/01/37

    628,753        721,414   

6.000%, 03/01/37

    236,299        271,101   

6.000%, 04/01/37

    95,373        110,213   

6.000%, 05/01/37

    1,651,762        1,894,259   

6.000%, 07/01/37

    29,078        33,742   

6.000%, 08/01/37

    60,461        69,768   

6.000%, 09/01/37

    480,540        551,333   

6.000%, 11/01/37

    90,242        104,221   

6.000%, 02/01/38

    720,640        835,806   

6.000%, 03/01/38

    15,124        17,665   

6.000%, 08/01/38

    23,271        26,744   

6.000%, 09/01/38

    850,620        984,034   

6.000%, 10/01/38

    91,849        107,109   

6.000%, 11/01/38

    8,676        9,931   

6.000%, 01/01/39

    129,688        150,958   

6.000%, 04/01/39

    790,870        907,013   

6.000%, 07/01/39

    154,674        177,560   

6.000%, 08/01/39

    853,500        977,040   

6.000%, 02/01/40

    2,418        2,773   

6.000%, 05/01/40

    5,329        6,100   

6.000%, 09/01/40

    10,755        12,320   

6.000%, TBA (a)

    2,000,000        2,292,536   

8.000%, 10/01/25

    1,231        1,392   

Fannie Mae ARM Pool
1.689%, 08/01/41 (b)

    387,295        391,443   

1.689%, 07/01/42 (b)

    319,857        325,784   

1.689%, 08/01/42 (b)

    323,272        329,350   

1.689%, 10/01/44 (b)

    501,284        510,979   

1.739%, 09/01/41 (b)

    1,025,566        1,045,002   

2.210%, 12/01/34 (b)

    1,448,979        1,511,732   

2.213%, 12/01/34 (b)

    716,110        745,616   

2.272%, 09/01/35 (b)

    1,650,852        1,707,663   

2.315%, 06/01/33 (b)

    36,495        37,672   

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae ARM Pool
2.370%, 11/01/34 (b)

    5,769      6,081   

2.372%, 11/01/35 (b)

    231,228        241,114   

2.397%, 01/01/35 (b)

    233,993        244,250   

2.417%, 02/01/31 (b)

    217,414        223,335   

2.421%, 01/01/36 (b)

    89,294        93,840   

2.434%, 10/01/35 (b)

    460,539        486,657   

2.467%, 03/01/35 (b)

    47,158        48,992   

2.470%, 11/01/35 (b)

    386,463        399,267   

2.487%, 12/01/34 (b)

    53,968        57,015   

2.490%, 10/01/34 (b)

    18,111        19,303   

2.500%, 01/01/35 (b)

    70,393        74,399   

2.504%, 02/01/35 (b)

    41,960        44,249   

2.516%, 01/01/35 (b)

    23,953        25,125   

2.517%, 01/01/35 (b)

    63,736        67,234   

2.550%, 11/01/34 (b)

    120,698        127,926   

2.557%, 01/01/35 (b)

    84,012        88,298   

2.562%, 10/01/28 (b)

    160,958        166,514   

2.614%, 08/01/36 (b)

    547,739        577,890   

2.615%, 02/01/35 (b)

    156,262        164,768   

2.633%, 11/01/35 (b)

    609,173        645,090   

2.636%, 07/01/32 (b)

    33,823        34,937   

2.658%, 09/01/31 (b)

    46,784        49,043   

2.694%, 09/01/34 (b)

    916,562        957,467   

2.723%, 08/01/35 (b)

    681,047        720,674   

2.724%, 03/01/33 (b)

    3,660        3,823   

2.739%, 07/01/33 (b)

    29,511        31,130   

2.754%, 05/01/35 (b)

    57,233        60,095   

2.760%, 11/01/32 (b)

    27,529        28,525   

2.808%, 11/01/34 (b)

    2,496,871        2,637,440   

2.817%, 05/01/35 (b)

    440,889        467,418   

2.825%, 04/01/34 (b)

    8,807        9,318   

2.847%, 09/01/32 (b)

    172,732        183,694   

2.882%, 05/01/34 (b)

    898,988        950,488   

3.000%, 08/01/35 (b)

    776,558        823,482   

3.039%, 04/01/35 (b)

    134,142        141,487   

4.316%, 12/01/36 (b)

    258,689        271,041   

4.693%, 09/01/34 (b)

    48,465        50,838   

Fannie Mae Pool
2.310%, 08/01/22

    8,200,000        8,460,821   

2.475%, 04/01/19

    14,532,430        14,882,540   

2.870%, 09/01/27

    7,300,000        7,607,328   

3.240%, 07/01/22

    22,009,230        23,718,246   

3.330%, 11/01/21

    1,461,665        1,571,508   

3.500%, 09/01/46

    97,083,551        102,753,075   

Fannie Mae REMICS (CMO)
0.931%, 09/18/31 (b)

    313,368        313,052   

1.425%, 04/25/32 (b)

    99,006        101,230   

2.742%, 05/25/35 (b)

    1,353,980        1,424,792   

Freddie Mac 15 Yr. Gold Pool
5.500%, 09/01/19

    141,602        146,973   

Freddie Mac 20 Yr. Gold Pool
4.000%, 06/01/30

    132,935        143,777   

4.000%, 09/01/30

    564,342        610,338   

4.000%, 10/01/30

    33,061        35,763   

5.500%, 04/01/21

    11,014        12,352   

 

MIST-300


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

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

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—(Continued)

  

Freddie Mac 20 Yr. Gold Pool
5.500%, 12/01/22

    744      $ 835   

5.500%, 03/01/23

    139,896        156,886   

5.500%, 06/01/26

    2,918        3,276   

5.500%, 08/01/26

    1,236        1,386   

5.500%, 06/01/27

    30,945        34,703   

5.500%, 12/01/27

    77,882        87,341   

5.500%, 01/01/28

    45,687        51,236   

5.500%, 02/01/28

    11,848        13,286   

5.500%, 05/01/28

    100,510        112,717   

5.500%, 06/01/28

    132,133        148,181   

6.000%, 03/01/21

    32,829        37,448   

6.000%, 01/01/22

    152,013        173,402   

6.000%, 10/01/22

    543,077        619,491   

6.000%, 12/01/22

    33,060        37,712   

6.000%, 04/01/23

    28,698        32,736   

Freddie Mac 30 Yr. Gold Pool
3.500%, TBA (a)

    75,000,000        79,028,323   

4.000%, 12/01/40

    271,976        291,713   

4.000%, TBA (a)

    36,000,000        38,600,624   

4.500%, 04/01/34

    29,704        32,617   

4.500%, 06/01/35

    98,750        108,457   

4.500%, 04/01/41

    168,089        184,693   

4.500%, 10/01/41

    185,020        202,926   

4.500%, TBA (a)

    29,800,000        32,593,749   

5.500%, 03/01/32

    27,295        30,719   

5.500%, 01/01/33

    2,039        2,320   

5.500%, 05/01/33

    2,342        2,628   

5.500%, 08/01/33

    2,435        2,752   

5.500%, 10/01/33

    3,313        3,767   

5.500%, 12/01/33

    1,698        1,924   

5.500%, 01/01/34

    2,847        3,236   

5.500%, 05/01/34

    58,349        66,368   

5.500%, 09/01/34

    35,548        40,420   

5.500%, 01/01/35

    46,109        52,559   

5.500%, 07/01/35

    2,366        2,717   

5.500%, 10/01/35

    65,760        73,746   

5.500%, 11/01/35

    138,120        155,294   

5.500%, 12/01/35

    49,655        56,487   

5.500%, 01/01/36

    39,821        44,755   

5.500%, 02/01/36

    39,958        44,839   

5.500%, 04/01/36

    26,265        29,753   

5.500%, 06/01/36

    2,263,345        2,579,388   

5.500%, 07/01/36

    50,005        56,092   

5.500%, 08/01/36

    80,810        91,638   

5.500%, 10/01/36

    24,059        27,309   

5.500%, 12/01/36

    422,861        478,285   

5.500%, 02/01/37

    32,110        36,034   

5.500%, 03/01/37

    19,596        22,348   

5.500%, 04/01/37

    39,218        44,130   

5.500%, 06/01/37

    61,366        69,592   

5.500%, 07/01/37

    345,175        390,620   

5.500%, 08/01/37

    112,372        128,260   

5.500%, 09/01/37

    51,432        57,893   

5.500%, 10/01/37

    14,659        16,640   

5.500%, 11/01/37

    383,105        433,275   

Agency Sponsored Mortgage - Backed—(Continued)

  

Freddie Mac 30 Yr. Gold Pool
5.500%, 12/01/37

    20,169      22,756   

5.500%, 01/01/38

    116,739        132,107   

5.500%, 02/01/38

    311,432        352,635   

5.500%, 03/01/38

    135,410        152,710   

5.500%, 04/01/38

    267,023        301,487   

5.500%, 05/01/38

    577,050        650,862   

5.500%, 06/01/38

    428,022        484,357   

5.500%, 07/01/38

    622,683        704,990   

5.500%, 08/01/38

    1,656,359        1,873,985   

5.500%, 09/01/38

    427,694        484,068   

5.500%, 10/01/38

    12,007,112        13,530,850   

5.500%, 11/01/38

    4,034,548        4,541,927   

5.500%, 12/01/38

    12,261        13,750   

5.500%, 01/01/39

    990,639        1,122,604   

5.500%, 02/01/39

    196,526        221,135   

5.500%, 03/01/39

    120,957        136,843   

5.500%, 06/01/39

    4,160,569        4,707,454   

5.500%, 09/01/39

    107,408        120,827   

5.500%, 02/01/40

    138,008        156,158   

5.500%, 03/01/40

    17,659        19,883   

5.500%, 05/01/40

    3,960        4,489   

5.500%, 08/01/40

    125,941        142,195   

5.500%, 02/01/41

    83,603        93,796   

Freddie Mac ARM Non-Gold Pool
2.457%, 10/01/34 (b)

    61,230        64,683   

2.486%, 09/01/35 (b)

    483,756        508,847   

2.529%, 02/01/35 (b)

    42,999        45,463   

2.535%, 09/01/35 (b)

    268,542        281,439   

2.552%, 01/01/35 (b)

    58,085        62,072   

2.570%, 02/01/35 (b)

    59,385        62,486   

2.573%, 02/01/35 (b)

    60,723        64,029   

2.589%, 02/01/35 (b)

    21,302        22,475   

2.623%, 11/01/34 (b)

    95,071        100,376   

2.627%, 02/01/35 (b)

    51,071        53,610   

2.643%, 11/01/31 (b)

    28,659        30,413   

2.674%, 01/01/35 (b)

    255,195        269,764   

2.691%, 11/01/34 (b)

    29,494        31,271   

2.775%, 11/01/34 (b)

    48,028        51,022   

2.776%, 02/01/35 (b)

    57,992        61,335   

2.781%, 08/01/35 (b)

    564,923        597,258   

2.782%, 06/01/35 (b)

    1,143,772        1,208,005   

2.785%, 11/01/34 (b)

    44,044        46,816   

2.932%, 02/01/35 (b)

    92,559        97,744   

2.949%, 01/01/29 (b)

    379,906        397,658   

2.976%, 03/01/35 (b)

    104,809        108,740   

3.211%, 08/01/32 (b)

    160,495        165,951   

Freddie Mac REMICS (CMO)
0.774%, 07/15/34 (b)

    59,235        59,023   

0.924%, 06/15/41 (b)

    14,606,770        14,596,173   

2.125%, 11/15/23 (b)

    324,588        331,982   

3.500%, 07/15/32

    4,528        4,546   

3.500%, 01/15/42

    23,542,984        25,225,863   

6.500%, 01/15/24

    21,646        24,227   

 

MIST-301


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

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

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—(Continued)

  

Freddie Mac Structured Pass-Through Securities (CMO)
1.689%, 10/25/44 (b)

    1,111,876      $ 1,134,814   

1.689%, 02/25/45 (b)

    100,375        102,940   

1.867%, 07/25/44 (b)

    5,579,795        5,742,373   

Ginnie Mae I 30 Yr. Pool

   

3.000%, TBA (a)

    7,000,000        7,329,993   

3.500%, TBA (a)

    5,000,000        5,315,429   

4.000%, TBA (a)

    11,000,000        11,823,057   

5.000%, 10/15/33

    7,104        7,919   

5.000%, 12/15/33

    40,146        45,175   

5.000%, 05/15/34

    6,987        7,882   

5.000%, 07/15/34

    4,619        5,149   

5.000%, 11/15/35

    4,276        4,806   

5.000%, 03/15/36

    3,315        3,718   

5.000%, 03/15/38

    284,405        319,776   

5.000%, 06/15/38

    580,163        650,176   

5.000%, 10/15/38

    897,106        1,005,100   

5.000%, 11/15/38

    220,581        245,885   

5.000%, 02/15/39

    134,648        150,900   

5.000%, 03/15/39

    2,120,461        2,377,208   

5.000%, 04/15/39

    1,209,171        1,361,300   

5.000%, 05/15/39

    4,333,859        4,900,315   

5.000%, 06/15/39

    1,529,195        1,711,493   

5.000%, 07/15/39

    2,920,282        3,282,442   

5.000%, 08/15/39

    360,758        402,975   

5.000%, 09/15/39

    460,678        517,455   

5.000%, 10/15/39

    1,023,382        1,146,913   

5.000%, 05/15/40

    45,526        51,022   

5.000%, 09/15/40

    522,248        584,864   

5.000%, 12/15/40

    37,644        42,188   

5.000%, 07/15/41

    28,226        31,617   

5.000%, TBA (a)

    9,000,000        10,019,004   

7.000%, 10/15/23

    3,954        4,265   

7.500%, 01/15/26

    4,700        5,192   

Ginnie Mae II 30 Yr. Pool
3.500%, TBA (a)

    56,000,000        59,412,501   

4.000%, 12/20/45

    14,652,820        15,705,865   

4.000%, 01/20/46

    3,118,759        3,343,087   

4.000%, TBA (a)

    23,000,000        24,643,280   

Ginnie Mae II ARM Pool
1.875%, 08/20/27 (b)

    72,252        74,150   

1.875%, 09/20/27 (b)

    67,449        67,615   

1.875%, 07/20/29 (b)

    8,884        9,225   

1.875%, 08/20/29 (b)

    9,389        9,749   

1.875%, 09/20/29 (b)

    11,441        11,678   

1.875%, 08/20/31 (b)

    3,341        3,477   

1.875%, 07/20/32 (b)

    6,003        6,122   

1.875%, 09/20/33 (b)

    51,752        53,827   

2.000%, 02/20/22 (b)

    9,788        9,898   

2.000%, 01/20/23 (b)

    14,883        15,273   

2.000%, 01/20/26 (b)

    12,253        12,251   

2.000%, 02/20/26 (b)

    10,347        10,694   

2.000%, 01/20/27 (b)

    4,797        4,966   

2.000%, 02/20/27 (b)

    5,456        5,450   

2.000%, 11/20/27 (b)

    18,355        18,883   

Agency Sponsored Mortgage - Backed—(Continued)

  

Ginnie Mae II ARM Pool
2.000%, 02/20/28 (b)

    13,439      13,929   

2.000%, 03/20/28 (b)

    13,934        14,442   

2.000%, 10/20/28 (b)

    11,654        11,947   

2.000%, 10/20/29 (b)

    6,956        7,195   

2.000%, 01/20/30 (b)

    34,679        35,967   

2.000%, 11/20/30 (b)

    49,803        51,625   

2.000%, 03/20/32 (b)

    583        605   

2.000%, 03/20/33 (b)

    5,475        5,691   

2.125%, 04/20/22 (b)

    556        558   

2.125%, 05/20/26 (b)

    17,694        17,920   

2.125%, 06/20/27 (b)

    5,332        5,517   

2.125%, 05/20/28 (b)

    5,550        5,749   

2.125%, 04/20/29 (b)

    5,825        5,867   

2.125%, 05/20/29 (b)

    8,203        8,483   

2.125%, 04/20/30 (b)

    19,488        20,210   

2.125%, 05/20/30 (b)

    29,563        30,649   

2.125%, 06/20/30 (b)

    11,059        11,467   

2.125%, 04/20/31 (b)

    13,928        14,182   

2.125%, 04/20/32 (b)

    8,391        8,716   

2.125%, 05/20/32 (b)

    16,954        17,610   

2.500%, 11/20/26 (b)

    13,603        13,811   

2.500%, 10/20/30 (b)

    2,915        3,032   

2.500%, 10/20/31 (b)

    5,768        5,799   

Government National Mortgage Association (CMO)
0.830%, 01/16/31 (b)

    22,877        22,988   

1.030%, 02/16/30 (b)

    7,555        7,592   

1.094%, 08/20/65 (b)

    4,478,489        4,433,120   

1.377%, 09/20/66 (b)

    10,096,378        10,129,216   

1.494%, 12/20/65 (b)

    29,845,440        30,215,622   
   

 

 

 
      2,699,668,028   
   

 

 

 

U.S. Treasury—43.8%

  

U.S. Treasury Bonds
2.250%, 08/15/46 (c)

    26,600,000        26,117,875   

2.500%, 02/15/45

    6,500,000        6,717,347   

2.500%, 02/15/46 (c)

    8,300,000        8,578,830   

2.750%, 08/15/42

    62,000,000        67,560,656   

2.750%, 11/15/42 (c)

    92,800,000        101,021,523   

2.875%, 05/15/43

    57,100,000        63,577,310   

2.875%, 08/15/45 (c) (d)

    159,900,000        178,101,097   

3.000%, 05/15/42

    49,500,000        56,431,930   

3.000%, 11/15/44 (c)

    125,600,000        143,208,492   

3.000%, 05/15/45

    17,600,000        20,066,746   

3.125%, 02/15/42

    15,800,000        18,401,438   

3.125%, 02/15/43

    20,000,000        23,302,340   

3.125%, 08/15/44 (c)

    222,100,000        259,206,247   

3.375%, 05/15/44 (c)

    67,700,000        82,601,921   

3.625%, 08/15/43

    11,600,000        14,767,798   

3.750%, 11/15/43

    9,500,000        12,364,098   

4.250%, 05/15/39

    9,600,000        13,162,877   

4.375%, 11/15/39 (c)

    74,900,000        104,438,687   

4.375%, 05/15/40

    11,900,000        16,627,929   

4.500%, 08/15/39

    15,100,000        21,403,661   

4.625%, 02/15/40

    12,800,000        18,467,994   

 

MIST-302


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

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

 

Security Description   Principal
Amount*
    Value  

U.S. Treasury—(Continued)

  

U.S. Treasury Inflation Indexed Bonds
0.750%, 02/15/42 (e)

    5,218,745      $ 5,377,024   

0.750%, 02/15/45 (c) (e)

    49,566,515        51,090,041   

1.000%, 02/15/46 (e)

    10,867,776        12,013,576   

1.375%, 02/15/44 (c) (e)

    5,266,311        6,246,914   

1.750%, 01/15/28 (e)

    147,844,125        173,049,035   

2.000%, 01/15/26 (c) (e)

    58,080,187        68,217,445   

2.375%, 01/15/25 (e)

    125,757,905        149,858,779   

2.375%, 01/15/27 (c) (e)

    123,513,795        151,474,354   

2.500%, 01/15/29 (c) (e)

    92,026,711        116,824,321   

3.625%, 04/15/28 (e)

    743,970        1,027,245   

3.875%, 04/15/29 (e)

    9,515,545        13,711,101   

U.S. Treasury Inflation Indexed Notes
0.125%, 04/15/18 (e)

    11,868,540        11,997,812   

0.125%, 04/15/20 (c) (e) (f) (g)

    33,296,508        33,946,056   

0.125%, 04/15/21 (e) (f) (g)

    11,067,969        11,299,057   

0.125%, 01/15/23 (e)

    30,444,504        30,924,675   

0.125%, 07/15/24 (c) (e)

    193,180,724        196,000,969   

0.375%, 07/15/25 (c) (e)

    22,833,675        23,581,250   

0.625%, 07/15/21 (e) (f)

    13,133,694        13,791,101   

1.250%, 07/15/20 (e) (f) (g)

    16,000,895        17,096,764   

1.625%, 01/15/18 (e) (f) (g)

    12,980,875        13,380,180   

U.S. Treasury Notes
0.625%, 09/30/17 (f) (h)

    9,780,000        9,775,413   

1.375%, 03/31/20 (f) (h)

    22,000,000        22,287,892   

1.750%, 09/30/22 (f) (h)

    20,400,000        20,904,431   

2.250%, 11/15/24 (c) (d)

    114,200,000        120,574,644   

2.500%, 05/15/24 (c)

    90,800,000        97,567,415   

2.750%, 02/15/24 (f)

    43,100,000        47,029,513   
   

 

 

 
      2,675,173,803   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $5,193,749,951)

      5,374,841,831   
   

 

 

 
Corporate Bonds & Notes—28.6%   

Airlines—0.1%

  

Latam Airlines Pass-Through Trust
4.200%, 11/15/27

    3,385,475        3,309,302   

4.500%, 11/15/23

    2,853,030        2,746,041   
   

 

 

 
      6,055,343   
   

 

 

 

Auto Manufacturers—1.4%

  

Ford Motor Credit Co. LLC
1.238%, 11/08/16 (b)

    27,900,000        27,899,135   

1.361%, 09/08/17 (b)

    3,700,000        3,701,217   

1.500%, 01/17/17

    2,550,000        2,554,751   

2.943%, 01/08/19

    10,000,000        10,241,940   

8.000%, 12/15/16

    500,000        507,053   

General Motors Financial Co., Inc.
3.150%, 01/15/20

    12,300,000        12,533,245   

3.200%, 07/13/20

    18,300,000        18,738,248   

Volkswagen Bank GmbH
0.112%, 11/27/17 (EUR) (b)

    6,900,000        7,711,968   
   

 

 

 
      83,887,557   
   

 

 

 

Auto Parts & Equipment—0.2%

  

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

    3,900,000      4,780,615   

6.250%, 11/15/19 (144A) (i)

    5,300,000        5,492,125   
   

 

 

 
      10,272,740   
   

 

 

 

Banks—17.3%

  

American Express Bank FSB
6.000%, 09/13/17

    31,500,000        32,854,563   

American Express Centurion Bank
6.000%, 09/13/17

    3,300,000        3,441,907   

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

    1,700,000        416,313   

4.750%, 01/15/18 (EUR) (j)

    3,100,000        759,160   

Banco Popular Espanol S.A.
11.500%, 10/10/18 (EUR) (b)

    5,800,000        6,710,889   

Banco Santander Chile
1.565%, 04/11/17 (144A) (b)

    29,900,000        29,923,920   

Banco Santander S.A.
6.250%, 09/11/21 (EUR) (b)

    5,900,000        5,931,846   

Bank of America Corp.
2.625%, 04/19/21

    10,500,000        10,667,066   

2.650%, 04/01/19

    5,000,000        5,109,305   

4.125%, 01/22/24

    2,130,000        2,309,976   

5.625%, 10/14/16

    30,407,000        30,441,451   

6.000%, 09/01/17

    7,524,000        7,823,696   

6.400%, 08/28/17

    3,100,000        3,234,323   

6.875%, 04/25/18

    26,300,000        28,373,965   

Bank of America N.A.
1.208%, 05/08/17 (b)

    8,000,000        8,008,968   

1.287%, 11/14/16 (b)

    41,700,000        41,729,815   

Bank of Montreal
1.950%, 01/30/17 (144A)

    3,600,000        3,611,052   

Bank of Nova Scotia (The)
1.250%, 04/11/17

    71,200,000        71,217,017   

1.950%, 01/30/17 (144A)

    800,000        802,616   

Barclays Bank plc
2.917%, 08/10/21 (b)

    6,400,000        6,534,227   

6.500%, 09/15/19 (EUR) (b)

    5,200,000        5,448,581   

7.750%, 04/10/23 (b)

    3,700,000        3,875,750   

10.179%, 06/12/21 (144A)

    17,900,000        22,876,075   

14.000%, 06/15/19 (GBP) (b)

    600,000        971,199   

BB&T Corp.
1.710%, 06/15/18 (b)

    27,200,000        27,366,818   

BBVA Bancomer S.A.
6.500%, 03/10/21 (144A)

    7,800,000        8,511,750   

BNP Paribas S.A.
7.375%, 08/19/25 (144A) (b)

    5,400,000        5,386,500   

BPCE S.A.
1.371%, 11/18/16 (b)

    54,700,000        54,730,085   

Citigroup, Inc.
1.277%, 05/01/17 (b)

    65,300,000        65,339,115   

Cooperatieve Rabobank UA
8.400%, 06/29/17 (b)

    1,800,000        1,872,000   

Credit Agricole S.A.
6.500%, 06/23/21 (EUR) (b)

    4,700,000        5,245,424   

 

MIST-303


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

  

Credit Agricole S.A.
7.875%, 01/23/24 (b)

    1,400,000      $ 1,399,412   

8.125%, 09/19/33 (b)

    3,000,000        3,236,250   

Credit Suisse Group Funding Guernsey, Ltd.
3.750%, 03/26/25

    5,710,000        5,673,119   

3.800%, 09/15/22

    18,300,000        18,694,969   

3.800%, 06/09/23 (144A)

    12,100,000        12,260,688   

Deutsche Bank AG
3.375%, 05/12/21

    30,500,000        29,835,131   

Goldman Sachs Group, Inc. (The)
1.952%, 04/30/18 (b)

    14,261,000        14,390,376   

3.750%, 05/22/25

    5,375,000        5,644,116   

HSBC Holdings plc
2.354%, 01/05/22 (b)

    18,400,000        18,482,432   

3.081%, 03/08/21 (b)

    11,000,000        11,488,389   

3.400%, 03/08/21

    14,900,000        15,410,489   

5.250%, 09/16/22 (EUR) (b)

    200,000        219,750   

JPMorgan Chase & Co.
1.337%, 02/15/17 (b)

    55,300,000        55,377,420   

1.933%, 06/07/21 (b)

    17,000,000        17,123,233   

2.250%, 01/23/20

    12,300,000        12,461,597   

2.295%, 08/15/21

    13,000,000        13,028,275   

JPMorgan Chase Bank N.A.
6.000%, 10/01/17

    23,600,000        24,612,888   

KBC Bank NV
8.000%, 01/25/23 (b)

    4,800,000        5,090,880   

Lloyds Bank plc
1.702%, 01/22/19 (b)

    7,000,000        7,032,410   

12.000%, 12/16/24 (144A) (b)

    5,700,000        7,809,000   

Lloyds Banking Group plc
3.100%, 07/06/21

    9,100,000        9,297,488   

7.625%, 06/27/23 (GBP) (b)

    11,400,000        15,071,625   

7.875%, 06/27/29 (GBP) (b)

    565,000        758,908   

Mizuho Bank, Ltd.
1.307%, 09/25/17 (144A) (b)

    1,300,000        1,298,112   

1.886%, 10/20/18 (144A) (b)

    11,800,000        11,867,508   

2.150%, 10/20/18 (144A)

    7,200,000        7,261,625   

Morgan Stanley
1.995%, 04/25/18 (b)

    32,000,000        32,369,856   

2.125%, 04/25/18

    4,700,000        4,739,504   

National Australia Bank, Ltd.
1.118%, 06/30/17 (144A) (b)

    48,300,000        48,278,989   

National Bank of Canada
2.200%, 10/19/16 (144A)

    1,400,000        1,400,690   

Novo Banco S.A.
5.000%, 04/04/19 (EUR)

    3,748,000        2,862,958   

5.000%, 04/23/19 (EUR)

    1,466,000        1,119,821   

5.000%, 05/14/19 (EUR)

    100,000        76,386   

5.000%, 05/23/19 (EUR)

    237,000        186,360   

Royal Bank of Scotland Group plc
6.990%, 10/05/17 (144A) (b)

    2,000,000        2,230,000   

8.000%, 08/10/25 (b)

    5,700,000        5,358,000   

Royal Bank of Scotland plc (The)
6.934%, 04/09/18 (EUR)

    6,732,000        8,206,492   

9.500%, 03/16/22 (b)

    14,200,000        14,630,942   

Banks—(Continued)

  

Societe Generale S.A.
4.250%, 04/14/25 (144A)

    10,900,000      10,880,075   

Sumitomo Mitsui Financial Group, Inc.
2.934%, 03/09/21

    15,100,000        15,519,297   

UBS AG
1.402%, 06/01/17 (b)

    11,000,000        11,011,748   

1.692%, 06/01/20 (b)

    4,000,000        3,997,608   

7.625%, 08/17/22

    3,600,000        4,194,000   

UBS Group Funding Jersey, Ltd.
3.000%, 04/15/21 (144A)

    14,000,000        14,378,924   

4.125%, 04/15/26 (144A)

    10,200,000        10,725,137   

Wachovia Corp.
1.120%, 06/15/17 (b)

    27,870,000        27,873,651   

Wells Fargo & Co.
7.980%, 03/15/18 (b)

    11,300,000        11,809,630   
   

 

 

 
      1,058,201,530   
   

 

 

 

Beverages—0.0%

  

Anheuser-Busch InBev Finance, Inc.
3.300%, 02/01/23

    1,400,000        1,477,713   
   

 

 

 

Chemicals—0.0%

  

Rohm & Haas Co.
6.000%, 09/15/17

    2,438,000        2,540,447   
   

 

 

 

Computers—0.4%

  

Apple, Inc.
2.850%, 05/06/21

    3,700,000        3,899,190   

Diamond 1 Finance Corp. / Diamond 2 Finance Corp.
4.420%, 06/15/21 (144A)

    11,300,000        11,809,856   

5.450%, 06/15/23 (144A)

    9,600,000        10,285,987   
   

 

 

 
      25,995,033   
   

 

 

 

Diversified Financial Services—1.7%

  

Ally Financial, Inc.

   

2.750%, 01/30/17

    14,700,000        14,727,563   

5.500%, 02/15/17

    15,000,000        15,187,500   

Bear Stearns Cos. LLC (The)
6.400%, 10/02/17

    1,400,000        1,466,388   

7.250%, 02/01/18

    4,200,000        4,510,380   

BM&FBovespa S.A. - Bolsa de Valores Mercadorias e Futuros
5.500%, 07/16/20 (144A)

    1,000,000        1,062,000   

CIT Group, Inc.
5.250%, 03/15/18

    5,700,000        5,942,250   

LeasePlan Corp. NV
2.875%, 01/22/19 (144A) (k)

    17,600,000        17,766,725   

Navient Corp.
8.450%, 06/15/18

    8,300,000        8,922,500   

OneMain Financial Holdings LLC
6.750%, 12/15/19 (144A)

    3,100,000        3,258,875   

7.250%, 12/15/21 (144A)

    3,100,000        3,258,875   

Piper Jaffray Cos.
5.060%, 10/09/18 (144A) (k)

    5,000,000        5,081,250   

 

MIST-304


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Diversified Financial Services—(Continued)

  

Preferred Term Securities XX, Ltd. / Preferred Term Securities XX, Inc.
1.250%, 03/22/38 (144A) (b)

    11,378,505      $ 8,021,846   

Rio Oil Finance Trust
9.250%, 07/06/24 (144A)

    3,851,624        3,514,607   

Springleaf Finance Corp.
8.250%, 12/15/20

    7,000,000        7,682,500   

SteelRiver Transmission Co. LLC
4.710%, 06/30/17 (144A) (k)

    5,258,286        5,318,535   
   

 

 

 
      105,721,794   
   

 

 

 

Electric—0.8%

  

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

    22,450,000        23,011,250   

7.375%, 11/01/22

    7,000,000        6,912,500   

7.625%, 11/01/24

    3,600,000        3,535,200   

IPALCO Enterprises, Inc.
3.450%, 07/15/20

    6,500,000        6,662,500   

Majapahit Holding B.V.
7.250%, 06/28/17

    2,040,000        2,113,440   

7.750%, 01/20/20

    5,000,000        5,750,000   
   

 

 

 
      47,984,890   
   

 

 

 

Healthcare-Services—0.2%

  

Aetna, Inc.
1.900%, 06/07/19

    5,200,000        5,247,715   

HCA, Inc.
3.750%, 03/15/19

    4,500,000        4,651,875   
   

 

 

 
      9,899,590   
   

 

 

 

Holding Companies-Diversified—0.1%

  

Blackstone CQP Holdco L.P.
9.296%, 03/19/19 (144A) (k)

    6,768,041        6,844,181   
   

 

 

 

Housewares—0.1%

  

Newell Brands, Inc.
3.850%, 04/01/23

    7,400,000        7,877,048   
   

 

 

 

Lodging—0.1%

  

Hyatt Hotels Corp.
4.850%, 03/15/26

    2,700,000        2,994,422   
   

 

 

 

Media—0.3%

  

DISH DBS Corp.
4.250%, 04/01/18

    500,000        513,750   

4.625%, 07/15/17

    1,000,000        1,017,500   

SFR Group S.A.
6.250%, 05/15/24 (144A)

    8,164,000        8,110,542   

Time Warner Cable LLC
6.750%, 07/01/18

    4,900,000        5,324,149   

Virgin Media Secured Finance plc
5.125%, 01/15/25 (GBP)

    2,000,000        2,657,106   

5.500%, 01/15/25 (GBP)

    2,700,000        3,604,592   
   

 

 

 
      21,227,639   
   

 

 

 

Oil & Gas—1.3%

  

Canadian Natural Resources, Ltd.
1.750%, 01/15/18

    3,900,000      3,894,556   

CNPC General Capital, Ltd.
1.717%, 05/14/17 (144A) (b)

    13,600,000        13,605,671   

Petrobras Global Finance B.V.
3.737%, 03/17/20 (b)

    4,500,000        4,398,750   

4.375%, 05/20/23

    4,600,000        4,114,700   

4.875%, 03/17/20

    1,000,000        1,002,500   

5.750%, 01/20/20

    5,200,000        5,358,600   

6.125%, 10/06/16

    3,100,000        3,098,760   

Statoil ASA
1.248%, 11/08/18 (b)

    40,700,000        40,768,864   
   

 

 

 
      76,242,401   
   

 

 

 

Pharmaceuticals—0.8%

  

AbbVie, Inc.
1.800%, 05/14/18

    11,200,000        11,245,752   

2.500%, 05/14/20

    5,000,000        5,097,370   

2.850%, 05/14/23

    11,000,000        11,167,233   

Actavis Funding SCS
3.000%, 03/12/20

    1,800,000        1,858,527   

3.450%, 03/15/22

    4,900,000        5,144,206   

Shire Acquisitions Investments Ireland DAC
1.900%, 09/23/19

    8,000,000        7,995,896   

Valeant Pharmaceuticals International, Inc.
4.500%, 05/15/23 (EUR)

    3,900,000        3,461,040   
   

 

 

 
      45,970,024   
   

 

 

 

Pipelines—1.1%

  

Energy Transfer Partners L.P.
4.750%, 01/15/26

    4,500,000        4,649,179   

6.125%, 12/15/45

    5,800,000        6,057,706   

Kinder Morgan Energy Partners L.P.
5.000%, 08/15/42

    3,900,000        3,699,513   

5.950%, 02/15/18

    5,399,000        5,677,826   

6.850%, 02/15/20

    4,200,000        4,766,349   

6.950%, 01/15/38

    1,100,000        1,248,783   

Kinder Morgan Finance Co. LLC
6.000%, 01/15/18 (144A)

    4,420,000        4,635,329   

Kinder Morgan, Inc.
1.500%, 03/16/22 (EUR)

    6,000,000        6,868,428   

MPLX L.P.
4.875%, 06/01/25

    6,700,000        6,922,989   

Regency Energy Partners L.P. / Regency Energy Finance Corp.
5.875%, 03/01/22

    6,500,000        7,167,394   

Sabine Pass Liquefaction LLC
5.875%, 06/30/26 (144A)

    12,400,000        13,477,250   
   

 

 

 
      65,170,746   
   

 

 

 

Real Estate Investment Trusts—0.6%

  

Brixmor Operating Partnership L.P.
4.125%, 06/15/26

    5,500,000        5,700,008   

Digital Realty Trust L.P.
3.400%, 10/01/20

    5,300,000        5,523,432   

4.750%, 10/01/25

    8,000,000        8,680,512   

 

MIST-305


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Real Estate Investment Trusts—(Continued)

  

Goodman Funding Pty, Ltd.
6.000%, 03/22/22 (144A)

    5,000,000      $ 5,812,555   

Welltower, Inc.
4.250%, 04/01/26

    10,300,000        11,120,189   
   

 

 

 
      36,836,696   
   

 

 

 

Retail—0.0%

  

CVS Pass-Through Trust
6.943%, 01/10/30

    847,936        1,033,482   
   

 

 

 

Software—0.1%

  

Oracle Corp.
1.900%, 09/15/21

    6,000,000        6,015,222   
   

 

 

 

Telecommunications—1.8%

  

AT&T, Inc.
3.400%, 05/15/25

    8,500,000        8,732,968   

Sprint Communications, Inc.
9.125%, 03/01/17

    2,000,000        2,045,000   

Telefonica Emisiones S.A.U.
1.513%, 06/23/17 (b)

    29,500,000        29,472,683   

Verizon Communications, Inc.
1.234%, 06/09/17 (b)

    39,900,000        39,957,975   

2.606%, 09/14/18 (b)

    3,700,000        3,797,177   

3.000%, 11/01/21

    6,800,000        7,115,200   

3.500%, 11/01/24

    6,600,000        7,040,042   

3.650%, 09/14/18

    8,400,000        8,767,449   

Wind Acquisition Finance S.A.
3.705%, 07/15/20 (EUR) (b)

    2,800,000        3,140,503   
   

 

 

 
      110,068,997   
   

 

 

 

Transportation—0.1%

  

Hellenic Railways Organization S.A.
4.028%, 03/17/17 (EUR)

    4,900,000        5,380,563   

5.014%, 12/27/17 (EUR)

    500,000        537,101   
   

 

 

 
      5,917,664   
   

 

 

 

Trucking & Leasing—0.1%

  

GATX Corp.
6.000%, 02/15/18

    5,000,000        5,273,695   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $1,728,441,332)

      1,743,508,854   
   

 

 

 
Asset-Backed Securities—9.0%   

Asset-Backed - Automobile—0.1%

  

Santander Drive Auto Receivables Trust
1.200%, 12/17/18

    3,220,079        3,221,260   
   

 

 

 

Asset-Backed - Home Equity—2.4%

  

ACE Securities Corp. Home Equity Loan Trust
0.675%, 04/25/36 (b)

    8,754,830        7,768,501   

0.995%, 10/25/35 (b)

    7,100,000        6,472,583   

Asset-Backed - Home Equity—(Continued)

  

Asset-Backed Funding Certificates Trust
1.225%, 06/25/34 (b)

    2,471,516      2,330,195   

Asset-Backed Securities Corp. Home Equity Loan Trust
0.605%, 05/25/37 (b)

    29,398        21,092   

0.975%, 11/25/35 (b)

    2,000,000        1,843,944   

Bear Stearns Asset-Backed Securities I Trust
0.775%, 04/25/37 (b)

    14,548,818        11,344,461   

0.984%, 02/25/36 (b)

    1,000,000        852,348   

1.195%, 06/25/35 (b)

    7,800,000        6,955,893   

1.325%, 10/27/32 (b)

    19,041        17,766   

1.525%, 10/25/37 (b)

    4,096,482        3,815,759   

Citigroup Mortgage Loan Trust
0.685%, 12/25/36 (144A) (b)

    11,468,795        7,494,955   

0.695%, 05/25/37 (b)

    13,485,000        12,558,888   

HSI Asset Securitization Corp. Trust
0.695%, 12/25/36 (b)

    12,148,006        5,212,942   

MASTR Asset-Backed Securities Trust
0.695%, 10/25/36 (b)

    8,326,157        7,751,648   

Merrill Lynch Mortgage Investors Trust
1.025%, 06/25/36 (b)

    2,105,021        2,023,459   

Morgan Stanley ABS Capital I, Inc. Trust
0.585%, 05/25/37 (b)

    286,327        186,093   

0.675%, 06/25/36 (b)

    1,336,052        1,174,842   

Morgan Stanley Home Equity Loan Trust
0.695%, 04/25/37 (b)

    23,639,710        14,850,385   

Option One Mortgage Corp. Asset-Backed Certificates
1.165%, 08/25/33 (b)

    16,446        15,710   

Renaissance Home Equity Loan Trust
1.404%, 08/25/33 (b)

    106,933        99,154   

5.812%, 11/25/36

    23,540,075        13,895,193   

Residential Asset Securities Corp. Trust
0.675%, 07/25/36 (b)

    12,526,321        11,044,336   

0.805%, 06/25/36 (b)

    6,000,000        4,940,084   

1.105%, 06/25/33 (b)

    1,034,628        898,002   

1.289%, 03/25/34 (b)

    2,034,968        1,909,050   

Soundview Home Loan Trust
0.705%, 05/25/36 (b)

    7,660,907        7,327,768   

WaMu Asset-Backed Certificates Trust
0.750%, 05/25/47 (b)

    13,200,004        10,547,652   
   

 

 

 
      143,352,703   
   

 

 

 

Asset-Backed - Manufactured Housing—0.0%

  

Conseco Financial Corp.
6.220%, 03/01/30

    41,556        43,614   

Mid-State Trust
7.791%, 03/15/38

    118,494        127,456   
   

 

 

 
      171,070   
   

 

 

 

Asset-Backed - Other—6.5%

  

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
1.305%, 05/25/34 (b)

    5,736,092        5,375,808   

 

MIST-306


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Asset-Backed - Other—(Continued)

  

Ares CLO, Ltd.
1.768%, 01/17/24 (144A) (b)

    15,000,000      $ 15,013,335   

Argent Securities, Inc. Asset-Backed Pass-Through Certificates
0.905%, 02/25/36 (b)

    6,958,784        4,941,067   

Bridgeport CLO II, Ltd.
1.087%, 06/18/21 (144A) (b)

    1,899,001        1,868,853   

CELF Loan Partners IV plc
0.119%, 05/03/23 (GBP) (b)

    11,127,991        14,231,287   

Chapel B.V.
0.362%, 11/17/64 (EUR) (b)

    1,834,349        2,020,171   

CIFC Funding, Ltd.
1.920%, 08/14/24 (144A) (b)

    10,000,000        9,957,270   

Citigroup Mortgage Loan Trust, Inc.
0.585%, 07/25/45 (b)

    428,742        309,326   

0.765%, 10/25/36 (b)

    9,371,789        9,218,191   

Countrywide Asset-Backed Certificates
0.665%, 02/25/37 (b)

    713,661        703,090   

0.665%, 04/25/47 (b)

    5,668,639        4,905,696   

0.675%, 05/25/37 (b)

    2,122,411        1,996,998   

0.675%, 06/25/47 (b)

    654,528        606,306   

0.725%, 06/25/47 (b)

    10,441,449        8,107,100   

0.745%, 09/25/37 (b)

    9,330,739        7,722,491   

1.085%, 12/25/35 (b)

    3,500,000        3,409,269   

4.961%, 10/25/46 (b)

    10,485,412        9,200,787   

5.301%, 10/25/32 (b)

    14,213,179        12,553,872   

CWABS Asset-Backed Certificates Trust
0.674%, 09/25/46 (b)

    6,039,228        5,769,475   

0.675%, 03/25/47 (b)

    2,209,372        2,053,436   

0.875%, 04/25/36 (b)

    1,758,478        1,734,971   

1.225%, 11/25/35 (b)

    10,000,000        8,706,371   

1.529%, 01/25/35 (b)

    1,385,643        1,386,489   

First Franklin Mortgage Loan Trust
0.665%, 12/25/36 (b)

    7,772,312        4,700,110   

0.885%, 10/25/35 (b)

    8,704,843        8,230,362   

1.950%, 10/25/34 (b)

    5,362,296        4,564,796   

GSAMP Trust
0.695%, 12/25/36 (b)

    3,468,956        1,960,829   

0.915%, 01/25/36 (b)

    14,600,000        12,554,715   

1.845%, 12/25/34 (b)

    7,217,265        4,916,031   

Hillmark Funding, Ltd.
1.061%, 05/21/21 (144A) (b)

    8,946,203        8,903,217   

Home Equity Loan Trust
0.755%, 04/25/37 (b)

    15,900,000        10,156,174   

Home Equity Mortgage Loan Asset-Backed Trust
0.775%, 03/25/36 (b)

    3,916,315        3,850,561   

KKR Financial CLO, Ltd.
2.165%, 01/23/26 (144A) (b)

    6,600,000        6,604,118   

LCM L.P.
1.873%, 07/14/22 (144A) (b)

    3,994,539        3,994,380   

Lehman XS Trust
0.695%, 02/25/37 (b)

    14,069,322        8,169,780   

1.325%, 10/25/35 (b)

    5,066,436        4,917,311   

Lockwood Grove CLO, Ltd.
2.085%, 01/25/24 (144A) (b)

    12,416,904        12,416,842   

Asset-Backed - Other—(Continued)

  

Long Beach Mortgage Loan Trust
0.680%, 08/25/36 (b)

    10,646,396      5,804,978   

1.305%, 08/25/35 (b)

    10,000,000        6,985,487   

Morgan Stanley ABS Capital I, Inc. Trust
1.485%, 06/25/35 (b)

    5,289,542        5,238,033   

Mountain View Funding CLO, Ltd.
0.940%, 04/15/19 (144A) (b)

    831,860        831,590   

Neuberger Berman CLO, Ltd.
1.931%, 07/25/23 (144A) (b)

    5,900,000        5,860,494   

OHA Park Avenue CLO I, Ltd.
1.106%, 03/14/22 (144A) (b)

    2,852,814        2,826,516   

OneMain Financial Issuance Trust
3.190%, 03/18/26 (144A)

    6,900,000        6,970,285   

Palmer Square CLO, Ltd.
2.079%, 10/17/25 (144A) (b)

    4,200,000        4,200,025   

Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
1.015%, 09/25/35 (b)

    5,000,000        4,100,139   

1.575%, 10/25/34 (b)

    5,800,000        5,104,879   

2.325%, 12/25/34 (b)

    4,636,570        4,121,179   

Penta CLO S.A.
0.067%, 06/04/24 (EUR) (b)

    568,605        636,705   

RAMP Trust
0.825%, 05/25/36 (b)

    28,737,324        23,276,103   

0.885%, 08/25/46 (b)

    11,503,598        6,847,679   

Residential Asset Securities Corp. Trust
0.685%, 11/25/36 (b)

    9,435,458        8,500,272   

0.865%, 04/25/37 (b)

    13,555,046        10,399,239   

RMAT LLC
4.090%, 07/27/20 (144A)

    8,357,945        8,315,998   

Securitized Asset-Backed Receivables LLC Trust
0.775%, 05/25/36 (b)

    10,305,881        6,326,187   

Soundview Home Loan Trust
0.635%, 02/25/37 (b)

    2,612,774        1,101,644   

Specialty Underwriting & Residential Finance Trust
0.795%, 04/25/37 (b)

    5,634,564        3,231,691   

SpringCastle America Funding LLC
3.050%, 04/25/29 (144A) (k)

    15,200,000        15,200,000   

Structured Asset Investment Loan Trust
1.260%, 08/25/35 (b)

    8,760,000        8,529,874   

Structured Asset Securities Corp. Mortgage Loan Trust
0.685%, 03/25/36 (b)

    2,982,310        2,897,475   

1.425%, 08/25/37 (b)

    857,038        819,248   

Sunrise S.r.l.
0.202%, 08/27/31 (EUR) (b)

    46,221        51,923   

U.S. Small Business Administration
5.471%, 03/10/18

    555,241        586,235   

5.500%, 10/01/18

    6,137        6,307   

6.220%, 12/01/28

    3,479,812        3,963,057   

Wells Fargo Home Equity Asset-Backed Securities Trust
1.005%, 12/25/35 (b)

    20,861,000        18,625,087   

 

MIST-307


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Asset-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Asset-Backed - Other—(Continued)

  

Wood Street CLO B.V.
0.107%, 11/22/21 (144A) (EUR) (b)

    443,082      $ 497,436   
   

 

 

 
      399,586,650   
   

 

 

 

Asset-Backed - Student Loan—0.0%

  

SLM Student Loan Trust
0.845%, 01/25/19 (b)

    946,698        946,203   
   

 

 

 

Total Asset-Backed Securities
(Cost $527,001,299)

      547,277,886   
   

 

 

 
Mortgage-Backed Securities—6.3%   

Collateralized Mortgage Obligations—3.9%

  

Adjustable Rate Mortgage Trust
3.162%, 11/25/35 (b)

    491,209        412,372   

Alternative Loan Trust
5.500%, 02/25/36

    4,622,965        3,932,083   

6.000%, 04/25/37

    4,708,698        3,759,067   

Alternative Loan Trust Resecuritization
2.884%, 03/25/47 (b)

    4,458,571        4,204,429   

American Home Mortgage Assets Trust
1.427%, 11/25/46 (b)

    3,899,989        2,048,797   

American Home Mortgage Investment Trust
3.245%, 02/25/45 (b)

    1,322,693        1,329,632   

Banc of America Alternative Loan Trust
15.784%, 09/25/35 (b)

    4,550,299        5,478,950   

26.299%, 11/25/46 (b)

    2,187,639        3,725,607   

Banc of America Funding Trust
2.925%, 02/20/36 (b)

    3,660,891        3,586,774   

2.997%, 05/25/35 (b)

    1,395,840        1,424,693   

3.002%, 01/20/47 (b)

    255,911        215,070   

Banc of America Funding, Ltd.
0.785%, 10/03/39 (144A) (b)

    88,635        88,624   

BCAP LLC Trust
4.000%, 02/26/37 (144A) (b)

    1,407,952        1,397,731   

5.250%, 02/26/36 (144A)

    5,195,175        4,438,028   

5.250%, 08/26/37 (144A)

    7,025,449        7,232,532   

Bear Stearns Adjustable Rate Mortgage Trust
2.460%, 08/25/35 (b)

    559,245        557,062   

2.580%, 08/25/35 (b)

    20,504        20,597   

2.927%, 02/25/33 (b)

    15,719        14,884   

3.040%, 10/25/35 (b)

    4,308,957        4,262,137   

Bear Stearns ALT-A Trust
1.365%, 11/25/34 (b)

    394,679        384,453   

2.980%, 05/25/35 (b)

    1,564,987        1,503,474   

3.021%, 05/25/36 (b)

    2,690,377        1,845,976   

3.072%, 11/25/36 (b)

    4,505,619        3,386,657   

3.086%, 11/25/36 (b)

    2,830,472        2,065,243   

3.142%, 09/25/35 (b)

    1,270,810        1,090,802   

Bear Stearns Structured Products, Inc. Trust
2.966%, 01/26/36 (b)

    1,382,586        1,101,124   

3.279%, 12/26/46 (b)

    1,042,652        789,809   

Collateralized Mortgage Obligations—(Continued)

  

Chase Mortgage Finance Trust
2.661%, 12/25/35 (b)

    3,653,501      3,467,350   

2.793%, 03/25/37 (b)

    2,203,369        2,010,075   

3.171%, 09/25/36 (b)

    3,925,292        3,453,125   

ChaseFlex Trust
0.825%, 07/25/37 (b)

    6,555,456        4,911,772   

Chevy Chase Funding LLC Mortgage-Backed Certificate
0.775%, 08/25/35 (144A) (b)

    49,031        43,699   

CHL Mortgage Pass-Through Trust
5.500%, 12/25/34

    7,611,564        7,628,820   

Citicorp Mortgage Securities Trust
6.000%, 05/25/37

    3,090,863        3,129,591   

Citigroup Mortgage Loan Trust
2.430%, 09/25/35 (b)

    2,003,294        2,051,892   

2.679%, 10/25/46 (b)

    2,352,575        1,883,648   

2.760%, 09/25/35 (b)

    673,675        672,623   

2.930%, 10/25/35 (b)

    3,652,256        3,599,734   

Countrywide Alternative Loan Trust
0.742%, 03/20/46 (b)

    188,281        139,504   

4.475%, 05/25/35 (b) (l)

    1,967,008        182,940   

Countrywide Home Loan Mortgage Pass-Through Trust
0.815%, 04/25/35 (b)

    151,013        129,567   

1.165%, 03/25/35 (b)

    680,063        558,862   

2.990%, 09/20/36 (b)

    4,021,044        3,173,921   

Countrywide Home Reperforming Loan REMIC Trust
0.865%, 06/25/35 (144A) (b)

    2,175,476        1,924,202   

Credit Suisse First Boston Mortgage Securities Corp.
1.090%, 03/25/32 (144A) (b)

    63,377        58,606   

6.000%, 11/25/35

    2,477,448        1,987,248   

Deutsche Alt-A Securities Mortgage Loan Trust
0.715%, 08/25/47 (b)

    6,129,635        5,294,844   

Downey Savings & Loan Association Mortgage Loan Trust
2.709%, 07/19/44 (b)

    610,547        601,981   

First Horizon Alternative Mortgage Securities Trust
4.175%, 01/25/36 (b) (l)

    36,036,628        5,409,981   

First Horizon Mortgage Pass-Through Trust
2.980%, 08/25/35 (b)

    318,487        276,107   

GreenPoint MTA Trust
0.965%, 06/25/45 (b)

    71,540        62,482   

GSR Mortgage Loan Trust
2.896%, 04/25/36 (b)

    3,110,404        2,726,021   

2.917%, 09/25/35 (b)

    53,859        54,734   

6.000%, 03/25/32

    156        160   

HarborView Mortgage Loan Trust
0.721%, 01/19/38 (b)

    162,729        139,743   

0.751%, 05/19/35 (b)

    1,125,495        933,372   

IndyMac ARM Trust
1.978%, 01/25/32 (b)

    526        458   

2.130%, 01/25/32 (b)

    30,473        29,326   

 

MIST-308


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Mortgage-Backed Securities—(Continued)

 

Security Description   Principal
Amount*
    Value  

Collateralized Mortgage Obligations—(Continued)

  

IndyMac INDX Mortgage Loan Trust
0.645%, 07/25/36 (b)

    6,995,991      $ 5,807,987   

0.735%, 05/25/46 (b)

    8,051,207        6,616,843   

JPMorgan Mortgage Trust
2.920%, 07/25/35 (b)

    2,595,533        2,544,987   

5.750%, 01/25/36

    399,967        337,255   

Lehman Mortgage Trust
1.125%, 08/25/36 (b) (m)

    8,936,017        5,912,666   

MASTR Alternative Loan Trust
0.925%, 03/25/36 (b)

    711,626        142,210   

6.500%, 02/25/35

    9,905,789        11,150,954   

MASTR Asset Securitization Trust
6.000%, 06/25/36

    710,703        665,661   

Merrill Lynch Mortgage Investors Trust
0.775%, 11/25/35 (b)

    82,415        77,072   

0.905%, 08/25/35 (b)

    5,806,101        5,578,207   

1.523%, 10/25/35 (b)

    127,973        120,940   

Morgan Stanley Re-REMIC Trust
0.986%, 03/26/37 (144A) (b)

    4,445,097        3,035,248   

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.976%, 05/25/35

    1,416,061        1,163,756   

RALI Series Trust
6.250%, 01/25/37

    5,301,820        4,262,043   

RBSSP Resecuritization Trust
0.764%, 06/27/36 (144A) (b)

    8,300,000        6,957,456   

2.620%, 01/26/36 (144A) (b)

    14,518,447        14,660,062   

Residential Accredit Loans, Inc. Trust
0.705%, 06/25/46 (b)

    1,673,571        728,879   

0.965%, 06/25/34 (b)

    1,583,004        1,538,132   

6.000%, 12/25/35

    10,041,545        8,677,908   

Residential Asset Securitization Trust
6.000%, 06/25/36

    4,348,933        3,130,039   

RFMSI Trust
0.875%, 06/25/18 (b)

    553        540   

Sequoia Mortgage Trust
0.882%, 07/20/33 (b)

    256,251        239,119   

1.171%, 04/19/27 (b)

    1,002,480        931,421   

Structured Adjustable Rate Mortgage Loan Trust
1.841%, 04/25/35 (b)

    7,297,740        6,893,038   

2.848%, 01/25/35 (b)

    1,821,535        1,715,343   

3.041%, 08/25/35 (b)

    161,821        149,788   

Structured Asset Mortgage Investments II Trust
0.755%, 05/25/45 (b)

    1,080,530        944,469   

0.781%, 07/19/35 (b)

    920,501        877,703   

WaMu Mortgage Pass-Through Certificates Trust
1.864%, 08/25/42 (b)

    77,643        73,945   

1.907%, 06/25/42 (b)

    153,897        147,741   

Wells Fargo Mortgage-Backed Securities Trust
2.881%, 09/25/33 (b)

    599,788        594,606   

2.894%, 03/25/36 (b)

    11,534,530        10,993,039   

3.001%, 04/25/36 (b)

    1,120,260        1,092,626   

Collateralized Mortgage Obligations—(Continued)

  

Wells Fargo Mortgage-Backed Securities Trust
3.003%, 10/25/36 (b)

    2,548,507      2,413,814   

3.015%, 07/25/36 (b)

    7,248,218        6,927,199   

3.198%, 04/25/36 (b)

    146,496        15,420   

5.750%, 03/25/36

    3,874,826        3,918,751   
   

 

 

 
      237,869,862   
   

 

 

 

Commercial Mortgage-Backed Securities—2.4%

  

BAMLL Commercial Mortgage Securities Trust
3.524%, 12/15/33 (144A) (b)

    15,200,000        15,410,290   

Banc of America Commercial Mortgage Trust
5.451%, 01/15/49

    5,820,952        5,843,905   

Bear Stearns Commercial Mortgage Securities Trust
5.331%, 02/11/44

    242,424        244,228   

5.700%, 06/11/50

    4,915,907        5,063,266   

Credit Suisse Commercial Mortgage Trust
5.297%, 12/15/39

    670,145        671,188   

5.383%, 02/15/40

    405,462        406,196   

Freddie Mac Multifamily Structured Pass-Through Certificates
1.419%, 08/25/22 (b) (l)

    43,741,584        2,713,938   

Greenwich Capital Commercial Mortgage Trust
5.444%, 03/10/39

    4,685,067        4,691,966   

GS Mortgage Securities Trust
3.601%, 10/10/49 (144A) (k)

    13,346,000        13,867,361   

JPMorgan Chase Commercial Mortgage Securities Corp.
1.977%, 01/15/33 (144A) (b) (k)

    15,200,000        15,199,992   

JPMorgan Chase Commercial Mortgage Securities Trust
2.962%, 10/05/28 (144A)

    8,700,000        8,812,433   

5.420%, 01/15/49

    187,636        189,033   

5.794%, 02/12/51 (b)

    11,929,192        12,239,539   

LB-UBS Commercial Mortgage Trust
5.866%, 09/15/45 (b)

    10,956,479        11,349,859   

ML-CFC Commercial Mortgage Trust
5.485%, 03/12/51 (b)

    2,200,000        2,222,092   

6.069%, 08/12/49 (b)

    7,198,558        7,355,580   

Morgan Stanley Capital Trust
1.678%, 08/14/31 (144A) (b)

    22,130,272        22,009,746   

Morgan Stanley Re-REMIC Trust
5.988%, 08/12/45 (144A) (b)

    736,181        744,147   

Wachovia Bank Commercial Mortgage Trust
5.888%, 06/15/49 (b)

    16,700,000        16,974,859   
   

 

 

 
      146,009,618   
   

 

 

 

Total Mortgage-Backed Securities (Cost $381,218,637)

      383,879,480   
   

 

 

 

 

MIST-309


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Municipals—4.0%

 

Security Description   Principal
Amount*
    Value  

American Municipal Power-Ohio, Inc., Combined Hydroelectric Projects Revenue, Build America Bonds, Taxable
8.084%, 02/15/50

    6,900,000      $ 11,505,750   

Bay Area Toll Bridge Authority, Build America Bonds
7.043%, 04/01/50

    10,400,000        16,632,824   

California Infrastructure & Economic Development Bank Revenue, Build America Bonds
6.486%, 05/15/49

    2,500,000        3,505,575   

California State General Obligation Unlimited, Build America Bonds
7.625%, 03/01/40

    11,700,000        18,517,941   

California State Public Works Board Lease Revenue Build America Bonds, Taxable, University Projects
7.804%, 03/01/35

    3,100,000        4,417,190   

California State University Revenue, Build America Bonds
6.484%, 11/01/41

    4,400,000        6,044,236   

Calleguas-Las Virgenes California Public Financing Water Revenue Authority, Build America Bonds
5.944%, 07/01/40

    7,800,000        10,266,204   

Chicago Transit Authority Transfer Tax Receipts Revenue
6.300%, 12/01/21

    315,000        334,407   

6.899%, 12/01/40

    14,500,000        19,187,420   

City of Chicago, IL General Obligation Unlimited
7.750%, 01/01/42

    11,400,000        12,260,130   

Clark County, NV, Airport Revenue
6.820%, 07/01/45

    2,000,000        3,111,340   

East Baton Rouge Sewer Commission, Build America Bonds
6.087%, 02/01/45

    15,000,000        16,758,900   

Irvine Ranch CA, Water District, Build America Bonds, Taxable
6.622%, 05/01/40

    21,700,000        30,969,372   

Los Angeles CA, Wastewater System Revenue, Build America Bonds
5.713%, 06/01/39

    2,300,000        3,024,155   

Los Angeles Department of Water & Power Revenue, Build America Bonds
6.166%, 07/01/40

    18,190,000        20,765,704   

Los Angeles, Unified School District, Build America Bonds
6.758%, 07/01/34

    1,100,000        1,595,462   

Metropolitan Transportation Authority, Build America Bonds, Metro Transit Authority
6.089%, 11/15/40

    200,000        274,334   

Newport Beach CA, Certificates of Participation, Build America Bonds
7.168%, 07/01/40

    31,650,000        42,920,249   

Pennsylvania Economic Development Financing Authority, Build America Bonds
6.532%, 06/15/39

    1,000,000      1,253,630   

Public Power Generation Agency, Build America Bonds, Whelan Energy Centre Unit
7.242%, 01/01/41

    1,800,000        2,310,678   

State of California General Obligation Unlimited, Build America Bonds
7.500%, 04/01/34

    1,900,000        2,878,937   

State of Illinois General Obligation Unlimited, Build America Bonds
6.725%, 04/01/35

    5,720,000        6,250,015   

State of Texas Transportation Commission Revenue, Build America Bonds
5.178%, 04/01/30

    2,300,000        2,935,122   

Tobacco Settlement Financing Authority, Revenue Bonds
7.467%, 06/01/47

    7,110,000        6,818,490   
   

 

 

 

Total Municipals
(Cost $190,315,655)

      244,538,065   
   

 

 

 
Foreign Government—2.0%   

Provincial—1.2%

  

Province of Ontario Canada
1.650%, 09/27/19

    7,000,000        7,061,880   

3.150%, 06/02/22 (CAD)

    9,300,000        7,794,151   

4.000%, 06/02/21 (CAD)

    31,100,000        26,734,455   

4.400%, 04/14/20

    2,700,000        2,973,891   

Province of Quebec Canada
3.500%, 07/29/20

    10,600,000        11,405,770   

3.500%, 12/01/22 (CAD)

    3,300,000        2,823,620   

4.250%, 12/01/21 (CAD)

    15,200,000        13,309,080   
   

 

 

 
      72,102,847   
   

 

 

 

Sovereign—0.8%

  

Banco Nacional de Desenvolvimento Economico e Social
4.125%, 09/15/17 (144A) (EUR)

    2,700,000        3,104,296   

Brazil Letras do Tesouro Nacional Zero Coupon, 04/01/17 (BRL)

    132,900,000        38,390,187   

Brazil Notas do Tesouro Nacional
10.000%, 01/01/17 (BRL)

    8,300,000        2,520,634   

Export-Import Bank of Korea
4.000%, 01/29/21

    2,500,000        2,728,597   

5.125%, 06/29/20

    2,500,000        2,804,180   
   

 

 

 
      49,547,894   
   

 

 

 

Total Foreign Government
(Cost $134,314,797)

      121,650,741   
   

 

 

 

 

MIST-310


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Floating Rate Loans (n)—0.2%

 

Security Description  

Shares/

Principal/
Notional
Amount*

    Value  

Auto Manufacturers—0.1%

  

FCA U.S. LLC
Term Loan B, 3.500%, 05/24/17

    9,390,261      $ 9,419,606   
   

 

 

 

Transportation—0.1%

  

Swissport Investments S.A.
Term Loan B, 6.250%, 02/09/22 (EUR)

    3,000,000        3,397,955   
   

 

 

 

Total Floating Rate Loans
(Cost $12,629,801)

      12,817,561   
   

 

 

 
Preferred Stock—0.1%   

Banks—0.1%

  

GMAC Capital Trust, 6.602% (b)
(Cost $7,611,350)

    304,454        7,736,176   
   

 

 

 
Purchased Options—0.0%   

Interest Rate Swaptions—0.0%

  

Call - OTC - 2-Year Interest Rate Swap, Exercise Rate 2.100%, Expires 01/30/18 (Counterparty - JPMorgan Chase Bank N.A.) (m)

    83,600,000        1,606,207   

Call - OTC - 5-Year Interest Rate Swap, Exercise Rate 1.000%, Expires 12/13/16 (Counterparty - Morgan Stanley Capital Services LLC) (m)

    64,600,000        116,073   

Call - OTC - 5-Year Interest Rate Swap, Exercise Rate 1.000%, Expires 12/21/16 (Counterparty - Citibank N.A.) (m)

    66,800,000        137,975   

Call - OTC - 5-Year Interest Rate Swap, Exercise Rate 1.000%, Expires 12/21/16 (Counterparty - Morgan Stanley Capital Services LLC) (m)

    95,600,000        197,462   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.905%, Expires 08/20/18 (Counterparty - Morgan Stanley Capital Services LLC) (m)

    10,200,000        208,345   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.930%, Expires 08/20/18 (Counterparty - Goldman Sachs Bank USA) (m)

    11,900,000        258,147   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 2.940%, Expires 08/20/18 (Counterparty - Goldman Sachs Bank USA) (m)

    10,400,000        200,692   

Put - OTC - 30-Year Interest Rate Swap, Exercise Rate 3.020%, Expires 08/21/17 (Counterparty - Morgan Stanley Capital Services LLC) (m)

    22,600,000        94,445   
   

 

 

 
      2,819,346   
   

 

 

 

Options on Exchange-Traded Futures Contracts—0.0%

  

Put - U.S. Treasury Note 5 Year Futures @108.00, Expires12/16/16

    6,053      47,292   

Put - U.S. Treasury Note 5 Year Futures @111.50, Expires12/16/16

    2,018        15,767   

Put - U.S. Treasury Note 5 Year Futures @113.00, Expires 11/16/16

    755        755   
   

 

 

 
      63,814   
   

 

 

 

Total Purchased Options
(Cost $8,039,795)

      2,883,160   
   

 

 

 
Short-Term Investments—13.1%   

Certificate of Deposit—2.1%

  

Barclays Bank plc
1.641%, 09/08/17

    23,000,000        23,000,000   

Credit Suisse (NY)
1.645%, 09/12/17

    54,400,000        54,400,000   

Natixis (NY)
1.553%, 09/25/17

    2,300,000        2,300,000   

1.553%, 10/02/17

    5,800,000        5,800,000   

Sumitomo Mitsui Banking Corp.
1.550%, 09/15/17

    13,700,000        13,700,000   

Sumitomo Mitsui Trust Bank, Ltd.
1.584%, 09/18/17

    27,600,000        27,600,000   
   

 

 

 
      126,800,000   
   

 

 

 

Commercial Paper—1.3%

  

Autonation, Inc.
1.300%, 10/04/16 (144A) (o)

    9,000,000        8,999,025   

Coca-Cola Co. (The)
0.870%, 01/06/17 (o)

    22,300,000        22,247,725   

Ford Motor Credit Co.
1.700%, 09/12/17 (o)

    22,700,000        22,329,107   

Marriott International, Inc.
0.800%, 11/08/16 (o)

    4,600,000        4,596,320   

Nisource Finance Corp.
1.150%, 10/11/16 (o)

    8,600,000        8,597,253   

Rockwell Collins, Inc.
0.700%, 11/01/16 (o)

    8,900,000        8,894,981   

Viacom, Inc.
1.300%, 11/14/16 (144A) (o)

    6,300,000        6,290,445   

Wyndham Worldwide Corp.
1.080%, 10/20/16 (144A) (o)

    1,000,000        999,430   
   

 

 

 
      82,954,286   
   

 

 

 

Foreign Government—9.6%

  

Japan Treasury Bills
0.000%, 11/07/16 (JPY) (o)

    3,090,000,000        30,478,422   

0.000%, 11/21/16 (JPY) (o)

    9,210,000,000        90,852,352   

0.000%, 11/28/16 (JPY) (o)

    18,420,000,000        181,714,149   

0.000%, 12/05/16 (JPY) (o)

    7,260,000,000        71,623,814   

 

MIST-311


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Short-Term Investments—(Continued)

 

Security Description   Principal
Amount*
    Value  

Foreign Government—(Continued)

  

Japan Treasury Bills
0.000%, 12/12/16 (JPY) (o)

    9,260,000,000      $ 91,359,824   

0.000%, 12/19/16 (JPY) (o)

    5,060,000,000        49,925,017   

0.000%, 01/10/17 (JPY) (o)

    6,860,000,000        67,716,971   
   

 

 

 
      583,670,549   
   

 

 

 

Repurchase Agreement—0.0%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $2,237,466 on 10/03/16, collateralized by $2,130,000 U.S. Treasury Note at 2.625% due 11/15/20 with a value of $2,284,425.

    2,237,461        2,237,461   
   

 

 

 

U.S. Treasury—0.1%

  

U.S. Treasury Bills
0.439%, 03/02/17 (h) (o)

    100,000        99,816   

0.496%, 03/09/17 (f) (h) (o)

    5,293,000        5,281,511   

0.510%, 03/16/17 (h) (o)

    141,000        140,672   
   

 

 

 
      5,521,999   
   

 

 

 

Total Short-Term Investments
(Cost $799,979,346)

      801,184,295   
   

 

 

 

Total Investments—151.4%
(Cost $8,983,301,963) (p)

      9,240,318,049   

Other assets and liabilities (net)—(51.4)%

      (3,136,888,321
   

 

 

 
Net Assets—100.0%     $ 6,103,429,728   
   

 

 

 

 

* 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 September 30, 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. (See Note 2 of the Notes to Financial Statements)
(d) All or a portion of the security was pledged as collateral against open reverse repurchase agreements. As of September 30, 2016, the value of securities pledged amounted to $82,957,020.
(e) Principal amount of security is adjusted for inflation.
(f) All or a portion of the security was pledged as collateral against open centrally cleared swap contracts. As of September 30, 2016, the market value of securities pledged was $108,295,802.
(g) All or a portion of the security was pledged as collateral against open futures contracts. As of September 30, 2016, the market value of securities pledged was $21,681,645.
(h) All or a portion of the security was pledged as collateral against open swap contracts and open forward foreign currency exchange contracts. As of September 30, 2016, the market value of securities pledged was $4,263,574.
(i) Payment-in-kind security for which part of the income earned may be paid as additional principal.
(j) Non-income producing; security is in default and/or issuer is in bankruptcy.
(k) 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 September 30, 2016, the market value of restricted securities was $79,278,044, which is 1.3% of net assets. See details shown in the Restricted Securities table that follows.
(l) Interest only security.
(m) Illiquid security. As of September 30, 2016, these securities represent 0.1% of net assets.
(n) 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.
(o) The rate shown represents current yield to maturity.
(p) As of September 30, 2016, the aggregate cost of investments was $8,983,301,963. The aggregate unrealized appreciation and depreciation of investments were $327,553,570 and $(70,537,484), respectively, resulting in net unrealized appreciation of $257,016,086.
(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 September 30, 2016, the market value of 144A securities was $573,087,537, which is 9.4% 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
(JPY)— Japanese Yen
(REMIC)— Real Estate Mortgage Investment Conduit

 

MIST-312


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

 

 

Restricted Securities

   Acquisition
Date
     Principal
Amount
     Cost      Value  

Blackstone CQP Holdco L.P., 9.296%, 03/19/19

     06/25/14 - 12/31/15       $ 6,768,041       $ 6,849,542       $ 6,844,181   

GS Mortgage Securities Trust, 3.601%, 10/10/49

     09/22/16         13,346,000         13,867,361         13,867,361   

JPMorgan Chase Commercial Mortgage Securities Corp., 1.977%, 01/15/33

     09/16/16         15,200,000         15,200,000         15,199,992   

LeasePlan Corp. NV, 2.875%, 01/22/19

     10/14/15         17,600,000         17,592,155         17,766,725   

Piper Jaffray Cos., 5.060%, 10/09/18

     10/08/15         5,000,000         5,000,000         5,081,250   

SpringCastle America Funding LLC, 3.050%, 04/25/29

     09/16/16         15,200,000         15,199,418         15,200,000   

SteelRiver Transmission Co. LLC, 4.710%, 06/30/17

     11/17/10         5,258,286         5,258,298         5,318,535   
           

 

 

 
            $ 79,278,044   
           

 

 

 

Reverse Repurchase Agreement

 

Counterparty

   Interest
Rate
    Settlement
Date
     Maturity Date      Principal Amount      Net Closing
Amount
 

JPMorgan Chase Bank N.A.

     0.790     09/16/16         03/15/17         USD         91,431,250       $ 91,431,250   
                

 

 

 

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)
 
AUD     8,993,000      

Citibank N.A.

       11/14/16         $ 6,900,947         $ (24,249
AUD     4,387,000      

Goldman Sachs Bank USA

       11/14/16           3,304,968           49,649   
AUD     3,406,000      

JPMorgan Chase Bank N.A.

       11/14/16           2,593,258           11,216   
BRL     59,699,352      

Citibank N.A.

       10/04/16           18,332,367           24,521   
BRL     59,699,352      

Deutsche Bank AG

       10/04/16           18,390,534           (33,647
BRL     59,699,352      

Deutsche Bank AG

       12/02/16           18,062,798           (11,161
BRL     3,798,695      

JPMorgan Chase Bank N.A.

       01/03/18           1,103,470           (62,756
CAD     27,651,000      

Deutsche Bank AG

       10/04/16           21,047,640           28,801   
CAD     15,980,000      

Goldman Sachs Bank USA

       10/04/16           12,454,601           (274,154
CAD     28,021,000      

JPMorgan Chase Bank N.A.

       10/04/16           21,705,559           (347,093
CAD     39,584,000      

JPMorgan Chase Bank N.A.

       10/04/16           30,259,698           (87,558
CAD     69,082,250      

JPMorgan Chase Bank N.A.

       10/04/16           52,215,698           440,915   
CAD     4,906,000      

UBS AG Stamford

       10/04/16           3,792,101           (52,597
CAD     1,393,000      

Westpac Banking Corp.

       10/04/16           1,058,536           3,251   
CNY     119,873,630      

Goldman Sachs Bank USA

       10/11/16           17,646,641           323,062   
CNY     291,960,570      

Goldman Sachs Bank USA

       10/11/16           42,696,778           1,069,684   
CNY     7,947,027      

Deutsche Bank AG

       10/24/16           1,193,247           (2,599
CNY     9,257,124      

BNP Paribas S.A.

       12/05/16           1,355,759           28,914   
CNY     112,779,000      

Deutsche Bank AG

       12/05/16           16,562,495           306,893   
DKK     22,080,000      

Citibank N.A.

       10/03/16           3,314,531           16,841   
DKK     22,080,000      

Goldman Sachs Bank USA

       01/03/17           3,329,881           16,379   
EUR     71,499,208      

Goldman Sachs Bank USA

       10/04/16           80,150,613           167,979   
EUR     4,284,000      

UBS AG Stamford

       10/04/16           4,776,831           35,597   
GBP     3,812,000      

BNP Paribas S.A.

       10/04/16           5,057,872           (116,951
GBP     31,237,000      

BNP Paribas S.A.

       10/04/16           40,639,337           (151,518
GBP     1,191,000      

JPMorgan Chase Bank N.A.

       10/04/16           1,578,733           (35,019
INR     15,053,051      

UBS AG Stamford

       11/10/16           222,341           2,297   
JPY     1,197,000,000      

BNP Paribas S.A.

       11/14/16           11,859,587           (35,751
JPY     1,589,400,000      

BNP Paribas S.A.

       11/14/16           15,866,598           (166,677
JPY     4,100,600,000      

JPMorgan Chase Bank N.A.

       11/14/16           40,274,558           230,726   
JPY     1,004,900,000      

UBS AG Stamford

       11/14/16           10,036,675           (110,381
JPY     13,313,700,000      

UBS AG Stamford

       11/14/16           132,449,718           (938,429

 

MIST-313


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Buy

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
MXN     7,299,000      

BNP Paribas S.A.

       10/20/16         $ 397,939         $ (22,203
MXN     84,352,000      

BNP Paribas S.A.

       10/20/16           4,411,014           (68,767
MXN     305,354,000      

JPMorgan Chase Bank N.A.

       10/20/16           16,599,135           (880,213
RUB     42,004,941      

Societe Generale

       10/18/16           636,511           30,270   
RUB     42,004,941      

Credit Suisse International

       12/15/16           646,727           10,676   
SGD     5,689,997      

Deutsche Bank AG

       11/10/16           4,174,000           (535
SGD     14,350,939      

Deutsche Bank AG

       11/10/16           10,541,000           (14,959
SGD     7,536,984      

Goldman Sachs Bank USA

       11/10/16           5,525,000           3,182   

Contracts to Deliver

 
AUD     12,083,000      

Credit Suisse International

       11/14/16         $ 9,238,033         $ (1,502
AUD     17,530,000      

Goldman Sachs Bank USA

       11/14/16           13,493,455           88,749   
AUD     21,475,000      

JPMorgan Chase Bank N.A.

       11/14/16           16,347,367           (73,970
BRL     59,699,352      

Citibank N.A.

       10/04/16           18,390,534           33,647   
BRL     59,699,352      

Deutsche Bank AG

       10/04/16           18,371,858           14,970   
BRL     8,702,424      

Citibank N.A.

       01/04/17           2,619,161           14,814   
BRL     98,900,000      

Goldman Sachs Bank USA

       04/04/17           28,901,227           40,062   
BRL     34,000,000      

JPMorgan Chase Bank N.A.

       04/04/17           9,982,384           60,446   
BRL     75,000,000      

UBS AG Stamford

       07/05/17           26,417,753           5,024,938   
BRL     3,798,695      

BNP Paribas S.A.

       01/03/18           1,111,054           70,341   
CAD     164,957,250      

Citibank N.A.

       10/04/16           126,500,959           765,477   
CAD     1,560,000      

Goldman Sachs Bank USA

       10/04/16           1,196,582           7,502   
CAD     18,772,000      

JPMorgan Chase Bank N.A.

       10/04/16           14,555,655           247,060   
CAD     1,328,000      

JPMorgan Chase Bank N.A.

       10/04/16           1,004,200           (8,042
CAD     69,082,250      

JPMorgan Chase Bank N.A.

       11/02/16           52,224,615           (443,607
CNY     15,812,177      

BNP Paribas S.A.

       10/11/16           2,327,031           (43,299
CNY     9,257,124      

BNP Paribas S.A.

       10/11/16           1,362,745           (24,948
CNY     61,149,914      

JPMorgan Chase Bank N.A.

       10/11/16           9,353,000           186,298   
CNY     44,120,607      

JPMorgan Chase Bank N.A.

       10/11/16           6,493,577           (120,340
CNY     289,629,936      

UBS AG Stamford

       10/11/16           44,124,000           706,912   
CNY     122,036,124      

JPMorgan Chase Bank N.A.

       12/05/16           18,332,000           77,939   
EUR     75,783,208      

Citibank N.A.

       10/04/16           84,773,219           (357,801
EUR     71,499,208      

Goldman Sachs Bank USA

       11/02/16           80,248,388           (178,517
GBP     36,240,000      

JPMorgan Chase Bank N.A.

       10/04/16           47,493,788           521,334   
GBP     31,237,000      

BNP Paribas S.A.

       11/02/16           40,659,953           148,083   
JPY     1,850,000,000      

Citibank N.A.

       11/07/16           18,403,016           133,877   
JPY     1,240,000,000      

UBS AG Stamford

       11/07/16           12,327,637           82,376   
JPY     4,103,000,000      

JPMorgan Chase Bank N.A.

       11/14/16           40,318,896           (210,095
JPY     2,200,000,000      

JPMorgan Chase Bank N.A.

       11/21/16           22,035,256           297,991   
JPY     7,010,000,000      

UBS AG Stamford

       11/21/16           70,263,362           1,000,531   
JPY     6,120,000,000      

Citibank N.A.

       11/28/16           60,181,725           (303,824
JPY     3,030,000,000      

Citibank N.A.

       11/28/16           30,266,344           320,067   
JPY     2,320,000,000      

JPMorgan Chase Bank N.A.

       11/28/16           23,179,139           249,976   
JPY     6,950,000,000      

UBS AG Stamford

       11/28/16           69,442,363           753,708   
JPY     4,150,000,000      

BNP Paribas S.A.

       12/05/16           40,340,219           (686,457
JPY     3,110,000,000      

Citibank N.A.

       12/05/16           30,106,486           (638,806
JPY     4,230,000,000      

Citibank N.A.

       12/12/16           41,798,419           (36,999
JPY     1,010,000,000      

Citibank N.A.

       12/12/16           9,883,889           (105,183
JPY     880,000,000      

Citibank N.A.

       12/12/16           8,609,135           (94,214
JPY     1,610,000,000      

JPMorgan Chase Bank N.A.

       12/12/16           15,899,664           (23,509
JPY     1,530,000,000      

UBS AG Stamford

       12/12/16           15,100,969           (30,991
JPY     5,060,000,000      

UBS AG Stamford

       12/19/16           49,692,369           (373,282
JPY     1,170,000,000      

Citibank N.A.

       01/10/17           11,597,076           6,114   
JPY     670,000,000      

Citibank N.A.

       01/10/17           6,639,580           2,020   
JPY     890,000,000      

Goldman Sachs Bank USA

       01/10/17           8,796,431           (20,626
JPY     4,130,000,000      

JPMorgan Chase Bank N.A.

       01/10/17           40,919,449           4,343   
KRW     2,364,205,549      

Credit Suisse International

       11/10/16           2,147,000           886   

 

MIST-314


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Forward Foreign Currency Exchange Contracts—(Continued)

 

Contracts to Deliver

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
KRW     7,681,864,000      

Deutsche Bank AG

       11/10/16         $ 7,009,000         $ 35,766   
KRW     5,051,471,700      

Goldman Sachs Bank USA

       11/10/16           4,489,000           (96,488
KRW     3,079,293,300      

Goldman Sachs Bank USA

       11/10/16           2,757,000           (38,237
KRW     13,440,770,100      

JPMorgan Chase Bank N.A.

       11/10/16           12,123,000           (77,897
KRW     10,743,930,000      

JPMorgan Chase Bank N.A.

       11/10/16           9,785,000           32,167   
KRW     9,438,774,000      

JPMorgan Chase Bank N.A.

       11/10/16           8,364,000           (204,074
KRW     7,788,149,400      

JPMorgan Chase Bank N.A.

       11/10/16           7,043,000           (26,715
KRW     4,759,903,200      

JPMorgan Chase Bank N.A.

       11/10/16           4,264,000           (56,816
KRW     1,116,200      

JPMorgan Chase Bank N.A.

       11/10/16           1,000           (13
KRW     1,106,500      

JPMorgan Chase Bank N.A.

       11/10/16           1,000           (4
KRW     110,934,869,400      

Societe Generale

       11/10/16           99,707,774           (993,671
KRW     2,359,413,000      

UBS AG Stamford

       11/10/16           2,142,000           236   
MXN     300,802,000      

BNP Paribas S.A.

       10/20/16           15,271,129           (213,466
MXN     775,434,000      

Citibank N.A.

       10/20/16           39,428,253           (489,305
MXN     416,324,000      

Deutsche Bank AG

       10/20/16           22,683,630           1,252,228   
MXN     153,998,000      

JPMorgan Chase Bank N.A.

       10/20/16           7,827,802           (99,660
MXN     76,905,000      

JPMorgan Chase Bank N.A.

       10/20/16           3,869,360           (89,532
MXN     55,634,000      

JPMorgan Chase Bank N.A.

       10/20/16           2,821,006           (42,904
MYR     34,755,636      

Deutsche Bank AG

       11/15/16           8,588,000           202,657   
MYR     33,243,733      

Societe Generale

       11/15/16           8,171,005           150,432   
PHP     15,819,300      

UBS AG Stamford

       11/10/16           334,942           9,057   
RUB     42,004,941      

Credit Suisse International

       10/18/16           655,712           (11,068
SGD     294,736      

Credit Suisse International

       11/10/16           218,000           1,819   
SGD     5,303,286      

Deutsche Bank AG

       11/10/16           3,875,000           (14,823
SGD     21,293,293      

JPMorgan Chase Bank N.A.

       11/10/16           15,739,000           120,923   
SGD     102,331,744      

Societe Generale

       11/10/16           76,281,584           1,223,909   
SGD     11,225,000      

Societe Generale

       11/10/16           8,288,415           55,169   
THB     14,297,612      

UBS AG Stamford

       11/10/16           409,674           (2,737
TRY     1,090,000      

Societe Generale

       10/31/16           363,363           2,193   
TWD     343,872,430      

Credit Suisse International

       11/10/16           10,817,000           (164,298
TWD     237,908,880      

JPMorgan Chase Bank N.A.

       11/10/16           7,524,000           (73,434
TWD     523,333,734      

UBS AG Stamford

       11/10/16           16,431,200           (281,054
TWD     176,787,875      

UBS AG Stamford

       11/10/16           5,555,000           (90,583
                   

 

 

 

Net Unrealized Appreciation

  

     $ 6,467,862   
                   

 

 

 

Futures Contracts

 

Futures Contracts—Long

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

Australian 10 Year Treasury Bond Futures

     12/15/16         2        AUD         271,457      $ 1,971   

U.S. Treasury Long Bond Futures

     12/20/16         443        USD         74,986,358        (493,139

U.S. Treasury Note 10 Year Futures

     12/20/16         5,211        USD         682,182,773        1,109,603   

U.S. Treasury Note 5 Year Futures

     12/30/16         16,800        USD         2,041,030,119        432,381   

Futures Contracts—Short

                                

90 Day Eurodollar Futures

     09/18/17         (6,363     USD         (1,564,299,004     (10,225,346

90 Day Eurodollar Futures

     12/18/17         (2,501     USD         (618,275,510     (315,577

90 Day Eurodollar Futures

     03/19/18         (2,973     USD         (735,190,449     4,711   

90 Day Eurodollar Futures

     06/18/18         (2,677     USD         (661,495,721     (292,142

90 Day Eurodollar Futures

     09/17/18         (2,578     USD         (637,120,217     31,967   

90 Day Eurodollar Futures

     12/17/18         (2,934     USD         (724,771,057     36,382   

90 Day Sterling Futures

     09/20/17         (310     GBP         (38,289,868     (460,791

90 Day Sterling Futures

     03/21/18         (714     GBP         (89,026,875     11,568   

90 Day Sterling Futures

     06/20/18         (513     GBP         (63,958,275     8,312   

Canada Government Bond 10 Year Futures

     12/19/16         (852     CAD         (124,911,919     (201,167

 

MIST-315


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Futures Contracts—(Continued)

 

Futures Contracts—Short

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

U.S. Treasury Note 2 Year Futures

     12/30/16         (30     USD         (6,555,433   $ 1,370   

United Kingdom Long Gilt Bond Futures

     12/28/16         (23     GBP         (3,019,773     31,137   
            

 

 

 

Net Unrealized Depreciation

  

  $ (10,318,760
            

 

 

 

Written Options

 

Foreign Currency Written Options

  Strike
Price
    Counterparty   Expiration
Date
    Notional
Amount
    Premiums
Received
    Market
Value
    Unrealized
Appreciation
 

USD Call/BRL Put

    BRL        6.300      Credit Suisse International     01/11/18        (17,700,000   $ (942,525   $ (125,670   $ 816,855   

USD Call/MXN Put

    MXN        20.500      Credit Suisse International     10/26/16        (7,500,000     (79,650     (22,620     57,030   

USD Call/MXN Put

    MXN        20.500      JPMorgan Chase Bank
N.A.
    10/26/16        (14,800,000     (153,298     (44,637     108,661   
           

 

 

   

 

 

   

 

 

 

Totals

  

  $ (1,175,473   $ (192,927   $ 982,546   
           

 

 

   

 

 

   

 

 

 

 

Call Options Written

   Strike
Price
    

Counterparty

   Expiration
Date
     Notional
Amount
    Premiums
Received
    Market
Value
    Unrealized
Depreciation
 

Call - OTC - Fannie Mae 30 Yr. Pool 3.000%, TBA

     103.72       JPMorgan Chase Bank N.A.      11/07/16       $ (26,000,000   $ (49,766   $ (96,294   $ (46,528

Call - OTC - Fannie Mae 30 Yr. Pool 3.000%, TBA

     103.81       JPMorgan Chase Bank N.A.      11/07/16         (13,000,000     (24,883     (41,922     (17,039
             

 

 

   

 

 

   

 

 

 

Totals

  

  $ (74,649   $ (138,216   $ (63,567
             

 

 

   

 

 

   

 

 

 

 

Put Options Written

   Strike
Price
  

Counterparty

   Expiration
Date
   Notional
Amount
    Premiums
Received
    Market
Value
    Unrealized
Appreciation
 

Put - OTC - Fannie Mae 30 Yr. Pool 3.000%, TBA

   102.813    JPMorgan Chase Bank N.A.    11/07/16    $ (13,000,000   $ (28,945   $ (12,529   $ 16,416   

Put - OTC - Fannie Mae 30 Yr. Pool 3.000%, TBA

   102.719    JPMorgan Chase Bank N.A.    11/07/16      (26,000,000     (58,906     (21,492     37,414   
             

 

 

   

 

 

   

 

 

 

Totals

  

  $ (87,851   $ (34,021   $ 53,830   
             

 

 

   

 

 

   

 

 

 

 

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   $ (203   $ 43,297   

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     (567     136,513   

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     (1,707     344,333   

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     (1,400     224,350   

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     (1,674     174,726   
           

 

 

   

 

 

   

 

 

 

Totals

  

  $ (928,770   $ (5,551   $ 923,219   
           

 

 

   

 

 

   

 

 

 

 

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 - 2 Yr. IRS

  1.100%   JPMorgan Chase Bank N.A.   3M LIBOR   Receive     01/30/18        USD        (83,600,000   $ (434,720   $ (412,482   $ 22,238   

Call - 2 Yr. IRS

  1.600%   JPMorgan Chase Bank N.A.   3M LIBOR   Receive     01/30/18        USD        (83,600,000     (756,580     (925,118     (168,538

 

MIST-316


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 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)
 

Call - 5 Yr. IRS

  0.765%   Morgan Stanley Capital Services LLC   3M LIBOR   Receive     12/13/16        USD        (129,200,000   $ (550,715   $ (39,638   $ 511,077   

Call - 5 Yr. IRS

  0.770%   Citibank N.A.   3M LIBOR   Receive     12/21/16        USD        (133,600,000     (555,710     (57,194     498,516   

Call - 5 Yr. IRS

  0.770%   Morgan Stanley Capital Services LLC   3M LIBOR   Receive     12/21/16        USD        (191,200,000     (843,315     (81,853     761,462   

Put - 5 Yr. IRS

  2.700%   Morgan Stanley Capital Services LLC   3M LIBOR   Pay     08/21/17        USD        (99,400,000     (1,540,700     (46,221     1,494,479   

Put - 5 Yr. IRS

  2.800%   Morgan Stanley Capital Services LLC   3M LIBOR   Pay     08/20/18        USD        (45,000,000     (1,003,705     (120,960     882,745   

Put - 5 Yr. IRS

  2.800%   Goldman Sachs Bank USA   3M LIBOR   Pay     08/20/18        USD        (98,200,000     (2,287,027     (263,962     2,023,065   
               

 

 

   

 

 

   

 

 

 

Totals

  

  $ (7,972,472   $ (1,947,428   $ 6,025,044   
               

 

 

   

 

 

   

 

 

 

Swap Agreements

Centrally Cleared Interest Rate Swaps

 

Pay/Receive Floating Rate

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

Receive

   3M LIBOR    1.500%   12/21/21      USD         56,400,000       $ 45,066   

Receive

   3M LIBOR    1.750%   12/21/26      USD         100,520,000         92,843   

Receive

   3M LIBOR    1.750%   12/16/46      CAD         4,500,000         (67,535

Receive

   3M LIBOR    2.000%   12/16/19      USD         268,800,000         (6,366,526

Receive

   3M LIBOR    2.000%   12/16/20      USD         241,500,000         (9,751,929

Receive

   3M LIBOR    2.000%   06/15/21      USD         51,400,000         (211,923

Receive

   3M LIBOR    2.000%   06/15/21      USD         172,200,000         (600,813

Receive

   3M LIBOR    2.250%   12/16/22      USD         490,100,000         (33,458,801

Receive

   3M LIBOR    2.250%   06/15/26      USD         3,000,000         (224,896

Receive

   3M LIBOR    2.250%   06/15/26      USD         108,700,000         (7,795,518

Receive

   3M LIBOR    2.350%   08/05/25      USD         7,600,000         (591,565

Receive

   3M LIBOR    2.500%   12/16/25      USD         32,400,000         (2,931,896

Receive

   3M LIBOR    2.500%   06/15/46      USD         17,300,000         (3,143,049

Receive

   3M LIBOR    2.500%   06/15/46      USD         28,700,000         (3,463,794

Receive

   3M LIBOR    2.750%   12/16/45      USD         583,360,000         (150,529,475

Receive

   6M LIBOR    0.500%   03/15/19      GBP         35,200,000         (14,486

Receive

   6M LIBOR    1.500%   12/16/17      GBP         219,300,000         (149,986
                

 

 

 

Net Unrealized Depreciation

  

   $ (219,164,283
                

 

 

 

OTC Credit Default Swaps on Corporate Issues—Buy Protection (a)

 

Reference Obligation

  Fixed Deal
(Pay) Rate
    Maturity
Date
   

Counterparty

  Implied Credit
Spread at
September 30,
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   0.587%     USD        3,900,000      $ (23,598)      $ 204,582      $ (228,180)   
             

 

 

   

 

 

   

 

 

 

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
September 30,
2016(b)
    Notional
Amount(c)
    Market
Value
    Upfront
Premium
Paid/(Received)
    Unrealized
Appreciation/
(Depreciation)
 

Brazilian Government International Bond

  

               

4.250%, due 01/07/25

    1.000%        12/20/16      BNP Paribas S.A.     0.558%        USD        15,600,000      $ 15,483      $ (256,458)      $ 271,941   

 

MIST-317


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 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
September 30,
2016(b)
    Notional
Amount(c)
    Market
Value
    Upfront
Premium
Paid/(Received)
    Unrealized
Appreciation/
(Depreciation)
 

Brazilian Government International Bond 4.250%, due 01/07/25

    1.000%        12/20/16      Goldman Sachs International     0.558%        USD        8,300,000      $ 8,238      $ (141,100)      $ 149,338   

Enbridge, Inc.
3.500%, due 06/10/24

    1.000%        12/20/17      Morgan Stanley Capital Services LLC     0.749%        USD        2,300,000        7,038        (18,186)        25,224   

Goldman Sachs Group, Inc. 5.950%, due 01/18/18

    1.000%        09/20/20      Barclays Bank plc     0.814%        USD        12,000,000        86,069        (11,456)        97,525   

Goldman Sachs Group, Inc. 5.950%, due 01/18/18

    1.000%        09/20/20      Credit Suisse International     0.814%        USD        10,500,000        75,310               75,310   

Mexico Government International Bond 5.950%, due 03/19/19

    1.000%        12/20/16      Citibank N.A.     0.408%        USD        5,000,000        6,640        65,986        (59,346)   

Mexico Government International Bond 5.950%, due 03/19/19

    1.000%        12/20/16      JPMorgan Chase Bank N.A.     0.408%        USD        1,200,000        1,594        16,197        (14,603)   

Mexico Government International Bond
5.950%, due 03/19/19

    1.000%        06/20/17      Goldman Sachs International     0.453%        USD        2,900,000        11,486        (12,796)        24,282   

Mexico Government International Bond 5.950%, due 03/19/19

    1.000%        12/20/20      Deutsche Bank AG     1.361%        USD        7,900,000        (116,003)        (286,796)        170,793   

Morgan Stanley 6.000%, due 04/28/15

    1.000%        09/20/18      Deutsche Bank AG     0.488%        USD        24,100,000        241,837        298,407        (56,570)   

Petrobras International Finance Co. S.A. 8.375%, due 12/10/18

    1.000%        12/20/19      BNP Paribas S.A.     3.640%        USD        3,200,000        (255,993)        (382,937)        126,944   

Petrobras International Finance Co. S.A. 8.375%, due 12/10/18

    1.000%        03/20/20      BNP Paribas S.A.     3.870%        USD        1,600,000        (148,499)        (308,005)        159,506   

Tesco plc 6.000%, due 12/14/29

    1.000%        12/20/20      Credit Suisse International     1.746%        EUR        8,000,000        (276,705)        (799,002)        522,297   

Tesco plc 6.000%, due 12/14/29

    1.000%        12/21/20      Goldman Sachs International     1.746%        EUR        3,000,000        (103,765)        (289,905)        186,140   

Volkswagen International Finance N.V. 5.380%, due 05/22/18

    1.000%        12/20/17      JPMorgan Chase Bank N.A.     0.341%        EUR        13,600,000        124,397        (308,303)        432,700   
             

 

 

   

 

 

   

 

 

 

Totals

 

  $ (322,873)      $ (2,434,354)      $ 2,111,481   
             

 

 

   

 

 

   

 

 

 

OTC Credit Default Swaps on Credit Indices—Sell Protection (d)

 

Reference Obligation

  Fixed Deal
Receive Rate
    Maturity
Date
   

Counterparty

  Implied Credit
Spread at
September 30,
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.     0.029%        USD        1,928,998      $ 12,402      $      $ 12,402   

CMBX.NA.AAA.8

    0.500%        10/17/57      Deutsche Bank AG     0.000%        USD        38,200,000        (929,335)        (2,546,538)        1,617,203   

CMBX.NA.AAA.8

    0.500%        10/17/57      Goldman Sachs International     0.000%        USD        20,000,000        (486,563)        (1,635,446)        1,148,883   

CMBX.NA.AAA.8

    0.500%        10/17/57      Morgan Stanley Capital Services LLC     0.000%        USD        20,700,000        (503,592)        (1,552,537)        1,048,945   

CMBX.NA.AAA.9

    0.500%        09/17/58      Goldman Sachs International     0.000%        USD        21,400,000      $ (786,306)        (862,532)        76,226   
             

 

 

   

 

 

   

 

 

 

Totals

 

  $ (2,693,394)      $ (6,597,053)      $ 3,903,659   
             

 

 

   

 

 

   

 

 

 

 

(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.

 

MIST-318


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

 

(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
(TWD)— Taiwanese Dollar
(USD)— United States Dollar
(CMBX)— Commercial Mortgage-Backed Index
(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
(LIBOR)— London Interbank Offered Rate

 

MIST-319


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1     Level 2     Level 3      Total  

Total U.S. Treasury & Government Agencies*

   $ —        $ 5,374,841,831      $ —         $ 5,374,841,831   

Total Corporate Bonds & Notes*

     —          1,743,508,854        —           1,743,508,854   

Total Asset-Backed Securities*

     —          547,277,886        —           547,277,886   

Total Mortgage-Backed Securities*

     —          383,879,480        —           383,879,480   

Total Municipals

     —          244,538,065        —           244,538,065   

Total Foreign Government*

     —          121,650,741        —           121,650,741   

Total Floating Rate Loans*

     —          12,817,561        —           12,817,561   

Total Preferred Stock*

     7,736,176        —          —           7,736,176   
Purchased Options          

Interest Rate Swaptions

     —          2,819,346        —           2,819,346   

Options on Exchange-Traded Futures Contracts

     63,814        —          —           63,814   

Total Purchased Options

     63,814        2,819,346        —           2,883,160   
Short-Term Investments          

Certificate of Deposit

     —          126,800,000        —           126,800,000   

Commercial Paper

     —          82,954,286        —           82,954,286   

Foreign Government

     —          583,670,549        —           583,670,549   

Repurchase Agreement

     —          2,237,461        —           2,237,461   

U.S. Treasury

     —          5,521,999        —           5,521,999   

Total Short-Term Investments

     —          801,184,295        —           801,184,295   

Total Investments

   $ 7,799,990      $ 9,232,518,059      $ —         $ 9,240,318,049   
                                   

Secured Borrowings (Liability)

   $ —        $ (756,180,495   $ —         $ (756,180,495
Forward Contracts          

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —        $ 16,747,870      $ —         $ 16,747,870   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —          (10,280,008     —           (10,280,008

Total Forward Contracts

   $ —        $ 6,467,862      $ —         $ 6,467,862   
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 1,669,402      $ —        $ —         $ 1,669,402   

Futures Contracts (Unrealized Depreciation)

     (11,988,162     —          —           (11,988,162

Total Futures Contracts

   $ (10,318,760   $ —        $ —         $ (10,318,760

 

MIST-320


Table of Contents

Met Investors Series Trust

PIMCO Total Return Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2     Level 3      Total  
Written Options           

Foreign Currency Written Options at Value

   $ —         $ (192,927   $ —         $ (192,927

Call Options Written at Value

     —           (138,216     —           (138,216

Put Options Written at Value

     —           (34,021     —           (34,021

Inflation Capped Options at Value

     —           (5,551     —           (5,551

Interest Rate Swaptions at Value

     —           (1,947,428     —           (1,947,428

Total Written Options

   $ —         $ (2,318,143   $ —         $ (2,318,143
Centrally Cleared Swap Contracts           

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —         $ 137,909      $ —         $ 137,909   

Centrally Cleared Swap Contracts (Unrealized Depreciation)

     —           (219,302,192     —           (219,302,192

Total Centrally Cleared Swap Contracts

   $ —         $ (219,164,283   $ —         $ (219,164,283
OTC Swap Contracts           

OTC Swap Contracts at Value (Assets)

   $ —         $ 590,494      $ —         $ 590,494   

OTC Swap Contracts at Value (Liabilities)

     —           (3,630,359     —           (3,630,359

Total OTC Swap Contracts

   $ —         $ (3,039,865   $ —         $ (3,039,865

Total Reverse Repurchase Agreements (Liability)

   $ —         $ (91,431,250   $ —         $ (91,431,250

 

* 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
September 30,
2016
     Change in
Unrealized
Appreciation from
Investments Still
Held at
September 30,
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-321


Table of Contents

Met Investors Series Trust

Pyramis Government Income Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

U.S. Treasury & Government Agencies—92.1% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—60.5%

  

Fannie Mae 15 Yr. Pool

   

2.500%, 05/01/27

    65,038      $ 67,427   

2.500%, 09/01/27

    150,289        155,810   

2.500%, 01/01/28

    227,622        235,984   

2.500%, 06/01/28

    75,696        78,477   

2.500%, 09/01/28

    307,411        318,704   

2.500%, 07/01/29

    1,726,590        1,790,015   

2.500%, 08/01/29

    290,607        301,324   

2.500%, 09/01/29

    284,458        294,907   

2.500%, 07/01/31

    4,725,766        4,901,784   

2.500%, 08/01/31

    787,180        816,097   

2.500%, TBA (a)

    300,000        310,176   

3.000%, 12/01/30

    136,832        144,050   

3.000%, 02/01/31

    92,735        98,005   

3.000%, 03/01/31

    500,505        529,027   

3.000%, 04/01/31

    743,824        785,842   

3.000%, 05/01/31

    1,230,327        1,295,991   

3.000%, 06/01/31

    1,007,407        1,062,987   

3.000%, 07/01/31

    156,800        165,149   

3.500%, 12/01/25

    37,444        39,502   

3.500%, 03/01/30

    87,195        92,738   

3.500%, 07/01/30

    4,257,067        4,563,332   

3.500%, 08/01/30

    5,012,352        5,372,815   

3.500%, 09/01/30

    2,965,431        3,178,760   

3.500%, 10/01/30

    188,478        200,478   

3.500%, 12/01/30

    88,970        94,657   

3.500%, 02/01/31

    888,838        950,483   

4.000%, 05/01/29

    16,520,142        17,633,925   

4.500%, 12/01/23

    84,714        87,076   

5.000%, 03/01/23

    19,301        20,727   

Fannie Mae 20 Yr. Pool

   

3.500%, 01/01/34

    3,158,543        3,359,777   

4.000%, 11/01/31

    1,979,814        2,144,941   

4.000%, 08/01/32

    1,520,092        1,645,168   

5.500%, 01/01/29

    711,770        801,227   

Fannie Mae 30 Yr. Pool

   

2.500%, 01/01/43

    3,222,884        3,266,385   

3.000%, 02/01/43

    2,017,387        2,112,562   

3.000%, 03/01/43

    1,924,775        2,004,994   

3.000%, 07/01/43

    3,750,260        3,914,899   

3.000%, 01/01/45

    314,076        327,878   

3.000%, 02/01/45

    189,843        197,489   

3.000%, 03/01/45

    686,401        716,566   

3.000%, 08/01/45

    1,361,064        1,415,877   

3.000%, 09/01/46

    1,203,409        1,254,364   

3.500%, 08/01/42

    2,774,261        2,936,943   

3.500%, 04/01/43

    6,473,297        6,855,852   

3.500%, 05/01/43

    539,436        574,884   

3.500%, 06/01/43

    1,596,667        1,691,025   

3.500%, 08/01/43

    7,268,611        7,748,384   

3.500%, 03/01/45

    714,944        760,622   

3.500%, 04/01/45

    453,079        477,957   

3.500%, 05/01/45

    1,596,148        1,698,124   

3.500%, 06/01/45

    10,502,085        11,173,050   

3.500%, 07/01/45

    1,277,617        1,358,864   

3.500%, 08/01/45

    1,405,255        1,486,572   

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae 30 Yr. Pool

   

3.500%, 11/01/45

    8,904,463      9,464,646   

3.500%, 12/01/45

    10,359,212        10,973,015   

3.500%, 05/01/46

    2,030,185        2,165,867   

3.500%, 06/01/46

    5,735,116        6,064,356   

3.500%, 09/01/46

    5,137,104        5,456,356   

3.500%, TBA (a)

    2,400,000        2,532,375   

4.000%, 10/01/39

    170,433        183,096   

4.000%, 08/01/40

    13,891        14,933   

4.000%, 09/01/40

    396,076        426,518   

4.000%, 10/01/40

    321,431        345,711   

4.000%, 11/01/40

    8,493,600        9,172,913   

4.000%, 12/01/40

    294,114        316,343   

4.000%, 01/01/41

    105,399        113,535   

4.000%, 02/01/41

    65,022        70,047   

4.000%, 03/01/41

    19,090        20,561   

4.000%, 06/01/41

    150,072        161,434   

4.000%, 08/01/41

    49,651        53,460   

4.000%, 09/01/41

    3,870,284        4,170,324   

4.000%, 10/01/41

    65,110        70,138   

4.000%, 11/01/41

    200,862        216,222   

4.000%, 12/01/41

    49,037        52,861   

4.000%, 01/01/42

    441,524        475,927   

4.000%, 02/01/42

    73,766        79,512   

4.000%, 04/01/42

    4,151,224        4,477,946   

4.000%, 05/01/42

    547,447        590,285   

4.000%, 06/01/42

    1,951,410        2,108,188   

4.000%, 07/01/42

    27,012        29,020   

4.000%, 09/01/42

    53,198        57,296   

4.000%, 10/01/42

    1,010,518        1,090,876   

4.000%, 11/01/42

    280,034        303,128   

4.000%, 12/01/42

    980,120        1,055,777   

4.000%, 01/01/43

    128,792        138,709   

4.000%, 02/01/43

    88,504        95,569   

4.000%, 04/01/43

    316,525        342,766   

4.000%, 05/01/43

    23,460        25,471   

4.000%, 06/01/43

    536,391        581,161   

4.000%, 07/01/43

    65,022        70,595   

4.000%, 08/01/43

    967,157        1,042,970   

4.000%, 09/01/43

    4,275,437        4,629,208   

4.000%, 10/01/43

    129,745        140,866   

4.000%, 12/01/43

    30,711        33,344   

4.000%, 02/01/44

    171,014        183,721   

4.000%, 03/01/44

    24,242        26,414   

4.000%, 04/01/44

    258,578        277,792   

4.000%, 05/01/44

    24,116        26,321   

4.000%, 02/01/45

    268,656        288,618   

4.000%, 05/01/45

    1,645,658        1,768,690   

4.000%, 06/01/45

    864,820        935,072   

4.000%, 12/01/45

    1,964,856        2,110,853   

4.000%, 02/01/46

    755,583        818,145   

4.000%, 03/01/46

    2,253,082        2,421,203   

4.000%, 04/01/46

    10,928,788        11,774,739   

4.000%, 05/01/46

    1,695,246        1,821,209   

4.000%, 06/01/46

    263,228        282,787   

4.500%, 12/01/40

    2,864,321        3,160,107   

 

MIST-322


Table of Contents

Met Investors Series Trust

Pyramis Government Income Portfolio

Schedule of Investments as of September 30, 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%, 07/01/41

    405,170      $ 445,764   

4.500%, 08/01/41

    248,581        274,078   

4.500%, 11/01/41

    5,742,652        6,338,603   

4.500%, 09/01/42

    1,796,514        1,981,626   

4.500%, 12/01/43

    441,680        484,766   

4.500%, 10/01/44

    3,063,885        3,385,820   

4.500%, 02/01/45

    1,105,402        1,218,565   

5.000%, 11/01/33

    8,103,379        9,154,776   

5.000%, 02/01/35

    7,215,353        8,158,845   

5.000%, 07/01/35

    2,387,027        2,681,149   

5.000%, 06/01/39

    11,972,198        13,420,388   

5.000%, 04/01/41

    37,422        41,908   

5.000%, 06/01/41

    69,013        76,895   

5.000%, 08/01/41

    183,410        204,404   

5.500%, 03/01/41

    555,800        631,914   

6.000%, 10/01/34

    200,154        235,112   

6.000%, 05/01/37

    754,028        865,251   

6.000%, 09/01/37

    54,809        63,750   

6.000%, 10/01/37

    633,923        744,804   

6.000%, 01/01/38

    610,259        718,254   

6.000%, 03/01/38

    212,274        248,913   

6.000%, 07/01/38

    114,319        132,484   

6.000%, 01/01/40

    571,906        673,130   

6.000%, 05/01/40

    814,007        957,187   

6.000%, 07/01/41

    803,003        928,524   

6.000%, 01/01/42

    72,753        85,182   

6.500%, 07/01/32

    144,583        170,432   

6.500%, 12/01/32

    43,345        51,520   

6.500%, 07/01/35

    49,899        59,272   

6.500%, 12/01/35

    453,583        542,401   

6.500%, 08/01/36

    762,213        904,997   

Fannie Mae ARM Pool

   

2.551%, 06/01/42 (b)

    128,485        132,728   

2.695%, 02/01/42 (b)

    777,770        808,014   

2.943%, 09/01/41 (b)

    82,324        86,706   

2.968%, 11/01/40 (b)

    72,640        76,431   

2.974%, 10/01/41 (b)

    44,414        46,903   

3.244%, 07/01/41 (b)

    126,136        132,630   

3.352%, 10/01/41 (b)

    70,493        74,437   

3.548%, 07/01/41 (b)

    162,989        171,936   

Fannie Mae Pool

   

6.309%, 02/01/39

    598,642        665,915   

Fannie Mae REMICS (CMO)

   

1.445%, 03/25/36 (b)

    563,723        575,590   

1.455%, 06/25/36 (b)

    897,171        916,546   

3.000%, 05/25/46

    7,315,010        7,617,424   

3.500%, 03/25/34 (c)

    988,166        111,030   

4.250%, 03/25/42

    2,148,704        2,430,515   

4.500%, 09/25/25

    3,090,000        3,442,695   

5.000%, 12/25/23

    312,063        336,282   

5.000%, 12/25/34

    478,997        538,304   

5.000%, 03/25/35

    376,561        423,181   

5.000%, 08/25/39

    594,529        668,031   

5.500%, 05/25/34

    293,919        299,015   

5.500%, 07/25/34

    265,013        281,966   

Agency Sponsored Mortgage - Backed—(Continued)

  

Fannie Mae REMICS (CMO)

   

5.500%, 06/25/35

    277,959      299,410   

5.500%, 08/25/35

    1,528,333        1,723,059   

5.675%, 06/25/45 (b) (c)

    3,413,293        595,036   

6.025%, 06/25/41 (b) (c)

    961,171        131,533   

6.025%, 11/25/41 (b) (c)

    1,290,987        236,479   

6.075%, 08/25/39 (b) (c)

    720,233        95,611   

6.085%, 04/25/41 (b) (c)

    1,010,333        140,999   

Freddie Mac 15 Yr. Gold Pool

   

2.500%, 07/01/31

    455,724        473,059   

3.000%, 02/01/31

    6,309,997        6,646,792   

3.000%, 04/01/31

    3,795,123        4,006,309   

3.000%, 05/01/31

    2,147,683        2,271,364   

3.000%, 06/01/31

    2,427,048        2,567,262   

4.000%, 06/01/24

    430,198        455,886   

4.000%, 07/01/24

    341,076        361,384   

4.000%, 09/01/25

    290,899        308,251   

6.000%, 01/01/24

    398,624        437,168   

Freddie Mac 20 Yr. Gold Pool

   

3.500%, 03/01/32

    1,785,211        1,904,558   

3.500%, 06/01/32

    4,831,095        5,156,547   

3.500%, 02/01/34

    6,762,725        7,199,233   

4.000%, 06/01/33

    2,150,237        2,326,850   

Freddie Mac 30 Yr. Gold Pool

   

3.000%, 11/01/42

    236,282        247,523   

3.000%, 01/01/43

    271,918        285,247   

3.000%, 02/01/43

    1,382,846        1,451,499   

3.000%, 03/01/43

    13,962,353        14,586,063   

3.000%, 06/01/43

    4,381,966        4,560,498   

3.500%, 04/01/40

    579,901        613,601   

3.500%, 05/01/40

    597,998        632,880   

3.500%, 06/01/40

    994,974        1,053,050   

3.500%, 07/01/40

    231,829        244,803   

3.500%, 08/01/40

    459,625        486,247   

3.500%, 09/01/40

    411,797        434,670   

3.500%, 10/01/40

    306,618        323,746   

3.500%, 11/01/40

    346,135        366,183   

3.500%, 12/01/40

    406,750        430,464   

3.500%, 02/01/42

    94,162        99,681   

3.500%, 04/01/42

    935,504        1,005,038   

3.500%, 05/01/42

    138,396        146,521   

3.500%, 06/01/42

    989,195        1,047,237   

3.500%, 07/01/42

    178,448        190,010   

3.500%, 08/01/42

    5,539,015        5,861,743   

3.500%, 09/01/42

    63,430        67,475   

3.500%, 10/01/42

    2,295,952        2,444,259   

3.500%, 01/01/43

    1,086,487        1,150,401   

3.500%, 02/01/43

    484,302        515,670   

3.500%, 03/01/43

    239,889        254,006   

3.500%, 04/01/43

    8,492,069        8,999,061   

3.500%, 05/01/43

    2,856,713        3,024,908   

3.500%, 11/01/44

    692,031        729,993   

3.500%, 04/01/46

    2,815,187        3,013,418   

3.500%, 05/01/46

    1,970,437        2,102,842   

3.500%, 07/01/46

    2,733,899        2,905,448   

3.500%, 08/01/46

    435,373        462,760   

 

MIST-323


Table of Contents

Met Investors Series Trust

Pyramis Government Income Portfolio

Schedule of Investments as of September 30, 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%, 01/01/41

    2,782,619      $ 2,996,789   

4.000%, 09/01/41

    2,847,074        3,079,495   

4.000%, 10/01/41

    873,019        945,470   

4.000%, 11/01/41

    23,742        25,465   

4.000%, 01/01/42

    3,396,426        3,659,741   

4.000%, 09/01/42

    158,486        172,585   

4.000%, 10/01/42

    158,821        171,340   

4.000%, 11/01/42

    665,464        723,843   

4.000%, 12/01/42

    256,538        276,678   

4.000%, 01/01/43

    75,643        81,791   

4.000%, 02/01/43

    358,694        385,511   

4.000%, 03/01/43

    139,537        151,116   

4.000%, 04/01/43

    53,905        58,487   

4.000%, 05/01/43

    815,960        883,754   

4.000%, 06/01/43

    53,158        57,676   

4.000%, 07/01/43

    604,934        655,033   

4.000%, 08/01/43

    459,200        496,146   

4.000%, 09/01/43

    750,587        811,256   

4.000%, 10/01/43

    740,984        802,500   

4.000%, 11/01/43

    44,292        47,893   

4.000%, 01/01/44

    839,406        911,191   

4.000%, 02/01/44

    126,857        136,503   

4.000%, 03/01/44

    71,336        77,682   

4.000%, 04/01/44

    86,037        93,786   

4.000%, 12/01/44

    28,769        30,857   

4.000%, 01/01/45

    12,825,010        13,774,951   

4.000%, 04/01/45

    207,484        222,662   

4.000%, 05/01/45

    191,422        205,657   

4.000%, 11/01/45

    647,591        695,735   

4.000%, 12/01/45

    854,680        921,233   

4.000%, 02/01/46

    950,848        1,019,847   

4.000%, 04/01/46

    1,811,469        1,962,009   

4.500%, 05/01/39

    178,123        196,698   

4.500%, 07/01/40

    3,525,897        3,871,454   

4.500%, 09/01/40

    1,491,282        1,649,139   

4.500%, 02/01/41

    125,671        138,985   

4.500%, 08/01/41

    1,129,977        1,244,607   

4.500%, 09/01/41

    135,986        151,255   

4.500%, 10/01/41

    303,316        337,610   

4.500%, 02/01/44

    80,312        87,981   

5.000%, 01/01/35

    284,846        319,758   

5.000%, 05/01/35

    168,382        188,013   

5.000%, 07/01/35

    2,050,333        2,293,277   

5.000%, 11/01/35

    1,711,675        1,952,739   

5.000%, 06/01/41

    2,889,007        3,265,555   

5.000%, 07/01/41

    699,540        782,290   

5.500%, 03/01/34

    2,223,139        2,534,740   

5.500%, 07/01/35

    1,527,342        1,740,822   

Freddie Mac ARM Non-Gold Pool

   

2.978%, 10/01/42 (b)

    506,256        522,711   

2.985%, 10/01/41 (b)

    763,274        798,908   

3.068%, 09/01/41 (b)

    801,713        846,834   

3.190%, 09/01/41 (b)

    94,872        100,100   

3.224%, 04/01/41 (b)

    89,830        93,771   

3.288%, 06/01/41 (b)

    103,088        108,960   

Agency Sponsored Mortgage - Backed—(Continued)

  

Freddie Mac ARM Non-Gold Pool

   

3.413%, 05/01/41 (b)

    74,337      78,243   

3.436%, 12/01/40 (b)

    2,833,994        2,960,855   

3.640%, 06/01/41 (b)

    136,927        142,920   

3.696%, 05/01/41 (b)

    123,724        128,950   

Freddie Mac Multifamily Structured Pass-Through Certificates

   

1.883%, 05/25/19

    2,285,000        2,316,998   

2.313%, 03/25/20

    1,469,000        1,512,083   

2.637%, 01/25/23

    1,931,000        2,029,875   

2.669%, 02/25/23

    4,383,208        4,528,939   

2.670%, 12/25/24

    7,000,000        7,358,204   

2.811%, 01/25/25

    10,500,000        11,151,618   

2.991%, 09/25/21

    1,224,000        1,303,079   

3.016%, 02/25/23

    7,519,479        7,879,266   

3.090%, 08/25/22

    29,800,000        32,118,759   

3.303%, 07/25/24

    7,854,000        8,611,035   

3.320%, 02/25/23 (b)

    932,000        1,017,318   

3.458%, 08/25/23 (b)

    5,000,000        5,510,455   

3.490%, 01/25/24

    3,200,000        3,543,351   

3.974%, 01/25/21

    17,750,000        19,465,406   

4.084%, 11/25/20 (b)

    980,000        1,073,501   

Freddie Mac REMICS (CMO)

   

0.924%, 03/15/34 (b)

    554,946        555,079   

1.424%, 02/15/33 (b)

    356,742        361,320   

3.500%, 02/15/26

    2,500,000        2,742,752   

3.500%, 11/15/31

    3,280,114        3,481,869   

3.500%, 01/15/32 (c)

    2,228,880        170,033   

4.000%, 01/15/41

    9,611,954        10,675,684   

4.250%, 03/15/40

    5,181,615        5,508,120   

4.500%, 12/15/26

    1,895,379        2,070,275   

4.500%, 09/15/27

    1,171,449        1,236,750   

4.500%, 02/15/41

    48,935        53,867   

5.000%, 10/15/34

    569,280        636,193   

5.000%, 11/15/34

    127,755        127,903   

5.000%, 12/15/37

    189,061        207,422   

5.000%, 03/15/41

    500,000        574,106   

5.000%, 04/15/41

    685,009        850,405   

5.500%, 05/15/34

    2,834,422        3,206,083   

5.500%, 11/15/36

    845,311        963,951   

5.500%, 06/15/41

    4,220,000        4,860,122   

Ginnie Mae I 30 Yr. Pool
3.000%, 05/15/42

    704,892        738,831   

3.000%, 04/15/43

    273,245        286,770   

3.000%, 05/15/43

    364,454        382,339   

3.000%, 03/15/45

    149,201        156,384   

3.500%, 11/15/41

    382,145        413,599   

3.500%, 02/15/42

    345,373        373,855   

3.500%, 03/15/42

    378,511        407,130   

3.500%, 05/15/42

    1,329,679        1,420,933   

3.500%, 06/15/42

    989,972        1,052,355   

4.000%, 09/15/40

    2,118,731        2,326,701   

4.000%, 10/15/40

    203,929        219,548   

4.000%, 03/15/41

    1,000,245        1,075,320   

4.000%, 06/15/41

    50,977        54,804   

4.000%, 09/15/41

    225,183        243,937   

 

MIST-324


Table of Contents

Met Investors Series Trust

Pyramis Government Income Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

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

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—(Continued)

  

Ginnie Mae I 30 Yr. Pool

   

4.000%, 10/15/41

    1,138,865      $ 1,246,433   

4.000%, 11/15/41

    350,864        380,025   

4.000%, 12/15/41

    1,028,677        1,126,369   

4.000%, 01/15/42

    57,569        62,987   

4.000%, 02/15/42

    61,820        67,368   

4.000%, 03/15/42

    273,432        297,602   

4.000%, 11/15/42

    63,257        69,024   

4.000%, 01/15/43

    61,982        67,626   

4.500%, 08/15/39

    2,923,367        3,247,210   

4.500%, 06/15/40

    1,054,979        1,167,856   

4.500%, 07/15/40

    204,935        227,419   

4.500%, 03/15/41

    1,065,733        1,178,734   

4.500%, 04/15/41

    99,739        110,145   

4.500%, 06/15/41

    6,239,262        6,967,594   

5.000%, 03/15/39

    107,677        122,067   

5.000%, 07/15/39

    244,403        272,440   

5.000%, 08/15/39

    218,546        247,749   

5.000%, 09/15/39

    146,727        166,213   

5.000%, 04/15/40

    69,154        77,705   

5.000%, 08/15/40

    250,415        283,741   

5.000%, 04/15/41

    164,515        186,272   

5.000%, 09/15/41

    137,054        154,002   

5.500%, 06/15/35

    1,057,222        1,209,347   

5.500%, 11/15/35

    697,522        797,839   

5.500%, 10/15/39

    31,500        35,661   

6.000%, 06/15/36

    1,224,262        1,432,002   

Ginnie Mae II 30 Yr. Pool
3.000%, 06/20/42

    1,345,167        1,416,481   

3.000%, 12/20/42

    2,626,785        2,765,794   

3.000%, 01/20/43

    3,869,904        4,074,539   

3.500%, 11/20/41

    2,290,426        2,438,404   

3.500%, 12/20/41

    13,806,301        14,714,610   

3.500%, 07/20/42

    802,939        855,102   

3.500%, 10/20/42

    1,092,036        1,162,984   

3.500%, 12/20/42

    669,205        713,632   

3.500%, 01/20/43

    56,139        59,786   

3.500%, 02/20/43

    3,360,103        3,583,175   

3.500%, 04/20/43

    516,193        550,462   

3.500%, 05/20/43

    1,873,264        1,996,956   

3.500%, 08/20/43

    79,278        84,401   

3.500%, 09/20/43

    1,591,334        1,696,219   

3.500%, 04/20/46

    99,398        107,166   

3.500%, 05/20/46

    4,123,242        4,432,362   

3.500%, 06/20/46

    7,847,827        8,429,478   

3.500%, TBA (a)

    1,000,000        1,062,109   

4.000%, 09/20/39

    237,480        256,325   

4.000%, 10/20/40

    34,997        37,655   

4.000%, 11/20/40

    2,469,081        2,656,620   

4.000%, 10/20/41

    3,059,405        3,290,249   

4.000%, 11/20/41

    1,134,549        1,222,101   

4.000%, 04/20/42

    1,499,704        1,614,551   

4.000%, 06/20/45

    1,952,038        2,092,317   

4.000%, 07/20/45

    1,527,178        1,636,828   

4.000%, 11/20/45

    886,983        960,693   

4.500%, 02/20/40

    267,096        292,377   

Agency Sponsored Mortgage - Backed—(Continued)

  

Ginnie Mae II 30 Yr. Pool

   

4.500%, 09/20/40

    28,550      31,265   

4.500%, 05/20/41

    4,098,487        4,489,676   

Ginnie Mae II Pool
4.297%, 08/20/61

    1,075,590        1,112,897   

4.509%, 12/20/61

    8,712,680        9,184,064   

4.648%, 02/20/62

    783,514        827,800   

4.681%, 02/20/62

    1,038,961        1,093,076   

4.688%, 01/20/62

    3,342,668        3,514,048   

5.470%, 08/20/59

    192,585        195,633   

5.989%, 04/20/58

    6,324        6,338   

Government National Mortgage Association (CMO)
0.794%, 08/20/60 (b)

    220,777        218,628   

0.794%, 09/20/60 (b)

    252,441        249,950   

0.854%, 07/20/60 (b)

    271,367        268,948   

0.984%, 02/20/61 (b)

    325,527        324,729   

0.994%, 12/20/60 (b)

    614,859        613,493   

0.994%, 02/20/61 (b)

    96,549        96,348   

0.994%, 04/20/61 (b)

    220,376        219,897   

0.994%, 05/20/61 (b)

    439,576        438,528   

1.012%, 01/20/38 (b)

    60,174        60,428   

1.024%, 06/20/61 (b)

    299,615        299,281   

1.032%, 07/20/37 (b)

    243,295        244,480   

1.032%, 05/20/66 (b)

    7,706,645        7,695,636   

1.060%, 12/16/39 (b)

    242,215        243,505   

1.094%, 10/20/61 (b)

    1,029,039        1,030,282   

1.124%, 01/20/62 (b)

    1,053,840        1,056,255   

1.124%, 03/20/62 (b)

    624,117        625,594   

1.130%, 11/16/39 (b)

    323,810        326,207   

1.144%, 11/20/65 (b)

    2,394,356        2,398,559   

1.194%, 11/20/61 (b)

    948,399        952,996   

1.194%, 01/20/62 (b)

    639,172        642,278   

1.650%, 01/20/63

    1,673,347        1,670,229   

2.500%, 06/20/63

    39,448,548        39,976,957   

2.500%, 05/20/65

    5,873,783        5,956,703   

2.500%, 06/20/65

    1,693,957        1,712,792   

2.750%, 05/20/64

    1,744,229        1,794,606   

3.000%, 04/20/37

    2,303        2,302   

3.500%, 09/20/63

    3,569,141        3,709,417   

4.500%, 05/16/40

    80,000        88,743   

4.500%, 05/20/40 (c)

    48,709        3,450   

5.000%, 12/20/39

    3,791,038        4,603,135   

5.000%, 03/20/40

    3,190,000        3,698,068   

5.010%, 09/20/60 (b)

    3,162,145        3,315,709   

5.150%, 08/20/60

    2,744,355        2,885,237   

5.299%, 07/20/60 (b)

    3,847,741        4,037,319   

5.500%, 08/20/34

    3,717,609        4,128,090   

5.568%, 07/20/41 (b) (c)

    347,732        45,005   

7.958%, 04/20/39 (b)

    1,981,177        2,145,256   

8.091%, 08/20/39 (b)

    3,805,566        4,213,027   

23.958%, 05/20/41 (b)

    27,399        37,230   
   

 

 

 
      801,425,461   
   

 

 

 

 

MIST-325


Table of Contents

Met Investors Series Trust

Pyramis Government Income Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

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

 

Security Description   Principal
Amount*
    Value  

Federal Agencies—3.6%

  

Federal Home Loan Mortgage Corp.
6.250%, 07/15/32

    7,568,000      $ 11,430,155   

6.750%, 03/15/31

    481,000        743,272   

Federal National Mortgage Association
1.375%, 02/26/21

    6,091,000        6,131,170   

1.500%, 11/30/20

    2,000        2,027   

2.625%, 09/06/24

    7,000,000        7,493,682   

6.625%, 11/15/30

    1,430,000        2,174,484   

Tennessee Valley Authority
4.250%, 09/15/65

    8,970,000        10,671,295   

5.250%, 09/15/39

    557,000        769,965   

5.500%, 06/15/38

    6,117,000        8,621,905   
   

 

 

 
      48,037,955   
   

 

 

 

U.S. Treasury—28.0%

  

U.S. Treasury Bonds
2.250%, 08/15/46

    6,366,000        6,250,616   

2.500%, 02/15/46

    4,000,000        4,134,376   

2.500%, 05/15/46

    2,500,000        2,587,500   

2.875%, 08/15/45

    24,988,000        27,832,334   

3.000%, 11/15/44

    9,140,000        10,421,382   

3.000%, 11/15/45

    9,700,000        11,067,855   

3.625%, 02/15/44 (d)

    49,159,000        62,595,138   

4.375%, 02/15/38

    12,000,000        16,738,128   

4.375%, 05/15/40

    7,000,000        9,781,135   

4.375%, 05/15/41

    8,466,000        11,891,420   

5.000%, 05/15/37

    9,000,000        13,484,178   

5.250%, 02/15/29

    25,405,000        35,323,874   

6.125%, 08/15/29

    5,339,000        8,028,521   

U.S. Treasury Notes
0.750%, 09/30/18

    7,740,000        7,737,585   

0.750%, 08/15/19

    723,000        720,486   

0.750%, 09/15/19

    2,267,000        2,266,912   

1.125%, 09/30/21

    28,321,000        28,283,390   

1.375%, 09/30/23

    63,709,000        63,467,607   

1.500%, 08/15/26

    12,300,000        12,180,358   

1.625%, 02/15/26

    4,800,000        4,808,251   

1.625%, 05/15/26

    2,500,000        2,503,320   

2.000%, 07/31/22

    6,828,000        7,094,449   

2.000%, 02/15/25

    4,072,000        4,216,748   

2.000%, 08/15/25

    6,794,000        7,030,730   

2.250%, 11/15/25

    10,290,000        10,862,381   
   

 

 

 
      371,308,674   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $1,185,168,316)

      1,220,772,090   
   

 

 

 
Foreign Government — 4.6%   

Sovereign—4.6%

  

Hashemite Kingdom of Jordan Government AID Bonds
2.503%, 10/30/20

    13,375,000        14,079,247   

3.000%, 06/30/25

    5,389,000        5,829,265   

Sovereign—(Continued)

  

Israel Government AID Bonds
5.500%, 09/18/23

    13,878,000      $ 17,331,193   

5.500%, 12/04/23

    8,920,000        11,181,461   

5.500%, 04/26/24

    1,900,000        2,396,476   

Ukraine Government AID Bonds
1.471%, 09/29/21

    9,388,000        9,444,788   
   

 

 

 

Total Foreign Government (Cost $59,719,263)

      60,262,430   
   

 

 

 
Mortgage-Backed Securities—2.2%   

Collateralized Mortgage Obligations—1.1%

  

CSMC

   

1.478%, 10/26/37 (144A) (b)

    2,257,284        2,232,434   

National Credit Union Administration Guaranteed Notes Trust

   

0.889%, 11/06/17 (b)

    1,352,200        1,352,454   

0.904%, 03/06/20 (b)

    158,607        158,669   

0.975%, 01/08/20 (b)

    6,942,203        6,955,691   

Nomura Resecuritization Trust

   

2.993%, 03/26/37 (144A) (b)

    1,775,006        1,770,439   

RBSSP Resecuritization Trust

   

2.738%, 07/26/45 (144A) (b)

    1,588,900        1,591,154   

Thornburg Mortgage Securities Trust

   

1.165%, 09/25/43 (b)

    447,581        430,583   
   

 

 

 
      14,491,424   
   

 

 

 

Commercial Mortgage-Backed Securities—1.1%

  

CDGJ Commercial Mortgage Trust

   

1.924%, 12/15/27 (144A) (b)

    10,561,151        10,571,076   

SCG Trust

   

1.924%, 11/15/26 (144A) (b)

    3,750,000        3,721,610   
   

 

 

 
      14,292,686   
   

 

 

 

Total Mortgage-Backed Securities (Cost $28,854,839)

      28,784,110   
   

 

 

 
Corporate Bonds & Notes—1.2%   

Diversified Financial Services—0.5%

  

Private Export Funding Corp.

   

4.300%, 12/15/21

    6,000,000        6,840,414   
   

 

 

 

Sovereign—0.7%

  

National Credit Union Administration Guaranteed Notes Trust

   

3.450%, 06/12/21

    8,645,000        9,399,795   
   

 

 

 

Total Corporate Bonds & Notes (Cost $16,500,585)

      16,240,209   
   

 

 

 

 

MIST-326


Table of Contents

Met Investors Series Trust

Pyramis Government Income Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Asset-Backed Securities—0.3%

 

Security Description   Principal
Amount*
    Value  

Asset-Backed - Automobile—0.2%

  

American Credit Acceptance Receivables Trust

   

1.950%, 09/12/19 (144A)

    2,684,100      $ 2,691,741   
   

 

 

 

Asset-Backed - Other—0.1%

  

Nationstar HECM Loan Trust

   

2.981%, 02/25/26 (144A)

    1,728,211        1,726,950   
   

 

 

 

Total Asset-Backed Securities (Cost $4,412,130)

      4,418,691   
   

 

 

 
Short-Term Investment—1.9%   

Repurchase Agreement—1.9%

  

Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at
0.030% to be repurchased at $25,489,875 on 10/03/16, collateralized by $24,825,000 U.S. Treasury Note at 2.125% due 09/30/21 with a value of $26,004,188.

    25,489,811        25,489,811   
   

 

 

 

Total Short-Term Investments
(Cost $25,489,811)

      25,489,811   
   

 

 

 

Total Investments—102.3%
(Cost $1,320,144,944) (e)

      1,355,967,341   

Other assets and liabilities (net)—(2.3)%

      (30,904,955
   

 

 

 
Net Assets—100.0%     $ 1,325,062,386   
   

 

 

 

 

* 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 September 30, 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 futures contracts. As of September 30, 2016, the market value of securities pledged was $331,063.
(e) As of September 30, 2016, the aggregate cost of investments was $1,320,144,944. The aggregate unrealized appreciation and depreciation of investments were $41,915,074 and $(6,092,677), respectively, resulting in net unrealized appreciation of $35,822,397.
(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 September 30, 2016, the market value of 144A securities was $24,305,404, which is 1.8% of net assets.
(ARM)— Adjustable-Rate Mortgage
(CMO)— Collateralized Mortgage Obligation
(REMIC)— Real Estate Mortgage Investment Conduit

 

TBA Forward Sale Commitments

 

Security Description

   Interest Rate     Maturity      Face
Amount
    Cost     Value  

Fannie Mae 30 Yr. Pool

     3.000     TBA         (26,000,000   $ (26,885,664   $ (27,022,733

Fannie Mae 30 Yr. Pool

     4.000     TBA         (14,800,000     (15,894,215     (15,894,969

Ginnie Mae II 30 Yr. Pool

     3.000     TBA         (15,770,000     (16,453,206     (16,520,307

Ginnie Mae II 30 Yr. Pool

     4.000     TBA         (1,500,000     (1,604,063     (1,607,285
         

 

 

   

 

 

 

Totals

  

  $ (60,837,148   $ (61,045,294
         

 

 

   

 

 

 

Futures Contracts

 

Futures Contracts—Long

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

U.S. Treasury Long Bond Futures

     12/20/16         20         USD         3,300,853       $ 62,272   

U.S. Treasury Note 10 Year Futures

     12/20/16         96         USD         12,520,389         67,611   

U.S. Treasury Note 2 Year Futures

     12/30/16         141         USD         30,808,292         (4,199
              

 

 

 

Net Unrealized Appreciation

  

   $ 125,684   
              

 

 

 

 

(USD)— United States Dollar

 

MIST-327


Table of Contents

Met Investors Series Trust

Pyramis Government Income Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1     Level 2     Level 3      Total  

Total U.S. Treasury & Government Agencies*

   $ —        $ 1,220,772,090      $ —         $ 1,220,772,090   

Total Foreign Government*

     —          60,262,430        —           60,262,430   

Total Mortgage-Backed Securities*

     —          28,784,110        —           28,784,110   

Total Corporate Bonds & Notes*

     —          16,240,209        —           16,240,209   

Total Asset-Backed Securities*

     —          4,418,691        —           4,418,691   

Total Short-Term Investment*

     —          25,489,811        —           25,489,811   

Total Investments

   $ —        $ 1,355,967,341      $ —         $ 1,355,967,341   
                                   

TBA Forward Sales Commitments

   $ —        $ (61,045,294   $ —         $ (61,045,294

Futures Contracts

         

Futures Contracts (Unrealized Appreciation)

   $ 129,883      $ —        $ —         $ 129,883   

Futures Contracts (Unrealized Depreciation)

     (4,199     —          —           (4,199

Total Futures Contracts

   $ 125,684      $ —        $ —         $ 125,684   

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-328


Table of Contents

Met Investors Series Trust

Pyramis Managed Risk Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Mutual Funds—81.5% of Net Assets

 

Security Description       
Shares
    Value  

Investment Company Securities—81.5%

  

Energy Select Sector SPDR Fund (a)

    41,552      $ 2,933,987   

Fidelity Blue Chip Growth Fund (b)

    225,912        15,863,537   

Fidelity Blue Chip Value Fund (b)

    399,507        6,531,935   

Fidelity Conservative Income Bond Fund (b)

    2,698,409        27,065,044   

Fidelity Contrafund (b)

    79,285        8,094,168   

Fidelity Corporate Bond
Fund (b)

    2,480,057        28,967,069   

Fidelity Diversified International Fund (b)

    182,795        6,476,411   

Fidelity Equity Dividend Income
Fund (b)

    1,544,142        41,074,166   

Fidelity Floating Rate High Income Fund (b)

    2,245,451        21,466,514   

Fidelity Inflation Protected Bond Index Fund (b)

    839,209        8,450,833   

Fidelity International Small Cap
Fund (b)

    497,460        12,386,764   

Fidelity International Small Cap Opportunities Fund (b)

    683,827        10,640,349   

Fidelity Japan Smaller Companies
Fund (b)

    463,030        7,158,451   

Fidelity Low-Priced Stock Fund (b)

    76,044        3,708,674   

Fidelity Nordic Fund (b)

    91,470        4,436,276   

Fidelity OTC Portfolio (b)

    427,626        37,259,040   

Fidelity Overseas Fund (b)

    1,538,714        64,841,395   

Fidelity Real Estate Investment
Portfolio (b)

    97,087        4,247,569   

Fidelity Small Cap Stock Fund (b)

    385,560        6,905,386   

Fidelity Stock Selector Large Cap Value Fund (b)

    1,042,108        18,497,417   

Fidelity Total Bond Fund (b)

    10,876,985        118,124,056   

Fidelity Value Discovery Fund (b)

    265,148        6,429,830   

iShares 20+ Year Treasury Bond
ETF (a)

    69,495        9,556,257   

iShares iBoxx $ Investment Grade Corporate Bond ETF

    399,510        49,211,642   

iShares J.P. Morgan USD Emerging Markets Bond ETF (a)

    74,484        8,730,270   

iShares PHLX Semiconductor ETF (a)

    87,382        9,873,292   

iShares TIPS Bond ETF

    85,024        9,904,446   

iShares U.S. Financial Services ETF (a)

    114,299        10,030,880   

iShares U.S. Medical Devices ETF (a)

    84,074        12,223,519   

iShares U.S. Technology ETF

    118,613        14,114,947   

PowerShares DB Commodity Index Tracking ETF (a) (c)

    447,611        6,718,641   

SPDR Barclays High Yield Bond
ETF (a)

    161,806        5,941,516   

Vanguard Consumer Discretionary
ETF (a)

    74,792        9,404,346   

Vanguard Consumer Staples ETF (a)

    64,734        8,860,790   

Vanguard Health Care ETF (a)

    44,217        5,875,997   

Vanguard Industrials ETF (a)

    121,374        13,460,862   

Vanguard Materials ETF

    81,686        8,733,867   

Vanguard Telecommunication Services ETF (a)

    85,709        8,090,072   

Vanguard Utilities ETF (a)

    29,908        3,198,960   

Vanguard Value ETF

    216,557        18,840,459   

WisdomTree Europe Hedged Equity Fund

    113,171        6,081,810   

WisdomTree Japan Hedged Equity Fund (a)

    105,883        4,543,440   
   

 

 

 

Total Mutual Funds
(Cost $665,354,483)

      684,954,884   
   

 

 

 
Short-Term Investment—17.5%   
Security Description   Principal
Amount*
    Value  

Repurchase Agreement—17.5%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at
$147,461,712 on 10/03/16, collateralized by $140,245,000 U.S. Treasury Note
at 2.625% due 11/15/20 with a value of $150,412,763.

    147,461,343      147,461,343   
   

 

 

 

Total Short-Term Investments
(Cost $147,461,343)

      147,461,343   
   

 

 

 
Securities Lending Reinvestments (d)—5.3%   

Certificates of Deposit—1.0%

  

Abbey National Treasury Services
0.440%, 10/03/16

    800,000        800,000   

ABN AMRO Bank NV
Zero Coupon, 12/22/16

    500,000        498,936   

Bank of Montreal
0.500%, 10/24/16

    250,000        250,000   

Bank of Nova Scotia
0.750%, 10/19/16

    500,000        500,054   

Bank of Tokyo-Mitsubishi Ltd.
0.450%, 10/04/16

    1,000,000        1,000,001   

DZ Bank AG
0.950%, 01/03/17

    250,000        250,000   

KBC Bank NV
Zero Coupon, 12/27/16

    500,000        499,305   

1.000%, 01/04/17

    250,000        250,000   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    800,000        800,001   

National Bank of Canada
0.420%, 10/06/16

    500,000        499,999   

0.480%, 10/28/16

    250,000        249,999   

Norinchukin Bank
0.480%, 10/24/16

    500,000        500,000   

Standard Chartered Bank New York
0.910%, 12/16/16

    1,300,000        1,300,100   

Swedbank
0.350%, 10/03/16

    800,000        799,998   
   

 

 

 
      8,198,393   
   

 

 

 

Commercial Paper—0.5%

  

Albion Capital Corp.
0.720%, 10/25/16

    250,000        249,920   

BNP Paribas
0.510%, 10/21/16

    1,000,000        999,747   

Credit Agricole Corporate and Investment Bank
0.610%, 11/01/16

    500,000        499,731   

Credit Suisse AG
0.971%, 10/19/16

    250,000        249,997   

 

MIST-329


Table of Contents

Met Investors Series Trust

Pyramis Managed Risk Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (d)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Commercial Paper—(Continued)

  

Kells Funding, LLC
1.040%, 01/19/17

    1,300,000      $ 1,296,140   

LMA S.A. & LMA Americas
0.580%, 10/14/16

    100,000        99,985   

0.580%, 10/17/16

    100,000        99,976   

Ridgefield Funding Co. LLC
0.650%, 10/26/16

    350,000        349,823   
   

 

 

 
      3,845,319   
   

 

 

 

Repurchase Agreements—3.3%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $3,300,257 on 10/03/16, collateralized by $3,118,550 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $3,366,001.

    3,300,000        3,300,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $3,300,229 on 10/03/16, collateralized by $3,239,687 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $3,366,003.

    3,300,000        3,300,000   

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $5,000,208 on 10/03/16, collateralized by $4,860,962 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $5,100,001.

    5,000,000        5,000,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $5,000,188 on 10/03/16, collateralized by $3,944,000 U.S. Treasury Bond at 3.625% due 08/15/43, with a value of $5,100,070.

    5,000,000        5,000,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $4,100,316 on 10/03/16, collateralized by $3,914,184 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $4,183,749.

    4,100,000        4,100,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $339,125 on 10/03/16, collateralized by $280,169 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $345,894.

    339,112        339,112   

Repurchase Agreements—(Continued)

  

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $5,000,292 on 10/03/16, collateralized by $7,997,805 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $5,100,298.

    5,000,000      5,000,000   

Nomura Securities
Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $1,000,043 on 10/03/16, collateralized by $1,411,875 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $1,020,000.

    1,000,000        1,000,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $1,000,038 on 10/03/16, collateralized by $936,180 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $1,020,021.

    1,000,000        1,000,000   
   

 

 

 
      28,039,112   
   

 

 

 

Time Deposits—0.5%

  

ANZ London
0.420%, 10/03/16

    300,000        300,000   

Canadian Imperial Bank
0.260%, 10/03/16

    2,000,000        2,000,000   

DBS Bank Limited, Singapore
0.380%, 10/04/16

    750,000        750,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    500,000        500,000   

Royal Bank of Canada
0.280%, 10/03/16

    500,000        500,000   
   

 

 

 
      4,050,000   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $44,132,108)

      44,132,824   
   

 

 

 

Total Investments—104.3%
(Cost $856,947,934) (e)

      876,549,051   

Other assets and liabilities (net)—(4.3)%

      (36,382,109
   

 

 

 
Net Assets—100.0%     $ 840,166,942   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $42,337,438 and the collateral received consisted of cash in the amount of $43,631,747. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(b) Affiliated Issuer.

 

MIST-330


Table of Contents

Met Investors Series Trust

Pyramis Managed Risk Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

(c) Non-income producing security.
(d) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(e) As of September 30, 2016, the aggregate cost of investments was $856,947,934. The aggregate unrealized appreciation and depreciation of investments were $21,629,271 and $(2,028,154), respectively, resulting in net unrealized appreciation of $19,601,117.
(ETF)— Exchange-Traded Fund

 

Futures Contracts

 

Futures Contracts—Long

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

MSCI EAFE Index Mini Futures

     12/16/16         371         USD         31,570,868       $ 88,417   

MSCI Emerging Markets Index Mini Futures

     12/16/16         298         USD         13,779,715         (183,465

S&P 500 Index E-Mini Futures

     12/16/16         627         USD         68,057,834         (329,294

U.S. Treasury Long Bond Futures

     12/20/16         523         USD         89,137,496         (1,191,778

U.S. Treasury Note 10 Year Futures

     12/20/16         1,249         USD         163,992,278         (217,153
              

 

 

 

Net Unrealized Depreciation

  

   $ (1,833,273
              

 

 

 

 

(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 September 30, 2016:

 

Description    Level 1     Level 2     Level 3      Total  
Mutual Funds          

Investment Company Securities

   $ 684,954,884      $ —        $ —         $ 684,954,884   

Total Short-Term Investment*

     —          147,461,343        —           147,461,343   
Securities Lending Reinvestments          

Certificates of Deposit

     —          8,198,393        —           8,198,393   

Commercial Paper

     —          3,845,319        —           3,845,319   

Repurchase Agreements

     —          28,039,112        —           28,039,112   

Time Deposits

     —          4,050,000        —           4,050,000   

Total Securities Lending Reinvestments

     —          44,132,824        —           44,132,824   

Total Investments

   $ 684,954,884      $ 191,594,167      $ —         $ 876,549,051   
                                   

Collateral for Securities Loaned (Liability)

   $ —        $ (43,631,747   $ —         $ (43,631,747
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 88,417      $ —        $ —         $ 88,417   

Futures Contracts (Unrealized Depreciation)

     (1,921,690     —          —           (1,921,690

Total Futures Contracts

   $ (1,833,273   $ —        $ —         $ (1,833,273

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-331


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—30.8% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Advertising—0.2%

  

Omnicom Group, Inc.
4.450%, 08/15/20

    1,855,000      $ 2,030,531   
   

 

 

 

Aerospace/Defense—0.2%

  

Lockheed Martin Corp.
4.700%, 05/15/46

    2,340,000        2,780,203   
   

 

 

 

Agriculture—0.6%

  

Altria Group, Inc.
3.875%, 09/16/46

    1,060,000        1,099,698   

4.750%, 05/05/21

    660,000        746,036   

Philip Morris International, Inc.
1.375%, 02/25/19

    765,000        766,616   

6.375%, 05/16/38

    645,000        901,604   

Reynolds American, Inc.
5.850%, 08/15/45

    2,510,000        3,263,271   

7.250%, 06/15/37

    170,000        232,862   
   

 

 

 
      7,010,087   
   

 

 

 

Auto Manufacturers—0.2%

  

General Motors Financial Co., Inc.
3.150%, 01/15/20

    595,000        606,283   

3.200%, 07/06/21

    1,290,000        1,305,842   
   

 

 

 
      1,912,125   
   

 

 

 

Auto Parts & Equipment—0.1%

  

Delphi Automotive plc
3.150%, 11/19/20

    1,000,000        1,035,432   
   

 

 

 

Banks—8.5%

  

Bank of America Corp.
3.300%, 01/11/23

    1,410,000        1,459,587   

3.950%, 04/21/25

    3,785,000        3,918,239   

4.250%, 10/22/26

    980,000        1,039,719   

5.625%, 07/01/20

    1,045,000        1,173,074   

Bank of New York Mellon Corp. (The)
4.625%, 09/20/26 (a)

    1,610,000        1,585,850   

Bank of Nova Scotia (The)
2.450%, 03/22/21

    2,305,000        2,360,816   

Barclays Bank plc
5.140%, 10/14/20

    940,000        1,017,857   

10.179%, 06/12/21 (144A)

    625,000        798,746   

Barclays plc
3.650%, 03/16/25

    1,435,000        1,415,791   

5.200%, 05/12/26

    2,265,000        2,332,832   

BB&T Corp.
2.450%, 01/15/20

    1,500,000        1,535,001   

BPCE S.A.
2.500%, 12/10/18

    1,580,000        1,611,655   

Branch Banking & Trust Co.
1.350%, 10/01/17

    3,150,000        3,151,058   

Capital One Financial Corp.
3.200%, 02/05/25

    970,000        988,794   

Capital One N.A.
1.617%, 09/13/19 (a)

    1,225,000        1,224,283   

2.950%, 07/23/21 (b)

    860,000        883,714   

Banks—(Continued)

  

Citigroup, Inc.
2.150%, 07/30/18

    965,000      973,555   

3.700%, 01/12/26

    1,085,000        1,145,138   

4.300%, 11/20/26

    3,650,000        3,828,080   

Commonwealth Bank of Australia
2.000%, 09/06/21 (144A) (b)

    2,965,000        2,960,926   

2.400%, 11/02/20

    905,000        924,085   

Cooperatieve Rabobank UA
3.875%, 02/08/22

    700,000        766,064   

3.950%, 11/09/22

    250,000        262,069   

4.375%, 08/04/25

    1,420,000        1,498,492   

Credit Suisse AG
1.700%, 04/27/18

    1,410,000        1,411,076   

Danske Bank A/S
2.800%, 03/10/21 (144A)

    3,275,000        3,392,006   

Discover Bank
2.000%, 02/21/18

    1,210,000        1,213,899   

3.200%, 08/09/21

    1,000,000        1,031,690   

Fifth Third Bank
1.443%, 09/27/19 (a)

    1,540,000        1,541,237   

3.850%, 03/15/26

    1,435,000        1,529,343   

First Republic Bank
2.375%, 06/17/19

    880,000        886,618   

Goldman Sachs Group, Inc. (The)
2.429%, 11/29/23 (a)

    1,070,000        1,088,194   

2.625%, 04/25/21

    1,080,000        1,096,670   

3.625%, 01/22/23

    2,635,000        2,783,999   

5.150%, 05/22/45

    1,340,000        1,461,289   

5.250%, 07/27/21

    1,460,000        1,648,283   

5.750%, 01/24/22

    2,000,000        2,323,078   

6.750%, 10/01/37

    495,000        630,288   

HSBC Holdings plc
4.000%, 03/30/22

    1,770,000        1,885,827   

4.875%, 01/14/22

    1,555,000        1,719,387   

ING Bank NV
2.750%, 03/22/21 (144A)

    1,070,000        1,104,889   

JPMorgan Chase & Co.
3.875%, 09/10/24

    5,620,000        5,916,590   

JPMorgan Chase Bank N.A.
1.650%, 09/23/19 (b)

    1,770,000        1,775,583   

Lloyds Bank plc
2.050%, 01/22/19

    3,000,000        3,012,606   

2.300%, 11/27/18

    295,000        298,208   

Morgan Stanley
2.500%, 04/21/21

    510,000        516,376   

3.125%, 07/27/26

    1,323,000        1,330,910   

3.750%, 02/25/23

    1,140,000        1,210,785   

3.875%, 01/27/26

    569,000        604,097   

5.450%, 01/09/17

    1,870,000        1,890,542   

5.500%, 01/26/20

    755,000        837,155   

PNC Bank N.A.
1.850%, 07/20/18

    1,160,000        1,170,095   

3.250%, 06/01/25

    1,290,000        1,358,075   

Regions Bank
2.250%, 09/14/18

    545,000        549,364   

 

MIST-332


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Banks—(Continued)

  

Royal Bank of Scotland Group plc
3.875%, 09/12/23

    2,415,000      $ 2,376,343   

Santander UK plc
1.675%, 08/24/18 (a)

    1,500,000        1,500,751   

Standard Chartered plc
1.700%, 04/17/18 (144A)

    1,585,000        1,580,594   

4.050%, 04/12/26 (144A)

    685,000        708,521   

5.700%, 01/25/22

    1,060,000        1,159,423   

U.S. Bancorp
5.125%, 01/15/21 (a)

    3,065,000        3,228,211   

UBS AG
1.557%, 03/26/18 (a)

    1,960,000        1,965,529   

UBS Group Funding Jersey, Ltd.
3.000%, 04/15/21 (144A)

    2,240,000        2,300,628   
   

 

 

 
      100,893,584   
   

 

 

 

Beverages—1.2%

  

Anheuser-Busch InBev Finance, Inc.
3.300%, 02/01/23

    4,590,000        4,844,786   

Anheuser-Busch InBev Worldwide, Inc.
3.750%, 07/15/42

    915,000        915,837   

Molson Coors Brewing Co.
3.000%, 07/15/26

    3,650,000        3,675,280   

PepsiCo, Inc.
4.450%, 04/14/46

    3,925,000        4,647,279   
   

 

 

 
      14,083,182   
   

 

 

 

Biotechnology—0.3%

  

Amgen, Inc.
3.875%, 11/15/21 (b)

    955,000        1,037,845   

4.500%, 03/15/20

    900,000        982,903   

5.750%, 03/15/40

    605,000        747,853   

Gilead Sciences, Inc.
4.500%, 04/01/21

    1,180,000        1,309,890   
   

 

 

 
      4,078,491   
   

 

 

 

Chemicals—0.3%

  

Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P.
2.450%, 05/01/20 (144A)

    500,000        504,675   

Eastman Chemical Co.
3.800%, 03/15/25

    1,000,000        1,058,537   

Monsanto Co.
3.375%, 07/15/24

    939,000        973,025   

Mosaic Co. (The)
3.750%, 11/15/21

    255,000        269,581   

4.875%, 11/15/41

    335,000        333,530   
   

 

 

 
      3,139,348   
   

 

 

 

Commercial Services—0.0%

  

S&P Global, Inc.
2.500%, 08/15/18

    465,000        472,341   
   

 

 

 

Computers—0.5%

  

Diamond 1 Finance Corp. / Diamond 2 Finance Corp.
5.450%, 06/15/23 (144A)

    1,760,000      1,885,765   

Hewlett Packard Enterprise Co.
4.400%, 10/15/22 (144A)

    1,775,000        1,892,700   

International Business Machines Corp.
7.625%, 10/15/18

    1,785,000        2,008,248   
   

 

 

 
      5,786,713   
   

 

 

 

Diversified Financial Services—0.9%

  

American Express Credit Corp.
1.105%, 06/05/17 (a)

    1,400,000        1,400,735   

Capital One Bank USA N.A.
1.300%, 06/05/17

    740,000        739,895   

GE Capital International Funding Co.
3.373%, 11/15/25

    2,158,000        2,334,993   

HSBC Finance Corp.
6.676%, 01/15/21

    1,220,000        1,403,316   

Visa, Inc.
4.300%, 12/14/45

    4,045,000        4,674,701   
   

 

 

 
      10,553,640   
   

 

 

 

Electric—1.3%

  

Berkshire Hathaway Energy Co.
6.500%, 09/15/37

    345,000        474,425   

Duke Energy Carolinas LLC
4.300%, 06/15/20

    540,000        593,768   

Duke Energy Corp.
1.800%, 09/01/21

    289,000        287,456   

Duke Energy Florida LLC
6.400%, 06/15/38

    1,925,000        2,723,761   

Duke Energy Ohio, Inc.
3.700%, 06/15/46

    660,000        676,342   

Electricite de France S.A.
6.500%, 01/26/19 (144A)

    180,000        199,485   

Exelon Corp.
2.450%, 04/15/21

    1,100,000        1,121,964   

Georgia Power Co.
1.950%, 12/01/18

    960,000        976,799   

4.300%, 03/15/42

    545,000        593,630   

PPL Electric Utilities Corp.
4.750%, 07/15/43

    625,000        747,164   

Public Service Co. of Colorado
4.750%, 08/15/41

    1,065,000        1,281,189   

Southern California Edison Co.
4.500%, 09/01/40

    1,025,000        1,190,417   

5.500%, 03/15/40

    335,000        438,010   

Southern Co. (The)
3.250%, 07/01/26

    2,815,000        2,915,622   

Southern Power Co.
5.250%, 07/15/43

    670,000        730,153   
   

 

 

 
      14,950,185   
   

 

 

 

 

MIST-333


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Electronics—0.2%

  

FLIR Systems, Inc.
3.125%, 06/15/21

    635,000      $ 655,403   

Fortive Corp.
3.150%, 06/15/26 (144A)

    2,145,000        2,205,933   
   

 

 

 
      2,861,336   
   

 

 

 

Engineering & Construction—0.2%

  

Sydney Airport Finance Co. Pty, Ltd.
3.625%, 04/28/26 (144A)

    1,825,000        1,894,421   
   

 

 

 

Environmental Control—0.0%

  

Republic Services, Inc.
5.250%, 11/15/21

    415,000        478,579   
   

 

 

 

Food—0.5%

  

Ingredion, Inc.
3.200%, 10/01/26

    930,000        948,562   

Kraft Heinz Foods Co.
4.375%, 06/01/46

    2,930,000        3,100,016   

Kroger Co. (The)
2.600%, 02/01/21

    2,111,000        2,170,866   

5.000%, 04/15/42

    260,000        302,730   
   

 

 

 
      6,522,174   
   

 

 

 

Forest Products & Paper—0.2%

  

International Paper Co.
4.800%, 06/15/44

    270,000        284,991   

5.150%, 05/15/46

    1,560,000        1,730,089   
   

 

 

 
      2,015,080   
   

 

 

 

Gas—0.1%

  

Fermaca Enterprises S de RL de C.V.
6.375%, 03/30/38 (144A)

    464,117        475,720   

Nisource Finance Corp.
4.800%, 02/15/44

    230,000        259,880   

6.125%, 03/01/22

    830,000        990,361   
   

 

 

 
      1,725,961   
   

 

 

 

Healthcare-Products—0.8%

  

Becton Dickinson & Co.
3.734%, 12/15/24

    2,000,000        2,169,024   

4.685%, 12/15/44

    700,000        798,337   

Boston Scientific Corp.
2.650%, 10/01/18

    940,000        961,519   

Medtronic, Inc.
4.625%, 03/15/45

    3,041,000        3,573,139   

Thermo Fisher Scientific, Inc.
2.950%, 09/19/26

    1,505,000        1,493,595   
   

 

 

 
      8,995,614   
   

 

 

 

Healthcare-Services—0.5%

  

Aetna, Inc.
3.200%, 06/15/26

    2,903,000        2,951,553   

Healthcare-Services—(Continued)

  

Humana, Inc.
7.200%, 06/15/18

    95,000      103,965   

UnitedHealth Group, Inc.
1.700%, 02/15/19

    2,435,000        2,451,188   
   

 

 

 
      5,506,706   
   

 

 

 

Housewares—0.4%

  

Newell Brands, Inc.
3.850%, 04/01/23

    4,276,000        4,551,657   
   

 

 

 

Insurance—1.1%

  

Aflac, Inc.
4.000%, 10/15/46

    930,000        939,237   

American International Group, Inc.
3.300%, 03/01/21

    496,000        520,403   

4.375%, 01/15/55

    670,000        633,198   

6.400%, 12/15/20

    1,150,000        1,348,726   

Berkshire Hathaway Finance Corp.
4.400%, 05/15/42

    425,000        482,528   

Berkshire Hathaway, Inc.
2.750%, 03/15/23

    1,010,000        1,049,577   

Hartford Financial Services Group, Inc. (The)
6.625%, 03/30/40

    945,000        1,216,892   

Liberty Mutual Group, Inc.
5.000%, 06/01/21 (144A)

    120,000        133,684   

Marsh & McLennan Cos., Inc.
4.800%, 07/15/21

    720,000        804,090   

Prudential Financial, Inc.
5.100%, 08/15/43

    3,760,000        4,195,464   

5.800%, 11/16/41

    1,105,000        1,326,229   

Swiss Re Treasury U.S. Corp.
4.250%, 12/06/42 (144A)

    415,000        441,590   

XLIT, Ltd.
5.750%, 10/01/21

    300,000        343,398   
   

 

 

 
      13,435,016   
   

 

 

 

Media—0.8%

  

21st Century Fox America, Inc.

   

3.000%, 09/15/22

    3,165,000        3,295,876   

4.500%, 02/15/21

    320,000        354,827   

Charter Communications Operating LLC / Charter Communications Operating Capital Corp.
6.484%, 10/23/45 (144A)

    1,975,000        2,388,411   

Time Warner, Inc.
4.000%, 01/15/22

    1,700,000        1,856,264   

4.850%, 07/15/45

    235,000        262,697   

Viacom, Inc.
5.850%, 09/01/43

    1,345,000        1,516,954   
   

 

 

 
      9,675,029   
   

 

 

 

Mining—0.6%

  

Barrick Gold Corp.
4.100%, 05/01/23

    509,000        548,915   

 

MIST-334


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Mining—(Continued)

  

Barrick North America Finance LLC
4.400%, 05/30/21

    655,000      $ 717,492   

BHP Billiton Finance USA, Ltd.
3.850%, 09/30/23 (b)

    580,000        634,958   

5.000%, 09/30/43

    585,000        691,418   

Freeport-McMoRan, Inc.
3.875%, 03/15/23

    1,145,000        1,027,546   

Glencore Funding LLC
1.739%, 04/16/18 (144A) (a)

    1,225,000        1,211,219   

Rio Tinto Finance USA plc
2.250%, 12/14/18

    1,150,000        1,166,384   

3.500%, 03/22/22

    530,000        571,883   

Rio Tinto Finance USA, Ltd.
4.125%, 05/20/21

    400,000        439,230   
   

 

 

 
      7,009,045   
   

 

 

 

Miscellaneous Manufacturing—0.3%

  

General Electric Co.
3.100%, 01/09/23

    935,000        993,315   

5.300%, 02/11/21

    400,000        458,327   

Siemens Financieringsmaatschappij NV
4.400%, 05/27/45 (144A)

    1,390,000        1,604,781   
   

 

 

 
      3,056,423   
   

 

 

 

Multi-National—0.1%

  

FMS Wertmanagement AoeR
1.625%, 11/20/18

    1,215,000        1,230,146   
   

 

 

 

Oil & Gas—2.5%

  

Anadarko Petroleum Corp.
4.850%, 03/15/21

    485,000        520,656   

5.550%, 03/15/26 (b)

    2,554,000        2,886,120   

ConocoPhillips Co.
3.350%, 11/15/24 (b)

    2,190,000        2,242,153   

Continental Resources, Inc.
5.000%, 09/15/22 (b)

    1,045,000        1,042,388   

Devon Energy Corp.
3.250%, 05/15/22 (b)

    3,265,000        3,241,659   

EOG Resources, Inc.
2.625%, 03/15/23

    521,000        520,102   

EQT Corp.
4.875%, 11/15/21

    1,000,000        1,094,959   

Marathon Petroleum Corp.
5.000%, 09/15/54

    482,000        422,699   

5.125%, 03/01/21

    830,000        916,946   

Noble Energy, Inc.
4.150%, 12/15/21

    1,615,000        1,717,242   

6.000%, 03/01/41

    350,000        378,657   

Occidental Petroleum Corp.
2.700%, 02/15/23

    1,873,000        1,910,091   

Phillips 66
4.300%, 04/01/22

    525,000        577,101   

Shell International Finance B.V.
1.195%, 09/12/19 (a)

    4,450,000        4,447,495   

1.875%, 05/10/21

    1,315,000        1,316,394   

Oil & Gas—(Continued)

  

Statoil ASA
3.700%, 03/01/24 (b)

    1,920,000      2,086,694   

Suncor Energy, Inc.
3.600%, 12/01/24

    1,805,000        1,892,008   

6.850%, 06/01/39

    520,000        705,478   

Valero Energy Corp.
6.625%, 06/15/37

    905,000        1,060,403   

9.375%, 03/15/19

    343,000        403,788   
   

 

 

 
      29,383,033   
   

 

 

 

Pharmaceuticals—1.3%

  

AbbVie, Inc.
2.500%, 05/14/20

    2,230,000        2,273,427   

2.900%, 11/06/22

    625,000        640,871   

3.200%, 11/06/22

    200,000        208,218   

Actavis Funding SCS
4.750%, 03/15/45

    2,135,000        2,334,460   

AmerisourceBergen Corp.
4.250%, 03/01/45

    560,000        606,502   

EMD Finance LLC
2.400%, 03/19/20 (144A)

    1,935,000        1,967,868   

2.950%, 03/19/22 (144A)

    1,168,000        1,204,070   

Mead Johnson Nutrition Co.
3.000%, 11/15/20

    1,935,000        2,015,328   

Shire Acquisitions Investments Ireland DAC
2.400%, 09/23/21 (b)

    4,360,000        4,365,489   
   

 

 

 
      15,616,233   
   

 

 

 

Pipelines—1.6%

  

Enbridge, Inc.
3.500%, 06/10/24

    3,115,000        3,094,376   

Energy Transfer Partners L.P.

   

4.150%, 10/01/20

    1,575,000        1,647,332   

5.150%, 02/01/43

    1,200,000        1,105,544   

Enterprise Products Operating LLC
3.350%, 03/15/23

    1,440,000        1,473,484   

6.450%, 09/01/40

    1,300,000        1,571,887   

Kinder Morgan Energy Partners L.P.
4.250%, 09/01/24

    1,500,000        1,543,901   

ONEOK Partners L.P.
3.375%, 10/01/22

    1,379,000        1,391,399   

6.125%, 02/01/41

    550,000        592,602   

8.625%, 03/01/19

    145,000        164,466   

Plains All American Pipeline L.P. / PAA Finance Corp.
3.650%, 06/01/22

    914,000        926,502   

4.300%, 01/31/43

    305,000        251,616   

4.900%, 02/15/45

    2,020,000        1,850,916   

Sunoco Logistics Partners Operations L.P.
3.900%, 07/15/26

    430,000        438,477   

Transcanada Trust
5.875%, 08/15/76 (a)

    845,000        894,010   

Williams Partners L.P.
3.350%, 08/15/22

    420,000        415,754   

4.000%, 09/15/25

    1,230,000        1,229,776   

 

MIST-335


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Pipelines—(Continued)

  

Williams Partners L.P.
5.400%, 03/04/44

    555,000      $ 553,015   
   

 

 

 
      19,145,057   
   

 

 

 

Real Estate—0.0%

  

American Campus Communities Operating Partnership L.P.
3.750%, 04/15/23

    444,000        464,569   
   

 

 

 

Real Estate Investment Trusts—1.4%

  

Alexandria Real Estate Equities, Inc.
3.900%, 06/15/23

    410,000        429,834   

4.500%, 07/30/29

    540,000        579,899   

American Tower Corp.
2.800%, 06/01/20

    1,300,000        1,333,513   

3.375%, 10/15/26

    3,800,000        3,851,745   

3.400%, 02/15/19

    1,335,000        1,387,122   

Crown Castle International Corp.
3.400%, 02/15/21

    1,930,000        2,019,830   

3.700%, 06/15/26

    695,000        725,163   

Digital Realty Trust L.P.
3.400%, 10/01/20

    705,000        734,721   

3.625%, 10/01/22

    295,000        305,992   

3.950%, 07/01/22

    945,000        1,001,605   

ERP Operating L.P.
4.625%, 12/15/21

    562,000        630,946   

Ventas Realty L.P.
3.125%, 06/15/23

    475,000        484,628   

3.500%, 02/01/25

    3,225,000        3,327,232   
   

 

 

 
      16,812,230   
   

 

 

 

Retail—1.6%

  

CVS Health Corp.
2.250%, 12/05/18

    2,445,000        2,489,018   

5.125%, 07/20/45

    1,780,000        2,178,088   

Home Depot, Inc. (The)
4.250%, 04/01/46

    350,000        404,178   

4.400%, 04/01/21

    700,000        779,786   

5.950%, 04/01/41

    990,000        1,361,417   

Macy’s Retail Holdings, Inc.

   

2.875%, 02/15/23

    790,000        772,119   

3.450%, 01/15/21 (b)

    364,000        380,622   

3.875%, 01/15/22

    146,000        153,716   

5.125%, 01/15/42

    450,000        423,638   

McDonald’s Corp.
3.500%, 07/15/20

    466,000        497,132   

4.875%, 12/09/45

    2,765,000        3,208,976   

Signet UK Finance plc
4.700%, 06/15/24

    182,000        175,231   

Target Corp.
3.625%, 04/15/46

    3,000,000        3,096,441   

Wal-Mart Stores, Inc.
3.625%, 07/08/20

    1,480,000        1,602,609   

Retail—(Continued)

  

Walgreens Boots Alliance, Inc.
1.750%, 05/30/18

    820,000      824,490   
 

 

 

 
    18,347,461   
   

 

 

 

Software—0.4%

  

Fidelity National Information Services, Inc.
2.250%, 08/15/21

    1,895,000        1,905,972   

Microsoft Corp.
3.700%, 08/08/46

    2,520,000        2,550,706   
 

 

 

 
    4,456,678   
   

 

 

 

Telecommunications—1.6%

  

AT&T, Inc.
3.000%, 06/30/22

    620,000        637,427   

4.350%, 06/15/45

    765,000        753,566   

5.150%, 03/15/42

    5,280,000        5,729,053   

Deutsche Telekom International Finance B.V.
1.307%, 09/19/19 (144A) (a)

    3,855,000        3,855,301   

2.250%, 03/06/17 (144A)

    1,550,000        1,555,851   

Verizon Communications, Inc.
4.672%, 03/15/55

    1,583,000        1,665,205   

5.012%, 08/21/54

    1,704,000        1,881,625   

6.550%, 09/15/43

    1,765,000        2,386,430   
 

 

 

 
    18,464,458   
   

 

 

 

Transportation—0.3%

  

Burlington Northern Santa Fe LLC
4.400%, 03/15/42

    1,295,000        1,449,477   

Kansas City Southern de Mexico S.A. de C.V.
3.000%, 05/15/23

    470,000        478,695   

Union Pacific Corp.
3.646%, 02/15/24

    360,000        393,228   

4.850%, 06/15/44

    835,000        1,021,939   
 

 

 

 
    3,343,339   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $349,309,597)

      363,716,107   
   

 

 

 
Common Stocks—25.6%   

Aerospace & Defense—0.5%

  

Boeing Co. (The)

    6,400        843,136   

Huntington Ingalls Industries, Inc.

    3,900        598,338   

L-3 Communications Holdings, Inc.

    3,000        452,190   

Lockheed Martin Corp.

    4,800        1,150,656   

Meggitt plc

    62,039        362,705   

Northrop Grumman Corp.

    2,500        534,875   

Raytheon Co.

    6,600        898,458   

United Technologies Corp.

    6,100        619,760   
   

 

 

 
      5,460,118   
   

 

 

 

Air Freight & Logistics—0.2%

  

C.H. Robinson Worldwide, Inc.

    8,300        584,818   

 

MIST-336


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Air Freight & Logistics—(Continued)

  

Cia de Distribucion Integral Logista Holdings S.A.

    8,834      $ 197,084   

Expeditors International of Washington, Inc.

    10,500        540,960   

Oesterreichische Post AG (c)

    3,099        109,634   

Royal Mail plc

    52,811        334,546   

United Parcel Service, Inc. - Class B

    1,300        142,168   
   

 

 

 
      1,909,210   
   

 

 

 

Airlines—0.1%

  

Alaska Air Group, Inc.

    4,800        316,128   

Dart Group plc

    13,800        75,050   

Delta Air Lines, Inc.

    4,500        177,120   

Japan Airlines Co., Ltd.

    7,700        226,680   
   

 

 

 
      794,978   
   

 

 

 

Auto Components—0.4%

  

BorgWarner, Inc.

    6,600        232,188   

Bridgestone Corp.

    16,000        590,120   

Cie Generale des Etablissements Michelin

    3,433        379,620   

Continental AG

    2,232        469,268   

Cooper Tire & Rubber Co.

    2,700        102,654   

Delphi Automotive plc

    6,500        463,580   

Denso Corp.

    6,300        251,509   

Gentex Corp.

    12,500        219,500   

HI-LEX Corp.

    1,900        51,473   

Keihin Corp.

    3,700        58,726   

Magna International, Inc.

    10,300        442,163   

NHK Spring Co., Ltd.

    10,500        101,682   

NOK Corp.

    6,200        135,824   

Plastic Omnium S.A.

    3,485        115,567   

Showa Corp.

    3,800        20,011   

Sumitomo Electric Industries, Ltd.

    4,000        56,570   

Sumitomo Rubber Industries, Ltd.

    9,700        146,695   

Toyota Boshoku Corp.

    2,600        58,353   

Toyota Industries Corp.

    3,500        162,400   

TS Tech Co., Ltd.

    2,800        70,914   

Valeo S.A.

    3,825        223,058   
   

 

 

 
      4,351,875   
   

 

 

 

Automobiles—0.2%

  

Fuji Heavy Industries, Ltd.

    17,400        653,445   

Honda Motor Co., Ltd.

    18,200        523,979   

Isuzu Motors, Ltd.

    13,800        162,285   

Mazda Motor Corp.

    10,600        162,861   

Mitsubishi Motors Corp.

    16,000        74,548   

Peugeot S.A. (c)

    5,333        81,413   

Renault S.A.

    3,154        259,138   

Suzuki Motor Corp.

    1,700        56,911   

Toyota Motor Corp.

    10,500        608,934   
   

 

 

 
      2,583,514   
   

 

 

 

Banks—1.8%

  

Aichi Bank, Ltd. (The)

    600        29,169   

Aozora Bank, Ltd.

    117,000        403,010   

Awa Bank, Ltd. (The)

    17,000        104,623   

Banks—(Continued)

  

Bank Hapoalim B.M.

    49,604      281,257   

Bank of America Corp.

    126,800        1,984,420   

Bank of Kyoto, Ltd. (The)

    20,000        146,650   

Barclays plc

    267,605        583,483   

BB&T Corp.

    26,100        984,492   

BNP Paribas S.A.

    15,977        821,469   

BOC Hong Kong Holdings, Ltd.

    98,500        334,472   

C&F Financial Corp.

    181        7,797   

Chiba Bank, Ltd. (The)

    37,000        210,265   

Citigroup, Inc.

    42,800        2,021,444   

Commerzbank AG

    11,959        77,101   

Dah Sing Banking Group, Ltd.

    20,000        36,007   

Glacier Bancorp, Inc.

    6,500        185,380   

Hachijuni Bank, Ltd. (The)

    32,000        166,871   

Hang Seng Bank, Ltd.

    23,200        416,648   

HSBC Holdings plc

    222,697        1,672,019   

HSBC Holdings plc (Hong Kong Listed Shares)

    44,800        332,823   

Iyo Bank, Ltd. (The)

    14,400        87,131   

Japan Post Bank Co., Ltd.

    13,700        162,712   

JPMorgan Chase & Co.

    45,200        3,009,868   

KB Financial Group, Inc.

    4,550        156,311   

KeyCorp

    19,000        231,230   

Mediobanca S.p.A.

    33,761        219,865   

Mitsubishi UFJ Financial Group, Inc.

    34,700        174,979   

PNC Financial Services Group, Inc. (The)

    12,800        1,153,152   

Regions Financial Corp.

    23,700        233,919   

Royal Bank of Scotland Group plc (c)

    95,862        222,610   

San-In Godo Bank, Ltd. (The)

    13,200        90,271   

Shinsei Bank, Ltd.

    76,000        114,901   

Shizuoka Bank, Ltd. (The)

    38,000        304,272   

Societe Generale S.A.

    11,701        403,808   

Sumitomo Mitsui Financial Group, Inc.

    17,900        603,283   

U.S. Bancorp

    2,600        111,514   

Wells Fargo & Co.

    57,900        2,563,812   

Yamanashi Chuo Bank, Ltd. (The)

    7,000        30,173   
   

 

 

 
      20,673,211   
   

 

 

 

Beverages—0.7%

  

Anheuser-Busch InBev S.A.

    10,267        1,347,787   

Coca-Cola Amatil, Ltd.

    78,716        618,641   

Coca-Cola Co. (The)

    57,600        2,437,632   

Diageo plc

    37,993        1,089,376   

Dr Pepper Snapple Group, Inc.

    8,700        794,397   

PepsiCo, Inc.

    18,600        2,023,122   
   

 

 

 
      8,310,955   
   

 

 

 

Biotechnology—0.6%

  

AbbVie, Inc.

    22,358        1,410,119   

Abcam plc

    5,951        64,792   

Actelion, Ltd. (c)

    1,428        247,226   

Adverum Biotechnologies, Inc. (c)

    5,057        20,784   

Amgen, Inc.

    12,060        2,011,729   

Biogen, Inc. (c)

    1,900        594,757   

Celgene Corp. (c)

    2,900        303,137   

CSL, Ltd.

    5,387        442,408   

 

MIST-337


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Biotechnology—(Continued)

   

Gilead Sciences, Inc.

    19,400      $ 1,534,928   

United Therapeutics Corp. (c)

    2,200        259,776   
   

 

 

 
      6,889,656   
   

 

 

 

Building Products—0.0%

  

Aica Kogyo Co., Ltd.

    4,000        106,211   

Asahi Glass Co., Ltd.

    38,000        246,031   

Sekisui Jushi Corp.

    3,000        48,688   
   

 

 

 
      400,930   
   

 

 

 

Capital Markets—0.7%

  

Affiliated Managers Group, Inc. (c)

    2,700        390,690   

Artisan Partners Asset Management, Inc. - Class A

    4,300        116,960   

Ashmore Group plc

    48,203        220,634   

Azimut Holding S.p.A.

    8,845        130,215   

BT Investment Management, Ltd.

    22,037        150,964   

CI Financial Corp. (b)

    14,600        280,104   

Close Brothers Group plc

    8,501        150,815   

Credit Suisse Group AG (c)

    14,520        189,963   

Deutsche Bank AG (c)

    19,261        250,592   

Eaton Vance Corp.

    7,800        304,590   

Euronext NV

    4,254        181,520   

FactSet Research Systems, Inc.

    400        64,840   

Federated Investors, Inc. - Class B

    7,700        228,151   

Franklin Resources, Inc.

    15,900        565,563   

Goldman Sachs Group, Inc. (The)

    6,990        1,127,277   

IG Group Holdings plc

    11,982        135,270   

Japan Exchange Group, Inc.

    8,500        133,005   

Jupiter Fund Management plc

    16,271        89,715   

Macquarie Group, Ltd.

    8,134        512,389   

Moelis & Co. - Class A

    3,400        91,426   

Morgan Stanley

    34,600        1,109,276   

Nomura Holdings, Inc.

    68,400        306,110   

T. Rowe Price Group, Inc.

    9,300        618,450   

UBS Group AG

    73,180        993,687   

Waddell & Reed Financial, Inc. - Class A

    6,000        108,960   
   

 

 

 
      8,451,166   
   

 

 

 

Chemicals—0.8%

  

Asahi Kasei Corp.

    49,000        390,434   

BASF SE

    16,791        1,435,926   

Covestro AG

    8,517        503,609   

Daicel Corp.

    27,900        353,699   

Dow Chemical Co. (The)

    21,800        1,129,894   

DuluxGroup, Ltd.

    29,642        150,036   

Eastman Chemical Co.

    3,300        223,344   

Fujimori Kogyo Co., Ltd.

    1,600        37,617   

Hexpol AB

    27,705        248,202   

Hitachi Chemical Co., Ltd.

    15,100        346,095   

Johnson Matthey plc

    13,744        587,475   

JSR Corp.

    21,200        333,165   

Kuraray Co., Ltd.

    14,800        219,677   

LG Chem, Ltd.

    372        81,587   

Lintec Corp.

    2,800        56,003   

LyondellBasell Industries NV - Class A

    8,600        693,676   

Mosaic Co. (The)

    9,000        220,140   

Chemicals—(Continued)

  

Nihon Parkerizing Co., Ltd.

    8,900      129,939   

Nippon Pillar Packing Co., Ltd.

    1,000        10,122   

Nippon Shokubai Co., Ltd.

    1,700        106,013   

NOF Corp.

    10,000        101,660   

Novozymes A/S - B Shares

    4,018        176,706   

Potash Corp. of Saskatchewan, Inc.

    12,400        201,791   

Shikoku Chemicals Corp.

    2,000        18,212   

Sika AG

    10        48,602   

Sumitomo Chemical Co., Ltd.

    29,000        128,951   

Terra Nitrogen Co. L.P.

    1,800        202,194   

Toagosei Co., Ltd.

    12,000        130,352   

Tosoh Corp.

    22,000        135,661   

Yara International ASA

    15,638        520,688   
   

 

 

 
      8,921,470   
   

 

 

 

Commercial Services & Supplies—0.1%

  

Cabcharge Australia, Ltd.

    2,996        7,855   

Deluxe Corp.

    7,900        527,878   

Intrum Justitia AB

    10,795        348,007   

Knoll, Inc.

    5,800        132,530   

Mitie Group plc

    46,671        116,156   

Transcontinental, Inc. - Class A (b)

    6,600        88,640   
   

 

 

 
      1,221,066   
   

 

 

 

Communications Equipment—0.2%

  

Cisco Systems, Inc.

    65,500        2,077,660   
   

 

 

 

Construction & Engineering—0.1%

  

Arcadis NV

    4,114        59,201   

Ausdrill, Ltd. (c)

    4,930        5,471   

Boskalis Westminster

    5,869        208,867   

Burkhalter Holding AG

    638        86,114   

MACA, Ltd.

    10,971        14,599   

Maeda Road Construction Co., Ltd.

    4,000        71,572   

Monadelphous Group, Ltd.

    7,954        55,520   

Nichireki Co., Ltd.

    2,000        14,548   

Nippo Corp.

    5,000        94,994   

Taisei Corp.

    17,000        127,270   

Tokyu Construction Co., Ltd.

    4,400        43,984   

Toshiba Plant Systems & Services Corp.

    7,700        124,232   
   

 

 

 
      906,372   
   

 

 

 

Construction Materials—0.1%

  

Adelaide Brighton, Ltd.

    59,745        253,972   

Imerys S.A.

    6,215        448,848   

Siam Cement PCL (The) (NVDR)

    16,800        250,637   
   

 

 

 
      953,457   
   

 

 

 

Consumer Finance—0.2%

  

Ally Financial, Inc.

    16,200        315,414   

American Express Co.

    14,300        915,772   

Capital One Financial Corp.

    9,800        703,934   

Credit Acceptance Corp. (b) (c)

    644        129,489   

Discover Financial Services

    9,800        554,190   
   

 

 

 
      2,618,799   
   

 

 

 

 

MIST-338


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Containers & Packaging—0.1%

  

Bemis Co., Inc.

    6,600      $ 336,666   

Packaging Corp. of America

    5,300        430,678   

Sonoco Products Co.

    9,201        486,089   
   

 

 

 
      1,253,433   
   

 

 

 

Distributors—0.0%

  

Genuine Parts Co.

    4,200        421,890   
   

 

 

 

Diversified Consumer Services—0.0%

  

H&R Block, Inc.

    6,100        141,215   

Invocare, Ltd.

    10,434        111,452   

Meiko Network Japan Co., Ltd.

    1,100        9,732   
   

 

 

 
      262,399   
   

 

 

 

Diversified Financial Services—0.2%

  

Banca Mediolanum S.p.A.

    49,978        331,554   

Berkshire Hathaway, Inc. - Class B (c)

    5,500        794,585   

ORIX Corp.

    32,500        479,551   

Voya Financial, Inc.

    8,900        256,498   
   

 

 

 
      1,862,188   
   

 

 

 

Diversified Telecommunication Services—0.6%

  

AT&T, Inc.

    42,048        1,707,569   

BCE, Inc.

    12,600        581,908   

Chunghwa Telecom Co., Ltd.

    55,000        194,129   

HKT Trust & HKT, Ltd.

    186,000        262,960   

Nippon Telegraph & Telephone Corp.

    14,800        675,922   

Proximus

    21,222        633,152   

Singapore Telecommunications, Ltd.

    268,500        785,916   

Telia Co. AB

    59,686        267,166   

Telstra Corp., Ltd.

    203,800        809,422   

Verizon Communications, Inc.

    12,500        649,750   

Verizon Communications, Inc. (London Listed Shares)

    10,693        555,822   
   

 

 

 
      7,123,716   
   

 

 

 

Electric Utilities—0.2%

  

Acciona S.A.

    4,951        374,136   

CEZ A/S

    16,869        301,096   

CLP Holdings, Ltd.

    29,500        306,273   

Enel S.p.A.

    117,213        522,771   

Enersis Americas S.A. (ADR)

    24,600        201,474   

PGE Polska Grupa Energetyczna S.A.

    50,166        133,682   

Transmissora Alianca de Energia Eletrica S.A.

    14,100        90,961   
   

 

 

 
      1,930,393   
   

 

 

 

Electrical Equipment—0.4%

  

ABB, Ltd. (c)

    51,331        1,152,561   

AMETEK, Inc.

    10,600        506,468   

Eaton Corp. plc

    17,500        1,149,925   

Emerson Electric Co.

    24,600        1,340,946   

EnerSys

    4,000        276,760   

Mitsubishi Electric Corp.

    25,000        320,063   

Nitto Kogyo Corp.

    2,600        34,049   
   

 

 

 
      4,780,772   
   

 

 

 

Electronic Equipment, Instruments & Components—0.1%

  

Amano Corp.

    3,900      62,315   

Amphenol Corp. - Class A

    4,900        318,108   

FLIR Systems, Inc.

    6,200        194,804   

Flytech Technology Co., Ltd.

    15,008        52,044   

Ibiden Co., Ltd.

    4,000        53,726   

Japan Aviation Electronics Industry, Ltd.

    2,000        31,114   

Nippon Electric Glass Co., Ltd.

    15,000        77,667   

Simplo Technology Co., Ltd.

    17,000        56,054   

Spectris plc

    7,584        193,454   

Vishay Intertechnology, Inc.

    4,300        60,587   
   

 

 

 
      1,099,873   
   

 

 

 

Energy Equipment & Services—0.2%

  

Atwood Oceanics, Inc. (b)

    20,200        175,538   

Diamond Offshore Drilling, Inc. (b)

    8,400        147,924   

Exterran Corp. (c)

    4,000        62,720   

John Wood Group plc

    33,084        325,825   

Oceaneering International, Inc.

    9,300        255,843   

Schlumberger, Ltd.

    7,900        621,256   

Subsea 7 S.A. (c)

    24,256        261,126   

Transocean Partners LLC

    7,400        91,242   
   

 

 

 
      1,941,474   
   

 

 

 

Equity Real Estate Investment Trusts—0.1%

  

American Tower Corp.

    1,500        169,995   

BWP Trust

    82,000        201,791   

CapitaLand Commercial Trust, Ltd.

    151,900        177,886   

CapitaLand Mall Trust

    190,400        304,064   

Charter Hall Group

    19,340        75,832   

Corrections Corp. of America

    7,000        97,090   

Hansteen Holdings plc

    59,597        89,838   

Mapletree Greater China Commercial Trust

    227,300        183,169   

Mapletree Industrial Trust

    127,000        166,245   

RioCan Real Estate Investment Trust

    10,300        213,702   
   

 

 

 
      1,679,612   
   

 

 

 

Food & Staples Retailing—0.4%

  

Axfood AB

    22,628        399,020   

Create SD Holdings Co., Ltd.

    8,500        202,968   

CVS Health Corp.

    2,400        213,576   

Lawson, Inc.

    13,500        1,063,718   

Metro, Inc.

    7,700        252,783   

President Chain Store Corp.

    18,000        143,620   

Wal-Mart Stores, Inc.

    28,600        2,062,632   
   

 

 

 
      4,338,317   
   

 

 

 

Food Products—0.4%

  

Campbell Soup Co.

    16,800        918,960   

Flowers Foods, Inc. (b)

    27,700        418,824   

General Mills, Inc.

    12,800        817,664   

Nestle S.A.

    25,539        2,012,311   

Viscofan S.A.

    6,548        354,265   
   

 

 

 
      4,522,024   
   

 

 

 

 

MIST-339


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Gas Utilities—0.2%

  

Gas Natural SDG S.A.

    24,866      $ 511,038   

Osaka Gas Co., Ltd.

    178,000        746,569   

Shizuoka Gas Co., Ltd.

    4,900        38,661   

Tokyo Gas Co., Ltd.

    114,000        507,225   
   

 

 

 
      1,803,493   
   

 

 

 

Health Care Equipment & Supplies—0.4%

  

Atrion Corp.

    200        85,320   

Becton Dickinson & Co.

    4,100        736,893   

C.R. Bard, Inc.

    1,000        224,280   

Cochlear, Ltd.

    1,201        130,193   

Coloplast A/S - Class B

    4,161        322,672   

DiaSorin S.p.A.

    4,130        265,470   

Essilor International S.A.

    361        46,556   

Hoya Corp.

    6,800        273,083   

IDEXX Laboratories, Inc. (c)

    1,400        157,822   

Medtronic plc

    11,100        959,040   

Meridian Bioscience, Inc.

    6,400        123,456   

ResMed, Inc.

    9,142        592,310   

Sartorius Stedim Biotech

    810        60,810   

Sonova Holding AG

    2,517        356,240   

Stryker Corp.

    3,900        453,999   
   

 

 

 
      4,788,144   
   

 

 

 

Health Care Providers & Services—0.6%

  

Aetna, Inc.

    8,489        980,055   

BML, Inc.

    3,000        79,056   

Chemed Corp.

    1,300        183,391   

Express Scripts Holding Co. (c)

    15,500        1,093,215   

Life Healthcare Group Holdings, Ltd.

    49,421        136,490   

McKesson Corp.

    4,200        700,350   

Medical Facilities Corp.

    2,700        45,111   

MEDNAX, Inc. (c)

    3,100        205,375   

Molina Healthcare, Inc. (c)

    1,900        110,808   

Quest Diagnostics, Inc.

    12,708        1,075,478   

U.S. Physical Therapy, Inc.

    3,700        231,990   

UnitedHealth Group, Inc.

    13,600        1,904,000   

VCA, Inc. (c)

    1,800        125,964   
   

 

 

 
      6,871,283   
   

 

 

 

Health Care Technology—0.0%

  

AGFA-Gevaert NV (c)

    9,799        30,816   

M3, Inc.

    3,500        119,196   

NNIT A/S

    2,414        74,995   
   

 

 

 
      225,007   
   

 

 

 

Hotels, Restaurants & Leisure—0.3%

  

Brinker International, Inc. (b)

    5,300        267,279   

Cracker Barrel Old Country Store, Inc. (b)

    1,461        193,173   

Darden Restaurants, Inc.

    7,600        466,032   

Flight Centre Travel Group, Ltd.

    5,760        161,327   

Kangwon Land, Inc.

    5,145        183,852   

McDonald’s Corp.

    5,700        657,552   

OPAP S.A.

    11,081        93,536   

Starbucks Corp.

    2,800        151,592   

Hotels, Restaurants & Leisure—(Continued)

  

William Hill plc

    41,642      164,190   

Yum! Brands, Inc.

    6,600        599,346   
   

 

 

 
      2,937,879   
   

 

 

 

Household Durables—0.1%

  

Fujitsu General, Ltd.

    4,000        86,891   

Garmin, Ltd.

    7,700        370,447   

Leggett & Platt, Inc.

    6,000        273,480   

Nikon Corp.

    11,100        165,770   

Token Corp.

    300        22,339   

Tupperware Brands Corp.

    4,751        310,573   
   

 

 

 
      1,229,500   
   

 

 

 

Household Products—0.4%

  

Church & Dwight Co., Inc.

    7,600        364,192   

Colgate-Palmolive Co.

    1,000        74,140   

Energizer Holdings, Inc.

    2,800        139,888   

Kimberly-Clark Corp.

    6,800        857,752   

Kimberly-Clark de Mexico S.A.B. de C.V. - Class A

    121,400        274,609   

Procter & Gamble Co. (The)

    32,500        2,916,875   

Reckitt Benckiser Group plc

    1,283        120,907   
   

 

 

 
      4,748,363   
   

 

 

 

Independent Power and Renewable Electricity Producers—0.0%

  

Capital Power Corp.

    6,100        95,874   

Engie Brasil Energia S.A.

    21,000        248,605   
   

 

 

 
      344,479   
   

 

 

 

Industrial Conglomerates—0.4%

  

3M Co.

    8,500        1,497,955   

Carlisle Cos., Inc.

    1,400        143,598   

General Electric Co.

    50,800        1,504,696   

Honeywell International, Inc.

    5,000        582,950   

Hopewell Holdings, Ltd.

    26,500        97,001   

Siemens AG

    8,666        1,014,467   
   

 

 

 
      4,840,667   
   

 

 

 

Insurance—1.2%

  

Admiral Group plc

    10,408        276,417   

Aegon NV

    28,089        107,630   

Aflac, Inc.

    13,100        941,497   

American Equity Investment Life Holding Co.

    10,300        182,619   

American Financial Group, Inc.

    5,800        435,000   

AMERISAFE, Inc.

    1,700        99,926   

AXA S.A.

    41,568        884,411   

Axis Capital Holdings, Ltd.

    7,900        429,207   

Beazley plc

    28,226        141,788   

Chesnara plc

    7,256        31,083   

CNO Financial Group, Inc.

    13,300        203,091   

Direct Line Insurance Group plc

    37,456        177,105   

Euler Hermes Group

    2,169        184,398   

Everest Re Group, Ltd.

    3,200        607,904   

FBL Financial Group, Inc. - Class A

    2,858        182,826   

Federated National Holding Co.

    3,200        59,808   

 

MIST-340


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Insurance—(Continued)

  

Grupo Catalana Occidente S.A.

    8,413      $ 249,972   

HCI Group, Inc.

    2,200        66,792   

Horace Mann Educators Corp.

    4,300        157,595   

Japan Post Holdings Co., Ltd.

    10,700        134,447   

Jardine Lloyd Thompson Group plc

    7,244        95,020   

Legal & General Group plc

    297,485        844,961   

Liberty Holdings, Ltd.

    6,830        58,083   

Lincoln National Corp.

    12,200        573,156   

Manulife Financial Corp.

    49,900        704,028   

Muenchener Rueckversicherungs-Gesellschaft AG

    2,732        509,517   

National Western Life Group, Inc. - Class A

    400        82,148   

NN Group NV

    10,680        327,797   

Primerica, Inc. (b)

    1,300        68,939   

Principal Financial Group, Inc.

    16,200        834,462   

Prudential plc

    57,375        1,018,319   

RenaissanceRe Holdings, Ltd.

    4,100        492,656   

Sampo Oyj - A Shares

    18,843        838,170   

Sony Financial Holdings, Inc.

    25,389        349,572   

St. James’s Place plc

    26,859        330,709   

Swiss Re AG

    10,571        953,729   

T&D Holdings, Inc.

    15,400        173,627   

Torchmark Corp.

    3,900        249,171   

United Insurance Holdings Corp.

    3,500        59,430   

Universal Insurance Holdings, Inc. (b)

    4,800        120,960   
   

 

 

 
      14,237,970   
   

 

 

 

Internet & Direct Marketing Retail—0.3%

  

Amazon.com, Inc. (c)

    3,400        2,846,854   

PetMed Express, Inc. (b)

    6,600        133,848   

Trade Me Group, Ltd.

    48,615        199,084   

Trade Me Group, Ltd.

    36,893        151,875   
   

 

 

 
      3,331,661   
   

 

 

 

Internet Software & Services—0.7%

  

Alphabet, Inc. - Class A (c)

    2,700        2,170,962   

Alphabet, Inc. - Class C (c)

    2,860        2,223,049   

carsales.com, Ltd.

    16,631        153,023   

eBay, Inc. (c)

    24,500        806,050   

F@N Communications, Inc.

    8,600        63,230   

Facebook, Inc. - Class A (c)

    20,300        2,603,881   

Gurunavi, Inc.

    1,800        49,500   

j2 Global, Inc.

    3,746        249,521   

Mixi, Inc.

    1,700        61,283   

Yahoo Japan Corp.

    88,300        351,573   
   

 

 

 
      8,732,072   
   

 

 

 

IT Services—0.9%

  

Accenture plc - Class A

    9,600        1,172,832   

Amadeus IT Group S.A.

    9,079        453,586   

Amdocs, Ltd.

    6,500        376,025   

Automatic Data Processing, Inc.

    7,500        661,500   

Broadridge Financial Solutions, Inc.

    2,700        183,033   

CGI Group, Inc. - Class A (c)

    9,500        452,498   

Cognizant Technology Solutions Corp. - Class A (c)

    8,850        422,234   

IT Services—(Continued)

  

CSG Systems International, Inc.

    2,100      86,793   

DTS Corp.

    2,600        57,806   

Fiserv, Inc. (c)

    4,100        407,827   

FleetCor Technologies, Inc. (c)

    1,200        208,476   

Future Corp.

    5,100        38,055   

Infosys, Ltd. (ADR)

    11,400        179,892   

International Business Machines Corp.

    13,900        2,208,015   

Iress, Ltd.

    18,987        172,174   

Jack Henry & Associates, Inc.

    1,700        145,435   

Kanematsu Electronics, Ltd.

    800        15,153   

MasterCard, Inc. - Class A

    4,900        498,673   

NeuStar, Inc. - Class A (c)

    2,200        58,498   

Paychex, Inc.

    7,200        416,664   

PayPal Holdings, Inc. (c)

    12,700        520,319   

Poletowin Pitcrew Holdings, Inc.

    3,300        30,750   

Syntel, Inc. (c)

    6,876        288,173   

Teradata Corp. (c)

    6,600        204,600   

Tieto Oyj

    2,037        64,297   

Total System Services, Inc.

    5,800        273,470   

Visa, Inc. - Class A

    12,000        992,400   

Western Union Co. (The)

    23,300        485,106   
   

 

 

 
      11,074,284   
   

 

 

 

Leisure Products—0.1%

  

Hasbro, Inc.

    3,400        269,722   

Heiwa Corp.

    3,900        86,705   

Mattel, Inc.

    12,700        384,556   

Polaris Industries, Inc. (b)

    2,900        224,576   
   

 

 

 
      965,559   
   

 

 

 

Life Sciences Tools & Services—0.1%

  

Bio-Techne Corp.

    1,000        109,500   

Tecan Group AG

    1,342        235,385   

Waters Corp. (c)

    1,400        221,886   
   

 

 

 
      566,771   
   

 

 

 

Machinery—0.7%

  

Alfa Laval AB

    36,672        574,473   

Andritz AG

    2,623        142,775   

Atlas Copco AB - A Shares

    22,182        667,397   

Cummins, Inc.

    8,700        1,114,905   

Daiwa Industries, Ltd.

    2,000        18,069   

Dover Corp.

    7,200        530,208   

Hillenbrand, Inc.

    13,100        414,484   

Hino Motors, Ltd.

    12,200        130,613   

IDEX Corp.

    2,429        227,282   

Illinois Tool Works, Inc.

    7,200        862,848   

IMI plc

    25,632        356,352   

NSK, Ltd.

    25,200        258,602   

OKUMA Corp.

    12,000        92,162   

Parker-Hannifin Corp.

    5,700        715,521   

Rational AG

    156        78,158   

Rotork plc

    108,249        296,348   

SKF AB - B Shares

    31,437        542,323   

Snap-on, Inc.

    3,200        486,272   

 

MIST-341


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Machinery—(Continued)

  

Tsubakimoto Chain Co.

    4,000      $ 30,968   

Yangzijiang Shipbuilding Holdings, Ltd.

    172,700        95,600   
   

 

 

 
      7,635,360   
   

 

 

 

Marine—0.1%

  

Kuehne & Nagel International AG

    4,342        629,522   
   

 

 

 

Media—0.5%

  

Comcast Corp. - Class A

    17,200        1,141,048   

Daiichikosho Co., Ltd.

    3,100        126,675   

Eutelsat Communications S.A.

    7,648        158,339   

Gannett Co., Inc.

    9,450        109,998   

John Wiley & Sons, Inc. - Class A

    4,983        257,173   

Meredith Corp.

    3,400        176,766   

Metropole Television S.A.

    5,666        102,220   

Omnicom Group, Inc.

    8,200        697,000   

Publicis Groupe S.A.

    5,923        447,920   

REA Group, Ltd.

    2,121        91,956   

Scripps Networks Interactive, Inc. - Class A

    6,100        387,289   

SKY Network Television, Ltd.

    27,790        99,655   

Sky plc

    31,912        369,783   

Time Warner, Inc.

    3,200        254,752   

Viacom, Inc. - Class B

    11,800        449,580   

Walt Disney Co. (The)

    13,800        1,281,468   
   

 

 

 
      6,151,622   
   

 

 

 

Metals & Mining—0.5%

  

Agnico Eagle Mines, Ltd.

    2,400        129,791   

Alacer Gold Corp. (c)

    26,900        67,253   

APERAM S.A.

    1,936        87,352   

Asahi Holdings, Inc.

    5,100        87,035   

BHP Billiton plc

    18,148        272,762   

BHP Billiton, Ltd.

    41,290        714,319   

Boliden AB

    14,933        350,660   

Centerra Gold, Inc.

    14,600        80,014   

Cia de Minas Buenaventura SAA (ADR) (c)

    4,500        62,280   

Dominion Diamond Corp.

    7,900        76,775   

Goldcorp, Inc.

    14,000        231,030   

Highland Gold Mining, Ltd.

    5,802        11,807   

Hitachi Metals, Ltd.

    20,700        252,986   

IAMGOLD Corp. (c)

    10,100        40,802   

Iluka Resources, Ltd.

    55,432        267,261   

KGHM Polska Miedz S.A.

    3,843        74,932   

Kinross Gold Corp. (c)

    18,400        77,558   

Koza Altin Isletmeleri A/S (c)

    2,462        13,942   

Kumba Iron Ore, Ltd. (c)

    2,066        18,667   

Lundin Mining Corp. (c)

    43,200        170,897   

MMC Norilsk Nickel PJSC (ADR)

    6,172        99,061   

Nevsun Resources, Ltd.

    8,300        25,116   

Newmont Mining Corp.

    6,600        259,314   

Nucor Corp.

    3,000        148,350   

OZ Minerals, Ltd.

    29,864        139,490   

Primero Mining Corp. (b) (c)

    13,600        22,702   

Rio Tinto plc

    17,029        566,640   

Rio Tinto, Ltd.

    8,354        331,358   

Sandfire Resources NL

    16,926        65,594   

Metals & Mining—(Continued)

  

SEMAFO, Inc. (c)

    18,600      77,408   

Sumitomo Metal Mining Co., Ltd.

    13,000        179,724   

Troy Resources, Ltd. (c)

    2,277        690   

Turquoise Hill Resources, Ltd. (c)

    68,000        201,105   

Vale S.A.

    6,400        35,049   

Western Areas, Ltd. (c)

    21,277        47,224   

Yamana Gold, Inc.

    32,500        139,963   

Yamato Kogyo Co., Ltd.

    3,600        106,685   
   

 

 

 
      5,533,596   
   

 

 

 

Multi-Utilities—0.1%

  

ACEA S.p.A.

    11,845        148,923   

Engie S.A. (b)

    41,048        635,874   

Public Service Enterprise Group, Inc.

    13,900        581,993   
   

 

 

 
      1,366,790   
   

 

 

 

Multiline Retail—0.1%

  

Kohl’s Corp.

    4,200        183,750   

Lifestyle China Group, Ltd. (c)

    21,500        6,634   

Lifestyle International Holdings, Ltd.

    21,500        29,526   

Macy’s, Inc.

    7,500        277,875   

Marks & Spencer Group plc

    34,288        147,460   

Next plc

    5,019        311,202   

Nordstrom, Inc. (b)

    4,000        207,520   

Target Corp.

    2,500        171,700   
   

 

 

 
      1,335,667   
   

 

 

 

Oil, Gas & Consumable Fuels—1.7%

  

Athabasca Oil Corp. (c)

    38,400        37,758   

Bonavista Energy Corp.

    20,700        66,583   

BP plc

    176,929        1,030,460   

Cairn Energy plc (c)

    17,935        43,703   

Cameco Corp.

    23,900        204,214   

Cardinal Energy, Ltd.

    4,610        30,219   

Chevron Corp.

    23,781        2,447,541   

Crescent Point Energy Corp.

    20,700        272,960   

Crew Energy, Inc. (c)

    15,400        80,524   

Enbridge Income Fund Holdings, Inc.

    6,400        165,860   

Eni S.p.A.

    15,302        220,513   

Exxon Mobil Corp.

    47,400        4,137,072   

Gazprom PJSC (ADR)

    8,163        34,530   

Gran Tierra Energy, Inc. (c)

    35,900        108,059   

Hess Corp.

    12,100        648,802   

HollyFrontier Corp.

    6,700        164,150   

Husky Energy, Inc. (c)

    19,000        232,730   

Inpex Corp.

    58,800        533,101   

Japan Petroleum Exploration Co., Ltd.

    11,300        249,446   

Lukoil PJSC (ADR)

    2,590        126,211   

Magellan Midstream Partners L.P.

    5,728        405,199   

Marathon Oil Corp.

    40,000        632,400   

Marathon Petroleum Corp.

    9,300        377,487   

Murphy Oil Corp.

    6,100        185,440   

Neste Oyj

    4,200        178,995   

Nippon Gas Co., Ltd.

    4,600        143,421   

Oasis Petroleum, Inc. (b) (c)

    6,000        68,820   

Occidental Petroleum Corp.

    16,600        1,210,472   

 

MIST-342


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Oil, Gas & Consumable Fuels—(Continued)

  

OMV AG

    9,990      $ 287,540   

Pengrowth Energy Corp.

    48,800        76,997   

Penn West Petroleum, Ltd. (b) (c)

    41,900        75,052   

Phillips 66

    4,700        378,585   

Polskie Gornictwo Naftowe i Gazownictwo S.A.

    142,606        188,877   

PTT Exploration & Production PCL

    18,300        42,779   

PTT Exploration & Production PCL (NVDR)

    66,900        157,884   

Renewable Energy Group, Inc. (c)

    8,200        69,454   

Repsol S.A.

    33,885        459,870   

REX American Resources Corp. (c)

    1,600        135,616   

RMP Energy, Inc. (c)

    46,700        37,020   

Royal Dutch Shell plc - A Shares

    9,340        231,800   

Royal Dutch Shell plc - A Shares

    43        1,076   

Royal Dutch Shell plc - B Shares

    10,845        281,385   

Sasol, Ltd.

    1,217        33,301   

Soco International plc

    19,904        34,893   

Statoil ASA

    53,242        893,208   

Surge Energy, Inc.

    69,900        144,387   

Tatneft PJSC (ADR)

    1,400        43,204   

Tesoro Corp.

    4,700        373,932   

Tethys Oil AB

    9,898        69,833   

Total Gabon

    33        4,671   

Total S.A.

    29,497        1,398,073   

Valero Energy Corp.

    13,400        710,200   

Western Refining, Inc.

    4,500        119,070   

Woodside Petroleum, Ltd.

    13,850        304,493   
   

 

 

 
      20,589,870   
   

 

 

 

Paper & Forest Products—0.1%

  

Altri SGPS S.A.

    11,839        41,361   

Mondi plc

    14,023        294,804   

Schweitzer-Mauduit International, Inc.

    3,200        123,392   

UPM-Kymmene Oyj

    23,757        501,685   
   

 

 

 
      961,242   
   

 

 

 

Personal Products—0.3%

  

Edgewell Personal Care Co. (c)

    2,000        159,040   

Hengan International Group Co., Ltd.

    28,500        237,332   

Nu Skin Enterprises, Inc. - Class A

    3,300        213,774   

Unilever NV

    34,146        1,575,167   

Unilever plc

    20,832        987,583   

USANA Health Sciences, Inc. (c)

    3,400        470,390   
   

 

 

 
      3,643,286   
   

 

 

 

Pharmaceuticals—2.0%

  

Astellas Pharma, Inc.

    77,500        1,210,311   

Bayer AG

    17,814        1,789,307   

Boiron S.A.

    547        55,592   

Bristol-Myers Squibb Co.

    1,900        102,448   

GlaxoSmithKline plc

    26,373        562,020   

Hisamitsu Pharmaceutical Co., Inc.

    3,300        178,116   

Indivior plc

    80,242        319,070   

Johnson & Johnson

    31,600        3,732,908   

Kaken Pharmaceutical Co., Ltd.

    8,600        528,230   

Merck & Co., Inc.

    38,000        2,371,580   

Pharmaceuticals—(Continued)

  

Mochida Pharmaceutical Co., Ltd.

    400      31,302   

Novartis AG

    33,032        2,597,679   

Novo Nordisk A/S - Class B

    30,464        1,269,297   

Orion Oyj - Class B

    8,543        336,739   

Pfizer, Inc.

    90,700        3,072,009   

Recordati S.p.A.

    12,522        402,492   

Roche Holding AG

    10,652        2,638,885   

Sanofi

    23,222        1,769,336   

Stada Arzneimittel AG

    926        51,457   

Taro Pharmaceutical Industries, Ltd. (b) (c)

    3,500        386,785   

Teva Pharmaceutical Industries, Ltd. (ADR)

    9,600        441,696   

Zoetis, Inc.

    2,900        150,829   
   

 

 

 
      23,998,088   
   

 

 

 

Professional Services—0.3%

  

Adecco Group AG

    3,014        169,730   

Capita plc

    26,321        228,621   

Dun & Bradstreet Corp. (The)

    3,300        450,846   

Equifax, Inc.

    1,900        255,702   

Experian plc

    35,425        709,768   

RELX NV

    25,158        451,765   

Robert Half International, Inc.

    7,200        272,592   

Seek, Ltd.

    28,451        339,831   

SGS S.A.

    279        624,605   

Wolters Kluwer NV

    8,992        384,803   
   

 

 

 
      3,888,263   
   

 

 

 

Real Estate Management & Development—0.3%

  

China Overseas Land & Investment, Ltd.

    54,000        184,999   

Daito Trust Construction Co., Ltd.

    1,100        175,795   

Hang Lung Group, Ltd.

    29,000        110,634   

Hang Lung Properties, Ltd.

    72,000        163,435   

Henderson Land Development Co., Ltd.

    45,851        274,049   

Hongkong Land Holdings, Ltd.

    54,200        386,477   

Hysan Development Co., Ltd.

    20,000        93,950   

Kerry Properties, Ltd.

    33,500        110,351   

Sun Hung Kai Properties, Ltd.

    32,000        487,691   

Swire Pacific, Ltd. - Class A

    19,000        205,647   

Swire Properties, Ltd.

    59,600        175,386   

UOL Group, Ltd.

    30,900        127,710   

Wharf Holdings, Ltd. (The)

    69,000        505,579   

Wheelock & Co., Ltd.

    47,000        279,198   
   

 

 

 
      3,280,901   
   

 

 

 

Road & Rail—0.2%

  

Central Japan Railway Co.

    6,100        1,043,627   

Go-Ahead Group plc

    4,645        122,115   

TransForce, Inc.

    4,000        82,839   

Union Pacific Corp.

    11,300        1,102,089   

Utoc Corp.

    3,700        11,930   
   

 

 

 
      2,362,600   
   

 

 

 

Semiconductors & Semiconductor Equipment—0.6%

  

Broadcom, Ltd.

    1,000        172,520   

Intel Corp.

    69,100        2,608,525   

 

MIST-343


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Semiconductors & Semiconductor Equipment—(Continued)

  

Kulicke & Soffa Industries, Inc. (c)

    3,600      $ 46,548   

Maxim Integrated Products, Inc.

    8,900        355,377   

Melexis NV

    2,476        177,704   

Microchip Technology, Inc.

    3,900        242,346   

Novatek Microelectronics Corp.

    24,000        84,975   

Phison Electronics Corp.

    9,000        68,629   

QUALCOMM, Inc.

    26,600        1,822,100   

Synaptics, Inc. (c)

    1,800        105,444   

Taiwan Semiconductor Manufacturing Co., Ltd. (ADR)

    10,500        321,195   

Texas Instruments, Inc.

    13,100        919,358   

Vanguard International Semiconductor Corp.

    40,000        75,327   
   

 

 

 
      7,000,048   
   

 

 

 

Software—0.8%

  

Adobe Systems, Inc. (c)

    1,100        119,394   

Babylon, Ltd. (c)

    3,842        2,569   

CA, Inc.

    14,200        469,736   

CDK Global, Inc.

    2,400        137,664   

Check Point Software Technologies, Ltd. (c)

    7,300        566,553   

Citrix Systems, Inc. (c)

    3,700        315,314   

Fidessa Group plc

    2,388        74,461   

GungHo Online Entertainment, Inc.

    23,300        57,103   

Intuit, Inc.

    3,000        330,030   

Micro Focus International plc

    6,539        186,292   

Microsoft Corp.

    76,100        4,383,360   

Nexon Co., Ltd.

    10,800        168,756   

Open Text Corp.

    4,732        306,510   

Oracle Corp.

    50,800        1,995,424   

Oracle Corp. Japan

    3,000        169,352   

Playtech plc

    9,543        112,559   

SAP SE

    2,359        214,641   

Software AG

    3,940        166,952   

SRA Holdings

    1,600        34,608   
   

 

 

 
      9,811,278   
   

 

 

 

Specialty Retail—0.5%

  

Adastria Co., Ltd.

    5,900        135,415   

Bed Bath & Beyond, Inc.

    7,800        336,258   

Best Buy Co., Inc.

    8,200        313,076   

Buckle, Inc. (The) (b)

    12,105        290,883   

Cato Corp. (The) - Class A

    3,700        121,693   

Dunelm Group plc

    6,945        76,661   

Foot Locker, Inc.

    3,800        257,336   

GameStop Corp. - Class A (b)

    3,700        102,083   

Gap, Inc. (The) (b)

    9,900        220,176   

Geo Holdings Corp.

    3,000        38,767   

GNC Holdings, Inc. - Class A

    6,400        130,688   

Hennes & Mauritz AB - B Shares

    12,894        363,503   

Home Depot, Inc. (The)

    9,000        1,158,120   

L Brands, Inc.

    5,500        389,235   

Lowe’s Cos., Inc.

    9,400        678,774   

Ross Stores, Inc.

    5,700        366,510   

Shimachu Co., Ltd.

    2,900        72,112   

T-Gaia Corp.

    3,300        47,064   

TJX Cos., Inc. (The)

    6,700        501,026   

Specialty Retail—(Continued)

  

Truworths International, Ltd.

    39,059      202,271   

Urban Outfitters, Inc. (c)

    5,300        182,956   

Vitamin Shoppe, Inc. (b) (c)

    5,000        134,250   

WH Smith plc

    9,471        189,044   

Williams-Sonoma, Inc.

    2,100        107,268   
   

 

 

 
      6,415,169   
   

 

 

 

Technology Hardware, Storage & Peripherals—0.7%

  

Apple, Inc.

    54,500        6,161,225   

Canon, Inc.

    24,500        710,105   

FUJIFILM Holdings Corp.

    5,400        199,851   

Hewlett Packard Enterprise Co.

    3,300        75,075   

HP, Inc.

    42,700        663,131   

Japan Digital Laboratory Co., Ltd.

    3,100        45,303   

NetApp, Inc.

    10,900        390,438   

Samsung Electronics Co., Ltd.

    210        306,064   

Seiko Epson Corp.

    8,900        171,542   
   

 

 

 
      8,722,734   
   

 

 

 

Textiles, Apparel & Luxury Goods—0.2%

  

adidas AG

    829        143,879   

Bijou Brigitte AG

    106        6,359   

Burberry Group plc

    14,142        253,090   

Christian Dior SE

    2,031        363,928   

Coach, Inc.

    4,710        172,198   

Fossil Group, Inc. (c)

    3,200        88,864   

Hugo Boss AG

    4,249        234,978   

Michael Kors Holdings, Ltd. (c)

    5,100        238,629   

NIKE, Inc. - Class B

    2,500        131,625   

Pandora A/S

    1,736        210,498   

PVH Corp.

    1,300        143,650   

Ralph Lauren Corp.

    2,600        262,964   

Steven Madden, Ltd. (c)

    6,400        221,184   

Van de Velde NV

    570        41,197   

VF Corp.

    5,300        297,065   
   

 

 

 
      2,810,108   
   

 

 

 

Thrifts & Mortgage Finance—0.0%

  

Genworth MI Canada, Inc.

    9,600        247,034   
   

 

 

 

Tobacco—0.4%

  

Altria Group, Inc.

    21,300        1,346,799   

British American Tobacco Malaysia Bhd

    9,600        114,067   

British American Tobacco plc

    13,706        876,531   

Imperial Brands plc

    12,069        622,104   

KT&G Corp.

    2,732        311,155   

Philip Morris International, Inc.

    15,500        1,506,910   

Swedish Match AB

    6,425        235,660   

Universal Corp.

    2,400        139,728   
   

 

 

 
      5,152,954   
   

 

 

 

Trading Companies & Distributors—0.1%

  

Diploma plc

    8,475        96,557   

Fastenal Co.

    11,100        463,758   

Inaba Denki Sangyo Co., Ltd.

    1,300        47,000   

 

MIST-344


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

Trading Companies & Distributors—(Continued)

  

ITOCHU Corp.

    38,900      $ 487,299   

Kanamoto Co., Ltd.

    2,400        61,690   

MSC Industrial Direct Co., Inc. - Class A

    4,500        330,345   
   

 

 

 
      1,486,649   
   

 

 

 

Transportation Infrastructure—0.0%

  

SATS, Ltd.

    109,900        401,280   

Westshore Terminals Investment Corp.

    2,400        43,630   
   

 

 

 
      444,910   
   

 

 

 

Water Utilities—0.0%

  

Guangdong Investment, Ltd.

    178,000        284,097   
   

 

 

 

Wireless Telecommunication Services—0.3%

  

Advanced Info Service PCL (NVDR)

    30,100        139,617   

China Mobile, Ltd.

    20,000        245,557   

Far EasTone Telecommunications Co., Ltd.

    38,000        89,981   

KDDI Corp.

    45,700        1,406,306   

M1, Ltd.

    80,700        142,425   

MTN Group, Ltd.

    16,083        137,942   

NTT DoCoMo, Inc.

    53,600        1,358,991   

SK Telecom Co., Ltd.

    985        201,575   

Vodacom Group, Ltd.

    21,666        243,574   
   

 

 

 
      3,965,968   
   

 

 

 

Total Common Stocks
(Cost $285,436,889)

      302,155,416   
   

 

 

 
U.S. Treasury & Government Agencies—4.4%   

U.S. Treasury—4.4%

  

U.S. Treasury Bonds
2.500%, 02/15/46

    1,700,000        1,757,110   

2.500%, 05/15/46

    445,000        460,575   

U.S. Treasury Inflation Indexed Notes
0.250%, 01/15/25 (d)

    22,280,281        22,693,180   

0.625%, 01/15/24 (d)

    21,714,687        22,781,269   

U.S. Treasury Notes
1.500%, 08/15/26

    2,325,000        2,302,385   

1.625%, 02/15/26

    1,895,000        1,898,257   
   

 

 

 

Total U.S. Treasury & Government Agencies
(Cost $50,584,240)

      51,892,776   
   

 

 

 
Mutual Funds—3.5%                

Investment Company Securities—3.5%

  

Financial Select Sector SPDR Fund (b)

    1,100,338        21,236,523   

iShares Core S&P 500 ETF

    92,287        20,077,960   
   

 

 

 

Total Mutual Funds
(Cost $37,480,757)

      41,314,483   
   

 

 

 
Municipals—0.3%   
Security Description   Principal
Amount*/
Shares
    Value  

Massachusetts Water Resources Authority
0.850%, 08/01/37 (a)
(Cost $4,025,000)

    4,025,000      4,025,000   
   

 

 

 
Preferred Stocks—0.1%                

Automobiles—0.0%

  

Porsche Automobil Holding SE

    2,980        152,132   
   

 

 

 

Banks—0.1%

  

Itausa - Investimentos Itau S.A.

    113,466        290,979   
   

 

 

 

Chemicals—0.0%

  

FUCHS Petrolub SE

    2,552        116,498   
   

 

 

 

Construction Materials—0.0%

  

Sto SE & Co. KGaA

    207        25,802   
   

 

 

 

Total Preferred Stocks
(Cost $610,003)

      585,411   
   

 

 

 
Rights—0.0%                

Metals & Mining—0.0%

  

Troy Resources, Ltd., Expires 10/04/16 (c)
(Cost $0)

    414        14   
   

 

 

 
Short-Term Investment—30.5%   

Repurchase Agreement—30.5%

  

Fixed Income Clearing Corp.
Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $359,429,689 on 10/03/16, collateralized by $357,130,000 U.S. Treasury Notes with rates ranging from 1.375% - 1.750%, maturity dates ranging from 11/30/20 - 01/31/21, with a value of $366,619,513.

    359,428,790        359,428,790   
   

 

 

 

Total Short-Term Investments
(Cost $359,428,790)

      359,428,790   
   

 

 

 
Securities Lending Reinvestments (e)—3.3%   

Certificates of Deposit—0.2%

  

Bank of Montreal
0.500%, 10/24/16

    250,000        250,000   

DZ Bank AG
0.950%, 01/03/17

    250,000        250,000   

KBC Bank NV
1.000%, 01/04/17

    250,000        250,000   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    500,000        500,000   

 

MIST-345


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (e)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Certificates of Deposit—(Continued)

  

National Bank of Canada
0.480%, 10/28/16

    200,000      $ 199,999   

Swedbank
0.350%, 10/03/16

    500,000        499,999   
   

 

 

 
      1,949,998   
   

 

 

 

Commercial Paper—0.0%

  

Credit Suisse AG
0.971%, 10/19/16

    200,000        199,998   

Victory Receivables Corp.
1.050%, 01/04/17

    250,000        249,366   
   

 

 

 
      449,364   
   

 

 

 

Repurchase Agreements—2.9%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $4,200,327 on 10/03/16, collateralized by $3,969,063 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $4,284,001.

    4,200,000        4,200,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $4,200,292 on 10/03/16, collateralized by $4,123,238 Corporate and Foreign Bonds with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $4,284,004.

    4,200,000        4,200,000   

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $1,000,042 on 10/03/16, collateralized by $972,192 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $1,020,000.

    1,000,000        1,000,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $5,000,188 on 10/03/16, collateralized by $3,944,000 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $5,100,070.

    5,000,000        5,000,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $4,100,321 on 10/03/16, collateralized by $3,914,184 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $4,183,749.

    4,100,000        4,100,000   

Repurchase Agreements—(Continued)

  

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $272,631 on 10/03/16, collateralized by $225,235 U.S. Treasury Obligations with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $278,073.

    272,620      272,620   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $5,000,292 on 10/03/16, collateralized by $7,997,805 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $5,100,298.

    5,000,000        5,000,000   

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $1,400,101 on 10/04/16, collateralized by $1,346,483 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $1,428,000.

    1,400,000        1,400,000   

Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $5,000,217 on 10/03/16, collateralized by $7,059,377 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $5,100,000.

    5,000,000        5,000,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $3,500,134 on 10/03/16, collateralized by $3,276,630 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $3,570,072.

    3,500,000        3,500,000   
   

 

 

 
      33,672,620   
   

 

 

 

Time Deposits—0.2%

  

ANZ London
0.420%, 10/03/16

    100,000        100,000   

Canadian Imperial Bank
0.260%, 10/03/16

    1,000,000        1,000,000   

DBS Bank, Ltd., Singapore
0.380%, 10/04/16

    200,000        200,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    700,000        700,000   

 

MIST-346


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (e)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Time Deposits—(Continued)

  

Royal Bank of Canada
0.280%, 10/03/16

    800,000      $ 800,000   
   

 

 

 
      2,800,000   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $38,871,975)

      38,871,982   
   

 

 

 

Total Investments—98.5%
(Cost $1,125,747,251)(f)

      1,161,989,979   

Other assets and liabilities (net)—1.5%

      18,055,199   
   

 

 

 
Net Assets—100.0%     $ 1,180,045,178   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Variable or floating rate security. The stated rate represents the rate at September 30, 2016. Maturity date shown for callable securities reflects the earliest possible call date.
(b) All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $37,611,970 and the collateral received consisted of cash in the amount of $38,371,993. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) Non-income producing security.
(d) Principal amount of security is adjusted for inflation.
(e) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(f) As of September 30, 2016, the aggregate cost of investments was $1,125,747,251. The aggregate unrealized appreciation and depreciation of investments were $51,726,004 and $(15,483,276), respectively, resulting in net unrealized appreciation of $36,242,728.
(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 September 30, 2016, the market value of 144A securities was $36,267,784, which is 3.1% 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.
(ETF)— Exchange-Traded Fund
(NVDR)— Non-Voting Depository Receipts

Forward Foreign Currency Exchange Contracts

 

Contracts to Buy

    

Counterparty

     Settlement
Date
       In Exchange
for
       Unrealized
Appreciation/
(Depreciation)
 
AUD     56,593,000      

Deutsche Bank AG

       12/21/16         $ 42,606,889         $ 631,080   
CAD     12,015,000      

Royal Bank of Canada

       12/21/16           9,092,526           70,836   
CHF     11,355,000      

Royal Bank of Canada

       12/21/16           11,652,273           91,541   
CHF     3,474,000      

State Street Bank and Trust

       12/21/16           3,599,232           (6,276
EUR     10,527,000      

BNP Paribas S.A.

       12/21/16           11,861,652           6,579   
EUR     3,439,000      

Barclays Bank plc

       12/21/16           3,845,909           31,249   
EUR     44,861,000      

Deutsche Bank AG

       12/21/16           50,262,848           313,833   
EUR     3,065,000      

State Street Bank and Trust

       12/21/16           3,454,462           1,045   
GBP     98,300      

BNP Paribas S.A.

       12/21/16           127,688           (71
GBP     14,787,000      

Royal Bank of Canada

       12/21/16           19,231,351           (34,220
GBP     2,544,000      

State Street Bank and Trust

       12/21/16           3,313,148           (10,416
INR     798,400,000      

Standard Chartered Bank

       12/21/16           11,770,603           64,705   
JPY     3,080,274,000      

Deutsche Bank AG

       12/21/16           30,399,257           81,921   
NZD     50,874,000      

JPMorgan Chase Bank N.A.

       12/21/16           36,981,633           (48,906
RUB     389,508,000      

Citibank N.A.

       12/21/16           5,907,678           180,250   

Contracts to Deliver

                                 
AUD     44,403,000      

JPMorgan Chase Bank N.A.

       12/21/16         $ 33,926,334         $ 1,722   
KRW     13,135,000,000      

Citibank N.A.

       12/21/16           11,901,957           (19,165
KRW     12,996,000,000      

Deutsche Bank AG

       12/21/16           11,627,241           (167,727
NZD     50,874,000      

Citibank N.A.

       12/21/16           37,083,178           150,451   
ZAR     11,563,100      

Royal Bank of Scotland plc

       12/21/16           819,871           (10,131
                   

 

 

 

Net Unrealized Appreciation

  

     $ 1,328,300   
                   

 

 

 

 

MIST-347


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Futures Contracts

 

 

Futures Contracts—Long

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

Australian 10 Year Treasury Bond Futures

     12/15/16         97        AUD        13,109,480      $ 138,602   

Euro Stoxx 50 Index Futures

     12/16/16         889        EUR        26,932,366        (354,648

FTSE 100 Index Futures

     12/16/16         580        GBP        38,950,356        1,066,917   

MSCI Emerging Markets Index Mini Futures

     12/16/16         407        USD        18,924,418        (355,043

NASDAQ 100 Index E-Mini Futures

     12/16/16         243        USD        23,404,109        265,306   

Nikkei 225 Mini Futures

     12/08/16         2,410        JPY        4,065,623,616        (997,718

S&P 500 Index E-Mini Futures

     12/16/16         1,992        USD        215,494,531        (318,691

S&P TSX 60 Index Futures

     12/15/16         58        CAD        9,902,067        13,912   

SPI 200 Index Futures

     12/15/16         388        AUD        50,441,222        1,602,626   

U.S. Treasury Note 2 Year Futures

     12/30/16         137        USD        29,932,366        (2,147

U.S. Treasury Ultra Long Bond Futures

     12/20/16         3        USD        560,270        (8,645

Futures Contracts—Short

                               

Russell 2000 Mini Index Futures

     12/16/16         (189     USD        (23,484,784     (108,086

U.S. Treasury Long Bond Futures

     12/20/16         (7     USD        (1,177,859     765   

U.S. Treasury Note 10 Year Futures

     12/20/16         (101     USD        (13,241,247     (2,378

U.S. Treasury Note 5 Year Futures

     12/30/16         (48     USD        (5,815,324     (17,426
           

 

 

 

Net Unrealized Appreciation

  

  $ 923,346   
           

 

 

 

Swap Agreements

OTC Total Return Swaps

 

Pay/Receive
Floating Rate

  Floating
Rate Index
  Maturity
Date
 

Counterparty

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

Receive

  3M LIBOR   03/30/17   JPMorgan Chase Bank N.A.   S&P 500 Consumer
Discretionary Index
    USD        17,693,127      $ (113,667   $      $ (113,667

Receive

  3M LIBOR   03/30/17   JPMorgan Chase Bank N.A.   S&P 500 Consumer
Discretionary Index
    USD        17,788,799        (144,170            (144,170
             

 

 

   

 

 

   

 

 

 

Totals

 

  $ (257,837   $      $ (257,837
             

 

 

   

 

 

   

 

 

 

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       $ 28,318,666   

Pay

     3M LIBOR         2.443     07/23/26         USD         324,000,000         770,667   

Pay

     3M LIBOR         2.931     01/26/26         USD         324,000,000         1,499,569   
                

 

 

 

Net Unrealized Appreciation

  

   $ 30,588,902   
                

 

 

 

 

(AUD)— Australian Dollar
(CAD)— Canadian Dollar
(CHF)— Swiss Franc
(EUR)— Euro
(GBP)— British Pound
(INR)— Indian Rupee
(JPY)— Japanese Yen
(KRW)— South Korean Won
(NZD)— New Zealand Dollar
(RUB)— Russian Ruble
(USD)— United States Dollar
(ZAR)— South African Rand
(LIBOR)— London Interbank Offered Rate

 

MIST-348


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  

Total Corporate Bonds & Notes*

   $ —         $ 363,716,107       $ —         $ 363,716,107   
Common Stocks            

Aerospace & Defense

     5,097,413         362,705         —           5,460,118   

Air Freight & Logistics

     1,267,946         641,264         —           1,909,210   

Airlines

     493,248         301,730         —           794,978   

Auto Components

     1,460,085         2,891,790         —           4,351,875   

Automobiles

     —           2,583,514         —           2,583,514   

Banks

     12,487,028         8,186,183         —           20,673,211   

Beverages

     5,255,151         3,055,804         —           8,310,955   

Biotechnology

     6,135,230         754,426         —           6,889,656   

Building Products

     —           400,930         —           400,930   

Capital Markets

     5,006,287         3,444,879         —           8,451,166   

Chemicals

     2,671,039         6,250,431         —           8,921,470   

Commercial Services & Supplies

     749,048         472,018         —           1,221,066   

Communications Equipment

     2,077,660         —           —           2,077,660   

Construction & Engineering

     —           906,372         —           906,372   

Construction Materials

     —           953,457         —           953,457   

Consumer Finance

     2,618,799         —           —           2,618,799   

Containers & Packaging

     1,253,433         —           —           1,253,433   

Distributors

     421,890         —           —           421,890   

Diversified Consumer Services

     141,215         121,184         —           262,399   

Diversified Financial Services

     1,051,083         811,105         —           1,862,188   

Diversified Telecommunication Services

     3,495,049         3,628,667         —           7,123,716   

Electric Utilities

     292,435         1,637,958         —           1,930,393   

Electrical Equipment

     3,274,099         1,506,673         —           4,780,772   

Electronic Equipment, Instruments & Components

     573,499         526,374         —           1,099,873   

Energy Equipment & Services

     1,354,523         586,951         —           1,941,474   

Equity Real Estate Investment Trusts

     480,787         1,198,825         —           1,679,612   

Food & Staples Retailing

     2,528,991         1,809,326         —           4,338,317   

Food Products

     2,155,448         2,366,576         —           4,522,024   

Gas Utilities

     —           1,803,493         —           1,803,493   

Health Care Equipment & Supplies

     3,333,120         1,455,024         —           4,788,144   

Health Care Providers & Services

     6,655,737         215,546         —           6,871,283   

Health Care Technology

     —           225,007         —           225,007   

Hotels, Restaurants & Leisure

     2,334,974         602,905         —           2,937,879   

Household Durables

     954,500         275,000         —           1,229,500   

Household Products

     4,627,456         120,907         —           4,748,363   

Independent Power and Renewable Electricity Producers

     344,479         —           —           344,479   

 

MIST-349


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2     Level 3      Total  

Industrial Conglomerates

   $ 3,729,199       $ 1,111,468      $ —         $ 4,840,667   

Insurance

     6,551,215         7,686,755        —           14,237,970   

Internet & Direct Marketing Retail

     2,980,702         350,959        —           3,331,661   

Internet Software & Services

     8,053,463         678,609        —           8,732,072   

IT Services

     10,242,463         831,821        —           11,074,284   

Leisure Products

     878,854         86,705        —           965,559   

Life Sciences Tools & Services

     331,386         235,385        —           566,771   

Machinery

     4,351,520         3,283,840        —           7,635,360   

Marine

     —           629,522        —           629,522   

Media

     4,755,074         1,396,548        —           6,151,622   

Metals & Mining

     1,944,468         3,589,128        —           5,533,596   

Multi-Utilities

     581,993         784,797        —           1,366,790   

Multiline Retail

     840,845         494,822        —           1,335,667   

Oil, Gas & Consumable Fuels

     13,843,327         6,746,543        —           20,589,870   

Paper & Forest Products

     123,392         837,850        —           961,242   

Personal Products

     843,204         2,800,082        —           3,643,286   

Pharmaceuticals

     10,258,255         13,739,833        —           23,998,088   

Professional Services

     979,140         2,909,123        —           3,888,263   

Real Estate Management & Development

     —           3,280,901        —           3,280,901   

Road & Rail

     1,184,928         1,177,672        —           2,362,600   

Semiconductors & Semiconductor Equipment

     6,593,413         406,635        —           7,000,048   

Software

     8,623,985         1,187,293        —           9,811,278   

Specialty Retail

     5,290,332         1,124,837        —           6,415,169   

Technology Hardware, Storage & Peripherals

     7,289,869         1,432,865        —           8,722,734   

Textiles, Apparel & Luxury Goods

     1,556,179         1,253,929        —           2,810,108   

Thrifts & Mortgage Finance

     247,034         —          —           247,034   

Tobacco

     2,993,437         2,159,517        —           5,152,954   

Trading Companies & Distributors

     794,103         692,546        —           1,486,649   

Transportation Infrastructure

     43,630         401,280        —           444,910   

Water Utilities

     —           284,097        —           284,097   

Wireless Telecommunication Services

     —           3,965,968        —           3,965,968   

Total Common Stocks

     186,497,062         115,658,354        —           302,155,416   

Total U.S. Treasury & Government Agencies*

     —           51,892,776        —           51,892,776   

Total Mutual Funds*

     41,314,483         —          —           41,314,483   

Total Municipals

     —           4,025,000        —           4,025,000   
Preferred Stocks           

Automobiles

     —           152,132        —           152,132   

Banks

     290,979         —          —           290,979   

Chemicals

     —           116,498        —           116,498   

Construction Materials

     —           25,802        —           25,802   

Total Preferred Stocks

     290,979         294,432        —           585,411   

Total Rights*

     —           14        —           14   

Total Short-Term Investment*

     —           359,428,790        —           359,428,790   
Securities Lending Reinvestments           

Certificates of Deposit

     —           1,949,998        —           1,949,998   

Commercial Paper

     —           449,364        —           449,364   

Repurchase Agreements

     —           33,672,620        —           33,672,620   

Time Deposits

     —           2,800,000        —           2,800,000   

Total Securities Lending Reinvestments

     —           38,871,982        —           38,871,982   

Total Investments

   $ 228,102,524       $ 933,887,455      $ —         $ 1,161,989,979   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (38,371,993   $ —         $ (38,371,993
Forward Contracts           

Forward Foreign Currency Exchange Contracts (Unrealized Appreciation)

   $ —         $ 1,625,212      $ —         $ 1,625,212   

Forward Foreign Currency Exchange Contracts (Unrealized Depreciation)

     —           (296,912     —           (296,912

Total Forward Contracts

   $ —         $ 1,328,300      $ —         $ 1,328,300   

 

MIST-350


Table of Contents

Met Investors Series Trust

Schroders Global Multi-Asset Portfolio

Consolidated Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1     Level 2     Level 3      Total  
Futures Contracts          

Futures Contracts (Unrealized Appreciation)

   $ 3,088,128      $ —        $ —         $ 3,088,128   

Futures Contracts (Unrealized Depreciation)

     (2,164,782     —          —           (2,164,782

Total Futures Contracts

   $ 923,346      $ —        $ —         $ 923,346   
Centrally Cleared Swap Contracts          

Centrally Cleared Swap Contracts (Unrealized Appreciation)

   $ —        $ 30,588,902      $ —         $ 30,588,902   
OTC Swap Contracts          

OTC Swap Contracts at Value (Liabilities)

   $ —        $ (257,837   $ —         $ (257,837

 

* 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 $675,137 were due to the discontinuation of a systematic fair valuation model factor.

 

MIST-351


Table of Contents

Met Investors Series Trust

SSGA Growth and Income ETF Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Mutual Funds—97.2% of Net Assets

 

Security Description   Shares/
Principal
Amount*
    Value  

Investment Company Securities—97.2%

  

Consumer Staples Select Sector SPDR Fund (a) (b)

    961,747      $ 51,174,558   

Industrial Select Sector SPDR Fund (b)

    921,232        53,781,524   

iShares 20+ Year Treasury Bond ETF (a)

    188,203        25,879,795   

iShares Core MSCI Emerging Markets ETF

    2,918,486        133,112,146   

iShares Core S&P Small-Cap ETF

    222,282        27,596,310   

iShares iBoxx $ Investment Grade Corporate Bond ETF

    438,693        54,038,204   

iShares MSCI Canada ETF (a)

    623,579        16,019,744   

iShares MSCI EAFE ETF (a)

    2,420,282        143,111,275   

iShares S&P 500 Growth ETF (a)

    443,309        53,932,973   

iShares TIPS Bond ETF

    916,279        106,737,341   

SPDR Barclays High Yield Bond
ETF (a) (b)

    8,707,558        319,741,530   

SPDR Dow Jones International Real Estate ETF (b)

    2,199,186        91,728,048   

SPDR Gold Shares (b) (c)

    963,658        121,073,991   

SPDR S&P 500 ETF Trust (a) (b)

    2,444,371        528,717,447   

SPDR S&P Dividend ETF (a) (b)

    937,680        79,102,685   

SPDR S&P International Small Cap ETF (b)

    1,744,053        54,710,943   

SPDR S&P MidCap 400 ETF Trust (b)

    93,834        26,486,523   

Technology Select Sector SPDR
Fund (a) (b)

    1,121,733        53,596,403   

Vanguard REIT ETF

    1,950,887        169,219,938   

Vanguard Total Bond Market ETF

    5,173,651        435,310,995   

WisdomTree Europe Hedged Equity Fund

    503,676        27,067,548   
   

 

 

 

Total Mutual Funds
(Cost $2,427,470,509)

      2,572,139,921   
   

 

 

 
Short-Term Investment—2.8%   

Mutual Fund—2.8%

  

AIM STIT-STIC Prime Portfolio

    73,417,644        73,417,644   
   

 

 

 

Total Short-Term Investments
(Cost $73,417,644)

      73,417,644   
   

 

 

 
Securities Lending Reinvestments (d)—15.7%   

Certificates of Deposit—3.2%

  

Bank of Montreal
0.500%, 10/24/16

    10,000,000        10,000,000   

Chiba Bank, Ltd., New York
0.890%, 12/02/16

    12,000,000        12,002,100   

DZ Bank AG
0.950%, 01/03/17

    10,000,000        10,000,000   

KBC Bank NV
1.000%, 01/04/17

    10,000,000        10,000,000   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    11,650,000        11,650,012   

National Bank of Canada
0.480%, 10/28/16

    13,000,000        12,999,922   

Sumitomo Mitsui Trust Bank
0.420%, 10/04/16

    6,000,000        6,000,000   

Swedbank
0.350%, 10/03/16

    11,650,000        11,649,977   
   

 

 

 
      84,302,011   
   

 

 

 

Commercial Paper—1.3%

  

Credit Suisse AG
0.971%, 10/19/16

    10,000,000      9,999,890   

Kells Funding LLC
1.050%, 01/30/17

    11,999,649        11,958,000   

Manhattan Asset Funding
0.740%, 11/28/16

    1,250,000        1,248,761   

Victory Receivables Corp.
1.050%, 01/04/17

    10,000,000        9,974,630   
   

 

 

 
      33,181,281   
   

 

 

 

Repurchase Agreements—9.8%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at
0.700% to be repurchased at $34,902,714 on 10/03/16, collateralized by $32,981,023 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $35,598,010.

    34,900,000        34,900,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at
0.500% to be repurchased at $45,003,125 on 10/03/16, collateralized by $44,177,550 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $45,900,040.

    45,000,000        45,000,000   

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 09/30/16 at
0.500% to be repurchased at $20,000,833 on 10/03/16, collateralized by $19,443,847 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $20,400,002.

    20,000,000        20,000,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at
0.450% to be repurchased at $32,401,215 on 10/03/16, collateralized by $25,557,120 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $33,048,454.

    32,400,000        32,400,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $33,552,632 on 10/03/16, collateralized by $32,029,480 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $34,235,313.

    33,550,000        33,550,000   

 

MIST-352


Table of Contents

Met Investors Series Trust

SSGA Growth and Income ETF Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (d)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreements—(Continued)

  

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at
0.480% to be repurchased at $339,238 on 10/03/16, collateralized by $280,263 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $346,009.

    339,225      $ 339,225   

Natixis New York
Repurchase Agreement dated 09/30/16 at
0.700% to be repurchased at $35,402,065 on 10/03/16, collateralized by $56,624,458 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $36,110,106.

    35,400,000        35,400,000   

Nomura Securities
Repurchase Agreement dated 09/27/16 at
0.370% to be repurchased at $26,201,885 on 10/04/16, collateralized by $25,198,475 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $26,724,000.

    26,200,000        26,200,000   

Repurchase Agreement dated 09/30/16 at
0.520% to be repurchased at $17,000,737 on 10/03/16, collateralized by $24,001,881 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $17,340,000.

    17,000,000        17,000,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at
0.460% to be repurchased at $15,000,575 on 10/03/16, collateralized by $14,042,702 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $15,300,308.

    15,000,000        15,000,000   
   

 

 

 
      259,789,225   
   

 

 

 

Time Deposits—1.4%

  

ANZ London
0.420%, 10/03/16

    4,000,000      4,000,000   

Canadian Imperial Bank
0.260%, 10/03/16

    16,000,000        16,000,000   

DBS Bank Limited, Singapore
0.380%, 10/04/16

    10,000,000        10,000,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    3,600,000        3,600,000   

Royal Bank of Canada
0.280%, 10/03/16

    4,334,276        4,334,276   
   

 

 

 
      37,934,276   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $415,204,584)

      415,206,793   
   

 

 

 

Total Investments— 115.7%
(Cost $2,916,092,737) (e)

      3,060,764,358   

Other assets and liabilities (net)—(15.7)%

      (414,632,069
   

 

 

 
Net Assets—100.0%     $ 2,646,132,289   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $389,267,957 and the collateral received consisted of cash in the amount of $395,204,739. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(b) Affiliated Issuer.
(c) Non-income producing security.
(d) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(e) As of September 30, 2016, the aggregate cost of investments was $2,916,092,737. The aggregate unrealized appreciation and depreciation of investments were $181,622,213 and $(36,950,592), respectively, resulting in net unrealized appreciation of $144,671,621.
(ETF)— Exchange-Traded Fund

 

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Table of Contents

Met Investors Series Trust

SSGA Growth and Income ETF Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Mutual Funds           

Investment Company Securities

   $ 2,572,139,921       $ —        $ —         $ 2,572,139,921   

Total Short-Term Investment*

     73,417,644         —          —           73,417,644   

Securities Lending Reinvestments

          

Certificates of Deposit

     —           84,302,011        —           84,302,011   

Commercial Paper

     —           33,181,281        —           33,181,281   

Repurchase Agreements

     —           259,789,225        —           259,789,225   

Time Deposits

     —           37,934,276        —           37,934,276   

Total Securities Lending Reinvestments

     —           415,206,793        —           415,206,793   

Total Investments

   $ 2,645,557,565       $ 415,206,793      $ —         $ 3,060,764,358   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (395,204,739   $ —         $ (395,204,739

 

* See Schedule of Investments for additional detailed categorizations

 

MIST-354


Table of Contents

Met Investors Series Trust

SSGA Growth ETF Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Mutual Funds—97.0% of Net Assets

 

Security Description   Shares/
Principal
Amount*
    Value  

Investment Company Securities—97.0%

  

Consumer Staples Select Sector SPDR Fund (a) (b)

    341,338      $ 18,162,595   

Industrial Select Sector SPDR Fund (b)

    318,203        18,576,691   

iShares 20+ Year Treasury Bond ETF (a)

    64,416        8,857,844   

iShares Core MSCI Emerging Markets ETF

    1,425,858        65,033,383   

iShares Core S&P Small-Cap ETF

    222,345        27,604,132   

iShares iBoxx $ Investment Grade Corporate Bond ETF (a)

    151,103        18,612,868   

iShares MSCI Canada ETF

    432,164        11,102,293   

iShares MSCI EAFE ETF (a)

    1,831,634        108,304,518   

iShares S&P 500 Growth ETF (a)

    153,784        18,709,361   

iShares TIPS Bond ETF

    157,035        18,293,007   

SPDR Barclays High Yield Bond ETF (b)

    1,766,202        64,854,937   

SPDR Dow Jones International Real Estate ETF (b)

    757,510        31,595,742   

SPDR Gold Shares (b) (c)

    327,403        41,134,913   

SPDR S&P 500 ETF Trust (a) (b)

    1,058,164        228,880,873   

SPDR S&P Dividend ETF (a) (b)

    323,000        27,248,280   

SPDR S&P International Small Cap ETF (a) (b)

    897,770        28,163,045   

SPDR S&P MidCap 400 ETF Trust (a) (b)

    129,991        36,692,560   

Technology Select Sector SPDR Fund (a) (b)

    393,707        18,811,321   

Vanguard REIT ETF

    683,459        59,283,234   

Vanguard Total Bond Market ETF

    383,306        32,251,367   

WisdomTree Europe Hedged Equity Fund

    172,245        9,256,446   
   

 

 

 

Total Mutual Funds
(Cost $809,603,944)

      891,429,410   
   

 

 

 
Short-Term Investment—3.0%   

Mutual Fund—3.0%

  

AIM STIT-STIC Prime Portfolio

    27,357,266        27,357,266   
   

 

 

 

Total Short-Term Investments
(Cost $27,357,266)

      27,357,266   
   

 

 

 
Securities Lending Reinvestments (d)—18.7%   

Certificates of Deposit—1.6%

  

Bank of Montreal
0.500%, 10/24/16

    1,000,000        1,000,000   

Chiba Bank, Ltd., New York
0.890%, 12/02/16

    4,000,000        4,000,700   

DZ Bank AG
0.950%, 01/03/17

    1,000,000        1,000,000   

KBC Bank NV
1.000%, 01/04/17

    1,000,000        1,000,000   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    1,000,000        1,000,001   

National Bank of Canada
0.480%, 10/28/16

    2,450,000        2,449,985   

Sumitomo Mitsui Trust Bank
0.420%, 10/04/16

    3,000,000        3,000,000   

Swedbank
0.350%, 10/03/16

    1,000,000        999,998   
   

 

 

 
      14,450,684   
   

 

 

 

Commercial Paper—1.3%

  

Credit Suisse AG
0.971%, 10/19/16

    1,500,000      1,499,983   

Kells Funding LLC
1.050%, 01/30/17

    3,999,883        3,986,000   

Manhattan Asset Funding
0.740%, 11/28/16

    500,000        499,505   

Victory Receivables Corp.
1.050%, 01/04/17

    6,000,000        5,984,778   
   

 

 

 
      11,970,266   
   

 

 

 

Repurchase Agreements—13.1%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $16,401,276 on 10/03/16, collateralized by $15,498,246 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $16,728,005.

    16,400,000        16,400,000   

Deutsche Bank AG, London
Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $14,501,007 on 10/03/16, collateralized by $14,234,988 Corporate and Foreign Obligations with rates ranging from 1.000% - 2.750%, maturity dates ranging from 06/15/17 - 06/10/25, with a value of $14,790,013.

    14,500,000        14,500,000   

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $7,500,313 on 10/03/16, collateralized by $7,291,443 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $7,650,001.

    7,500,000        7,500,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $20,000,750 on 10/03/16, collateralized by $15,776,000 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $20,400,280.

    20,000,000        20,000,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $18,901,484 on 10/03/16, collateralized by $18,043,433 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $19,286,063.

    18,900,000        18,900,000   

 

MIST-355


Table of Contents

Met Investors Series Trust

SSGA Growth ETF Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (d)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreements—(Continued)

  

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $357,977 on 10/03/16, collateralized by $295,744 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $365,122.

    357,963      $ 357,963   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $25,001,458 on 10/03/16, collateralized by $39,989,024 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $25,501,488.

    25,000,000        25,000,000   

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $10,000,719 on 10/04/16, collateralized by $9,617,739 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $10,200,000.

    10,000,000        10,000,000   

Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $3,000,130 on 10/03/16, collateralized by $4,235,626 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $3,060,000.

    3,000,000        3,000,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $5,000,192 on 10/03/16, collateralized by $4,680,901 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $5,100,103.

    5,000,000        5,000,000   
   

 

 

 
      120,657,963   
   

 

 

 

Time Deposits—2.7%

  

ANZ London
0.420%, 10/03/16

    4,000,000      4,000,000   

Bank of Montreal London
0.400%, 10/03/16

    7,000,000        7,000,000   

Canadian Imperial Bank
0.260%, 10/03/16

    5,500,000        5,500,000   

DBS Bank Limited, Singapore
0.380%, 10/04/16

    3,200,000        3,200,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    2,600,000        2,600,000   

Royal Bank of Canada
0.280%, 10/03/16

    2,700,000        2,700,000   
   

 

 

 
      25,000,000   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $172,077,359)

      172,078,913   
   

 

 

 

Total Investments—118.7%
(Cost $1,009,038,569) (e)

      1,090,865,589   

Other assets and liabilities (net)—(18.7)%

      (171,478,378
   

 

 

 
Net Assets—100.0%     $ 919,387,211   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $167,802,865 and the collateral received consisted of cash in the amount of $170,076,364. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(b) Affiliated Issuer.
(c) Non-income producing security.
(d) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(e) As of September 30, 2016, the aggregate cost of investments was $1,009,038,569. The aggregate unrealized appreciation and depreciation of investments were $89,605,709 and $(7,778,689), respectively, resulting in net unrealized appreciation of $81,827,020.
(ETF)— Exchange-Traded Fund

 

MIST-356


Table of Contents

Met Investors Series Trust

SSGA Growth ETF Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  
Mutual Funds           

Investment Company Securities

   $ 891,429,410       $ —        $ —         $ 891,429,410   

Total Short-Term Investment*

     27,357,266         —          —           27,357,266   
Securities Lending Reinvestments           

Certificates of Deposit

     —           14,450,684        —           14,450,684   

Commercial Paper

     —           11,970,266        —           11,970,266   

Repurchase Agreements

     —           120,657,963        —           120,657,963   

Time Deposits

     —           25,000,000        —           25,000,000   

Total Securities Lending Reinvestments

     —           172,078,913        —           172,078,913   

Total Investments

   $ 918,786,676       $ 172,078,913      $ —         $ 1,090,865,589   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (170,076,364   $ —         $ (170,076,364

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-357


Table of Contents

Met Investors Series Trust

T. Rowe Price Large Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—97.6% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—3.3%

  

Boeing Co. (The)

    324,800      $ 42,789,152   

Raytheon Co.

    198,400        27,008,192   

United Technologies Corp.

    370,800        37,673,280   
   

 

 

 
      107,470,624   
   

 

 

 

Airlines—0.8%

  

Southwest Airlines Co.

    680,000        26,445,200   
   

 

 

 

Auto Components—2.1%

  

Johnson Controls International plc

    1,427,385        66,416,224   
   

 

 

 

Automobiles—0.6%

  

General Motors Co.

    565,300        17,959,581   
   

 

 

 

Banks—9.5%

  

Bank of America Corp.

    1,984,900        31,063,685   

Citigroup, Inc.

    1,422,600        67,189,398   

Fifth Third Bancorp

    2,198,200        44,975,172   

JPMorgan Chase & Co.

    1,721,800        114,654,662   

Regions Financial Corp.

    465,800        4,597,446   

U.S. Bancorp

    365,400        15,672,006   

Wells Fargo & Co.

    648,094        28,697,602   
   

 

 

 
      306,849,971   
   

 

 

 

Beverages—1.6%

  

PepsiCo, Inc.

    481,100        52,329,247   
   

 

 

 

Biotechnology—1.0%

  

Amgen, Inc.

    80,800        13,478,248   

Gilead Sciences, Inc.

    241,500        19,107,480   
   

 

 

 
      32,585,728   
   

 

 

 

Capital Markets—6.6%

  

Ameriprise Financial, Inc.

    469,000        46,792,130   

Bank of New York Mellon Corp. (The)

    1,483,200        59,150,016   

Invesco, Ltd.

    734,200        22,958,434   

Morgan Stanley

    2,607,600        83,599,656   
   

 

 

 
      212,500,236   
   

 

 

 

Chemicals—1.2%

  

E.I. du Pont de Nemours & Co.

    558,500        37,402,745   
   

 

 

 

Commercial Services & Supplies—0.3%

  

Stericycle, Inc. (a)

    125,049        10,021,427   
   

 

 

 

Communications Equipment—2.0%

  

Cisco Systems, Inc.

    1,859,900        58,996,028   

Juniper Networks, Inc.

    253,100        6,089,586   
   

 

 

 
      65,085,614   
   

 

 

 

Construction Materials—0.8%

  

Vulcan Materials Co.

    229,700        26,123,781   
   

 

 

 

Consumer Finance—1.4%

  

American Express Co.

    681,800      43,662,472   
   

 

 

 

Containers & Packaging—0.8%

  

International Paper Co.

    517,800        24,844,044   
   

 

 

 

Diversified Telecommunication Services—0.5%

  

Verizon Communications, Inc.

    329,000        17,101,420   
   

 

 

 

Electric Utilities—5.7%

  

Entergy Corp.

    271,700        20,847,541   

Exelon Corp.

    1,245,700        41,469,353   

FirstEnergy Corp.

    848,500        28,068,380   

PG&E Corp.

    1,512,700        92,531,859   
   

 

 

 
      182,917,133   
   

 

 

 

Electronic Equipment, Instruments & Components—0.9%

  

TE Connectivity, Ltd.

    435,500        28,037,490   
   

 

 

 

Equity Real Estate Investment Trusts—1.3%

  

VEREIT, Inc.

    1,874,411        19,437,642   

Weyerhaeuser Co.

    740,800        23,661,152   
   

 

 

 
      43,098,794   
   

 

 

 

Food & Staples Retailing—1.0%

  

Wal-Mart Stores, Inc.

    431,600        31,126,992   
   

 

 

 

Food Products—2.0%

  

Bunge, Ltd.

    408,600        24,201,378   

Tyson Foods, Inc. - Class A

    554,000        41,367,180   
   

 

 

 
      65,568,558   
   

 

 

 

Health Care Equipment & Supplies—3.0%

  

Hologic, Inc. (a)

    734,000        28,501,220   

Medtronic plc

    780,265        67,414,896   
   

 

 

 
      95,916,116   
   

 

 

 

Health Care Providers & Services—1.5%

  

Aetna, Inc.

    413,700        47,761,665   
   

 

 

 

Hotels, Restaurants & Leisure—1.9%

  

Carnival Corp.

    717,200        35,013,704   

Las Vegas Sands Corp.

    467,100        26,876,934   
   

 

 

 
      61,890,638   
   

 

 

 

Household Products—1.6%

  

Procter & Gamble Co. (The)

    563,900        50,610,025   
   

 

 

 

Independent Power and Renewable Electricity Producers—1.6%

  

AES Corp.

    4,050,460        52,048,411   
   

 

 

 

Industrial Conglomerates—2.2%

  

General Electric Co.

    2,422,300        71,748,526   
   

 

 

 

 

MIST-358


Table of Contents

Met Investors Series Trust

T. Rowe Price Large Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description       
    
Shares
    Value  

Insurance—3.7%

  

American International Group, Inc.

    47,600      $ 2,824,584   

Loews Corp.

    786,900        32,380,935   

Marsh & McLennan Cos., Inc.

    712,643        47,925,242   

XL Group, Ltd.

    1,093,210        36,764,652   
   

 

 

 
      119,895,413   
   

 

 

 

Leisure Products—0.9%

  

Mattel, Inc.

    989,200        29,952,976   
   

 

 

 

Life Sciences Tools & Services—1.6%

  

Thermo Fisher Scientific, Inc.

    318,600        50,676,516   
   

 

 

 

Machinery—1.8%

  

Cummins, Inc.

    174,200        22,323,730   

Illinois Tool Works, Inc.

    310,300        37,186,352   
   

 

 

 
      59,510,082   
   

 

 

 

Media—3.9%

  

Comcast Corp. - Class A

    843,000        55,924,620   

News Corp. - Class A

    1,711,000        23,919,780   

Twenty-First Century Fox, Inc. - Class B

    1,790,800        44,304,392   
   

 

 

 
      124,148,792   
   

 

 

 

Multiline Retail—0.7%

  

Kohl’s Corp.

    480,800        21,035,000   
   

 

 

 

Oil, Gas & Consumable Fuels—10.3%

  

Apache Corp.

    562,500        35,926,875   

Canadian Natural Resources, Ltd.

    1,005,800        32,225,832   

EQT Corp.

    323,067        23,461,126   

Exxon Mobil Corp.

    717,400        62,614,672   

Hess Corp.

    450,400        24,150,448   

Occidental Petroleum Corp.

    428,000        31,209,760   

Royal Dutch Shell plc - Class A (ADR)

    1,045,500        52,348,185   

Total S.A. (ADR) (b)

    1,274,400        60,788,880   

TransCanada Corp.

    222,500        10,582,100   
   

 

 

 
      333,307,878   
   

 

 

 

Personal Products—0.0%

  

Coty, Inc. - Class A (a)

    68,000        1,598,000   
   

 

 

 

Pharmaceuticals—6.7%

  

Johnson & Johnson

    558,500        65,975,605   

Merck & Co., Inc.

    877,300        54,752,293   

Pfizer, Inc.

    2,815,800        95,371,146   
   

 

 

 
      216,099,044   
   

 

 

 

Road & Rail—1.2%

  

Canadian Pacific Railway, Ltd.

    250,500        38,251,350   
   

 

 

 

Semiconductors & Semiconductor Equipment—4.5%

  

Applied Materials, Inc.

    885,200        26,688,780   

NXP Semiconductors NV (a)

    384,300        39,202,443   

Semiconductors & Semiconductor Equipment—(Continued)

  

QUALCOMM, Inc.

    604,000      41,374,000   

Texas Instruments, Inc.

    537,300        37,707,714   
   

 

 

 
      144,972,937   
   

 

 

 

Software—2.6%

  

Microsoft Corp.

    1,478,900        85,184,640   
   

 

 

 

Specialty Retail—1.1%

  

Lowe’s Cos., Inc.

    498,000        35,960,580   
   

 

 

 

Technology Hardware, Storage & Peripherals—1.0%

  

Apple, Inc.

    290,600        32,852,330   
   

 

 

 

Tobacco—1.9%

  

Philip Morris International, Inc.

    630,400        61,287,488   
   

 

 

 

Wireless Telecommunication Services—0.5%

  

T-Mobile U.S., Inc. (a)

    346,700        16,197,824   
   

 

 

 

Total Common Stocks
(Cost $2,638,727,068)

      3,148,453,512   
   

 

 

 
Convertible Preferred Stock—0.5%   

Electric Utilities—0.5%

  

NextEra Energy, Inc.
6.123%, 09/01/19
(Cost $15,895,567)

    325,229        16,196,404   
   

 

 

 
Short-Term Investment—1.8%   

Mutual Fund—1.8%

  

T.Rowe Price Government Reserve Investment Fund (c)

    59,226,456        59,226,456   
   

 

 

 

Total Short-Term Investments
(Cost $59,226,456)

      59,226,456   
   

 

 

 
Securities Lending Reinvestments (d)—1.8%   

Certificates of Deposit—0.2%

  

Abbey National Treasury Services
0.440%, 10/03/16

    500,000        500,000   

Bank of Nova Scotia
0.750%, 10/19/16

    500,000        500,054   

Bank of Tokyo-Mitsubishi, Ltd.
0.450%, 10/04/16

    500,000        500,001   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    2,000,000        2,000,002   

National Bank of Canada
0.420%, 10/06/16

    1,500,000        1,499,998   

Standard Chartered Bank New York
0.910%, 12/16/16

    500,000        500,039   

 

MIST-359


Table of Contents

Met Investors Series Trust

T. Rowe Price Large Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (d)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Certificates of Deposit—(Continued)

  

Swedbank
0.350%, 10/03/16

    2,000,000      $ 1,999,996   
   

 

 

 
      7,500,090   
   

 

 

 

Commercial Paper—0.1%

  

Charta LLC
0.880%, 12/22/16

    1,000,000        998,089   

Kells Funding LLC
1.040%, 01/19/17

    500,000        498,515   
   

 

 

 
      1,496,604   
   

 

 

 

Repurchase Agreements—1.4%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $5,500,428 on 10/03/16, collateralized by $5,197,583 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $5,610,002.

    5,500,000        5,500,000   

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $5,000,208 on 10/03/16, collateralized by $4,860,962 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $5,100,001.

    5,000,000        5,000,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $5,000,188 on 10/03/16, collateralized by $3,944,000 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $5,100,070.

    5,000,000        5,000,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $6,000,468 on 10/03/16, collateralized by $5,728,074 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $6,122,560.

    6,000,000        6,000,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $258,060 on 10/03/16, collateralized by $213,197 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $263,211.

    258,050        258,050   

Repurchase Agreements—(Continued)

  

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $8,000,467 on 10/03/16, collateralized by $12,796,488 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $8,160,476.

    8,000,000      8,000,000   

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $1,000,072 on 10/04/16, collateralized by $961,774 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $1,020,000.

    1,000,000        1,000,000   

Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $8,000,347 on 10/03/16, collateralized by $11,295,003 U.S. Government Agency with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $8,160,000.

    8,000,000        8,000,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $4,500,173 on 10/03/16, collateralized by $4,212,810 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $4,590,093.

    4,500,000        4,500,000   
   

 

 

 
      43,258,050   
   

 

 

 

Time Deposits—0.1%

  

ANZ London
0.420%, 10/03/16

    300,000        300,000   

Canadian Imperial Bank
0.260%, 10/03/16

    2,000,000        2,000,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    1,000,000        1,000,000   

Royal Bank of Canada
0.280%, 10/03/16

    1,000,000        1,000,000   
   

 

 

 
      4,300,000   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $56,554,584)

      56,554,744   
   

 

 

 

Total Investments—101.7%
(Cost $2,770,403,675) (e)

      3,280,431,116   

Other assets and liabilities (net)—(1.7)%

      (55,408,751
   

 

 

 
Net Assets—100.0%     $ 3,225,022,365   
   

 

 

 

 

* Principal amount stated in U.S. dollars unless otherwise noted.
(a) Non-income producing security.

 

MIST-360


Table of Contents

Met Investors Series Trust

T. Rowe Price Large Cap Value Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

 

(b) All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $55,336,722 and the collateral received consisted of cash in the amount of $56,554,826. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(c) Affiliated Issuer.
(d) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(e) As of September 30, 2016, the aggregate cost of investments was $2,770,403,675. The aggregate unrealized appreciation and depreciation of investments were $547,218,786 and $(37,191,345), respectively, resulting in net unrealized appreciation of $510,027,441.
(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.

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 September 30, 2016:

 

Description    Level 1      Level 2     Level 3      Total  

Total Common Stocks*

   $ 3,148,453,512       $ —        $ —         $ 3,148,453,512   

Total Convertible Preferred Stock*

     16,196,404         —          —           16,196,404   

Total Short-Term Investment*

     59,226,456         —          —           59,226,456   
Securities Lending Reinvestments           

Certificates of Deposit

     —           7,500,090        —           7,500,090   

Commercial Paper

     —           1,496,604        —           1,496,604   

Repurchase Agreements

     —           43,258,050        —           43,258,050   

Time Deposits

     —           4,300,000        —           4,300,000   

Total Securities Lending Reinvestments

     —           56,554,744        —           56,554,744   

Total Investments

   $ 3,223,876,372       $ 56,554,744      $ —         $ 3,280,431,116   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (56,554,826   $ —         $ (56,554,826

 

* See Schedule of Investments for additional detailed categorizations.

 

MIST-361


Table of Contents

Met Investors Series Trust

T. Rowe Price Mid Cap Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—93.8% of Net Assets

 

Security Description   Shares     Value  

Aerospace & Defense—3.0%

  

DigitalGlobe, Inc. (a)

    367,000      $ 10,092,500   

Rockwell Collins, Inc.

    129,000        10,879,860   

Textron, Inc.

    712,000        28,302,000   
   

 

 

 
      49,274,360   
   

 

 

 

Auto Components—0.2%

  

BorgWarner, Inc.

    109,000        3,834,620   
   

 

 

 

Automobiles—0.6%

  

Ferrari NV

    98,000        5,083,260   

Tesla Motors, Inc. (a) (b)

    21,000        4,284,630   
   

 

 

 
      9,367,890   
   

 

 

 

Biotechnology—2.5%

  

Alkermes plc (a)

    357,000        16,789,710   

Alnylam Pharmaceuticals, Inc. (a)

    80,000        5,422,400   

Incyte Corp. (a)

    83,000        7,826,070   

Neurocrine Biosciences, Inc. (a)

    56,000        2,835,840   

Seattle Genetics, Inc. (a)

    16,000        864,160   

Vertex Pharmaceuticals, Inc. (a)

    80,000        6,976,800   
   

 

 

 
      40,714,980   
   

 

 

 

Building Products—1.0%

  

Allegion plc

    245,000        16,882,950   
   

 

 

 

Capital Markets—5.3%

  

CBOE Holdings, Inc.

    257,000        16,666,450   

E*Trade Financial Corp. (a)

    274,000        7,978,880   

FactSet Research Systems, Inc.

    38,000        6,159,800   

Intercontinental Exchange, Inc.

    72,000        19,393,920   

MSCI, Inc.

    181,000        15,193,140   

Oaktree Capital Group LLC

    78,000        3,307,200   

TD Ameritrade Holding Corp.

    503,000        17,725,720   
   

 

 

 
      86,425,110   
   

 

 

 

Chemicals—2.6%

  

Air Products & Chemicals, Inc. (a)

    112,000        15,578,080   

Ashland Global Holdings, Inc.

    88,000        10,203,600   

RPM International, Inc.

    257,000        13,806,040   

Valvoline, Inc. (a)

    145,000        3,406,050   
   

 

 

 
      42,993,770   
   

 

 

 

Commercial Services & Supplies—2.1%

  

KAR Auction Services, Inc.

    261,000        11,264,760   

Stericycle, Inc. (a)

    63,000        5,048,820   

Waste Connections, Inc.

    231,000        17,255,700   
   

 

 

 
      33,569,280   
   

 

 

 

Communications Equipment—1.3%

  

Harris Corp.

    194,000        17,772,340   

Palo Alto Networks, Inc. (a)

    19,000        3,027,270   
   

 

 

 
      20,799,610   
   

 

 

 

Construction Materials—0.7%

  

Martin Marietta Materials, Inc.

    63,000      11,283,930   
   

 

 

 

Containers & Packaging—1.1%

  

Ball Corp.

    226,000        18,520,700   
   

 

 

 

Electrical Equipment—2.6%

  

Acuity Brands, Inc.

    55,000        14,553,000   

AMETEK, Inc.

    194,000        9,269,320   

Sensata Technologies Holding NV (a)

    461,000        17,877,580   
   

 

 

 
      41,699,900   
   

 

 

 

Electronic Equipment, Instruments & Components—1.3%

  

Cognex Corp.

    102,000        5,391,720   

Keysight Technologies, Inc. (a)

    501,000        15,876,690   
   

 

 

 
      21,268,410   
   

 

 

 

Food & Staples Retailing—0.5%

  

Sprouts Farmers Market, Inc. (a)

    375,000        7,743,750   

Whole Foods Market, Inc.

    39,000        1,105,650   
   

 

 

 
      8,849,400   
   

 

 

 

Food Products—1.8%

  

Blue Buffalo Pet Products, Inc. (a)

    195,000        4,633,200   

TreeHouse Foods, Inc. (a)

    129,000        11,247,510   

WhiteWave Foods Co. (The) (a)

    259,000        14,097,370   
   

 

 

 
      29,978,080   
   

 

 

 

Health Care Equipment & Supplies—7.9%

  

Cooper Cos., Inc. (The)

    119,000        21,331,940   

DENTSPLY SIRONA, Inc.

    320,000        19,017,600   

Hologic, Inc. (a)

    659,000        25,588,970   

IDEXX Laboratories, Inc. (a)

    81,000        9,131,130   

Intuitive Surgical, Inc. (a)

    26,000        18,845,580   

Teleflex, Inc.

    165,000        27,728,250   

West Pharmaceutical Services, Inc.

    102,000        7,599,000   
   

 

 

 
      129,242,470   
   

 

 

 

Health Care Providers & Services—3.6%

  

Acadia Healthcare Co., Inc. (a) (b)

    164,000        8,126,200   

Envision Healthcare Holdings, Inc. (a)

    359,000        7,994,930   

Henry Schein, Inc. (a)

    125,000        20,372,500   

MEDNAX, Inc. (a)

    273,000        18,086,250   

Universal Health Services, Inc. - Class B

    31,000        3,819,820   
   

 

 

 
      58,399,700   
   

 

 

 

Health Care Technology—1.1%

  

IMS Health Holdings, Inc. (a)

    313,000        9,809,420   

Veeva Systems, Inc. - Class A (a)

    192,000        7,925,760   
   

 

 

 
      17,735,180   
   

 

 

 

Hotels, Restaurants & Leisure—4.8%

  

Aramark

    289,000        10,990,670   

Choice Hotels International, Inc.

    125,652        5,664,392   

Marriott International, Inc. - Class A

    299,000        20,131,670   

 

MIST-362


Table of Contents

Met Investors Series Trust

T. Rowe Price Mid Cap Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  

Hotels, Restaurants & Leisure—(Continued)

  

MGM Resorts International (a)

    333,000      $ 8,667,990   

Norwegian Cruise Line Holdings, Ltd. (a)

    588,000        22,167,600   

Royal Caribbean Cruises, Ltd.

    138,000        10,343,100   
   

 

 

 
      77,965,422   
   

 

 

 

Household Durables—0.9%

  

Harman International Industries, Inc.

    177,000        14,947,650   
   

 

 

 

Industrial Conglomerates—1.5%

  

Roper Technologies, Inc.

    132,000        24,086,040   
   

 

 

 

Insurance—4.6%

  

FNF Group

    692,000        25,541,720   

Progressive Corp. (The)

    492,000        15,498,000   

Willis Towers Watson plc

    257,000        34,121,890   
   

 

 

 
      75,161,610   
   

 

 

 

Internet & Direct Marketing Retail—0.4%

  

TripAdvisor, Inc. (a)

    99,000        6,254,820   
   

 

 

 

Internet Software & Services—1.7%

  

Match Group, Inc. (a) (b)

    172,000        3,059,880   

VeriSign, Inc. (a) (b)

    242,631        18,983,450   

Zillow Group, Inc. - Class A (a) (b)

    62,000        2,135,900   

Zillow Group, Inc. - Class C (a) (b)

    95,000        3,291,750   
   

 

 

 
      27,470,980   
   

 

 

 

IT Services—6.1%

  

CoreLogic, Inc. (a)

    323,000        12,668,060   

Fidelity National Information Services, Inc.

    111,000        8,550,330   

Fiserv, Inc. (a)

    340,000        33,819,800   

Gartner, Inc. (a)

    86,000        7,606,700   

Global Payments, Inc.

    259,000        19,880,840   

Vantiv, Inc. - Class A (a)

    308,000        17,331,160   
   

 

 

 
      99,856,890   
   

 

 

 

Life Sciences Tools & Services—3.1%

  

Agilent Technologies, Inc.

    460,000        21,661,400   

Bruker Corp.

    621,000        14,065,650   

Illumina, Inc. (a)

    40,000        7,266,400   

Mettler-Toledo International, Inc. (a)

    15,000        6,297,450   

Patheon NV (a)

    15,394        456,124   
   

 

 

 
      49,747,024   
   

 

 

 

Machinery—3.7%

  

Colfax Corp. (a)

    159,000        4,997,370   

Fortive Corp.

    85,000        4,326,500   

IDEX Corp.

    276,000        25,825,320   

Middleby Corp. (The) (a)

    59,000        7,293,580   

WABCO Holdings, Inc. (a)

    50,000        5,676,500   

Xylem, Inc.

    242,000        12,692,900   
   

 

 

 
      60,812,170   
   

 

 

 

Metals & Mining—0.6%

  

Franco-Nevada Corp.

    143,000      9,991,410   
   

 

 

 

Multiline Retail—1.2%

  

Dollar General Corp.

    276,000        19,317,240   
   

 

 

 

Oil, Gas & Consumable Fuels—1.9%

  

ARC Resources, Ltd.

    196,000        3,545,166   

Cimarex Energy Co.

    26,000        3,493,620   

Concho Resources, Inc. (a)

    32,000        4,395,200   

EQT Corp.

    275,000        19,970,500   
   

 

 

 
      31,404,486   
   

 

 

 

Pharmaceuticals—0.7%

  

Catalent, Inc. (a)

    430,000        11,111,200   
   

 

 

 

Professional Services—4.5%

  

Equifax, Inc.

    177,000        23,820,660   

IHS Markit, Ltd. (a)

    571,000        21,441,050   

ManpowerGroup, Inc.

    96,000        6,936,960   

TransUnion (a)

    97,000        3,346,500   

Verisk Analytics, Inc. (a)

    224,000        18,206,720   
   

 

 

 
      73,751,890   
   

 

 

 

Real Estate Management & Development—0.7%

  

Jones Lang LaSalle, Inc.

    85,000        9,672,150   

WeWork Cos., Inc. - Class A (a) (c) (d)

    47,810        1,799,759   
   

 

 

 
      11,471,909   
   

 

 

 

Road & Rail—2.2%

  

J.B. Hunt Transport Services, Inc.

    145,000        11,765,300   

Kansas City Southern

    161,000        15,024,520   

Old Dominion Freight Line, Inc. (a)

    128,000        8,782,080   
   

 

 

 
      35,571,900   
   

 

 

 

Semiconductors & Semiconductor Equipment—3.0%

  

Microchip Technology, Inc.

    420,000        26,098,800   

NXP Semiconductors NV (a)

    155,000        15,811,550   

Xilinx, Inc.

    125,000        6,792,500   
   

 

 

 
      48,702,850   
   

 

 

 

Software—3.7%

  

Atlassian Corp. plc - Class A (a) (b)

    284,000        8,511,480   

Guidewire Software, Inc. (a)

    24,136        1,447,677   

Mobileye NV (a)

    54,770        2,331,559   

NetSuite, Inc. (a)

    72,000        7,969,680   

Red Hat, Inc. (a)

    242,000        19,560,860   

ServiceNow, Inc. (a)

    70,000        5,540,500   

SS&C Technologies Holdings, Inc.

    256,000        8,230,400   

Tableau Software, Inc. - Class A (a)

    120,000        6,632,400   
   

 

 

 
      60,224,556   
   

 

 

 

Specialty Retail—5.8%

  

AutoZone, Inc. (a)

    32,000        24,586,881   

Burlington Stores, Inc. (a)

    63,000        5,104,260   

 

MIST-363


Table of Contents

Met Investors Series Trust

T. Rowe Price Mid Cap Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares/
Principal
Amount*
    Value  

Specialty Retail—(Continued)

  

CarMax, Inc. (a) (b)

    339,000      $ 18,085,650   

Dick’s Sporting Goods, Inc.

    112,000        6,352,640   

L Brands, Inc.

    145,000        10,261,650   

Michaels Cos., Inc. (The) (a)

    485,000        11,722,450   

O’Reilly Automotive, Inc. (a)

    65,000        18,207,150   
   

 

 

 
      94,320,681   
   

 

 

 

Textiles, Apparel & Luxury Goods—2.4%

  

Carter’s, Inc.

    78,000        6,763,380   

Coach, Inc.

    356,000        13,015,360   

Hanesbrands, Inc. (b)

    519,000        13,104,750   

PVH Corp.

    58,000        6,409,000   
   

 

 

 
      39,292,490   
   

 

 

 

Wireless Telecommunication Services—1.1%

  

T-Mobile U.S., Inc. (a)

    388,000        18,127,360   
   

 

 

 

Total Common Stocks
(Cost $1,073,791,463)

      1,530,430,918   
   

 

 

 
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 Investment—5.7%   

Mutual Fund—5.7%

  

T.Rowe Price Government Reserve Investment Fund (e)

    92,859,641        92,859,641   
   

 

 

 

Total Short-Term Investments
(Cost $92,859,641)

      92,859,641   
   

 

 

 
Securities Lending Reinvestments (f)—2.9%   

Certificates of Deposit—0.1%

  

Bank of Montreal
0.500%, 10/24/16

    500,000        500,000   

DZ Bank AG
0.950%, 01/03/17

    250,000        250,000   

KBC Bank NV
1.000%, 01/04/17

    250,000        250,000   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    250,000        250,000   

Certificates of Deposit—(Continued)

  

Swedbank
0.350%, 10/03/16

    250,000      250,000   
   

 

 

 
      1,500,000   
   

 

 

 

Repurchase Agreements—2.5%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at
0.700% to be repurchased at $3,900,303 on 10/03/16, collateralized by $3,685,559 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $3,978,001.

    3,900,000        3,900,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at
0.045% to be repurchased at $9,000,338 on 10/03/16, collateralized by $7,099,200 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $9,180,126.

    9,000,000        9,000,000   

Macquarie Bank, Ltd.
Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $6,900,542 on 10/03/16, collateralized by $6,587,285 U.S. Treasury Obligations with rates ranging from 0.000% - 6.000%, maturity dates ranging from 10/20/16 - 05/15/46, with a value of $7,040,944.

    6,900,000        6,900,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at
0.480% to be repurchased at $788,458 on 10/03/16, collateralized by $651,387 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $804,196.

    788,427        788,427   

Natixis New York
Repurchase Agreement dated 09/30/16 at
0.700% to be repurchased at $5,000,292 on 10/03/16, collateralized by $7,997,805 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $5,100,298.

    5,000,000        5,000,000   

Nomura Securities
Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $3,000,216 on 10/04/16, collateralized by $2,885,322 U.S. Treasury Obligations with rates ranging from 0.000% - 3.750%, maturity dates ranging from 12/01/16 - 08/15/41, with a value of $3,060,000.

    3,000,000        3,000,000   

 

MIST-364


Table of Contents

Met Investors Series Trust

T. Rowe Price Mid Cap Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (f)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Repurchase Agreements—(Continued)

  

Nomura Securities
Repurchase Agreement dated 09/30/16 at
0.520% to be repurchased at $5,000,217 on 10/03/16, collateralized by $7,059,377 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $5,100,000.

    5,000,000      $ 5,000,000   

RBS Securities, Inc.
Repurchase Agreement dated 09/30/16 at
0.460% to be repurchased at $8,000,307 on 10/03/16, collateralized by $7,489,441 U.S. Treasury Obligations with rates ranging from 0.125% - 4.375%, maturity dates ranging from 02/15/17 - 05/15/45, with a value of $8,160,164.

    8,000,000        8,000,000   
   

 

 

 
      41,588,427   
   

 

 

 

Time Deposits—0.3%

  

ANZ London
0.420%, 10/03/16

    200,000        200,000   

Canadian Imperial Bank
0.260%, 10/03/16

    2,000,000        2,000,000   

Den Norske Bank, Oslo
0.400%, 10/03/16

    1,500,000        1,500,000   

Royal Bank of Canada
0.280%, 10/03/16

    1,600,000        1,600,000   
   

 

 

 
      5,300,000   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $48,388,427)

      48,388,427   
   

 

 

 

Total Investments—102.8%
(Cost $1,221,991,403) (g)

      1,677,718,100   

Other assets and liabilities (net)—(2.8)%

      (46,443,554
   

 

 

 
Net Assets—100.0%     $ 1,631,274,546   
   

 

 

 

 

* 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 September 30, 2016, the market value of securities loaned was $46,977,120 and the collateral received consisted of cash in the amount of $47,888,427. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(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 September 30, 2016, the market value of restricted securities was $7,838,873, which is 0.5% 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 September 30, 2016, these securities represent 0.5% of net assets.
(e) Affiliated Issuer.
(f) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(g) As of September 30, 2016, the aggregate cost of investments was $1,221,991,403. The aggregate unrealized appreciation and depreciation of investments were $475,864,427 and $(20,137,730), respectively, resulting in net unrealized appreciation of $455,726,697.

 

Restricted Securities

  Acquisition Date     Shares     Cost      Value  

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         1,799,759   

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   
        

 

 

 
         $ 7,838,873   
        

 

 

 

 

MIST-365


Table of Contents

Met Investors Series Trust

T. Rowe Price Mid Cap Growth Portfolio

Schedule of Investments as of September 30, 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 September 30, 2016:

 

Description    Level 1      Level 2      Level 3      Total  
Common Stocks            

Aerospace & Defense

   $ 49,274,360       $ —         $ —         $ 49,274,360   

Auto Components

     3,834,620         —           —           3,834,620   

Automobiles

     9,367,890         —           —           9,367,890   

Biotechnology

     40,714,980         —           —           40,714,980   

Building Products

     16,882,950         —           —           16,882,950   

Capital Markets

     86,425,110         —           —           86,425,110   

Chemicals

     42,993,770         —           —           42,993,770   

Commercial Services & Supplies

     33,569,280         —           —           33,569,280   

Communications Equipment

     20,799,610         —           —           20,799,610   

Construction Materials

     11,283,930         —           —           11,283,930   

Containers & Packaging

     18,520,700         —           —           18,520,700   

Electrical Equipment

     41,699,900         —           —           41,699,900   

Electronic Equipment, Instruments & Components

     21,268,410         —           —           21,268,410   

Food & Staples Retailing

     8,849,400         —           —           8,849,400   

Food Products

     29,978,080         —           —           29,978,080   

Health Care Equipment & Supplies

     129,242,470         —           —           129,242,470   

Health Care Providers & Services

     58,399,700         —           —           58,399,700   

Health Care Technology

     17,735,180         —           —           17,735,180   

Hotels, Restaurants & Leisure

     77,965,422         —           —           77,965,422   

Household Durables

     14,947,650         —           —           14,947,650   

Industrial Conglomerates

     24,086,040         —           —           24,086,040   

Insurance

     75,161,610         —           —           75,161,610   

Internet & Direct Marketing Retail

     6,254,820         —           —           6,254,820   

Internet Software & Services

     27,470,980         —           —           27,470,980   

IT Services

     99,856,890         —           —           99,856,890   

Life Sciences Tools & Services

     49,747,024         —           —           49,747,024   

Machinery

     60,812,170         —           —           60,812,170   

Metals & Mining

     9,991,410         —           —           9,991,410   

Multiline Retail

     19,317,240         —           —           19,317,240   

Oil, Gas & Consumable Fuels

     31,404,486         —           —           31,404,486   

Pharmaceuticals

     11,111,200         —           —           11,111,200   

Professional Services

     73,751,890         —           —           73,751,890   

Real Estate Management & Development

     9,672,150         —           1,799,759         11,471,909   

Road & Rail

     35,571,900         —           —           35,571,900   

Semiconductors & Semiconductor Equipment

     48,702,850         —           —           48,702,850   

Software

     60,224,556         —           —           60,224,556   

Specialty Retail

     94,320,681         —           —           94,320,681   

 

MIST-366


Table of Contents

Met Investors Series Trust

T. Rowe Price Mid Cap Growth Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Fair Value Hierarchy—(Continued)

 

Description    Level 1      Level 2     Level 3      Total  

Textiles, Apparel & Luxury Goods

   $ 39,292,490       $ —        $ —         $ 39,292,490   

Wireless Telecommunication Services

     18,127,360         —          —           18,127,360   

Total Common Stocks

     1,528,631,159         —          1,799,759         1,530,430,918   

Convertible Preferred Stocks

          

Internet Software & Services

     —           —          0         0   

Real Estate Management & Development

     —           —          6,039,114         6,039,114   

Total Convertible Preferred Stocks

     —           —          6,039,114         6,039,114   

Total Short-Term Investment*

     92,859,641         —          —           92,859,641   

Securities Lending Reinvestments

          

Certificates of Deposit

     —           1,500,000        —           1,500,000   

Repurchase Agreements

     —           41,588,427        —           41,588,427   

Time Deposits

     —           5,300,000        —           5,300,000   

Total Securities Lending Reinvestments

     —           48,388,427        —           48,388,427   

Total Investments

   $ 1,621,490,800       $ 48,388,427      $ 7,838,873       $ 1,677,718,100   
                                    

Collateral for Securities Loaned (Liability)

   $ —         $ (47,888,427   $ —         $ (47,888,427

 

*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 in
to Level 3
    Balance as of
September
30, 2016
    Change in
Unrealized
Appreciation
from Investments
Still Held at
September 30,
2016
 
Common Stock          

Real Estate Management & Development

  $ 1,572,451      $ 227,308      $      $ 1,799,759      $ 227,308   
Convertible Preferred Stock          

Internet Software & Services

    0                      0          

Real Estate Management & Development

    5,276,375        762,739               6,039,114        762,739   
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 6,848,826      $ 990,047      $      $ 7,838,873      $ 990,047   
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

MIST-367


Table of Contents

Met Investors Series Trust

TCW Core Fixed Income Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

U.S. Treasury & Government Agencies—64.2% of Net Assets

 

Security Description   Principal
Amount*
    Value  

Agency Sponsored Mortgage - Backed—30.0%

  

Fannie Mae 15 Yr. Pool
2.500%, TBA (a)

    47,380,000      $ 49,074,048   

3.000%, TBA (a)

    9,310,000        9,774,046   

Fannie Mae 20 Yr. Pool
4.500%, 01/01/34

    1,695,000        1,856,724   

4.500%, 12/01/34

    1,585,000        1,740,709   

Fannie Mae 30 Yr. Pool
3.000%, 07/01/45

    23,646,629        24,729,645   

3.000%, TBA (a)

    70,170,000        72,930,200   

3.500%, 02/01/46

    20,037,101        21,137,309   

3.500%, TBA (a)

    2,925,000        3,086,332   

4.000%, TBA (a)

    8,475,000        9,102,018   

4.500%, 02/01/46

    8,420,000        9,234,824   

4.500%, 03/01/46

    9,075,000        9,942,646   

4.500%, 04/01/46

    11,240,000        12,312,438   

4.500%, 08/01/46

    18,630,000        20,407,537   

4.500%, 09/01/46

    11,960,000        13,123,602   

Fannie Mae Pool
2.470%, 01/01/23

    2,500,000        2,600,901   

2.740%, 03/01/25

    2,156,128        2,266,868   

2.740%, 03/01/26

    3,855,000        4,046,875   

2.950%, 05/01/31

    4,363,376        4,585,973   

3.030%, 03/01/31

    1,090,940        1,150,768   

3.280%, 02/01/28

    3,975,000        4,348,945   

3.320%, 08/01/26

    1,895,000        2,078,055   

3.390%, 01/01/31

    4,725,000        5,168,299   

3.500%, 01/01/44

    8,979,013        9,577,321   

3.550%, 03/01/24

    4,130,597        4,561,501   

3.580%, 03/01/27

    2,935,599        3,248,840   

3.920%, 10/01/23

    1,730,000        1,945,430   

4.080%, 01/01/29

    4,392,238        5,052,852   

4.380%, 06/01/21

    7,196,521        8,000,082   

4.383%, 04/01/21

    7,156,254        7,891,863   

4.520%, 08/01/19

    4,169,977        4,485,811   

4.550%, 10/01/19

    5,004,582        5,414,327   

4.570%, 01/01/21

    1,466,368        1,628,818   

4.590%, 08/01/26

    2,938,035        3,446,626   

Fannie Mae-ACES
0.875%, 05/25/18 (b)

    2,477,442        2,476,768   

0.875%, 08/25/18 (b)

    8,862,195        8,867,456   

3.150%, 12/25/24 (b)

    9,741,676        10,450,633   

Freddie Mac 15 Yr. Gold Pool
3.000%, 03/01/31

    3,570,833        3,752,045   

Freddie Mac 30 Yr. Gold Pool
3.000%, 06/01/46

    10,663,741        11,091,329   

3.000%, 08/01/46

    5,226,046        5,435,596   

3.000%, 09/01/46

    16,708,124        17,378,075   

3.000%, TBA (a)

    18,250,000        18,964,316   

3.500%, 01/01/45

    16,368,131        17,497,676   

3.500%, 04/01/45

    8,892,376        9,563,223   

3.500%, 06/01/45

    14,110,124        15,066,060   

3.500%, 10/01/45

    5,556,422        5,932,870   

3.500%, 11/01/45

    8,642,865        9,116,986   

3.500%, 01/01/46

    5,456,153        5,755,461   

3.500%, 03/01/46

    7,185,933        7,580,132   

3.500%, 04/01/46

    20,378,700        21,497,711   

Agency Sponsored Mortgage - Backed—(Continued)

  

Freddie Mac 30 Yr. Gold Pool

   

3.500%, 06/01/46

    6,505,174      6,864,253   

3.500%, 08/01/46

    13,382,333        14,138,190   

4.000%, 01/01/45

    7,634,291        8,328,255   

4.000%, 11/01/45

    8,383,798        8,992,177   

4.000%, 12/01/45

    17,289,775        18,839,178   

4.000%, 01/01/46

    11,672,605        12,519,639   

Freddie Mac Multi-family Structured Pass-Through Certificates
1.072%, 07/25/20 (b)

    1,587,916        1,589,928   

1.152%, 07/25/20 (b)

    1,628,774        1,631,446   

3.511%, 04/25/30

    4,495,000        4,986,351   

Ginnie Mae II 30 Yr. Pool
3.000%, 07/20/46

    4,389,411        4,604,357   

3.000%, 08/20/46

    2,628,553        2,757,271   

3.000%, 09/20/46

    23,615,000        24,771,403   

3.000%, TBA (a)

    29,825,000        31,244,017   

3.500%, 04/20/46

    11,291,978        12,006,779   

3.500%, 05/20/46

    5,030,280        5,349,762   

3.500%, 06/20/46

    12,808,317        13,625,328   
   

 

 

 
      682,626,904   
   

 

 

 

Federal Agencies—4.0%

  

Federal Farm Credit Bank
0.650%, 05/30/17 (b)

    20,280,000        20,297,583   

Federal Home Loan Bank
1.250%, 06/28/30 (c)

    8,190,000        8,192,449   

Federal Home Loan Mortgage Corp.
0.537%, 04/20/17 (b)

    20,520,000        20,533,789   

Federal National Mortgage Association
0.533%, 10/05/17 (b)

    20,625,000        20,631,600   

0.552%, 07/20/17 (b)

    20,535,000        20,544,857   
   

 

 

 
      90,200,278   
   

 

 

 

U.S. Treasury—30.2%

  

U.S. Treasury Bonds
2.250%, 08/15/46

    70,970,000        69,683,669   

U.S. Treasury Inflation Indexed Bonds
0.750%, 02/15/45 (d)

    34,783,430        35,852,568   

U.S. Treasury Inflation Indexed Notes
0.375%, 07/15/25 (d)

    30,997,982        32,012,856   

U.S. Treasury Notes
0.750%, 10/31/17

    140,895,000        140,994,049   

0.750%, 07/31/18

    137,627,000        137,589,428   

1.125%, 06/30/21

    31,285,000        31,248,334   

1.125%, 07/31/21

    63,900,000        63,807,664   

1.125%, 08/31/21

    30,835,000        30,803,672   

1.125%, 09/30/21

    115,575,000        115,421,516   

1.500%, 08/15/26

    31,510,000        31,203,502   
   

 

 

 
      688,617,258   
   

 

 

 

Total U.S. Treasury & Government Agencies (Cost $1,447,190,321)

      1,461,444,440   
   

 

 

 

 

MIST-368


Table of Contents

Met Investors Series Trust

TCW Core Fixed Income Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—20.3%

 

Security Description   Principal
Amount*
    Value  

Airlines—0.5%

  

America West Airlines Pass-Through Trust
7.100%, 04/02/21

    731,374      $ 793,541   

8.057%, 07/02/20

    465,873        526,436   

American Airlines Pass-Through Trust
4.000%, 07/15/25

    1,658,453        1,762,106   

4.950%, 01/15/23

    799,114        869,036   

Continental Airlines Pass-Through Trust
6.545%, 02/02/19

    2,419,477        2,566,097   

JetBlue Airways Pass-Through Trust
1.267%, 11/15/16 (b)

    463,000        461,843   

U.S. Airways Pass-Through Trust
6.250%, 04/22/23

    2,268,637        2,569,232   

7.076%, 03/20/21

    2,594,860        2,802,449   
   

 

 

 
      12,350,740   
   

 

 

 

Auto Manufacturers—0.3%

  

Ford Motor Credit Co. LLC
1.724%, 12/06/17

    2,100,000        2,101,974   

3.000%, 06/12/17

    1,400,000        1,414,795   

General Motors Co.
4.875%, 10/02/23

    3,725,000        4,035,751   

General Motors Financial Co., Inc.
3.200%, 07/06/21 (e)

    200,000        202,456   
   

 

 

 
      7,754,976   
   

 

 

 

Banks—5.7%

  

Bank of America Corp.
4.125%, 01/22/24

    3,090,000        3,351,093   

4.875%, 04/01/44

    900,000        1,043,035   

5.000%, 01/21/44

    2,500,000        2,943,110   

5.650%, 05/01/18

    3,000,000        3,182,301   

5.750%, 12/01/17

    4,845,000        5,076,315   

6.000%, 09/01/17

    2,200,000        2,287,630   

6.400%, 08/28/17

    2,000,000        2,086,660   

6.875%, 04/25/18

    2,815,000        3,036,985   

Bank of America N.A.
5.300%, 03/15/17

    5,500,000        5,596,145   

Barclays plc
3.650%, 03/16/25

    1,567,000        1,546,024   

Capital One N.A.
1.650%, 02/05/18

    755,000        755,885   

2.400%, 09/05/19 (e)

    1,850,000        1,879,258   

Chase Capital VI
1.382%, 08/01/28 (b)

    2,000,000        1,757,500   

Citigroup, Inc.
1.300%, 11/15/16

    4,000,000        4,000,772   

1.700%, 04/27/18

    5,000,000        5,005,420   

1.800%, 02/05/18

    2,750,000        2,756,933   

Discover Bank
2.000%, 02/21/18

    1,000,000        1,003,222   

2.600%, 11/13/18

    2,085,000        2,116,288   

3.100%, 06/04/20

    3,000,000        3,086,223   

Goldman Sachs Group, Inc. (The)
1.481%, 05/22/17 (b)

    1,000,000        1,001,735   

2.625%, 04/25/21

    5,000,000        5,077,175   

Banks—(Continued)

  

Goldman Sachs Group, Inc. (The)

   

3.850%, 07/08/24

    4,595,000      4,878,700   

6.150%, 04/01/18

    485,000        516,579   

HBOS plc
6.750%, 05/21/18 (144A)

    1,645,000        1,758,164   

JPMorgan Chase & Co.
2.550%, 10/29/20

    4,280,000        4,359,385   

2.700%, 05/18/23

    5,585,000        5,642,615   

3.900%, 07/15/25

    3,000,000        3,234,954   

6.300%, 04/23/19

    3,415,000        3,804,313   

JPMorgan Chase Bank N.A.
6.000%, 10/01/17

    3,015,000        3,144,401   

JPMorgan Chase Capital XIII
1.788%, 09/30/34 (b)

    2,300,000        1,885,057   

JPMorgan Chase Capital XXI
1.709%, 02/02/37 (b)

    3,000,000        2,400,000   

Morgan Stanley
3.875%, 01/27/26

    3,500,000        3,715,887   

5.450%, 01/09/17

    4,000,000        4,043,940   

5.625%, 09/23/19

    4,050,000        4,485,209   

5.950%, 12/28/17

    5,765,000        6,070,222   

6.625%, 04/01/18

    475,000        508,953   

7.300%, 05/13/19

    1,000,000        1,136,505   

Royal Bank of Scotland Group plc
6.400%, 10/21/19

    2,500,000        2,763,025   

UBS AG
1.375%, 06/01/17

    7,000,000        7,002,023   

Wells Fargo & Co.
2.600%, 07/22/20

    5,175,000        5,280,001   

3.000%, 04/22/26 (e)

    3,500,000        3,532,911   
   

 

 

 
      128,752,553   
   

 

 

 

Beverages—0.4%

  

Anheuser-Busch InBev Finance, Inc.
3.650%, 02/01/26

    3,663,000        3,934,062   

4.900%, 02/01/46

    3,248,000        3,864,409   

Molson Coors Brewing Co.
3.000%, 07/15/26

    1,525,000        1,535,562   
   

 

 

 
      9,334,033   
   

 

 

 

Biotechnology—0.8%

  

Amgen, Inc.
4.400%, 05/01/45

    3,000,000        3,151,272   

4.663%, 06/15/51 (144A)

    1,000,000        1,068,797   

Biogen, Inc.
5.200%, 09/15/45

    3,100,000        3,646,391   

Celgene Corp.
5.000%, 08/15/45

    4,250,000        4,785,147   

Gilead Sciences, Inc.
2.950%, 03/01/27

    3,405,000        3,440,817   

4.750%, 03/01/46

    940,000        1,050,499   
   

 

 

 
      17,142,923   
   

 

 

 

 

MIST-369


Table of Contents

Met Investors Series Trust

TCW Core Fixed Income Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Commercial Services—0.1%

  

University of Southern California
3.028%, 10/01/39

    3,030,000      $ 3,001,570   
   

 

 

 

Computers—0.2%

  

Apple, Inc.
4.375%, 05/13/45

    1,860,000        2,052,326   

4.650%, 02/23/46

    2,145,000        2,475,171   
   

 

 

 
      4,527,497   
   

 

 

 

Diversified Financial Services—0.8%

  

Capital One Bank USA N.A.
1.200%, 02/13/17

    1,475,000        1,473,970   

International Lease Finance Corp.
7.125%, 09/01/18 (144A)

    5,850,000        6,383,813   

Protective Life Global Funding
1.391%, 06/08/18 (144A) (b)

    3,500,000        3,507,168   

2.700%, 11/25/20 (144A)

    3,045,000        3,131,484   

Visa, Inc.
3.150%, 12/14/25

    2,500,000        2,640,828   
   

 

 

 
      17,137,263   
   

 

 

 

Electric—2.5%

  

Appalachian Power Co.
4.450%, 06/01/45

    2,200,000        2,404,356   

Duke Energy Carolinas LLC
4.250%, 12/15/41

    3,300,000        3,666,076   

Duke Energy Progress LLC
4.100%, 05/15/42

    1,000,000        1,086,867   

4.100%, 03/15/43

    2,325,000        2,524,827   

Duquesne Light Holdings, Inc.
6.400%, 09/15/20 (144A)

    3,250,000        3,763,461   

El Paso Electric Co.
3.300%, 12/15/22

    825,000        837,792   

Emera U.S. Finance L.P.
2.700%, 06/15/21 (144A)

    4,000,000        4,093,428   

Entergy Corp.
4.000%, 07/15/22

    4,000,000        4,339,100   

Exelon Corp.
1.550%, 06/09/17

    4,075,000        4,078,068   

FirstEnergy Transmission LLC
4.350%, 01/15/25 (144A)

    4,000,000        4,289,332   

Florida Power & Light Co.
4.050%, 10/01/44

    590,000        660,332   

International Transmission Co.
4.625%, 08/15/43 (144A)

    2,750,000        3,098,142   

IPALCO Enterprises, Inc.
5.000%, 05/01/18

    560,000        583,800   

MidAmerican Energy Co.
4.800%, 09/15/43

    905,000        1,103,962   

NextEra Energy Capital Holdings, Inc.
1.586%, 06/01/17

    4,000,000        4,007,252   

2.056%, 09/01/17

    1,000,000        1,005,426   

PacifiCorp
3.350%, 07/01/25

    2,000,000        2,153,214   

Electric—(Continued)

  

Pennsylvania Electric Co.
4.150%, 04/15/25 (144A)

    2,800,000      2,883,770   

Public Service Co. of New Mexico
3.850%, 08/01/25

    3,135,000        3,333,402   

Public Service Electric & Gas Co.
4.050%, 05/01/45

    3,000,000        3,362,757   

Southwestern Electric Power Co.
6.450%, 01/15/19

    2,000,000        2,202,962   

Xcel Energy, Inc.
3.300%, 06/01/25

    2,375,000        2,505,589   
   

 

 

 
      57,983,915   
   

 

 

 

Food—0.4%

  

Kraft Heinz Foods Co.
3.000%, 06/01/26 (e)

    1,000,000        1,007,978   

3.500%, 07/15/22

    1,500,000        1,594,022   

3.950%, 07/15/25

    2,000,000        2,163,878   

5.200%, 07/15/45

    3,270,000        3,867,187   
   

 

 

 
      8,633,065   
   

 

 

 

Gas—0.2%

  

Southern Co. Gas Capital Corp.
3.250%, 06/15/26 (e)

    4,000,000        4,133,204   

Spire, Inc.
4.700%, 08/15/44

    1,000,000        1,093,639   
   

 

 

 
      5,226,843   
   

 

 

 

Healthcare-Services—0.8%

  

Aetna, Inc.
2.800%, 06/15/23

    2,000,000        2,042,278   

3.200%, 06/15/26 (e)

    1,300,000        1,321,743   

4.375%, 06/15/46

    2,200,000        2,303,723   

Hartford HealthCare Corp.
5.746%, 04/01/44

    1,000,000        1,262,821   

New York and Presbyterian Hospital (The)
3.563%, 08/01/36

    4,490,000        4,717,347   

Northwell Healthcare, Inc.
3.979%, 11/01/46

    3,405,000        3,443,507   

4.800%, 11/01/42

    1,600,000        1,745,454   

UnitedHealth Group, Inc.
3.750%, 07/15/25

    850,000        933,436   
   

 

 

 
      17,770,309   
   

 

 

 

Insurance—1.2%

  

Berkshire Hathaway Finance Corp.
4.400%, 05/15/42

    3,700,000        4,200,836   

Berkshire Hathaway, Inc.
4.500%, 02/11/43 (e)

    1,455,000        1,685,565   

Farmers Exchange Capital III
5.454%, 10/15/54 (144A) (b)

    3,530,000        3,565,300   

Jackson National Life Global Funding
3.050%, 04/29/26 (144A)

    1,220,000        1,240,052   

Pricoa Global Funding I
2.200%, 06/03/21 (144A) (e)

    7,000,000        7,094,416   

 

MIST-370


Table of Contents

Met Investors Series Trust

TCW Core Fixed Income Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Insurance—(Continued)

  

Principal Life Global Funding II
3.000%, 04/18/26 (144A) (e)

    5,000,000      $ 5,081,655   

Teachers Insurance & Annuity Association of America
4.375%, 09/15/54 (144A) (b)

    3,500,000        3,543,750   
   

 

 

 
      26,411,574   
   

 

 

 

Media—0.2%

  

Charter Communications Operating LLC / Charter Communications Operating Capital Corp.
6.484%, 10/23/45 (144A) (e)

    3,215,000        3,887,970   

Comcast Corp.
4.400%, 08/15/35

    1,500,000        1,698,969   
   

 

 

 
      5,586,939   
   

 

 

 

Miscellaneous Manufacturing—0.2%

  

Siemens Financieringsmaatschappij NV
2.000%, 09/15/23 (144A)

    3,420,000        3,369,531   
   

 

 

 

Oil & Gas—0.3%

  

Anadarko Petroleum Corp.
4.500%, 07/15/44

    620,000        568,849   

Devon Energy Corp.
5.000%, 06/15/45 (e)

    815,000        792,861   

Exxon Mobil Corp.
3.567%, 03/06/45

    2,775,000        2,811,816   

Noble Energy, Inc.
5.050%, 11/15/44

    1,050,000        1,036,654   

Shell International Finance B.V.
4.375%, 05/11/45

    650,000        701,607   
   

 

 

 
      5,911,787   
   

 

 

 

Pharmaceuticals—1.3%

  

AbbVie, Inc.
1.800%, 05/14/18 (e)

    1,219,000        1,223,980   

3.200%, 05/14/26

    1,945,000        1,969,028   

3.600%, 05/14/25

    2,281,000        2,384,245   

4.300%, 05/14/36

    1,273,000        1,321,067   

Actavis Funding SCS
3.800%, 03/15/25

    6,285,000        6,651,755   

4.550%, 03/15/35

    1,200,000        1,274,638   

4.750%, 03/15/45

    1,000,000        1,093,424   

AstraZeneca plc
3.375%, 11/16/25

    1,620,000        1,730,111   

Baxalta, Inc.
2.875%, 06/23/20

    1,000,000        1,025,493   

4.000%, 06/23/25

    2,497,000        2,664,961   

Express Scripts Holding Co.
3.400%, 03/01/27 (e)

    2,000,000        2,011,356   

Mylan NV
2.500%, 06/07/19 (144A)

    5,500,000        5,548,845   
   

 

 

 
      28,898,903   
   

 

 

 

Pipelines—1.2%

  

Boardwalk Pipelines L.P.
5.750%, 09/15/19

    4,950,000      5,274,319   

Columbia Pipeline Group, Inc.
2.450%, 06/01/18

    2,250,000        2,263,397   

Enbridge Energy Partners L.P.
5.875%, 10/15/25

    2,000,000        2,299,292   

Energy Transfer Partners L.P.
2.500%, 06/15/18

    2,500,000        2,516,357   

5.150%, 03/15/45

    5,065,000        4,691,618   

6.500%, 02/01/42

    700,000        730,155   

Enterprise Products Operating LLC
4.450%, 02/15/43

    500,000        489,668   

Regency Energy Partners L.P. / Regency Energy Finance Corp.
5.000%, 10/01/22

    1,260,000        1,329,863   

TC PipeLines L.P.
4.650%, 06/15/21

    3,840,000        4,028,955   

Texas Eastern Transmission L.P.
2.800%, 10/15/22 (144A)

    3,275,000        3,264,713   

Williams Partners L.P.
3.600%, 03/15/22

    1,490,000        1,515,881   
   

 

 

 
      28,404,218   
   

 

 

 

Real Estate Investment Trusts—1.5%

  

Alexandria Real Estate Equities, Inc.
2.750%, 01/15/20

    475,000        482,184   

4.600%, 04/01/22

    5,292,000        5,757,024   

HCP, Inc.
4.000%, 12/01/22

    1,975,000        2,087,139   

4.250%, 11/15/23

    3,216,000        3,376,694   

Healthcare Realty Trust, Inc.
3.750%, 04/15/23

    1,850,000        1,897,225   

5.750%, 01/15/21

    538,000        611,149   

Healthcare Trust of America Holdings L.P.
3.500%, 08/01/26 (e)

    1,885,000        1,909,769   

SL Green Realty Corp.
5.000%, 08/15/18

    1,500,000        1,566,319   

Ventas Realty L.P.
3.125%, 06/15/23

    590,000        601,959   

3.250%, 10/15/26

    2,500,000        2,523,362   

4.125%, 01/15/26

    4,750,000        5,108,725   

WEA Finance LLC / Westfield UK & Europe Finance plc
2.700%, 09/17/19 (144A)

    5,925,000        6,074,393   

Welltower, Inc.
4.250%, 04/01/26

    2,500,000        2,699,075   
   

 

 

 
      34,695,017   
   

 

 

 

Retail—0.6%

  

CVS Health Corp.
5.125%, 07/20/45

    4,135,000        5,059,772   

Wal-Mart Stores, Inc.
4.300%, 04/22/44

    1,000,000        1,174,700   

4.750%, 10/02/43

    1,400,000        1,730,522   

 

MIST-371


Table of Contents

Met Investors Series Trust

TCW Core Fixed Income Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Corporate Bonds & Notes—(Continued)

 

Security Description   Principal
Amount*
    Value  

Retail—(Continued)

  

Walgreens Boots Alliance, Inc.
3.450%, 06/01/26

    3,280,000      $ 3,405,027   

4.800%, 11/18/44

    2,300,000        2,535,407   
   

 

 

 
      13,905,428   
   

 

 

 

Software—0.3%

  

Microsoft Corp.
3.750%, 02/12/45

    2,330,000        2,364,799   

Oracle Corp.
2.400%, 09/15/23

    4,520,000        4,556,250   
   

 

 

 
      6,921,049   
   

 

 

 

Telecommunications—0.8%

  

AT&T, Inc.
3.000%, 06/30/22

    1,000,000        1,028,108   

3.800%, 03/15/22

    2,000,000        2,142,178   

4.350%, 06/15/45

    1,500,000        1,477,579   

4.750%, 05/15/46

    4,175,000        4,368,950   

Verizon Communications, Inc.
4.862%, 08/21/46

    7,400,000        8,288,466   
   

 

 

 
      17,305,281   
   

 

 

 

Transportation—0.0%

  

Burlington Northern Santa Fe LLC
4.550%, 09/01/44

    605,000        700,464   
   

 

 

 

Total Corporate Bonds & Notes
(Cost $446,578,542)

      461,725,878   
   

 

 

 
Asset-Backed Securities—8.5%   

Asset-Backed - Home Equity—1.9%

  

Asset Backed Securities Corp. Home Equity Loan Trust
0.685%, 05/25/36 (b)

    3,491,902        3,315,182   

Asset-Backed Funding Certificates Trust
1.155%, 03/25/35 (b)

    6,175,515        6,050,094   

JPMorgan Mortgage Acquisition Corp.
0.995%, 06/25/35 (b)

    8,803,000        8,365,832   

MASTR Asset-Backed Securities Trust
0.935%, 06/25/35 (b)

    3,105,626        3,103,100   

New Century Home Equity Loan Trust
1.305%, 08/25/34 (b)

    10,791,089        9,970,369   

Option One Mortgage Loan Trust
1.184%, 05/25/35 (b)

    4,753,052        4,581,566   

Wells Fargo Home Equity Trust
1.170%, 04/25/35 (b)

    7,230,700        7,159,155   
   

 

 

 
      42,545,298   
   

 

 

 

Asset-Backed - Other—2.0%

  

Citigroup Mortgage Loan Trust, Inc.
1.200%, 05/25/35 (b)

    5,554,851        5,494,135   

Dryden Senior Loan Fund
2.029%, 04/18/26 (144A) (b)

    5,185,000        5,184,979   

Asset-Backed - Other—(Continued)

  

Encore Credit Receivables Trust
0.945%, 01/25/36 (b)

    4,491,219      4,472,763   

GSAMP Trust
1.205%, 10/25/34 (b)

    5,990,930        5,703,460   

HSI Asset Securitization Corp. Trust
0.715%, 12/25/35 (b)

    3,166,713        3,138,597   

Long Beach Mortgage Loan Trust
1.320%, 02/25/35 (b)

    4,753,641        4,746,035   

Magnetite, Ltd.
2.135%, 07/25/26 (144A) (b)

    5,000,000        5,002,490   

Park Place Securities, Inc. Asset-Backed Pass-Through Certificates
1.200%, 06/25/35 (b)

    2,424,620        2,420,737   

1.275%, 03/25/35 (b)

    1,189,860        1,190,109   

Trust Company of the West
2.610%, 11/28/28

    4,495,000        4,575,067   

Voya CLO, Ltd.
2.129%, 07/17/26 (144A) (b)

    2,850,000        2,850,017   
   

 

 

 
      44,778,389   
   

 

 

 

Asset-Backed - Student Loan—4.6%

  

Education Loan Asset-Backed Trust I
1.325%, 06/25/26 (144A) (b)

    7,599,142        7,466,350   

Navient Student Loan Trust
2.025%, 10/25/58 (b)

    2,470,000        2,071,603   

Nelnet Student Loan Trust
1.125%, 02/26/46 (144A) (b)

    5,295,000        5,172,644   

SLC Student Loan Trust
0.960%, 03/15/27 (b)

    2,450,000        2,364,564   

1.010%, 12/15/38 (b)

    8,310,000        7,259,886   

1.010%, 09/15/39 (b)

    11,000,000        9,773,477   

SLM Student Loan Trust
0.775%, 01/25/22 (b)

    10,320,000        9,626,318   

0.865%, 10/25/29 (b)

    10,200,000        9,852,353   

1.125%, 11/25/27 (b)

    5,262,081        5,255,880   

1.265%, 04/27/26 (144A) (b)

    10,000,000        9,939,073   

1.275%, 05/26/26 (b)

    9,890,000        9,690,875   

1.275%, 01/25/45 (144A) (b)

    4,641,934        4,521,569   

1.465%, 10/25/40 (b)

    10,240,000        9,830,834   

2.215%, 04/25/23 (b)

    1,567,066        1,570,524   

2.325%, 09/25/43 (b)

    5,800,000        5,077,392   

Wachovia Student Loan Trust
0.885%, 04/25/40 (144A) (b)

    7,500,000        6,761,854   
   

 

 

 
      106,235,196   
   

 

 

 

Total Asset-Backed Securities
(Cost $195,588,249)

      193,558,883   
   

 

 

 
Mortgage-Backed Securities—4.8%   

Collateralized Mortgage Obligations—3.0%

  

Citigroup Mortgage Loan Trust, Inc.
0.722%, 05/20/47 (144A) (b)

    3,757,860        3,597,838   

Credit Suisse Mortgage Trust
0.764%, 05/27/37 (144A) (b)

    2,746,209        2,721,739   

 

MIST-372


Table of Contents

Met Investors Series Trust

TCW Core Fixed Income Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Mortgage-Backed Securities—(Continued)

 

Security Description  

Principal
Amount*

    Value  

Collateralized Mortgage Obligations—(Continued)

  

Credit Suisse Mortgage Trust

   

0.804%, 04/27/47 (144A) (b)

    4,108,847      $ 3,914,965   

1.066%, 09/27/46 (144A)

    4,203,480        4,064,242   

2.848%, 01/27/36 (144A) (b)

    1,652,719        1,659,646   

Morgan Stanley Mortgage Loan Trust
0.795%, 09/25/35 (b)

    3,266,645        3,235,418   

Morgan Stanley Resecuritization Trust
0.974%, 08/26/47 (144A) (b)

    7,484,502        7,137,037   

2.943%, 01/26/51 (144A) (b)

    6,097,632        6,065,891   

Nomura Resecuritization Trust
0.784%, 02/25/37 (144A) (b)

    3,784,900        3,629,612   

0.824%, 08/26/37 (144A) (b)

    3,955,644        3,808,108   

2.993%, 03/26/37 (144A) (b)

    6,859,748        6,905,400   

Structured Adjustable Rate Mortgage Loan Trust
1.200%, 01/25/35 (b)

    5,298,639        5,146,861   

2.919%, 03/25/34 (b)

    8,028,890        7,999,761   

WaMu Mortgage Pass-Through Certificates Trust
Zero Coupon, 10/25/45 (b)

    8,375,820        7,916,402   
   

 

 

 
      67,802,920   
   

 

 

 

Commercial Mortgage-Backed Securities—1.8%

  

225 Liberty Street Trust
3.597%, 02/10/36 (144A)

    1,865,000        2,012,562   

7 WTC Depositor LLC Trust
4.082%, 03/13/31 (144A)

    800,613        808,132   

BAMLL Commercial Mortgage Securities Trust
3.819%, 07/14/37 (144A)

    2,260,000        2,495,125   

Banc of America Commercial Mortgage Trust
5.492%, 02/10/51

    5,630,181        5,760,451   

Commercial Mortgage Trust
3.545%, 02/10/36 (144A)

    1,865,000        2,006,140   

3.732%, 08/10/49 (144A) (b)

    1,810,000        1,961,955   

4.353%, 08/10/30 (144A)

    1,845,000        2,069,888   

DBRR Trust
4.537%, 07/12/44 (144A) (b)

    3,000,000        3,273,234   

GS Mortgage Securities Trust
2.539%, 01/10/45

    395,295        395,556   

JPMorgan Chase Commercial Mortgage Securities Trust
2.206%, 05/15/45

    3,611,939        3,616,865   

4.311%, 08/05/32 (144A)

    1,708,000        1,837,677   

4.388%, 07/15/46 (144A)

    6,690,000        7,295,875   

Morgan Stanley Capital Trust
0.684%, 04/15/49 (b)

    3,073,222        3,070,876   

4.700%, 09/15/47 (144A)

    1,358,658        1,439,335   

RBS Commercial Funding, Inc. Trust
3.961%, 01/13/32 (144A) (b)

    2,475,000        2,710,761   

SFAVE Commercial Mortgage Securities Trust
3.872%, 01/05/43 (144A) (b)

    1,519,000        1,572,903   
   

 

 

 
      42,327,335   
   

 

 

 

Total Mortgage-Backed Securities
(Cost $110,125,892)

      110,130,255   
   

 

 

 
Municipals—0.5%   
Security Description   Shares/
Principal
Amount*
    Value  

New York City Transitional Finance Authority, Future Tax Secured Revenue
5.267%, 05/01/27

    2,150,000      2,664,087   

New York City Water & Sewer System
5.440%, 06/15/43

    1,250,000        1,714,175   

6.011%, 06/15/42

    1,300,000        1,878,721   

New York City, General Obligation Unlimited, Build America Bonds
5.968%, 03/01/36

    1,750,000        2,357,617   

6.271%, 12/01/37

    1,575,000        2,219,711   
   

 

 

 

Total Municipals
(Cost $9,936,221)

      10,834,311   
   

 

 

 
Short-Term Investments—9.9%   

Mutual Fund—1.4%

  

State Street Institutional Liquid Reserves Fund Trust Class 0.392% (f)

    31,825,294        31,825,294   
   

 

 

 

U.S. Treasury—8.5%

  

U.S. Treasury Bills
0.271%, 10/06/16 (g)

    31,875,000        31,873,578   

0.301%, 10/13/16 (g)

    60,785,000        60,778,494   

0.310%, 12/08/16 (g) (h)

    1,050,000        1,049,385   

0.342%, 01/19/17 (g)

    27,510,000        27,481,420   

0.352%, 01/12/17 (g)

    16,125,000        16,108,829   

0.357%, 01/05/17 (g)

    16,720,000        16,704,172   

0.418%, 02/23/17 (g)

    40,205,000        40,137,859   
   

 

 

 
      194,133,737   
   

 

 

 

Total Short-Term Investments
(Cost $225,959,031)

      225,959,031   
   

 

 

 
Securities Lending Reinvestments (i)—0.8%   

Certificates of Deposit—0.1%

  

Bank of Nova Scotia
0.750%, 10/19/16

    100,000        100,011   

Bank of Tokyo-Mitsubishi, Ltd.
0.450%, 10/04/16

    500,000        500,000   

Landesbank Baden-Wuerttemberg
0.450%, 10/03/16

    200,000        200,000   

National Bank of Canada
0.420%, 10/06/16

    100,000        100,000   

Standard Chartered Bank New York
0.910%, 12/16/16

    800,000        800,062   

Swedbank
0.350%, 10/03/16

    200,000        200,000   
   

 

 

 
      1,900,073   
   

 

 

 

Commercial Paper—0.1%

  

Albion Capital Corp.
0.720%, 10/25/16

    100,000        99,968   

Charta LLC
0.880%, 12/22/16

    100,000        99,809   

 

MIST-373


Table of Contents

Met Investors Series Trust

TCW Core Fixed Income Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Securities Lending Reinvestments (i)—(Continued)

 

Security Description   Principal
Amount*
    Value  

Commercial Paper—(Continued)

  

Kells Funding LLC
1.040%, 01/19/17

    800,000      $ 797,625   
   

 

 

 
      997,402   
   

 

 

 

Repurchase Agreements—0.6%

  

Citigroup Global Markets, Ltd.
Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $3,000,233 on 10/03/16, collateralized by $2,835,045 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% - 4.500%, maturity dates ranging from 09/01/17 - 02/15/39, with a value of $3,060,001.

    3,000,000        3,000,000   

Deutsche Bank Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $2,500,104 on 10/03/16, collateralized by $2,430,481 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $2,550,000.

    2,500,000        2,500,000   

HSBC Securities, Inc.
Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $1,000,038 on 10/03/16, collateralized by $788,800 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $1,020,014.

    1,000,000        1,000,000   

Merrill Lynch, Pierce, Fenner & Smith, Inc.
Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $969,692 on 10/03/16, collateralized by $801,114 U.S. Treasury Bonds with rates ranging from 3.000% - 3.625%, maturity dates ranging from 02/15/44 - 11/15/44, with a value of $989,047.

    969,653        969,653   

Natixis New York
Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $3,000,175 on 10/03/16, collateralized by $4,798,683 U.S. Government Agency and Treasury Obligations with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $3,060,179.

    3,000,000        3,000,000   

Nomura Securities
Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $3,000,130 on 10/03/16, collateralized by $4,235,626 U.S. Government Agency Obligations with rates ranging from 1.645% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $3,060,000.

    3,000,000        3,000,000   
   

 

 

 
      13,469,653   
   

 

 

 

Time Deposits—0.0%

  

ANZ London
0.420%, 10/03/16

    75,912      75,912   

Den Norske Bank, Oslo
0.400%, 10/03/16

    49,142        49,142   

Royal Bank of Canada
0.280%, 10/03/16

    300,000        300,000   
   

 

 

 
      425,054   
   

 

 

 

Total Securities Lending Reinvestments
(Cost $16,791,981)

      16,792,182   
   

 

 

 

Total Investments—109.0%
(Cost $2,452,170,237) (j)

      2,480,444,980   

Other assets and liabilities (net)—(9.0)%

      (204,117,877
   

 

 

 
Net Assets—100.0%     $ 2,276,327,103   
   

 

 

 

 

* 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 September 30, 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) Principal amount of security is adjusted for inflation.
(e) All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $16,220,306 and the collateral received consisted of cash in the amount of $16,791,758. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments.
(f) The rate shown represents the annualized seven-day yield as of September 30, 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 September 30, 2016, the market value of securities pledged was $1,049,385.
(i) Represents investment of cash collateral received from securities on loan as of September 30, 2016.
(j) As of September 30, 2016, the aggregate cost of investments was $2,452,170,237. The aggregate unrealized appreciation and depreciation of investments were $33,632,553 and $(5,357,810), respectively, resulting in net unrealized appreciation of $28,274,743.
(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 September 30, 2016, the market value of 144A securities was $196,535,225, which is 8.6% of net assets.
(ACES)— Alternative Credit Enhancement Securities
(CLO)— Collateralized Loan Obligation

 

MIST-374


Table of Contents

Met Investors Series Trust

TCW Core Fixed Income Portfolio

Schedule of Investments as of September 30, 2016 (Unaudited)

Futures Contracts

 

 

Futures Contracts—Long

   Expiration
Date
     Number of
Contracts
     Notional
Amount
     Unrealized
Depreciation
 

U.S. Treasury Note 2 Year Futures

     12/30/16         222         USD        48,503,710       $ (3,647

U.S. Treasury Note 5 Year Futures

     12/30/16         1,102         USD        134,042,653         (132,434
             

 

 

 

Net Unrealized Depreciation

  

   $ (136,081
             

 

 

 

 

(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 September 30, 2016:

 

Description    Level 1     Level 2     Level 3      Total  

Total U.S. Treasury & Government Agencies*

   $ —        $ 1,461,444,440      $ —         $ 1,461,444,440   

Total Corporate Bonds & Notes*

     —          461,725,878        —           461,725,878   

Total Asset-Backed Securities*

     —          193,558,883        —           193,558,883   

Total Mortgage-Backed Securities*

     —          110,130,255        —           110,130,255   

Total Municipals

     —          10,834,311        —           10,834,311   
Short-Term Investments          

Mutual Fund

     31,825,294        —          —           31,825,294   

U.S. Treasury

     —          194,133,737        —           194,133,737   

Total Short-Term Investments

     31,825,294        194,133,737        —           225,959,031   
Securities Lending Reinvestments          

Certificates of Deposit

     —          1,900,073        —           1,900,073   

Commercial Paper

     —          997,402        —           997,402   

Repurchase Agreements

     —          13,469,653        —           13,469,653   

Time Deposits

     —          425,054        —           425,054   

Total Securities Lending Reinvestments

     —          16,792,182        —           16,792,182   

Total Investments

   $ 31,825,294      $ 2,448,619,686      $ —         $ 2,480,444,980   
                                   

Collateral for Securities Loaned (Liability)

   $ —        $ (16,791,758   $ —         $ (16,791,758
Futures Contracts          

Futures Contracts (Unrealized Depreciation)

   $ (136,081   $ —        $ —         $ (136,081

 

* 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; foreign 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., (each as “pricing services”), 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 pricing services may use 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. Short-term obligations with a remaining maturity of sixty days or less may be valued at amortized cost in the absence of market quotes, so long as the amortized cost value of such short-term debt instrument is approximately the same as the fair value of the instrument as determined without the use of amortized cost valuation. Floating rate loans are generally valued on the basis of an evaluated or composite average of aggregate bid and ask quotations supplied by brokers or dealers, as obtained from the 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 generally valued on the basis of evaluated or composite bid quotations obtained from pricing services selected by the Adviser pursuant to authorization of and subject to general oversight by the Board. These securities are usually issued as separate trachnes, or classes, of securities within each deal. 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.

Domestic and foreign equity securities, such as common stock, exchange-traded funds, rights, warrants, and preferred stock, that are traded on a securities exchange on a valuation date are generally valued at their last quoted sale price or official closing price on the primary exchange for such security, 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 bid price. In the event of a major exchange closing during the trading day, the Advisor may use other market information obtained from quotation reporting systems, established market makers, or pricing services in valuing the securities. Valuation adjustments may be applied to certain foreign equity securities that are traded solely on foreign exchanges that close before the time as of which the Portfolio determines the NAV to account for the market movement between the close of the foreign exchanges and the time as of which the Portfolio determines its NAV. The Portfolio may use a systematic fair valuation model provided by pricing service to value securities principally traded in these foreign markets in order to adjust for possible market movements or other changes that may occur between the close of the foreign exchanges and the time as of which the Portfolio determines the NAV. Foreign equity securities valued 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.

Foreign currency forward contracts are valued through an independent pricing service by interpolating between forward and spot currency rates in the London foreign exchange markets as of a designated hour on a valuation day. 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 a valuation day 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 settlement prices established by the exchanges on which they are traded 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 interdealer bid and asked prices 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.

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 a pricing service when the exchange price is not available. For

 

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Met Investors Series Trust

Notes to the Schedule of Investments

Investment Valuation and Fair Value Measurements—(Continued)

 

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 services, including the pricing services 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 method.

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.


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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/ Kristi Slavin

  Kristi Slavin
  President, Chief Executive Officer and Chairman of the Boards

Date: November 18, 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/ Kristi Slavin

  Kristi Slavin
  President, Chief Executive Officer and Chairman of the Boards

Date: November 18, 2016

 

By:  

/s/ Peter H. Duffy

  Peter H. Duffy
  Chief Financial Officer and Treasurer

Date: November 18, 2016