Metropolitan Series Fund Schedule of Investments

September 30, 2016

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Metropolitan Series Fund Table of Contents Schedule of Investments as of September 30, 2016 (Unaudited) Baillie Gifford International Stock Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Aggregate Bond Index Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BlackRock Bond Income Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BlackRock Capital Appreciation Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BlackRock Large Cap Value Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BlackRock Ultra-Short Term Bond Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Frontier Mid Cap Growth Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jennison Growth Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Loomis Sayles Small Cap Core Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Loomis Sayles Small Cap Growth Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Met/Artisan Mid Cap Value Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Met/Dimensional International Small Company Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Met/Wellington Balanced Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Met/Wellington Core Equity Opportunities Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MetLife Asset Allocation 20 Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MetLife Asset Allocation 40 Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MetLife Asset Allocation 60 Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MetLife Asset Allocation 80 Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MetLife Mid Cap Stock Index Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MetLife Stock Index Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MFS Total Return Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MFS Value Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MSCI EAFE Index Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Neuberger Berman Genesis Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Russell 2000 Index Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . T. Rowe Price Large Cap Growth Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . T. Rowe Price Small Cap Growth Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Van Eck Global Natural Resources Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Western Asset Management Strategic Bond Opportunities Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . Western Asset Management U.S. Government Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Notes to Schedule of Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Not all Portfolios are available under every product. Refer to your prospectus for information on the Portfolios that are available.

MSF-1 MSF-5 MSF-20 MSF-61 MSF-65 MSF-69 MSF-72 MSF-76 MSF-80 MSF-86 MSF-90 MSF-93 MSF-129 MSF-160 MSF-163 MSF-165 MSF-167 MSF-169 MSF-171 MSF-179 MSF-188 MSF-202 MSF-207 MSF-219 MSF-223 MSF-244 MSF-250 MSF-258 MSF-261 MSF-287 MSF-294

Metropolitan Series Fund Baillie Gifford International Stock Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—97.9% of Net Assets Security Description

Shares

Value

Argentina—2.2% MercadoLibre, Inc. . . . . . . . . . . . . . . . . . . . . . .

203,460 $

37,633,996

Australia—2.7% Brambles, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . 2,111,635 Cochlear, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . 202,136 Seek, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 530,960

Security Description

19,416,841 21,912,267 6,342,013 47,671,121

Brazil—0.8% Itau Unibanco Holding S.A. (ADR) (a) . . . . . . . . . 1,231,649

13,474,240

Canada—4.9% Constellation Software, Inc. . . . . . . . . . . . . . . . . Fairfax Financial Holdings, Ltd. . . . . . . . . . . . . . Restaurant Brands International, Inc. . . . . . . . . . . Ritchie Bros. Auctioneers, Inc. . . . . . . . . . . . . . .

21,652,116 34,468,914 15,006,178 14,007,800

48,031 58,827 336,536 399,424

85,135,008 China—3.5% Alibaba Group Holding, Ltd. (ADR) (b) . . . . . . . . Baidu, Inc. (ADR) (b) . . . . . . . . . . . . . . . . . . . . . Ctrip.com International, Ltd. (ADR) (a) (b) . . . . . .

173,746 138,005 375,809

18,380,589 25,126,571 17,501,425 61,008,585

Denmark—4.0% DSV A/S . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Novo Nordisk A/S - Class B . . . . . . . . . . . . . . . Novozymes A/S - B Shares . . . . . . . . . . . . . . . . Pandora A/S . . . . . . . . . . . . . . . . . . . . . . . . . .

435,546 509,394 396,100 78,842

21,749,992 21,224,143 17,419,886 9,559,964

Shares

Ireland—6.3% CRH plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 781,349 $ Experian plc . . . . . . . . . . . . . . . . . . . . . . . . . . 1,232,795 James Hardie Industries plc . . . . . . . . . . . . . . . . 1,487,219 Ryanair Holdings plc (ADR) . . . . . . . . . . . . . . . . 470,454

Value

25,908,931 24,700,035 23,328,005 35,298,163 109,235,134

Japan—13.7% Denso Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 461,300 FANUC Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 96,200 Fast Retailing Co., Ltd. . . . . . . . . . . . . . . . . . . . 39,800 Japan Exchange Group, Inc. . . . . . . . . . . . . . . . 2,388,700 MS&AD Insurance Group Holdings, Inc. . . . . . . . 584,400 Nidec Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 214,700 Rakuten, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 2,045,000 Shimano, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 145,100 SMC Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 86,300 Square Enix Holdings Co., Ltd. . . . . . . . . . . . . . 153,400 Sumitomo Mitsui Trust Holdings, Inc. . . . . . . . . . 625,400 Toyota Tsusho Corp. . . . . . . . . . . . . . . . . . . . . . 816,100

18,416,080 16,281,548 12,815,630 37,377,515 16,302,835 19,752,637 26,601,588 21,509,511 24,894,993 5,270,824 20,296,119 18,929,624 238,448,904

Netherlands—1.5% Heineken Holding NV . . . . . . . . . . . . . . . . . . .

334,621

26,826,406

Panama—1.0% Copa Holdings S.A. - Class A . . . . . . . . . . . . . .

202,473

17,803,451

Peru—0.8% Credicorp, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . .

88,859

13,526,117

Russia—2.0% Magnit PJSC (GDR) . . . . . . . . . . . . . . . . . . . . . Yandex NV - Class A (b) . . . . . . . . . . . . . . . . . .

463,363 730,656

19,317,603 15,380,309

69,953,985 Finland—2.1% Kone Oyj - Class B . . . . . . . . . . . . . . . . . . . . . . Sampo Oyj - A Shares . . . . . . . . . . . . . . . . . . .

424,391 358,314

21,533,198 15,938,447

34,697,912

37,471,645 France—3.2% Bureau Veritas S.A. . . . . . . . . . . . . . . . . . . . . . Edenred . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Essilor International S.A. . . . . . . . . . . . . . . . . . . Legrand S.A. . . . . . . . . . . . . . . . . . . . . . . . . . .

338,709 481,370 132,777 354,259

7,265,429 11,255,642 17,123,434 20,887,333 56,531,838

Germany—5.5% Brenntag AG . . . . . . . . . . . . . . . . . . . . . . . . . . Continental AG . . . . . . . . . . . . . . . . . . . . . . . . Deutsche Boerse AG (b) . . . . . . . . . . . . . . . . . . MTU Aero Engines AG . . . . . . . . . . . . . . . . . . . SAP SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

266,377 72,769 338,807 112,440 294,510

14,535,941 15,299,344 27,433,857 11,374,992 26,796,867 95,441,001

Hong Kong—2.6% Hang Seng Bank, Ltd. . . . . . . . . . . . . . . . . . . . . 1,024,300 Hong Kong Exchanges and Clearing, Ltd. . . . . . . 1,058,800

Singapore—1.3% United Overseas Bank, Ltd. . . . . . . . . . . . . . . . . 1,654,257

22,977,995

South Africa—3.3% Naspers, Ltd. - N Shares . . . . . . . . . . . . . . . . . .

332,641

57,649,137

South Korea—5.6% NAVER Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Samsung Electronics Co., Ltd. . . . . . . . . . . . . . . SK Telecom Co., Ltd. . . . . . . . . . . . . . . . . . . . .

27,276 41,809 76,078

21,895,839 60,934,394 15,568,964 98,399,197

Spain—2.9% Bankinter S.A. . . . . . . . . . . . . . . . . . . . . . . . . . 2,306,268 Industria de Diseno Textil S.A. . . . . . . . . . . . . . . 902,358

16,404,595 33,450,889 49,855,484

18,395,351 27,930,552 46,325,903

Sweden—4.8% Atlas Copco AB - B Shares . . . . . . . . . . . . . . . . 1,289,563 Svenska Handelsbanken AB - A Shares . . . . . . . . 2,612,943

MSF-1

35,209,578 35,883,144

Metropolitan Series Fund Baillie Gifford International Stock Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued)

Securities Lending Reinvestments (c)—1.2%

Security Description

Shares/ Principal Amount*

Value

Sweden—(Continued) Volvo AB - B Shares . . . . . . . . . . . . . . . . . . . .

1,067,847 $

12,178,411

Security Description

83,271,133 Switzerland—5.2% Cie Financiere Richemont S.A. . . . . . . . . . . . . LafargeHolcim, Ltd. (b) . . . . . . . . . . . . . . . . . . Nestle S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . SGS S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . .

262,716 288,841 612,177 4,872

15,996,174 15,577,344 48,235,646 10,907,081 90,716,245

Taiwan—5.1% Hon Hai Precision Industry Co., Ltd. . . . . . . . . . 5,782,584 Taiwan Semiconductor Manufacturing Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12,547,000

14,640,262 73,585,094 88,225,356

United Kingdom—12.2% ASOS plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . British American Tobacco plc . . . . . . . . . . . . . Burberry Group plc . . . . . . . . . . . . . . . . . . . . Capita plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Hargreaves Lansdown plc . . . . . . . . . . . . . . . . Howden Joinery Group plc . . . . . . . . . . . . . . . Prudential plc . . . . . . . . . . . . . . . . . . . . . . . . . Rio Tinto plc . . . . . . . . . . . . . . . . . . . . . . . . . Rolls-Royce Holdings plc (b) . . . . . . . . . . . . . . . St. James’s Place plc . . . . . . . . . . . . . . . . . . . . Tullow Oil plc (a) (b) . . . . . . . . . . . . . . . . . . . . Unilever NV . . . . . . . . . . . . . . . . . . . . . . . . . Wolseley plc . . . . . . . . . . . . . . . . . . . . . . . . .

193,858 365,935 607,159 1,638,453 933,020 2,255,033 1,187,170 748,060 897,310 1,197,638 2,138,589 539,183 410,652

12,184,030 23,402,411 10,865,908 14,231,386 15,394,813 12,619,373 21,070,455 24,891,695 8,374,999 14,746,257 7,021,620 24,872,707 23,147,376 212,823,030

United States—0.7% Pricesmart, Inc. . . . . . . . . . . . . . . . . . . . . . . .

147,487

Total Common Stocks (Cost $1,394,204,089) . . . . . . . . . . . . . . .

12,353,511 1,707,456,334

Short-Term Investment—0.4% Repurchase Agreement—0.4% Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $7,830,335 on 10/03/16, collateralized by $7,870,000 U.S. Treasury Note at 1.375% due 01/31/21 with a value of $7,988,050. . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investments (Cost $7,830,316) . . . . . . . . . . . . . . . . . . .

7,830,316

7,830,316 7,830,316

Repurchase Agreements—1.1% 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. . . . . . . . . . . . . . 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 Bonds 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. . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . 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. . . . . . . . . . . . . . Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $2,400,199 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. . . . . . . . . . . . . . Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $43,732 on 10/03/16, collateralized by $36,130 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 $44,605. . . . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . .

MSF-2

Principal Amount*

Value

1,600,000 $

1,600,000

2,000,000

2,000,000

2,000,000

2,000,000

2,000,000

2,000,000

2,400,000

2,400,000

43,731

43,731

3,500,000

3,500,000

Metropolitan Series Fund Baillie Gifford International Stock Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (c)—(Continued) Security Description

Principal Amount*

* (a)

Value

Repurchase Agreements—(Continued) 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 $ 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

3,000,000

2,000,000 18,543,731

Time Deposits—0.1% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . 100,000 Canadian Imperial Bank 0.260%, 10/03/16 . . . . . . . . . . . . . . . . . . 1,000,000 Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . 300,000 Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . 300,000

100,000 1,000,000 300,000 300,000 1,700,000

Total Securities Lending Reinvestments (Cost $20,243,731) . . . . . . . . . . . . . . . . . . .

20,243,731

Total Investments—99.5% (Cost $1,422,278,136) (d) . . . . . . . . . . . . . . Other assets and liabilities (net)—0.5% . . . . . . .

1,735,530,381 9,136,942

Net Assets—100.0% . . . . . . . . . . . . . . . . . .

$1,744,667,323

Principal amount stated in U.S. dollars unless otherwise noted. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $20,403,390 and the collateral received consisted of cash in the amount of $20,243,731. 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 $1,422,278,136. The aggregate unrealized appreciation and depreciation of investments were $408,055,823 and $(94,803,578), respectively, resulting in net unrealized appreciation of $313,252,245. (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. (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. Ten Largest Industries as of September 30, 2016 (Unaudited) Banks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Internet Software & Services . . . . . . . . . . . . . . . . . . . . . . Machinery . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Capital Markets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Insurance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Semiconductors & Semiconductor Equipment . . . . . . . . . Trading Companies & Distributors . . . . . . . . . . . . . . . . . Construction Materials . . . . . . . . . . . . . . . . . . . . . . . . . . Professional Services . . . . . . . . . . . . . . . . . . . . . . . . . . . Technology Hardware, Storage & Peripherals . . . . . . . .

MSF-3

% of Net Assets 8.1 6.8 6.3 6.2 5.9 4.2 4.0 3.7 3.6 3.5

Metropolitan Series Fund Baillie Gifford International Stock 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 Argentina . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Australia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Brazil . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Canada . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . China . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Denmark . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Finland . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . France . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Germany . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hong Kong . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ireland . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Japan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Netherlands . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Panama . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Peru . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Russia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Singapore . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . South Africa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . South Korea . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Spain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sweden . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Switzerland . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Taiwan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . United Kingdom . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . United States . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$ 37,633,996 — 13,474,240 85,135,008 61,008,585 — — — — — 35,298,163 — — 17,803,451 13,526,117 15,380,309 — — — — — — — — 12,353,511 291,613,380 —

$

— 47,671,121 — — — 69,953,985 37,471,645 56,531,838 95,441,001 46,325,903 73,936,971 238,448,904 26,826,406 — — 19,317,603 22,977,995 57,649,137 98,399,197 49,855,484 83,271,133 90,716,245 88,225,356 212,823,030 — 1,415,842,954 7,830,316

$— — — — — — — — — — — — — — — — — — — — — — — — — — —

$

— — — $291,613,380

18,543,731 1,700,000 20,243,731 $1,443,917,001

— — — $—

18,543,731 1,700,000 20,243,731 $1,735,530,381

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$

$

$—

$

*

See Schedule of Investments for additional detailed categorizations.

MSF-4

—

(20,243,731)

37,633,996 47,671,121 13,474,240 85,135,008 61,008,585 69,953,985 37,471,645 56,531,838 95,441,001 46,325,903 109,235,134 238,448,904 26,826,406 17,803,451 13,526,117 34,697,912 22,977,995 57,649,137 98,399,197 49,855,484 83,271,133 90,716,245 88,225,356 212,823,030 12,353,511 1,707,456,334 7,830,316

(20,243,731)

Metropolitan Series Fund Barclays Aggregate Bond Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—67.0% of Net Assets Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—28.0% Fannie Mae 15 Yr. Pool 2.500%, 12/01/27 . . . . . . . . . . . . . . . . . . 3,907,994 $ 2.500%, 02/01/28 . . . . . . . . . . . . . . . . . . 3,035,834 2.500%, 07/01/28 . . . . . . . . . . . . . . . . . . 5,391,735 2.500%, 10/01/28 . . . . . . . . . . . . . . . . . . 3,470,264 2.500%, 03/01/30 . . . . . . . . . . . . . . . . . . 3,391,174 2.500%, 09/01/31 . . . . . . . . . . . . . . . . . . 4,909,091 3.000%, 01/01/27 . . . . . . . . . . . . . . . . . . 1,568,822 3.000%, 02/01/27 . . . . . . . . . . . . . . . . . . 2,566,418 3.000%, 03/01/27 . . . . . . . . . . . . . . . . . . 1,339,496 3.000%, 01/01/29 . . . . . . . . . . . . . . . . . . 5,922,800 3.000%, 10/01/29 . . . . . . . . . . . . . . . . . . 2,707,240 3.000%, 06/01/30 . . . . . . . . . . . . . . . . . . 3,344,259 3.500%, 02/01/26 . . . . . . . . . . . . . . . . . . 2,491,782 3.500%, 03/01/26 . . . . . . . . . . . . . . . . . . 992,602 3.500%, 05/01/29 . . . . . . . . . . . . . . . . . . 2,542,343 4.000%, 04/01/19 . . . . . . . . . . . . . . . . . . 56,976 4.000%, 05/01/19 . . . . . . . . . . . . . . . . . . 134,834 4.000%, 01/01/20 . . . . . . . . . . . . . . . . . . 264,461 4.000%, 06/01/24 . . . . . . . . . . . . . . . . . . 411,807 4.000%, 11/01/24 . . . . . . . . . . . . . . . . . . 2,207,812 4.500%, 07/01/18 . . . . . . . . . . . . . . . . . . 164,620 4.500%, 05/01/19 . . . . . . . . . . . . . . . . . . 72,059 4.500%, 08/01/24 . . . . . . . . . . . . . . . . . . 534,757 4.500%, 06/01/25 . . . . . . . . . . . . . . . . . . 974,757 5.000%, 06/01/18 . . . . . . . . . . . . . . . . . . 26,547 5.000%, 01/01/19 . . . . . . . . . . . . . . . . . . 67,451 5.000%, 02/01/20 . . . . . . . . . . . . . . . . . . 152,551 5.000%, 01/01/22 . . . . . . . . . . . . . . . . . . 215,075 5.000%, 02/01/24 . . . . . . . . . . . . . . . . . . 617,254 5.500%, 11/01/17 . . . . . . . . . . . . . . . . . . 9,607 5.500%, 02/01/18 . . . . . . . . . . . . . . . . . . 11,652 5.500%, 04/01/18 . . . . . . . . . . . . . . . . . . 110,531 6.000%, 09/01/17 . . . . . . . . . . . . . . . . . . 17,650 6.500%, 04/01/17 . . . . . . . . . . . . . . . . . . 40,383 Fannie Mae 20 Yr. Pool 3.000%, 02/01/33 . . . . . . . . . . . . . . . . . . 1,953,256 3.000%, 08/01/35 . . . . . . . . . . . . . . . . . . 2,701,452 3.000%, 05/01/36 . . . . . . . . . . . . . . . . . . 3,719,365 3.500%, 04/01/32 . . . . . . . . . . . . . . . . . . 1,861,190 3.500%, 09/01/35 . . . . . . . . . . . . . . . . . . 2,808,071 4.000%, 02/01/31 . . . . . . . . . . . . . . . . . . 873,383 4.500%, 08/01/30 . . . . . . . . . . . . . . . . . . 544,587 5.000%, 02/01/24 . . . . . . . . . . . . . . . . . . 207,031 5.000%, 09/01/25 . . . . . . . . . . . . . . . . . . 167,313 5.500%, 07/01/23 . . . . . . . . . . . . . . . . . . 124,928 5.500%, 01/01/24 . . . . . . . . . . . . . . . . . . 82,587 5.500%, 07/01/24 . . . . . . . . . . . . . . . . . . 217,563 5.500%, 07/01/25 . . . . . . . . . . . . . . . . . . 190,762 7.000%, 10/01/21 . . . . . . . . . . . . . . . . . . 9,547 Fannie Mae 30 Yr. Pool 2.500%, 08/01/46 . . . . . . . . . . . . . . . . . . 3,926,388 3.000%, 08/01/42 . . . . . . . . . . . . . . . . . . 1,607,780 3.000%, 09/01/42 . . . . . . . . . . . . . . . . . . 2,224,229 3.000%, 11/01/42 . . . . . . . . . . . . . . . . . . 2,721,036 3.000%, 12/01/42 . . . . . . . . . . . . . . . . . . 5,096,782

Value

Security Description

4,059,933 3,154,179 5,601,920 3,605,544 3,512,419 5,089,426 1,649,475 2,698,649 1,408,512 6,220,774 2,842,298 3,511,745 2,631,244 1,048,157 2,682,926 58,803 139,154 272,988 431,142 2,311,476 170,633 73,900 562,971 1,026,196 27,552 69,311 159,615 226,828 661,533 9,744 11,860 113,177 17,804 40,609 2,054,898 2,841,203 3,914,695 1,992,026 2,992,385 951,707 595,816 229,750 185,673 140,629 92,967 244,908 214,738 10,236 3,964,344 1,675,388 2,317,760 2,835,458 5,311,106

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Fannie Mae 30 Yr. Pool 3.000%, 01/01/43 . . . . . . . . . . . . . . . . . 1,321,850 $ 3.000%, 02/01/43 . . . . . . . . . . . . . . . . . 4,660,022 3.000%, 03/01/43 . . . . . . . . . . . . . . . . . 5,729,628 3.000%, 05/01/43 . . . . . . . . . . . . . . . . . 4,084,114 3.000%, 07/01/43 . . . . . . . . . . . . . . . . . 10,515,006 3.000%, 09/01/43 . . . . . . . . . . . . . . . . . 3,341,905 3.000%, 05/01/45 . . . . . . . . . . . . . . . . . 3,524,110 3.000%, 05/01/46 . . . . . . . . . . . . . . . . . 3,780,241 3.000%, 06/01/46 . . . . . . . . . . . . . . . . . 4,772,603 3.000%, 08/01/46 . . . . . . . . . . . . . . . . . 4,789,100 3.000%, 10/01/46 . . . . . . . . . . . . . . . . . 4,805,825 3.500%, 12/01/40 . . . . . . . . . . . . . . . . . 2,110,463 3.500%, 03/01/42 . . . . . . . . . . . . . . . . . 1,352,099 3.500%, 04/01/42 . . . . . . . . . . . . . . . . . 3,028,222 3.500%, 05/01/42 . . . . . . . . . . . . . . . . . 3,519,906 3.500%, 06/01/42 . . . . . . . . . . . . . . . . . 2,666,095 3.500%, 08/01/42 . . . . . . . . . . . . . . . . . 1,754,534 3.500%, 09/01/42 . . . . . . . . . . . . . . . . . 4,752,745 3.500%, 10/01/42 . . . . . . . . . . . . . . . . . 2,266,338 3.500%, 01/01/43 . . . . . . . . . . . . . . . . . 2,097,109 3.500%, 02/01/43 . . . . . . . . . . . . . . . . . 3,417,381 3.500%, 04/01/43 . . . . . . . . . . . . . . . . . 3,793,522 3.500%, 06/01/43 . . . . . . . . . . . . . . . . . 2,070,644 3.500%, 08/01/44 . . . . . . . . . . . . . . . . . 2,767,214 3.500%, 02/01/45 . . . . . . . . . . . . . . . . . 3,827,823 3.500%, 03/01/45 . . . . . . . . . . . . . . . . . 5,824,719 3.500%, 04/01/45 . . . . . . . . . . . . . . . . . 7,209,666 3.500%, 09/01/45 . . . . . . . . . . . . . . . . . 11,975,218 3.500%, 11/01/45 . . . . . . . . . . . . . . . . . 4,290,507 3.500%, 01/01/46 . . . . . . . . . . . . . . . . . 4,516,987 3.500%, 03/01/46 . . . . . . . . . . . . . . . . . 4,593,049 3.500%, 05/01/46 . . . . . . . . . . . . . . . . . 3,791,597 4.000%, 08/01/39 . . . . . . . . . . . . . . . . . 1,487,726 4.000%, 09/01/39 . . . . . . . . . . . . . . . . . 1,096,683 4.000%, 12/01/39 . . . . . . . . . . . . . . . . . 1,346,163 4.000%, 06/01/40 . . . . . . . . . . . . . . . . . 1,688,930 4.000%, 09/01/40 . . . . . . . . . . . . . . . . . 865,998 4.000%, 12/01/40 . . . . . . . . . . . . . . . . . 6,240,909 4.000%, 01/01/41 . . . . . . . . . . . . . . . . . 3,484,948 4.000%, 02/01/41 . . . . . . . . . . . . . . . . . 3,902,634 4.000%, 12/01/41 . . . . . . . . . . . . . . . . . 1,462,846 4.000%, 02/01/42 . . . . . . . . . . . . . . . . . 1,666,329 4.000%, 09/01/43 . . . . . . . . . . . . . . . . . 2,432,583 4.000%, 02/01/44 . . . . . . . . . . . . . . . . . 3,555,197 4.000%, 05/01/44 . . . . . . . . . . . . . . . . . 2,759,825 4.000%, 08/01/44 . . . . . . . . . . . . . . . . . 3,756,766 4.000%, 10/01/44 . . . . . . . . . . . . . . . . . 2,410,444 4.000%, 11/01/44 . . . . . . . . . . . . . . . . . 5,024,758 4.000%, 01/01/45 . . . . . . . . . . . . . . . . . 3,941,387 4.000%, 03/01/45 . . . . . . . . . . . . . . . . . 3,242,456 4.000%, 10/01/45 . . . . . . . . . . . . . . . . . 4,325,400 4.500%, 08/01/33 . . . . . . . . . . . . . . . . . 248,915 4.500%, 10/01/33 . . . . . . . . . . . . . . . . . 266,806 4.500%, 04/01/34 . . . . . . . . . . . . . . . . . 122,308 4.500%, 01/01/39 . . . . . . . . . . . . . . . . . 152,173

MSF-5

Value

1,377,435 4,854,751 5,969,053 4,254,778 10,954,398 3,481,554 3,662,918 3,931,283 4,963,295 4,980,451 4,999,366 2,234,666 1,431,133 3,205,229 3,725,653 2,821,935 1,857,091 5,030,555 2,398,810 2,219,690 3,617,135 4,005,806 2,186,517 2,917,775 4,036,091 6,144,437 7,605,402 12,632,535 4,526,012 4,764,923 4,848,613 4,002,567 1,596,438 1,176,821 1,444,531 1,821,916 934,186 6,732,319 3,758,466 4,207,923 1,577,279 1,796,169 2,610,075 3,814,135 2,960,833 4,030,386 2,586,005 5,390,731 4,228,453 3,480,770 4,643,309 273,736 293,411 134,384 166,561

Metropolitan Series Fund Barclays Aggregate Bond Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Fannie Mae 30 Yr. Pool 4.500%, 07/01/39 . . . . . . . . . . . . . . . . . . 1,745,716 $ 4.500%, 09/01/39 . . . . . . . . . . . . . . . . . . 2,664,889 4.500%, 10/01/39 . . . . . . . . . . . . . . . . . . 1,235,949 4.500%, 05/01/40 . . . . . . . . . . . . . . . . . . 1,566,316 4.500%, 08/01/40 . . . . . . . . . . . . . . . . . . 2,561,082 4.500%, 11/01/40 . . . . . . . . . . . . . . . . . . 1,344,397 4.500%, 12/01/40 . . . . . . . . . . . . . . . . . . 2,336,072 4.500%, 04/01/41 . . . . . . . . . . . . . . . . . . 5,501,132 4.500%, 05/01/41 . . . . . . . . . . . . . . . . . . 1,373,484 4.500%, 03/01/44 . . . . . . . . . . . . . . . . . . 2,109,070 5.000%, 07/01/33 . . . . . . . . . . . . . . . . . . 148,245 5.000%, 08/01/33 . . . . . . . . . . . . . . . . . . 502,376 5.000%, 09/01/33 . . . . . . . . . . . . . . . . . . 237,884 5.000%, 10/01/33 . . . . . . . . . . . . . . . . . . 2,281,883 5.000%, 03/01/34 . . . . . . . . . . . . . . . . . . 273,546 5.000%, 04/01/34 . . . . . . . . . . . . . . . . . . 628,420 5.000%, 05/01/34 . . . . . . . . . . . . . . . . . . 81,573 5.000%, 09/01/34 . . . . . . . . . . . . . . . . . . 225,856 5.000%, 02/01/35 . . . . . . . . . . . . . . . . . . 342,529 5.000%, 04/01/35 . . . . . . . . . . . . . . . . . . 156,484 5.000%, 05/01/35 . . . . . . . . . . . . . . . . . . 44,379 5.000%, 11/01/35 . . . . . . . . . . . . . . . . . . 175,767 5.000%, 03/01/36 . . . . . . . . . . . . . . . . . . 650,059 5.000%, 07/01/37 . . . . . . . . . . . . . . . . . . 537,948 5.000%, 01/01/39 . . . . . . . . . . . . . . . . . . 501,304 5.000%, 04/01/40 . . . . . . . . . . . . . . . . . . 1,791,077 5.000%, 07/01/41 . . . . . . . . . . . . . . . . . . 1,217,156 5.500%, 10/01/32 . . . . . . . . . . . . . . . . . . 56,718 5.500%, 02/01/33 . . . . . . . . . . . . . . . . . . 133,740 5.500%, 03/01/33 . . . . . . . . . . . . . . . . . . 421,119 5.500%, 05/01/33 . . . . . . . . . . . . . . . . . . 1,606,501 5.500%, 08/01/33 . . . . . . . . . . . . . . . . . . 677,740 5.500%, 10/01/33 . . . . . . . . . . . . . . . . . . 88,254 5.500%, 12/01/33 . . . . . . . . . . . . . . . . . . 873,858 5.500%, 02/01/34 . . . . . . . . . . . . . . . . . . 188,723 5.500%, 03/01/34 . . . . . . . . . . . . . . . . . . 126,998 5.500%, 04/01/34 . . . . . . . . . . . . . . . . . . 63,584 5.500%, 06/01/34 . . . . . . . . . . . . . . . . . . 245,134 5.500%, 09/01/34 . . . . . . . . . . . . . . . . . . 228,453 5.500%, 12/01/34 . . . . . . . . . . . . . . . . . . 544,132 5.500%, 01/01/35 . . . . . . . . . . . . . . . . . . 166,923 5.500%, 02/01/35 . . . . . . . . . . . . . . . . . . 441,699 5.500%, 04/01/35 . . . . . . . . . . . . . . . . . . 198,346 5.500%, 06/01/35 . . . . . . . . . . . . . . . . . . 873,346 5.500%, 01/01/37 . . . . . . . . . . . . . . . . . . 243,362 5.500%, 05/01/37 . . . . . . . . . . . . . . . . . . 141,380 5.500%, 05/01/38 . . . . . . . . . . . . . . . . . . 115,581 5.500%, 06/01/38 . . . . . . . . . . . . . . . . . . 161,580 5.500%, 07/01/38 . . . . . . . . . . . . . . . . . . 103,874 6.000%, 08/01/28 . . . . . . . . . . . . . . . . . . 2,896 6.000%, 11/01/28 . . . . . . . . . . . . . . . . . . 865 6.000%, 12/01/28 . . . . . . . . . . . . . . . . . . 968 6.000%, 06/01/31 . . . . . . . . . . . . . . . . . . 37,798 6.000%, 09/01/32 . . . . . . . . . . . . . . . . . . 97,757 6.000%, 01/01/33 . . . . . . . . . . . . . . . . . . 24,146

Value

Security Description

1,910,411 2,916,301 1,352,551 1,721,218 2,814,362 1,477,352 2,567,099 6,046,201 1,509,573 2,307,420 165,295 560,157 265,244 2,544,334 305,007 700,432 90,893 251,662 381,667 174,155 49,390 195,615 723,467 597,571 556,279 1,990,831 1,353,185 64,206 151,411 476,760 1,818,766 767,289 99,914 989,320 213,638 143,765 71,979 277,498 258,615 615,971 188,961 500,014 223,888 985,810 273,900 159,109 130,066 181,828 116,891 3,316 995 1,120 43,832 113,361 28,000

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Fannie Mae 30 Yr. Pool 6.000%, 02/01/33 . . . . . . . . . . . . . . . . . . 83,958 $ 6.000%, 03/01/33 . . . . . . . . . . . . . . . . . . 100,118 6.000%, 04/01/33 . . . . . . . . . . . . . . . . . . 270,873 6.000%, 05/01/33 . . . . . . . . . . . . . . . . . . 283,950 6.000%, 05/01/34 . . . . . . . . . . . . . . . . . . 402,752 6.000%, 09/01/34 . . . . . . . . . . . . . . . . . . 234,920 6.000%, 11/01/34 . . . . . . . . . . . . . . . . . . 345,505 6.000%, 01/01/35 . . . . . . . . . . . . . . . . . . 154,257 6.000%, 07/01/36 . . . . . . . . . . . . . . . . . . 61,026 6.000%, 09/01/36 . . . . . . . . . . . . . . . . . . 180,788 6.000%, 07/01/37 . . . . . . . . . . . . . . . . . . 48,867 6.000%, 08/01/37 . . . . . . . . . . . . . . . . . . 241,033 6.000%, 09/01/37 . . . . . . . . . . . . . . . . . . 542,580 6.000%, 10/01/37 . . . . . . . . . . . . . . . . . . 207,111 6.000%, 05/01/38 . . . . . . . . . . . . . . . . . . 695,729 6.000%, 12/01/38 . . . . . . . . . . . . . . . . . . 160,030 6.500%, 05/01/28 . . . . . . . . . . . . . . . . . . 51,195 6.500%, 12/01/28 . . . . . . . . . . . . . . . . . . 157,989 6.500%, 03/01/29 . . . . . . . . . . . . . . . . . . 2,994 6.500%, 04/01/29 . . . . . . . . . . . . . . . . . . 29,456 6.500%, 05/01/29 . . . . . . . . . . . . . . . . . . 5,214 6.500%, 08/01/29 . . . . . . . . . . . . . . . . . . 850 6.500%, 05/01/30 . . . . . . . . . . . . . . . . . . 30,274 6.500%, 09/01/31 . . . . . . . . . . . . . . . . . . 6,116 6.500%, 06/01/32 . . . . . . . . . . . . . . . . . . 26,239 6.500%, 09/01/33 . . . . . . . . . . . . . . . . . . 15,590 6.500%, 10/01/33 . . . . . . . . . . . . . . . . . . 104,833 6.500%, 10/01/34 . . . . . . . . . . . . . . . . . . 286,576 6.500%, 10/01/37 . . . . . . . . . . . . . . . . . . 106,754 7.000%, 06/01/26 . . . . . . . . . . . . . . . . . . 655 7.000%, 06/01/28 . . . . . . . . . . . . . . . . . . 7,260 7.000%, 10/01/29 . . . . . . . . . . . . . . . . . . 9,809 7.000%, 12/01/29 . . . . . . . . . . . . . . . . . . 3,539 7.000%, 06/01/32 . . . . . . . . . . . . . . . . . . 55,516 7.000%, 10/01/37 . . . . . . . . . . . . . . . . . . 187,471 7.500%, 09/01/25 . . . . . . . . . . . . . . . . . . 4,513 7.500%, 06/01/26 . . . . . . . . . . . . . . . . . . 5,132 7.500%, 07/01/29 . . . . . . . . . . . . . . . . . . 11,544 7.500%, 10/01/29 . . . . . . . . . . . . . . . . . . 7,078 8.000%, 11/01/29 . . . . . . . . . . . . . . . . . . 163 8.000%, 05/01/30 . . . . . . . . . . . . . . . . . . 17,183 8.000%, 11/01/30 . . . . . . . . . . . . . . . . . . 3,029 8.000%, 01/01/31 . . . . . . . . . . . . . . . . . . 3,432 8.000%, 02/01/31 . . . . . . . . . . . . . . . . . . 5,885 Fannie Mae ARM Pool 2.547%, 02/01/45 (a) . . . . . . . . . . . . . . . . 940,232 2.760%, 11/01/43 (a) . . . . . . . . . . . . . . . . 1,475,926 2.769%, 02/01/42 (a) . . . . . . . . . . . . . . . . 1,981,960 2.935%, 10/01/41 (a) . . . . . . . . . . . . . . . . 194,574 Fannie Mae-ACES 2.679%, 05/25/21 (a) . . . . . . . . . . . . . . . . 5,000,000 Freddie Mac 15 Yr. Gold Pool 2.500%, 12/01/27 . . . . . . . . . . . . . . . . . . 1,891,381 2.500%, 02/01/28 . . . . . . . . . . . . . . . . . . 2,933,992 2.500%, 04/01/28 . . . . . . . . . . . . . . . . . . 2,506,877

MSF-6

Value

97,365 116,106 314,129 329,294 466,870 272,319 400,509 177,074 69,920 207,136 55,969 276,066 621,441 237,214 796,850 183,299 59,899 181,981 3,449 33,929 6,005 979 34,872 7,161 30,720 17,957 120,753 345,243 123,863 715 7,347 11,680 3,642 64,370 220,879 5,245 6,125 13,840 7,548 198 17,861 3,501 3,965 7,048 966,985 1,540,436 2,058,616 203,919 5,220,700 1,965,364 3,049,020 2,605,161

Metropolitan Series Fund Barclays Aggregate Bond Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Freddie Mac 15 Yr. Gold Pool 2.500%, 12/01/29 . . . . . . . . . . . . . . . . . . 3,646,902 $ 2.500%, 01/01/31 . . . . . . . . . . . . . . . . . . 4,469,200 3.000%, 03/01/27 . . . . . . . . . . . . . . . . . . 1,429,020 3.000%, 05/01/27 . . . . . . . . . . . . . . . . . . 1,899,087 3.000%, 11/01/28 . . . . . . . . . . . . . . . . . . 2,315,457 3.000%, 12/01/29 . . . . . . . . . . . . . . . . . . 4,133,035 3.000%, 05/01/31 . . . . . . . . . . . . . . . . . . 4,624,631 3.500%, 12/01/25 . . . . . . . . . . . . . . . . . . 1,674,273 3.500%, 05/01/26 . . . . . . . . . . . . . . . . . . 590,015 3.500%, 09/01/30 . . . . . . . . . . . . . . . . . . 3,498,935 4.000%, 06/01/19 . . . . . . . . . . . . . . . . . . 92,520 4.000%, 05/01/25 . . . . . . . . . . . . . . . . . . 909,697 4.000%, 08/01/25 . . . . . . . . . . . . . . . . . . 480,094 4.000%, 10/01/25 . . . . . . . . . . . . . . . . . . 449,387 4.500%, 09/01/18 . . . . . . . . . . . . . . . . . . 81,965 4.500%, 10/01/18 . . . . . . . . . . . . . . . . . . 181,106 4.500%, 04/01/19 . . . . . . . . . . . . . . . . . . 175,945 4.500%, 06/01/19 . . . . . . . . . . . . . . . . . . 115,953 4.500%, 08/01/19 . . . . . . . . . . . . . . . . . . 35,028 5.000%, 05/01/18 . . . . . . . . . . . . . . . . . . 192,385 5.000%, 12/01/18 . . . . . . . . . . . . . . . . . . 39,358 5.000%, 06/01/19 . . . . . . . . . . . . . . . . . . 134,645 5.500%, 11/01/17 . . . . . . . . . . . . . . . . . . 13,617 5.500%, 01/01/24 . . . . . . . . . . . . . . . . . . 421,368 6.000%, 05/01/17 . . . . . . . . . . . . . . . . . . 4,342 Freddie Mac 20 Yr. Gold Pool 3.000%, 04/01/33 . . . . . . . . . . . . . . . . . . 3,041,629 3.500%, 04/01/32 . . . . . . . . . . . . . . . . . . 2,599,921 4.000%, 01/01/31 . . . . . . . . . . . . . . . . . . 944,455 4.000%, 08/01/31 . . . . . . . . . . . . . . . . . . 948,365 4.500%, 05/01/29 . . . . . . . . . . . . . . . . . . 254,186 5.000%, 03/01/27 . . . . . . . . . . . . . . . . . . 133,581 Freddie Mac 30 Yr. Gold Pool 2.500%, 07/01/43 . . . . . . . . . . . . . . . . . . 2,753,487 3.000%, 10/01/42 . . . . . . . . . . . . . . . . . . 2,533,268 3.000%, 01/01/43 . . . . . . . . . . . . . . . . . . 2,561,467 3.000%, 03/01/43 . . . . . . . . . . . . . . . . . . 6,133,797 3.000%, 04/01/43 . . . . . . . . . . . . . . . . . . 4,702,858 3.000%, 06/01/43 . . . . . . . . . . . . . . . . . . 1,831,917 3.000%, 07/01/43 . . . . . . . . . . . . . . . . . . 4,157,077 3.000%, 06/01/45 . . . . . . . . . . . . . . . . . . 4,543,678 3.000%, 01/01/46 . . . . . . . . . . . . . . . . . . 2,780,662 3.000%, 06/01/46 . . . . . . . . . . . . . . . . . . 4,757,605 3.000%, 09/01/46 . . . . . . . . . . . . . . . . . . 3,860,870 3.500%, 01/01/42 . . . . . . . . . . . . . . . . . . 1,527,080 3.500%, 03/01/42 . . . . . . . . . . . . . . . . . . 1,385,983 3.500%, 08/01/42 . . . . . . . . . . . . . . . . . . 4,616,589 3.500%, 02/01/43 . . . . . . . . . . . . . . . . . . 1,935,868 3.500%, 05/01/43 . . . . . . . . . . . . . . . . . . 3,311,351 3.500%, 06/01/43 . . . . . . . . . . . . . . . . . . 2,103,538 3.500%, 06/01/44 . . . . . . . . . . . . . . . . . . 2,457,752 3.500%, 10/01/44 . . . . . . . . . . . . . . . . . . 2,672,594 3.500%, 11/01/44 . . . . . . . . . . . . . . . . . . 3,411,843 3.500%, 12/01/44 . . . . . . . . . . . . . . . . . . 3,558,649 3.500%, 05/01/45 . . . . . . . . . . . . . . . . . . 4,177,249

Value

Security Description

3,777,526 4,631,809 1,502,148 1,996,270 2,432,568 4,342,024 4,860,807 1,770,874 624,454 3,696,626 95,380 948,837 500,750 468,722 84,854 187,487 180,752 118,803 35,950 197,628 40,430 138,555 13,823 458,423 4,364 3,199,774 2,776,453 1,031,296 1,035,564 278,187 147,919 2,777,204 2,638,683 2,668,056 6,389,490 4,898,901 1,908,282 4,330,369 4,722,184 2,889,904 4,946,983 4,015,680 1,616,109 1,466,786 4,885,736 2,044,501 3,497,171 2,221,579 2,591,185 2,817,691 3,597,074 3,751,850 4,405,886

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Freddie Mac 30 Yr. Gold Pool 3.500%, 08/01/45 . . . . . . . . . . . . . . . . . . 3,803,897 $ 3.500%, 11/01/45 . . . . . . . . . . . . . . . . . . 4,357,552 3.500%, 12/01/45 . . . . . . . . . . . . . . . . . . 2,635,117 3.500%, 03/01/46 . . . . . . . . . . . . . . . . . . 8,085,728 4.000%, 06/01/39 . . . . . . . . . . . . . . . . . . 911,431 4.000%, 12/01/39 . . . . . . . . . . . . . . . . . . 1,434,594 4.000%, 11/01/40 . . . . . . . . . . . . . . . . . . 1,363,895 4.000%, 04/01/41 . . . . . . . . . . . . . . . . . . 1,313,867 4.000%, 09/01/41 . . . . . . . . . . . . . . . . . . 1,378,293 4.000%, 10/01/41 . . . . . . . . . . . . . . . . . . 3,088,649 4.000%, 11/01/41 . . . . . . . . . . . . . . . . . . 1,310,000 4.000%, 10/01/43 . . . . . . . . . . . . . . . . . . 3,520,170 4.000%, 07/01/44 . . . . . . . . . . . . . . . . . . 4,004,936 4.000%, 10/01/44 . . . . . . . . . . . . . . . . . . 3,103,834 4.000%, 07/01/45 . . . . . . . . . . . . . . . . . . 4,728,687 4.000%, 02/01/46 . . . . . . . . . . . . . . . . . . 2,570,131 4.500%, 10/01/35 . . . . . . . . . . . . . . . . . . 469,449 4.500%, 06/01/38 . . . . . . . . . . . . . . . . . . 712,860 4.500%, 02/01/39 . . . . . . . . . . . . . . . . . . 429,355 4.500%, 03/01/39 . . . . . . . . . . . . . . . . . . 290,119 4.500%, 04/01/39 . . . . . . . . . . . . . . . . . . 679,780 4.500%, 09/01/39 . . . . . . . . . . . . . . . . . . 823,207 4.500%, 10/01/39 . . . . . . . . . . . . . . . . . . 2,135,567 4.500%, 11/01/39 . . . . . . . . . . . . . . . . . . 667,000 4.500%, 01/01/40 . . . . . . . . . . . . . . . . . . 442,072 4.500%, 05/01/40 . . . . . . . . . . . . . . . . . . 843,686 4.500%, 11/01/40 . . . . . . . . . . . . . . . . . . 1,226,219 4.500%, 02/01/41 . . . . . . . . . . . . . . . . . . 475,586 4.500%, 05/01/41 . . . . . . . . . . . . . . . . . . 725,444 4.500%, 06/01/41 . . . . . . . . . . . . . . . . . . 527,331 4.500%, 12/01/43 . . . . . . . . . . . . . . . . . . 1,187,926 5.000%, 10/01/33 . . . . . . . . . . . . . . . . . . 569,878 5.000%, 03/01/34 . . . . . . . . . . . . . . . . . . 126,867 5.000%, 08/01/35 . . . . . . . . . . . . . . . . . . 571,370 5.000%, 09/01/35 . . . . . . . . . . . . . . . . . . 257,078 5.000%, 10/01/35 . . . . . . . . . . . . . . . . . . 204,098 5.000%, 01/01/36 . . . . . . . . . . . . . . . . . . 634,222 5.000%, 04/01/38 . . . . . . . . . . . . . . . . . . 337,923 5.000%, 11/01/39 . . . . . . . . . . . . . . . . . . 1,525,400 5.000%, 05/01/40 . . . . . . . . . . . . . . . . . . 1,994,611 5.500%, 06/01/34 . . . . . . . . . . . . . . . . . . 498,283 5.500%, 10/01/35 . . . . . . . . . . . . . . . . . . 224,635 5.500%, 12/01/35 . . . . . . . . . . . . . . . . . . 733,574 5.500%, 01/01/36 . . . . . . . . . . . . . . . . . . 435,584 5.500%, 12/01/37 . . . . . . . . . . . . . . . . . . 419,424 5.500%, 04/01/38 . . . . . . . . . . . . . . . . . . 1,853,752 5.500%, 07/01/38 . . . . . . . . . . . . . . . . . . 213,171 5.500%, 08/01/38 . . . . . . . . . . . . . . . . . . 552,348 6.000%, 11/01/28 . . . . . . . . . . . . . . . . . . 8,639 6.000%, 12/01/28 . . . . . . . . . . . . . . . . . . 6,411 6.000%, 04/01/29 . . . . . . . . . . . . . . . . . . 2,442 6.000%, 05/01/29 . . . . . . . . . . . . . . . . . . 1,936 6.000%, 06/01/31 . . . . . . . . . . . . . . . . . . 2,148 6.000%, 07/01/31 . . . . . . . . . . . . . . . . . . 723 6.000%, 09/01/31 . . . . . . . . . . . . . . . . . . 59,375

MSF-7

Value

4,012,099 4,596,058 2,779,347 8,533,928 976,903 1,537,647 1,468,793 1,415,030 1,484,417 3,326,464 1,410,865 3,773,287 4,292,069 3,326,363 5,071,207 2,758,185 514,537 783,197 469,507 317,250 743,350 900,190 2,335,278 729,376 485,970 927,465 1,347,984 522,591 797,143 579,450 1,299,762 633,905 141,076 634,427 285,449 226,622 704,214 374,122 1,689,038 2,212,839 563,026 252,923 825,953 489,462 470,532 2,079,588 239,141 619,638 9,996 7,435 2,785 2,208 2,450 839 67,768

Metropolitan Series Fund Barclays Aggregate Bond Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Freddie Mac 30 Yr. Gold Pool 6.000%, 04/01/32 . . . . . . . . . . . . . . . . . . 65,313 $ 6.000%, 11/01/32 . . . . . . . . . . . . . . . . . . 30,827 6.000%, 06/01/34 . . . . . . . . . . . . . . . . . . 114,304 6.000%, 11/01/35 . . . . . . . . . . . . . . . . . . 88,246 6.000%, 02/01/36 . . . . . . . . . . . . . . . . . . 132,086 6.000%, 08/01/36 . . . . . . . . . . . . . . . . . . 85,689 6.000%, 10/01/36 . . . . . . . . . . . . . . . . . . 176,716 6.000%, 11/01/36 . . . . . . . . . . . . . . . . . . 112,572 6.000%, 01/01/37 . . . . . . . . . . . . . . . . . . 155,863 6.000%, 02/01/38 . . . . . . . . . . . . . . . . . . 185,604 6.000%, 11/01/39 . . . . . . . . . . . . . . . . . . 1,539,578 6.000%, 04/01/40 . . . . . . . . . . . . . . . . . . 498,741 6.500%, 02/01/30 . . . . . . . . . . . . . . . . . . 5,347 6.500%, 08/01/31 . . . . . . . . . . . . . . . . . . 9,624 6.500%, 10/01/31 . . . . . . . . . . . . . . . . . . 7,136 6.500%, 11/01/31 . . . . . . . . . . . . . . . . . . 20,155 6.500%, 03/01/32 . . . . . . . . . . . . . . . . . . 350,494 6.500%, 04/01/32 . . . . . . . . . . . . . . . . . . 267,339 6.500%, 09/01/36 . . . . . . . . . . . . . . . . . . 392,950 6.500%, 11/01/37 . . . . . . . . . . . . . . . . . . 185,953 7.000%, 12/01/27 . . . . . . . . . . . . . . . . . . 1,314 7.000%, 11/01/28 . . . . . . . . . . . . . . . . . . 3,444 7.000%, 04/01/29 . . . . . . . . . . . . . . . . . . 3,622 7.000%, 05/01/29 . . . . . . . . . . . . . . . . . . 677 7.000%, 06/01/29 . . . . . . . . . . . . . . . . . . 5,895 7.000%, 07/01/29 . . . . . . . . . . . . . . . . . . 1,974 7.000%, 01/01/31 . . . . . . . . . . . . . . . . . . 100,203 7.500%, 08/01/24 . . . . . . . . . . . . . . . . . . 8,601 7.500%, 10/01/27 . . . . . . . . . . . . . . . . . . 10,340 7.500%, 10/01/29 . . . . . . . . . . . . . . . . . . 13,970 7.500%, 05/01/30 . . . . . . . . . . . . . . . . . . 11,978 8.000%, 02/01/27 . . . . . . . . . . . . . . . . . . 3,234 8.000%, 10/01/28 . . . . . . . . . . . . . . . . . . 6,328 Freddie Mac Multifamily Structured Pass-Through Certificates 2.902%, 08/25/20 . . . . . . . . . . . . . . . . . . 1,015,878 3.060%, 07/25/23 (a) . . . . . . . . . . . . . . . . 4,800,000 Ginnie Mae I 15 Yr. Pool 3.000%, 08/15/28 . . . . . . . . . . . . . . . . . . 2,955,740 5.000%, 10/15/20 . . . . . . . . . . . . . . . . . . 138,710 5.000%, 01/15/21 . . . . . . . . . . . . . . . . . . 122,639 Ginnie Mae I 30 Yr. Pool 3.000%, 11/15/42 . . . . . . . . . . . . . . . . . . 2,931,329 3.000%, 12/15/42 . . . . . . . . . . . . . . . . . . 2,159,613 3.000%, 02/15/43 . . . . . . . . . . . . . . . . . . 1,877,207 3.000%, 03/15/43 . . . . . . . . . . . . . . . . . . 2,372,480 3.000%, 05/15/43 . . . . . . . . . . . . . . . . . . 3,194,705 3.000%, 07/15/43 . . . . . . . . . . . . . . . . . . 2,037,105 3.500%, 01/15/42 . . . . . . . . . . . . . . . . . . 2,896,422 3.500%, 02/15/42 . . . . . . . . . . . . . . . . . . 1,087,750 3.500%, 03/15/42 . . . . . . . . . . . . . . . . . . 1,965,803 3.500%, 05/15/42 . . . . . . . . . . . . . . . . . . 1,364,677 3.500%, 09/15/42 . . . . . . . . . . . . . . . . . . 1,731,286 3.500%, 05/15/43 . . . . . . . . . . . . . . . . . . 2,247,441 4.000%, 07/15/39 . . . . . . . . . . . . . . . . . . 2,075,697

Value

Security Description

75,862 35,805 132,708 102,455 151,329 98,173 202,461 128,972 178,571 212,607 1,763,610 571,302 6,126 11,193 8,176 23,441 407,658 310,941 454,844 215,733 1,549 4,097 4,240 754 6,106 2,238 106,925 8,691 11,872 17,205 13,712 3,789 7,597

1,045,470 5,170,896 3,110,339 146,083 129,105 3,081,471 2,270,228 1,971,078 2,491,117 3,354,459 2,138,972 3,091,912 1,159,945 2,096,275 1,455,252 1,846,192 2,394,334 2,248,687

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Ginnie Mae I 30 Yr. Pool 4.000%, 07/15/40 . . . . . . . . . . . . . . . . . . 1,198,325 $ 4.000%, 03/15/41 . . . . . . . . . . . . . . . . . . 857,357 4.000%, 10/15/41 . . . . . . . . . . . . . . . . . . 2,069,253 4.500%, 01/15/39 . . . . . . . . . . . . . . . . . . 315,560 4.500%, 04/15/39 . . . . . . . . . . . . . . . . . . 935,056 4.500%, 05/15/39 . . . . . . . . . . . . . . . . . . 2,089,249 4.500%, 08/15/39 . . . . . . . . . . . . . . . . . . 924,851 4.500%, 01/15/40 . . . . . . . . . . . . . . . . . . 956,340 4.500%, 04/15/40 . . . . . . . . . . . . . . . . . . 1,055,289 4.500%, 02/15/41 . . . . . . . . . . . . . . . . . . 283,792 4.500%, 04/15/41 . . . . . . . . . . . . . . . . . . 556,877 5.000%, 12/15/35 . . . . . . . . . . . . . . . . . . 345,841 5.000%, 12/15/36 . . . . . . . . . . . . . . . . . . 141,296 5.000%, 01/15/39 . . . . . . . . . . . . . . . . . . 1,062,380 5.000%, 02/15/39 . . . . . . . . . . . . . . . . . . 191,526 5.000%, 08/15/39 . . . . . . . . . . . . . . . . . . 1,458,273 5.000%, 09/15/39 . . . . . . . . . . . . . . . . . . 353,311 5.000%, 12/15/39 . . . . . . . . . . . . . . . . . . 665,356 5.000%, 05/15/40 . . . . . . . . . . . . . . . . . . 1,104,403 5.500%, 03/15/36 . . . . . . . . . . . . . . . . . . 322,083 5.500%, 01/15/37 . . . . . . . . . . . . . . . . . . 409,946 5.500%, 11/15/37 . . . . . . . . . . . . . . . . . . 526,384 5.500%, 09/15/38 . . . . . . . . . . . . . . . . . . 218,517 5.500%, 08/15/39 . . . . . . . . . . . . . . . . . . 1,117,721 6.000%, 01/15/29 . . . . . . . . . . . . . . . . . . 5,532 6.000%, 01/15/33 . . . . . . . . . . . . . . . . . . 220,186 6.000%, 03/15/35 . . . . . . . . . . . . . . . . . . 233,688 6.000%, 12/15/35 . . . . . . . . . . . . . . . . . . 164,055 6.000%, 06/15/36 . . . . . . . . . . . . . . . . . . 158,033 6.000%, 09/15/36 . . . . . . . . . . . . . . . . . . 230,769 6.000%, 07/15/38 . . . . . . . . . . . . . . . . . . 984,333 6.500%, 05/15/23 . . . . . . . . . . . . . . . . . . 1,162 6.500%, 02/15/27 . . . . . . . . . . . . . . . . . . 28,430 6.500%, 07/15/28 . . . . . . . . . . . . . . . . . . 10,810 6.500%, 08/15/28 . . . . . . . . . . . . . . . . . . 9,640 6.500%, 11/15/28 . . . . . . . . . . . . . . . . . . 8,523 6.500%, 12/15/28 . . . . . . . . . . . . . . . . . . 9,010 6.500%, 07/15/29 . . . . . . . . . . . . . . . . . . 2,056 6.500%, 05/15/36 . . . . . . . . . . . . . . . . . . 133,651 7.000%, 01/15/28 . . . . . . . . . . . . . . . . . . 1,555 7.000%, 04/15/28 . . . . . . . . . . . . . . . . . . 2,944 7.000%, 05/15/28 . . . . . . . . . . . . . . . . . . 10,008 7.000%, 06/15/28 . . . . . . . . . . . . . . . . . . 7,917 7.000%, 10/15/28 . . . . . . . . . . . . . . . . . . 7,620 7.000%, 06/15/29 . . . . . . . . . . . . . . . . . . 1,976 7.000%, 09/15/29 . . . . . . . . . . . . . . . . . . 5,071 7.000%, 01/15/31 . . . . . . . . . . . . . . . . . . 1,316 7.000%, 03/15/31 . . . . . . . . . . . . . . . . . . 12,434 7.000%, 07/15/31 . . . . . . . . . . . . . . . . . . 405,044 7.000%, 08/15/31 . . . . . . . . . . . . . . . . . . 63,873 7.000%, 02/15/32 . . . . . . . . . . . . . . . . . . 10,179 7.000%, 07/15/32 . . . . . . . . . . . . . . . . . . 24,103 7.500%, 04/15/30 . . . . . . . . . . . . . . . . . . 8,136 8.000%, 08/15/26 . . . . . . . . . . . . . . . . . . 3,229 8.000%, 09/15/26 . . . . . . . . . . . . . . . . . . 2,758

MSF-8

Value

1,299,296 928,919 2,241,968 348,986 1,034,101 2,310,550 1,022,815 1,058,408 1,167,917 313,811 615,783 390,705 158,987 1,188,769 214,688 1,634,632 396,039 745,822 1,241,020 368,315 463,353 595,243 246,623 1,265,897 6,379 258,101 274,559 191,578 180,179 263,109 1,137,666 1,340 32,927 12,466 11,117 10,085 10,390 2,371 154,130 1,750 3,027 10,730 8,952 8,484 2,019 5,400 1,343 12,701 494,907 79,102 10,311 29,931 8,283 3,696 3,085

Metropolitan Series Fund Barclays Aggregate Bond Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Ginnie Mae I 30 Yr. Pool 8.000%, 06/15/29 . . . . . . . . . . . . . . . . . . 22,253 $ 9.000%, 11/15/24 . . . . . . . . . . . . . . . . . . 6,313 Ginnie Mae II 30 Yr. Pool 3.000%, 12/20/42 . . . . . . . . . . . . . . . . . . 2,677,524 3.000%, 03/20/43 . . . . . . . . . . . . . . . . . . 3,697,932 3.000%, 12/20/44 . . . . . . . . . . . . . . . . . . 3,600,090 3.000%, 04/20/45 . . . . . . . . . . . . . . . . . . 3,298,547 3.000%, 08/20/45 . . . . . . . . . . . . . . . . . . 4,540,903 3.000%, 11/20/45 . . . . . . . . . . . . . . . . . . 2,648,862 3.000%, 01/20/46 . . . . . . . . . . . . . . . . . . 4,550,426 3.000%, 08/20/46 . . . . . . . . . . . . . . . . . . 4,738,379 3.000%, 09/20/46 . . . . . . . . . . . . . . . . . . 4,766,082 3.500%, 12/20/41 . . . . . . . . . . . . . . . . . . 1,733,589 3.500%, 03/20/42 . . . . . . . . . . . . . . . . . . 3,566,382 3.500%, 08/20/42 . . . . . . . . . . . . . . . . . . 1,663,370 3.500%, 01/20/43 . . . . . . . . . . . . . . . . . . 4,894,274 3.500%, 04/20/43 . . . . . . . . . . . . . . . . . . 1,953,670 3.500%, 05/20/43 . . . . . . . . . . . . . . . . . . 3,300,407 3.500%, 07/20/44 . . . . . . . . . . . . . . . . . . 4,576,090 3.500%, 02/20/45 . . . . . . . . . . . . . . . . . . 5,056,151 3.500%, 06/20/45 . . . . . . . . . . . . . . . . . . 3,175,883 3.500%, 08/20/45 . . . . . . . . . . . . . . . . . . 7,120,516 3.500%, 09/20/45 . . . . . . . . . . . . . . . . . . 8,169,861 3.500%, 12/20/45 . . . . . . . . . . . . . . . . . . 4,172,723 3.500%, 01/20/46 . . . . . . . . . . . . . . . . . . 4,244,386 3.500%, 02/20/46 . . . . . . . . . . . . . . . . . . 3,497,325 3.500%, 05/20/46 . . . . . . . . . . . . . . . . . . 4,566,444 3.500%, 06/20/46 . . . . . . . . . . . . . . . . . . 3,762,436 4.000%, 11/20/40 . . . . . . . . . . . . . . . . . . 1,709,373 4.000%, 12/20/40 . . . . . . . . . . . . . . . . . . 1,766,195 4.000%, 05/20/43 . . . . . . . . . . . . . . . . . . 2,546,500 4.000%, 11/20/43 . . . . . . . . . . . . . . . . . . 1,307,760 4.000%, 02/20/44 . . . . . . . . . . . . . . . . . . 3,848,930 4.000%, 04/20/44 . . . . . . . . . . . . . . . . . . 1,790,798 4.000%, 05/20/44 . . . . . . . . . . . . . . . . . . 2,211,753 4.000%, 09/20/44 . . . . . . . . . . . . . . . . . . 3,477,036 4.000%, 10/20/44 . . . . . . . . . . . . . . . . . . 5,015,066 4.000%, 11/20/44 . . . . . . . . . . . . . . . . . . 994,572 4.000%, 10/20/45 . . . . . . . . . . . . . . . . . . 4,299,959 4.000%, 11/20/45 . . . . . . . . . . . . . . . . . . 2,237,691 4.500%, 08/20/40 . . . . . . . . . . . . . . . . . . 1,503,859 4.500%, 12/20/40 . . . . . . . . . . . . . . . . . . 928,817 4.500%, 04/20/41 . . . . . . . . . . . . . . . . . . 830,374 4.500%, 03/20/42 . . . . . . . . . . . . . . . . . . 644,054 4.500%, 10/20/43 . . . . . . . . . . . . . . . . . . 1,092,266 4.500%, 02/20/44 . . . . . . . . . . . . . . . . . . 2,069,077 4.500%, 04/20/45 . . . . . . . . . . . . . . . . . . 2,129,752 5.000%, 08/20/40 . . . . . . . . . . . . . . . . . . 668,250 5.000%, 10/20/40 . . . . . . . . . . . . . . . . . . 666,946 5.000%, 06/20/44 . . . . . . . . . . . . . . . . . . 1,662,418 6.500%, 06/20/31 . . . . . . . . . . . . . . . . . . 24,278 6.500%, 11/20/38 . . . . . . . . . . . . . . . . . . 566,648 7.500%, 02/20/28 . . . . . . . . . . . . . . . . . . 3,072

Value

Security Description

23,829 6,954 2,816,989 3,886,338 3,778,494 3,458,668 4,761,332 2,777,446 4,771,317 4,967,694 4,999,472 1,852,360 3,807,686 1,775,915 5,221,994 2,083,499 3,519,731 4,871,173 5,374,553 3,375,878 7,568,916 8,684,342 4,435,492 4,511,668 3,717,687 4,854,170 3,999,503 1,851,384 1,912,926 2,737,317 1,405,754 4,130,743 1,921,918 2,373,694 3,731,619 5,382,262 1,067,393 4,609,321 2,398,682 1,656,124 1,022,859 912,544 707,787 1,189,551 2,253,364 2,319,443 741,916 740,468 1,845,679 28,408 654,783 3,726 771,148,906

Federal Agencies—2.9% Federal Home Loan Bank 1.750%, 06/12/20 . . . . . . . . . . . . . . . . . Federal Home Loan Mortgage Corp. 0.875%, 03/07/18 . . . . . . . . . . . . . . . . . 1.250%, 10/02/19 . . . . . . . . . . . . . . . . . 1.375%, 05/01/20 . . . . . . . . . . . . . . . . . 5.125%, 11/17/17 . . . . . . . . . . . . . . . . . Federal National Mortgage Association 0.875%, 05/21/18 . . . . . . . . . . . . . . . . . 2.125%, 04/24/26 . . . . . . . . . . . . . . . . . 6.625%, 11/15/30 . . . . . . . . . . . . . . . . . Tennessee Valley Authority 5.250%, 09/15/39 . . . . . . . . . . . . . . . . .

Principal Amount*

Value

17,700,000 $

18,076,856

17,000,000 3,000,000 5,145,000 3,530,000

16,992,308 3,021,404 5,203,150 3,697,629

10,160,000 13,500,000 2,450,000

10,174,907 13,771,647 3,725,409

3,350,000

4,652,566 79,315,876

U.S. Treasury—36.1% U.S. Treasury Bonds 2.250%, 08/15/46 . . . . . . . . . . . . . . . . . 2.500%, 02/15/45 . . . . . . . . . . . . . . . . . 2.500%, 02/15/46 . . . . . . . . . . . . . . . . . 2.500%, 05/15/46 . . . . . . . . . . . . . . . . . 2.750%, 08/15/42 . . . . . . . . . . . . . . . . . 2.875%, 05/15/43 . . . . . . . . . . . . . . . . . 2.875%, 08/15/45 . . . . . . . . . . . . . . . . . 3.000%, 11/15/44 . . . . . . . . . . . . . . . . . 3.000%, 11/15/45 . . . . . . . . . . . . . . . . . 3.125%, 02/15/42 . . . . . . . . . . . . . . . . . 3.125%, 02/15/43 . . . . . . . . . . . . . . . . . 3.125%, 08/15/44 . . . . . . . . . . . . . . . . . 3.375%, 05/15/44 . . . . . . . . . . . . . . . . . 3.500%, 02/15/39 . . . . . . . . . . . . . . . . . 3.625%, 02/15/44 . . . . . . . . . . . . . . . . . 3.750%, 08/15/41 . . . . . . . . . . . . . . . . . 3.875%, 08/15/40 . . . . . . . . . . . . . . . . . 4.250%, 11/15/40 . . . . . . . . . . . . . . . . . 4.375%, 11/15/39 . . . . . . . . . . . . . . . . . 4.375%, 05/15/40 . . . . . . . . . . . . . . . . . 4.375%, 05/15/41 . . . . . . . . . . . . . . . . . 4.500%, 05/15/38 . . . . . . . . . . . . . . . . . 5.000%, 05/15/37 . . . . . . . . . . . . . . . . . 5.250%, 02/15/29 . . . . . . . . . . . . . . . . . 5.375%, 02/15/31 . . . . . . . . . . . . . . . . . 6.125%, 11/15/27 . . . . . . . . . . . . . . . . . 6.250%, 08/15/23 . . . . . . . . . . . . . . . . . 6.375%, 08/15/27 . . . . . . . . . . . . . . . . . 6.500%, 11/15/26 . . . . . . . . . . . . . . . . . 7.125%, 02/15/23 . . . . . . . . . . . . . . . . . 7.250%, 08/15/22 . . . . . . . . . . . . . . . . . 7.875%, 02/15/21 . . . . . . . . . . . . . . . . . 8.000%, 11/15/21 . . . . . . . . . . . . . . . . . 8.125%, 08/15/19 . . . . . . . . . . . . . . . . . 8.125%, 08/15/21 . . . . . . . . . . . . . . . . . 8.500%, 02/15/20 . . . . . . . . . . . . . . . . . 8.750%, 08/15/20 . . . . . . . . . . . . . . . . . 8.875%, 02/15/19 . . . . . . . . . . . . . . . . . 9.125%, 05/15/18 . . . . . . . . . . . . . . . . .

MSF-9

3,000,000 9,900,000 8,200,000 4,800,000 2,020,000 4,760,000 5,000,000 11,000,000 7,700,000 1,800,000 3,270,000 4,700,000 3,000,000 2,080,000 10,120,000 1,830,000 10,380,000 7,280,000 3,900,000 5,220,000 5,850,000 4,950,000 6,560,000 750,000 3,675,000 5,750,000 7,700,000 6,900,000 4,500,000 11,125,000 6,120,000 4,450,000 2,920,000 2,645,000 1,250,000 6,700,000 1,000,000 10,215,000 1,600,000

2,945,625 10,239,470 8,480,850 4,971,120 2,203,214 5,303,734 5,572,850 12,552,540 8,791,321 2,098,044 3,813,474 5,490,681 3,662,910 2,577,619 12,897,535 2,353,142 13,549,118 10,031,330 5,442,216 7,298,499 8,223,287 7,029,891 9,831,472 1,043,287 5,363,148 8,350,092 10,154,837 10,143,759 6,556,545 15,063,584 8,191,069 5,736,228 3,905,705 3,187,675 1,661,900 8,380,092 1,293,390 12,161,570 1,816,608

Metropolitan Series Fund Barclays Aggregate Bond Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description U.S. Treasury—(Continued) U.S. Treasury Notes 0.625%, 04/30/18 . . . . . . . . . . . . . . . . . 0.750%, 01/31/18 . . . . . . . . . . . . . . . . . 0.750%, 02/28/18 . . . . . . . . . . . . . . . . . 0.750%, 08/15/19 . . . . . . . . . . . . . . . . . 0.875%, 11/30/17 . . . . . . . . . . . . . . . . . 0.875%, 04/15/19 . . . . . . . . . . . . . . . . . 1.000%, 12/31/17 . . . . . . . . . . . . . . . . . 1.000%, 08/15/18 . . . . . . . . . . . . . . . . . 1.125%, 05/31/19 . . . . . . . . . . . . . . . . . 1.125%, 03/31/20 . . . . . . . . . . . . . . . . . 1.125%, 02/28/21 . . . . . . . . . . . . . . . . . 1.250%, 10/31/19 . . . . . . . . . . . . . . . . . 1.250%, 01/31/20 . . . . . . . . . . . . . . . . . 1.250%, 02/29/20 . . . . . . . . . . . . . . . . . 1.375%, 09/30/18 . . . . . . . . . . . . . . . . . 1.375%, 11/30/18 . . . . . . . . . . . . . . . . . 1.375%, 01/31/20 . . . . . . . . . . . . . . . . . 1.375%, 08/31/20 . . . . . . . . . . . . . . . . . 1.500%, 03/31/19 . . . . . . . . . . . . . . . . . 1.500%, 02/28/23 . . . . . . . . . . . . . . . . . 1.625%, 11/30/20 . . . . . . . . . . . . . . . . . 1.625%, 11/15/22 . . . . . . . . . . . . . . . . . 1.625%, 05/31/23 . . . . . . . . . . . . . . . . . 1.625%, 05/15/26 . . . . . . . . . . . . . . . . . 1.750%, 10/31/20 . . . . . . . . . . . . . . . . . 1.750%, 12/31/20 . . . . . . . . . . . . . . . . . 1.750%, 02/28/22 . . . . . . . . . . . . . . . . . 1.750%, 05/15/22 . . . . . . . . . . . . . . . . . 1.750%, 05/15/23 . . . . . . . . . . . . . . . . . 1.875%, 08/31/22 . . . . . . . . . . . . . . . . . 2.000%, 11/30/20 . . . . . . . . . . . . . . . . . 2.000%, 02/28/21 . . . . . . . . . . . . . . . . . 2.000%, 10/31/21 . . . . . . . . . . . . . . . . . 2.000%, 02/15/22 . . . . . . . . . . . . . . . . . 2.000%, 11/30/22 . . . . . . . . . . . . . . . . . 2.000%, 02/15/23 . . . . . . . . . . . . . . . . . 2.000%, 02/15/25 . . . . . . . . . . . . . . . . . 2.000%, 08/15/25 . . . . . . . . . . . . . . . . . 2.125%, 08/31/20 . . . . . . . . . . . . . . . . . 2.125%, 06/30/21 . . . . . . . . . . . . . . . . . 2.125%, 08/15/21 . . . . . . . . . . . . . . . . . 2.125%, 05/15/25 . . . . . . . . . . . . . . . . . 2.250%, 07/31/21 . . . . . . . . . . . . . . . . . 2.250%, 11/15/24 . . . . . . . . . . . . . . . . . 2.250%, 11/15/25 . . . . . . . . . . . . . . . . . 2.375%, 05/31/18 . . . . . . . . . . . . . . . . . 2.375%, 12/31/20 . . . . . . . . . . . . . . . . . 2.375%, 08/15/24 . . . . . . . . . . . . . . . . . 2.500%, 08/15/23 . . . . . . . . . . . . . . . . . 2.500%, 05/15/24 . . . . . . . . . . . . . . . . . 2.625%, 08/15/20 . . . . . . . . . . . . . . . . . 2.750%, 11/15/23 . . . . . . . . . . . . . . . . . 2.750%, 02/15/24 . . . . . . . . . . . . . . . . . 3.125%, 05/15/19 . . . . . . . . . . . . . . . . . 3.375%, 11/15/19 . . . . . . . . . . . . . . . . .

Principal Amount*

5,000,000 $ 12,000,000 40,500,000 5,000,000 12,000,000 6,000,000 11,000,000 28,000,000 12,300,000 5,100,000 5,000,000 5,130,000 15,000,000 25,800,000 47,890,000 15,000,000 27,100,000 14,900,000 31,870,000 4,000,000 5,000,000 5,000,000 7,900,000 15,900,000 10,000,000 14,800,000 9,000,000 4,900,000 17,520,000 7,400,000 14,800,000 5,000,000 6,000,000 3,800,000 9,600,000 6,900,000 5,000,000 5,000,000 5,800,000 12,000,000 8,710,000 7,100,000 19,000,000 7,800,000 6,800,000 31,000,000 7,600,000 16,800,000 14,400,000 7,000,000 6,000,000 19,335,000 5,600,000 3,000,000 4,350,000

Value

Security Description

4,991,900 12,004,320 40,514,177 4,982,600 12,024,120 6,003,840 11,038,500 28,117,599 12,391,021 5,125,347 5,003,500 5,182,172 15,138,451 26,031,685 48,435,946 15,179,100 27,457,989 15,084,313 32,392,028 4,031,440 5,108,400 5,083,900 8,013,602 15,920,989 10,264,600 15,196,789 9,236,160 5,023,529 17,916,301 7,636,208 15,343,309 5,186,700 6,234,780 3,949,758 9,974,496 7,167,858 5,177,500 5,174,950 6,035,017 12,531,599 9,097,334 7,423,405 19,957,600 8,234,538 7,178,693 31,826,770 7,998,392 17,899,225 15,428,016 7,521,640 6,355,860 21,069,736 6,110,944 3,176,670 4,677,076

Principal Amount*

U.S. Treasury—(Continued) U.S. Treasury Notes 3.500%, 02/15/18 . . . . . . . . . . . . . . . . . 4,000,000 $ 3.500%, 05/15/20 . . . . . . . . . . . . . . . . . 7,790,000 3.625%, 02/15/20 . . . . . . . . . . . . . . . . . 17,190,000 3.750%, 11/15/18 . . . . . . . . . . . . . . . . . 4,550,000 3.875%, 05/15/18 . . . . . . . . . . . . . . . . . 4,700,000 4.000%, 08/15/18 . . . . . . . . . . . . . . . . . 9,620,000 4.250%, 11/15/17 . . . . . . . . . . . . . . . . . 4,700,000

Value

4,150,640 8,474,508 18,696,875 4,832,373 4,938,714 10,207,398 4,884,757 995,817,088

Total U.S. Treasury & Government Agencies (Cost $1,753,688,401) . . . . . . . . . . . . . . .

1,846,281,870

Corporate Bonds & Notes—27.6% Aerospace/Defense—0.4% Boeing Co. (The) 7.250%, 06/15/25 . . . . . . . . . . . . . . . . . Lockheed Martin Corp. 4.700%, 05/15/46 . . . . . . . . . . . . . . . . . 6.150%, 09/01/36 . . . . . . . . . . . . . . . . . Northrop Grumman Systems Corp. 7.750%, 02/15/31 . . . . . . . . . . . . . . . . . Raytheon Co. 3.125%, 10/15/20 . . . . . . . . . . . . . . . . . United Technologies Corp. 4.500%, 06/01/42 . . . . . . . . . . . . . . . . . 7.500%, 09/15/29 . . . . . . . . . . . . . . . . .

460,000

628,033

3,000,000 1,700,000

3,542,332 2,288,288

515,000

768,986

1,000,000

1,060,079

2,645,000 200,000

3,054,809 295,558 11,638,085

Agriculture—0.3% Altria Group, Inc. 9.700%, 11/10/18 . . . . . . . . . . . . . . . . . Archer-Daniels-Midland Co. 4.479%, 03/01/21 . . . . . . . . . . . . . . . . . Philip Morris International, Inc. 3.250%, 11/10/24 . . . . . . . . . . . . . . . . . 4.500%, 03/26/20 . . . . . . . . . . . . . . . . .

750,000

877,838

2,000,000

2,227,070

3,000,000 925,000

3,196,648 1,015,488 7,317,044

Auto Manufacturers—0.6% Daimler Finance North America LLC 8.500%, 01/18/31 . . . . . . . . . . . . . . . . . Ford Motor Co. 7.450%, 07/16/31 . . . . . . . . . . . . . . . . . Ford Motor Credit Co. LLC 2.597%, 11/04/19 . . . . . . . . . . . . . . . . . General Motors Financial Co., Inc. 2.400%, 05/09/19 . . . . . . . . . . . . . . . . . Toyota Motor Credit Corp. 3.300%, 01/12/22 . . . . . . . . . . . . . . . . .

MSF-10

1,050,000

1,707,879

2,200,000

2,930,306

3,000,000

3,045,607

5,000,000

5,021,806

4,000,000

4,277,231 16,982,829

Metropolitan Series Fund Barclays Aggregate Bond Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Banks—5.6% Bank of America Corp. 3.300%, 01/11/23 . . . . . . . . . . . . . . . . . . 4.100%, 07/24/23 . . . . . . . . . . . . . . . . . . 4.200%, 08/26/24 . . . . . . . . . . . . . . . . . . 5.875%, 02/07/42 . . . . . . . . . . . . . . . . . . 6.500%, 07/15/18 . . . . . . . . . . . . . . . . . . Bank of New York Mellon Corp. (The) 5.450%, 05/15/19 . . . . . . . . . . . . . . . . . . Bank of Nova Scotia (The) 2.050%, 10/30/18 (b) . . . . . . . . . . . . . . . . BNP Paribas S.A. 5.000%, 01/15/21 . . . . . . . . . . . . . . . . . . Branch Banking & Trust Co. 2.850%, 04/01/21 . . . . . . . . . . . . . . . . . . Capital One Financial Corp. 6.750%, 09/15/17 . . . . . . . . . . . . . . . . . . Citigroup, Inc. 5.375%, 08/09/20 . . . . . . . . . . . . . . . . . . 6.125%, 11/21/17 . . . . . . . . . . . . . . . . . . 6.125%, 05/15/18 . . . . . . . . . . . . . . . . . . Cooperatieve Rabobank UA 5.250%, 05/24/41 . . . . . . . . . . . . . . . . . . Credit Suisse 4.375%, 08/05/20 . . . . . . . . . . . . . . . . . . Credit Suisse Group Funding Guernsey, Ltd. 3.800%, 09/15/22 . . . . . . . . . . . . . . . . . . Deutsche Bank AG 6.000%, 09/01/17 . . . . . . . . . . . . . . . . . . Fifth Third Bancorp 8.250%, 03/01/38 . . . . . . . . . . . . . . . . . . Goldman Sachs Group, Inc. (The) 6.000%, 06/15/20 . . . . . . . . . . . . . . . . . . 6.125%, 02/15/33 . . . . . . . . . . . . . . . . . . 6.450%, 05/01/36 . . . . . . . . . . . . . . . . . . 6.750%, 10/01/37 . . . . . . . . . . . . . . . . . . HSBC Holdings plc 5.100%, 04/05/21 . . . . . . . . . . . . . . . . . . 6.500%, 09/15/37 . . . . . . . . . . . . . . . . . . HSBC USA, Inc. 2.350%, 03/05/20 . . . . . . . . . . . . . . . . . . JPMorgan Chase & Co. 1.700%, 03/01/18 . . . . . . . . . . . . . . . . . . 3.250%, 09/23/22 . . . . . . . . . . . . . . . . . . 3.900%, 07/15/25 . . . . . . . . . . . . . . . . . . 4.950%, 03/25/20 . . . . . . . . . . . . . . . . . . 6.300%, 04/23/19 . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. 6.000%, 10/01/17 . . . . . . . . . . . . . . . . . . KeyBank N.A. 3.300%, 06/01/25 . . . . . . . . . . . . . . . . . . KFW 1.000%, 06/11/18 . . . . . . . . . . . . . . . . . . 2.375%, 08/25/21 . . . . . . . . . . . . . . . . . . 2.750%, 09/08/20 . . . . . . . . . . . . . . . . . . Lloyds Bank plc 6.375%, 01/21/21 . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

4,075,000 $ 2,905,000 3,000,000 3,000,000 200,000

4,218,331 3,142,022 3,167,807 3,883,634 216,322

2,000,000

2,197,121

3,480,000

3,519,085

3,225,000

3,607,496

3,400,000

3,544,556

1,200,000

1,258,249

2,200,000 1,700,000 1,900,000

2,459,951 1,787,237 2,034,888

3,640,000

4,558,836

2,611,000

2,809,841

3,000,000

3,065,236

1,500,000

1,525,872

1,175,000

1,737,898

2,000,000 2,075,000 2,000,000 3,500,000

2,270,983 2,591,529 2,449,838 4,433,295

2,556,000 905,000

2,824,797 1,165,949

3,000,000

3,024,318

2,000,000 2,850,000 4,700,000 2,650,000 1,900,000

2,007,649 2,969,052 5,050,668 2,911,448 2,114,237

2,700,000

2,821,267

3,800,000

3,972,972

3,536,000 1,945,000 2,300,000

3,539,301 2,034,615 2,429,593

1,500,000

1,754,282

Banks—(Continued) Morgan Stanley 4.350%, 09/08/26 . . . . . . . . . . . . . . . . . . 5.625%, 09/23/19 . . . . . . . . . . . . . . . . . . 7.250%, 04/01/32 . . . . . . . . . . . . . . . . . . 7.300%, 05/13/19 . . . . . . . . . . . . . . . . . . Oesterreichische Kontrollbank AG 1.625%, 03/12/19 . . . . . . . . . . . . . . . . . . PNC Bank N.A. 2.950%, 02/23/25 . . . . . . . . . . . . . . . . . . 4.875%, 09/21/17 . . . . . . . . . . . . . . . . . . 5.250%, 01/15/17 (b) . . . . . . . . . . . . . . . . Royal Bank of Canada 2.150%, 03/15/19 . . . . . . . . . . . . . . . . . . Sumitomo Mitsui Banking Corp. 1.950%, 07/23/18 . . . . . . . . . . . . . . . . . . Toronto-Dominion Bank (The) 2.250%, 11/05/19 . . . . . . . . . . . . . . . . . . U.S. Bancorp 3.600%, 09/11/24 . . . . . . . . . . . . . . . . . . UBS AG 4.875%, 08/04/20 . . . . . . . . . . . . . . . . . . Wachovia Corp. 5.750%, 06/15/17 . . . . . . . . . . . . . . . . . . Wells Fargo & Co. 2.600%, 07/22/20 . . . . . . . . . . . . . . . . . . 3.000%, 01/22/21 . . . . . . . . . . . . . . . . . . Wells Fargo Bank N.A. 5.950%, 08/26/36 . . . . . . . . . . . . . . . . . . Westpac Banking Corp. 1.950%, 11/23/18 . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

3,800,000 $ 1,900,000 1,850,000 2,460,000

4,033,965 2,100,671 2,536,283 2,800,419

3,025,000

3,063,533

4,100,000 1,000,000 1,600,000

4,219,998 1,031,863 1,618,272

3,915,000

3,976,460

4,000,000

4,020,615

4,000,000

4,077,391

3,000,000

3,206,130

3,500,000

3,877,965

700,000

720,637

4,000,000 3,400,000

4,089,976 3,517,762

1,900,000

2,395,202

3,000,000

3,025,227 153,412,544

Beverages—0.8% Anheuser-Busch Cos. LLC 6.450%, 09/01/37 . . . . . . . . . . . . . . . . . . Anheuser-Busch InBev Finance, Inc. 1.250%, 01/17/18 . . . . . . . . . . . . . . . . . . 4.900%, 02/01/46 . . . . . . . . . . . . . . . . . . Coca-Cola Co. (The) 3.150%, 11/15/20 . . . . . . . . . . . . . . . . . . 3.200%, 11/01/23 . . . . . . . . . . . . . . . . . . Pepsi Bottling Group, Inc. (The) 7.000%, 03/01/29 . . . . . . . . . . . . . . . . . . PepsiCo, Inc. 3.600%, 03/01/24 . . . . . . . . . . . . . . . . . . 5.000%, 06/01/18 . . . . . . . . . . . . . . . . . .

880,000

1,192,301

3,500,000 7,800,000

3,502,699 9,321,666

280,000 3,000,000

297,319 3,222,883

300,000

435,000

3,975,000 1,000,000

4,370,680 1,062,683 23,405,231

Biotechnology—0.4% Amgen, Inc. 5.700%, 02/01/19 . . . . . . . . . . . . . . . . . . 850,000 6.150%, 06/01/18 . . . . . . . . . . . . . . . . . . 1,650,000 Celgene Corp. 4.625%, 05/15/44 . . . . . . . . . . . . . . . . . . 4,000,000

MSF-11

929,970 1,778,360 4,218,298

Metropolitan Series Fund Barclays Aggregate Bond Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description

Principal Amount*

Biotechnology—(Continued) Gilead Sciences, Inc. 3.650%, 03/01/26 . . . . . . . . . . . . . . . . . . 3,000,000 $

Value

Security Description

3,223,292

Principal Amount*

Diversified Financial Services—(Continued) Visa, Inc. 2.800%, 12/14/22 . . . . . . . . . . . . . . . . . . 3,000,000 $

2,750,000 650,000

2,980,167 1,062,055

1,000,000 1,000,000

1,215,137 1,081,158

4,400,000

4,355,067

970,000

1,057,107

3,950,000

4,182,865 15,933,556

Computers—0.6% Apple, Inc. 2.250%, 02/23/21 (b) . . . . . . . . . . . . . . . . 2.400%, 05/03/23 . . . . . . . . . . . . . . . . . . 4.450%, 05/06/44 . . . . . . . . . . . . . . . . . . HP, Inc. 4.650%, 12/09/21 . . . . . . . . . . . . . . . . . . International Business Machines Corp. 4.000%, 06/20/42 (b) . . . . . . . . . . . . . . . . 8.375%, 11/01/19 . . . . . . . . . . . . . . . . . .

3,000,000 2,072,000 2,944,000

3,080,484 2,115,576 3,284,080

3,600,000

3,938,845

3,200,000 425,000

3,340,550 513,765 16,273,300

Cosmetics/Personal Care—0.1% Procter & Gamble Co. (The) 2.300%, 02/06/22 . . . . . . . . . . . . . . . . . . 3,600,000 6.450%, 01/15/26 . . . . . . . . . . . . . . . . . . 200,000

3,711,150 267,926 3,979,076

Diversified Financial Services—1.0% Air Lease Corp. 2.625%, 09/04/18 . . . . . . . . . . . . . . . . . . American Express Co. 7.000%, 03/19/18 . . . . . . . . . . . . . . . . . . Associates Corp. of North America 6.950%, 11/01/18 . . . . . . . . . . . . . . . . . . BlackRock, Inc. 3.500%, 03/18/24 . . . . . . . . . . . . . . . . . . GE Capital International Funding Co. 4.418%, 11/15/35 . . . . . . . . . . . . . . . . . . HSBC Finance Corp. 6.676%, 01/15/21 . . . . . . . . . . . . . . . . . . National Rural Utilities Cooperative Finance Corp. 10.375%, 11/01/18 . . . . . . . . . . . . . . . . . Nomura Holdings, Inc. 6.700%, 03/04/20 (b) . . . . . . . . . . . . . . . .

3,142,193 28,432,277

10,149,920 Chemicals—0.6% Dow Chemical Co. (The) 4.250%, 11/15/20 . . . . . . . . . . . . . . . . . . 9.400%, 05/15/39 . . . . . . . . . . . . . . . . . . E. I. du Pont de Nemours & Co. 5.600%, 12/15/36 . . . . . . . . . . . . . . . . . . 6.000%, 07/15/18 . . . . . . . . . . . . . . . . . . LyondellBasell Industries NV 4.625%, 02/26/55 . . . . . . . . . . . . . . . . . . Potash Corp. of Saskatchewan, Inc. 4.875%, 03/30/20 . . . . . . . . . . . . . . . . . . Praxair, Inc. 3.000%, 09/01/21 . . . . . . . . . . . . . . . . . .

Value

Electric—1.7% CenterPoint Energy Houston Electric LLC 4.500%, 04/01/44 . . . . . . . . . . . . . . . . . . Consolidated Edison Co. of New York, Inc. 3.950%, 03/01/43 . . . . . . . . . . . . . . . . . . 5.850%, 04/01/18 . . . . . . . . . . . . . . . . . . Dominion Resources, Inc. 6.400%, 06/15/18 . . . . . . . . . . . . . . . . . . DTE Electric Co. 3.700%, 03/15/45 . . . . . . . . . . . . . . . . . . Duke Energy Carolinas LLC 5.300%, 02/15/40 . . . . . . . . . . . . . . . . . . Duke Energy Corp. 3.050%, 08/15/22 . . . . . . . . . . . . . . . . . . Exelon Corp. 5.625%, 06/15/35 . . . . . . . . . . . . . . . . . . Florida Power & Light Co. 5.950%, 02/01/38 . . . . . . . . . . . . . . . . . . Georgia Power Co. 5.700%, 06/01/17 . . . . . . . . . . . . . . . . . . Northern States Power Co. 6.250%, 06/01/36 . . . . . . . . . . . . . . . . . . Ohio Power Co. 5.375%, 10/01/21 . . . . . . . . . . . . . . . . . . Oncor Electric Delivery Co. LLC 7.000%, 05/01/32 . . . . . . . . . . . . . . . . . . Pacific Gas & Electric Co. 5.400%, 01/15/40 . . . . . . . . . . . . . . . . . . PacifiCorp 2.950%, 02/01/22 . . . . . . . . . . . . . . . . . . PPL Capital Funding, Inc. 3.400%, 06/01/23 . . . . . . . . . . . . . . . . . . PSEG Power LLC 8.625%, 04/15/31 . . . . . . . . . . . . . . . . . .

3,800,000

4,451,005

3,070,000 855,000

3,259,333 911,157

1,750,000

1,887,960

4,000,000

4,198,615

2,000,000

2,525,836

4,000,000

4,167,386

1,500,000

1,793,928

1,700,000

2,321,447

1,400,000

1,441,191

2,200,000

3,042,242

1,640,000

1,881,633

950,000

1,329,472

3,320,000

4,188,120

2,800,000

2,924,730

4,000,000

4,193,568

1,000,000

1,303,222 45,820,845

4,000,000

4,035,616

3,000,000

3,235,736

1,700,000

1,877,848

3,800,000

4,141,879

2,700,000

3,030,212

3,500,000

4,022,570

2,900,000

3,425,266

1,325,000

1,520,957

Electrical Components & Equipment—0.1% Emerson Electric Co. 4.875%, 10/15/19 . . . . . . . . . . . . . . . . . . 1,800,000 Electronics—0.2% Honeywell International, Inc. 5.000%, 02/15/19 . . . . . . . . . . . . . . . . . . 2,000,000 Koninklijke Philips NV 5.750%, 03/11/18 . . . . . . . . . . . . . . . . . . 900,000 Tyco Electronics Group S.A. 6.550%, 10/01/17 . . . . . . . . . . . . . . . . . . 1,600,000

1,975,496

2,174,426 956,322 1,680,566 4,811,314

Environmental Control—0.1% Waste Management, Inc. 7.000%, 07/15/28 . . . . . . . . . . . . . . . . . . 1,265,000

MSF-12

1,717,941

Metropolitan Series Fund Barclays Aggregate Bond Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Food—0.5% ConAgra Foods, Inc. 5.819%, 06/15/17 . . . . . . . . . . . . . . . . . . General Mills, Inc. 5.650%, 02/15/19 . . . . . . . . . . . . . . . . . . Kroger Co. (The) 3.300%, 01/15/21 . . . . . . . . . . . . . . . . . . Mondelez International, Inc. 5.375%, 02/10/20 . . . . . . . . . . . . . . . . . . Sysco Corp. 2.600%, 06/12/22 . . . . . . . . . . . . . . . . . . Unilever Capital Corp. 5.900%, 11/15/32 . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

1,000,000 $

1,028,592

1,700,000

1,862,261

3,900,000

4,117,480

1,800,000

2,012,286

2,400,000

2,442,909

1,500,000

2,096,921 13,560,449

Forest Products & Paper—0.1% Georgia-Pacific LLC 8.000%, 01/15/24 . . . . . . . . . . . . . . . . . . 1,800,000 Gas—0.2% Nisource Finance Corp. 4.800%, 02/15/44 . . . . . . . . . . . . . . . . . . 4,000,000 Sempra Energy 6.150%, 06/15/18 . . . . . . . . . . . . . . . . . . 900,000

2,377,299

4,479,495

1,073,000

1,168,744

3,500,000

3,973,893

3,900,000

4,160,194

3,445,000

3,756,522 13,059,353

Healthcare-Services—0.5% Aetna, Inc. 2.750%, 11/15/22 . . . . . . . . . . . . . . . . . . Anthem, Inc. 5.850%, 01/15/36 . . . . . . . . . . . . . . . . . . Cigna Corp. 5.375%, 02/15/42 . . . . . . . . . . . . . . . . . . Laboratory Corp. of America Holdings 4.625%, 11/15/20 . . . . . . . . . . . . . . . . . . UnitedHealth Group, Inc. 3.750%, 07/15/25 . . . . . . . . . . . . . . . . . .

3,000,000

3,041,815

1,800,000

2,208,078

3,000,000

3,628,555

1,900,000

2,074,320

3,600,000

3,950,932 14,903,700

Household Products/Wares—0.0% Kimberly-Clark Corp. 6.125%, 08/01/17 . . . . . . . . . . . . . . . . . .

500,000

520,495

Value

2,975,000 $

3,198,087

150,000 1,700,000

216,719 1,939,186

3,000,000 1,800,000

3,142,852 1,898,329

1,165,000

1,642,650

2,900,000

3,049,007

865,000

1,167,883

4,000,000

4,266,948

780,000

948,443

4,000,000

4,304,137

1,525,000

1,769,924 27,544,165

971,150 5,450,645

Healthcare-Products—0.5% Abbott Laboratories 5.125%, 04/01/19 . . . . . . . . . . . . . . . . . . Becton Dickinson & Co. 4.685%, 12/15/44 . . . . . . . . . . . . . . . . . . Medtronic, Inc. 4.000%, 04/01/43 . . . . . . . . . . . . . . . . . . Thermo Fisher Scientific, Inc. 4.150%, 02/01/24 . . . . . . . . . . . . . . . . . .

Insurance—1.0% Aflac, Inc. 3.625%, 06/15/23 . . . . . . . . . . . . . . . . . . Allstate Corp. (The) 6.900%, 05/15/38 . . . . . . . . . . . . . . . . . . 7.450%, 05/16/19 . . . . . . . . . . . . . . . . . . American International Group, Inc. 3.300%, 03/01/21 (b) . . . . . . . . . . . . . . . . 5.850%, 01/16/18 . . . . . . . . . . . . . . . . . . AXA S.A. 8.600%, 12/15/30 . . . . . . . . . . . . . . . . . . Berkshire Hathaway, Inc. 3.125%, 03/15/26 . . . . . . . . . . . . . . . . . . Chubb Corp. (The) 6.000%, 05/11/37 . . . . . . . . . . . . . . . . . . Chubb INA Holdings, Inc. 3.350%, 05/15/24 . . . . . . . . . . . . . . . . . . Hartford Financial Services Group, Inc. (The) 6.100%, 10/01/41 . . . . . . . . . . . . . . . . . . Marsh & McLennan Cos., Inc. 3.750%, 03/14/26 . . . . . . . . . . . . . . . . . . Prudential Financial, Inc. 5.700%, 12/14/36 . . . . . . . . . . . . . . . . . .

Principal Amount*

Internet—0.2% Amazon.com, Inc. 3.800%, 12/05/24 . . . . . . . . . . . . . . . . . . 3,800,000

4,214,725

Iron/Steel—0.0% Vale Overseas, Ltd. 6.875%, 11/21/36 (b) . . . . . . . . . . . . . . . . 1,100,000

1,065,625

Machinery-Construction & Mining—0.1% Caterpillar, Inc. 7.900%, 12/15/18 . . . . . . . . . . . . . . . . . . 1,757,000

1,998,780

Machinery-Diversified—0.1% Deere & Co. 2.600%, 06/08/22 . . . . . . . . . . . . . . . . . . 1,950,000

2,022,904

Media—1.0% 21st Century Fox America, Inc. 6.550%, 03/15/33 . . . . . . . . . . . . . . . . . . Comcast Corp. 4.650%, 07/15/42 . . . . . . . . . . . . . . . . . . 5.650%, 06/15/35 . . . . . . . . . . . . . . . . . . 6.950%, 08/15/37 . . . . . . . . . . . . . . . . . . Discovery Communications LLC 6.350%, 06/01/40 . . . . . . . . . . . . . . . . . . Historic TW, Inc. 6.875%, 06/15/18 . . . . . . . . . . . . . . . . . . Thomson Reuters Corp. 6.500%, 07/15/18 . . . . . . . . . . . . . . . . . . Time Warner Cable LLC 5.000%, 02/01/20 . . . . . . . . . . . . . . . . . . 6.550%, 05/01/37 . . . . . . . . . . . . . . . . . .

MSF-13

1,950,000

2,495,163

3,670,000 1,500,000 3,400,000

4,224,282 1,922,395 4,938,232

1,800,000

1,950,167

1,800,000

1,963,242

800,000

869,437

1,900,000 100,000

2,058,337 118,448

Metropolitan Series Fund Barclays Aggregate Bond Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description

Principal Amount*

Media—(Continued) Time Warner Entertainment Co. L.P. 8.375%, 03/15/23 . . . . . . . . . . . . . . . . . . 380,000 $ Time Warner, Inc. 6.100%, 07/15/40 . . . . . . . . . . . . . . . . . . 925,000 7.700%, 05/01/32 . . . . . . . . . . . . . . . . . . 685,000 Viacom, Inc. 4.375%, 03/15/43 . . . . . . . . . . . . . . . . . . 3,500,000 Walt Disney Co. (The) 2.750%, 08/16/21 . . . . . . . . . . . . . . . . . . 1,930,000

Value

Security Description

492,401 1,154,995 962,704 3,194,003 2,029,641 28,373,447

Mining—0.3% Barrick North America Finance LLC 4.400%, 05/30/21 . . . . . . . . . . . . . . . . . . 3,125,000 Newmont Mining Corp. 6.250%, 10/01/39 . . . . . . . . . . . . . . . . . . 1,800,000 Rio Tinto Alcan, Inc. 6.125%, 12/15/33 . . . . . . . . . . . . . . . . . . 1,751,000

3,429,036 2,110,247 2,013,208 7,552,491

Miscellaneous Manufacturing—0.4% General Electric Co. 3.375%, 03/11/24 . . . . . . . . . . . . . . . . . . 5.250%, 12/06/17 . . . . . . . . . . . . . . . . . . 5.300%, 02/11/21 . . . . . . . . . . . . . . . . . . 6.750%, 03/15/32 . . . . . . . . . . . . . . . . . . 7.500%, 08/21/35 . . . . . . . . . . . . . . . . . . Ingersoll-Rand Luxembourg Finance S.A. 2.625%, 05/01/20 . . . . . . . . . . . . . . . . . .

2,900,000 1,800,000 1,915,000 1,250,000 100,000

3,141,719 1,887,143 2,195,441 1,753,381 149,424

1,200,000

1,219,386 10,346,494

Multi-National—1.5% Asian Development Bank 1.625%, 08/26/20 . . . . . . . . . . . . . . . . . . European Bank for Reconstruction & Development 1.000%, 06/15/18 . . . . . . . . . . . . . . . . . . European Investment Bank 1.625%, 06/15/17 . . . . . . . . . . . . . . . . . . 2.500%, 10/15/24 . . . . . . . . . . . . . . . . . . 4.000%, 02/16/21 . . . . . . . . . . . . . . . . . . 4.875%, 02/15/36 . . . . . . . . . . . . . . . . . . 5.125%, 05/30/17 . . . . . . . . . . . . . . . . . . Inter-American Development Bank 2.125%, 01/15/25 . . . . . . . . . . . . . . . . . . 2.375%, 08/15/17 . . . . . . . . . . . . . . . . . . 6.800%, 10/15/25 . . . . . . . . . . . . . . . . . . 7.000%, 06/15/25 . . . . . . . . . . . . . . . . . . International Bank for Reconstruction & Development 2.125%, 03/03/25 . . . . . . . . . . . . . . . . . . 7.625%, 01/19/23 . . . . . . . . . . . . . . . . . . 8.875%, 03/01/26 . . . . . . . . . . . . . . . . . . International Finance Corp. 1.750%, 09/04/18 . . . . . . . . . . . . . . . . . .

4,000,000

4,062,355

3,564,000

3,567,349

1,975,000 3,800,000 1,700,000 3,700,000 1,750,000

1,985,671 4,020,910 1,889,384 5,123,955 1,798,982

3,900,000 2,000,000 500,000 200,000

4,010,752 2,028,932 685,176 270,740

3,000,000 2,970,000 535,000

3,086,482 4,057,416 836,053

2,975,000

3,022,083

Principal Amount*

Office/Business Equipment—0.1% Xerox Corp. 6.350%, 05/15/18 . . . . . . . . . . . . . . . . . . 2,550,000 $ Oil & Gas—1.7% Anadarko Petroleum Corp. 6.375%, 09/15/17 . . . . . . . . . . . . . . . . . . Apache Finance Canada Corp. 7.750%, 12/15/29 . . . . . . . . . . . . . . . . . . BP Capital Markets plc 3.245%, 05/06/22 . . . . . . . . . . . . . . . . . . Canadian Natural Resources, Ltd. 6.250%, 03/15/38 (b) . . . . . . . . . . . . . . . . Chevron Corp. 3.191%, 06/24/23 . . . . . . . . . . . . . . . . . . ConocoPhillips Canada Funding Co. I 5.950%, 10/15/36 . . . . . . . . . . . . . . . . . . ConocoPhillips Holding Co. 6.950%, 04/15/29 . . . . . . . . . . . . . . . . . . Devon Energy Corp. 6.300%, 01/15/19 . . . . . . . . . . . . . . . . . . Hess Corp. 8.125%, 02/15/19 . . . . . . . . . . . . . . . . . . Marathon Oil Corp. 6.600%, 10/01/37 . . . . . . . . . . . . . . . . . . Noble Energy, Inc. 3.900%, 11/15/24 . . . . . . . . . . . . . . . . . . Petroleos Mexicanos 6.625%, 06/15/35 . . . . . . . . . . . . . . . . . . Shell International Finance B.V. 1.875%, 05/10/21 . . . . . . . . . . . . . . . . . . 4.300%, 09/22/19 . . . . . . . . . . . . . . . . . . 4.375%, 05/11/45 . . . . . . . . . . . . . . . . . . Statoil ASA 3.250%, 11/10/24 (b) . . . . . . . . . . . . . . . . 6.700%, 01/15/18 . . . . . . . . . . . . . . . . . . Suncor Energy, Inc. 6.100%, 06/01/18 . . . . . . . . . . . . . . . . . . Total Capital International S.A. 2.700%, 01/25/23 . . . . . . . . . . . . . . . . . . XTO Energy, Inc. 6.500%, 12/15/18 . . . . . . . . . . . . . . . . . .

Value

2,703,000

2,445,000

2,549,059

300,000

382,147

3,900,000

4,104,338

1,800,000

2,009,492

3,025,000

3,213,236

1,550,000

1,860,167

700,000

889,543

850,000

921,906

1,630,000

1,874,500

2,000,000

2,061,651

4,200,000

4,298,187

3,400,000

3,422,232

5,000,000 1,000,000 1,900,000

4,991,528 1,077,337 2,053,813

3,100,000 300,000

3,279,699 319,913

2,500,000

2,679,531

3,000,000

3,095,680

1,600,000

1,776,222 46,860,181

Oil & Gas Services—0.1% Halliburton Co. 3.500%, 08/01/23 . . . . . . . . . . . . . . . . . . 4,000,000 Pharmaceuticals—1.2% AbbVie, Inc. 4.400%, 11/06/42 . . . . . . . . . . . . . . . . . . 3,200,000 Actavis Funding SCS 2.350%, 03/12/18 . . . . . . . . . . . . . . . . . . 3,900,000 AstraZeneca plc 4.000%, 09/18/42 . . . . . . . . . . . . . . . . . . 1,200,000

40,446,240

MSF-14

4,129,083

3,309,752 3,946,738 1,248,969

Metropolitan Series Fund Barclays Aggregate Bond Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Pharmaceuticals—(Continued) Express Scripts Holding Co. 4.500%, 02/25/26 . . . . . . . . . . . . . . . . . . 6.125%, 11/15/41 . . . . . . . . . . . . . . . . . . GlaxoSmithKline Capital, Inc. 6.375%, 05/15/38 . . . . . . . . . . . . . . . . . . Johnson & Johnson 5.950%, 08/15/37 . . . . . . . . . . . . . . . . . . 6.950%, 09/01/29 . . . . . . . . . . . . . . . . . . Merck & Co., Inc. 2.400%, 09/15/22 . . . . . . . . . . . . . . . . . . 6.550%, 09/15/37 . . . . . . . . . . . . . . . . . . Merck Sharp & Dohme Corp. 5.950%, 12/01/28 . . . . . . . . . . . . . . . . . . Novartis Capital Corp. 4.400%, 04/24/20 (b) . . . . . . . . . . . . . . . . Sanofi 4.000%, 03/29/21 . . . . . . . . . . . . . . . . . . Teva Pharmaceutical Finance Netherlands III B.V. 2.800%, 07/21/23 . . . . . . . . . . . . . . . . . . Wyeth LLC 5.950%, 04/01/37 . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

2,700,000 $ 313,000

2,957,165 381,904

2,100,000

3,029,471

910,000 250,000

1,327,287 366,690

4,000,000 1,000,000

4,109,132 1,434,696

300,000

394,062

900,000

990,454

2,775,000

3,050,879

3,000,000

3,005,047

3,300,000

4,387,328 33,939,574

Pipelines—0.9% El Paso Natural Gas Co. LLC 8.375%, 06/15/32 . . . . . . . . . . . . . . . . . . Enbridge Energy Partners L.P. 5.875%, 10/15/25 . . . . . . . . . . . . . . . . . . Energy Transfer Partners L.P. 4.650%, 06/01/21 . . . . . . . . . . . . . . . . . . 5.150%, 03/15/45 . . . . . . . . . . . . . . . . . . Enterprise Products Operating LLC 3.950%, 02/15/27 . . . . . . . . . . . . . . . . . . Kinder Morgan Energy Partners L.P. 6.500%, 02/01/37 . . . . . . . . . . . . . . . . . . Plains All American Pipeline L.P. / PAA Finance Corp. 6.500%, 05/01/18 . . . . . . . . . . . . . . . . . . Tennessee Gas Pipeline Co. LLC 7.000%, 10/15/28 . . . . . . . . . . . . . . . . . . 7.625%, 04/01/37 . . . . . . . . . . . . . . . . . . TransCanada PipeLines, Ltd. 6.200%, 10/15/37 . . . . . . . . . . . . . . . . . . Williams Partners L.P. 5.250%, 03/15/20 . . . . . . . . . . . . . . . . . .

220,000

276,991

3,000,000

3,435,741

1,950,000 2,600,000

2,070,270 2,423,018

3,800,000

3,992,053

2,000,000

2,145,129

2,485,000

2,649,942

1,050,000 640,000

1,253,281 758,984

1,800,000

2,275,406

3,575,000

3,850,990 25,131,805

Real Estate Investment Trusts—0.5% AvalonBay Communities, Inc. 6.100%, 03/15/20 . . . . . . . . . . . . . . . . . . 860,000 Boston Properties L.P. 3.850%, 02/01/23 . . . . . . . . . . . . . . . . . . 2,950,000 ERP Operating L.P. 5.750%, 06/15/17 . . . . . . . . . . . . . . . . . . 900,000

975,814 3,155,058

Principal Amount*

Real Estate Investment Trusts—(Continued) HCP, Inc. 5.375%, 02/01/21 . . . . . . . . . . . . . . . . . . 2,591,000 $ Kimco Realty Corp. 6.875%, 10/01/19 . . . . . . . . . . . . . . . . . . 550,000 Simon Property Group L.P. 3.300%, 01/15/26 . . . . . . . . . . . . . . . . . . 3,800,000

Value

2,874,211 628,104 4,001,454 12,561,795

Retail—1.1% Costco Wholesale Corp. 5.500%, 03/15/17 . . . . . . . . . . . . . . . . . . CVS Health Corp. 2.250%, 12/05/18 . . . . . . . . . . . . . . . . . . Home Depot, Inc. (The) 2.000%, 04/01/21 . . . . . . . . . . . . . . . . . . 4.400%, 04/01/21 . . . . . . . . . . . . . . . . . . Lowe’s Cos., Inc. 6.875%, 02/15/28 . . . . . . . . . . . . . . . . . . Macy’s Retail Holdings, Inc. 4.300%, 02/15/43 . . . . . . . . . . . . . . . . . . McDonald’s Corp. 3.700%, 01/30/26 . . . . . . . . . . . . . . . . . . 5.350%, 03/01/18 . . . . . . . . . . . . . . . . . . Target Corp. 6.350%, 11/01/32 . . . . . . . . . . . . . . . . . . Wal-Mart Stores, Inc. 2.550%, 04/11/23 . . . . . . . . . . . . . . . . . . 5.250%, 09/01/35 . . . . . . . . . . . . . . . . . . 5.625%, 04/15/41 . . . . . . . . . . . . . . . . . . Walgreen Co. 5.250%, 01/15/19 . . . . . . . . . . . . . . . . . .

465,000

474,461

3,930,000

3,999,561

3,000,000 1,450,000

3,049,264 1,611,570

1,000,000

1,370,187

4,600,000

3,874,039

6,000,000 885,000

6,456,798 935,662

708,000

960,576

4,000,000 935,000 1,900,000

4,151,556 1,236,563 2,575,512

225,000

242,185 30,937,934

Semiconductors—0.2% Intel Corp. 2.700%, 12/15/22 . . . . . . . . . . . . . . . . . . 2,000,000 QUALCOMM, Inc. 3.450%, 05/20/25 . . . . . . . . . . . . . . . . . . 4,000,000

2,084,451 4,215,515 6,299,966

Software—0.9% Adobe Systems, Inc. 4.750%, 02/01/20 . . . . . . . . . . . . . . . . . . Fidelity National Information Services, Inc. 2.850%, 10/15/18 . . . . . . . . . . . . . . . . . . Microsoft Corp. 2.000%, 11/03/20 . . . . . . . . . . . . . . . . . . 3.125%, 11/03/25 . . . . . . . . . . . . . . . . . . 4.200%, 06/01/19 . . . . . . . . . . . . . . . . . . Oracle Corp. 2.375%, 01/15/19 . . . . . . . . . . . . . . . . . . 4.125%, 05/15/45 . . . . . . . . . . . . . . . . . .

927,154

MSF-15

2,200,000

2,417,000

4,000,000

4,100,749

3,000,000 5,100,000 2,700,000

3,061,226 5,423,513 2,910,708

3,885,000 4,200,000

3,975,626 4,365,808 26,254,630

Metropolitan Series Fund Barclays Aggregate Bond Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Telecommunications—1.6% America Movil S.A.B. de C.V. 5.625%, 11/15/17 (b) . . . . . . . . . . . . . . . . AT&T Mobility LLC 7.125%, 12/15/31 . . . . . . . . . . . . . . . . . . AT&T, Inc. 2.450%, 06/30/20 . . . . . . . . . . . . . . . . . . 5.000%, 03/01/21 . . . . . . . . . . . . . . . . . . 5.500%, 02/01/18 . . . . . . . . . . . . . . . . . . 5.800%, 02/15/19 . . . . . . . . . . . . . . . . . . 6.300%, 01/15/38 . . . . . . . . . . . . . . . . . . British Telecommunications plc 9.375%, 12/15/30 . . . . . . . . . . . . . . . . . . Cisco Systems, Inc. 5.500%, 01/15/40 . . . . . . . . . . . . . . . . . . Deutsche Telekom International Finance B.V. 8.750%, 06/15/30 . . . . . . . . . . . . . . . . . . Orange S.A. 5.500%, 02/06/44 . . . . . . . . . . . . . . . . . . Rogers Communications, Inc. 6.800%, 08/15/18 . . . . . . . . . . . . . . . . . . Telefonica Emisiones S.A.U. 6.221%, 07/03/17 . . . . . . . . . . . . . . . . . . Verizon Communications, Inc. 4.600%, 04/01/21 . . . . . . . . . . . . . . . . . . 5.150%, 09/15/23 (b) . . . . . . . . . . . . . . . . 6.100%, 04/15/18 . . . . . . . . . . . . . . . . . . 6.550%, 09/15/43 . . . . . . . . . . . . . . . . . . Verizon New York, Inc. 7.375%, 04/01/32 . . . . . . . . . . . . . . . . . . Vodafone Group plc 6.150%, 02/27/37 . . . . . . . . . . . . . . . . . .

Principal Amount*

2,700,000 $

Foreign Government—1.9% Value

Security Description

2,824,687

100,000

138,312

4,100,000 2,600,000 3,500,000 1,700,000 1,300,000

4,173,081 2,905,528 3,686,944 1,864,416 1,611,573

1,000,000

1,617,151

2,000,000

2,583,452

1,000,000

1,552,210

2,400,000

2,987,891

800,000

876,261

1,400,000

1,449,095

2,400,000 3,510,000 1,600,000 3,304,000

2,669,073 4,079,284 1,715,112 4,475,362

500,000

618,619

2,170,000

2,624,163 44,452,214

Transportation—0.4% Burlington Northern Santa Fe LLC 4.150%, 04/01/45 . . . . . . . . . . . . . . . . . . CSX Corp. 6.150%, 05/01/37 . . . . . . . . . . . . . . . . . . 7.900%, 05/01/17 . . . . . . . . . . . . . . . . . . FedEx Corp. 8.000%, 01/15/19 . . . . . . . . . . . . . . . . . . Norfolk Southern Corp. 3.000%, 04/01/22 . . . . . . . . . . . . . . . . . . 5.590%, 05/17/25 . . . . . . . . . . . . . . . . . . Union Pacific Corp. 6.625%, 02/01/29 . . . . . . . . . . . . . . . . . . United Parcel Service, Inc. 5.125%, 04/01/19 . . . . . . . . . . . . . . . . . .

3,900,000

4,289,141

1,600,000 500,000

2,092,008 519,279

675,000

770,430

1,911,000 28,000

1,996,745 33,695

1,200,000

1,647,571

760,000

831,745 12,180,614

Total Corporate Bonds & Notes (Cost $727,693,493) . . . . . . . . . . . . . . . . . .

760,737,066

Banks—0.6% KFW 0.875%, 04/19/18 . . . . . . . . . . . . . . . . . . 1.500%, 02/06/19 . . . . . . . . . . . . . . . . . . 1.625%, 03/15/21 . . . . . . . . . . . . . . . . . . Landwirtschaftliche Rentenbank 2.000%, 01/13/25 . . . . . . . . . . . . . . . . . .

Principal Amount*

3,500,000 $ 5,000,000 3,500,000 3,500,000

Value

3,497,660 5,049,445 3,541,134 3,565,782 15,654,021

Electric—0.0% Hydro-Quebec 8.400%, 01/15/22 . . . . . . . . . . . . . . . . . . 1,000,000 Provincial—0.3% Province of British Columbia Canada 2.000%, 10/23/22 . . . . . . . . . . . . . . . . . . 1,970,000 Province of Nova Scotia Canada 9.250%, 03/01/20 . . . . . . . . . . . . . . . . . . 250,000 Province of Ontario Canada 2.450%, 06/29/22 . . . . . . . . . . . . . . . . . . 4,000,000 4.400%, 04/14/20 . . . . . . . . . . . . . . . . . . 2,100,000 Province of Quebec Canada 7.500%, 07/15/23 . . . . . . . . . . . . . . . . . . 350,000

1,303,627

2,010,636 310,000 4,157,524 2,316,045 463,335 9,257,540

Sovereign—1.0% Canada Government International Bond 1.625%, 02/27/19 . . . . . . . . . . . . . . . . . . Colombia Government International Bond 8.125%, 05/21/24 . . . . . . . . . . . . . . . . . . Mexico Government International Bonds 5.750%, 10/12/10 . . . . . . . . . . . . . . . . . . 6.750%, 09/27/34 . . . . . . . . . . . . . . . . . . 8.000%, 09/24/22 . . . . . . . . . . . . . . . . . . Panama Government International Bond 5.200%, 01/30/20 . . . . . . . . . . . . . . . . . . Peruvian Government International Bond 8.750%, 11/21/33 (b) . . . . . . . . . . . . . . . . Philippine Government International Bond 5.000%, 01/13/37 . . . . . . . . . . . . . . . . . . Republic of Korea 7.125%, 04/16/19 . . . . . . . . . . . . . . . . . .

4,000,000

4,066,757

1,500,000

1,978,302

4,100,000 1,050,000 2,200,000

4,377,879 1,402,820 2,826,352

1,370,000

1,517,853

1,450,000

2,357,291

1,740,000

2,240,250

4,900,000

5,608,937 26,376,441

Total Foreign Government (Cost $50,415,110) . . . . . . . . . . . . . . . . . . .

52,591,629

Mortgage-Backed Securities—1.1% Commercial Mortgage-Backed Securities—1.1% Commercial Mortgage Trust 3.838%, 09/10/47 . . . . . . . . . . . . . . . . . . 3,800,000 3.902%, 07/10/50 . . . . . . . . . . . . . . . . . . 1,835,000 6.007%, 12/10/49 (a) . . . . . . . . . . . . . . . . 2,175,941

MSF-16

4,166,548 2,015,821 2,226,561

Metropolitan Series Fund Barclays Aggregate Bond Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Mortgage-Backed Securities—(Continued) Security Description

Principal Amount*

Commercial Mortgage-Backed Securities—(Continued) GS Mortgage Securities Corp. II 3.382%, 05/10/50 . . . . . . . . . . . . . . . . . . 1,835,000 $ GS Mortgage Securities Trust 3.135%, 06/10/46 . . . . . . . . . . . . . . . . . . 2,935,000 3.377%, 05/10/45 . . . . . . . . . . . . . . . . . . 2,750,000 4.243%, 08/10/46 . . . . . . . . . . . . . . . . . . 966,000 JPMBB Commercial Mortgage Securities Trust 3.598%, 11/15/48 . . . . . . . . . . . . . . . . . . 3,900,000 JPMorgan Chase Commercial Mortgage Securities Trust 5.420%, 01/15/49 . . . . . . . . . . . . . . . . . . 1,172,723 5.440%, 06/12/47 . . . . . . . . . . . . . . . . . . 535,048 Morgan Stanley Bank of America Merrill Lynch Trust 3.732%, 05/15/48 . . . . . . . . . . . . . . . . . . 3,750,000 Morgan Stanley Capital Trust 5.809%, 12/12/49 . . . . . . . . . . . . . . . . . . 1,877,020 6.103%, 06/11/49 (a) . . . . . . . . . . . . . . . . 980,984 WF-RBS Commercial Mortgage Trust 3.488%, 06/15/46 . . . . . . . . . . . . . . . . . . 1,054,000 Total Mortgage-Backed Securities (Cost $30,801,063) . . . . . . . . . . . . . . . . . . .

Value

1,947,467 3,089,293 2,942,995 1,086,383 4,231,344

1,181,454 537,767

4,106,663 1,930,061 1,007,118 1,108,502 31,577,977

2,210,000

3,507,315

2,160,000

3,132,907

2,000,000

2,699,860

3,500,000

5,480,370

1,900,000

2,387,293

2,000,000

3,037,560

1,230,000

1,185,720

Total Municipals (Cost $17,306,179) . . . . . . . . . . . . . . . . . . .

21,431,025

Asset-Backed Securities—0.4% Asset-Backed - Automobile—0.2% Capital Auto Receivables Asset Trust 1.610%, 06/20/19 . . . . . . . . . . . . . . . . . . 830,000 1.940%, 01/21/20 . . . . . . . . . . . . . . . . . . 2,000,000 CarMax Auto Owner Trust 0.970%, 04/16/18 . . . . . . . . . . . . . . . . . . 353,356

Asset-Backed - Automobile—(Continued) Nissan Auto Receivables Owner Trust 0.750%, 07/15/19 . . . . . . . . . . . . . . . . . Volkswagen Auto Loan Enhanced Trust 0.950%, 04/22/19 . . . . . . . . . . . . . . . . .

541,335 $ 1,063,441

Value

540,884 1,060,895 4,806,138

Asset-Backed - Credit Card—0.2% Capital One Multi-Asset Execution Trust 5.750%, 07/15/20 . . . . . . . . . . . . . . . . . Citibank Credit Card Issuance Trust 2.880%, 01/23/23 . . . . . . . . . . . . . . . . .

1,960,000

2,046,632

4,924,000

5,207,622 7,254,254

Municipals—0.8% Los Angeles Community College District, Build America Bonds 6.750%, 08/01/49 . . . . . . . . . . . . . . . . . . Los Angeles, Unified School District, Build America Bonds 6.758%, 07/01/34 . . . . . . . . . . . . . . . . . . Municipal Electric Authority of Georgia, Build America Bonds 6.637%, 04/01/57 . . . . . . . . . . . . . . . . . . New Jersey State Turnpike Authority, Build America Bonds 7.414%, 01/01/40 . . . . . . . . . . . . . . . . . . Oregon School Boards Association, Build America Bonds 5.680%, 06/30/28 . . . . . . . . . . . . . . . . . . State of California, Build America Bonds 7.300%, 10/01/39 . . . . . . . . . . . . . . . . . . State of Illinois, Build America Bonds 5.100%, 06/01/33 . . . . . . . . . . . . . . . . . .

Principal Amount*

Security Description

833,566 2,017,400 353,393

Asset-Backed - Home Equity—0.0% Centex Home Equity Loan Trust 4.250%, 12/25/31 . . . . . . . . . . . . . . . . .

54,794

Total Asset-Backed Securities (Cost $11,994,302) . . . . . . . . . . . . . . . . . .

54,805 12,115,197

Short-Term Investments—1.4% Discount Notes—1.4% Federal Home Loan Bank 0.174%, 10/07/16 (c) 0.187%, 10/12/16 (c) 0.192%, 10/19/16 (c) 0.213%, 10/05/16 (c) 0.213%, 10/21/16 (c) 0.228%, 11/14/16 (c) 0.230%, 10/11/16 (c) 0.254%, 11/25/16 (c)

. . . . . . . . . . . . . . . 1,900,000 . . . . . . . . . . . . . . . 1,800,000 . . . . . . . . . . . . . . . 4,200,000 . . . . . . . . . . . . . . . 18,600,000 . . . . . . . . . . . . . . . 3,200,000 . . . . . . . . . . . . . . . 1,000,000 . . . . . . . . . . . . . . . 4,800,000 . . . . . . . . . . . . . . . 2,300,000

Total Short-Term Investments (Cost $37,796,963) . . . . . . . . . . . . . . . . . .

1,899,937 1,799,889 4,199,580 18,599,458 3,199,609 999,719 4,799,667 2,299,104 37,796,963

Securities Lending Reinvestments (d)—0.7% Certificates of Deposit—0.1% Abbey National Treasury Services 0.440%, 10/03/16 . . . . . . . . . . . . . . . . . Bank of Montreal 0.500%, 10/24/16 . . . . . . . . . . . . . . . . . Bank of Nova Scotia 0.750%, 10/19/16 . . . . . . . . . . . . . . . . . DZ Bank AG 0.950%, 01/03/17 . . . . . . . . . . . . . . . . . KBC Bank NV Zero Coupon, 12/27/16 . . . . . . . . . . . . . . 1.000%, 01/04/17 . . . . . . . . . . . . . . . . . Landesbank Baden-Wuerttemberg 0.450%, 10/03/16 . . . . . . . . . . . . . . . . . National Bank of Canada 0.420%, 10/06/16 . . . . . . . . . . . . . . . . . 0.480%, 10/28/16 . . . . . . . . . . . . . . . . .

MSF-17

500,000

500,000

250,000

250,000

100,000

100,011

250,000

250,000

200,000 250,000

199,722 250,000

250,000

250,000

100,000 200,000

100,000 199,999

Metropolitan Series Fund Barclays Aggregate Bond Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (d)—(Continued) Security Description Certificates of Deposit—(Continued) Norinchukin Bank 0.480%, 10/24/16 . . . . . . . . . . . . . . . . . . Standard Chartered Bank New York 0.910%, 12/16/16 . . . . . . . . . . . . . . . . . . Swedbank 0.350%, 10/03/16 . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

200,000 $

200,000

700,000

700,054

250,000

249,999 3,249,785

Commercial Paper—0.1% Albion Capital Corp. 0.720%, 10/25/16 . . . . . . . . . . . . . . . . . . Charta LLC 0.880%, 12/22/16 . . . . . . . . . . . . . . . . . . Credit Agricole Corporate and Investment Bank 0.610%, 11/01/16 . . . . . . . . . . . . . . . . . . Credit Suisse AG 0.971%, 10/19/16 . . . . . . . . . . . . . . . . . . Kells Funding LLC 1.040%, 01/19/17 . . . . . . . . . . . . . . . . . . LMA S.A. & LMA Americas 0.580%, 10/17/16 . . . . . . . . . . . . . . . . . . Manhattan Asset Funding 0.740%, 11/28/16 . . . . . . . . . . . . . . . . . . Ridgefield Funding Co. LLC 0.650%, 10/26/16 . . . . . . . . . . . . . . . . . . Victory Receivables Corp. 1.050%, 01/04/17 . . . . . . . . . . . . . . . . . .

100,000

99,968

100,000

99,809

200,000

199,892

200,000

199,998

700,000

697,922

50,000

49,988

250,000

249,752

100,000

99,949

250,000

249,366 1,946,644

Repurchase Agreements—0.5% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $1,700,132 on 10/03/16, collateralized by $1,606,526 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 $1,734,000. . . . . . . . . . . . . . 1,700,000 Deutsche Bank AG, London Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $1,700,118 on 10/03/16, collateralized by $1,668,930 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 $1,734,002. . . . . . . . . . . . . . . . . . . 1,700,000 Deutsche Bank Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $500,021 on 10/03/16, collateralized by $486,096 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $510,000. . . . . . . . . . . . . . . . . . . 500,000

1,700,000

1,700,000

500,000

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. . . . . . . . . . . . . . . . . . . Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $1,900,152 on 10/03/16, collateralized by $1,813,890 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 $1,938,811. . . . . . . . . . . . . . Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $502,715 on 10/03/16, collateralized by $415,319 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 $512,749. . . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . . Nomura Securities Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $2,500,180 on 10/04/16, collateralized by $2,404,435 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 $2,550,000. . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . .

Principal Amount*

500,000 $

Value

500,000

1,900,000

1,900,000

502,695

502,695

2,000,000

2,000,000

2,500,000

2,500,000

1,000,000

1,000,000

1,000,000

1,000,000 13,302,695

MSF-18

Metropolitan Series Fund Barclays Aggregate Bond Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (d)—(Continued) Security Description Time Deposits—0.0% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . DBS Bank Limited, Singapore 0.380%, 10/04/16 . . . . . . . . . . . . . . . . . . Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . .

Principal Amount*

75,857

* (a)

Value

$

75,857

300,000

300,000

100,000

100,000

200,000

200,000 675,857

Total Securities Lending Reinvestments (Cost $19,174,583) . . . . . . . . . . . . . . . . . .

19,174,981

Total Investments—100.9% (Cost $2,648,870,094) (e) . . . . . . . . . . . . . . Other assets and liabilities (net)—(0.9)% . . . . . .

2,781,706,708 (24,796,862)

Net Assets—100.0% . . . . . . . . . . . . . . . . . .

$2,756,909,846

Principal amount stated in U.S. dollars unless otherwise noted. 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 $17,979,354 and the collateral received consisted of cash in the amount of $18,674,280. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. (c) The rate shown represents current yield to maturity. (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 $2,648,870,094. The aggregate unrealized appreciation and depreciation of investments were $148,513,155 and $(15,676,541), respectively, resulting in net unrealized appreciation of $132,836,614. (ACES)— Alternative Credit Enhancement Securities (ARM)— Adjustable-Rate Mortgage

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* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Corporate Bonds & Notes* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Foreign Government* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Mortgage-Backed Securities* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Municipals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Asset-Backed Securities* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investments* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificates of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$— — — — — — —

$1,846,281,870 760,737,066 52,591,629 31,577,977 21,431,025 12,115,197 37,796,963

$— — — — — — —

$1,846,281,870 760,737,066 52,591,629 31,577,977 21,431,025 12,115,197 37,796,963

— — — — — $—

3,249,785 1,946,644 13,302,695 675,857 19,174,981 $2,781,706,708

— — — — — $—

3,249,785 1,946,644 13,302,695 675,857 19,174,981 $2,781,706,708

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$—

$ (18,674,280)

$—

$ (18,674,280)

*

See Schedule of Investments for additional detailed categorizations.

MSF-19

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—54.1% of Net Assets Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—32.5% Fannie Mae 15 Yr. Pool 2.500%, 01/01/30 . . . . . . . . . . . . . . . . . 1,676,475 $ 2.500%, 07/01/30 . . . . . . . . . . . . . . . . . 479,311 2.500%, 08/01/30 . . . . . . . . . . . . . . . . . 3,929,550 2.500%, 09/01/30 . . . . . . . . . . . . . . . . . 2,097,743 2.500%, 11/01/30 . . . . . . . . . . . . . . . . . 4,227,407 3.000%, 11/01/28 . . . . . . . . . . . . . . . . . 4,498,125 3.000%, 12/01/28 . . . . . . . . . . . . . . . . . 1,267,153 3.000%, 01/01/29 . . . . . . . . . . . . . . . . . 512,670 3.000%, 04/01/29 . . . . . . . . . . . . . . . . . 1,771,548 3.000%, 05/01/29 . . . . . . . . . . . . . . . . . 2,840,213 3.000%, 08/01/29 . . . . . . . . . . . . . . . . . 3,172,918 3.000%, 09/01/29 . . . . . . . . . . . . . . . . . 1,036,109 3.000%, 03/01/30 . . . . . . . . . . . . . . . . . 1,556,883 3.000%, 04/01/30 . . . . . . . . . . . . . . . . . 1,328,900 3.000%, 05/01/30 . . . . . . . . . . . . . . . . . 1,889,036 3.000%, 07/01/30 . . . . . . . . . . . . . . . . . 9,395,244 3.000%, 08/01/30 . . . . . . . . . . . . . . . . . 7,860,537 3.000%, 09/01/30 . . . . . . . . . . . . . . . . . 2,981,738 3.500%, 11/01/25 . . . . . . . . . . . . . . . . . 2,002,359 3.500%, 08/01/26 . . . . . . . . . . . . . . . . . 1,518,539 3.500%, 08/01/28 . . . . . . . . . . . . . . . . . 1,029,433 3.500%, 10/01/28 . . . . . . . . . . . . . . . . . 4,312,404 3.500%, 11/01/28 . . . . . . . . . . . . . . . . . 5,310,117 3.500%, 02/01/29 . . . . . . . . . . . . . . . . . 10,919,555 3.500%, 04/01/29 . . . . . . . . . . . . . . . . . 2,304,551 3.500%, 05/01/29 . . . . . . . . . . . . . . . . . 5,283,697 3.500%, 06/01/29 . . . . . . . . . . . . . . . . . 3,218,372 3.500%, 07/01/29 . . . . . . . . . . . . . . . . . 12,159,158 3.500%, 09/01/29 . . . . . . . . . . . . . . . . . 318,555 3.500%, 12/01/29 . . . . . . . . . . . . . . . . . 14,894,954 3.500%, 08/01/30 . . . . . . . . . . . . . . . . . 1,438,528 4.000%, 01/01/25 . . . . . . . . . . . . . . . . . 12,908 4.000%, 02/01/25 . . . . . . . . . . . . . . . . . 4,079,298 4.000%, 09/01/25 . . . . . . . . . . . . . . . . . 741,736 4.000%, 10/01/25 . . . . . . . . . . . . . . . . . 2,223,691 4.000%, 01/01/26 . . . . . . . . . . . . . . . . . 658,458 4.000%, 04/01/26 . . . . . . . . . . . . . . . . . 465,685 4.000%, 07/01/26 . . . . . . . . . . . . . . . . . 1,825,763 4.000%, 08/01/26 . . . . . . . . . . . . . . . . . 991,528 4.500%, 12/01/20 . . . . . . . . . . . . . . . . . 890,827 4.500%, 02/01/25 . . . . . . . . . . . . . . . . . 700,127 4.500%, 04/01/25 . . . . . . . . . . . . . . . . . 140,167 4.500%, 07/01/25 . . . . . . . . . . . . . . . . . 516,624 4.500%, 06/01/26 . . . . . . . . . . . . . . . . . 3,201,798 Fannie Mae 20 Yr. Pool 5.000%, 05/01/23 . . . . . . . . . . . . . . . . . 3,516 Fannie Mae 30 Yr. Pool 3.000%, 12/01/42 . . . . . . . . . . . . . . . . . 9,529,362 3.000%, 01/01/43 . . . . . . . . . . . . . . . . . 6,425,364 3.000%, 02/01/43 . . . . . . . . . . . . . . . . . 3,056,987 3.000%, 03/01/43 . . . . . . . . . . . . . . . . . 24,662,792 3.000%, 04/01/43 . . . . . . . . . . . . . . . . . 16,999,585 3.000%, 05/01/43 . . . . . . . . . . . . . . . . . 22,809,736 3.000%, 06/01/43 . . . . . . . . . . . . . . . . . 2,889,215 3.000%, 06/01/46 . . . . . . . . . . . . . . . . . 955,640

Value

Security Description

1,741,374 497,746 4,079,210 2,178,541 4,387,350 4,748,051 1,338,219 541,509 1,870,252 2,997,484 3,342,245 1,094,865 1,645,352 1,403,031 1,995,374 9,920,740 8,299,054 3,148,994 2,130,802 1,601,259 1,099,352 4,603,465 5,669,963 11,649,552 2,460,962 5,624,054 3,436,610 12,993,639 341,488 15,958,955 1,546,182 13,331 4,296,716 786,621 2,362,421 698,888 494,815 1,938,253 1,052,965 921,762 742,960 148,744 548,245 3,427,232 3,902 9,973,715 6,718,922 3,200,992 25,740,895 17,751,915 23,869,723 3,029,217 1,000,899

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Fannie Mae 30 Yr. Pool 3.000%, 08/01/46 . . . . . . . . . . . . . . . . . 104,341 $ 3.000%, 09/01/46 . . . . . . . . . . . . . . . . . 2,394,986 3.500%, 01/01/42 . . . . . . . . . . . . . . . . . 220,343 3.500%, 04/01/42 . . . . . . . . . . . . . . . . . 81,116 3.500%, 06/01/42 . . . . . . . . . . . . . . . . . 993,893 3.500%, 10/01/42 . . . . . . . . . . . . . . . . . 415,153 3.500%, 12/01/42 . . . . . . . . . . . . . . . . . 205,882 3.500%, 01/01/43 . . . . . . . . . . . . . . . . . 1,384,071 3.500%, 02/01/43 . . . . . . . . . . . . . . . . . 1,912,404 3.500%, 03/01/43 . . . . . . . . . . . . . . . . . 4,981,700 3.500%, 04/01/43 . . . . . . . . . . . . . . . . . 88,392 3.500%, 07/01/43 . . . . . . . . . . . . . . . . . 14,387,465 3.500%, 08/01/43 . . . . . . . . . . . . . . . . . 9,594,607 3.500%, 09/01/43 . . . . . . . . . . . . . . . . . 156,962 3.500%, 10/01/43 . . . . . . . . . . . . . . . . . 192,871 3.500%, 11/01/43 . . . . . . . . . . . . . . . . . 1,541,221 3.500%, 01/01/44 . . . . . . . . . . . . . . . . . 2,127,284 3.500%, 06/01/44 . . . . . . . . . . . . . . . . . 425,523 3.500%, 07/01/44 . . . . . . . . . . . . . . . . . 369,585 3.500%, 08/01/44 . . . . . . . . . . . . . . . . . 2,883,151 3.500%, 09/01/44 . . . . . . . . . . . . . . . . . 779,161 3.500%, 10/01/44 . . . . . . . . . . . . . . . . . 1,002,897 3.500%, 05/01/45 . . . . . . . . . . . . . . . . . 891,094 3.500%, 06/01/45 . . . . . . . . . . . . . . . . . 1,567,485 3.500%, 10/01/45 . . . . . . . . . . . . . . . . . 3,508,433 3.500%, 11/01/45 . . . . . . . . . . . . . . . . . 1,971,849 3.500%, 12/01/45 . . . . . . . . . . . . . . . . . 993,329 3.500%, 04/01/46 . . . . . . . . . . . . . . . . . 10,000,178 3.500%, 06/01/46 . . . . . . . . . . . . . . . . . 18,727,000 3.500%, 07/01/46 . . . . . . . . . . . . . . . . . 13,132,207 4.000%, 08/01/33 . . . . . . . . . . . . . . . . . 1,621,058 4.000%, 06/01/39 . . . . . . . . . . . . . . . . . 1,204,711 4.000%, 12/01/39 . . . . . . . . . . . . . . . . . 120,777 4.000%, 07/01/40 . . . . . . . . . . . . . . . . . 1,549,930 4.000%, 08/01/40 . . . . . . . . . . . . . . . . . 2,814,413 4.000%, 10/01/40 . . . . . . . . . . . . . . . . . 7,252,092 4.000%, 11/01/40 . . . . . . . . . . . . . . . . . 510,713 4.000%, 12/01/40 . . . . . . . . . . . . . . . . . 2,612,358 4.000%, 04/01/41 . . . . . . . . . . . . . . . . . 258,435 4.000%, 09/01/41 . . . . . . . . . . . . . . . . . 6,896,897 4.000%, 10/01/41 . . . . . . . . . . . . . . . . . 431,028 4.000%, 12/01/41 . . . . . . . . . . . . . . . . . 1,592,252 4.000%, 02/01/42 . . . . . . . . . . . . . . . . . 3,827,434 4.000%, 05/01/42 . . . . . . . . . . . . . . . . . 1,616,886 4.000%, 06/01/42 . . . . . . . . . . . . . . . . . 923,733 4.000%, 07/01/42 . . . . . . . . . . . . . . . . . 5,976,376 4.000%, 08/01/42 . . . . . . . . . . . . . . . . . 499,787 4.000%, 09/01/42 . . . . . . . . . . . . . . . . . 1,184,531 4.000%, 12/01/42 . . . . . . . . . . . . . . . . . 3,304,619 4.000%, 01/01/43 . . . . . . . . . . . . . . . . . 1,467,759 4.000%, 10/01/43 . . . . . . . . . . . . . . . . . 1,093,523 4.000%, 11/01/43 . . . . . . . . . . . . . . . . . 4,775,731 4.000%, 01/01/44 . . . . . . . . . . . . . . . . . 3,509,108 4.000%, 02/01/44 . . . . . . . . . . . . . . . . . 3,245,719 4.000%, 05/01/44 . . . . . . . . . . . . . . . . . 4,874,942

MSF-20

Value

108,543 2,507,194 235,745 87,435 1,066,238 447,490 221,915 1,489,519 2,043,114 5,348,976 95,083 15,432,428 10,270,571 168,426 207,774 1,646,944 2,286,751 456,730 397,528 3,103,694 839,700 1,069,866 950,535 1,671,667 3,741,488 2,117,948 1,066,893 10,550,059 19,763,743 13,859,321 1,741,509 1,296,166 129,751 1,665,096 3,025,751 7,894,994 550,050 2,813,476 278,337 7,429,891 463,055 1,755,937 4,125,706 1,763,908 994,233 6,567,437 538,532 1,275,932 3,607,360 1,580,500 1,178,006 5,267,203 3,870,207 3,579,304 5,375,968

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Fannie Mae 30 Yr. Pool 4.000%, 07/01/44 . . . . . . . . . . . . . . . . . 1,614,925 $ 4.000%, 10/01/44 . . . . . . . . . . . . . . . . . 6,723,591 4.000%, 11/01/44 . . . . . . . . . . . . . . . . . 1,960,805 4.000%, 12/01/44 . . . . . . . . . . . . . . . . . 6,671,982 4.000%, 01/01/45 . . . . . . . . . . . . . . . . . 2,628,470 4.000%, 02/01/45 . . . . . . . . . . . . . . . . . 2,084,338 4.000%, 03/01/45 . . . . . . . . . . . . . . . . . 1,347,518 4.000%, 04/01/45 . . . . . . . . . . . . . . . . . 1,172,795 4.000%, 05/01/45 . . . . . . . . . . . . . . . . . 1,246,245 4.000%, 06/01/45 . . . . . . . . . . . . . . . . . 1,741,591 4.000%, 07/01/45 . . . . . . . . . . . . . . . . . 9,347,587 4.000%, 08/01/45 . . . . . . . . . . . . . . . . . 1,315,024 4.000%, 09/01/45 . . . . . . . . . . . . . . . . . 4,816,721 4.000%, 10/01/45 . . . . . . . . . . . . . . . . . 22,071,349 4.000%, 11/01/45 . . . . . . . . . . . . . . . . . 8,995,352 4.000%, 12/01/45 . . . . . . . . . . . . . . . . . 15,217,140 4.000%, 01/01/46 . . . . . . . . . . . . . . . . . 7,400,916 4.000%, 02/01/46 . . . . . . . . . . . . . . . . . 4,643,317 4.000%, 03/01/46 . . . . . . . . . . . . . . . . . 44,524,295 4.000%, 04/01/46 . . . . . . . . . . . . . . . . . 1,525,001 4.000%, 05/01/46 . . . . . . . . . . . . . . . . . 1,999,999 4.000%, 08/01/46 . . . . . . . . . . . . . . . . . 28,505 4.000%, 09/01/46 . . . . . . . . . . . . . . . . . 9,397,867 4.500%, 08/01/39 . . . . . . . . . . . . . . . . . 2,243,299 4.500%, 11/01/39 . . . . . . . . . . . . . . . . . 480,049 4.500%, 01/01/40 . . . . . . . . . . . . . . . . . 57,723 4.500%, 04/01/40 . . . . . . . . . . . . . . . . . 143,084 4.500%, 05/01/40 . . . . . . . . . . . . . . . . . 350,871 4.500%, 06/01/40 . . . . . . . . . . . . . . . . . 354,914 4.500%, 07/01/40 . . . . . . . . . . . . . . . . . 655,777 4.500%, 08/01/40 . . . . . . . . . . . . . . . . . 4,647,259 4.500%, 11/01/40 . . . . . . . . . . . . . . . . . 1,333,973 4.500%, 07/01/41 . . . . . . . . . . . . . . . . . 392,137 4.500%, 08/01/41 . . . . . . . . . . . . . . . . . 196,068 4.500%, 09/01/41 . . . . . . . . . . . . . . . . . 1,265,481 4.500%, 01/01/42 . . . . . . . . . . . . . . . . . 276,354 4.500%, 06/01/42 . . . . . . . . . . . . . . . . . 167,303 4.500%, 08/01/42 . . . . . . . . . . . . . . . . . 1,493,868 4.500%, 09/01/42 . . . . . . . . . . . . . . . . . 4,500,289 4.500%, 09/01/43 . . . . . . . . . . . . . . . . . 1,330,538 4.500%, 10/01/43 . . . . . . . . . . . . . . . . . 2,005,461 4.500%, 12/01/43 . . . . . . . . . . . . . . . . . 2,849,130 4.500%, 01/01/44 . . . . . . . . . . . . . . . . . 4,597,900 4.500%, 10/01/45 . . . . . . . . . . . . . . . . . 3,635,042 4.500%, 11/01/45 . . . . . . . . . . . . . . . . . 6,587,420 4.500%, 06/01/46 . . . . . . . . . . . . . . . . . 4,099,244 5.000%, 11/01/32 . . . . . . . . . . . . . . . . . 9,798 5.000%, 06/01/39 . . . . . . . . . . . . . . . . . 31,717,529 5.000%, 04/01/41 . . . . . . . . . . . . . . . . . 58,778 5.000%, 07/01/41 . . . . . . . . . . . . . . . . . 644,999 5.000%, 08/01/41 . . . . . . . . . . . . . . . . . 722,269 5.000%, 01/01/42 . . . . . . . . . . . . . . . . . 54,062 5.500%, 11/01/32 . . . . . . . . . . . . . . . . . 1,741,689 5.500%, 12/01/32 . . . . . . . . . . . . . . . . . 280,164 5.500%, 01/01/33 . . . . . . . . . . . . . . . . . 1,037,402

Principal Amount*

Value

Security Description

1,740,283 7,271,117 2,106,501 7,313,762 2,898,796 2,267,732 1,472,971 1,289,125 1,345,521 1,870,998 10,042,757 1,413,391 5,175,730 24,044,645 9,723,127 16,478,378 7,993,416 5,028,726 47,836,073 1,640,387 2,148,607 30,624 10,096,168 2,460,879 534,255 64,080 158,685 386,726 389,417 718,857 5,108,609 1,462,710 430,447 214,775 1,391,853 303,023 183,266 1,637,318 4,929,673 1,461,715 2,199,370 3,124,448 5,085,946 4,080,428 7,401,601 4,564,901 10,873 35,554,169 65,507 718,009 806,496 60,004 1,978,035 318,425 1,172,208

Agency Sponsored Mortgage - Backed—(Continued) Fannie Mae 30 Yr. Pool 5.500%, 12/01/33 . . . . . . . . . . . . . . . . 366,497 $ 5.500%, 05/01/34 . . . . . . . . . . . . . . . . 2,929,409 5.500%, 08/01/37 . . . . . . . . . . . . . . . . 3,024,018 5.500%, 02/01/38 . . . . . . . . . . . . . . . . 433,415 5.500%, 03/01/38 . . . . . . . . . . . . . . . . 327,384 5.500%, 04/01/38 . . . . . . . . . . . . . . . . 278,852 5.500%, 06/01/38 . . . . . . . . . . . . . . . . 424,102 5.500%, 12/01/38 . . . . . . . . . . . . . . . . 521,307 5.500%, 08/01/39 . . . . . . . . . . . . . . . . 473,722 5.500%, 04/01/40 . . . . . . . . . . . . . . . . 131,645 5.500%, 04/01/41 . . . . . . . . . . . . . . . . 509,909 5.500%, TBA (a) . . . . . . . . . . . . . . . . . . . 5,258,000 6.000%, 02/01/34 . . . . . . . . . . . . . . . . 328,186 6.000%, 08/01/34 . . . . . . . . . . . . . . . . 246,352 6.000%, 04/01/35 . . . . . . . . . . . . . . . . 3,867,428 6.000%, 06/01/36 . . . . . . . . . . . . . . . . 581,298 6.000%, 02/01/38 . . . . . . . . . . . . . . . . 774,757 6.000%, 03/01/38 . . . . . . . . . . . . . . . . 282,033 6.000%, 05/01/38 . . . . . . . . . . . . . . . . 902,557 6.000%, 10/01/38 . . . . . . . . . . . . . . . . 1,115,366 6.000%, 12/01/38 . . . . . . . . . . . . . . . . 332,019 6.000%, 04/01/40 . . . . . . . . . . . . . . . . 3,540,833 6.000%, 09/01/40 . . . . . . . . . . . . . . . . 365,676 6.000%, 06/01/41 . . . . . . . . . . . . . . . . 780,242 6.500%, 05/01/40 . . . . . . . . . . . . . . . . 5,205,077 Fannie Mae ARM Pool 2.814%, 03/01/41 (b) . . . . . . . . . . . . . . 568,290 2.945%, 03/01/41 (b) . . . . . . . . . . . . . . 375,008 3.022%, 08/01/38 (b) . . . . . . . . . . . . . . 734,696 3.157%, 12/01/40 (b) . . . . . . . . . . . . . . 1,046,559 3.384%, 06/01/41 (b) . . . . . . . . . . . . . . 2,013,243 3.536%, 09/01/41 (b) . . . . . . . . . . . . . . 1,453,642 Fannie Mae Pool 2.500%, 05/01/26 . . . . . . . . . . . . . . . . 900,000 2.540%, 08/01/28 . . . . . . . . . . . . . . . . 798,899 2.690%, 04/01/25 . . . . . . . . . . . . . . . . 480,000 4.000%, 01/01/41 . . . . . . . . . . . . . . . . 719,065 Fannie Mae REMICS (CMO) 5.000%, 04/25/35 . . . . . . . . . . . . . . . . 125,062 Fannie Mae-ACES 0.242%, 08/25/24 (b) (c) . . . . . . . . . . . . 117,296,607 Freddie Mac 15 Yr. Gold Pool 2.500%, 08/01/29 . . . . . . . . . . . . . . . . 1,641,866 2.500%, 12/01/29 . . . . . . . . . . . . . . . . 454,875 2.500%, 05/01/30 . . . . . . . . . . . . . . . . 1,525,422 2.500%, 07/01/30 . . . . . . . . . . . . . . . . 1,045,519 2.500%, 08/01/30 . . . . . . . . . . . . . . . . 2,996,521 2.500%, 09/01/30 . . . . . . . . . . . . . . . . 3,858,181 2.500%, TBA (a) . . . . . . . . . . . . . . . . . . . 8,077,000 3.000%, 01/01/30 . . . . . . . . . . . . . . . . 1,248,989 3.000%, 04/01/30 . . . . . . . . . . . . . . . . 5,820,706 3.000%, 05/01/30 . . . . . . . . . . . . . . . . 954,367 3.000%, 06/01/30 . . . . . . . . . . . . . . . . 39,703 3.000%, 07/01/30 . . . . . . . . . . . . . . . . 2,184,922 3.000%, 08/01/30 . . . . . . . . . . . . . . . . 3,277,659

MSF-21

Value

416,594 3,331,633 3,440,690 496,217 373,600 313,899 485,234 586,827 536,766 148,733 577,470 5,925,109 381,876 286,145 4,497,769 678,165 898,367 328,196 1,050,359 1,283,186 384,839 4,062,259 418,881 894,824 6,004,142 602,182 396,325 778,425 1,099,779 2,118,373 1,534,860 927,466 821,960 501,932 778,622 133,668 1,217,621 1,705,986 472,474 1,582,964 1,085,722 3,112,615 4,004,596 8,367,267 1,318,082 6,153,043 1,009,616 41,964 2,307,372 3,464,066

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Freddie Mac 15 Yr. Gold Pool 3.000%, TBA (a) . . . . . . . . . . . . . . . . . . . . 6,632,000 $ 3.500%, TBA (a) . . . . . . . . . . . . . . . . . . . . 7,978,000 Freddie Mac 30 Yr. Gold Pool 3.000%, 01/01/43 . . . . . . . . . . . . . . . . . 2,233,017 3.000%, 03/01/43 . . . . . . . . . . . . . . . . . 5,073,190 3.000%, 07/01/43 . . . . . . . . . . . . . . . . . 14,621,726 3.000%, TBA (a) . . . . . . . . . . . . . . . . . . . . 15,289,000 3.500%, 04/01/42 . . . . . . . . . . . . . . . . . 2,321,377 3.500%, 08/01/42 . . . . . . . . . . . . . . . . . 1,846,432 3.500%, 10/01/42 . . . . . . . . . . . . . . . . . 231,294 3.500%, 02/01/43 . . . . . . . . . . . . . . . . . 483,911 3.500%, 07/01/43 . . . . . . . . . . . . . . . . . 3,423,076 3.500%, 12/01/43 . . . . . . . . . . . . . . . . . 2,058,832 3.500%, 01/01/44 . . . . . . . . . . . . . . . . . 667,029 3.500%, 04/01/44 . . . . . . . . . . . . . . . . . 176,304 3.500%, 05/01/44 . . . . . . . . . . . . . . . . . 712,223 3.500%, 06/01/44 . . . . . . . . . . . . . . . . . 189,797 3.500%, 07/01/44 . . . . . . . . . . . . . . . . . 149,739 3.500%, 08/01/44 . . . . . . . . . . . . . . . . . 659,156 3.500%, 09/01/44 . . . . . . . . . . . . . . . . . 1,156,793 3.500%, 09/01/45 . . . . . . . . . . . . . . . . . 244,425 3.500%, 10/01/45 . . . . . . . . . . . . . . . . . 13,993,835 3.500%, 05/01/46 . . . . . . . . . . . . . . . . . 6,562,356 3.500%, 06/01/46 . . . . . . . . . . . . . . . . . 6,627,485 3.500%, TBA (a) . . . . . . . . . . . . . . . . . . . . 32,297,000 4.000%, 08/01/40 . . . . . . . . . . . . . . . . . 485,842 4.000%, 10/01/40 . . . . . . . . . . . . . . . . . 197,464 4.000%, 11/01/40 . . . . . . . . . . . . . . . . . 930,636 4.000%, 04/01/41 . . . . . . . . . . . . . . . . . 24,234 4.000%, 10/01/41 . . . . . . . . . . . . . . . . . 841,335 4.000%, 09/01/43 . . . . . . . . . . . . . . . . . 572,482 4.000%, 04/01/44 . . . . . . . . . . . . . . . . . 1,270,124 4.000%, 08/01/44 . . . . . . . . . . . . . . . . . 4,533,771 4.000%, 02/01/45 . . . . . . . . . . . . . . . . . 463,599 4.000%, 09/01/45 . . . . . . . . . . . . . . . . . 1,953,306 4.000%, 10/01/45 . . . . . . . . . . . . . . . . . 6,665,061 4.000%, 12/01/45 . . . . . . . . . . . . . . . . . 862,739 4.000%, 01/01/46 . . . . . . . . . . . . . . . . . 418,788 4.000%, TBA (a) . . . . . . . . . . . . . . . . . . . . 25,293,000 4.500%, 02/01/39 . . . . . . . . . . . . . . . . . 1,909,774 4.500%, 08/01/39 . . . . . . . . . . . . . . . . . 1,625,307 4.500%, 12/01/39 . . . . . . . . . . . . . . . . . 393,849 4.500%, 07/01/40 . . . . . . . . . . . . . . . . . 126,456 4.500%, 05/01/41 . . . . . . . . . . . . . . . . . 2,629,653 4.500%, 05/01/42 . . . . . . . . . . . . . . . . . 2,456,577 4.500%, 10/01/43 . . . . . . . . . . . . . . . . . 1,155,871 4.500%, 12/01/43 . . . . . . . . . . . . . . . . . 3,032,818 4.500%, 04/01/44 . . . . . . . . . . . . . . . . . 1,460,664 4.500%, 09/01/44 . . . . . . . . . . . . . . . . . 4,600,464 5.000%, 10/01/41 . . . . . . . . . . . . . . . . . 990,555 5.000%, 11/01/41 . . . . . . . . . . . . . . . . . 9,021,378 5.500%, 09/01/39 . . . . . . . . . . . . . . . . . 295,560 5.500%, 01/01/40 . . . . . . . . . . . . . . . . . 326,234 5.500%, 07/01/40 . . . . . . . . . . . . . . . . . 414,565 5.500%, 06/01/41 . . . . . . . . . . . . . . . . . 3,851,080

Value

Security Description

6,966,061 8,425,696 2,332,817 5,283,030 15,333,519 15,887,421 2,496,540 1,987,563 246,002 521,971 3,700,346 2,225,203 720,297 189,955 767,933 204,433 161,803 710,092 1,247,516 263,616 14,938,675 6,923,082 6,993,315 34,031,703 523,158 215,113 1,012,009 26,094 916,640 628,012 1,384,314 4,985,451 505,703 2,132,276 7,174,855 939,084 449,716 27,100,066 2,090,099 1,786,742 431,456 139,017 2,891,019 2,695,703 1,268,903 3,348,423 1,603,498 5,042,369 1,098,722 10,017,441 331,688 365,999 465,424 4,355,007

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Freddie Mac ARM Non-Gold Pool 2.998%, 02/01/41 (b) . . . . . . . . . . . . . . . 907,749 $ Freddie Mac Multifamily Structured Pass-Through Certificates 1.503%, 03/25/26 (b) (c) . . . . . . . . . . . . . 10,374,086 2.673%, 03/25/26 . . . . . . . . . . . . . . . . . 695,000 2.770%, 05/25/25 . . . . . . . . . . . . . . . . . 1,110,000 3.205%, 03/25/25 . . . . . . . . . . . . . . . . . 370,000 3.334%, 08/25/25 (b) . . . . . . . . . . . . . . . 570,000 3.527%, 10/25/23 (b) . . . . . . . . . . . . . . . 550,000 3.531%, 07/25/23 (b) . . . . . . . . . . . . . . . 500,000 FREMF Mortgage Trust 3.724%, 06/25/48 (144A) (b) . . . . . . . . . 658,000 3.908%, 10/25/48 (144A) (b) . . . . . . . . . 400,000 4.189%, 02/25/26 (144A) (b) . . . . . . . . . 775,000 Ginnie Mae I 30 Yr. Pool 3.000%, TBA (a) . . . . . . . . . . . . . . . . . . . . 6,519,000 3.500%, 02/15/42 . . . . . . . . . . . . . . . . . 256,224 3.500%, 04/15/42 . . . . . . . . . . . . . . . . . 491,428 3.500%, 05/15/42 . . . . . . . . . . . . . . . . . 437,637 3.500%, 08/15/42 . . . . . . . . . . . . . . . . . 686,346 3.500%, 11/15/42 . . . . . . . . . . . . . . . . . 441,531 3.500%, 12/15/42 . . . . . . . . . . . . . . . . . 1,437,257 3.500%, 01/15/43 . . . . . . . . . . . . . . . . . 617,707 3.500%, 02/15/43 . . . . . . . . . . . . . . . . . 974,203 3.500%, 03/15/43 . . . . . . . . . . . . . . . . . 533,777 3.500%, 04/15/43 . . . . . . . . . . . . . . . . . 2,003,618 3.500%, 05/15/43 . . . . . . . . . . . . . . . . . 3,482,592 3.500%, 06/15/43 . . . . . . . . . . . . . . . . . 883,524 3.500%, 07/15/43 . . . . . . . . . . . . . . . . . 2,946,680 4.000%, 01/15/41 . . . . . . . . . . . . . . . . . 2,148,602 4.000%, 03/15/41 . . . . . . . . . . . . . . . . . 1,579,538 4.000%, 12/15/41 . . . . . . . . . . . . . . . . . 26,676 4.000%, 05/15/42 . . . . . . . . . . . . . . . . . 147,822 4.000%, TBA (a) . . . . . . . . . . . . . . . . . . . . 4,542,000 4.500%, 02/15/42 . . . . . . . . . . . . . . . . . 16,550,159 5.000%, 12/15/38 . . . . . . . . . . . . . . . . . 458,617 5.000%, 07/15/39 . . . . . . . . . . . . . . . . . 1,289,957 5.000%, 12/15/40 . . . . . . . . . . . . . . . . . 1,537,283 5.500%, 04/15/33 . . . . . . . . . . . . . . . . . 41,530 6.500%, 04/15/33 . . . . . . . . . . . . . . . . . 50,960 8.500%, 01/15/17 . . . . . . . . . . . . . . . . . 267 8.500%, 05/15/17 . . . . . . . . . . . . . . . . . 90 8.500%, 05/15/22 . . . . . . . . . . . . . . . . . 981 Ginnie Mae II 30 Yr. Pool 3.000%, TBA (a) . . . . . . . . . . . . . . . . . . . . 65,154,000 3.500%, 12/20/41 . . . . . . . . . . . . . . . . . 5,795,467 3.500%, 10/20/42 . . . . . . . . . . . . . . . . . 590,120 3.500%, 01/20/43 . . . . . . . . . . . . . . . . . 522,444 3.500%, 04/20/43 . . . . . . . . . . . . . . . . . 442,912 3.500%, 04/20/46 . . . . . . . . . . . . . . . . . 7,433,130 3.500%, TBA (a) . . . . . . . . . . . . . . . . . . . . 87,455,000 4.000%, 09/20/40 . . . . . . . . . . . . . . . . . 155,911 4.000%, 10/20/40 . . . . . . . . . . . . . . . . . 292,366 4.000%, 12/20/40 . . . . . . . . . . . . . . . . . 4,197,428 4.000%, 01/20/41 . . . . . . . . . . . . . . . . . 3,161,066

MSF-22

Value

960,608

1,078,848 727,173 1,164,225 403,469 627,521 609,229 553,497 654,368 397,610 785,574 6,826,317 272,572 530,944 473,787 742,768 469,657 1,555,171 662,637 1,048,881 572,659 2,168,196 3,752,634 944,376 3,188,097 2,316,463 1,698,107 28,682 158,986 4,881,848 18,305,186 513,955 1,449,931 1,722,847 47,570 58,768 267 90 1,022 68,253,904 6,176,747 628,459 556,387 471,688 7,903,659 92,886,778 167,754 314,573 4,516,243 3,407,696

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Ginnie Mae II 30 Yr. Pool 4.000%, 02/20/41 . . . . . . . . . . . . . . . . 56,115 $ 4.000%, 07/20/43 . . . . . . . . . . . . . . . . 288,280 4.000%, 08/20/44 . . . . . . . . . . . . . . . . 1,179,917 4.000%, TBA (a) . . . . . . . . . . . . . . . . . . . 34,238,000 4.500%, 12/20/39 . . . . . . . . . . . . . . . . 133,733 4.500%, 01/20/40 . . . . . . . . . . . . . . . . 163,908 4.500%, 02/20/40 . . . . . . . . . . . . . . . . 130,631 4.500%, 05/20/40 . . . . . . . . . . . . . . . . 9,101 4.500%, 08/20/40 . . . . . . . . . . . . . . . . 322,934 4.500%, 05/20/41 . . . . . . . . . . . . . . . . 17,286,561 4.500%, 06/20/41 . . . . . . . . . . . . . . . . 1,686,574 4.500%, 07/20/41 . . . . . . . . . . . . . . . . 1,051,897 4.500%, 11/20/41 . . . . . . . . . . . . . . . . 155,355 4.500%, 11/20/44 . . . . . . . . . . . . . . . . 408,976 5.000%, 10/20/33 . . . . . . . . . . . . . . . . 1,330,280 5.000%, 10/20/39 . . . . . . . . . . . . . . . . 488,472 Government National Mortgage Association 0.825%, 08/16/41 (c) . . . . . . . . . . . . . . 6,664,262 0.876%, 02/16/53 (b) (c) . . . . . . . . . . . . 21,655,097 1.000%, 02/16/39 (c) . . . . . . . . . . . . . . 9,123,743 1.010%, 08/16/58 (b) (c) . . . . . . . . . . . . 3,933,587 1.059%, 01/16/49 (b) (c) . . . . . . . . . . . . 10,237,295 1.074%, 05/16/58 (b) (c) . . . . . . . . . . . . 2,779,336 1.127%, 04/16/58 (b) (c) (d) . . . . . . . . . 4,220,000 1.150%, 12/16/57 (b) (c) (d) . . . . . . . . . 4,300,000

Corporate Bonds & Notes—30.9%

Value

Security Description

60,493 310,135 1,291,657 36,686,818 146,391 179,422 142,995 9,964 353,628 18,936,471 1,847,554 1,152,299 170,626 441,793 1,495,183 545,946 145,430 1,247,143 175,718 321,743 626,353 237,534 370,420 382,301 1,282,033,772

U.S. Treasury—21.6% U.S. Treasury Bonds 2.500%, 02/15/46 . . . . . . . . . . . . . . . . 5,335,000 2.500%, 05/15/46 (e) . . . . . . . . . . . . . . 23,315,400 3.000%, 11/15/45 (f) . . . . . . . . . . . . . . 54,868,000 U.S. Treasury Inflation Indexed Notes 0.125%, 04/15/21 (g) . . . . . . . . . . . . . . 84,605,992 0.125%, 07/15/26 (g) . . . . . . . . . . . . . . 20,029,800 0.625%, 01/15/26 (g) . . . . . . . . . . . . . . 40,420,020 U.S. Treasury Notes 0.750%, 07/31/18 (e) . . . . . . . . . . . . . . 75,000,000 0.750%, 02/15/19 (e) . . . . . . . . . . . . . . 112,406,000 1.125%, 06/30/21 . . . . . . . . . . . . . . . . 102,376,000 1.125%, 07/31/21 (e) . . . . . . . . . . . . . . 51,863,000 1.125%, 08/31/21 (e) . . . . . . . . . . . . . . 75,084,500 1.375%, 06/30/23 . . . . . . . . . . . . . . . . 30,570,000 1.500%, 08/15/26 . . . . . . . . . . . . . . . . 9,845,000 1.625%, 04/30/23 . . . . . . . . . . . . . . . . 25,023,000 1.625%, 02/15/26 . . . . . . . . . . . . . . . . 14,866,800 1.625%, 05/15/26 . . . . . . . . . . . . . . . . 2,388,000 2.000%, 08/15/25 . . . . . . . . . . . . . . . . 37,229,000 2.250%, 11/15/25 . . . . . . . . . . . . . . . . 69,815,200

5,514,224 24,131,439 62,605,266 86,372,481 20,248,746 42,510,139 74,979,525 112,190,855 102,256,015 51,788,058 75,008,214 30,516,258 9,749,238 25,387,585 14,892,356 2,391,171 38,526,207 73,698,670

Principal Amount*

Advertising—0.1% Interpublic Group of Cos., Inc. (The) 3.750%, 02/15/23 . . . . . . . . . . . . . . . . . . 1,191,000 $ 4.000%, 03/15/22 . . . . . . . . . . . . . . . . . . 1,468,000 Omnicom Group, Inc. 3.650%, 11/01/24 . . . . . . . . . . . . . . . . . . 750,000

2,134,800,219

1,244,127 1,568,712 796,986 3,609,825

Aerospace/Defense—0.4% BAE Systems Holdings, Inc. 2.850%, 12/15/20 (144A) . . . . . . . . . . . . . 3.850%, 12/15/25 (144A) . . . . . . . . . . . . . 4.750%, 10/07/44 (144A) . . . . . . . . . . . . . Boeing Co. (The) 2.200%, 10/30/22 . . . . . . . . . . . . . . . . . . 2.350%, 10/30/21 . . . . . . . . . . . . . . . . . . 2.600%, 10/30/25 . . . . . . . . . . . . . . . . . . Harris Corp. 2.700%, 04/27/20 . . . . . . . . . . . . . . . . . . 4.854%, 04/27/35 . . . . . . . . . . . . . . . . . . 5.054%, 04/27/45 . . . . . . . . . . . . . . . . . . Lockheed Martin Corp. 3.100%, 01/15/23 . . . . . . . . . . . . . . . . . . 3.550%, 01/15/26 . . . . . . . . . . . . . . . . . . 3.600%, 03/01/35 . . . . . . . . . . . . . . . . . . 4.070%, 12/15/42 . . . . . . . . . . . . . . . . . . 4.500%, 05/15/36 . . . . . . . . . . . . . . . . . . 4.700%, 05/15/46 . . . . . . . . . . . . . . . . . . Northrop Grumman Corp. 3.850%, 04/15/45 . . . . . . . . . . . . . . . . . . United Technologies Corp. 1.778%, 05/04/18 . . . . . . . . . . . . . . . . . . 4.150%, 05/15/45 . . . . . . . . . . . . . . . . . .

699,000 454,000 132,000

715,477 482,771 145,953

222,000 844,000 316,000

225,635 871,936 325,952

706,000 1,855,000 299,000

719,195 2,037,669 342,435

299,000 815,000 1,121,000 380,000 323,000 527,000

315,308 880,679 1,149,037 407,067 367,557 626,140

1,295,000

1,343,671

3,052,000 836,000

3,068,633 925,362 14,950,477

Agriculture—0.6% Altria Group, Inc. 2.625%, 01/14/20 . . . . . . . . . . . . . . . . . . 2.850%, 08/09/22 . . . . . . . . . . . . . . . . . . 3.875%, 09/16/46 . . . . . . . . . . . . . . . . . . 4.250%, 08/09/42 . . . . . . . . . . . . . . . . . . 5.375%, 01/31/44 . . . . . . . . . . . . . . . . . . Philip Morris International, Inc. 1.125%, 08/21/17 . . . . . . . . . . . . . . . . . . 2.750%, 02/25/26 . . . . . . . . . . . . . . . . . . 4.125%, 03/04/43 . . . . . . . . . . . . . . . . . . 4.875%, 11/15/43 . . . . . . . . . . . . . . . . . . Reynolds American, Inc. 2.300%, 06/12/18 . . . . . . . . . . . . . . . . . . 3.250%, 06/12/20 . . . . . . . . . . . . . . . . . .

1,684,000 1,218,000 2,828,000 211,000 1,639,000

1,742,093 1,271,764 2,933,911 228,288 2,063,550

3,344,000 6,002,000 1,129,000 1,032,000

3,342,314 6,156,954 1,214,272 1,240,911

1,321,000 561,000

1,340,209 590,211 22,124,477

852,766,447 Total U.S. Treasury & Government Agencies (Cost $2,106,666,068) . . . . . . . . . . . . . .

Value

Airlines—0.3% American Airlines Group, Inc. 4.625%, 03/01/20 (144A) (h) . . . . . . . . . . . 2,214,000

MSF-23

2,236,140

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Airlines—(Continued) American Airlines Pass-Through Trust 3.375%, 05/01/27 . . . . . . . . . . . . . . . . . Southwest Airlines Co. 2.650%, 11/05/20 . . . . . . . . . . . . . . . . . 2.750%, 11/06/19 . . . . . . . . . . . . . . . . . Turkish Airlines Pass-Through Trust 4.200%, 03/15/27 (144A) . . . . . . . . . . . . United Airlines Pass-Through Trust 4.750%, 04/11/22 . . . . . . . . . . . . . . . . .

Principal Amount*

3,500,179 $

Value

Security Description

3,587,684

1,550,000 1,032,000

1,590,697 1,064,638

1,239,549

1,183,769

379,793

388,338 10,051,266

Apparel—0.0% BiSoho SAS 5.875%, 05/01/23 (EUR) . . . . . . . . . . . . . NIKE, Inc. 3.875%, 11/01/45 . . . . . . . . . . . . . . . . .

100,000

119,025

1,192,000

1,306,706 1,425,731

Auto Manufacturers—1.3% Daimler Finance North America LLC 2.450%, 05/18/20 (144A) . . . . . . . . . . . . 3,587,000 Fiat Chrysler Finance Europe 4.750%, 03/22/21 (EUR) . . . . . . . . . . . . . 100,000 Ford Motor Credit Co. LLC 1.724%, 12/06/17 . . . . . . . . . . . . . . . . . 6,974,000 2.021%, 05/03/19 . . . . . . . . . . . . . . . . . 10,222,000 2.145%, 01/09/18 . . . . . . . . . . . . . . . . . 2,592,000 3.336%, 03/18/21 . . . . . . . . . . . . . . . . . 3,783,000 4.250%, 09/20/22 . . . . . . . . . . . . . . . . . 1,943,000 General Motors Financial Co., Inc. 2.625%, 07/10/17 . . . . . . . . . . . . . . . . . 2,036,000 3.100%, 01/15/19 . . . . . . . . . . . . . . . . . 814,000 3.200%, 07/06/21 . . . . . . . . . . . . . . . . . 8,280,000 3.450%, 04/10/22 . . . . . . . . . . . . . . . . . 1,410,000 3.700%, 11/24/20 . . . . . . . . . . . . . . . . . 1,345,000 4.000%, 01/15/25 . . . . . . . . . . . . . . . . . 1,821,000 4.750%, 08/15/17 . . . . . . . . . . . . . . . . . 3,515,000 Toyota Motor Credit Corp. 2.750%, 05/17/21 . . . . . . . . . . . . . . . . . 3,187,000

3,662,722 122,640 6,980,555 10,241,943 2,605,507 3,892,087 2,102,384 2,052,152 829,733 8,381,687 1,430,173 1,399,650 1,838,201 3,610,067 3,327,320 52,476,821

Auto Parts & Equipment—0.1% BorgWarner, Inc. 3.375%, 03/15/25 . . . . . . . . . . . . . . . . . Delphi Automotive plc 4.250%, 01/15/26 . . . . . . . . . . . . . . . . . 4.400%, 10/01/46 . . . . . . . . . . . . . . . . . Faurecia 3.625%, 06/15/23 (EUR) . . . . . . . . . . . . . IHO Verwaltungs GmbH 2.750%, 09/15/21 (EUR) (i) . . . . . . . . . . . 3.250%, 09/15/23 (EUR) (i) . . . . . . . . . . . LKQ Italia Bondco S.p.A. 3.875%, 04/01/24 (EUR) . . . . . . . . . . . . .

1,561,000

1,596,770

1,855,000 765,000

2,020,792 780,959

100,000

114,975

100,000 100,000

112,274 111,858

100,000

119,637

Auto Parts & Equipment—(Continued) Schaeffler Holding Finance B.V. 5.750%, 11/15/21 (EUR) (i) . . . . . . . . . . .

Principal Amount*

60,000 $

Value

73,548 4,930,813

Banks—6.0% Allied Irish Banks plc 4.125%, 11/26/25 (EUR) (b) . . . . . . . . . . . 100,000 Banco Bilbao Vizcaya Argentaria S.A. 7.000%, 02/19/19 (EUR) (b) . . . . . . . . . . . 200,000 Banco Espirito Santo S.A. 4.000%, 01/21/19 (EUR) (j) . . . . . . . . . . . 200,000 Banco Nacional de Comercio Exterior SNC 3.800%, 08/11/26 (144A) (b) . . . . . . . . . 1,368,000 Banco Santander S.A. 6.250%, 03/12/19 (EUR) (b) . . . . . . . . . . . 100,000 Bank of America Corp. 2.250%, 04/21/20 . . . . . . . . . . . . . . . . . 2,535,000 3.300%, 01/11/23 . . . . . . . . . . . . . . . . . 3,383,000 3.875%, 08/01/25 . . . . . . . . . . . . . . . . . 5,164,000 4.875%, 04/01/44 . . . . . . . . . . . . . . . . . 494,000 Bank of Ireland 4.250%, 06/11/24 (EUR) (b) . . . . . . . . . . . 100,000 Bank of New York Mellon Corp. (The) 2.050%, 05/03/21 . . . . . . . . . . . . . . . . . 13,331,000 2.100%, 01/15/19 . . . . . . . . . . . . . . . . . 3,085,000 4.625%, 09/20/26 (b) . . . . . . . . . . . . . . . 16,264,000 Bankia S.A. 4.000%, 05/22/24 (EUR) (b) . . . . . . . . . . . 200,000 BB&T Corp. 2.450%, 01/15/20 . . . . . . . . . . . . . . . . . 2,395,000 Branch Banking & Trust Co. 2.300%, 10/15/18 . . . . . . . . . . . . . . . . . 2,160,000 Capital One Financial Corp. 3.750%, 07/28/26 . . . . . . . . . . . . . . . . . 10,098,000 4.750%, 07/15/21 . . . . . . . . . . . . . . . . . 80,000 Capital One N.A. 2.400%, 09/05/19 . . . . . . . . . . . . . . . . . 250,000 Citigroup, Inc. 1.800%, 02/05/18 . . . . . . . . . . . . . . . . . 2,960,000 2.500%, 09/26/18 . . . . . . . . . . . . . . . . . 4,057,000 2.500%, 07/29/19 . . . . . . . . . . . . . . . . . 3,634,000 3.500%, 05/15/23 (h) . . . . . . . . . . . . . . . 2,381,000 3.875%, 03/26/25 . . . . . . . . . . . . . . . . . 1,530,000 4.125%, 07/25/28 . . . . . . . . . . . . . . . . . 2,767,000 Citizens Bank N.A. 2.300%, 12/03/18 . . . . . . . . . . . . . . . . . 1,395,000 Commerzbank AG 7.750%, 03/16/21 (EUR) . . . . . . . . . . . . . 100,000 Cooperatieve Rabobank UA 4.375%, 08/04/25 (h) . . . . . . . . . . . . . . . 2,756,000 6.625%, 06/29/21 (EUR) (b) . . . . . . . . . . . 200,000 Credit Agricole S.A. 6.500%, 06/23/21 (EUR) (b) . . . . . . . . . . . 100,000 Credit Suisse AG 3.000%, 10/29/21 . . . . . . . . . . . . . . . . . 2,270,000

MSF-24

107,870 208,960 48,978 1,328,260 100,540 2,552,453 3,501,973 5,516,789 572,510 111,189 13,421,318 3,136,569 16,020,040 222,793 2,450,885 2,196,742 10,133,787 89,023 253,954 2,967,462 4,121,381 3,707,952 2,446,099 1,578,971 2,813,010 1,411,118 131,357 2,908,341 236,216 111,605 2,335,317

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description

Principal Amount*

Banks—(Continued) Credit Suisse Group Funding Guernsey, Ltd. 2.750%, 03/26/20 . . . . . . . . . . . . . . . . . 3,269,000 $ 4.875%, 05/15/45 . . . . . . . . . . . . . . . . . 753,000 Discover Bank 3.450%, 07/27/26 . . . . . . . . . . . . . . . . . 2,040,000 Fifth Third Bank 2.250%, 06/14/21 . . . . . . . . . . . . . . . . . 3,062,000 Goldman Sachs Group, Inc. (The) 2.000%, 04/25/19 . . . . . . . . . . . . . . . . . 950,000 2.350%, 11/15/21 . . . . . . . . . . . . . . . . . 6,177,000 2.600%, 04/23/20 . . . . . . . . . . . . . . . . . 2,774,000 2.625%, 01/31/19 . . . . . . . . . . . . . . . . . 3,624,000 2.625%, 04/25/21 . . . . . . . . . . . . . . . . . 2,055,000 2.750%, 09/15/20 . . . . . . . . . . . . . . . . . 1,326,000 3.500%, 01/23/25 . . . . . . . . . . . . . . . . . 1,683,000 3.750%, 05/22/25 . . . . . . . . . . . . . . . . . 3,281,000 4.800%, 07/08/44 . . . . . . . . . . . . . . . . . 994,000 HSBC Holdings plc 2.650%, 01/05/22 . . . . . . . . . . . . . . . . . 11,502,000 HSH Nordbank AG 0.501%, 02/14/17 (EUR) (b) . . . . . . . . . . . 50,000 Intesa Sanpaolo S.p.A. 7.000%, 01/19/21 (EUR) (b) . . . . . . . . . . . 200,000 JPMorgan Chase & Co. 1.350%, 02/15/17 . . . . . . . . . . . . . . . . . 5,265,000 2.200%, 10/22/19 . . . . . . . . . . . . . . . . . 2,326,000 2.550%, 10/29/20 . . . . . . . . . . . . . . . . . 3,260,000 2.750%, 06/23/20 . . . . . . . . . . . . . . . . . 667,000 3.200%, 06/15/26 . . . . . . . . . . . . . . . . . 4,172,000 3.875%, 09/10/24 . . . . . . . . . . . . . . . . . 2,931,000 3.900%, 07/15/25 . . . . . . . . . . . . . . . . . 1,343,000 4.250%, 10/01/27 . . . . . . . . . . . . . . . . . 1,990,000 Lloyds Banking Group plc 5.300%, 12/01/45 (144A) . . . . . . . . . . . . 478,000 Morgan Stanley 2.800%, 06/16/20 . . . . . . . . . . . . . . . . . 3,889,000 3.700%, 10/23/24 . . . . . . . . . . . . . . . . . 3,417,000 3.750%, 02/25/23 . . . . . . . . . . . . . . . . . 1,545,000 3.875%, 01/27/26 . . . . . . . . . . . . . . . . . 3,069,000 4.000%, 07/23/25 . . . . . . . . . . . . . . . . . 1,425,000 Royal Bank of Scotland Group plc 3.875%, 09/12/23 . . . . . . . . . . . . . . . . . 9,442,000 Santander UK Group Holdings plc 2.875%, 08/05/21 (h) . . . . . . . . . . . . . . . 16,750,000 4.750%, 09/15/25 (144A) . . . . . . . . . . . . 1,290,000 Societe Generale S.A. 7.375%, 09/13/21 (144A) (b) . . . . . . . . . 200,000 State Street Capital Trust 1.850%, 06/15/37 (b) . . . . . . . . . . . . . . . 500,000 State Street Corp. 2.650%, 05/19/26 (h) . . . . . . . . . . . . . . . 4,226,000 U.S. Bancorp 2.375%, 07/22/26 . . . . . . . . . . . . . . . . . 4,650,000 2.950%, 07/15/22 . . . . . . . . . . . . . . . . . 3,137,000 3.100%, 04/27/26 . . . . . . . . . . . . . . . . . 1,938,000

Value

Security Description

3,280,899 795,365 2,051,912 3,113,138 956,327 6,162,669 2,819,374 3,698,027 2,086,719 1,358,256 1,740,532 3,445,273 1,117,961 11,462,859 54,202 207,820 5,267,522 2,362,474 3,320,466 686,378 4,281,719 3,085,681 1,448,181 2,135,151 514,562 3,989,601 3,605,471 1,640,932 3,258,302 1,532,387 9,290,862 16,743,183 1,291,450 196,000 430,000 4,274,067 4,592,493 3,268,095 2,001,939

Banks—(Continued) UBS Group Funding Jersey, Ltd. 2.650%, 02/01/22 (144A) . . . . . . . . . . . . 4.125%, 09/24/25 (144A) . . . . . . . . . . . . UniCredit S.p.A. 5.750%, 10/28/25 (EUR) (b) . . . . . . . . . . . Wells Fargo & Co. 2.100%, 07/26/21 . . . . . . . . . . . . . . . . . 2.550%, 12/07/20 . . . . . . . . . . . . . . . . . 2.600%, 07/22/20 . . . . . . . . . . . . . . . . . 3.550%, 09/29/25 . . . . . . . . . . . . . . . . . 3.900%, 05/01/45 (h) . . . . . . . . . . . . . . . 4.900%, 11/17/45 . . . . . . . . . . . . . . . . .

Principal Amount*

7,607,000 $ 1,338,000

Value

7,592,843 1,402,209

100,000

117,196

8,020,000 1,717,000 1,479,000 1,756,000 2,148,000 969,000

7,992,524 1,750,694 1,509,009 1,854,636 2,209,905 1,066,880 235,807,607

Beverages—0.7% Anheuser-Busch InBev Finance, Inc. 2.650%, 02/01/21 . . . . . . . . . . . . . . . . . 3,844,000 3.300%, 02/01/23 . . . . . . . . . . . . . . . . . 3,105,000 3.650%, 02/01/26 . . . . . . . . . . . . . . . . . 10,490,000 4.700%, 02/01/36 . . . . . . . . . . . . . . . . . 1,240,000 4.900%, 02/01/46 . . . . . . . . . . . . . . . . . 474,000 Anheuser-Busch InBev Worldwide, Inc. 3.750%, 07/15/42 . . . . . . . . . . . . . . . . . 860,000 Molson Coors Brewing Co. 3.000%, 07/15/26 . . . . . . . . . . . . . . . . . 1,373,000 4.200%, 07/15/46 . . . . . . . . . . . . . . . . . 971,000 5.000%, 05/01/42 . . . . . . . . . . . . . . . . . 607,000 PepsiCo, Inc. 4.450%, 04/14/46 . . . . . . . . . . . . . . . . . 1,757,000

3,966,608 3,277,356 11,266,260 1,425,719 563,956 860,787 1,382,509 1,011,725 703,021 2,080,323 26,538,264

Biotechnology—0.6% Amgen, Inc. 2.125%, 05/01/20 . . . . . . . . . . . . . . . . . 4.400%, 05/01/45 . . . . . . . . . . . . . . . . . 4.663%, 06/15/51 (144A) . . . . . . . . . . . . Biogen, Inc. 2.900%, 09/15/20 . . . . . . . . . . . . . . . . . 3.625%, 09/15/22 . . . . . . . . . . . . . . . . . 4.050%, 09/15/25 . . . . . . . . . . . . . . . . . 5.200%, 09/15/45 . . . . . . . . . . . . . . . . . Celgene Corp. 2.250%, 05/15/19 . . . . . . . . . . . . . . . . . 3.250%, 08/15/22 . . . . . . . . . . . . . . . . . Gilead Sciences, Inc. 2.350%, 02/01/20 . . . . . . . . . . . . . . . . . 2.500%, 09/01/23 . . . . . . . . . . . . . . . . . 3.650%, 03/01/26 . . . . . . . . . . . . . . . . . 4.500%, 02/01/45 . . . . . . . . . . . . . . . . . 4.600%, 09/01/35 . . . . . . . . . . . . . . . . . 4.750%, 03/01/46 . . . . . . . . . . . . . . . . . 4.800%, 04/01/44 . . . . . . . . . . . . . . . . .

MSF-25

2,559,000 2,770,000 1,808,000

2,597,922 2,909,674 1,932,385

915,000 1,563,000 1,315,000 295,000

950,276 1,674,122 1,431,705 346,995

2,053,000 2,085,000

2,087,866 2,188,341

589,000 1,447,000 496,000 547,000 564,000 1,278,000 2,452,000

604,500 1,462,338 533,856 584,120 620,084 1,428,231 2,736,469 24,088,884

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description

Principal Amount*

Building Materials—0.1% Cemex Finance LLC 9.375%, 10/12/22 (144A) . . . . . . . . . . . . . 461,000 $ HeidelbergCement AG 2.250%, 03/30/23 (EUR) . . . . . . . . . . . . . . 50,000 LafargeHolcim Finance U.S. LLC 4.750%, 09/22/46 (144A) . . . . . . . . . . . . . 3,141,000 Standard Industries, Inc. 6.000%, 10/15/25 (144A) . . . . . . . . . . . . . 690,000 Titan Global Finance plc 3.500%, 06/17/21 (EUR) . . . . . . . . . . . . . . 100,000

Value

Security Description

505,371 59,082 3,245,438 738,300

1,155,000

1,135,436

1,364,000 512,000

1,371,329 518,063

1,090,000 1,793,000

1,098,198 1,770,274

726,000 982,000

739,065 1,040,467

1,236,000

1,267,042

100,000

112,492

1,222,000

1,098,470

100,000

105,071

565,000

555,333 10,811,240

Coal—0.0% CONSOL Energy, Inc. 5.875%, 04/15/22 . . . . . . . . . . . . . . . . . . 1,320,000 Commercial Services—0.3% Avis Budget Finance plc 4.125%, 11/15/24 (EUR) . . . . . . . . . . . . . . 100,000 Catholic Health Initiatives 4.350%, 11/01/42 . . . . . . . . . . . . . . . . . . 550,000 EC Finance plc 5.125%, 07/15/21 (EUR) . . . . . . . . . . . . . . 100,000 Ecolab, Inc. 2.250%, 01/12/20 . . . . . . . . . . . . . . . . . . 1,595,000 Loxam SAS 3.500%, 05/03/23 (EUR) . . . . . . . . . . . . . . 100,000 Massachusetts Institute of Technology 3.885%, 07/01/2116 . . . . . . . . . . . . . . . . 1,106,000 Moody’s Corp. 4.500%, 09/01/22 . . . . . . . . . . . . . . . . . . 1,667,000

250,000 $

1,214,400

109,526 545,337 116,267 1,624,844 114,582

Value

298,362

3,469,000

3,841,335

2,135,000

2,114,967

1,088,000

1,164,660 12,887,269

115,228 4,663,419

Chemicals—0.3% Agrium, Inc. 4.125%, 03/15/35 . . . . . . . . . . . . . . . . . . Air Liquide Finance S.A. 2.500%, 09/27/26 (144A) . . . . . . . . . . . . . 3.500%, 09/27/46 (144A) . . . . . . . . . . . . . CF Industries, Inc. 3.450%, 06/01/23 (h) . . . . . . . . . . . . . . . . 5.375%, 03/15/44 . . . . . . . . . . . . . . . . . . Dow Chemical Co. (The) 4.375%, 11/15/42 . . . . . . . . . . . . . . . . . . 4.625%, 10/01/44 (h) . . . . . . . . . . . . . . . . Eastman Chemical Co. 4.800%, 09/01/42 . . . . . . . . . . . . . . . . . . Ineos Finance plc 4.000%, 05/01/23 (EUR) . . . . . . . . . . . . . . Monsanto Co. 3.600%, 07/15/42 . . . . . . . . . . . . . . . . . . PSPC Escrow Corp. 6.000%, 02/01/23 (EUR) . . . . . . . . . . . . . . Sherwin-Williams Co. (The) 4.000%, 12/15/42 . . . . . . . . . . . . . . . . . .

Commercial Services—(Continued) TMF Group Holding B.V. 9.875%, 12/01/19 (EUR) . . . . . . . . . . . . . Total System Services, Inc. 4.800%, 04/01/26 . . . . . . . . . . . . . . . . . University of Southern California 3.028%, 10/01/39 . . . . . . . . . . . . . . . . . Wesleyan University 4.781%, 07/01/2116 . . . . . . . . . . . . . . .

Principal Amount*

Computers—1.0% Apple, Inc. 2.100%, 05/06/19 . . . . . . . . . . . . . . . . . 3,725,000 3.250%, 02/23/26 . . . . . . . . . . . . . . . . . 5,025,000 3.450%, 02/09/45 . . . . . . . . . . . . . . . . . 1,028,000 4.650%, 02/23/46 . . . . . . . . . . . . . . . . . 8,677,000 Hewlett Packard Enterprise Co. 2.850%, 10/05/18 (144A) . . . . . . . . . . . . 2,705,000 3.600%, 10/15/20 (144A) . . . . . . . . . . . . 3,456,000 HP, Inc. 3.750%, 12/01/20 (h) . . . . . . . . . . . . . . . 357,000 International Business Machines Corp. 3.450%, 02/19/26 (h) . . . . . . . . . . . . . . . 10,010,000

3,806,440 5,341,113 982,223 10,012,616 2,756,078 3,626,115 376,091 10,824,453 37,725,129

Distribution/Wholesale—0.0% Rexel S.A. 3.500%, 06/15/23 (EUR) . . . . . . . . . . . . . Diversified Financial Services—0.9% Air Lease Corp. 3.000%, 09/15/23 . . . . . . . . . . . . . . . . . American Express Credit Corp. 1.125%, 06/05/17 . . . . . . . . . . . . . . . . . 2.250%, 08/15/19 . . . . . . . . . . . . . . . . . Capital One Bank USA N.A. 2.300%, 06/05/19 . . . . . . . . . . . . . . . . . GE Capital International Funding Co. 3.373%, 11/15/25 . . . . . . . . . . . . . . . . . Intercontinental Exchange, Inc. 2.750%, 12/01/20 . . . . . . . . . . . . . . . . . 3.750%, 12/01/25 . . . . . . . . . . . . . . . . . Jefferies Group LLC 6.500%, 01/20/43 . . . . . . . . . . . . . . . . . MasterCard, Inc. 3.375%, 04/01/24 . . . . . . . . . . . . . . . . . Mercury Bondco plc 8.250%, 05/30/21 (EUR) (i) . . . . . . . . . . . Synchrony Financial 2.600%, 01/15/19 . . . . . . . . . . . . . . . . . 2.700%, 02/03/20 . . . . . . . . . . . . . . . . . 4.500%, 07/23/25 . . . . . . . . . . . . . . . . .

1,101,256 1,856,133

MSF-26

100,000

114,863

5,945,000

5,877,405

6,272,000 1,959,000

6,268,895 1,998,991

500,000

505,796

3,881,000

4,199,308

1,085,000 694,000

1,126,485 751,394

648,000

676,316

2,285,000

2,463,365

100,000

115,806

1,706,000 1,079,000 1,243,000

1,726,095 1,092,523 1,313,543

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Principal Amount*

Security Description Diversified Financial Visa, Inc. 2.800%, 12/14/22 3.150%, 12/14/25 4.150%, 12/14/35

Value

Security Description

Services—(Continued) . . . . . . . . . . . . . . . . . . 3,556,000 $ . . . . . . . . . . . . . . . . . . 1,603,000 .................. 411,000

3,727,869 1,693,299 465,214 34,002,304

Electric—2.2% AES Gener S.A. 5.000%, 07/14/25 (144A) . . . . . . . . . . . . . AES Panama SRL 6.000%, 06/25/22 (144A) . . . . . . . . . . . . . Alabama Power Co. 2.800%, 04/01/25 . . . . . . . . . . . . . . . . . . Baltimore Gas & Electric Co. 3.500%, 08/15/46 (h) . . . . . . . . . . . . . . . . Berkshire Hathaway Energy Co. 2.400%, 02/01/20 . . . . . . . . . . . . . . . . . . 3.500%, 02/01/25 . . . . . . . . . . . . . . . . . . CenterPoint Energy Houston Electric LLC 4.500%, 04/01/44 . . . . . . . . . . . . . . . . . . CMS Energy Corp. 3.875%, 03/01/24 . . . . . . . . . . . . . . . . . . Commonwealth Edison Co. 4.700%, 01/15/44 . . . . . . . . . . . . . . . . . . Consumers Energy Co. 3.950%, 05/15/43 . . . . . . . . . . . . . . . . . . Dominion Resources, Inc. 2.500%, 12/01/19 . . . . . . . . . . . . . . . . . . DTE Electric Co. 3.950%, 06/15/42 . . . . . . . . . . . . . . . . . . DTE Energy Co. 2.400%, 12/01/19 . . . . . . . . . . . . . . . . . . 2.850%, 10/01/26 . . . . . . . . . . . . . . . . . . 3.500%, 06/01/24 . . . . . . . . . . . . . . . . . . Duke Energy Carolinas LLC 3.750%, 06/01/45 . . . . . . . . . . . . . . . . . . 4.250%, 12/15/41 . . . . . . . . . . . . . . . . . . Duke Energy Corp. 2.650%, 09/01/26 . . . . . . . . . . . . . . . . . . 3.050%, 08/15/22 . . . . . . . . . . . . . . . . . . 3.750%, 04/15/24 . . . . . . . . . . . . . . . . . . 3.750%, 09/01/46 . . . . . . . . . . . . . . . . . . 4.800%, 12/15/45 . . . . . . . . . . . . . . . . . . Duke Energy Florida LLC 3.850%, 11/15/42 . . . . . . . . . . . . . . . . . . Emera U.S. Finance L.P. 2.150%, 06/15/19 (144A) . . . . . . . . . . . . . 2.700%, 06/15/21 (144A) . . . . . . . . . . . . . 3.550%, 06/15/26 (144A) . . . . . . . . . . . . . Enel S.p.A. 5.000%, 01/15/75 (EUR) (b) . . . . . . . . . . . . 7.750%, 09/10/75 (GBP) (b) . . . . . . . . . . . . Entergy Arkansas, Inc. 3.700%, 06/01/24 . . . . . . . . . . . . . . . . . . Entergy Corp. 2.950%, 09/01/26 . . . . . . . . . . . . . . . . . .

756,000

783,928

213,000

223,118

477,000

494,660

946,000

945,825

1,104,000 1,060,000

1,130,838 1,137,370

560,000

664,129

1,881,000

2,052,485

1,451,000

1,730,130

894,000

984,797

2,587,000

2,649,468

1,109,000

1,210,528

791,000 9,200,000 2,352,000

806,754 9,163,568 2,505,405

1,109,000 1,189,000

1,156,812 1,320,898

1,055,000 150,000 1,582,000 679,000 730,000

1,035,237 156,801 1,708,375 658,477 828,752

1,109,000

1,157,179

2,058,000 3,096,000 2,441,000

2,080,510 3,168,313 2,529,852

100,000 100,000

119,477 143,986

1,834,000

1,993,982

3,626,000

3,631,903

Electric—(Continued) Exelon Corp. 2.450%, 04/15/21 . . . . . . . . . . . . . . . . . . 2.850%, 06/15/20 . . . . . . . . . . . . . . . . . . Florida Power & Light Co. 3.800%, 12/15/42 . . . . . . . . . . . . . . . . . . Generacion Mediterranea S.A. / Generacion Frias S.A. / Central Termica Roca S.A. 9.625%, 07/27/23 (144A) . . . . . . . . . . . . . Northern States Power Co. 3.600%, 05/15/46 . . . . . . . . . . . . . . . . . . Pacific Gas & Electric Co. 4.300%, 03/15/45 . . . . . . . . . . . . . . . . . . 4.750%, 02/15/44 . . . . . . . . . . . . . . . . . . PacifiCorp 3.350%, 07/01/25 . . . . . . . . . . . . . . . . . . 3.600%, 04/01/24 . . . . . . . . . . . . . . . . . . PG&E Corp. 2.400%, 03/01/19 . . . . . . . . . . . . . . . . . . Progress Energy, Inc. 4.875%, 12/01/19 . . . . . . . . . . . . . . . . . . Public Service Co. of Colorado 2.500%, 03/15/23 . . . . . . . . . . . . . . . . . . Puget Sound Energy, Inc. 4.300%, 05/20/45 . . . . . . . . . . . . . . . . . . Southern California Edison Co. 1.250%, 11/01/17 . . . . . . . . . . . . . . . . . . Southern Co. (The) 3.250%, 07/01/26 . . . . . . . . . . . . . . . . . . Trans-Allegheny Interstate Line Co. 3.850%, 06/01/25 (144A) . . . . . . . . . . . . . Virginia Electric & Power Co. 3.450%, 02/15/24 . . . . . . . . . . . . . . . . . . 4.200%, 05/15/45 . . . . . . . . . . . . . . . . . . 4.450%, 02/15/44 . . . . . . . . . . . . . . . . . .

Principal Amount*

549,000 $ 3,225,000

Value

559,962 3,343,957

627,000

677,223

422,000

439,935

3,193,000

3,341,896

839,000 545,000

941,048 650,401

3,477,000 4,004,000

3,743,363 4,361,369

1,634,000

1,665,767

409,000

447,980

1,503,000

1,531,613

1,922,000

2,211,893

1,080,000

1,082,318

7,732,000

8,008,380

3,395,000

3,619,657

1,744,000 1,419,000 437,000

1,888,206 1,582,956 500,137 88,771,618

Electronics—0.0% Trionista Holdco GmbH 5.000%, 04/30/20 (EUR) . . . . . . . . . . . . . . Entertainment—0.0% Codere Finance 2 Luxembourg S.A. 9.000%, 06/30/21 (144A) (i) . . . . . . . . . . . 9.000%, 06/30/21 (i) . . . . . . . . . . . . . . . . . Gala Group Finance plc 8.875%, 09/01/18 (GBP) . . . . . . . . . . . . . . International Game Technology plc 4.750%, 02/15/23 (EUR) . . . . . . . . . . . . . . PortAventura Entertainment Barcelona B.V. 7.250%, 12/01/20 (EUR) . . . . . . . . . . . . . . Vue International Bidco plc 7.875%, 07/15/20 (GBP) . . . . . . . . . . . . . .

MSF-27

306,000

352,394

13,220 6,971

13,534 7,137

25,143

33,404

100,000

120,788

140,000

163,152

150,000

201,810 539,825

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description

Principal Amount*

Environmental Control—0.1% Befesa Zinc SAU Via Zinc Capital S.A. 8.875%, 05/15/18 (EUR) . . . . . . . . . . . . . . 100,000 $ Bilbao Luxembourg S.A. 11.063%, 12/01/18 (EUR) (i) . . . . . . . . . . . 107,110 Republic Services, Inc. 3.200%, 03/15/25 . . . . . . . . . . . . . . . . . . 1,798,000 Waste Management, Inc. 3.125%, 03/01/25 . . . . . . . . . . . . . . . . . . 1,162,000 3.900%, 03/01/35 . . . . . . . . . . . . . . . . . . 442,000

Value

Security Description

114,469 120,051 1,881,864 1,219,094 471,280 3,806,758

Food—0.1% Arcor SAIC 6.000%, 07/06/23 (144A) . . . . . . . . . . . . . 86,000 Casino Guichard Perrachon S.A. 3.248%, 03/07/24 (EUR) . . . . . . . . . . . . . . 100,000 3.311%, 01/25/23 (EUR) . . . . . . . . . . . . . . 100,000 Kraft Heinz Foods Co. 3.000%, 06/01/26 (h) . . . . . . . . . . . . . . . . 1,860,000 6.875%, 01/26/39 . . . . . . . . . . . . . . . . . . 678,000 Marfrig Holdings Europe B.V. 8.000%, 06/08/23 (144A) . . . . . . . . . . . . . 313,000 Minerva Luxembourg S.A. 6.500%, 09/20/26 (144A) . . . . . . . . . . . . . 352,000 Sysco Corp. 4.500%, 04/01/46 . . . . . . . . . . . . . . . . . . 676,000

91,590 121,541 124,369 1,874,839 941,092 320,668 345,840 737,114 4,557,053

Forest Products & Paper—0.1% Fibria Overseas Finance, Ltd. 5.250%, 05/12/24 . . . . . . . . . . . . . . . . . . 410,000 Georgia-Pacific LLC 7.375%, 12/01/25 . . . . . . . . . . . . . . . . . . 1,415,000 International Paper Co. 3.650%, 06/15/24 . . . . . . . . . . . . . . . . . . 1,361,000 4.800%, 06/15/44 . . . . . . . . . . . . . . . . . . 929,000 Smurfit Kappa Acquisitions 2.750%, 02/01/25 (EUR) . . . . . . . . . . . . . . 100,000 Suzano Austria GmbH 5.750%, 07/14/26 (144A) . . . . . . . . . . . . . 272,000 Suzano Trading, Ltd. 5.875%, 01/23/21 (144A) . . . . . . . . . . . . . 410,000

426,400

1,431,531 980,581 117,390 274,067 428,450

210,000 403,200 2,095,923 926,276 3,635,399

Value

2,858,000 $

2,936,678

1,820,000 845,000 2,692,000 1,286,000 367,000

1,823,007 848,846 2,780,055 1,351,620 418,557

1,872,000 2,268,000 1,795,000

1,914,854 2,337,464 1,910,025

1,749,000 1,645,000 2,067,000 1,365,000 1,353,000

1,808,977 1,742,305 2,248,133 1,596,550 1,589,759

1,578,000 505,000

1,626,607 538,238

703,000 1,175,000 1,016,000

737,347 1,244,730 1,139,580

3,249,000 1,695,000 550,000

3,224,379 1,776,247 581,000

889,000 1,145,000

916,245 1,161,948 38,253,151

1,886,018

5,544,437 Gas—0.1% GNL Quintero S.A. 4.634%, 07/31/29 . . . . . . . . . . . . . . . . . . 200,000 4.634%, 07/31/29 (144A) . . . . . . . . . . . . . 384,000 NiSource Finance Corp. 3.850%, 02/15/23 . . . . . . . . . . . . . . . . . . 1,958,000 Sempra Energy 2.875%, 10/01/22 . . . . . . . . . . . . . . . . . . 896,000

Healthcare-Products—1.0% Abbott Laboratories 2.550%, 03/15/22 . . . . . . . . . . . . . . . . . . Becton Dickinson & Co. 1.450%, 05/15/17 . . . . . . . . . . . . . . . . . . 1.800%, 12/15/17 . . . . . . . . . . . . . . . . . . 2.675%, 12/15/19 . . . . . . . . . . . . . . . . . . 3.125%, 11/08/21 . . . . . . . . . . . . . . . . . . 4.685%, 12/15/44 . . . . . . . . . . . . . . . . . . Boston Scientific Corp. 2.650%, 10/01/18 . . . . . . . . . . . . . . . . . . 2.850%, 05/15/20 . . . . . . . . . . . . . . . . . . 3.850%, 05/15/25 . . . . . . . . . . . . . . . . . . Medtronic, Inc. 2.500%, 03/15/20 . . . . . . . . . . . . . . . . . . 3.125%, 03/15/22 . . . . . . . . . . . . . . . . . . 3.625%, 03/15/24 . . . . . . . . . . . . . . . . . . 4.625%, 03/15/44 . . . . . . . . . . . . . . . . . . 4.625%, 03/15/45 . . . . . . . . . . . . . . . . . . St. Jude Medical, Inc. 2.800%, 09/15/20 . . . . . . . . . . . . . . . . . . 3.875%, 09/15/25 . . . . . . . . . . . . . . . . . . Stryker Corp. 3.375%, 11/01/25 . . . . . . . . . . . . . . . . . . 3.500%, 03/15/26 . . . . . . . . . . . . . . . . . . 4.625%, 03/15/46 . . . . . . . . . . . . . . . . . . Thermo Fisher Scientific, Inc. 2.950%, 09/19/26 . . . . . . . . . . . . . . . . . . 3.300%, 02/15/22 . . . . . . . . . . . . . . . . . . 3.650%, 12/15/25 . . . . . . . . . . . . . . . . . . Zimmer Biomet Holdings, Inc. 3.550%, 04/01/25 . . . . . . . . . . . . . . . . . . 4.250%, 08/15/35 . . . . . . . . . . . . . . . . . .

Principal Amount*

Healthcare-Services—1.1% Aetna, Inc. 2.400%, 06/15/21 . . . . . . . . . . . . . . . . . . 3.200%, 06/15/26 . . . . . . . . . . . . . . . . . . 4.125%, 11/15/42 . . . . . . . . . . . . . . . . . . 4.500%, 05/15/42 . . . . . . . . . . . . . . . . . . Anthem, Inc. 1.875%, 01/15/18 . . . . . . . . . . . . . . . . . . 2.300%, 07/15/18 . . . . . . . . . . . . . . . . . . 4.650%, 08/15/44 . . . . . . . . . . . . . . . . . . Baylor Scott & White Holdings 4.185%, 11/15/45 . . . . . . . . . . . . . . . . . . Cigna Corp. 3.250%, 04/15/25 . . . . . . . . . . . . . . . . . . Dignity Health 5.267%, 11/01/64 . . . . . . . . . . . . . . . . . . Laboratory Corp. of America Holdings 2.625%, 02/01/20 . . . . . . . . . . . . . . . . . . New York and Presbyterian Hospital (The) 3.563%, 08/01/36 . . . . . . . . . . . . . . . . . .

MSF-28

3,807,000 4,303,000 786,000 881,000

3,851,081 4,374,968 810,900 963,762

5,068,000 7,006,000 1,036,000

5,092,387 7,097,709 1,130,049

775,000

850,251

3,015,000

3,108,607

657,000

783,046

1,583,000

1,612,911

547,000

574,697

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Healthcare-Services—(Continued) Northwell Healthcare, Inc. 3.979%, 11/01/46 . . . . . . . . . . . . . . . . . Ochsner Clinic Foundation 5.897%, 05/15/45 . . . . . . . . . . . . . . . . . Providence St. Joseph Health Obligated Group 3.744%, 10/01/47 . . . . . . . . . . . . . . . . . Roche Holdings, Inc. 2.875%, 09/29/21 (144A) . . . . . . . . . . . . 3.000%, 11/10/25 (144A) . . . . . . . . . . . . Southern Baptist Hospital of Florida, Inc. 4.857%, 07/15/45 . . . . . . . . . . . . . . . . . Synlab Bondco plc 6.250%, 07/01/22 (EUR) . . . . . . . . . . . . . UnitedHealth Group, Inc. 2.700%, 07/15/20 . . . . . . . . . . . . . . . . . 2.875%, 12/15/21 . . . . . . . . . . . . . . . . . 3.350%, 07/15/22 . . . . . . . . . . . . . . . . . 3.950%, 10/15/42 . . . . . . . . . . . . . . . . . 4.625%, 07/15/35 . . . . . . . . . . . . . . . . .

Principal Amount*

1,364,000 $

Value

Security Description

1,379,425

685,000

895,488

640,000

656,456

1,820,000 1,108,000

1,914,425 1,169,289

650,000

791,168

100,000

118,850

944,000 2,021,000 932,000 1,597,000 377,000

980,854 2,129,706 1,000,792 1,696,784 437,799 43,421,404

Household Products/Wares—0.1% Kimberly-Clark Corp. 1.900%, 05/22/19 . . . . . . . . . . . . . . . . . 2.650%, 03/01/25 . . . . . . . . . . . . . . . . . 2.750%, 02/15/26 . . . . . . . . . . . . . . . . .

2,805,000 833,000 1,010,000

2,859,128 865,647 1,049,250

Insurance—(Continued) Marsh & McLennan Cos., Inc. 3.750%, 03/14/26 . . . . . . . . . . . . . . . . . . MassMutual Global Funding 2.350%, 04/09/19 (144A) . . . . . . . . . . . . . Prudential Financial, Inc. 4.600%, 05/15/44 . . . . . . . . . . . . . . . . . . Travelers Cos., Inc. (The) 4.600%, 08/01/43 . . . . . . . . . . . . . . . . . . XLIT, Ltd. 2.300%, 12/15/18 . . . . . . . . . . . . . . . . . .

Principal Amount*

359,000 $

Value

388,040

4,203,000

4,297,631

2,032,000

2,170,111

1,395,000

1,664,331

2,013,000

2,036,925 39,695,917

Internet—0.1% Amazon.com, Inc. 2.600%, 12/05/19 . . . . . . . . . . . . . . . . . . 2,713,000 United Group B.V. 7.875%, 11/15/20 (EUR) . . . . . . . . . . . . . . 100,000

2,814,944 116,828 2,931,772

Iron/Steel—0.0% Nucor Corp. 5.200%, 08/01/43 . . . . . . . . . . . . . . . . . .

901,000

1,027,308

Leisure Time—0.0% Cirsa Funding Luxembourg S.A. 5.875%, 05/15/23 (EUR) . . . . . . . . . . . . . .

100,000

116,688

Machinery-Diversified—0.1% John Deere Capital Corp. 3.350%, 06/12/24 . . . . . . . . . . . . . . . . . . 2,650,000 Rockwell Automation, Inc. 2.875%, 03/01/25 . . . . . . . . . . . . . . . . . . 1,074,000

2,843,116

4,774,025 Housewares—0.2% Newell Brands, Inc. 2.875%, 12/01/19 . . . . . . . . . . . . . . . . . 4.200%, 04/01/26 (h) . . . . . . . . . . . . . . .

906,000 6,212,000

930,149 6,765,539 7,695,688

Insurance—1.0% Aflac, Inc. 3.625%, 06/15/23 . . . . . . . . . . . . . . . . . 1,263,000 Allstate Corp. (The) 3.150%, 06/15/23 . . . . . . . . . . . . . . . . . 1,270,000 American International Group, Inc. 3.375%, 08/15/20 . . . . . . . . . . . . . . . . . 2,288,000 3.750%, 07/10/25 . . . . . . . . . . . . . . . . . 1,511,000 3.875%, 01/15/35 . . . . . . . . . . . . . . . . . 673,000 3.900%, 04/01/26 (h) . . . . . . . . . . . . . . . 10,373,000 4.375%, 01/15/55 . . . . . . . . . . . . . . . . . 1,207,000 4.500%, 07/16/44 . . . . . . . . . . . . . . . . . 1,615,000 Aon plc 4.750%, 05/15/45 . . . . . . . . . . . . . . . . . 2,004,000 Berkshire Hathaway, Inc. 3.125%, 03/15/26 . . . . . . . . . . . . . . . . . 3,702,000 Lincoln National Corp. 3.350%, 03/09/25 . . . . . . . . . . . . . . . . . 656,000 Loews Corp. 2.625%, 05/15/23 . . . . . . . . . . . . . . . . . 1,270,000

1,358,224 1,346,215 2,414,332 1,584,806 659,920 10,974,043 1,140,702 1,645,108 2,172,392 3,891,024 670,358 1,281,755

1,111,030 3,954,146

Media—2.0% 21st Century Fox America, Inc. 3.700%, 09/15/24 . . . . . . . . . . . . . . . . . . 3.700%, 10/15/25 . . . . . . . . . . . . . . . . . . 4.750%, 09/15/44 . . . . . . . . . . . . . . . . . . 4.950%, 10/15/45 . . . . . . . . . . . . . . . . . . Altice Luxembourg S.A. 7.250%, 05/15/22 (EUR) . . . . . . . . . . . . . . CBS Corp. 2.300%, 08/15/19 . . . . . . . . . . . . . . . . . . Charter Communications Operating LLC / Charter Communications Operating Capital Corp. 3.579%, 07/23/20 (144A) . . . . . . . . . . . . . 4.464%, 07/23/22 (144A) . . . . . . . . . . . . . 4.908%, 07/23/25 (144A) . . . . . . . . . . . . . 6.384%, 10/23/35 (144A) . . . . . . . . . . . . . 6.484%, 10/23/45 (144A) . . . . . . . . . . . . . Comcast Corp. 2.750%, 03/01/23 . . . . . . . . . . . . . . . . . . 3.150%, 03/01/26 . . . . . . . . . . . . . . . . . .

MSF-29

1,130,000 517,000 791,000 223,000

1,220,538 559,966 866,246 252,803

100,000

118,401

2,077,000

2,105,440

2,563,000 1,885,000 5,283,000 1,407,000 2,418,000

2,678,842 2,034,032 5,827,440 1,657,136 2,924,141

4,088,000 6,704,000

4,235,949 7,079,880

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Media—(Continued) Comcast Corp. 3.375%, 08/15/25 . . . . . . . . . . . . . . . . . . 3.400%, 07/15/46 . . . . . . . . . . . . . . . . . . 4.250%, 01/15/33 . . . . . . . . . . . . . . . . . . 4.400%, 08/15/35 . . . . . . . . . . . . . . . . . . 4.600%, 08/15/45 . . . . . . . . . . . . . . . . . . COX Communications, Inc. 3.350%, 09/15/26 (144A) . . . . . . . . . . . . . Discovery Communications LLC 3.450%, 03/15/25 . . . . . . . . . . . . . . . . . . 4.875%, 04/01/43 . . . . . . . . . . . . . . . . . . 4.900%, 03/11/26 . . . . . . . . . . . . . . . . . . NBCUniversal Enterprise, Inc. 5.250%, 03/19/21 (144A) . . . . . . . . . . . . . NBCUniversal Media LLC 4.450%, 01/15/43 . . . . . . . . . . . . . . . . . . Scripps Networks Interactive, Inc. 2.750%, 11/15/19 . . . . . . . . . . . . . . . . . . SFR Group S.A. 5.375%, 05/15/22 (EUR) . . . . . . . . . . . . . . Telenet Finance Luxembourg SCA 6.750%, 08/15/24 (EUR) . . . . . . . . . . . . . . Time Warner Cable LLC 4.000%, 09/01/21 . . . . . . . . . . . . . . . . . . 4.125%, 02/15/21 . . . . . . . . . . . . . . . . . . 4.500%, 09/15/42 . . . . . . . . . . . . . . . . . . 5.000%, 02/01/20 . . . . . . . . . . . . . . . . . . 5.500%, 09/01/41 . . . . . . . . . . . . . . . . . . Time Warner, Inc. 2.100%, 06/01/19 . . . . . . . . . . . . . . . . . . 3.600%, 07/15/25 . . . . . . . . . . . . . . . . . . 4.650%, 06/01/44 . . . . . . . . . . . . . . . . . . Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH 4.000%, 01/15/25 (EUR) . . . . . . . . . . . . . . 5.625%, 04/15/23 (EUR) . . . . . . . . . . . . . . UPCB Finance, Ltd. 4.000%, 01/15/27 (EUR) . . . . . . . . . . . . . . Viacom, Inc. 2.250%, 02/04/22 . . . . . . . . . . . . . . . . . . 2.750%, 12/15/19 . . . . . . . . . . . . . . . . . . 3.450%, 10/04/26 . . . . . . . . . . . . . . . . . . 4.500%, 03/01/21 . . . . . . . . . . . . . . . . . . Virgin Media Secured Finance plc 6.000%, 04/15/21 (GBP) . . . . . . . . . . . . . .

Principal Amount*

1,578,000 $ 1,775,000 665,000 2,001,000 1,017,000

Value

Security Description

1,695,776 1,725,481 738,599 2,266,425 1,174,588

1,314,000

1,324,582

1,396,000 3,493,000 3,044,000

1,379,975 3,324,197 3,307,248

4,585,000

4,894,487

1,514,000

1,702,513

1,501,000

1,541,063

100,000

115,986

100,000

123,849

503,000 3,589,000 161,000 1,723,000 588,000

533,843 3,809,544 153,636 1,867,727 627,635

3,352,000 820,000 1,341,000

3,402,287 872,237 1,452,078

105,000 80,000

121,195 95,125

100,000

111,212

2,428,000 1,650,000 873,000 1,779,000

2,420,716 1,676,012 872,747 1,935,120

306,000

410,999 77,237,696

Mining—0.3% Anglo American Capital plc 1.500%, 04/01/20 (EUR) . . . . . . . . . . . . . . 100,000 3.500%, 03/28/22 (EUR) . . . . . . . . . . . . . . 100,000 Barrick Gold Corp. 4.100%, 05/01/23 . . . . . . . . . . . . . . . . . . 1,890,000 5.250%, 04/01/42 . . . . . . . . . . . . . . . . . . 2,420,000 BHP Billiton Finance USA, Ltd. 5.000%, 09/30/43 . . . . . . . . . . . . . . . . . . 2,230,000

110,067 114,940 2,038,212 2,653,796

Principal Amount*

Mining—(Continued) Glencore Finance Europe S.A. 3.375%, 09/30/20 (EUR) . . . . . . . . . . . . . . 100,000 $ Newmont Mining Corp. 4.875%, 03/15/42 . . . . . . . . . . . . . . . . . . 660,000 Rio Tinto Finance USA plc 4.125%, 08/21/42 . . . . . . . . . . . . . . . . . . 1,510,000

Value

121,530 695,435 1,552,361 9,922,005

Miscellaneous Manufacturing—0.5% Eaton Corp. 2.750%, 11/02/22 . . . . . . . . . . . . . . . . . . Gates Global LLC / Gates Global Co. 5.750%, 07/15/22 (EUR) . . . . . . . . . . . . . . General Electric Co. 3.100%, 01/09/23 . . . . . . . . . . . . . . . . . . 3.150%, 09/07/22 . . . . . . . . . . . . . . . . . . 4.500%, 03/11/44 . . . . . . . . . . . . . . . . . . Ingersoll-Rand Luxembourg Finance S.A. 2.625%, 05/01/20 . . . . . . . . . . . . . . . . . . 4.650%, 11/01/44 . . . . . . . . . . . . . . . . . .

9,578,000

9,901,162

100,000

104,471

1,404,000 908,000 2,960,000

1,491,566 965,290 3,407,641

1,538,000 306,000

1,567,304 333,871 17,771,305

Oil & Gas—1.8% Anadarko Petroleum Corp. 4.500%, 07/15/44 . . . . . . . . . . . . . . . . . . 7.950%, 06/15/39 . . . . . . . . . . . . . . . . . . Apache Corp. 4.250%, 01/15/44 . . . . . . . . . . . . . . . . . . 4.750%, 04/15/43 . . . . . . . . . . . . . . . . . . BP Capital Markets plc 2.237%, 05/10/19 (h) . . . . . . . . . . . . . . . . Chevron Corp. 1.961%, 03/03/20 . . . . . . . . . . . . . . . . . . 2.193%, 11/15/19 . . . . . . . . . . . . . . . . . . ConocoPhillips Co. 4.950%, 03/15/26 (h) . . . . . . . . . . . . . . . . Continental Resources, Inc. 3.800%, 06/01/24 . . . . . . . . . . . . . . . . . . 4.900%, 06/01/44 . . . . . . . . . . . . . . . . . . Devon Energy Corp. 5.000%, 06/15/45 (h) . . . . . . . . . . . . . . . . 5.850%, 12/15/25 (h) . . . . . . . . . . . . . . . . EOG Resources, Inc. 3.900%, 04/01/35 . . . . . . . . . . . . . . . . . . 4.150%, 01/15/26 . . . . . . . . . . . . . . . . . . Exxon Mobil Corp. 1.819%, 03/15/19 . . . . . . . . . . . . . . . . . . 4.114%, 03/01/46 . . . . . . . . . . . . . . . . . . Gazprom OAO Via Gaz Capital S.A. 4.950%, 07/19/22 (144A) . . . . . . . . . . . . . Hess Corp. 5.600%, 02/15/41 . . . . . . . . . . . . . . . . . . Marathon Petroleum Corp. 4.750%, 09/15/44 . . . . . . . . . . . . . . . . . .

2,635,664

MSF-30

1,209,000 614,000

1,109,255 759,598

1,410,000 1,974,000

1,369,701 2,016,956

3,701,000

3,760,094

3,336,000 855,000

3,382,370 872,281

4,340,000

4,891,905

1,310,000 1,500,000

1,198,650 1,260,000

1,490,000 1,311,000

1,449,524 1,475,372

680,000 1,047,000

678,022 1,143,546

3,300,000 1,386,000

3,341,715 1,549,261

341,000

356,174

1,600,000

1,594,818

1,016,000

909,647

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Oil & Gas—(Continued) Noble Energy, Inc. 5.050%, 11/15/44 . . . . . . . . . . . . . . . . . . Occidental Petroleum Corp. 3.400%, 04/15/26 (h) . . . . . . . . . . . . . . . . Petro-Canada 6.800%, 05/15/38 . . . . . . . . . . . . . . . . . . Petrobras Argentina S.A. 7.375%, 07/21/23 (144A) . . . . . . . . . . . . . Petrobras Global Finance B.V. 2.820%, 01/15/19 (b) (h) . . . . . . . . . . . . . . 3.000%, 01/15/19 (h) . . . . . . . . . . . . . . . . 5.375%, 01/27/21 . . . . . . . . . . . . . . . . . . 5.750%, 01/20/20 . . . . . . . . . . . . . . . . . . 6.250%, 12/14/26 (GBP) . . . . . . . . . . . . . . 6.850%, 06/05/15 . . . . . . . . . . . . . . . . . . 8.375%, 05/23/21 . . . . . . . . . . . . . . . . . . Petroleos de Venezuela S.A. 6.000%, 05/16/24 . . . . . . . . . . . . . . . . . . 6.000%, 11/15/26 . . . . . . . . . . . . . . . . . . Petroleos Mexicanos 4.625%, 09/21/23 (144A) . . . . . . . . . . . . . Phillips 66 4.875%, 11/15/44 . . . . . . . . . . . . . . . . . . Pioneer Natural Resources Co. 4.450%, 01/15/26 . . . . . . . . . . . . . . . . . . Shell International Finance B.V. 2.125%, 05/11/20 . . . . . . . . . . . . . . . . . . 3.625%, 08/21/42 (h) . . . . . . . . . . . . . . . . 4.125%, 05/11/35 . . . . . . . . . . . . . . . . . . Statoil ASA 2.900%, 11/08/20 . . . . . . . . . . . . . . . . . . Transocean, Inc. 6.800%, 03/15/38 . . . . . . . . . . . . . . . . . . Valero Energy Corp. 3.650%, 03/15/25 (h) . . . . . . . . . . . . . . . . Woodside Finance, Ltd. 3.650%, 03/05/25 (144A) . . . . . . . . . . . . . YPF S.A. 8.500%, 03/23/21 . . . . . . . . . . . . . . . . . . 8.500%, 07/28/25 . . . . . . . . . . . . . . . . . . 8.500%, 07/28/25 (144A) . . . . . . . . . . . . . 8.750%, 04/04/24 (144A) . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

2,430,000 $

2,399,115

1,700,000

1,793,514

1,110,000

1,457,507

538,000

555,485

781,000 1,065,000 3,417,000 1,691,000 444,000 708,000 2,442,000

765,380 1,043,700 3,379,413 1,742,575 534,199 598,968 2,667,885

3,370,000 771,000

1,440,338 323,743

871,000

872,219

1,027,000

1,140,883

660,000

715,779

3,564,000 1,100,000 2,748,000

3,617,781 1,063,549 2,947,502

3,233,000

3,387,250

582,000

381,210

2,548,000

2,603,021

353,000

355,941

496,000 69,000 756,000 1,408,000

553,536 75,707 829,483 1,567,949 71,932,521

Oil & Gas Services—0.1% Halliburton Co. 3.800%, 11/15/25 (h) . . . . . . . . . . . . . . . . 2,410,000 Schlumberger Holdings Corp. 3.000%, 12/21/20 (144A) . . . . . . . . . . . . . 2,972,000

2,491,605 3,099,005 5,590,610

Packaging & Containers—0.0% Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. 4.250%, 01/15/22 (EUR) . . . . . . . . . . . . . . 6.750%, 05/15/24 (EUR) . . . . . . . . . . . . . .

Packaging & Containers—(Continued) Verallia Packaging SASU 5.125%, 08/01/22 (EUR) . . . . . . . . . . . . .

Principal Amount*

100,000 $

Value

117,811 349,944

Pharmaceuticals—1.9% AbbVie, Inc. 2.500%, 05/14/20 . . . . . . . . . . . . . . . . . 3,448,000 2.900%, 11/06/22 . . . . . . . . . . . . . . . . . 1,946,000 4.400%, 11/06/42 . . . . . . . . . . . . . . . . . 200,000 4.500%, 05/14/35 . . . . . . . . . . . . . . . . . 674,000 Actavis Funding SCS 2.350%, 03/12/18 . . . . . . . . . . . . . . . . . 3,614,000 3.000%, 03/12/20 . . . . . . . . . . . . . . . . . 5,509,000 3.800%, 03/15/25 . . . . . . . . . . . . . . . . . 10,740,000 AmerisourceBergen Corp. 1.150%, 05/15/17 . . . . . . . . . . . . . . . . . 2,313,000 3.250%, 03/01/25 . . . . . . . . . . . . . . . . . 602,000 4.250%, 03/01/45 . . . . . . . . . . . . . . . . . 602,000 AstraZeneca plc 3.375%, 11/16/25 . . . . . . . . . . . . . . . . . 1,854,000 4.375%, 11/16/45 . . . . . . . . . . . . . . . . . 768,000 Bristol-Myers Squibb Co. 4.500%, 03/01/44 . . . . . . . . . . . . . . . . . 729,000 Eli Lilly & Co. 3.700%, 03/01/45 . . . . . . . . . . . . . . . . . 979,000 Express Scripts Holding Co. 1.250%, 06/02/17 . . . . . . . . . . . . . . . . . 1,840,000 3.900%, 02/15/22 . . . . . . . . . . . . . . . . . 1,286,000 GlaxoSmithKline Capital plc 2.850%, 05/08/22 . . . . . . . . . . . . . . . . . 1,818,000 Johnson & Johnson 2.450%, 03/01/26 . . . . . . . . . . . . . . . . . 4,578,000 Mylan, Inc. 3.125%, 01/15/23 (144A) . . . . . . . . . . . . 1,298,000 Novartis Capital Corp. 3.000%, 11/20/25 . . . . . . . . . . . . . . . . . 1,090,000 4.000%, 11/20/45 . . . . . . . . . . . . . . . . . 348,000 4.400%, 04/24/20 (h) . . . . . . . . . . . . . . . 2,563,000 Pfizer, Inc. 2.750%, 06/03/26 . . . . . . . . . . . . . . . . . 5,824,000 4.300%, 06/15/43 . . . . . . . . . . . . . . . . . 851,000 4.400%, 05/15/44 . . . . . . . . . . . . . . . . . 969,000 Shire Acquisitions Investments Ireland DAC 2.875%, 09/23/23 . . . . . . . . . . . . . . . . . 6,199,000 3.200%, 09/23/26 . . . . . . . . . . . . . . . . . 4,694,000 Teva Pharmaceutical Finance Co. B.V. 3.650%, 11/10/21 . . . . . . . . . . . . . . . . . 841,000 Teva Pharmaceutical Finance Netherlands B.V. 2.800%, 07/21/23 . . . . . . . . . . . . . . . . . 2,844,000 3.150%, 10/01/26 . . . . . . . . . . . . . . . . . 1,460,000 Zoetis, Inc. 3.250%, 02/01/23 . . . . . . . . . . . . . . . . . 1,218,000

3,515,146 1,995,415 208,109 718,293 3,651,264 5,688,125 11,366,722 2,311,517 636,300 651,989 1,980,016 850,598 873,245 1,052,543 1,840,521 1,387,596 1,913,089 4,704,788 1,286,858 1,153,015 385,349 2,824,221 6,019,506 964,236 1,119,425 6,229,022 4,719,249 893,220 2,851,298 1,466,754 1,255,171 76,512,600

100,000 100,000

114,602 117,531

MSF-31

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Pipelines—0.8% Energy Transfer Partners L.P. 4.750%, 01/15/26 . . . . . . . . . . . . . . . . . 5.150%, 03/15/45 . . . . . . . . . . . . . . . . . Enterprise Products Operating LLC 3.700%, 02/15/26 . . . . . . . . . . . . . . . . . 3.900%, 02/15/24 . . . . . . . . . . . . . . . . . 4.450%, 02/15/43 . . . . . . . . . . . . . . . . . 4.900%, 05/15/46 . . . . . . . . . . . . . . . . . 5.100%, 02/15/45 . . . . . . . . . . . . . . . . . Kinder Morgan Energy Partners L.P. 3.500%, 03/01/21 . . . . . . . . . . . . . . . . . 3.950%, 09/01/22 . . . . . . . . . . . . . . . . . 4.700%, 11/01/42 . . . . . . . . . . . . . . . . . 5.625%, 09/01/41 . . . . . . . . . . . . . . . . . Kinder Morgan, Inc. 3.050%, 12/01/19 . . . . . . . . . . . . . . . . . 5.050%, 02/15/46 . . . . . . . . . . . . . . . . . 5.550%, 06/01/45 . . . . . . . . . . . . . . . . . Plains All American Pipeline L.P. / PAA Finance Corp. 4.650%, 10/15/25 (h) . . . . . . . . . . . . . . . Sunoco Logistics Partners Operations L.P. 3.900%, 07/15/26 . . . . . . . . . . . . . . . . . 5.350%, 05/15/45 . . . . . . . . . . . . . . . . . TransCanada PipeLines, Ltd. 1.875%, 01/12/18 . . . . . . . . . . . . . . . . . 2.500%, 08/01/22 . . . . . . . . . . . . . . . . . 4.625%, 03/01/34 . . . . . . . . . . . . . . . . . Williams Partners L.P. 4.000%, 09/15/25 . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

2,430,000 $ 1,696,000

2,510,557 1,570,974

2,732,000 1,366,000 1,896,000 799,000 501,000

2,812,348 1,428,750 1,856,819 839,761 538,807

1,667,000 1,124,000 1,879,000 463,000

1,721,256 1,174,204 1,733,319 459,262

703,000 1,490,000 1,929,000

718,368 1,418,844 1,978,944

1,520,000

1,574,512

424,000 670,000

432,358 684,520

1,111,000 1,407,000 1,529,000

1,115,456 1,411,172 1,685,920

3,350,000

3,349,390 31,015,541

Real Estate—0.0% ProLogis L.P. 3.750%, 11/01/25 . . . . . . . . . . . . . . . . .

412,000

Real Estate Investment Trusts—0.7% American Tower Corp. 2.250%, 01/15/22 . . . . . . . . . . . . . . . . . 11,339,000 3.300%, 02/15/21 . . . . . . . . . . . . . . . . . 1,342,000 3.375%, 10/15/26 . . . . . . . . . . . . . . . . . 2,287,000 3.450%, 09/15/21 . . . . . . . . . . . . . . . . . 1,554,000 3.500%, 01/31/23 . . . . . . . . . . . . . . . . . 397,000 4.400%, 02/15/26 . . . . . . . . . . . . . . . . . 264,000 5.000%, 02/15/24 . . . . . . . . . . . . . . . . . 391,000 AvalonBay Communities, Inc. 3.500%, 11/15/25 . . . . . . . . . . . . . . . . . 250,000 Crown Castle International Corp. 2.250%, 09/01/21 . . . . . . . . . . . . . . . . . 2,481,000 3.400%, 02/15/21 . . . . . . . . . . . . . . . . . 668,000 3.700%, 06/15/26 . . . . . . . . . . . . . . . . . 513,000 ERP Operating L.P. 3.375%, 06/01/25 . . . . . . . . . . . . . . . . . 1,153,000 Omega Healthcare Investors, Inc. 4.500%, 04/01/27 . . . . . . . . . . . . . . . . . 1,039,000

443,254

11,315,857 1,402,905 2,318,142 1,635,518 414,098 289,153 442,879 261,253 2,478,991 699,091 535,264

Principal Amount*

Real Estate Investment Trusts—(Continued) Simon Property Group L.P. 2.500%, 07/15/21 . . . . . . . . . . . . . . . . . . 803,000 $ 3.375%, 10/01/24 . . . . . . . . . . . . . . . . . . 1,717,000 4.250%, 10/01/44 . . . . . . . . . . . . . . . . . . 825,000

Value

824,311 1,823,434 899,031 27,587,889

Retail—0.6% CVS Health Corp. 4.000%, 12/05/23 . . . . . . . . . . . . . . . . . . 5.300%, 12/05/43 . . . . . . . . . . . . . . . . . . Home Depot, Inc. (The) 3.350%, 09/15/25 . . . . . . . . . . . . . . . . . . 4.400%, 03/15/45 . . . . . . . . . . . . . . . . . . 5.400%, 09/15/40 . . . . . . . . . . . . . . . . . . Lowe’s Cos., Inc. 3.375%, 09/15/25 . . . . . . . . . . . . . . . . . . 4.250%, 09/15/44 . . . . . . . . . . . . . . . . . . 4.375%, 09/15/45 . . . . . . . . . . . . . . . . . . Macy’s Retail Holdings, Inc. 4.500%, 12/15/34 . . . . . . . . . . . . . . . . . . McDonald’s Corp. 2.750%, 12/09/20 . . . . . . . . . . . . . . . . . . 3.700%, 01/30/26 . . . . . . . . . . . . . . . . . . 4.600%, 05/26/45 . . . . . . . . . . . . . . . . . . 4.700%, 12/09/35 . . . . . . . . . . . . . . . . . . 4.875%, 12/09/45 . . . . . . . . . . . . . . . . . . Punch Taverns Finance B, Ltd. 5.267%, 03/30/24 (GBP) . . . . . . . . . . . . . . QVC, Inc. 3.125%, 04/01/19 . . . . . . . . . . . . . . . . . . 5.125%, 07/02/22 (h) . . . . . . . . . . . . . . . . Target Corp. 3.500%, 07/01/24 . . . . . . . . . . . . . . . . . . 4.000%, 07/01/42 . . . . . . . . . . . . . . . . . . Unique Pub Finance Co. plc (The) 5.659%, 06/30/27 (GBP) . . . . . . . . . . . . . . Wal-Mart Stores, Inc. 2.550%, 04/11/23 . . . . . . . . . . . . . . . . . . 4.000%, 04/11/43 . . . . . . . . . . . . . . . . . . Walgreens Boots Alliance, Inc. 4.650%, 06/01/46 . . . . . . . . . . . . . . . . . . 4.800%, 11/18/44 . . . . . . . . . . . . . . . . . .

1,757,000 843,000

1,935,241 1,045,285

418,000 493,000 677,000

453,043 574,057 882,473

459,000 524,000 344,000

494,815 582,083 390,002

1,439,000

1,351,294

607,000 583,000 135,000 433,000 510,000

629,859 627,219 151,485 490,396 591,891

95,085

111,841

1,103,000 1,817,000

1,130,938 1,925,931

783,000 767,000

856,098 835,402

140,186

189,504

1,376,000 708,000

1,428,703 789,598

114,000 4,484,000

123,592 4,942,942 22,533,692

Savings & Loans—0.0% Washington Mutual Bank Zero Coupon, 05/01/09 (j) . . . . . . . . . . . . . Zero Coupon, 11/06/09 (j) . . . . . . . . . . . . . Zero Coupon, 06/16/10 (j) . . . . . . . . . . . . . Zero Coupon, 02/04/11 (j) . . . . . . . . . . . . . 5.550%, 06/16/10 (j) . . . . . . . . . . . . . . . . .

1,203,496 1,044,466

MSF-32

3,780,000 2,190,000 1,310,000 1,247,000 250,000

817,425 473,587 283,287 269,664 54,063 1,898,026

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Semiconductors—0.3% Analog Devices, Inc. 3.900%, 12/15/25 . . . . . . . . . . . . . . . . . . 5.300%, 12/15/45 . . . . . . . . . . . . . . . . . . Lam Research Corp. 2.800%, 06/15/21 (h) . . . . . . . . . . . . . . . . 3.900%, 06/15/26 . . . . . . . . . . . . . . . . . . NVIDIA Corp. 2.200%, 09/16/21 . . . . . . . . . . . . . . . . . . 3.200%, 09/16/26 . . . . . . . . . . . . . . . . . . QUALCOMM, Inc. 4.800%, 05/20/45 . . . . . . . . . . . . . . . . . .

Principal Amount*

347,000 $ 353,000

Value

Security Description

371,192 391,877

1,643,000 886,000

1,686,405 922,540

5,616,000 1,823,000

5,633,101 1,837,354

2,352,000

2,567,695 13,410,164

Software—0.7% Fidelity National Information Services, Inc. 3.625%, 10/15/20 . . . . . . . . . . . . . . . . . . Microsoft Corp. 3.500%, 02/12/35 . . . . . . . . . . . . . . . . . . 3.700%, 08/08/46 . . . . . . . . . . . . . . . . . . 3.750%, 02/12/45 . . . . . . . . . . . . . . . . . . 4.450%, 11/03/45 . . . . . . . . . . . . . . . . . . Oracle Corp. 2.650%, 07/15/26 . . . . . . . . . . . . . . . . . . 2.800%, 07/08/21 . . . . . . . . . . . . . . . . . . 3.250%, 05/15/30 (h) . . . . . . . . . . . . . . . . 4.000%, 07/15/46 . . . . . . . . . . . . . . . . . . 4.375%, 05/15/55 . . . . . . . . . . . . . . . . . . Veritas U.S., Inc. / Veritas Bermuda, Ltd. 7.500%, 02/01/23 (EUR) . . . . . . . . . . . . . .

259,000

274,714

2,044,000 4,107,000 1,050,000 1,404,000

2,092,584 4,157,044 1,065,682 1,596,215

6,108,000 3,872,000 2,792,000 2,854,000 939,000

6,109,112 4,044,633 2,917,693 2,949,075 997,470

100,000

107,729

Value

447,000 $ 394,000

484,885 457,492

200,000

238,465

100,000

116,907

3,817,000 3,604,000 3,553,000 3,742,000 1,009,000 3,524,000 5,153,000 1,201,000

3,925,441 3,537,218 3,785,682 3,561,699 1,009,278 3,728,878 5,771,685 1,349,892

1,329,000 2,600,000

1,336,687 2,604,503

100,000

113,599 59,125,127

26,311,951 Telecommunications—1.5% AT&T, Inc. 2.300%, 03/11/19 . . . . . . . . . . . . . . . . . . 2.375%, 11/27/18 . . . . . . . . . . . . . . . . . . 2.450%, 06/30/20 . . . . . . . . . . . . . . . . . . 3.000%, 06/30/22 . . . . . . . . . . . . . . . . . . 3.400%, 05/15/25 . . . . . . . . . . . . . . . . . . 3.875%, 08/15/21 . . . . . . . . . . . . . . . . . . 4.300%, 12/15/42 . . . . . . . . . . . . . . . . . . 4.600%, 02/15/21 . . . . . . . . . . . . . . . . . . 4.750%, 05/15/46 . . . . . . . . . . . . . . . . . . 6.375%, 03/01/41 . . . . . . . . . . . . . . . . . . Cellnex Telecom S.A. 2.375%, 01/16/24 (EUR) . . . . . . . . . . . . . . eircom Finance DAC 4.500%, 05/31/22 (EUR) . . . . . . . . . . . . . . Juniper Networks, Inc. 3.300%, 06/15/20 . . . . . . . . . . . . . . . . . . Orange S.A. 4.000%, 10/01/21 (EUR) (b) . . . . . . . . . . . . 5.500%, 02/06/44 . . . . . . . . . . . . . . . . . . OTE plc 3.500%, 07/09/20 (EUR) . . . . . . . . . . . . . .

Telecommunications—(Continued) Rogers Communications, Inc. 3.625%, 12/15/25 . . . . . . . . . . . . . . . . . . 5.000%, 03/15/44 . . . . . . . . . . . . . . . . . . Telecom Italia S.p.A. 3.250%, 01/16/23 (EUR) . . . . . . . . . . . . . . Telefonica Europe B.V. 5.000%, 03/31/20 (EUR) (b) . . . . . . . . . . . . Verizon Communications, Inc. 2.625%, 02/21/20 . . . . . . . . . . . . . . . . . . 2.625%, 08/15/26 (h) . . . . . . . . . . . . . . . . 3.450%, 03/15/21 . . . . . . . . . . . . . . . . . . 3.850%, 11/01/42 . . . . . . . . . . . . . . . . . . 4.125%, 08/15/46 . . . . . . . . . . . . . . . . . . 4.400%, 11/01/34 . . . . . . . . . . . . . . . . . . 4.862%, 08/21/46 . . . . . . . . . . . . . . . . . . 5.050%, 03/15/34 . . . . . . . . . . . . . . . . . . Vodafone Group plc 2.500%, 09/26/22 . . . . . . . . . . . . . . . . . . 4.375%, 02/19/43 . . . . . . . . . . . . . . . . . . Wind Acquisition Finance S.A. 4.000%, 07/15/20 (EUR) . . . . . . . . . . . . . .

Principal Amount*

2,035,000 1,683,000 3,043,000 3,744,000 2,803,000 2,472,000 2,302,000 3,066,000 267,000 1,032,000

2,069,159 1,714,687 3,099,219 3,849,236 2,879,825 2,668,376 2,270,566 3,363,540 279,403 1,293,102

100,000

115,131

100,000

113,994

1,478,000

1,532,550

150,000 1,256,000

177,981 1,562,634

100,000

113,413

Transportation—0.6% Burlington Northern Santa Fe LLC 3.000%, 03/15/23 . . . . . . . . . . . . . . . . . . 3.450%, 09/15/21 . . . . . . . . . . . . . . . . . . 4.150%, 04/01/45 . . . . . . . . . . . . . . . . . . 4.700%, 09/01/45 . . . . . . . . . . . . . . . . . . Canadian National Railway Co. 2.750%, 03/01/26 . . . . . . . . . . . . . . . . . . CSX Corp. 3.350%, 11/01/25 . . . . . . . . . . . . . . . . . . 4.100%, 03/15/44 . . . . . . . . . . . . . . . . . . FedEx Corp. 3.900%, 02/01/35 . . . . . . . . . . . . . . . . . . 4.100%, 02/01/45 . . . . . . . . . . . . . . . . . . 4.550%, 04/01/46 . . . . . . . . . . . . . . . . . . 4.750%, 11/15/45 . . . . . . . . . . . . . . . . . . 4.900%, 01/15/34 . . . . . . . . . . . . . . . . . . Norfolk Southern Corp. 2.900%, 06/15/26 . . . . . . . . . . . . . . . . . . 4.450%, 06/15/45 . . . . . . . . . . . . . . . . . . Onorato Armatori S.p.A. 7.750%, 02/15/23 (EUR) . . . . . . . . . . . . . . Ryder System, Inc. 2.450%, 09/03/19 . . . . . . . . . . . . . . . . . . Silk Bidco A/S 7.500%, 02/01/22 (EUR) . . . . . . . . . . . . . . Union Pacific Corp. 3.375%, 02/01/35 . . . . . . . . . . . . . . . . . . 3.875%, 02/01/55 . . . . . . . . . . . . . . . . . . 4.050%, 11/15/45 . . . . . . . . . . . . . . . . . . 4.375%, 11/15/65 . . . . . . . . . . . . . . . . . .

MSF-33

444,000 610,000 758,000 665,000

467,134 657,658 834,821 781,848

2,373,000

2,465,117

782,000 623,000

838,588 662,559

219,000 1,295,000 1,393,000 1,053,000 768,000

225,351 1,342,890 1,547,319 1,202,815 881,136

3,078,000 1,195,000

3,156,825 1,335,540

100,000

108,403

1,629,000

1,662,044

100,000

117,250

668,000 1,997,000 196,000 875,000

681,414 1,994,887 214,654 956,352

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description

Principal Amount*

Transportation—(Continued) Union Pacific Railroad Co. Pass-Through Trust 3.227%, 05/14/26 . . . . . . . . . . . . . . . . . . 1,716,206 $

Value

Security Description

1,784,854 23,919,459

Trucking & Leasing—0.2% Aviation Capital Group Corp. 2.875%, 09/17/18 (144A) . . . . . . . . . . . . . 3,355,000 GATX Corp. 2.600%, 03/30/20 (h) . . . . . . . . . . . . . . . . 1,747,000 Penske Truck Leasing Co. L.P. / PTL Finance Corp. 3.375%, 02/01/22 (144A) . . . . . . . . . . . . . 2,673,000

1,770,158

2,779,712

Asset-Backed Securities—11.4%

1,022,677

1,639,898 2,662,575

Asset-Backed - Home Equity—0.5% Bayview Financial Revolving Asset Trust 1.524%, 12/28/40 (144A) (b) . . . . . . . . . . 1.524%, 05/28/39 (144A) (b) . . . . . . . . . . Bayview Opportunity Master Fund Trust 0.875%, 04/25/37 (b) . . . . . . . . . . . . . . . . Bear Stearns Asset-Backed Securities Trust 0.665%, 11/25/36 (b) . . . . . . . . . . . . . . . . 0.665%, 12/25/36 (b) . . . . . . . . . . . . . . . . 1.324%, 01/25/36 (b) . . . . . . . . . . . . . . . . Citigroup Mortgage Loan Trust, Inc. 0.775%, 08/25/36 (b) . . . . . . . . . . . . . . . . Countrywide Asset-Backed Certificates 0.845%, 10/25/36 (b) . . . . . . . . . . . . . . . . Countrywide Home Equity Loan Trust 5.842%, 06/25/35 . . . . . . . . . . . . . . . . . . 6.155%, 06/25/35 . . . . . . . . . . . . . . . . . . Home Equity Mortgage Loan Asset-Backed Trust 2.549%, 07/25/34 (b) . . . . . . . . . . . . . . . . Home Equity Mortgage Trust 5.867%, 07/25/36 . . . . . . . . . . . . . . . . . . Home Loan Mortgage Loan Trust 0.884%, 04/15/36 (b) . . . . . . . . . . . . . . . . JPMorgan Mortgage Acquisition Trust 6.000%, 07/25/36 . . . . . . . . . . . . . . . . . . 6.410%, 07/25/36 . . . . . . . . . . . . . . . . . .

665,000 $ 621,846

444,902 378,567

180,000

168,842 21,440,690

1,220,008,963

Asset-Backed - Credit Card—0.1% CHLUPA Trust 3.326%, 08/15/20 (144A) . . . . . . . . . . . . . 1,021,043 World Financial Network Credit Card Master Trust 4.550%, 08/15/22 . . . . . . . . . . . . . . . . . . 1,600,000

Value

3,396,937

7,946,807 Total Corporate Bonds & Notes (Cost $1,183,930,287) . . . . . . . . . . . . . . . .

Asset-Backed - Home Equity—(Continued) MASTR Asset-Backed Securities Trust 0.785%, 06/25/36 (144A) (b) . . . . . . . . . . 0.805%, 05/25/37 (b) . . . . . . . . . . . . . . . . Nationstar Home Equity Loan Trust 0.705%, 06/25/37 (b) . . . . . . . . . . . . . . . .

Principal Amount*

775,056 8,965,500

610,818 6,602,519

2,736,961

1,696,075

2,445,978 2,493,979 333,126

2,107,167 2,125,245 316,829

1,810,000

1,399,877

2,376,743

2,043,164

754,121 472,207

751,208 441,834

355,270

335,222

923,990

408,452

1,238,368

1,122,022

369,816 501,478

207,177 280,770

Asset-Backed - Manufactured Housing—0.3% Bank of America Manufactured Housing Contract Trust 7.930%, 12/10/25 (b) . . . . . . . . . . . . . . . . 4,000,000 BCMSC Trust 7.575%, 06/15/30 (b) . . . . . . . . . . . . . . . . 1,274,734 7.830%, 06/15/30 (b) . . . . . . . . . . . . . . . . 1,182,969 8.290%, 06/15/30 (b) . . . . . . . . . . . . . . . . 2,025,977 Conseco Financial Corp. 6.280%, 09/01/30 . . . . . . . . . . . . . . . . . . 760,319 7.500%, 03/01/30 (b) . . . . . . . . . . . . . . . . 545,757 7.860%, 03/01/30 (b) . . . . . . . . . . . . . . . . 746,404 Greenpoint Manufactured Housing 8.290%, 12/15/29 (b) . . . . . . . . . . . . . . . . 440,000 9.230%, 12/15/29 (b) . . . . . . . . . . . . . . . . 635,769 Lehman ABS Manufactured Housing Contract Trust 6.630%, 04/15/40 (b) . . . . . . . . . . . . . . . . 2,430,000 Oakwood Mortgage Investors, Inc. 6.930%, 09/15/31 (b) . . . . . . . . . . . . . . . . 332,368 Origen Manufactured Housing Contract Trust 7.820%, 03/15/32 (b) . . . . . . . . . . . . . . . . 357,610

3,766,215 617,561 592,252 1,073,460 800,900 453,872 639,558 478,046 569,410

2,582,008 304,371 354,444 12,232,097

Asset-Backed - Other—9.2% ACAS CLO, Ltd. 2.881%, 10/25/25 (144A) (b) . . . . . . . . . . 3.177%, 09/20/23 (144A) (b) . . . . . . . . . . Adirondack Park CLO, Ltd. 2.680%, 04/15/24 (144A) (b) . . . . . . . . . . Ajax Mortgage Loan Trust 4.000%, 09/25/65 (144A) . . . . . . . . . . . . . ALM, Ltd. 2.173%, 07/28/26 (144A) (b) . . . . . . . . . . 2.565%, 04/24/24 (144A) (b) . . . . . . . . . . 2.829%, 10/18/27 (144A) (b) . . . . . . . . . . 3.693%, 07/28/26 (144A) (b) . . . . . . . . . . 3.929%, 04/16/27 (144A) (b) . . . . . . . . . . American Homes 4 Rent 1.531%, 06/17/31 (144A) (b) . . . . . . . . . . American Money Management Corp. 4.280%, 01/15/22 (144A) (b) . . . . . . . . . . AMMC CLO, Ltd. 2.235%, 05/26/28 (144A) (b) . . . . . . . . . . 2.707%, 05/10/25 (144A) (b) . . . . . . . . . . 3.117%, 11/15/27 (144A) (b) . . . . . . . . . .

MSF-34

500,000 2,290,000

500,055 2,289,835

500,000

500,255

1,403,939

1,400,903

2,690,000 2,648,000 900,000 514,000 625,000

2,689,995 2,644,393 902,315 514,176 627,821

478,898

477,396

1,060,000

1,066,531

2,180,000 738,000 620,000

2,184,567 733,864 621,912

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Asset-Backed Securities—(Continued) Security Description Asset-Backed - Other—(Continued) Anchorage Capital CLO, Ltd. 1.859%, 07/13/25 (144A) (b) . . . . . . . . . . 2.419%, 07/13/25 (144A) (b) . . . . . . . . . . 3.369%, 07/13/25 (144A) (b) . . . . . . . . . . Apidos CLO 1.780%, 04/15/25 (144A) (b) . . . . . . . . . . 2.069%, 01/17/23 (144A) (b) . . . . . . . . . . 2.138%, 01/19/25 (144A) (b) . . . . . . . . . . 2.530%, 07/15/23 (144A) (b) . . . . . . . . . . 3.779%, 01/17/23 (144A) (b) . . . . . . . . . . Arbor Realty Commercial Real Estate Notes, Ltd. 2.200%, 09/15/26 (144A) (b) . . . . . . . . . . Ares CLO, Ltd. 2.298%, 01/17/24 (144A) (b) . . . . . . . . . . 3.048%, 01/17/24 (144A) (b) . . . . . . . . . . Atlas Senior Loan Fund, Ltd. 2.317%, 02/17/26 (144A) (b) . . . . . . . . . . 3.259%, 08/15/24 (144A) (b) . . . . . . . . . . B2R Mortgage Trust 2.524%, 05/15/48 (144A) . . . . . . . . . . . . . 3.336%, 11/15/48 (144A) . . . . . . . . . . . . . Babson CLO, Ltd. 2.680%, 04/15/22 (144A) (b) . . . . . . . . . . 3.180%, 04/15/22 (144A) (b) . . . . . . . . . . Battalion CLO, Ltd. 2.102%, 10/22/25 (144A) (b) . . . . . . . . . . Bayview Opportunity Master Fund Trust 3.475%, 07/28/31 (144A) . . . . . . . . . . . . . 3.598%, 09/28/31 (144A) . . . . . . . . . . . . . 3.623%, 04/28/30 (144A) . . . . . . . . . . . . . Benefit Street Partners CLO, Ltd. 1.880%, 07/15/24 (144A) (b) . . . . . . . . . . 2.930%, 10/15/25 (144A) (b) . . . . . . . . . . 2.946%, 01/20/28 (144A) (b) . . . . . . . . . . BlueMountain CLO, Ltd. 1.282%, 07/15/18 (144A) (b) . . . . . . . . . . 2.180%, 04/15/25 (144A) (b) . . . . . . . . . . 2.871%, 11/20/24 (144A) (b) . . . . . . . . . . 3.246%, 07/20/23 (144A) (b) . . . . . . . . . . C-BASS Trust 0.635%, 11/25/36 (b) . . . . . . . . . . . . . . . . 0.685%, 10/25/36 (b) . . . . . . . . . . . . . . . . 0.694%, 04/25/37 (b) . . . . . . . . . . . . . . . . 0.755%, 11/25/36 (b) . . . . . . . . . . . . . . . . 3.885%, 01/25/37 . . . . . . . . . . . . . . . . . . Canyon Capital CLO, Ltd. 1.100%, 12/15/20 (144A) (b) . . . . . . . . . . 2.630%, 01/15/24 (144A) (b) . . . . . . . . . . Carlyle Global Market Strategies CLO, Ltd. 2.086%, 01/20/25 (144A) (b) . . . . . . . . . . 2.796%, 07/20/23 (144A) (b) . . . . . . . . . . 3.330%, 07/15/25 (144A) (b) . . . . . . . . . . Carrington Mortgage Loan Trust 0.645%, 10/25/36 (b) . . . . . . . . . . . . . . . . 0.675%, 06/25/37 (b) . . . . . . . . . . . . . . . . 0.685%, 10/25/36 (b) . . . . . . . . . . . . . . . .

Principal Amount*

835,000 $ 550,000 590,000

Value

Security Description

832,412 546,650 590,549

3,204,000 1,890,000 600,000 2,065,000 1,440,000

3,179,855 1,890,847 600,016 2,047,028 1,440,269

1,590,000

1,589,990

2,990,000 870,000

2,990,012 868,136

2,920,000 410,000

2,920,374 402,707

625,787 1,282,621

626,057 1,316,533

500,000 500,000

500,428 500,139

5,205,000

5,205,000

2,780,388 6,710,000 505,004

2,778,356 6,710,000 502,610

2,240,000 3,000,000 2,010,000

2,229,344 2,987,892 2,019,047

500,000 3,130,000 250,000 250,000

493,741 3,130,707 250,091 250,081

568,552 329,449 504,668 95,989 2,759,237

353,854 221,206 370,113 60,930 1,392,113

517,974 500,000

510,491 500,212

7,485,000 1,230,000 270,000

7,474,978 1,230,042 270,114

614,975 676,280 500,000

370,903 623,888 364,047

Principal Amount*

Asset-Backed - Other—(Continued) Carrington Mortgage Loan Trust 0.745%, 12/25/36 (b) . . . . . . . . . . . . . . . 730,000 $ 0.765%, 08/25/36 (b) . . . . . . . . . . . . . . . 4,800,000 Cedar Funding V CLO, Ltd. 2.243%, 07/17/28 (144A) (b) . . . . . . . . . 770,000 Chase Funding Trust 6.333%, 04/25/32 . . . . . . . . . . . . . . . . . 590,282 CIFC Funding, Ltd. 2.222%, 01/22/27 (144A) (b) . . . . . . . . . 610,000 2.259%, 01/17/27 (144A) (b) . . . . . . . . . 7,295,000 2.305%, 05/24/26 (144A) (b) . . . . . . . . . 4,284,000 2.679%, 11/27/24 (144A) (b) . . . . . . . . . 1,270,000 3.379%, 08/14/24 (144A) (b) . . . . . . . . . 200,000 3.502%, 07/22/26 (144A) (b) . . . . . . . . . 470,000 Colony American Homes 1.731%, 07/17/32 (144A) (b) . . . . . . . . . 1,693,748 Countrywide Asset-Backed Certificates 0.685%, 01/25/46 (b) . . . . . . . . . . . . . . . 3,021,852 0.745%, 12/25/25 (b) . . . . . . . . . . . . . . . 133,546 Countrywide Asset-Backed Certificates Trust 0.684%, 09/25/46 (b) . . . . . . . . . . . . . . . 187,374 Countrywide Revolving Home Equity Loan Resecuritization Trust 0.824%, 12/15/33 (144A) (b) . . . . . . . . . 935,342 Countrywide Revolving Home Equity Loan Trust 0.704%, 05/15/35 (b) . . . . . . . . . . . . . . . 810,417 Credit-Based Asset Servicing & Securitization LLC 3.488%, 12/25/36 . . . . . . . . . . . . . . . . . 287,612 DCP Rights LLC 5.463%, 10/25/44 (144A) . . . . . . . . . . . . 6,934,385 Dryden Senior Loan Fund 1.917%, 08/15/25 (144A) (b) . . . . . . . . . 1,035,000 2.060%, 01/15/25 (144A) (b) . . . . . . . . . 660,000 Finn Square CLO, Ltd. 2.052%, 12/24/23 (144A) (b) . . . . . . . . . 434,000 2.542%, 12/24/23 (144A) (b) (d) . . . . . . . 370,000 First Franklin Mortgage Loan Trust 0.685%, 04/25/36 (b) . . . . . . . . . . . . . . . 649,200 0.735%, 12/25/36 (b) . . . . . . . . . . . . . . . 11,883,238 Flatiron CLO, Ltd. 1.000%, 10/25/21 (144A) (b) . . . . . . . . . 790,000 Fraser Sullivan CLO, Ltd. 3.196%, 04/20/23 (144A) (b) . . . . . . . . . 1,150,000 GE-WMC Asset-Backed Pass-Through Certificates 0.775%, 12/25/35 (b) . . . . . . . . . . . . . . . 321,977 GoldenTree Loan Opportunities, Ltd. 1.521%, 08/18/22 (144A) (b) . . . . . . . . . 700,000 3.929%, 04/17/22 (144A) (b) . . . . . . . . . 830,000 Gramercy Park CLO, Ltd. 3.629%, 07/17/23 (144A) (b) . . . . . . . . . 250,000 GT Loan Financing, Ltd. 2.013%, 10/28/24 (144A) (b) . . . . . . . . . 5,670,000 Highbridge Loan Management, Ltd. 2.531%, 09/20/22 (144A) (b) . . . . . . . . . 1,720,000

MSF-35

Value

424,025 2,901,832 770,855 599,011 609,996 7,295,190 4,284,326 1,269,985 200,055 470,066 1,696,923 2,856,208 133,587 172,831

778,217 693,429

214,593 7,104,638 1,026,037 660,016 432,264 370,000 567,280 7,276,157 790,000 1,146,110

306,118 688,553 830,216 250,041 5,661,285 1,721,250

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Asset-Backed Securities—(Continued) Security Description

Principal Amount*

Asset-Backed - Other—(Continued) Invitation Homes Trust 1.631%, 09/17/31 (144A) (b) . . . . . . . . . 2,804,051 $ 1.831%, 08/17/32 (144A) (b) . . . . . . . . . 2,086,350 2.731%, 09/17/31 (144A) (b) . . . . . . . . . 670,000 3.508%, 12/17/31 (144A) (b) . . . . . . . . . 470,000 KKR Financial CLO, Ltd. 1.830%, 07/15/25 (144A) (b) . . . . . . . . . 4,895,000 Knollwood CDO, Ltd. 3.861%, 01/10/39 (144A) (b)(k) . . . . . . . . 809,910 LCM L.P. 1.873%, 07/14/22 (144A) (b) . . . . . . . . . 125,614 2.838%, 04/19/22 (144A) (b) . . . . . . . . . 940,000 2.996%, 04/20/27 (144A) (b) . . . . . . . . . 990,000 3.846%, 04/20/27 (144A) (b) . . . . . . . . . 250,000 3.925%, 08/25/24 (144A) (b) . . . . . . . . . 430,000 Lehman ABS Mortgage Loan Trust 0.615%, 06/25/37 (144A) (b) . . . . . . . . . 248,647 Lime Street CLO, Ltd. 1.407%, 06/20/21 (144A) (b) . . . . . . . . . 500,000 Long Beach Mortgage Loan Trust 0.685%, 11/25/36 (b) . . . . . . . . . . . . . . . 3,174,429 0.715%, 03/25/46 (b) . . . . . . . . . . . . . . . 5,946,219 0.745%, 02/25/36 (b) . . . . . . . . . . . . . . . 2,898,170 0.745%, 11/25/36 (b) . . . . . . . . . . . . . . . 934,085 0.815%, 03/25/46 (b) . . . . . . . . . . . . . . . 877,768 Madison Park Funding, Ltd. 2.096%, 01/20/25 (144A) (b) . . . . . . . . . 690,000 2.165%, 10/23/25 (144A) (b) . . . . . . . . . 616,000 3.046%, 01/20/25 (144A) (b) . . . . . . . . . 1,660,000 Merrill Lynch First Franklin Mortgage Loan Trust 0.765%, 05/25/37 (b) . . . . . . . . . . . . . . . 12,319,335 Morgan Stanley IXIS Real Estate Capital Trust 0.635%, 11/25/36 (b) . . . . . . . . . . . . . . . 551,789 Mountain Hawk CLO, Ltd. 2.876%, 01/20/24 (144A) (b) . . . . . . . . . 1,250,000 Muir Woods CLO, Ltd. 4.606%, 09/14/23 (144A) (b) . . . . . . . . . 520,000 Neuberger Berman CLO, Ltd. 2.835%, 04/15/26 (144A) (b) . . . . . . . . . 775,000 3.015%, 01/23/24 (144A) (b) . . . . . . . . . 3,945,000 Northwoods Capital, Ltd. 2.099%, 01/18/24 (144A) (b) . . . . . . . . . 5,070,000 Oaktree EIF, Ltd. 3.117%, 11/15/25 (144A) (b) . . . . . . . . . 1,195,000 OCP CLO, Ltd. 2.209%, 04/17/27 (144A) (b) . . . . . . . . . 280,000 2.426%, 10/18/28 (144A) (b) . . . . . . . . . 540,000 Octagon Investment Partners, Ltd. 1.799%, 07/17/25 (144A) (b) . . . . . . . . . 5,600,000 2.306%, 10/25/25 (144A) (b) . . . . . . . . . 2,920,000 OHA Credit Partners, Ltd. 1.816%, 04/20/25 (144A) (b) . . . . . . . . . 590,000 OHA Loan Funding, Ltd. 2.087%, 08/23/24 (144A) (b) . . . . . . . . . 5,670,000

Value

Security Description

2,799,504 2,096,708 672,895 474,352 4,890,384 8 125,609 940,103 992,136 250,888 430,324 152,376 480,169 1,514,651 2,844,471 2,540,331 450,934 433,863 689,980 606,472 1,660,382 7,357,107 257,677 1,250,032 520,500 775,818 3,945,588 5,064,935 1,192,165 280,059 539,460 5,553,962 2,920,000 585,710 5,661,847

Asset-Backed - Other—(Continued) OneMain Financial Issuance Trust 2.430%, 06/18/24 (144A) . . . . . . . . . . . . . 3.240%, 06/18/24 (144A) . . . . . . . . . . . . . 4.320%, 07/18/25 (144A) . . . . . . . . . . . . . 5.310%, 09/18/24 (144A) . . . . . . . . . . . . . OZLM Funding, Ltd. 1.852%, 07/22/25 (144A) (b) . . . . . . . . . . 2.032%, 01/22/25 (144A) (b) . . . . . . . . . . 2.237%, 10/30/23 (144A) (b) . . . . . . . . . . 3.407%, 10/30/23 (144A) (b) . . . . . . . . . . OZLM, Ltd. 2.729%, 07/17/26 (144A) (b) . . . . . . . . . . 3.579%, 04/17/26 (144A) (b) . . . . . . . . . . Palmer Square CLO, Ltd. 3.729%, 10/17/25 (144A) (b) . . . . . . . . . . PFS Tax Lien Trust 1.440%, 05/15/29 (144A) . . . . . . . . . . . . . Preston Ridge Mortgage LLC 4.000%, 09/27/21 (144A) . . . . . . . . . . . . . Pretium Mortgage Credit Partners LLC 4.375%, 11/27/30 (144A) . . . . . . . . . . . . . 4.375%, 05/27/31 (144A) . . . . . . . . . . . . . Progress Residential Trust 2.031%, 09/17/33 (144A) (b) . . . . . . . . . . 2.740%, 06/12/32 (144A) . . . . . . . . . . . . . 4.381%, 09/17/33 (144A) (b) . . . . . . . . . . 6.643%, 11/12/32 (144A) . . . . . . . . . . . . . Race Point CLO, Ltd. 2.061%, 02/20/25 (144A) (b) . . . . . . . . . . 2.190%, 04/15/27 (144A) (b) . . . . . . . . . . 3.187%, 12/15/22 (144A) (b) . . . . . . . . . . RCO Mortgage LLC 3.988%, 11/25/45 (144A) (b) . . . . . . . . . . SG Mortgage Securities Trust 0.734%, 10/25/36 (b) . . . . . . . . . . . . . . . . Silvermore CLO, Ltd. 2.267%, 05/15/26 (144A) (b) . . . . . . . . . . Sound Point CLO, Ltd. 2.067%, 01/21/26 (144A) (b) . . . . . . . . . . 2.138%, 10/20/28 (144A) (b) . . . . . . . . . . Soundview Home Loan Trust 1.320%, 01/25/35 (b) . . . . . . . . . . . . . . . . SpringCastle America Funding LLC 3.050%, 04/25/29 (144A) . . . . . . . . . . . . . Springleaf Funding Trust 3.620%, 11/15/24 (144A) . . . . . . . . . . . . . Sunset Mortgage Loan Co. LLC 3.721%, 11/16/44 (144A) . . . . . . . . . . . . . SWAY Residential Trust 1.831%, 01/17/32 (144A) (b) . . . . . . . . . . Symphony CLO L.P. 3.179%, 04/16/22 (144A) (b) . . . . . . . . . . Symphony CLO, Ltd. 1.980%, 10/15/25 (144A) (b) . . . . . . . . . . 2.879%, 01/17/25 (144A) (b) . . . . . . . . . . 2.879%, 10/17/26 (144A) (b) . . . . . . . . . . 3.430%, 10/15/25 (144A) (b) . . . . . . . . . .

MSF-36

Principal Amount*

Value

2,137,626 $ 910,000 3,100,000 500,000

2,139,444 916,431 3,088,131 501,453

9,625,000 500,000 5,275,000 290,000

9,589,744 500,008 5,275,765 290,181

1,000,000 960,000

1,005,655 960,132

360,000

360,036

1,913,048

1,902,675

1,230,000

1,230,000

2,024,464 2,500,230

2,041,408 2,525,507

1,130,000 1,123,419 1,190,000 250,000

1,142,280 1,138,092 1,198,027 258,898

1,635,000 720,000 490,000

1,631,328 720,228 490,915

782,905

780,755

570,000

365,389

6,462,680

6,416,970

2,185,000 1,240,000

2,178,170 1,241,244

93,346

88,510

4,530,000

4,530,000

2,062,000

2,080,369

842,122

842,122

6,079,138

6,087,083

500,000

500,000

8,810,000 360,000 6,170,000 1,560,000

8,758,506 360,058 6,170,580 1,561,371

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Asset-Backed Securities—(Continued) Security Description

Principal Amount*

Asset-Backed - Other—(Continued) TICP CLO, Ltd. 2.236%, 01/20/27 (144A) (b) . . . . . . . . . 1,290,000 $ 3.046%, 01/20/27 (144A) (b) . . . . . . . . . 340,000 Tricon American Homes Trust 1.781%, 05/17/32 (144A) (b) . . . . . . . . . 766,405 Trimaran CLO, Ltd. 1.520%, 06/15/21 (144A) (b) . . . . . . . . . 230,000 U.S. Residential Opportunity Fund Trust 3.475%, 07/27/36 (144A) . . . . . . . . . . . . 9,653,192 3.475%, 08/27/36 (144A) . . . . . . . . . . . . 15,302,986 Venture CLO, Ltd. 2.280%, 01/15/27 (144A) (b) . . . . . . . . . 1,715,000 2.780%, 07/15/26 (144A) (b) . . . . . . . . . 490,000 Vericrest Opportunity Loan Trust LLC 3.500%, 07/25/46 (144A) . . . . . . . . . . . . 2,796,611 3.500%, 09/25/46 (144A) . . . . . . . . . . . . 10,870,000 3.750%, 06/25/46 (144A) . . . . . . . . . . . . 8,519,638 3.844%, 06/25/46 (144A) . . . . . . . . . . . . 7,526,706 4.250%, 04/25/46 (144A) . . . . . . . . . . . . 632,830 Voya CLO, Ltd. 1.865%, 04/25/25 (144A) (b) . . . . . . . . . 1,780,000 2.129%, 01/18/26 (144A) (b) . . . . . . . . . 3,140,000 2.186%, 03/14/22 (144A) (b) . . . . . . . . . 610,000 2.479%, 01/18/26 (144A) (b) . . . . . . . . . 775,000 2.630%, 10/15/22 (144A) (b) . . . . . . . . . 1,670,000 Washington Mutural Asset-Backed Certificates Trust 0.680%, 10/25/36 (b) . . . . . . . . . . . . . . . 1,102,305 0.705%, 09/25/36 (b) . . . . . . . . . . . . . . . 2,588,492 WestVue Mortgage Loan Trust 4.500%, 09/25/20 (144A) . . . . . . . . . . . . 795,650 Wind River CLO, Ltd. 1.830%, 07/15/26 (144A) (b) . . . . . . . . . 2,080,000 Ziggurat CLO, Ltd. 2.259%, 10/17/26 (144A) (b) . . . . . . . . . 12,105,000

Value

Security Description

1,290,468 339,105 765,059 225,466 9,659,734 15,296,583 1,715,780 490,112 2,798,451 10,869,646 8,549,638 7,569,763 639,219 1,776,015 3,135,547 610,113 773,248 1,667,159

832,895 1,309,245 797,894 2,108,432 12,105,351 361,640,662

Asset-Backed - Student Loan—1.3% Navient Private Education Loan Trust 1.724%, 12/15/28 (144A) (b) . . . . . . . . . 2.224%, 11/15/30 (144A) (b) . . . . . . . . . 2.274%, 10/17/44 (144A) (b) . . . . . . . . . 2.650%, 12/15/28 (144A) . . . . . . . . . . . . 3.500%, 12/16/58 (144A) . . . . . . . . . . . . Scholar Funding Trust 1.174%, 01/30/45 (144A) (b) . . . . . . . . . 1.643%, 10/28/43 (144A) (b) . . . . . . . . . SLM Private Credit Student Loan Trust 1.020%, 03/15/23 (b) . . . . . . . . . . . . . . . 1.050%, 06/15/21 (b) . . . . . . . . . . . . . . . 1.180%, 03/15/24 (b) . . . . . . . . . . . . . . . SLM Private Education Loan Trust 1.374%, 02/15/22 (144A) (b) . . . . . . . . . 1.924%, 10/15/31 (144A) (b) . . . . . . . . . 2.500%, 03/15/47 (144A) . . . . . . . . . . . .

830,000 2,507,000 4,595,000 880,000 970,000

837,051 2,572,598 4,345,335 900,780 934,228

7,719,729 1,108,453

7,303,836 1,063,976

383,096 832,184 4,800,000

381,280 830,419 4,531,133

644,355 3,740,000 720,000

645,110 3,794,241 701,597

Asset-Backed - Student Loan—(Continued) SLM Private Education Loan Trust 2.774%, 06/16/42 (144A) (b) . . . . . . . . . 3.000%, 05/16/44 (144A) . . . . . . . . . . . . SMB Private Education Loan Trust 1.724%, 07/15/27 (144A) (b) . . . . . . . . . 1.924%, 07/15/27 (144A) (b) . . . . . . . . . 1.974%, 02/17/32 (144A) (b) . . . . . . . . . 2.024%, 05/15/31 (144A) (b) . . . . . . . . . 2.024%, 02/17/32 (144A) (b) . . . . . . . . . 2.024%, 04/15/32 (144A) (b) . . . . . . . . . 2.274%, 05/17/32 (144A) (b) . . . . . . . . . 2.430%, 02/17/32 (144A) . . . . . . . . . . . . 2.490%, 06/15/27 (144A) . . . . . . . . . . . . 2.700%, 05/15/31 (144A) . . . . . . . . . . . . 3.500%, 12/17/40 (144A) . . . . . . . . . . . . SoFi Professional Loan Program LLC 2.340%, 04/25/33 (144A) . . . . . . . . . . . . 2.360%, 12/27/32 (144A) . . . . . . . . . . . .

Principal Amount*

Value

3,271,000 $ 970,000

3,408,409 958,492

930,000 420,000 2,090,000 2,440,000 1,025,000 730,000 3,490,000 1,556,000 1,210,000 1,225,000 2,090,000

931,759 427,627 2,114,794 2,475,576 1,030,257 733,835 3,559,930 1,559,591 1,232,224 1,248,392 2,000,749

470,000 770,000

469,933 777,273 51,770,425

Total Asset-Backed Securities (Cost $443,839,764) . . . . . . . . . . . . . . . . .

449,746,449

Mortgage-Backed Securities—7.5% Collateralized Mortgage Obligations—2.9% Ajax Mortgage Loan Trust 4.250%, 08/25/64 (144A) . . . . . . . . . . . . 1,881,703 American Home Mortgage Assets Trust 1.427%, 11/25/46 (b) . . . . . . . . . . . . . . . 348,783 1.447%, 10/25/46 (b) . . . . . . . . . . . . . . . 683,653 Angel Oak Mortgage Trust LLC 3.500%, 07/25/46 (144A) . . . . . . . . . . . . 1,352,517 4.500%, 11/25/45 (144A) . . . . . . . . . . . . 597,074 Banc of America Alternative Loan Trust 5.500%, 10/25/35 . . . . . . . . . . . . . . . . . 1,903,087 Bear Stearns Asset-Backed Securities Trust 6.250%, 12/25/35 . . . . . . . . . . . . . . . . . 3,224,260 6.250%, 02/25/36 . . . . . . . . . . . . . . . . . 3,772,097 COLT Funding LLC 3.525%, 12/26/45 (144A) (b) . . . . . . . . . 1,081,660 COLT Mortgage Loan Trust 3.000%, 05/25/46 (144A) . . . . . . . . . . . . 920,293 Countrywide Alternative Loan Trust 0.665%, 04/25/47 (b) . . . . . . . . . . . . . . . 1,096,046 0.665%, 05/25/47 (b) . . . . . . . . . . . . . . . 3,814,014 0.715%, 10/25/46 (b) . . . . . . . . . . . . . . . 1,593,577 0.722%, 03/20/47 (b) . . . . . . . . . . . . . . . 2,383,099 0.732%, 07/20/46 (b) . . . . . . . . . . . . . . . 4,350,142 0.735%, 07/25/46 (b) . . . . . . . . . . . . . . . 1,936,041 0.825%, 01/25/36 (b) . . . . . . . . . . . . . . . 890,137 2.237%, 11/25/46 (b) . . . . . . . . . . . . . . . 4,520,945 5.500%, 04/25/37 . . . . . . . . . . . . . . . . . 1,237,198 6.000%, 02/25/36 . . . . . . . . . . . . . . . . . 1,589,334 6.000%, 05/25/37 . . . . . . . . . . . . . . . . . 4,272,644 6.500%, 09/25/37 . . . . . . . . . . . . . . . . . 10,227,744

MSF-37

1,875,461 183,228 478,336 1,351,032 598,754 1,860,910 2,815,482 2,902,616 1,074,626 928,116 933,912 3,235,792 1,352,633 1,649,782 2,146,373 1,618,819 757,751 3,634,420 1,022,909 1,250,117 3,114,986 7,416,428

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Mortgage-Backed Securities—(Continued) Security Description

Principal Amount*

Collateralized Mortgage Obligations—(Continued) Countrywide Home Loan Mortgage Pass-Through Trust 1.467%, 04/25/46 (b) . . . . . . . . . . . . . . . . 5,324,929 $ Credit Suisse Mortgage Capital Certificates 0.704%, 03/27/36 (144A) (b) . . . . . . . . . . 2,960,351 0.750%, 02/27/36 (144A) (b) . . . . . . . . . . 895,000 2.931%, 08/27/46 (144A) (b) . . . . . . . . . . 3,218,669 4.750%, 07/27/37 (144A) (b) . . . . . . . . . . 1,265,133 Deephaven Residential Mortgage Trust 4.000%, 07/25/46 (144A) . . . . . . . . . . . . . 2,332,174 Deutsche ALT-A Securities Mortgage Loan Trust 0.675%, 12/25/36 (b) . . . . . . . . . . . . . . . . 4,229,168 Deutsche ALT-A Securities, Inc. Alternate Loan Trust 1.022%, 01/27/37 (144A) (b) . . . . . . . . . . 479,996 Fannie Mae Connecticut Avenue Securities 5.775%, 10/25/23 (b) . . . . . . . . . . . . . . . . 7,415,000 Freddie Mac Structured Agency Credit Risk Debt Notes 4.324%, 03/25/29 (b) . . . . . . . . . . . . . . . . 1,310,000 4.374%, 03/25/29 (b) . . . . . . . . . . . . . . . . 1,400,000 GreenPoint Mortgage Funding Trust 2.507%, 03/25/36 (b) . . . . . . . . . . . . . . . . 268,133 GSMPS Mortgage Loan Trust 0.875%, 01/25/35 (144A) (b) . . . . . . . . . . 866,929 0.875%, 03/25/35 (144A) (b) . . . . . . . . . . 1,067,731 0.875%, 01/25/36 (144A) (b) . . . . . . . . . . 794,283 GSR Mortgage Loan Trust 6.000%, 07/25/37 . . . . . . . . . . . . . . . . . . 1,244,721 JPMorgan Alternative Loan Trust 0.735%, 03/25/37 (b) . . . . . . . . . . . . . . . . 1,874,429 3.041%, 05/25/37 (b) . . . . . . . . . . . . . . . . 486,535 JPMorgan Mortgage Trust 6.500%, 08/25/36 . . . . . . . . . . . . . . . . . . 433,328 Litigation Fee Residual Funding LLC 4.000%, 10/30/27 . . . . . . . . . . . . . . . . . . 4,250,000 LSTAR Securities Investment Trust 2.523%, 01/01/20 (144A) (b) . . . . . . . . . . 1,563,636 2.527%, 03/01/20 (144A) (b) . . . . . . . . . . 2,228,651 LSTAR Securities Investment, Ltd. 2.494%, 11/01/20 (144A) (b) . . . . . . . . . . 973,223 2.523%, 03/01/21 (144A) (b) . . . . . . . . . . 5,529,058 2.528%, 09/01/21 (144A) (b) . . . . . . . . . . 6,626,000 3.994%, 11/01/20 (144A) (b) . . . . . . . . . . 350,000 MASTR Resecuritization Trust 0.959%, 08/25/37 (144A) (b) . . . . . . . . . . 756,605 Merrill Lynch Mortgage Investors Trust 3.004%, 05/25/36 (b) . . . . . . . . . . . . . . . . 2,533,931 Morgan Stanley Resecuritization Trust 1.239%, 06/26/47 (144A) (b) . . . . . . . . . . 550,658 Mortgage Loan Resecuritization Trust 0.848%, 04/16/36 (144A) (b) . . . . . . . . . . 4,798,165 New Residential Mortgage Loan Trust 3.750%, 08/25/55 (144A) (b) . . . . . . . . . . 562,967 Nomura Resecuritization Trust 1.044%, 11/26/35 (144A) (b) . . . . . . . . . . 710,000

Value

Security Description

2,903,247 1,880,852 732,180 3,153,568 1,270,668 2,326,028 3,461,734

1,193,754 8,209,874

Principal Amount*

Collateralized Mortgage Obligations—(Continued) Residential Accredit Loans, Inc. Trust 0.685%, 02/25/37 (b) . . . . . . . . . . . . . . . 451,665 $ 0.715%, 07/25/37 (b) . . . . . . . . . . . . . . . 1,156,878 Stanwich Mortgage Loan Co. LLC 3.721%, 08/16/46 (144A) . . . . . . . . . . . . 1,380,000 Structured Adjustable Rate Mortgage Loan Trust 3.029%, 04/25/47 (b) . . . . . . . . . . . . . . . 1,747,371 Structured Asset Mortgage Investments Trust 0.715%, 06/25/36 (b) . . . . . . . . . . . . . . . 1,207,255 0.755%, 02/25/36 (b) . . . . . . . . . . . . . . . 2,763,120 Structured Asset Securities Corp. Mortgage Loan Trust 6.000%, 10/25/36 (144A) . . . . . . . . . . . . 732,756 Wedgewood Real Estate Trust 3.450%, 07/15/46 (144A) (b) . . . . . . . . . 691,628 Wells Fargo Mortgage-Backed Securities Trust 2.994%, 07/25/36 (b) . . . . . . . . . . . . . . . 596,314

Value

373,722 988,856 1,380,000 1,335,943 956,592 2,143,591

644,712 690,692 586,294 114,420,268

1,317,047 1,409,027 222,368 746,799 919,079 664,018 1,124,212 1,349,583 400,208 356,681 4,227,976 1,550,175 2,192,292 956,192 5,421,242 6,528,681 336,000 540,671 2,078,541 488,753 3,953,976 570,321 631,636

Commercial Mortgage-Backed Securities—4.6% BAMLL Commercial Mortgage Securities Trust 1.574%, 09/15/26 (144A) (b) . . . . . . . . . 499,000 3.124%, 09/15/26 (144A) (b) . . . . . . . . . 260,000 3.716%, 04/14/33 (144A) (b) . . . . . . . . . 850,000 3.727%, 08/14/34 (144A) (b) . . . . . . . . . 2,470,000 4.024%, 09/15/26 (144A) (b) . . . . . . . . . 947,000 Banc of America Commercial Mortgage Trust 5.451%, 01/15/49 . . . . . . . . . . . . . . . . . 789,986 5.482%, 01/15/49 (b) . . . . . . . . . . . . . . . 630,000 5.723%, 06/10/49 (b) . . . . . . . . . . . . . . . 7,807,445 5.772%, 02/10/51 (b) . . . . . . . . . . . . . . . 2,590,000 5.801%, 04/10/49 (b) . . . . . . . . . . . . . . . 470,000 Bayview Commercial Asset Trust 0.825%, 10/25/36 (144A) (b) . . . . . . . . . 357,620 0.974%, 09/25/37 (144A) (b) . . . . . . . . . 400,088 3.275%, 07/25/38 (144A) (b) . . . . . . . . . 921,778 BB-UBS Trust 0.730%, 11/05/36 (144A) (b) (c) . . . . . . . 85,480,000 4.160%, 11/05/36 (144A) (b) . . . . . . . . . 330,000 Bear Stearns Commercial Mortgage Securities Trust 1.217%, 06/11/50 (144A) (b) . . . . . . . . . 560,000 5.317%, 02/11/44 . . . . . . . . . . . . . . . . . 4,947,883 5.910%, 06/11/40 (b) . . . . . . . . . . . . . . . 1,281,000 BHMS Mortgage Trust 2.023%, 07/05/33 (144A) (b) . . . . . . . . . 3,305,000 BWAY Mortgage Trust 3.446%, 03/10/33 (144A) . . . . . . . . . . . . 1,495,000 3.454%, 03/10/33 (144A) . . . . . . . . . . . . 2,120,000 3.633%, 03/10/33 (144A) . . . . . . . . . . . . 600,000 4.058%, 03/10/33 (144A) (b) . . . . . . . . . 1,210,000 CCRESG Commercial Mortgage Trust 5.671%, 04/10/29 (144A) (b) . . . . . . . . . 230,000 CD Mortgage Trust 5.648%, 10/15/48 . . . . . . . . . . . . . . . . . 640,000 6.320%, 11/15/44 (b) . . . . . . . . . . . . . . . 2,530,500

MSF-38

498,463 258,477 773,281 2,229,175 938,012 793,101 626,916 7,904,017 2,655,386 478,060 296,772 339,856 941,193 3,817,554 325,845

551,186 4,988,234 1,311,502 3,295,185 1,497,162 2,259,471 596,106 1,161,087 231,263 640,546 2,637,295

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Mortgage-Backed Securities—(Continued) Security Description

Principal Amount*

Commercial Mortgage-Backed Securities—(Continued) CDGJ Commercial Mortgage Trust 1.924%, 12/15/27 (144A) (b) . . . . . . . . . 3,581,990 $ CFCRE Commercial Mortgage Trust 0.894%, 05/10/58 (b) (c) . . . . . . . . . . . . . 2,370,000 1.937%, 05/10/58 (b) (c) . . . . . . . . . . . . . 4,271,346 3.283%, 05/10/58 . . . . . . . . . . . . . . . . . 330,000 CGGS Commerical Mortgage Trust 4.024%, 02/15/33 (144A) (b) . . . . . . . . . 1,513,001 5.274%, 02/15/33 (144A) (b) . . . . . . . . . 1,862,496 Citigroup Commercial Mortgage Trust 1.385%, 10/10/47 (144A) (b) (c) . . . . . . . 1,140,000 2.788%, 04/10/49 (144A) . . . . . . . . . . . . 560,000 3.520%, 09/10/31 (144A) . . . . . . . . . . . . 130,000 3.635%, 05/10/35 (144A) (b) . . . . . . . . . 130,000 4.509%, 09/10/31 (144A) . . . . . . . . . . . . 250,000 COBALT CMBS Commercial Mortgage Trust 5.954%, 05/15/46 (b) . . . . . . . . . . . . . . . 2,457,000 Commercial Mortgage Pass-Through Certificates Mortgage Trust 0.168%, 02/10/35 (144A) (b) (c) . . . . . . . 60,958,000 1.208%, 12/10/49 (144A) (b) . . . . . . . . . 640,000 1.616%, 03/10/46 (b) (c) . . . . . . . . . . . . . 37,847,006 1.856%, 01/10/46 (b) (c) . . . . . . . . . . . . . 36,019,480 2.122%, 02/13/32 (144A) (b) . . . . . . . . . 1,280,000 2.777%, 02/13/32 (144A) (b) . . . . . . . . . 550,000 4.456%, 07/10/48 (b) . . . . . . . . . . . . . . . 1,600,000 4.524%, 10/15/31 (144A) (b) . . . . . . . . . 2,845,000 4.565%, 12/10/47 (b) . . . . . . . . . . . . . . . 420,000 4.698%, 08/10/48 (b) . . . . . . . . . . . . . . . 2,170,000 4.895%, 07/15/47 (b) . . . . . . . . . . . . . . . 1,280,000 5.543%, 12/11/49 (144A) (b) . . . . . . . . . 2,690,000 Core Industrial Trust 3.077%, 02/10/34 (144A) . . . . . . . . . . . . 1,990,000 Countrywide Commercial Mortgage Trust 6.300%, 11/12/43 (144A) (b) . . . . . . . . . 492,997 Credit Suisse First Boston Mortgage Securities Corp. 4.771%, 07/15/37 . . . . . . . . . . . . . . . . . 4,600 CSAIL Commercial Mortgage Trust 1.976%, 01/15/49 (b) (c) . . . . . . . . . . . . . 4,494,983 3.943%, 04/15/50 (144A) (b) . . . . . . . . . 130,000 4.506%, 08/15/48 (b) . . . . . . . . . . . . . . . 340,000 DBJPM Mortgage Trust 3.636%, 09/10/49 (144A) (b) . . . . . . . . . 1,800,000 DBRR Trust 1.636%, 12/18/49 (144A) (b) . . . . . . . . . 270,836 5.355%, 06/17/49 (144A) (b) . . . . . . . . . 3,160,000 Freddie Mac Multifamily Structured Pass-Through Certificates 2.312%, 10/25/22 . . . . . . . . . . . . . . . . . 540,000 FREMF Mortgage Trust 3.919%, 08/25/49 (144A) (b) . . . . . . . . . 370,000 GAHR Commercial Mortgage Trust 1.824%, 12/15/34 (144A) (b) . . . . . . . . . 1,030,469 3.495%, 12/15/34 (144A) (b) . . . . . . . . . 6,057,000

Value

Security Description

3,585,357 137,659 525,024 346,701 1,522,071 1,880,126 87,123 389,382 129,998 124,083 249,989 2,509,018

460,233 616,962 1,581,585 2,137,666 1,277,509 542,152 1,504,655 2,550,430 440,159 2,254,099 1,369,247 2,728,756 2,090,388 501,558

4,598 538,690 108,151 350,557 1,339,103 270,743 3,196,418

553,362 360,028 1,033,031 5,617,684

Principal Amount*

Commercial Mortgage-Backed Securities—(Continued) Greenwich Capital Commercial Mortgage Trust 5.867%, 12/10/49 (b) . . . . . . . . . . . . . . . 520,000 $ GS Mortgage Securities Corp. 1.748%, 02/10/46 (b) (c) . . . . . . . . . . . . . 46,325,261 3.550%, 12/10/27 (144A) (b) . . . . . . . . . 7,062,358 GS Mortgage Securities Trust 2.850%, 10/10/49 . . . . . . . . . . . . . . . . . 3,100,000 4.801%, 06/10/47 (144A) (b) . . . . . . . . . 180,000 Hilton USA Trust Zero Coupon, 11/05/30 (144A) (b) (c) . . . . 64,000,000 5.609%, 11/05/30 (144A) (b) . . . . . . . . . 1,472,000 JPMBB Commercial Mortgage Securities Trust 1.339%, 10/15/48 (b) (c) . . . . . . . . . . . . . 5,077,858 4.712%, 09/15/47 (144A) (b) . . . . . . . . . 420,000 JPMorgan Chase Commercial Mortgage Securities Corp. 1.975%, 12/15/47 (b) (c) . . . . . . . . . . . . . 9,266,892 JPMorgan Chase Commercial Mortgage Securities Trust 0.723%, 04/15/46 (b) (c) . . . . . . . . . . . . . 4,900,000 0.750%, 08/15/49 (b) (c) . . . . . . . . . . . . . 5,300,000 1.774%, 01/15/32 (144A) (b) . . . . . . . . . 330,000 1.924%, 11/15/31 (144A) (b) . . . . . . . . . 3,075,244 2.018%, 02/12/51 (b) . . . . . . . . . . . . . . . 1,211,709 2.224%, 07/15/36 (144A) (b) . . . . . . . . . 2,263,000 2.854%, 10/06/38 (144A) (b) . . . . . . . . . 1,600,000 3.429%, 06/10/27 (144A) . . . . . . . . . . . . 1,140,000 3.824%, 01/15/32 (144A) (b) . . . . . . . . . 1,645,000 3.958%, 04/15/46 (b) . . . . . . . . . . . . . . . 2,230,000 4.401%, 01/15/49 (b) . . . . . . . . . . . . . . . 970,000 4.474%, 01/15/32 (144A) (b) . . . . . . . . . 540,000 5.431%, 06/12/47 (b) . . . . . . . . . . . . . . . 7,486,480 5.593%, 05/12/45 . . . . . . . . . . . . . . . . . 473,667 5.774%, 01/15/32 (144A) (b) . . . . . . . . . 820,000 5.940%, 06/15/49 (b) . . . . . . . . . . . . . . . 2,510,857 LB-UBS Commercial Mortgage Trust 5.484%, 02/15/40 . . . . . . . . . . . . . . . . . 480,000 Lone Star Portfolio Trust 2.324%, 09/15/28 (144A) (b) . . . . . . . . . 317,409 6.124%, 09/15/28 (144A) (b) . . . . . . . . . 409,547 Merrill Lynch Mortgage Trust 6.008%, 06/12/50 (b) . . . . . . . . . . . . . . . 2,851,698 ML-CFC Commercial Mortgage Trust 5.204%, 12/12/49 . . . . . . . . . . . . . . . . . 297,467 5.810%, 06/12/50 (b) . . . . . . . . . . . . . . . 1,516,343 Morgan Stanley Bank of America Merrill Lynch Trust 1.299%, 12/15/47 (b) (c) . . . . . . . . . . . . . 198,763 1.309%, 11/15/46 (b) (c) . . . . . . . . . . . . . 18,019,657 1.339%, 12/15/47 (144A) (b) (c) . . . . . . . 1,810,000 3.060%, 10/15/48 (144A) . . . . . . . . . . . . 820,000 3.068%, 10/15/48 . . . . . . . . . . . . . . . . . 1,300,000 3.071%, 02/15/48 (144A) . . . . . . . . . . . . 100,000 Morgan Stanley Capital Trust 0.698%, 02/12/44 (b) . . . . . . . . . . . . . . . 720,000 3.274%, 08/15/26 (144A) (b) . . . . . . . . . 300,000

MSF-39

Value

536,716 3,522,281 6,748,830 3,176,103 146,177 640 1,474,272 324,418 340,882

618,645

155,649 305,150 329,724 3,068,339 1,179,866 2,275,751 1,642,197 1,177,067 1,640,590 2,275,257 896,695 538,396 7,529,892 473,305 819,088 2,545,409 481,086 319,822 409,125 2,900,090 297,320 1,541,693

11,770 1,030,133 120,970 587,276 944,741 72,037 712,417 299,550

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Mortgage-Backed Securities—(Continued) Security Description

Principal Amount*

Commercial Mortgage-Backed Securities—(Continued) Morgan Stanley Capital Trust 3.560%, 07/13/29 (144A) (b) . . . . . . . . . 540,000 $ 5.406%, 03/15/44 . . . . . . . . . . . . . . . . . 3,090,000 5.902%, 04/12/49 (b) . . . . . . . . . . . . . . . 2,375,000 Morgan Stanley Re-REMIC Trust 2.000%, 07/27/49 (144A) . . . . . . . . . . . . 916,912 5.988%, 08/15/45 (144A) (b) . . . . . . . . . 1,560,000 RBSCF Trust 6.158%, 02/16/51 (144A) (b) . . . . . . . . . 7,321,866 SCG Trust 1.924%, 11/15/26 (144A) (b) . . . . . . . . . 5,285,000 STRIPs, Ltd. 0.500%, 12/25/44 (144A) . . . . . . . . . . . . 2,370,000 1.500%, 12/25/44 (144A) . . . . . . . . . . . . 543,569 UBS-Barclays Commercial Mortgage Trust 3.724%, 02/15/28 (144A) (b) . . . . . . . . . 950,000 Velocity Commercial Capital Loan Trust 2.955%, 06/25/45 (144A) (b) . . . . . . . . . 2,335,940 2.972%, 04/25/46 (144A) (b) . . . . . . . . . 2,452,208 Wachovia Bank Commercial Mortgage Trust 5.339%, 11/15/48 . . . . . . . . . . . . . . . . . 945,000 5.632%, 10/15/48 (b) . . . . . . . . . . . . . . . 341,000 Waldorf Astoria Boca Raton Trust 1.858%, 06/15/29 (144A) (b) . . . . . . . . . 1,590,000 Wells Fargo Commercial Mortgage Trust 1.135%, 02/15/48 (b) (c) . . . . . . . . . . . . . 8,823,677 1.412%, 08/15/49 (144A) (b) (c) . . . . . . . 1,430,000 1.486%, 08/15/49 (b) (c) . . . . . . . . . . . . . 2,800,000 3.852%, 11/15/48 . . . . . . . . . . . . . . . . . 890,000 WF-RBS Commercial Mortgage Trust 1.119%, 11/15/47 (b) (c) . . . . . . . . . . . . . 25,652,237 1.345%, 05/15/47 (b) (c) . . . . . . . . . . . . . 11,962,451 1.528%, 03/15/48 (144A) (b) (c) . . . . . . . 41,567,924 3.915%, 09/15/57 (b) . . . . . . . . . . . . . . . 1,540,000

Value

Security Description

523,232 3,113,984 2,382,520 912,905 1,581,534 7,312,614 5,244,989 2,369,791 543,569 929,894 2,353,460 2,456,646 947,897 339,994 1,590,104 541,299 138,839 313,964 671,857 1,427,675 701,442 2,455,380 1,484,655 180,767,053

Total Mortgage-Backed Securities (Cost $310,316,232) . . . . . . . . . . . . . . . . .

295,187,321

Municipals—4.7% Arizona Health Facilities Authority 1.243%, 01/01/37 (b) . . . . . . . . . . . . . . . Bay Area Toll Bridge Authority, Build America Bonds 6.918%, 04/01/40 . . . . . . . . . . . . . . . . . Series S1 7.043%, 04/01/50 . . . . . . . . . . . . . . . . . Brooklyn Arena Local Development Corp. 5.000%, 07/15/42 . . . . . . . . . . . . . . . . . California State Public Works Board 8.361%, 10/01/34 . . . . . . . . . . . . . . . . . Central Puget Sound Regional Transit Authority 5.000%, 11/01/45 . . . . . . . . . . . . . . . . . City of Atlanta, GA Water & Wastewater Revenue 5.000%, 11/01/33 . . . . . . . . . . . . . . . . .

1,140,000

1,054,318

1,575,000

2,324,416

460,000

735,683

1,770,000

2,110,389

760,000

1,177,901

350,000

422,202

905,000

1,099,602

Principal Amount*

City of Portland, OR Sewer System Revenue 5.000%, 06/15/23 . . . . . . . . . . . . . . . . . 1,240,000 $ City of Seattle, WA Municipal Light & Power Revenue Series B 5.000%, 04/01/23 . . . . . . . . . . . . . . . . . 650,000 5.000%, 04/01/24 . . . . . . . . . . . . . . . . . 630,000 5.000%, 04/01/25 . . . . . . . . . . . . . . . . . 580,000 Clark County School District 5.000%, 06/15/26 . . . . . . . . . . . . . . . . . 675,000 5.000%, 06/15/27 . . . . . . . . . . . . . . . . . 675,000 5.000%, 06/15/28 . . . . . . . . . . . . . . . . . 720,000 Series A 5.000%, 06/15/23 . . . . . . . . . . . . . . . . . 1,585,000 5.000%, 06/15/24 . . . . . . . . . . . . . . . . . 1,820,000 Colorado Health Facilities Authority 5.250%, 02/01/31 . . . . . . . . . . . . . . . . . 655,000 Commonwealth of Puerto Rico 8.000%, 07/01/35 . . . . . . . . . . . . . . . . . 14,975,000 Eastern Municipal Water District Financing Authority 5.000%, 07/01/33 . . . . . . . . . . . . . . . . . 350,000 Energy Northwest Series A 5.000%, 07/01/27 . . . . . . . . . . . . . . . . . 665,000 5.000%, 07/01/28 . . . . . . . . . . . . . . . . . 325,000 Series B 2.814%, 07/01/24 . . . . . . . . . . . . . . . . . 1,290,000 Grant County Public Utility District No. 2 4.584%, 01/01/40 . . . . . . . . . . . . . . . . . 315,000 Hawaii State, General Obligation Unlimited 5.000%, 10/01/27 . . . . . . . . . . . . . . . . . 1,100,000 5.000%, 10/01/28 . . . . . . . . . . . . . . . . . 1,100,000 5.000%, 10/01/29 . . . . . . . . . . . . . . . . . 1,100,000 Horry County School District 5.000%, 03/01/19 . . . . . . . . . . . . . . . . . 360,000 5.000%, 03/01/20 . . . . . . . . . . . . . . . . . 360,000 5.000%, 03/01/22 . . . . . . . . . . . . . . . . . 530,000 5.000%, 03/01/23 . . . . . . . . . . . . . . . . . 590,000 5.000%, 03/01/24 . . . . . . . . . . . . . . . . . 625,000 5.000%, 03/01/25 . . . . . . . . . . . . . . . . . 355,000 Los Angeles Community College District 6.600%, 08/01/42 . . . . . . . . . . . . . . . . . 1,480,000 Los Angeles Department of Water & Power Revenue, Build America Bonds 6.603%, 07/01/50 . . . . . . . . . . . . . . . . . 565,000 Los Angeles, Unified School District, Build America Bonds 6.758%, 07/01/34 . . . . . . . . . . . . . . . . . 640,000 Series B 5.000%, 07/01/30 . . . . . . . . . . . . . . . . . 720,000 Massachusetts Development Finance Agency 5.000%, 07/01/44 . . . . . . . . . . . . . . . . . 2,685,000 Massachusetts Educational Financing Authority 5.000%, 01/01/22 . . . . . . . . . . . . . . . . . 740,000 Massachusetts State Clean Water Trust Revenue 5.000%, 02/01/25 . . . . . . . . . . . . . . . . . 585,000

MSF-40

Value 1,538,604

801,015 789,188 739,645 850,095 844,283 895,781 1,947,252 2,264,790 736,344 9,789,906

438,267

859,798 416,845 1,346,179 344,799 1,411,740 1,400,267 1,391,170 395,226 409,000 638,184 727,830 787,256 453,740 2,279,407

886,864

928,269 916,106 3,106,169 843,940 754,129

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Municipals—(Continued) Security Description Massachusetts State Clean Water Trust Revenue 5.000%, 02/01/26 . . . . . . . . . . . . . . . . . . 5.000%, 02/01/27 . . . . . . . . . . . . . . . . . . 5.000%, 02/01/28 . . . . . . . . . . . . . . . . . . Metropolitan Transportation Authority Build America Bonds 6.668%, 11/15/39 . . . . . . . . . . . . . . . . . . 6.687%, 11/15/40 . . . . . . . . . . . . . . . . . . 6.814%, 11/15/40 . . . . . . . . . . . . . . . . . . Metropolitan Washington Airports Authority Dulles Toll Road Revenue 7.462%, 10/01/46 . . . . . . . . . . . . . . . . . . Miami-Dade County Series A 5.000%, 07/01/29 . . . . . . . . . . . . . . . . . . 5.000%, 07/01/30 . . . . . . . . . . . . . . . . . . 5.000%, 07/01/31 . . . . . . . . . . . . . . . . . . 5.000%, 07/01/32 . . . . . . . . . . . . . . . . . . 5.000%, 07/01/35 . . . . . . . . . . . . . . . . . . 5.000%, 07/01/36 . . . . . . . . . . . . . . . . . . 5.000%, 07/01/38 . . . . . . . . . . . . . . . . . . Miami-Dade County, FL Aviation Revenue 5.000%, 10/01/38 . . . . . . . . . . . . . . . . . . Series B 2.504%, 10/01/24 . . . . . . . . . . . . . . . . . . Miami-Dade County, FL Educational Facilities Authority 5.073%, 04/01/50 . . . . . . . . . . . . . . . . . . Minneapolis-St. Paul Metropolitan Airports Commission 5.000%, 01/01/28 . . . . . . . . . . . . . . . . . . 5.000%, 01/01/29 . . . . . . . . . . . . . . . . . . 5.000%, 01/01/30 . . . . . . . . . . . . . . . . . . Missouri State Health & Educational Facilities Authority Revenue 5.000%, 11/15/29 . . . . . . . . . . . . . . . . . . 5.000%, 11/15/30 . . . . . . . . . . . . . . . . . . 5.000%, 11/15/34 . . . . . . . . . . . . . . . . . . Municipal Electric Authority of Georgia, Build America Bonds 6.637%, 04/01/57 . . . . . . . . . . . . . . . . . . New Jersey State Educational Facility Authority Revenue 5.000%, 07/01/23 . . . . . . . . . . . . . . . . . . New Jersey State Turnpike Authority 5.000%, 01/01/45 . . . . . . . . . . . . . . . . . . New Jersey State Turnpike Authority, Build America Bonds 7.414%, 01/01/40 . . . . . . . . . . . . . . . . . . New Jersey Transportation Trust Fund Authority Series C Zero Coupon, 12/15/27 . . . . . . . . . . . . . . Zero Coupon, 12/15/31 . . . . . . . . . . . . . . Zero Coupon, 12/15/33 . . . . . . . . . . . . . . Zero Coupon, 12/15/35 . . . . . . . . . . . . . . Zero Coupon, 12/15/36 . . . . . . . . . . . . . .

Principal Amount* 685,000 $ 555,000 500,000

170,000 590,000 1,005,000

Value

Security Description

897,706 718,359 642,175

244,227 848,432 1,457,039

560,000

865,967

330,000 330,000 330,000 330,000 395,000 350,000 650,000

414,873 411,576 408,959 407,009 480,640 424,533 785,298

1,025,000

1,184,592

1,000,000

1,007,190

655,000

767,208

360,000 360,000 360,000

461,455 456,862 454,586

340,000 370,000 340,000

418,747 453,546 408,993

1,000,000

1,349,930

780,000

974,750

325,000

383,292

1,451,000

2,272,005

1,060,000 1,060,000 1,060,000 1,060,000 1,060,000

717,238 595,603 556,765 487,303 464,280

New York City Transitional Finance Authority Future Tax Secured Revenue 2.280%, 05/01/26 . . . . . . . . . . . . . . . . . . New York City Water & Sewer System 5.375%, 06/15/43 . . . . . . . . . . . . . . . . . . 5.500%, 06/15/43 . . . . . . . . . . . . . . . . . . 5.750%, 06/15/41 . . . . . . . . . . . . . . . . . . 5.882%, 06/15/44 . . . . . . . . . . . . . . . . . . New York State Dormitory Authority 5.000%, 03/15/20 . . . . . . . . . . . . . . . . . . 5.000%, 03/15/25 . . . . . . . . . . . . . . . . . . New York State Dormitory Authority Build America Bonds 5.389%, 03/15/40 . . . . . . . . . . . . . . . . . . New York State Dormitory Authority Revenue 5.000%, 03/15/32 . . . . . . . . . . . . . . . . . . New York State Housing Finance Agency 3.250%, 11/01/41 . . . . . . . . . . . . . . . . . . New York State Thruway Authority 5.000%, 01/01/31 . . . . . . . . . . . . . . . . . . Series A 5.000%, 05/01/19 . . . . . . . . . . . . . . . . . . New York State Urban Development Corp. 5.000%, 03/15/24 . . . . . . . . . . . . . . . . . . 5.000%, 03/15/25 . . . . . . . . . . . . . . . . . . 5.000%, 03/15/26 . . . . . . . . . . . . . . . . . . 5.000%, 03/15/27 . . . . . . . . . . . . . . . . . . 5.000%, 03/15/28 . . . . . . . . . . . . . . . . . . New York Transportation Development Corp. Series A 5.000%, 07/01/46 . . . . . . . . . . . . . . . . . . 5.250%, 01/01/50 . . . . . . . . . . . . . . . . . . North Carolina Department of Transportation 5.000%, 06/30/54 . . . . . . . . . . . . . . . . . . Orange County Local Transportation Authority 6.908%, 02/15/41 . . . . . . . . . . . . . . . . . . Orange County Sanitation District 5.000%, 02/01/34 . . . . . . . . . . . . . . . . . . Pennsylvania Economic Development Financing Authority 5.000%, 12/31/38 . . . . . . . . . . . . . . . . . . Port Authority of New York & New Jersey 4.458%, 10/01/62 . . . . . . . . . . . . . . . . . . 4.810%, 10/15/65 . . . . . . . . . . . . . . . . . . 4.960%, 08/01/46 . . . . . . . . . . . . . . . . . . Port of Morrow, OR 2.987%, 09/01/36 . . . . . . . . . . . . . . . . . . Public Power Generation Agency Revenue 5.000%, 01/01/34 . . . . . . . . . . . . . . . . . . Regents of the University of California Medical Center Pooled Revenue 6.583%, 05/15/49 . . . . . . . . . . . . . . . . . . Sacramento County, CA, Airport System Revenue 5.250%, 07/01/39 . . . . . . . . . . . . . . . . . . San Antonio TX Electric & Gas Systems Revenue 5.808%, 02/01/41 . . . . . . . . . . . . . . . . . .

MSF-41

Principal Amount*

Value

1,195,000 $

1,167,682

2,360,000 2,825,000 675,000 1,150,000

2,754,450 3,324,206 934,646 1,651,411

1,175,000 2,150,000

1,335,881 2,744,733

1,075,000

1,409,637

580,000

719,171

340,000

341,323

730,000

882,008

305,000

335,573

230,000 850,000 1,505,000 215,000 305,000

287,788 1,080,494 1,939,674 273,865 384,883

1,710,000 1,375,000

1,934,078 1,574,925

1,000,000

1,127,250

1,420,000

2,069,480

500,000

622,850

510,000

594,609

1,435,000 720,000 1,910,000

1,651,326 877,507 2,370,711

875,000

871,115

5,000

6,026

1,455,000

2,085,102

500,000

532,230

470,000

646,001

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Municipals—(Continued) Security Description San Diego County Water Authority Financing Corp. Series A 5.000%, 05/01/32 . . . . . . . . . . . . . . . . . . 5.000%, 05/01/33 . . . . . . . . . . . . . . . . . . San Jose CA, Airport Revenue 5.000%, 03/01/37 . . . . . . . . . . . . . . . . . . South Carolina Public Service Authority 2.388%, 12/01/23 . . . . . . . . . . . . . . . . . . State of California 5.000%, 09/01/17 . . . . . . . . . . . . . . . . . . State of California General Obligation Unlimited 5.000%, 09/01/27 . . . . . . . . . . . . . . . . . . 5.000%, 09/01/32 . . . . . . . . . . . . . . . . . . State of California General Obligation Unlimited, Build America Bonds 4.988%, 04/01/39 . . . . . . . . . . . . . . . . . . 7.300%, 10/01/39 . . . . . . . . . . . . . . . . . . 7.350%, 11/01/39 . . . . . . . . . . . . . . . . . . 7.500%, 04/01/34 . . . . . . . . . . . . . . . . . . 7.550%, 04/01/39 . . . . . . . . . . . . . . . . . . 7.600%, 11/01/40 . . . . . . . . . . . . . . . . . . State of Colorado 3.000%, 06/27/17 . . . . . . . . . . . . . . . . . . State of Georgia Series A 5.000%, 02/01/29 . . . . . . . . . . . . . . . . . . Series A-1 5.000%, 02/01/26 . . . . . . . . . . . . . . . . . . Series C-1 5.000%, 07/01/23 . . . . . . . . . . . . . . . . . . 5.000%, 07/01/24 . . . . . . . . . . . . . . . . . . 5.000%, 07/01/26 . . . . . . . . . . . . . . . . . . State of Illinois, Build America Bonds 5.100%, 06/01/33 . . . . . . . . . . . . . . . . . . State of Maryland 5.000%, 06/01/23 . . . . . . . . . . . . . . . . . . 5.000%, 06/01/24 . . . . . . . . . . . . . . . . . . State of Massachusetts Series B 5.000%, 07/01/22 . . . . . . . . . . . . . . . . . . 5.000%, 07/01/23 . . . . . . . . . . . . . . . . . . 5.000%, 07/01/25 . . . . . . . . . . . . . . . . . . 5.000%, 07/01/26 . . . . . . . . . . . . . . . . . . 5.000%, 07/01/28 . . . . . . . . . . . . . . . . . . State of Minnesota 5.000%, 08/01/27 . . . . . . . . . . . . . . . . . . State of Nevada Highway Improvement Revenue 5.000%, 12/01/27 . . . . . . . . . . . . . . . . . . 5.000%, 12/01/28 . . . . . . . . . . . . . . . . . . State of North Carolina Series A 5.000%, 06/01/24 . . . . . . . . . . . . . . . . . . Series B 5.000%, 06/01/25 . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

350,000 $ 710,000

438,631 886,300

860,000

872,771

1,587,000

1,607,647

710,000

737,108

1,375,000 345,000

1,759,629 428,469

790,000 345,000 690,000 1,125,000 1,375,000 3,780,000

856,708 523,979 1,055,362 1,704,634 2,201,939 6,127,871

710,000

721,097

395,000

503,799

810,000

1,059,051

1,735,000 2,535,000 355,000

2,161,827 3,225,509 467,560

4,320,000

4,164,480

680,000 680,000

844,315 861,628

1,320,000 1,795,000 720,000 700,000 700,000

1,597,345 2,222,156 920,916 907,963 923,020

890,000

1,162,126

665,000 315,000

856,906 402,362

880,000

1,117,987

2,505,000

3,242,397

State of North Carolina Series A 5.000%, 06/01/26 . . . . . . . . . . . . . . . . . State of Ohio 5.000%, 12/15/23 . . . . . . . . . . . . . . . . . Series A 5.000%, 09/15/24 . . . . . . . . . . . . . . . . . State of Oregon 2.000%, 06/30/17 . . . . . . . . . . . . . . . . . State of Pennsylvania 5.000%, 09/15/24 . . . . . . . . . . . . . . . . . 5.000%, 09/15/25 . . . . . . . . . . . . . . . . . 5.000%, 09/15/26 . . . . . . . . . . . . . . . . . State of Washington General Obligation Unlimited 5.000%, 07/01/28 . . . . . . . . . . . . . . . . . Series A 5.000%, 08/01/25 . . . . . . . . . . . . . . . . . 5.000%, 08/01/26 . . . . . . . . . . . . . . . . . 5.000%, 08/01/27 . . . . . . . . . . . . . . . . . Series R 5.000%, 08/01/28 . . . . . . . . . . . . . . . . . 5.000%, 08/01/29 . . . . . . . . . . . . . . . . . 5.000%, 08/01/30 . . . . . . . . . . . . . . . . . 5.000%, 08/01/31 . . . . . . . . . . . . . . . . . 5.000%, 08/01/32 . . . . . . . . . . . . . . . . . State of Wisconsin 5.000%, 05/01/34 . . . . . . . . . . . . . . . . . Texas Private Activity Bond Surface Transportation Corp. 5.000%, 12/31/55 . . . . . . . . . . . . . . . . . Turlock Irrigation District 5.000%, 01/01/46 . . . . . . . . . . . . . . . . . University of California CA, Revenue 4.858%, 05/15/2112 . . . . . . . . . . . . . . . Utah Transit Authority 5.000%, 06/15/27 . . . . . . . . . . . . . . . . . West Virginia Hospital Finance Authority 5.000%, 06/01/19 . . . . . . . . . . . . . . . . . 5.000%, 06/01/20 . . . . . . . . . . . . . . . . . 5.000%, 06/01/21 . . . . . . . . . . . . . . . . . 5.000%, 06/01/22 . . . . . . . . . . . . . . . . . 5.000%, 06/01/23 . . . . . . . . . . . . . . . . . 5.000%, 06/01/24 . . . . . . . . . . . . . . . . .

Principal Amount*

Value

1,500,000 $

1,973,400

1,180,000

1,475,236

1,000,000

1,265,470

710,000

716,156

750,000 480,000 310,000

926,910 601,416 392,528

650,000

802,984

705,000 705,000 705,000

902,139 915,358 902,872

825,000 825,000 825,000 825,000 825,000

1,047,222 1,039,665 1,035,490 1,030,508 1,025,558

810,000

988,411

680,000

773,119

440,000

534,376

980,000

1,077,245

3,500,000

4,458,965

365,000 390,000 390,000 425,000 355,000 375,000

402,653 443,294 454,592 507,140 431,907 463,774

Total Municipals (Cost $179,117,222) . . . . . . . . . . . . . . . . .

184,960,252

Foreign Government—3.4% Sovereign—3.4% Argentine Republic Government International Bonds 6.250%, 04/22/19 (144A) . . . . . . . . . . . . 10,034,000 7.820%, 12/31/33 (EUR) (g) . . . . . . . . . . . 3,122,104

MSF-42

10,641,057 3,905,287

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Foreign Government—(Continued)

Security Description Sovereign—(Continued) Brazilian Government International Bonds 2.875%, 04/01/21 (EUR) . . . . . . . . . . 4.875%, 01/22/21 . . . . . . . . . . . . . . 5.000%, 01/27/45 . . . . . . . . . . . . . . 7.125%, 01/20/37 . . . . . . . . . . . . . . Colombia Government International Bonds 4.000%, 02/26/24 (h) . . . . . . . . . . . . Deutsche Bundesrepublik Inflation Linked Bonds 0.100%, 04/15/26 (EUR) (g) . . . . . . . Egypt Government International Bonds 5.875%, 06/11/25 . . . . . . . . . . . . . . Hellenic Republic Government Bonds 3.000%, 02/24/23 (EUR) (l) . . . . . . . . 3.000%, 02/24/24 (EUR) (l) . . . . . . . . 3.000%, 02/24/25 (EUR) (l) . . . . . . . . 3.000%, 02/24/26 (EUR) (l) . . . . . . . . 3.000%, 02/24/27 (EUR) (l) . . . . . . . . 3.000%, 02/24/28 (EUR) (l) . . . . . . . . 3.000%, 02/24/29 (EUR) (l) . . . . . . . . 3.000%, 02/24/30 (EUR) (l) . . . . . . . . 3.000%, 02/24/31 (EUR) (l) . . . . . . . . 3.000%, 02/24/32 (EUR) (l) . . . . . . . . 3.000%, 02/24/33 (EUR) (l) . . . . . . . . 3.000%, 02/24/34 (EUR) (l) . . . . . . . . 3.000%, 02/24/35 (EUR) (l) . . . . . . . . 3.000%, 02/24/36 (EUR) (l) . . . . . . . . 3.000%, 02/24/37 (EUR) (l) . . . . . . . . 3.000%, 02/24/38 (EUR) (l) . . . . . . . . 3.000%, 02/24/39 (EUR) (l) . . . . . . . . 3.000%, 02/24/40 (EUR) (l) . . . . . . . . 3.000%, 02/24/41 (EUR) (l) . . . . . . . . 3.000%, 02/24/42 (EUR) (l) . . . . . . . . Hungary Government International Bonds 5.375%, 03/25/24 . . . . . . . . . . . . . . Indonesia Government International Bonds 3.375%, 04/15/23 (144A) . . . . . . . . 5.375%, 10/17/23 (144A) . . . . . . . . 5.875%, 01/15/24 (144A) . . . . . . . . Indonesia Treasury Bonds 6.625%, 05/15/33 (IDR) . . . . . . . . . . 8.250%, 05/15/36 (IDR) . . . . . . . . . . 8.375%, 03/15/24 (IDR) . . . . . . . . . . 8.375%, 03/15/34 (IDR) . . . . . . . . . . 8.750%, 05/15/31 (IDR) . . . . . . . . . . Mexican Bonos 4.750%, 06/14/18 (MXN) . . . . . . . . . Mexican Udibonos 3.500%, 12/14/17 (MXN) (g) . . . . . . Mexico Government International Bonds 4.000%, 10/02/23 (h) . . . . . . . . . . . . Panama Government International Bonds 3.750%, 03/16/25 . . . . . . . . . . . . . . Peruvian Government International Bonds 7.350%, 07/21/25 (h) . . . . . . . . . . . .

Principal Amount*

757,000 $ 814,000 426,000 1,207,000

Value

Security Description

866,107 868,945 386,595 1,418,225

9,755,000

10,389,075

16,227,037

20,528,976

826,000

784,964

103,000 103,000 103,000 103,000 103,000 103,000 103,000 103,000 103,000 103,000 103,000 103,000 103,000 103,000 103,000 103,000 103,000 103,000 103,000 103,000

86,942 84,602 82,729 81,462 79,365 77,235 75,421 74,108 72,605 71,564 70,216 69,370 68,152 68,370 67,888 67,202 67,286 67,098 67,219 67,488

3,500,000

4,064,515

2,016,000 1,350,000 3,964,000

2,077,198 1,556,040 4,674,614

10,707,000,000 42,348,000,000 20,667,000,000 47,298,000,000 21,227,000,000

755,352 3,497,242 1,712,617 3,950,258 1,828,871

75,800,000

3,874,149

19,827,616

1,045,777

27,750,000

29,650,875

2,557,000

2,758,364

2,900,000

4,016,500

Sovereign—(Continued) South Africa Government International Bonds 4.875%, 04/14/26 . . . . . . . . . . . . . . . . . Turkey Government Bonds 8.500%, 07/10/19 (TRY) . . . . . . . . . . . . . 10.500%, 01/15/20 (TRY) . . . . . . . . . . . . Turkey Government International Bonds 5.625%, 03/30/21 . . . . . . . . . . . . . . . . . 6.750%, 04/03/18 . . . . . . . . . . . . . . . . . 7.000%, 03/11/19 . . . . . . . . . . . . . . . . . 7.500%, 11/07/19 . . . . . . . . . . . . . . . . . Uruguay Government International Bonds 4.375%, 10/27/27 (g) . . . . . . . . . . . . . . . Venezuela Government International Bonds 7.000%, 03/31/38 . . . . . . . . . . . . . . . . . 8.250%, 10/13/24 . . . . . . . . . . . . . . . . .

Principal/ Notional Amount*/ Shares

Value

2,360,000 $

2,480,832

3,875,000 5,815,000

1,285,240 2,033,603

950,000 3,212,000 1,615,000 1,750,000

1,011,750 3,395,116 1,749,852 1,946,350

3,280,000

3,530,100

928,000 815,000

428,272 400,165

Total Foreign Government (Cost $130,987,063) . . . . . . . . . . . . . . . . .

134,979,205

Preferred Stocks—0.4% Banks—0.4% Citigroup Capital, 7.122% (b) . . . . . . . . . . . . . . . . . . . . . . . . GMAC Capital Trust, 6.602% (b) . . . . . . . . . . . . . . . . . . . . . . . .

292,339 250,000

7,700,209 6,352,500 14,052,709

Thrifts & Mortgage Finance—0.0% Federal Home Loan Mortgage Corp. Series Z, 8.375% (b) (h) . . . . . . . . . . . . . . . Federal National Mortgage Association Series S, 8.250% (b) . . . . . . . . . . . . . . . . .

70,000

243,600

70,000

245,700 489,300

Total Preferred Stocks (Cost $14,797,285) . . . . . . . . . . . . . . . . . .

14,542,009

Purchased Options—0.1% Currency Options—0.0% AUD Put/USD Call, Strike Price USD 0.75, Expires 10/20/16 (Counterparty - UBS AG) (AUD) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52,890,000 USD Call/BRL Put, Strike Price BRL 3.50, Expires 10/20/16 (Counterparty - Morgan Stanley & Co. LLC) . . . . . . . . . . . . . . . . . . . 1,180,000 USD Call/CAD Put, Strike Price CAD 1.43, Expires 11/30/16 (Counterparty - Morgan Stanley & Co. LLC) . . . . . . . . . . . . . . . . . . . 180,000 USD Call/CNH Put, Strike Price CNH 6.75, Expires 12/15/16 (Counterparty - Deutsche Bank AG) . . . . . . . . . . . . . . . . . . . . . . . . . 2,869,000

MSF-43

109,294

1,422

11,551

18,935

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Purchased Options—(Continued)

Security Description

Notional Amount*

Currency Options—(Continued) USD Call/CNH Put, Strike Price CNH 6.80, Expires 11/04/16 (Counterparty - Bank of America N.A.) . . . . . . . . . . . . . . . . . . . . . . 24,470,000 $ USD Call/JPY Put, Strike Price JPY 105.00, Expires 10/20/16 (Counterparty - Citibank N.A.) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,060,600 USD Call/KRW Put, Strike Price KRW 1,120.00, Expires 11/15/16 (Counterparty - Deutsche Bank AG) . . . . . . . 2,430,000 USD Call/KRW Put, Strike Price KRW 1,135.00, Expires 10/20/16 (Counterparty - HSBC Bank plc) . . . . . . . . . . 2,010,000 USD Call/KRW Put, Strike Price KRW 1,170.00, Expires 10/20/16 (Counterparty - BNP Paribas S.A.) . . . . . . . . 2,010,000 USD Call/MXN Put, Strike Price MXN 18.75, Expires 11/16/16 (Counterparty - Goldman Sachs International) . . . . . . . . . . . . . . . . . . 1,990,000 USD Call/MXN Put, Strike Price MXN 19.00, Expires 11/14/16 (Counterparty - Goldman Sachs International) . . . . . . . . . . . . . . . . . . 2,360,000 USD Call/MXN Put, Strike Price MXN 19.15, Expires 10/27/16 (Counterparty - Goldman Sachs International) . . . . . . . . . . . . . . . . . . 3,210,000 USD Call/MXN Put, Strike Price MXN 19.65, Expires 11/16/16 (Counterparty - Goldman Sachs International) . . . . . . . . . . . . . . . . . . 2,420,000 USD Call/MXN Put, Strike Price MXN 19.90, Expires 11/23/16 (Counterparty - Deutsche Bank AG) . . . . . . . . . . . . . . . . . . . . . . . . . 2,230,000 USD Call/MXN Put, Strike Price MXN 20.00, Expires 11/23/16 (Counterparty - Deutsche Bank AG) . . . . . . . . . . . . . . . . . . . . . . . . . 2,400,000 USD Call/MXN Put, Strike Price MXN 23.00, Expires 11/30/16 (Counterparty - Morgan Stanley & Co. LLC) . . . . . . . . . . . . . . . . . . . 131,184 USD Call/RUB Put, Strike Price RUB 66.50, Expires 10/07/16 (Counterparty - Deutsche Bank AG) . . . . . . . . . . . . . . . . . . . . . . . . . 1,040,000 USD Call/TWD Put, Strike Price TWD 31.00, Expires 10/07/16 (Counterparty - Goldman Sachs International) . . . . . . . . . . . . . . . . . . 2,220,000 USD Call/TWD Put, Strike Price TWD 32.00, Expires 11/23/16 (Counterparty - BNP Paribas S.A.) . . . . . . . . . . . . . . . . . . . . . . . 2,240,000 USD Put/BRL Call, Strike Price BRL 3.22, Expires 10/20/16 (Counterparty - Goldman Sachs International) . . . . . . . . . . . . . . . . . . . . . . . 1,180,000 USD Put/BRL Call, Strike Price BRL 3.30, Expires 11/23/16 (Counterparty - Morgan Stanley & Co. LLC) . . . . . . . . . . . . . . . . . . . . . . . . . . 1,840,000 USD Put/INR Call, Strike Price INR 67.50, Expires 12/1/16 (Counterparty - Deutsche Bank AG) . . . . . . . . . . . . . . . . . . . . . . . . . 2,196,000

Value

Security Description

39,152

58,872

Currency Options—(Continued) USD Put/INR Call, Strike Price INR 67.80, Expires 11/10/16 (Counterparty - Morgan Stanley & Co. LLC) . . . . . . . . . . . . . . . . . . . USD Put/MXN Call, Strike Price MXN 19.30, Expires 10/18/16 (Counterparty - Morgan Stanley & Co. LLC) . . . . . . . . . . . . . . . . . . .

Principal/ Notional Amount*

Value

3,660,000 $

58,560

2,210,000

24,297 944,602

23,858

3,863

569

102,087

100,064

Forward Volatility Agreements—0.0% Call - EUR/USD Straddle, Strike Volatility 9.00%, Expires 12/13/16 (Counterparty BNP Paribas S.A.) (EUR) (m) . . . . . . . . . . . . Call - EUR/USD Straddle, Strike Volatility 9.075%, Expires 12/13/16 (Counterparty Goldman Sachs International) (EUR) (m) . . . . Call - EUR/USD Straddle, Strike Volatility 9.15%, Expires 12/13/16 (Counterparty BNP Paribas S.A.) (EUR) (m) . . . . . . . . . . . . Call - EUR/USD Straddle, Strike Volatility 9.20%, Expires 12/13/16 (Counterparty JPMorgan Chase Bank N.A.) (EUR) (m) . . . . .

29,220,000

75,627

28,837,000

82,573

28,799,000

90,422

28,390,000

94,336 342,958

84,744

67,479

54,900

54,982

Interest Rate Swaptions—0.0% Put - OTC - 30 Year Interest Rate Swap, Exercise Rate 2.05%, Expires 11/18/16 (Counterparty - Bank of America N.A.) . . . . . 58,250,000 Options on Exchange-Traded Futures Contracts—0.1% Put - Eurodollar Midcurve 3 Year Futures @ 98.50, Expires 12/16/16 . . . . . . . . . . . . . 5,871 Put - U.S. Treasury Note 10-Year Futures @ 131.00, Expires 10/21/16 . . . . . . . . . . . . 1,334

317,689

1,064,119 604,302 1,668,421

12,389

520

22,422

8,646

10,029

47,636

28,331

Total Purchased Options (Cost $4,340,571) . . . . . . . . . . . . . . . . . . .

3,273,670

Short-Term Investments—3.6% Certificate of Deposit—2.8% Bank of Tokyo Mitsubishi UFJ, Ltd. 1.431%, 08/17/17 . . . . . . . . . . . . . . . . . 10,000,000 BNP Paribas S.A. (NY) 1.530%, 08/17/17 . . . . . . . . . . . . . . . . . 5,120,000 Cooperatieve Rabobank UA 1.311%, 08/16/17 . . . . . . . . . . . . . . . . . 10,000,000 Credit Industriel et Commercial (NY) 1.411%, 08/16/17 . . . . . . . . . . . . . . . . . 10,000,000 Credit Suisse AG 1.584%, 08/16/17 . . . . . . . . . . . . . . . . . 4,900,000 1.609%, 08/24/17 . . . . . . . . . . . . . . . . . 4,990,000 Norinchukin Bank (NY) 1.200%, 02/22/17 . . . . . . . . . . . . . . . . . 5,150,000

MSF-44

10,000,000 5,120,000 10,000,000 10,000,000 4,900,000 4,990,000 5,150,000

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Short-Term Investments—(Continued) Security Description

Principal Amount*

Certificate of Deposit—(Continued) Skandinaviska Enskilda Banken AB 1.291%, 08/17/17 . . . . . . . . . . . . . . . . . 10,000,000 $ Sumitomo Mitsui Banking Corp. 1.431%, 08/18/17 . . . . . . . . . . . . . . . . . 5,200,000 Sumitomo Mitsui Trust Bank, Ltd. 1.530%, 08/16/17 . . . . . . . . . . . . . . . . . 10,000,000 Svenska Handelsbanken AB 1.195%, 02/27/17 . . . . . . . . . . . . . . . . . 5,200,000 Swedbank (Sparbank) 1.380%, 08/18/17 . . . . . . . . . . . . . . . . . 5,120,000 Toronto-Dominion Bank 1.304%, 08/15/17 . . . . . . . . . . . . . . . . . 9,860,000 UBS AG (Stamford) 1.530%, 09/01/17 . . . . . . . . . . . . . . . . . 5,230,000 Wells Fargo Bank N.A. 1.343%, 09/22/17 . . . . . . . . . . . . . . . . . 10,000,000

Value

Security Description

10,000,000 5,200,000 10,000,000 5,200,000 5,120,000 9,860,000 5,230,000 10,000,000 110,770,000

Commercial Paper—0.6% BPCE S.A. 1.505%, 08/14/17 . . . . . . . . . . . . . . . . . 10,050,000 Mizuho Bank, Ltd. 1.381%, 08/16/17 . . . . . . . . . . . . . . . . . 9,920,000 Nordea Bank AB 1.221%, 03/09/17 . . . . . . . . . . . . . . . . . 5,020,000

8,479,775

Total Short-Term Investments (Cost $143,964,302) . . . . . . . . . . . . . . . . .

9,919,912 9,801,332 4,993,283

8,479,775 143,964,302

Securities Lending Reinvestments (n)—1.4% Certificates of Deposit—0.2% Abbey National Treasury Services 0.440%, 10/03/16 . . . . . . . . . . . . . . . . . ABN AMRO Bank NV Zero Coupon, 12/22/16 . . . . . . . . . . . . . . Bank of Montreal 0.500%, 10/24/16 . . . . . . . . . . . . . . . . . Bank of Nova Scotia 0.750%, 10/19/16 . . . . . . . . . . . . . . . . . Bank of Tokyo-Mitsubishi, Ltd. 0.450%, 10/04/16 . . . . . . . . . . . . . . . . . Chiba Bank, Ltd., New York 0.870%, 11/30/16 . . . . . . . . . . . . . . . . .

Certificates of Deposit—(Continued) DZ Bank AG 0.950%, 01/03/17 . . . . . . . . . . . . . . . . . . 1,000,000 $ KBC Bank NV Zero Coupon, 12/27/16 . . . . . . . . . . . . . . . 500,000 1.000%, 01/04/17 . . . . . . . . . . . . . . . . . . 1,000,000 Landesbank Baden-Wuerttemberg 0.450%, 10/03/16 . . . . . . . . . . . . . . . . . . 800,000 National Bank of Canada 0.420%, 10/06/16 . . . . . . . . . . . . . . . . . . 250,000 0.480%, 10/28/16 . . . . . . . . . . . . . . . . . . 250,000 Norinchukin Bank 0.480%, 10/24/16 . . . . . . . . . . . . . . . . . . 500,000 Standard Chartered Bank New York 0.910%, 12/16/16 . . . . . . . . . . . . . . . . . . 100,000 Sumitomo Mitsui Trust Bank 0.540%, 10/26/16 . . . . . . . . . . . . . . . . . . 1,000,000 Swedbank 0.350%, 10/03/16 . . . . . . . . . . . . . . . . . . 800,000

Value

1,000,000 499,305 1,000,000 800,001 250,000 249,999 499,999 100,008 1,000,029 799,998 9,398,432

24,714,527 Repurchase Agreement—0.2% Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $8,479,797 on 10/03/16, collateralized by $8,140,000 U.S. Treasury Notes with rates ranging from 1.625% - 2.625%, maturity dates ranging from 11/15/20 - 11/30/20, with a value of $8,649,375. . . . . . . . . . . . . . . . . . . . . . . .

Principal Amount*

Commercial Paper—0.1% Albion Capital Corp. 0.720%, 10/25/16 . . . . . . . . . . . . . . . . . . BNP Paribas 0.510%, 10/21/16 . . . . . . . . . . . . . . . . . . Charta LLC 0.880%, 12/22/16 . . . . . . . . . . . . . . . . . . Credit Agricole Corporate and Investment Bank 0.610%, 11/01/16 . . . . . . . . . . . . . . . . . . Credit Suisse AG 0.971%, 10/19/16 . . . . . . . . . . . . . . . . . . Kells Funding LLC 1.040%, 01/19/17 . . . . . . . . . . . . . . . . . . LMA S.A. & LMA Americas 0.580%, 10/14/16 . . . . . . . . . . . . . . . . . . 0.580%, 10/17/16 . . . . . . . . . . . . . . . . . . Manhattan Asset Funding 0.740%, 11/28/16 . . . . . . . . . . . . . . . . . . Ridgefield Funding Co. LLC 0.650%, 10/26/16 . . . . . . . . . . . . . . . . . . Victory Receivables Corp. 1.050%, 01/04/17 . . . . . . . . . . . . . . . . . .

200,000

199,936

500,000

499,874

250,000

249,522

500,000

499,731

250,000

249,997

100,000

99,703

200,000 150,000

199,970 149,964

750,000

749,257

350,000

349,823

750,000

748,097 3,995,874

500,000

500,000

500,000

498,936

1,000,000

1,000,000

200,000

200,022

200,000

200,000

800,000

800,135

Repurchase Agreements—1.0% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $4,100,319 on 10/03/16, collateralized by $3,874,562 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 $4,182,001. . . . . . . . . . . . . . 4,100,000

MSF-45

4,100,000

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (m)—(Continued) Security Description Repurchase Agreements—(Continued) Deutsche Bank AG, London Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $4,100,285 on 10/03/16, collateralized by $4,025,066 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 $4,182,004. . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . HSBC Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $3,000,113 on 10/03/16, collateralized by $2,366,400 U.S. Treasury Bond with rates ranging from 3.625% - 3.625%, maturity dates ranging from 08/15/43 - 08/15/43, with a value of $3,060,042. . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $496,535 on 10/03/16, collateralized by $410,214 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 $506,446. . . . . . . . . . . . . . . . . . . . . . . . . . Natixis New York Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $9,000,525 on 10/03/16, collateralized by $14,396,049 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 $9,180,536. . . . . . . . . . . . . . . . . . . . . . . . . Nomura Securities Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $1,700,122 on 10/04/16, collateralized by $1,635,016 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 $1,734,000. . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

4,100,000 $

4,100,000

3,000,000

3,000,000

Principal Amount*

Value

Nomura Securities Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $9,000,390 on 10/03/16, collateralized by $12,706,878 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 $9,180,000. . . . . . . . . . . . . . . . . . . . . . . . . 9,000,000 $ 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

9,000,000

2,000,000 40,496,515

3,000,000

4,100,000

496,515

3,000,000

4,100,000

496,515

Time Deposits—0.1% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . 400,000 Canadian Imperial Bank 0.260%, 10/03/16 . . . . . . . . . . . . . . . . . . 2,000,000 DBS Bank, Ltd., Singapore 0.380%, 10/04/16 . . . . . . . . . . . . . . . . . . 1,000,000 Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . 500,000 Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . 500,000

500,000 500,000

58,290,821

Total Investments—117.5% (Cost $4,576,248,755) (o) . . . . . . . . . . . . . . Other assets and liabilities (net)—(17.5)% . . . . .

4,639,753,211 (689,816,704)

Net Assets—100.0% . . . . . . . . . . . . . . . . . .

$3,949,936,507

(b)

(c) (d)

(e) 1,700,000

1,000,000

Total Securities Lending Reinvestments (Cost $58,289,961) . . . . . . . . . . . . . . . . . . .

(a)

9,000,000

2,000,000

4,400,000

*

9,000,000

400,000

1,700,000

MSF-46

Principal and notional amounts stated in U.S. dollars unless otherwise noted. 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. 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. Interest only security. 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. 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 $267,826,848.

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) (f)

(g) (h)

(i) (j) (k)

(l) (m)

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 $3,371,702. Principal amount of security is adjusted for inflation. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $54,330,215 and the collateral received consisted of cash in the amount of $56,289,449. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. Payment-in-kind security for which part of the income earned may be paid as additional principal. Non-income producing; security is in default and/or issuer is in bankruptcy. 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 $8, which is 0.0% of net assets. See details shown in the Restricted Securities table that follows. Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. On the strike date of 10/13/16, based on the current volatility level, the option will settle in cash or convert to a two month straddle option using the 10/13/16 spot rate.

(n)

Represents investment of cash collateral received from securities on loan as of September 30, 2016. (o) As of September 30, 2016, the aggregate cost of investments was $4,576,248,755. The aggregate unrealized appreciation and depreciation of investments were $95,127,272 and $(31,622,816), respectively, resulting in net unrealized appreciation of $63,504,456. (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 $638,923,430, which is 16.2% of net assets. (ACES)— Alternative Credit Enhancement Securities (ARM)— Adjustable-Rate Mortgage (AUD)— Australian Dollar (CDO)— Collateralized Debt Obligation (CLO)— Collateralized Loan Obligation (CMO)— Collateralized Mortgage Obligation (EUR)— Euro (GBP)— British Pound (IDR)— Indonesian Rupiah (MXN)— Mexican Peso (REMIC)— Real Estate Mortgage Investment Conduit (TRY)— Turkish Lira

Restricted Securities Knollwood CDO, Ltd., 3.861%, 01/10/39 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Acquisition Date

Principal Amount

Cost

Value

02/10/04

$809,910

$809,910

$8

Reverse Repurchase Agreements Counterparty Amherst Pierpont Securities LLC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deutsche Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Interest Rate

Settlement Date

Maturity Date

1.050% 1.350% 0.890% 1.150% 0.300%

09/30/16 09/30/16 09/30/16 09/30/16 09/30/16

10/03/16 10/03/16 10/03/16 10/03/16 10/03/16

Principal Amount USD USD USD USD USD

Net Closing Amount

24,685,180 42,000,000 51,992,657 75,178,355 75,187,500

$ 24,685,180 42,000,000 51,992,657 75,178,355 75,187,500

Total . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$269,043,692

Securities pledged as collateral against open reverse repurchase agreements are noted in the Schedule of Investments. TBA Forward Sale Commitments Security Description Fannie Mae 15 Yr. Pool Fannie Mae 15 Yr. Pool Fannie Mae 15 Yr. Pool Fannie Mae 15 Yr. Pool Fannie Mae 30 Yr. Pool Fannie Mae 30 Yr. Pool Fannie Mae 30 Yr. Pool Fannie Mae 30 Yr. Pool Fannie Mae 30 Yr. Pool

Interest Rate .............................................. .............................................. .............................................. .............................................. .............................................. .............................................. .............................................. .............................................. ..............................................

MSF-47

2.500% 3.000% 3.500% 4.000% 3.000% 3.500% 4.000% 4.000% 4.500%

Maturity

Face Amount

Cost

Value

TBA TBA TBA TBA TBA TBA TBA TBA TBA

(12,225,000) (5,304,000) (50,970,000) (1,822,000) (79,285,500) (15,269,000) (35,706,000) (43,041,000) (4,230,000)

$(12,613,848) (5,550,934) (53,804,584) (1,881,784) (82,098,765) (16,068,901) (38,337,791) (46,208,549) (4,631,555)

$(12,662,099) (5,568,372) (53,733,532) (1,880,361) (82,404,267) (16,111,180) (38,347,687) (46,171,561) (4,632,410)

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) TBA Forward Sale Commitments—(Continued) Security Description

Interest Rate

Fannie Mae 30 Yr. Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fannie Mae 30 Yr. Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fannie Mae 30 Yr. Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fannie Mae 30 Yr. Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Freddie Mac 30 Yr. Gold Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ginnie Mae I 30 Yr. Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ginnie Mae I 30 Yr. Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ginnie Mae II 30 Yr. Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

4.500% 5.000% 5.000% 6.000% 4.500% 3.500% 4.500% 4.500%

Maturity

Face Amount

TBA TBA TBA TBA TBA TBA TBA TBA

(7,100,000) (3,939,000) (4,465,000) (2,002,000) (228,000) (9,297,000) (3,100,000) (8,359,000)

Cost

Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$

(7,766,836) (4,367,366) (4,958,014) (2,295,418) (249,464) (9,856,273) (3,420,656) (9,021,190)

$(303,131,928)

Value $

(7,767,536) (4,375,137) (4,956,237) (2,293,421) (249,375) (9,883,510) (3,422,520) (9,018,379)

$(303,477,584)

Forward Foreign Currency Exchange Contracts Contracts to Buy

Counterparty

Settlement Date

BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL CAD CAD CAD CAD CLP CLP CNY CNY CNY CNY CNY CNY COP COP COP COP COP COP EUR EUR EUR

Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nomura International plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Canada . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/05/16 11/03/16 11/03/16 12/21/16 12/21/16 12/21/16 12/21/16 12/21/16 10/04/16 10/04/16 12/21/16 12/21/16 10/03/16 10/03/16 11/07/16 11/07/16 11/07/16 11/07/16 11/07/16 11/07/16 10/03/16 10/03/16 10/03/16 10/05/16 10/05/16 10/05/16 10/04/16 10/04/16 10/14/16

3,628,430 3,377,400 3,652,550 3,674,195 3,733,298 4,876,025 5,020,621 5,982,345 6,091,372 22,026,672 3,674,550 14,172,349 5,332,500 12,776,940 329,943 14,288,774 1,544,400 890,298 631,249 302,535 1,192,860 2,559,105 2,559,619 594,990 234,801 1,518,095,670 1,527,488,130 4,715,088 4,681,107 4,714,782 5,609,976 14,562,399 4,715,931 1,650,320,000 1,650,896,800 3,331,787,200 4,078,900,000 3,369,800,000 4,067,000,000 1,255,496 2,245,231 889,958

MSF-48

In Exchange for USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

1,130,000 1,040,000 1,125,177 1,131,845 1,151,325 1,502,072 1,546,615 1,850,000 1,876,462 6,792,884 1,100,000 4,365,827 1,642,690 3,960,000 101,117 4,376,883 450,000 270,000 184,000 90,000 360,000 1,980,000 1,980,000 450,000 180,000 2,303,356 2,247,000 705,000 700,000 705,000 839,000 2,192,000 705,000 560,000 560,000 1,156,891 1,400,000 1,160,000 1,400,000 1,420,000 2,540,000 1,001,053

Unrealized Appreciation/ (Depreciation) $(14,298) (1,487) (2,059) (2,071) (3,377) (2,748) (2,830) (10,495) (3,433) (19,927) 29,883 (7,988) (3,005) (32,423) (525) (20,600) 14,233 (2,384) 5,748 939 (1,437) (29,372) (28,979) 3,775 (927) 5,096 75,734 984 896 938 974 (11,592) 1,110 12,362 12,562 (1,364) 14,380 8,496 10,254 (9,639) (17,821) (860)

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Forward Foreign Currency Exchange Contracts—(Continued) Contracts to Buy

Counterparty

Settlement Date

EUR EUR EUR EUR GBP GBP GBP GBP GBP GBP GBP HUF INR INR INR INR JPY JPY JPY JPY JPY JPY JPY KRW KRW KRW KRW KRW KRW KRW KRW KRW MXN MXN MXN MXN MXN MXN MXN MXN MXN MXN MXN MYR MYR NOK NOK NOK NOK NZD NZD RUB RUB RUB RUB RUB

BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Standard Chartered Bank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . HSBC Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Standard Chartered Bank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . HSBC Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nomura International plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Northern Trust Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley & Co. International plc . . . . . . . . . . . . . . . . . . . . . . . . UBS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . HSBC Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . HSBC Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . HSBC Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley & Co. International plc . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Westpac Banking Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deutsche Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deutsche Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

12/21/16 12/21/16 12/21/16 12/21/16 10/04/16 10/04/16 12/21/16 12/21/16 12/21/16 12/21/16 12/21/16 10/04/16 10/13/16 10/13/16 10/13/16 12/23/16 10/04/16 10/04/16 10/26/16 12/21/16 12/21/16 12/21/16 12/21/16 10/20/16 10/28/16 10/28/16 12/21/16 12/21/16 12/21/16 12/21/16 12/21/16 12/21/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 11/04/16 12/21/16 10/24/16 10/24/16 12/21/16 12/21/16 12/21/16 12/21/16 12/21/16 12/21/16 10/06/16 10/11/16 10/11/16 10/20/16 10/27/16

405,000 72,000 828,000 90,000 1,495,127 1,495,181 203,634 233,039 630,000 234,000 1,290,000 1,098,323,028 3,867,440 112,086,200 113,097,200 135,061,300 198,589,822 198,607,602 186,401,087 36,427,680 22,483,569 1,969,362,207 13,772,146 1,457,055,000 771,545,677 1,801,056,323 397,980,000 398,016,000 398,034,000 402,408,000 2,044,381,800 1,023,461,280 525,706 3,594,800 21,663,400 3,577,275 3,577,660 3,598,083 21,233,231 3,579,923 3,598,504 43,430,954 5,514,710 7,616,700 78,603 2,246,154 5,459,801 1,927,849 1,493,730 319,500 900,000 75,762,000 351,639,690 89,992,277 69,406,008 71,262,000

MSF-49

In Exchange for USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

454,934 81,270 934,771 100,746 1,980,000 1,980,000 266,750 303,987 815,536 309,407 1,681,465 3,960,000 58,000 1,685,000 1,685,000 1,990,000 1,980,000 1,980,000 1,847,000 360,000 220,500 19,655,000 135,000 1,290,000 697,600 1,628,000 360,000 360,000 360,000 360,000 1,860,000 909,000 27,000 183,333 1,100,000 183,333 183,333 183,333 1,100,000 183,333 183,333 2,227,000 288,000 1,860,000 19,000 270,000 666,000 234,000 180,000 231,954 651,227 1,150,000 5,374,905 1,402,000 1,066,800 1,110,000

Unrealized Appreciation/ (Depreciation) $

1,666 (97) (1,276) 721 (42,091) (42,022) (2,383) (1,445) 2,358 (5,618) (6,730) 45,782 (27) (4,825) 10,330 11,501 (21,617) (21,442) (7,156) 474 1,989 (166,968) 1,284 32,838 2,835 7,060 1,200 1,233 1,249 5,219 (4,551) 19,878 113 2,064 17,260 1,160 1,180 2,233 (4,925) 1,296 2,255 4,812 (6,029) (20,289) (15) 11,019 17,083 7,196 6,882 (8) 2,142 55,897 215,152 28,617 34,481 19,079

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Forward Foreign Currency Exchange Contracts—(Continued) Contracts to Buy

Counterparty

RUB TRY TRY TRY TRY TRY TRY TRY TWD TWD TWD ZAR ZAR ZAR ZAR

Deutsche Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deutsche Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . HSBC Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . HSBC Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . HSBC Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

10/31/16 10/04/16 10/18/16 10/18/16 10/18/16 10/18/16 10/18/16 10/18/16 10/12/16 10/12/16 10/13/16 10/04/16 12/21/16 12/21/16 12/21/16

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

1,270,000 3,960,000 1,789,030 2,051,220 1,556,260 107,955 855,655 947,028 2,220,000 1,110,000 1,110,000 3,960,000 360,000 450,000 216,000

$ 11,302 (59,917) (12,393) (18,865) (7,081) (709) (3,055) (2,783) (14,107) 739 12,457 (11,380) 4,667 27,862 12,998

Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deutsche Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deutsche Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley & Co. International plc . . . . . . . . . . . . . . . . . . . . . . . . HSBC Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Standard Chartered Bank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . HSBC Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

12/21/16 12/21/16 12/21/16 12/21/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/04/16 10/05/16 10/05/16 12/21/16 12/21/16 10/04/16 12/21/16 12/21/16 10/03/16 10/03/16 10/17/16 10/17/16 11/07/16 11/07/16 12/21/16 10/03/16 10/03/16 10/03/16 10/05/16 10/05/16 10/18/16 10/04/16 10/05/16

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

687,938 214,777 135,577 276,085 1,117,747 6,785,371 1,876,000 1,842,876 1,511,325 1,490,000 1,150,052 1,130,000 1,100,000 1,040,416 4,376,883 1,131,954 1,580,000 1,980,000 1,980,000 450,000 450,000 3,960,000 216,000 540,000 2,317,607 2,247,000 1,668,000 25,000 9,135,000 366,000 15,329,000 1,120,000 573,238 573,038 2,540,000 1,420,000 1,290,000 3,960,000 467,642

323 (5,259) (1,946) 1,039 2,045 12,414 2,971 3,372 (32,460) (9,324) 2,104 226 (23,119) 1,904 19,044 2,071 (59,685) (6,004) (6,612) 6,693 4,880 60,787 (1,063) (3,352) (5,128) (61,452) (46,772) (105) 105,524 (364) (92,558) (35,526) 676 676 (66,164) (37,728) (37,447) (8,122) (1,939)

80,937,100 11,706,552 5,347,936 6,117,685 4,663,255 322,827 2,566,450 2,842,314 69,130,800 34,809,600 35,175,900 54,184,937 5,080,320 6,657,300 3,190,269

In Exchange for

Unrealized Appreciation/ (Depreciation)

Settlement Date

Contracts to Deliver AUD AUD AUD AUD BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL CAD CAD CAD CLP CLP CLP CLP CNY CNY CNY COP COP COP COP COP COP EUR EUR

900,000 288,000 180,000 360,000 3,628,430 22,026,672 6,091,372 5,982,345 5,020,621 4,876,025 3,733,298 3,674,195 3,652,550 3,377,400 14,172,349 3,674,550 5,332,500 6,460,740 6,462,720 1,474,785 1,480,815 5,115,528 284,613 712,444 1,527,488,130 1,518,095,670 1,128,735,600 16,525,000 60,305,616 2,446,851 103,152,137 3,331,787,200 1,650,896,800 1,650,320,000 7,515,860,000 4,203,910,000 3,837,750,000 3,532,403 418,000

MSF-50

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Forward Foreign Currency Exchange Contracts—(Continued) Contracts to Deliver

Counterparty

Settlement Date

EUR 21,427,000 EUR 120,000 EUR 51,000 EUR 1,681,323 EUR 853,577 EUR 559,713 EUR 241,746 EUR 113,298 EUR 282,189 EUR 299,907 EUR 103,643 EUR 126,875 EUR 570,325 EUR 193,343 EUR 22,117,000 EUR 225,000 EUR 180,000 EUR 1,374,353 EUR 51,002 EUR 360,000 EUR 612,000 GBP 3,060,292 GBP 702,000 GBP 1,280,000 GBP 1,290,000 GBP 888,296 GBP 693,000 GBP 180,000 GBP 540,000 GBP 180,000 GBP 270,000 HUF 1,079,555,400 IDR 103,282,640,407 IDR 14,317,664,041 IDR 43,134,598,447 INR 112,945,550 JPY 399,736,260 JPY 1,822,095 KRW 1,448,025,000 KRW 2,563,974,000 KRW 255,247,200 KRW 2,623,625,640 KRW 691,803,000 KRW 510,344,640 MXN 21,657,148 MXN 3,557,160 MXN 4,710,657 MXN 97,069,778 MXN 5,661,765 NOK 7,302,713 NOK 5,843,592 NZD 18,000 NZD 720,000 RUB 75,164,000 RUB 119,356,514 SAR 49,208,228 SAR 49,930,847

Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Standard Chartered Bank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deutsche Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deutsche Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley & Co. International plc . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley & Co. International plc . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley & Co. International plc . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley & Co. International plc . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deutsche Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley & Co. International plc . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . HSBC Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . HSBC Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deutsche Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Standard Chartered Bank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deutsche Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . HSBC Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Standard Chartered Bank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Westpac Banking Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deutsche Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

10/05/16 10/05/16 10/05/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 11/03/16 12/21/16 12/21/16 12/21/16 12/21/16 12/21/16 12/21/16 10/04/16 10/05/16 10/19/16 12/21/16 12/21/16 12/21/16 12/21/16 12/21/16 12/21/16 12/21/16 10/04/16 10/13/16 10/21/16 12/21/16 10/13/16 10/04/16 12/21/16 10/20/16 10/28/16 12/21/16 12/21/16 12/21/16 12/21/16 10/04/16 12/21/16 12/21/16 12/21/16 12/21/16 12/21/16 12/21/16 12/21/16 12/21/16 10/06/16 10/11/16 11/23/16 11/23/16

MSF-51

In Exchange for USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

23,902,590 134,856 57,191 1,884,887 969,819 625,118 274,718 128,472 315,922 337,139 116,610 141,966 644,832 218,603 24,826,333 253,879 203,254 1,551,025 57,532 403,974 691,133 3,960,000 920,604 1,692,041 1,707,048 1,175,301 918,666 235,701 703,136 234,803 353,338 3,960,000 7,895,019 1,070,240 3,237,118 1,685,000 3,960,000 18,000 1,290,000 2,325,600 234,000 2,325,600 630,000 468,000 1,100,000 180,000 243,000 5,008,011 306,000 900,000 720,000 13,381 526,590 1,150,000 1,818,905 12,902,000 13,098,333

Unrealized Appreciation/ (Depreciation) $(168,519) 48 (102) (4,695) 10,513 (3,925) 3,028 1,140 (1,220) 83 128 (624) 3,863 1,311 (53,453) 212 321 1,567 33 (1,893) 1,159 (6,596) 10,685 32,432 32,314 22,077 18,983 2,017 2,084 1,119 2,812 22,667 (7,702) (24,028) (29,335) (8,056) 18,022 (31) (24,640) (2,063) 2,342 (55,562) 2,130 4,819 (16,938) (1,880) 2,141 44,767 16,510 (13,652) (11,099) 314 3,895 (46,378) (78,520) (197,072) (193,098)

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Forward Foreign Currency Exchange Contracts—(Continued) Contracts to Deliver

Counterparty

SAR TRY TRY TRY TRY TRY TRY TWD TWD TWD TWD ZAR ZAR ZAR ZAR ZAR ZAR ZAR ZAR

Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deutsche Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley & Co. International plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley & Co. International plc . . . . . . . . . . . . . . . . . . . . . . . . . . . HSBC Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley & Co. International plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley & Co. International plc . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

11/23/16 10/04/16 10/04/16 10/05/16 10/05/16 10/18/16 10/18/16 10/12/16 10/13/16 10/21/16 10/21/16 10/04/16 10/04/16 10/26/16 10/26/16 12/21/16 12/21/16 12/21/16 12/21/16

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

9,685,000 1,980,000 1,980,000 2,089,268 1,318,829 3,620,309 3,737,086 1,110,000 1,110,000 67,264 1,686,736 1,980,000 1,980,000 555,000 555,000 450,000 360,000 360,000 211,500

$ (113,129) 15,418 15,735 13,516 8,572 47,681 47,450 (30) (11,395) (8) (18,408) (79,279) (78,244) 3,781 4,136 (17,025) (8,226) 237 (9,609)

12/21/16 12/21/16 12/21/16

SEK SEK EUR

1,885,910 42,970 18,000

2,520 45 (284)

Net Unrealized Depreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$(1,052,989)

36,807,843 5,896,921 5,895,969 6,231,891 3,933,696 10,754,128 11,106,338 34,787,400 35,142,600 2,107,717 53,424,664 28,258,461 28,244,253 7,595,792 7,590,898 6,506,325 5,129,910 5,012,005 3,080,356

In Exchange for

Unrealized Appreciation/ (Depreciation)

Settlement Date

Cross Currency Contracts to Buy EUR EUR SEK

198,000 4,500 170,982

Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Standard Chartered Bank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Futures Contracts Notional Amount

Unrealized Appreciation/ (Depreciation)

Futures Contracts—Long

Expiration Date

Number of Contracts

U.S. Treasury Long Bond Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury Note 5 Year Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury Ultra Long Bond Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

12/20/16 12/30/16 12/20/16

521 2,042 296

USD USD USD

88,147,649 247,435,520 55,219,784

$(538,243) 699,386 (792,784)

12/18/17 12/08/16 12/08/16 12/20/16 12/30/16 12/28/16

(114) (5) (142) (454) (1,512) (144)

USD EUR EUR USD USD GBP

(28,195,020) (658,386) (23,370,415) (59,551,244) (330,321,635) (18,776,780)

(1,455) (2,319) (178,596) 20,495 (3,115) 26,935

Net Unrealized Depreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$(769,696)

Futures Contracts—Short 90 Day Eurodollar Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Euro-Bobl Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Euro-Bund Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury Note 10 Year Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury Note 2 Year Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . United Kingdom Long Gilt Bond Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Written Options Strike Price

Foreign Currency Written Options AUD Put/USD Call . . . . . . . . . . . . . . USD Call/BRL Put . . . . . . . . . . . . . . . USD Call/CNH Put . . . . . . . . . . . . . . USD Call/JPY Put . . . . . . . . . . . . . . . USD Call/KRW Put . . . . . . . . . . . . . .

USD BRL CNH JPY KRW

0.750 3.500 7.100 105.000 1,170.000

Counterparty Deutsche Bank AG Goldman Sachs International Deutsche Bank AG Deutsche Bank AG HSBC Bank plc

MSF-52

Expiration Date

Notional Amount

Unrealized Premiums Market Appreciation/ Received Value (Depreciation)

10/20/16 (52,890,000) $(713,399) $(99,012) 10/20/16 (1,180,000) (9,373) (1,422) 12/15/16 (2,869,000) (33,280) (2,008) 10/20/16 (1,060,600) (40,303) (58,872) 10/20/16 (4,020,000) (22,088) (1,138)

$614,387 7,951 31,272 (18,569) 20,950

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Written Options—(Continued) Foreign Currency Written Options USD Call/KRW Put . . . . . . . . . . . . . USD Call/MXN Put . . . . . . . . . . . . . USD Call/MXN Put . . . . . . . . . . . . . USD Call/MXN Put . . . . . . . . . . . . . USD Call/MXN Put . . . . . . . . . . . . . USD Call/RUB Put . . . . . . . . . . . . . . USD Put/INR Call . . . . . . . . . . . . . . USD Put/MXN Call . . . . . . . . . . . . . USD Put/RUB Call . . . . . . . . . . . . . .

Strike Price

KRW MXN MXN MXN MXN RUB INR MXN RUB

1,160.000 20.000 20.000 20.000 21.500 66.500 66.500 18.100 65.000

Counterparty Deutsche Bank AG Goldman Sachs International Goldman Sachs International Goldman Sachs International Deutsche Bank AG Societe Generale Morgan Stanley & Co. LLC Goldman Sachs International Societe Generale

Expiration Date

Premiums Received

Unrealized Appreciation/ (Depreciation) $ 20,996 10,859 (23,766) (42,313) 4,676 23,504 862 5,895 (19,864)

Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $(1,033,702) $(396,862)

$636,840

Put - Eurodollar Midcurve 3 Year Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

(3,640,000) $ (3,210,000) (4,020,000) (3,180,000) (3,600,000) (1,040,000) (2,010,000) (2,420,000) (1,040,000)

Market Value

(33,233) $ (12,237) (36,218) (25,359) (24,876) (48,642) (20,651) (62,964) (31,068) (26,392) (24,024) (520) (9,104) (8,242) (20,381) (14,486) (15,704) (35,568)

Options on Exchange-Traded Futures Contracts

11/15/16 10/27/16 11/08/16 11/16/16 11/23/16 10/07/16 11/10/16 11/16/16 10/07/16

Notional Amount

Strike Price

Expiration Date

Number of Contracts

Premiums Received

Market Value

Unrealized Appreciation

$98.000

12/16/16

(5,871)

$(245,035)

$(110,081)

134,954

Swap Agreements OTC Interest Rate Swaps Pay/Receive Floating Rate

Floating Rate Index

Pay Pay Pay Pay Pay Pay Pay Pay Pay Pay Pay Pay Pay Pay Pay Pay Pay Pay

........ ........ ........ ........ ........ ........ ........ ........ ........ ........ ........ ........ ........ ........ ........ ........ ........ ........

1-Day CDI 1-Day CDI 1-Day CDI 1-Day CDI 1-Day CDI 1-Day CDI 1-Day CDI 1-Day CDI 1-Day CDI 1-Day CDI 1-Day CDI 1-Day CDI 1-Day CDI 1-Day COLIBOR 1-Day COLIBOR 1-Day COLIBOR 28-Day TIIE 28-Day TIIE

Pay Pay Pay Pay

........ ........ ........ ........

28-Day TIIE 28-Day TIIE 3M KWCDC 7-Day China Fixing Repo Rates 7-Day China Fixing Repo Rates 7-Day China Fixing Repo Rates 7-Day China Fixing Repo Rates

Pay . . . . . . . .

Pay . . . . . . . .

Pay . . . . . . . .

Fixed Rate

Maturity Date

11.375% 11.495% 11.650% 11.680% 11.875% 11.930% 12.020% 12.030% 12.240% 12.285% 12.305% 12.462% 12.520% 6.900% 7.000% 7.050% 6.270% 6.320%

01/02/20 01/02/19 01/02/20 01/02/20 01/02/20 01/02/20 01/02/19 01/02/19 01/02/19 01/02/19 01/02/19 01/02/19 01/02/19 07/29/26 07/22/26 07/22/26 12/05/25 07/17/25

6.325% 6.330% 1.920%

Notional Amount

Counterparty

Upfront Unrealized Market Premium Appreciation/ Value Paid/(Received) (Depreciation)

BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL BRL COP COP COP MXN

744,258 $ (194) 5,440,062 (1,255) 11,417,235 13,520 14,258,907 31,930 10,908,458 29,590 11,090,241 33,534 13,791,455 36,135 14,189,924 38,142 26,565,242 61,294 13,067,758 42,979 7,249,381 19,332 13,095,515 41,024 13,086,872 64,974 8,150,992,449 91,185 1,529,085,671 21,157 1,529,085,671 23,166 2,209,451 (760)

07/17/25 08/06/25 11/10/17

JPMorgan Chase Bank N.A. Bank of America N.A. Citibank N.A. Bank of America N.A. JPMorgan Chase Bank N.A. JPMorgan Chase Bank N.A. Bank of America N.A. Bank of America N.A. Bank of America N.A. Bank of America N.A. JPMorgan Chase Bank N.A. Bank of America N.A. JPMorgan Chase Bank N.A. JPMorgan Chase Bank N.A. Credit Suisse International Credit Suisse International Bank of America N.A. Morgan Stanley Capital Services, LLC Citibank N.A. Citibank N.A. Deutsche Bank AG

MXN MXN MXN KRW

40,086,000 19,973,500 59,593,000 6,513,071,110

(2,791) (1,103) (3,085) 47,260

— — — —

(2,791) (1,103) (3,085) 47,260

2.750%

05/12/21

Bank of America N.A.

CNY

8,420,000

197

—

197

2.750%

05/12/21

Bank of America N.A.

CNY

5,255,000

(100)

—

(100)

2.750%

05/12/21

Bank of America N.A.

CNY

10,510,000

(200)

—

(200)

2.750%

05/12/21

Bank of America N.A.

CNY

10,510,000

(200)

—

(200)

MSF-53

$— — — — — — — — — — — — — — — — —

$

(194) (1,255) 13,520 31,930 29,590 33,534 36,135 38,142 61,294 42,979 19,332 41,024 64,974 91,185 21,157 23,166 (760)

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Swap Agreements—(Continued) Pay/Receive Floating Rate

Floating Rate Index

Fixed Rate

Maturity Date

Receive Receive Receive Receive Receive Receive Receive Receive Receive Receive Receive Receive Receive Receive Receive

1-Day CDI 1-Day CDI 1-Day CDI 1-Day CDI 28-Day TIIE 28-Day TIIE 28-Day TIIE 28-Day TIIE 28-Day TIIE 28-Day TIIE 28-Day TIIE 28-Day TIIE 28-Day TIIE 3M KWCDC 3M LIBOR

12.850% 12.930% 13.110% 13.130% 4.300% 4.550% 4.700% 4.760% 4.770% 4.850% 6.307% 6.310% 6.310% 1.690% 1.758%

07/03/17 07/03/17 07/03/17 07/03/17 12/07/17 03/21/18 12/06/18 12/06/18 12/05/18 11/01/18 08/11/25 08/11/25 08/11/25 11/10/17 06/25/22

..... ..... ..... ..... ..... ..... ..... ..... ..... ..... ..... ..... ..... ..... .....

Upfront Unrealized Market Premium Appreciation/ Value Paid/(Received) (Depreciation)

Notional Amount

Counterparty JPMorgan Chase Bank N.A. Citibank N.A. Citibank N.A. Bank of America N.A. Bank of America N.A. Barclays Bank plc Bank of America N.A. Citibank N.A. Citibank N.A. Bank of America N.A. Deutsche Bank AG Bank of America N.A. Bank of America N.A. Deutsche Bank AG JPMorgan Chase Bank N.A.

BRL BRL BRL BRL MXN MXN MXN MXN MXN MXN MXN MXN MXN KRW USD

1,254,878 $ 80 33,769,975 (1,316) 20,271,357 (5,468) 16,890,391 (6,665) 12,027,855 9,621 26,793,819 22,707 8,147,763 9,697 8,147,763 9,169 8,147,763 9,071 22,482,829 21,709 74,533,884 9,651 20,079,000 2,522 20,079,000 2,522 6,513,071,110 (30,611) 18,000,000 (536,697)

$— — — — — — — — — — — — — — —

$

80 (1,316) (5,468) (6,665) 9,621 22,707 9,697 9,169 9,071 21,709 9,651 2,522 2,522 (30,611) (536,697)

Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $ 101,723

$—

$ 101,723

Centrally Cleared Interest Rate Swaps Floating Rate Index

Pay/Receive Floating Rate Pay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Receive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Receive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Receive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Receive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Receive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Receive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

3M LIBOR 3M LIBOR 3M LIBOR 3M LIBOR 3M LIBOR 3M LIBOR 3M LIBOR 3M LIBOR

Fixed Rate

Maturity Date

1.019% 2.131% 0.648% 1.256% 1.311% 1.749% 2.272% 2.383%

09/30/18 08/25/25 11/26/16 01/12/17 08/15/23 02/15/36 09/11/25 07/10/25

Notional Amount USD USD USD USD USD USD USD USD

579,607,000 1,285,000 14,540,000 223,619,000 78,164,000 30,471,000 955,000 72,000,000

Net Unrealized Depreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Unrealized Appreciation/ (Depreciation) $

(74,827) 79,420 4,270 (253,785) (1,242) (96,008) (70,607) (5,863,191)

$(6,275,970)

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

Reference Obligation ITRAXX.XO.26.V1 . . . . . . . . . . . . . . . . . . . . . . . .

Fixed Deal (Pay) Rate

Maturity Date

Implied Credit Spread at September 30, 2016(b)

(5.000%)

12/20/21

3.298%

Notional Amount(c) EUR

120,000

Unrealized Depreciation $(383)

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

Reference Obligation CDX.NA.HY.27.V1 . . . . . . . . . . . . . . . . . . . . CDX.NA.IG.27.V1 . . . . . . . . . . . . . . . . . . . . .

Fixed Deal Receive Rate

Maturity Date

Implied Credit Spread at September 30, 2016(b)

5.000% 1.000%

12/20/21 12/20/21

4.013% 0.747%

Notional Amount(c) 82,542,000 122,723,000

$ 715,058 334,855

Net Unrealized Appreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$1,049,913

MSF-54

USD USD

Unrealized Appreciation

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) OTC Credit Default Swaps on Corporate and Sovereign Issues—Buy Protection (a)

Reference Obligation Australia & New Zealand Banking Group, Ltd. 0.242%, due 10/28/19 . . . Australia & New Zealand Banking Group, Ltd. 0.242%, due 10/28/19 . . . Australia & New Zealand Banking Group, Ltd. 0.242%, due 10/28/19 . . . Colombia Government International Bond 4.00%, due 02/26/24 . . . . Colombia Government International Bond 4.00%, due 02/26/24 . . . . Colombia Government International Bond 4.00%, due 02/26/24 . . . . Colombia Government International Bond 4.00%, due 02/26/24 . . . . Commonwealth Bank of Australia 4.375%, due 02/25/20 . . . Commonwealth Bank of Australia 4.375%, due 02/25/20 . . . Commonwealth Bank of Australia 4.375%, due 02/25/20 . . . Commonwealth Bank of Australia 4.375%, due 02/25/20 . . . Federation of Malaysia 5.625%, due 03/15/16 . . . Federation of Malaysia 5.625%, due 03/15/16 . . . Federation of Malaysia 5.625%, due 03/15/16 . . . Federation of Russia 7.500%, due 03/31/30 . . . HSBC Bank plc 3.750%, due 11/30/16 . . . HSBC Bank plc 3.750%, due 11/30/16 . . . HSBC Bank plc 3.750%, due 11/30/16 . . . Loews Corp. 6.000%, due 02/01/35 . . . Mexico Government International Bond 5.950%, due 03/19/19 . . . Mexico Government International Bond 5.950%, due 03/19/19 . . . Mexico Government International Bond 5.950%, due 03/19/19 . . .

Fixed Deal Maturity (Pay) Rate Date

Counterparty

Implied Credit Spread at September 30, 2016(b)

Notional Amount(c)

Upfront Premium Unrealized Market Paid/ Appreciation/ Value (Received) (Depreciation)

(1.000%) 06/20/21 JPMorgan Chase Bank N.A.

0.613%

USD 2,662,000 $ (47,252) $

28,515

$(75,767)

(1.000%) 12/20/21 BNP Paribas S.A.

0.676%

USD 13,953,187 (228,067) (237,511)

9,444

(1.000%) 12/20/21 JPMorgan Chase Bank N.A.

0.676%

USD 4,766,813

(77,915)

(81,141)

3,226

(1.000%) 12/20/21 Barclays Bank plc

1.664%

USD 1,075,000

35,254

41,587

(6,333)

(1.000%) 12/20/21 Barclays Bank plc

1.664%

USD 1,074,000

35,221

42,558

(7,337)

(1.000%) 12/20/21 Citibank N.A.

1.664%

USD

916,000

30,039

36,297

(6,258)

Morgan Stanley Capital (1.000%) 12/20/21 Services, LLC

1.664%

USD 1,095,000

35,910

40,083

(4,173)

(1.000%) 06/20/21 JPMorgan Chase Bank N.A.

0.614%

USD 3,250,000

(57,448)

(38,213)

(19,235)

(1.000%) 06/20/21 JPMorgan Chase Bank N.A.

0.614%

USD 4,080,000

(72,119)

(47,972)

(24,147)

(1.000%) 12/20/21 Deutsche Bank AG

0.677%

USD 2,238,968

(36,428)

(35,917)

(511)

(1.000%) 12/20/21 JPMorgan Chase Bank N.A.

0.677%

USD 6,337,401 (103,109)

(98,447)

(4,662)

(1.000%) 12/20/21 Barclays Bank plc

1.215%

USD 2,309,420

24,569

45,190

(20,621)

(1.000%) 12/20/21 Barclays Bank plc

14.137%

USD

146,591

1,643

1,643

—

(1.000%) 12/20/21 Citibank N.A.

1.215%

USD

106,989

1,138

2,106

(968)

(1.000%) 12/20/21 JPMorgan Chase Bank N.A.

2.169%

USD

955,000

54,421

59,488

(5,067)

(1.000%) 12/20/21 BNP Paribas S.A.

0.776%

EUR 9,381,000 (122,408) (109,221)

(13,187)

(1.000%) 12/20/21 Bank of America N.A.

0.776%

EUR 1,086,000

(17,047)

2,877

(1.000%) 12/20/21 Credit Suisse International

0.776%

EUR 7,874,000 (102,743) (118,489)

15,746

(1.000%) 12/20/20 Barclays Bank plc

0.272%

USD 2,145,000

(64,862)

(75,932)

11,070

(1.000%) 06/20/20 JPMorgan Chase Bank N.A.

1.240%

USD 3,824,276

33,104

33,406

(302)

(1.000%) 09/20/20 Bank of America N.A.

1.305%

USD 3,824,276

44,757

50,241

(5,484)

(1.000%) 12/20/21 BNP Paribas S.A.

1.648%

USD 2,213,000

70,672

74,203

(3,531)

MSF-55

(14,170)

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) OTC Credit Default Swaps on Corporate and Sovereign Issues—Buy Protection (a)—(Continued)

Reference Obligation Mexico Government International Bond 5.950%, due 03/19/19 . . . . Mexico Government International Bond 5.950%, due 03/19/19 . . . . Mexico Government International Bond 5.950%, due 03/19/19 . . . . Mexico Government International Bond 5.950%, due 03/19/19 . . . . Mexico Government International Bond 5.950%, due 03/19/19 . . . . Mexico Government International Bond 5.950%, due 03/19/19 . . . . Mexico Government International Bond 5.950%, due 03/19/19 . . . . Mexico Government International Bond 5.950%, due 03/19/19 . . . . Mexico Government International Bond 5.950%, due 03/19/19 . . . . Mexico Government International Bond 5.950%, due 03/19/19 . . . . National Australia Bank, Ltd. 2.400%, due 12/09/19 . . . . Prudential Financial, Inc. 7.375%, due 06/15/19 . . . . Republic of Argentina 7.625%, due 04/22/46 . . . . Republic of Argentina 7.625%, due 04/22/46 . . . . Republic of Philippines 10.625%, due 03/16/25 . . . Republic of Philippines 10.625%, due 03/16/25 . . . Republic of Philippines 10.625%, due 03/16/25 . . . Republic of Philippines 10.625%, due 03/16/25 . . . Republic of Philippines 10.625%, due 03/16/25 . . . Republic of Philippines 10.625%, due 03/16/25 . . . Republic of Philippines 10.625%, due 03/16/25 . . . Republic of Philippines 10.625%, due 03/16/25 . . . Republic of Philippines 10.625%, due 03/16/25 . . .

Fixed Deal Maturity (Pay) Rate Date

Counterparty

Implied Credit Spread at September 30, 2016(b)

Notional Amount(c)

Upfront Premium Unrealized Market Paid/ Appreciation/ Value (Received) (Depreciation)

(1.000%) 12/20/21 BNP Paribas S.A.

1.648%

USD 2,213,000 $

70,672 $

76,828

(1.000%) 12/20/21 Barclays Bank plc

1.648%

USD

806,000

25,740

28,711

(2,971)

(1.000%) 12/20/21 Barclays Bank plc

1.648%

USD

490,000

15,648

17,802

(2,154)

(1.000%) 12/20/21 Citibank N.A.

1.648%

USD 1,107,000

35,352

41,559

(6,207)

(1.000%) 12/20/21 Citibank N.A.

1.648%

USD 1,107,000

35,352

42,608

(7,256)

(1.000%) 12/20/21 Citibank N.A.

1.648%

USD 1,106,000

35,320

42,570

(7,250)

(1.000%) 12/20/21 Citibank N.A.

1.648%

USD 1,106,000

35,320

42,570

(7,250)

(1.000%) 12/20/21 Citibank N.A.

1.648%

USD

482,000

15,393

17,966

(2,573)

Morgan Stanley Capital (1.000%) 12/20/21 Services, LLC

1.648%

USD 1,156,000

36,917

39,307

(2,390)

Morgan Stanley Capital (1.000%) 12/20/21 Services, LLC

1.648%

USD 1,156,000

36,917

39,033

(2,116)

(1.000%) 12/20/21 BNP Paribas S.A.

0.677%

USD 5,060,000

(82,326)

(78,640)

(3,686)

(1.000%) 12/20/21 Citibank N.A.

1.141%

USD 7,537,000

52,951

73,550

(20,599)

(5.000%) 12/20/21 Bank of America N.A.

3.847%

USD

(19,997)

(17,895)

(2,102)

(5.000%) 12/20/21 Citibank N.A.

3.847%

USD 4,946,250 (266,075) (108,752)

(157,323)

(1.000%) 06/20/21 JPMorgan Chase Bank N.A.

1.056%

USD 2,056,574

5,252

16,638

(11,386)

(1.000%) 06/20/21 JPMorgan Chase Bank N.A.

1.056%

USD

525,930

1,343

2,955

(1,612)

(1.000%) 06/20/21 JPMorgan Chase Bank N.A.

1.056%

USD

144,187

369

898

(529)

(1.000%) 12/20/21 BNP Paribas S.A.

1.162%

USD

559,951

4,502

1,638

2,864

(1.000%) 12/20/21 Bank of America N.A.

1.162%

USD

823,981

7,245

7,245

—

(1.000%) 12/20/21 Barclays Bank plc

1.162%

USD 9,549,961

76,780

37,560

39,220

(1.000%) 12/20/21 Barclays Bank plc

1.162%

USD 2,715,488

21,832

11,940

9,892

(1.000%) 12/20/21 Barclays Bank plc

1.162%

USD 1,513,766

12,170

10,905

1,265

(1.000%) 12/20/21 Barclays Bank plc

1.162%

USD

7,606

3,698

3,908

MSF-56

371,750

946,103

$

(6,156)

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) OTC Credit Default Swaps on Corporate and Sovereign Issues—Buy Protection (a)—(Continued) Fixed Deal Maturity (Pay) Rate Date

Reference Obligation Republic of Philippines 10.625%, due 03/16/25 . . Republic of Philippines 10.625%, due 03/16/25 . . Republic of Philippines 10.625%, due 03/16/25 . . Republic of Philippines 10.625%, due 03/16/25 . . Republic of Philippines 10.625%, due 03/16/25 . . Republic of Philippines 10.625%, due 03/16/25 . . Republic of Philippines 10.625%, due 03/16/25 . . Republic of Philippines 10.625%, due 03/16/25 . . Republic of South Africa 5.500%, due 03/09/20 . . . Republic of South Africa 5.500%, due 03/09/20 . . . Republic of South Africa 5.500%, due 03/09/20 . . . Republic of South Africa 5.500%, due 03/09/20 . . . Republic of South Africa 5.500%, due 03/09/20 . . . Republic of South Africa 5.500%, due 03/09/20 . . . Standard Chartered Bank 0.431%, due 09/04/17 . . . Standard Chartered Bank 0.431%, due 09/04/17 . . . Valero Energy Corp. 8.750%, due 06/15/30 . . .

Implied Credit Spread at September 30, 2016(b)

Counterparty

Notional Amount(c)

Upfront Premium Unrealized Paid/ Appreciation/ (Received) (Depreciation)

Market Value

(1.000%) 12/20/21 Barclays Bank plc

1.162%

USD

756,883 $

6,086 $

2,959

$

3,127

(1.000%) 12/20/21 Barclays Bank plc

1.162%

USD

378,441

3,042

1,479

1,563

(1.000%) 12/20/21 Citibank N.A.

1.162%

USD 2,277,553

17,816

17,816

—

(1.000%) 12/20/21 Citibank N.A.

1.162%

USD 1,096,630

8,817

7,631

1,186

(1.000%) 12/20/21 Citibank N.A.

1.162%

USD

536,624

4,315

1,321

2,994

(1.000%) 12/20/21 JPMorgan Chase Bank N.A.

1.162%

USD 2,135,637

17,171

5,257

11,914

(1.000%) 12/20/21 JPMorgan Chase Bank N.A.

1.162%

USD 1,005,193

8,082

4,420

3,662

(1.000%) 12/20/21 UBS AG

1.162%

USD

934,409

7,512

3,652

3,860

(1.000%) 12/20/21 BNP Paribas S.A.

2.530%

USD 2,045,000

151,036

164,811

(13,775)

(1.000%) 12/20/21 Bank of America N.A.

2.530%

USD 1,965,000

145,128

151,674

(6,546)

(1.000%) 12/20/21 Barclays Bank plc

2.530%

USD 11,830,000

873,719

907,869

(34,150)

(1.000%) 12/20/21 Citibank N.A.

2.530%

USD 4,815,000

355,618

371,659

(16,041)

(1.000%) 12/20/21 Goldman Sachs International

2.530%

USD 1,202,000

88,775

92,245

(3,470)

(1.000%) 12/20/21 JPMorgan Chase Bank N.A.

2.530%

USD 4,990,000

368,543

385,167

(16,624)

(1.000%) 12/20/21 BNP Paribas S.A.

1.207%

EUR 7,293,000

86,785

70,048

16,737

(1.000%) 12/20/21 Citibank N.A. Morgan Stanley Capital (1.000%) 12/20/20 Services, LLC

1.207%

EUR 12,383,000

147,354

137,122

10,232

1.126%

USD 2,145,000

11,025

51,754

(40,729)

Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $1,905,314 $2,323,005

$(417,691)

OTC Credit Default Swaps on Corporate and Sovereign Issues—Sell Protection (d) Implied Credit Spread at September 30, 2016(b)

Upfront Premium Paid/ (Received)

Fixed Deal Receive Rate

Maturity Date

5.000%

12/20/20

BNP Paribas S.A.

2.201%

EUR

21,277

1.000%

06/20/20

Bank of America N.A.

1.240%

USD

3,824,276

1.000%

09/20/20

JPMorgan Chase Bank N.A.

1.305%

USD

3,824,276

(44,757)

(43,741)

(1,016)

Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$(75,140)

$(80,129)

$ 4,989

Reference Obligation Fiat Industrial Finance Europe S.A. 6.250%, due 03/09/18 . . . . . Mexico Government International Bond 5.950%, due 03/19/19 . . . . . . . . Mexico Government International Bond 5.950%, due 03/19/19 . . . . . . . .

Counterparty

MSF-57

Notional Amount(c)

Market Value

$

2,721

(33,104)

$

2,368

(38,756)

Unrealized Appreciation/ (Depreciation)

$

353

5,652

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) OTC Credit Default Swaps on Credit Indices—Buy Protection (a) Fixed Deal Maturity (Pay) Rate Date

Reference Obligation CMBX.NA.AAA.V8 CMBX.NA.AAA.V9 CMBX.NA.BBB.V6 CMBX.NA.BBB.V6

.......... .......... .......... ..........

(0.500%) (0.500%) (3.000%) (3.000%)

CMBX.NA.BBB.V6 . . . . . . . . . .

(3.000%)

Implied Credit Spread at September 30, 2016(b)

Counterparty

10/17/57 09/17/58 05/11/63 05/11/63

Credit Suisse International Goldman Sachs International JPMorgan Chase Bank N.A. JPMorgan Chase Bank N.A. Morgan Stanley Capital 05/11/63 Services, LLC

Notional Amount(c)

Upfront Unrealized Market Premium Appreciation/ Value Paid (Depreciation)

0.000% 0.000% 0.000% 0.000%

USD 990,000 $ 24,085 $ 44,956 USD 3,100,000 113,904 101,090 USD 340,000 30,529 22,466 USD 340,000 30,529 22,466

0.000%

USD

340,000

30,529

$(20,871) 12,814 8,063 8,063

20,627

9,902

Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $229,576 $211,605

$ 17,971

OTC Credit Default Swaps on Credit Indices—Sell Protection (d)

Reference Obligation CMBX.NA.A.V8 . . . . . . . . . . CMBX.NA.AAA.V7 . . . . . . . . CMBX.NA.AM.V4 . . . . . . . . . CMBX.NA.BBB.V6 . . . . . . . . .

Fixed Deal Maturity Receive Rate Date

Morgan Stanley Capital Services, LLC Credit Suisse International Deutsche Bank AG Credit Suisse International

Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $(226,223) $(619,654)

$393,431

(c)

(d)

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. 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. 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. 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.

0.000% 0.000% 0.000% 0.000%

Market Value

$ 24,752 75,481 294,802 (1,604)

(b)

10/17/57 01/17/47 02/17/51 05/11/63

Notional Amount(c)

Upfront Premium Unrealized Paid/ Appreciation/ (Received) (Depreciation)

USD 640,000 $ (49,602) $ (74,354) USD 5,000,000 (80,917) (156,398) USD 2,370,000 (65,175) (359,977) USD 340,000 (30,529) (28,925)

(a)

2.000% 0.500% 0.500% 3.000%

Counterparty

Implied Credit Spread at September 30, 2016(b)

(AUD)— Australian Dollar (BRL)— Brazilian Real (CAD)— Canadian Dollar (CLP)— Chilean Peso (CNY)— Chinese Yuan (COP)— Colombian Peso (EUR)— Euro (GBP)— British Pound (HUF)— Hungarian Forint (IDR)— Indonesian Rupiah (INR)— Indian Rupee (JPY)— Japanese Yen (KRW)— South Korean Won (MXN)— Mexican Peso (MYR)— Malaysian Ringgit (NOK)— Norwegian Krone (NZD)— New Zealand Dollar (RUB)— Russian Ruble (SAR)— Saudi Arabian Riyal (SEK)— Swedish Krona (TRY)— Turkish Lira (TWD)— Taiwanese Dollar (USD)— United States Dollar (ZAR)— South African Rand (CDI)— Brazil Interbank Deposit Rate (CMBX)— Commercial Mortgage-Backed Index (CDX.NA.HY)— Markit North America High Yield CDS Index (CDX.NA.IG)— Markit North America Investment Grade CDS Index (CMBX.NA.A)— Markit North America A Rated CMBS Index (CMBX.NA.AAA)— Markit North America AAA Rated CMBS Index (CMBX.NA.AM)— Markit North America Mezzanine AAA Rated CMBS Index (CMBX.NA.BBB)— Markit North America BBB Rated CMBS Index (ITAXX.XO)— Markit iTraxx Crossover Index (KWCDC)— Korean Certificate of Deposit Rate (LIBOR)— London Interbank Offered Rate (TIIE)— Mexican Interbank Equilibrium Interest Rate

MSF-58

Metropolitan Series Fund BlackRock Bond 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 — —

$2,134,800,219 1,220,008,963

Level 3 $

— —

Total

— — — — — $16,210,430

9,398,432 3,995,874 40,496,515 4,400,000 58,290,821 $4,623,172,781

— — — — — $370,000

9,398,432 3,995,874 40,496,515 4,400,000 58,290,821 $4,639,753,211

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TBA Forward Sales Commitments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$ $

$ (56,289,449) $ (303,477,584)

$ $

$ (56,289,449) $ (303,477,584)

MSF-59

$

Level 2

Total U.S. Treasury & Government Agencies* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Corporate Bonds & Notes* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Asset-Backed Securities Asset-Backed - Credit Card . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Asset-Backed - Home Equity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Asset-Backed - Manufactured Housing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Asset-Backed - Other . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Asset-Backed - Student Loan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Asset-Backed Securities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Mortgage-Backed Securities* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Municipals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Foreign Government* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Preferred Stocks* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Purchased Options Currency Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Forward Volatility Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Interest Rate Swaptions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Options on Exchange-Traded Futures Contracts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Purchased Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Short-Term Investments Certificate of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificates of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

— — — — — — — — — 14,542,009

2,662,575 21,440,690 12,232,097 361,270,662 51,770,425 449,376,449 295,187,321 184,960,252 134,979,205 —

— — — 1,668,421 1,668,421

944,602 342,958 317,689 — 1,605,249

— — — — —

944,602 342,958 317,689 1,668,421 3,273,670

110,770,000 24,714,527 8,479,775 143,964,302

— — — —

110,770,000 24,714,527 8,479,775 143,964,302

— — — —

— —

— — — 370,000 — 370,000 — — — —

$2,134,800,219 1,220,008,963

— —

2,662,575 21,440,690 12,232,097 361,640,662 51,770,425 449,746,449 295,187,321 184,960,252 134,979,205 14,542,009

Metropolitan Series Fund BlackRock Bond Income Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Fair Value Hierarchy—(Continued) Description

Level 1

Forward Contracts Forward Foreign Currency Exchange Contracts (Unrealized Appreciation) . . . . . . . . . . . . . . . . . . . . . Forward Foreign Currency Exchange Contracts (Unrealized Depreciation) . . . . . . . . . . . . . . . . . . . . . Total Forward Contracts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Futures Contracts Futures Contracts (Unrealized Appreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Futures Contracts (Unrealized Depreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Futures Contracts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Written Options Foreign Currency Written Options at Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Options on Exchange-Traded Futures Contracts at Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Written Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Centrally Cleared Swap Contracts Centrally Cleared Swap Contracts (Unrealized Appreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Centrally Cleared Swap Contracts (Unrealized Depreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Centrally Cleared Swap Contracts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . OTC Swap Contracts OTC Swap Contracts at Value (Assets) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . OTC Swap Contracts at Value (Liabilities) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total OTC Swap Contracts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Reverse Repurchase Agreements (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . *

$ $

— — —

$

Level 2 $ $

746,816 (1,516,512) $ (769,696)

$ $

$

$

— (110,081) $ (110,081)

$

$

— — —

$

— — — —

$

$ $ $ $

Level 3

1,497,303 (2,550,292) (1,052,989) — — —

Total

$— — $—

$

$— — $—

$

$

$

(396,862) — (396,862)

$— — $—

$

1,133,603 (6,360,043) (5,226,440)

$— — $—

$

4,124,698 (2,189,448) $ 1,935,250 $(269,043,692)

$— — $— $—

$

$

$

$

1,497,303 (2,550,292) (1,052,989) 746,816 (1,516,512) (769,696) (396,862) (110,081) (506,943) 1,133,603 (6,360,043) (5,226,440)

4,124,698 (2,189,448) $ 1,935,250 $(269,043,692)

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 Asset-Backed Securities Asset-Backed - Other . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Balance as of December 31, 2015

Change in Unrealized Appreciation

$—

$—

MSF-60

Purchases

Balance as of September 30, 2016

Change in Unrealized Appreciation from Investments Still Held at September 30, 2016

$370,000

$370,000

$—

Metropolitan Series Fund BlackRock Capital Appreciation Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—97.3% of Net Assets Security Description Aerospace & Defense—0.9% TransDigm Group, Inc. (a) . . . . . . . . . . . . . . . . . Beverages—5.0% Anheuser-Busch InBev S.A. (ADR) . . . . . . . . . . . . Constellation Brands, Inc. - Class A . . . . . . . . . .

Shares

55,997 $

345,642 256,934

Value

16,189,853

45,420,815 42,776,942

Security Description

Shares

Value

Internet & Direct Marketing Retail—13.1% Amazon.com, Inc. (a) . . . . . . . . . . . . . . . . . . . . Netflix, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Priceline Group, Inc. (The) (a) . . . . . . . . . . . . . . TripAdvisor, Inc. (a) . . . . . . . . . . . . . . . . . . . . .

155,787 $ 130,442,013 454,682 44,808,911 30,703 45,179,157 198,403 12,535,102 232,965,183

88,197,757 Biotechnology—8.0% Alexion Pharmaceuticals, Inc. (a) . . . . . . . . . . . . Biogen, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Regeneron Pharmaceuticals, Inc. (a) . . . . . . . . . . Vertex Pharmaceuticals, Inc. (a) . . . . . . . . . . . . .

473,702 58,142 119,877 207,525

58,047,443 18,200,190 48,192,952 18,098,255 142,538,840

Chemicals—2.1% Ecolab, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Sherwin-Williams Co. (The) . . . . . . . . . . . . . . . .

118,636 85,436

14,440,374 23,636,724 38,077,098

Internet Software & Services—16.1% Alphabet, Inc. - Class A (a) . . . . . . . . . . . . . . . . 171,724 Facebook, Inc. - Class A (a) . . . . . . . . . . . . . . . . 738,195 Tencent Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . 1,985,500

138,076,399 94,688,273 55,014,590 287,779,262

IT Services—10.3% Fiserv, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 129,781 FleetCor Technologies, Inc. (a) . . . . . . . . . . . . . . 241,866 Global Payments, Inc. . . . . . . . . . . . . . . . . . . . . 365,534 Vantiv, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . 281,060 Visa, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . 1,022,890

12,909,316 42,019,380 28,058,390 15,815,246 84,593,003 183,395,335

Diversified Financial Services—2.2% Berkshire Hathaway, Inc. - Class B (a) . . . . . . . .

270,248

Diversified Telecommunication Services—1.5% SBA Communications Corp. - Class A (a) . . . . . . 237,665 Electrical Equipment—1.2% Acuity Brands, Inc. . . . . . . . . . . . . . . . . . . . . . . Equity Real Estate Investment Trusts—0.8% Crown Castle International Corp. . . . . . . . . . . . . Food & Staples Retailing—1.0% Costco Wholesale Corp. . . . . . . . . . . . . . . . . . . Food Products—0.5% Mead Johnson Nutrition Co. . . . . . . . . . . . . . . .

79,004

155,437

39,042,729

26,656,506

20,904,458

14,643,720

Life Sciences Tools & Services—2.3% Illumina, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . .

226,113

41,075,688

Media—0.8% Liberty Global plc - Class A (a) . . . . . . . . . . . . .

413,533

14,134,558

Oil, Gas & Consumable Fuels—3.9% Concho Resources, Inc. (a) . . . . . . . . . . . . . . . . EOG Resources, Inc. . . . . . . . . . . . . . . . . . . . . . Pioneer Natural Resources Co. . . . . . . . . . . . . .

208,947 181,380 128,087

28,698,870 17,541,260 23,779,352 70,019,482

114,033

121,303

Health Care Equipment & Supplies—3.4% Becton Dickinson & Co. . . . . . . . . . . . . . . . . . . 177,189 Boston Scientific Corp. (a) . . . . . . . . . . . . . . . . . 1,000,169 Intuitive Surgical, Inc. (a) . . . . . . . . . . . . . . . . . . 7,869

17,391,173

9,584,150

31,846,179 23,804,022 5,703,687

Pharmaceuticals—1.1% AstraZeneca plc (ADR) (b) . . . . . . . . . . . . . . . . .

613,434

20,157,441

Road & Rail—1.5% Norfolk Southern Corp. . . . . . . . . . . . . . . . . . . .

280,878

27,262,019

Semiconductors & Semiconductor Equipment—2.4% ASML Holding NV (b) . . . . . . . . . . . . . . . . . . . . 175,599 Broadcom, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . 134,417

19,242,138 23,189,621

61,353,888 Health Care Providers & Services—4.1% UnitedHealth Group, Inc. . . . . . . . . . . . . . . . . .

524,884

73,483,760

Hotels, Restaurants & Leisure—2.4% Chipotle Mexican Grill, Inc. (a) (b) . . . . . . . . . . . Domino’s Pizza, Inc. . . . . . . . . . . . . . . . . . . . . . Starbucks Corp. . . . . . . . . . . . . . . . . . . . . . . . .

42,968 99,800 169,120

18,196,948 15,154,630 9,156,157

Industrial Conglomerates—1.1% Roper Technologies, Inc. . . . . . . . . . . . . . . . . . .

107,324

42,431,759 Software—6.7% Activision Blizzard, Inc. . . . . . . . . . . . . . . . . . . Microsoft Corp. . . . . . . . . . . . . . . . . . . . . . . . . Salesforce.com, Inc. (a) . . . . . . . . . . . . . . . . . . .

956,411 921,498 330,626

42,369,007 53,078,285 23,583,553 119,030,845

42,507,735

Specialty Retail—2.4% Home Depot, Inc. (The) . . . . . . . . . . . . . . . . . . .

325,115

41,835,798

19,583,410

Technology Hardware, Storage & Peripherals—0.8% Apple, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 131,770

14,896,599

MSF-61

Metropolitan Series Fund BlackRock Capital Appreciation Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued)

Security Description Textiles, Apparel & Luxury Goods—1.7% NIKE, Inc. - Class B . . . . . . . . . . . . . . . . . . . .

Shares/ Principal Amount*

588,685 $

Total Common Stocks (Cost $1,423,101,970) . . . . . . . . . . . . . . .

Value

Security Description

30,994,265 1,736,133,311

Preferred Stock—0.8% Software—0.8% Palantir Technologies, Inc. - Series I (a) (c) (d) (Cost $15,555,194) . . . . . . . . . . . . . . . . .

2,537,552

13,372,899

Short-Term Investment—1.8% Repurchase Agreement—1.8% Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $32,512,258 on 10/03/16, collateralized by $30,925,000 U.S. Treasury Note at 2.625% due 11/15/20 with a value of $33,167,063. . . . . . . . . . . . . . . . . . . . . . . 32,512,177

32,512,177

Total Short-Term Investments (Cost $32,512,177) . . . . . . . . . . . . . . . . .

32,512,177

Securities Lending Reinvestments (e)—0.7% Repurchase Agreements—0.7% 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. . . . . 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. . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . .

300,000

300,000

300,000

300,000

Repurchase Agreements—(Continued) 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. . . . . . . . . . . . . . Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $2,100,153 on 10/03/16, collateralized by $2,004,826 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 $2,142,896. . . . . . . . . . . . . . Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $154,411 on 10/03/16, collateralized by $127,567 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 $157,493. . . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . . Nomura Securities 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. . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

2,000,000 $

2,000,000

2,100,000

2,100,000

154,405

154,405

2,000,000

2,000,000

2,000,000

2,000,000

2,000,000

2,000,000 12,854,405

2,000,000

2,000,000

Time Deposits—0.0% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . .

MSF-62

33,086

33,086

85,310

85,310

Metropolitan Series Fund BlackRock Capital Appreciation Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (e)—(Continued) Security Description Time Deposits—(Continued) Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . .

Principal Amount*

87,949

(d) Value

$

87,949 206,345

Total Securities Lending Reinvestments (Cost $13,060,750) . . . . . . . . . . . . . . . . . . .

13,060,750

Total Investments—100.6% (Cost $1,484,230,091) (f) . . . . . . . . . . . . . . . Other assets and liabilities (net)—(0.6)% . . . . . . .

1,795,079,137 (9,925,952)

Net Assets—100.0% . . . . . . . . . . . . . . . . . .

$1,785,153,185

* (a) (b)

(c)

Principal amount stated in U.S. dollars unless otherwise noted. Non-income producing security. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $12,723,220 and the collateral received consisted of cash in the amount of $13,060,750. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. Security was valued in good faith under procedures approved by the Board of Trustees. As of September 30, 2016, these securities represent 0.7% of net assets.

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 $13,372,899, which is 0.7% of net assets. See details shown in the Restricted Securities table that follows. (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 $1,484,230,091. The aggregate unrealized appreciation and depreciation of investments were $323,105,200 and $(12,256,154), respectively, resulting in net unrealized appreciation of $310,849,046. (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.

Restricted Securities Palantir Technologies, Inc. - Series I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Acquisition Date

Shares

Cost

Value

02/07/14

2,537,552

$15,555,194

$13,372,899

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.

MSF-63

Metropolitan Series Fund BlackRock Capital Appreciation 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 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Beverages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Biotechnology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chemicals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Diversified Financial Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Diversified Telecommunication Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Electrical Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Equity Real Estate Investment Trusts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Food & Staples Retailing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Food Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Equipment & Supplies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Providers & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hotels, Restaurants & Leisure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Industrial Conglomerates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Internet & Direct Marketing Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Internet Software & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IT Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Life Sciences Tools & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Oil, Gas & Consumable Fuels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmaceuticals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Road & Rail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Semiconductors & Semiconductor Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Software . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Specialty Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Technology Hardware, Storage & Peripherals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Textiles, Apparel & Luxury Goods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Preferred Stock* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

— — — $1,681,118,721

12,854,405 206,345 13,060,750 $100,587,517

— — — $13,372,899

12,854,405 206,345 13,060,750 $1,795,079,137

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$

$ (13,060,750)

$

$

*

$

16,189,853 88,197,757 142,538,840 38,077,098 39,042,729 26,656,506 20,904,458 14,643,720 17,391,173 9,584,150 61,353,888 73,483,760 42,507,735 19,583,410 232,965,183 232,764,672 183,395,335 41,075,688 14,134,558 70,019,482 20,157,441 27,262,019 42,431,759 119,030,845 41,835,798 14,896,599 30,994,265 1,681,118,721 — —

—

$

— — — — — — — — — — — — — — — 55,014,590 — — — — — — — — — — — 55,014,590 — 32,512,177

$

— — — — — — — — — — — — — — — — — — — — — — — — — — — — 13,372,899 —

—

$

16,189,853 88,197,757 142,538,840 38,077,098 39,042,729 26,656,506 20,904,458 14,643,720 17,391,173 9,584,150 61,353,888 73,483,760 42,507,735 19,583,410 232,965,183 287,779,262 183,395,335 41,075,688 14,134,558 70,019,482 20,157,441 27,262,019 42,431,759 119,030,845 41,835,798 14,896,599 30,994,265 1,736,133,311 13,372,899 32,512,177

(13,060,750)

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 Preferred Stock Software . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Balance as of December 31, 2015

Change in Unrealized Depreciation

Balance as of September 30, 2016

Change in Unrealized Depreciation from Investments Still Held at September 30, 2016

$19,539,151

$(6,166,252)

$13,372,899

$(6,166,252)

MSF-64

Metropolitan Series Fund BlackRock Large Cap Value Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—98.9% of Net Assets Security Description Aerospace & Defense—1.5% BE Aerospace, Inc. . . . . . . . . . . . . . . . . . . . . . . Boeing Co. (The) . . . . . . . . . . . . . . . . . . . . . . . Huntington Ingalls Industries, Inc. . . . . . . . . . . . . Northrop Grumman Corp. . . . . . . . . . . . . . . . . . Raytheon Co. . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

72,670 $ 79,890 31,930 5,510 8,605

Value

Security Description

Shares

3,754,132 10,524,709 4,898,701 1,178,864 1,171,399

Containers & Packaging—0.8% Avery Dennison Corp. . . . . . . . . . . . . . . . . . . . Bemis Co., Inc. . . . . . . . . . . . . . . . . . . . . . . . . Crown Holdings, Inc. (b) . . . . . . . . . . . . . . . . . . Graphic Packaging Holding Co. . . . . . . . . . . . . Sealed Air Corp. . . . . . . . . . . . . . . . . . . . . . . .

35,020 $ 90,710 55,170 116,020 6,450

21,527,805 Airlines—0.6% American Airlines Group, Inc. . . . . . . . . . . . . . .

244,220

8,940,894

Auto Components—1.2% Lear Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Magna International, Inc. . . . . . . . . . . . . . . . . .

137,460 38,180

16,662,901 1,639,831

Value

2,724,206 4,627,117 3,149,655 1,623,120 295,539 12,419,637

Diversified Telecommunication Services—2.6% Verizon Communications, Inc. . . . . . . . . . . . . . . 747,750

38,868,045

Electric Utilities—2.9% Exelon Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 1,281,910

42,674,784

18,302,732

Energy Equipment & Services—0.9% Superior Energy Services, Inc. . . . . . . . . . . . . . .

759,629

13,597,359

Automobiles—0.2% Thor Industries, Inc. . . . . . . . . . . . . . . . . . . . . .

36,336

3,077,659

Equity Real Estate Investment Trusts—0.3% Brixmor Property Group, Inc. . . . . . . . . . . . . . . .

160,540

4,461,407

Banks—12.8% Bank of America Corp. . . . . . . . . . . . . . . . . . . . Citigroup, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase & Co. . . . . . . . . . . . . . . . . . . KeyCorp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Regions Financial Corp. . . . . . . . . . . . . . . . . . .

1,492,050 1,552,931 1,091,077 772,800 1,077,221

23,350,583 73,344,931 72,654,817 9,404,976 10,632,171

Food & Staples Retailing—2.5% CVS Health Corp. . . . . . . . . . . . . . . . . . . . . . . Kroger Co. (The) . . . . . . . . . . . . . . . . . . . . . . . Walgreens Boots Alliance, Inc. . . . . . . . . . . . . .

29,180 730,444 162,540

2,596,728 21,679,578 13,103,975

189,387,478 Biotechnology—2.5% Gilead Sciences, Inc. . . . . . . . . . . . . . . . . . . . .

466,810

36,934,007

Capital Markets—2.1% Ameriprise Financial, Inc. . . . . . . . . . . . . . . . . . Morgan Stanley . . . . . . . . . . . . . . . . . . . . . . . . Nasdaq, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . .

32,760 339,560 254,435

3,268,465 10,886,294 17,184,540

37,380,281 Food Products—0.3% Mondelez International, Inc. - Class A . . . . . . . .

114,680

5,034,452

Health Care Equipment & Supplies—5.7% Baxter International, Inc. . . . . . . . . . . . . . . . . . . Medtronic plc . . . . . . . . . . . . . . . . . . . . . . . . . Zimmer Biomet Holdings, Inc. . . . . . . . . . . . . . .

798,660 195,580 224,130

38,016,216 16,898,112 29,141,383 84,055,711

31,339,299 Chemicals—0.6% Akzo Nobel NV (ADR) . . . . . . . . . . . . . . . . . . . Ashland Global Holdings, Inc. . . . . . . . . . . . . . .

267,271 18,260

6,037,652 2,117,247 8,154,899

Communications Equipment—5.8% Cisco Systems, Inc. . . . . . . . . . . . . . . . . . . . . . . 2,337,120 Nokia Oyj (ADR) (a) . . . . . . . . . . . . . . . . . . . . . 1,338,760 Telefonaktiebolaget LM Ericsson (ADR) . . . . . . . . 602,106

Hotels, Restaurants & Leisure—0.1% Darden Restaurants, Inc. . . . . . . . . . . . . . . . . . .

12,120

743,198

Household Durables—1.2% Newell Brands, Inc. . . . . . . . . . . . . . . . . . . . . . Tupperware Brands Corp. . . . . . . . . . . . . . . . . .

290,920 28,030

15,319,847 1,832,321 17,152,168

74,133,447 7,751,420 4,341,184 86,226,051

Independent Power and Renewable Electricity Producers—4.0% AES Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,426,480 44,030,268 Dynegy, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . 1,236,690 15,322,589 59,352,857

Construction & Engineering—0.4% AECOM (b) . . . . . . . . . . . . . . . . . . . . . . . . . . .

185,890

Consumer Finance—7.5% Capital One Financial Corp. . . . . . . . . . . . . . . . 583,870 Discover Financial Services . . . . . . . . . . . . . . . . 982,800 SLM Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . . 1,807,860

5,526,510

41,939,382 55,577,340 13,504,714 111,021,436

Industrial Conglomerates—0.3% Honeywell International, Inc. . . . . . . . . . . . . . . .

37,790

4,405,936

Insurance—3.9% Genworth Financial, Inc. - Class A (b) . . . . . . . . 1,261,190 Hartford Financial Services Group, Inc. (The) . . . 337,940 Lincoln National Corp. . . . . . . . . . . . . . . . . . . . 231,860

6,255,502 14,470,591 10,892,783

MSF-65

Metropolitan Series Fund BlackRock Large Cap Value Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Shares/ Principal Amount*

Security Description

Shares

Value

Security Description

Insurance—(Continued) Prudential Financial, Inc. . . . . . . . . . . . . . . . . . . XL Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . .

193,910 $ 281,650

15,832,751 9,471,890

Semiconductors & Semiconductor Equipment—5.6% Lam Research Corp. . . . . . . . . . . . . . . . . . . . . . 1,790 $ QUALCOMM, Inc. . . . . . . . . . . . . . . . . . . . . . . 1,145,270 Teradyne, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 200,208

56,923,517 IT Services—0.4% Fidelity National Information Services, Inc. . . . . . First Data Corp. - Class A (b) . . . . . . . . . . . . . . . Total System Services, Inc. . . . . . . . . . . . . . . . . .

Value

169,531 78,450,995 4,320,489 82,941,015

1,564,479 2,097,178 2,600,322

Software—0.1% Oracle Corp. . . . . . . . . . . . . . . . . . . . . . . . . . .

36,060

1,416,437

6,261,979

Specialty Retail—0.3% GNC Holdings, Inc. - Class A . . . . . . . . . . . . . .

247,660

5,057,217

17,077,906 7,550,277 5,411,950 15,261,092

Technology Hardware, Storage & Peripherals—1.3% Apple, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 164,210

18,563,941

45,301,225

Thrifts & Mortgage Finance—0.7% New York Community Bancorp, Inc. . . . . . . . . .

752,680

10,710,636

104,210

7,506,246

Trading Companies & Distributors—0.0% Air Lease Corp. . . . . . . . . . . . . . . . . . . . . . . . .

5,260

150,331

Mortgage Real Estate Investment Trusts—0.9% Starwood Property Trust, Inc. . . . . . . . . . . . . . . . 588,490

13,252,795

Wireless Telecommunication Services—1.6% Telephone & Data Systems, Inc. . . . . . . . . . . . . . 782,496 United States Cellular Corp. (b) . . . . . . . . . . . . . 75,430

21,268,241 2,741,126

Media—3.1% Comcast Corp. - Class A . . . . . . . . . . . . . . . . . . Interpublic Group of Cos., Inc. (The) . . . . . . . . . . Omnicom Group, Inc. . . . . . . . . . . . . . . . . . . . . Scripps Networks Interactive, Inc. - Class A . . . . .

Metals & Mining—0.5% Reliance Steel & Aluminum Co. . . . . . . . . . . . . .

Multiline Retail—0.4% Dollar General Corp. . . . . . . . . . . . . . . . . . . . .

20,310 159,360 55,150

257,430 337,820 63,670 240,370

80,590

Oil, Gas & Consumable Fuels—14.3% Apache Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 1,003,420 Devon Energy Corp. . . . . . . . . . . . . . . . . . . . . . 1,112,840 Gulfport Energy Corp. (b) . . . . . . . . . . . . . . . . . 841,850 Marathon Oil Corp. . . . . . . . . . . . . . . . . . . . . . 2,446,960 Marathon Petroleum Corp. . . . . . . . . . . . . . . . . 283,112 Parsley Energy, Inc. - Class A (b) . . . . . . . . . . . . 273,790 Suncor Energy, Inc. . . . . . . . . . . . . . . . . . . . . . 54,300 Valero Energy Corp. . . . . . . . . . . . . . . . . . . . . . 242,620

24,009,367

5,640,494

64,088,435 49,087,372 23,782,263 38,686,438 11,491,516 9,174,703 1,508,454 12,858,860

Total Common Stocks (Cost $1,325,433,178) . . . . . . . . . . . . . . . .

1,462,238,475

Convertible Preferred Stock—0.5% Food Products—0.5% Tyson Foods, Inc. 4.750%, 07/15/17 (Cost $4,431,350) . . . . . . . . . . . . . . . . . . . .

88,627

7,255,006

Repurchase Agreement—0.6% Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $9,150,040 on 10/03/16, collateralized by $9,200,000 U.S. Treasury Note at 1.375% due 01/31/21 with a value of $9,338,000. . . . . . . . . . . . . . 9,150,017

9,150,017

Total Short-Term Investments (Cost $9,150,017) . . . . . . . . . . . . . . . . . . . .

9,150,017

210,678,041 Personal Products—0.2% Unilever NV (a) . . . . . . . . . . . . . . . . . . . . . . . .

Short-Term Investment—0.6% 56,930

2,624,473

Pharmaceuticals—6.2% Merck & Co., Inc. . . . . . . . . . . . . . . . . . . . . . . 541,980 Pfizer, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,716,915

33,824,972 58,151,911 91,976,883

Professional Services—2.5% Dun & Bradstreet Corp. (The) . . . . . . . . . . . . . . . Nielsen Holdings plc . . . . . . . . . . . . . . . . . . . .

10,910 675,560

1,490,524 36,189,749 37,680,273

Road & Rail—0.1% CSX Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Norfolk Southern Corp. . . . . . . . . . . . . . . . . . . .

Securities Lending Reinvestments (c)—0.4% 26,160 1,660

797,880 161,120 959,000

Certificate of Deposit—0.0% Standard Chartered Bank New York 0.910%, 12/16/16 . . . . . . . . . . . . . . . . . .

MSF-66

15,000

15,001

Metropolitan Series Fund BlackRock Large Cap Value Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (c)—(Continued) Security Description Repurchase Agreements—0.4% 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. . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . Deutsche Bank Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $750,031, on 10/03/16, collateralized by $729,144 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $765,000. . . . . . . . . . . . . . . . . . . HSBC Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $900,034, on 10/03/16, collateralized by $709,920 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $918,013. . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $401,873 on 10/03/16, collateralized by $332,008 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 $409,894. . . . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . .

Principal Amount*

500,000

500,000

Value

$

Security Description

500,000

500,000

Repurchase Agreements—(Continued) Nomura Securities Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $700,030 on 10/03/16, collateralized by $988,313 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 $714,000. . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . . . .

Principal Amount*

700,000

700,000

Value

$

700,000

700,000 5,251,857

750,000

750,000

Time Deposits—0.0% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . . Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . . Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . .

35,624

35,624

100,000

100,000

100,000

100,000 235,624

900,000

900,000

Total Securities Lending Reinvestments (Cost $5,502,481) . . . . . . . . . . . . . . . . . . . . Total Investments—100.4% (Cost $1,344,517,026) (d) . . . . . . . . . . . . . . Other assets and liabilities (net)—(0.4)% . . . . . . . . . . . . . . . . . . . . . . . . Net Assets—100.0% . . . . . . . . . . . . . . . . . .

400,000

5,502,482 1,484,145,980 (5,946,172) $1,478,199,808

400,000 * (a)

401,857

401,857

400,000

400,000

Principal amount stated in U.S. dollars unless otherwise noted. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $5,362,687 and the collateral received consisted of cash in the amount of $5,502,481. 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 $1,344,517,026. The aggregate unrealized appreciation and depreciation of investments were $198,358,217 and $(58,729,263), respectively, resulting in net unrealized appreciation of $139,628,954. (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.

MSF-67

Metropolitan Series Fund BlackRock Large 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* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Convertible Preferred Stock* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificate of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$1,462,238,475 7,255,006 —

$

— — 9,150,017

$— — —

$1,462,238,475 7,255,006 9,150,017

— — — — $1,469,493,481

15,001 5,251,857 235,624 5,502,482 $14,652,499

— — — — $—

15,001 5,251,857 235,624 5,502,482 $1,484,145,980

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$

$ (5,502,481)

$—

$

*

See Schedule of Investments for additional detailed categorizations.

MSF-68

—

(5,502,481)

Metropolitan Series Fund BlackRock Ultra-Short Term Bond Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Short-Term Investments—100.0% of Net Assets Security Description Certificate of Deposit—27.7% Bank of Montreal (Chicago) 0.690%, 10/05/16 . . . . . . . . . . . . . . . . . 0.930%, 12/14/16 . . . . . . . . . . . . . . . . . Bank of Nova Scotia (Houston) 0.936%, 01/03/17 (a) . . . . . . . . . . . . . . . 1.067%, 04/12/17 (a) . . . . . . . . . . . . . . . Canadian Imperial Bank of Commerce (NY) 1.155%, 12/05/16 (a) . . . . . . . . . . . . . . . Citibank N.A. (NY) 0.800%, 11/01/16 . . . . . . . . . . . . . . . . . Credit Industriel et Commercial (NY) 0.900%, 10/28/16 . . . . . . . . . . . . . . . . . 0.970%, 11/03/16 . . . . . . . . . . . . . . . . . 1.250%, 02/01/17 . . . . . . . . . . . . . . . . . DNB Bank ASA 1.088%, 02/13/17 (a) . . . . . . . . . . . . . . . Mitsubishi UFJ Trust & Banking Corp. (NY) 1.254%, 04/03/17 (a) . . . . . . . . . . . . . . . Mizuho Bank, Ltd. (NY) 1.177%, 01/13/17 (a) . . . . . . . . . . . . . . . 1.239%, 03/24/17 (a) . . . . . . . . . . . . . . . 1.268%, 03/13/17 (a) . . . . . . . . . . . . . . . Norinchukin Bank (NY) 0.900%, 11/16/16 . . . . . . . . . . . . . . . . . 0.950%, 12/20/16 . . . . . . . . . . . . . . . . . 1.256%, 03/21/17 (a) . . . . . . . . . . . . . . . Royal Bank of Canada (NY) 0.923%, 10/14/16 (a) . . . . . . . . . . . . . . . Skandinaviska Enskilda Banken AB (NY) 1.118%, 02/10/17 (a) . . . . . . . . . . . . . . . State Street Bank & Trust Co. 1.125%, 03/10/17 (a) . . . . . . . . . . . . . . . Sumitomo Mitsui Banking Corp. (NY) 0.750%, 10/17/16 . . . . . . . . . . . . . . . . . Sumitomo Mitsui Trust Bank, Ltd. (NY) 1.251%, 02/17/17 (a) . . . . . . . . . . . . . . . Svenska Handelsbanken, Inc. 0.650%, 10/11/16 . . . . . . . . . . . . . . . . . UBS AG (Stamford) 1.050%, 01/11/17 . . . . . . . . . . . . . . . . . Wells Fargo Bank N.A. 0.929%, 10/13/16 (a) . . . . . . . . . . . . . . . 1.060%, 02/01/17 . . . . . . . . . . . . . . . . . Westpac Banking Corp. (NY) 1.148%, 02/06/17 (a) . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

20,000,000 $ 14,500,000

20,000,756 14,505,268

10,000,000 5,000,000

10,003,900 5,002,155

8,850,000

8,858,009

10,000,000

10,003,647

8,000,000 11,000,000 5,000,000

8,002,720 11,005,007 5,005,684

15,000,000

15,000,000

8,000,000

8,000,000

10,000,000 12,000,000 8,000,000

10,010,120 12,000,000 8,000,000

10,000,000 10,000,000 5,400,000

10,004,310 10,003,410 5,403,683

5,000,000

5,000,955

12,000,000

12,007,896

11,000,000

11,003,300

22,000,000

22,003,327

10,000,000

10,004,970

22,000,000

22,001,320

8,000,000

8,002,712

8,000,000 7,000,000

8,001,448 7,003,087

4,000,000

4,003,656 279,841,340

Commercial Paper—52.4% Alpine Securitization, Ltd. 0.706%, 10/17/16 (b) . . . . . . . . . . . . . . . 0.826%, 11/01/16 (b) . . . . . . . . . . . . . . . Antalis S.A. 0.365%, 10/05/16 (b) . . . . . . . . . . . . . . . 0.908%, 10/21/16 (b) . . . . . . . . . . . . . . .

15,000,000 20,000,000

14,996,388 19,989,671

20,000,000 11,000,000

19,998,750 10,996,599

Commercial Paper—(Continued) BNP Paribas Fortis S.A. (NY) 0.189%, 10/03/16 (b) . . . . . . . . . . . . . . . 0.490%, 10/06/16 (b) . . . . . . . . . . . . . . . BNP Paribas New York 0.441%, 10/04/16 (b) . . . . . . . . . . . . . . . BNZ International Funding, Ltd. 1.000%, 11/18/16 (b) . . . . . . . . . . . . . . . BPCE S.A. 0.914%, 11/01/16 (b) . . . . . . . . . . . . . . . Caisse Damortissement de la Dette Sociale 0.426%, 10/03/16 (b) . . . . . . . . . . . . . . . Chariot Funding LLC 0.908%, 10/05/16 (b) . . . . . . . . . . . . . . . Collateralized Commercial Paper Co. LLC 0.490%, 10/06/16 (b) . . . . . . . . . . . . . . . 0.664%, 10/11/16 (b) . . . . . . . . . . . . . . . Collateralized Commercial Paper II Co. LLC 0.805%, 10/31/16 (b) . . . . . . . . . . . . . . . Commonwealth Bank of Australia 1.134%, 03/29/17 (144A) (b) . . . . . . . . . DBS Bank, Ltd. 0.761%, 11/07/16 (b) . . . . . . . . . . . . . . . Gotham Funding Corp. 0.795%, 11/16/16 (b) . . . . . . . . . . . . . . . 1.032%, 12/12/16 (b) . . . . . . . . . . . . . . . Jupiter Securitization Co. LLC 0.930%, 10/28/16 (b) . . . . . . . . . . . . . . . La Caisse Centrale Desjardins du Quebec 0.471%, 10/14/16 (b) . . . . . . . . . . . . . . . LMA Americas LLC 0.988%, 11/07/16 (b) . . . . . . . . . . . . . . . 1.039%, 12/01/16 (b) . . . . . . . . . . . . . . . Manhattan Asset Funding Co. LLC 0.934%, 11/16/16 (b) . . . . . . . . . . . . . . . Matchpoint Finance plc 1.357%, 02/22/17 (b) . . . . . . . . . . . . . . . Mont Blanc Capital Corp. 0.973%, 12/19/16 (b) . . . . . . . . . . . . . . . National Australia Bank, Ltd. 0.934%, 11/01/16 (144A) (b) . . . . . . . . . 0.935%, 11/02/16 (144A) (b) . . . . . . . . . Nieuw Amsterdam Receivables Corp. 0.921%, 12/07/16 (b) . . . . . . . . . . . . . . . NRW Bank 0.546%, 10/14/16 (b) . . . . . . . . . . . . . . . 0.684%, 10/20/16 (b) . . . . . . . . . . . . . . . Regency Market No. 1 LLC 0.603%, 10/14/16 (b) . . . . . . . . . . . . . . . 0.634%, 10/26/16 (b) . . . . . . . . . . . . . . . Starbird Funding Corp. 0.924%, 11/01/16 (b) . . . . . . . . . . . . . . . 1.357%, 03/02/17 (b) . . . . . . . . . . . . . . . Sumitomo Mitsui Trust Bank, Ltd. 0.473%, 10/03/16 (b) . . . . . . . . . . . . . . . 1.414%, 01/27/17 (b) . . . . . . . . . . . . . . .

MSF-69

Principal Amount*

3,872,000 $ 15,000,000

Value

3,871,883 14,999,055

5,000,000

4,999,795

11,300,000

11,305,108

10,000,000

9,995,653

20,000,000

19,999,118

6,000,000

6,000,474

10,000,000 20,000,000

9,999,242 19,997,067

12,000,000

11,994,058

10,000,000

10,000,000

10,000,000

9,995,239

10,000,000 15,000,000

9,991,344 14,974,815

10,000,000

9,995,637

9,000,000

8,998,512

9,000,000 10,000,000

8,994,176 9,986,877

13,000,000

12,988,747

7,000,000

6,969,353

20,000,000

19,961,333

6,000,000 5,000,000

5,997,771 4,998,070

10,000,000

9,984,927

11,000,000 28,000,000

10,997,793 27,991,631

20,000,000 10,000,000

19,996,150 9,996,013

15,000,000 6,000,000

14,992,253 5,971,542

20,000,000 6,000,000

19,999,393 5,980,008

Metropolitan Series Fund BlackRock Ultra-Short Term Bond Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Short-Term Investments—(Continued) Security Description Commercial Paper—(Continued) United Overseas Bank, Ltd. 0.585%, 10/26/16 (b) . . . . . . . . . . . . . . 0.848%, 11/28/16 (b) . . . . . . . . . . . . . . Versailles Commercial Paper LLC 0.716%, 10/17/16 (b) . . . . . . . . . . . . . . 0.963%, 11/15/16 (b) . . . . . . . . . . . . . . Victory Receivables Corp. 1.003%, 12/15/16 (b) . . . . . . . . . . . . . . 1.032%, 12/12/16 (b) . . . . . . . . . . . . . . Westpac Securities NZ, Ltd. 1.286%, 02/28/17 (b) . . . . . . . . . . . . . .

Principal Amount*

Principal Amount*

Value

Security Description

15,000,000 $ 10,000,000

14,995,331 9,991,543

U.S. Treasury—1.4% U.S. Treasury Floating Rate Notes 0.303%, 10/31/16 (a) . . . . . . . . . . . . . . . 11,760,000 $ 0.418%, 10/31/17 (a) . . . . . . . . . . . . . . . 2,371,000

15,000,000 15,000,000

14,996,388 14,987,408

13,150,000 17,000,000

13,126,514 16,971,457

5,000,000

4,975,400 528,948,486

Repurchase Agreements—18.5% Bank of America Corp. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $87,003,480 on 10/03/16, collateralized by $84,285,900 U.S. Treasury Inflation Indexed Note at 0.125% due 04/15/18 with a value of $85,203,773. . . . . . . . . . . 87,000,000 JPMorgan Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $100,004,333 on 10/03/16, collateralized by $273,166,929 U.S. Government Agency Obligations with rates ranging from 1.875% - 3.500%, maturity dates ranging from 04/20/38 08/20/46, with a value of $101,572,595. . . . . . . . . . . . . . . . . . . . . 100,000,000

11,760,376 2,373,279 14,133,655

Total Short-Term Investments (Cost $1,009,725,263) . . . . . . . . . . . . . . .

1,009,923,481

Total Investments—100.0% (Cost $1,009,725,263) (c) . . . . . . . . . . . . . Other assets and liabilities (net)—0.0% . . . . . .

1,009,923,481 (120,087)

Net Assets—100.0% . . . . . . . . . . . . . . . . .

$1,009,803,394

* (a)

87,000,000

Value

Principal amount stated in U.S. dollars unless otherwise noted. 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) As of September 30, 2016, the aggregate cost of investments was $1,009,725,263. The aggregate unrealized appreciation and depreciation of investments were $198,707 and $(489), respectively, resulting in net unrealized appreciation of $198,218. (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 $20,995,841, which is 2.1% of net assets.

100,000,000 187,000,000

MSF-70

Metropolitan Series Fund BlackRock Ultra-Short Term 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 Short-Term Investments Certificate of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-71

Level 1

Level 2

Level 3

Total

$— — — — — $—

$ 279,841,340 528,948,486 187,000,000 14,133,655 1,009,923,481 $1,009,923,481

$— — — — — $—

$ 279,841,340 528,948,486 187,000,000 14,133,655 1,009,923,481 $1,009,923,481

Metropolitan Series Fund Frontier Mid Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—97.7% of Net Assets Security Description

Shares

Airlines—0.6% United Continental Holdings, Inc. (a) . . . . . . . . . . . 138,868 $ Banks—0.9% Signature Bank (a) . . . . . . . . . . . . . . . . . . . . . . . .

86,799

Beverages—1.6% Brown-Forman Corp. - Class B . . . . . . . . . . . . . . . 142,942 Monster Beverage Corp. (a) . . . . . . . . . . . . . . . . . 80,500

Value

Security Description

7,286,404

Shares

Electronic Equipment, Instruments & Components—1.7% Amphenol Corp. - Class A . . . . . . . . . . . . . . . . . . 156,809 $ Universal Display Corp. (a) . . . . . . . . . . . . . . . . . 175,012

Food Products—1.1% Blue Buffalo Pet Products, Inc. (a) . . . . . . . . . . . . . 269,448 Mead Johnson Nutrition Co. . . . . . . . . . . . . . . . . . 71,644

6,503,732 13,158,749 19,324,453 38,986,934

Building Products—1.1% A.O. Smith Corp. . . . . . . . . . . . . . . . . . . . . . . . . 124,689

12,318,026

Capital Markets—5.0% E*Trade Financial Corp. (a) . . . . . . . . . . . . . . . . . Moody’s Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Nasdaq, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Raymond James Financial, Inc. . . . . . . . . . . . . . . . WisdomTree Investments, Inc. (b) . . . . . . . . . . . . .

7,466,222 9,510,232 18,291,791 16,648,584 5,152,255

256,395 87,830 270,829 286,009 500,705

57,069,084 Chemicals—1.6% Sherwin-Williams Co. (The) . . . . . . . . . . . . . . . . .

67,904

18,786,321

6,402,085 5,660,592 12,062,677

18,599,373 Biotechnology—3.4% Alkermes plc (a) . . . . . . . . . . . . . . . . . . . . . . . . . 138,289 BioMarin Pharmaceutical, Inc. (a) . . . . . . . . . . . . . 142,226 Incyte Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 204,947

10,180,040 9,714,916 19,894,956

10,281,342

6,781,168 11,818,205

Value

Health Care Equipment & Supplies—9.2% Align Technology, Inc. (a) . . . . . . . . . . . . . . . . . . C.R. Bard, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Cooper Cos., Inc. (The) . . . . . . . . . . . . . . . . . . . . DexCom, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Edwards Lifesciences Corp. (a) . . . . . . . . . . . . . . . STERIS plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Teleflex, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

117,405 98,129 151,619 73,198 110,784 241,742 52,060

11,006,719 22,008,372 27,179,222 6,416,537 13,356,119 17,671,340 8,748,683 106,386,992

Health Care Providers & Services—0.5% Universal Health Services, Inc. - Class B . . . . . . . . .

47,916

5,904,210

Health Care Technology—0.7% Cerner Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 127,738

7,887,822

Hotels, Restaurants & Leisure—3.2% Aramark . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 682,542 MGM Resorts International (a) . . . . . . . . . . . . . . . 183,540 Royal Caribbean Cruises, Ltd. . . . . . . . . . . . . . . . 80,164

25,957,072 4,777,546 6,008,292 36,742,910

Commercial Services & Supplies—4.8% Cintas Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223,465 KAR Auction Services, Inc. . . . . . . . . . . . . . . . . . . 264,328 Waste Connections, Inc. . . . . . . . . . . . . . . . . . . . 253,808

Construction Materials—2.4% Eagle Materials, Inc. . . . . . . . . . . . . . . . . . . . . . . 208,215 Martin Marietta Materials, Inc. . . . . . . . . . . . . . . . 66,655

25,162,159 11,408,396 18,959,458

Household Durables—0.8% Harman International Industries, Inc. . . . . . . . . . . . 108,781

55,530,013

Industrial Conglomerates—1.0% Roper Technologies, Inc. . . . . . . . . . . . . . . . . . . .

63,510

11,588,670

16,095,020 11,938,577

Insurance—3.0% Aon plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221,682 Willis Towers Watson plc . . . . . . . . . . . . . . . . . . . 75,100

24,937,008 9,971,027

28,033,597 Containers & Packaging—1.0% Berry Plastics Group, Inc. (a) . . . . . . . . . . . . . . . . 256,429

11,244,412

Distributors—1.5% LKQ Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 467,358

16,572,515

Diversified Consumer Services—0.8% Bright Horizons Family Solutions, Inc. (a) . . . . . . . . 133,235

8,912,089

Diversified Telecommunication Services—1.9% Cogent Communications Holdings, Inc. . . . . . . . . . 284,520 SBA Communications Corp. - Class A (a) . . . . . . . . 103,800

10,473,181 11,642,208

9,186,555

34,908,035 Internet & Direct Marketing Retail—0.6% Expedia, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . .

58,959

6,881,694

IT Services—9.8% Alliance Data Systems Corp. (a) . . . . . . . . . . . . . . Euronet Worldwide, Inc. (a) . . . . . . . . . . . . . . . . . Gartner, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Genpact, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Global Payments, Inc. . . . . . . . . . . . . . . . . . . . . . Jack Henry & Associates, Inc. . . . . . . . . . . . . . . . . Sabre Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Vantiv, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . .

49,367 320,810 77,864 340,059 330,800 118,684 332,140 282,791

10,590,703 26,251,882 6,887,071 8,144,413 25,392,208 10,153,416 9,359,705 15,912,650

22,115,389

MSF-72

112,692,048

Metropolitan Series Fund Frontier Mid Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued)

Security Description

Shares

Value

Security Description

Leisure Products—1.6% Brunswick Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 368,530 $

17,976,893

Life Sciences Tools & Services—2.2% Illumina, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 59,222 PAREXEL International Corp. (a) . . . . . . . . . . . . . . 213,761

10,758,269 14,845,701 25,603,970

Machinery—2.0% Wabtec Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 174,777 Woodward, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 141,021

14,270,542 8,810,992 23,081,534

Specialty Retail—4.0% Advance Auto Parts, Inc. . . . . . . . . . . . . . . . . . O’Reilly Automotive, Inc. (a) . . . . . . . . . . . . . . Ross Stores, Inc. . . . . . . . . . . . . . . . . . . . . . . .

Shares/ Principal Amount*

38,865 $ 39,886 444,997

Value

5,795,549 11,172,467 28,613,307 45,581,323

Textiles, Apparel & Luxury Goods—0.4% lululemon athletica, Inc. (a) (b) . . . . . . . . . . . . .

74,204

4,524,960

Trading Companies & Distributors—2.2% Beacon Roofing Supply, Inc. (a) . . . . . . . . . . . . HD Supply Holdings, Inc. (a) . . . . . . . . . . . . . .

303,010 401,202

12,747,630 12,830,440 25,578,070

Media—0.6% IMAX Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 246,843

7,151,042

Multiline Retail—2.5% Dollar General Corp. . . . . . . . . . . . . . . . . . . . . . . 239,780 Dollar Tree, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . 147,504

16,782,202 11,642,491

Short-Term Investment—2.0%

28,424,693

Repurchase Agreement—2.0% Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $23,452,002 on 10/03/16, collateralized by $23,285,000 U.S. Treasury Note at 1.625% due 11/30/20 with a value of $23,925,338. . . . . . . . . . . . . . . . . . . . . . . 23,451,943

23,451,943 23,451,943

Oil, Gas & Consumable Fuels—1.7% Carrizo Oil & Gas, Inc. (a) . . . . . . . . . . . . . . . . . . 296,179 Concho Resources, Inc. (a) . . . . . . . . . . . . . . . . . . 56,657

12,030,791 7,781,839 19,812,630

Total Common Stocks (Cost $947,223,695) . . . . . . . . . . . . . . . .

1,124,811,443

Pharmaceuticals—1.5% Zoetis, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 334,145

17,378,881

Total Short-Term Investments (Cost $23,451,943) . . . . . . . . . . . . . . . . .

Professional Services—2.7% Equifax, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228,962

30,813,706

Securities Lending Reinvestments (c)—0.8%

Road & Rail—1.0% J.B. Hunt Transport Services, Inc. . . . . . . . . . . . . . . 144,752

11,745,177

Semiconductors & Semiconductor Equipment—3.8% Lam Research Corp. . . . . . . . . . . . . . . . . . . . . . . 175,736 NXP Semiconductors NV (a) . . . . . . . . . . . . . . . . . 105,073 Qorvo, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 295,115

16,643,956 10,718,497 16,449,710 43,812,163

Software—13.3% Activision Blizzard, Inc. . . . . . . . . . . . . . . . . . . . . Cadence Design Systems, Inc. (a) . . . . . . . . . . . . . CDK Global, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Electronic Arts, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Fair Isaac Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Fortinet, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Mobileye NV (a) . . . . . . . . . . . . . . . . . . . . . . . . . Red Hat, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . .

584,279 890,732 430,467 413,042 45,145 492,369 161,127 175,653

25,883,560 22,740,388 24,691,587 35,273,787 5,624,616 18,183,187 6,859,176 14,198,032 153,454,333

Certificates of Deposit—0.1% Abbey National Treasury Services 0.440%, 10/03/16 . . . . . . . . . . . . . . . . . Bank of Nova Scotia 0.750%, 10/19/16 . . . . . . . . . . . . . . . . . Bank of Tokyo-Mitsubishi, Ltd. 0.450%, 10/04/16 . . . . . . . . . . . . . . . . . KBC Bank NV Zero Coupon, 12/27/16 . . . . . . . . . . . . . . National Bank of Canada 0.420%, 10/06/16 . . . . . . . . . . . . . . . . . Norinchukin Bank 0.480%, 10/24/16 . . . . . . . . . . . . . . . . . Standard Chartered Bank New York 0.910%, 12/16/16 . . . . . . . . . . . . . . . . .

200,000

200,000

100,000

100,011

100,000

100,000

100,000

99,861

100,000

100,000

100,000

100,000

200,000

200,015 899,887

Commercial Paper—0.0% Albion Capital Corp. 0.720%, 10/25/16 . . . . . . . . . . . . . . . . .

MSF-73

100,000

99,968

Metropolitan Series Fund Frontier Mid Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (c)—(Continued) Security Description Commercial Paper—(Continued) Charta LLC 0.880%, 12/22/16 . . . . . . . . . . . . . . . . . . Credit Agricole Corporate and Investment Bank 0.610%, 11/01/16 . . . . . . . . . . . . . . . . . . Kells Funding LLC 1.040%, 01/19/17 . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

100,000 $

99,809

100,000

99,946

200,000

199,406 499,129

Repurchase Agreements—0.7% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $1,000,078 on 10/03/16, collateralized by $945,015 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 $1,020,000. . . . . . . . . . . . . . Deutsche Bank AG, London Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $1,000,069 on 10/03/16, collateralized by $981,723 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 $1,020,001. . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $900,070 on 10/03/16, collateralized by $859,211 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 $918,384. . . . . . . . . . . . . . . Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $863,871 on 10/03/16, collateralized by $713,689 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 $881,113. . . . . . . . . . . . . . . . . . . . . . . . . . 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 with rates ranging from 0.625% 6.500%, maturity dates ranging from 05/31/17 - 07/01/46, with a value of $1,020,060. . . . . . . . . . . . . . . . . . . . . . . . .

1,000,000

1,000,000

Principal Amount*

Repurchase Agreements—(Continued) Nomura Securities Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $900,039 on 10/03/16, collateralized by $1,270,688 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 $918,000. . . . . . . . . . . . . . . 900,000 $ 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

1,000,000

Value

900,000

1,000,000 7,663,837

Time Deposits—0.0% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . .

26,717

26,717

100,000

100,000

100,000

100,000 226,717

1,000,000

900,000

1,000,000

900,000

Total Securities Lending Reinvestments (Cost $9,289,414) . . . . . . . . . . . . . . . . . . . .

9,289,570

Total Investments—100.5% (Cost $979,965,052) (d) . . . . . . . . . . . . . . . Other assets and liabilities (net)—(0.5)% . . . . . .

1,157,552,956 (6,035,349)

Net Assets—100.0% . . . . . . . . . . . . . . . . . .

$1,151,517,607

* (a) (b)

(c) 863,836

863,837

1,000,000

1,000,000

(d)

MSF-74

Principal amount stated in U.S. dollars unless otherwise noted. Non-income producing security. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $9,224,611 and the collateral received consisted of cash in the amount of $9,289,396. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. Represents investment of cash collateral received from securities on loan as of September 30, 2016. As of September 30, 2016, the aggregate cost of investments was $979,965,052. The aggregate unrealized appreciation and depreciation of investments were $201,112,254 and $(23,524,350), respectively, resulting in net unrealized appreciation of $177,587,904.

Metropolitan Series Fund Frontier 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

Total Common Stocks* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificates of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$1,124,811,443 —

$

— 23,451,943

$— —

$1,124,811,443 23,451,943

— — — — — $1,124,811,443

899,887 499,129 7,663,837 226,717 9,289,570 $32,741,513

— — — — — $—

899,887 499,129 7,663,837 226,717 9,289,570 $1,157,552,956

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$

$ (9,289,396)

$—

$

*

See Schedule of Investments for additional detailed categorizations.

MSF-75

—

(9,289,396)

Metropolitan Series Fund Jennison Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—99.5% of Net Assets Security Description

Shares

Value

Security Description

Aerospace & Defense—1.7% Boeing Co. (The) . . . . . . . . . . . . . . . . . . . . . . . . . 346,603 $

45,661,479

Automobiles—0.9% Tesla Motors, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . 122,058

24,903,494

Beverages—1.6% Constellation Brands, Inc. - Class A . . . . . . . . . . . . 84,769 Monster Beverage Corp. (a) . . . . . . . . . . . . . . . . . 186,418

14,113,191 27,368,026 41,481,217

Biotechnology—8.9% Alexion Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . Biogen, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . BioMarin Pharmaceutical, Inc. (a) . . . . . . . . . . . . . Celgene Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . Regeneron Pharmaceuticals, Inc. (a) . . . . . . . . . . . Shire plc (ADR) . . . . . . . . . . . . . . . . . . . . . . . . . . Vertex Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . .

272,070 94,647 196,314 566,606 75,736 268,572 191,822

33,339,458 29,627,350 18,162,971 59,227,325 30,447,387 52,065,368 16,728,797 239,598,656

Shares

Value

Internet Software & Services—17.2% Alibaba Group Holding, Ltd. (ADR) (a) (b) . . . . . 871,361 $ 92,181,280 Alphabet, Inc. - Class A (a) . . . . . . . . . . . . . . . . 100,578 80,870,747 Alphabet, Inc. - Class C (a) . . . . . . . . . . . . . . . . 102,460 79,641,133 Facebook, Inc. - Class A (a) . . . . . . . . . . . . . . . . 984,611 126,296,053 Tencent Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . 2,974,550 82,419,365 461,408,578 IT Services—6.4% MasterCard, Inc. . . . . . . . . . . . . . . . . . . . . . . . 750,847 Visa, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . 1,131,527

76,413,699 93,577,283 169,990,982

Life Sciences Tools & Services—1.0% Illumina, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . .

147,495

26,793,942

Media—1.7% Time Warner, Inc. . . . . . . . . . . . . . . . . . . . . . . Walt Disney Co. (The) . . . . . . . . . . . . . . . . . . .

386,885 145,447

30,799,915 13,506,208 44,306,123

Capital Markets—3.0% Goldman Sachs Group, Inc. (The) . . . . . . . . . . . . . 147,250 Morgan Stanley . . . . . . . . . . . . . . . . . . . . . . . . . 777,663 S&P Global, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 244,430

23,747,007 24,931,876 30,935,061

Oil, Gas & Consumable Fuels—1.3% Concho Resources, Inc. (a) . . . . . . . . . . . . . . . . EOG Resources, Inc. . . . . . . . . . . . . . . . . . . . . .

155,760 140,585

79,613,944 Chemicals—0.3% Albemarle Corp. . . . . . . . . . . . . . . . . . . . . . . . . .

99,487

8,505,144

Communications Equipment—1.0% Palo Alto Networks, Inc. (a) . . . . . . . . . . . . . . . . . 170,708

27,198,906

Energy Equipment & Services—0.5% Schlumberger, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . 163,776

12,879,345

Equity Real Estate Investment Trusts—1.3% American Tower Corp. . . . . . . . . . . . . . . . . . . . . 310,015

35,134,000

Food & Staples Retailing—1.5% Costco Wholesale Corp. . . . . . . . . . . . . . . . . . . . 262,264 Hotels, Restaurants & Leisure—4.3% Marriott International, Inc. - Class A . . . . . . . . . . . 626,071 McDonald’s Corp. . . . . . . . . . . . . . . . . . . . . . . . . 252,298 Starbucks Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 788,112

Internet & Direct Marketing Retail—10.0% Amazon.com, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 198,898 Expedia, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 41,236 Netflix, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 497,890 Priceline Group, Inc. (The) (a) . . . . . . . . . . . . . . . . 32,990

34,989,611 Pharmaceuticals—3.6% Allergan plc (a) . . . . . . . . . . . . . . . . . . . . . . . . Bristol-Myers Squibb Co. . . . . . . . . . . . . . . . . . . Novo Nordisk A/S (ADR) . . . . . . . . . . . . . . . . .

216,181 671,398 266,301

49,788,646 36,201,780 11,075,459 97,065,885

Semiconductors & Semiconductor Equipment—4.3% NVIDIA Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 491,350 NXP Semiconductors NV (a) . . . . . . . . . . . . . . . 372,349 QUALCOMM, Inc. . . . . . . . . . . . . . . . . . . . . . . 623,082

33,667,302 37,983,321 42,681,117 114,331,740

39,997,883

42,153,360 29,105,097 42,668,384 113,926,841

Industrial Conglomerates—0.9% General Electric Co. . . . . . . . . . . . . . . . . . . . . . . 811,601

21,393,636 13,595,975

Software—11.5% Adobe Systems, Inc. (a) . . . . . . . . . . . . . . . . . . 585,740 Microsoft Corp. . . . . . . . . . . . . . . . . . . . . . . . . 1,389,653 Mobileye NV (a) . . . . . . . . . . . . . . . . . . . . . . . 232,786 Red Hat, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 524,217 Salesforce.com, Inc. (a) . . . . . . . . . . . . . . . . . . . 727,105 Splunk, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 462,253 Workday, Inc. - Class A (a) . . . . . . . . . . . . . . . . 359,247

307,831,156

24,039,622

166,539,284 4,813,066 49,067,060 48,544,455

63,576,220 80,044,013 9,909,700 42,372,460 51,864,400 27,125,006 32,939,357

Specialty Retail—6.9% Home Depot, Inc. (The) . . . . . . . . . . . . . . . . . . . 302,589 Industria de Diseno Textil S.A. . . . . . . . . . . . . . . 1,768,566 O’Reilly Automotive, Inc. (a) . . . . . . . . . . . . . . . 175,642 TJX Cos., Inc. (The) . . . . . . . . . . . . . . . . . . . . . . 421,685

268,963,865

MSF-76

38,937,152 65,561,678 49,199,081 31,533,604 185,231,515

Metropolitan Series Fund Jennison Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued)

Security Description

Shares/ Principal Amount*

Value

Security Description

Technology Hardware, Storage & Peripherals—5.2% Apple, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,238,409 $ 140,002,137 Textiles, Apparel & Luxury Goods—4.5% adidas AG . . . . . . . . . . . . . . . . . . . . . . . . . . . 272,286 lululemon athletica, Inc. (a) (b) . . . . . . . . . . . . . . 271,047 NIKE, Inc. - Class B . . . . . . . . . . . . . . . . . . . . . 1,055,800

47,257,272 16,528,446 55,587,870 119,373,588

Total Common Stocks (Cost $1,894,210,676) . . . . . . . . . . . . . . . .

2,663,229,653

Short-Term Investment—0.2% Repurchase Agreement—0.2% Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $4,873,580 on 10/03/16, collateralized by $4,840,000 U.S. Treasury Note at 1.625% due 11/30/20 with a value of $4,973,100. . . . . . . . . . . . . . 4,873,568

4,873,568

Total Short-Term Investments (Cost $4,873,568) . . . . . . . . . . . . . . . . . . . .

4,873,568

Securities Lending Reinvestments (c)—1.9% Certificates of Deposit—0.3% Abbey National Treasury Services 0.440%, 10/03/16 . . . . . . . . . . . . . . . . . . Bank of Nova Scotia 0.750%, 10/19/16 . . . . . . . . . . . . . . . . . . Bank of Tokyo-Mitsubishi, Ltd. 0.450%, 10/04/16 . . . . . . . . . . . . . . . . . . KBC Bank NV Zero Coupon, 12/27/16 . . . . . . . . . . . . . . . National Bank of Canada 0.420%, 10/06/16 . . . . . . . . . . . . . . . . . . Norinchukin Bank 0.480%, 10/24/16 . . . . . . . . . . . . . . . . . . Standard Chartered Bank New York 0.910%, 12/16/16 . . . . . . . . . . . . . . . . . . Sumitomo Mitsui Trust Bank 0.420%, 10/04/16 . . . . . . . . . . . . . . . . . .

600,000

600,000

1,000,000

1,000,109

1,000,000

1,000,001

250,000

249,653

2,500,000

2,499,997

250,000

250,000

1,400,000

1,400,108

2,000,000

2,000,000 8,999,868

Commercial Paper—0.2% Albion Capital Corp. 0.720%, 10/25/16 . . . . . . . . . . . . . . . . . . 1,000,000 Charta LLC 0.880%, 12/22/16 . . . . . . . . . . . . . . . . . . 2,500,000 Credit Agricole Corporate and Investment Bank 0.610%, 11/01/16 . . . . . . . . . . . . . . . . . . 250,000

999,681 2,495,222 249,866

Principal Amount*

Commercial Paper—(Continued) Kells Funding LLC 1.040%, 01/19/17 . . . . . . . . . . . . . . . . . . 1,400,000 $

Value

1,395,843 5,140,612

Repurchase Agreements—1.2% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $8,300,646 on 10/03/16, collateralized by $7,843,625 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 $8,466,002. . . . . . . . . . . . . . Deutsche Bank AG, London Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $8,300,576 on 10/03/16, collateralized by $8,148,304 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 $8,466,007. . . . . . . . . . . . . . . . . . . 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 $788,880 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $1,020,014. . . . . . . . . . . . . . . . . Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 - 09/29/16 at 0.650% to be repurchased at $7,400,571 on 10/03/16, collateralized by $7,064,625 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 $7,551,157. . . . . . . . . . . . . . . . . . . . . . . . . Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $987,380 on 10/03/16, collateralized by $815,727 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 $1,007,088. . . . . . . . . . . . . . . . . . . . . . . . . Natixis New York Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $6,000,350 on 10/03/16, collateralized by $9,597,366 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 $6,120,357. . . . . . . . . . . . . . . . . . . . . . . . .

MSF-77

8,300,000

8,300,000

8,300,000

8,300,000

1,000,000

1,000,000

7,400,000

7,400,000

987,341

987,341

6,000,000

6,000,000

Metropolitan Series Fund Jennison Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (c)—(Continued) Security Description

Principal Amount*

* (a) (b)

Value

Repurchase Agreements—(Continued) 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 32,987,341

Time Deposits—0.2% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . 100,000 Canadian Imperial Bank 0.260%, 10/03/16 . . . . . . . . . . . . . . . . . . 2,000,000 Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . 1,200,000 Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . 1,200,000

100,000

Principal amount stated in U.S. dollars unless otherwise noted. Non-income producing security. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $51,020,260 and the collateral received consisted of cash in the amount of $51,626,998. 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 $1,950,711,278. The aggregate unrealized appreciation and depreciation of investments were $805,561,864 and $(36,542,100), respectively, resulting in net unrealized appreciation of $769,019,764. (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.

2,000,000 1,200,000 1,200,000 4,500,000

Total Securities Lending Reinvestments (Cost $51,627,034) . . . . . . . . . . . . . . . . . . .

51,627,821

Total Investments—101.6% (Cost $1,950,711,278) (d) . . . . . . . . . . . . . . Other assets and liabilities (net)—(1.6)% . . . . . .

2,719,731,042 (42,177,641)

Net Assets—100.0% . . . . . . . . . . . . . . . . . .

$2,677,553,401

MSF-78

Metropolitan Series Fund Jennison 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

Common Stocks Aerospace & Defense . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Automobiles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Beverages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Biotechnology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Capital Markets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chemicals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Communications Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Energy Equipment & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Equity Real Estate Investment Trusts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Food & Staples Retailing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hotels, Restaurants & Leisure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Industrial Conglomerates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Internet & Direct Marketing Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Internet Software & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IT Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Life Sciences Tools & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Oil, Gas & Consumable Fuels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmaceuticals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Semiconductors & Semiconductor Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Software . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Specialty Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Technology Hardware, Storage & Peripherals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Textiles, Apparel & Luxury Goods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificates of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . *

See Schedule of Investments for additional detailed categorizations.

MSF-79

Level 2

Level 3

— — — — — — — — — — — — — 82,419,365 — — — — — — — 65,561,678 — 47,257,272 195,238,315 4,873,568

$— — — — — — — — — — — — — — — — — — — — — — — — — —

$

— — — — — $2,467,991,338

8,999,868 5,140,612 32,987,341 4,500,000 51,627,821 $251,739,704

— — — — — $—

8,999,868 5,140,612 32,987,341 4,500,000 51,627,821 $2,719,731,042

$

$ (51,626,998)

$—

$

$

45,661,479 24,903,494 41,481,217 239,598,656 79,613,944 8,505,144 27,198,906 12,879,345 35,134,000 39,997,883 113,926,841 24,039,622 268,963,865 378,989,213 169,990,982 26,793,942 44,306,123 34,989,611 97,065,885 114,331,740 307,831,156 119,669,837 140,002,137 72,116,316 2,467,991,338 —

—

$

Total 45,661,479 24,903,494 41,481,217 239,598,656 79,613,944 8,505,144 27,198,906 12,879,345 35,134,000 39,997,883 113,926,841 24,039,622 268,963,865 461,408,578 169,990,982 26,793,942 44,306,123 34,989,611 97,065,885 114,331,740 307,831,156 185,231,515 140,002,137 119,373,588 2,663,229,653 4,873,568

(51,626,998)

Metropolitan Series Fund Loomis Sayles Small Cap Core Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—98.1% of Net Assets Security Description Aerospace & Defense—1.8% Aerojet Rocketdyne Holdings, Inc. (a) . . . . . . . . . . . . . BWX Technologies, Inc. . . . . . . . . . . . . . . . . . . . . . . DigitalGlobe, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Hexcel Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Auto Components—1.8% Cooper Tire & Rubber Co. . . . . . . . . . . . . . . . . . . . . Dorman Products, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Drew Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Fox Factory Holding Corp. (a) . . . . . . . . . . . . . . . . . . Horizon Global Corp. (a) . . . . . . . . . . . . . . . . . . . . . Tenneco, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

Value

Security Description

Value

72,189 $ 1,269,083 72,196 2,770,160 76,205 2,095,637 33,876 1,500,707

Capital Markets—1.9% Financial Engines, Inc. . . . . . . . . . . . . . . . . . . . . . . . 46,637 $ 1,385,585 Hercules Capital, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 122,023 1,654,632 MarketAxess Holdings, Inc. . . . . . . . . . . . . . . . . . . . . 19,036 3,152,171 Stifel Financial Corp. (a) . . . . . . . . . . . . . . . . . . . . . . 53,544 2,058,767

7,635,587

8,251,155

38,074 22,723 10,674 51,365 86,870 17,896

1,447,574 1,452,000 1,046,265 1,179,854 1,731,319 1,042,800 7,899,812

Banks—12.8% BancorpSouth, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of the Ozarks, Inc. . . . . . . . . . . . . . . . . . . . . . . Bryn Mawr Bank Corp. . . . . . . . . . . . . . . . . . . . . . . . Cathay General Bancorp . . . . . . . . . . . . . . . . . . . . . Chemical Financial Corp. . . . . . . . . . . . . . . . . . . . . . CVB Financial Corp. . . . . . . . . . . . . . . . . . . . . . . . . . First Financial Bancorp . . . . . . . . . . . . . . . . . . . . . . . First Financial Bankshares, Inc. (b) . . . . . . . . . . . . . . . Home BancShares, Inc. . . . . . . . . . . . . . . . . . . . . . . . Iberiabank Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . LegacyTexas Financial Group, Inc. . . . . . . . . . . . . . . . PacWest Bancorp . . . . . . . . . . . . . . . . . . . . . . . . . . . Pinnacle Financial Partners, Inc. . . . . . . . . . . . . . . . . . Popular, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . PrivateBancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Prosperity Bancshares, Inc. . . . . . . . . . . . . . . . . . . . . Renasant Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Signature Bank (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Texas Capital Bancshares, Inc. (a) . . . . . . . . . . . . . . . Triumph Bancorp, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Wintrust Financial Corp. . . . . . . . . . . . . . . . . . . . . . .

Shares

125,361 44,828 71,718 125,984 91,657 142,216 144,502 53,940 109,626 46,332 44,495 65,575 82,714 75,510 37,509 49,310 40,562 29,196 38,371 71,247 61,820

2,908,375 1,721,395 2,294,259 3,877,788 4,044,823 2,504,424 3,155,924 1,965,574 2,281,317 3,109,804 1,407,377 2,813,823 4,473,173 2,885,992 1,722,413 2,706,626 1,364,100 3,458,266 2,107,335 1,413,541 3,435,337 55,651,666

Chemicals—0.9% Cabot Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Minerals Technologies, Inc. . . . . . . . . . . . . . . . . . . . .

33,522 33,085

1,756,888 2,338,779 4,095,667

Commercial Services & Supplies—3.3% Clean Harbors, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Healthcare Services Group, Inc. . . . . . . . . . . . . . . . . KAR Auction Services, Inc. . . . . . . . . . . . . . . . . . . . . Kimball International, Inc. - Class B . . . . . . . . . . . . . . Knoll, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . RR Donnelley & Sons Co. . . . . . . . . . . . . . . . . . . . . . Team, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Viad Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . West Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

26,285 47,929 86,743 81,822 28,418 91,480 6,108 66,814 81,213

1,261,154 1,897,030 3,743,828 1,058,777 649,351 1,438,065 199,793 2,463,432 1,793,183 14,504,613

Communications Equipment—1.2% ARRIS International plc (a) . . . . . . . . . . . . . . . . . . . . . 64,351 Calix, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100,843 Digi International, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 95,393 Viavi Solutions, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . 197,588

1,823,064 741,196 1,087,480 1,460,175 5,111,915

Construction & Engineering—1.8% Argan, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Granite Construction, Inc. . . . . . . . . . . . . . . . . . . . . . MYR Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Primoris Services Corp. . . . . . . . . . . . . . . . . . . . . . . . Quanta Services, Inc. (a) . . . . . . . . . . . . . . . . . . . . . .

31,011 39,046 47,762 61,250 51,328

1,835,541 1,942,148 1,437,636 1,261,750 1,436,671 7,913,746

Beverages—0.6% Cott Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185,654 Biotechnology—0.8% Genomic Health, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . Ironwood Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . Lexicon Pharmaceuticals, Inc. (a) (b) . . . . . . . . . . . . . .

40,155 81,557 63,438

2,645,570

1,161,282 1,295,125 1,146,325 3,602,732

Building Products—2.3% Apogee Enterprises, Inc. . . . . . . . . . . . . . . . . . . . . . . Armstrong World Industries, Inc. (a) . . . . . . . . . . . . . . Gibraltar Industries, Inc. (a) . . . . . . . . . . . . . . . . . . . . Masonite International Corp. (a) . . . . . . . . . . . . . . . . Patrick Industries, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Trex Co., Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . .

60,453 43,018 19,664 29,564 20,701 27,923

2,701,644 1,777,504 730,518 1,837,994 1,281,806 1,639,638 9,969,104

Construction Materials—0.5% Summit Materials, Inc. - Class A (a) . . . . . . . . . . . . . . U.S. Concrete, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . .

61,836 26,382

1,147,058 1,215,287 2,362,345

Consumer Finance—0.3% PRA Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . .

40,694

1,405,571

Distributors—0.9% Core-Mark Holding Co., Inc. . . . . . . . . . . . . . . . . . . . Pool Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

61,419 19,212

2,198,800 1,815,918 4,014,718

Diversified Consumer Services—1.5% Bright Horizons Family Solutions, Inc. (a) . . . . . . . . . . Grand Canyon Education, Inc. (a) . . . . . . . . . . . . . . .

MSF-80

31,851 37,662

2,130,513 1,521,168

Metropolitan Series Fund Loomis Sayles Small Cap Core Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Diversified Consumer Services—(Continued) Houghton Mifflin Harcourt Co. (a) . . . . . . . . . . . . . . . Nord Anglia Education, Inc. (a) . . . . . . . . . . . . . . . . .

Shares

Value

Security Description

77,103 $ 1,033,951 77,634 1,690,869 6,376,501

Diversified Financial Services—0.5% FNFV Group (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160,467

2,002,628

Diversified Telecommunication Services—0.8% Cogent Communications Holdings, Inc. . . . . . . . . . . . 44,185 ORBCOMM, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 160,478

1,626,450 1,644,899 3,271,349

Electric Utilities—0.8% ALLETE, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

55,503

3,309,089

Electrical Equipment—1.1% AZZ, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Babcock & Wilcox Enterprises, Inc. (a) . . . . . . . . . . . . EnerSys . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generac Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . .

15,920 95,788 9,854 39,646

1,039,098 1,580,502 681,798 1,439,150 4,740,548

Electronic Equipment, Instruments & Components—3.9% Belden, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29,998 II-VI, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72,501 IPG Photonics Corp. (a) . . . . . . . . . . . . . . . . . . . . . . 16,984 Kimball Electronics, Inc. (a) . . . . . . . . . . . . . . . . . . . . 23,162 Littelfuse, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34,223 Methode Electronics, Inc. . . . . . . . . . . . . . . . . . . . . . 59,503 Orbotech, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 40,765 Rogers Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 33,449 VeriFone Systems, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 38,737 Vishay Intertechnology, Inc. . . . . . . . . . . . . . . . . . . . . 82,858

39,764 18,683 67,192 91,061 67,138

557,491 1,041,391 1,652,251 1,529,825 3,125,945 7,906,903

Equity Real Estate Investment Trusts—4.4% American Campus Communities, Inc. . . . . . . . . . . . . . 50,208 CubeSmart . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106,311 Hersha Hospitality Trust . . . . . . . . . . . . . . . . . . . . . . 75,629 Life Storage, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,233 Mid-America Apartment Communities, Inc. . . . . . . . . . 32,704 National Retail Properties, Inc. . . . . . . . . . . . . . . . . . . 42,345 Retail Opportunity Investments Corp. . . . . . . . . . . . . . 177,486 Sabra Health Care REIT, Inc. . . . . . . . . . . . . . . . . . . . 47,990

Value

Food & Staples Retailing—0.5% SpartanNash Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . 81,622 $ 2,360,508 Food Products—2.0% Amplify Snack Brands, Inc. (a) (b) . . . . . . . . . . . . . . . . Darling Ingredients, Inc. (a) . . . . . . . . . . . . . . . . . . . . . J&J Snack Foods Corp. . . . . . . . . . . . . . . . . . . . . . . . . Post Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Snyder’s-Lance, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . .

91,850 87,244 6,991 48,576 42,190

1,487,970 1,178,666 832,768 3,748,610 1,416,740 8,664,754

Health Care Equipment & Supplies—3.9% Cynosure, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . . . Halyard Health, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Inogen, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Insulet Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Integra LifeSciences Holdings Corp. (a) . . . . . . . . . . . . Merit Medical Systems, Inc. (a) . . . . . . . . . . . . . . . . . . Neogen Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Nevro Corp. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . SurModics, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Teleflex, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wright Medical Group NV (a) . . . . . . . . . . . . . . . . . .

57,700 55,540 29,053 43,615 21,756 10,781 27,730 11,817 42,270 4,089 66,043

2,939,238 1,925,016 1,740,275 1,785,598 1,795,958 261,871 1,551,216 1,233,577 1,271,904 687,156 1,620,035 16,811,844

2,069,562 1,763,949 1,398,633 321,025 4,408,265 2,080,820 1,207,052 2,043,065 609,720 1,167,469 17,069,560

Energy Equipment & Services—1.8% Bristow Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Dril-Quip, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Natural Gas Services Group, Inc. (a) . . . . . . . . . . . . . RPC, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Silica Holdings, Inc. (b) . . . . . . . . . . . . . . . . . . .

Shares

2,554,081 2,898,038 1,362,835 1,799,523 3,073,849 2,153,243 3,897,592 1,208,388

Health Care Providers & Services—2.3% Acadia Healthcare Co., Inc. (a) . . . . . . . . . . . . . . . . . AMN Healthcare Services, Inc. (a) . . . . . . . . . . . . . . . Amsurg Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ensign Group, Inc. (The) . . . . . . . . . . . . . . . . . . . . . . . HealthEquity, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . PharMerica Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . WellCare Health Plans, Inc. (a) . . . . . . . . . . . . . . . . . .

24,982 46,128 19,548 53,241 40,888 73,609 12,568

1,237,858 1,470,099 1,310,694 1,071,741 1,547,611 2,066,205 1,471,587 10,175,795

Health Care Technology—1.0% Evolent Health, Inc. - Class A (a) . . . . . . . . . . . . . . . . . 41,244 Medidata Solutions, Inc. (a) . . . . . . . . . . . . . . . . . . . . 33,215 Press Ganey Holdings, Inc. (a) (b) . . . . . . . . . . . . . . . . 36,084

1,015,427 1,852,068 1,457,794 4,325,289

Hotels, Restaurants & Leisure—3.7% Carrols Restaurant Group, Inc. (a) . . . . . . . . . . . . . . . . Churchill Downs, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Chuy’s Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . Cracker Barrel Old Country Store, Inc. (b) . . . . . . . . . . Del Frisco’s Restaurant Group, Inc. (a) . . . . . . . . . . . . . J. Alexander’s Holdings, Inc. (a) . . . . . . . . . . . . . . . . . Marriott Vacations Worldwide Corp. . . . . . . . . . . . . . . Popeyes Louisiana Kitchen, Inc. (a) . . . . . . . . . . . . . . . Six Flags Entertainment Corp. . . . . . . . . . . . . . . . . . . . Texas Roadhouse, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Vail Resorts, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

18,947,549

MSF-81

91,367 21,073 44,897 6,635 22,265 37,861 34,539 20,271 49,199 26,651 12,038

1,206,958 3,084,034 1,254,422 877,280 299,910 383,532 2,532,399 1,077,201 2,637,558 1,040,189 1,888,521 16,282,004

Metropolitan Series Fund Loomis Sayles Small Cap Core Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Household Durables—1.3% Helen of Troy, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . . . . Installed Building Products, Inc. (a) . . . . . . . . . . . . . . . iRobot Corp. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . . Universal Electronics, Inc. (a) . . . . . . . . . . . . . . . . . . .

Shares

Value

Security Description

24,675 $ 2,126,245 26,997 968,382 28,584 1,257,124 16,984 1,264,629 5,616,380

Life Sciences Tools & Services—1.8% Accelerate Diagnostics, Inc. (a) (b) . . . . . . . . . . . . . . . Albany Molecular Research, Inc. (a) (b) . . . . . . . . . . . INC Research Holdings, Inc. - Class A (a) . . . . . . . . . . PRA Health Sciences, Inc. (a) . . . . . . . . . . . . . . . . . . . VWR Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

Value

41,050 $ 1,119,023 94,016 1,552,204 30,172 1,345,068 29,348 1,658,455 81,539 2,312,446 7,987,196

Household Products—0.3% HRG Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . .

82,704

1,298,453

Industrial Conglomerates—0.5% Raven Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . .

86,486

1,991,773

Insurance—2.4% Atlas Financial Holdings, Inc. (a) . . . . . . . . . . . . . . . . 34,991 Employers Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . 103,942 First American Financial Corp. . . . . . . . . . . . . . . . . . . 34,469 ProAssurance Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 45,299 Reinsurance Group of America, Inc. . . . . . . . . . . . . . . 27,885

551,808 3,100,590 1,353,942 2,377,292 3,009,907 10,393,539

Internet & Direct Marketing Retail—1.2% 1-800-Flowers.com, Inc. - Class A (a) . . . . . . . . . . . . . 145,517 HSN, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,661 Liberty Ventures - Series A (a) . . . . . . . . . . . . . . . . . . 56,123 Wayfair, Inc. - Class A (a) (b) . . . . . . . . . . . . . . . . . . 22,967

1,334,391 901,908 2,237,624 904,211 5,378,134

Internet Software & Services—3.0% 2U, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Benefitfocus, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . CommerceHub, Inc. - Series A (a) . . . . . . . . . . . . . . . CommerceHub, Inc. - Series C (a) . . . . . . . . . . . . . . . Criteo S.A. (ADR) (a) (b) . . . . . . . . . . . . . . . . . . . . . . Envestnet, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . IAC/InterActiveCorp . . . . . . . . . . . . . . . . . . . . . . . . LogMeIn, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Q2 Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Quotient Technology, Inc. (a) . . . . . . . . . . . . . . . . . . Wix.com, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . .

37,082 27,119 5,612 49,308 37,804 18,907 25,996 19,009 57,821 55,055 39,850

1,419,870 1,082,590 88,670 784,490 1,327,298 689,160 1,623,970 1,718,224 1,657,150 732,782 1,730,686 12,854,890

IT Services—4.9% Booz Allen Hamilton Holding Corp. . . . . . . . . . . . . . . CSG Systems International, Inc. . . . . . . . . . . . . . . . . . DST Systems, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . EPAM Systems, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Euronet Worldwide, Inc. (a) . . . . . . . . . . . . . . . . . . . ExlService Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . InterXion Holding NV (a) . . . . . . . . . . . . . . . . . . . . . . Perficient, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . WEX, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Machinery—3.6% Alamo Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Albany International Corp. - Class A . . . . . . . . . . . . . Altra Industrial Motion Corp. . . . . . . . . . . . . . . . . . . . Astec Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . John Bean Technologies Corp. . . . . . . . . . . . . . . . . . . Middleby Corp. (The) (a) . . . . . . . . . . . . . . . . . . . . . RBC Bearings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Standex International Corp. . . . . . . . . . . . . . . . . . . . .

18,612 51,129 25,124 22,835 46,234 12,649 56,710 8,631

1,226,345 2,166,847 727,842 1,367,131 3,261,809 1,563,669 4,337,181 801,561 15,452,385

Marine—0.3% Kirby Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . .

21,828

1,356,828

Media—1.8% EW Scripps Co. (The) - Class A (a) . . . . . . . . . . . . . . . 135,084 John Wiley & Sons, Inc. - Class A . . . . . . . . . . . . . . . 40,041 National CineMedia, Inc. . . . . . . . . . . . . . . . . . . . . . 137,768 New Media Investment Group, Inc. . . . . . . . . . . . . . . 97,104

2,147,836 2,066,516 2,027,945 1,505,112 7,747,409

Metals & Mining—0.7% Ferroglobe plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141,548 Haynes International, Inc. . . . . . . . . . . . . . . . . . . . . . 42,162

1,278,178 1,564,632 2,842,810

Multi-Utilities—0.7% NorthWestern Corp. . . . . . . . . . . . . . . . . . . . . . . . . .

50,004

2,876,730

Oil, Gas & Consumable Fuels—1.6% Diamondback Energy, Inc. (a) . . . . . . . . . . . . . . . . . . 17,116 PDC Energy, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 20,698 QEP Resources, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 95,244 Synergy Resources Corp. (a) (b) . . . . . . . . . . . . . . . . . 278,959

1,652,379 1,388,008 1,860,115 1,933,186 6,833,688

80,913 33,079 24,972 16,587 67,380 26,895 47,472 84,986 26,084

2,557,660 1,367,155 2,944,698 1,149,645 5,513,705 1,340,447 1,719,436 1,712,468 2,819,420 21,124,634

Pharmaceuticals—1.5% Akorn, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Catalent, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Dermira, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Medicines Co. (The) (a) . . . . . . . . . . . . . . . . . . . . . . Nektar Therapeutics (a) . . . . . . . . . . . . . . . . . . . . . . . Supernus Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . .

38,859 58,046 25,654 24,952 54,748 53,455

1,059,296 1,499,909 867,618 941,689 940,571 1,321,942 6,631,025

Professional Services—1.3% FTI Consulting, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Insperity, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-82

31,415 16,037

1,399,852 1,164,928

Metropolitan Series Fund Loomis Sayles Small Cap Core Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued)

Security Description Professional Services—(Continued) Korn/Ferry International . . . . . . . . . . . . . . . . . . . . . . WageWorks, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . .

Shares

Value

Security Description

57,250 $ 1,202,250 33,174 2,020,628

Trading Companies & Distributors—0.5% Beacon Roofing Supply, Inc. (a) . . . . . . . . . . . . . . SiteOne Landscape Supply, Inc. (a) . . . . . . . . . . . .

Shares/ Principal Amount*

29,755 $ 29,348

5,787,658 Real Estate Management & Development—0.2% HFF, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . . . . . 27,414 Road & Rail—1.1% Avis Budget Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . Genesee & Wyoming, Inc. - Class A (a) . . . . . . . . . . . Old Dominion Freight Line, Inc. (a) . . . . . . . . . . . . . . .

27,857 24,991 28,758

759,094

952,988 1,723,130 1,973,086

Value

1,251,793 1,054,474 2,306,267

Transportation Infrastructure—0.5% Macquarie Infrastructure Corp. . . . . . . . . . . . . . . .

25,989

Total Common Stocks (Cost $311,615,459) . . . . . . . . . . . . . . . . . . .

2,163,325 426,134,354

Short-Term Investment—2.2%

4,649,204 Semiconductors & Semiconductor Equipment—3.4% Advanced Energy Industries, Inc. (a) . . . . . . . . . . . . . 53,730 Inphi Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41,864 Intersil Corp. - Class A . . . . . . . . . . . . . . . . . . . . . . . 65,921 MKS Instruments, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 41,539 Monolithic Power Systems, Inc. . . . . . . . . . . . . . . . . . 25,338 Semtech Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 37,087 Silicon Laboratories, Inc. (a) . . . . . . . . . . . . . . . . . . . 29,714 Teradyne, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98,211

2,542,504 1,821,503 1,445,648 2,065,734 2,039,709 1,028,422 1,747,183 2,119,393 14,810,096

Software—3.5% Blackbaud, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Callidus Software, Inc. (a) . . . . . . . . . . . . . . . . . . . . . FleetMatics Group plc (a) . . . . . . . . . . . . . . . . . . . . . Guidewire Software, Inc. (a) . . . . . . . . . . . . . . . . . . . RingCentral, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . Synchronoss Technologies, Inc. (a) . . . . . . . . . . . . . . . Ultimate Software Group, Inc. (The) (a) . . . . . . . . . . . . Verint Systems, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . .

26,753 77,929 24,565 37,845 65,534 61,108 11,580 43,631

1,774,794 1,429,997 1,473,409 2,269,943 1,550,534 2,516,428 2,366,836 1,641,835 15,023,776

Specialty Retail—1.7% Barnes & Noble, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 75,681 Genesco, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 38,244 Monro Muffler Brake, Inc. . . . . . . . . . . . . . . . . . . . . . 19,294 Office Depot, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 239,820 Sally Beauty Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . 50,164 Tile Shop Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . 80,493

855,195 2,082,768 1,180,214 856,158 1,288,212 1,332,159 7,594,706

Textiles, Apparel & Luxury Goods—0.6% Columbia Sportswear Co. . . . . . . . . . . . . . . . . . . . . . Steven Madden, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . .

21,085 38,303

1,196,363 1,323,752 2,520,115

Thrifts & Mortgage Finance—0.6% Essent Group, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . . . . Federal Agricultural Mortgage Corp. - Class C . . . . . .

56,081 33,757

1,492,315 1,333,402 2,825,717

Repurchase Agreement—2.2% Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $9,355,223 on 10/03/16, collateralized by $9,290,000 U.S. Treasury Note at 1.625% due 11/30/20 with a value of $9,545,475. . . . . . . . . . . . . . . . . . . . 9,355,199

9,355,199

Total Short-Term Investments (Cost $9,355,199) . . . . . . . . . . . . . . . . . . . . .

9,355,199

Securities Lending Reinvestments (c)—3.7% Certificates of Deposit—1.1% Abbey National Treasury Services 0.440%, 10/03/16 . . . . . . . . . . . . . . . . . . . . ABN AMRO Bank NV Zero Coupon, 12/22/16 . . . . . . . . . . . . . . . . Bank of Montreal 0.500%, 10/24/16 . . . . . . . . . . . . . . . . . . . . Bank of Nova Scotia 0.750%, 10/19/16 . . . . . . . . . . . . . . . . . . . . Bank of Tokyo-Mitsubishi, Ltd. 0.450%, 10/04/16 . . . . . . . . . . . . . . . . . . . . Chiba Bank Ltd, New York 0.870%, 11/30/16 . . . . . . . . . . . . . . . . . . . . DZ Bank AG 0.950%, 01/03/17 . . . . . . . . . . . . . . . . . . . . KBC Bank NV Zero Coupon, 12/27/16 . . . . . . . . . . . . . . . . 1.000%, 01/04/17 . . . . . . . . . . . . . . . . . . . . Landesbank Baden-Wuerttemberg 0.450%, 10/03/16 . . . . . . . . . . . . . . . . . . . . National Bank of Canada 0.420%, 10/06/16 . . . . . . . . . . . . . . . . . . . . 0.480%, 10/28/16 . . . . . . . . . . . . . . . . . . . . Norinchukin Bank 0.480%, 10/24/16 . . . . . . . . . . . . . . . . . . . . Standard Chartered Bank New York 0.910%, 12/16/16 . . . . . . . . . . . . . . . . . . . . Sumitomo Mitsui Trust Bank 0.540%, 10/26/16 . . . . . . . . . . . . . . . . . . . .

MSF-83

500,000

500,000

250,000

249,468

250,000

250,000

300,000

300,033

250,000

250,000

400,000

400,067

250,000

250,000

400,000 250,000

399,444 250,000

300,000

300,000

300,000 200,000

300,000 199,999

400,000

400,000

100,000

100,008

500,000

500,014

Metropolitan Series Fund Loomis Sayles Small Cap Core Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (c)—(Continued) Security Description Certificates of Deposit—(Continued) Swedbank 0.350%, 10/03/16 . . . . . . . . . . . . . . . . . . . . .

Principal Amount*

300,000 $

Value

Security Description

299,999 4,949,032

Commercial Paper—0.5% Albion Capital Corp. 0.720%, 10/25/16 . . . . . . . . . . . . . . . . . . . . . BNP Paribas 0.510%, 10/21/16 . . . . . . . . . . . . . . . . . . . . . Charta LLC 0.880%, 12/22/16 . . . . . . . . . . . . . . . . . . . . . Credit Agricole Corporate and Investment Bank 0.610%, 11/01/16 . . . . . . . . . . . . . . . . . . . . . Credit Suisse AG 0.971%, 10/19/16 . . . . . . . . . . . . . . . . . . . . . Kells Funding LLC 1.040%, 01/19/17 . . . . . . . . . . . . . . . . . . . . . LMA S.A. & LMA Americas 0.580%, 10/17/16 . . . . . . . . . . . . . . . . . . . . . Manhattan Asset Funding 0.740%, 11/28/16 . . . . . . . . . . . . . . . . . . . . . Ridgefield Funding Co. LLC 0.650%, 10/26/16 . . . . . . . . . . . . . . . . . . . . . Victory Receivables Corp. 1.050%, 01/04/17 . . . . . . . . . . . . . . . . . . . . .

150,000

149,952

300,000

299,924

400,000

399,236

400,000

399,785

200,000

199,998

100,000

99,703

50,000

49,988

250,000

249,752

100,000

99,949

300,000

299,239 2,247,526

Repurchase Agreements—2.0% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $1,700,132 on 10/03/16, collateralized by $1,606,526 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 $1,734,000. . . . . . . . . . . . . . . . . . . . . Deutsche Bank AG, London Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $1,700,118 on 10/03/16, collateralized by $1,668,930 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 $1,734,002. . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . .

1,700,000

1,700,000

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 $1,100,090 on 10/03/16, collateralized by $1,050,147 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 $1,122,469. . . . . . . . . . . . . . . 1,100,000 $ Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $119,903 on 10/03/16, collateralized by $99,058 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 $122,297. . . . . . . . . 119,899 Nomura Securities Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $800,058 on 10/04/16, collateralized by $769,419 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 $816,000. . . . . . . . . . . . . . . . . . . . . . . . . . . . 800,000 Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $700,030 on 10/03/16, collateralized by $988,313 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 $714,000. . . . . . . . . . . . . . . . . . . . . 700,000 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

1,100,000

119,899

800,000

700,000

500,000 8,619,899

1,700,000

1,700,000

Time Deposits—0.1% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . . . DBS Bank Limited, Singapore 0.380%, 10/04/16 . . . . . . . . . . . . . . . . . . . . Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . . . Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . . .

55,122

55,122

200,000

200,000

100,000

100,000

100,000

100,000 455,122

1,000,000

1,000,000

1,000,000

1,000,000

Total Securities Lending Reinvestments (Cost $16,271,023) . . . . . . . . . . . . . . . . . . . .

16,271,579

Total Investments—104.0% (Cost $337,241,681) (d) . . . . . . . . . . . . . . . . . Other assets and liabilities (net)—(4.0)% . . . . . . . .

451,761,132 (17,466,759)

Net Assets—100.0% . . . . . . . . . . . . . . . . . . .

$434,294,373

MSF-84

Metropolitan Series Fund Loomis Sayles Small Cap Core Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) * (a) (b)

(c)

Principal amount stated in U.S. dollars unless otherwise noted. Non-income producing security. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $15,659,985 and the collateral received consisted of cash in the amount of $15,770,974. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. 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 $337,241,681. The aggregate unrealized appreciation and depreciation of investments were $123,725,228 and $(9,205,777), respectively, resulting in net unrealized appreciation of $114,519,451. (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 3

Total

Total Common Stocks* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificates of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$426,134,354 —

$

— 9,355,199

$— —

$426,134,354 9,355,199

— — — — — $426,134,354

4,949,032 2,247,526 8,619,899 455,122 16,271,579 $ 25,626,778

— — — — — $—

4,949,032 2,247,526 8,619,899 455,122 16,271,579 $451,761,132

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$

$(15,770,974)

$—

$ (15,770,974)

*

Level 1

See Schedule of Investments for additional detailed categorizations.

MSF-85

—

Level 2

Metropolitan Series Fund Loomis Sayles Small Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—96.5% of Net Assets Security Description

Shares

Value

Security Description

Shares

Aerospace & Defense—1.0% Hexcel Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

80,949 $ 3,586,041

Electrical Equipment—1.0% Generac Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . .

Auto Components—1.7% Dorman Products, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Drew Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . . .

54,298 25,507

Electronic Equipment, Instruments & Components—1.8% IPG Photonics Corp. (a) . . . . . . . . . . . . . . . . . . . . . . 40,584 Orbotech, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 97,411

3,469,642 2,500,196

94,736 $ 3,438,917

5,969,838 Banks—4.2% Chemical Financial Corp. . . . . . . . . . . . . . . . . . . . . . Pinnacle Financial Partners, Inc. . . . . . . . . . . . . . . . . . PrivateBancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Renasant Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

73,265 72,244 89,630 96,925

3,233,184 3,906,955 4,115,810 3,259,588 14,515,537

Value

3,342,092 2,884,340 6,226,432

Energy Equipment & Services—0.7% Dril-Quip, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . .

44,645

2,488,512

Food Products—2.0% Amplify Snack Brands, Inc. (a) (b) . . . . . . . . . . . . . . . 219,480 Snyder’s-Lance, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 100,816

3,555,576 3,385,401 6,940,977

Biotechnology—2.5% Genomic Health, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 95,952 Ironwood Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . 195,030 Lexicon Pharmaceuticals, Inc. (a) (b) . . . . . . . . . . . . . . 151,588

2,774,932 3,097,076 2,739,195 8,611,203

Building Products—2.2% Apogee Enterprises, Inc. . . . . . . . . . . . . . . . . . . . . . . Trex Co., Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . .

85,691 66,724

3,829,531 3,918,033 7,747,564

Capital Markets—2.5% Financial Engines, Inc. . . . . . . . . . . . . . . . . . . . . . . . 111,442 MarketAxess Holdings, Inc. . . . . . . . . . . . . . . . . . . . . 32,049

3,310,942 5,306,994 8,617,936

Commercial Services & Supplies—1.4% Healthcare Services Group, Inc. . . . . . . . . . . . . . . . . 114,530 Team, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14,607

4,533,097 477,795 5,010,892

Construction & Engineering—2.2% Granite Construction, Inc. . . . . . . . . . . . . . . . . . . . . . 93,302 Primoris Services Corp. . . . . . . . . . . . . . . . . . . . . . . . 146,360

4,640,841 3,015,016

Health Care Equipment & Supplies—8.2% Cynosure, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . . 89,897 Inogen, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69,423 Insulet Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104,220 Integra LifeSciences Holdings Corp. (a) . . . . . . . . . . . 51,988 Merit Medical Systems, Inc. (a) . . . . . . . . . . . . . . . . . 25,777 Neogen Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 66,262 Nevro Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28,259 Wright Medical Group NV (a) . . . . . . . . . . . . . . . . . . 157,813

28,450,097 Health Care Providers & Services—4.6% Acadia Healthcare Co., Inc. (a) (b) . . . . . . . . . . . . . . 59,696 AMN Healthcare Services, Inc. (a) . . . . . . . . . . . . . . . 110,226 Amsurg Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 46,711 Ensign Group, Inc. (The) . . . . . . . . . . . . . . . . . . . . . . 127,223 HealthEquity, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 97,703

45,909

4,339,319

Diversified Consumer Services—3.7% Bright Horizons Family Solutions, Inc. (a) . . . . . . . . . . 76,110 Grand Canyon Education, Inc. (a) . . . . . . . . . . . . . . . 89,995 Nord Anglia Education, Inc. (a) (b) . . . . . . . . . . . . . . 185,510

5,090,998 3,634,898 4,040,408 12,766,304

Diversified Telecommunication Services—2.2% Cogent Communications Holdings, Inc. . . . . . . . . . . . 105,582 ORBCOMM, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 383,470

3,886,473 3,930,568

2,957,937 3,512,903 3,131,972 2,560,999 3,698,058 15,861,869

Health Care Technology—3.0% Evolent Health, Inc. - Class A (a) . . . . . . . . . . . . . . . . Medidata Solutions, Inc. (a) . . . . . . . . . . . . . . . . . . . . Press Ganey Holdings, Inc. (a) . . . . . . . . . . . . . . . . . .

98,554 79,368 86,226

2,426,400 4,425,560 3,483,530 10,335,490

7,655,857 Distributors—1.2% Pool Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

4,579,353 4,158,438 4,266,767 4,291,610 626,123 3,706,696 2,949,957 3,871,153

Hotels, Restaurants & Leisure—3.6% Chuy’s Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 107,284 Popeyes Louisiana Kitchen, Inc. (a) . . . . . . . . . . . . . . . 48,438 Texas Roadhouse, Inc. . . . . . . . . . . . . . . . . . . . . . . . 63,684 Vail Resorts, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 28,766

2,997,515 2,573,995 2,485,587 4,512,810 12,569,907

Household Durables—2.4% Installed Building Products, Inc. (a) . . . . . . . . . . . . . . . iRobot Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Universal Electronics, Inc. (a) . . . . . . . . . . . . . . . . . . .

7,817,041

MSF-86

64,511 68,304 40,584

2,314,009 3,004,010 3,021,885 8,339,904

Metropolitan Series Fund Loomis Sayles Small Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued)

Security Description Internet & Direct Marketing Retail—0.6% Wayfair, Inc. - Class A (a) (b) . . . . . . . . . . . . . . . . . .

Shares

Value

Security Description

54,882 $ 2,160,704

Internet Software & Services—7.1% 2U, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88,609 Benefitfocus, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . 64,803 Criteo S.A. (ADR) (a) . . . . . . . . . . . . . . . . . . . . . . . . 90,335 Envestnet, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 45,180 LogMeIn, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45,423 Q2 Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 138,166 Quotient Technology, Inc. (a) . . . . . . . . . . . . . . . . . . 131,656 Wix.com, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 95,223

3,392,839 2,586,936 3,171,662 1,646,811 4,105,785 3,959,837 1,752,341 4,135,535 24,751,746

IT Services—4.3% EPAM Systems, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . 39,635 Euronet Worldwide, Inc. (a) . . . . . . . . . . . . . . . . . . . 61,204 ExlService Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . 64,268 InterXion Holding NV (a) . . . . . . . . . . . . . . . . . . . . . . 113,436

Shares/ Principal Amount*

Semiconductors & Semiconductor Equipment—(Continued) MKS Instruments, Inc. . . . . . . . . . . . . . . . . . . . . 99,259 $ 4,936,150 Monolithic Power Systems, Inc. . . . . . . . . . . . . . . 60,548 4,874,114 Silicon Laboratories, Inc. (a) . . . . . . . . . . . . . . . . 71,004 4,175,035 21,792,367 Software—7.5% Blackbaud, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Callidus Software, Inc. (a) . . . . . . . . . . . . . . . . . FleetMatics Group plc (a) . . . . . . . . . . . . . . . . . . Guidewire Software, Inc. (a) . . . . . . . . . . . . . . . RingCentral, Inc. - Class A (a) . . . . . . . . . . . . . . . Ultimate Software Group, Inc. (The) (a) . . . . . . . .

63,928 186,215 58,699 90,432 156,598 27,672

98,092 72,098 70,128

2,673,988 3,214,129 3,962,933 9,851,050

Machinery—3.0% Astec Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Middleby Corp. (The) (a) . . . . . . . . . . . . . . . . . . . . . RBC Bearings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . .

54,566 30,225 45,107

3,266,866 3,736,415 3,449,783 10,453,064

Oil, Gas & Consumable Fuels—2.1% Diamondback Energy, Inc. (a) . . . . . . . . . . . . . . . . . . PDC Energy, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . .

40,900 49,459

3,948,486 3,316,721 7,265,207

Pharmaceuticals—2.8% Dermira, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61,301 Medicines Co. (The) (a) . . . . . . . . . . . . . . . . . . . . . . 59,623 Nektar Therapeutics (a) . . . . . . . . . . . . . . . . . . . . . . . 130,822 Supernus Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . 127,734

2,073,200 2,250,172 2,247,522 3,158,862 9,729,756

Professional Services—1.4% WageWorks, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . .

4,240,984 3,417,045 3,520,766 5,424,111 3,705,109 5,655,880 25,963,895

2,747,102 5,008,323 3,203,117 4,108,652

Specialty Retail—1.7% Monro Muffler Brake, Inc. . . . . . . . . . . . . . . . . . Tile Shop Holdings, Inc. (a) . . . . . . . . . . . . . . . .

46,104 192,343

2,820,182 3,183,276 6,003,458

15,067,194 Life Sciences Tools & Services—2.8% Accelerate Diagnostics, Inc. (a) (b) . . . . . . . . . . . . . . . INC Research Holdings, Inc. - Class A (a) . . . . . . . . . . PRA Health Sciences, Inc. (a) . . . . . . . . . . . . . . . . . . .

Value

Textiles, Apparel & Luxury Goods—1.7% Columbia Sportswear Co. . . . . . . . . . . . . . . . . . Steven Madden, Ltd. (a) . . . . . . . . . . . . . . . . . . .

50,383 91,527

2,858,732 3,163,173 6,021,905

Thrifts & Mortgage Finance—1.0% Essent Group, Ltd. (a) . . . . . . . . . . . . . . . . . . . .

134,008

3,565,953

Trading Companies & Distributors—1.6% Beacon Roofing Supply, Inc. (a) . . . . . . . . . . . . . SiteOne Landscape Supply, Inc. (a) . . . . . . . . . . .

71,101 70,128

2,991,219 2,519,699 5,510,918

Total Common Stocks (Cost $263,505,137) . . . . . . . . . . . . . . . . . .

336,069,168

Short-Term Investment—3.4% Repurchase Agreement—3.4% Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $11,694,130 on 10/03/16, collateralized by $11,755,000 U.S. Treasury Note at 1.375% due 01/31/21 with a value of $11,931,325. . . . . . . . . . . . . 11,694,100

11,694,100 11,694,100

79,271

4,828,397

Total Short-Term Investments (Cost $11,694,100) . . . . . . . . . . . . . . . . . . .

Real Estate Management & Development—0.5% HFF, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . . . . . 65,508

1,813,917

Securities Lending Reinvestments (c)—4.1%

Semiconductors & Semiconductor Equipment—6.3% Inphi Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100,037 Intersil Corp. - Class A . . . . . . . . . . . . . . . . . . . . . . . 157,522

4,352,610 3,454,458

Certificates of Deposit—0.7% Abbey National Treasury Services 0.440%, 10/03/16 . . . . . . . . . . . . . . . . . . .

MSF-87

300,000

300,000

Metropolitan Series Fund Loomis Sayles Small Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (c)—(Continued) Security Description Certificates of Deposit—(Continued) Bank of Nova Scotia 0.750%, 10/19/16 . . . . . . . . . . . . . . . . . . . . . . Bank of Tokyo-Mitsubishi, Ltd. 0.450%, 10/04/16 . . . . . . . . . . . . . . . . . . . . . . Chiba Bank Ltd, New York 0.870%, 11/30/16 . . . . . . . . . . . . . . . . . . . . . . Landesbank Baden-Wuerttemberg 0.450%, 10/03/16 . . . . . . . . . . . . . . . . . . . . . . National Bank of Canada 0.420%, 10/06/16 . . . . . . . . . . . . . . . . . . . . . . Standard Chartered Bank New York 0.910%, 12/16/16 . . . . . . . . . . . . . . . . . . . . . . Sumitomo Mitsui Trust Bank 0.540%, 10/26/16 . . . . . . . . . . . . . . . . . . . . . . Swedbank 0.350%, 10/03/16 . . . . . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

300,000 $ 300,033 250,000

250,000

300,000

300,051

250,000

250,000

300,000

300,000

100,000

100,008

400,000

400,012

250,000

249,999 2,450,103

Commercial Paper—0.5% Albion Capital Corp. 0.720%, 10/25/16 . . . . . . . . . . . . . . . . . . . . . . BNP Paribas 0.510%, 10/21/16 . . . . . . . . . . . . . . . . . . . . . . Charta LLC 0.880%, 12/22/16 . . . . . . . . . . . . . . . . . . . . . . Kells Funding LLC 1.040%, 01/19/17 . . . . . . . . . . . . . . . . . . . . . . LMA S.A. & LMA Americas 0.580%, 10/14/16 . . . . . . . . . . . . . . . . . . . . . . Manhattan Asset Funding 0.740%, 11/28/16 . . . . . . . . . . . . . . . . . . . . . . Ridgefield Funding Co. LLC 0.650%, 10/26/16 . . . . . . . . . . . . . . . . . . . . . . Victory Receivables Corp. 1.050%, 01/04/17 . . . . . . . . . . . . . . . . . . . . . .

150,000

149,952

300,000

299,924

400,000

399,236

100,000

99,703

50,000

49,993

250,000

249,752

100,000

99,949

250,000

249,366 1,597,875

Repurchase Agreements—2.8% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $1,500,117 on 10/03/16, collateralized by $1,417,523 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 $1,530,000. . . . . . . . . . . . . . . . . . . . . . . . . . 1,500,000 Deutsche Bank AG, London Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $1,500,104 on 10/03/16, collateralized by $1,472,585 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 $1,530,001. . . . . . . . . . . . . . . . . . . . . . . . . . 1,500,000

1,500,000

Repurchase Agreements—(Continued) Deutsche Bank Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $1,200,050 on 10/03/16, collateralized by $1,166,631 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $1,224,000. . . . . . . . . . . . . . . . . . . . . . HSBC Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $1,500,056 on 10/03/16, collateralized by $1,183,200 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $1,530,021. . . . . . . . . . . . . . . . . . . . . . Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $1,000,081 on 10/03/16, collateralized by $954,679 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 $1,020,427. . . . . . . . . . . . . . . . . . . . . . . . . . Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $248,691 on 10/03/16, collateralized by $205,457 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 $253,655. . . . . . . . . . Nomura Securities Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $900,065 on 10/04/16, collateralized by $865,596 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 $918,000. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

1,200,000 $1,200,000

1,500,000

1,500,000

1,000,000

1,000,000

248,681

248,681

900,000

900,000

1,000,000

1,000,000

1,000,000

1,000,000 9,848,681

1,500,000

Time Deposits—0.1% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . . . . .

MSF-88

55,831

55,831

Metropolitan Series Fund Loomis Sayles Small Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (c)—(Continued) Security Description Time Deposits—(Continued) DBS Bank Limited, Singapore 0.380%, 10/04/16 . . . . . . . . . . . . . . . . . . . . Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . . . Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . . .

Principal Amount*

200,000

* (a) (b)

Value

$

200,000

100,000

100,000

100,000

100,000 455,831

Total Securities Lending Reinvestments (Cost $14,352,290) . . . . . . . . . . . . . . . . . . . . .

14,352,490

Total Investments—104.0% (Cost $289,551,527) (d) . . . . . . . . . . . . . . . . . Other assets and liabilities (net)—(4.0)% . . . . . . . .

362,115,758 (14,037,453)

Net Assets—100.0% . . . . . . . . . . . . . . . . . . . .

$348,078,305

Principal amount stated in U.S. dollars unless otherwise noted. Non-income producing security. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $14,237,296 and the collateral received consisted of cash in the amount of $14,352,387. 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 $289,551,527. The aggregate unrealized appreciation and depreciation of investments were $76,515,429 and $(3,951,198), respectively, resulting in net unrealized appreciation of $72,564,231. (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* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificates of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$336,069,168 —

$

— 11,694,100

$— —

$336,069,168 11,694,100

— — — — — $336,069,168

2,450,103 1,597,875 9,848,681 455,831 14,352,490 $ 26,046,590

— — — — — $—

2,450,103 1,597,875 9,848,681 455,831 14,352,490 $362,115,758

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$

$(14,352,387)

$—

$ (14,352,387)

*

See Schedule of Investments for additional detailed categorizations.

MSF-89

—

Metropolitan Series Fund Met/Artisan Mid Cap Value Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—92.9% of Net Assets Security Description

Shares

Value

Aerospace & Defense—1.8% Rockwell Collins, Inc. . . . . . . . . . . . . . . . . . . . .

237,960 $

20,069,546

Auto Components—1.9% Gentex Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . 1,194,292 Automobiles—1.8% Harley-Davidson, Inc. (a) . . . . . . . . . . . . . . . . . .

20,971,768

364,043

19,145,021

27,984,001 19,107,738 47,091,739

Chemicals—5.0% Agrium, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Celanese Corp. - Series A . . . . . . . . . . . . . . . . . Mosaic Co. (The) . . . . . . . . . . . . . . . . . . . . . . .

Construction & Engineering—5.3% Fluor Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Jacobs Engineering Group, Inc. (b) . . . . . . . . . . Quanta Services, Inc. (b) . . . . . . . . . . . . . . . . . .

Electric Utilities—1.5% OGE Energy Corp. . . . . . . . . . . . . . . . . . . . . . . Electrical Equipment—0.5% Hubbell, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . .

Value

Insurance—(Continued) Arch Capital Group, Ltd. (b) . . . . . . . . . . . . . . . Loews Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Progressive Corp. (The) . . . . . . . . . . . . . . . . . . . Torchmark Corp. . . . . . . . . . . . . . . . . . . . . . . .

303,744 $ 369,830 284,599 381,473

24,074,749 15,218,505 8,964,869 24,372,310

52,105

104,261 401,287 744,780

472,417 530,531 213,849

831,258

Internet & Direct Marketing Retail—4.4% Liberty Interactive Corp. - Class A (b) . . . . . . . . . 1,304,797 Liberty Ventures - Series A (b) . . . . . . . . . . . . . . 555,967

26,108,988 22,166,404 48,275,392

Internet Software & Services—1.9% IAC/InterActiveCorp . . . . . . . . . . . . . . . . . . . . .

339,423

21,203,755

Machinery—0.9% Kennametal, Inc. . . . . . . . . . . . . . . . . . . . . . . .

354,785

10,295,861

9,455,430 26,709,663 18,217,319

Marine—1.8% Kirby Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . .

318,200

19,779,312

54,382,412

Media—5.2% News Corp. - Class A . . . . . . . . . . . . . . . . . . . . 1,600,844 Omnicom Group, Inc. . . . . . . . . . . . . . . . . . . . . 291,047 TEGNA, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 457,833

22,379,799 24,738,995 10,008,229

14,035,003

24,244,440 27,439,063 5,985,634 57,669,137

Diversified Consumer Services—1.8% H&R Block, Inc. (a) . . . . . . . . . . . . . . . . . . . . . .

Shares

163,987,992

Banks—4.3% Fifth Third Bancorp . . . . . . . . . . . . . . . . . . . . . . 1,367,742 M&T Bank Corp. . . . . . . . . . . . . . . . . . . . . . . . 164,580

Capital Markets—1.3% Intercontinental Exchange, Inc. . . . . . . . . . . . . .

Security Description

19,243,623

57,127,023 Metals & Mining—4.5% Goldcorp, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 1,366,761 Kinross Gold Corp. (b) . . . . . . . . . . . . . . . . . . . 2,886,283 Nucor Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 290,078

22,578,892 12,151,251 14,344,357 49,074,500

511,871

45,996

Electronic Equipment, Instruments & Components—8.6% Arrow Electronics, Inc. (b) . . . . . . . . . . . . . . . . . 500,270 Avnet, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 725,113 FLIR Systems, Inc. . . . . . . . . . . . . . . . . . . . . . . . 381,723 Keysight Technologies, Inc. (b) . . . . . . . . . . . . . . 639,785

16,185,361

4,955,609

32,002,272 29,773,140 11,993,737 20,274,786 94,043,935

Energy Equipment & Services—0.6% Helmerich & Payne, Inc. (a) . . . . . . . . . . . . . . . .

89,470

6,021,331

Health Care Providers & Services—1.6% AmerisourceBergen Corp. . . . . . . . . . . . . . . . . .

221,670

17,906,503

Insurance—15.0% Alleghany Corp. (b) . . . . . . . . . . . . . . . . . . . . . Allied World Assurance Co. Holdings AG . . . . . Allstate Corp. (The) . . . . . . . . . . . . . . . . . . . . . . Aon plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

61,246 445,944 293,652 185,459

32,155,375 18,025,056 20,314,845 20,862,283

Mortgage Real Estate Investment Trusts—1.7% American Capital Agency Corp. . . . . . . . . . . . . 920,933

17,995,031

Oil, Gas & Consumable Fuels—10.0% Apache Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 573,663 Devon Energy Corp. . . . . . . . . . . . . . . . . . . . . . 1,015,951 Hess Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 526,563

36,639,856 44,813,598 28,234,308 109,687,762

Road & Rail—1.8% Ryder System, Inc. . . . . . . . . . . . . . . . . . . . . . .

298,351

19,676,248

Semiconductors & Semiconductor Equipment—1.9% Analog Devices, Inc. . . . . . . . . . . . . . . . . . . . . . 325,126

20,954,371

Software—1.8% Synopsys, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . .

321,146

19,060,015

Specialty Retail—1.9% AutoNation, Inc. (b) . . . . . . . . . . . . . . . . . . . . .

415,289

20,228,727

Textiles, Apparel & Luxury Goods—1.0% Coach, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . .

310,960

11,368,698

MSF-90

Metropolitan Series Fund Met/Artisan Mid Cap Value Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued)

Security Description

Shares/ Principal Amount*

Value

Trading Companies & Distributors—3.1% Air Lease Corp. . . . . . . . . . . . . . . . . . . . . . . .

1,190,775 $

34,032,350

Total Common Stocks (Cost $796,089,167) . . . . . . . . . . . . . . . .

Security Description

1,014,468,025

Short-Term Investment—7.0% Repurchase Agreement—7.0% Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $75,908,232 on 10/03/16, collateralized by $72,195,000 U.S. Treasury Note at 2.625% due 11/15/20 with a value of $77,429,138. . . . . . . . . . . . . . . . . . . . . . . 75,908,042

75,908,042

Total Short-Term Investments (Cost $75,908,042) . . . . . . . . . . . . . . . . .

75,908,042

Securities Lending Reinvestments (c)—1.2% Certificate of Deposit—0.0% Standard Chartered Bank New York 0.910%, 12/16/16 . . . . . . . . . . . . . . . . .

100,000

100,007

Commercial Paper—0.0% Kells Funding LLC 1.040%, 01/19/17 . . . . . . . . . . . . . . . . .

100,000

99,703

Repurchase Agreements—1.2% 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. . . . . . . . . . . . . . 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. . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . .

500,000

500,000

500,000

500,000

Repurchase Agreements—(Continued) 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. . . . . . . . . . . . . . Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $3,000,253 on 10/03/16, collateralized by $2,864,037 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 $3,061,280. . . . . . . . . . . . . . Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $536,332 on 10/03/16, collateralized by $443,092 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 $547,037. . . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

2,000,000 $

2,000,000

3,000,000

3,000,000

536,311

536,311

2,000,000

2,000,000

2,500,000

2,500,000

500,000

500,000 13,536,311

2,000,000

2,000,000

Time Deposits—0.0% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . .

MSF-91

300,000

300,000

100,000

100,000

Metropolitan Series Fund Met/Artisan Mid Cap Value Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (c)—(Continued) Security Description

Principal Amount*

Time Deposits—(Continued) Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . .

100,000

* (a)

Value

$

100,000 500,000

Total Securities Lending Reinvestments (Cost $14,235,999) . . . . . . . . . . . . . . . . . . .

(b) (c)

14,236,021

(d)

Total Investments—101.1% (Cost $886,233,208) (d) . . . . . . . . . . . . . . . . Other assets and liabilities (net)—(1.1)% . . . . . . .

1,104,612,088 (12,010,042)

Net Assets—100.0% . . . . . . . . . . . . . . . . . .

$1,092,602,046

Principal amount stated in U.S. dollars unless otherwise noted. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $14,106,751 and the collateral received consisted of cash in the amount of $14,235,958. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. Non-income producing security. Represents investment of cash collateral received from securities on loan as of September 30, 2016. As of September 30, 2016, the aggregate cost of investments was $886,233,208. The aggregate unrealized appreciation and depreciation of investments were $232,349,808 and $(13,970,928), respectively, resulting in net unrealized appreciation of $218,378,880.

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* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificate of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$1,014,468,025 —

$

— 75,908,042

$— —

$1,014,468,025 75,908,042

— — — — — $1,014,468,025

100,007 99,703 13,536,311 500,000 14,236,021 $ 90,144,063

— — — — — $—

100,007 99,703 13,536,311 500,000 14,236,021 $1,104,612,088

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$

$(14,235,958)

$—

$

*

See Schedule of Investments for additional detailed categorizations.

MSF-92

—

(14,235,958)

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—99.3% of Net Assets Security Description

Shares

Australia—6.9% Acrux, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Adelaide Brighton, Ltd. . . . . . . . . . . . . . . . . . . . . AED Oil, Ltd. (a) (b) (c) . . . . . . . . . . . . . . . . . . . . Ainsworth Game Technology, Ltd. . . . . . . . . . . . . . Alkane Resources, Ltd. (b) . . . . . . . . . . . . . . . . . . ALS, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Altium, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Altona Mining, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . Alumina, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . AMA Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Ansell, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . AP Eagers, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . APN News & Media, Ltd. (b) . . . . . . . . . . . . . . . . ARB Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Ardent Leisure Group . . . . . . . . . . . . . . . . . . . . . . Arrium, Ltd. (a) (b) (c) . . . . . . . . . . . . . . . . . . . . . . ASG Group, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . AUB Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Ausdrill, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Austal, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Australian Agricultural Co., Ltd. (b) . . . . . . . . . . . . Australian Pharmaceutical Industries, Ltd. . . . . . . . . Auswide Bank, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Automotive Holdings Group, Ltd. . . . . . . . . . . . . . Aveo Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . AVJennings, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . AWE, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of Queensland, Ltd. . . . . . . . . . . . . . . . . . . . Bapcor, Ltd. (c) . . . . . . . . . . . . . . . . . . . . . . . . . . Beach Energy, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Beadell Resources, Ltd. (b) (d) . . . . . . . . . . . . . . . . Bega Cheese, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Bellamy’s Australia, Ltd. . . . . . . . . . . . . . . . . . . . . Bendigo & Adelaide Bank, Ltd. . . . . . . . . . . . . . . . Billabong International, Ltd. (b) . . . . . . . . . . . . . . . Blackmores, Ltd. (d) . . . . . . . . . . . . . . . . . . . . . . . Blue Sky Alternative Investments, Ltd. . . . . . . . . . . . BlueScope Steel, Ltd. . . . . . . . . . . . . . . . . . . . . . . Bradken, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . Breville Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Brickworks, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . BT Investment Management, Ltd. . . . . . . . . . . . . . . Buru Energy, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . Cabcharge Australia, Ltd. . . . . . . . . . . . . . . . . . . Capral, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Cardno, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Carnarvon Petroleum, Ltd. (b) . . . . . . . . . . . . . . . . carsales.com, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Cash Converters International, Ltd. . . . . . . . . . . . . Cedar Woods Properties, Ltd. . . . . . . . . . . . . . . . . Cleanaway Waste Management, Ltd. . . . . . . . . . . Coal of Africa, Ltd. (b) (c) . . . . . . . . . . . . . . . . . . . Collection House, Ltd. . . . . . . . . . . . . . . . . . . . . . Collins Foods, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Cooper Energy, Ltd. (b) . . . . . . . . . . . . . . . . . . . . Corporate Travel Management, Ltd. . . . . . . . . . . . Credit Corp. Group, Ltd. (d) . . . . . . . . . . . . . . . . .

41,605 $ 197,116 93,946 51,616 120,355 76,663 31,832 67,875 473,623 111,029 39,937 7,774 71,247 30,444 50,226 972,288 91,207 25,969 110,321 81,889 192,359 174,311 9,275 101,744 53,746 10,332 335,940 24,268 5,854 950,434 102,327 58,513 9,613 10,665 56,120 5,495 5,962 84,045 48,239 42,107 5,923 25,960 23,457 55,813 136,176 69,333 251,902 83,570 152,939 27,273 693,108 133,534 19,217 4,975 154,883 20,836 13,415

Value

10,499 837,926 0 89,072 44,685 351,546 225,124 6,775 530,494 94,153 704,851 60,836 186,802 425,595 106,864 5 110,912 219,842 122,424 92,388 241,670 258,053 36,231 334,073 142,366 4,987 160,053 211,504 27,202 485,290 31,871 298,173 96,130 88,094 54,139 492,654 34,198 499,369 89,602 282,870 63,211 177,838 3,605 146,328 16,193 47,839 20,787 768,932 37,559 102,347 595,903 4,906 17,419 17,265 43,454 282,216 191,699

Security Description

Shares

Value

Australia—(Continued) CSG, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . CSR, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cudeco, Ltd. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . Data #3, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Decmil Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Downer EDI, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . DSHE Holdings, Ltd. (a) (b) (c) . . . . . . . . . . . . . . . DuluxGroup, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . DWS, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Emeco Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . . Energy Resources of Australia, Ltd. (b) . . . . . . . . . . Energy World Corp., Ltd. (b) . . . . . . . . . . . . . . . . EQT Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . . ERM Power, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Euroz, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Event Hospitality and Entertainment, Ltd. . . . . . . . . Evolution Mining, Ltd. . . . . . . . . . . . . . . . . . . . . . Fairfax Media, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Fantastic Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . Finbar Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Fleetwood Corp., Ltd. (b) . . . . . . . . . . . . . . . . . . . FlexiGroup, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Flight Centre Travel Group, Ltd. . . . . . . . . . . . . . . G8 Education, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Gateway Lifestyle . . . . . . . . . . . . . . . . . . . . . . . . Global Construction Services, Ltd. . . . . . . . . . . . . . GrainCorp, Ltd. - Class A . . . . . . . . . . . . . . . . . . . Grange Resources, Ltd. . . . . . . . . . . . . . . . . . . . . Greencross, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . GUD Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . . GWA Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Hansen Technologies, Ltd. . . . . . . . . . . . . . . . . . . HFA Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Hills, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Horizon Oil, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . IDM International, Ltd. (a) (b) (c) . . . . . . . . . . . . . . Iluka Resources, Ltd. . . . . . . . . . . . . . . . . . . . . . . Imdex, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . IMF Bentham, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Independence Group NL . . . . . . . . . . . . . . . . . . . Infigen Energy, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . Infomedia, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Integrated Research, Ltd. . . . . . . . . . . . . . . . . . . . International Ferro Metals, Ltd. (a) (b) (c) . . . . . . . . Invocare, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . IOOF Holdings, Ltd. (d) . . . . . . . . . . . . . . . . . . . . Iress, Ltd. (c) . . . . . . . . . . . . . . . . . . . . . . . . . . . . iSelect, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JB Hi-Fi, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jupiter Mines, Ltd. (a) (b) (c) . . . . . . . . . . . . . . . . . K&S Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Karoon Gas Australia, Ltd. (b) . . . . . . . . . . . . . . . Kingsgate Consolidated, Ltd. (a) (b) (c) . . . . . . . . . Kingsrose Mining, Ltd. (b) . . . . . . . . . . . . . . . . . . MACA, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Macmahon Holdings, Ltd. (b) . . . . . . . . . . . . . . . . Macquarie Atlas Roads Group . . . . . . . . . . . . . . .

66,837 $ 282,278 51,210 55,471 56,744 238,347 85,716 165,477 36,847 314,914 51,910 325,379 3,062 49,991 23,559 38,556 179,899 967,464 1,151 6,909 22,683 49,133 14,871 130,532 13,237 9,380 83,590 120,000 21,334 39,734 104,458 47,406 45,623 80,453 652,736 49,237 160,998 89,354 49,173 112,057 282,132 131,353 28,972 82,765 38,500 103,265 57,739 46,213 50,758 63,164 1,802 75,600 121,238 102,961 56,351 380,170 181,433

65,133 784,865 16,790 62,639 45,461 993,537 0 837,581 34,817 14,648 13,314 56,097 46,102 44,343 18,209 445,516 335,628 702,306 2,133 4,817 33,817 87,678 416,508 304,820 21,798 3,232 502,998 10,176 105,524 321,422 230,257 170,074 80,235 29,639 20,120 0 776,238 40,126 69,937 364,250 174,295 81,203 51,204 181 411,242 687,216 523,576 65,835 1,130,595 1,777 1,892 77,272 38,044 12,658 74,987 35,294 695,424

MSF-93

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Australia—(Continued) Magellan Financial Group, Ltd. . . . . . . . . . . . . . . MaxiTRANS Industries, Ltd. . . . . . . . . . . . . . . . . . Mayne Pharma Group, Ltd. (b) . . . . . . . . . . . . . . . McMillan Shakespeare, Ltd. (d) . . . . . . . . . . . . . . . McPherson’s, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Medusa Mining, Ltd. (b) . . . . . . . . . . . . . . . . . . . . Melbourne IT, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Metals X, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Metcash, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . Michael Hill International, Ltd. . . . . . . . . . . . . . . . Mincor Resources NL (b) . . . . . . . . . . . . . . . . . . . Mineral Resources, Ltd. . . . . . . . . . . . . . . . . . . . . MMA Offshore, Ltd. (b) . . . . . . . . . . . . . . . . . . . . Monadelphous Group, Ltd. . . . . . . . . . . . . . . . . . . Morning Star Gold NL (a) (b) (c) . . . . . . . . . . . . . . Mortgage Choice, Ltd. . . . . . . . . . . . . . . . . . . . . . Mount Gibson Iron, Ltd. (b) . . . . . . . . . . . . . . . . . . Myer Holdings, Ltd. (d) . . . . . . . . . . . . . . . . . . . . MyState, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Navitas, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . New Hope Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . nib holdings, Ltd. (d) . . . . . . . . . . . . . . . . . . . . . . Nick Scali, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Nine Entertainment Co. Holdings, Ltd. . . . . . . . . . . Northern Star Resources, Ltd. . . . . . . . . . . . . . . . . Nufarm, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . OFX Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Orocobre, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . Orora, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . OrotonGroup, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . OZ Minerals, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Pacific Current Group, Ltd. . . . . . . . . . . . . . . . . . . Pact Group Holdings, Ltd. . . . . . . . . . . . . . . . . . . Paladin Energy, Ltd. (b) . . . . . . . . . . . . . . . . . . . . Panoramic Resources, Ltd. (b) . . . . . . . . . . . . . . . . Peet, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Peninsula Energy, Ltd. (b) . . . . . . . . . . . . . . . . . . . Perpetual, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Perseus Mining, Ltd. (b) . . . . . . . . . . . . . . . . . . . . Platinum Asset Management, Ltd. . . . . . . . . . . . . . Pluton Resources, Ltd. (a) (b) (c) . . . . . . . . . . . . . . . PMP, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Premier Investments, Ltd. . . . . . . . . . . . . . . . . . . . . Primary Health Care, Ltd. . . . . . . . . . . . . . . . . . . . Prime Media Group, Ltd. . . . . . . . . . . . . . . . . . . . Programmed Maintenance Services, Ltd. . . . . . . . . Qube Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . RCG Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . RCR Tomlinson, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Reckon, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Regis Resources, Ltd. . . . . . . . . . . . . . . . . . . . . . . Reject Shop, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . Resolute Mining, Ltd. (d) . . . . . . . . . . . . . . . . . . . . Resoulte Mining, Ltd. (b) (c) . . . . . . . . . . . . . . . . . Retail Food Group, Ltd. . . . . . . . . . . . . . . . . . . . . Retail Food Group, Ltd. (b) . . . . . . . . . . . . . . . . . . Ridley Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . . .

27,343 $ 59,013 452,144 29,453 34,460 60,972 36,135 75,358 385,184 82,929 105,687 41,091 100,235 40,177 33,455 48,689 439,215 355,143 3,899 96,272 6,285 208,017 16,348 18,490 220,636 79,335 99,303 49,318 225,473 8,647 149,299 1,159 4,623 612,137 146,618 88,199 11,352 19,256 231,401 21,691 48,332 158,703 44,992 244,279 93,371 95,504 281,810 90,942 61,564 36,898 180,703 12,421 248,330 29,004 58,516 1,066 123,003

Value

Security Description

455,582 27,082 694,196 267,459 29,476 33,603 53,152 86,036 620,320 102,024 29,724 349,619 27,834 280,442 13 75,301 98,189 317,706 12,196 385,407 8,501 746,680 73,581 14,998 768,479 571,001 144,677 141,164 544,688 16,405 697,350 3,706 22,451 70,391 28,839 66,130 4,831 690,830 93,859 83,882 0 77,880 535,899 742,899 19,693 119,190 504,160 113,820 132,430 45,787 522,294 100,813 365,724 43,730 313,108 5,589 126,654

Australia—(Continued) RungePincockMinarco, Ltd. (b) . . . . . . . . . . . . . . . Ruralco Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . SAI Global, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Salmat, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Sandfire Resources NL . . . . . . . . . . . . . . . . . . . . . Saracen Mineral Holdings, Ltd. (b) . . . . . . . . . . . . Select Harvests, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Senex Energy, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . Servcorp, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Service Stream, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Seven Group Holdings, Ltd. . . . . . . . . . . . . . . . . . Seven West Media, Ltd. . . . . . . . . . . . . . . . . . . . . Sigma Pharmaceuticals, Ltd. . . . . . . . . . . . . . . . . . Silex Systems, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . Silver Chef, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Silver Lake Resources, Ltd. (b) . . . . . . . . . . . . . . . . Sims Metal Management, Ltd. . . . . . . . . . . . . . . . . Sirtex Medical, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Slater & Gordon, Ltd. . . . . . . . . . . . . . . . . . . . . . . SMS Management & Technology, Ltd. . . . . . . . . . . Southern Cross Media Group, Ltd. . . . . . . . . . . . . Spark Infrastructure Group . . . . . . . . . . . . . . . . . . Specialty Fashion Group, Ltd. (b) . . . . . . . . . . . . . Spotless Group Holdings, Ltd. . . . . . . . . . . . . . . . . St. Barbara, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . Star Entertainment Group, Ltd. (The) . . . . . . . . . . . Steadfast Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . Strike Energy, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . Sundance Energy Australia, Ltd. (b) . . . . . . . . . . . . Sunland Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . Super Retail Group, Ltd. . . . . . . . . . . . . . . . . . . . . Tabcorp Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . Tassal Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Technology One, Ltd. . . . . . . . . . . . . . . . . . . . . . . Ten Network Holdings, Ltd. (b) . . . . . . . . . . . . . . . TFS Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Thorn Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Tiger Resources, Ltd. (b) . . . . . . . . . . . . . . . . . . . . Toro Energy, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . Tox Free Solutions, Ltd. . . . . . . . . . . . . . . . . . . . . Treasury Wine Estates, Ltd. . . . . . . . . . . . . . . . . . . Troy Resources, Ltd. (b) . . . . . . . . . . . . . . . . . . . . UGL, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Villa World, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Village Roadshow, Ltd. . . . . . . . . . . . . . . . . . . . . Virgin Australia Holdings, Ltd. (b) . . . . . . . . . . . . . Virgin Australia International Holding, Ltd. (a) (b) (c) . . . . . . . . . . . . . . . . . . . . . . . . . Virtus Health, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Vita Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Watpac, Ltd. (b) (d) . . . . . . . . . . . . . . . . . . . . . . . Webjet, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Western Areas, Ltd. (b) . . . . . . . . . . . . . . . . . . . . Whitehaven Coal, Ltd. (b) . . . . . . . . . . . . . . . . . . WorleyParsons, Ltd. (b) . . . . . . . . . . . . . . . . . . . . WPP AUNZ, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-94

Shares

Value

4,190 $ 7,095 62,244 45,807 40,717 390,479 30,640 248,220 26,561 62,705 15,634 460,617 621,692 28,112 8,241 112,092 86,197 22,520 116,238 35,576 229,061 742,738 34,701 23,095 192,892 210,220 93,904 182,555 373,357 40,150 69,714 236,852 72,156 85,252 109,315 106,522 60,945 591,241 75,052 71,737 76,917 106,145 29,320 14,787 32,709 442,369

1,611 17,233 221,812 17,889 157,793 420,892 133,716 46,144 161,990 55,378 103,058 258,474 676,307 6,444 72,811 44,708 614,659 545,775 33,436 47,985 257,505 1,314,905 14,446 18,969 460,817 972,215 164,341 13,853 47,246 47,085 544,234 906,480 223,321 390,029 115,627 121,881 71,215 9,513 2,643 126,216 650,857 32,180 48,173 26,028 124,363 79,930

968,773 37,091 18,112 37,999 25,862 118,029 121,287 33,331 131,382

1 219,123 68,901 24,852 230,024 261,965 228,550 213,740 110,466 47,089,586

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Austria—1.1% A-TEC Industries AG (a) (b) (c) (d) . . . . . . . . . . . . . Agrana Beteiligungs AG . . . . . . . . . . . . . . . . . . . ams AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Andritz AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Austria Technologie & Systemtechnik AG (d) . . . . . BUWOG AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . CA Immobilien Anlagen AG (b) . . . . . . . . . . . . . . Conwert Immobilien Invest SE (b) . . . . . . . . . . . . . DO & Co. AG . . . . . . . . . . . . . . . . . . . . . . . . . . EVN AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IMMOFINANZ AG (b) . . . . . . . . . . . . . . . . . . . . . Kapsch TrafficCom AG . . . . . . . . . . . . . . . . . . . . Lenzing AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mayr Melnhof Karton AG . . . . . . . . . . . . . . . . . . Oberbank AG . . . . . . . . . . . . . . . . . . . . . . . . . . Oesterreichische Post AG (b) . . . . . . . . . . . . . . . . Palfinger AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . POLYTEC Holding AG . . . . . . . . . . . . . . . . . . . . . Porr AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Raiffeisen Bank International AG (b) . . . . . . . . . . . RHI AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rosenbauer International AG . . . . . . . . . . . . . . . . S IMMO AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . S&T AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Schoeller-Bleckmann Oilfield Equipment AG . . . . . . Semperit AG Holding . . . . . . . . . . . . . . . . . . . . . Strabag SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Telekom Austria AG (b) . . . . . . . . . . . . . . . . . . . . UBM Development AG . . . . . . . . . . . . . . . . . . . . . UNIQA Insurance Group AG . . . . . . . . . . . . . . . . Wienerberger AG . . . . . . . . . . . . . . . . . . . . . . . . Zumtobel Group AG . . . . . . . . . . . . . . . . . . . . . .

1,312 $ 1,574 23,302 5,479 14,133 15,282 16,824 20,619 1,857 12,657 125,781 2,222 3,209 3,412 182 10,867 5,947 10,783 1,436 13,074 8,926 1,615 35,979 2,389 3,509 6,041 6,827 24,392 78 14,804 39,101 14,277

Value

Security Description

83 187,151 754,237 298,232 173,377 413,495 320,720 388,085 151,803 150,042 295,309 99,219 374,796 375,238 11,817 384,443 172,425 96,783 51,568 199,078 237,239 97,554 378,707 27,171 232,568 164,922 227,846 137,856 2,890 96,205 663,913 275,694 7,440,466

Belgium—1.9% Ablynx NV (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Ackermans & van Haaren NV . . . . . . . . . . . . . . . AGFA-Gevaert NV (b) . . . . . . . . . . . . . . . . . . . . . Atenor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Banque Nationale de Belgique . . . . . . . . . . . . . . . Barco NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bekaert S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . bpost S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cie d’Entreprises CFE . . . . . . . . . . . . . . . . . . . . . Cie Immobiliere de Belgique S.A. (b) . . . . . . . . . . . D’ieteren S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Dalenys (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deceuninck NV (c) . . . . . . . . . . . . . . . . . . . . . . . Econocom Group S.A. . . . . . . . . . . . . . . . . . . . . . Elia System Operator S.A. (d) . . . . . . . . . . . . . . . . Euronav NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . EVS Broadcast Equipment S.A. . . . . . . . . . . . . . . . Exmar NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fagron (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Galapagos NV (b) . . . . . . . . . . . . . . . . . . . . . . . GIMV NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

15,614 8,887 118,767 1,089 104 5,609 11,685 6,013 5,036 1,276 8,787 1,352 45,410 27,496 12,209 30,049 4,761 10,339 17,646 16,401 450

196,360 1,177,519 373,501 57,019 327,955 439,692 532,842 162,687 553,556 73,089 409,098 9,781 120,540 412,967 623,836 229,482 191,414 81,327 191,724 1,052,566 23,873

Belgium—(Continued) Ion Beam Applications . . . . . . . . . . . . . . . . . . . . . Jensen-Group NV . . . . . . . . . . . . . . . . . . . . . . . . Kinepolis Group NV . . . . . . . . . . . . . . . . . . . . . . Lotus Bakeries NV . . . . . . . . . . . . . . . . . . . . . . . . MDxHealth (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Melexis NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nyrstar NV (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Ontex Group NV . . . . . . . . . . . . . . . . . . . . . . . . Orange Belgium S.A. (b) . . . . . . . . . . . . . . . . . . . Picanol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . RealDolmen NV . . . . . . . . . . . . . . . . . . . . . . . . . Recticel S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Resilux NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Roularta Media Group NV . . . . . . . . . . . . . . . . . . Sioen Industries NV . . . . . . . . . . . . . . . . . . . . . . . Sipef S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tessenderlo Chemie NV (b) . . . . . . . . . . . . . . . . . ThromboGenics NV (b) . . . . . . . . . . . . . . . . . . . . Umicore S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Van de Velde NV . . . . . . . . . . . . . . . . . . . . . . . . Viohalco S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

10,326 $ 738 8,046 118 5,915 9,084 26,926 2,421 13,209 1,699 1,200 24,409 229 1,629 4,097 3,346 18,196 9,279 26,112 2,850 45,397

Value

524,307 27,607 374,193 296,270 27,487 651,966 197,908 76,802 323,030 140,662 31,221 173,293 40,864 44,779 120,355 192,825 607,899 30,228 1,637,656 205,987 62,216 13,028,383

Cambodia—0.0% NagaCorp, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . .

458,000

302,636

Canada—8.0% 5N Plus, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . Absolute Software Corp. . . . . . . . . . . . . . . . . . . . Acadian Timber Corp. . . . . . . . . . . . . . . . . . . . . . Advantage Oil & Gas, Ltd. (b) . . . . . . . . . . . . . . . Aecon Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . . AG Growth International, Inc. . . . . . . . . . . . . . . . . AGF Management, Ltd. - Class B . . . . . . . . . . . . . . AGT Food & Ingredients, Inc. . . . . . . . . . . . . . . . . Aimia, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Air Canada (b) . . . . . . . . . . . . . . . . . . . . . . . . . . AirBoss of America Corp. . . . . . . . . . . . . . . . . . . . AKITA Drilling, Ltd. - Class A . . . . . . . . . . . . . . . . Alacer Gold Corp. (b) . . . . . . . . . . . . . . . . . . . . . Alamos Gold, Inc. - Class A . . . . . . . . . . . . . . . . . Alaris Royalty Corp. . . . . . . . . . . . . . . . . . . . . . . Algoma Central Corp. . . . . . . . . . . . . . . . . . . . . . Algonquin Power & Utilities Corp. . . . . . . . . . . . . . Alterra Power Corp. (b) . . . . . . . . . . . . . . . . . . . . Altius Minerals Corp. . . . . . . . . . . . . . . . . . . . . . . Altus Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Andrew Peller, Ltd. - Class A . . . . . . . . . . . . . . . . . Argonaut Gold, Inc. (b) . . . . . . . . . . . . . . . . . . . . Asanko Gold, Inc. (b) . . . . . . . . . . . . . . . . . . . . . Athabasca Oil Corp. (b) . . . . . . . . . . . . . . . . . . . ATS Automation Tooling Systems, Inc. (b) . . . . . . . . AuRico Metals, Inc. (b) . . . . . . . . . . . . . . . . . . . . . AutoCanada, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Avigilon Corp. (b) (d) . . . . . . . . . . . . . . . . . . . . . . B2Gold Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . .

33,732 18,754 3,800 113,630 33,422 5,820 32,280 7,901 29,471 9,200 3,761 2,003 102,778 95,845 8,954 4,410 77,093 15,076 9,660 14,488 1,139 57,325 23,027 66,624 36,533 42,144 8,428 14,381 313,368

43,966 102,779 52,426 796,826 461,608 197,054 123,761 225,657 185,549 74,332 37,984 11,756 256,955 788,998 152,743 38,992 690,455 75,613 82,098 323,011 29,474 150,746 96,535 65,509 306,310 35,014 142,292 95,256 821,667

MSF-95

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Canada—(Continued) Badger Daylighting, Ltd. (d) . . . . . . . . . . . . . . . . . Bankers Petroleum, Ltd. (b) . . . . . . . . . . . . . . . . . . Baytex Energy Corp. (b) . . . . . . . . . . . . . . . . . . . . Bellatrix Exploration, Ltd. (b) (d) . . . . . . . . . . . . . . Birchcliff Energy, Ltd. (b) . . . . . . . . . . . . . . . . . . . Bird Construction, Inc. . . . . . . . . . . . . . . . . . . . . . Black Diamond Group, Ltd. . . . . . . . . . . . . . . . . . BlackPearl Resources, Inc. (b) . . . . . . . . . . . . . . . . BMTC Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Bonavista Energy Corp. . . . . . . . . . . . . . . . . . . . . Bonterra Energy Corp. . . . . . . . . . . . . . . . . . . . . . Boralex, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . Brookfield Real Estate Services, Inc. . . . . . . . . . . . . BRP, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Calfrac Well Services, Ltd. (d) . . . . . . . . . . . . . . . Calian Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Callidus Capital Corp. . . . . . . . . . . . . . . . . . . . . . Calvalley Petroleums, Inc. - Class A (b) . . . . . . . . . Canaccord Genuity Group, Inc. . . . . . . . . . . . . . . Canacol Energy, Ltd. (b) (d) . . . . . . . . . . . . . . . . . Canadian Energy Services & Technology Corp. . . . Canadian Western Bank (d) . . . . . . . . . . . . . . . . . Canam Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . Canexus Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Canfor Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . . Canfor Pulp Products, Inc. . . . . . . . . . . . . . . . . . . CanWel Building Materials Group, Ltd. . . . . . . . . . Canyon Services Group, Inc. . . . . . . . . . . . . . . . . Capital Power Corp. . . . . . . . . . . . . . . . . . . . . . . Capstone Mining Corp. (b) . . . . . . . . . . . . . . . . . Cascades, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Celestica, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . Celestica, Inc. (U.S. Listed Shares) (b) . . . . . . . . . . Centerra Gold, Inc. . . . . . . . . . . . . . . . . . . . . . . . Cequence Energy, Ltd. (b) . . . . . . . . . . . . . . . . . . Cervus Equipment Corp. . . . . . . . . . . . . . . . . . . . China Gold International Resources Corp., Ltd. (b) . . Chinook Energy, Inc. (b) . . . . . . . . . . . . . . . . . . . Cineplex, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Clairvest Group, Inc. . . . . . . . . . . . . . . . . . . . . . . Clarke, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Clearwater Seafoods, Inc. . . . . . . . . . . . . . . . . . . Cogeco Communications, Inc. . . . . . . . . . . . . . . . Cogeco, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Colliers International Group, Inc. . . . . . . . . . . . . . Computer Modelling Group, Ltd. . . . . . . . . . . . . . . Copper Mountain Mining Corp. (b) . . . . . . . . . . . . Corby Spirit and Wine, Ltd. . . . . . . . . . . . . . . . . . Corridor Resources, Inc. (b) . . . . . . . . . . . . . . . . . Corus Entertainment, Inc. - B Shares . . . . . . . . . . . Cott Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cott Corp. (Toronto Exchange) . . . . . . . . . . . . . . . Crew Energy, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . Delphi Energy Corp. (b) . . . . . . . . . . . . . . . . . . . . Denison Mines Corp. (b) . . . . . . . . . . . . . . . . . . . Descartes Systems Group, Inc. (The) (b) . . . . . . . . . DH Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

9,562 $ 141,893 67,105 60,265 58,552 18,612 19,812 117,817 5,387 19,815 12,499 11,154 800 10,168 26,393 2,846 1,000 19,422 54,653 32,061 70,437 32,028 22,324 56,579 17,141 15,297 9,304 27,085 43,408 117,839 46,236 36,485 223 51,685 86,636 2,998 62,113 27,917 18,036 200 1,614 7,044 1,120 2,309 12,580 21,620 57,011 3,957 21,385 31,990 2,000 38,179 69,029 95,850 247,548 28,586 2,600

Value

206,626 237,939 284,900 51,907 409,701 161,017 67,502 113,152 55,309 63,737 247,798 159,070 10,122 198,950 59,145 50,382 12,729 0 196,208 105,571 278,645 616,416 171,010 65,551 190,361 119,629 47,089 103,431 682,246 71,856 452,157 394,620 2,415 283,254 18,820 26,462 151,974 10,852 695,072 4,439 11,232 76,939 55,285 90,498 528,054 161,662 20,858 68,436 7,172 296,260 28,500 543,315 360,943 71,598 115,099 615,102 56,203

Security Description

Shares

Canada—(Continued) DirectCash Payments, Inc. . . . . . . . . . . . . . . . . . . Dominion Diamond Corp. . . . . . . . . . . . . . . . . . . Dominion Diamond Corp. (U.S. Listed Shares) . . . . Dorel Industries, Inc. - Class B . . . . . . . . . . . . . . . . Dundee Precious Metals, Inc. (b) . . . . . . . . . . . . . . E-L Financial Corp., Ltd. . . . . . . . . . . . . . . . . . . . . Eastern Platinum, Ltd. (b) . . . . . . . . . . . . . . . . . . . Echelon Financial Holdings, Inc. . . . . . . . . . . . . . . EcoSynthetix, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . Enbridge Income Fund Holdings, Inc. . . . . . . . . . . Endeavour Mining Corp. (b) (d) . . . . . . . . . . . . . . Endeavour Silver Corp. (b) . . . . . . . . . . . . . . . . . . EnerCare, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Enerflex, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Energy Fuels, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . Enghouse Systems, Ltd. . . . . . . . . . . . . . . . . . . . . Ensign Energy Services, Inc. . . . . . . . . . . . . . . . . . Epsilon Energy, Ltd. (b) . . . . . . . . . . . . . . . . . . . . Equitable Group, Inc. . . . . . . . . . . . . . . . . . . . . . Equity Financial Holdings, Inc. (b) . . . . . . . . . . . . . Essential Energy Services Trust (b) . . . . . . . . . . . . . Evertz Technologies, Ltd. . . . . . . . . . . . . . . . . . . . Exchange Income Corp. . . . . . . . . . . . . . . . . . . . . Exco Technologies, Ltd. . . . . . . . . . . . . . . . . . . . . Exeter Resource Corp. (b) . . . . . . . . . . . . . . . . . . . EXFO, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Extendicare, Inc. (d) . . . . . . . . . . . . . . . . . . . . . . Fiera Capital Corp. . . . . . . . . . . . . . . . . . . . . . . . Firm Capital Mortgage Investment Corp. . . . . . . . . First Majestic Silver Corp. (b) . . . . . . . . . . . . . . . . First National Financial Corp. . . . . . . . . . . . . . . . . FirstService Corp. . . . . . . . . . . . . . . . . . . . . . . . . Fortress Paper, Ltd. - Class A (b) . . . . . . . . . . . . . . Fortuna Silver Mines, Inc. (b) . . . . . . . . . . . . . . . . Freehold Royalties, Ltd. . . . . . . . . . . . . . . . . . . . . Gamehost, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Genesis Land Development Corp. . . . . . . . . . . . . . Genworth MI Canada, Inc. . . . . . . . . . . . . . . . . . Gibson Energy, Inc. . . . . . . . . . . . . . . . . . . . . . . . Glacier Media, Inc. (b) . . . . . . . . . . . . . . . . . . . . Gluskin Sheff & Associates, Inc. . . . . . . . . . . . . . . GMP Capital, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Goeasy, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Golden Star Resources, Ltd. (b) (d) . . . . . . . . . . . . Gran Tierra Energy, Inc. (b) . . . . . . . . . . . . . . . . . Granite Oil Corp. . . . . . . . . . . . . . . . . . . . . . . . . Great Canadian Gaming Corp. (b) . . . . . . . . . . . . Great Panther Silver, Ltd. (b) . . . . . . . . . . . . . . . . . Guyana Goldfields, Inc. (b) . . . . . . . . . . . . . . . . . Hanfeng Evergreen, Inc. (a) (b) (c) . . . . . . . . . . . . Heroux-Devtek, Inc. (b) . . . . . . . . . . . . . . . . . . . . . High Liner Foods, Inc. . . . . . . . . . . . . . . . . . . . . . HNZ Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Home Capital Group, Inc. . . . . . . . . . . . . . . . . . . Horizon North Logistics, Inc. (d) . . . . . . . . . . . . . . HudBay Minerals, Inc. . . . . . . . . . . . . . . . . . . . . . Hudson’s Bay Co. . . . . . . . . . . . . . . . . . . . . . . . .

4,974 $ 23,880 9,238 12,134 40,545 177 42,003 900 800 18,118 16,215 37,334 25,125 29,289 4,125 7,089 51,526 18,214 3,909 1,100 53,526 9,149 6,151 13,332 11,335 85 41,356 8,019 5,574 33,160 4,107 12,580 7,338 60,121 1,412 4,952 14,348 10,076 40,344 9,600 10,533 28,336 2,000 73,133 99,813 10,252 11,594 67,206 37,547 12,100 14,606 4,107 3,031 20,814 30,612 103,103 974

MSF-96

Value

48,642 232,074 89,978 326,669 100,130 94,440 24,012 8,884 1,384 469,539 314,919 191,230 361,377 314,110 6,666 284,003 294,558 41,649 175,375 8,535 25,703 116,947 165,033 122,960 14,688 316 298,203 74,570 58,886 341,976 100,081 585,107 34,398 435,802 13,615 37,821 31,169 259,283 542,451 5,269 127,974 108,640 38,492 61,318 298,994 46,495 201,842 90,670 234,392 12 146,511 81,486 30,034 428,353 40,833 407,870 12,517

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

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Canada—(Continued) IAMGOLD Corp. (b) . . . . . . . . . . . . . . . . . . . . . . IMAX Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Imperial Metals Corp. (b) . . . . . . . . . . . . . . . . . . . Indigo Books & Music, Inc. (b) . . . . . . . . . . . . . . . Innergex Renewable Energy, Inc. . . . . . . . . . . . . . Interfor Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . . International Tower Hill Mines, Ltd. (b) . . . . . . . . . . Intertain Group, Ltd. (The) (b) . . . . . . . . . . . . . . . . Intertape Polymer Group, Inc. . . . . . . . . . . . . . . . . Ithaca Energy, Inc. (b) . . . . . . . . . . . . . . . . . . . . . Jean Coutu Group PJC, Inc. (The) - Class A . . . . . . Just Energy Group, Inc. . . . . . . . . . . . . . . . . . . . . K-Bro Linen, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Kelt Exploration, Ltd. (b) . . . . . . . . . . . . . . . . . . . . Kingsway Financial Services, Inc. (b) . . . . . . . . . . . Kirkland Lake Gold, Inc. (b) . . . . . . . . . . . . . . . . . Klondex Mines, Ltd. (b) . . . . . . . . . . . . . . . . . . . . Knight Therapeutics, Inc. (b) . . . . . . . . . . . . . . . . . Labrador Iron Ore Royalty Corp. . . . . . . . . . . . . . . Laurentian Bank of Canada . . . . . . . . . . . . . . . . . Leon’s Furniture, Ltd. . . . . . . . . . . . . . . . . . . . . . . Lightstream Resources, Ltd. (b) (c) . . . . . . . . . . . . . Liquor Stores N.A., Ltd. . . . . . . . . . . . . . . . . . . . . Lucara Diamond Corp. . . . . . . . . . . . . . . . . . . . . . Lundin Mining Corp. (b) . . . . . . . . . . . . . . . . . . . . MacDonald Dettwiler & Associates, Ltd. . . . . . . . . . Magellan Aerospace Corp. . . . . . . . . . . . . . . . . . Mainstreet Equity Corp. (b) . . . . . . . . . . . . . . . . . . Major Drilling Group International, Inc. . . . . . . . . . Mandalay Resources Corp. . . . . . . . . . . . . . . . . . Manitoba Telecom Services, Inc. . . . . . . . . . . . . . . Maple Leaf Foods, Inc. . . . . . . . . . . . . . . . . . . . . . Martinrea International, Inc. . . . . . . . . . . . . . . . . . Maxim Power Corp. (b) . . . . . . . . . . . . . . . . . . . . McCoy Global, Inc. (b) . . . . . . . . . . . . . . . . . . . . Mediagrif Interactive Technologies, Inc. . . . . . . . . . Medical Facilities Corp. . . . . . . . . . . . . . . . . . . . . Melcor Developments, Ltd. . . . . . . . . . . . . . . . . . . Methanex Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Mitel Networks Corp. (b) . . . . . . . . . . . . . . . . . . . Morguard Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Morneau Shepell, Inc. . . . . . . . . . . . . . . . . . . . . . MTY Food Group, Inc. . . . . . . . . . . . . . . . . . . . . . Mullen Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Nautilus Minerals, Inc. (b) . . . . . . . . . . . . . . . . . . Nevsun Resources, Ltd. . . . . . . . . . . . . . . . . . . . . New Flyer Industries, Inc. . . . . . . . . . . . . . . . . . . . New Gold, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . Newalta Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Norbord, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . North American Energy Partners, Inc. . . . . . . . . . . North West Co., Inc. (The) . . . . . . . . . . . . . . . . . . Northern Blizzard Resources, Inc. . . . . . . . . . . . . . Northern Dynasty Minerals, Ltd. (b) . . . . . . . . . . . . Northland Power, Inc. . . . . . . . . . . . . . . . . . . . . . NuVista Energy, Ltd. (b) . . . . . . . . . . . . . . . . . . . . OceanaGold Corp. . . . . . . . . . . . . . . . . . . . . . . .

152,782 $ 21,475 15,126 1,986 38,391 33,292 21,604 2,200 15,813 123,116 1,600 71,937 2,319 21,351 8,765 42,041 17,647 4,998 10,800 13,206 9,639 108,373 12,660 110,136 7,972 4,268 5,794 2,561 36,670 87,627 9,487 34,605 32,289 2,800 4,388 4,176 12,861 3,120 3,500 23,670 200 13,185 5,004 37,792 134,471 81,011 17,136 93,713 23,919 7,018 14,743 17,071 4,700 27,464 33,879 59,117 150,911

Value

617,207 622,131 70,214 25,689 428,404 377,594 18,937 18,110 272,881 105,103 24,550 364,634 72,578 94,228 50,374 318,844 101,420 36,115 114,425 493,432 119,023 6,608 101,901 328,238 31,537 260,254 70,926 60,787 177,487 66,791 272,617 794,204 200,583 6,936 5,385 60,287 214,881 32,390 124,692 173,923 26,068 190,848 173,316 474,146 16,400 245,142 515,014 406,438 44,485 180,271 37,084 336,228 13,112 19,259 631,124 304,608 453,210

Security Description

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Canada—(Continued) Osisko Gold Royalties, Ltd. . . . . . . . . . . . . . . . . . . Painted Pony Petroleum, Ltd. (b) . . . . . . . . . . . . . . Pan American Silver Corp. . . . . . . . . . . . . . . . . . . Paramount Resources, Ltd. - Class A (b) . . . . . . . . . Parex Resources, Inc. (b) . . . . . . . . . . . . . . . . . . . Parkland Fuel Corp. . . . . . . . . . . . . . . . . . . . . . . . Pason Systems, Inc. . . . . . . . . . . . . . . . . . . . . . . . Pengrowth Energy Corp. . . . . . . . . . . . . . . . . . . . Penn West Petroleum, Ltd. (b) (d) . . . . . . . . . . . . . . Petrus Resources, Ltd. (b) . . . . . . . . . . . . . . . . . . . PHX Energy Services Corp. . . . . . . . . . . . . . . . . . Pizza Pizza Royalty Corp. . . . . . . . . . . . . . . . . . . Platinum Group Metals, Ltd. (b) . . . . . . . . . . . . . . . Points International, Ltd. (b) . . . . . . . . . . . . . . . . . . Polymet Mining Corp. (b) . . . . . . . . . . . . . . . . . . . Precision Drilling Corp. . . . . . . . . . . . . . . . . . . . . Premium Brands Holdings Corp. . . . . . . . . . . . . . . Pretium Resources, Inc. (b) . . . . . . . . . . . . . . . . . . Primero Mining Corp. (b) (d) . . . . . . . . . . . . . . . . Pulse Seismic, Inc. (b) . . . . . . . . . . . . . . . . . . . . . QLT, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Questerre Energy Corp. - Class A (b) . . . . . . . . . . . Raging River Exploration, Inc. (b) . . . . . . . . . . . . . RB Energy, Inc. (b) (c) . . . . . . . . . . . . . . . . . . . . . Reitmans Canada, Ltd. - Class A . . . . . . . . . . . . . . Richelieu Hardware, Ltd. . . . . . . . . . . . . . . . . . . . Richmont Mines, Inc. (b) . . . . . . . . . . . . . . . . . . . . RMP Energy, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . Rocky Mountain Dealerships, Inc. . . . . . . . . . . . . . Rogers Sugar, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Russel Metals, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Sabina Gold & Silver Corp. (b) . . . . . . . . . . . . . . . Sandstorm Gold, Ltd. (b) . . . . . . . . . . . . . . . . . . . Sandvine Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Savanna Energy Services Corp. (b) . . . . . . . . . . . . Sears Canada, Inc. (b) . . . . . . . . . . . . . . . . . . . . . Secure Energy Services, Inc. . . . . . . . . . . . . . . . . . SEMAFO, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . ShawCor, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Sherritt International Corp. (b) (d) . . . . . . . . . . . . . Sienna Senior Living, Inc. . . . . . . . . . . . . . . . . . . . Sierra Wireless, Inc. (b) . . . . . . . . . . . . . . . . . . . . Silver Standard Resources, Inc. (b) . . . . . . . . . . . . Solium Capital, Inc. (b) . . . . . . . . . . . . . . . . . . . . Spartan Energy Corp. (b) . . . . . . . . . . . . . . . . . . . Sprott Resource Corp. (b) . . . . . . . . . . . . . . . . . . . Sprott, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stantec, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stella-Jones, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Stornoway Diamond Corp. (b) . . . . . . . . . . . . . . . Strad Energy Services, Ltd. (b) . . . . . . . . . . . . . . . Street Capital Group, Inc. (b) . . . . . . . . . . . . . . . . Stuart Olson, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Student Transportation, Inc. (d) . . . . . . . . . . . . . . . SunOpta, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . Superior Plus Corp. . . . . . . . . . . . . . . . . . . . . . . . Surge Energy, Inc. . . . . . . . . . . . . . . . . . . . . . . . .

18,606 $ 38,738 55,071 5,000 55,359 26,463 22,516 183,295 86,288 1,290 12,350 6,998 3,208 5,320 38,355 82,898 7,879 3,500 70,253 15,720 25,500 83,569 24,163 76,741 20,566 18,390 20,415 72,808 3,738 35,106 25,722 57,206 48,383 44,900 34,913 5,768 55,376 123,983 22,391 132,332 13,276 18,510 37,551 11,317 21,800 40,405 56,027 15,382 10,990 33,687 10,641 5,900 11,157 27,425 26,392 39,949 74,075

MSF-97

Value

203,653 238,283 969,656 56,176 702,563 623,881 288,154 289,204 154,561 1,878 35,301 81,771 8,852 47,687 30,697 346,264 371,144 35,935 117,271 28,757 52,479 16,562 198,174 46 102,991 360,805 205,714 57,716 26,611 178,748 410,744 61,045 244,506 99,934 34,329 14,113 391,277 515,986 552,458 84,728 171,623 266,938 452,518 63,316 56,164 14,629 103,346 361,467 381,230 30,299 13,140 8,095 51,195 164,096 186,079 359,311 153,011

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

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Canada—(Continued) Taseko Mines, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . Tembec, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . Teranga Gold Corp. (b) . . . . . . . . . . . . . . . . . . . . Teranga Gold Corp. (b) . . . . . . . . . . . . . . . . . . . . Thompson Creek Metals Co., Inc. (b) . . . . . . . . . . . Timmins Gold Corp. (b) . . . . . . . . . . . . . . . . . . . . TMX Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . TORC Oil & Gas, Ltd. . . . . . . . . . . . . . . . . . . . . . Torex Gold Resources, Inc. (b) . . . . . . . . . . . . . . . Toromont Industries, Ltd. . . . . . . . . . . . . . . . . . . . . Torstar Corp. - Class B . . . . . . . . . . . . . . . . . . . . . Total Energy Services, Inc. . . . . . . . . . . . . . . . . . . TransAlta Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . TransAlta Renewables, Inc. . . . . . . . . . . . . . . . . . . Transcontinental, Inc. - Class A (d) . . . . . . . . . . . . . TransForce, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . TransGlobe Energy Corp. . . . . . . . . . . . . . . . . . . . Trican Well Service, Ltd. (b) . . . . . . . . . . . . . . . . . Trilogy Energy Corp. (b) . . . . . . . . . . . . . . . . . . . . Trinidad Drilling, Ltd. (d) . . . . . . . . . . . . . . . . . . . Uni-Select, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Valener, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Vecima Networks, Inc. . . . . . . . . . . . . . . . . . . . . . Veresen, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wajax Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Wesdome Gold Mines, Ltd. (b) . . . . . . . . . . . . . . . Western Energy Services Corp. . . . . . . . . . . . . . . Western Forest Products, Inc. . . . . . . . . . . . . . . . . WestJet Airlines, Ltd. . . . . . . . . . . . . . . . . . . . . . . Westshore Terminals Investment Corp. . . . . . . . . . . Whistler Blackcomb Holdings, Inc. . . . . . . . . . . . . Whitecap Resources, Inc. . . . . . . . . . . . . . . . . . . . Wi-Lan, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Winpak, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Xtreme Drilling Corp. (b) . . . . . . . . . . . . . . . . . . . Yellow Pages, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . ZCL Composites, Inc. . . . . . . . . . . . . . . . . . . . . . . Zenith Capital Corp. (a) (c) . . . . . . . . . . . . . . . . .

108,786 $ 32,111 122,593 26,882 107,292 59,665 2,627 40,624 2,990 22,483 21,453 13,248 47,849 10,414 26,130 25,364 36,372 55,663 11,476 68,873 10,171 16,303 2,500 56,438 7,885 38,107 17,973 145,247 861 23,388 12,342 27,350 58,061 9,102 11,600 6,975 9,681 12,830

Value

52,239 22,273 109,329 25,544 56,429 27,742 120,642 249,884 64,679 670,746 27,144 135,918 212,630 116,924 350,936 525,279 72,081 114,130 63,068 131,767 247,928 271,271 17,055 576,447 86,967 77,553 30,413 239,135 15,042 425,172 351,836 228,481 89,839 304,082 20,955 108,989 82,056 792 54,463,052

China—0.0% Bund Center Investment, Ltd. . . . . . . . . . . . . . . . . . China Chuanglian Education Group, Ltd. (b) . . . . . China Everbright Water, Ltd. . . . . . . . . . . . . . . . .

138,000 336,000 41,800

67,017 7,334 18,443 92,794

Denmark—2.2% ALK-Abello A/S . . . . . . . . . . . . . . . . . . . . . . . . . . Alm Brand A/S . . . . . . . . . . . . . . . . . . . . . . . . . . Ambu A/S - Class B (d) . . . . . . . . . . . . . . . . . . . . Bakkafrost P/F . . . . . . . . . . . . . . . . . . . . . . . . . . Bang & Olufsen A/S (b) . . . . . . . . . . . . . . . . . . . . Bavarian Nordic A/S (b) (d) . . . . . . . . . . . . . . . . . Brodrene Hartmann A/S . . . . . . . . . . . . . . . . . . . D/S Norden A/S (b) (d) . . . . . . . . . . . . . . . . . . . . DFDS A/S . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1,476 41,706 9,548 8,908 9,221 10,666 663 5,328 11,185

208,877 319,028 514,544 372,701 95,293 403,760 31,009 76,289 567,655

Security Description

Shares

Value

Denmark—(Continued) FLSmidth & Co. A/S (d) . . . . . . . . . . . . . . . . . . . . Genmab A/S (b) . . . . . . . . . . . . . . . . . . . . . . . . . GN Store Nord A/S . . . . . . . . . . . . . . . . . . . . . . Gronlandsbanken A/S . . . . . . . . . . . . . . . . . . . . . H+H International A/S - Class B (b) . . . . . . . . . . . . Harboes Bryggeri A/S - Class B . . . . . . . . . . . . . . IC Group A/S . . . . . . . . . . . . . . . . . . . . . . . . . . . Jeudan A/S (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Jyske Bank A/S . . . . . . . . . . . . . . . . . . . . . . . . . . Matas A/S . . . . . . . . . . . . . . . . . . . . . . . . . . . . . NKT Holding A/S . . . . . . . . . . . . . . . . . . . . . . . . Nordjyske Bank A/S . . . . . . . . . . . . . . . . . . . . . . Parken Sport & Entertainment A/S (b) . . . . . . . . . . PER Aarsleff Holding A/S . . . . . . . . . . . . . . . . . . . Ringkjoebing Landbobank A/S . . . . . . . . . . . . . . . Rockwool International A/S - B Shares . . . . . . . . . . Royal Unibrew A/S . . . . . . . . . . . . . . . . . . . . . . . RTX A/S . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Santa Fe Group A/S (b) . . . . . . . . . . . . . . . . . . . . Schouw & Co. AB . . . . . . . . . . . . . . . . . . . . . . . . SimCorp A/S . . . . . . . . . . . . . . . . . . . . . . . . . . . Solar A/S - B Shares . . . . . . . . . . . . . . . . . . . . . . Spar Nord Bank A/S . . . . . . . . . . . . . . . . . . . . . . Sydbank A/S . . . . . . . . . . . . . . . . . . . . . . . . . . . TDC A/S (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . TK Development A/S (b) . . . . . . . . . . . . . . . . . . . Topdanmark A/S (b) . . . . . . . . . . . . . . . . . . . . . . Tryg A/S . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . United International Enterprises . . . . . . . . . . . . . . . Vestjysk Bank A/S (b) . . . . . . . . . . . . . . . . . . . . . William Demant Holding A/S (b) . . . . . . . . . . . . . Zealand Pharma A/S (b) . . . . . . . . . . . . . . . . . . .

19,649 $ 10,677 52,383 17 1,737 1,454 3,209 201 14,672 972 6,820 185 2,351 9,620 2,122 3,675 17,227 2,568 7,121 7,130 16,061 3,176 32,428 26,018 112,050 44,643 29,081 18,564 1,090 3,300 13,600 2,949

739,085 1,829,671 1,129,871 1,542 19,345 30,299 80,057 21,435 686,383 18,222 441,062 2,735 26,797 231,648 458,478 662,674 851,785 43,889 71,446 466,209 935,473 181,304 313,925 793,095 660,662 52,476 815,943 373,583 201,784 4,556 277,616 43,986 15,056,192

Finland—2.9% Ahlstrom Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . Aktia Bank Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . Alma Media Oyj (b) . . . . . . . . . . . . . . . . . . . . . . Amer Sports Oyj . . . . . . . . . . . . . . . . . . . . . . . . . Apetit Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Aspo Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Atria Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BasWare Oyj (b) . . . . . . . . . . . . . . . . . . . . . . . . . Bittium Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cargotec Oyj - B Shares . . . . . . . . . . . . . . . . . . . Caverion Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Citycon Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . Comptel Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cramo Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Elisa Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . F-Secure Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . Finnair Oyj (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Fiskars Oyj Abp . . . . . . . . . . . . . . . . . . . . . . . . . HKScan Oyj - A Shares . . . . . . . . . . . . . . . . . . . . Huhtamaki Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . Ilkka-Yhtyma Oyj . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-98

11,406 3,139 22,695 47,651 1,205 8,414 2,604 3,525 2,063 12,591 40,680 146,997 30,187 9,503 35,040 35,820 31,977 17,515 6,704 39,536 2,976

158,284 31,876 122,881 1,456,970 18,409 66,256 26,940 155,965 15,735 577,742 313,020 374,167 83,078 245,517 1,292,204 135,598 157,686 344,902 24,776 1,841,257 9,193

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Value

Security Description

Finland—(Continued) Kemira Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kesko Oyj - A Shares . . . . . . . . . . . . . . . . . . . . . . Kesko Oyj - B Shares . . . . . . . . . . . . . . . . . . . . . . Konecranes Oyj . . . . . . . . . . . . . . . . . . . . . . . . . Lassila & Tikanoja Oyj . . . . . . . . . . . . . . . . . . . . . Lemminkainen Oyj . . . . . . . . . . . . . . . . . . . . . . . . Metsa Board Oyj . . . . . . . . . . . . . . . . . . . . . . . . Metso Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Munksjo Oyj (b) . . . . . . . . . . . . . . . . . . . . . . . . . Nokian Renkaat Oyj . . . . . . . . . . . . . . . . . . . . . . Olvi Oyj - A Shares . . . . . . . . . . . . . . . . . . . . . . . Oriola-KD Oyj - B Shares . . . . . . . . . . . . . . . . . . . Orion Oyj - Class A . . . . . . . . . . . . . . . . . . . . . . . Orion Oyj - Class B . . . . . . . . . . . . . . . . . . . . . . . Outokumpu Oyj (b) . . . . . . . . . . . . . . . . . . . . . . . Outotec Oyj (b) (d) . . . . . . . . . . . . . . . . . . . . . . . PKC Group Oyj . . . . . . . . . . . . . . . . . . . . . . . . . Ponsse Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Poyry Oyj (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Raisio Oyj - V Shares . . . . . . . . . . . . . . . . . . . . . . Ramirent Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . Rapala VMC Oyj . . . . . . . . . . . . . . . . . . . . . . . . Sanoma Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sponda Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stockmann Oyj Abp - B Shares (b) . . . . . . . . . . . . Talvivaara Mining Co. plc (a) (b) (c) . . . . . . . . . . . Technopolis Oyj . . . . . . . . . . . . . . . . . . . . . . . . . Teleste Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tieto Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tikkurila Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . Uponor Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . Vaisala Oyj - A Shares . . . . . . . . . . . . . . . . . . . . . Valmet Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . YIT Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

41,153 $ 494 24,862 16,662 14,630 5,098 110,343 23,954 6,311 40,917 6,303 64,829 12,864 32,754 102,277 52,402 7,624 3,208 14,295 58,833 37,284 8,902 31,912 6,864 11,956 286,881 66,184 772 21,736 14,683 19,661 4,116 12,429 33,084

557,030 21,398 1,145,036 590,302 283,490 82,486 653,174 698,765 84,504 1,491,451 187,276 294,938 502,725 1,291,064 702,497 251,688 147,299 90,090 48,912 259,063 300,703 43,600 303,973 35,313 90,882 1,837 242,364 8,178 686,086 315,855 363,961 145,644 186,941 266,452 19,827,433

France—4.9% ABC Arbitrage . . . . . . . . . . . . . . . . . . . . . . . . . . Actia Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . Air France-KLM (b) (d) . . . . . . . . . . . . . . . . . . . . . Akka Technologies S.A. . . . . . . . . . . . . . . . . . . . . Albioma S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Altamir Amboise . . . . . . . . . . . . . . . . . . . . . . . . . Alten S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Altran Technologies S.A. (b) . . . . . . . . . . . . . . . . . APRIL S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Arkema S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Assystem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Aubay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Axway Software S.A. . . . . . . . . . . . . . . . . . . . . . Bastide le Confort Medical . . . . . . . . . . . . . . . . . . Beneteau S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . BioMerieux . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Boiron S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bonduelle SCA . . . . . . . . . . . . . . . . . . . . . . . . . . Burelle S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

4,875 5,737 50,893 3,864 13,155 9,152 9,511 70,704 9,077 13,227 5,619 1,785 2,132 590 15,076 4,066 2,738 6,712 184

35,026 47,950 273,447 143,675 227,428 114,015 664,983 1,045,237 119,961 1,223,499 165,440 50,250 67,522 14,912 153,606 605,575 278,266 171,156 171,353

France—(Continued) Catering International Services . . . . . . . . . . . . . . . Cegedim S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . Cegid Group S.A. . . . . . . . . . . . . . . . . . . . . . . . . CGG S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Chargeurs S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . Cie des Alpes . . . . . . . . . . . . . . . . . . . . . . . . . . . Coface S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Derichebourg S.A. . . . . . . . . . . . . . . . . . . . . . . . . Devoteam S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . Edenred . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Electricite de Strasbourg S.A. . . . . . . . . . . . . . . . . Elior Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . Elis S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Eramet (b) (d) . . . . . . . . . . . . . . . . . . . . . . . . . . . Esso S.A. Francaise (b) . . . . . . . . . . . . . . . . . . . . Etablissements Maurel et Prom (b) . . . . . . . . . . . . . Euler Hermes Group . . . . . . . . . . . . . . . . . . . . . . Eurofins Scientific SE . . . . . . . . . . . . . . . . . . . . . . Eutelsat Communications S.A. . . . . . . . . . . . . . . . . Exel Industries - A Shares . . . . . . . . . . . . . . . . . . . Faiveley Transport S.A. . . . . . . . . . . . . . . . . . . . . Faurecia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fimalac . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fleury Michon S.A. . . . . . . . . . . . . . . . . . . . . . . . Gaztransport Et Technigaz S.A. . . . . . . . . . . . . . . GEA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . GL Events . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Groupe Crit . . . . . . . . . . . . . . . . . . . . . . . . . . . . Groupe Flo (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Groupe Fnac S.A. (b) . . . . . . . . . . . . . . . . . . . . . Groupe Fnac S.A. (b) . . . . . . . . . . . . . . . . . . . . . Groupe Gorge (b) . . . . . . . . . . . . . . . . . . . . . . . . Groupe Open . . . . . . . . . . . . . . . . . . . . . . . . . . . Guerbet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Haulotte Group S.A. . . . . . . . . . . . . . . . . . . . . . . Havas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . HERIGE SADCS (b) . . . . . . . . . . . . . . . . . . . . . . . HiPay Group S.A. (b) . . . . . . . . . . . . . . . . . . . . . . Imerys S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Interparfums S.A. . . . . . . . . . . . . . . . . . . . . . . . . Ipsen S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IPSOS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jacquet Metal Service . . . . . . . . . . . . . . . . . . . . . Korian S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Lagardere SCA . . . . . . . . . . . . . . . . . . . . . . . . . . Lanson-BCC . . . . . . . . . . . . . . . . . . . . . . . . . . . . Laurent-Perrier . . . . . . . . . . . . . . . . . . . . . . . . . . . Le Noble Age . . . . . . . . . . . . . . . . . . . . . . . . . . . Lectra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Linedata Services . . . . . . . . . . . . . . . . . . . . . . . . LISI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Maisons France Confort S.A. . . . . . . . . . . . . . . . . Manitou BF S.A. . . . . . . . . . . . . . . . . . . . . . . . . . Manutan International . . . . . . . . . . . . . . . . . . . . . Mersen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . METabolic EXplorer S.A. (b) (d) . . . . . . . . . . . . . . Metropole Television S.A. . . . . . . . . . . . . . . . . . .

MSF-99

Shares

541 $ 2,929 3,132 993 7,816 3,241 2,022 31,305 4,902 22,732 88 561 591 1,499 1,341 26,859 2,457 3,046 3,630 618 3,418 28,517 59 461 3,026 165 3,794 1,538 5,857 2,761 5,410 1,266 722 2,188 7,230 6,455 235 1,527 3,235 4,802 13,044 12,134 7,386 24,319 36,064 15 1,367 1,488 8,395 618 9,203 1,526 4,534 589 8,985 6,035 15,772

Value

8,174 80,630 0 25,692 123,712 61,901 14,649 99,662 272,194 531,531 9,885 12,840 9,756 59,610 52,664 124,975 208,882 1,383,573 75,153 47,763 379,179 1,115,887 6,776 29,575 87,412 15,875 74,461 93,470 5,066 202,582 413,045 28,230 18,249 147,719 109,320 54,558 6,336 18,700 233,632 132,053 915,683 396,245 132,753 782,818 918,215 543 111,087 54,995 148,625 31,011 254,630 80,850 78,811 35,663 182,186 15,548 284,543

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description France—(Continued) MGI Coutier . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mr. Bricolage . . . . . . . . . . . . . . . . . . . . . . . . . . . Naturex (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Neopost S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Nexans S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . Nexity S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . NRJ Group (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Oeneo S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Onxeo S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Onxeo S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Orpea . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parrot S.A. (b) (d) . . . . . . . . . . . . . . . . . . . . . . . . Pierre & Vacances S.A. (b) . . . . . . . . . . . . . . . . . . Plastic Omnium S.A. . . . . . . . . . . . . . . . . . . . . . . Rallye S.A. (d) . . . . . . . . . . . . . . . . . . . . . . . . . . . Rexel S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Robertet S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Rubis SCA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Samse S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sartorius Stedim Biotech . . . . . . . . . . . . . . . . . . . . Savencia S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . SEB S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Seche Environnement S.A. . . . . . . . . . . . . . . . . . . Sequana S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . Societe des Bains de Mer et du Cercle des Etrangers a Monaco (b) . . . . . . . . . . . . . . . . . . Societe Marseillaise du Tunnel Prado-Carenage S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Societe Television Francaise 1 . . . . . . . . . . . . . . . Soitec (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Solocal Group (b) (d) . . . . . . . . . . . . . . . . . . . . . . Somfy S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sopra Steria Group . . . . . . . . . . . . . . . . . . . . . . . SPIE S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ste Industrielle d’Aviation Latecoere S.A. (b) . . . . . STEF S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Store Electronic (b) . . . . . . . . . . . . . . . . . . . . . . . Sword Group . . . . . . . . . . . . . . . . . . . . . . . . . . . Synergie S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Technicolor S.A. . . . . . . . . . . . . . . . . . . . . . . . . . Teleperformance SE . . . . . . . . . . . . . . . . . . . . . . . Tessi S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TFF Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Thermador Groupe . . . . . . . . . . . . . . . . . . . . . . . Total Gabon . . . . . . . . . . . . . . . . . . . . . . . . . . . . Touax S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Trigano S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBISOFT Entertainment S.A. (b) . . . . . . . . . . . . . . Union Financiere de France BQE S.A. . . . . . . . . . . Vallourec S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . Valneva SE (b) (d) . . . . . . . . . . . . . . . . . . . . . . . . Vetoquinol S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . Vicat S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . VIEL & Cie S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . Vilmorin & Cie S.A. . . . . . . . . . . . . . . . . . . . . . . . Virbac S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

3,301 $ 601 2,045 12,528 10,974 12,502 12,040 1,467 3,499 4,566 11,965 2,647 3,103 34,713 8,372 44,405 14 16,886 107 7,690 3,042 6,523 1,555 10,224

Value

Security Description

87,348 9,101 183,321 338,182 629,398 659,933 123,079 13,826 9,866 13,088 1,060,216 28,456 134,446 1,151,127 137,308 679,647 5,083 1,547,860 17,229 577,315 189,323 920,348 52,928 19,180

16

545

293 48,852 118,705 16,327 202 5,640 1,424 26,469 1,145 715 3,419 4,419 88,305 23,996 895 308 1,043 324 1,706 3,496 41,482 1,659 52,316 15,386 1,341 5,373 4,205 2,684 1,270

10,882 473,596 109,345 69,934 91,212 661,763 28,338 106,448 96,272 18,176 104,583 147,483 602,723 2,558,923 140,756 33,720 93,756 45,857 19,452 245,413 1,565,719 43,065 234,489 45,111 66,282 346,935 17,007 176,472 211,832

France—(Continued) Vranken-Pommery Monopole S.A. . . . . . . . . . . . . .

Shares

958 $

Value

24,122 33,350,697

Germany—6.2% Aareal Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . Adler Modemaerkte AG . . . . . . . . . . . . . . . . . . . . ADLER Real Estate AG (b) (d) . . . . . . . . . . . . . . . . ADVA Optical Networking SE (b) . . . . . . . . . . . . . Air Berlin plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . AIXTRON SE (b) (d) . . . . . . . . . . . . . . . . . . . . . . . Allgeier SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Amadeus Fire AG . . . . . . . . . . . . . . . . . . . . . . . . Aurubis AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . Axel Springer SE . . . . . . . . . . . . . . . . . . . . . . . . . Basler AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bauer AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BayWa AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . BayWa AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bechtle AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bertrandt AG . . . . . . . . . . . . . . . . . . . . . . . . . . . Bijou Brigitte AG . . . . . . . . . . . . . . . . . . . . . . . . . Bilfinger SE (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Biotest AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Borussia Dortmund GmbH & Co. KGaA (Xetra Exchange) . . . . . . . . . . . . . . . . . . . . . . . CANCOM SE . . . . . . . . . . . . . . . . . . . . . . . . . . . Carl Zeiss Meditec AG . . . . . . . . . . . . . . . . . . . . CENIT AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . CENTROTEC Sustainable AG . . . . . . . . . . . . . . . . Cewe Stiftung & Co. KGaA . . . . . . . . . . . . . . . . . Clere AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Comdirect Bank AG . . . . . . . . . . . . . . . . . . . . . . CompuGroup Medical SE . . . . . . . . . . . . . . . . . . Constantin Medien AG (b) . . . . . . . . . . . . . . . . . . CropEnergies AG . . . . . . . . . . . . . . . . . . . . . . . . CTS Eventim AG & Co. KGaA . . . . . . . . . . . . . . . Data Modul AG . . . . . . . . . . . . . . . . . . . . . . . . . DEAG Deutsche Entertainment AG (b) . . . . . . . . . . Delticom AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deutsche Beteiligungs AG . . . . . . . . . . . . . . . . . . Deutsche Euroshop AG . . . . . . . . . . . . . . . . . . . . Deutz AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dialog Semiconductor plc (b) . . . . . . . . . . . . . . . . DIC Asset AG . . . . . . . . . . . . . . . . . . . . . . . . . . . DMG Mori AG . . . . . . . . . . . . . . . . . . . . . . . . . . Dr. Hoenle AG . . . . . . . . . . . . . . . . . . . . . . . . . . Draegerwerk AG & Co. KGaA . . . . . . . . . . . . . . . Drillisch AG (d) . . . . . . . . . . . . . . . . . . . . . . . . . . Duerr AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Eckert & Ziegler AG . . . . . . . . . . . . . . . . . . . . . . Elmos Semiconductor AG . . . . . . . . . . . . . . . . . . . ElringKlinger AG . . . . . . . . . . . . . . . . . . . . . . . . . Euromicron AG (b) . . . . . . . . . . . . . . . . . . . . . . . Evotec AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Fielmann AG . . . . . . . . . . . . . . . . . . . . . . . . . . . Francotyp-Postalia Holding AG . . . . . . . . . . . . . . .

MSF-100

32,420 2,828 535 13,833 15,003 30,799 2,942 2,298 14,317 10,274 236 4,696 5,731 305 9,570 1,677 1,603 3,381 4,221

1,070,649 18,989 8,525 139,263 11,443 187,048 59,568 164,612 802,005 526,103 15,571 67,028 186,379 10,504 1,107,401 182,759 96,165 111,560 79,463

30,779 7,824 9,550 5,012 3,158 3,145 1,425 13,399 8,932 15,941 9,235 18,228 138 2,049 1,562 2,815 6,047 35,346 22,851 7,859 18,221 2,084 1,062 17,268 8,529 1,629 7,336 11,206 2,048 24,706 3,266 3,300

167,613 408,489 365,038 115,947 54,663 282,633 44,408 136,989 411,751 37,788 52,190 648,942 7,654 5,985 29,200 93,518 280,902 178,346 881,107 79,339 887,238 59,702 67,756 838,433 716,034 38,984 109,831 198,763 16,336 139,431 266,199 15,786

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Germany—(Continued) Fraport AG Frankfurt Airport Services Worldwide . . Freenet AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . FUCHS Petrolub SE . . . . . . . . . . . . . . . . . . . . . . . Gerresheimer AG . . . . . . . . . . . . . . . . . . . . . . . . Gerry Weber International AG . . . . . . . . . . . . . . . Gesco AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . GFK SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . GFT Technologies SE . . . . . . . . . . . . . . . . . . . . . . Grammer AG . . . . . . . . . . . . . . . . . . . . . . . . . . . GRENKE AG . . . . . . . . . . . . . . . . . . . . . . . . . . . H&R AG GmbH & Co. KGaA (b) . . . . . . . . . . . . . Hamburger Hafen und Logistik AG . . . . . . . . . . . . Heidelberger Druckmaschinen AG (b) . . . . . . . . . . Hella KGaA Hueck & Co. . . . . . . . . . . . . . . . . . . HOCHTIEF AG . . . . . . . . . . . . . . . . . . . . . . . . . . HolidayCheck Group AG (b) . . . . . . . . . . . . . . . . Hornbach Baumarkt AG . . . . . . . . . . . . . . . . . . . . Indus Holding AG . . . . . . . . . . . . . . . . . . . . . . . . Init Innovation In Traffic Systems AG . . . . . . . . . . . Isra Vision AG . . . . . . . . . . . . . . . . . . . . . . . . . . Jenoptik AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . K&S AG (d) . . . . . . . . . . . . . . . . . . . . . . . . . . . . KION Group AG . . . . . . . . . . . . . . . . . . . . . . . . Kloeckner & Co. SE (b) . . . . . . . . . . . . . . . . . . . . Koenig & Bauer AG (b) . . . . . . . . . . . . . . . . . . . . Kontron AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Krones AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . KSB AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . KUKA AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . KWS Saat SE . . . . . . . . . . . . . . . . . . . . . . . . . . . LANXESS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . LEG Immobilien AG (b) . . . . . . . . . . . . . . . . . . . . Leifheit AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Leoni AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . LPKF Laser & Electronics AG (b) . . . . . . . . . . . . . . Manz AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Medigene AG (b) . . . . . . . . . . . . . . . . . . . . . . . . MLP AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MTU Aero Engines AG . . . . . . . . . . . . . . . . . . . . MVV Energie AG . . . . . . . . . . . . . . . . . . . . . . . . Nemetschek SE . . . . . . . . . . . . . . . . . . . . . . . . . . Nexus AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nordex SE (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Norma Group SE . . . . . . . . . . . . . . . . . . . . . . . . OHB SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . OSRAM Licht AG . . . . . . . . . . . . . . . . . . . . . . . . Paion AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Patrizia Immobilien AG (b) . . . . . . . . . . . . . . . . . . Pfeiffer Vacuum Technology AG . . . . . . . . . . . . . . PNE Wind AG . . . . . . . . . . . . . . . . . . . . . . . . . . Progress-Werk Oberkirch AG . . . . . . . . . . . . . . . . PSI AG Gesellschaft Fuer Produkte und Systeme der Informationstechnologie . . . . . . . . . . . . . . . . . . Puma SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . PVA TePla AG (b) . . . . . . . . . . . . . . . . . . . . . . . . QSC AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . R Stahl AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

Value

3,441 $ 53,475 5,054 9,821 9,842 1,521 7,937 7,618 7,596 1,704 4,113 8,624 113,996 940 1,101 1,815 1,543 13,812 1,794 2,083 19,047 15,831 13,233 38,909 4,373 21,842 5,091 103 8,843 949 31,725 15,885 945 12,471 5,852 1,272 3,423 20,985 14,899 1,668 12,828 2,764 23,261 10,781 2,315 21,899 8,842 17,552 3,738 24,548 822

188,015 1,563,530 206,294 834,531 125,649 118,954 276,527 156,799 460,190 327,838 87,780 131,129 275,699 37,237 155,240 4,894 47,867 786,600 31,505 231,724 348,189 300,787 856,694 473,695 205,364 67,355 495,323 43,620 1,069,227 319,704 1,970,248 1,520,498 61,576 454,124 66,269 51,406 31,476 88,575 1,507,257 37,316 786,051 57,223 706,585 554,659 47,707 1,285,586 26,095 384,220 355,214 59,838 34,525

2,118 549 3,358 26,632 1,594

Security Description

31,525 146,853 9,506 59,606 53,518

Germany—(Continued) Rational AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rheinmetall AG . . . . . . . . . . . . . . . . . . . . . . . . . . Rhoen Klinikum AG . . . . . . . . . . . . . . . . . . . . . . . RIB Software AG . . . . . . . . . . . . . . . . . . . . . . . . . SAF-Holland S.A. . . . . . . . . . . . . . . . . . . . . . . . . Salzgitter AG . . . . . . . . . . . . . . . . . . . . . . . . . . . Schaltbau Holding AG . . . . . . . . . . . . . . . . . . . . . SGL Carbon SE (b) . . . . . . . . . . . . . . . . . . . . . . . SHW AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sixt SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . SMA Solar Technology AG (d) . . . . . . . . . . . . . . . SMT Scharf AG (b) . . . . . . . . . . . . . . . . . . . . . . . Softing AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Software AG . . . . . . . . . . . . . . . . . . . . . . . . . . . Solarworld AG (b) . . . . . . . . . . . . . . . . . . . . . . . . Stada Arzneimittel AG . . . . . . . . . . . . . . . . . . . . . STRATEC Biomedical AG . . . . . . . . . . . . . . . . . . . Stroeer SE & Co. KGaA . . . . . . . . . . . . . . . . . . . . Suedzucker AG . . . . . . . . . . . . . . . . . . . . . . . . . Surteco SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Suss Microtec AG (b) . . . . . . . . . . . . . . . . . . . . . . TAG Immobilien AG . . . . . . . . . . . . . . . . . . . . . . Takkt AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Technotrans AG . . . . . . . . . . . . . . . . . . . . . . . . . TLG Immobilien AG . . . . . . . . . . . . . . . . . . . . . . . Tom Tailor Holding AG (b) . . . . . . . . . . . . . . . . . . VERBIO Vereinigte BioEnergie AG . . . . . . . . . . . . Vossloh AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . . VTG AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wacker Chemie AG . . . . . . . . . . . . . . . . . . . . . . Wacker Neuson SE . . . . . . . . . . . . . . . . . . . . . . . Washtec AG . . . . . . . . . . . . . . . . . . . . . . . . . . . XING AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

850 $ 12,940 26,418 3,972 29,975 12,083 2,118 285 2,013 9,652 3,992 831 1,971 20,357 348 19,797 834 8,451 26,310 1,501 6,216 39,448 11,656 3,008 2,015 6,389 2,621 4,905 5,545 2,424 10,071 3,397 1,097

Value

425,862 900,635 803,130 48,903 387,239 395,681 74,401 3,343 74,160 543,700 127,157 10,339 27,342 862,599 1,223 1,100,111 48,065 367,187 731,009 38,448 45,841 573,705 261,384 76,437 45,491 26,553 16,616 291,679 157,295 204,228 146,742 161,055 230,531 42,305,537

Hong Kong—3.1% Agritrade Resources, Ltd. . . . . . . . . . . . . . . . . . . . 135,000 Alco Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . . 136,000 Allan International Holdings . . . . . . . . . . . . . . . . . 70,000 Allied Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . 22,000 Allied Properties HK, Ltd. . . . . . . . . . . . . . . . . . . . 1,406,024 Anxian Yuan China Holdings, Ltd. (b) . . . . . . . . . . 420,000 Apac Resources, Ltd. (b) . . . . . . . . . . . . . . . . . . . . 472,173 Applied Development Holdings, Ltd. (b) . . . . . . . . . 250,000 APT Satellite Holdings, Ltd. . . . . . . . . . . . . . . . . . . 164,250 Arts Optical International Holdings, Ltd. . . . . . . . . . 16,000 Asia Financial Holdings, Ltd. . . . . . . . . . . . . . . . . 278,000 Asia Satellite Telecommunications Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58,500 Asia Standard International Group, Ltd. . . . . . . . . . 370,000 ASM Pacific Technology, Ltd. . . . . . . . . . . . . . . . . 26,600 Associated International Hotels, Ltd. . . . . . . . . . . . 14,000 Auto Italia Holdings (b) . . . . . . . . . . . . . . . . . . . . 175,000 Bel Global Resources Holdings, Ltd. (a) (b) (c) . . . . 520,000 BEP International Holdings, Ltd. . . . . . . . . . . . . . . 370,000 Bonjour Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . 615,000

MSF-101

26,299 54,122 16,703 114,022 289,124 5,687 7,242 26,790 114,287 6,044 159,448 78,778 80,632 219,803 39,438 3,045 0 23,973 27,895

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Hong Kong—(Continued) Bossini International Holdings, Ltd. . . . . . . . . . . . . Bright Smart Securities & Commodities Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Brightoil Petroleum Holdings, Ltd. . . . . . . . . . . . . . Brockman Mining, Ltd. (b) . . . . . . . . . . . . . . . . . . Burwill Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . . Cafe de Coral Holdings, Ltd. . . . . . . . . . . . . . . . . Cash Financial Services Group, Ltd. (b) . . . . . . . . . Century City International Holdings, Ltd. . . . . . . . . Champion Technology Holdings, Ltd. (b) . . . . . . . . Chen Hsong Holdings . . . . . . . . . . . . . . . . . . . . . Cheuk Nang Holdings, Ltd. . . . . . . . . . . . . . . . . . Chevalier International Holdings, Ltd. . . . . . . . . . . China Billion Resources, Ltd. (b) . . . . . . . . . . . . . . China Energy Development Holdings, Ltd. (b) . . . . . China Flavors & Fragrances Co., Ltd. . . . . . . . . . . China Metal International Holdings, Inc. . . . . . . . . China Smarter Energy Group Holdings, Ltd. (b) . . . China Solar Energy Holdings, Ltd. (a) (b) (c) . . . . . . China Star Entertainment, Ltd. (b) . . . . . . . . . . . . . China Strategic Holdings, Ltd. (b) . . . . . . . . . . . . . China Ting Group Holdings, Ltd. . . . . . . . . . . . . . . Chinney Investment, Ltd. . . . . . . . . . . . . . . . . . . . . Chong Hing Bank, Ltd. . . . . . . . . . . . . . . . . . . . . . Chow Sang Sang Holdings International, Ltd. . . . . . Chu Kong Shipping Enterprises Group Co., Ltd. . . . Chuang’s China Investments, Ltd. . . . . . . . . . . . . . Chuang’s Consortium International, Ltd. . . . . . . . . . CITIC Telecom International Holdings, Ltd. . . . . . . . CK Life Sciences International Holdings, Inc. . . . . . CNQC International Holdings, Ltd. . . . . . . . . . . . . CNT Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Common Splendor International Health Industry Group, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . Continental Holdings, Ltd. (b) . . . . . . . . . . . . . . . . Convoy Global Holdings, Ltd. (b) . . . . . . . . . . . . . CP Lotus Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . Crocodile Garments (b) . . . . . . . . . . . . . . . . . . . . Cross-Harbour Holdings, Ltd. (The) . . . . . . . . . . . . CSI Properties, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Dah Sing Banking Group, Ltd. . . . . . . . . . . . . . . . Dah Sing Financial Holdings, Ltd. . . . . . . . . . . . . . Dan Form Holdings Co., Ltd. . . . . . . . . . . . . . . . . Dickson Concepts International, Ltd. . . . . . . . . . . . Eagle Nice International Holdings, Ltd. . . . . . . . . . EcoGreen International Group, Ltd. . . . . . . . . . . . . Emperor Capital Group, Ltd. . . . . . . . . . . . . . . . . Emperor Entertainment Hotel, Ltd. . . . . . . . . . . . . . Emperor International Holdings, Ltd. . . . . . . . . . . . Emperor Watch & Jewellery, Ltd. (b) . . . . . . . . . . . ENM Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . . . EPI Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . Esprit Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . . . eSun Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . Fairwood Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . Far East Consortium International, Ltd. . . . . . . . . . . Far East Holdings International, Ltd. (b) . . . . . . . . .

Shares

302,000 $

Value

Security Description

18,792

96,000 217,000 2,516,770 1,566,000 134,000 288,000 616,000 1,233,093 150,000 91,630 75,139 238,000 3,670,000 71,446 198,000 168,000 162,000 126,000 2,032,500 318,550 8,000 7,000 119,000 102,000 511,500 446,357 467,000 1,594,000 12,500 246,000

41,819 65,541 40,046 42,456 446,130 18,238 41,496 21,435 31,909 70,690 120,407 1,296 46,096 26,376 70,764 15,631 705 9,357 48,015 17,068 1,818 14,146 210,523 28,958 33,691 100,416 174,746 146,865 4,952 24,191

342,000 220,000 1,314,000 1,750,000 216,000 119,000 3,194,023 172,671 66,260 287,000 131,000 120,000 118,800 540,000 235,000 565,250 1,520,000 556,000 586,800 833,950 400,000 34,500 654,356 150,000

31,070 4,076 41,146 29,782 25,797 159,723 115,866 310,872 436,442 99,749 45,283 35,800 24,188 56,041 60,441 129,443 45,217 32,834 17,116 678,368 41,446 160,361 262,202 27,152

Shares

Hong Kong—(Continued) First Pacific Co., Ltd. . . . . . . . . . . . . . . . . . . . . . 18,000 $ Fountain SET Holdings, Ltd. . . . . . . . . . . . . . . . . 422,000 Future Bright Holdings, Ltd. . . . . . . . . . . . . . . . . . 156,000 G-Resources Group, Ltd. . . . . . . . . . . . . . . . . . . 11,842,800 GCL New Energy Holdings, Ltd. (b) . . . . . . . . . . 1,146,000 Get Nice Financial Group, Ltd. . . . . . . . . . . . . . . 64,350 Get Nice Holdings, Ltd. . . . . . . . . . . . . . . . . . . . 2,574,000 Giordano International, Ltd. . . . . . . . . . . . . . . . . 536,000 Global Brands Group Holding, Ltd. (b) . . . . . . . . 876,000 Glorious Sun Enterprises, Ltd. . . . . . . . . . . . . . . . 393,000 Gold Peak Industries Holdings, Ltd. . . . . . . . . . . . 277,714 Golden Resources Development International, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 370,000 Good Resources Holdings, Ltd. (b) . . . . . . . . . . . 420,000 Great Eagle Holdings, Ltd. . . . . . . . . . . . . . . . . . 32,000 Guangnan Holdings, Ltd. . . . . . . . . . . . . . . . . . . 264,000 Guotai Junan International Holdings, Ltd. . . . . . . . 503,600 Haitong International Securities Group, Ltd. . . . . . 421,969 Hanison Construction Holdings, Ltd. . . . . . . . . . . 148,009 Hao Tian Development Group, Ltd. (b) . . . . . . . . . 858,000 Harbour Centre Development, Ltd. . . . . . . . . . . . 88,000 HKBN, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66,500 HKR International, Ltd. (b) . . . . . . . . . . . . . . . . . 405,600 Hon Kwok Land Investment Co., Ltd. . . . . . . . . . . 140,000 Hong Kong Aircraft Engineering Co., Ltd. . . . . . . 8,800 Hong Kong Ferry Holdings Co., Ltd. . . . . . . . . . . 22,000 Hong Kong Television Network, Ltd. (b) . . . . . . . . 165,000 Hongkong & Shanghai Hotels (The) . . . . . . . . . . . 21,000 Hongkong Chinese, Ltd. . . . . . . . . . . . . . . . . . . . 866,000 Hopewell Holdings, Ltd. . . . . . . . . . . . . . . . . . . . 62,000 Hsin Chong Construction Group, Ltd. (b) . . . . . . . 918,000 Hua Hong Semiconductor, Ltd. . . . . . . . . . . . . . . 39,000 Hung Hing Printing Group, Ltd. . . . . . . . . . . . . . . 252,000 Hutchison Telecommunications Hong Kong Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . 526,000 I-CABLE Communications, Ltd. (b) . . . . . . . . . . . . 177,000 Imagi International Holdings, Ltd. (b) . . . . . . . . . . 720,900 International Standard Resources Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,782,000 iOne Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . . 960,000 IPE Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . 285,000 IRC, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . 760,000 IT, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 278,000 ITC Properties Group, Ltd. . . . . . . . . . . . . . . . . . 99,556 Jinhui Holdings Co., Ltd. (b) . . . . . . . . . . . . . . . . 70,000 Johnson Electric Holdings, Ltd. . . . . . . . . . . . . . . 106,875 K Wah International Holdings, Ltd. . . . . . . . . . . . 641,165 Kader Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . 264,000 Kam Hing International Holdings, Ltd. . . . . . . . . . 196,000 Kantone Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . 93,000 Keck Seng Investments . . . . . . . . . . . . . . . . . . . . 72,000 Kerry Logistics Network, Ltd. . . . . . . . . . . . . . . . . 97,000 Kingmaker Footwear Holdings, Ltd. . . . . . . . . . . . 102,000 Kowloon Development Co., Ltd. . . . . . . . . . . . . . 159,000 L’sea Resources International Holdings, Ltd. (b) . . . 360,000 Lai Sun Development Co., Ltd. . . . . . . . . . . . . . . 6,835,666 Lai Sun Garment International, Ltd. . . . . . . . . . . . 498,800

MSF-102

Value

12,887 57,234 19,746 216,070 66,240 9,097 88,266 277,197 89,805 58,487 27,635 21,309 23,432 143,717 31,404 192,603 282,630 27,179 44,057 157,636 75,201 194,817 55,854 63,579 25,539 29,640 20,893 158,053 226,945 50,184 45,413 31,515 179,201 21,398 18,334 37,352 25,770 60,569 17,717 91,012 35,766 8,213 274,440 353,352 24,371 13,702 8,513 51,714 133,699 22,442 159,752 7,314 137,780 102,199

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Hong Kong—(Continued) Lam Soon Hong Kong, Ltd. . . . . . . . . . . . . . . . . . . Landing International Development, Ltd. (b) . . . . . . Landsea Green Properties Co., Ltd. . . . . . . . . . . . . Lifestyle China Group, Ltd. (b) . . . . . . . . . . . . . . . . Lifestyle International Holdings, Ltd. . . . . . . . . . . . . Lippo China Resources, Ltd. . . . . . . . . . . . . . . . . . Lippo, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Lisi Group Holdings, Ltd. . . . . . . . . . . . . . . . . . . . Liu Chong Hing Investment, Ltd. . . . . . . . . . . . . . . Luen Thai Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . Luk Fook Holdings International, Ltd. . . . . . . . . . . . Luks Group Vietnam Holdings Co., Ltd. . . . . . . . . . Lung Kee Bermuda Holdings . . . . . . . . . . . . . . . . . Magnificent Hotel Investment, Ltd. . . . . . . . . . . . . . Man Sang International, Ltd. (b) . . . . . . . . . . . . . . Man Wah Holdings, Ltd. . . . . . . . . . . . . . . . . . . . Mason Financial Holdings, Ltd. (b) . . . . . . . . . . . . Matrix Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . Melco International Development, Ltd. . . . . . . . . . . Midland Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . Ming Fai International Holdings, Ltd. . . . . . . . . . . . Miramar Hotel & Investment . . . . . . . . . . . . . . . . . National Electronic Holdings, Ltd. . . . . . . . . . . . . . Neo-Neon Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . NetMind Financial Holdings, Ltd. (b) . . . . . . . . . . . New Century Group Hong Kong, Ltd. (b) . . . . . . . . New Times Energy Corp., Ltd. (b) . . . . . . . . . . . . . Newocean Energy Holdings, Ltd. . . . . . . . . . . . . . Next Digital, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . Nine Express, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . Noble Group, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . O Luxe Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . . Orange Sky Golden Harvest Entertainment Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . Orient Overseas International, Ltd. . . . . . . . . . . . . Oriental Watch Holdings . . . . . . . . . . . . . . . . . . . Pacific Andes International Holdings, Ltd. (a) (b) (c) . . Pacific Basin Shipping, Ltd. (b) . . . . . . . . . . . . . . . Pacific Textiles Holdings, Ltd. . . . . . . . . . . . . . . . . Paliburg Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . Paradise Entertainment, Ltd. (b) . . . . . . . . . . . . . . . Pearl Oriental Oil, Ltd. (b) . . . . . . . . . . . . . . . . . . Perfect Shape Beauty Technology, Ltd. . . . . . . . . . . Pico Far East Holdings, Ltd. . . . . . . . . . . . . . . . . . Playmates Holdings, Ltd. . . . . . . . . . . . . . . . . . . . Playmates Toys, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Polytec Asset Holdings, Ltd. . . . . . . . . . . . . . . . . . Public Financial Holdings, Ltd. . . . . . . . . . . . . . . . PYI Corp., Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . Regal Hotels International Holdings, Ltd. . . . . . . . . Rivera Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . Sa Sa International Holdings, Ltd. . . . . . . . . . . . . . SAS Dragon Holdings, Ltd. . . . . . . . . . . . . . . . . . . SEA Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Shenwan Hongyuan HK, Ltd. . . . . . . . . . . . . . . . . Shun Ho Property Investments, Ltd. . . . . . . . . . . . . Shun Tak Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . .

Shares

Value

Security Description

15,000 $ 1,120,000 120,000 161,500 161,500 2,106,000 122,000 562,000 86,000 116,000 135,000 68,000 116,000 1,310,000 150,000 583,200 2,250,000 36,000 114,000 302,000 145,000 12,000 182,600 322,500 8,984,000 912,000 306,300 488,000 414,000 216,000 2,264,400 648,000

16,438 29,096 9,780 49,830 221,787 58,663 72,367 53,779 124,646 23,983 330,091 23,791 37,744 30,469 13,942 375,692 78,826 13,274 151,063 111,220 19,751 24,473 22,464 50,375 94,389 17,274 7,621 130,352 23,307 10,443 256,178 57,721

375,882 45,000 271,600 1,819,984 976,000 187,000 328,000 168,000 404,000 108,000 468,000 56,000 236,000 565,000 166,000 2,140,366 402,000 20,000 322,666 140,000 94,000 172,500 21,615 701,500

18,327 159,619 42,405 12,858 127,699 242,712 102,593 36,111 13,067 10,623 140,947 65,770 36,320 39,563 75,100 41,616 224,342 1,201 137,337 24,007 234,973 91,250 7,757 226,305

Shares

Hong Kong—(Continued) Silver Base Group Holdings, Ltd. (b) . . . . . . . . . . . 633,000 $ Sincere Watch Hong Kong, Ltd. (b) . . . . . . . . . . . . 250,000 Sing Tao News Corp., Ltd. . . . . . . . . . . . . . . . . . . 276,000 Singamas Container Holdings, Ltd. . . . . . . . . . . . . 786,000 SIS International Holdings . . . . . . . . . . . . . . . . . . 16,000 Sitoy Group Holdings, Ltd. . . . . . . . . . . . . . . . . . . 111,000 Skyway Securities Group, Ltd. (b) . . . . . . . . . . . . . 750,000 SmarTone Telecommunications Holdings, Ltd. . . . . . 142,388 SOCAM Development, Ltd. (b) . . . . . . . . . . . . . . . 179,876 Solomon Systech International, Ltd. (b) . . . . . . . . . . 920,000 Soundwill Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . 50,000 South China Holdings Co., Ltd. (b) . . . . . . . . . . . . 992,000 Stella International Holdings, Ltd. . . . . . . . . . . . . . 161,500 Stelux Holdings International, Ltd. (b) . . . . . . . . . . . 260,500 Success Universe Group, Ltd. (b) . . . . . . . . . . . . . . 240,000 Sun Hing Vision Group Holdings, Ltd. . . . . . . . . . . 42,000 Sun Hung Kai & Co., Ltd. . . . . . . . . . . . . . . . . . . . 322,440 Sunwah Kingsway Capital Holdings, Ltd. . . . . . . . . 310,000 TAI Cheung Holdings, Ltd. . . . . . . . . . . . . . . . . . . 232,000 Tan Chong International, Ltd. . . . . . . . . . . . . . . . . 63,000 Tao Heung Holdings, Ltd. . . . . . . . . . . . . . . . . . . . 204,000 Television Broadcasts, Ltd. . . . . . . . . . . . . . . . . . . 123,500 Texwinca Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . 300,000 Titan Petrochemicals Group, Ltd. (b) . . . . . . . . . . . 1,000,000 Town Health International Medical Group, Ltd. . . . . 230,000 Tradelink Electronic Commerce, Ltd. . . . . . . . . . . . 256,000 Transport International Holdings, Ltd. . . . . . . . . . . . 132,000 Trinity, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . 466,000 TSC Group Holdings, Ltd. (b) . . . . . . . . . . . . . . . . 216,000 Tsui Wah Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . 40,000 United Laboratories International Holdings, Ltd. (The) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241,000 United Photovoltaics Group, Ltd. (b) . . . . . . . . . . . 346,000 Universal Technologies Holdings, Ltd. (b) . . . . . . . . 120,000 Up Energy Development Group, Ltd. (a) (b) (c) . . . . 92,000 Upbest Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . 16,000 Value Convergence Holdings, Ltd. (b) . . . . . . . . . . 104,000 Value Partners Group, Ltd. . . . . . . . . . . . . . . . . . . 189,000 Varitronix International, Ltd. . . . . . . . . . . . . . . . . . 137,000 Vedan International Holdings, Ltd. . . . . . . . . . . . . 296,000 Victory City International Holdings, Ltd. . . . . . . . . . 813,270 Vitasoy International Holdings, Ltd. . . . . . . . . . . . . 358,000 VS International Group, Ltd. (b) . . . . . . . . . . . . . . 160,000 VST Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . 487,200 VTech Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . 35,300 Wai Kee Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . 54,000 Win Hanverky Holdings, Ltd. . . . . . . . . . . . . . . . . 332,000 Winfull Group Holdings, Ltd. (b) . . . . . . . . . . . . . . 528,000 Wing On Co. International, Ltd. . . . . . . . . . . . . . . 46,000 Wing Tai Properties, Ltd. . . . . . . . . . . . . . . . . . . . 280,000 Xinyi Glass Holdings, Ltd. (b) . . . . . . . . . . . . . . . . 826,000 Yeebo International Holdings, Ltd. . . . . . . . . . . . . . 158,000 YGM Trading, Ltd. . . . . . . . . . . . . . . . . . . . . . . . 46,000 Yugang International, Ltd. . . . . . . . . . . . . . . . . . . 1,466,000

MSF-103

Value

51,636 6,548 35,175 83,737 7,942 41,884 20,168 236,335 67,811 36,248 91,645 53,076 276,349 21,159 5,851 14,728 202,483 5,516 185,875 19,656 64,392 471,272 207,278 13,250 36,650 51,273 397,022 36,020 30,198 7,479 140,187 32,844 4,332 1,530 3,000 22,798 194,597 54,989 36,474 40,184 724,460 8,549 142,737 403,607 16,928 55,028 12,303 142,083 176,554 753,453 55,413 24,434 25,410 21,211,075

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Value

Security Description

Ireland—0.8% C&C Group plc . . . . . . . . . . . . . . . . . . . . . . . . . . FBD Holdings plc (b) . . . . . . . . . . . . . . . . . . . . . . Glanbia plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Grafton Group plc . . . . . . . . . . . . . . . . . . . . . . . . Greencore Group plc . . . . . . . . . . . . . . . . . . . . . IFG Group plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Independent News & Media plc (b) . . . . . . . . . . . . Irish Continental Group plc . . . . . . . . . . . . . . . . . . Kingspan Group plc . . . . . . . . . . . . . . . . . . . . . . Smurfit Kappa Group plc . . . . . . . . . . . . . . . . . . . UDG Healthcare plc . . . . . . . . . . . . . . . . . . . . . .

149,205 $ 10,350 37,294 88,160 216,127 44,002 35,056 22,664 44,238 11,491 104,367

617,855 76,045 717,438 569,035 939,846 93,723 4,923 111,258 1,190,010 256,877 867,132 5,444,142

Isle of Man—0.1% GVC Holdings plc . . . . . . . . . . . . . . . . . . . . . . . . Paysafe Group plc (b) . . . . . . . . . . . . . . . . . . . . .

61,038 2,729

587,028 15,781 602,809

Israel—0.8% ADO Group, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . Africa Israel Investments, Ltd. (b) . . . . . . . . . . . . . . Africa Israel Properties, Ltd. . . . . . . . . . . . . . . . . . Africa Israel Residences, Ltd. . . . . . . . . . . . . . . . . Airport City, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . Allot Communications, Ltd. (b) . . . . . . . . . . . . . . . Alrov Properties and Lodgings, Ltd. . . . . . . . . . . . . Amot Investments, Ltd. . . . . . . . . . . . . . . . . . . . . . Ashtrom Properties, Ltd. . . . . . . . . . . . . . . . . . . . . AudioCodes, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . Avgol Industries 1953, Ltd. . . . . . . . . . . . . . . . . . Azorim-Investment Development & Construction Co., Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayside Land Corp. . . . . . . . . . . . . . . . . . . . . . . . Big Shopping Centers, Ltd. . . . . . . . . . . . . . . . . . . BioLine RX, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . Blue Square Real Estate, Ltd. . . . . . . . . . . . . . . . . . Cellcom Israel, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . Ceragon Networks, Ltd. (b) . . . . . . . . . . . . . . . . . Clal Biotechnology Industries, Ltd. (b) . . . . . . . . . . Clal Insurance Enterprises Holdings, Ltd. (b) . . . . . . Cohen Development & Industrial Buildings, Ltd. (b) . . . Compugen, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . Delek Automotive Systems, Ltd. . . . . . . . . . . . . . . . Delta-Galil Industries, Ltd. . . . . . . . . . . . . . . . . . . . Direct Insurance Financial Investments, Ltd. . . . . . . . El Al Israel Airlines . . . . . . . . . . . . . . . . . . . . . . . Electra Consumer Products 1970, Ltd. (b) . . . . . . . . Electra, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Elron Electronic Industries, Ltd. . . . . . . . . . . . . . . . Energix-Renewable Energies, Ltd. . . . . . . . . . . . . . Equital, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Evogene, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . First International Bank of Israel, Ltd. . . . . . . . . . . . FMS Enterprises Migun, Ltd. . . . . . . . . . . . . . . . . . Formula Systems 1985, Ltd. . . . . . . . . . . . . . . . . . Fox Wizel, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . .

1,711 64,935 4,653 880 25,014 10,216 5,057 25,066 6,725 5,709 9,099

23,053 20,918 78,113 17,752 285,193 53,116 113,219 111,673 25,834 31,156 11,193

23,712 205 1,031 2,565 738 13,058 14,799 17,579 7,114 305 14,846 10,535 4,030 5,783 54,306 1,236 652 7,585 13,559 550 5,090 8,900 910 2,591 1,475

22,200 83,421 70,594 2,871 29,950 97,513 35,414 13,738 76,387 7,255 94,481 92,213 113,934 46,248 49,788 17,175 89,531 34,913 9,407 10,767 31,890 113,723 23,570 101,034 24,317

Israel—(Continued) Frutarom Industries, Ltd. . . . . . . . . . . . . . . . . . . . . Gilat Satellite Networks, Ltd. (b) . . . . . . . . . . . . . . Hadera Paper, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . Harel Insurance Investments & Financial Services, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hilan, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IDI Insurance Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Industrial Buildings Corp., Ltd. . . . . . . . . . . . . . . . Israel Discount Bank, Ltd. - Class A (b) . . . . . . . . . . Israel Land Development Co., Ltd. (The) . . . . . . . . . Jerusalem Oil Exploration (b) . . . . . . . . . . . . . . . . Kamada, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . Kerur Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Maabarot Products, Ltd. . . . . . . . . . . . . . . . . . . . . Magic Software Enterprises, Ltd. . . . . . . . . . . . . . . Matrix IT, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Maytronics, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Mazor Robotics, Ltd. (b) . . . . . . . . . . . . . . . . . . . . Meitav DS Investments, Ltd. . . . . . . . . . . . . . . . . . Melisron, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Menora Mivtachim Holdings, Ltd. (b) . . . . . . . . . . . Migdal Insurance & Financial Holding, Ltd. (b) . . . . Mivtach Shamir Holdings, Ltd. . . . . . . . . . . . . . . . Naphtha Israel Petroleum Corp., Ltd. (b) . . . . . . . . Neto ME Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . Nova Measuring Instruments, Ltd. (b) . . . . . . . . . . . Oil Refineries, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . Ormat Technologies, Inc. . . . . . . . . . . . . . . . . . . . Partner Communications Co., Ltd. (b) . . . . . . . . . . . Paz Oil Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Perion Network, Ltd. (b) . . . . . . . . . . . . . . . . . . . . Phoenix Holdings, Ltd. (The) (b) . . . . . . . . . . . . . . . Plasson Industries, Ltd. . . . . . . . . . . . . . . . . . . . . . Rami Levi Chain Stores Hashikma Marketing, Ltd. . . Sapiens International Corp. NV . . . . . . . . . . . . . . Shapir Engineering & Industry, Ltd. . . . . . . . . . . . . Shikun & Binui, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Shufersal, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Space Communication, Ltd. (b) . . . . . . . . . . . . . . . Strauss Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Summit Real Estate Holdings, Ltd. (b) . . . . . . . . . . . Tower Semiconductor, Ltd. (b) . . . . . . . . . . . . . . . . Tower Semiconductor, Ltd. (U.S. Listed Shares) (b) (d) . . . . . . . . . . . . . . . . . . . . . . . . . Union Bank of Israel (b) . . . . . . . . . . . . . . . . . . . .

Shares

639 $ 7,707 1,104

Value

33,621 37,374 41,156

43,597 1,413 630 39,465 134,749 3,950 4,736 11,729 931 3,435 9,462 14,215 7,834 10,502 5,193 4,351 11,310 55,471 1,401 14,775 963 9,293 418,554 1 21,648 1,481 3,246 20,176 1,729 1,803 6,702 11,006 73,332 23,137 2,951 4,554 2,798 12,319

157,606 22,265 29,910 47,607 247,906 22,022 212,799 60,444 22,069 55,185 68,452 102,511 27,552 134,394 20,725 193,051 92,810 36,077 29,501 85,146 77,133 109,711 154,926 27 98,950 231,798 3,926 55,480 46,452 73,233 87,336 23,198 134,054 89,161 21,216 72,110 16,330 184,047

1,303 7,545

19,780 25,557 5,368,162

Italy—3.5% A2A S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . ACEA S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Aeffe S.p.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Alerion Cleanpower S.p.A. . . . . . . . . . . . . . . . . . Amplifon S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . Anima Holding S.p.A. . . . . . . . . . . . . . . . . . . . . . Ansaldo STS S.p.A. . . . . . . . . . . . . . . . . . . . . . . . Arnoldo Mondadori Editore S.p.A. (b) . . . . . . . . . .

MSF-104

481,411 23,394 11,359 5,771 36,377 10,612 39,015 63,913

679,349 294,124 12,992 13,033 373,573 51,878 455,849 65,559

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Italy—(Continued) Ascopiave S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . 28,294 $ Astaldi S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,559 Autogrill S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . 44,414 Azimut Holding S.p.A. . . . . . . . . . . . . . . . . . . . . . 40,582 Banca Carige S.p.A. (b) . . . . . . . . . . . . . . . . . . . 156,432 Banca Finnat Euramerica S.p.A. . . . . . . . . . . . . . . 50,851 Banca Generali S.p.A. . . . . . . . . . . . . . . . . . . . . 19,591 Banca IFIS S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . 7,714 Banca Mediolanum S.p.A. . . . . . . . . . . . . . . . . . . 26,881 Banca Popolare dell’Emilia Romagna SC . . . . . . . . 202,667 Banca Popolare dell’Etruria e del Lazio SC (a) (b) (c) (d) . . . . . . . . . . . . . . . . . . . . . . . 91,952 Banca Popolare di Milano Scarl . . . . . . . . . . . . . . 1,819,630 Banca Popolare di Sondrio Scarl . . . . . . . . . . . . . 173,614 Banca Profilo S.p.A. . . . . . . . . . . . . . . . . . . . . . . 117,883 Banco di Desio e della Brianza S.p.A. . . . . . . . . . . 20,306 Banco Popolare SC . . . . . . . . . . . . . . . . . . . . . . . 105,433 BasicNet S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . 13,493 Biesse S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,021 Brembo S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . 9,033 Brunello Cucinelli S.p.A. . . . . . . . . . . . . . . . . . . . 8,151 Buzzi Unicem S.p.A. . . . . . . . . . . . . . . . . . . . . . . 30,820 Cairo Communication S.p.A. . . . . . . . . . . . . . . . . 24,474 Caltagirone Editore S.p.A. (b) . . . . . . . . . . . . . . . 6,273 Carraro S.p.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . 2,384 Cementir Holding S.p.A. . . . . . . . . . . . . . . . . . . . 31,117 Cerved Information Solutions S.p.A. . . . . . . . . . . . 9,602 CIR-Compagnie Industriali Riunite S.p.A. . . . . . . . . 201,871 Credito Emiliano S.p.A. . . . . . . . . . . . . . . . . . . . . 44,882 Credito Valtellinese SC . . . . . . . . . . . . . . . . . . . . 463,264 Danieli & C Officine Meccaniche S.p.A. . . . . . . . . 4,846 Datalogic S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . 9,916 Davide Campari-Milano S.p.A. . . . . . . . . . . . . . . . 106,679 De’Longhi S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . 16,896 DeA Capital S.p.A. . . . . . . . . . . . . . . . . . . . . . . . 18,071 DiaSorin S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . 6,863 Ei Towers S.p.A. (b) . . . . . . . . . . . . . . . . . . . . . . 7,035 El.En. S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,028 ERG S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21,603 Esprinet S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . 18,719 Eurotech S.p.A. (b) . . . . . . . . . . . . . . . . . . . . . . . 13,076 Falck Renewables S.p.A. . . . . . . . . . . . . . . . . . . . 34,815 Fincantieri S.p.A. (b) . . . . . . . . . . . . . . . . . . . . . . 79,520 FNM S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55,327 Geox S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42,620 Gruppo Editoriale L’Espresso S.p.A. (b) . . . . . . . . . 75,580 Gruppo MutuiOnline S.p.A. . . . . . . . . . . . . . . . . . 5,404 Hera S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231,619 IMMSI S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . 100,436 Industria Macchine Automatiche S.p.A. . . . . . . . . . 5,461 Infrastrutture Wireless Italiane S.p.A. . . . . . . . . . . . 2,835 Intek Group S.p.A. (b) . . . . . . . . . . . . . . . . . . . . . 80,757 Interpump Group S.p.A. . . . . . . . . . . . . . . . . . . . . 28,206 Iren S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231,134 Italcementi S.p.A. (b) . . . . . . . . . . . . . . . . . . . . . . 64,343 Italmobiliare S.p.A. . . . . . . . . . . . . . . . . . . . . . . . 4,262 Juventus Football Club S.p.A. (b) . . . . . . . . . . . . . . 147,435

Value

85,442 77,574 376,252 597,445 50,827 17,760 376,019 173,966 178,328 755,069 0 731,084 485,815 22,174 40,380 248,600 48,979 95,323 538,915 158,436 631,461 93,272 5,351 3,207 146,836 81,238 206,628 243,686 160,869 93,541 211,675 1,201,872 408,915 21,278 441,143 370,850 106,205 247,811 104,061 17,337 30,746 38,010 25,846 101,017 63,058 44,989 624,044 42,274 362,621 13,945 18,038 480,757 397,846 764,732 215,178 49,945

Security Description

Shares

Value

Italy—(Continued) La Doria S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . Maire Tecnimont S.p.A. . . . . . . . . . . . . . . . . . . . . MARR S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Mediaset S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . Moncler S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . Nice S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parmalat S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . Piaggio & C S.p.A. . . . . . . . . . . . . . . . . . . . . . . . Prelios S.p.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . Prima Industrie S.p.A. . . . . . . . . . . . . . . . . . . . . . Prysmian S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . Recordati S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . Reno de Medici S.p.A. . . . . . . . . . . . . . . . . . . . . Reply S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Retelit S.p.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . Sabaf S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . SAES Getters S.p.A. . . . . . . . . . . . . . . . . . . . . . . Safilo Group S.p.A. (b) . . . . . . . . . . . . . . . . . . . . Saipem S.p.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . Salini Impregilo S.p.A. . . . . . . . . . . . . . . . . . . . . . Salvatore Ferragamo S.p.A. . . . . . . . . . . . . . . . . . Saras S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . SAVE S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Snai S.p.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Societa Cattolica di Assicurazioni S.c.r.l. . . . . . . . . Societa Iniziative Autostradali e Servizi S.p.A. . . . . Sogefi S.p.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . SOL S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tamburi Investment Partners S.p.A. . . . . . . . . . . . . Tiscali S.p.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . Tod’s S.p.A. (d) . . . . . . . . . . . . . . . . . . . . . . . . . . Trevi Finanziaria Industriale S.p.A. (b) . . . . . . . . . . TXT e-solutions S.p.A. . . . . . . . . . . . . . . . . . . . . . . Uni Land S.p.A. (a) (b) (c) . . . . . . . . . . . . . . . . . . Unione di Banche Italiane S.p.A. . . . . . . . . . . . . . Unipol Gruppo Finanziario S.p.A. . . . . . . . . . . . . . UnipolSai S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . Vittoria Assicurazioni S.p.A. . . . . . . . . . . . . . . . . . Yoox Net-A-Porter Group S.p.A. (b) . . . . . . . . . . . . Zignago Vetro S.p.A. . . . . . . . . . . . . . . . . . . . . .

3,877 $ 35,567 13,428 192,042 10,344 9,890 18,078 71,430 54,976 1,853 75,002 33,633 29,538 1,999 36,769 3,059 1,416 10,142 605,130 70,140 16,352 134,526 5,376 21,135 63,558 25,981 24,822 11,001 14,397 802,477 3,954 31,414 1,815 4,937 6,735 126,457 34,177 12,164 21,096 11,476

37,637 87,992 269,149 602,957 176,495 28,355 47,881 133,513 4,899 28,279 1,965,317 1,081,057 9,359 262,754 30,280 31,069 20,395 97,038 256,153 202,076 415,105 213,894 105,696 27,425 355,643 248,181 50,186 95,167 58,145 38,319 208,760 43,208 14,619 0 15,528 322,871 55,611 132,676 653,670 66,002 23,568,388

Japan—24.3% A&A Material Corp. . . . . . . . . . . . . . . . . . . . . . . A&D Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . A/S One Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Accordia Golf Co., Ltd. . . . . . . . . . . . . . . . . . . . . Achilles Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Adastria Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . ADEKA Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Aderans Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Advan Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Advanex, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Aeon Delight Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Aeon Fantasy Co., Ltd. . . . . . . . . . . . . . . . . . . . . Aeon Hokkaido Corp. . . . . . . . . . . . . . . . . . . . . .

MSF-105

12,000 3,000 4,700 19,200 6,500 9,240 34,600 8,700 8,300 900 3,900 2,400 2,600

10,482 11,940 204,548 195,683 91,744 212,073 478,572 39,029 75,791 9,402 118,905 68,680 13,939

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Japan—(Continued) AGORA Hospitality Group Co., Ltd. (b) . . . . . . . . . Agro-Kanesho Co., Ltd. . . . . . . . . . . . . . . . . . . . . Ahresty Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Ai Holdings Corp. . . . . . . . . . . . . . . . . . . . . . . . . Aica Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Aichi Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . . Aichi Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Aichi Steel Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Aichi Tokei Denki Co., Ltd. . . . . . . . . . . . . . . . . . . Aida Engineering, Ltd. . . . . . . . . . . . . . . . . . . . . . Aigan Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Ain Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Aiphone Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Airport Facilities Co., Ltd. . . . . . . . . . . . . . . . . . . . Aisan Industry Co., Ltd. . . . . . . . . . . . . . . . . . . . . Aizawa Securities Co., Ltd. . . . . . . . . . . . . . . . . . Akebono Brake Industry Co., Ltd. (b) . . . . . . . . . . . Akita Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . . Alconix Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Alinco, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Alpen Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Alpha Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Alpha Systems, Inc. . . . . . . . . . . . . . . . . . . . . . . . Alpine Electronics, Inc. . . . . . . . . . . . . . . . . . . . . . Alps Logistics Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Altech Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Amano Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Amiyaki Tei Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Amuse, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Anabuki Kosan, Inc. . . . . . . . . . . . . . . . . . . . . . . Anest Iwata Corp. . . . . . . . . . . . . . . . . . . . . . . . . Anicom Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . Anritsu Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . AOI Electronics Co., Ltd. . . . . . . . . . . . . . . . . . . . AOI Pro, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . AOKI Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . Aomori Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . Aoyama Trading Co., Ltd. . . . . . . . . . . . . . . . . . . Arakawa Chemical Industries, Ltd. . . . . . . . . . . . . Arata Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Araya Industrial Co., Ltd. . . . . . . . . . . . . . . . . . . . Arcland Sakamoto Co., Ltd. . . . . . . . . . . . . . . . . . Arcs Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Ardepro Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Argo Graphics, Inc. . . . . . . . . . . . . . . . . . . . . . . . Ariake Japan Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Arisawa Manufacturing Co., Ltd. . . . . . . . . . . . . . Arrk Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Artnature, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Asahi Broadcasting Corp. . . . . . . . . . . . . . . . . . . Asahi Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Asahi Diamond Industrial Co., Ltd. . . . . . . . . . . . . Asahi Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . Asahi Kogyosha Co., Ltd. . . . . . . . . . . . . . . . . . . . Asahi Net, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Asahi Printing Co., Ltd. . . . . . . . . . . . . . . . . . . . . ASAHI YUKIZAI Corp. . . . . . . . . . . . . . . . . . . . . .

Shares

27,000 $ 3,500 9,200 12,200 17,200 4,500 10,800 4,300 1,900 20,700 6,600 6,000 6,800 7,500 10,400 13,800 32,600 86,000 3,200 5,800 7,000 2,200 3,940 16,600 8,200 2,600 21,000 1,100 3,600 4,000 10,400 600 48,800 1,100 4,700 17,700 94,000 17,900 7,200 4,600 26,000 12,800 13,364 15,000 2,800 5,700 14,300 22,600 5,000 2,400 4,500 21,200 9,000 3,200 5,000 200 34,000

Value

Security Description

9,092 38,865 97,844 293,753 456,707 218,768 79,026 217,738 60,434 165,697 12,914 408,583 111,966 37,381 82,519 76,319 65,646 255,414 44,697 53,496 126,224 21,010 64,838 218,995 46,254 56,855 335,542 40,153 66,188 9,658 107,318 14,730 278,957 26,372 38,209 199,940 298,462 617,704 89,881 104,051 35,563 143,537 333,242 16,343 54,113 307,311 73,452 16,614 32,014 15,697 55,899 171,731 153,591 91,129 20,441 4,665 65,947

Japan—(Continued) Asahipen Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Asanuma Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Asatsu-DK, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Asax Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Ashimori Industry Co., Ltd. . . . . . . . . . . . . . . . . . . Asia Growth Capital, Ltd. (b) . . . . . . . . . . . . . . . . ASKA Pharmaceutical Co., Ltd. . . . . . . . . . . . . . . . ASKUL Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Asunaro Aoki Construction Co., Ltd. . . . . . . . . . . . Atom Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Atsugi Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Autobacs Seven Co., Ltd. (d) . . . . . . . . . . . . . . . . Avex Group Holdings, Inc. . . . . . . . . . . . . . . . . . . Awa Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . . Axell Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Axial Retailing, Inc. . . . . . . . . . . . . . . . . . . . . . . . Azbil Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bando Chemical Industries, Ltd. . . . . . . . . . . . . . . Bank of Iwate, Ltd. (The) . . . . . . . . . . . . . . . . . . . . Bank of Kochi, Ltd. (The) . . . . . . . . . . . . . . . . . . . Bank of Nagoya, Ltd. (The) . . . . . . . . . . . . . . . . . . Bank of Okinawa, Ltd. (The) . . . . . . . . . . . . . . . . . Bank of Saga, Ltd. (The) . . . . . . . . . . . . . . . . . . . . Bank of the Ryukyus, Ltd. . . . . . . . . . . . . . . . . . . . Belc Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Belluna Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Benefit One, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Best Denki Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Bic Camera, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Biofermin Pharmaceutical Co., Ltd. . . . . . . . . . . . . BML, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bookoff Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . BP Castrol KK . . . . . . . . . . . . . . . . . . . . . . . . . . . Broadleaf Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . BRONCO BILLY Co., Ltd. . . . . . . . . . . . . . . . . . . . Bull-Dog Sauce Co., Ltd. . . . . . . . . . . . . . . . . . . . . Bunka Shutter Co., Ltd. . . . . . . . . . . . . . . . . . . . . C Uyemura & Co., Ltd. . . . . . . . . . . . . . . . . . . . . CAC Holdings Corp. . . . . . . . . . . . . . . . . . . . . . . Calsonic Kansei Corp. . . . . . . . . . . . . . . . . . . . . . Can Do Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Canare Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . Canon Electronics, Inc. . . . . . . . . . . . . . . . . . . . . Capcom Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Carlit Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . Cawachi, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Central Glass Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Central Security Patrols Co., Ltd. . . . . . . . . . . . . . . Central Sports Co., Ltd. . . . . . . . . . . . . . . . . . . . . Chiba Kogyo Bank, Ltd. (The) . . . . . . . . . . . . . . . . Chilled & Frozen Logistics Holdings Co., Ltd. . . . . . CHIMNEY Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Chino Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chiyoda Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Chiyoda Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Chiyoda Integre Co., Ltd. . . . . . . . . . . . . . . . . . . . Chofu Seisakusho Co., Ltd. . . . . . . . . . . . . . . . . . .

MSF-106

Shares

4,000 $ 24,000 13,300 1,800 24,000 21,000 9,000 3,000 8,000 11,100 88,000 22,700 12,000 82,000 3,800 5,500 2,700 19,500 7,200 16,000 7,800 10,560 67,000 15,800 2,800 21,900 5,400 40,000 23,500 500 7,600 4,700 2,600 5,100 2,400 600 19,000 2,800 6,200 49,000 3,500 800 7,400 15,400 7,300 5,700 75,000 3,300 3,200 16,000 2,800 1,400 4,000 7,600 6,000 5,300 5,700

Value

6,529 52,262 354,317 26,532 36,662 16,032 164,632 113,906 53,682 74,518 93,285 325,264 163,137 504,650 27,417 191,374 81,594 193,877 278,385 17,071 271,794 313,856 165,168 187,495 106,280 135,305 169,225 43,184 195,159 13,245 200,276 36,812 33,290 55,915 73,024 12,114 151,414 126,307 52,511 453,144 56,288 15,339 117,393 377,322 36,544 137,747 295,554 62,862 76,027 64,060 25,057 39,355 40,209 186,639 49,293 107,795 149,428

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Japan—(Continued) Chori Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Chubu Shiryo Co., Ltd. . . . . . . . . . . . . . . . . . . . . Chudenko Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Chuetsu Pulp & Paper Co., Ltd. . . . . . . . . . . . . . . . Chugai Mining Co., Ltd. (b) . . . . . . . . . . . . . . . . . Chugai Ro Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Chugoku Marine Paints, Ltd. . . . . . . . . . . . . . . . . . Chukyo Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . Chuo Gyorui Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Chuo Spring Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Ci:z Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . . CKD Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Clarion Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Cleanup Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . CMIC Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . CMK Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Cocokara fine, Inc. . . . . . . . . . . . . . . . . . . . . . . . Colowide Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Computer Engineering & Consulting, Ltd. . . . . . . . . Computer Institute of Japan, Ltd. . . . . . . . . . . . . . . COMSYS Holdings Corp. . . . . . . . . . . . . . . . . . . CONEXIO Corp. . . . . . . . . . . . . . . . . . . . . . . . . . COOKPAD, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Corona Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Cosel Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Cosmo Energy Holdings Co., Ltd. . . . . . . . . . . . . . Cosmos Initia Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Create Medic Co., Ltd. . . . . . . . . . . . . . . . . . . . . Create SD Holdings Co., Ltd. . . . . . . . . . . . . . . . . Cresco, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . CROOZ, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . CTI Engineering Co., Ltd. . . . . . . . . . . . . . . . . . . . DA Consortium, Inc. (a) . . . . . . . . . . . . . . . . . . . . Dai Nippon Toryo Co., Ltd. . . . . . . . . . . . . . . . . . Dai-Dan Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Dai-ichi Seiko Co., Ltd. . . . . . . . . . . . . . . . . . . . . Daibiru Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Daido Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Daido Metal Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Daido Steel Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Daidoh, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Daifuku Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Daihatsu Diesel Manufacturing Co., Ltd. . . . . . . . . Daihen Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Daiho Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Daiichi Jitsugyo Co., Ltd. . . . . . . . . . . . . . . . . . . . Daiichi Kigenso Kagaku-Kogyo Co., Ltd. . . . . . . . . Daiichikosho Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Daiken Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Daiken Medical Co., Ltd. . . . . . . . . . . . . . . . . . . . Daiki Aluminium Industry Co., Ltd. . . . . . . . . . . . . . Daikoku Denki Co., Ltd. . . . . . . . . . . . . . . . . . . . . Daikokutenbussan Co., Ltd. . . . . . . . . . . . . . . . . . Daikyo, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dainichi Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Dainichiseika Color & Chemicals Manufacturing Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

5,000 $ 10,400 8,600 35,000 68,200 36,000 22,000 6,400 2,000 19,000 7,500 20,900 34,000 9,700 3,900 24,300 5,700 17,000 5,900 2,000 700 7,900 12,600 8,500 9,900 21,800 3,500 1,800 8,300 2,000 1,400 5,900 7,600 53,000 14,000 4,000 19,800 10,000 11,200 36,000 13,700 23,000 9,000 40,000 25,000 20,000 1,000 3,900 4,800 4,400 9,000 2,700 1,900 115,000 4,100 31,000

Value

73,741 75,913 174,163 77,035 17,552 71,251 154,563 144,840 5,113 53,415 215,355 252,612 100,971 82,524 59,312 131,401 219,321 310,133 111,435 9,507 12,411 109,660 120,799 85,677 119,759 273,997 12,456 16,422 198,192 50,481 31,529 52,925 58,309 106,761 109,551 40,665 180,865 21,788 122,928 165,339 55,579 422,317 49,395 213,004 138,567 109,243 31,839 159,365 93,781 32,931 32,080 41,019 90,597 208,804 26,463 151,208

Security Description

Shares

Japan—(Continued) Daio Paper Corp. . . . . . . . . . . . . . . . . . . . . . . . . Daisan Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . Daiseki Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Daiseki Eco. Solution Co., Ltd. . . . . . . . . . . . . . . . Daishi Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . Daishinku Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Daisue Construction Co., Ltd. . . . . . . . . . . . . . . . . Daisyo Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Daito Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . . Daito Electron Co., Ltd. . . . . . . . . . . . . . . . . . . . . Daito Pharmaceutical Co., Ltd. . . . . . . . . . . . . . . . Daiwa Industries, Ltd. . . . . . . . . . . . . . . . . . . . . . . Daiwabo Holdings Co., Ltd. . . . . . . . . . . . . . . . . . DCM Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . . Denka Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Denki Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Denyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Descente, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . DKK-Toa Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . DKS Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . DMG Mori Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . DMW Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Doshisha Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Doutor Nichires Holdings Co., Ltd. . . . . . . . . . . . . DSB Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . DTS Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dunlop Sports Co., Ltd. . . . . . . . . . . . . . . . . . . . . Duskin Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Dydo Drinco, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Dynic Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Eagle Industry Co., Ltd. . . . . . . . . . . . . . . . . . . . . Earth Chemical Co., Ltd. . . . . . . . . . . . . . . . . . . . Ebara Jitsugyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . EDION Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . eGuarantee, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Ehime Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . Eidai Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Eighteenth Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . Eiken Chemical Co., Ltd. . . . . . . . . . . . . . . . . . . . Eizo Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Elecom Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Elematec Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . EM Systems Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . en-japan, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Endo Lighting Corp. . . . . . . . . . . . . . . . . . . . . . . . Enplas Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Enshu, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . EPS Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . . ESPEC Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Excel Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Exedy Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . F-Tech, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . F@N Communications, Inc. . . . . . . . . . . . . . . . . . Faith, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . FALCO HOLDINGS Co., Ltd. . . . . . . . . . . . . . . . . FamilyMart UNY Holdings Co., Ltd. . . . . . . . . . . . Fancl Corp. (d) . . . . . . . . . . . . . . . . . . . . . . . . . .

27,000 $ 9,200 12,300 2,000 137,000 3,600 2,300 5,100 59,000 800 3,960 11,000 84,000 37,900 24,000 21,000 4,800 13,700 2,200 18,000 23,500 700 8,200 11,500 5,300 6,600 4,900 14,900 2,700 16,000 7,800 2,700 3,500 34,100 400 15,200 14,000 70,000 4,600 6,300 5,100 4,000 1,800 6,800 2,600 3,400 23,000 7,900 9,100 2,500 12,400 3,600 9,600 2,680 3,100 2,801 6,500

MSF-107

Value

319,416 151,263 239,937 27,539 526,652 39,056 19,528 76,330 98,638 5,985 92,941 99,379 198,377 325,741 103,844 105,244 49,956 177,273 10,131 59,350 245,001 12,438 171,904 211,132 26,357 146,738 49,480 277,120 150,008 25,709 95,264 127,406 42,469 285,671 11,015 191,060 57,747 207,718 132,422 170,970 110,879 77,609 27,617 147,136 20,663 103,061 14,134 108,512 118,548 31,081 315,512 43,930 70,583 31,027 39,666 185,821 110,621

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Japan—(Continued) FCC Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . FDK Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Feed One Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Ferrotec Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . FIDEA Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . Fields Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Financial Products Group Co., Ltd. (d) . . . . . . . . . . FINDEX, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . First Juken Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Foster Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . . FP Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . France Bed Holdings Co., Ltd. . . . . . . . . . . . . . . . Freund Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . FTGroup Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Fudo Tetra Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Fuji Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fuji Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Fuji Kiko Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Fuji Kosan Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Fuji Kyuko Co., Ltd. (d) . . . . . . . . . . . . . . . . . . . . Fuji Oil Co., Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . Fuji Oil Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . Fuji Pharma Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Fuji Seal International, Inc. . . . . . . . . . . . . . . . . . . Fuji Soft, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fujibo Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . Fujicco Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Fujikura Kasei Co., Ltd. . . . . . . . . . . . . . . . . . . . . Fujikura Rubber, Ltd. . . . . . . . . . . . . . . . . . . . . . . Fujikura, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fujimi, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fujimori Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . . . Fujisash Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Fujishoji Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Fujita Kanko, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Fujitec Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Fujitsu Frontech, Ltd. . . . . . . . . . . . . . . . . . . . . . . Fujitsu General, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Fujiya Co., Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . FuKoKu Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Fukuda Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Fukui Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . . Fukushima Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . Fukushima Industries Corp. . . . . . . . . . . . . . . . . . . Fukuyama Transporting Co., Ltd. (d) . . . . . . . . . . . FULLCAST Holdings Co., Ltd. . . . . . . . . . . . . . . . . Fumakilla, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Funai Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Funai Soken Holdings, Inc. . . . . . . . . . . . . . . . . . . Furukawa Battery Co., Ltd. . . . . . . . . . . . . . . . . . . Furukawa Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Furukawa Electric Co., Ltd. . . . . . . . . . . . . . . . . . . Furuno Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . . Furusato Industries, Ltd. . . . . . . . . . . . . . . . . . . . . Furuya Metal Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Fuso Chemical Co., Ltd. . . . . . . . . . . . . . . . . . . . . Fuso Pharmaceutical Industries, Ltd. . . . . . . . . . . . .

12,600 $ 25,000 65,080 12,700 62,510 6,000 20,000 3,900 3,400 8,800 4,400 13,000 2,400 1,500 60,300 7,300 8,600 7,600 4,600 13,000 21,100 22,300 2,800 7,000 7,300 3,700 8,500 9,500 5,800 106,000 7,000 4,800 24,500 1,300 8,000 22,300 4,500 8,000 5,000 5,100 10,000 109,000 112,000 4,600 53,000 4,300 5,000 7,900 7,780 5,000 105,000 27,500 10,500 4,600 1,700 4,000 3,100

Value

Security Description

270,726 25,081 74,687 158,020 98,032 75,110 185,821 62,322 44,936 161,505 247,242 113,082 37,144 12,573 101,730 147,110 58,462 27,133 18,425 152,050 66,363 456,980 74,352 287,951 204,827 106,952 195,445 56,774 26,633 576,914 105,804 112,851 19,961 13,160 28,237 265,625 44,478 173,782 9,985 39,363 110,256 277,626 99,839 150,622 308,517 38,121 32,083 64,753 116,258 31,999 164,425 746,745 56,826 66,694 25,968 81,788 85,748

Japan—(Continued) Futaba Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Futaba Industrial Co., Ltd. . . . . . . . . . . . . . . . . . . Future Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fuyo General Lease Co., Ltd. . . . . . . . . . . . . . . . . G-Tekt Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Gakken Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . GCA Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Gecoss Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Genki Sushi Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Genky Stores, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Geo Holdings Corp. . . . . . . . . . . . . . . . . . . . . . . GLOBERIDE, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Glory, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . GMO Click Holdings, Inc. . . . . . . . . . . . . . . . . . . GMO internet, Inc. . . . . . . . . . . . . . . . . . . . . . . . GMO Payment Gateway, Inc. . . . . . . . . . . . . . . . Godo Steel, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Goldcrest Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Grandy House Corp. . . . . . . . . . . . . . . . . . . . . . . Gree, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . GSI Creos Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Gun-Ei Chemical Industry Co., Ltd. . . . . . . . . . . . . Gunze, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Gurunavi, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . H-One Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Hagihara Industries, Inc. . . . . . . . . . . . . . . . . . . . Hakudo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Hakuto Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Hakuyosha Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Hamakyorex Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Hanwa Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Happinet Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Hard Off Corp. Co., Ltd. . . . . . . . . . . . . . . . . . . . Harima Chemicals Group, Inc. . . . . . . . . . . . . . . . Haruyama Trading Co., Ltd. . . . . . . . . . . . . . . . . . Hazama Ando Corp. . . . . . . . . . . . . . . . . . . . . . . Heiwa Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heiwa Real Estate Co., Ltd. . . . . . . . . . . . . . . . . . Heiwado Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . HI-LEX Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hibiya Engineering, Ltd. . . . . . . . . . . . . . . . . . . . . Hiday Hidaka Corp. . . . . . . . . . . . . . . . . . . . . . . Himaraya Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Hioki EE Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Hiramatsu, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Hirano Tecseed Co., Ltd. . . . . . . . . . . . . . . . . . . . Hisaka Works, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Hitachi Koki Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Hitachi Kokusai Electric, Inc. . . . . . . . . . . . . . . . . . Hitachi Transport System, Ltd. . . . . . . . . . . . . . . . . Hitachi Zosen Corp. . . . . . . . . . . . . . . . . . . . . . . Hochiki Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Hodogaya Chemical Co., Ltd. . . . . . . . . . . . . . . . Hogy Medical Co., Ltd. . . . . . . . . . . . . . . . . . . . . Hokkaido Electric Power Co., Inc. . . . . . . . . . . . . . Hokkaido Gas Co., Ltd. . . . . . . . . . . . . . . . . . . . . Hokkan Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . .

MSF-108

Shares

10,200 $ 23,600 8,400 8,000 7,700 28,000 4,900 6,400 1,600 1,200 13,500 3,500 7,500 1,800 20,400 2,600 5,000 8,230 3,600 26,400 28,000 2,400 69,000 8,500 6,000 2,900 500 7,100 800 5,600 79,000 5,000 4,900 7,100 5,400 54,490 200 16,900 11,200 7,700 8,700 4,039 2,600 2,300 8,300 500 11,000 21,200 18,000 9,600 61,600 10,000 2,800 4,600 20,900 27,000 25,000

Value

166,177 117,450 62,679 397,158 142,075 85,628 35,112 55,609 32,916 48,015 174,452 59,552 248,329 12,899 273,991 135,392 88,929 135,078 12,357 148,142 31,573 71,180 222,546 233,751 48,850 67,476 6,111 65,131 18,872 100,974 479,431 52,710 53,044 35,715 40,631 331,074 4,446 243,436 217,730 208,601 142,549 97,416 20,958 43,423 49,008 4,659 93,073 154,009 330,228 191,602 311,822 111,034 74,906 322,067 178,309 73,863 85,986

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Japan—(Continued) Hokko Chemical Industry Co., Ltd. . . . . . . . . . . . . Hokkoku Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . Hokuetsu Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . Hokuetsu Industries Co., Ltd. . . . . . . . . . . . . . . . . . Hokuetsu Kishu Paper Co., Ltd. . . . . . . . . . . . . . . . Hokuriku Electric Industry Co., Ltd. . . . . . . . . . . . . Hokuriku Electrical Construction Co., Ltd. . . . . . . . . Hokuriku Gas Co., Ltd. . . . . . . . . . . . . . . . . . . . . Hokuto Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Honeys Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Hoosiers Holdings Co., Ltd. . . . . . . . . . . . . . . . . . Horiba, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hosiden Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Hosokawa Micron Corp. . . . . . . . . . . . . . . . . . . . House Foods Group, Inc. . . . . . . . . . . . . . . . . . . . Howa Machinery, Ltd. . . . . . . . . . . . . . . . . . . . . . Hurxley Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Hyakugo Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . Hyakujushi Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . I-Net Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ibiden Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . IBJ Leasing Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Ichibanya Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Ichiken Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Ichikoh Industries, Ltd. . . . . . . . . . . . . . . . . . . . . . ICHINEN HOLDINGS Co., Ltd. . . . . . . . . . . . . . . . Ichiyoshi Securities Co., Ltd. . . . . . . . . . . . . . . . . . Icom, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Idec Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IDOM, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ihara Chemical Industry Co., Ltd. (d) . . . . . . . . . . . Iino Kaiun Kaisha, Ltd. . . . . . . . . . . . . . . . . . . . . . IJT Technology Holdings Co., Ltd. . . . . . . . . . . . . . Ikegami Tsushinki Co., Ltd. . . . . . . . . . . . . . . . . . . Imagica Robot Holdings, Inc. . . . . . . . . . . . . . . . . Imasen Electric Industrial . . . . . . . . . . . . . . . . . . . Imperial Hotel, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Inaba Denki Sangyo Co., Ltd. . . . . . . . . . . . . . . . . Inaba Seisakusho Co., Ltd. . . . . . . . . . . . . . . . . . . Inabata & Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Inageya Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Ines Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Infocom Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Information Services International-Dentsu, Ltd. . . . . . Innotech Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Intage Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . Internet Initiative Japan, Inc. . . . . . . . . . . . . . . . . . Inui Global Logistics Co., Ltd. . . . . . . . . . . . . . . . . Iriso Electronics Co., Ltd. . . . . . . . . . . . . . . . . . . . Ise Chemicals Corp. . . . . . . . . . . . . . . . . . . . . . . Iseki & Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Ishihara Sangyo Kaisha, Ltd. (b) . . . . . . . . . . . . . . Ishii Iron Works Co., Ltd. . . . . . . . . . . . . . . . . . . . Ishizuka Glass Co., Ltd. . . . . . . . . . . . . . . . . . . . . IT Holdings Corp. . . . . . . . . . . . . . . . . . . . . . . . . Itfor, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Itochu Enex Co., Ltd. . . . . . . . . . . . . . . . . . . . . . .

8,000 $ 109,000 9,600 7,000 58,300 28,000 3,000 1,000 7,100 6,930 12,700 12,200 20,000 11,000 3,300 5,700 800 94,000 107,000 3,520 5,700 7,200 1,000 12,000 16,000 7,400 12,600 3,800 11,300 20,400 15,900 32,200 9,000 30,000 4,500 7,200 1,300 8,100 2,100 17,700 12,200 13,900 4,000 4,300 10,300 6,700 9,800 5,355 2,500 5,000 84,000 12,200 900 5,000 25,700 10,300 19,400

Value

23,222 329,375 203,188 46,451 351,122 33,082 20,769 25,472 127,617 81,215 66,296 598,938 145,271 61,916 75,583 29,667 7,363 339,893 326,691 36,230 76,559 144,868 35,000 35,905 47,984 70,072 95,618 75,527 104,693 114,647 141,854 116,159 31,137 38,044 24,767 62,257 27,171 292,849 26,422 181,749 172,225 158,739 58,132 80,675 49,833 112,272 183,591 51,681 133,657 21,974 209,229 76,891 13,380 7,581 665,275 62,256 149,062

Security Description

Shares

Japan—(Continued) Itochu-Shokuhin Co., Ltd. . . . . . . . . . . . . . . . . . . . Itoham Yonekyu Holdings, Inc. (b) . . . . . . . . . . . . . Itoki Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IwaiCosmo Holdings, Inc. . . . . . . . . . . . . . . . . . . Iwaki & Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Iwasaki Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . Iwatani Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Iwatsuka Confectionery Co., Ltd. . . . . . . . . . . . . . . Izutsuya Co., Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . J-Oil Mills, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Jafco Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Jalux, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jamco Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Janome Sewing Machine Co., Ltd. (b) . . . . . . . . . . Japan Aviation Electronics Industry, Ltd. . . . . . . . . . Japan Digital Laboratory Co., Ltd. . . . . . . . . . . . . . Japan Display, Inc. (b) (d) . . . . . . . . . . . . . . . . . . Japan Drilling Co., Ltd. . . . . . . . . . . . . . . . . . . . . Japan Foundation Engineering Co., Ltd. . . . . . . . . . Japan Medical Dynamic Marketing, Inc. . . . . . . . . Japan Oil Transportation Co., Ltd. . . . . . . . . . . . . . Japan Petroleum Exploration Co., Ltd. . . . . . . . . . . Japan Property Management Center Co., Ltd. . . . . Japan Pulp & Paper Co., Ltd. . . . . . . . . . . . . . . . . Japan Radio Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Japan Steel Works, Ltd. (The) . . . . . . . . . . . . . . . . Japan Transcity Corp. . . . . . . . . . . . . . . . . . . . . . Japan Wool Textile Co., Ltd. (The) . . . . . . . . . . . . . Jastec Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . JBCC Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . JCU Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jeol, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jimoto Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . Jin Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . JK Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . JMS Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Joban Kosan Co., Ltd. (d) . . . . . . . . . . . . . . . . . . . Joshin Denki Co., Ltd. . . . . . . . . . . . . . . . . . . . . . JP-Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . JSP Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Juki Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Juroku Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . Justsystems Corp. . . . . . . . . . . . . . . . . . . . . . . . . JVC Kenwood Corp. . . . . . . . . . . . . . . . . . . . . . . K&O Energy Group, Inc. . . . . . . . . . . . . . . . . . . . K’s Holdings Corp. . . . . . . . . . . . . . . . . . . . . . . . kabu.com Securities Co., Ltd. . . . . . . . . . . . . . . . . Kadokawa Dwango (b) . . . . . . . . . . . . . . . . . . . . Kaga Electronics Co., Ltd. . . . . . . . . . . . . . . . . . . Kakiyasu Honten Co., Ltd. . . . . . . . . . . . . . . . . . . Kameda Seika Co., Ltd. . . . . . . . . . . . . . . . . . . . . Kamei Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kanaden Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Kanagawa Chuo Kotsu Co., Ltd. . . . . . . . . . . . . . . Kanamoto Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Kandenko Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Kanematsu Corp. . . . . . . . . . . . . . . . . . . . . . . . .

2,400 $ 55,936 17,500 7,900 14,000 25,000 58,000 500 4,700 4,000 3,500 2,400 3,400 7,099 7,000 8,200 60,000 2,100 14,100 3,000 100 3,500 1,000 46,000 4,000 23,800 29,000 23,000 5,100 7,000 1,600 26,000 67,900 4,200 5,600 15,000 1,700 23,000 17,900 5,100 11,200 131,000 9,700 53,300 6,700 7,500 52,100 12,508 7,200 3,800 4,100 13,900 9,700 18,000 8,800 41,000 149,000

MSF-109

Value

96,759 583,990 118,368 68,880 26,784 39,265 357,562 17,277 19,031 142,293 102,818 40,890 68,721 39,972 108,898 119,835 93,671 49,518 47,937 22,985 2,218 77,262 12,597 149,797 57,160 539,941 105,420 163,586 54,643 45,653 62,047 105,075 96,334 194,654 27,611 40,170 25,073 197,585 49,354 115,910 81,779 373,702 86,004 134,050 96,126 123,892 175,131 182,068 89,089 69,108 229,299 121,086 95,708 127,394 226,196 378,219 231,293

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Japan—(Continued) Kanematsu Electronics, Ltd. . . . . . . . . . . . . . . . . . . Kanemi Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Kansai Urban Banking Corp. . . . . . . . . . . . . . . . . Kanto Denka Kogyo Co., Ltd. (d) . . . . . . . . . . . . . . Kasai Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Katakura & Co-op Agri Corp. . . . . . . . . . . . . . . . . Katakura Industries Co., Ltd. . . . . . . . . . . . . . . . . . Kato Sangyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Kato Works Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Kawada Technologies, Inc. . . . . . . . . . . . . . . . . . Kawai Musical Instruments Manufacturing Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kawasaki Kinkai Kisen Kaisha, Ltd. . . . . . . . . . . . . Kawasaki Kisen Kaisha, Ltd. (d) . . . . . . . . . . . . . . Kawasumi Laboratories, Inc. . . . . . . . . . . . . . . . . . Keihanshin Building Co., Ltd. . . . . . . . . . . . . . . . . Keihin Co. Ltd/Minato-Ku Tokyo Japan . . . . . . . . . Keihin Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Keiyo Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . Keiyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Kenko Mayonnaise Co., Ltd. . . . . . . . . . . . . . . . . . KEY Coffee, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . KFC Holdings Japan, Ltd. . . . . . . . . . . . . . . . . . . . Kimoto Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Kimura Chemical Plants Co., Ltd. . . . . . . . . . . . . . King Jim Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Kinki Sharyo Co., Ltd. (The) . . . . . . . . . . . . . . . . . Kintetsu Department Store Co., Ltd. (b) . . . . . . . . . . Kintetsu World Express, Inc. . . . . . . . . . . . . . . . . . Kissei Pharmaceutical Co., Ltd. . . . . . . . . . . . . . . . Kita-Nippon Bank, Ltd. (The) . . . . . . . . . . . . . . . . . Kitagawa Iron Works Co., Ltd. . . . . . . . . . . . . . . . Kitamura Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Kitano Construction Corp. . . . . . . . . . . . . . . . . . . Kito Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kitz Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kiyo Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . . KLab, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . KNT-CT Holdings Co., Ltd. (b) . . . . . . . . . . . . . . . . Koa Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Koatsu Gas Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . Kobe Bussan Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Kobe Electric Railway Co., Ltd. (b) . . . . . . . . . . . . Kobelco Eco-Solutions Co., Ltd. . . . . . . . . . . . . . . . Kohnan Shoji Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Kohsoku Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Koike Sanso Kogyo Co., Ltd. . . . . . . . . . . . . . . . . Kojima Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Kokusai Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Kokuyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . KOMAIHALTEC, Inc. . . . . . . . . . . . . . . . . . . . . . . Komatsu Seiren Co., Ltd. . . . . . . . . . . . . . . . . . . . Komatsu Wall Industry Co., Ltd. . . . . . . . . . . . . . . Komeri Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Komori Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Konaka Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Kondotec, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

4,300 $ 100 11,000 15,000 8,600 8,000 11,500 7,100 3,800 1,500 2,600 7,000 122,000 4,900 14,500 23,000 17,200 113,000 17,200 3,600 7,500 4,000 14,900 3,300 5,800 1,200 19,000 10,800 8,100 4,000 3,100 3,700 22,000 8,200 39,200 33,500 10,600 33,000 13,800 13,000 3,600 5,000 6,000 13,000 5,400 7,000 12,000 3,400 33,800 2,400 16,300 2,700 12,300 20,000 7,300 9,400

Value

81,450 3,384 112,484 135,487 89,827 16,747 137,062 168,081 79,371 66,235 45,532 19,536 314,008 27,816 73,120 29,860 272,997 479,867 87,951 127,959 140,851 72,919 34,400 11,662 48,473 27,469 65,632 139,719 216,335 107,534 51,087 28,467 57,481 78,977 216,180 525,567 66,364 36,647 117,736 87,196 99,971 17,827 23,005 252,883 51,127 17,110 26,139 27,923 489,990 46,635 104,318 44,903 298,696 251,620 34,282 69,535

Security Description

Shares

Japan—(Continued) Konishi Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Konoike Transport Co., Ltd. . . . . . . . . . . . . . . . . . Kosaido Co., Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . Koshidaka Holdings Co., Ltd. . . . . . . . . . . . . . . . . Kotobuki Spirits Co., Ltd. . . . . . . . . . . . . . . . . . . . Kourakuen Holdings Corp. . . . . . . . . . . . . . . . . . . Krosaki Harima Corp. . . . . . . . . . . . . . . . . . . . . . KRS Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . KU Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Kumagai Gumi Co., Ltd. . . . . . . . . . . . . . . . . . . . Kura Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kurabo Industries, Ltd. . . . . . . . . . . . . . . . . . . . . . Kureha Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Kurimoto, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Kuroda Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . Kusuri No. Aoki Co., Ltd. . . . . . . . . . . . . . . . . . . . KYB Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kyodo Printing Co., Ltd. . . . . . . . . . . . . . . . . . . . . Kyoei Steel, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Kyokuto Boeki Kaisha, Ltd. . . . . . . . . . . . . . . . . . . Kyokuto Kaihatsu Kogyo Co., Ltd. . . . . . . . . . . . . . Kyokuto Securities Co., Ltd. . . . . . . . . . . . . . . . . . Kyokuyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . KYORIN Holdings, Inc. . . . . . . . . . . . . . . . . . . . . Kyoritsu Maintenance Co., Ltd. . . . . . . . . . . . . . . . Kyoritsu Printing Co., Ltd. . . . . . . . . . . . . . . . . . . . Kyosan Electric Manufacturing Co., Ltd. . . . . . . . . . Kyowa Electronic Instruments Co., Ltd. . . . . . . . . . . Kyowa Exeo Corp. . . . . . . . . . . . . . . . . . . . . . . . Kyowa Leather Cloth Co., Ltd. . . . . . . . . . . . . . . . Kyudenko Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Kyushu Financial Group, Inc. . . . . . . . . . . . . . . . . LAC Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Land Business Co., Ltd. . . . . . . . . . . . . . . . . . . . . Lasertec Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . LEC, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Leopalace21 Corp. . . . . . . . . . . . . . . . . . . . . . . . Life Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Link And Motivation, Inc. . . . . . . . . . . . . . . . . . . . Lintec Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Livesense, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . Look, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . M&A Capital Partners Co., Ltd. (b) . . . . . . . . . . . . Macnica Fuji Electronics Holdings, Inc. . . . . . . . . . Maeda Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Maeda Kosen Co., Ltd. . . . . . . . . . . . . . . . . . . . . Maeda Road Construction Co., Ltd. . . . . . . . . . . . . Maezawa Kasei Industries Co., Ltd. . . . . . . . . . . . Maezawa Kyuso Industries Co., Ltd. . . . . . . . . . . . Makino Milling Machine Co., Ltd. . . . . . . . . . . . . . Mamiya-Op Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Mandom Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Mani, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mars Engineering Corp. . . . . . . . . . . . . . . . . . . . . Marubun Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Marudai Food Co., Ltd. . . . . . . . . . . . . . . . . . . . . Maruei Department Store Co., Ltd. (b) . . . . . . . . . .

13,200 $ 3,200 3,700 2,500 6,700 2,900 24,000 2,200 8,000 91,000 3,300 93,000 5,200 3,500 13,800 4,900 74,000 51,000 6,100 9,000 11,400 7,600 3,500 16,100 3,259 6,800 29,000 8,000 32,300 3,300 12,500 124,300 5,900 7,100 6,100 3,400 82,400 6,500 8,900 17,100 3,500 11,000 700 16,350 40,000 5,700 21,000 6,800 5,600 40,000 1,900 5,200 5,700 3,600 8,200 51,000 8,000

MSF-110

Value

165,018 43,592 11,161 42,477 172,513 44,893 61,860 52,095 62,324 235,238 160,694 176,436 190,679 59,615 264,439 250,064 330,967 167,478 115,765 17,034 131,577 97,494 95,006 364,928 203,598 20,211 110,087 27,777 459,975 25,049 457,702 848,313 60,029 19,066 116,989 81,958 543,721 207,193 22,276 342,018 15,606 15,344 15,006 187,008 339,591 64,863 375,750 66,662 74,884 246,478 21,877 237,738 127,859 71,522 47,475 248,476 6,497

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Japan—(Continued) Marufuji Sheet Piling Co., Ltd. . . . . . . . . . . . . . . . Maruha Nichiro Corp. . . . . . . . . . . . . . . . . . . . . . Maruka Machinery Co., Ltd. . . . . . . . . . . . . . . . . . Marusan Securities Co., Ltd. . . . . . . . . . . . . . . . . . Maruwa Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Maruyama Manufacturing Co., Inc. . . . . . . . . . . . Maruzen CHI Holdings Co., Ltd. (b) . . . . . . . . . . . Maruzen Showa Unyu Co., Ltd. . . . . . . . . . . . . . . Marvelous, Inc. (d) . . . . . . . . . . . . . . . . . . . . . . . Matsuda Sangyo Co., Ltd. . . . . . . . . . . . . . . . . . . Matsui Construction Co., Ltd. . . . . . . . . . . . . . . . . Matsuya Foods Co., Ltd. . . . . . . . . . . . . . . . . . . . Max Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Maxvalu Nishinihon Co., Ltd. . . . . . . . . . . . . . . . . Maxvalu Tokai Co., Ltd. . . . . . . . . . . . . . . . . . . . . MEC Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Medical System Network Co., Ltd. . . . . . . . . . . . . Megachips Corp. . . . . . . . . . . . . . . . . . . . . . . . . Megmilk Snow Brand Co., Ltd. . . . . . . . . . . . . . . . Meidensha Corp. . . . . . . . . . . . . . . . . . . . . . . . . Meiji Shipping Co., Ltd. . . . . . . . . . . . . . . . . . . . . Meiko Electronics Co., Ltd. (b) . . . . . . . . . . . . . . . Meiko Network Japan Co., Ltd. . . . . . . . . . . . . . . Meisei Industrial Co., Ltd. . . . . . . . . . . . . . . . . . . . Meitec Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Meito Sangyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . Meiwa Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Meiwa Estate Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Melco Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . Michinoku Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . Micronics Japan Co., Ltd. . . . . . . . . . . . . . . . . . . . Mie Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . . . Mikuni Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Milbon Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Mimasu Semiconductor Industry Co., Ltd. . . . . . . . . Minato Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . Ministop Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Miraial Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Mirait Holdings Corp. . . . . . . . . . . . . . . . . . . . . . Miroku Jyoho Service Co., Ltd. . . . . . . . . . . . . . . . Misawa Homes Co., Ltd. . . . . . . . . . . . . . . . . . . . Mitani Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mitani Sekisan Co., Ltd. . . . . . . . . . . . . . . . . . . . . Mito Securities Co., Ltd. . . . . . . . . . . . . . . . . . . . . Mitsuba Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Mitsubishi Nichiyu Forklift Co., Ltd. . . . . . . . . . . . . Mitsubishi Paper Mills, Ltd. (b) . . . . . . . . . . . . . . . Mitsubishi Pencil Co., Ltd. . . . . . . . . . . . . . . . . . . Mitsubishi Research Institute, Inc. . . . . . . . . . . . . . Mitsubishi Shokuhin Co., Ltd. . . . . . . . . . . . . . . . . Mitsubishi Steel Manufacturing Co., Ltd. . . . . . . . . Mitsuboshi Belting, Ltd. . . . . . . . . . . . . . . . . . . . . Mitsui Engineering & Shipbuilding Co., Ltd. . . . . . . Mitsui High-Tec, Inc. . . . . . . . . . . . . . . . . . . . . . . Mitsui Home Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Mitsui Matsushima Co., Ltd. . . . . . . . . . . . . . . . . . Mitsui Mining & Smelting Co., Ltd. . . . . . . . . . . . .

13,000 $ 13,900 2,900 7,600 3,700 15,000 15,500 28,000 9,500 7,000 9,000 2,500 15,000 2,400 5,000 7,300 5,300 7,600 13,500 58,000 8,500 7,500 7,200 17,000 9,500 4,500 10,900 5,200 4,500 69,000 8,600 4,300 3,000 3,660 8,200 6,300 5,400 2,900 24,400 5,900 11,400 9,100 4,100 24,000 13,200 8,000 14,400 5,900 2,700 4,800 65,000 22,000 300,000 11,600 14,000 6,600 242,000

Value

Security Description

28,474 377,664 33,766 62,819 139,538 25,152 57,993 106,887 73,993 96,034 105,596 77,722 180,793 38,377 88,564 72,852 24,923 155,867 493,048 190,876 31,127 26,551 63,700 81,068 333,726 59,169 36,485 28,958 109,376 135,949 115,089 84,903 9,757 179,480 97,112 100,718 93,211 20,269 207,560 115,493 86,732 276,201 93,472 56,981 174,059 53,121 97,342 292,631 84,725 155,690 107,887 187,442 422,582 79,637 65,664 76,414 506,448

Japan—(Continued) Mitsui Sugar Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Mitsui-Soko Holdings Co., Ltd. . . . . . . . . . . . . . . . Mitsumi Electric Co., Ltd. (b) . . . . . . . . . . . . . . . . . Mitsumura Printing Co., Ltd. . . . . . . . . . . . . . . . . . Mitsuuroko Group Holdings Co., Ltd. . . . . . . . . . . Miyaji Engineering Group, Inc. . . . . . . . . . . . . . . . Miyazaki Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . Miyoshi Oil & Fat Co., Ltd. . . . . . . . . . . . . . . . . . . Mizuno Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Mochida Pharmaceutical Co., Ltd. . . . . . . . . . . . . . Modec, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Monex Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . Money Partners Group Co., Ltd. . . . . . . . . . . . . . . Monogatari Corp. (The) . . . . . . . . . . . . . . . . . . . . MORESCO Corp. . . . . . . . . . . . . . . . . . . . . . . . . Morinaga & Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Morinaga Milk Industry Co., Ltd. . . . . . . . . . . . . . . Morita Holdings Corp. . . . . . . . . . . . . . . . . . . . . . Morozoff, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Mory Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . Mr Max Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . MTI, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mugen Estate Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Murakami Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Musashi Seimitsu Industry Co., Ltd. . . . . . . . . . . . . Musashino Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . Mutoh Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . NAC Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Nachi-Fujikoshi Corp. . . . . . . . . . . . . . . . . . . . . . Nafco Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Nagaileben Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Nagano Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . Nagano Keiki Co., Ltd. . . . . . . . . . . . . . . . . . . . . Nagase & Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Nagatanien Holdings Co., Ltd. . . . . . . . . . . . . . . . Nagawa Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Nakabayashi Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Nakamuraya Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Nakanishi, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Nakano Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Nakayama Steel Works, Ltd. (b) . . . . . . . . . . . . . . Nakayamafuku Co., Ltd. . . . . . . . . . . . . . . . . . . . Namura Shipbuilding Co., Ltd. . . . . . . . . . . . . . . . Nanto Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . Narasaki Sangyo Co., Ltd. . . . . . . . . . . . . . . . . . . Natori Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . NDS Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . NEC Capital Solutions, Ltd. . . . . . . . . . . . . . . . . . NEC Networks & System Integration Corp. . . . . . . NET One Systems Co., Ltd. . . . . . . . . . . . . . . . . . Neturen Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . New Japan Chemical Co., Ltd. (b) . . . . . . . . . . . . New Japan Radio Co., Ltd. (b) . . . . . . . . . . . . . . . Next Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Nexyz Group Corp. . . . . . . . . . . . . . . . . . . . . . . Nice Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . Nichi-iko Pharmaceutical Co., Ltd. . . . . . . . . . . . . .

MSF-111

Shares

7,200 $ 47,000 33,000 5,000 12,900 27,000 73,000 40,000 37,000 3,500 3,000 73,600 7,100 1,700 2,500 10,000 70,000 12,500 13,000 2,800 10,500 9,200 400 3,000 7,900 12,600 9,000 3,600 60,000 1,400 5,600 4,300 4,200 2,600 12,000 2,800 24,000 1,900 4,100 4,000 6,300 2,000 18,956 9,700 4,000 2,600 2,700 3,800 9,100 31,600 9,800 9,900 6,000 17,000 1,300 40,000 13,200

Value

173,528 149,333 186,379 10,544 73,676 40,299 193,797 49,903 198,546 273,896 53,534 172,993 33,703 75,533 31,649 482,108 559,448 177,266 56,550 44,687 33,275 56,758 2,966 50,729 185,487 318,549 20,500 31,211 220,754 22,535 124,773 81,453 24,481 31,269 155,671 100,473 56,290 87,624 148,928 15,863 41,391 15,611 127,997 343,517 9,253 44,976 65,939 62,755 154,706 219,852 75,079 14,088 19,830 139,714 18,448 55,938 252,656

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Japan—(Continued) Nichia Steel Works, Ltd. . . . . . . . . . . . . . . . . . . . Nichias Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Nichiban Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Nichicon Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Nichiden Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Nichiha Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . NichiiGakkan Co., Ltd. . . . . . . . . . . . . . . . . . . . . Nichimo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Nichireki Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Nihon Chouzai Co., Ltd. . . . . . . . . . . . . . . . . . . . Nihon Dempa Kogyo Co., Ltd. . . . . . . . . . . . . . . . Nihon Eslead Corp. . . . . . . . . . . . . . . . . . . . . . . . Nihon House Holdings Co., Ltd. . . . . . . . . . . . . . . Nihon Kagaku Sangyo Co., Ltd. . . . . . . . . . . . . . . Nihon Nohyaku Co., Ltd. . . . . . . . . . . . . . . . . . . . Nihon Parkerizing Co., Ltd. . . . . . . . . . . . . . . . . . Nihon Plast Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Nihon Tokushu Toryo Co., Ltd. . . . . . . . . . . . . . . . Nihon Trim Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Nihon Unisys, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Nihon Yamamura Glass Co., Ltd. . . . . . . . . . . . . . Nikkato Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Nikkiso Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Nikko Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Nikkon Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . Nippon Air Conditioning Services Co., Ltd. . . . . . . Nippon Beet Sugar Manufacturing Co., Ltd. . . . . . . Nippon Carbide Industries Co., Inc. . . . . . . . . . . . Nippon Carbon Co., Ltd. (d) . . . . . . . . . . . . . . . . Nippon Ceramic Co., Ltd. . . . . . . . . . . . . . . . . . . Nippon Chemi-Con Corp. . . . . . . . . . . . . . . . . . . Nippon Chemical Industrial Co., Ltd. . . . . . . . . . . . Nippon Chemiphar Co., Ltd. . . . . . . . . . . . . . . . . Nippon Coke & Engineering Co., Ltd. . . . . . . . . . . Nippon Commercial Development Co., Ltd. . . . . . . Nippon Concrete Industries Co., Ltd. . . . . . . . . . . . Nippon Denko Co., Ltd. . . . . . . . . . . . . . . . . . . . . Nippon Densetsu Kogyo Co., Ltd. . . . . . . . . . . . . . Nippon Felt Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Nippon Filcon Co., Ltd. . . . . . . . . . . . . . . . . . . . . Nippon Fine Chemical Co., Ltd. . . . . . . . . . . . . . . Nippon Flour Mills Co., Ltd. . . . . . . . . . . . . . . . . . Nippon Gas Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Nippon Hume Corp. . . . . . . . . . . . . . . . . . . . . . . Nippon Kanzai Co., Ltd. . . . . . . . . . . . . . . . . . . . Nippon Kasei Chemical Co., Ltd. . . . . . . . . . . . . . Nippon Kayaku Co., Ltd. . . . . . . . . . . . . . . . . . . . Nippon Kinzoku Co., Ltd. (b) . . . . . . . . . . . . . . . . Nippon Kodoshi Corp. . . . . . . . . . . . . . . . . . . . . Nippon Koei Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Nippon Koshuha Steel Co., Ltd. . . . . . . . . . . . . . . Nippon Light Metal Holdings Co., Ltd. . . . . . . . . . . Nippon Paper Industries Co., Ltd. . . . . . . . . . . . . . Nippon Parking Development Co., Ltd. . . . . . . . . . Nippon Pillar Packing Co., Ltd. . . . . . . . . . . . . . . . Nippon Piston Ring Co., Ltd. . . . . . . . . . . . . . . . . Nippon Rietec Co., Ltd. . . . . . . . . . . . . . . . . . . . .

13,000 $ 33,000 8,000 23,900 3,100 9,600 17,500 16,000 9,000 1,660 7,600 2,700 15,000 3,000 14,000 31,600 2,500 2,200 1,300 16,900 45,000 300 21,500 1,800 22,600 9,600 5,000 23,000 39,000 5,200 59,000 30,000 800 71,000 400 14,000 56,465 14,100 8,600 5,200 5,800 22,500 9,600 8,200 4,800 18,000 10,000 1,900 1,600 31,000 31,000 198,000 7,000 65,100 9,600 3,200 7,000

Value

28,225 291,478 61,111 190,515 87,533 214,027 136,424 23,974 65,463 72,638 60,975 27,685 60,782 21,074 70,694 461,356 23,968 27,656 78,059 216,463 77,106 1,153 192,821 29,026 492,128 54,689 97,680 32,401 66,794 96,990 96,429 70,645 33,643 57,895 6,807 50,148 95,404 264,195 43,108 25,076 45,488 345,460 299,314 50,323 71,124 23,370 107,793 17,538 12,337 142,999 21,760 426,688 127,836 91,166 97,171 48,447 62,218

Security Description

Shares

Japan—(Continued) Nippon Road Co., Ltd. (The) . . . . . . . . . . . . . . . . . Nippon Seiki Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Nippon Seisen Co., Ltd. . . . . . . . . . . . . . . . . . . . . Nippon Sharyo, Ltd. (b) . . . . . . . . . . . . . . . . . . . . Nippon Sheet Glass Co., Ltd. (b) (d) . . . . . . . . . . . Nippon Signal Co., Ltd. . . . . . . . . . . . . . . . . . . . . Nippon Soda Co., Ltd. (d) . . . . . . . . . . . . . . . . . . Nippon Steel & Sumikin Bussan Corp. . . . . . . . . . . Nippon Suisan Kaisha, Ltd. . . . . . . . . . . . . . . . . . Nippon Systemware Co., Ltd. . . . . . . . . . . . . . . . . Nippon Thompson Co., Ltd. . . . . . . . . . . . . . . . . . Nippon Valqua Industries, Ltd. . . . . . . . . . . . . . . . Nippon Yakin Kogyo Co., Ltd. . . . . . . . . . . . . . . . Nipro Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nishi-Nippon Railroad Co., Ltd. . . . . . . . . . . . . . . Nishikawa Rubber Co., Ltd. . . . . . . . . . . . . . . . . . Nishimatsu Construction Co., Ltd. . . . . . . . . . . . . . Nishimatsuya Chain Co., Ltd. . . . . . . . . . . . . . . . . Nishio Rent All Co., Ltd. . . . . . . . . . . . . . . . . . . . . Nissan Shatai Co., Ltd. . . . . . . . . . . . . . . . . . . . . Nissan Tokyo Sales Holdings Co., Ltd. . . . . . . . . . . Nissei ASB Machine Co., Ltd. . . . . . . . . . . . . . . . . Nissei Build Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . Nissei Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nissei Plastic Industrial Co., Ltd. . . . . . . . . . . . . . . Nissha Printing Co., Ltd. . . . . . . . . . . . . . . . . . . . Nisshin Fudosan Co. . . . . . . . . . . . . . . . . . . . . . . Nisshin Oillio Group, Ltd. (The) . . . . . . . . . . . . . . . Nisshin Steel Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Nisshinbo Holdings, Inc. . . . . . . . . . . . . . . . . . . . Nissin Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nissin Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . . Nissin Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Nissui Pharmaceutical Co., Ltd. . . . . . . . . . . . . . . . Nitta Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nitta Gelatin, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Nittan Valve Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Nittetsu Mining Co., Ltd. . . . . . . . . . . . . . . . . . . . Nitto Boseki Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Nitto FC Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Nitto Fuji Flour Milling Co., Ltd. . . . . . . . . . . . . . . Nitto Kogyo Corp. . . . . . . . . . . . . . . . . . . . . . . . . Nitto Kohki Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Nitto Seiko Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Nittoc Construction Co., Ltd. . . . . . . . . . . . . . . . . . Nittoku Engineering Co., Ltd. . . . . . . . . . . . . . . . . NJS Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Noevir Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . NOF Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nohmi Bosai, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Nojima Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Nomura Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Noritake Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Noritsu Koki Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Noritz Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . North Pacific Bank, Ltd. . . . . . . . . . . . . . . . . . . . . NS Solutions Corp. . . . . . . . . . . . . . . . . . . . . . . .

27,000 $ 15,000 10,000 26,000 33,000 20,700 50,000 5,196 80,500 1,300 27,000 6,000 54,000 30,700 47,000 1,200 104,000 4,900 4,400 1,300 11,000 2,100 18,000 3,700 7,100 8,700 15,200 51,000 35,596 47,000 30,000 14,800 16,400 6,000 6,800 4,500 6,300 2,500 49,000 4,500 400 9,000 4,700 15,000 13,550 5,200 3,300 4,800 52,000 7,000 4,200 12,000 5,600 4,000 12,400 122,400 10,200

MSF-112

Value

108,675 286,057 45,073 68,426 263,281 174,505 213,846 184,024 345,861 23,078 100,049 81,811 78,703 389,908 225,981 17,741 483,713 74,390 129,483 11,987 24,764 36,151 86,553 34,832 50,572 214,521 51,344 236,798 481,396 465,798 94,421 246,390 249,978 68,405 170,217 32,027 22,612 97,030 160,021 37,097 14,100 117,863 110,308 54,529 64,109 63,758 37,189 146,160 528,634 104,087 52,087 186,855 129,551 27,718 255,900 434,958 178,703

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Japan—(Continued) NS United Kaiun Kaisha, Ltd. . . . . . . . . . . . . . . . . NSD Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . NTN Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nuflare Technology, Inc. . . . . . . . . . . . . . . . . . . . Obara Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . Obayashi Road Corp. . . . . . . . . . . . . . . . . . . . . . Odelic Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Oenon Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . Ogaki Kyoritsu Bank, Ltd. (The) . . . . . . . . . . . . . . . Ohara, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ohashi Technica, Inc. . . . . . . . . . . . . . . . . . . . . . Ohsho Food Service Corp. . . . . . . . . . . . . . . . . . . Oiles Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Oita Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . . Okabe Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Okamoto Industries, Inc. . . . . . . . . . . . . . . . . . . . Okamoto Machine Tool Works, Ltd. . . . . . . . . . . . Okamura Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Okasan Securities Group, Inc. . . . . . . . . . . . . . . . Okaya Electric Industries Co., Ltd. . . . . . . . . . . . . . Oki Electric Industry Co., Ltd. . . . . . . . . . . . . . . . . Okinawa Cellular Telephone Co. . . . . . . . . . . . . . Okinawa Electric Power Co., Inc. (The) . . . . . . . . . OKK Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . OKUMA Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Okumura Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Okura Industrial Co., Ltd. . . . . . . . . . . . . . . . . . . . Okuwa Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Olympic Group Corp. . . . . . . . . . . . . . . . . . . . . . ONO Sokki Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Onoken Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Onward Holdings Co., Ltd. . . . . . . . . . . . . . . . . . Open House Co., Ltd. . . . . . . . . . . . . . . . . . . . . . OPT Holding, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Optex Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Organo Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Origin Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . . Osaka Organic Chemical Industry, Ltd. . . . . . . . . . Osaka Soda Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Osaka Steel Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . OSAKA Titanium Technologies Co., Ltd. (b) . . . . . . Osaki Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . . OSG Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Otsuka Kagu, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . OUG Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . Outsourcing, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Oyo Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pacific Industrial Co., Ltd. . . . . . . . . . . . . . . . . . . . Pacific Metals Co., Ltd. (b) . . . . . . . . . . . . . . . . . . Pack Corp. (The) . . . . . . . . . . . . . . . . . . . . . . . . . Pal Group Holdings Co., Ltd. . . . . . . . . . . . . . . . . Paltac Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . PanaHome Corp. . . . . . . . . . . . . . . . . . . . . . . . . Panasonic Industrial Devices SUNX Co., Ltd. . . . . . Paramount Bed Holdings Co., Ltd. . . . . . . . . . . . . . Parco Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Paris Miki Holdings, Inc. . . . . . . . . . . . . . . . . . . .

41,000 $ 10,670 38,000 800 4,400 10,000 1,000 21,000 140,000 4,700 4,600 3,600 9,100 75,000 16,000 16,000 14,000 26,300 7,000 8,900 22,700 4,900 12,825 41,000 45,000 63,000 26,000 10,000 4,900 4,200 7,400 49,000 4,200 4,700 4,700 18,000 17,000 5,900 30,000 5,900 5,600 11,000 22,700 5,500 7,000 3,100 7,400 17,600 72,000 5,600 3,800 12,650 32,000 6,800 6,000 8,100 17,000

Value

56,648 171,385 132,961 41,756 172,739 63,243 36,570 48,158 467,020 28,739 57,502 141,191 154,942 272,500 130,426 200,317 20,508 254,564 36,003 33,110 305,530 148,059 289,848 40,385 345,609 358,016 95,809 93,476 24,360 35,949 91,361 353,390 89,776 34,745 111,486 73,543 43,743 39,998 122,609 107,166 77,848 110,808 451,606 54,705 17,697 135,665 83,738 201,380 214,806 150,704 87,751 296,026 254,475 38,205 226,368 75,859 74,025

Security Description

Shares

Japan—(Continued) Pasco Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pasona Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . Penta-Ocean Construction Co., Ltd. . . . . . . . . . . . . PIA Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pilot Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Piolax, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pioneer Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . Plenus Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Press Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Pressance Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Prestige International, Inc. . . . . . . . . . . . . . . . . . . Prima Meat Packers, Ltd. . . . . . . . . . . . . . . . . . . . Pronexus, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Proto Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . PS Mitsubishi Construction Co., Ltd. . . . . . . . . . . . . Qol Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Raito Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Rasa Industries, Ltd. (b) . . . . . . . . . . . . . . . . . . . . Relo Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . Renaissance, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Rengo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Renown, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . Resort Solution Co., Ltd. . . . . . . . . . . . . . . . . . . . . Retail Partners Co., Ltd. . . . . . . . . . . . . . . . . . . . . Rheon Automatic Machinery Co., Ltd. . . . . . . . . . . Rhythm Watch Co., Ltd. . . . . . . . . . . . . . . . . . . . . Riberesute Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Ricoh Leasing Co., Ltd. . . . . . . . . . . . . . . . . . . . . Right On Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Riken Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Riken Keiki Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Riken Technos Corp. . . . . . . . . . . . . . . . . . . . . . . Riken Vitamin Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Ringer Hut Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Rion Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Riso Kagaku Corp. . . . . . . . . . . . . . . . . . . . . . . . Riso Kyoiku Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Rock Field Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Rohto Pharmaceutical Co., Ltd. . . . . . . . . . . . . . . . Rokko Butter Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Roland DG Corp. . . . . . . . . . . . . . . . . . . . . . . . . Round One Corp. . . . . . . . . . . . . . . . . . . . . . . . . Royal Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . Ryobi, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ryoden Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Ryosan Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Ryoyo Electro Corp. . . . . . . . . . . . . . . . . . . . . . . . S Foods, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . S&B Foods, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Sac’s Bar Holdings, Inc. . . . . . . . . . . . . . . . . . . . . Saibu Gas Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Saizeriya Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Sakai Chemical Industry Co., Ltd. . . . . . . . . . . . . . Sakai Heavy Industries, Ltd. . . . . . . . . . . . . . . . . . Sakai Moving Service Co., Ltd. . . . . . . . . . . . . . . . Sakai Ovex Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Sakata INX Corp. . . . . . . . . . . . . . . . . . . . . . . . .

6,000 $ 7,700 90,500 300 10,800 3,500 117,700 7,800 37,000 10,400 13,400 48,000 9,000 5,300 8,800 3,400 16,900 26,000 2,300 2,800 81,000 29,200 4,000 1,300 5,000 30,000 4,300 6,400 5,900 3,500 6,000 15,000 2,700 4,200 2,200 9,458 11,590 6,600 23,000 3,600 3,000 28,300 9,000 47,000 16,000 12,900 8,600 4,100 600 6,850 136,000 10,300 42,000 14,000 2,600 1,600 11,800

MSF-113

Value

18,530 62,589 515,894 6,750 451,078 218,069 256,011 142,123 158,110 115,320 109,241 174,096 101,898 61,359 30,773 49,043 203,148 27,270 382,649 34,979 495,755 30,059 12,493 15,226 33,859 53,417 31,801 176,849 60,669 120,610 71,551 72,949 127,586 97,316 29,047 154,694 58,687 98,375 395,974 103,786 67,315 191,874 155,948 208,798 100,186 393,384 104,944 107,126 28,715 73,757 335,619 234,368 136,150 26,523 66,107 30,484 143,317

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Japan—(Continued) Sakata Seed Corp. . . . . . . . . . . . . . . . . . . . . . . . Sala Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . SAMTY Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . San Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . . San-A Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . San-Ai Oil Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . San-In Godo Bank, Ltd. (The) . . . . . . . . . . . . . . . . Sanden Holdings Corp. . . . . . . . . . . . . . . . . . . . . Sanei Architecture Planning Co., Ltd. . . . . . . . . . . . Sangetsu Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Sanken Electric Co., Ltd. (b) . . . . . . . . . . . . . . . . . Sanki Engineering Co., Ltd. . . . . . . . . . . . . . . . . . Sanko Marketing Foods Co., Ltd. . . . . . . . . . . . . . Sanko Metal Industrial Co., Ltd. . . . . . . . . . . . . . . Sankyo Frontier Co., Ltd. . . . . . . . . . . . . . . . . . . . Sankyo Seiko Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Sankyo Tateyama, Inc. . . . . . . . . . . . . . . . . . . . . . Sankyu, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sanoh Industrial Co., Ltd. . . . . . . . . . . . . . . . . . . . Sanshin Electronics Co., Ltd. . . . . . . . . . . . . . . . . . Sanwa Holdings Corp. . . . . . . . . . . . . . . . . . . . . Sanyo Chemical Industries, Ltd. . . . . . . . . . . . . . . . Sanyo Denki Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Sanyo Electric Railway Co., Ltd. . . . . . . . . . . . . . . Sanyo Housing Nagoya Co., Ltd. . . . . . . . . . . . . . Sanyo Industries, Ltd. . . . . . . . . . . . . . . . . . . . . . . Sanyo Shokai, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Sanyo Special Steel Co., Ltd. . . . . . . . . . . . . . . . . Sapporo Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . Sata Construction Co., Ltd. . . . . . . . . . . . . . . . . . . Sato Holdings Corp. . . . . . . . . . . . . . . . . . . . . . . Sato Restaurant Systems Co., Ltd. . . . . . . . . . . . . . Sato Shoji Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Satori Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . . Sawada Holdings Co., Ltd. . . . . . . . . . . . . . . . . . Saxa Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . SBS Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Scroll Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . SEC Carbon, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Secom Joshinetsu Co., Ltd. . . . . . . . . . . . . . . . . . . Seibu Electric Industry Co., Ltd. . . . . . . . . . . . . . . . Seika Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Seikitokyu Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . . Seiko Holdings Corp. . . . . . . . . . . . . . . . . . . . . . Seino Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . Seiren Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Sekisui Jushi Corp. . . . . . . . . . . . . . . . . . . . . . . . Sekisui Plastics Co., Ltd. . . . . . . . . . . . . . . . . . . . . Senko Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Senshu Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . . Senshu Ikeda Holdings, Inc. . . . . . . . . . . . . . . . . . Senshukai Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Septeni Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . Seria Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Shibaura Electronics Co., Ltd. . . . . . . . . . . . . . . . . Shibaura Mechatronics Corp. . . . . . . . . . . . . . . . . Shibusawa Warehouse Co., Ltd. (The) . . . . . . . . . .

Shares

9,300 $ 12,900 2,600 2,500 5,700 25,000 59,000 42,000 4,300 21,200 37,000 23,700 3,100 1,000 2,000 16,300 11,200 96,000 10,100 12,800 43,900 4,200 16,000 20,000 3,000 13,000 51,000 47,000 17,100 2,600 6,900 4,800 6,500 7,100 10,300 24,000 6,900 13,100 7,000 900 2,400 28,000 12,500 44,000 13,100 19,100 12,900 12,000 31,000 2,400 84,000 13,800 27,500 3,500 2,800 18,000 25,000

Value

Security Description

235,486 78,667 26,994 35,749 285,308 170,682 403,485 125,270 50,065 410,811 119,409 211,536 28,651 29,109 18,075 51,661 182,174 551,406 62,221 110,518 424,783 179,243 87,932 102,844 26,703 22,461 84,565 263,547 473,377 10,049 150,586 38,364 47,784 50,084 103,043 51,177 61,743 48,437 13,716 28,923 48,482 73,967 63,407 138,785 137,657 227,406 209,358 86,259 215,897 38,951 370,217 96,050 122,820 283,599 51,283 43,256 71,011

Japan—(Continued) Shibuya Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Shidax Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Shiga Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . Shikibo, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Shikoku Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . Shikoku Chemicals Corp. . . . . . . . . . . . . . . . . . . . Shima Seiki Manufacturing, Ltd. . . . . . . . . . . . . . . Shimachu Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Shimane Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . Shimizu Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . Shimojima Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Shin Nippon Air Technologies Co., Ltd. . . . . . . . . . Shin-Etsu Polymer Co., Ltd. . . . . . . . . . . . . . . . . . . Shin-Keisei Electric Railway Co., Ltd. . . . . . . . . . . . Shinagawa Refractories Co., Ltd. . . . . . . . . . . . . . Shindengen Electric Manufacturing Co., Ltd. . . . . . Shinkawa, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . Shinko Electric Industries Co., Ltd. . . . . . . . . . . . . . Shinko Plantech Co., Ltd. . . . . . . . . . . . . . . . . . . . Shinko Shoji Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Shinko Wire Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Shinmaywa Industries, Ltd. . . . . . . . . . . . . . . . . . . Shinnihon Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Shinoken Group Co., Ltd. . . . . . . . . . . . . . . . . . . . Shinsho Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Shinwa Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Ship Healthcare Holdings, Inc. . . . . . . . . . . . . . . . Shizuki Electric Co., Inc. . . . . . . . . . . . . . . . . . . . Shizuoka Gas Co., Ltd. . . . . . . . . . . . . . . . . . . . . Shobunsha Publications, Inc. . . . . . . . . . . . . . . . . Shochiku Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Shoei Foods Corp. . . . . . . . . . . . . . . . . . . . . . . . Shofu, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Shoko Co., Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . Showa Aircraft Industry Co., Ltd. . . . . . . . . . . . . . . Showa Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Showa Denko KK . . . . . . . . . . . . . . . . . . . . . . . . Showa Sangyo Co., Ltd. . . . . . . . . . . . . . . . . . . . Siix Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sinanen Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . Sinfonia Technology Co., Ltd. . . . . . . . . . . . . . . . . Sinko Industries, Ltd. . . . . . . . . . . . . . . . . . . . . . . Sintokogio, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . SKY Perfect JSAT Holdings, Inc. . . . . . . . . . . . . . . SMK Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . SMS Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . SNT Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Soda Nikka Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Sodick Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Soft99 Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Softbank Technology Corp. . . . . . . . . . . . . . . . . . Software Service, Inc. . . . . . . . . . . . . . . . . . . . . . Sogo Medical Co., Ltd. . . . . . . . . . . . . . . . . . . . . Sotoh Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Space Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Sparx Group Co., Ltd. . . . . . . . . . . . . . . . . . . . . . SPK Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-114

Shares

6,500 $ 9,600 89,000 56,000 95,000 16,000 10,400 20,500 2,500 4,900 6,300 7,300 22,600 23,000 20,000 28,000 5,300 27,600 16,100 7,700 12,000 34,000 11,800 900 1,400 3,900 14,200 8,000 21,300 6,700 3,000 4,300 3,900 19,000 4,000 17,600 22,600 33,000 4,800 3,600 42,000 6,400 21,100 29,800 23,000 7,300 7,800 7,000 16,800 5,100 1,600 1,200 2,400 4,300 5,800 35,900 2,500

Value

122,586 39,411 432,810 63,195 202,581 145,695 283,801 509,757 30,007 130,354 67,043 86,048 151,350 89,292 37,570 110,349 36,988 156,043 114,867 82,318 15,124 224,990 107,108 19,064 24,462 58,038 436,264 53,174 168,059 37,059 36,438 63,074 54,478 14,461 37,043 92,681 285,008 172,884 194,239 73,871 68,877 81,973 194,892 146,393 76,243 194,824 36,275 32,285 124,349 35,246 48,778 50,941 78,456 49,506 70,385 64,376 50,988

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Japan—(Continued) SRA Holdings . . . . . . . . . . . . . . . . . . . . . . . . . . . Srg Takamiya Co., Ltd. . . . . . . . . . . . . . . . . . . . . ST Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . St. Marc Holdings Co., Ltd. . . . . . . . . . . . . . . . . . Star Micronics Co., Ltd. . . . . . . . . . . . . . . . . . . . . Starts Corp., Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Starzen Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Stella Chemifa Corp. . . . . . . . . . . . . . . . . . . . . . . Step Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Studio Alice Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Subaru Enterprise Co., Ltd. . . . . . . . . . . . . . . . . . . Sugimoto & Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Sumco Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Sumida Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Suminoe Textile Co., Ltd. . . . . . . . . . . . . . . . . . . . Sumitomo Bakelite Co., Ltd. . . . . . . . . . . . . . . . . . Sumitomo Densetsu Co., Ltd. . . . . . . . . . . . . . . . . . Sumitomo Mitsui Construction Co., Ltd. . . . . . . . . . Sumitomo Osaka Cement Co., Ltd. . . . . . . . . . . . . Sumitomo Precision Products Co., Ltd. . . . . . . . . . . Sumitomo Real Estate Sales Co., Ltd. . . . . . . . . . . . Sumitomo Riko Co., Ltd. . . . . . . . . . . . . . . . . . . . . Sumitomo Seika Chemicals Co., Ltd. . . . . . . . . . . . Sumitomo Warehouse Co., Ltd. (The) . . . . . . . . . . . Sun Frontier Fudousan Co., Ltd. . . . . . . . . . . . . . . Sun-Wa Technos Corp. . . . . . . . . . . . . . . . . . . . . Suncall Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . SWCC Showa Holdings Co., Ltd. (b) . . . . . . . . . . . Systena Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . T Hasegawa Co., Ltd. . . . . . . . . . . . . . . . . . . . . . T RAD Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . T&K Toka Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . T-Gaia Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Tabuchi Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . Tachi-S Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Tachibana Eletech Co., Ltd. . . . . . . . . . . . . . . . . . Tadano, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Taihei Dengyo Kaisha, Ltd. . . . . . . . . . . . . . . . . . . Taiheiyo Kouhatsu, Inc. . . . . . . . . . . . . . . . . . . . . Taiho Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Taikisha, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Taiko Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . . Taiko Pharmaceutical Co., Ltd. . . . . . . . . . . . . . . . Taisei Lamick Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Taiyo Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . Taiyo Yuden Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Takachiho Koheki Co., Ltd. . . . . . . . . . . . . . . . . . . Takagi Securities Co., Ltd. . . . . . . . . . . . . . . . . . . Takamatsu Construction Group Co., Ltd. . . . . . . . . Takano Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Takaoka Toko Co., Ltd. . . . . . . . . . . . . . . . . . . . . Takara Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . Takara Leben Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Takara Printing Co., Ltd. . . . . . . . . . . . . . . . . . . . Takara Standard Co., Ltd. . . . . . . . . . . . . . . . . . . Takasago International Corp. . . . . . . . . . . . . . . . . Takasago Thermal Engineering Co., Ltd. . . . . . . . .

3,100 $ 5,200 6,900 5,100 12,600 5,800 2,800 4,300 4,100 2,900 1,000 3,800 2,200 6,300 23,000 79,000 7,700 260,300 150,000 12,000 5,960 16,700 3,600 53,000 7,600 3,900 11,000 116,000 6,700 9,100 36,000 10,000 8,400 8,900 10,300 5,640 38,000 12,000 21,000 7,800 9,800 41,000 2,300 2,200 5,300 26,600 400 18,000 5,400 6,000 5,365 34,300 28,600 3,100 19,500 6,400 19,500

Value

Security Description

67,053 28,992 81,723 139,575 157,546 107,445 142,295 165,339 46,236 63,527 3,968 44,694 18,098 62,380 53,161 413,120 80,369 244,345 697,265 38,950 121,278 156,946 127,469 282,085 76,757 27,777 50,318 80,374 128,401 168,452 69,991 95,547 119,800 29,835 167,442 56,421 373,419 120,571 16,206 86,011 241,510 87,856 37,040 62,096 182,921 262,734 3,600 22,731 125,038 42,259 113,202 320,625 192,662 41,929 362,063 171,687 290,283

Japan—(Continued) Takashima & Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Takata Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . . Take And Give Needs Co., Ltd. . . . . . . . . . . . . . . Takeei Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Takeuchi Manufacturing Co., Ltd. . . . . . . . . . . . . . Takihyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Takiron Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Takisawa Machine Tool Co., Ltd. . . . . . . . . . . . . . Takuma Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Tama Home Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Tamron Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Tamura Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Tanseisha Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . TASAKI & Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Tatsuta Electric Wire and Cable Co., Ltd. . . . . . . . Tayca Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . TBK Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Teac Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . TECHNO ASSOCIE Co., Ltd. . . . . . . . . . . . . . . . . Techno Medica Co., Ltd. . . . . . . . . . . . . . . . . . . . Techno Ryowa, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Teikoku Electric Manufacturing Co., Ltd. . . . . . . . . Teikoku Sen-I Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Teikoku Tsushin Kogyo Co., Ltd. . . . . . . . . . . . . . . Tenma Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Teraoka Seisakusho Co., Ltd. . . . . . . . . . . . . . . . . Tigers Polymer Corp. . . . . . . . . . . . . . . . . . . . . . . TKC Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Toa Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Toa Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Toa Oil Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . TOA ROAD Corp. . . . . . . . . . . . . . . . . . . . . . . . . Toabo Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Toagosei Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Tobishima Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Tobu Store Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . TOC Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Tocalo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Tochigi Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . Toda Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Toda Kogyo Corp. . . . . . . . . . . . . . . . . . . . . . . . Toei Animation Co., Ltd. . . . . . . . . . . . . . . . . . . . Toei Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Toenec Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Toho Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . . Toho Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Toho Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . . Toho Zinc Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Tohoku Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . Tohokushinsha Film Corp. . . . . . . . . . . . . . . . . . . Tohto Suisan Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Tokai Carbon Co., Ltd. . . . . . . . . . . . . . . . . . . . . Tokai Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . TOKAI Holdings Corp. (d) . . . . . . . . . . . . . . . . . . Tokai Lease Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Tokai Rika Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Tokai Tokyo Financial Holdings, Inc. . . . . . . . . . . .

MSF-115

Shares

25,000 $ 14,300 4,010 8,200 10,000 13,000 21,000 22,000 25,000 8,500 6,000 26,000 11,750 800 17,000 12,000 8,000 40,000 300 2,400 4,800 6,800 6,900 24,000 6,200 200 2,200 6,700 9,600 8,200 32,000 18,000 3,400 37,000 55,600 1,100 15,800 4,800 45,000 81,000 11,000 1,800 28,000 16,000 83,000 4,000 20,600 50,000 56,000 4,800 1,400 68,000 3,900 23,700 16,000 8,800 20,300

Value

41,305 50,568 18,373 66,781 168,590 54,737 95,804 28,818 236,161 43,277 97,210 98,891 87,615 11,821 59,857 63,252 32,369 14,218 2,726 38,332 27,511 54,769 107,739 36,337 98,743 700 15,285 208,389 86,849 151,597 40,803 45,215 16,955 401,917 95,044 30,559 131,828 104,842 182,525 427,124 31,547 90,479 226,295 78,622 291,900 91,892 436,931 162,623 79,243 31,343 22,490 184,825 138,216 152,069 30,490 172,431 98,383

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Japan—(Continued) Token Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tokushu Tokai Paper Co., Ltd. . . . . . . . . . . . . . . . . Tokuyama Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . Tokyo Dome Corp. . . . . . . . . . . . . . . . . . . . . . . . Tokyo Electron Device, Ltd. . . . . . . . . . . . . . . . . . . Tokyo Energy & Systems, Inc. . . . . . . . . . . . . . . . . Tokyo Individualized Educational Institute, Inc. . . . . Tokyo Keiki, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Tokyo Ohka Kogyo Co., Ltd. . . . . . . . . . . . . . . . . Tokyo Rakutenchi Co., Ltd. . . . . . . . . . . . . . . . . . . Tokyo Rope Manufacturing Co., Ltd. . . . . . . . . . . . Tokyo Sangyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . Tokyo Seimitsu Co., Ltd. . . . . . . . . . . . . . . . . . . . . Tokyo Steel Manufacturing Co., Ltd. . . . . . . . . . . . Tokyo Tekko Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Tokyo Theatres Co., Inc. . . . . . . . . . . . . . . . . . . . Tokyo TY Financial Group, Inc. . . . . . . . . . . . . . . . Tokyotokeiba Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Tokyu Recreation Co., Ltd. . . . . . . . . . . . . . . . . . . Toli Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tomato Bank, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Tomen Devices Corp. . . . . . . . . . . . . . . . . . . . . . . Tomoe Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Tomoe Engineering Co., Ltd. . . . . . . . . . . . . . . . . Tomoegawa Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Tomoku Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . TOMONY Holdings, Inc. . . . . . . . . . . . . . . . . . . . Tomy Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Tonami Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . Toppan Forms Co., Ltd. . . . . . . . . . . . . . . . . . . . . Topre Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Topy Industries, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Toridoll.corp . . . . . . . . . . . . . . . . . . . . . . . . . . . . Torigoe Co., Ltd. (The) . . . . . . . . . . . . . . . . . . . . . Torii Pharmaceutical Co., Ltd. . . . . . . . . . . . . . . . . Torishima Pump Manufacturing Co., Ltd. . . . . . . . . Tosei Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Toshiba Machine Co., Ltd. . . . . . . . . . . . . . . . . . . Toshiba Plant Systems & Services Corp. . . . . . . . . . Toshiba TEC Corp. (b) . . . . . . . . . . . . . . . . . . . . . Tosho Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Tosho Printing Co., Ltd. . . . . . . . . . . . . . . . . . . . . Totetsu Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . Tottori Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . Toukei Computer Co., Ltd. . . . . . . . . . . . . . . . . . . Tow Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Towa Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . Towa Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Towa Pharmaceutical Co., Ltd. . . . . . . . . . . . . . . . Toyo Construction Co., Ltd. . . . . . . . . . . . . . . . . . Toyo Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Toyo Denki Seizo KK . . . . . . . . . . . . . . . . . . . . . . Toyo Engineering Corp. . . . . . . . . . . . . . . . . . . . . Toyo Ink SC Holdings Co., Ltd. . . . . . . . . . . . . . . . Toyo Kanetsu KK . . . . . . . . . . . . . . . . . . . . . . . . . Toyo Kohan Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Toyo Machinery & Metal Co., Ltd. . . . . . . . . . . . .

2,960 $ 3,900 106,000 31,000 2,400 10,000 5,000 21,000 13,100 17,000 4,600 12,000 13,800 36,800 17,000 42,000 9,724 31,000 6,000 20,000 5,500 1,500 12,500 2,100 12,000 31,000 69,000 22,400 22,000 19,800 14,800 9,100 6,900 9,200 3,600 9,700 13,200 42,000 14,100 13,000 2,400 14,000 8,400 3,700 1,400 3,600 115,000 8,000 2,800 25,499 9,600 16,000 38,000 76,000 48,000 16,000 7,800

Value

220,413 138,814 445,222 289,622 35,964 104,372 27,603 34,555 397,945 81,331 76,995 46,695 368,204 248,879 67,452 48,527 272,432 61,751 47,075 62,523 80,004 27,591 41,070 32,240 24,055 87,102 321,308 235,920 58,437 207,261 311,063 187,111 158,312 67,388 77,931 101,215 99,006 143,895 227,490 52,567 106,165 63,509 240,860 60,045 26,690 22,988 101,223 101,495 113,644 110,647 96,782 50,821 123,097 340,678 100,768 44,820 28,383

Security Description

Shares

Japan—(Continued) Toyo Securities Co., Ltd. . . . . . . . . . . . . . . . . . . . . Toyo Sugar Refining Co., Ltd. . . . . . . . . . . . . . . . . Toyo Tanso Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Toyo Tire & Rubber Co., Ltd. . . . . . . . . . . . . . . . . Toyo Wharf & Warehouse Co., Ltd. . . . . . . . . . . . Toyobo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . TPR Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Trancom Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Transcosmos, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Trusco Nakayama Corp. . . . . . . . . . . . . . . . . . . . Trust Tech, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . TS Tech Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . TSI Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Tsubakimoto Chain Co. . . . . . . . . . . . . . . . . . . . . Tsubakimoto Kogyo Co., Ltd. . . . . . . . . . . . . . . . . Tsudakoma Corp. (b) . . . . . . . . . . . . . . . . . . . . . . Tsugami Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Tsukada Global Holdings, Inc. . . . . . . . . . . . . . . . Tsukamoto Corp. Co., Ltd. . . . . . . . . . . . . . . . . . . Tsukishima Kikai Co., Ltd. . . . . . . . . . . . . . . . . . . Tsukuba Bank, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Tsukui Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tsumura & Co. . . . . . . . . . . . . . . . . . . . . . . . . . . Tsurumi Manufacturing Co., Ltd. . . . . . . . . . . . . . . Tsutsumi Jewelry Co., Ltd. . . . . . . . . . . . . . . . . . . . TTK Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . TV Tokyo Holdings Corp. . . . . . . . . . . . . . . . . . . . TYK Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tyo, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U-Shin, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UACJ Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ube Industries, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Uchida Yoko Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Ueki Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UKC Holdings Corp. . . . . . . . . . . . . . . . . . . . . . . Ulvac, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Uniden Holdings Corp. (b) . . . . . . . . . . . . . . . . . . Union Tool Co. . . . . . . . . . . . . . . . . . . . . . . . . . . Unipres Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . United Arrows, Ltd. . . . . . . . . . . . . . . . . . . . . . . . United Super Markets Holdings, Inc. . . . . . . . . . . . Unitika, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Universal Entertainment Corp. (b) . . . . . . . . . . . . . Unizo Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . Usen Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ushio, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UT Group Co., Ltd. (b) . . . . . . . . . . . . . . . . . . . . . Utoc Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Valor Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . . Village Vanguard Co., Ltd. . . . . . . . . . . . . . . . . . . Vital KSK Holdings, Inc. . . . . . . . . . . . . . . . . . . . . Vitec Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . . VT Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Wacoal Holdings Corp. . . . . . . . . . . . . . . . . . . . . Wacom Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Wakachiku Construction Co., Ltd. . . . . . . . . . . . . . Wakamoto Pharmaceutical Co., Ltd. . . . . . . . . . . .

23,000 $ 9,000 5,300 2,900 25,000 332,000 7,300 2,300 7,700 6,900 3,000 2,600 28,205 47,000 8,000 16,000 25,000 7,200 21,000 8,600 34,500 18,800 6,600 6,100 3,800 4,000 3,700 6,000 9,600 10,600 110,850 229,000 21,000 11,000 5,000 13,900 25,000 3,400 13,900 6,000 22,300 156,000 7,500 3,800 40,800 39,000 9,800 5,100 11,800 2,300 14,200 3,700 24,300 29,000 46,700 46,000 9,000

MSF-116

Value

41,272 9,522 69,040 40,896 40,162 557,019 205,264 144,531 202,863 368,035 50,027 65,849 163,805 363,877 22,276 25,738 130,708 50,198 22,247 95,410 99,191 133,799 187,637 95,094 63,300 19,762 81,224 9,642 13,563 75,909 333,772 437,761 86,378 23,394 81,927 413,260 37,873 90,303 245,414 145,900 220,331 89,614 223,062 106,269 124,851 449,839 63,084 16,445 332,886 28,521 150,351 37,812 129,171 326,933 140,697 65,854 20,689

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Japan—(Continued) Wakita & Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Warabeya Nichiyo Holdings Co., Ltd. . . . . . . . . . WATAMI Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Weathernews, Inc. . . . . . . . . . . . . . . . . . . . . . . . Wellnet Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . West Holdings Corp. . . . . . . . . . . . . . . . . . . . . . . Wood One Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Wowow, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Xebio Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . Y. A. C. Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Yachiyo Industry Co., Ltd. . . . . . . . . . . . . . . . . . . Yahagi Construction Co., Ltd. . . . . . . . . . . . . . . . . Yaizu Suisankagaku Industry Co., Ltd. . . . . . . . . . . YAMABIKO Corp. . . . . . . . . . . . . . . . . . . . . . . . . Yamagata Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . Yamaichi Electronics Co., Ltd. . . . . . . . . . . . . . . . . Yamanashi Chuo Bank, Ltd. (The) . . . . . . . . . . . . . Yamatane Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Yamato Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Yamato International, Inc. . . . . . . . . . . . . . . . . . . Yamato Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . Yamaya Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Yamazawa Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Yamazen Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Yaoko Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Yashima Denki Co., Ltd. . . . . . . . . . . . . . . . . . . . . Yasuda Logistics Corp. . . . . . . . . . . . . . . . . . . . . Yellow Hat, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Yodogawa Steel Works, Ltd. . . . . . . . . . . . . . . . . Yokogawa Bridge Holdings Corp. . . . . . . . . . . . . Yokohama Reito Co., Ltd. (d) . . . . . . . . . . . . . . . . Yokowo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Yomeishu Seizo Co., Ltd. . . . . . . . . . . . . . . . . . . . Yomiuri Land Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Yondenko Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Yondoshi Holdings, Inc. . . . . . . . . . . . . . . . . . . . . Yorozu Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Yoshinoya Holdings Co., Ltd. (d) . . . . . . . . . . . . . . Yuasa Funashoku Co., Ltd. . . . . . . . . . . . . . . . . . . Yuasa Trading Co., Ltd. . . . . . . . . . . . . . . . . . . . . Yuken Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Yuki Gosei Kogyo Co., Ltd. . . . . . . . . . . . . . . . . . Yumeshin Holdings Co., Ltd. . . . . . . . . . . . . . . . . . Yurtec Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Yusen Logistics Co., Ltd. . . . . . . . . . . . . . . . . . . . . Yushiro Chemical Industry Co., Ltd. . . . . . . . . . . . . Yutaka Giken Co., Ltd. . . . . . . . . . . . . . . . . . . . . Zappallas, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . Zenrin Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Zensho Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . ZERIA Pharmaceutical Co., Ltd. . . . . . . . . . . . . . . . Zojirushi Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Zuiko Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Zuken, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

15,300 $ 5,000 7,600 2,100 4,600 7,200 19,000 2,200 8,700 4,900 3,900 10,900 4,400 12,800 52,000 8,200 71,000 3,400 9,000 6,700 1,800 1,150 1,000 19,500 5,200 7,500 7,400 5,800 7,600 12,800 18,600 7,900 3,000 13,000 8,000 4,600 7,900 17,300 13,000 6,700 17,000 6,000 10,100 17,000 7,100 3,700 600 4,900 7,900 31,700 9,200 9,800 1,000 7,200

Value

Security Description

115,885 104,578 83,609 63,059 60,383 50,965 44,724 60,487 130,209 64,695 34,041 98,512 44,361 114,894 219,229 69,441 306,037 44,990 47,002 26,210 53,342 17,159 16,668 148,993 205,501 40,802 44,566 119,321 203,643 143,035 197,521 49,720 53,413 61,497 31,270 106,770 115,940 247,869 36,036 153,755 28,476 12,958 77,424 93,842 68,826 52,388 11,862 17,718 140,281 565,929 155,899 159,195 40,771 77,777

Liechtenstein—0.0% VP Bank AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . Luxembourg—0.0% B&M European Value Retail S.A. . . . . . . . . . . . . . d’Amico International Shipping S.A. (b) . . . . . . . . . L’Occitane International S.A. . . . . . . . . . . . . . . . .

Shares

358 $

2,609 60,320 53,500

Value

37,832

8,623 22,253 106,711 137,587

Macau—0.0% Macau Legend Development, Ltd. (b) . . . . . . . . . . .

359,000

75,612

Malta—0.1% Unibet Group plc . . . . . . . . . . . . . . . . . . . . . . . .

77,749

722,045

Netherlands—2.3% Aalberts Industries NV . . . . . . . . . . . . . . . . . . . . . Accell Group . . . . . . . . . . . . . . . . . . . . . . . . . . . AMG Advanced Metallurgical Group NV . . . . . . . Amsterdam Commodities NV . . . . . . . . . . . . . . . . APERAM S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Arcadis NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . ASM International NV . . . . . . . . . . . . . . . . . . . . . BE Semiconductor Industries NV . . . . . . . . . . . . . . Beter Bed Holding NV . . . . . . . . . . . . . . . . . . . . . BinckBank NV . . . . . . . . . . . . . . . . . . . . . . . . . . . Boskalis Westminster . . . . . . . . . . . . . . . . . . . . . . Brack Capital Properties NV . . . . . . . . . . . . . . . . . Brunel International NV . . . . . . . . . . . . . . . . . . . . Corbion NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . Delta Lloyd NV . . . . . . . . . . . . . . . . . . . . . . . . . . Euronext NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fugro NV (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Gemalto NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heijmans NV (b) . . . . . . . . . . . . . . . . . . . . . . . . . Hunter Douglas NV . . . . . . . . . . . . . . . . . . . . . . . IMCD Group NV . . . . . . . . . . . . . . . . . . . . . . . . . KAS Bank NV . . . . . . . . . . . . . . . . . . . . . . . . . . . Kendrion NV . . . . . . . . . . . . . . . . . . . . . . . . . . . Koninklijke BAM Groep NV . . . . . . . . . . . . . . . . . Koninklijke Vopak NV . . . . . . . . . . . . . . . . . . . . . Nederland Apparatenfabriek . . . . . . . . . . . . . . . . Ordina NV (b) . . . . . . . . . . . . . . . . . . . . . . . . . . PostNL NV (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . QIAGEN NV (b) . . . . . . . . . . . . . . . . . . . . . . . . . SBM Offshore NV . . . . . . . . . . . . . . . . . . . . . . . . Sligro Food Group NV . . . . . . . . . . . . . . . . . . . . . SNS REAAL NV (a) (b) (c) . . . . . . . . . . . . . . . . . . STMicroelectronics NV . . . . . . . . . . . . . . . . . . . . . Telegraaf Media Groep NV . . . . . . . . . . . . . . . . . TKH Group NV . . . . . . . . . . . . . . . . . . . . . . . . . . TomTom NV (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Van Lanschot NV . . . . . . . . . . . . . . . . . . . . . . . . Wessanen . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

34,547 11,551 12,258 6,535 33,328 33,193 19,662 23,461 5,373 28,201 18,250 442 10,850 20,382 179,865 1,413 18,901 9,032 14,562 2,423 712 6,580 3,947 119,230 6,562 2,241 44,115 162,817 51,378 72,035 10,629 105,329 37,151 13,542 13,932 51,405 45 35,515

1,177,969 293,544 256,535 162,580 1,503,753 477,651 804,198 801,189 120,172 160,837 649,485 39,957 189,833 548,849 825,783 60,293 305,853 579,139 131,908 134,107 31,269 59,229 120,512 552,758 344,426 75,523 99,411 739,100 1,414,519 1,023,428 394,281 0 303,236 52,779 544,403 492,052 910 456,009

165,371,958

MSF-117

15,927,480

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Value

Security Description

New Zealand—1.4% a2 Milk Co., Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . Abano Healthcare Group, Ltd. . . . . . . . . . . . . . . . Air New Zealand, Ltd. . . . . . . . . . . . . . . . . . . . . . Briscoe Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Chorus, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Contact Energy, Ltd. . . . . . . . . . . . . . . . . . . . . . . Ebos Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Fisher & Paykel Healthcare Corp., Ltd. . . . . . . . . . . Freightways, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Genesis Energy, Ltd. . . . . . . . . . . . . . . . . . . . . . . Hallenstein Glasson Holdings, Ltd. . . . . . . . . . . . . Heartland Bank, Ltd. . . . . . . . . . . . . . . . . . . . . . . Hellaby Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . Infratil, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kathmandu Holdings, Ltd. . . . . . . . . . . . . . . . . . . Mainfreight, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Mercury NZ, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Methven, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Metlifecare, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Metro Performance Glass, Ltd. . . . . . . . . . . . . . . . New Zealand Oil & Gas, Ltd. (b) . . . . . . . . . . . . . New Zealand Refining Co., Ltd. (The) . . . . . . . . . . NZME, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . NZX, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Opus International Consultants, Ltd. . . . . . . . . . . . . Pacific Edge, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . PGG Wrightson, Ltd. . . . . . . . . . . . . . . . . . . . . . . Port of Tauranga, Ltd. . . . . . . . . . . . . . . . . . . . . . Restaurant Brands New Zealand, Ltd. . . . . . . . . . . Rubicon, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . Ryman Healthcare, Ltd. . . . . . . . . . . . . . . . . . . . . Sanford, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Scales Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Skellerup Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . SKY Network Television, Ltd. . . . . . . . . . . . . . . . . SKYCITY Entertainment Group, Ltd. . . . . . . . . . . . . Summerset Group Holdings, Ltd. . . . . . . . . . . . . . . TOWER, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Trade Me Group, Ltd. . . . . . . . . . . . . . . . . . . . . . TrustPower, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Vector, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Warehouse Group, Ltd. (The) . . . . . . . . . . . . . . . . Xero, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Z Energy, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . .

134,580 $ 880 205,023 13,123 118,473 88,793 40,837 222,816 70,453 31,057 19,012 72,313 13,986 240,934 23,984 36,048 39,959 19,898 34,148 8,816 131,264 27,432 71,247 114,554 4,000 17,353 58,545 28,482 51,556 9,922 78,785 314 7,570 29,759 114,579 276,301 25,600 59,836 117,080 13,980 138,110 54,373 18,888 18,298

179,792 5,479 278,237 36,664 337,971 326,433 561,790 1,627,799 337,149 47,220 42,246 79,542 33,818 568,589 35,494 466,443 88,479 19,279 155,562 13,763 53,560 49,005 37,050 88,530 2,477 5,818 22,683 406,930 215,150 1,515 552,762 1,465 17,830 29,668 410,881 923,556 99,002 40,397 479,456 78,464 331,884 116,198 266,853 111,980

Norway—(Continued) Bonheur ASA . . . . . . . . . . . . . . . . . . . . . . . . . . Borregaard ASA . . . . . . . . . . . . . . . . . . . . . . . . BW LPG, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . BW Offshore, Ltd. (b) . . . . . . . . . . . . . . . . . . . . Deep Sea Supply plc (b) . . . . . . . . . . . . . . . . . . Det Norske Oljeselskap ASA (b) . . . . . . . . . . . . . DNO ASA (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Ekornes ASA . . . . . . . . . . . . . . . . . . . . . . . . . . Farstad Shipping ASA (b) . . . . . . . . . . . . . . . . . . Fred Olsen Energy ASA (b) . . . . . . . . . . . . . . . . Frontline, Ltd. (d) . . . . . . . . . . . . . . . . . . . . . . . . Grieg Seafood ASA . . . . . . . . . . . . . . . . . . . . . Hexagon Composites ASA (b) . . . . . . . . . . . . . . Hoegh LNG Holdings, Ltd. . . . . . . . . . . . . . . . . . Kongsberg Automotive ASA (b) . . . . . . . . . . . . . Kvaerner ASA . . . . . . . . . . . . . . . . . . . . . . . . . . Nordic Semiconductor ASA (b) . . . . . . . . . . . . . . Norske Skogindustrier ASA (b) . . . . . . . . . . . . . . Norwegian Air Shuttle ASA (b) (d) . . . . . . . . . . . Ocean Yield ASA . . . . . . . . . . . . . . . . . . . . . . . Odfjell SE - A Shares (b) . . . . . . . . . . . . . . . . . . Opera Software ASA (b) . . . . . . . . . . . . . . . . . . Petroleum Geo-Services ASA (b) (d) . . . . . . . . . . . PhotoCure ASA (b) . . . . . . . . . . . . . . . . . . . . . . ProSafe SE (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Protector Forsikring ASA . . . . . . . . . . . . . . . . . . Q-Free ASA (b) . . . . . . . . . . . . . . . . . . . . . . . . . REC Silicon ASA (b) (d) . . . . . . . . . . . . . . . . . . . Salmar ASA . . . . . . . . . . . . . . . . . . . . . . . . . . . Scatec Solar ASA . . . . . . . . . . . . . . . . . . . . . . . Sevan Marine ASA (b) . . . . . . . . . . . . . . . . . . . . Solstad Offshore ASA (b) . . . . . . . . . . . . . . . . . . Songa Offshore (b) . . . . . . . . . . . . . . . . . . . . . . SpareBank 1 SMN . . . . . . . . . . . . . . . . . . . . . . SpareBank 1 SR Bank ASA . . . . . . . . . . . . . . . . Stolt-Nielsen, Ltd. . . . . . . . . . . . . . . . . . . . . . . . TGS Nopec Geophysical Co. ASA . . . . . . . . . . . Tomra Systems ASA . . . . . . . . . . . . . . . . . . . . . . Treasure ASA (b) . . . . . . . . . . . . . . . . . . . . . . . . Veidekke ASA . . . . . . . . . . . . . . . . . . . . . . . . . Wilh Wilhelmsen ASA . . . . . . . . . . . . . . . . . . . . Wilh Wilhelmsen Holding ASA - Class A . . . . . . . XXL ASA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

10,311 $ 10,433 6,290 1,465,525 40,102 34,725 109,545 11,636 6,040 4,442 7,321 11,731 24,991 13,626 185,093 92,750 44,887 121,097 8,166 3,896 1,949 21,316 55,241 5,477 76,897 6,585 24,256 643,607 4,638 670 16,466 5,178 318,078 40,946 4,926 5,818 9,581 37,589 21,003 52,136 21,003 4,777 2,285

Value

62,219 93,884 18,001 62,598 7,145 553,438 111,475 149,392 5,452 6,203 52,720 93,848 90,101 145,719 151,638 112,575 219,718 44,448 299,037 32,124 6,631 147,979 121,883 27,355 4,924 62,743 24,570 90,062 141,838 2,603 37,820 10,070 7,975 285,622 28,108 75,779 173,122 436,758 46,549 802,444 63,166 101,233 31,363 5,858,914

9,584,863 Norway—0.9% ABG Sundal Collier Holding ASA . . . . . . . . . . . . . AF Gruppen ASA . . . . . . . . . . . . . . . . . . . . . . . . Akastor ASA (b) . . . . . . . . . . . . . . . . . . . . . . . . . Aker ASA - A Shares . . . . . . . . . . . . . . . . . . . . . . Aker Solutions ASA (b) . . . . . . . . . . . . . . . . . . . . . American Shipping Co. ASA (b) . . . . . . . . . . . . . . Atea ASA (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Austevoll Seafood ASA . . . . . . . . . . . . . . . . . . . . Biotec Pharmacon ASA (b) . . . . . . . . . . . . . . . . . .

Philippines—0.0% Del Monte Pacific, Ltd. . . . . . . . . . . . . . . . . . . . . 112,462 945 13,919 3,036 16,210 12,027 22,644 29,238 10,494

71,601 18,692 14,861 104,429 76,042 38,061 229,947 246,279 16,670

77,636

20,025

Portugal—0.3% Altri SGPS S.A. . . . . . . . . . . . . . . . . . . . . . . . . . 41,235 Banco BPI S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . 181,563 Banco Comercial Portugues S.A. - Class R (b) (d) . 10,046,492 Banco Espirito Santo S.A. (a) (b) (c) . . . . . . . . . . 89,078 CTT-Correios de Portugal S.A. . . . . . . . . . . . . . . 5,621 Mota-Engil SGPS S.A. . . . . . . . . . . . . . . . . . . . . 40,942 Navigator Co. S.A. (The) . . . . . . . . . . . . . . . . . . 131,380

144,060 230,473 173,405 0 37,855 78,601 377,602

MSF-118

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Portugal—(Continued) NOS SGPS S.A. . . . . . . . . . . . . . . . . . . . . . . . . . Novabase SGPS S.A. . . . . . . . . . . . . . . . . . . . . . REN - Redes Energeticas Nacionais SGPS S.A. . . . Semapa-Sociedade de Investimento e Gestao . . . . . Sonae SGPS S.A. . . . . . . . . . . . . . . . . . . . . . . . . Teixeira Duarte S.A. . . . . . . . . . . . . . . . . . . . . . .

73,113 $ 7,827 94,602 873 280,308 59,382

Value

497,470 17,497 276,624 11,170 214,121 13,341 2,072,219

Singapore—1.1% Abterra, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . 51,720 Ascendas India Trust . . . . . . . . . . . . . . . . . . . . . . 16,900 ASL Marine Holdings, Ltd. . . . . . . . . . . . . . . . . . . 105,000 Ausgroup, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . 143,000 Baker Technology, Ltd. . . . . . . . . . . . . . . . . . . . . . 33,200 Banyan Tree Holdings, Ltd. (b) . . . . . . . . . . . . . . . 155,000 Bonvests Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . 18,000 Boustead Projects, Ltd. (b) . . . . . . . . . . . . . . . . . . 24,607 Boustead Singapore, Ltd. . . . . . . . . . . . . . . . . . . . 82,025 Breadtalk Group, Ltd. . . . . . . . . . . . . . . . . . . . . . 37,000 Broadway Industrial Group, Ltd. (b) . . . . . . . . . . . . 156,399 Bukit Sembawang Estates, Ltd. . . . . . . . . . . . . . . . 72,000 Centurion Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . 38,000 China Aviation Oil Singapore Corp., Ltd. . . . . . . . 132,600 Chip Eng Seng Corp., Ltd. . . . . . . . . . . . . . . . . . . 157,000 Chuan Hup Holdings, Ltd. . . . . . . . . . . . . . . . . . . 125,000 Cordlife Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . 39,000 Cosco Corp. Singapore, Ltd. (b) . . . . . . . . . . . . . . 477,000 Creative Technology, Ltd. (b) . . . . . . . . . . . . . . . . 22,600 CSE Global, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . 197,000 CW Group Holdings, Ltd. . . . . . . . . . . . . . . . . . . 106,000 CWT, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81,000 Delfi, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66,000 DMX Technologies Group, Ltd. (a) (b) (c) . . . . . . . . 186,000 Dyna-Mac Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . 98,000 Elec & Eltek International Co., Ltd. . . . . . . . . . . . . 23,000 Ezion Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . . . 516,229 Ezra Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . 1,000,703 Far East Orchard, Ltd. . . . . . . . . . . . . . . . . . . . . . 74,044 First Resources, Ltd. . . . . . . . . . . . . . . . . . . . . . . . 86,700 First Sponsor Group, Ltd. . . . . . . . . . . . . . . . . . . . 8,628 FJ Benjamin Holdings, Ltd. (b) . . . . . . . . . . . . . . . . 106,000 Food Empire Holdings, Ltd. (b) . . . . . . . . . . . . . . . 54,000 Fragrance Group, Ltd. (b) . . . . . . . . . . . . . . . . . . . 752,800 Frasers Centrepoint, Ltd. . . . . . . . . . . . . . . . . . . . 17,300 Gallant Venture, Ltd. (b) . . . . . . . . . . . . . . . . . . . . 126,000 Geo Energy Resources, Ltd. (b) . . . . . . . . . . . . . . . 155,000 GK Goh Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . 12,000 GL, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 188,000 Global Premium Hotels, Ltd. (b) . . . . . . . . . . . . . . . 73,200 GMG Global, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . 202,200 Golden Agri-Resources, Ltd. . . . . . . . . . . . . . . . . . 407,000 Golden Energy & Resources, Ltd. (a) (b) (c) . . . . . . 8,539 GuocoLand, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . 28,000 Hanwell Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . 19,000 Haw Par Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . 10,300 Hi-P International, Ltd. . . . . . . . . . . . . . . . . . . . . . 99,500

13,274 13,379 12,993 5,524 14,170 46,033 16,251 12,593 48,466 27,270 24,733 236,290 9,614 130,729 73,145 23,341 34,492 92,625 15,957 59,754 23,946 118,923 101,000 11,150 7,664 20,125 105,963 42,639 82,764 116,753 8,252 3,771 11,906 89,653 18,885 11,548 15,784 7,502 107,777 15,636 73,518 106,617 939 41,044 3,135 68,222 34,030

Security Description

Shares

Singapore—(Continued) Hiap Hoe, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Ho Bee Land, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Hong Fok Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . Hong Leong Asia, Ltd. . . . . . . . . . . . . . . . . . . . . . Hotel Grand Central, Ltd. . . . . . . . . . . . . . . . . . . . Hour Glass, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . Hwa Hong Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . Hyflux, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Indofood Agri Resources, Ltd. . . . . . . . . . . . . . . . . Innovalues, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . k1 Ventures, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Keppel Infrastructure Trust . . . . . . . . . . . . . . . . . . Keppel Telecommunications & Transportation, Ltd. . Koh Brothers Group, Ltd. . . . . . . . . . . . . . . . . . . . Lian Beng Group, Ltd. . . . . . . . . . . . . . . . . . . . . . Low Keng Huat Singapore, Ltd. . . . . . . . . . . . . . . . Lum Chang Holdings, Ltd. . . . . . . . . . . . . . . . . . . M1, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Marco Polo Marine, Ltd. (b) . . . . . . . . . . . . . . . . . Metro Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . Mewah International, Inc. . . . . . . . . . . . . . . . . . . . Midas Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . Nam Cheong, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . NSL, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Olam International, Ltd. . . . . . . . . . . . . . . . . . . . . Overseas Union Enterprise, Ltd. . . . . . . . . . . . . . . Oxley Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . Pan-United Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . Penguin International, Ltd. . . . . . . . . . . . . . . . . . . QAF, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Raffles Education Corp., Ltd. . . . . . . . . . . . . . . . . . Raffles Medical Group, Ltd. . . . . . . . . . . . . . . . . . RHT Health Trust . . . . . . . . . . . . . . . . . . . . . . . . . Rickmers Maritime (b) . . . . . . . . . . . . . . . . . . . . . Riverstone Holdings, Ltd. . . . . . . . . . . . . . . . . . . . Rotary Engineering, Ltd. . . . . . . . . . . . . . . . . . . . . Roxy-Pacific Holdings, Ltd. . . . . . . . . . . . . . . . . . . SATS, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . SBS Transit, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Sembcorp Industries, Ltd. . . . . . . . . . . . . . . . . . . . Sembcorp Marine, Ltd. . . . . . . . . . . . . . . . . . . . . . Sheng Siong Group, Ltd. . . . . . . . . . . . . . . . . . . . SHS Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . . SIIC Environment Holdings, Ltd. (b) . . . . . . . . . . . . Sim Lian Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . Sinarmas Land, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Sing Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Singapore Post, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Singapore Reinsurance Corp., Ltd. . . . . . . . . . . . . Sino Grandness Food Industry Group, Ltd. . . . . . . . SMRT Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Stamford Land Corp., Ltd. . . . . . . . . . . . . . . . . . . Sunningdale Tech, Ltd. . . . . . . . . . . . . . . . . . . . . . Super Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Swiber Holdings, Ltd. (a) (b) (c) . . . . . . . . . . . . . . . Tuan Sing Holdings, Ltd. . . . . . . . . . . . . . . . . . . . UMS Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . .

58,000 $ 87,000 146,740 41,000 1,000 129,000 138,000 179,500 152,000 64,000 80,800 549,659 44,000 97,000 157,000 122,600 115,000 75,600 51,000 141,600 110,000 452,000 321,000 15,000 45,700 174,000 155,000 43,000 64,333 86,667 384,774 147,006 53,500 110,000 40,000 85,000 85,750 100,500 40,500 26,600 39,300 133,900 47,000 136,000 121,500 694,000 82,000 239,600 1,000 137,000 175,000 278,000 60,600 143,000 117,749 169,000 93,000

MSF-119

Value

29,844 138,024 72,149 21,397 997 62,740 29,081 62,644 50,319 40,205 58,109 204,034 59,781 20,628 55,306 48,604 30,419 133,424 2,169 95,698 21,051 76,426 12,380 15,492 69,189 223,210 47,930 19,092 10,103 77,021 50,756 165,160 40,969 3,227 26,484 23,758 26,882 366,958 69,086 50,944 37,998 104,229 6,488 61,924 96,845 250,035 18,941 256,423 220 44,015 215,820 94,766 46,679 83,646 9,412 36,727 42,010

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Singapore—(Continued) United Engineers, Ltd. . . . . . . . . . . . . . . . . . . . . . United Industrial Corp., Ltd. . . . . . . . . . . . . . . . . . United Overseas Insurance, Ltd. (c) . . . . . . . . . . . . UOB-Kay Hian Holdings, Ltd. . . . . . . . . . . . . . . . . UOL Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . UPP Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Vard Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . Venture Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Vibrant Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Vicom, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wee Hur Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . Wheelock Properties Singapore, Ltd. . . . . . . . . . . . Wing Tai Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . Yeo Hiap Seng, Ltd. . . . . . . . . . . . . . . . . . . . . . . YHI International, Ltd. . . . . . . . . . . . . . . . . . . . . . Yongnam Holdings, Ltd. (b) . . . . . . . . . . . . . . . . .

138,000 $ 13,600 4,000 131,440 34,300 46,000 203,000 97,000 47,600 2,000 85,000 58,000 159,621 19,712 39,000 241,875

Value

250,114 27,128 13,669 126,359 141,762 6,394 23,028 642,886 12,031 8,363 14,990 63,308 198,321 18,825 9,152 35,400 7,769,377

Spain—2.1% Acciona S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Acerinox S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Adveo Group International S.A. . . . . . . . . . . . . . . Almirall S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Amper S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Atresmedia Corp. de Medios de Comunicacion S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Azkoyen S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Baron de Ley (b) . . . . . . . . . . . . . . . . . . . . . . . . . Bolsas y Mercados Espanoles S.A. . . . . . . . . . . . . Caja de Ahorros del Mediterraneo (a) (b) (c) . . . . . Cementos Portland Valderrivas S.A. (b) . . . . . . . . . Cie Automotive S.A. . . . . . . . . . . . . . . . . . . . . . . Construcciones y Auxiliar de Ferrocarriles S.A. . . . Distribuidora Internacional de Alimentacion S.A. . . Duro Felguera S.A. . . . . . . . . . . . . . . . . . . . . . . . Ebro Foods S.A. . . . . . . . . . . . . . . . . . . . . . . . . . Elecnor S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ence Energia y Celulosa S.A . . . . . . . . . . . . . . . . Ercros S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Faes Farma S.A. . . . . . . . . . . . . . . . . . . . . . . . . . Fluidra S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Gamesa Corp. Tecnologica S.A. . . . . . . . . . . . . . Grupo Catalana Occidente S.A. . . . . . . . . . . . . . . Grupo Ezentis S.A. (b) . . . . . . . . . . . . . . . . . . . . . Iberpapel Gestion S.A. . . . . . . . . . . . . . . . . . . . . Indra Sistemas S.A. (b) . . . . . . . . . . . . . . . . . . . . Inmobiliaria Colonial S.A. . . . . . . . . . . . . . . . . . . Laboratorios Farmaceuticos Rovi S.A. . . . . . . . . . . Liberbank S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . Mediaset Espana Comunicacion S.A. . . . . . . . . . . Melia Hotels International S.A. . . . . . . . . . . . . . . . Miquel y Costas & Miquel S.A. . . . . . . . . . . . . . . . NH Hotel Group S.A. (b) . . . . . . . . . . . . . . . . . . . Nmas1 Dinamia S.A. . . . . . . . . . . . . . . . . . . . . . Obrascon Huarte Lain S.A. (d) . . . . . . . . . . . . . . . Papeles y Cartones de Europa S.A. . . . . . . . . . . . .

Security Description

Shares

Spain—(Continued) Pescanova S.A. (a) (b) (c) . . . . . . . . . . . . . . . . . . . Pharma Mar S.A. (b) . . . . . . . . . . . . . . . . . . . . . . Prim S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Promotora de Informaciones S.A. - Class A (b) . . . . Prosegur Cia de Seguridad S.A. . . . . . . . . . . . . . . Quabit Inmobiliaria S.A. (b) . . . . . . . . . . . . . . . . . Realia Business S.A. (b) . . . . . . . . . . . . . . . . . . . . Sacyr S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Solaria Energia y Medio Ambiente S.A. (b) . . . . . . Tecnicas Reunidas S.A. . . . . . . . . . . . . . . . . . . . . Tecnocom Telecomunicaciones y Energia S.A. . . . . Tubacex S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Tubos Reunidos S.A. (b) . . . . . . . . . . . . . . . . . . . . Urbas Grupo Financiero S.A. (b) . . . . . . . . . . . . . . Vidrala S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Viscofan S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Vocento S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . Zardoya Otis S.A. . . . . . . . . . . . . . . . . . . . . . . . .

7,446 $ 72,263 3,013 13,933 54,905 8,932 112,366 107,800 19,439 11,115 13,592 28,250 21,752 887,506 7,952 14,797 10,923 9,760

Value

0 229,730 28,065 89,284 383,634 15,954 122,451 227,420 16,484 433,203 52,295 83,720 18,448 10,967 465,405 800,560 15,193 93,851 14,355,505

7,188 70,013 6,292 20,336 12,087

543,181 926,093 23,537 312,348 1,792

21,362 1,608 1,139 27,936 14,621 4,058 17,266 588 184,598 27,756 25,801 11,262 61,968 60,314 168,810 12,850 69,346 21,149 39,717 600 39,802 25,688 6,104 9,453 49,361 21,300 4,480 69,951 3,678 35,775 20,612

234,211 8,861 132,812 829,894 0 28,172 339,813 236,337 1,142,805 37,104 599,959 104,245 135,047 121,957 651,388 64,092 1,660,434 628,392 25,431 13,338 533,632 186,840 88,787 7,912 584,994 265,593 192,812 319,032 33,575 143,511 110,910

Sweden—3.4% AAK AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Acando AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . AddLife AB (b) . . . . . . . . . . . . . . . . . . . . . . . . . . AddNode Group AB . . . . . . . . . . . . . . . . . . . . . . AddTech AB - B Shares . . . . . . . . . . . . . . . . . . . . AF AB - B Shares . . . . . . . . . . . . . . . . . . . . . . . . . Arise AB (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Atrium Ljungberg AB - B Shares . . . . . . . . . . . . . . Avanza Bank Holding AB . . . . . . . . . . . . . . . . . . . Axactor AB (b) . . . . . . . . . . . . . . . . . . . . . . . . . . B&B Tools AB - B Shares . . . . . . . . . . . . . . . . . . . BE Group AB (b) . . . . . . . . . . . . . . . . . . . . . . . . . Beijer Alma AB . . . . . . . . . . . . . . . . . . . . . . . . . . Beijer Electronics AB . . . . . . . . . . . . . . . . . . . . . . Beijer Ref AB . . . . . . . . . . . . . . . . . . . . . . . . . . . Betsson AB (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Bilia AB - A Shares . . . . . . . . . . . . . . . . . . . . . . . BillerudKorsnas AB . . . . . . . . . . . . . . . . . . . . . . . BioGaia AB - B Shares . . . . . . . . . . . . . . . . . . . . . Biotage AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bjorn Borg AB (b) . . . . . . . . . . . . . . . . . . . . . . . . Bonava AB - B Shares (b) . . . . . . . . . . . . . . . . . . . Bulten AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bure Equity AB . . . . . . . . . . . . . . . . . . . . . . . . . . Byggmax Group AB . . . . . . . . . . . . . . . . . . . . . . Castellum AB . . . . . . . . . . . . . . . . . . . . . . . . . . . Clas Ohlson AB - B Shares . . . . . . . . . . . . . . . . . . Cloetta AB - B Shares . . . . . . . . . . . . . . . . . . . . . . Concentric AB . . . . . . . . . . . . . . . . . . . . . . . . . . . Concordia Maritime AB - B Shares . . . . . . . . . . . . Dios Fastigheter AB . . . . . . . . . . . . . . . . . . . . . . . Doro AB (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Duni AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . East Capital Explorer AB . . . . . . . . . . . . . . . . . . . Elekta AB - B Shares . . . . . . . . . . . . . . . . . . . . . .

MSF-120

11,380 32,705 8,096 1,849 25,912 24,002 4,852 5,167 7,660 49,626 12,796 1,962 9,404 5,229 6,405 27,465 18,736 55,214 5,094 15,339 9,936 684 2,144 17,448 18,326 73,943 16,271 92,493 21,708 4,217 17,696 3,391 15,028 7,088 9,189

840,058 84,224 129,052 13,143 405,498 467,015 10,673 90,104 302,476 15,493 285,494 9,323 232,323 28,290 161,574 303,441 461,575 976,310 148,436 71,621 48,297 8,623 24,359 204,786 138,221 1,107,098 253,091 335,307 292,080 7,514 133,480 24,894 228,581 47,508 88,957

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Sweden—(Continued) Eniro AB (b) (d) . . . . . . . . . . . . . . . . . . . . . . . . . . Fabege AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fagerhult AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fastighets AB Balder - B Shares (b) . . . . . . . . . . . . Gunnebo AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . Haldex AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hemfosa Fastigheter AB . . . . . . . . . . . . . . . . . . . . HIQ International AB (b) . . . . . . . . . . . . . . . . . . . . HMS Networks AB . . . . . . . . . . . . . . . . . . . . . . . Hoist Finance AB . . . . . . . . . . . . . . . . . . . . . . . . . Holmen AB - B Shares . . . . . . . . . . . . . . . . . . . . . Hufvudstaden AB - A Shares . . . . . . . . . . . . . . . . . Indutrade AB . . . . . . . . . . . . . . . . . . . . . . . . . . . Intrum Justitia AB . . . . . . . . . . . . . . . . . . . . . . . . . Inwido AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JM AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . KappAhl AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . Karolinska Development AB - Class B (b) . . . . . . . . Klovern AB - B Shares . . . . . . . . . . . . . . . . . . . . . Know It AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kungsleden AB . . . . . . . . . . . . . . . . . . . . . . . . . . Lagercrantz Group AB - B Shares . . . . . . . . . . . . . Lindab International AB . . . . . . . . . . . . . . . . . . . . Loomis AB - Class B . . . . . . . . . . . . . . . . . . . . . . . Medivir AB - B Shares (b) . . . . . . . . . . . . . . . . . . . Mekonomen AB . . . . . . . . . . . . . . . . . . . . . . . . . Modern Times Group MTG AB - B Shares . . . . . . . MQ Holding AB . . . . . . . . . . . . . . . . . . . . . . . . . Mycronic AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . NCC AB - B Shares . . . . . . . . . . . . . . . . . . . . . . . Nederman Holding AB . . . . . . . . . . . . . . . . . . . . Net Insight AB - Class B (b) . . . . . . . . . . . . . . . . . . NetEnt AB (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . New Wave Group AB - B Shares . . . . . . . . . . . . . Nibe Industrier AB - B Shares . . . . . . . . . . . . . . . . Nobia AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nolato AB - B Shares . . . . . . . . . . . . . . . . . . . . . . Nordnet AB - B Shares . . . . . . . . . . . . . . . . . . . . . OEM International AB - B Shares . . . . . . . . . . . . . . Peab AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pricer AB - B Shares . . . . . . . . . . . . . . . . . . . . . . . Proact IT Group AB . . . . . . . . . . . . . . . . . . . . . . . Ratos AB - B Shares . . . . . . . . . . . . . . . . . . . . . . . Recipharm AB - B Shares . . . . . . . . . . . . . . . . . . . Rezidor Hotel Group AB . . . . . . . . . . . . . . . . . . . Saab AB - Class B . . . . . . . . . . . . . . . . . . . . . . . . Sagax AB - Class B . . . . . . . . . . . . . . . . . . . . . . . SAS AB (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Scandi Standard AB . . . . . . . . . . . . . . . . . . . . . . Sectra AB - B Shares . . . . . . . . . . . . . . . . . . . . . . Semcon AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . SkiStar AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . SSAB AB (Helsinki Exchange) - A Shares (b) . . . . . . SSAB AB (Helsinki Exchange) - B Shares (b) . . . . . . SSAB AB (Stockholm Exchange) - A Shares (b) . . . . SSAB AB (Stockholm Exchange) - B Shares (b) . . . . Sweco AB - B Shares . . . . . . . . . . . . . . . . . . . . . .

223,372 $ 48,889 6,390 323 12,816 17,698 14,975 23,043 709 2,616 15,352 15,492 26,721 21,993 3,779 23,748 29,980 7,514 114,185 9,489 47,047 24,681 21,316 25,196 10,470 9,225 9,830 9,112 38,874 9,031 932 143,837 45,991 15,773 60,765 43,387 9,452 33,249 498 53,219 32,212 4,203 40,725 2,485 37,700 17,125 14,540 41,924 3,533 4,644 5,540 9,076 27,650 156,539 54,482 112,731 29,847

Value

Security Description

9,893 890,875 170,870 8,578 59,146 248,516 162,250 163,788 22,850 25,157 546,556 268,196 573,189 709,005 51,075 648,428 152,607 6,212 141,949 88,488 343,942 242,941 209,243 777,914 85,086 179,579 251,604 35,983 484,923 236,478 22,486 118,062 420,504 93,257 540,470 411,669 289,660 109,202 8,548 458,678 35,282 69,561 193,275 40,553 163,764 609,297 154,605 83,522 26,227 77,952 30,331 146,502 80,640 381,557 158,590 274,623 614,816

Sweden—(Continued) Systemair AB . . . . . . . . . . . . . . . . . . . . . . . . . . . Thule Group AB . . . . . . . . . . . . . . . . . . . . . . . . . Transcom Worldwide AB . . . . . . . . . . . . . . . . . . . Victoria Park AB - B Shares . . . . . . . . . . . . . . . . . . Vitrolife AB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wallenstam AB - B Shares . . . . . . . . . . . . . . . . . . Wihlborgs Fastigheter AB . . . . . . . . . . . . . . . . . . .

Shares

4,286 $ 1,584 1,837 4,080 4,321 64,604 28,117

Value

59,328 27,036 13,329 11,634 274,015 544,877 597,785 22,915,877

Switzerland—5.3% AFG Arbonia-Forster Holding AG (b) . . . . . . . . . . . Allreal Holding AG (b) . . . . . . . . . . . . . . . . . . . . . APG SGA S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . Aryzta AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Ascom Holding AG . . . . . . . . . . . . . . . . . . . . . . . Autoneum Holding AG . . . . . . . . . . . . . . . . . . . . Bachem Holding AG - Class B . . . . . . . . . . . . . . . Baloise Holding AG . . . . . . . . . . . . . . . . . . . . . . . Bank Coop AG . . . . . . . . . . . . . . . . . . . . . . . . . . Banque Cantonale de Geneve . . . . . . . . . . . . . . . Banque Cantonale Vaudoise . . . . . . . . . . . . . . . . Basler Kantonalbank . . . . . . . . . . . . . . . . . . . . . . Belimo Holding AG . . . . . . . . . . . . . . . . . . . . . . . Bell AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bellevue Group AG . . . . . . . . . . . . . . . . . . . . . . . Berner Kantonalbank AG . . . . . . . . . . . . . . . . . . . BFW Liegenschaften AG (b) . . . . . . . . . . . . . . . . . BKW AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bobst Group S.A. . . . . . . . . . . . . . . . . . . . . . . . . Bossard Holding AG - Class A (b) . . . . . . . . . . . . . Bucher Industries AG . . . . . . . . . . . . . . . . . . . . . . Burckhardt Compression Holding AG . . . . . . . . . . Burkhalter Holding AG . . . . . . . . . . . . . . . . . . . . . Calida Holding AG (b) . . . . . . . . . . . . . . . . . . . . Carlo Gavazzi Holding AG . . . . . . . . . . . . . . . . . Cembra Money Bank AG (b) . . . . . . . . . . . . . . . . Cham Paper Holding AG (b) . . . . . . . . . . . . . . . . Charles Voegele Holding AG (b) . . . . . . . . . . . . . Cicor Technologies (b) . . . . . . . . . . . . . . . . . . . . . Cie Financiere Tradition S.A. . . . . . . . . . . . . . . . . Clariant AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Coltene Holding AG . . . . . . . . . . . . . . . . . . . . . . Conzzeta AG . . . . . . . . . . . . . . . . . . . . . . . . . . . Daetwyler Holding AG . . . . . . . . . . . . . . . . . . . . DKSH Holding AG . . . . . . . . . . . . . . . . . . . . . . . dorma+kaba Holding AG - Class B (b) . . . . . . . . . Edmond de Rothschild Suisse S.A. . . . . . . . . . . . . . EFG International AG (b) . . . . . . . . . . . . . . . . . . . Emmi AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Energiedienst Holding AG . . . . . . . . . . . . . . . . . . Feintool International Holding AG (b) . . . . . . . . . . Fenix Outdoor International AG . . . . . . . . . . . . . . FIH Mobile, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Flughafen Zuerich AG . . . . . . . . . . . . . . . . . . . . . Forbo Holding AG (b) . . . . . . . . . . . . . . . . . . . . . GAM Holding AG (b) . . . . . . . . . . . . . . . . . . . . .

MSF-121

10,560 3,866 494 1,533 14,174 1,585 1,074 10,261 2,772 375 739 130 215 560 3,322 1,950 528 4,798 5,636 2,245 2,741 1,211 1,441 2,002 48 1,885 113 4,263 644 557 41,461 1,326 292 3,063 745 1,194 3 20,307 1,190 3,017 684 384 110,000 7,945 549 68,723

164,460 586,848 209,626 68,026 255,322 445,399 101,043 1,241,037 118,819 114,270 484,306 9,059 708,704 245,237 49,283 371,333 21,395 230,099 314,367 295,559 685,911 343,106 194,499 65,840 11,759 147,708 37,822 27,893 16,572 43,833 712,789 95,618 201,379 441,400 54,753 883,671 41,730 99,534 813,953 75,137 81,672 27,295 36,319 1,550,932 738,028 655,032

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Value

Security Description

Switzerland—(Continued) Gategroup Holding AG (b) . . . . . . . . . . . . . . . . . Georg Fischer AG . . . . . . . . . . . . . . . . . . . . . . . . Gurit Holding AG (b) . . . . . . . . . . . . . . . . . . . . . . Helvetia Holding AG . . . . . . . . . . . . . . . . . . . . . . Hiag Immobilien Holding AG (b) . . . . . . . . . . . . . Highlight Communications AG (b) . . . . . . . . . . . . . HOCHDORF Holding AG (b) . . . . . . . . . . . . . . . . Huber & Suhner AG . . . . . . . . . . . . . . . . . . . . . . Implenia AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . Inficon Holding AG (b) . . . . . . . . . . . . . . . . . . . . . Interroll Holding AG . . . . . . . . . . . . . . . . . . . . . . Intershop Holding AG . . . . . . . . . . . . . . . . . . . . . Jungfraubahn Holding AG . . . . . . . . . . . . . . . . . . Kardex AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Komax Holding AG . . . . . . . . . . . . . . . . . . . . . . . Kudelski S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . LEM Holding S.A. . . . . . . . . . . . . . . . . . . . . . . . . Liechtensteinische Landesbank AG . . . . . . . . . . . . Logitech International S.A. . . . . . . . . . . . . . . . . . . Luzerner Kantonalbank AG (b) . . . . . . . . . . . . . . . MCH Group AG . . . . . . . . . . . . . . . . . . . . . . . . . Metall Zug AG - B Shares . . . . . . . . . . . . . . . . . . . Meyer Burger Technology AG (b) . . . . . . . . . . . . . Mikron Holding AG (b) . . . . . . . . . . . . . . . . . . . . Mobilezone Holding AG . . . . . . . . . . . . . . . . . . . Mobimo Holding AG (b) . . . . . . . . . . . . . . . . . . . OC Oerlikon Corp. AG (b) . . . . . . . . . . . . . . . . . Orascom Development Holding AG (b) . . . . . . . . . Orell Fuessli Holding AG . . . . . . . . . . . . . . . . . . . Oriflame Holding AG (b) . . . . . . . . . . . . . . . . . . . Orior AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Panalpina Welttransport Holding AG . . . . . . . . . . Phoenix Mecano AG . . . . . . . . . . . . . . . . . . . . . . Plazza AG - Class A . . . . . . . . . . . . . . . . . . . . . . PSP Swiss Property AG . . . . . . . . . . . . . . . . . . . . Rieter Holding AG (b) . . . . . . . . . . . . . . . . . . . . . Romande Energie Holding S.A. . . . . . . . . . . . . . . Schaffner Holding AG (b) . . . . . . . . . . . . . . . . . . . Schmolz & Bickenbach AG (b) . . . . . . . . . . . . . . . Schweiter Technologies AG . . . . . . . . . . . . . . . . . Siegfried Holding AG (b) . . . . . . . . . . . . . . . . . . . St. Galler Kantonalbank AG . . . . . . . . . . . . . . . . . Straumann Holding AG . . . . . . . . . . . . . . . . . . . . Sulzer AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Swiss Prime Site AG (b) . . . . . . . . . . . . . . . . . . . . Swissquote Group Holding S.A. (b) . . . . . . . . . . . . Tamedia AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tecan Group AG . . . . . . . . . . . . . . . . . . . . . . . . Temenos Group AG (b) . . . . . . . . . . . . . . . . . . . . U-Blox Holding AG (b) . . . . . . . . . . . . . . . . . . . . . Valiant Holding AG . . . . . . . . . . . . . . . . . . . . . . . Valora Holding AG . . . . . . . . . . . . . . . . . . . . . . . Vaudoise Assurances Holding S.A. . . . . . . . . . . . . Vetropack Holding AG . . . . . . . . . . . . . . . . . . . . Von Roll Holding AG (b) . . . . . . . . . . . . . . . . . . . Vontobel Holding AG . . . . . . . . . . . . . . . . . . . . . VZ Holding AG . . . . . . . . . . . . . . . . . . . . . . . . . .

10,889 $ 1,469 292 2,402 134 7,829 117 5,559 7,306 688 253 441 85 2,548 1,399 13,221 279 2,973 59,506 1,489 831 66 24,493 474 10,014 3,098 74,629 5,250 428 4,387 2,240 2,641 337 292 9,560 1,437 111 238 161,565 381 1,665 1,175 3,005 2,848 7,387 3,968 904 2,995 22,137 2,430 5,102 1,316 501 88 7,038 9,780 86

591,195 1,285,437 266,001 1,210,890 14,425 46,073 31,734 370,791 516,591 263,312 282,037 226,969 8,317 244,888 342,586 246,320 315,899 119,348 1,335,015 613,118 58,294 214,821 83,463 3,215 146,886 788,433 745,138 33,309 54,640 160,879 189,760 368,389 174,826 70,633 911,178 291,837 133,542 58,796 109,761 441,199 363,894 459,725 1,174,626 297,422 647,836 112,434 148,883 525,320 1,394,528 524,079 468,919 375,226 253,723 146,017 4,857 486,232 24,082

Switzerland—(Continued) Walliser Kantonalbank . . . . . . . . . . . . . . . . . . . . Walter Meier AG . . . . . . . . . . . . . . . . . . . . . . . . Warteck Invest AG . . . . . . . . . . . . . . . . . . . . . . . Ypsomed Holding AG (b) . . . . . . . . . . . . . . . . . . . Zehnder Group AG (b) . . . . . . . . . . . . . . . . . . . . Zug Estates Holding AG - B Shares (b) . . . . . . . . . . Zuger Kantonalbank AG . . . . . . . . . . . . . . . . . . .

Shares

1,160 $ 872 15 1,609 4,642 83 68

Value

91,240 31,505 28,694 329,433 206,418 144,118 346,230 36,073,763

United Arab Emirates—0.0% Lamprell plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . .

100,553

90,011

United Kingdom—15.7% 4imprint Group plc . . . . . . . . . . . . . . . . . . . . . . . 888 Holdings plc . . . . . . . . . . . . . . . . . . . . . . . . A.G.Barr plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . AA plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Aberdeen Asset Management plc . . . . . . . . . . . . . Acacia Mining plc . . . . . . . . . . . . . . . . . . . . . . . . Acal plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Afren plc (a) (b) (c) . . . . . . . . . . . . . . . . . . . . . . . Aggreko plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Air Partner plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Amec Foster Wheeler plc . . . . . . . . . . . . . . . . . . . Anglo Pacific Group plc . . . . . . . . . . . . . . . . . . . . Anglo-Eastern Plantations plc . . . . . . . . . . . . . . . . Arrow Global Group plc . . . . . . . . . . . . . . . . . . . Ashmore Group plc . . . . . . . . . . . . . . . . . . . . . . . Atrium European Real Estate, Ltd. . . . . . . . . . . . . . Auto Trader Group plc . . . . . . . . . . . . . . . . . . . . . AVEVA Group plc . . . . . . . . . . . . . . . . . . . . . . . . Avon Rubber plc . . . . . . . . . . . . . . . . . . . . . . . . . Balfour Beatty plc (b) . . . . . . . . . . . . . . . . . . . . . . BBA Aviation plc . . . . . . . . . . . . . . . . . . . . . . . . . Beazley plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bellway plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Berendsen plc . . . . . . . . . . . . . . . . . . . . . . . . . . . BGEO Group plc . . . . . . . . . . . . . . . . . . . . . . . . Bioquell plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Bloomsbury Publishing plc . . . . . . . . . . . . . . . . . . Bodycote plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Booker Group plc . . . . . . . . . . . . . . . . . . . . . . . . Bovis Homes Group plc . . . . . . . . . . . . . . . . . . . . Braemar Shipping Services plc . . . . . . . . . . . . . . . Brammer plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Brewin Dolphin Holdings plc . . . . . . . . . . . . . . . . Britvic plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BTG plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cairn Energy plc (b) . . . . . . . . . . . . . . . . . . . . . . Cape plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Capital & Counties Properties plc . . . . . . . . . . . . . Carclo plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Carillion plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Carr’s Group plc . . . . . . . . . . . . . . . . . . . . . . . . . Castings plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Centamin plc . . . . . . . . . . . . . . . . . . . . . . . . . . .

6,953 43,367 43,047 16,440 24,859 56,954 17,866 251,096 26,887 992 99,456 35,633 4,252 27,741 105,606 114,274 132,873 4,501 10,973 272,534 419,362 227,019 55,252 63,707 6,261 2,500 25,349 101,186 440,978 60,601 7,120 36,027 136,293 71,540 51,257 234,247 51,292 46,906 16,990 169,977 15,540 1,484 342,133

157,926 124,566 286,526 63,010 104,930 366,838 63,537 0 332,327 6,249 740,656 50,972 27,091 106,026 483,379 509,557 698,365 116,570 143,702 986,966 1,358,508 1,140,390 1,699,581 1,027,993 236,048 4,261 50,598 770,135 1,017,401 687,295 31,816 56,098 466,019 559,141 421,209 570,804 138,781 175,096 29,435 546,710 28,559 8,336 656,342

MSF-122

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Value

Security Description

Shares

Value

United Kingdom—(Continued) Centaur Media plc . . . . . . . . . . . . . . . . . . . . . . . Chemring Group plc (b) . . . . . . . . . . . . . . . . . . . . Chesnara plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Cineworld Group plc . . . . . . . . . . . . . . . . . . . . . . Clarkson plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Close Brothers Group plc . . . . . . . . . . . . . . . . . . . CLS Holdings plc (b) . . . . . . . . . . . . . . . . . . . . . . Cobham plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Communisis plc . . . . . . . . . . . . . . . . . . . . . . . . . . Computacenter plc . . . . . . . . . . . . . . . . . . . . . . . Connect Group plc . . . . . . . . . . . . . . . . . . . . . . . Consort Medical plc . . . . . . . . . . . . . . . . . . . . . . Costain Group plc . . . . . . . . . . . . . . . . . . . . . . . . Countrywide plc . . . . . . . . . . . . . . . . . . . . . . . . . Cranswick plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Crest Nicholson Holdings plc . . . . . . . . . . . . . . . . Creston plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Daejan Holdings plc . . . . . . . . . . . . . . . . . . . . . . Daily Mail & General Trust plc - Class A . . . . . . . . Dairy Crest Group plc . . . . . . . . . . . . . . . . . . . . . De La Rue plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Debenhams plc . . . . . . . . . . . . . . . . . . . . . . . . . . Dechra Pharmaceuticals plc . . . . . . . . . . . . . . . . . Devro plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dialight plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Dignity plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Diploma plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Domino’s Pizza Group plc . . . . . . . . . . . . . . . . . . Drax Group plc . . . . . . . . . . . . . . . . . . . . . . . . . . DS Smith plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dunelm Group plc . . . . . . . . . . . . . . . . . . . . . . . . E2V Technologies plc . . . . . . . . . . . . . . . . . . . . . Electrocomponents plc . . . . . . . . . . . . . . . . . . . . . Elementis plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . EnQuest plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Enterprise Inns plc (b) . . . . . . . . . . . . . . . . . . . . . Essentra plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Euromoney Institutional Investor plc . . . . . . . . . . . . Evraz plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fenner plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ferrexpo plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . Fidessa Group plc . . . . . . . . . . . . . . . . . . . . . . . . Findel plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Firstgroup plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . Foxtons Group plc . . . . . . . . . . . . . . . . . . . . . . . . Fuller Smith & Turner plc - Class A . . . . . . . . . . . . . G4S plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Galliford Try plc . . . . . . . . . . . . . . . . . . . . . . . . . Gem Diamonds, Ltd. . . . . . . . . . . . . . . . . . . . . . . Genus plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Go-Ahead Group plc . . . . . . . . . . . . . . . . . . . . . . Grainger plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Greene King plc . . . . . . . . . . . . . . . . . . . . . . . . . Greggs plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Halfords Group plc . . . . . . . . . . . . . . . . . . . . . . . Halma plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hansard Global plc . . . . . . . . . . . . . . . . . . . . . . .

92,526 $ 123,138 56,561 70,599 4,101 58,401 1,447 545,934 57,478 33,426 113,354 23,287 21,151 2,910 22,242 18,352 5,272 670 83,431 61,577 29,428 426,182 29,807 61,396 3,360 22,395 38,305 147,744 137,597 336,909 12,749 74,152 174,930 171,004 429,925 256,620 78,989 14,736 60,200 78,996 36,701 14,501 17,439 412,049 51,116 7,667 27,804 39,495 35,552 26,031 12,021 49,592 121,167 41,552 99,977 135,194 2,566

51,569 224,644 242,295 529,754 111,264 1,036,080 29,421 1,187,884 27,379 307,632 222,232 326,607 98,723 8,174 674,078 107,299 6,696 48,519 805,095 517,188 226,659 307,862 538,176 189,198 30,442 813,399 436,415 714,814 544,669 1,678,178 140,726 230,429 769,670 482,968 149,376 309,335 497,474 211,820 125,459 204,774 35,296 452,164 48,582 564,131 66,532 104,182 82,095 678,629 56,835 657,226 316,026 148,074 1,217,257 546,116 454,325 1,838,180 3,743

United Kingdom—(Continued) Hays plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Headlam Group plc . . . . . . . . . . . . . . . . . . . . . . . Helical plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Henderson Group plc . . . . . . . . . . . . . . . . . . . . . Henry Boot plc . . . . . . . . . . . . . . . . . . . . . . . . . . Hill & Smith Holdings plc . . . . . . . . . . . . . . . . . . . Hilton Food Group plc . . . . . . . . . . . . . . . . . . . . . Hiscox, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hochschild Mining plc . . . . . . . . . . . . . . . . . . . . . Hogg Robinson Group plc . . . . . . . . . . . . . . . . . . HomeServe plc . . . . . . . . . . . . . . . . . . . . . . . . . . Howden Joinery Group plc . . . . . . . . . . . . . . . . . . Hunting plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Huntsworth plc . . . . . . . . . . . . . . . . . . . . . . . . . . ICAP plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IG Group Holdings plc . . . . . . . . . . . . . . . . . . . . Imagination Technologies Group plc (b) . . . . . . . . . IMI plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Inchcape plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Indivior plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Informa plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Intermediate Capital Group plc . . . . . . . . . . . . . . . International Personal Finance plc . . . . . . . . . . . . . Interserve plc . . . . . . . . . . . . . . . . . . . . . . . . . . . IP Group plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . ITE Group plc . . . . . . . . . . . . . . . . . . . . . . . . . . . J Sainsbury plc . . . . . . . . . . . . . . . . . . . . . . . . . . James Fisher & Sons plc . . . . . . . . . . . . . . . . . . . . Jardine Lloyd Thompson Group plc . . . . . . . . . . . . JD Sports Fashion plc . . . . . . . . . . . . . . . . . . . . . . JD Wetherspoon plc . . . . . . . . . . . . . . . . . . . . . . John Menzies plc . . . . . . . . . . . . . . . . . . . . . . . . John Wood Group plc . . . . . . . . . . . . . . . . . . . . . Jupiter Fund Management plc . . . . . . . . . . . . . . . . KAZ Minerals plc (b) . . . . . . . . . . . . . . . . . . . . . . Kcom Group plc . . . . . . . . . . . . . . . . . . . . . . . . . Keller Group plc . . . . . . . . . . . . . . . . . . . . . . . . . Kier Group plc . . . . . . . . . . . . . . . . . . . . . . . . . . Ladbrokes plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Laird plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Lancashire Holdings, Ltd. . . . . . . . . . . . . . . . . . . . Laura Ashley Holdings plc . . . . . . . . . . . . . . . . . . Lavendon Group plc . . . . . . . . . . . . . . . . . . . . . . Lonmin plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Lookers plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Low & Bonar plc . . . . . . . . . . . . . . . . . . . . . . . . . LSL Property Services plc . . . . . . . . . . . . . . . . . . . Man Group plc . . . . . . . . . . . . . . . . . . . . . . . . . . Marshalls plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Marston’s plc . . . . . . . . . . . . . . . . . . . . . . . . . . . McBride plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . . McColl’s Retail Group plc . . . . . . . . . . . . . . . . . . Mears Group plc . . . . . . . . . . . . . . . . . . . . . . . . . Meggitt plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Melrose Industries plc . . . . . . . . . . . . . . . . . . . . . Micro Focus International plc . . . . . . . . . . . . . . . . Millennium & Copthorne Hotels plc . . . . . . . . . . . .

439,356 $ 56,817 63,391 414,124 1,476 46,114 1,888 106,215 74,658 72,262 112,845 194,200 52,837 31,310 200,242 127,101 46,403 16,795 161,511 125,255 48,781 26,473 79,366 69,361 139,902 58,016 127,854 20,005 46,166 33,766 38,521 14,551 122,821 111,316 44,157 240,465 25,571 26,579 312,983 150,399 67,933 25,157 44,306 12,029 131,372 37,972 11,741 598,620 63,336 328,476 87,417 6,996 41,542 11,991 718,835 55,820 72,551

739,269 363,767 221,879 1,245,298 3,769 677,799 15,098 1,434,527 279,784 68,882 840,664 1,086,761 314,082 17,451 1,209,732 1,434,902 148,439 233,494 1,378,520 498,056 450,659 202,446 267,462 330,840 304,770 122,196 407,081 422,217 605,561 644,890 470,082 109,986 1,209,593 613,776 126,682 361,393 291,399 453,007 567,942 617,411 589,823 7,011 77,527 31,211 194,968 30,536 32,491 873,664 234,129 623,977 212,549 15,710 247,377 70,104 1,626,848 1,590,276 409,061

MSF-123

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Value

United Kingdom—(Continued) Mitchells & Butlers plc . . . . . . . . . . . . . . . . . . . . . Mitie Group plc . . . . . . . . . . . . . . . . . . . . . . . . . Moneysupermarket.com Group plc . . . . . . . . . . . . Morgan Advanced Materials plc . . . . . . . . . . . . . . Morgan Sindall Group plc . . . . . . . . . . . . . . . . . . Mothercare plc (b) . . . . . . . . . . . . . . . . . . . . . . . . N Brown Group plc . . . . . . . . . . . . . . . . . . . . . . . National Express Group plc . . . . . . . . . . . . . . . . . NCC Group plc . . . . . . . . . . . . . . . . . . . . . . . . . New World Resources plc - A Shares (a) (b) (c) . . . Northgate plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Novae Group plc . . . . . . . . . . . . . . . . . . . . . . . . OneSavings Bank plc . . . . . . . . . . . . . . . . . . . . . Ophir Energy plc (b) . . . . . . . . . . . . . . . . . . . . . . Oxford Instruments plc . . . . . . . . . . . . . . . . . . . . . Pagegroup plc . . . . . . . . . . . . . . . . . . . . . . . . . . PayPoint plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pendragon plc . . . . . . . . . . . . . . . . . . . . . . . . . . Pennon Group plc . . . . . . . . . . . . . . . . . . . . . . . . Petra Diamonds, Ltd. . . . . . . . . . . . . . . . . . . . . . . Petrofac, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Petropavlovsk plc (b) . . . . . . . . . . . . . . . . . . . . . . Phoenix Group Holdings . . . . . . . . . . . . . . . . . . . Photo-Me International plc . . . . . . . . . . . . . . . . . . Playtech plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Porvair plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Premier Farnell plc . . . . . . . . . . . . . . . . . . . . . . . . Premier Foods plc (b) . . . . . . . . . . . . . . . . . . . . . . Premier Oil plc (b) . . . . . . . . . . . . . . . . . . . . . . . . Provident Financial plc . . . . . . . . . . . . . . . . . . . . . Punch Taverns plc (b) . . . . . . . . . . . . . . . . . . . . . . PZ Cussons plc . . . . . . . . . . . . . . . . . . . . . . . . . . QinetiQ Group plc . . . . . . . . . . . . . . . . . . . . . . . Rank Group plc . . . . . . . . . . . . . . . . . . . . . . . . . . Rathbone Brothers plc . . . . . . . . . . . . . . . . . . . . . Raven Russia, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . REA Holdings plc (b) . . . . . . . . . . . . . . . . . . . . . . Redrow plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Regus plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Renishaw plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Renold plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Rentokil Initial plc . . . . . . . . . . . . . . . . . . . . . . . . Restaurant Group plc (The) . . . . . . . . . . . . . . . . . . Ricardo plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rightmove plc . . . . . . . . . . . . . . . . . . . . . . . . . . . RM plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Robert Walters plc . . . . . . . . . . . . . . . . . . . . . . . . Rotork plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . RPC Group plc . . . . . . . . . . . . . . . . . . . . . . . . . . RPS Group plc . . . . . . . . . . . . . . . . . . . . . . . . . . Savills plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . SDL plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Senior plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sepura plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Serco Group plc (b) . . . . . . . . . . . . . . . . . . . . . . . Severfield plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Shanks Group plc . . . . . . . . . . . . . . . . . . . . . . . .

67,625 $ 137,149 143,669 113,848 17,569 51,119 73,957 225,819 76,130 11,898 48,315 22,502 6,910 122,457 13,946 84,971 19,490 345,188 139,688 172,115 30,916 68,962 51,559 27,274 58,243 2,554 101,808 334,879 172,107 9,022 16,132 102,110 183,469 29,633 21,429 80,649 1,120 150,678 206,169 17,538 64,766 576,032 58,755 13,452 30,801 43,283 14,599 286,300 142,285 100,537 62,765 33,826 166,890 11,245 29,745 100,890 160,917

240,868 341,340 559,554 428,149 168,427 78,449 182,251 1,007,749 345,958 26 270,550 223,417 22,722 122,328 114,620 370,944 260,727 134,225 1,613,537 289,576 357,240 6,141 586,630 54,844 686,974 13,205 242,803 228,963 152,807 353,821 22,112 481,224 563,118 78,990 508,286 39,858 3,667 781,205 695,745 599,439 33,071 1,659,744 293,195 168,275 1,685,536 80,996 68,108 783,791 1,770,457 225,072 583,168 203,983 495,576 2,474 50,390 77,482 227,462

Security Description

Shares

Value

United Kingdom—(Continued) SIG plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Soco International plc . . . . . . . . . . . . . . . . . . . . . Spectris plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Speedy Hire plc . . . . . . . . . . . . . . . . . . . . . . . . . Spirax-Sarco Engineering plc . . . . . . . . . . . . . . . . Spirent Communications plc . . . . . . . . . . . . . . . . . Sportech plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . St. Ives plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . St. Modwen Properties plc . . . . . . . . . . . . . . . . . . Stagecoach Group plc . . . . . . . . . . . . . . . . . . . . . Stallergenes Greer plc (b) . . . . . . . . . . . . . . . . . . SThree plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stobart Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . SuperGroup plc . . . . . . . . . . . . . . . . . . . . . . . . . Synthomer plc . . . . . . . . . . . . . . . . . . . . . . . . . . . TalkTalk Telecom Group plc . . . . . . . . . . . . . . . . . Tate & Lyle plc . . . . . . . . . . . . . . . . . . . . . . . . . . Ted Baker plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Telecom Plus plc . . . . . . . . . . . . . . . . . . . . . . . . . Thomas Cook Group plc (b) . . . . . . . . . . . . . . . . . Topps Tiles plc . . . . . . . . . . . . . . . . . . . . . . . . . . Tribal Group plc (b) . . . . . . . . . . . . . . . . . . . . . . . Trifast plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Trinity Mirror plc . . . . . . . . . . . . . . . . . . . . . . . . . TT electronics plc . . . . . . . . . . . . . . . . . . . . . . . . . Tullett Prebon plc . . . . . . . . . . . . . . . . . . . . . . . . . Tullow Oil plc (b) . . . . . . . . . . . . . . . . . . . . . . . . U & I Group plc . . . . . . . . . . . . . . . . . . . . . . . . . UBM plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ultra Electronics Holdings plc . . . . . . . . . . . . . . . . UNITE Group plc (The) . . . . . . . . . . . . . . . . . . . . . Vectura Group plc (b) . . . . . . . . . . . . . . . . . . . . . Vedanta Resources plc . . . . . . . . . . . . . . . . . . . . . Vesuvius plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Victrex plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Vitec Group plc (The) . . . . . . . . . . . . . . . . . . . . . . Volex plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Vp plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Weir Group plc (The) . . . . . . . . . . . . . . . . . . . . . WH Smith plc . . . . . . . . . . . . . . . . . . . . . . . . . . . William Hill plc . . . . . . . . . . . . . . . . . . . . . . . . . . Wincanton plc . . . . . . . . . . . . . . . . . . . . . . . . . . Wireless Group plc . . . . . . . . . . . . . . . . . . . . . . . WS Atkins plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Xaar plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . XP Power, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Zeal Network SE . . . . . . . . . . . . . . . . . . . . . . . . .

252,797 $ 50,968 44,465 205,988 22,020 240,086 20,264 36,663 94,644 127,734 569 33,106 12,441 18,185 102,899 151,305 139,162 8,336 21,749 438,591 83,374 21,793 6,100 174,518 79,682 109,940 283,543 54,856 98,172 27,882 97,058 245,376 28,343 97,752 29,970 10,351 20,438 1,199 18,886 53,179 315,264 37,122 38,815 34,945 18,088 3,554 1,934

381,072 89,349 1,134,223 95,573 1,284,265 255,188 21,382 63,102 361,019 349,723 18,025 106,739 26,889 354,552 492,411 396,150 1,352,185 266,228 311,805 393,388 121,303 15,854 11,860 206,409 144,936 475,376 930,955 125,127 907,773 640,795 798,212 440,133 213,859 445,073 609,099 81,687 11,195 10,903 415,204 1,061,466 1,243,050 98,515 157,958 719,721 117,224 76,238 68,380 106,685,188

United States—0.0% Diebold, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Performance Sports Group, Ltd. (b) . . . . . . . . . . . .

4,495 1,854

110,856 7,532 118,388

Total Common Stocks (Cost $569,948,652) . . . . . . . . . . . . . . . . . . .

MSF-124

676,967,996

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Preferred Stocks—0.2%

Security Description Germany—0.2% Biotest AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . FUCHS Petrolub SE . . . . . . . . . . . . . . . . . . . . . . . Jungheinrich AG . . . . . . . . . . . . . . . . . . . . . . . . . Sartorius AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sixt SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sto SE & Co. KGaA . . . . . . . . . . . . . . . . . . . . . . .

Shares/ Principal Amount*

3,558 $ 10,262 13,710 3,540 554 102

Total Preferred Stocks (Cost $995,352) . . . . . . . . . . . . . . . . . . . . . . .

Value

Security Description

51,249 468,459 463,726 294,626 23,830 12,714 1,314,604

Warrants—0.0% Hong Kong—0.0% Cheuk Nang Holdings, Ltd. (b) . . . . . . . . . . . . . . .

2,584

650

Singapore—0.0% Ezion Holdings, Ltd. (b) . . . . . . . . . . . . . . . . . . . .

88,393

3,435

Total Warrants (Cost $0) . . . . . . . . . . . . . . . . . . . . . . . . . . . .

4,085

Rights—0.0% Australia—0.0% Centrebet International, Ltd. (Litigation Units), Expires 07/29/16 (b) (c) . . . . . . . . . . . . . . . . . Troy Resources, Ltd., Expires 10/04/16 (b) . . . . . .

9,600 14,690

0 0 0

Austria—0.0% Intercell AG (a) (b) (c) . . . . . . . . . . . . . . . . . . . . .

24,163

0

Norway—0.0% Solstad Offshore ASA, Expires 09/19/16 (b) (c) . .

803

301

United Kingdom—0.0% Fortune Oil CVR (a) (b) . . . . . . . . . . . . . . . . . . . .

575,627

0

Total Rights (Cost $0) . . . . . . . . . . . . . . . . . . . . . . . . . . . .

301

Securities Lending Reinvestments (e)—2.2% Certificates of Deposit—0.1% Bank of Montreal 0.500%, 10/24/16 . . . . . . . . . . . . . . . . . . . . DZ Bank AG 0.950%, 01/03/17 . . . . . . . . . . . . . . . . . . . . KBC Bank NV 1.000%, 01/04/17 . . . . . . . . . . . . . . . . . . . .

200,000

200,000

200,000

200,000

200,000

200,000 600,000

Money Market Fund—0.0% State Street Navigator Securities Lending MET Portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

9,740

Repurchase Agreements—2.0% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $1,200,093 on 10/03/16, collateralized by $1,134,018 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 $1,224,000. . . . . . . . . . . . . . . . . . . . Deutsche Bank AG, London Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $1,200,083 on 10/03/16, collateralized by $1,178,068 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 $1,224,001. . . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . HSBC Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $1,500,056 on 10/03/16, collateralized by $1,183,200 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $1,530,021. . . . . . . . . . . . . . . . . . . . Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $1,800,148 on 10/03/16, collateralized by $1,718,422 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 $1,836,768. . . . . . . . . . . . . . . . . . . Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $771,863 on 10/03/16, collateralized by $637,676 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 $787,269. . . . . . . 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. . . . . .

9,740

MSF-125

Principal Amount*

Value

1,200,000 $

1,200,000

1,200,000

1,200,000

1,000,000

1,000,000

1,500,000

1,500,000

1,800,000

1,800,000

771,832

771,832

2,500,000

2,500,000

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (e)—(Continued)

Security Description

* (a)

Principal Amount*

Value

Nomura Securities Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $300,022 on 10/04/16, collateralized by $288,532 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 $306,000. . . . . . . . . . . . . . . . . . . . . . . . . . . . 300,000 $ 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 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

(b) (c) (d)

300,000 (e) (f)

2,000,000

Ten Largest Industries as of September 30, 2016 (Unaudited)

1,500,000 13,771,832

Time Deposits—0.1% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . . . Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . . . Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . . .

90,318

90,318

200,000

200,000

200,000

Principal amount stated in U.S. dollars unless otherwise noted. 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. Non-income producing security. Illiquid security. As of September 30, 2016, these securities represent 0.1% of net assets. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $11,776,679 and the collateral received consisted of cash in the amount of $14,471,890. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. Represents investment of cash collateral received from securities on loan as of September 30, 2016. As of September 30, 2016, the aggregate cost of investments was $585,815,894. The aggregate unrealized appreciation and depreciation of investments were $205,109,758 and $(97,766,776), respectively, resulting in net unrealized appreciation of $107,342,982.

Machinery . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Metals & Mining . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Real Estate Management & Development . . . . . . . . . . . . . . . . Food Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Banks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chemicals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Construction & Engineering . . . . . . . . . . . . . . . . . . . . . . . . . . Hotels, Restaurants & Leisure . . . . . . . . . . . . . . . . . . . . . . . . . Media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Capital Markets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

% of Net Assets 5.9 5.1 4.3 4.0 3.9 3.7 3.7 3.4 3.0 2.9

200,000 490,318

Total Securities Lending Reinvestments (Cost $14,871,890) . . . . . . . . . . . . . . . . . . . .

14,871,890

Total Investments—101.7% (Cost $585,815,894) (f) . . . . . . . . . . . . . . . . . Other assets and liabilities (net)—(1.7)% . . . . . . . .

693,158,876 (11,443,685)

Net Assets—100.0% . . . . . . . . . . . . . . . . . . .

$681,715,191

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.

MSF-126

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) 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

54,225 — 1,052,566 — 54,436,704 — — — 413,045 — 450,586 — — 19,780 — — — — — — — — — — — 144,211 — — — — — 118,388 56,689,505 — 4,085

$ 46,978,550 7,440,383 11,975,817 302,636 25,544 92,794 15,056,192 19,825,596 32,937,652 42,305,537 20,745,396 5,444,142 602,809 5,348,382 23,568,388 165,313,649 37,832 137,587 75,612 722,045 15,927,480 9,584,863 5,858,914 20,025 2,072,219 7,603,665 14,355,505 22,915,877 36,073,763 90,011 106,685,162 — 620,124,027 1,314,604 —

$ 56,811 83 — — 804 — — 1,837 — — 15,093 — — — 0 58,309 — — — — 0 — — — 0 21,501 0 — — — 26 — 154,464 — —

$ 47,089,586 7,440,466 13,028,383 302,636 54,463,052 92,794 15,056,192 19,827,433 33,350,697 42,305,537 21,211,075 5,444,142 602,809 5,368,162 23,568,388 165,371,958 37,832 137,587 75,612 722,045 15,927,480 9,584,863 5,858,914 20,025 2,072,219 7,769,377 14,355,505 22,915,877 36,073,763 90,011 106,685,188 118,388 676,967,996 1,314,604 4,085

Common Stocks Australia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Austria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Belgium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cambodia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Canada . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . China . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Denmark . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Finland . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . France . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Germany . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hong Kong . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ireland . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Isle of Man . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Israel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Italy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Japan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Liechtenstein . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Luxembourg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Macau . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Malta . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Netherlands . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . New Zealand . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Norway . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Philippines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Portugal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Singapore . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Spain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sweden . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Switzerland . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . United Arab Emirates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . United Kingdom . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . United States . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Preferred Stocks* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Warrants* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rights Australia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Austria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Norway . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . United Kingdom . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Rights . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificates of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Money Market Fund . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

0 — 301 — 301

0 — — — 0

— 0 — 0 0

0 0 301 0 301

— 9,740 — — 9,740 $56,703,631

600,000 — 13,771,832 490,318 14,862,150 $636,300,781

— — — — — $154,464

600,000 9,740 13,771,832 490,318 14,871,890 $693,158,876

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$

$ (14,471,890)

$

$ (14,471,890)

*

See Schedule of Investments for additional detailed categorizations.

MSF-127

$

—

—

Metropolitan Series Fund Met/Dimensional International Small Company Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Transfers from Level 2 to Level 1 in the amount of $290,541 were due to the discontinuation of a systematic fair valuation model factor. Transfers from Level 1 to Level 2 in the amount of $788,981 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:

Balance as of September 30, 2016

Change in Unrealized Appreciation/ (Depreciation) from Investments Still Held at September 30, 2016

$ — — — — 0 (65) — — — — — — — —

$ 56,811 83 804 1,837 — 15,093 0 58,309 0 — 0 21,501 0 26

$ (51,396) (17,736) (5,658) 60 — (25,226) (10,922) 19,168 0 — 0 (11,422) 0 (10)

— — —

— — —

0 0 0

0 0 (764)

$(1,209,042) $151,541

$(65)

$154,464

$(103,906)

Change in Balance as of Realized Unrealized December Gain/ Appreciation/ Investments in Securities 31, 2015 (Loss) (Depreciation) Purchases Common Stocks Australia . . . . . . . . . . . . . Austria . . . . . . . . . . . . . . Canada . . . . . . . . . . . . . . Finland . . . . . . . . . . . . . . France . . . . . . . . . . . . . . . Hong Kong . . . . . . . . . . . Italy . . . . . . . . . . . . . . . . Japan . . . . . . . . . . . . . . . Netherlands . . . . . . . . . . . New Zealand . . . . . . . . . Portugal . . . . . . . . . . . . . . Singapore . . . . . . . . . . . . Spain . . . . . . . . . . . . . . . United Kingdom . . . . . . . . Rights Australia . . . . . . . . . . . . . Austria . . . . . . . . . . . . . . United Kingdom . . . . . . . . Total . . . . . . . . . . . . . . . . . .

$

48,048 428 1,883 1,777 0 50,660 10,922 — 0 0 0 49,232 0 1,047,126

$(797,616) — — — (37,056) (10,672) — — — (60,764) — 11,920 — 621,288

$ 713,641 (345) (1,079) 60 39,028 9,882 (10,922) 19,168 0 60,764 0 (5,255) 0 (573,238)

$

— 17,819 5,331 — — — — — — — — — — —

— 0 764

— — —

0 0 (764)

— — —

$1,210,840

$(272,900)

$ 250,940

$23,150

Transfers Transfers into out of Level 3 Level 3

Sales $

(2,807) $ 95,545 (17,819) — (5,331) — — — (1,972) — (34,712) — — — — 39,141 — — 0 — — — (51,215) 16,819 — — (1,095,186) 36 — — —

Common stocks in the amount of $151,541 were transferred into Level 3 due to trading halts on the securities’ respective exchanges which resulted in the lack of observable inputs. Common stocks in the amount of $65 were transferred out of Level 3 due to the resumption of trading activity which resulted in the availability of significant observable inputs.

MSF-128

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—59.1% of Net Assets Security Description Aerospace & Defense—1.4% Boeing Co. (The) . . . . . . . . . . . . . . . . . . . . . . . General Dynamics Corp. . . . . . . . . . . . . . . . . . . Lockheed Martin Corp. . . . . . . . . . . . . . . . . . . . Northrop Grumman Corp. . . . . . . . . . . . . . . . . .

Shares

29,288 $ 33,394 20,565 16,675

Value

Security Description

3,858,401 5,181,413 4,929,842 3,567,616 17,537,272

Air Freight & Logistics—0.3% FedEx Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . XPO Logistics, Inc. (a) (b) . . . . . . . . . . . . . . . . .

14,244 49,050

2,488,142 1,798,663 4,286,805

Airlines—0.1% American Airlines Group, Inc. . . . . . . . . . . . . . .

37,785

1,383,309

Banks—2.2% Bank of America Corp. . . . . . . . . . . . . . . . . . . . PNC Financial Services Group, Inc. (The) . . . . . . Wells Fargo & Co. . . . . . . . . . . . . . . . . . . . . . .

815,151 82,692 170,036

12,757,113 7,449,722 7,529,194

Capital Markets—0.9% BlackRock, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Evercore Partners, Inc. - Class A . . . . . . . . . . . . . Intercontinental Exchange, Inc. . . . . . . . . . . . . . Invesco, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Legg Mason, Inc. . . . . . . . . . . . . . . . . . . . . . . . Northern Trust Corp. . . . . . . . . . . . . . . . . . . . . . S&P Global, Inc. . . . . . . . . . . . . . . . . . . . . . . . WisdomTree Investments, Inc. (b) . . . . . . . . . . . .

Shares

4,455 $ 12,452 7,748 41,666 40,361 25,095 17,150 51,390

16,427 49,951 17,098 35,278 36,223 41,578 107,295

2,158,672 2,113,926 2,846,646 3,221,234 3,977,286 6,104,066 11,670,477

Chemicals—1.0% Cabot Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Celanese Corp. - Series A . . . . . . . . . . . . . . . . . Dow Chemical Co. (The) . . . . . . . . . . . . . . . . . . Monsanto Co. . . . . . . . . . . . . . . . . . . . . . . . . . Mosaic Co. (The) . . . . . . . . . . . . . . . . . . . . . . . PPG Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . Sherwin-Williams Co. (The) . . . . . . . . . . . . . . . .

25,751 37,699 66,310 15,990 22,534 21,103 2,626

16,450 27,232 4,677 54,552 7,380 20,960 20,570 55,683 16,048 59,748 35,087 28,240 76,050 21,612 25,399 4,644 25,920 33,060 10,800 58,243

204,474 1,280,721 317,007 746,817 500,216 2,190,949 60,476 398,133 1,513,166 948,798 341,397 229,591 158,184 393,122 355,840 1,866,981 85,536 501,190 1,082,592 393,140 13,568,330

1,349,610 2,509,246 3,436,847 1,634,178 551,182 2,181,206 726,509 12,388,778

Communications Equipment—0.1% Arista Networks, Inc. (a) (b) . . . . . . . . . . . . . . . .

19,792

1,683,903

Construction Materials—0.4% CRH plc (ADR) . . . . . . . . . . . . . . . . . . . . . . . . . Martin Marietta Materials, Inc. . . . . . . . . . . . . . Summit Materials, Inc. - Class A (a) . . . . . . . . . . Vulcan Materials Co. . . . . . . . . . . . . . . . . . . . .

47,510 7,230 46,689 15,410

1,580,658 1,294,965 866,081 1,752,579 5,494,283

32,092,307 Biotechnology—1.1% Aduro Biotech, Inc. (a) (b) . . . . . . . . . . . . . . . . . Alkermes plc (a) . . . . . . . . . . . . . . . . . . . . . . . . Alnylam Pharmaceuticals, Inc. (a) . . . . . . . . . . . . ARIAD Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . Bluebird Bio, Inc. (a) (b) . . . . . . . . . . . . . . . . . . Celgene Corp. (a) . . . . . . . . . . . . . . . . . . . . . . Chiasma, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . GlycoMimetics, Inc. (a) . . . . . . . . . . . . . . . . . . . Incyte Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . Ironwood Pharmaceuticals, Inc. (a) . . . . . . . . . . . Karyopharm Therapeutics, Inc. (a) (b) . . . . . . . . . Nivalis Therapeutics, Inc. (a) . . . . . . . . . . . . . . . Novavax, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . Otonomy, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . PTC Therapeutics, Inc. (a) (b) . . . . . . . . . . . . . . . Regeneron Pharmaceuticals, Inc. (a) . . . . . . . . . . Regulus Therapeutics, Inc. (a) . . . . . . . . . . . . . . . Syndax Pharmaceuticals, Inc. (a) (b) . . . . . . . . . . TESARO, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . Trevena, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . .

1,614,759 641,403 2,087,001 1,302,896 1,351,286 1,706,209 2,170,504 528,803 11,402,861

27,736,029 Beverages—2.5% Anheuser-Busch InBev S.A. (ADR) . . . . . . . . . . . . Coca-Cola Co. (The) . . . . . . . . . . . . . . . . . . . . . Constellation Brands, Inc. - Class A . . . . . . . . . . Dr Pepper Snapple Group, Inc. . . . . . . . . . . . . . Molson Coors Brewing Co. - Class B . . . . . . . . . Monster Beverage Corp. (a) . . . . . . . . . . . . . . . PepsiCo, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . .

Value

Consumer Finance—1.7% American Express Co. . . . . . . . . . . . . . . . . . . . Capital One Financial Corp. . . . . . . . . . . . . . . . Santander Consumer USA Holdings, Inc. (a) . . . .

104,982 119,067 470,165

6,723,047 8,552,583 5,717,206 20,992,836

Containers & Packaging—0.6% Ball Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . International Paper Co. . . . . . . . . . . . . . . . . . . . Owens-Illinois, Inc. (a) . . . . . . . . . . . . . . . . . . . .

43,979 58,355 35,933

3,604,079 2,799,873 660,808 7,064,760

Electric Utilities—1.8% Avangrid, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Duke Energy Corp. . . . . . . . . . . . . . . . . . . . . . . Edison International . . . . . . . . . . . . . . . . . . . . . Eversource Energy . . . . . . . . . . . . . . . . . . . . . . Exelon Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . NextEra Energy, Inc. . . . . . . . . . . . . . . . . . . . . PG&E Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Pinnacle West Capital Corp. . . . . . . . . . . . . . . .

75,820 13,950 36,101 23,445 69,070 59,035 58,190 16,971

3,167,760 1,116,558 2,608,297 1,270,250 2,299,340 7,221,161 3,559,483 1,289,626 22,532,475

Building Products—0.1% Fortune Brands Home & Security, Inc. . . . . . . . . .

14,550

845,355

MSF-129

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Electrical Equipment—0.4% AMETEK, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Eaton Corp. plc . . . . . . . . . . . . . . . . . . . . . .

Shares

44,376 44,360

Value

$

Security Description

2,120,285 2,914,896 5,035,181

Energy Equipment & Services—0.5% Baker Hughes, Inc. . . . . . . . . . . . . . . . . . . . . Ensco plc - Class A . . . . . . . . . . . . . . . . . . . . Halliburton Co. . . . . . . . . . . . . . . . . . . . . . . Oceaneering International, Inc. . . . . . . . . . . . Patterson-UTI Energy, Inc. . . . . . . . . . . . . . . . Tenaris S.A. (ADR) (b) . . . . . . . . . . . . . . . . . . Tesco Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Weatherford International plc (a) . . . . . . . . . .

38,790 22,113 7,626 7,910 49,412 23,750 73,560 147,358

1,957,731 187,961 342,255 217,604 1,105,346 674,500 600,250 828,152 5,913,799

Equity Real Estate Investment Trusts—2.1% American Tower Corp. . . . . . . . . . . . . . . . . . 72,074 Apartment Investment & Management Co. Class A . . . . . . . . . . . . . . . . . . . . . . . . . . 32,635 Boston Properties, Inc. . . . . . . . . . . . . . . . . . . 18,836 Equinix, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 6,326 Host Hotels & Resorts, Inc. . . . . . . . . . . . . . . . 58,334 Outfront Media, Inc. . . . . . . . . . . . . . . . . . . . 101,631 Prologis, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 42,878 Regency Centers Corp. . . . . . . . . . . . . . . . . . 23,920 Simon Property Group, Inc. . . . . . . . . . . . . . . 20,887

8,168,146 1,498,273 2,567,159 2,278,942 908,260 2,403,573 2,295,688 1,853,561 4,323,818 26,297,420

Food & Staples Retailing—0.7% Costco Wholesale Corp. . . . . . . . . . . . . . . . . Walgreens Boots Alliance, Inc. . . . . . . . . . . .

33,187 44,730

5,061,349 3,606,133 8,667,482

Food Products—1.0% Mondelez International, Inc. - Class A . . . . . . . Post Holdings, Inc. (a) (b) . . . . . . . . . . . . . . .

211,320 46,639

Health Care Equipment & Supplies—3.5% Abbott Laboratories . . . . . . . . . . . . . . . . . . . Baxter International, Inc. . . . . . . . . . . . . . . . . Becton Dickinson & Co. . . . . . . . . . . . . . . . . Boston Scientific Corp. (a) . . . . . . . . . . . . . . . ConforMIS, Inc. (a) (b) . . . . . . . . . . . . . . . . . Danaher Corp. . . . . . . . . . . . . . . . . . . . . . . . Medtronic plc . . . . . . . . . . . . . . . . . . . . . . . . St. Jude Medical, Inc. . . . . . . . . . . . . . . . . . . Stryker Corp. . . . . . . . . . . . . . . . . . . . . . . . .

26,224 29,520 54,150 45,150 72,051

39,758

1,798,652

30,431 65,556 19,666 197,505 45,600 103,542 165,935 50,580 39,969

1,286,927 3,120,466 3,534,570 4,700,619 452,352 8,116,657 14,336,784 4,034,261 4,652,791

Value

$

2,037,605 3,847,046 4,095,365 7,528,762 10,087,140 27,595,918

Hotels, Restaurants & Leisure—0.3% Las Vegas Sands Corp. . . . . . . . . . . . . . . . . . Starbucks Corp. . . . . . . . . . . . . . . . . . . . . . . Wingstop, Inc. (b) . . . . . . . . . . . . . . . . . . . .

5,787 72,432 1,800

332,984 3,921,468 52,740 4,307,192

Household Durables—0.5% Mohawk Industries, Inc. (a) . . . . . . . . . . . . . .

30,829

6,176,282

Household Products—0.5% Colgate-Palmolive Co. . . . . . . . . . . . . . . . . . .

93,128

6,904,510

Industrial Conglomerates—0.8% General Electric Co. . . . . . . . . . . . . . . . . . . . Honeywell International, Inc. . . . . . . . . . . . . .

77,494 62,623

2,295,372 7,301,216 9,596,588

Insurance—3.2% Allstate Corp. (The) . . . . . . . . . . . . . . . . . . . . American International Group, Inc. . . . . . . . . . Assured Guaranty, Ltd. . . . . . . . . . . . . . . . . . Chubb, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Hartford Financial Services Group, Inc. (The) . . Marsh & McLennan Cos., Inc. . . . . . . . . . . . . Principal Financial Group, Inc. . . . . . . . . . . . . Prudential Financial, Inc. . . . . . . . . . . . . . . . . XL Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . .

32,620 154,840 142,028 17,020 108,598 108,280 42,192 49,744 137,660

9,276,948 3,599,132 12,876,080

Gas Utilities—0.1% UGI Corp. . . . . . . . . . . . . . . . . . . . . . . . . . .

Health Care Providers & Services—2.2% Cardinal Health, Inc. . . . . . . . . . . . . . . . . . . Cigna Corp. . . . . . . . . . . . . . . . . . . . . . . . . HCA Holdings, Inc. (a) . . . . . . . . . . . . . . . . . McKesson Corp. . . . . . . . . . . . . . . . . . . . . . . UnitedHealth Group, Inc. . . . . . . . . . . . . . . .

Shares

2,256,652 9,188,205 3,941,277 2,138,563 4,650,166 7,281,830 2,173,310 4,061,598 4,629,506 40,321,107

Internet & Direct Marketing Retail—2.6% Amazon.com, Inc. (a) . . . . . . . . . . . . . . . . . . Expedia, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Netflix, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Wayfair, Inc. - Class A (a) (b) . . . . . . . . . . . .

24,563 53,850 33,978 62,730

20,566,846 6,285,372 3,348,532 2,469,680 32,670,430

44,235,427

Internet Software & Services—2.5% Alphabet, Inc. - Class A (a) . . . . . . . . . . . . . . Blucora, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . Envestnet, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Facebook, Inc. - Class A (a) . . . . . . . . . . . . . .

23,799 25,000 19,106 85,244

19,135,824 280,000 696,413 10,934,248 31,046,485

IT Services—2.6% Accenture plc - Class A . . . . . . . . . . . . . . . . . Alliance Data Systems Corp. (a) . . . . . . . . . . . Automatic Data Processing, Inc. . . . . . . . . . . .

MSF-130

25,814 11,466 35,841

3,153,696 2,459,801 3,161,176

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description IT Services—(Continued) Cognizant Technology Solutions Corp. Class A (a) . . . . . . . . . . . . . . . . . . . . . . . . . . FleetCor Technologies, Inc. (a) . . . . . . . . . . . . . . Genpact, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . . . Global Payments, Inc. . . . . . . . . . . . . . . . . . . . . Visa, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . WEX, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

34,337 $ 9,530 109,197 65,179 128,145 19,366

Value

Security Description

1,638,218 1,655,647 2,615,268 5,003,140 10,597,592 2,093,271 32,377,809

Life Sciences Tools & Services—0.3% Thermo Fisher Scientific, Inc. . . . . . . . . . . . . . . .

21,589

3,433,946

Machinery—1.0% Fortive Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Illinois Tool Works, Inc. . . . . . . . . . . . . . . . . . . . Pentair plc . . . . . . . . . . . . . . . . . . . . . . . . . . . .

54,170 55,952 48,143

2,757,253 6,705,288 3,092,706 12,555,247

Marine—0.0% Kirby Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . .

2,630

163,481

Media—2.3% Charter Communications, Inc. - Class A (a) . . . . . Comcast Corp. - Class A . . . . . . . . . . . . . . . . . . Interpublic Group of Cos., Inc. (The) . . . . . . . . . . Twenty-First Century Fox, Inc. - Class A . . . . . . . .

42,917 190,645 51,325 170,885

11,586,302 12,647,389 1,147,114 4,138,835 29,519,640

Metals & Mining—0.1% Reliance Steel & Aluminum Co. . . . . . . . . . . . . . Steel Dynamics, Inc. . . . . . . . . . . . . . . . . . . . . .

5,548 18,590

31,364 57,535 33,845

1,542,482 4,273,124 3,627,846 9,443,452

Oil, Gas & Consumable Fuels—2.9% Anadarko Petroleum Corp. . . . . . . . . . . . . . . . . Chevron Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Cobalt International Energy, Inc. (a) . . . . . . . . . . ConocoPhillips . . . . . . . . . . . . . . . . . . . . . . . . . Exxon Mobil Corp. . . . . . . . . . . . . . . . . . . . . . . Hess Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Kinder Morgan, Inc. . . . . . . . . . . . . . . . . . . . . . Newfield Exploration Co. (a) . . . . . . . . . . . . . . . ONEOK, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . PBF Energy, Inc. - Class A . . . . . . . . . . . . . . . . . PDC Energy, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Pioneer Natural Resources Co. . . . . . . . . . . . . . QEP Resources, Inc. . . . . . . . . . . . . . . . . . . . . . Spectra Energy Corp. . . . . . . . . . . . . . . . . . . . . Tesoro Corp. . . . . . . . . . . . . . . . . . . . . . . . . . .

49,104 46,472 476,647 44,380 15,326 7,516 103,722 104,118 19,968 76,787 26,951 28,822 107,607 44,455 11,397

35,980 $ 29,265

3,111,230 4,782,898 591,042 1,929,199 1,337,653 403,008 2,399,090 4,524,968 1,026,156 1,738,458 1,807,334 5,350,804 2,101,565 1,900,451 906,745

Value

1,711,209 1,551,045 37,172,855

Paper & Forest Products—0.1% Boise Cascade Co. (a) . . . . . . . . . . . . . . . . . . .

75,922

1,928,419

Personal Products—0.9% Coty, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . Estee Lauder Cos., Inc. (The) - Class A . . . . . . . .

199,855 68,892

4,696,592 6,101,076 10,797,668

Pharmaceuticals—3.0% Aerie Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . Allergan plc (a) . . . . . . . . . . . . . . . . . . . . . . . . AstraZeneca plc (ADR) . . . . . . . . . . . . . . . . . . . Bristol-Myers Squibb Co. . . . . . . . . . . . . . . . . . . Eli Lilly & Co. . . . . . . . . . . . . . . . . . . . . . . . . . . Johnson & Johnson . . . . . . . . . . . . . . . . . . . . . . Merck & Co., Inc. . . . . . . . . . . . . . . . . . . . . . . . Mylan NV (a) . . . . . . . . . . . . . . . . . . . . . . . . . . MyoKardia, Inc. (a) (b) . . . . . . . . . . . . . . . . . . .

16,870 30,350 98,081 137,945 44,640 53,960 101,351 58,530 30,360

636,674 6,989,908 3,222,942 7,437,994 3,582,806 6,374,295 6,325,316 2,231,164 496,082 37,297,181

Professional Services—0.8% Equifax, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . IHS Markit, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . . Nielsen Holdings plc . . . . . . . . . . . . . . . . . . . . TransUnion (a) . . . . . . . . . . . . . . . . . . . . . . . . .

19,661 23,647 44,225 110,130

399,623 464,564 864,187

Multi-Utilities—0.7% Ameren Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Dominion Resources, Inc. . . . . . . . . . . . . . . . . . Sempra Energy . . . . . . . . . . . . . . . . . . . . . . . .

Oil, Gas & Consumable Fuels—(Continued) TransCanada Corp. . . . . . . . . . . . . . . . . . . . . . Valero Energy Corp. . . . . . . . . . . . . . . . . . . . . .

Shares

2,645,977 887,945 2,369,133 3,799,485 9,702,540

Real Estate Management & Development—0.1% Conyers Park Acquisition Corp. (a) . . . . . . . . . . 148,420

1,595,515

Road & Rail—0.3% CSX Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Genesee & Wyoming, Inc. - Class A (a) . . . . . . . J.B. Hunt Transport Services, Inc. . . . . . . . . . . . . Kansas City Southern . . . . . . . . . . . . . . . . . . . . Knight Transportation, Inc. . . . . . . . . . . . . . . . . .

822,433 896,764 532,278 404,822 1,145,477

26,965 13,006 6,560 4,338 39,926

3,801,774 Semiconductors & Semiconductor Equipment—1.6% Broadcom, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . 17,125 First Solar, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . 6,436 Intel Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 212,691 MACOM Technology Solutions Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,870 Microchip Technology, Inc. . . . . . . . . . . . . . . . . 31,475 Micron Technology, Inc. (a) . . . . . . . . . . . . . . . . 46,782 NXP Semiconductors NV (a) . . . . . . . . . . . . . . . 12,301 QUALCOMM, Inc. . . . . . . . . . . . . . . . . . . . . . . 62,329 SunPower Corp. (a) (b) . . . . . . . . . . . . . . . . . . . 6,525

MSF-131

2,954,405 254,158 8,029,085 206,196 1,955,857 831,784 1,254,825 4,269,536 58,203 19,814,049

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued)

Security Description Software—1.7% Electronic Arts, Inc. (a) . . . . . . . . . . . . . . . . . . Microsoft Corp. . . . . . . . . . . . . . . . . . . . . . . . Salesforce.com, Inc. (a) . . . . . . . . . . . . . . . . . . ServiceNow, Inc. (a) . . . . . . . . . . . . . . . . . . . . SS&C Technologies Holdings, Inc. . . . . . . . . . . Workday, Inc. - Class A (a) (b) . . . . . . . . . . . .

Shares/ Principal Amount*

55,573 $ 158,559 11,125 35,677 32,430 29,428

Value

Security Description

4,745,934 9,132,998 793,546 2,823,835 1,042,625 2,698,253 21,237,191

Specialty Retail—0.9% Advance Auto Parts, Inc. . . . . . . . . . . . . . . . . . L Brands, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . O’Reilly Automotive, Inc. (a) . . . . . . . . . . . . . .

44,152 22,555 9,388

6,583,946 1,596,217 2,629,673 10,809,836

Technology Hardware, Storage & Peripherals—3.2% Apple, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 225,072 Pure Storage, Inc. - Class A (a) (b) . . . . . . . . . . 251,565 Seagate Technology plc . . . . . . . . . . . . . . . . . 285,568

25,444,390 3,408,706 11,008,646 39,861,742

Textiles, Apparel & Luxury Goods—0.7% NIKE, Inc. - Class B . . . . . . . . . . . . . . . . . . . . Under Armour, Inc. - Class C (a) . . . . . . . . . . . VF Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

134,923 36,947 18,441

7,103,696 1,251,025 1,033,618 9,388,339

Tobacco—0.8% Altria Group, Inc. . . . . . . . . . . . . . . . . . . . . . .

153,542

Total Common Stocks (Cost $660,168,850) . . . . . . . . . . . . . . . . .

9,708,461 743,925,188

U.S. Treasury & Government Agencies—22.0% Agency Sponsored Mortgage - Backed—21.1% Fannie Mae 15 Yr. Pool 2.500%, TBA (c) . . . . . . . . . . . . . . . . . . . . 21,450,000 3.000%, 07/01/28 . . . . . . . . . . . . . . . . . 2,342,698 3.000%, 02/01/31 . . . . . . . . . . . . . . . . . 265,523 3.000%, 03/01/31 . . . . . . . . . . . . . . . . . 1,577,198 3.000%, TBA (c) . . . . . . . . . . . . . . . . . . . . 10,778,000 3.500%, 07/01/28 . . . . . . . . . . . . . . . . . 337,171 4.000%, 04/01/26 . . . . . . . . . . . . . . . . . 61,033 4.000%, 02/01/29 . . . . . . . . . . . . . . . . . 1,547,656 4.500%, 06/01/24 . . . . . . . . . . . . . . . . . 336,537 4.500%, 02/01/25 . . . . . . . . . . . . . . . . . 99,878 4.500%, 04/01/25 . . . . . . . . . . . . . . . . . 15,574 4.500%, 07/01/25 . . . . . . . . . . . . . . . . . 75,341 4.500%, 06/01/26 . . . . . . . . . . . . . . . . . 1,533,925 5.000%, TBA (c) . . . . . . . . . . . . . . . . . . . . 500,000 Fannie Mae 30 Yr. Pool 2.500%, TBA (c) . . . . . . . . . . . . . . . . . . . . 500,000 3.000%, 02/01/43 . . . . . . . . . . . . . . . . . 960,973 3.000%, 03/01/43 . . . . . . . . . . . . . . . . . 2,792,406

22,216,934 2,470,166 279,082 1,657,502 11,306,978 361,419 64,851 1,651,328 362,293 105,989 16,527 79,952 1,641,926 512,813 504,385 1,006,241 2,914,511

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Fannie Mae 30 Yr. Pool 3.000%, 04/01/43 . . . . . . . . . . . . . . . . . 2,188,246 $ 3.000%, 05/01/43 . . . . . . . . . . . . . . . . . 3,567,718 3.000%, 06/01/43 . . . . . . . . . . . . . . . . . 365,725 3.000%, TBA (c) . . . . . . . . . . . . . . . . . . . . 38,575,000 3.500%, 03/01/43 . . . . . . . . . . . . . . . . . 70,541 3.500%, 05/01/43 . . . . . . . . . . . . . . . . . 132,744 3.500%, 07/01/43 . . . . . . . . . . . . . . . . . 293,669 3.500%, 08/01/43 . . . . . . . . . . . . . . . . . 523,035 3.500%, 02/01/45 . . . . . . . . . . . . . . . . . 697,760 3.500%, 01/01/46 . . . . . . . . . . . . . . . . . 1,156,712 3.500%, 02/01/46 . . . . . . . . . . . . . . . . . 1,410,848 3.500%, 06/01/46 . . . . . . . . . . . . . . . . . 4,247,193 3.500%, 09/01/46 . . . . . . . . . . . . . . . . . 1,084,724 3.500%, TBA (c) . . . . . . . . . . . . . . . . . . . . 16,400,000 4.000%, 10/01/40 . . . . . . . . . . . . . . . . . 1,244,044 4.000%, 11/01/40 . . . . . . . . . . . . . . . . . 521,357 4.000%, 12/01/40 . . . . . . . . . . . . . . . . . 374,692 4.000%, 02/01/41 . . . . . . . . . . . . . . . . . 186,166 4.000%, 03/01/41 . . . . . . . . . . . . . . . . . 453,859 4.000%, 08/01/42 . . . . . . . . . . . . . . . . . 238,152 4.000%, 09/01/42 . . . . . . . . . . . . . . . . . 421,628 4.000%, 03/01/45 . . . . . . . . . . . . . . . . . 78,504 4.000%, 02/01/46 . . . . . . . . . . . . . . . . . 753,362 4.000%, 05/01/46 . . . . . . . . . . . . . . . . . 780,784 4.000%, 06/01/46 . . . . . . . . . . . . . . . . . 399,043 4.000%, TBA (c) . . . . . . . . . . . . . . . . . . . . 15,550,000 4.500%, 10/01/40 . . . . . . . . . . . . . . . . . 1,157,089 4.500%, 09/01/41 . . . . . . . . . . . . . . . . . 120,710 4.500%, 10/01/41 . . . . . . . . . . . . . . . . . 519,432 4.500%, 08/01/42 . . . . . . . . . . . . . . . . . 154,538 4.500%, 09/01/43 . . . . . . . . . . . . . . . . . 2,697,118 4.500%, 10/01/43 . . . . . . . . . . . . . . . . . 370,970 4.500%, 12/01/43 . . . . . . . . . . . . . . . . . 331,294 4.500%, 01/01/44 . . . . . . . . . . . . . . . . . 821,962 5.000%, 04/01/33 . . . . . . . . . . . . . . . . . 4,811 5.000%, 07/01/33 . . . . . . . . . . . . . . . . . 16,475 5.000%, 09/01/33 . . . . . . . . . . . . . . . . . 258,733 5.000%, 11/01/33 . . . . . . . . . . . . . . . . . 65,264 5.000%, 12/01/33 . . . . . . . . . . . . . . . . . 26,279 5.000%, 02/01/34 . . . . . . . . . . . . . . . . . 11,599 5.000%, 03/01/34 . . . . . . . . . . . . . . . . . 5,555 5.000%, 04/01/34 . . . . . . . . . . . . . . . . . 5,306 5.000%, 06/01/34 . . . . . . . . . . . . . . . . . 4,697 5.000%, 07/01/34 . . . . . . . . . . . . . . . . . 78,192 5.000%, 10/01/34 . . . . . . . . . . . . . . . . . 201,702 5.000%, 07/01/35 . . . . . . . . . . . . . . . . . 134,703 5.000%, 10/01/35 . . . . . . . . . . . . . . . . . 150,045 5.000%, 12/01/35 . . . . . . . . . . . . . . . . . 118,007 5.000%, 08/01/36 . . . . . . . . . . . . . . . . . 107,400 5.000%, 07/01/37 . . . . . . . . . . . . . . . . . 58,459 5.000%, 07/01/41 . . . . . . . . . . . . . . . . . 107,500 5.000%, 08/01/41 . . . . . . . . . . . . . . . . . 68,788 5.000%, TBA (c) . . . . . . . . . . . . . . . . . . . . 350,000 5.500%, 08/01/28 . . . . . . . . . . . . . . . . . 28,939 5.500%, 04/01/33 . . . . . . . . . . . . . . . . . 69,008

MSF-132

Value

2,285,008 3,731,414 383,500 40,092,382 74,927 140,998 311,901 555,555 736,073 1,221,676 1,490,116 4,481,936 1,144,782 17,304,562 1,339,204 561,394 403,499 200,617 489,149 256,712 454,486 84,337 809,902 839,594 428,697 16,700,457 1,269,399 132,764 568,992 169,378 2,955,647 406,683 363,308 911,518 5,339 18,375 290,093 73,327 29,525 13,031 6,241 5,961 5,239 87,827 226,512 151,302 168,578 132,539 120,644 65,684 119,668 76,809 388,753 32,577 78,470

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Fannie Mae 30 Yr. Pool 5.500%, 08/01/37 . . . . . . . . . . . . . . . . . . 416,149 $ 5.500%, 04/01/41 . . . . . . . . . . . . . . . . . . 39,224 6.000%, 03/01/28 . . . . . . . . . . . . . . . . . . 2,919 6.000%, 05/01/28 . . . . . . . . . . . . . . . . . . 10,057 6.000%, 02/01/34 . . . . . . . . . . . . . . . . . . 278,461 6.000%, 08/01/34 . . . . . . . . . . . . . . . . . . 148,593 6.000%, 04/01/35 . . . . . . . . . . . . . . . . . . 1,250,078 6.000%, 02/01/38 . . . . . . . . . . . . . . . . . . 96,845 6.000%, 03/01/38 . . . . . . . . . . . . . . . . . . 35,254 6.000%, 05/01/38 . . . . . . . . . . . . . . . . . . 112,815 6.000%, 10/01/38 . . . . . . . . . . . . . . . . . . 33,986 6.000%, 12/01/38 . . . . . . . . . . . . . . . . . . 40,655 6.000%, TBA (c) . . . . . . . . . . . . . . . . . . . . . 1,000,000 6.500%, 05/01/40 . . . . . . . . . . . . . . . . . . 809,185 Fannie Mae ARM Pool 2.809%, 03/01/41 (d) . . . . . . . . . . . . . . . . 131,087 2.945%, 03/01/41 (d) . . . . . . . . . . . . . . . . 83,335 3.157%, 12/01/40 (d) . . . . . . . . . . . . . . . . 216,239 3.388%, 06/01/41 (d) . . . . . . . . . . . . . . . . 247,349 3.536%, 09/01/41 (d) . . . . . . . . . . . . . . . . 175,440 Fannie Mae Pool 2.690%, 04/01/25 . . . . . . . . . . . . . . . . . . 200,000 2.780%, 02/01/27 . . . . . . . . . . . . . . . . . . 692,673 3.140%, 11/01/27 . . . . . . . . . . . . . . . . . . 690,653 3.160%, 12/01/26 . . . . . . . . . . . . . . . . . . 90,000 3.210%, 05/01/23 . . . . . . . . . . . . . . . . . . 165,000 3.240%, 12/01/26 . . . . . . . . . . . . . . . . . . 84,244 3.340%, 04/01/24 . . . . . . . . . . . . . . . . . . 84,486 3.354%, 01/01/27 . . . . . . . . . . . . . . . . . . 1,354,604 3.410%, 08/01/27 . . . . . . . . . . . . . . . . . . 492,654 3.450%, 01/01/24 . . . . . . . . . . . . . . . . . . 34,128 3.470%, 01/01/24 . . . . . . . . . . . . . . . . . . 33,743 3.650%, 08/01/23 . . . . . . . . . . . . . . . . . . 1,820,649 81,637 3.670%, 08/01/23 . . . . . . . . . . . . . . . . . . 3.700%, 10/01/23 . . . . . . . . . . . . . . . . . . 25,000 3.760%, 03/01/24 . . . . . . . . . . . . . . . . . . 30,000 3.855%, 12/01/25 . . . . . . . . . . . . . . . . . . 45,000 3.860%, 11/01/23 . . . . . . . . . . . . . . . . . . 25,000 3.870%, 10/01/25 . . . . . . . . . . . . . . . . . . 76,637 3.890%, 05/01/30 . . . . . . . . . . . . . . . . . . 102,591 3.930%, 10/01/23 . . . . . . . . . . . . . . . . . . 110,000 3.960%, 05/01/34 . . . . . . . . . . . . . . . . . . 43,576 3.970%, 05/01/29 . . . . . . . . . . . . . . . . . . 29,871 4.060%, 10/01/28 . . . . . . . . . . . . . . . . . . 65,754 Fannie Mae REMICS (CMO) Zero Coupon, 03/25/36 (e) . . . . . . . . . . . . . 43,549 Zero Coupon, 06/25/36 (e) (f) . . . . . . . . . . . 378,610 1.880%, 04/25/55 (d) (g) . . . . . . . . . . . . . . 1,386,903 1.889%, 05/25/46 (d) (f) (g) . . . . . . . . . . . . 1,436,181 1.966%, 08/25/44 (d) (f) (g) . . . . . . . . . . . . 1,315,688 2.500%, 06/25/28 (f) (g) . . . . . . . . . . . . . . 281,369 3.000%, 09/25/27 (f) (g) . . . . . . . . . . . . . . 250,601 3.000%, 01/25/28 (f) (g) . . . . . . . . . . . . . . 1,806,029 3.000%, 04/25/28 (f) (g) . . . . . . . . . . . . . . 813,838 3.500%, 05/25/30 (f) (g) . . . . . . . . . . . . . . 434,193 4.000%, 03/25/42 (f) (g) . . . . . . . . . . . . . . 196,872

Value

Security Description

473,489 44,421 3,342 11,512 324,016 172,595 1,453,824 112,296 41,024 131,290 39,443 47,123 1,146,268 933,408 138,905 88,072 227,235 260,265 185,242 209,138 729,385 747,180 97,424 178,317 91,660 92,385 1,483,435 543,694 37,417 37,037 2,010,678 90,260 27,815 33,534 50,940 28,164 86,486 115,850 123,075 49,808 34,117 76,200 39,645 342,477 86,771 83,395 108,710 23,949 22,947 164,449 86,890 50,241 28,718

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Fannie Mae REMICS (CMO) 4.000%, 05/25/42 (f) (g) . . . . . . . . . . . . . 1,149,825 $ 4.000%, 11/25/42 (f) (g) . . . . . . . . . . . . . 112,809 4.500%, 07/25/27 (f) (g) . . . . . . . . . . . . . 282,232 5.457%, 05/25/42 (d) (g) . . . . . . . . . . . . . 167,812 5.500%, 04/25/35 (f) . . . . . . . . . . . . . . . . 467,216 5.500%, 04/25/37 (f) . . . . . . . . . . . . . . . . 203,249 Fannie Mae-ACES 2.423%, 01/25/22 (d) (g) . . . . . . . . . . . . . 1,597,011 3.329%, 10/25/23 (d) . . . . . . . . . . . . . . . 505,000 Freddie Mac 15 Yr. Gold Pool 3.000%, 07/01/28 . . . . . . . . . . . . . . . . . 845,772 3.000%, 08/01/29 . . . . . . . . . . . . . . . . . 581,332 3.000%, TBA (c) . . . . . . . . . . . . . . . . . . . . 200,000 3.500%, TBA (c) . . . . . . . . . . . . . . . . . . . . 1,500,000 Freddie Mac 20 Yr. Gold Pool 3.500%, 08/01/34 . . . . . . . . . . . . . . . . . 1,175,650 Freddie Mac 30 Yr. Gold Pool 3.000%, 03/01/43 . . . . . . . . . . . . . . . . . 446,824 3.000%, 04/01/43 . . . . . . . . . . . . . . . . . 2,425,867 3.000%, 08/01/43 . . . . . . . . . . . . . . . . . 1,070,441 3.000%, TBA (c) . . . . . . . . . . . . . . . . . . . . 6,400,000 3.500%, 08/01/42 . . . . . . . . . . . . . . . . . 167,280 3.500%, 11/01/42 . . . . . . . . . . . . . . . . . 252,170 3.500%, 05/01/46 . . . . . . . . . . . . . . . . . 6,641,468 3.500%, TBA (c) . . . . . . . . . . . . . . . . . . . . 6,450,000 4.000%, 05/01/42 . . . . . . . . . . . . . . . . . 1,163,980 4.000%, 08/01/42 . . . . . . . . . . . . . . . . . 305,280 4.000%, 09/01/42 . . . . . . . . . . . . . . . . . 466,688 4.000%, 07/01/44 . . . . . . . . . . . . . . . . . 112,883 4.000%, 01/01/46 . . . . . . . . . . . . . . . . . 692,380 4.000%, 02/01/46 . . . . . . . . . . . . . . . . . 380,617 4.000%, TBA (c) . . . . . . . . . . . . . . . . . . . . 10,800,000 4.500%, 09/01/43 . . . . . . . . . . . . . . . . . 201,248 4.500%, 11/01/43 . . . . . . . . . . . . . . . . . 2,082,400 297,541 4.500%, 09/01/44 . . . . . . . . . . . . . . . . . 4.500%, TBA (c) . . . . . . . . . . . . . . . . . . . . 4,150,000 5.000%, TBA (c) . . . . . . . . . . . . . . . . . . . . 1,500,000 5.500%, 07/01/33 . . . . . . . . . . . . . . . . . 187,482 5.500%, 04/01/39 . . . . . . . . . . . . . . . . . 81,704 5.500%, 06/01/41 . . . . . . . . . . . . . . . . . 305,036 Freddie Mac ARM Non-Gold Pool 2.998%, 02/01/41 (d) . . . . . . . . . . . . . . . 211,104 Freddie Mac Multifamily Structured Pass-Through Certificates 1.617%, 06/25/22 (d) (g) . . . . . . . . . . . . . 1,885,023 1.668%, 12/25/18 (d) (g) . . . . . . . . . . . . . 3,097,853 1.837%, 03/25/22 (d) (g) . . . . . . . . . . . . . 1,425,937 1.892%, 05/25/19 (d) (g) . . . . . . . . . . . . . 2,383,253 Freddie Mac REMICS (CMO) Zero Coupon, 11/15/36 (e) . . . . . . . . . . . . 49,219 3.000%, 03/15/33 (f) (g) . . . . . . . . . . . . . 254,115 4.000%, 07/15/27 (f) (g) . . . . . . . . . . . . . 1,220,720 4.500%, 03/15/41 . . . . . . . . . . . . . . . . . 293,352 4.750%, 07/15/39 (f) . . . . . . . . . . . . . . . . 894,855 5.500%, 08/15/33 . . . . . . . . . . . . . . . . . 101,108 5.500%, 07/15/36 (f) . . . . . . . . . . . . . . . . 214,926

MSF-133

Value

183,081 16,342 31,212 19,584 528,432 229,562 130,912 545,980 888,696 614,845 210,074 1,584,174 1,250,447 465,278 2,525,767 1,114,617 6,650,500 180,439 268,600 7,006,543 6,800,562 1,252,551 330,470 505,186 121,075 743,641 408,330 11,571,609 220,736 2,281,545 325,804 4,543,845 1,661,993 213,656 92,534 344,951 223,397

131,792 87,593 108,500 89,414 44,308 29,484 124,385 356,081 981,460 112,613 244,695

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Freddie Mac REMICS (CMO) 5.500%, 06/15/46 . . . . . . . . . . . . . . . . . 303,340 $ 6.500%, 07/15/36 (f) . . . . . . . . . . . . . . . . 303,479 Freddie Mac Structured Agency Credit Risk Debt Notes 3.125%, 12/25/27 (d) . . . . . . . . . . . . . . . 580,500 3.175%, 03/25/28 (d) . . . . . . . . . . . . . . . 537,000 3.375%, 04/25/28 (d) . . . . . . . . . . . . . . . 1,877,000 3.425%, 07/25/28 (d) . . . . . . . . . . . . . . . 692,000 FREMF Mortgage Trust 3.080%, 10/25/47 (144A) (d) . . . . . . . . . 770,000 Ginnie Mae I 30 Yr. Pool 3.000%, 12/15/44 . . . . . . . . . . . . . . . . . 27,140 3.000%, 02/15/45 . . . . . . . . . . . . . . . . . 88,025 3.000%, 04/15/45 . . . . . . . . . . . . . . . . . 1,305,440 3.000%, 05/15/45 . . . . . . . . . . . . . . . . . 1,799,343 3.000%, 07/15/45 . . . . . . . . . . . . . . . . . 43,653 4.000%, 09/15/42 . . . . . . . . . . . . . . . . . 1,256,997 4.500%, 04/15/41 . . . . . . . . . . . . . . . . . 1,008,002 4.500%, 02/15/42 . . . . . . . . . . . . . . . . . 2,065,413 5.000%, 12/15/38 . . . . . . . . . . . . . . . . . 70,171 5.000%, 04/15/39 (h) . . . . . . . . . . . . . . . 1,430,828 5.000%, 07/15/39 . . . . . . . . . . . . . . . . . 152,357 5.000%, 12/15/40 . . . . . . . . . . . . . . . . . 198,787 5.500%, 12/15/40 . . . . . . . . . . . . . . . . . 660,517 9.000%, 11/15/19 . . . . . . . . . . . . . . . . . 1,659 Ginnie Mae II 30 Yr. Pool 3.000%, 09/20/46 . . . . . . . . . . . . . . . . . 6,794,492 3.500%, 10/20/46 . . . . . . . . . . . . . . . . . 2,994,222 3.500%, TBA (c) . . . . . . . . . . . . . . . . . . . . 13,075,000 4.500%, 01/20/46 . . . . . . . . . . . . . . . . . 270,806 5.000%, 10/20/39 . . . . . . . . . . . . . . . . . 34,193 Government National Mortgage Association 0.876%, 02/16/53 (d) (g) . . . . . . . . . . . . . 2,604,526 Government National Mortgage Association (CMO) 4.000%, 05/16/42 (f) (g) . . . . . . . . . . . . . 141,017 4.000%, 01/20/44 (f) (g) . . . . . . . . . . . . . 98,652 4.000%, 11/20/44 (f) (g) . . . . . . . . . . . . . 1,494,958 5.000%, 10/16/41 (f) (g) . . . . . . . . . . . . . 595,214

Corporate Bonds & Notes — 13.7%

Value

Security Description

340,338 344,707

592,562 549,460 1,934,933 714,996 780,039 28,507 92,264 1,368,295 1,885,979 45,755 1,355,210 1,114,141 2,284,435 78,638 1,599,344 171,252 222,782 747,803 1,666 7,127,212 3,195,045 13,887,080 292,922 38,216

24,514 17,427 273,144 99,793

350,000 595,000 1,199,000

381,391 678,416 1,687,406

8,151,930

8,303,001

250,000

250,214 11,300,428

Total U.S. Treasury & Government Agencies (Cost $274,825,782) . . . . . . . . . . . . . . . . .

Aerospace/Defense—0.1% BAE Systems Holdings, Inc. 2.850%, 12/15/20 (144A) . . . . . . . . . . . . . BAE Systems plc 4.750%, 10/11/21 (144A) . . . . . . . . . . . . . Lockheed Martin Corp. 2.500%, 11/23/20 . . . . . . . . . . . . . . . . . . 4.700%, 05/15/46 . . . . . . . . . . . . . . . . . .

20,000 $

Value

21,550

130,000

133,065

135,000

150,119

265,000 380,000

273,554 451,486 1,008,224

Agriculture—0.2% Altria Group, Inc. 2.625%, 09/16/26 . . . . . . . . . . . . . . . . . . 3.875%, 09/16/46 . . . . . . . . . . . . . . . . . . BAT International Finance plc 2.750%, 06/15/20 (144A) . . . . . . . . . . . . . Imperial Brands Finance plc 2.050%, 07/20/18 (144A) . . . . . . . . . . . . . 2.950%, 07/21/20 (144A) . . . . . . . . . . . . . 3.750%, 07/21/22 (144A) . . . . . . . . . . . . . Reynolds American, Inc. 3.250%, 06/12/20 . . . . . . . . . . . . . . . . . .

165,000 190,000

166,828 197,116

490,000

507,395

200,000 550,000 310,000

201,375 567,857 328,947

517,000

543,919 2,513,437

Apparel—0.0% Hanesbrands, Inc. 4.875%, 05/15/26 (144A) . . . . . . . . . . . . . William Carter Co. (The) 5.250%, 08/15/21 . . . . . . . . . . . . . . . . . .

100,000 290,000

149,998

266,151,671 U.S. Treasury—0.9% U.S. Treasury Bonds 2.750%, 08/15/42 (h) (i) . . . . . . . . . . . . . 3.000%, 11/15/44 (h) (i) . . . . . . . . . . . . . 4.500%, 02/15/36 (h) (i) . . . . . . . . . . . . . U.S. Treasury Inflation Indexed Notes 0.250%, 01/15/25 (h) (j) . . . . . . . . . . . . . U.S. Treasury Notes 0.625%, 12/31/16 (h) . . . . . . . . . . . . . . .

Advertising—0.0% Lamar Media Corp. 5.750%, 02/01/26 . . . . . . . . . . . . . . . . . .

Principal Amount*

102,250 303,233 405,483

Auto Manufacturers—0.6% Daimler Finance North America LLC 1.650%, 03/02/18 (144A) . . . . . . . . . . . . . 900,000 Ford Motor Credit Co. LLC 1.461%, 03/27/17 . . . . . . . . . . . . . . . . . . 1,560,000 2.240%, 06/15/18 . . . . . . . . . . . . . . . . . . 535,000 3.200%, 01/15/21 . . . . . . . . . . . . . . . . . . 375,000 4.134%, 08/04/25 . . . . . . . . . . . . . . . . . . 200,000 4.250%, 02/03/17 . . . . . . . . . . . . . . . . . . 400,000 General Motors Co. 6.600%, 04/01/36 . . . . . . . . . . . . . . . . . . 375,000 6.750%, 04/01/46 . . . . . . . . . . . . . . . . . . 85,000 General Motors Financial Co., Inc. 2.400%, 04/10/18 . . . . . . . . . . . . . . . . . . 575,000 3.500%, 07/10/19 . . . . . . . . . . . . . . . . . . 925,000 3.700%, 05/09/23 . . . . . . . . . . . . . . . . . . 300,000 4.750%, 08/15/17 . . . . . . . . . . . . . . . . . . 1,215,000 5.250%, 03/01/26 . . . . . . . . . . . . . . . . . . 375,000

277,452,099

MSF-134

901,736 1,561,856 539,272 384,983 211,006 403,837 451,193 106,563 579,150 952,934 305,117 1,247,861 411,857 8,057,365

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Banks—4.1% Banco Bilbao Vizcaya Argentaria S.A. 7.000%, 02/19/19 (EUR) (d) . . . . . . . . . . . . 9.000%, 05/09/18 (d) . . . . . . . . . . . . . . . . Banco Santander S.A. 6.250%, 03/12/19 (EUR) (d) . . . . . . . . . . . . Bank of America Corp. 2.625%, 04/19/21 . . . . . . . . . . . . . . . . . . 3.950%, 04/21/25 . . . . . . . . . . . . . . . . . . 4.000%, 04/01/24 . . . . . . . . . . . . . . . . . . 4.000%, 01/22/25 . . . . . . . . . . . . . . . . . . 4.125%, 01/22/24 . . . . . . . . . . . . . . . . . . 6.110%, 01/29/37 . . . . . . . . . . . . . . . . . . 7.750%, 05/14/38 . . . . . . . . . . . . . . . . . . Bank of Ireland 7.375%, 06/18/20 (EUR) (d) (f) . . . . . . . . . . Bank of Nova Scotia (The) 4.500%, 12/16/25 . . . . . . . . . . . . . . . . . . Barclays Bank plc 6.050%, 12/04/17 (144A) . . . . . . . . . . . . . 8.000%, 12/15/20 (EUR) (d) . . . . . . . . . . . . BNP Paribas S.A. 7.625%, 03/30/21 (144A) (d) . . . . . . . . . . BPCE S.A. 5.150%, 07/21/24 (144A) . . . . . . . . . . . . . Capital One N.A. 1.650%, 02/05/18 . . . . . . . . . . . . . . . . . . 2.350%, 08/17/18 . . . . . . . . . . . . . . . . . . Citigroup, Inc. 2.700%, 03/30/21 . . . . . . . . . . . . . . . . . . 4.300%, 11/20/26 . . . . . . . . . . . . . . . . . . 4.450%, 09/29/27 . . . . . . . . . . . . . . . . . . 4.600%, 03/09/26 . . . . . . . . . . . . . . . . . . 4.650%, 07/30/45 . . . . . . . . . . . . . . . . . . 5.500%, 09/13/25 . . . . . . . . . . . . . . . . . . Credit Agricole S.A. 7.500%, 06/23/26 (GBP) (d) . . . . . . . . . . . . 8.125%, 12/23/25 (144A) (d) . . . . . . . . . . 8.125%, 09/19/33 (144A) (d) . . . . . . . . . . Credit Suisse Group AG 6.250%, 12/18/24 (144A) (d) . . . . . . . . . . Credit Suisse Group Funding Guernsey, Ltd. 3.125%, 12/10/20 . . . . . . . . . . . . . . . . . . Goldman Sachs Group, Inc. (The) 2.000%, 04/25/19 . . . . . . . . . . . . . . . . . . 2.350%, 11/15/21 . . . . . . . . . . . . . . . . . . 2.600%, 04/23/20 . . . . . . . . . . . . . . . . . . 2.750%, 09/15/20 . . . . . . . . . . . . . . . . . . 2.875%, 02/25/21 . . . . . . . . . . . . . . . . . . 4.750%, 10/21/45 . . . . . . . . . . . . . . . . . . 5.150%, 05/22/45 . . . . . . . . . . . . . . . . . . 6.250%, 02/01/41 . . . . . . . . . . . . . . . . . . 6.750%, 10/01/37 . . . . . . . . . . . . . . . . . . HSBC Holdings plc 2.950%, 05/25/21 . . . . . . . . . . . . . . . . . . 3.400%, 03/08/21 . . . . . . . . . . . . . . . . . . 3.600%, 05/25/23 (b) . . . . . . . . . . . . . . . . 4.250%, 08/18/25 . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

800,000 $ 800,000

835,840 819,240

500,000

502,699

500,000 350,000 545,000 1,410,000 265,000 145,000 630,000

507,955 362,321 587,299 1,461,304 287,391 177,219 913,431

675,000

721,978

465,000

495,444

1,200,000 750,000

1,254,792 842,512

390,000

401,420

660,000

694,220

925,000 580,000

926,084 587,059

295,000 675,000 2,140,000 215,000 80,000 490,000

301,402 707,933 2,239,452 229,613 90,291 558,814

100,000 725,000 225,000

127,995 768,500 242,719

1,695,000

1,603,894

495,000

501,483

140,000 560,000 1,605,000 440,000 520,000 215,000 640,000 430,000 1,375,000

140,932 558,701 1,631,253 450,703 533,334 241,284 697,929 562,257 1,750,801

255,000 765,000 255,000 900,000

258,637 791,210 263,363 923,959

Banks—(Continued) HSBC Holdings plc 5.250%, 09/16/22 (EUR) (d) . . . . . . . . . . . . 5.250%, 03/14/44 . . . . . . . . . . . . . . . . . . HSBC USA, Inc. 2.750%, 08/07/20 . . . . . . . . . . . . . . . . . . Intesa Sanpaolo S.p.A. 7.700%, 09/17/25 (144A) (d) . . . . . . . . . . JPMorgan Chase & Co. 2.295%, 08/15/21 . . . . . . . . . . . . . . . . . . 2.400%, 06/07/21 . . . . . . . . . . . . . . . . . . 2.550%, 10/29/20 . . . . . . . . . . . . . . . . . . 2.700%, 05/18/23 . . . . . . . . . . . . . . . . . . 2.750%, 06/23/20 . . . . . . . . . . . . . . . . . . 4.250%, 10/01/27 . . . . . . . . . . . . . . . . . . 5.600%, 07/15/41 . . . . . . . . . . . . . . . . . . 6.000%, 01/15/18 . . . . . . . . . . . . . . . . . . Landsbanki Islands Zero Coupon, 08/25/20 (j) . . . . . . . . . . . . . Lloyds Banking Group plc 7.000%, 06/27/19 (GBP) (d) . . . . . . . . . . . . Morgan Stanley 2.500%, 01/24/19 . . . . . . . . . . . . . . . . . . 2.500%, 04/21/21 . . . . . . . . . . . . . . . . . . 3.125%, 07/27/26 . . . . . . . . . . . . . . . . . . 3.950%, 04/23/27 . . . . . . . . . . . . . . . . . . 4.000%, 07/23/25 . . . . . . . . . . . . . . . . . . 4.350%, 09/08/26 . . . . . . . . . . . . . . . . . . 5.000%, 11/24/25 . . . . . . . . . . . . . . . . . . 5.550%, 04/27/17 . . . . . . . . . . . . . . . . . . 6.250%, 08/28/17 . . . . . . . . . . . . . . . . . . PNC Bank N.A. 1.450%, 07/29/19 . . . . . . . . . . . . . . . . . . Royal Bank of Scotland Group plc 3.875%, 09/12/23 . . . . . . . . . . . . . . . . . . 6.125%, 12/15/22 . . . . . . . . . . . . . . . . . . 7.500%, 08/10/20 (d) . . . . . . . . . . . . . . . . Santander Issuances S.A.U. 5.179%, 11/19/25 (b) . . . . . . . . . . . . . . . . Societe Generale S.A. 7.375%, 09/13/21 (144A) (d) . . . . . . . . . . 8.250%, 11/29/18 (d) . . . . . . . . . . . . . . . . SunTrust Banks, Inc. 3.500%, 01/20/17 . . . . . . . . . . . . . . . . . . UBS Group AG 5.750%, 02/19/22 (EUR) (d) . . . . . . . . . . . . 6.875%, 03/22/21 (d) . . . . . . . . . . . . . . . . 7.000%, 02/19/25 (d) . . . . . . . . . . . . . . . . 7.125%, 02/19/20 (d) . . . . . . . . . . . . . . . . UBS Group Funding Jersey, Ltd. 2.650%, 02/01/22 (144A) . . . . . . . . . . . . . Wells Fargo & Co. 3.000%, 04/22/26 (b) . . . . . . . . . . . . . . . . 4.400%, 06/14/46 . . . . . . . . . . . . . . . . . . 4.900%, 11/17/45 . . . . . . . . . . . . . . . . . . 5.606%, 01/15/44 . . . . . . . . . . . . . . . . . .

MSF-135

Principal Amount*

Value

225,000 $ 280,000

247,219 315,145

375,000

383,910

650,000

568,750

420,000 565,000 530,000 480,000 830,000 780,000 125,000 455,000

420,913 571,378 539,830 484,952 854,114 836,893 160,026 480,714

320,000

30,800

280,000

357,537

455,000 1,190,000 1,225,000 160,000 280,000 95,000 707,000 1,350,000 555,000

463,626 1,204,879 1,232,324 166,184 301,101 101,422 788,800 1,381,162 578,065

420,000

420,021

1,270,000 180,000 720,000

1,249,671 190,731 660,600

1,200,000

1,222,619

650,000 885,000

637,000 897,134

270,000

271,369

250,000 450,000 200,000 470,000

289,006 443,722 211,000 475,969

620,000

618,846

310,000 640,000 980,000 675,000

312,915 651,551 1,078,991 806,355 51,461,911

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description

Principal Amount*

Beverages—0.7% Anheuser-Busch InBev Finance, Inc. 1.900%, 02/01/19 . . . . . . . . . . . . . . . . . . 840,000 $ 2.150%, 02/01/19 . . . . . . . . . . . . . . . . . . 175,000 3.300%, 02/01/23 . . . . . . . . . . . . . . . . . . 2,620,000 4.700%, 02/01/36 . . . . . . . . . . . . . . . . . . 815,000 4.900%, 02/01/46 . . . . . . . . . . . . . . . . . . 2,585,000 Anheuser-Busch InBev Worldwide, Inc. 2.500%, 07/15/22 . . . . . . . . . . . . . . . . . . 290,000 3.750%, 07/15/42 . . . . . . . . . . . . . . . . . . 405,000 Molson Coors Brewing Co. 4.200%, 07/15/46 . . . . . . . . . . . . . . . . . . 285,000 Pernod Ricard S.A. 3.250%, 06/08/26 (144A) . . . . . . . . . . . . . 505,000

Value

Security Description

848,109 177,997 2,765,434 937,065 3,075,584 295,728 405,371 296,953

195,000

205,546

120,000 205,000

121,272 217,682 544,500

Building Materials—0.1% Boise Cascade Co. 5.625%, 09/01/24 (144A) . . . . . . . . . . . . . CRH America, Inc. 5.125%, 05/18/45 (144A) . . . . . . . . . . . . . Eagle Materials, Inc. 4.500%, 08/01/26 . . . . . . . . . . . . . . . . . . Norbord, Inc. 6.250%, 04/15/23 (144A) . . . . . . . . . . . . . Standard Industries, Inc. 5.375%, 11/15/24 (144A) . . . . . . . . . . . . . 6.000%, 10/15/25 (144A) . . . . . . . . . . . . .

35,000

35,525

500,000

559,383

75,000

76,006

220,000

233,750

145,000 220,000

149,350 235,400

Commercial Services—0.1% Cardtronics, Inc. 5.125%, 08/01/22 . . . . . . . . . . . . . . . . . . ERAC USA Finance LLC 2.600%, 12/01/21 (144A) . . . . . . . . . . . . . United Rentals North America, Inc. 4.625%, 07/15/23 . . . . . . . . . . . . . . . . . . 5.500%, 07/15/25 . . . . . . . . . . . . . . . . . .

539,065 525,508 97,162

250,000 195,000 125,000

257,118 203,798 149,669

240,000

242,400 2,014,720

Diversified Financial Services—0.3% Aircastle, Ltd. 5.000%, 04/01/23 . . . . . . . . . . . . . . . . . . . 5.500%, 02/15/22 (b) . . . . . . . . . . . . . . . . CIT Group, Inc. 5.500%, 02/15/19 (144A) . . . . . . . . . . . . . Intercontinental Exchange, Inc. 2.750%, 12/01/20 . . . . . . . . . . . . . . . . . . . International Lease Finance Corp. 5.875%, 04/01/19 . . . . . . . . . . . . . . . . . . . Nasdaq, Inc. 3.850%, 06/30/26 . . . . . . . . . . . . . . . . . . . Navient Corp. 5.500%, 01/15/19 . . . . . . . . . . . . . . . . . . . Synchrony Financial 2.600%, 01/15/19 . . . . . . . . . . . . . . . . . . . Visa, Inc. 2.800%, 12/14/22 . . . . . . . . . . . . . . . . . . . 4.300%, 12/14/45 . . . . . . . . . . . . . . . . . . .

25,000 50,000

26,188 53,875

485,000

513,494

435,000

451,632

615,000

658,819

110,000

115,101

520,000

527,800

740,000

748,716

510,000 590,000

534,649 681,848 4,312,122

1,289,414 Chemicals—0.0% Versum Materials, Inc. 5.500%, 09/30/24 (144A) . . . . . . . . . . . . .

Value

540,000 $ 550,000 95,000

512,970 9,315,211

Biotechnology—0.0% Celgene Corp. 4.625%, 05/15/44 . . . . . . . . . . . . . . . . . . Gilead Sciences, Inc. 2.500%, 09/01/23 . . . . . . . . . . . . . . . . . . 3.250%, 09/01/22 . . . . . . . . . . . . . . . . . .

Computers—0.2% Apple, Inc. 1.550%, 08/04/21 . . . . . . . . . . . . . . . . . . . 3.450%, 02/09/45 . . . . . . . . . . . . . . . . . . . 3.850%, 08/04/46 . . . . . . . . . . . . . . . . . . . Diamond 1 Finance Corp. / Diamond 2 Finance Corp. 3.480%, 06/01/19 (144A) . . . . . . . . . . . . . 4.420%, 06/15/21 (144A) . . . . . . . . . . . . . 8.350%, 07/15/46 (144A) . . . . . . . . . . . . . NCR Corp. 4.625%, 02/15/21 . . . . . . . . . . . . . . . . . . .

Principal Amount*

20,000

20,550

220,000

224,950

550,000

560,599

105,000 135,000

107,625 137,700 1,030,874

Electric—0.4% AES Corp. 4.875%, 05/15/23 . . . . . . . . . . . . . . . . . . . 5.500%, 03/15/24 . . . . . . . . . . . . . . . . . . . Dominion Resources, Inc. 2.850%, 08/15/26 . . . . . . . . . . . . . . . . . . . DTE Energy Co. 1.500%, 10/01/19 . . . . . . . . . . . . . . . . . . . Duke Energy Carolinas LLC 4.250%, 12/15/41 . . . . . . . . . . . . . . . . . . . Duke Energy Corp. 2.650%, 09/01/26 . . . . . . . . . . . . . . . . . . . Duke Energy Florida LLC 3.400%, 10/01/46 . . . . . . . . . . . . . . . . . . . Duke Energy Progress LLC 4.375%, 03/30/44 . . . . . . . . . . . . . . . . . . . Electricite de France S.A. 4.950%, 10/13/45 (144A) . . . . . . . . . . . . . Emera U.S. Finance L.P. 2.700%, 06/15/21 (144A) . . . . . . . . . . . . . 4.750%, 06/15/46 (144A) . . . . . . . . . . . . .

MSF-136

245,000 325,000

248,675 338,201

340,000

338,178

315,000

314,625

275,000

305,506

135,000

132,471

430,000

419,298

320,000

362,545

460,000

497,814

80,000 90,000

81,869 96,592

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Electric—(Continued) Exelon Corp. 2.450%, 04/15/21 . . . . . . . . . . . . . . . . . . . 2.850%, 06/15/20 . . . . . . . . . . . . . . . . . . . Fortis, Inc. 2.100%, 10/04/21 (144A) . . . . . . . . . . . . . 3.055%, 10/04/26 (144A) . . . . . . . . . . . . . NextEra Energy Capital Holdings, Inc. 1.649%, 09/01/18 . . . . . . . . . . . . . . . . . . . NRG Energy, Inc. 6.250%, 07/15/22 . . . . . . . . . . . . . . . . . . . Oncor Electric Delivery Co. LLC 7.000%, 09/01/22 . . . . . . . . . . . . . . . . . . . Southern Co. (The) 1.850%, 07/01/19 . . . . . . . . . . . . . . . . . . . 2.950%, 07/01/23 . . . . . . . . . . . . . . . . . . . 4.400%, 07/01/46 . . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

80,000 $ 565,000

81,597 585,841

155,000 100,000

154,433 99,575

210,000

210,830

200,000

203,000

130,000

164,712

315,000 130,000 155,000

317,477 134,317 167,245 5,254,801

Electrical Components & Equipment—0.0% EnerSys 5.000%, 04/30/23 (144A) . . . . . . . . . . . . .

215,000

214,731

Electronics—0.0% Fortive Corp. 2.350%, 06/15/21 (144A) . . . . . . . . . . . . .

295,000

298,630

50,000

53,750

40,000

40,600

Entertainment—0.0% GLP Capital L.P. / GLP Financing II, Inc. 5.375%, 04/15/26 . . . . . . . . . . . . . . . . . . . WMG Acquisition Corp. 5.000%, 08/01/23 (144A) . . . . . . . . . . . . .

94,350 Environmental Control—0.0% Clean Harbors, Inc. 5.250%, 08/01/20 . . . . . . . . . . . . . . . . . . . Food—0.2% Kraft Heinz Foods Co. 2.000%, 07/02/18 . . . . . . . . . . . . . . . . . . . 2.800%, 07/02/20 . . . . . . . . . . . . . . . . . . . 4.375%, 06/01/46 . . . . . . . . . . . . . . . . . . . Kroger Co. (The) 1.500%, 09/30/19 . . . . . . . . . . . . . . . . . . . 2.650%, 10/15/26 . . . . . . . . . . . . . . . . . . . 3.875%, 10/15/46 . . . . . . . . . . . . . . . . . . . Sigma Alimentos S.A. de C.V. 4.125%, 05/02/26 (144A) . . . . . . . . . . . . . Sysco Corp. 2.500%, 07/15/21 . . . . . . . . . . . . . . . . . . .

210,000

215,775

325,000 205,000 125,000

327,999 212,447 132,253

180,000 255,000 30,000

179,698 253,096 30,188

430,000

431,075

430,000

439,215 2,005,971

Forest Products & Paper—0.0% Cascades, Inc. 5.500%, 07/15/22 (144A) . . . . . . . . . . . . . 5.750%, 07/15/23 (144A) . . . . . . . . . . . . .

70,000 120,000

71,138 121,500

Forest Products & Paper—(Continued) Clearwater Paper Corp. 5.375%, 02/01/25 (144A) . . . . . . . . . . . . .

Principal Amount*

220,000 $

Value

224,125 416,763

Gas—0.0% AmeriGas Partners L.P. / AmeriGas Finance Corp. 5.625%, 05/20/24 . . . . . . . . . . . . . . . . . . . 5.875%, 08/20/26 . . . . . . . . . . . . . . . . . . . Southern Co. Gas Capital Corp. 2.450%, 10/01/23 . . . . . . . . . . . . . . . . . . . Southern Star Central Corp. 5.125%, 07/15/22 (144A) . . . . . . . . . . . . .

95,000 95,000

100,700 100,700

95,000

95,534

25,000

25,187 322,121

Healthcare-Products—0.2% Hologic, Inc. 5.250%, 07/15/22 (144A) . . . . . . . . . . . . . Kinetic Concepts, Inc. / KCI USA, Inc. 7.875%, 02/15/21 (144A) . . . . . . . . . . . . . Medtronic, Inc. 4.375%, 03/15/35 . . . . . . . . . . . . . . . . . . . 4.625%, 03/15/45 . . . . . . . . . . . . . . . . . . . Thermo Fisher Scientific, Inc. 2.950%, 09/19/26 . . . . . . . . . . . . . . . . . . . 3.000%, 04/15/23 . . . . . . . . . . . . . . . . . . . Zimmer Biomet Holdings, Inc. 1.450%, 04/01/17 . . . . . . . . . . . . . . . . . . .

60,000

63,675

190,000

205,675

398,000 130,000

451,007 152,748

95,000 455,000

94,280 465,976

555,000

555,279 1,988,640

Healthcare-Services—0.4% Aetna, Inc. 2.800%, 06/15/23 . . . . . . . . . . . . . . . . . . . 4.250%, 06/15/36 . . . . . . . . . . . . . . . . . . . Anthem, Inc. 2.300%, 07/15/18 . . . . . . . . . . . . . . . . . . . 3.500%, 08/15/24 . . . . . . . . . . . . . . . . . . . 4.625%, 05/15/42 . . . . . . . . . . . . . . . . . . . CHS/Community Health Systems, Inc. 5.125%, 08/01/21 (b) . . . . . . . . . . . . . . . . HCA, Inc. 4.750%, 05/01/23 . . . . . . . . . . . . . . . . . . . 6.500%, 02/15/20 . . . . . . . . . . . . . . . . . . . MEDNAX, Inc. 5.250%, 12/01/23 (144A) . . . . . . . . . . . . . Tenet Healthcare Corp. 6.000%, 10/01/20 . . . . . . . . . . . . . . . . . . . UnitedHealth Group, Inc. 1.700%, 02/15/19 . . . . . . . . . . . . . . . . . . . 3.350%, 07/15/22 . . . . . . . . . . . . . . . . . . . 3.750%, 07/15/25 . . . . . . . . . . . . . . . . . . . 4.750%, 07/15/45 . . . . . . . . . . . . . . . . . . .

175,000 80,000

178,699 82,860

202,000 900,000 170,000

204,644 947,560 183,347

250,000

248,125

60,000 535,000

62,550 592,513

40,000

42,050

535,000

565,763

465,000 460,000 475,000 175,000

468,091 493,953 521,626 209,858 4,801,639

Holding Companies-Diversified—0.1% Hutchison Whampoa International, Ltd. 2.000%, 11/08/17 (144A) . . . . . . . . . . . . .

MSF-137

850,000

853,861

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Home Builders—0.0% CalAtlantic Group, Inc. 5.375%, 10/01/22 . . . . . . . . . . . . . . . . . . . Meritage Homes Corp. 6.000%, 06/01/25 . . . . . . . . . . . . . . . . . . . PulteGroup, Inc. 4.250%, 03/01/21 . . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

240,000 $

250,200

220,000

233,750

20,000

21,000 504,950

Insurance—0.1% American International Group, Inc. 4.700%, 07/10/35 . . . . . . . . . . . . . . . . . . . CNO Financial Group, Inc. 4.500%, 05/30/20 . . . . . . . . . . . . . . . . . . . 5.250%, 05/30/25 . . . . . . . . . . . . . . . . . . . Marsh & McLennan Cos., Inc. 3.500%, 03/10/25 . . . . . . . . . . . . . . . . . . . Massachusetts Mutual Life Insurance Co. 8.875%, 06/01/39 (144A) . . . . . . . . . . . . . MGIC Investment Corp. 5.750%, 08/15/23 . . . . . . . . . . . . . . . . . . . Radian Group, Inc. 7.000%, 03/15/21 . . . . . . . . . . . . . . . . . . .

295,000

319,427

10,000 90,000

10,238 89,325

340,000

359,132

325,000

511,440

45,000

46,800

80,000

89,700 1,426,062

Iron/Steel—0.0% Steel Dynamics, Inc. 5.125%, 10/01/21 . . . . . . . . . . . . . . . . . . . 5.500%, 10/01/24 . . . . . . . . . . . . . . . . . . . United States Steel Corp. 6.875%, 04/01/21 . . . . . . . . . . . . . . . . . . . 7.375%, 04/01/20 . . . . . . . . . . . . . . . . . . .

95,000 105,000

98,681 109,988

16,000 21,000

15,840 20,895 245,404

Lodging—0.0% Hilton Domestic Operating Co., Inc. 4.250%, 09/01/24 (144A) . . . . . . . . . . . . . Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 5.375%, 03/15/22 . . . . . . . . . . . . . . . . . . .

105,000

296,000

107,100

306,730 413,830

Machinery-Construction & Mining—0.0% Oshkosh Corp. 5.375%, 03/01/25 . . . . . . . . . . . . . . . . . . . Machinery-Diversified—0.0% Case New Holland Industrial, Inc. 7.875%, 12/01/17 . . . . . . . . . . . . . . . . . . . CNH Industrial Capital LLC 3.375%, 07/15/19 . . . . . . . . . . . . . . . . . . . CNH Industrial NV 4.500%, 08/15/23 . . . . . . . . . . . . . . . . . . .

120,000

125,550

154,000

163,625

15,000

15,263

145,000

146,232

Principal Amount*

Media—1.2% 21st Century Fox America, Inc. 6.150%, 03/01/37 . . . . . . . . . . . . . . . . . . 685,000 $ CBS Corp. 4.000%, 01/15/26 (b) . . . . . . . . . . . . . . . . 150,000 CCO Holdings LLC / CCO Holdings Capital Corp. 5.125%, 02/15/23 . . . . . . . . . . . . . . . . . . 10,000 5.250%, 09/30/22 . . . . . . . . . . . . . . . . . . 290,000 5.750%, 09/01/23 . . . . . . . . . . . . . . . . . . 60,000 5.750%, 02/15/26 (144A) . . . . . . . . . . . . . 30,000 Charter Communications Operating LLC / Charter Communications Operating Capital Corp. 3.579%, 07/23/20 (144A) . . . . . . . . . . . . . 270,000 4.464%, 07/23/22 (144A) . . . . . . . . . . . . . 815,000 4.908%, 07/23/25 (144A) . . . . . . . . . . . . . 760,000 6.484%, 10/23/45 (144A) . . . . . . . . . . . . . 1,350,000 Comcast Corp. 1.625%, 01/15/22 . . . . . . . . . . . . . . . . . . 170,000 2.750%, 03/01/23 . . . . . . . . . . . . . . . . . . 655,000 3.150%, 03/01/26 . . . . . . . . . . . . . . . . . . 995,000 3.400%, 07/15/46 . . . . . . . . . . . . . . . . . . 400,000 4.750%, 03/01/44 . . . . . . . . . . . . . . . . . . 240,000 COX Communications, Inc. 3.250%, 12/15/22 (144A) . . . . . . . . . . . . . 190,000 3.350%, 09/15/26 (144A) . . . . . . . . . . . . . 95,000 3.850%, 02/01/25 (144A) . . . . . . . . . . . . . 355,000 DISH DBS Corp. 7.875%, 09/01/19 . . . . . . . . . . . . . . . . . . 490,000 Grupo Televisa S.A.B. 6.125%, 01/31/46 . . . . . . . . . . . . . . . . . . 360,000 Liberty Interactive LLC 8.250%, 02/01/30 . . . . . . . . . . . . . . . . . . 385,000 NBCUniversal Media LLC 5.150%, 04/30/20 . . . . . . . . . . . . . . . . . . 86,000 Sky plc 2.625%, 09/16/19 (144A) . . . . . . . . . . . . . 480,000 TEGNA, Inc. 4.875%, 09/15/21 (144A) . . . . . . . . . . . . . 225,000 5.125%, 10/15/19 . . . . . . . . . . . . . . . . . . 360,000 6.375%, 10/15/23 . . . . . . . . . . . . . . . . . . 55,000 Time Warner Cable LLC 4.500%, 09/15/42 . . . . . . . . . . . . . . . . . . 325,000 7.300%, 07/01/38 . . . . . . . . . . . . . . . . . . 500,000 626,000 8.250%, 04/01/19 . . . . . . . . . . . . . . . . . . 8.750%, 02/14/19 . . . . . . . . . . . . . . . . . . 759,000 Time Warner, Inc. 4.850%, 07/15/45 . . . . . . . . . . . . . . . . . . 275,000 6.500%, 11/15/36 . . . . . . . . . . . . . . . . . . 535,000 Viacom, Inc. 3.450%, 10/04/26 . . . . . . . . . . . . . . . . . . 65,000 Videotron, Ltd. 5.375%, 06/15/24 (144A) . . . . . . . . . . . . . 195,000

325,120

MSF-138

Value

860,741 159,092

10,425 303,050 63,525 31,800

282,203 879,436 838,322 1,632,585 168,579 678,705 1,050,788 388,841 282,379 191,321 95,765 365,834 548,800 393,969 413,875 96,478 488,056 234,000 369,450 59,125 310,134 639,800 720,817 875,324 307,411 691,479 64,981 202,800 14,699,890

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Mining—0.1% Anglo American Capital plc 4.875%, 05/14/25 (144A) (b) . . . . . . . . . . Freeport-McMoRan, Inc. 3.875%, 03/15/23 . . . . . . . . . . . . . . . . . . 4.550%, 11/14/24 . . . . . . . . . . . . . . . . . . 5.400%, 11/14/34 (b) . . . . . . . . . . . . . . . . 5.450%, 03/15/43 . . . . . . . . . . . . . . . . . . Kaiser Aluminum Corp. 5.875%, 05/15/24 . . . . . . . . . . . . . . . . . . Rio Tinto Finance USA, Ltd. 3.750%, 06/15/25 (b) . . . . . . . . . . . . . . . . Teck Resources, Ltd. 8.500%, 06/01/24 (144A) (b) . . . . . . . . . .

Principal Amount*

Value

Security Description

210,000 $

214,200

25,000 65,000 80,000 145,000

22,436 58,906 66,400 116,362

45,000

47,025

180,000

193,653

105,000

120,225 839,207

Oil & Gas—1.2% Anadarko Petroleum Corp. 4.850%, 03/15/21 . . . . . . . . . . . . . . . . . . 370,000 5.550%, 03/15/26 (b) . . . . . . . . . . . . . . . . 465,000 6.375%, 09/15/17 . . . . . . . . . . . . . . . . . . 54,000 6.600%, 03/15/46 . . . . . . . . . . . . . . . . . . 640,000 6.950%, 06/15/19 . . . . . . . . . . . . . . . . . . 75,000 Antero Resources Corp. 5.625%, 06/01/23 . . . . . . . . . . . . . . . . . . 50,000 BP Capital Markets plc 2.112%, 09/16/21 . . . . . . . . . . . . . . . . . . 355,000 2.750%, 05/10/23 . . . . . . . . . . . . . . . . . . 500,000 3.062%, 03/17/22 . . . . . . . . . . . . . . . . . . 125,000 Cenovus Energy, Inc. 3.000%, 08/15/22 . . . . . . . . . . . . . . . . . . 1,060,000 3.800%, 09/15/23 . . . . . . . . . . . . . . . . . . 120,000 5.200%, 09/15/43 . . . . . . . . . . . . . . . . . . 455,000 5.700%, 10/15/19 . . . . . . . . . . . . . . . . . . 247,000 Concho Resources, Inc. 5.500%, 04/01/23 . . . . . . . . . . . . . . . . . . 75,000 6.500%, 01/15/22 . . . . . . . . . . . . . . . . . . 65,000 ConocoPhillips Co. 4.950%, 03/15/26 (b) . . . . . . . . . . . . . . . . 720,000 Continental Resources, Inc. 3.800%, 06/01/24 . . . . . . . . . . . . . . . . . . 5,000 4.500%, 04/15/23 . . . . . . . . . . . . . . . . . . 60,000 4.900%, 06/01/44 . . . . . . . . . . . . . . . . . . 10,000 5.000%, 09/15/22 (b) . . . . . . . . . . . . . . . . 100,000 Devon Energy Corp. 3.250%, 05/15/22 (b) . . . . . . . . . . . . . . . . 895,000 Devon Financing Co. LLC 7.875%, 09/30/31 . . . . . . . . . . . . . . . . . . 100,000 Encana Corp. 3.900%, 11/15/21 . . . . . . . . . . . . . . . . . . 255,000 EOG Resources, Inc. 4.150%, 01/15/26 . . . . . . . . . . . . . . . . . . 225,000 Hess Corp. 4.300%, 04/01/27 . . . . . . . . . . . . . . . . . . 370,000 5.600%, 02/15/41 . . . . . . . . . . . . . . . . . . 210,000 5.800%, 04/01/47 . . . . . . . . . . . . . . . . . . 320,000 6.000%, 01/15/40 . . . . . . . . . . . . . . . . . . 260,000

397,202 525,468 56,297 778,723 82,981 50,938 357,063 508,354 130,939 1,007,937 118,722 408,574 265,135 77,344 67,437

Oil & Gas—(Continued) Kerr-McGee Corp. 6.950%, 07/01/24 . . . . . . . . . . . . . . . . . . . Marathon Oil Corp. 2.700%, 06/01/20 . . . . . . . . . . . . . . . . . . . 2.800%, 11/01/22 . . . . . . . . . . . . . . . . . . . 3.850%, 06/01/25 (b) . . . . . . . . . . . . . . . . 5.200%, 06/01/45 . . . . . . . . . . . . . . . . . . . 6.600%, 10/01/37 . . . . . . . . . . . . . . . . . . . 6.800%, 03/15/32 . . . . . . . . . . . . . . . . . . . MEG Energy Corp. 7.000%, 03/31/24 (144A) . . . . . . . . . . . . . Petroleos Mexicanos 3.500%, 07/23/20 . . . . . . . . . . . . . . . . . . . 5.500%, 02/04/19 (144A) . . . . . . . . . . . . . 5.500%, 06/27/44 . . . . . . . . . . . . . . . . . . . 6.375%, 02/04/21 (144A) . . . . . . . . . . . . . Pioneer Natural Resources Co. 3.450%, 01/15/21 . . . . . . . . . . . . . . . . . . . 3.950%, 07/15/22 . . . . . . . . . . . . . . . . . . . 4.450%, 01/15/26 (b) . . . . . . . . . . . . . . . . QEP Resources, Inc. 5.375%, 10/01/22 . . . . . . . . . . . . . . . . . . . 6.800%, 03/01/20 . . . . . . . . . . . . . . . . . . . Shell International Finance B.V. 2.500%, 09/12/26 . . . . . . . . . . . . . . . . . . . 3.250%, 05/11/25 . . . . . . . . . . . . . . . . . . . 4.375%, 05/11/45 . . . . . . . . . . . . . . . . . . . SM Energy Co. 6.125%, 11/15/22 . . . . . . . . . . . . . . . . . . . Statoil ASA 3.700%, 03/01/24 (b) . . . . . . . . . . . . . . . . 3.950%, 05/15/43 . . . . . . . . . . . . . . . . . . . Tesoro Corp. 5.125%, 04/01/24 . . . . . . . . . . . . . . . . . . . Valero Energy Corp. 3.400%, 09/15/26 . . . . . . . . . . . . . . . . . . . 4.900%, 03/15/45 . . . . . . . . . . . . . . . . . . .

Principal Amount*

480,000 $

577,024

200,000 370,000 100,000 30,000 15,000 15,000

196,026 342,681 94,964 26,900 15,341 15,693

136,000

107,440

180,000 380,000 685,000 195,000

181,260 400,710 593,826 212,569

65,000 120,000 580,000

67,591 127,696 629,018

5,000 15,000

4,963 15,413

185,000 490,000 470,000

181,891 516,202 507,316

55,000

55,000

90,000 445,000

97,814 458,818

150,000

154,500

610,000 75,000

605,936 74,027

811,560 4,575 57,600 8,400 99,750 888,602 123,878 255,505 245,748

Value

14,764,648 Packaging & Containers—0.1% Crown Americas LLC / Crown Americas Capital Corp. V 4.250%, 09/30/26 (144A) . . . . . . . . . . . . . Graphic Packaging International, Inc. 4.875%, 11/15/22 . . . . . . . . . . . . . . . . . . . Owens-Brockway Glass Container, Inc. 5.875%, 08/15/23 (144A) . . . . . . . . . . . . . Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC 5.125%, 07/15/23 (144A) . . . . . . . . . . . . .

55,000

55,069

220,000

231,000

95,000

102,125

205,000

211,662 599,856

372,881 209,320 327,409 265,687

Pharmaceuticals—0.6% AbbVie, Inc. 3.200%, 05/14/26 . . . . . . . . . . . . . . . . . . .

MSF-139

250,000

253,089

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description

Principal Amount*

Pharmaceuticals—(Continued) Actavis Funding SCS 2.350%, 03/12/18 . . . . . . . . . . . . . . . . . . 1,545,000 $ 3.000%, 03/12/20 . . . . . . . . . . . . . . . . . . 1,020,000 Baxalta, Inc. 3.600%, 06/23/22 . . . . . . . . . . . . . . . . . . 55,000 Cardinal Health, Inc. 1.950%, 06/15/18 . . . . . . . . . . . . . . . . . . 265,000 EMD Finance LLC 2.950%, 03/19/22 (144A) . . . . . . . . . . . . . 600,000 Mylan NV 3.000%, 12/15/18 (144A) . . . . . . . . . . . . . 280,000 3.150%, 06/15/21 (144A) . . . . . . . . . . . . . 255,000 3.750%, 12/15/20 (144A) . . . . . . . . . . . . . 325,000 Quintiles Transnational Corp. 4.875%, 05/15/23 (144A) . . . . . . . . . . . . . 85,000 Shire Acquisitions Investments Ireland DAC 2.400%, 09/23/21 (b) . . . . . . . . . . . . . . . . 480,000 Teva Pharmaceutical Finance Netherlands B.V. 3.150%, 10/01/26 . . . . . . . . . . . . . . . . . . . 140,000 Teva Pharmaceutical Finance Netherlands III B.V. 1.700%, 07/19/19 . . . . . . . . . . . . . . . . . . 875,000 2.200%, 07/21/21 (b) . . . . . . . . . . . . . . . . 700,000

Value

Security Description

1,560,930 1,053,165 57,782 267,505 618,529 286,173 259,787 339,422 87,338 480,604 140,648 873,020 697,360

Pipelines—(Continued) Regency Energy Partners L.P. / Regency Energy Finance Corp. 5.875%, 03/01/22 . . . . . . . . . . . . . . . . . . . Sunoco Logistics Partners Operations L.P. 3.900%, 07/15/26 . . . . . . . . . . . . . . . . . . . 4.250%, 04/01/24 . . . . . . . . . . . . . . . . . . . Tesoro Logistics L.P. / Tesoro Logistics Finance Corp. 5.500%, 10/15/19 . . . . . . . . . . . . . . . . . . . 6.250%, 10/15/22 . . . . . . . . . . . . . . . . . . . Texas Eastern Transmission L.P. 2.800%, 10/15/22 (144A) . . . . . . . . . . . . . Williams Cos., Inc. (The) 3.700%, 01/15/23 . . . . . . . . . . . . . . . . . . . 4.550%, 06/24/24 . . . . . . . . . . . . . . . . . . . 5.750%, 06/24/44 . . . . . . . . . . . . . . . . . . . 7.875%, 09/01/21 . . . . . . . . . . . . . . . . . . . Williams Partners L.P. 3.600%, 03/15/22 . . . . . . . . . . . . . . . . . . . 4.000%, 11/15/21 . . . . . . . . . . . . . . . . . . . 4.300%, 03/04/24 . . . . . . . . . . . . . . . . . . . 5.250%, 03/15/20 . . . . . . . . . . . . . . . . . . .

Principal Amount*

275,000 $

303,236

25,000 300,000

25,493 311,623

130,000 200,000

138,450 213,500

420,000

418,681

35,000 21,000 35,000 25,000

33,950 21,411 36,050 28,937

905,000 215,000 260,000 280,000

920,720 222,514 265,888 303,122

6,975,352 Pipelines—0.5% DCP Midstream LLC 5.350%, 03/15/20 (144A) . . . . . . . . . . . . . 9.750%, 03/15/19 (144A) . . . . . . . . . . . . . DCP Midstream Operating L.P. 2.700%, 04/01/19 . . . . . . . . . . . . . . . . . . 3.875%, 03/15/23 . . . . . . . . . . . . . . . . . . 4.950%, 04/01/22 . . . . . . . . . . . . . . . . . . 5.600%, 04/01/44 . . . . . . . . . . . . . . . . . . Energy Transfer Equity L.P. 7.500%, 10/15/20 . . . . . . . . . . . . . . . . . . Energy Transfer Partners L.P. 4.050%, 03/15/25 . . . . . . . . . . . . . . . . . . 5.950%, 10/01/43 . . . . . . . . . . . . . . . . . . Enterprise Products Operating LLC 3.950%, 02/15/27 . . . . . . . . . . . . . . . . . . Kinder Morgan Energy Partners L.P. 5.300%, 09/15/20 . . . . . . . . . . . . . . . . . . 6.500%, 04/01/20 . . . . . . . . . . . . . . . . . . 6.850%, 02/15/20 . . . . . . . . . . . . . . . . . . Kinder Morgan, Inc. 5.050%, 02/15/46 . . . . . . . . . . . . . . . . . . Magellan Midstream Partners L.P. 5.000%, 03/01/26 . . . . . . . . . . . . . . . . . . MPLX L.P. 4.875%, 12/01/24 . . . . . . . . . . . . . . . . . . 4.875%, 06/01/25 . . . . . . . . . . . . . . . . . . Plains All American Pipeline L.P. / PAA Finance Corp. 2.850%, 01/31/23 . . . . . . . . . . . . . . . . . . 3.650%, 06/01/22 . . . . . . . . . . . . . . . . . .

25,000 30,000

25,625 33,360

30,000 20,000 66,000 50,000

29,250 19,100 67,237 46,250

540,000

592,650

180,000 120,000

178,530 121,208

240,000

251,488

135,000 50,000 95,000

145,656 56,134 107,810

580,000

552,301

145,000

165,192

105,000 100,000

108,604 103,328

470,000 470,000

445,442 476,429

Value

6,769,169 Real Estate—0.1% Prologis L.P. 3.350%, 02/01/21 . . . . . . . . . . . . . . . . . . . Real Estate Investment Trusts—0.3% American Tower Corp. 3.400%, 02/15/19 . . . . . . . . . . . . . . . . . . . 3.450%, 09/15/21 . . . . . . . . . . . . . . . . . . . 4.500%, 01/15/18 . . . . . . . . . . . . . . . . . . . Brandywine Operating Partnership L.P. 3.950%, 02/15/23 . . . . . . . . . . . . . . . . . . . Corrections Corp. of America 4.125%, 04/01/20 (b) . . . . . . . . . . . . . . . . Crown Castle International Corp. 3.400%, 02/15/21 . . . . . . . . . . . . . . . . . . . 3.700%, 06/15/26 . . . . . . . . . . . . . . . . . . . HCP, Inc. 4.000%, 06/01/25 . . . . . . . . . . . . . . . . . . . Kimco Realty Corp. 3.125%, 06/01/23 . . . . . . . . . . . . . . . . . . . 3.400%, 11/01/22 . . . . . . . . . . . . . . . . . . . Ventas Realty L.P. / Ventas Capital Corp. 2.700%, 04/01/20 . . . . . . . . . . . . . . . . . . . Welltower, Inc. 4.500%, 01/15/24 . . . . . . . . . . . . . . . . . . .

595,000

629,076

385,000 135,000 280,000

400,032 142,082 290,406

775,000

791,600

90,000

84,600

65,000 245,000

68,025 255,633

500,000

513,409

605,000 200,000

621,956 210,696

330,000

338,170

175,000

191,091 3,907,700

Retail—0.4% AutoZone, Inc. 1.625%, 04/21/19 . . . . . . . . . . . . . . . . . . .

MSF-140

140,000

140,473

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Retail—(Continued) CVS Health Corp. 2.125%, 06/01/21 . . . . . . . . . . . . . . . . . . . 2.800%, 07/20/20 . . . . . . . . . . . . . . . . . . . 3.875%, 07/20/25 . . . . . . . . . . . . . . . . . . . 5.125%, 07/20/45 . . . . . . . . . . . . . . . . . . . Group 1 Automotive, Inc. 5.000%, 06/01/22 . . . . . . . . . . . . . . . . . . . Home Depot, Inc. (The) 3.500%, 09/15/56 . . . . . . . . . . . . . . . . . . . KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC 5.250%, 06/01/26 (144A) . . . . . . . . . . . . . Lowe’s Cos., Inc. 2.500%, 04/15/26 . . . . . . . . . . . . . . . . . . . 3.700%, 04/15/46 . . . . . . . . . . . . . . . . . . . Walgreens Boots Alliance, Inc. 2.600%, 06/01/21 . . . . . . . . . . . . . . . . . . . 3.100%, 06/01/23 . . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

80,000 $ 750,000 324,000 645,000

80,812 777,041 352,712 789,251

205,000

205,640

410,000

400,666

110,000

116,325

700,000 575,000

702,549 594,078

195,000 160,000

199,557 165,032 4,524,136

Savings & Loans—0.0% Nationwide Building Society 6.875%, 06/20/19 (GBP) (d) . . . . . . . . . . . . Semiconductors—0.1% Intel Corp. 4.100%, 05/19/46 . . . . . . . . . . . . . . . . . . . Lam Research Corp. 2.800%, 06/15/21 (b) . . . . . . . . . . . . . . . . NXP B.V. / NXP Funding LLC 4.625%, 06/15/22 (144A) . . . . . . . . . . . . . Sensata Technologies B.V. 5.000%, 10/01/25 (144A) . . . . . . . . . . . . . 5.625%, 11/01/24 (144A) . . . . . . . . . . . . .

355,000

438,392

235,000

251,521

410,000

420,831

200,000

216,000

180,000 20,000

184,050 21,125 1,093,527

Shipbuilding—0.0% Huntington Ingalls Industries, Inc. 5.000%, 11/15/25 (144A) . . . . . . . . . . . . . Software—0.3% First Data Corp. 5.000%, 01/15/24 (144A) . . . . . . . . . . . . . 5.375%, 08/15/23 (144A) . . . . . . . . . . . . . Microsoft Corp. 1.550%, 08/08/21 . . . . . . . . . . . . . . . . . . . 2.400%, 08/08/26 . . . . . . . . . . . . . . . . . . . 3.700%, 08/08/46 . . . . . . . . . . . . . . . . . . . 3.950%, 08/08/56 . . . . . . . . . . . . . . . . . . . MSCI, Inc. 5.250%, 11/15/24 (144A) . . . . . . . . . . . . . 5.750%, 08/15/25 (144A) . . . . . . . . . . . . . Open Text Corp. 5.625%, 01/15/23 (144A) . . . . . . . . . . . . .

25,000

26,438

40,000 215,000

40,600 221,450

655,000 255,000 390,000 400,000

652,323 255,216 394,752 405,250

75,000 65,000

79,399 69,387

80,000

81,600

Software—(Continued) Oracle Corp. 1.900%, 09/15/21 . . . . . . . . . . . . . . . . . .

Principal Amount*

875,000 $

Value

877,220 3,077,197

Telecommunications—0.8% AT&T, Inc. 3.600%, 02/17/23 . . . . . . . . . . . . . . . . . . 570,000 4.125%, 02/17/26 . . . . . . . . . . . . . . . . . . 170,000 4.500%, 05/15/35 . . . . . . . . . . . . . . . . . . 130,000 4.750%, 05/15/46 . . . . . . . . . . . . . . . . . . 960,000 5.150%, 03/15/42 . . . . . . . . . . . . . . . . . . 439,000 Cisco Systems, Inc. 1.400%, 09/20/19 . . . . . . . . . . . . . . . . . . 785,000 2.200%, 02/28/21 . . . . . . . . . . . . . . . . . . 470,000 CommScope, Inc. 4.375%, 06/15/20 (144A) . . . . . . . . . . . . . 135,000 Frontier Communications Corp. 10.500%, 09/15/22 . . . . . . . . . . . . . . . . . 65,000 GTP Acquisition Partners LLC 3.482%, 06/16/25 (144A) . . . . . . . . . . . . . 1,355,000 Nokia Oyj 6.625%, 05/15/39 . . . . . . . . . . . . . . . . . . 200,000 Sprint Communications, Inc. 7.000%, 03/01/20 (144A) . . . . . . . . . . . . . 630,000 T-Mobile USA, Inc. 6.731%, 04/28/22 . . . . . . . . . . . . . . . . . . 175,000 Telecom Italia Capital S.A. 6.000%, 09/30/34 . . . . . . . . . . . . . . . . . . 45,000 6.375%, 11/15/33 . . . . . . . . . . . . . . . . . . 10,000 7.721%, 06/04/38 . . . . . . . . . . . . . . . . . . 50,000 Verizon Communications, Inc. 4.400%, 11/01/34 . . . . . . . . . . . . . . . . . . 535,000 4.672%, 03/15/55 . . . . . . . . . . . . . . . . . . 1,228,000 4.862%, 08/21/46 . . . . . . . . . . . . . . . . . . 315,000 5.012%, 08/21/54 (b) . . . . . . . . . . . . . . . . 523,000 Wind Acquisition Finance S.A. 4.750%, 07/15/20 (144A) . . . . . . . . . . . . . 200,000

600,834 183,702 136,590 1,004,597 476,336 785,685 480,895 139,050 68,900 1,412,249 217,000 675,675 183,750 44,561 10,175 54,750 566,104 1,291,770 352,820 577,517 201,500 9,464,460

Transportation—0.1% FedEx Corp. 3.250%, 04/01/26 (b) . . . . . . . . . . . . . . . . 4.550%, 04/01/46 . . . . . . . . . . . . . . . . . . Kansas City Southern 3.000%, 05/15/23 . . . . . . . . . . . . . . . . . . Norfolk Southern Corp. 2.900%, 06/15/26 . . . . . . . . . . . . . . . . . . Ryder System, Inc. 2.550%, 06/01/19 . . . . . . . . . . . . . . . . . .

160,000 315,000

168,742 349,896

200,000

203,760

400,000

410,244

260,000

265,128 1,397,770

Trucking & Leasing—0.1% Penske Truck Leasing Co. L.P. / PTL Finance Corp. 4.875%, 07/11/22 (144A) . . . . . . . . . . . . . 1,180,000 Total Corporate Bonds & Notes (Cost $167,955,183) . . . . . . . . . . . . . . . . . .

MSF-141

1,316,757 172,027,134

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Asset-Backed Securities—6.3% Principal Amount*

Security Description

Asset-Backed - Automobile—0.1% AmeriCredit Automobile Receivables Trust 3.310%, 10/08/19 . . . . . . . . . . . . . . . . . . 245,000 $ First Investors Auto Owner Trust 2.390%, 11/16/20 (144A) . . . . . . . . . . . . . 285,000 Flagship Credit Auto Trust 1.210%, 04/15/19 (144A) . . . . . . . . . . . . . 50,272 GM Financial Automobile Leasing Trust 1.960%, 03/20/18 (144A) . . . . . . . . . . . . . 200,000 Santander Drive Auto Receivables Trust 3.780%, 10/15/19 (144A) . . . . . . . . . . . . . 195,000 4.670%, 01/15/20 (144A) . . . . . . . . . . . . . 1,085,000

Value

Security Description

249,702 287,049 50,291 200,517 199,902 1,101,139 2,088,600

Asset-Backed - Home Equity—0.3% GSAA Home Equity Trust 0.575%, 12/25/46 (d) (f) . . . . . . . . . . . . . . 120,428 0.595%, 12/25/46 (d) (f) . . . . . . . . . . . . . . 385,385 0.625%, 03/25/37 (d) (f) . . . . . . . . . . . . . . 849,101 0.745%, 05/25/47 (d) (f) . . . . . . . . . . . . . . 28,123 0.755%, 04/25/47 (d) (f) . . . . . . . . . . . . . . 274,160 0.765%, 11/25/36 (d) (f) . . . . . . . . . . . . . . 352,766 0.825%, 03/25/36 (d) (f) . . . . . . . . . . . . . . 1,549,082 5.876%, 09/25/36 (f) . . . . . . . . . . . . . . . . . 165,515 5.985%, 06/25/36 (d) (f) . . . . . . . . . . . . . . 646,174 Morgan Stanley ABS Capital I, Inc. Trust 0.675%, 06/25/36 (d) (f) . . . . . . . . . . . . . . 65,049 Renaissance Home Equity Loan Trust 5.909%, 04/25/37 (f) . . . . . . . . . . . . . . . . . 678,068 6.120%, 11/25/36 (f) . . . . . . . . . . . . . . . . . 263,649 Soundview Home Loan Trust 0.775%, 11/25/36 (d) (f) . . . . . . . . . . . . . . 595,000

75,268 209,873 458,935 21,391 182,667 200,344 1,023,519 88,035 328,033 57,200 361,781 163,553 417,428 3,588,027

Asset-Backed - Other—5.9% AMMC CLO, Ltd. 2.165%, 07/27/26 (144A) (d) Apidos CLO 2.138%, 01/19/25 (144A) (d) 2.179%, 04/17/26 (144A) (d) 2.229%, 01/16/27 (144A) (d) 2.530%, 07/15/23 (144A) (d) Ares CLO, Ltd. 1.546%, 04/20/23 (144A) (d) 2.199%, 04/17/26 (144A) (d) Atlas Senior Loan Fund, Ltd. 2.220%, 10/15/26 (144A) (d) 2.229%, 07/16/26 (144A) (d) Atrium CDO Corp. 2.071%, 11/16/22 (144A) (d) Avery Point CLO, Ltd. 2.235%, 04/25/26 (144A) (d) Babson CLO, Ltd. 2.186%, 07/20/25 (144A) (d) Battalion CLO, Ltd. 2.102%, 10/22/25 (144A) (d)

. . . . . . . . . . 1,340,000

1,339,992

.......... 895,000 . . . . . . . . . . 1,595,000 .......... 480,000 .......... 465,000

895,024 1,595,037 480,164 460,953

.......... 850,761 . . . . . . . . . . 1,475,000

847,310 1,475,093

. . . . . . . . . . 1,190,000 .......... 615,000

1,190,371 615,022

..........

550,000

549,994

. . . . . . . . . . 1,460,000

1,460,121

..........

340,000

340,015

..........

615,000

615,000

Asset-Backed - Other—(Continued) Benefit Street Partners CLO, Ltd. 1.880%, 07/15/24 (144A) (d) . . . . . . . . . . Carlyle Global Market Strategies CLO, Ltd. 2.204%, 04/27/27 (144A) (d) . . . . . . . . . . Cent CLO, Ltd. 2.057%, 01/30/25 (144A) (d) . . . . . . . . . . 2.169%, 04/17/26 (144A) (d) . . . . . . . . . . 2.224%, 07/27/26 (144A) (d) . . . . . . . . . . 2.268%, 11/07/26 (144A) (d) . . . . . . . . . . 2.729%, 04/17/26 (144A) (d) . . . . . . . . . . CIFC Funding, Ltd. 2.179%, 04/18/25 (144A) (d) . . . . . . . . . . 2.305%, 05/24/26 (144A) (d) . . . . . . . . . . 2.409%, 08/14/24 (144A) (d) . . . . . . . . . . 3.535%, 12/05/24 (144A) (d) . . . . . . . . . . Consumer Credit Origination Loan Trust 2.820%, 03/15/21 (144A) (k) . . . . . . . . . . . Dryden Senior Loan Fund 2.110%, 07/15/27 (144A) (d) . . . . . . . . . . 2.160%, 07/15/26 (144A) (d) . . . . . . . . . . Finance America Mortgage Loan Trust 1.575%, 09/25/33 (d) (f) . . . . . . . . . . . . . . First Franklin Mortgage Loan Trust 0.835%, 09/25/36 (d) (f) . . . . . . . . . . . . . . Flatiron CLO, Ltd. 2.579%, 07/17/26 (144A) (d) . . . . . . . . . . Ford Credit Floorplan Master Owner Trust 3.500%, 01/15/19 . . . . . . . . . . . . . . . . . . Fremont Home Loan Trust 1.575%, 12/25/33 (d) (f) . . . . . . . . . . . . . . Galaxy XV CLO, Ltd. 1.930%, 04/15/25 (144A) (d) . . . . . . . . . . GMACM Home Equity Loan Trust 1.024%, 10/25/34 (144A) (d) . . . . . . . . . . Green Tree Agency Advance Funding Trust 3.095%, 10/15/48 (144A) . . . . . . . . . . . . . Highbridge Loan Management, Ltd. 2.228%, 05/05/27 (144A) (d) . . . . . . . . . . KKR Financial CLO, Ltd. 1.830%, 07/15/25 (144A) (d) . . . . . . . . . . Knollwood CDO, Ltd. 3.861%, 01/10/39 (144A) (d) . . . . . . . . . . Lehman XS Trust 1.045%, 11/25/35 (d) (f) . . . . . . . . . . . . . . Limerock CLO, Ltd. 2.179%, 04/18/26 (144A) (d) . . . . . . . . . . Madison Park Funding, Ltd. 1.995%, 10/23/25 (144A) (d) . . . . . . . . . . 2.196%, 07/20/26 (144A) (d) . . . . . . . . . . Magnetite CLO, Ltd. 5.180%, 01/15/25 (144A) (d) (k) . . . . . . . . Magnetite, Ltd. 2.135%, 07/25/26 (144A) (d) . . . . . . . . . . 2.160%, 04/15/26 (144A) (d) . . . . . . . . . . 2.180%, 04/15/27 (144A) (d) . . . . . . . . . . 2.665%, 07/25/26 (144A) (d) . . . . . . . . . .

MSF-142

Principal Amount*

320,000 $

Value

318,478

1,425,000

1,426,994

1,135,000 1,345,000 940,000 760,000 530,000

1,132,526 1,365,276 939,989 759,215 529,997

1,585,000 1,580,000 985,000 950,000

1,585,051 1,580,120 985,096 944,924

68,587

68,691

1,215,000 1,605,000

1,215,423 1,605,178

99,723

93,328

560,000

391,671

330,000

329,998

265,000

266,533

90,458

85,697

400,000

398,080

94,599

87,880

705,000

705,221

895,000

894,993

565,000

564,467

594,322

6

239,867

161,963

1,590,000

1,590,466

1,341,165 1,485,000

1,335,449 1,485,043

1,125,000

1,126,326

1,255,000 970,000 955,000 1,010,000

1,255,625 972,038 955,160 1,010,042

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Asset-Backed Securities—(Continued) Security Description Asset-Backed - Other—(Continued) Nationstar HECM Loan Trust 2.239%, 06/25/26 (144A) . . . . . . . . . . . . . 2.981%, 02/25/26 (144A) . . . . . . . . . . . . . Neuberger Berman CLO, Ltd. 2.238%, 08/04/25 (144A) (d) . . . . . . . . . . NRZ Advance Receivables Trust Advance Receivables Backed 3.302%, 08/17/48 (144A) . . . . . . . . . . . . . Oak Hill Credit Partners, Ltd. 2.166%, 07/20/26 (144A) (d) . . . . . . . . . . Oaktree EIF, Ltd. 2.367%, 02/15/26 (144A) (d) . . . . . . . . . . OCP CLO, Ltd. 2.209%, 04/17/27 (144A) (d) . . . . . . . . . . Octagon Investment Partners, Ltd. 1.799%, 07/17/25 (144A) (d) . . . . . . . . . . OHA Credit Partners, Ltd. 1.816%, 04/20/25 (144A) (d) . . . . . . . . . . OHA Loan Funding, Ltd. 2.087%, 08/23/24 (144A) (d) . . . . . . . . . . 2.317%, 02/15/27 (144A) (d) . . . . . . . . . . OneMain Financial Issuance Trust 4.100%, 03/20/28 (144A) . . . . . . . . . . . . . OZLM Funding, Ltd. 1.852%, 07/22/25 (144A) (d) . . . . . . . . . . OZLM XII, Ltd. 2.207%, 04/30/27 (144A) (d) . . . . . . . . . . Race Point CLO, Ltd. 2.190%, 04/15/27 (144A) (d) . . . . . . . . . . SBA Tower Trust 2.898%, 10/15/44 (144A) . . . . . . . . . . . . . Securitized Asset-Backed Receivables LLC Trust 0.615%, 07/25/36 (d) (f) . . . . . . . . . . . . . . Seneca Park CLO, Ltd. 2.159%, 07/17/26 (144A) (d) . . . . . . . . . . Shackleton CLO 2.159%, 07/17/26 (144A) (d) . . . . . . . . . . SoFi Consumer Loan Program LLC 3.090%, 10/27/25 (144A) (k) . . . . . . . . . . . Sound Point CLO, Ltd. 2.067%, 01/21/26 (144A) (d) . . . . . . . . . . 2.210%, 04/15/27 (144A) (d) . . . . . . . . . . SpringCastle America Funding LLC 2.700%, 05/25/23 (144A) (k) . . . . . . . . . . . Springleaf Funding Trust 2.410%, 12/15/22 (144A) . . . . . . . . . . . . . SPS Servicer Advance Receivables Trust 2.920%, 07/15/47 (144A) . . . . . . . . . . . . . Symphony CLO, Ltd. 2.153%, 07/14/26 (144A) (d) . . . . . . . . . . 2.224%, 01/09/23 (144A) (d) . . . . . . . . . . Treman Park CLO LLC 2.196%, 04/20/27 (144A) (d) . . . . . . . . . .

Principal Amount*

179,539 $ 521,586

Value

Security Description

179,764 521,205

1,230,000

1,230,042

3,710,000

3,720,121

455,000

455,015

1,345,000

1,345,810

1,230,000

1,230,258

720,000

714,081

1,612,000

1,600,278

695,000 1,575,000

694,001 1,575,112

1,650,000

1,698,274

1,205,000

1,200,586

1,360,000

1,360,413

1,610,000

1,610,509

845,000

856,875

559,534

275,856

1,095,000

1,095,033

1,105,000

1,096,259

1,015,000

1,017,000

1,415,000 1,315,000

1,410,577 1,314,995

549,060

550,842

584,127

584,874

1,185,000

1,187,723

1,295,000 1,280,000

1,295,517 1,275,220

1,350,000

1,350,468

Principal Amount*

Asset-Backed - Other—(Continued) Voya CLO, Ltd. 2.159%, 04/18/27 (144A) (d) . . . . . . . . . . 1,265,000 $ 2.779%, 04/18/27 (144A) (d) . . . . . . . . . . 440,000

Value

1,265,027 440,013 74,182,788

Total Asset-Backed Securities (Cost $80,394,896) . . . . . . . . . . . . . . . . . . .

79,859,415

Mortgage-Backed Securities—5.0% Collateralized Mortgage Obligations—2.2% Adjustable Rate Mortgage Trust 0.784%, 01/25/36 (d) . . . . . . . . . . . . . . . . 68,841 0.795%, 11/25/35 (d) . . . . . . . . . . . . . . . . 425,081 1.025%, 01/25/36 (d) . . . . . . . . . . . . . . . . 330,722 3.974%, 11/25/37 (144A) (d) . . . . . . . . . . 207,869 Banc of America Funding Trust 0.762%, 02/20/47 (d) . . . . . . . . . . . . . . . . 1,483,104 Bear Stearns Adjustable Rate Mortgage Trust 3.193%, 07/25/36 (d) . . . . . . . . . . . . . . . . 613,078 Bear Stearns ALT-A Trust 1.005%, 02/25/36 (d) . . . . . . . . . . . . . . . . 878,214 Bear Stearns Mortgage Funding Trust 0.705%, 10/25/36 (d) . . . . . . . . . . . . . . . . 480,919 0.725%, 02/25/37 (d) . . . . . . . . . . . . . . . . 977,878 CHL Mortgage Pass-Through Trust 2.817%, 03/20/36 (d) . . . . . . . . . . . . . . . . 92,737 Countrywide Alternative Loan Trust 0.795%, 01/25/36 (d) . . . . . . . . . . . . . . . . 340,122 0.844%, 11/25/35 (d) . . . . . . . . . . . . . . . . 177,168 0.925%, 10/25/36 (d) . . . . . . . . . . . . . . . . 48,888 1.325%, 12/25/35 (d) . . . . . . . . . . . . . . . . 263,381 5.500%, 11/25/35 . . . . . . . . . . . . . . . . . . 1,099,744 5.500%, 12/25/35 . . . . . . . . . . . . . . . . . . 129,549 5.750%, 05/25/36 . . . . . . . . . . . . . . . . . . 78,808 6.000%, 12/25/36 . . . . . . . . . . . . . . . . . . 208,030 Countrywide Home Loan Mortgage Pass-Through Trust 0.725%, 04/25/46 (d) . . . . . . . . . . . . . . . . 422,184 1.205%, 02/25/35 (d) . . . . . . . . . . . . . . . . 203,261 1.205%, 03/25/35 (d) . . . . . . . . . . . . . . . . 203,706 2.911%, 06/20/35 (d) . . . . . . . . . . . . . . . . 31,392 3.027%, 09/25/47 (d) . . . . . . . . . . . . . . . . 870,526 Deutsche ALT-A Securities Mortgage Loan Trust 0.675%, 12/25/36 (d) . . . . . . . . . . . . . . . . 508,568 DSLA Mortgage Loan Trust 1.409%, 03/19/46 (d) . . . . . . . . . . . . . . . . 889,071 GSR Mortgage Loan Trust 0.825%, 01/25/37 (d) . . . . . . . . . . . . . . . . 1,075,824 1.025%, 11/25/35 (d) . . . . . . . . . . . . . . . . 625,415 2.952%, 01/25/36 (d) . . . . . . . . . . . . . . . . 890,288 6.000%, 07/25/37 . . . . . . . . . . . . . . . . . . 457,618 HarborView Mortgage Loan Trust 1.231%, 01/19/35 (d) . . . . . . . . . . . . . . . . 105,059

MSF-143

57,217 392,438 283,937 173,927 1,284,740 532,451 752,032 389,469 786,645 75,354 279,741 142,186 30,309 203,305 963,895 108,348 61,193 131,740

311,875 178,355 159,238 29,222 770,556 416,282 722,966 666,037 413,204 822,029 413,313 69,116

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Mortgage-Backed Securities—(Continued) Security Description

Principal Amount*

Collateralized Mortgage Obligations—(Continued) IndyMac INDX Mortgage Loan Trust 0.715%, 04/25/37 (d) . . . . . . . . . . . . . . . . 60,353 $ 3.149%, 10/25/35 (d) . . . . . . . . . . . . . . . . 86,435 JPMorgan Mortgage Trust 2.964%, 05/25/36 (d) . . . . . . . . . . . . . . . . 56,887 Lehman XS Trust 0.715%, 11/25/46 (d) (f) . . . . . . . . . . . . . . 993,160 0.765%, 06/25/47 (d) . . . . . . . . . . . . . . . . 880,908 LSTAR Securities Investment Trust 2.523%, 01/01/20 (144A) (d) . . . . . . . . . . 1,187,240 LSTAR Securities Investment, Ltd. 2.494%, 04/01/20 (144A) (d) . . . . . . . . . . 1,541,841 2.523%, 10/01/20 (144A) (d) . . . . . . . . . . 1,401,190 2.528%, 09/01/21 (144A) (d) (k) . . . . . . . . 575,000 Luminent Mortgage Trust 0.725%, 10/25/46 (d) . . . . . . . . . . . . . . . . 154,046 0.785%, 11/25/35 (d) . . . . . . . . . . . . . . . . 77,763 MASTR Adjustable Rate Mortgages Trust 0.765%, 05/25/37 (d) . . . . . . . . . . . . . . . . 159,172 2.787%, 09/25/33 (d) . . . . . . . . . . . . . . . . 135,771 Morgan Stanley Mortgage Loan Trust 3.127%, 05/25/36 (d) . . . . . . . . . . . . . . . . 535,655 New Residential Mortgage Loan Trust 3.750%, 11/25/35 (144A) (d) . . . . . . . . . . 1,450,082 Nomura Asset Acceptance Corp. Alternative Loan Trust 3.807%, 06/25/36 (d) . . . . . . . . . . . . . . . . 80,739 Residential Accredit Loans, Inc. Trust 0.745%, 02/25/46 (d) . . . . . . . . . . . . . . . . 464,900 0.825%, 04/25/36 (d) . . . . . . . . . . . . . . . . 809,944 1.307%, 09/25/46 (d) . . . . . . . . . . . . . . . . 608,681 6.000%, 12/25/35 . . . . . . . . . . . . . . . . . . 435,651 Residential Asset Securitization Trust 0.975%, 03/25/35 (d) . . . . . . . . . . . . . . . . 338,071 RFMSI Trust 3.246%, 08/25/35 (d) . . . . . . . . . . . . . . . . 126,297 Structured Adjustable Rate Mortgage Loan Trust 0.825%, 09/25/34 (d) . . . . . . . . . . . . . . . . 99,106 Structured Asset Mortgage Investments Trust 0.755%, 02/25/36 (d) . . . . . . . . . . . . . . . . 177,418 Towd Point Mortgage Trust 2.250%, 08/25/55 (144A) (d) . . . . . . . . . . 1,316,912 2.750%, 02/25/55 (144A) (d) . . . . . . . . . . 338,968 2.750%, 08/25/55 (144A) (d) . . . . . . . . . . 1,038,814 3.000%, 03/25/54 (144A) (d) . . . . . . . . . . 82,628 WaMu Mortgage Pass-Through Certificates Trust Zero Coupon, 06/25/44 (d) . . . . . . . . . . . . 169,993 1.309%, 12/25/46 (d) . . . . . . . . . . . . . . . . 128,524 1.487%, 07/25/46 (d) . . . . . . . . . . . . . . . . 109,985 2.193%, 11/25/46 (d) . . . . . . . . . . . . . . . . 112,071 2.540%, 06/25/37 (d) . . . . . . . . . . . . . . . . 212,441 Washington Mutual Mortgage Pass-Through Certificates 1.125%, 07/25/36 (d) . . . . . . . . . . . . . . . . 157,728

Value

Security Description

43,967 73,537 50,528 818,530 602,316 1,177,019 1,522,568 1,379,953 566,555 131,509 69,863 95,834 129,410 376,164 1,506,310

60,521 204,593 582,387 431,641 376,490 266,158 93,646 85,749 142,510 1,316,314 342,720 1,052,597 84,372 157,506 99,534 88,861 99,683 189,762

87,192

Principal Amount*

Collateralized Mortgage Obligations—(Continued) Wells Fargo Alternative Loan Trust 3.081%, 12/28/37 (d) . . . . . . . . . . . . . . . . 34,438 $ Wells Fargo Mortgage-Backed Securities Trust 3.068%, 10/25/35 (d) . . . . . . . . . . . . . . . . 1,541,000 3.227%, 10/25/36 (d) . . . . . . . . . . . . . . . . 437,170

Value

29,953 1,469,774 402,988 27,830,134

Commercial Mortgage-Backed Securities—2.8% Banc of America Commercial Mortgage Trust 3.262%, 09/15/48 (144A) (d) (k) . . . . . . . . 548,000 3.705%, 09/15/48 . . . . . . . . . . . . . . . . . . 150,000 5.492%, 02/10/51 . . . . . . . . . . . . . . . . . . 615,252 BB-UBS Trust 3.430%, 11/05/36 (144A) . . . . . . . . . . . . . 2,520,000 Bear Stearns Commercial Mortgage Securities Trust 5.302%, 10/12/42 (d) . . . . . . . . . . . . . . . . 145,000 CD Mortgage Trust 6.320%, 11/15/44 (d) . . . . . . . . . . . . . . . . 80,000 Citigroup Commercial Mortgage Trust 1.270%, 07/10/47 (d) (e) . . . . . . . . . . . . . . 4,594,147 1.307%, 04/10/48 (d) (e) . . . . . . . . . . . . . . 5,046,369 2.935%, 04/10/48 . . . . . . . . . . . . . . . . . . 85,000 3.110%, 04/10/48 (144A) . . . . . . . . . . . . . 245,000 3.192%, 04/10/48 . . . . . . . . . . . . . . . . . . 125,000 3.762%, 06/10/48 . . . . . . . . . . . . . . . . . . 295,000 3.818%, 11/10/48 . . . . . . . . . . . . . . . . . . 220,000 3.855%, 05/10/47 . . . . . . . . . . . . . . . . . . 25,000 4.566%, 03/10/47 (144A) (d) (k) . . . . . . . . 130,000 COBALT CMBS Commercial Mortgage Trust 5.254%, 08/15/48 . . . . . . . . . . . . . . . . . . 121,307 Commercial Mortgage Pass-Through Certificates Mortgage Trust 0.994%, 02/10/47 (d) (e) . . . . . . . . . . . . . . 3,863,184 2.064%, 10/15/45 (d) (e) . . . . . . . . . . . . . . 452,567 2.853%, 10/15/45 . . . . . . . . . . . . . . . . . . 160,000 3.101%, 03/10/46 . . . . . . . . . . . . . . . . . . 145,000 3.183%, 02/10/48 . . . . . . . . . . . . . . . . . . 145,000 3.213%, 03/10/46 . . . . . . . . . . . . . . . . . . 280,000 3.288%, 12/10/44 . . . . . . . . . . . . . . . . . . 80,000 3.350%, 02/10/48 . . . . . . . . . . . . . . . . . . 320,000 3.424%, 03/10/31 (144A) . . . . . . . . . . . . . 1,065,000 3.612%, 06/10/46 (d) . . . . . . . . . . . . . . . . 245,000 3.620%, 07/10/50 . . . . . . . . . . . . . . . . . . 130,000 3.694%, 08/10/47 . . . . . . . . . . . . . . . . . . 395,000 3.796%, 08/10/47 . . . . . . . . . . . . . . . . . . 225,000 3.961%, 03/10/47 . . . . . . . . . . . . . . . . . . 95,125 4.074%, 02/10/47 (d) . . . . . . . . . . . . . . . . 115,000 4.205%, 08/10/46 . . . . . . . . . . . . . . . . . . 100,035 4.236%, 02/10/47 (d) . . . . . . . . . . . . . . . . 100,000 4.724%, 10/15/45 (144A) (d) (k) . . . . . . . . 165,000 4.750%, 10/15/45 (144A) (d) (k) . . . . . . . . 220,000 6.296%, 12/10/49 (d) . . . . . . . . . . . . . . . . 420,609

MSF-144

302,607 165,211 629,487 2,679,840

143,693 83,376 288,641 346,022 87,854 170,818 131,518 323,461 242,530 27,468 91,316 121,289

137,796 34,060 166,992 152,683 152,962 296,794 85,137 338,634 1,135,562 265,675 140,260 427,007 246,455 104,819 128,038 112,031 112,388 107,299 136,508 432,762

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Mortgage-Backed Securities—(Continued) Security Description

Principal Amount*

Commercial Mortgage-Backed Securities—(Continued) Commercial Mortgage Trust 3.902%, 07/10/50 . . . . . . . . . . . . . . . . . 210,000 $ 4.210%, 08/10/46 (d) . . . . . . . . . . . . . . . 175,000 Credit Suisse Commercial Mortgage Trust 5.881%, 06/15/39 (d) . . . . . . . . . . . . . . . 203,074 Credit Suisse First Boston Mortgage Securities Corp. 4.771%, 07/15/37 . . . . . . . . . . . . . . . . . 1,773 4.877%, 04/15/37 . . . . . . . . . . . . . . . . . 42,691 CSAIL Commercial Mortgage Trust 1.027%, 06/15/57 (d) (e) . . . . . . . . . . . . . 13,318,892 1.212%, 11/15/48 (d) (e) . . . . . . . . . . . . . 1,161,817 3.506%, 08/15/48 (d) . . . . . . . . . . . . . . . 175,000 3.718%, 08/15/48 . . . . . . . . . . . . . . . . . 1,553,000 FREMF Mortgage Trust 5.417%, 09/25/43 (144A) (d) . . . . . . . . . 855,000 GE Commercial Mortgage Corp. Trust 5.606%, 12/10/49 (d) . . . . . . . . . . . . . . . 65,000 GS Mortgage Securities Corp. 2.954%, 11/05/34 (144A) . . . . . . . . . . . . 1,200,000 GS Mortgage Securities Corp. II 2.943%, 02/10/46 . . . . . . . . . . . . . . . . . 20,000 GS Mortgage Securities Corp. Trust 3.633%, 06/05/31 (144A) . . . . . . . . . . . . 130,000 GS Mortgage Securities Trust 0.269%, 07/10/46 (d) (e) . . . . . . . . . . . . . 12,583,785 1.540%, 08/10/44 (144A) (d) (e) . . . . . . . 1,055,896 3.582%, 06/10/47 (144A) (k) . . . . . . . . . . 195,000 3.674%, 04/10/47 (144A) (k) . . . . . . . . . . 235,000 4.661%, 11/10/47 (144A) (d) . . . . . . . . . 205,000 5.029%, 04/10/47 (144A) (d) (k) . . . . . . . 585,000 Hilton USA Trust 2.662%, 11/05/30 (144A) . . . . . . . . . . . . 1,055,000 3.273%, 11/05/30 (144A) (d) . . . . . . . . . 231,212 JPMBB Commercial Mortgage Securities Trust 1.013%, 09/15/47 (d) (e) . . . . . . . . . . . . . 4,775,983 3.611%, 05/15/48 . . . . . . . . . . . . . . . . . 150,000 3.775%, 08/15/47 . . . . . . . . . . . . . . . . . 160,000 3.880%, 10/15/48 (144A) (d) . . . . . . . . . 220,000 JPMorgan Chase Commercial Mortgage Securities Corp. 4.563%, 12/15/47 (144A) (d) (k) . . . . . . . 245,000 JPMorgan Chase Commercial Mortgage Securities Trust 2.018%, 02/12/51 (d) . . . . . . . . . . . . . . . 1,611,124 2.733%, 10/15/45 (144A) (d) (k) . . . . . . . 400,000 3.905%, 05/05/30 (144A) . . . . . . . . . . . . 881,838 4.000%, 08/15/46 (144A) (d) (k) . . . . . . . 105,000 5.336%, 05/15/47 . . . . . . . . . . . . . . . . . 421,160 6.068%, 02/12/51 . . . . . . . . . . . . . . . . . 192,976 LB-UBS Commercial Mortgage Trust 6.287%, 04/15/41 (d) . . . . . . . . . . . . . . . 360,561 ML-CFC Commercial Mortgage Trust 5.419%, 08/12/48 . . . . . . . . . . . . . . . . . 190,000

Value

Security Description

230,909 196,181 205,193

1,772 38,635 714,408 77,033 131,056 1,702,668 937,000 64,347 1,244,760 20,932 132,749 82,703 55,922 115,669 123,138 166,856 415,733 1,054,814 231,212 180,346 162,225 175,156 163,437

197,378

1,568,784 129,000 949,379 86,103 421,226 197,922 376,218 191,594

Principal Amount*

Commercial Mortgage-Backed Securities—(Continued) Morgan Stanley Bank of America Merrill Lynch Trust 1.271%, 10/15/48 (d) (e) . . . . . . . . . . . . . . 915,013 $ 1.299%, 12/15/47 (d) (e) . . . . . . . . . . . . . . 2,946,009 2.918%, 02/15/46 . . . . . . . . . . . . . . . . . . 130,000 3.060%, 10/15/48 (144A) . . . . . . . . . . . . . 180,000 3.134%, 12/15/48 . . . . . . . . . . . . . . . . . . 315,000 3.176%, 08/15/45 . . . . . . . . . . . . . . . . . . 245,000 3.766%, 11/15/46 . . . . . . . . . . . . . . . . . . 180,000 4.064%, 02/15/47 . . . . . . . . . . . . . . . . . . 85,000 4.259%, 10/15/46 (d) . . . . . . . . . . . . . . . . 115,000 4.500%, 08/15/45 (144A) (k) . . . . . . . . . . . 250,000 Morgan Stanley Capital Trust 5.324%, 07/15/49 (144A) (d) (k) . . . . . . . . 265,000 5.403%, 10/12/52 (144A) (d) . . . . . . . . . . 135,000 5.569%, 12/15/44 . . . . . . . . . . . . . . . . . . 461,716 5.692%, 04/15/49 (d) . . . . . . . . . . . . . . . . 1,525,000 6.477%, 01/11/43 (144A) (d) . . . . . . . . . . 100,000 Morgan Stanley Re-REMIC Trust 5.988%, 08/12/45 (144A) (d) . . . . . . . . . . 196,385 5.988%, 08/15/45 (144A) (d) . . . . . . . . . . 126,787 SFAVE Commercial Mortgage Securities Trust 3.872%, 01/05/43 (144A) (d) . . . . . . . . . . 250,000 UBS-Barclays Commercial Mortgage Trust 3.091%, 08/10/49 . . . . . . . . . . . . . . . . . . 355,000 3.185%, 03/10/46 . . . . . . . . . . . . . . . . . . 155,000 3.244%, 04/10/46 . . . . . . . . . . . . . . . . . . 220,119 4.223%, 03/10/46 (144A) (d) (k) . . . . . . . . 155,000 VNDO Mortgage Trust 2.996%, 11/15/30 (144A) . . . . . . . . . . . . . 1,105,000 Wells Fargo Commercial Mortgage Trust 1.334%, 05/15/48 (d) (e) . . . . . . . . . . . . . . 3,931,470 1.337%, 09/15/57 (d) (e) . . . . . . . . . . . . . . 8,470,245 2.881%, 05/15/48 (144A) (d) (k) . . . . . . . . 510,000 2.918%, 10/15/45 . . . . . . . . . . . . . . . . . . 320,000 3.356%, 09/15/58 (144A) (k) . . . . . . . . . . . 245,000 3.637%, 06/15/48 . . . . . . . . . . . . . . . . . . 190,000 3.839%, 09/15/58 . . . . . . . . . . . . . . . . . . 185,000 3.957%, 12/15/47 (144A) (d) . . . . . . . . . . 72,000 4.241%, 05/15/48 (d) . . . . . . . . . . . . . . . . 80,000 4.366%, 06/15/48 (d) . . . . . . . . . . . . . . . . 150,000 WF-RBS Commercial Mortgage Trust 1.563%, 03/15/47 (d) (e) . . . . . . . . . . . . . . 2,415,975 2.870%, 11/15/45 . . . . . . . . . . . . . . . . . . 400,000 2.875%, 12/15/45 . . . . . . . . . . . . . . . . . . 175,000 3.016%, 11/15/47 (144A) (k) . . . . . . . . . . . 550,000 3.071%, 03/15/45 . . . . . . . . . . . . . . . . . . 185,000 3.607%, 11/15/47 . . . . . . . . . . . . . . . . . . 190,000 3.723%, 05/15/47 . . . . . . . . . . . . . . . . . . 145,000 3.995%, 05/15/47 . . . . . . . . . . . . . . . . . . 160,281 4.101%, 03/15/47 . . . . . . . . . . . . . . . . . . 335,000 4.492%, 03/15/48 (144A) (d) . . . . . . . . . . 55,000 4.902%, 06/15/44 (144A) (d) . . . . . . . . . . 145,000 5.000%, 06/15/44 (144A) (d) (k) . . . . . . . . 105,000

MSF-145

Value

67,098 174,455 136,248 128,914 333,567 259,996 198,096 95,022 130,057 180,798 209,307 125,289 473,163 1,541,599 99,267 198,509 128,159 258,871 374,611 163,784 233,260 108,680 1,156,317 270,800 563,627 261,979 335,647 140,163 205,494 203,053 56,258 65,541 119,571 156,018 419,266 182,117 274,772 194,252 204,672 157,842 177,459 372,819 52,137 162,951 91,387

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Mortgage-Backed Securities—(Continued) Security Description

Principal Amount*

Commercial Mortgage-Backed Securities—(Continued) WF-RBS Commercial Mortgage Trust 5.000%, 04/15/45 (144A) (d) (k) . . . . . . . . 130,000 $ 5.771%, 04/15/45 (144A) (d) . . . . . . . . . . 255,000

Value

Security Description

77,125 262,722 35,074,190

Total Mortgage-Backed Securities (Cost $63,344,518) . . . . . . . . . . . . . . . . . . .

62,904,324

Commercial Services—(Continued) Jaguar Holding Co. II Term Loan B, 4.250%, 08/18/22 . . . . . . . . . Moneygram International, Inc. Term Loan B, 4.250%, 03/27/20 . . . . . . . . . ON Assignment, Inc. Term Loan, 3.500%, 06/03/22 . . . . . . . . . . WEX, Inc. Term Loan B, 4.250%, 07/01/23 . . . . . . . . .

Principal Amount*

133,025 $

Aerospace/Defense—0.0% Transdigm, Inc. Term Loan E, 3.750%, 05/14/22 . . . . . . . . . Agriculture—0.0% American Rock Salt Holdings LLC 1st Lien Term Loan, 4.750%, 05/20/21 . . . . Incremental Term Loan, 4.750%, 05/20/21 . .

133,607

102,572

99,751

113,867

114,792

418,950

Floating Rate Loans (m)—2.2% Advertising—0.0% inVentiv Health, Inc. Term Loan B, 09/28/23 (n) . . . . . . . . . . . . .

Value

424,187 1,244,763

345,000

394,288

283,475 123,111

346,437

395,069

274,676 119,248

Computers—0.0% Dell, Inc. Term Loan B, 4.000%, 09/07/23 . . . . . . . . . Cosmetics/Personal Care—0.0% Coty, Inc. Term Loan B, 3.750%, 10/27/22 . . . . . . . . . Galleria Co. Term Loan B, 3.750%, 01/26/23 . . . . . . . . . Revlon Consumer Products Corp. Term Loan B, 4.250%, 09/07/23 . . . . . . . . .

165,000

166,143

44,775

44,980

90,000

90,561

245,000

245,963 381,504

393,924 Airlines—0.0% American Airlines, Inc. Term Loan B, 3.502%, 04/28/23 . . . . . . . . . Auto Manufacturers—0.0% FCA U.S. LLC Term Loan B, 3.250%, 12/31/18 . . . . . . . . .

Diversified Financial Services—0.0% Russell Investment Group Term Loan B, 6.750%, 06/01/23 . . . . . . . . . 100,000

512,322

Chemicals—0.1% Chemours Co. (The) Term Loan B, 3.750%, 05/12/22 . . . . . . . . . 257,078 Ineos U.S. Finance LLC Term Loan, 3.750%, 05/04/18 . . . . . . . . . . 1,027,532 Nexeo Solutions LLC Term Loan, 5.250%, 06/09/23 . . . . . . . . . . 169,575

255,021 1,031,492 171,059

Diversified Telecommunication Services—0.1% Level 3 Financing, Inc. Term Loan B2, 3.500%, 05/31/22 . . . . . . . . 565,000

568,884

Electric—0.1% Calpine Construction Finance Co. L.P. Term Loan B2, 3.340%, 01/31/22 . . . . . . . . Energy Future Intermediate Holding Co. LLC Term Loan, 4.250%, 12/19/16 . . . . . . . . . . NRG Energy, Inc. Term Loan B, 3.500%, 06/30/23 . . . . . . . . . Texas Competitive Electric Holdings Co. LLC Term Loan B, 5.000%, 10/31/17 . . . . . . . . . Term Loan C, 5.000%, 10/31/17 . . . . . . . . .

835,972

830,956

100,000

100,417

249,375

250,284

145,000 35,000

146,087 35,263 1,363,007

75,000

75,328

318,416

242,792 318,120

Commercial Services—0.1% Acosta Holdco, Inc. Term Loan, 4.250%, 09/26/21 . . . . . . . . . . Brickman Group, Ltd. LLC 1st Lien Term Loan, 4.000%, 12/18/20 . . . .

133,905

513,510

1,457,572 Coal—0.0% Arch Coal, Inc. Delayed Draw Term Loan, 5.000%, 01/31/17 (f) (o) . . . . . . . . . . . . . . Term Loan B, 7.500%, 05/16/18 . . . . . . . . . . . . . . . . . .

134,663

100,391

181,774

173,594

Electronics—0.0% Sensus USA, Inc. Term Loan, 6.500%, 04/05/23 . . . . . . . . . . Energy Equipment & Services—0.0% Chief Exploration & Development LLC 2nd Lien Term Loan, 7.753%, 05/16/21 . . . . Seadrill Partners Finco LLC Term Loan B, 4.000%, 02/21/21 . . . . . . . . .

129,675

130,540

105,000

96,206

422,938

212,923 309,129

299,233

298,832

MSF-146

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Floating Rate Loans (m)—(Continued) Security Description Food—0.1% Albertson’s LLC Term Loan B4, 4.500%, 08/25/21 . . . . . . . . Aramark Services, Inc. Term Loan F, 3.338%, 02/24/21 . . . . . . . . . Hostess Brands LLC 1st Lien Term Loan, 4.500%, 08/03/22 . . . . JBS USA LLC Incremental Term Loan, 3.750%, 09/18/20 . . . . . . . . . . Term Loan B, 4.000%, 10/30/22 . . . . . . . . .

Principal Amount*

Value

Security Description

191,098 $

192,483

483,600

486,622

99,000

99,681

565,740 218,350

565,740 218,893 1,563,419

Healthcare-Services—0.2% Community Health Systems, Inc. Term Loan H, 4.000%, 01/27/21 . . . . . . . . . Envision Healthcare Corp. Term Loan B2, 4.500%, 10/28/22 . . . . . . . . IMS Health, Inc. Term Loan, 3.500%, 03/17/21 . . . . . . . . . . Medpace Holdings, Inc. 1st Lien Term Loan, 4.750%, 04/01/21 . . . . MPH Acquisition Holdings LLC Term Loan B, 5.000%, 06/07/23 . . . . . . . . . Ortho-Clinical Diagnostics, Inc. Term Loan B, 4.750%, 06/30/21 . . . . . . . . . U.S. Renal Care, Inc. Term Loan B, 5.250%, 12/31/22 . . . . . . . . .

138,250

135,986

158,800

159,582

936,000

940,875

90,283

90,452

172,219

174,587

135,109

132,716

258,050

248,825

Lodging—0.1% Boyd Gaming Corp. Term Loan B2, 3.524%, 09/15/23 . . . . . . . . La Quinta Intermediate Holdings LLC Term Loan B, 3.750%, 04/14/21 . . . . . . . . . MGM Growth Properties Operating Partnership L.P. Term Loan B, 4.000%, 04/25/23 . . . . . . . . .

Principal Amount*

135,000 $

136,080

518,859

517,345

223,875

226,114 879,539

Machinery-Diversified—0.1% Gardner Denver, Inc. Term Loan, 4.250%, 07/30/20 . . . . . . . . . . PRA Holdings, Inc. 1st Lien Term Loan, 4.500%, 09/23/20 . . . .

559,148 252,232

385,000 100,329 288,317 329,378

383,364 100,726 289,217 331,282

110,000

110,189

340,025

340,371

791,195 205,000

785,756 204,359

Media—0.1% Advantage Sales & Marketing, Inc. 1st Lien Term Loan, 4.250%, 07/23/21 . . . . Charter Communications Operating LLC Term Loan I, 3.500%, 01/24/23 . . . . . . . . . Mission Broadcasting, Inc. Term Loan B2, 09/26/23 (n) . . . . . . . . . . . . Nexstar Broadcasting, Inc. Term Loan B, 09/21/23 (n) . . . . . . . . . . . . .

Leisure Time—0.1% Aristocrat Technologies, Inc. Term Loan B, 3.500%, 10/20/21 . . . . . . . . . Delta 2 (LUX) S.a.r.l. 2nd Lien Term Loan, 7.750%, 07/31/22 . . . . Term Loan B3, 4.750%, 07/30/21 . . . . . . . .

209,428

165,710

173,077

173,888

165,000 500,000

165,774 501,094

253,696

201,220

199,334

238,800

240,608

10,000

10,060

101,182

101,798 551,800

Oil & Gas—0.1% California Resources Corp. Second Out Term Loan, 11.375%, 12/31/21 . . . . . . . . . . . . . . . . . . Calpine Corp. Term Loan B7, 3.840%, 05/31/23 . . . . . . . . Chesapeake Energy Corp. Term Loan, 8.500%, 08/23/21 . . . . . . . . . . Fieldwood Energy LLC 1st Lien Term Loan, 3.875%, 10/01/18 . . . . Paragon Offshore Finance Co. Term Loan B, 5.250%, 07/18/21 . . . . . . . . . Templar Energy LLC 2nd Lien Term Loan, 8.500%, 11/25/20 . . . .

130,000

136,879

154,613

155,772

110,000

115,555

499,780

439,807

98,750

24,605

100,000

24,875

2,545,264 Internet & Direct Marketing Retail—0.0% Lands’ End, Inc. Term Loan B, 4.250%, 04/04/21 . . . . . . . . .

542,932

796,628

1,883,023 Insurance—0.2% Asurion LLC 2nd Lien Term Loan, 8.500%, 03/03/21 . . . . Term Loan B1, 5.000%, 05/24/19 . . . . . . . . Term Loan B2, 4.338%, 07/08/20 . . . . . . . . Term Loan B4, 5.000%, 08/04/22 . . . . . . . . Camelot UK Holdco, Ltd. Term Loan B, 09/07/23 (n) . . . . . . . . . . . . . Hub International, Ltd. Term Loan B, 4.000%, 10/02/20 . . . . . . . . . Sedgwick Claims Management Services, Inc. 1st Lien Term Loan, 3.750%, 03/01/21 . . . . 2nd Lien Term Loan, 6.750%, 02/28/22 . . . .

Value

897,493 Packaging & Containers—0.1% Berry Plastics Holding Corp. Term Loan D, 3.500%, 02/08/20 . . . . . . . . . Caesars Growth Properties Holdings LLC Term Loan, 6.250%, 05/08/21 . . . . . . . . . . Reynolds Group Holdings, Inc. Term Loan, 02/05/23 (n) . . . . . . . . . . . . . . . Signode Industrial Group U.S., Inc. Term Loan B, 3.750%, 05/01/21 . . . . . . . . .

840,756

MSF-147

291,688

292,462

210,163

208,061

410,000

411,747

211,037

211,169 1,123,439

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Floating Rate Loans (m)—(Continued) Security Description Pharmaceuticals—0.1% Endo Luxembourg Finance Co. I S.a.r.l. Term Loan B, 3.750%, 09/26/22 . . . . . . . . . Grifols Worldwide Operations USA, Inc. Term Loan B, 3.448%, 02/27/21 . . . . . . . . . Valeant Pharmaceuticals International, Inc. Term Loan B F1, 5.500%, 04/01/22 . . . . . . Vizient, Inc. 1st Lien Term Loan, 6.250%, 02/13/23 . . . . . . . . . .

Principal Amount*

Value

Security Description

322,563 $

322,274

633,750

640,301

150,486

151,126

87,985

89,085 1,202,786

Pipelines—0.0% Energy Transfer Equity L.P. Term Loan, 3.292%, 12/02/19 . . . . . . . . . . Professional Services—0.0% TransUnion LLC Term Loan B2, 3.588%, 04/09/21 . . . . . . . . Real Estate—0.0% DTZ U.S. Borrower LLC 1st Lien Term Loan, 4.250%, 11/04/21 . . . . . . . . . . . . . . . . . . . Retail—0.2% Harbor Freight Tools USA, Inc. Term Loan B, 4.000%, 08/19/23 . . . . . . . . . J. Crew Group, Inc. Term Loan B, 4.000%, 03/05/21 . . . . . . . . . Michaels Stores, Inc. Term Loan B1, 01/27/23 (n) . . . . . . . . . . . . Neiman Marcus Group, Inc. (The) Term Loan, 4.250%, 10/25/20 . . . . . . . . . . Party City Holdings, Inc. Term Loan B, 4.470%, 08/19/22 . . . . . . . . . PetSmart, Inc. Term Loan B1, 4.250%, 03/11/22 . . . . . . . . Yum! Brands, Inc. 1st Lien Term Loan B, 3.281%, 06/16/23 . . . .

Value

820,000 $

825,865

327,976

326,043

154,834

158,241

398,363

400,044

192,657 23,104

194,377 23,310 1,927,880

325,000

428,375

322,441

430,326

148,125

148,264

120,000

120,814

314,863

249,979

100,441

100,881

628,875

582,945

614,310

616,943

140,725

141,165

109,725

110,763 1,923,490

Semiconductors—0.1% Avago Technologies Cayman, Ltd. Term Loan B3, 3.524%, 02/01/23 . . . . . . . . . . . . . . . . . . . Entegris, Inc. Term Loan B, 3.500%, 04/30/21 . . . . . . . . . NXP B.V. Term Loan F, 3.405%, 12/07/20 . . . . . . . . . ON Semiconductor Corp. Incremental Term Loan, 03/31/23 (n) . . . . . .

Software—0.2% First Data Corp. Term Loan, 4.275%, 07/08/22 . . . . . . . . . Infor (U.S.), Inc. Term Loan B5, 3.750%, 06/03/20 . . . . . . . Kronos, Inc. 2nd Lien Term Loan, 9.750%, 04/30/20 . . . . Incremental Term Loan, 4.500%, 10/30/19 . . . . . . . . . . . . . . . . . SS&C Technologies, Inc. Term Loan B1, 4.000%, 07/08/22 . . . . . . . Term Loan B2, 4.000%, 07/08/22 . . . . . . .

Principal Amount*

Telecommunications—0.1% CSC Holdings LLC Term Loan B, 5.000%, 10/09/22 . . . . . . . . UPC Financing Partnership Term Loan AN, 4.080%, 08/31/24 . . . . . . XO Communications LLC Term Loan, 4.250%, 03/17/21 . . . . . . . . . Ziggo Financing Partnership Term Loan B1, 3.652%, 01/15/22 . . . . . . . Term Loan B2A, 3.652%, 01/15/22 . . . . . . Term Loan B3, 3.701%, 01/15/22 . . . . . . .

164,588

165,205

210,000

211,149

365,625

366,196

536,191 317,766 98,739

536,108 317,716 98,723 1,695,097

Trading Companies & Distributors—0.0% Neff Rental LLC 2nd Lien Term Loan, 7.250%, 06/09/21 . . . .

103,402

101,248

Transportation—0.0% Kenan Advantage Group, Inc. Strip Delayed Draw Term Loan, 1.500%, 01/31/17 (o) . . . . . . . . . . . . . . . . . . . . . . Term Loan, 4.000%, 07/31/22 . . . . . . . . . Term Loan B, 4.000%, 07/31/22 . . . . . . . .

5,267 83,456 31,058

5,252 83,221 30,971 119,444

Total Floating Rate Loans (Cost $28,156,325) . . . . . . . . . . . . . . . . . .

27,631,660

Foreign Government—1.0% 195,669

198,237

275,732

277,282

103,974

104,600

110,000

110,596 690,715

Banks—0.1% Bank of Thailand 1.490%, 02/23/18 (THB) . . . . . . . . . . . . . 44,465,000 Sovereign—0.9% Argentine Republic Government International Bond 2.260%, 12/31/38 (EUR) (i) (p) . . . . . . . . .

MSF-148

765,000

1,281,739

563,742

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Foreign Government—(Continued)

Security Description

Purchased Options—0.0% Principal Amount*

Sovereign—(Continued) Brazil Notas do Tesouro Nacional 6.000%, 05/15/17 (BRL) (i) . . . . . . . . 3,086,000 $ 6.000%, 08/15/22 (BRL) (i) . . . . . . . . 1,119,000 Colombian TES 4.250%, 05/17/17 (COP) (i) . . . . . . . 2,162,430,330 Indonesia Treasury Bonds 8.250%, 07/15/21 (IDR) . . . . . . . . . . 10,973,000,000 8.375%, 03/15/24 (IDR) . . . . . . . . . . 11,367,000,000 Mexico Government International Bonds 4.750%, 03/08/44 . . . . . . . . . . . . . . 110,000 5.750%, 10/12/2110 . . . . . . . . . . . . 660,000 Qatar Government International Bond 4.625%, 06/02/46 (144A) . . . . . . . . 285,000 Romania Treasury Bills 0.561%, 08/28/17 (RON) (q) . . . . . . 4,035,000 0.581%, 06/26/17 (RON) (q) . . . . . . 8,195,000 South Africa Government International Bond 4.300%, 10/12/28 . . . . . . . . . . . . . . 680,000 Uruguay Government International Bond 3.700%, 06/26/37 (UYU) (i) . . . . . . . 19,237,218

Value

Security Description

2,845,763 1,012,350 753,275 887,021 941,952 113,988 697,950 311,362 1,013,815 2,062,178

668,828 549,203 12,421,427

Total Foreign Government (Cost $13,474,069) . . . . . . . . . . . . . .

13,703,166

Municipals—0.4% Chicago Transit Authority Transfer Tax Receipts Revenue 6.899%, 12/01/40 . . . . . . . . . . . . . . Municipal Electric Authority of Georgia, Build America Bonds 6.637%, 04/01/57 . . . . . . . . . . . . . . Puerto Rico Commonwealth Government Employees Retirement System 6.150%, 07/01/38 (f) . . . . . . . . . . . . 6.200%, 07/01/39 (f) . . . . . . . . . . . . 6.550%, 07/01/58 (f) . . . . . . . . . . . . State of California General Obligation Unlimited, Build America Bonds 7.350%, 11/01/39 . . . . . . . . . . . . . . 7.600%, 11/01/40 . . . . . . . . . . . . . . State of Illinois General Obligation Unlimited 5.665%, 03/01/18 . . . . . . . . . . . . . . State of Illinois, Build America Bonds 5.100%, 06/01/33 . . . . . . . . . . . . . . Total Municipals (Cost $5,326,049) . . . . . . . . . . . . . . .

805,000

1,058,974

Currency Options—0.0% CNH Put/JPY Call, Strike Price JPY 14.93, Expires 11/10/16 (Counterparty - Goldman Sachs International) (CNH) (f) . . . . . . . . . . . CNH Put/JPY Call, Strike Price JPY 14.95, Expires 11/10/16 (Counterparty - JPMorgan Chase Bank N.A.) (CNH) (f) . . . . . . . . . . . . CNH Put/JPY Call, Strike Price JPY 15.14, Expires 11/10/16 (Counterparty - Goldman Sachs International) (CNH) (f) . . . . . . . . . . . USD Put/PHP Call, Strike Price PHP 47.79, Expires 10/14/16 (Counterparty - Goldman Sachs International) (f) . . . . . . . . . . . . . . . . USD Put/PHP Call, Strike Price PHP 47.81, Expires 10/14/16 (Counterparty - JPMorgan Chase Bank N.A.) (f) . . . . . . . . . . . . . . . . . USD Put/PHP Call, Strike Price PHP 47.91, Expires 10/21/16 (Counterparty - Bank of America N.A.) (f) . . . . . . . . . . . . . . . . . . . .

Principal/ Notional Amount*

Value

5,561,000 $

9,221

5,561,000

9,626

5,561,000

13,853

1,509,000

2,268

3,018,000

4,781

1,508,000

4,331

Total Purchased Options (Cost $94,355) . . . . . . . . . . . . . . . . . . . . .

44,080

Short-Term Investments—3.6% Certificate of Deposit—0.8% Canadian Imperial Bank of Commerce (NY) 0.380%, 10/06/16 . . . . . . . . . . . . . . . . . DnB Bank ASA 0.400%, 10/12/16 . . . . . . . . . . . . . . . . . Sumitomo Mitsui Banking Corp. (NY) 0.420%, 10/12/16 . . . . . . . . . . . . . . . . .

4,350,000

4,350,000

2,900,000

2,900,000

2,900,000

2,900,000 10,150,000

55,000

74,246

1,990,000 955,000 315,000

756,200 362,900 119,700

1,420,000 180,000

2,171,904 291,804

300,000

314,625

115,000

110,860 5,261,213

Repurchase Agreement—2.8% Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $35,111,047 on 10/03/16, collateralized by $35,285,000 U.S. Treasury Note at 1.375% due 01/31/21 with a value of $35,814,275. . . . . . . . . . . . . . . . . . . . . . . 35,110,959

35,110,959

Total Short-Term Investments (Cost $45,260,959) . . . . . . . . . . . . . . . . . .

45,260,959

Securities Lending Reinvestments (r)—2.2% Certificates of Deposit—0.2% Bank of Montreal 0.500%, 10/24/16 . . . . . . . . . . . . . . . . . Chiba Bank, Ltd., New York 0.870%, 11/30/16 . . . . . . . . . . . . . . . . . DZ Bank AG 0.950%, 01/03/17 . . . . . . . . . . . . . . . . .

MSF-149

250,000

250,000

300,000

300,051

250,000

250,000

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (r)—(Continued) Security Description Certificates of Deposit—(Continued) KBC Bank NV 1.000%, 01/04/17 . . . . . . . . . . . . . . . . . . Landesbank Baden-Wuerttemberg 0.450%, 10/03/16 . . . . . . . . . . . . . . . . . . National Bank of Canada 0.480%, 10/28/16 . . . . . . . . . . . . . . . . . . Sumitomo Mitsui Trust Bank 0.540%, 10/26/16 . . . . . . . . . . . . . . . . . . Swedbank 0.350%, 10/03/16 . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

250,000 $

250,000

200,000

200,000

250,000

249,998

300,000

300,009

200,000

200,000 2,000,058

Commercial Paper—0.1% Credit Suisse AG 0.971%, 10/19/16 . . . . . . . . . . . . . . . . . . Manhattan Asset Funding 0.740%, 11/28/16 . . . . . . . . . . . . . . . . . . Victory Receivables Corp. 1.050%, 01/04/17 . . . . . . . . . . . . . . . . . .

250,000

249,997

400,000

399,604

300,000

299,239 948,840

Repurchase Agreements—1.7% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $2,500,194 on 10/03/16, collateralized by $2,362,538 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 $2,550,001. . . . . . . . . . . . . . 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 Bonds 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. . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . HSBC Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $2,500,094 on 10/03/16, collateralized by $1,972,000 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $2,550,035. . . . . . . . . . . . . . . . .

2,500,000

2,500,000

1,000,000

2,500,000

2,500,000

1,000,000

Repurchase Agreements—(Continued) Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $3,600,296 on 10/03/16, collateralized by $3,436,844 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 $3,673,536. . . . . . . . . . . . . . Merrill Lynch, Pierce, Fenner & Smith Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $25,502 on 10/03/16, collateralized by $21,068 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 $26,011. . . . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . . Nomura Securities Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $900,065 on 10/04/16, collateralized by $865,596 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 $918,000. . . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . RBS Securities Inc. Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $2,500,096 on 10/03/16, collateralized by $2,340,450 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 $2,550,051. . . . . . . . . . . . . . . . . . . . . . . . .

Principal Amount*

3,600,000 $

Value

3,600,000

25,500

25,500

3,500,000

3,500,000

900,000

900,000

2,000,000

2,000,000

2,500,000

2,500,000 21,025,500

2,500,000

2,500,000

Time Deposits—0.2% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . 86,392 Canadian Imperial Bank 0.260%, 10/03/16 . . . . . . . . . . . . . . . . . . 1,000,000

MSF-150

86,392 1,000,000

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (r)—(Continued) Security Description Time Deposits—(Continued) DBS Bank, Ltd., Singapore 0.380%, 10/04/16 . . . . . . . . . . . . . . . . . . Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . .

Principal Amount*

(l) (m)

Value

400,000 $

400,000

400,000

400,000

400,000

400,000 2,286,392

Total Securities Lending Reinvestments (Cost $26,260,660) . . . . . . . . . . . . . . . . . . . Total Investments—115.5% (Cost $1,365,261,646) . . . . . . . . . . . . . . . . Unfunded Loan Commitments—(0.0)% (Cost $(80,267)) . . . . . . . . . . . . . . . . . . . . . Net Investments—115.5% (Cost $1,365,181,379) (s) . . . . . . . . . . . . . . Other assets and liabilities (net)—(15.5)% . . . . . Net Assets—100.0% . . . . . . . . . . . . . . . . . . * (a) (b)

(c)

(d)

(e) (f) (g)

(h)

(i) (j) (k)

26,260,790 1,454,330,028 (80,267) 1,454,249,761 (195,485,817) $1,258,763,944

Principal and notional amounts stated in U.S. dollars unless otherwise noted. Non-income producing security. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $24,948,599 and the collateral received consisted of cash in the amount of $25,760,636. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. 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. 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. Interest only security. Illiquid security. As of September 30, 2016, these securities represent 0.9% of net assets. 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 $1,971,205. 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 $1,130,014. Principal amount of security is adjusted for inflation. Non-income producing; security is in default and/or issuer is in bankruptcy. 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 $6,378,376, which is 0.5% of net assets. See details shown in the Restricted Securities table that follows.

Principal only security. 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. (n) This loan will settle after September 30, 2016, at which time the interest rate will be determined. (o) 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. (p) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. (q) The rate shown represents current yield to maturity. (r) Represents investment of cash collateral received from securities on loan as of September 30, 2016. (s) As of September 30, 2016, the aggregate cost of investments was $1,365,181,379. The aggregate unrealized appreciation and depreciation of investments were $121,905,372 and $(32,836,990), respectively, resulting in net unrealized appreciation of $89,068,382. (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 $130,353,282, which is 10.4% of net assets. (ACES)— Alternative Credit Enhancement Securities (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. (ARM)— Adjustable-Rate Mortgage (BRL)— Brazilian Real (CDO)— Collateralized Debt Obligation (CLO)— Collateralized Loan Obligation (CMO)— Collateralized Mortgage Obligation (CNH)— Chinese Renminbi (COP)— Colombian Peso (EUR)— Euro (GBP)— British Pound (IDR)— Indonesian Rupiah (JPY)— Japanese Yen (PHP)— Philippine Peso (REMIC)— Real Estate Mortgage Investment Conduit (RON)— New Romanian Leu (THB)— Thai Baht (UYU)— Uruguayan Peso

MSF-151

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited)

Restricted Securities Banc of America Commercial Mortgage Trust, 3.262%, 09/15/48 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citigroup Commercial Mortgage Trust, 4.566%, 03/10/47 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Mortgage Pass-Through Certificates Mortgage Trust, 4.750%, 10/15/45 . . . . . . . . . . . . . . . . Commercial Mortgage Pass-Through Certificates Mortgage Trust, 4.724%, 10/15/45 . . . . . . . . . . . . . . . . Consumer Credit Origination Loan Trust, 2.820%, 03/15/21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . GS Mortgage Securities Trust, 5.029%, 04/10/47 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . GS Mortgage Securities Trust, 3.674%, 04/10/47 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . GS Mortgage Securities Trust, 3.582%, 06/10/47 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Commercial Mortgage Securities Corp., 4.563%, 12/15/47 . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Commercial Mortgage Securities Trust, 4.000%, 08/15/46 . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Commercial Mortgage Securities Trust, 2.733%, 10/15/45 . . . . . . . . . . . . . . . . . . . . . . LSTAR Securities Investment, Ltd., 2.528%, 09/01/21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Magnetite CLO, Ltd., 5.180%, 01/15/25 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley Bank of America Merrill Lynch Trust, 4.500%, 08/15/45 . . . . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley Capital Trust, 5.324%, 07/15/49 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . SoFi Consumer Loan Program LLC, 3.090%, 10/27/25 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . SpringCastle America Funding LLC, 2.700%, 05/25/23 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBS-Barclays Commercial Mortgage Trust, 4.223%, 03/10/46 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WF-RBS Commercial Mortgage Trust, 5.000%, 06/15/44 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WF-RBS Commercial Mortgage Trust, 5.000%, 04/15/45 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WF-RBS Commercial Mortgage Trust, 3.016%, 11/15/47 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wells Fargo Commercial Mortgage Trust, 3.356%, 09/15/58 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wells Fargo Commercial Mortgage Trust, 2.881%, 05/15/48 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Acquisition Date

Principal Amount

Cost

Value

01/22/16 01/15/15 02/18/15 12/05/14 02/03/15 03/27/14 04/04/14 04/24/15 03/27/14 05/19/15 03/17/14 09/14/16 11/17/15 07/10/14 03/13/15 07/26/16 09/18/14 07/10/14 03/28/14 08/13/14 11/05/14 09/24/15 09/16/15

$ 548,000 130,000 220,000 165,000 68,587 585,000 235,000 195,000 245,000 105,000 400,000 575,000 1,125,000 250,000 265,000 1,015,000 549,060 155,000 105,000 130,000 550,000 245,000 510,000

$ 293,680 107,367 175,716 129,274 68,583 534,065 147,173 149,282 198,450 94,959 269,984 566,548 1,126,125 197,031 242,868 1,014,841 549,024 130,182 94,365 103,594 362,270 147,153 315,702

$ 302,607 91,316 136,508 107,299 68,691 415,733 123,138 115,669 197,378 86,103 129,000 566,555 1,126,326 180,798 209,307 1,017,000 550,842 108,680 91,387 77,125 274,772 140,163 261,979 $6,378,376

TBA Forward Sale Commitments Maturity

Face Amount

Cost

Value

TBA TBA TBA TBA TBA TBA TBA TBA TBA

(1,200,000) (3,500,000) (525,000) (4,425,000) (2,200,000) (200,000) (7,975,000) (7,973,000) (500,000)

$ (1,266,545) (3,584,765) (562,140) (4,829,789) (2,439,594) (224,438) (8,353,656) (8,534,125) (539,688)

$ (1,265,063) (3,587,503) (563,842) (4,845,961) (2,443,590) (224,581) (8,354,435) (8,543,256) (539,441)

Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$(30,334,740)

$(30,367,672)

Security Description

Interest Rate

Fannie Mae 15 Yr. Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fannie Mae 15 Yr. Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fannie Mae 30 Yr. Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fannie Mae 30 Yr. Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fannie Mae 30 Yr. Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Freddie Mac 30 Yr. Gold Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ginnie Mae II 30 Yr. Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ginnie Mae II 30 Yr. Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ginnie Mae II 30 Yr. Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-152

3.500% 4.500% 4.000% 4.500% 5.000% 5.500% 3.000% 4.000% 4.500%

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Forward Foreign Currency Exchange Contracts Contracts to Buy

Counterparty

COP COP EUR EUR EUR EUR IDR RUB RUB ZAR ZAR ZAR

Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . State Street Bank and Trust . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Credit Suisse International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

10/21/16 10/21/16 03/15/17 03/15/17 03/15/17 03/15/17 10/21/16 10/21/16 10/21/16 10/21/16 10/21/16 12/21/16

$ 619,809 627,735 177,515 234,910 416,250 309,587 629,893 629,647 628,861 632,028 633,217 750,863

Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley & Co. International plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Standard Chartered Bank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Standard Chartered Bank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . State Street Bank and Trust . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . State Street Bank and Trust . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . HSBC Bank USA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs International . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

12/02/16 12/02/16 10/21/16 10/21/16 12/21/16 12/21/16 10/31/16 12/21/16 03/15/17 10/31/16 10/21/16 12/21/16 12/21/16 06/26/17 08/28/17 08/28/17 10/21/16 10/21/16 12/21/16 12/21/16 12/21/16

1,024,024 2,736,994 626,328 627,518 387,239 354,746 3,558,663 523,031 1,080,446 958,759 635,725 432,138 1,366,979 2,045,962 387,508 641,909 635,704 636,005 1,275,748 555,286 184,780

(7,077) (10,392) (1,558) (368) (13,638) (3,419) (3,449) (1,214) (57,052) (925) 6,037 (6,927) (10,116) (37,029) 798 2,057 (3,770) (3,469) (9,520) (20,750) (7,232)

Net Unrealized Depreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$(159,266)

1,816,350,000 1,816,350,000 155,000 205,000 375,000 270,000 8,239,000,000 40,310,000 40,310,000 8,605,000 8,605,000 10,700,000

In Exchange for

Unrealized Appreciation/ (Depreciation)

Settlement Date

$

8,077 151 (2,079) (2,883) 8,190 (3,991) (205) 9,827 10,613 (6,975) (8,164) 17,186

Contracts to Deliver BRL 3,410,000 BRL 9,086,000 COP 1,816,350,000 COP 1,816,350,000 COP 1,171,300,000 COP 1,046,500,000 EUR 3,167,000 EUR 465,000 EUR 1,005,000 GBP 740,000 IDR 8,239,000,000 IDR 5,798,000,000 IDR 18,185,000,000 RON 8,195,000 RON 1,520,000 RON 2,515,000 RUB 40,310,000 RUB 40,310,000 THB 44,581,000 ZAR 8,025,000 ZAR 2,675,000

Futures Contracts Notional Amount

Unrealized Appreciation/ (Depreciation)

Futures Contracts—Long

Expiration Date

Number of Contracts

90 Day Eurodollar Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S&P 500 E-Mini Index Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury Note 5 Year Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury Note Ultra 10 Year Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury Ultra Long Bond Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

12/18/17 12/16/16 12/30/16 12/20/16 12/20/16

203 61 447 27 153

USD USD USD USD USD

50,193,338 6,527,393 54,307,717 3,898,173 28,591,710

$ 16,175 61,827 9,768 (5,954) (458,835)

09/17/18 12/20/16 12/20/16 12/30/16

(203) (20) (133) (36)

USD USD USD USD

(50,144,213) (3,369,961) (17,418,895) (7,868,187)

(22,162) 6,836 (20,730) 3,312

Net Unrealized Depreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$(409,763)

Futures Contracts—Short 90 Day Eurodollar Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury Long Bond Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury Note 10 Year Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury Note 2 Year Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-153

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Swap Agreements OTC Interest Rate Swaps Pay/Receive Floating Rate

Floating Rate Index

Pay . . . . . . . . . Receive . . . . . . Receive . . . . . .

6M MIBOR CPI-U CPI-U

Fixed Rate

Maturity Date

6.260% 09/12/21 1.810% 09/04/25 1.820% 09/22/25

Notional Amount

Counterparty Goldman Sachs International Bank of America N.A. Bank of America N.A.

INR USD USD

Market Value

67,350,000 3,803,000 10,320,000

$

Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Upfront Premium Paid/(Received)

Unrealized Depreciation

(1,662) (36,535) (110,196)

$— — —

$

(1,662) (36,535) (110,196)

$(148,393)

$—

$(148,393)

Centrally Cleared Interest Rate Swaps Floating Rate Index

Pay/Receive Floating Rate Receive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Receive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fixed Rate

3M LIBOR Fed Funds Rate Compounded - OIS

Maturity Date

Notional Amount

Unrealized Appreciation

1.750% 03/15/27

USD

3,000,000

$16,789

1.000% 09/29/26

USD

10,928,000

58,159

Net Unrealized Appreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$74,948

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

Reference Obligation CDX.NA.HY.26.V1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . CDX.NA.HY.27.V1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fixed Deal (Pay) Rate

Maturity Date

Implied Credit Spread at September 30, 2016(b)

(5.000%) (5.000%)

06/20/21 12/20/21

3.765% 4.013%

Notional Amount(c) USD USD

Unrealized Depreciation

15,269,000 9,990,000

$(209,280) (77,109)

Net Unrealized Depreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$(286,389)

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

Reference Obligation CDX.NA.IG.26 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . CDX.NA.IG.27 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ITRAXX.EUR.26.V1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fixed Deal Receive Rate

Maturity Date

Implied Credit Spread at September 30, 2016(b)

1.000% 1.000% 5.000%

06/20/21 12/20/21 12/20/21

0.687% 0.747% 3.298%

Notional Amount(c) USD USD EUR

Unrealized Appreciation

410,000 2,931,000 957,000

$ 444 3,089 149

Net Unrealized Appreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$3,682

OTC Credit Default Swaps on Sovereign Issues—Sell Protection (d) Implied Credit Spread at September 30, 2016(b)

Fixed Deal Reference Obligation Receive Rate

Maturity Date

Counterparty

Russian Federation 7.500%, due 03/31/30 . . . . . .

06/20/21

Barclays Bank plc

1.000%

1.996%

MSF-154

Notional Amount(c)

USD

1,330,000

Market Value

Upfront Premium (Received)

Unrealized Appreciation

$(59,119)

$(71,519)

$12,400

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) OTC Credit Default Swaps on Credit Indices—Buy Protection (a)

Reference Obligation

Fixed Deal Maturity (Pay) Rate Date

ABX.HE.AAA.6-1 . . . . . . . . . . ABX.HE.AAA.6-1 . . . . . . . . . . ABX.HE.AAA.7-1 . . . . . . . . . . ABX.HE.AAA.7-1 . . . . . . . . . . ABX.HE.AAA.7-1 . . . . . . . . . . ABX.HE.PEN.AAA.6-2 . . . . . . CDX.EM.26 . . . . . . . . . . . . . . CMBX.NA.A.7 . . . . . . . . . . . . CMBX.NA.AA.7 . . . . . . . . . . . CMBX.NA.AA.7 . . . . . . . . . . . CMBX.NA.AA.7 . . . . . . . . . . .

(0.180%) (0.180%) (0.090%) (0.090%) (0.090%) (0.110%) (1.000%) (2.000%) (1.500%) (1.500%) (1.500%)

07/25/45 07/25/45 08/25/37 08/25/37 08/25/37 05/25/46 12/20/21 01/17/47 01/17/47 01/17/47 01/17/47

CMBX.NA.AA.8 . . . . . . . . . . .

(1.500%)

10/17/57

CMBX.NA.AAA.8 . . . . . . . . .

(0.500%)

10/17/57

CMBX.NA.AAA.8 . . . . . . . . .

(0.500%)

10/17/57

CMBX.NA.AAA.9 . . . . . . . . . CMBX.NA.AJ.4 . . . . . . . . . . . CMBX.NA.AJ.4 . . . . . . . . . . .

(0.500%) (0.960%) (0.960%)

09/17/58 02/17/51 02/17/51

CMBX.NA.AJ.4 . . . . . . . . . . . CMBX.NA.AS.6 . . . . . . . . . . . CMBX.NA.AS.6 . . . . . . . . . . . CMBX.NA.AS.7 . . . . . . . . . . . CMBX.NA.AS.7 . . . . . . . . . . . CMBX.NA.AS.8 . . . . . . . . . . . CMBX.NA.BBB.7 . . . . . . . . . . CMBX.NA.BBB.7 . . . . . . . . . . CMBX.NA.BBB.7 . . . . . . . . . . CMBX.NA.BBB.7 . . . . . . . . . . CMBX.NA.BBB.7 . . . . . . . . . . CMBX.NA.BBB.7 . . . . . . . . . . CMBX.NA.BBB.7 . . . . . . . . . . CMBX.NA.BBB.7 . . . . . . . . . . CMBX.NA.BBB.7 . . . . . . . . . . CMBX.NA.BBB.7 . . . . . . . . . . CMBX.NA.BBB.7 . . . . . . . . . .

(0.960%) (1.000%) (1.000%) (1.000%) (1.000%) (1.000%) (3.000%) (3.000%) (3.000%) (3.000%) (3.000%) (3.000%) (3.000%) (3.000%) (3.000%) (3.000%) (3.000%)

02/17/51 05/11/63 05/11/63 01/17/47 01/17/47 10/17/57 01/17/47 01/17/47 01/17/47 01/17/47 01/17/47 01/17/47 01/17/47 01/17/47 01/17/47 01/17/47 01/17/47

CMBX.NA.BBB.7 . . . . . . . . . .

(3.000%)

01/17/47

CMBX.NA.BBB.7 . . . . . . . . . .

(3.000%)

01/17/47

CMBX.NA.BBB.7 . . . . . . . . . .

(3.000%)

01/17/47

Counterparty

Implied Credit Spread at September 30, 2016(b)

JPMorgan Chase Bank N.A. JPMorgan Chase Bank N.A. JPMorgan Chase Bank N.A. JPMorgan Chase Bank N.A. JPMorgan Chase Bank N.A. JPMorgan Chase Bank N.A. Barclays Bank plc JPMorgan Chase Bank N.A. Credit Suisse International Credit Suisse International Credit Suisse International Morgan Stanley & Co. International plc Morgan Stanley & Co. International plc Morgan Stanley & Co. International plc Morgan Stanley & Co. International plc Bank of America N.A. Credit Suisse International Morgan Stanley & Co. International plc Credit Suisse International Credit Suisse International Credit Suisse International Goldman Sachs International Deutsche Bank AG Credit Suisse International Credit Suisse International Credit Suisse International Deutsche Bank AG Deutsche Bank AG Deutsche Bank AG Goldman Sachs International Goldman Sachs International Goldman Sachs International Goldman Sachs International Goldman Sachs International Morgan Stanley & Co. International plc Morgan Stanley & Co. International plc Morgan Stanley & Co. International plc

Notional Amount(c)

Market Value

Upfront Premium Unrealized Paid/ Appreciation/ (Received) (Depreciation)

0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 2.351% 0.000% 0.000% 0.000% 0.000%

USD 49,095 $ 1,105 $ 1,235 USD 15,236 343 — USD 352,350 86,913 89,850 USD 152,067 37,510 38,777 USD 103,851 25,616 27,001 USD 300,710 35,083 42,147 USD 19,030,000 1,217,973 1,132,285 USD 480,000 24,503 (10,238) USD 735,000 20,520 23,330 USD 635,000 17,728 20,156 USD 600,000 16,751 19,045

0.000%

USD

265,000

12,963

10,823

2,140

0.000%

USD

295,000

7,177

7,757

(580)

0.000%

USD

125,000

3,041

3,337

(296)

0.000% 0.000% 0.000%

USD 140,000 USD 675,818 USD 1,904,130

5,144 165,435 466,115

5,562 119,839 475,512

(418) 45,596 (9,397)

0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000%

USD 1,262,843 USD 775,000 USD 635,000 USD 1,375,000 USD 500,000 USD 210,000 USD 375,000 USD 300,000 USD 255,000 USD 175,000 USD 170,000 USD 170,000 USD 1,020,000 USD 260,000 USD 230,000 USD 175,000 USD 130,000

309,133 4,967 4,070 18,945 6,889 6,192 31,301 25,041 21,285 14,607 14,190 14,190 85,138 21,702 19,198 14,607 10,851

315,373 8,391 6,876 25,476 14,481 15,785 34,662 29,605 25,164 22,550 16,725 12,815 98,003 25,513 20,132 25,231 12,000

(6,240) (3,424) (2,806) (6,531) (7,592) (9,593) (3,361) (4,564) (3,879) (7,943) (2,535) 1,375 (12,865) (3,811) (934) (10,624) (1,149)

0.000%

USD

750,000

62,602

74,012

(11,410)

0.000%

USD

385,000

32,135

40,214

(8,079)

0.000%

USD

230,000

19,198

19,356

(158)

Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $2,880,161 $2,848,782

$ 31,379

MSF-155

$

(130) 343 (2,937) (1,267) (1,385) (7,064) 85,688 34,741 (2,810) (2,428) (2,294)

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) OTC Credit Default Swaps on Credit Indices—Sell Protection (d)

Reference Obligation

Fixed Deal Maturity Receive Rate Date

CMBX.NA.A.6. . . . . . . . . . . CMBX.NA.AAA.6 . . . . . . . . CMBX.NA.AAA.6 . . . . . . . . CMBX.NA.AAA.6 . . . . . . . . CMBX.NA.AAA.6 . . . . . . . . CMBX.NA.AAA.6 . . . . . . . . CMBX.NA.AAA.6 . . . . . . . . CMBX.NA.AAA.6 . . . . . . . . CMBX.NA.AAA.6 . . . . . . . . CMBX.NA.AAA.6 . . . . . . . . CMBX.NA.AAA.6 . . . . . . . . CMBX.NA.AAA.6 . . . . . . . . CMBX.NA.AAA.6 . . . . . . . .

2.000% 0.500% 0.500% 0.500% 0.500% 0.500% 0.500% 0.500% 0.500% 0.500% 0.500% 0.500% 0.500%

05/11/63 05/11/63 05/11/63 05/11/63 05/11/63 05/11/63 05/11/63 05/11/63 05/11/63 05/11/63 05/11/63 05/11/63 05/11/63

CMBX.NA.AAA.6 . . . . . . . .

0.500%

05/11/63

CMBX.NA.AAA.6 . . . . . . . .

0.500%

05/11/63

CMBX.NA.AAA.6 . . . . . . . .

0.500%

05/11/63

CMBX.NA.AAA.6 . . . . . . . .

0.500%

05/11/63

CMBX.NA.AAA.6 . . . . . . . .

0.500%

05/11/63

CMBX.NA.AAA.6 . . . . . . . .

0.500%

05/11/63

CMBX.NA.AAA.6 . . . . . . . . CMBX.NA.BB.6 . . . . . . . . . . CMBX.NA.BB.6 . . . . . . . . . . CMBX.NA.BB.6 . . . . . . . . . . CMBX.NA.BB.6 . . . . . . . . . . CMBX.NA.BB.6 . . . . . . . . . . CMBX.NA.BB.6 . . . . . . . . . . CMBX.NA.BB.6 . . . . . . . . . . CMBX.NA.BB.6 . . . . . . . . . . CMBX.NA.BB.6 . . . . . . . . . .

0.500% 5.000% 5.000% 5.000% 5.000% 5.000% 5.000% 5.000% 5.000% 5.000%

05/11/63 05/11/63 05/11/63 05/11/63 05/11/63 05/11/63 05/11/63 05/11/63 05/11/63 05/11/63

CMBX.NA.BB.6 CMBX.NA.BB.8 CMBX.NA.BB.8 CMBX.NA.BB.8 CMBX.NA.BB.8 CMBX.NA.BB.8 CMBX.NA.BB.8 CMBX.NA.BB.8 CMBX.NA.BB.8 CMBX.NA.BB.8

.......... .......... .......... .......... .......... .......... .......... .......... .......... ..........

5.000% 5.000% 5.000% 5.000% 5.000% 5.000% 5.000% 5.000% 5.000% 5.000%

05/11/63 10/17/57 10/17/57 10/17/57 10/17/57 10/17/57 10/17/57 10/17/57 10/17/57 10/17/57

CMBX.NA.BB.8 CMBX.NA.BB.9 CMBX.NA.BB.9 CMBX.NA.BB.9 CMBX.NA.BB.9 CMBX.NA.BB.9

.......... .......... .......... .......... .......... ..........

5.000% 5.000% 5.000% 5.000% 5.000%

10/17/57 09/15/58 09/15/58 09/15/58 09/17/58

5.000%

09/17/58

Counterparty

Implied Credit Spread at September 30, 2016(b)

Goldman Sachs International Credit Suisse International Credit Suisse International Credit Suisse International Credit Suisse International Credit Suisse International Credit Suisse International Deutsche Bank AG Deutsche Bank AG Goldman Sachs International Goldman Sachs International Goldman Sachs International Goldman Sachs International Morgan Stanley & Co. International plc Morgan Stanley & Co. International plc Morgan Stanley & Co. International plc Morgan Stanley & Co. International plc Morgan Stanley & Co. International plc Morgan Stanley & Co. International plc Morgan Stanley & Co. International plc Credit Suisse International Credit Suisse International Credit Suisse International Credit Suisse International Credit Suisse International Credit Suisse International Goldman Sachs International Goldman Sachs International Goldman Sachs International Morgan Stanley & Co. International plc Bank of America N.A. Credit Suisse International Credit Suisse International Credit Suisse International Goldman Sachs International Goldman Sachs International Goldman Sachs International Goldman Sachs International Goldman Sachs International Morgan Stanley & Co. International plc Goldman Sachs International Goldman Sachs International Goldman Sachs International Goldman Sachs International Morgan Stanley & Co. International plc

MSF-156

Notional Amount(c)

Market Value

Upfront Premium Unrealized Paid/ Appreciation/ (Received) (Depreciation)

0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000%

USD USD USD USD USD USD USD USD USD USD USD USD USD

355,000 $ (16,486) $ 4,634 549,892 (4,350) (13,163) 554,891 (4,390) (13,265) 774,848 (6,130) (28,862) 1,979,612 (15,660) (21,407) 1,979,612 (15,660) (21,407) 2,299,549 (18,191) (24,867) 729,857 (5,774) (25,017) 1,068,791 (8,455) (25,550) 84,983 (672) (1,018) 369,928 (2,926) (12,022) 439,914 (3,480) (15,068) 464,909 (3,678) (15,588)

0.000%

USD

329,935

(2,610)

(2,752)

142

0.000%

USD

529,896

(4,192)

(12,527)

8,335

0.000%

USD

624,878

(4,943)

(21,418)

16,475

0.000%

USD

659,871

(5,220)

(15,775)

10,555

0.000%

USD

664,870

(5,260)

(5,350)

90

0.000%

USD

754,852

(5,971)

(25,532)

19,561

0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000%

USD 8,995,237 USD 240,000 USD 265,000 USD 460,000 USD 465,000 USD 465,000 USD 465,000 USD 191,000 USD 304,000 USD 530,000

(71,158) (42,237) (46,637) (80,955) (81,835) (81,835) (81,835) (33,614) (53,500) (93,274)

(294,808) (44,697) (47,404) (85,670) (86,601) (86,601) (86,601) (22,491) (50,355) (58,813)

223,650 2,460 767 4,715 4,766 4,766 4,766 (11,123) (3,145) (34,461)

0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000% 0.000%

USD 1,020,000 USD 335,000 USD 285,000 USD 550,000 USD 550,000 USD 75,000 USD 115,000 USD 170,000 USD 191,000 USD 580,000

(179,508) (92,411) (78,619) (151,720) (151,720) (20,689) (31,723) (46,895) (52,688) (159,996)

(189,964) (24,355) (80,923) (156,166) (156,166) (22,824) (32,462) (27,682) (22,902) (181,510)

10,456 (68,056) 2,304 4,446 4,446 2,135 739 (19,213) (29,786) 21,514

0.000% 0.000% 0.000% 0.000% 0.000%

USD 1,289,000 USD 125,000 USD 130,000 USD 250,000 USD 125,000

(355,577) (31,901) (33,178) (63,803) (31,901)

(365,997) (35,383) (36,481) (70,766) (35,733)

10,420 3,482 3,303 6,963 3,832

0.000%

USD

(65,079)

(80,525)

15,446

255,000

$(21,120) 8,813 8,875 22,732 5,747 5,747 6,676 19,243 17,095 346 9,096 11,588 11,910

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) OTC Credit Default Swaps on Credit Indices—Sell Protection (d)—(Continued)

Reference Obligation CMBX.NA.BBB.6 . . . . . . . . CMBX.NA.BBB.8 . . . . . . . .

Fixed Deal Maturity Receive Rate Date 3.000%

Morgan Stanley & Co. 05/11/63 International plc Goldman Sachs 10/17/57 International 12/25/37 JPMorgan Chase Bank N.A.

Notional Amount(c)

0.000%

USD

90,000 $

0.000% 0.000%

USD 530,000 USD 587,763

Market Value

Upfront Premium Unrealized Paid/ Appreciation/ (Received) (Depreciation)

(8,081) $

$

(50) (12,361) (12,262)

Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $(2,441,567) $(2,748,392)

$306,825

(a)

(90,538) 5,388

(8,031) (78,177) 17,650

PRIMEX.ARM.2 . . . . . . . . . .

3.000% 4.580%

Counterparty

Implied Credit Spread at September 30, 2016(b)

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. (BRL)— Brazilian Real (COP)— Colombian Peso (EUR)— Euro (GBP)— British Pound (IDR)— Indonesian Rupiah (INR)— Indian Rupee (RON)— New Romanian Leu (RUB)— Russian Ruble (THB)— Thai Baht (USD)— United States Dollar (ZAR)— South African Rand (ABX.HE)— Markit Asset-Backed Home Equity Index (ABX.HE.PEN)— Markit Asset-Backed Home Equity Penultimate Index (CMBX)— Commercial Mortgage-Backed Index (CDX.EM)— Markit Emerging Market CDS Index (CDX.NA.HY)— Markit North America High Yield CDS Index (CDX.NA.IG)— Markit North America Investment Grade CDS Index (CMBX.NA.A)— Markit North America A Rated CMBS Index (CMBX.NA.AA)— Markit North America AA Rated CMBS Index (CMBX.NA.AAA)— Markit North America AAA Rated CMBS Index (CMBX.NA.AJ)— Markit North America Junior AAA Rated CMBS Index (CMBX.NA.AS)— Markit North America Junior AAA Rated CMBS Index (CMBX.NA.BB)— Markit North America BB Rated CMBS Index (CMBX.NA.BBB-)— Markit North America BBB- Rated CMBS Index (CPI-U)— U.S. Consumer Price Index for All Urban Consumers (IRS)— Interest Rate Swap (PRIMEX.ARM)— Markit Primex Adjustable Rate Mortgage Index (ITRAXX.EUR)— Markit iTraxx Europe Index (LIBOR)—London Interbank Offered Rate (MIBOR)— Mumbai Interbank Offered Rate

MSF-157

Metropolitan Series Fund Met/Wellington Balanced 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

— 277,452,099 172,027,134 79,859,415 62,904,324 27,551,393 13,703,166 5,261,213 44,080

$— — — — — — — — —

$ 743,925,188 277,452,099 172,027,134 79,859,415 62,904,324 27,551,393 13,703,166 5,261,213 44,080

10,150,000 35,110,959 45,260,959

— — —

10,150,000 35,110,959 45,260,959

— — — — — $743,925,188

2,000,058 948,840 21,025,500 2,286,392 26,260,790 $710,324,573

— — — — — $—

2,000,058 948,840 21,025,500 2,286,392 26,260,790 $1,454,249,761

$ $

— —

$ (25,760,636) $ (30,367,672)

$— $—

$ $

(25,760,636) (30,367,672)

$

— — —

$

$— — $—

$

62,936 (222,202) (159,266)

$— — $—

$

Total Common Stocks* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total U.S. Treasury & Government Agencies* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Corporate Bonds & Notes* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Asset-Backed Securities* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Mortgage-Backed Securities* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Floating Rate Loans (Less Unfunded Loan Commitments)* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Foreign Government* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Municipals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Purchased Options* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Short-Term Investments Certificate of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificates of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Net Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$743,925,188 — — — — — — — —

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TBA Forward Sales Commitments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Forward Contracts Forward Foreign Currency Exchange Contracts (Unrealized Appreciation) . . . . . . . . . . . . . . . . . . . Forward Foreign Currency Exchange Contracts (Unrealized Depreciation) . . . . . . . . . . . . . . . . . . . Total Forward Contracts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Futures Contracts Futures Contracts (Unrealized Appreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Futures Contracts (Unrealized Depreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Futures Contracts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-158

$

— — —

$ $ $

97,918 (507,681) (409,763)

$ $ $

62,936 (222,202) (159,266) — — —

$

$

97,918 (507,681) (409,763)

Metropolitan Series Fund Met/Wellington Balanced Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Fair Value Hierarchy—(Continued) Description

Level 1

Centrally Cleared Swap Contracts Centrally Cleared Swap Contracts (Unrealized Appreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Centrally Cleared Swap Contracts (Unrealized Depreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Centrally Cleared Swap Contracts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . OTC Swap Contracts OTC Swap Contracts at Value (Assets) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . OTC Swap Contracts at Value (Liabilities) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total OTC Swap Contracts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . *

See Schedule of Investments for additional detailed categorizations.

MSF-159

Level 2

Level 3

Total

$— — $—

$

78,630 (286,389) $ (207,759)

$— — $—

$

78,630 (286,389) $ (207,759)

$— — $—

$ 2,885,549 (2,654,467) $ 231,082

$— — $—

$ 2,885,549 (2,654,467) $ 231,082

Metropolitan Series Fund Met/Wellington Core Equity Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—97.1% of Net Assets Security Description

Shares

Value

Aerospace & Defense—7.1% General Dynamics Corp. . . . . . . . . . . . . . . . . . . . Lockheed Martin Corp. . . . . . . . . . . . . . . . . . . . . Northrop Grumman Corp. . . . . . . . . . . . . . . . . . . United Technologies Corp. . . . . . . . . . . . . . . . . . .

329,086 $ 51,060,984 405,673 97,247,931 274,123 58,648,616 772,297 78,465,375 285,422,906

Security Description

Shares

Value

Hotels, Restaurants & Leisure—2.0% McDonald’s Corp. . . . . . . . . . . . . . . . . . . . . . .

697,299 $

80,440,413

Household Products—4.0% Colgate-Palmolive Co. . . . . . . . . . . . . . . . . . . . 1,507,267 Procter & Gamble Co. (The) . . . . . . . . . . . . . . . 576,335

111,748,776 51,726,066 163,474,842

Air Freight & Logistics—3.0% United Parcel Service, Inc. - Class B . . . . . . . . . . . 1,102,171 Banks—2.8% PNC Financial Services Group, Inc. (The) . . . . . . . Wells Fargo & Co. . . . . . . . . . . . . . . . . . . . . . . .

898,132 710,740

120,533,420

80,912,712 31,471,567 112,384,279

Beverages—6.6% Coca-Cola Co. (The) . . . . . . . . . . . . . . . . . . . . . . 2,356,768 Diageo plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,867,454 PepsiCo, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 785,296

Capital Markets—1.7% BlackRock, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Chemicals—3.3% Ecolab, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Praxair, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

967,433

112,793,013

Insurance—5.2% Chubb, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . 878,456 Marsh & McLennan Cos., Inc. . . . . . . . . . . . . . . 1,491,220

110,377,996 100,284,545 210,662,541

99,738,422 82,218,712 85,416,646 267,373,780

Biotechnology—1.9% Amgen, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Industrial Conglomerates—2.8% Honeywell International, Inc. . . . . . . . . . . . . . . .

IT Services—7.6% Accenture plc - Class A . . . . . . . . . . . . . . . . . . . 909,243 Automatic Data Processing, Inc. . . . . . . . . . . . . . 1,134,335 Visa, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . 1,149,732

111,082,217 100,048,347 95,082,837 306,213,401

471,270

195,634

417,680 682,124

78,612,549

70,909,500

50,840,009 82,421,043 133,261,052

Consumer Finance—1.7% American Express Co. . . . . . . . . . . . . . . . . . . . . . 1,097,226

Media—1.2% Walt Disney Co. (The) . . . . . . . . . . . . . . . . . . .

545,110

50,618,915

Oil, Gas & Consumable Fuels—1.6% Exxon Mobil Corp. . . . . . . . . . . . . . . . . . . . . . .

763,295

66,620,388

Pharmaceuticals—6.2% Johnson & Johnson . . . . . . . . . . . . . . . . . . . . . . 849,967 Merck & Co., Inc. . . . . . . . . . . . . . . . . . . . . . . 1,442,579 Roche Holding AG . . . . . . . . . . . . . . . . . . . . . . 241,937

100,406,602 90,031,355 59,936,527 250,374,484

70,266,353

Energy Equipment & Services—1.6% Schlumberger, Ltd. . . . . . . . . . . . . . . . . . . . . . . .

831,811

65,413,617

Equity Real Estate Investment Trusts—1.8% Public Storage . . . . . . . . . . . . . . . . . . . . . . . . . .

321,842

71,815,824

Food & Staples Retailing—6.7% Costco Wholesale Corp. . . . . . . . . . . . . . . . . . . . CVS Health Corp. . . . . . . . . . . . . . . . . . . . . . . . . Walgreens Boots Alliance, Inc. . . . . . . . . . . . . . . .

794,242 788,468 995,121

121,129,848 70,165,767 80,226,655

Road & Rail—5.1% Canadian National Railway Co. . . . . . . . . . . . . 1,558,084 Union Pacific Corp. . . . . . . . . . . . . . . . . . . . . . 1,061,703

101,849,372 103,547,894 205,397,266

271,522,270 Health Care Equipment & Supplies—3.0% Medtronic plc . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,395,331

120,556,598

Health Care Providers & Services—7.1% Cardinal Health, Inc. . . . . . . . . . . . . . . . . . . . . . . 1,307,194 McKesson Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 502,607 UnitedHealth Group, Inc. . . . . . . . . . . . . . . . . . . . 715,031

101,568,974 83,809,717 100,104,340 285,483,031

Software—3.6% Microsoft Corp. . . . . . . . . . . . . . . . . . . . . . . . . 2,525,102

145,445,875

Specialty Retail—4.5% Lowe’s Cos., Inc. . . . . . . . . . . . . . . . . . . . . . . . 1,128,158 TJX Cos., Inc. (The) . . . . . . . . . . . . . . . . . . . . . . 1,327,285

81,464,289 99,254,372 180,718,661

Textiles, Apparel & Luxury Goods—5.0% NIKE, Inc. - Class B . . . . . . . . . . . . . . . . . . . . . 2,481,498 VF Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,250,823

130,650,870 70,108,629 200,759,499

Total Common Stocks (Cost $3,473,542,200) . . . . . . . . . . . . . . . .

MSF-160

3,927,074,477

Metropolitan Series Fund Met/Wellington Core Equity Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Escrow Shares — 0.0%

Security Description Forest Products & Paper—0.0% Sino-Forest Corp. (a) (Cost $0) . . . . . . . . . . . . . . . . . . . . . . . .

Shares/ Principal Amount*

* (a) Value (b)

5,844,000 $

0

Principal amount stated in U.S. dollars unless otherwise noted. 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. As of September 30, 2016, the aggregate cost of investments was $3,585,729,265. The aggregate unrealized appreciation and depreciation of investments were $491,647,997 and $(38,115,720), respectively, resulting in net unrealized appreciation of $453,532,277.

Short-Term Investment—2.8% Repurchase Agreement—2.8% Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $112,187,345 on 10/03/16, collateralized by $106,700,000 U.S. Treasury Note at 2.625% due 11/15/20 with a value of $114,435,750. . . . . . . . . $112,187,065

112,187,065

Total Short-Term Investments (Cost $112,187,065) . . . . . . . . . . . . . .

112,187,065

Total Investments—99.9% (Cost $3,585,729,265) (b) . . . . . . . . . . . Other assets and liabilities (net)—0.1% . . . .

4,039,261,542 3,225,337

Net Assets—100.0% . . . . . . . . . . . . . . .

$4,042,486,879

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

Common Stocks Aerospace & Defense . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Air Freight & Logistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Banks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Beverages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Biotechnology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Capital Markets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chemicals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Consumer Finance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-161

$285,422,906 120,533,420 112,384,279 185,155,068 78,612,549 70,909,500 133,261,052 70,266,353

$

Level 2

Level 3

Total

— — — 82,218,712 — — — —

$— — — — — — — —

$285,422,906 120,533,420 112,384,279 267,373,780 78,612,549 70,909,500 133,261,052 70,266,353

Metropolitan Series Fund Met/Wellington Core Equity Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Fair Value Hierarchy—(Continued) Description

Level 1

Energy Equipment & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Equity Real Estate Investment Trusts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Food & Staples Retailing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Equipment & Supplies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Providers & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hotels, Restaurants & Leisure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Household Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Industrial Conglomerates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Insurance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IT Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Oil, Gas & Consumable Fuels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmaceuticals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Road & Rail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Software . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Specialty Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Textiles, Apparel & Luxury Goods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Escrow Shares* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . *

$

65,413,617 71,815,824 271,522,270 120,556,598 285,483,031 80,440,413 163,474,842 112,793,013 210,662,541 306,213,401 50,618,915 66,620,388 190,437,957 205,397,266 145,445,875 180,718,661 200,759,499 3,784,919,238 — — $3,784,919,238

Level 2

Level 3

— — — — — — — — — — — — 59,936,527 — — — — 142,155,239 — 112,187,065 $254,342,304

$— — — — — — — — — — — — — — — — — — 0 — $ 0

$

Total $

65,413,617 71,815,824 271,522,270 120,556,598 285,483,031 80,440,413 163,474,842 112,793,013 210,662,541 306,213,401 50,618,915 66,620,388 250,374,484 205,397,266 145,445,875 180,718,661 200,759,499 3,927,074,477 0 112,187,065 $4,039,261,542

See Schedule of Investments for additional detailed categorizations.

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.

MSF-162

Metropolitan Series Fund MetLife Asset Allocation 20 Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Mutual Funds—100.0% of Net Assets Security Description Affiliated Investment Companies—100.0% Baillie Gifford International Stock Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . . . . . BlackRock Bond Income Portfolio (Class A) (a) . . . . BlackRock Capital Appreciation Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . . . . . BlackRock High Yield Portfolio (Class A) (b) . . . . . . BlackRock Large Cap Value Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Clarion Global Real Estate Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs Mid Cap Value Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Harris Oakmark International Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Invesco Comstock Portfolio (Class A) (b) . . . . . . . . . Jennison Growth Portfolio (Class A) (a) . . . . . . . . . JPMorgan Core Bond Portfolio (Class A) (b) . . . . . . JPMorgan Small Cap Value Portfolio (Class A) (b) . . Met/Aberdeen Emerging Markets Equity Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Met/Artisan International Portfolio (Class A) (b) . . . Met/Artisan Mid Cap Value Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Met/Eaton Vance Floating Rate Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Met/Franklin Low Duration Total Return Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Met/Templeton International Bond Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Met/Wellington Core Equity Opportunities Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Met/Wellington Large Cap Research Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . MetLife Small Cap Value Portfolio (Class A) (b) . . . .

Shares

Value

Security Description

663,474 $ 6,999,649 810,612 88,283,727 206,927 472,659

7,087,234 3,549,671

835,238

7,116,232

281,536

3,499,495

161,263

1,767,437

705,125 1,065,657 527,490 6,371,865 222,418

8,764,700 14,205,207 7,078,912 67,095,739 3,545,349

183,185 746,904

1,751,249 7,050,777

8,256

Shares

Value

Affiliated Investment Companies—(Continued) MFS Research International Portfolio (Class A) (b) . . 504,163 $ 5,278,586 MFS Value Portfolio (Class A) (a) . . . . . . . . . . . . . 957,914 14,043,023 Neuberger Berman Genesis Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 354,439 7,056,880 Oppenheimer Global Equity Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . 91,603 1,759,698 PIMCO Inflation Protected Bond Portfolio (Class A) (b) (c) . . . . . . . . . . . . . . . . . . . . . . . . 6,378,697 63,659,398 PIMCO Total Return Portfolio (Class A) (b) . . . . . . . 7,319,689 84,835,198 T. Rowe Price Large Cap Growth Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 352,476 7,105,908 T. Rowe Price Large Cap Value Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . 442,662 14,187,312 TCW Core Fixed Income Portfolio (Class A) (b) . . . 7,140,092 74,114,156 Western Asset Management Strategic Bond Opportunities Portfolio (Class A) (a) . . . . . . . . . . 2,099,969 28,307,579 Western Asset Management U.S. Government Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . 7,652,485 91,753,293 Total Mutual Funds (Cost $714,645,074) . . . . . . . . . . . . . . . . . . .

706,285,529

1,778,452

Total Investments—100.0% (Cost $714,645,074) (d) . . . . . . . . . . . . . . . . . Other assets and liabilities (net)—(0.0)% . . . . . . . .

706,285,529 (319,232)

1,394,989

14,145,192

Net Assets—100.0% . . . . . . . . . . . . . . . . . . .

$705,966,297

3,685,603

35,308,073

1,112,401

10,523,318

494,227

14,011,350

523,044 251,145

7,071,551 3,551,184

(a) (b) (c) (d)

MSF-163

A Portfolio of Metropolitan Series Fund. A Portfolio of Met Investors Series Trust. Non-income producing security. As of September 30, 2016, the aggregate cost of investments was $714,645,074. The aggregate unrealized appreciation and depreciation of investments were $8,208,670 and $(16,568,215), respectively, resulting in net unrealized depreciation of $(8,359,545).

Metropolitan Series Fund MetLife Asset Allocation 20 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 Mutual Funds Affiliated Investment Companies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-164

Level 1

Level 2

Level 3

Total

$706,285,529 $706,285,529

$— $—

$— $—

$706,285,529 $706,285,529

Metropolitan Series Fund MetLife Asset Allocation 40 Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Mutual Funds—100.0% of Net Assets Security Description

Shares

Value

Security Description

Affiliated Investment Companies—100.0% Baillie Gifford International Stock Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . . . 13,286,913 $ 140,176,937 BlackRock Bond Income Portfolio (Class A) (a) . . 6,167,207 671,670,469 BlackRock Capital Appreciation Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . . . 4,143,972 141,931,046 BlackRock High Yield Portfolio (Class A) (b) . . . 4,728,562 35,511,498 BlackRock Large Cap Value Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . . . 16,693,193 142,226,000 Clarion Global Real Estate Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . 4,177,673 51,928,476 ClearBridge Aggressive Growth Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . 6,767,636 106,454,916 Goldman Sachs Mid Cap Value Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . 1,614,816 17,698,388 Harris Oakmark International Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . 15,540,884 193,173,188 Invesco Comstock Portfolio (Class A) (b) . . . . . . 15,980,040 213,013,931 Invesco Small Cap Growth Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . 6,637,117 88,539,147 Jennison Growth Portfolio (Class A) (a) . . . . . . . 7,928,765 106,404,033 JPMorgan Core Bond Portfolio (Class A) (b) . . . 46,997,545 494,884,152 JPMorgan Small Cap Value Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . 3,342,615 53,281,276 Met/Aberdeen Emerging Markets Equity Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . 7,338,112 70,152,351 Met/Artisan International Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . 9,366,872 88,423,276 Met/Artisan Mid Cap Value Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . . . 82,521 17,776,701 Met/Eaton Vance Floating Rate Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . 13,950,931 141,462,441 Met/Franklin Low Duration Total Return Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . 22,115,285 211,864,426 Met/Templeton International Bond Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . 18,473,430 174,758,652 Met/Wellington Core Equity Opportunities Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . 9,284,515 263,216,004 Met/Wellington Large Cap Research Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . 11,797,169 159,497,731 MetLife Small Cap Value Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . . 5,023,540 71,032,854

Shares

Value

Affiliated Investment Companies—(Continued) MFS Research International Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . 10,104,042 $ 105,789,323 MFS Value Portfolio (Class A) (a) . . . . . . . . . . . 16,769,288 245,837,768 Neuberger Berman Genesis Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . . 2,659,898 52,958,572 Oppenheimer Global Equity Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . 3,676,595 70,627,397 PIMCO Inflation Protected Bond Portfolio (Class A) (b) (c) . . . . . . . . . . . . . . . . . . . . . 42,606,152 425,209,402 PIMCO Total Return Portfolio (Class A) (b) . . . . 54,949,392 636,863,456 T. Rowe Price Large Cap Growth Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . . 7,057,351 142,276,201 T. Rowe Price Large Cap Value Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . 7,751,159 248,424,656 T. Rowe Price Mid Cap Growth Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . 3,432,047 35,418,726 TCW Core Fixed Income Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . . 54,444,615 565,135,106 Van Eck Global Natural Resources Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . . 6,782,749 71,218,868 Western Asset Management Strategic Bond Opportunities Portfolio (Class A) (a) . . . . . . . 18,395,411 247,970,137 Western Asset Management U.S. Government Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . 47,117,184 564,935,030 Total Mutual Funds (Cost $7,014,402,455) . . . . . . . . . . . . . . .

7,067,742,535

Total Investments—100.0% (Cost $7,014,402,455) (d) . . . . . . . . . . . . . Other assets and liabilities (net)—(0.0)% . . . . .

7,067,742,535 (1,982,889)

Net Assets—100.0% . . . . . . . . . . . . . . . . .

$7,065,759,646

(a) (b) (c) (d)

MSF-165

A Portfolio of Metropolitan Series Fund. A Portfolio of Met Investors Series Trust. Non-income producing security. As of September 30, 2016, the aggregate cost of investments was $7,014,402,455. The aggregate unrealized appreciation and depreciation of investments were $267,385,045 and $(214,044,965), respectively, resulting in net unrealized appreciation of $53,340,080.

Metropolitan Series Fund MetLife Asset Allocation 40 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 Mutual Funds Affiliated Investment Companies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-166

Level 1

Level 2

Level 3

Total

$7,067,742,535 $7,067,742,535

$— $—

$— $—

$7,067,742,535 $7,067,742,535

Metropolitan Series Fund MetLife Asset Allocation 60 Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Mutual Funds—100.0% of Net Assets Security Description

Shares

Affiliated Investment Companies—100.0% Baillie Gifford International Stock Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 34,382,779 $ BlackRock Bond Income Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 8,637,784 BlackRock Capital Appreciation Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 12,842,220 BlackRock High Yield Portfolio (Class A) (b) . . 11,694,635 BlackRock Large Cap Value Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 60,351,318 Clarion Global Real Estate Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 17,348,057 ClearBridge Aggressive Growth Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 30,293,036 Goldman Sachs Mid Cap Value Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 3,342,124 Harris Oakmark International Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 38,024,128 Invesco Comstock Portfolio (Class A) (b) . . . . . 38,573,927 Invesco Small Cap Growth Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 16,451,963 Jennison Growth Portfolio (Class A) (a) . . . . . . 38,210,379 JPMorgan Core Bond Portfolio (Class A) (b) . . 61,944,067 JPMorgan Small Cap Value Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 6,912,304 Loomis Sayles Small Cap Growth Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 6,038,894 Met/Aberdeen Emerging Markets Equity Portfolio (Class A) (b) . . . . . . . . . . . . . . . . 26,568,128 Met/Artisan International Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 34,044,033 Met/Artisan Mid Cap Value Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 340,992 Met/Dimensional International Small Company Portfolio (Class A) (a) . . . . . . . . . . . . . . . . 11,396,504 Met/Eaton Vance Floating Rate Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 28,666,224 Met/Franklin Low Duration Total Return Portfolio (Class A) (b) . . . . . . . . . . . . . . . . 30,277,790 Met/Templeton International Bond Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 44,426,269 Met/Wellington Core Equity Opportunities Portfolio (Class A) (a) . . . . . . . . . . . . . . . . 22,909,829 Met/Wellington Large Cap Research Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 32,510,232

Value

Security Description

Shares

Value

253,991,302

Affiliated Investment Companies—(Continued) MetLife Small Cap Value Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 10,389,743 $ MFS Research International Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 27,857,560 MFS Value Portfolio (Class A) (a) . . . . . . . . . . 44,674,840 Neuberger Berman Genesis Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 7,339,365 Oppenheimer Global Equity Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 7,588,155 PIMCO Inflation Protected Bond Portfolio (Class A) (b) (c) . . . . . . . . . . . . . . . . . . . . 43,806,352 PIMCO Total Return Portfolio (Class A) (b) . . . 75,319,626 T. Rowe Price Large Cap Growth Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 21,861,528 T. Rowe Price Large Cap Value Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 18,334,944 T. Rowe Price Mid Cap Growth Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 14,193,179 T. Rowe Price Small Cap Growth Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 10,619,270 TCW Core Fixed Income Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 75,017,284 Van Eck Global Natural Resources Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 27,983,484 Western Asset Management Strategic Bond Opportunities Portfolio (Class A) (a) . . . . . . 21,654,543 Western Asset Management U.S. Government Portfolio (Class A) (a) . . . . . . . . . . . . . . . . 48,249,487

321,375,674

Total Mutual Funds (Cost $14,296,201,020) . . . . . . . . . . . . .

14,545,746,081

Total Investments—100.0% (Cost $14,296,201,020) (d) . . . . . . . . . . . Other assets and liabilities (net)—(0.0)% . . . .

14,545,746,081 (3,722,000)

Net Assets—100.0% . . . . . . . . . . . . . . . .

$14,542,024,081

362,738,322 940,741,041 439,846,027 87,826,708 514,193,233 215,636,343 476,509,452 36,629,684 472,639,906 514,190,449 219,469,190 512,783,290 652,271,025 110,182,128 72,829,066

73,456,537 146,331,114 290,675,513 290,061,226 420,272,506

(a) (b) (c) (d)

649,493,664 439,538,340

MSF-167

146,910,961 291,668,650 654,933,159 146,126,755 145,768,452 437,187,396 872,954,466 440,728,404 587,634,940 146,473,608 218,756,967 778,679,404 293,826,581 291,903,244 578,511,354

A Portfolio of Metropolitan Series Fund. A Portfolio of Met Investors Series Trust. Non-income producing security. As of September 30, 2016, the aggregate cost of investments was $14,296,201,020. The aggregate unrealized appreciation and depreciation of investments were $699,347,503 and $(449,802,442), respectively, resulting in net unrealized appreciation of $249,545,061.

Metropolitan Series Fund MetLife Asset Allocation 60 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 Mutual Funds Affiliated Investment Companies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-168

Level 1

Level 2

Level 3

Total

$14,545,746,081 $14,545,746,081

$— $—

$— $—

$14,545,746,081 $14,545,746,081

Metropolitan Series Fund MetLife Asset Allocation 80 Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Mutual Funds—100.0% of Net Assets Security Description

Shares

Affiliated Investment Companies—100.0% Baillie Gifford International Stock Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 36,579,997 $ BlackRock Bond Income Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 2,987,923 BlackRock Capital Appreciation Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 11,367,970 BlackRock High Yield Portfolio (Class A) (b) . . 7,385,353 BlackRock Large Cap Value Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 45,794,331 Clarion Global Real Estate Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 21,838,515 ClearBridge Aggressive Growth Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 33,596,526 Frontier Mid Cap Growth Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 1,766,487 Goldman Sachs Mid Cap Value Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 10,136,007 Harris Oakmark International Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 37,749,597 Invesco Comstock Portfolio (Class A) (b) . . . . . 37,596,472 Invesco Small Cap Growth Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 20,804,620 Jennison Growth Portfolio (Class A) (a) . . . . . . 41,439,007 JPMorgan Core Bond Portfolio (Class A) (b) . . 20,514,691 JPMorgan Small Cap Value Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 10,474,344 Loomis Sayles Small Cap Growth Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 11,468,124 Met/Aberdeen Emerging Markets Equity Portfolio (Class A) (b) . . . . . . . . . . . . . . . . 28,771,764 Met/Artisan International Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 36,889,595 Met/Artisan Mid Cap Value Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 258,584 Met/Dimensional International Small Company Portfolio (Class A) (a) . . . . . . . . . . . . . . . . 17,276,672 Met/Eaton Vance Floating Rate Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 10,860,644 Met/Templeton International Bond Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 32,981,227 Met/Wellington Core Equity Opportunities Portfolio (Class A) (a) . . . . . . . . . . . . . . . . 19,106,068 Met/Wellington Large Cap Research Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 28,756,157

Value

Security Description

Shares

Value

138,305,573

Affiliated Investment Companies—(Continued) MetLife Small Cap Value Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 11,814,525 $ MFS Research International Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 31,680,431 MFS Value Portfolio (Class A) (a) . . . . . . . . . . 37,557,933 Morgan Stanley Mid Cap Growth Portfolio (Class A) (b) (c) . . . . . . . . . . . . . . . . . . . . 3,485,777 Neuberger Berman Genesis Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 2,780,211 Oppenheimer Global Equity Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 8,651,865 PIMCO Inflation Protected Bond Portfolio (Class A) (b) (c) . . . . . . . . . . . . . . . . . . . . 16,415,579 PIMCO Total Return Portfolio (Class A) (b) . . . 28,168,165 T. Rowe Price Large Cap Growth Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 24,855,419 T. Rowe Price Large Cap Value Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 15,642,350 T. Rowe Price Mid Cap Growth Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 10,763,267 T. Rowe Price Small Cap Growth Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 8,058,899 TCW Core Fixed Income Portfolio (Class A) (b) . . . . . . . . . . . . . . . . . . . . . . 25,938,814 Van Eck Global Natural Resources Portfolio (Class A) (a) . . . . . . . . . . . . . . . . . . . . . . 31,867,128 Western Asset Management Strategic Bond Opportunities Portfolio (Class A) (a) . . . . . . 16,406,397

275,058,064

Total Mutual Funds (Cost $10,699,322,588) . . . . . . . . . . . . .

11,012,971,855

Total Investments—100.0% (Cost $10,699,322,588) (d) . . . . . . . . . . . Other assets and liabilities (net)—(0.0)% . . . .

11,012,971,855 (2,869,470)

Net Assets—100.0% . . . . . . . . . . . . . . . .

$11,010,102,385

385,918,968 325,414,731 389,352,985 55,464,000 390,167,700 271,452,739 528,473,349 55,662,000 111,090,636 469,227,488 501,160,976 277,533,629 556,111,477 216,019,696 166,961,040

348,237,774 55,704,133 221,832,468 110,126,928 312,002,412

(a) (b) (c) (d)

541,657,034 388,783,237

MSF-169

167,057,389 331,694,110 550,599,305 55,528,425 55,353,994 166,202,324 163,827,483 326,469,037 501,085,247 501,337,303 111,076,913 166,013,323 269,244,888 334,604,841 221,158,236

A Portfolio of Metropolitan Series Fund. A Portfolio of Met Investors Series Trust. Non-income producing security. As of September 30, 2016, the aggregate cost of investments was $10,699,322,588. The aggregate unrealized appreciation and depreciation of investments were $680,608,797 and $(366,959,530), respectively, resulting in net unrealized appreciation of $313,649,267.

Metropolitan Series Fund MetLife Asset Allocation 80 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 Mutual Funds Affiliated Investment Companies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-170

Level 1

Level 2

Level 3

Total

$11,012,971,855 $11,012,971,855

$— $—

$— $—

$11,012,971,855 $11,012,971,855

Metropolitan Series Fund MetLife Mid Cap Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—94.2% of Net Assets Security Description Aerospace & Defense—1.9% BE Aerospace, Inc. . . . . . . . . . . . . . . . . . . . . . . . Curtiss-Wright Corp. . . . . . . . . . . . . . . . . . . . . . . Esterline Technologies Corp. (a) . . . . . . . . . . . . . . Huntington Ingalls Industries, Inc. . . . . . . . . . . . . . KLX, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Orbital ATK, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Teledyne Technologies, Inc. (a) . . . . . . . . . . . . . . . Triumph Group, Inc. . . . . . . . . . . . . . . . . . . . . . .

Shares

64,038 $ 27,993 18,524 29,484 33,213 36,899 21,839 31,211

Value

Security Description

3,308,203 2,550,442 1,408,565 4,523,435 1,169,098 2,812,811 2,357,083 870,163 18,999,800

Airlines—0.4% JetBlue Airways Corp. (a) . . . . . . . . . . . . . . . . . . . 203,937

3,515,874

Auto Components—0.5% Dana, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90,383 Gentex Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 180,720

1,409,071 3,173,443 4,582,514

Building Products—0.8% A.O. Smith Corp. . . . . . . . . . . . . . . . . . . . . . . . . Lennox International, Inc. . . . . . . . . . . . . . . . . . . .

Shares

46,715 $ 24,655

Value

4,614,975 3,871,574 8,486,549

Capital Markets—3.4% CBOE Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . Eaton Vance Corp. . . . . . . . . . . . . . . . . . . . . . . . FactSet Research Systems, Inc. . . . . . . . . . . . . . . . Federated Investors, Inc. - Class B . . . . . . . . . . . . . Janus Capital Group, Inc. . . . . . . . . . . . . . . . . . . . MarketAxess Holdings, Inc. . . . . . . . . . . . . . . . . . MSCI, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Raymond James Financial, Inc. . . . . . . . . . . . . . . . SEI Investments Co. . . . . . . . . . . . . . . . . . . . . . . . Stifel Financial Corp. (a) . . . . . . . . . . . . . . . . . . . Waddell & Reed Financial, Inc. - Class A . . . . . . . . WisdomTree Investments, Inc. (b) . . . . . . . . . . . . .

51,221 71,474 25,617 59,128 90,215 23,711 59,630 79,460 85,393 41,721 52,201 72,295

3,321,682 2,791,060 4,152,516 1,751,963 1,263,912 3,926,304 5,005,342 4,625,367 3,894,775 1,604,172 947,970 743,915 34,028,978

Automobiles—0.3% Thor Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . Banks—5.5% Associated Banc-Corp. . . . . . . . . . . . . . . . . . . . . . BancorpSouth, Inc. . . . . . . . . . . . . . . . . . . . . . . . Bank of Hawaii Corp. . . . . . . . . . . . . . . . . . . . . . Bank of the Ozarks, Inc. . . . . . . . . . . . . . . . . . . . Cathay General Bancorp . . . . . . . . . . . . . . . . . . . Chemical Financial Corp. . . . . . . . . . . . . . . . . . . . Commerce Bancshares, Inc. . . . . . . . . . . . . . . . . . Cullen/Frost Bankers, Inc. (b) . . . . . . . . . . . . . . . . East West Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . First Horizon National Corp. . . . . . . . . . . . . . . . . FNB Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fulton Financial Corp. . . . . . . . . . . . . . . . . . . . . . Hancock Holding Co. . . . . . . . . . . . . . . . . . . . . . International Bancshares Corp. . . . . . . . . . . . . . . . MB Financial, Inc. . . . . . . . . . . . . . . . . . . . . . . . . PacWest Bancorp . . . . . . . . . . . . . . . . . . . . . . . . PrivateBancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . Prosperity Bancshares, Inc. . . . . . . . . . . . . . . . . . . Signature Bank (a) . . . . . . . . . . . . . . . . . . . . . . . . SVB Financial Group (a) . . . . . . . . . . . . . . . . . . . Synovus Financial Corp. . . . . . . . . . . . . . . . . . . . TCF Financial Corp. . . . . . . . . . . . . . . . . . . . . . . Trustmark Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Umpqua Holdings Corp. . . . . . . . . . . . . . . . . . . . Valley National Bancorp . . . . . . . . . . . . . . . . . . . Webster Financial Corp. . . . . . . . . . . . . . . . . . . .

30,095

93,630 54,227 27,012 57,236 46,712 44,089 52,330 34,831 90,805 146,205 132,406 109,052 48,863 36,570 44,972 75,877 50,094 43,782 33,828 32,792 77,465 107,782 42,613 138,755 160,356 57,767

2,549,046

1,834,212 1,258,066 1,961,611 2,197,862 1,437,795 1,945,648 2,577,776 2,505,742 3,333,452 2,226,702 1,628,594 1,583,435 1,584,627 1,089,055 1,710,735 3,255,882 2,300,316 2,403,194 4,006,927 3,624,828 2,519,936 1,563,917 1,174,414 2,088,263 1,560,264 2,195,724 55,568,977

Beverages—0.1% Boston Beer Co., Inc. (The) - Class A (a) . . . . . . . . .

5,707

886,069

Biotechnology—0.3% United Therapeutics Corp. (a) . . . . . . . . . . . . . . . .

27,391

3,234,329

Chemicals—2.8% Ashland Global Holdings, Inc. . . . . . . . . . . . . . . . 39,133 Cabot Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39,307 Minerals Technologies, Inc. . . . . . . . . . . . . . . . . . 21,952 NewMarket Corp. . . . . . . . . . . . . . . . . . . . . . . . . 5,824 Olin Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104,077 PolyOne Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 52,976 RPM International, Inc. . . . . . . . . . . . . . . . . . . . . . 83,893 Scotts Miracle-Gro Co. (The) - Class A . . . . . . . . . . 28,550 Sensient Technologies Corp. . . . . . . . . . . . . . . . . . 28,219 Valspar Corp. (The) . . . . . . . . . . . . . . . . . . . . . . . 45,956

4,537,471 2,060,080 1,551,787 2,500,360 2,135,660 1,791,119 4,506,732 2,377,358 2,139,000 4,874,553 28,474,120

Commercial Services & Supplies—1.2% Clean Harbors, Inc. (a) . . . . . . . . . . . . . . . . . . . . Copart, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Deluxe Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Herman Miller, Inc. . . . . . . . . . . . . . . . . . . . . . . . HNI Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MSA Safety, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Rollins, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . .

32,969 61,344 30,730 37,712 28,013 19,625 60,526

1,581,853 3,285,585 2,053,379 1,078,563 1,114,917 1,139,035 1,772,201 12,025,533

Communications Equipment—1.4% ARRIS International plc (a) . . . . . . . . . . . . . . . . . . 120,152 Brocade Communications Systems, Inc. . . . . . . . . . 252,606 Ciena Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 87,033 InterDigital, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 21,584 NetScout Systems, Inc. (a) . . . . . . . . . . . . . . . . . . 57,968 Plantronics, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 20,911 ViaSat, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . 28,573

3,403,906 2,331,553 1,897,319 1,709,453 1,695,564 1,086,536 2,132,975 14,257,306

Construction & Engineering—1.1% AECOM (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dycom Industries, Inc. (a) . . . . . . . . . . . . . . . . . . .

MSF-171

96,849 19,803

2,879,321 1,619,489

Metropolitan Series Fund MetLife Mid Cap Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Construction & Engineering—(Continued) EMCOR Group, Inc. . . . . . . . . . . . . . . . . . . . . . . Granite Construction, Inc. . . . . . . . . . . . . . . . . . . KBR, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Valmont Industries, Inc. . . . . . . . . . . . . . . . . . . . .

Shares

38,313 $ 24,952 89,779 14,265

Value

Security Description

2,284,221 1,241,113 1,358,356 1,919,641 11,302,141

Construction Materials—0.2% Eagle Materials, Inc. . . . . . . . . . . . . . . . . . . . . . .

30,398

2,349,765

Shares

Value

Electronic Equipment, Instruments & Components—(Continued) Knowles Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . 55,888 $ 785,226 National Instruments Corp. . . . . . . . . . . . . . . . . . . 66,453 1,887,265 SYNNEX Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 18,292 2,087,300 Tech Data Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . 22,190 1,879,715 Trimble Navigation, Ltd. (a) . . . . . . . . . . . . . . . . . 157,016 4,484,377 VeriFone Systems, Inc. (a) . . . . . . . . . . . . . . . . . . 69,929 1,100,682 Vishay Intertechnology, Inc. . . . . . . . . . . . . . . . . . 84,927 1,196,621 Zebra Technologies Corp. - Class A (a) . . . . . . . . . 33,251 2,314,602 38,690,927

Consumer Finance—0.2% SLM Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 269,658 Containers & Packaging—1.6% AptarGroup, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Bemis Co., Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Greif, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . . Packaging Corp. of America . . . . . . . . . . . . . . . . Silgan Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . Sonoco Products Co. . . . . . . . . . . . . . . . . . . . . . .

39,658 59,681 16,246 59,379 25,914 63,164

2,014,345

3,069,926 3,044,328 805,639 4,825,138 1,310,989 3,336,954 16,392,974

Distributors—0.3% Pool Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

715,406 1,319,645 1,614,362 2,171,399 971,681 1,699,898 1,021,384 2,082,468 1,198,140 1,711,115 14,505,498

26,496

Diversified Consumer Services—0.7% DeVry Education Group, Inc. (b) . . . . . . . . . . . . . . 35,755 Graham Holdings Co. - Class B . . . . . . . . . . . . . . 2,932 Service Corp. International . . . . . . . . . . . . . . . . . . 122,015 Sotheby’s (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30,225

2,504,402

824,510 1,411,377 3,238,278 1,149,155 6,623,320

Electric Utilities—1.9% Great Plains Energy, Inc. . . . . . . . . . . . . . . . . . . . 130,667 Hawaiian Electric Industries, Inc. . . . . . . . . . . . . . . 68,179 IDACORP, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 31,761 OGE Energy Corp. . . . . . . . . . . . . . . . . . . . . . . . 125,841 PNM Resources, Inc. . . . . . . . . . . . . . . . . . . . . . . 50,193 Westar Energy, Inc. . . . . . . . . . . . . . . . . . . . . . . . 89,313

3,565,903 2,035,143 2,486,251 3,979,092 1,642,315 5,068,513 18,777,217

Electrical Equipment—0.7% EnerSys . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hubbell, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Regal-Beloit Corp. . . . . . . . . . . . . . . . . . . . . . . . .

Energy Equipment & Services—1.4% Diamond Offshore Drilling, Inc. . . . . . . . . . . . . . . 40,625 Dril-Quip, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 23,675 Ensco plc - Class A . . . . . . . . . . . . . . . . . . . . . . . 189,925 Nabors Industries, Ltd. . . . . . . . . . . . . . . . . . . . . . 178,569 Noble Corp. plc . . . . . . . . . . . . . . . . . . . . . . . . . 153,262 Oceaneering International, Inc. . . . . . . . . . . . . . . 61,792 Oil States International, Inc. (a) . . . . . . . . . . . . . . . 32,353 Patterson-UTI Energy, Inc. . . . . . . . . . . . . . . . . . . . 93,092 Rowan Cos. plc - Class A . . . . . . . . . . . . . . . . . . . 79,033 Superior Energy Services, Inc. . . . . . . . . . . . . . . . 95,593

27,365 32,428 28,201

1,893,384 3,493,793 1,677,678 7,064,855

Electronic Equipment, Instruments & Components—3.8% Arrow Electronics, Inc. (a) . . . . . . . . . . . . . . . . . . 57,511 Avnet, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80,259 Belden, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26,542 Cognex Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 53,631 Ingram Micro, Inc. - Class A . . . . . . . . . . . . . . . . . 94,307 IPG Photonics Corp. (a) . . . . . . . . . . . . . . . . . . . . 23,446 Jabil Circuit, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 120,411 Keysight Technologies, Inc. (a) . . . . . . . . . . . . . . . 107,085

3,678,979 3,295,434 1,831,133 2,834,935 3,362,988 1,930,778 2,627,368 3,393,524

Equity Real Estate Investment Trusts—10.8% Alexandria Real Estate Equities, Inc. . . . . . . . . . . . American Campus Communities, Inc. . . . . . . . . . . Camden Property Trust (b) . . . . . . . . . . . . . . . . . . Care Capital Properties, Inc. . . . . . . . . . . . . . . . . Communications Sales & Leasing, Inc. . . . . . . . . . . Corporate Office Properties Trust . . . . . . . . . . . . . Corrections Corp. of America . . . . . . . . . . . . . . . . DCT Industrial Trust, Inc. . . . . . . . . . . . . . . . . . . . Douglas Emmett, Inc. . . . . . . . . . . . . . . . . . . . . . . Duke Realty Corp. . . . . . . . . . . . . . . . . . . . . . . . . Education Realty Trust, Inc. . . . . . . . . . . . . . . . . . . EPR Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . Equity One, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . First Industrial Realty Trust, Inc. . . . . . . . . . . . . . . . Healthcare Realty Trust, Inc. . . . . . . . . . . . . . . . . . Highwoods Properties, Inc. . . . . . . . . . . . . . . . . . . Hospitality Properties Trust . . . . . . . . . . . . . . . . . . Kilroy Realty Corp. . . . . . . . . . . . . . . . . . . . . . . . Lamar Advertising Co. - Class A . . . . . . . . . . . . . . LaSalle Hotel Properties . . . . . . . . . . . . . . . . . . . . Liberty Property Trust . . . . . . . . . . . . . . . . . . . . . . Life Storage, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Mack-Cali Realty Corp. . . . . . . . . . . . . . . . . . . . . Medical Properties Trust, Inc. . . . . . . . . . . . . . . . . Mid-America Apartment Communities, Inc. . . . . . . . National Retail Properties, Inc. . . . . . . . . . . . . . . . Omega Healthcare Investors, Inc. . . . . . . . . . . . . . Post Properties, Inc. . . . . . . . . . . . . . . . . . . . . . . . Potlatch Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Rayonier, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Regency Centers Corp. . . . . . . . . . . . . . . . . . . . . Senior Housing Properties Trust . . . . . . . . . . . . . . .

MSF-172

49,135 82,213 55,082 52,896 85,659 59,711 74,056 56,807 90,415 221,028 46,031 40,094 57,981 73,640 73,009 62,140 103,476 58,086 52,206 71,246 92,466 29,236 56,493 184,719 47,598 92,633 121,896 33,712 25,532 77,424 65,844 149,649

5,344,414 4,182,175 4,612,567 1,507,536 2,690,549 1,692,807 1,027,157 2,757,980 3,311,901 6,040,695 1,985,777 3,157,002 1,774,798 2,078,121 2,486,686 3,238,737 3,075,307 4,028,264 3,409,574 1,700,642 3,731,003 2,600,250 1,537,739 2,728,300 4,473,736 4,710,388 4,321,213 2,229,375 992,939 2,054,833 5,102,252 3,398,529

Metropolitan Series Fund MetLife Mid Cap Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Equity Real Estate Investment Trusts—(Continued) Tanger Factory Outlet Centers, Inc. . . . . . . . . . . . . 60,528 $ Taubman Centers, Inc. . . . . . . . . . . . . . . . . . . . . . 38,057 Urban Edge Properties . . . . . . . . . . . . . . . . . . . . . 57,641 Washington Prime Group, Inc. . . . . . . . . . . . . . . . 116,795 Weingarten Realty Investors . . . . . . . . . . . . . . . . . 74,108

Value

Security Description

2,358,171 2,831,821 1,622,018 1,445,922 2,888,730

Shares

Health Care Providers & Services—(Continued) Molina Healthcare, Inc. (a) . . . . . . . . . . . . . . . . . . 26,845 $ Owens & Minor, Inc. . . . . . . . . . . . . . . . . . . . . . . 39,325 Tenet Healthcare Corp. (a) . . . . . . . . . . . . . . . . . . 50,168 VCA, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 50,957 WellCare Health Plans, Inc. (a) . . . . . . . . . . . . . . . 27,895

109,129,908 Food & Staples Retailing—0.6% Casey’s General Stores, Inc. . . . . . . . . . . . . . . . . . Sprouts Farmers Market, Inc. (a) . . . . . . . . . . . . . . United Natural Foods, Inc. (a) . . . . . . . . . . . . . . . .

24,689 87,917 31,747

2,966,383 1,815,486 1,271,150 6,053,019

Food Products—2.7% Dean Foods Co. . . . . . . . . . . . . . . . . . . . . . . . . . 56,979 Flowers Foods, Inc. (b) . . . . . . . . . . . . . . . . . . . . . 114,715 Hain Celestial Group, Inc. (The) (a) (b) . . . . . . . . . 65,187 Ingredion, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 45,485 Lancaster Colony Corp. . . . . . . . . . . . . . . . . . . . . 12,270 Post Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 40,739 Snyder’s-Lance, Inc. . . . . . . . . . . . . . . . . . . . . . . . 53,880 Tootsie Roll Industries, Inc. (b) . . . . . . . . . . . . . . . . 11,081 TreeHouse Foods, Inc. (a) . . . . . . . . . . . . . . . . . . . 35,740 WhiteWave Foods Co. (The) (a) . . . . . . . . . . . . . . 111,659

934,456 1,734,491 2,319,353 6,052,234 1,620,744 3,143,829 1,809,290 408,113 3,116,171 6,077,599 27,216,280

Gas Utilities—2.0% Atmos Energy Corp. . . . . . . . . . . . . . . . . . . . . . . 65,439 National Fuel Gas Co. . . . . . . . . . . . . . . . . . . . . . 53,555 New Jersey Resources Corp. . . . . . . . . . . . . . . . . 54,287 ONE Gas, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 32,919 Southwest Gas Corp. . . . . . . . . . . . . . . . . . . . . . . 29,921 UGI Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109,170 WGL Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . 32,175

4,873,242 2,895,719 1,783,871 2,035,711 2,090,281 4,938,851 2,017,372

25,220 47,415 29,408 37,540 56,424 27,831 31,643 88,661 54,286 27,749 46,138

3,242,788 4,445,156 1,019,281 2,326,729 6,360,678 1,672,921 2,109,322 5,744,346 3,968,307 4,663,220 3,437,281 38,990,029

Health Care Providers & Services—1.9% Amsurg Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . Community Health Systems, Inc. (a) (b) . . . . . . . . . LifePoint Health, Inc. (a) (b) . . . . . . . . . . . . . . . . . . MEDNAX, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . .

34,538 71,607 26,890 57,983

2,315,773 826,345 1,592,695 3,841,374

1,565,600 1,365,757 1,136,807 3,565,971 3,266,225 19,476,547

Health Care Technology—0.2% Allscripts Healthcare Solutions, Inc. (a) . . . . . . . . . 117,559

1,548,252

Hotels, Restaurants & Leisure—2.3% Brinker International, Inc. (b) . . . . . . . . . . . . . . . . . 34,610 Buffalo Wild Wings, Inc. (a) . . . . . . . . . . . . . . . . . 11,531 Cheesecake Factory, Inc. (The) . . . . . . . . . . . . . . . 28,176 Churchill Downs, Inc. . . . . . . . . . . . . . . . . . . . . . . 7,840 Cracker Barrel Old Country Store, Inc. (b) . . . . . . . 15,087 Domino’s Pizza, Inc. . . . . . . . . . . . . . . . . . . . . . . 30,410 Dunkin’ Brands Group, Inc. . . . . . . . . . . . . . . . . . 57,812 International Speedway Corp. - Class A . . . . . . . . . 16,404 Jack in the Box, Inc. . . . . . . . . . . . . . . . . . . . . . . . 20,593 Panera Bread Co. - Class A (a) . . . . . . . . . . . . . . . 14,031 Texas Roadhouse, Inc. . . . . . . . . . . . . . . . . . . . . . 40,392 Wendy’s Co. (The) . . . . . . . . . . . . . . . . . . . . . . . 128,410

1,745,382 1,622,873 1,410,491 1,147,384 1,994,803 4,617,759 3,010,849 548,222 1,975,692 2,732,116 1,576,500 1,386,828 23,768,899

Household Durables—1.5% CalAtlantic Group, Inc. . . . . . . . . . . . . . . . . . . . . Helen of Troy, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . KB Home (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . NVR, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tempur Sealy International, Inc. (a) (b) . . . . . . . . . Toll Brothers, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . TRI Pointe Group, Inc. (a) . . . . . . . . . . . . . . . . . . . Tupperware Brands Corp. . . . . . . . . . . . . . . . . . .

47,003 17,541 52,129 2,284 32,024 95,099 92,117 31,845

1,571,780 1,511,508 840,319 3,745,463 1,817,042 2,839,656 1,214,102 2,081,708 15,621,578

20,635,047 Health Care Equipment & Supplies—3.8% ABIOMED, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Align Technology, Inc. (a) . . . . . . . . . . . . . . . . . . Halyard Health, Inc. (a) . . . . . . . . . . . . . . . . . . . . Hill-Rom Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . IDEXX Laboratories, Inc. (a) . . . . . . . . . . . . . . . . . LivaNova plc (a) . . . . . . . . . . . . . . . . . . . . . . . . . NuVasive, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . ResMed, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . STERIS plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Teleflex, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . West Pharmaceutical Services, Inc. . . . . . . . . . . . .

Value

Household Products—0.2% Energizer Holdings, Inc. . . . . . . . . . . . . . . . . . . . .

39,008

1,948,840

Independent Power and Renewable Electricity Producers—0.1% Talen Energy Corp. (a) . . . . . . . . . . . . . . . . . . . . . 54,263 751,543 Industrial Conglomerates—0.4% Carlisle Cos., Inc. . . . . . . . . . . . . . . . . . . . . . . . .

40,720

4,176,650

Insurance—4.6% Alleghany Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . 9,729 American Financial Group, Inc. . . . . . . . . . . . . . . 45,994 Aspen Insurance Holdings, Ltd. . . . . . . . . . . . . . . . 37,938 Brown & Brown, Inc. . . . . . . . . . . . . . . . . . . . . . . 72,243 CNO Financial Group, Inc. . . . . . . . . . . . . . . . . . 110,363 Endurance Specialty Holdings, Ltd. . . . . . . . . . . . . 40,455 Everest Re Group, Ltd. . . . . . . . . . . . . . . . . . . . . . 26,396 First American Financial Corp. . . . . . . . . . . . . . . . 69,138 Genworth Financial, Inc. - Class A (a) . . . . . . . . . . 314,024

5,107,920 3,449,550 1,767,531 2,724,283 1,685,243 2,647,780 5,014,448 2,715,741 1,557,559

MSF-173

Metropolitan Series Fund MetLife Mid Cap Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Insurance—(Continued) Hanover Insurance Group, Inc. (The) . . . . . . . . . . . 26,935 $ Kemper Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 30,610 Mercury General Corp. . . . . . . . . . . . . . . . . . . . . 22,980 Old Republic International Corp. . . . . . . . . . . . . . . 153,802 Primerica, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 29,284 Reinsurance Group of America, Inc. . . . . . . . . . . . 40,371 RenaissanceRe Holdings, Ltd. . . . . . . . . . . . . . . . . 25,967 W.R. Berkley Corp. . . . . . . . . . . . . . . . . . . . . . . . 61,883

Value

Security Description

2,031,438 1,203,585 1,260,453 2,709,991 1,552,930 4,357,646 3,120,195 3,574,362 46,480,655

Internet & Direct Marketing Retail—0.1% HSN, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

20,089

799,542

Internet Software & Services—0.6% comScore, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . j2 Global, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . Rackspace Hosting, Inc. (a) . . . . . . . . . . . . . . . . . WebMD Health Corp. (a) . . . . . . . . . . . . . . . . . .

28,210 30,255 67,384 24,567

864,919 2,015,285 2,135,399 1,220,980 6,236,583

IT Services—3.7% Acxiom Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . Broadridge Financial Solutions, Inc. . . . . . . . . . . . Computer Sciences Corp. . . . . . . . . . . . . . . . . . . . Convergys Corp. . . . . . . . . . . . . . . . . . . . . . . . . . CoreLogic, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . DST Systems, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Gartner, Inc. (a) (c) . . . . . . . . . . . . . . . . . . . . . . . Jack Henry & Associates, Inc. . . . . . . . . . . . . . . . . Leidos Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . MAXIMUS, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . NeuStar, Inc. - Class A (a) (b) . . . . . . . . . . . . . . . . Science Applications International Corp. . . . . . . . . WEX, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . .

48,778 74,532 88,489 60,436 55,640 20,554 52,064 49,489 89,574 40,891 34,350 28,246 24,228

1,299,934 5,052,524 4,620,011 1,838,463 2,182,201 2,423,728 4,605,061 4,233,784 3,876,763 2,312,795 913,366 1,959,425 2,618,804 37,936,859

Leisure Products—0.7% Brunswick Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Polaris Industries, Inc. (b) . . . . . . . . . . . . . . . . . . . Vista Outdoor, Inc. (a) . . . . . . . . . . . . . . . . . . . . .

56,851 37,560 38,019

2,773,192 2,908,647 1,515,437

Machinery—(Continued) Graco, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IDEX Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ITT, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Joy Global, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Kennametal, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Lincoln Electric Holdings, Inc. . . . . . . . . . . . . . . . . Nordson Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Oshkosh Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Terex Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Timken Co. (The) . . . . . . . . . . . . . . . . . . . . . . . . . Toro Co. (The) . . . . . . . . . . . . . . . . . . . . . . . . . . . Trinity Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . Wabtec Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Woodward, Inc. . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

35,086 $ 47,974 56,461 61,856 50,223 39,843 33,517 46,306 68,433 44,397 68,882 96,029 56,789 34,868

13,016 23,502 29,802 33,327

2,132,151 2,573,469 2,483,699 2,314,560

Marine—0.2% Kirby Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . .

33,937

2,109,524

Media—1.3% AMC Networks, Inc. - Class A (a) . . . . . . . . . . . . . Cable One, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Cinemark Holdings, Inc. . . . . . . . . . . . . . . . . . . . . John Wiley & Sons, Inc. - Class A . . . . . . . . . . . . . Live Nation Entertainment, Inc. (a) . . . . . . . . . . . . . Meredith Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . New York Times Co. (The) - Class A . . . . . . . . . . . Time, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

37,755 2,956 66,644 28,193 83,182 23,023 76,722 63,077

1,957,974 1,726,304 2,551,132 1,455,041 2,285,841 1,196,966 916,828 913,355 13,003,441

Metals & Mining—1.9% Allegheny Technologies, Inc. (b) . . . . . . . . . . . . . . 68,681 Carpenter Technology Corp. . . . . . . . . . . . . . . . . 29,372 Commercial Metals Co. . . . . . . . . . . . . . . . . . . . . 72,232 Compass Minerals International, Inc. . . . . . . . . . . . 21,293 Reliance Steel & Aluminum Co. . . . . . . . . . . . . . . . 45,704 Royal Gold, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 41,129 Steel Dynamics, Inc. . . . . . . . . . . . . . . . . . . . . . . 153,604 United States Steel Corp. (b) . . . . . . . . . . . . . . . . . 106,158 Worthington Industries, Inc. . . . . . . . . . . . . . . . . . 27,775

42,936 30,726 31,280 83,889

2,117,603 1,997,190 1,970,953 3,131,576

1,241,066 1,211,889 1,169,436 1,569,294 3,292,059 3,184,618 3,838,564 2,002,140 1,334,033 18,843,099

Multi-Utilities—0.9% Black Hills Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 32,972 MDU Resources Group, Inc. . . . . . . . . . . . . . . . . . 123,069 NorthWestern Corp. . . . . . . . . . . . . . . . . . . . . . . 30,443 Vectren Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 52,198

2,018,546 3,130,875 1,751,386 2,620,340 9,521,147

9,503,879 Machinery—4.5% AGCO Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . CLARCOR, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Crane Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Donaldson Co., Inc. . . . . . . . . . . . . . . . . . . . . . .

2,596,364 4,488,927 2,023,562 1,715,885 1,457,471 2,494,969 3,339,299 2,593,136 1,738,883 1,560,111 3,226,433 2,321,981 4,636,822 2,178,553 45,589,718

7,197,276 Life Sciences Tools & Services—0.9% Bio-Rad Laboratories, Inc. - Class A (a) . . . . . . . . . Bio-Techne Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Charles River Laboratories International, Inc. (a) . . . . . PAREXEL International Corp. (a) . . . . . . . . . . . . . .

Value

Multiline Retail—0.3% Big Lots, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . 27,962 J.C. Penney Co., Inc. (a) (b) . . . . . . . . . . . . . . . . . 193,914

MSF-174

1,335,186 1,787,887 3,123,073

Metropolitan Series Fund MetLife Mid Cap Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Oil, Gas & Consumable Fuels—2.2% CONSOL Energy, Inc. . . . . . . . . . . . . . . . . . . . . . Denbury Resources, Inc. (a) (b) . . . . . . . . . . . . . . . Energen Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Gulfport Energy Corp. (a) . . . . . . . . . . . . . . . . . . HollyFrontier Corp. . . . . . . . . . . . . . . . . . . . . . . . QEP Resources, Inc. . . . . . . . . . . . . . . . . . . . . . . . SM Energy Co. . . . . . . . . . . . . . . . . . . . . . . . . . . Western Refining, Inc. . . . . . . . . . . . . . . . . . . . . . World Fuel Services Corp. . . . . . . . . . . . . . . . . . . WPX Energy, Inc. (a) . . . . . . . . . . . . . . . . . . . . . .

111,325 $ 251,003 61,168 78,999 111,233 150,989 54,738 49,876 44,391 216,981

Value

Security Description

2,137,440 810,740 3,530,617 2,231,722 2,725,208 2,948,815 2,111,792 1,319,719 2,053,528 2,861,979 22,731,560

Paper & Forest Products—0.3% Domtar Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Louisiana-Pacific Corp. (a) . . . . . . . . . . . . . . . . . .

39,437 89,578

1,464,296 1,686,754 3,151,050

Personal Products—0.4% Avon Products, Inc. . . . . . . . . . . . . . . . . . . . . . . . 275,385 Edgewell Personal Care Co. (a) . . . . . . . . . . . . . . 37,148

1,558,679 2,954,009

Shares

Semiconductors & Semiconductor Equipment—(Continued) Microsemi Corp. (a) . . . . . . . . . . . . . . . . . . . . . . 71,324 $ Monolithic Power Systems, Inc. . . . . . . . . . . . . . . . 23,475 Silicon Laboratories, Inc. (a) . . . . . . . . . . . . . . . . . 26,212 Synaptics, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 21,936 Teradyne, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 127,497

55,592 78,606 33,344

1,515,438 2,031,179 1,609,515 5,156,132

Professional Services—0.5% CEB, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . FTI Consulting, Inc. (a) . . . . . . . . . . . . . . . . . . . . . ManpowerGroup, Inc. . . . . . . . . . . . . . . . . . . . . .

20,294 26,579 43,185

1,105,414 1,184,361 3,120,548 5,410,323

Real Estate Management & Development—0.4% Alexander & Baldwin, Inc. . . . . . . . . . . . . . . . . . . 29,023 Jones Lang LaSalle, Inc. . . . . . . . . . . . . . . . . . . . . 28,470

1,115,064 3,239,601

Software—4.4% ACI Worldwide, Inc. (a) . . . . . . . . . . . . . . . . . . . . 73,835 ANSYS, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 54,960 Cadence Design Systems, Inc. (a) . . . . . . . . . . . . . 184,216 CDK Global, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 94,612 CommVault Systems, Inc. (a) . . . . . . . . . . . . . . . . . 26,033 Fair Isaac Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 19,443 Fortinet, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 92,495 Manhattan Associates, Inc. (a) . . . . . . . . . . . . . . . 45,121 Mentor Graphics Corp. . . . . . . . . . . . . . . . . . . . . 68,154 PTC, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72,439 Synopsys, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 95,365 Tyler Technologies, Inc. (a) . . . . . . . . . . . . . . . . . . 20,839 Ultimate Software Group, Inc. (The) (a) . . . . . . . . . 18,235

59,601 36,073 26,534 43,855 28,152

2,038,950 2,487,233 1,806,435 3,008,892 655,097

Specialty Retail—2.3% Aaron’s, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40,813 Abercrombie & Fitch Co. - Class A . . . . . . . . . . . . 42,636 American Eagle Outfitters, Inc. . . . . . . . . . . . . . . . 107,664 Ascena Retail Group, Inc. (a) . . . . . . . . . . . . . . . . 105,119 Cabela’s, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 32,357 Chico’s FAS, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 83,199 CST Brands, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 47,693 Dick’s Sporting Goods, Inc. . . . . . . . . . . . . . . . . . 55,460 GameStop Corp. - Class A . . . . . . . . . . . . . . . . . . 65,504 Guess?, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38,813 Murphy USA, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 23,198 Office Depot, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 342,754 Restoration Hardware Holdings, Inc. (a) (b) . . . . . . 24,053 Sally Beauty Holdings, Inc. (a) . . . . . . . . . . . . . . . 92,281 Williams-Sonoma, Inc. . . . . . . . . . . . . . . . . . . . . . 51,686

3,197,616 2,092,622 1,634,506 2,461,062 1,955,276 1,872,427

1,037,467 677,486 1,922,879 587,615 1,777,370 990,068 2,293,556 3,145,691 1,807,255 567,058 1,655,409 1,223,632 831,753 2,369,776 2,640,121 23,527,136

Technology Hardware, Storage & Peripherals—0.6% 3D Systems Corp. (a) (b) . . . . . . . . . . . . . . . . . . . 67,171 Diebold, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47,335 Lexmark International, Inc. - Class A . . . . . . . . . . . 39,473 NCR Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 78,012

1,205,719 1,173,435 1,577,341 2,511,206 6,467,701

9,996,607 Semiconductors & Semiconductor Equipment—2.3% Advanced Micro Devices, Inc. (a) (b) . . . . . . . . . . . 462,752 Cirrus Logic, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 39,372 Cree, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 63,550 Cypress Semiconductor Corp. . . . . . . . . . . . . . . . . 202,390 Integrated Device Technology, Inc. (a) . . . . . . . . . . 84,644 Intersil Corp. - Class A . . . . . . . . . . . . . . . . . . . . . 85,382

1,430,922 5,089,846 4,703,035 5,426,944 1,383,133 2,422,403 3,415,840 2,599,872 1,801,992 3,209,772 5,659,913 3,568,262 3,727,052 44,438,986

4,354,665 Road & Rail—1.0% Avis Budget Group, Inc. (a) . . . . . . . . . . . . . . . . . Genesee & Wyoming, Inc. - Class A (a) . . . . . . . . . Landstar System, Inc. . . . . . . . . . . . . . . . . . . . . . . Old Dominion Freight Line, Inc. (a) . . . . . . . . . . . . Werner Enterprises, Inc. . . . . . . . . . . . . . . . . . . . .

2,994,182 1,889,738 1,541,266 1,285,011 2,751,385 23,675,091

4,512,688 Pharmaceuticals—0.5% Akorn, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Catalent, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Prestige Brands Holdings, Inc. (a) . . . . . . . . . . . . .

Value

Textiles, Apparel & Luxury Goods—0.8% Carter’s, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deckers Outdoor Corp. (a) . . . . . . . . . . . . . . . . . . Fossil Group, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . Kate Spade & Co. (a) . . . . . . . . . . . . . . . . . . . . . Skechers USA, Inc. - Class A (a) . . . . . . . . . . . . . .

MSF-175

31,545 20,190 26,386 80,675 84,011

2,735,267 1,202,314 732,739 1,381,963 1,923,852 7,976,135

Metropolitan Series Fund MetLife Mid Cap Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Shares/ Principal Amount*

Security Description Thrifts & Mortgage Finance—0.6% New York Community Bancorp, Inc. . . . . . . . . . Washington Federal, Inc. . . . . . . . . . . . . . . . .

306,923 $ 57,021

Value

Security Description

4,367,515 1,521,320 5,888,835

Trading Companies & Distributors—0.7% GATX Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . MSC Industrial Direct Co., Inc. - Class A . . . . . . NOW, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Watsco, Inc. . . . . . . . . . . . . . . . . . . . . . . . . .

25,457 28,026 67,724 16,253

1,134,109 2,057,389 1,451,325 2,290,048 6,932,871

Water Utilities—0.3% Aqua America, Inc. . . . . . . . . . . . . . . . . . . . . Wireless Telecommunication Services—0.2% Telephone & Data Systems, Inc. . . . . . . . . . . . .

111,743

3,405,927

58,623

1,593,373

Total Common Stocks (Cost $736,770,830) . . . . . . . . . . . . . . . . .

955,715,007

Mutual Fund—3.5% Investment Company Security—3.5% SPDR S&P MidCap 400 ETF Trust (b) (Cost $34,805,670) . . . . . . . . . . . . . . . . . .

126,500

35,707,155

Short-Term Investments—2.2%

Certificates of Deposit—(Continued) ABN AMRO Bank NV Zero Coupon, 12/22/16 . . . . . . . . . . . . . . . Bank of Montreal 0.500%, 10/24/16 . . . . . . . . . . . . . . . . . . Bank of Nova Scotia 0.750%, 10/19/16 . . . . . . . . . . . . . . . . . . Bank of Tokyo-Mitsubishi, Ltd. 0.450%, 10/04/16 . . . . . . . . . . . . . . . . . . Chiba Bank, Ltd., New York 0.870%, 11/30/16 . . . . . . . . . . . . . . . . . . DZ Bank AG 0.950%, 01/03/17 . . . . . . . . . . . . . . . . . . KBC Bank NV Zero Coupon, 12/27/16 . . . . . . . . . . . . . . . 1.000%, 01/04/17 . . . . . . . . . . . . . . . . . . Landesbank Baden-Wuerttemberg 0.450%, 10/03/16 . . . . . . . . . . . . . . . . . . National Bank of Canada 0.420%, 10/06/16 . . . . . . . . . . . . . . . . . . 0.480%, 10/28/16 . . . . . . . . . . . . . . . . . . Norinchukin Bank 0.480%, 10/24/16 . . . . . . . . . . . . . . . . . . Standard Chartered Bank New York 0.910%, 12/16/16 . . . . . . . . . . . . . . . . . . Sumitomo Mitsui Trust Bank 0.540%, 10/26/16 . . . . . . . . . . . . . . . . . . Swedbank 0.350%, 10/03/16 . . . . . . . . . . . . . . . . . .

Principal Amount*

1,000,000 $

Value

997,872

1,000,000

1,000,000

1,500,000

1,500,163

1,500,000

1,500,002

1,500,000

1,500,253

1,000,000

1,000,000

800,000 1,000,000

798,888 1,000,000

2,000,000

2,000,002

1,500,000 1,500,000

1,499,999 1,499,991

800,000

799,999

600,000

600,046

2,000,000

2,000,058

2,000,000

1,999,996 20,697,269

Discount Notes—1.6% Federal Home Loan Bank 0.237%, 10/05/16 (d) 0.301%, 10/07/16 (d) 0.302%, 10/26/16 (d) 0.353%, 10/18/16 (d) 0.445%, 03/24/17 (d)

............... 950,000 ............... 150,000 . . . . . . . . . . . . . . . 1,350,000 . . . . . . . . . . . . . . . 11,175,000 . . . . . . . . . . . . . . . 3,000,000

949,969 149,991 1,349,710 11,173,053 2,993,620 16,616,343

U.S. Treasury—0.6% U.S. Treasury Bills 0.233%, 10/27/16 (d) . . . . . . . . . . . . . . . 0.293%, 11/17/16 (d) . . . . . . . . . . . . . . . 0.415%, 02/16/17 (d) . . . . . . . . . . . . . . .

125,000 475,000 5,625,000

124,978 474,817 5,616,128 6,215,923

Total Short-Term Investments (Cost $22,832,266) . . . . . . . . . . . . . . . . . .

22,832,266

Securities Lending Reinvestments (e)—5.1% Certificates of Deposit—2.1% Abbey National Treasury Services 0.440%, 10/03/16 . . . . . . . . . . . . . . . . .

1,000,000

Commercial Paper—1.1% Albion Capital Corp. 0.720%, 10/25/16 . . . . . . . . . . . . . . . . . . BNP Paribas 0.510%, 10/21/16 . . . . . . . . . . . . . . . . . . Charta LLC 0.880%, 12/22/16 . . . . . . . . . . . . . . . . . . Credit Agricole Corporate and Investment Bank 0.610%, 11/01/16 . . . . . . . . . . . . . . . . . . Credit Suisse AG 0.971%, 10/19/16 . . . . . . . . . . . . . . . . . . Kells Funding LLC 1.040%, 01/19/17 . . . . . . . . . . . . . . . . . . LMA S.A. & LMA Americas 0.580%, 10/14/16 . . . . . . . . . . . . . . . . . . 0.580%, 10/17/16 . . . . . . . . . . . . . . . . . . Manhattan Asset Funding 0.740%, 11/28/16 . . . . . . . . . . . . . . . . . . Ridgefield Funding Co. LLC 0.650%, 10/26/16 . . . . . . . . . . . . . . . . . . Thunder Bay Funding LLC 0.920%, 12/21/16 . . . . . . . . . . . . . . . . . .

1,000,000

MSF-176

1,500,000

1,499,522

1,000,000

999,747

2,500,000

2,495,222

800,000

799,570

1,500,000

1,499,984

600,000

598,218

250,000 250,000

249,963 249,940

1,000,000

999,009

800,000

799,595

1,000,000

997,900 11,188,670

Metropolitan Series Fund MetLife Mid Cap Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (e)—(Continued)

Security Description

Shares/ Principal Amount*

Money Market Fund—0.1% Dreyfus Treasury Cash Management Fund . . . . . 1,000,000 $ Repurchase Agreements—1.4% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $5,000,389 on 10/03/16, collateralized by $4,725,075 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 $5,100,001. . . . . . . . . . . . . . 5,000,000 Deutsche Bank AG, London Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $6,000,417 on 10/03/16, collateralized by $5,890,340 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 $6,120,005. . . . . . . . . . . . . . . . . . . 6,000,000 Macquarie Bank, Ltd. Repurchase Agreement dated 09/29/16 at 0.650% to be repurchased at $2,000,144 on 10/03/16, collateralized by $1,909,358 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 $2,040,853. . . . . . . . . . . . . . . . . . . . . . . . . 2,000,000 Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $43,170 on 10/03/16, collateralized by $35,665 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 $44,031. . . . . . . . . . . . . . . . . . . . . . . . . . . 43,168 Nomura Securities Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $200,014 on 10/04/16, collateralized by $192,355 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 $204,000. . . . . . . . . . . . . . . . . . . . . . . . . . 200,000

Value

Security Description

1,000,000

Principal Amount*

Value

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 14,243,168

5,000,000

6,000,000

Time Deposits—0.4% Canadian Imperial Bank 0.260%, 10/03/16 . . . . . . . . . . . . . . . . . . 2,000,000 DBS Bank, Ltd., Singapore 0.380%, 10/04/16 . . . . . . . . . . . . . . . . . . 1,000,000 Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . 400,000 Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . 400,000

2,000,000 1,000,000 400,000 400,000 3,800,000

2,000,000

Total Securities Lending Reinvestments (Cost $50,927,885) . . . . . . . . . . . . . . . . . . .

50,929,107

Total Investments—105.0% (Cost $845,336,651) (f) . . . . . . . . . . . . . . . . Other assets and liabilities (net)—(5.0)% . . . . . .

1,065,183,535 (51,010,873)

Net Assets—100.0% . . . . . . . . . . . . . . . . . .

$1,014,172,662

* (a) (b) 43,168 (c)

(d) (e) 200,000

(f)

(ETF)—

MSF-177

Principal amount stated in U.S. dollars unless otherwise noted. Non-income producing security. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $48,322,178 and the collateral received consisted of cash in the amount of $48,928,016. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. 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 $2,211,250. The rate shown represents current yield to maturity. Represents investment of cash collateral received from securities on loan as of September 30, 2016. As of September 30, 2016, the aggregate cost of investments was $845,336,651. The aggregate unrealized appreciation and depreciation of investments were $274,022,974 and $(54,176,090), respectively, resulting in net unrealized appreciation of $219,846,884. Exchange-Traded Fund

Metropolitan Series Fund MetLife Mid Cap Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Futures Contracts Futures Contracts—Long

Expiration Date

Number of Contracts

S&P Midcap 400 E-Mini Index Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

12/16/16

142

Notional Amount USD

Unrealized Depreciation

22,312,487

$(308,167)

(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

Total

$— —

$ 955,715,007 35,707,155

16,616,343 6,215,923 22,832,266

— — —

16,616,343 6,215,923 22,832,266

Total Common Stocks* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Mutual Fund* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Short-Term Investments Discount Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificates of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Money Market Fund . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$955,715,007 35,707,155

— — 1,000,000 — — 1,000,000 $992,422,162

20,697,269 11,188,670 — 14,243,168 3,800,000 49,929,107 $ 72,761,373

— — — — — — $—

20,697,269 11,188,670 1,000,000 14,243,168 3,800,000 50,929,107 $1,065,183,535

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Futures Contracts Futures Contracts (Unrealized Depreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$

$(48,928,016)

$—

$

(48,928,016)

$

$—

$

(308,167)

*

See Schedule of Investments for additional detailed categorizations.

MSF-178

$

Level 3

— — —

$

— (308,167)

— —

—

Metropolitan Series Fund MetLife Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—98.7% of Net Assets Security Description

Shares

Value

Security Description

Aerospace & Defense—2.0% Boeing Co. (The) . . . . . . . . . . . . . . . . . . . . . . . General Dynamics Corp. . . . . . . . . . . . . . . . . . L-3 Communications Holdings, Inc. . . . . . . . . . . . Lockheed Martin Corp. . . . . . . . . . . . . . . . . . . . Northrop Grumman Corp. . . . . . . . . . . . . . . . . . Raytheon Co. . . . . . . . . . . . . . . . . . . . . . . . . . . Rockwell Collins, Inc. . . . . . . . . . . . . . . . . . . . . Textron, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . TransDigm Group, Inc. (a) . . . . . . . . . . . . . . . . . United Technologies Corp. . . . . . . . . . . . . . . . .

197,674 $ 97,775 26,318 86,013 60,845 100,546 44,270 91,812 17,060 265,200

26,041,573 15,170,769 3,966,912 20,619,036 13,017,788 13,687,327 3,733,732 3,649,527 4,932,387 26,944,320 131,763,371

Air Freight & Logistics—0.7% C.H. Robinson Worldwide, Inc. . . . . . . . . . . . . . Expeditors International of Washington, Inc. . . . . FedEx Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . United Parcel Service, Inc. - Class B . . . . . . . . . .

48,623 61,688 83,233 235,533

3,425,977 3,178,166 14,539,140 25,757,889 46,901,172

Airlines—0.5% Alaska Air Group, Inc. . . . . . . . . . . . . . . . . . . . American Airlines Group, Inc. . . . . . . . . . . . . . . Delta Air Lines, Inc. . . . . . . . . . . . . . . . . . . . . . Southwest Airlines Co. . . . . . . . . . . . . . . . . . . . United Continental Holdings, Inc. (a) . . . . . . . . .

41,939 180,553 255,170 211,328 99,965

2,762,102 6,610,045 10,043,491 8,218,546 5,245,164

Shares

Banks—(Continued) U.S. Bancorp . . . . . . . . . . . . . . . . . . . . . . . . . . 548,170 $ Wells Fargo & Co. . . . . . . . . . . . . . . . . . . . . . . 1,547,224 Zions Bancorporation . . . . . . . . . . . . . . . . . . . . 69,886

Value

23,511,011 68,511,079 2,167,864 343,099,193

Beverages—2.2% Brown-Forman Corp. - Class B . . . . . . . . . . . . . . 62,145 Coca-Cola Co. (The) . . . . . . . . . . . . . . . . . . . . . 1,323,516 Constellation Brands, Inc. - Class A . . . . . . . . . . 60,359 Dr Pepper Snapple Group, Inc. . . . . . . . . . . . . . 63,172 Molson Coors Brewing Co. - Class B . . . . . . . . . 62,764 Monster Beverage Corp. (a) . . . . . . . . . . . . . . . 46,050 PepsiCo, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 490,355

2,948,159 56,011,197 10,049,170 5,768,235 6,891,487 6,760,601 53,335,913 141,764,762

Biotechnology—3.0% AbbVie, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Alexion Pharmaceuticals, Inc. (a) . . . . . . . . . . . . Amgen, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Biogen, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Celgene Corp. (a) . . . . . . . . . . . . . . . . . . . . . . Gilead Sciences, Inc. . . . . . . . . . . . . . . . . . . . . Regeneron Pharmaceuticals, Inc. (a) . . . . . . . . . . Vertex Pharmaceuticals, Inc. (a) . . . . . . . . . . . . .

554,883 76,407 254,985 74,660 264,100 449,639 25,715 84,424

34,996,471 9,362,914 42,534,048 23,370,820 27,606,373 35,575,437 10,337,944 7,362,617 191,146,624

32,879,348 Auto Components—0.4% BorgWarner, Inc. . . . . . . . . . . . . . . . . . . . . . . . Delphi Automotive plc . . . . . . . . . . . . . . . . . . . . Goodyear Tire & Rubber Co. (The) . . . . . . . . . . . Johnson Controls International plc . . . . . . . . . . .

68,625 92,937 89,422 321,623

2,414,227 6,628,267 2,888,331 14,965,118 26,895,943

Automobiles—0.5% Ford Motor Co. . . . . . . . . . . . . . . . . . . . . . . . . 1,329,636 General Motors Co. . . . . . . . . . . . . . . . . . . . . . 484,287 Harley-Davidson, Inc. . . . . . . . . . . . . . . . . . . . . 60,920

16,048,706 15,385,798 3,203,783 34,638,287

Banks—5.3% Bank of America Corp. . . . . . . . . . . . . . . . . . . . 3,477,017 BB&T Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 277,519 Citigroup, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 989,930 Citizens Financial Group, Inc. . . . . . . . . . . . . . . 176,996 Comerica, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 59,252 Fifth Third Bancorp . . . . . . . . . . . . . . . . . . . . . . 261,121 Huntington Bancshares, Inc. . . . . . . . . . . . . . . . 369,862 JPMorgan Chase & Co. . . . . . . . . . . . . . . . . . . 1,230,688 KeyCorp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 368,724 M&T Bank Corp. . . . . . . . . . . . . . . . . . . . . . . . 53,415 People’s United Financial, Inc. . . . . . . . . . . . . . . 105,951 PNC Financial Services Group, Inc. (The) . . . . . . 167,435 Regions Financial Corp. . . . . . . . . . . . . . . . . . . 427,675 SunTrust Banks, Inc. . . . . . . . . . . . . . . . . . . . . . 170,842

54,415,316 10,468,017 46,754,394 4,373,571 2,803,805 5,342,536 3,646,839 81,951,514 4,487,371 6,201,481 1,676,145 15,084,219 4,221,152 7,482,879

Building Products—0.1% Allegion plc . . . . . . . . . . . . . . . . . . . . . . . . . . . Fortune Brands Home & Security, Inc. . . . . . . . . . Masco Corp. . . . . . . . . . . . . . . . . . . . . . . . . . .

32,674 52,438 112,512

2,251,565 3,046,648 3,860,287 9,158,500

Capital Markets—2.5% Affiliated Managers Group, Inc. (a) . . . . . . . . . . Ameriprise Financial, Inc. . . . . . . . . . . . . . . . . . Bank of New York Mellon Corp. (The) . . . . . . . . BlackRock, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Charles Schwab Corp. (The) . . . . . . . . . . . . . . . CME Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . E*Trade Financial Corp. (a) . . . . . . . . . . . . . . . Franklin Resources, Inc. . . . . . . . . . . . . . . . . . . . Goldman Sachs Group, Inc. (The) . . . . . . . . . . . Intercontinental Exchange, Inc. . . . . . . . . . . . . . Invesco, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Legg Mason, Inc. . . . . . . . . . . . . . . . . . . . . . . . Moody’s Corp. . . . . . . . . . . . . . . . . . . . . . . . . Morgan Stanley . . . . . . . . . . . . . . . . . . . . . . . . Nasdaq, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Northern Trust Corp. . . . . . . . . . . . . . . . . . . . . . S&P Global, Inc. . . . . . . . . . . . . . . . . . . . . . . . State Street Corp. . . . . . . . . . . . . . . . . . . . . . . . T. Rowe Price Group, Inc. . . . . . . . . . . . . . . . . .

MSF-179

18,356 55,000 363,781 41,571 410,208 115,455 93,250 119,741 128,480 40,592 139,668 31,424 57,003 501,577 38,898 72,572 89,951 124,914 84,687

2,656,113 5,487,350 14,507,586 15,067,825 12,950,267 12,067,357 2,715,440 4,259,187 20,719,970 10,933,861 4,367,418 1,052,075 6,172,285 16,080,559 2,627,171 4,934,170 11,384,199 8,697,762 5,631,685 162,312,280

Metropolitan Series Fund MetLife Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Value

Chemicals—2.1% Air Products & Chemicals, Inc. . . . . . . . . . . . . . . Albemarle Corp. . . . . . . . . . . . . . . . . . . . . . . . CF Industries Holdings, Inc. . . . . . . . . . . . . . . . . Dow Chemical Co. (The) . . . . . . . . . . . . . . . . . . E.I. du Pont de Nemours & Co. . . . . . . . . . . . . . Eastman Chemical Co. . . . . . . . . . . . . . . . . . . . Ecolab, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . FMC Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . International Flavors & Fragrances, Inc. . . . . . . . LyondellBasell Industries NV - Class A . . . . . . . . . Monsanto Co. . . . . . . . . . . . . . . . . . . . . . . . . . Mosaic Co. (The) . . . . . . . . . . . . . . . . . . . . . . . PPG Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . Praxair, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Sherwin-Williams Co. (The) . . . . . . . . . . . . . . . .

73,784 $ 38,298 79,432 383,937 297,903 50,329 89,418 45,591 27,119 116,150 149,093 119,319 90,729 97,185 27,338

11,092,687 3,274,096 1,934,169 19,899,455 19,950,564 3,406,267 10,883,959 2,203,869 3,877,203 9,368,659 15,237,305 2,918,543 9,377,749 11,742,863 7,563,331 132,730,719

Commercial Services & Supplies—0.3% Cintas Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Pitney Bowes, Inc. . . . . . . . . . . . . . . . . . . . . . . Republic Services, Inc. . . . . . . . . . . . . . . . . . . . Stericycle, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . Waste Management, Inc. . . . . . . . . . . . . . . . . .

29,115 63,234 79,434 28,976 138,642

3,278,349 1,148,329 4,007,445 2,322,137 8,839,814 19,596,074

Communications Equipment—1.1% Cisco Systems, Inc. . . . . . . . . . . . . . . . . . . . . . . 1,713,742 F5 Networks, Inc. (a) . . . . . . . . . . . . . . . . . . . . 22,558 Harris Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 42,325 Juniper Networks, Inc. . . . . . . . . . . . . . . . . . . . 130,484 Motorola Solutions, Inc. . . . . . . . . . . . . . . . . . . 56,807

54,359,896 2,811,629 3,877,394 3,139,445 4,333,238 68,521,602

Construction & Engineering—0.1% Fluor Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Jacobs Engineering Group, Inc. (a) . . . . . . . . . . Quanta Services, Inc. (a) . . . . . . . . . . . . . . . . . .

47,445 41,373 51,473

2,434,877 2,139,812 1,440,729 6,015,418

Construction Materials—0.1% Martin Marietta Materials, Inc. . . . . . . . . . . . . . Vulcan Materials Co. . . . . . . . . . . . . . . . . . . . .

21,615 45,341

3,871,463 5,156,632 9,028,095

Security Description

Shares

Containers & Packaging—(Continued) Ball Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . International Paper Co. . . . . . . . . . . . . . . . . . . . Owens-Illinois, Inc. (a) . . . . . . . . . . . . . . . . . . . Sealed Air Corp. . . . . . . . . . . . . . . . . . . . . . . . WestRock Co. . . . . . . . . . . . . . . . . . . . . . . . . .

59,364 $ 140,106 55,225 67,021 85,690

Value

4,864,880 6,722,286 1,015,588 3,070,902 4,154,251 22,183,077

Distributors—0.1% Genuine Parts Co. . . . . . . . . . . . . . . . . . . . . . . LKQ Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . .

50,738 104,639

5,096,632 3,710,499 8,807,131

Diversified Consumer Services—0.0% H&R Block, Inc. . . . . . . . . . . . . . . . . . . . . . . . .

74,650

1,728,147

Diversified Financial Services—1.5% Berkshire Hathaway, Inc. - Class B (a) . . . . . . . . Leucadia National Corp. . . . . . . . . . . . . . . . . . .

646,917 110,514

93,460,099 2,104,187 95,564,286

Diversified Telecommunication Services—2.6% AT&T, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,096,132 CenturyLink, Inc. . . . . . . . . . . . . . . . . . . . . . . . 186,024 Frontier Communications Corp. (b) . . . . . . . . . . . 399,693 Level 3 Communications, Inc. (a) . . . . . . . . . . . . 99,223 Verizon Communications, Inc. . . . . . . . . . . . . . . 1,388,893

85,123,921 5,102,638 1,662,723 4,601,963 72,194,658 168,685,903

Electric Utilities—2.0% Alliant Energy Corp. . . . . . . . . . . . . . . . . . . . . . American Electric Power Co., Inc. . . . . . . . . . . . Duke Energy Corp. . . . . . . . . . . . . . . . . . . . . . . Edison International . . . . . . . . . . . . . . . . . . . . . Entergy Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Eversource Energy . . . . . . . . . . . . . . . . . . . . . . Exelon Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . FirstEnergy Corp. . . . . . . . . . . . . . . . . . . . . . . . NextEra Energy, Inc. . . . . . . . . . . . . . . . . . . . . PG&E Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Pinnacle West Capital Corp. . . . . . . . . . . . . . . . PPL Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Southern Co. (The) . . . . . . . . . . . . . . . . . . . . . . Xcel Energy, Inc. . . . . . . . . . . . . . . . . . . . . . . .

77,458 167,537 234,736 111,011 60,983 108,079 314,444 144,875 159,143 169,852 37,880 231,042 333,468 173,071

2,967,416 10,757,551 18,788,269 8,020,545 4,679,226 5,855,720 10,467,841 4,792,465 19,466,372 10,389,847 2,878,501 7,987,122 17,106,908 7,120,141 131,277,924

Consumer Finance—0.7% American Express Co. . . . . . . . . . . . . . . . . . . . Capital One Financial Corp. . . . . . . . . . . . . . . . Discover Financial Services . . . . . . . . . . . . . . . . Navient Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Synchrony Financial . . . . . . . . . . . . . . . . . . . . .

264,393 172,432 137,525 108,020 269,931

16,931,728 12,385,790 7,777,039 1,563,049 7,558,068 46,215,674

Electrical Equipment—0.6% Acuity Brands, Inc. . . . . . . . . . . . . . . . . . . . . . . AMETEK, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Eaton Corp. plc . . . . . . . . . . . . . . . . . . . . . . . . Emerson Electric Co. . . . . . . . . . . . . . . . . . . . . . Rockwell Automation, Inc. . . . . . . . . . . . . . . . . .

14,955 79,190 154,927 219,268 44,090

3,957,093 3,783,698 10,180,253 11,952,299 5,393,971 35,267,314

Containers & Packaging—0.3% Avery Dennison Corp. . . . . . . . . . . . . . . . . . . .

30,276

2,355,170

MSF-180

Metropolitan Series Fund MetLife Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

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Electronic Equipment, Instruments & Components—0.4% Amphenol Corp. - Class A . . . . . . . . . . . . . . . . . . 105,190 $ Corning, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 353,288 FLIR Systems, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 46,774 TE Connectivity, Ltd. . . . . . . . . . . . . . . . . . . . . . . 121,144

Value

6,828,935 8,355,261 1,469,639 7,799,251 24,453,086

Energy Equipment & Services—1.1% Baker Hughes, Inc. . . . . . . . . . . . . . . . . . . . . . . . FMC Technologies, Inc. (a) . . . . . . . . . . . . . . . . . . Halliburton Co. . . . . . . . . . . . . . . . . . . . . . . . . . . Helmerich & Payne, Inc. (b) . . . . . . . . . . . . . . . . . National Oilwell Varco, Inc. . . . . . . . . . . . . . . . . . Schlumberger, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Transocean, Ltd. (a) (b) . . . . . . . . . . . . . . . . . . . .

145,796 76,876 293,398 36,820 128,667 473,842 117,027

7,358,324 2,280,911 13,167,702 2,477,986 4,727,226 37,262,935 1,247,508 68,522,592

Equity Real Estate Investment Trusts—3.0% American Tower Corp. . . . . . . . . . . . . . . . . . . . . Apartment Investment & Management Co. Class A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . AvalonBay Communities, Inc. . . . . . . . . . . . . . . . . Boston Properties, Inc. . . . . . . . . . . . . . . . . . . . . . Crown Castle International Corp. . . . . . . . . . . . . . Digital Realty Trust, Inc. . . . . . . . . . . . . . . . . . . . . Equinix, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Equity Residential . . . . . . . . . . . . . . . . . . . . . . . . Essex Property Trust, Inc. . . . . . . . . . . . . . . . . . . . Extra Space Storage, Inc. . . . . . . . . . . . . . . . . . . . Federal Realty Investment Trust . . . . . . . . . . . . . . . General Growth Properties, Inc. . . . . . . . . . . . . . . HCP, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Host Hotels & Resorts, Inc. . . . . . . . . . . . . . . . . . . Iron Mountain, Inc. . . . . . . . . . . . . . . . . . . . . . . . Kimco Realty Corp. . . . . . . . . . . . . . . . . . . . . . . . Macerich Co. (The) . . . . . . . . . . . . . . . . . . . . . . . Prologis, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Public Storage . . . . . . . . . . . . . . . . . . . . . . . . . . . Realty Income Corp. . . . . . . . . . . . . . . . . . . . . . . Simon Property Group, Inc. . . . . . . . . . . . . . . . . . SL Green Realty Corp. . . . . . . . . . . . . . . . . . . . . . UDR, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ventas, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Vornado Realty Trust . . . . . . . . . . . . . . . . . . . . . . Welltower, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Weyerhaeuser Co. . . . . . . . . . . . . . . . . . . . . . . .

144,974

16,429,903

53,361 46,786 52,367 115,016 50,039 24,217 124,553 22,316 42,859 24,159 198,957 159,316 252,981 83,416 143,121 41,107 179,544 50,811 88,100 107,064 34,181 90,993 119,713 58,547 121,950 255,110

2,449,804 8,320,422 7,137,098 10,835,657 4,859,788 8,724,174 8,012,495 4,969,773 3,403,433 3,718,795 5,491,213 6,046,042 3,938,914 3,130,603 4,143,353 3,324,323 9,612,786 11,337,967 5,896,533 22,163,319 3,694,966 3,274,838 8,455,329 5,925,542 9,118,202 8,148,213 192,563,485

Food & Staples Retailing—2.1% Costco Wholesale Corp. . . . . . . . . . . . . . . . . . . . CVS Health Corp. . . . . . . . . . . . . . . . . . . . . . . . . Kroger Co. (The) . . . . . . . . . . . . . . . . . . . . . . . . . Sysco Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wal-Mart Stores, Inc. . . . . . . . . . . . . . . . . . . . . . . Walgreens Boots Alliance, Inc. . . . . . . . . . . . . . . . Whole Foods Market, Inc. . . . . . . . . . . . . . . . . . .

149,260 363,285 323,344 174,015 516,434 291,329 108,624

22,763,643 32,328,732 9,596,850 8,528,475 37,245,220 23,486,944 3,079,490 137,029,354

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Food Products—1.7% Archer-Daniels-Midland Co. . . . . . . . . . . . . . . . . . Campbell Soup Co. . . . . . . . . . . . . . . . . . . . . . . . ConAgra Foods, Inc. . . . . . . . . . . . . . . . . . . . . . . General Mills, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Hershey Co. (The) . . . . . . . . . . . . . . . . . . . . . . . . Hormel Foods Corp. . . . . . . . . . . . . . . . . . . . . . . J.M. Smucker Co. (The) . . . . . . . . . . . . . . . . . . . . Kellogg Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kraft Heinz Co. (The) . . . . . . . . . . . . . . . . . . . . . . McCormick & Co., Inc. . . . . . . . . . . . . . . . . . . . . Mead Johnson Nutrition Co. . . . . . . . . . . . . . . . . . Mondelez International, Inc. - Class A . . . . . . . . . . Tyson Foods, Inc. - Class A . . . . . . . . . . . . . . . . . .

198,220 $ 66,252 142,008 203,419 47,825 92,073 39,667 85,926 203,009 39,197 62,918 530,007 101,347

8,358,937 3,623,984 6,689,997 12,994,406 4,572,070 3,492,329 5,376,465 6,656,687 18,171,336 3,916,564 4,971,151 23,267,307 7,567,581 109,658,814

Health Care Equipment & Supplies—2.7% Abbott Laboratories . . . . . . . . . . . . . . . . . . . . . . . Baxter International, Inc. . . . . . . . . . . . . . . . . . . . Becton Dickinson & Co. . . . . . . . . . . . . . . . . . . . . Boston Scientific Corp. (a) . . . . . . . . . . . . . . . . . . C.R. Bard, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Cooper Cos., Inc. (The) . . . . . . . . . . . . . . . . . . . . Danaher Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . DENTSPLY SIRONA, Inc. . . . . . . . . . . . . . . . . . . . Edwards Lifesciences Corp. (a) . . . . . . . . . . . . . . . Hologic, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Intuitive Surgical, Inc. (a) . . . . . . . . . . . . . . . . . . . Medtronic plc . . . . . . . . . . . . . . . . . . . . . . . . . . . St. Jude Medical, Inc. . . . . . . . . . . . . . . . . . . . . . Stryker Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Varian Medical Systems, Inc. (a) . . . . . . . . . . . . . . Zimmer Biomet Holdings, Inc. . . . . . . . . . . . . . . . .

500,862 166,784 72,549 463,637 25,028 16,607 207,049 79,392 72,533 94,524 13,116 470,858 97,082 105,853 31,817 68,149

21,181,454 7,938,918 13,039,232 11,034,561 5,613,280 2,976,971 16,230,571 4,718,267 8,744,578 3,670,367 9,506,870 40,682,131 7,743,260 12,322,348 3,166,746 8,860,733 177,430,287

Health Care Providers & Services—2.6% Aetna, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . AmerisourceBergen Corp. . . . . . . . . . . . . . . . . . . Anthem, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cardinal Health, Inc. . . . . . . . . . . . . . . . . . . . . . . Centene Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . Cigna Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . DaVita, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Express Scripts Holding Co. (a) . . . . . . . . . . . . . . . HCA Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . Henry Schein, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Humana, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Laboratory Corp. of America Holdings (a) . . . . . . . McKesson Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Patterson Cos., Inc. . . . . . . . . . . . . . . . . . . . . . . . Quest Diagnostics, Inc. . . . . . . . . . . . . . . . . . . . . UnitedHealth Group, Inc. . . . . . . . . . . . . . . . . . . . Universal Health Services, Inc. - Class B . . . . . . . . .

119,526 61,602 89,669 108,551 58,174 87,420 56,396 214,730 100,630 27,870 50,791 34,856 76,902 28,390 47,366 324,502 30,698

13,799,277 4,976,209 11,236,422 8,434,413 3,895,331 11,392,574 3,726,084 15,144,907 7,610,647 4,542,253 8,984,420 4,792,003 12,823,408 1,304,237 4,008,585 45,430,280 3,782,607 165,883,657

Health Care Technology—0.1% Cerner Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 102,408

MSF-181

6,323,694

Metropolitan Series Fund MetLife Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

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Security Description

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Hotels, Restaurants & Leisure—1.6% Carnival Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Chipotle Mexican Grill, Inc. (a) . . . . . . . . . . . . . Darden Restaurants, Inc. . . . . . . . . . . . . . . . . . . Marriott International, Inc. - Class A . . . . . . . . . . McDonald’s Corp. . . . . . . . . . . . . . . . . . . . . . . Royal Caribbean Cruises, Ltd. . . . . . . . . . . . . . . Starbucks Corp. . . . . . . . . . . . . . . . . . . . . . . . . Wyndham Worldwide Corp. . . . . . . . . . . . . . . . Wynn Resorts, Ltd. . . . . . . . . . . . . . . . . . . . . . . Yum! Brands, Inc. . . . . . . . . . . . . . . . . . . . . . . .

147,499 $ 9,921 43,004 108,975 290,761 57,210 499,705 37,437 27,052 126,201

7,200,901 4,201,544 2,637,005 7,337,287 33,542,189 4,287,889 27,054,029 2,520,633 2,635,406 11,460,313

Insurance—(Continued) Loews Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Marsh & McLennan Cos., Inc. . . . . . . . . . . . . . . . . MetLife, Inc. (c) . . . . . . . . . . . . . . . . . . . . . . . . . . Principal Financial Group, Inc. . . . . . . . . . . . . . . . Progressive Corp. (The) . . . . . . . . . . . . . . . . . . . . Prudential Financial, Inc. . . . . . . . . . . . . . . . . . . . Torchmark Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Travelers Cos., Inc. (The) . . . . . . . . . . . . . . . . . . . Unum Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . Willis Towers Watson plc . . . . . . . . . . . . . . . . . . . XL Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . .

94,185 $ 176,575 374,411 91,130 198,272 148,896 37,951 98,224 79,948 44,215 93,689

3,875,713 11,874,669 16,635,081 4,694,106 6,245,568 12,157,358 2,424,689 11,251,559 2,822,964 5,870,425 3,150,761

102,877,196 Household Durables—0.5% DR Horton, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Garmin, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Harman International Industries, Inc. . . . . . . . . . . Leggett & Platt, Inc. . . . . . . . . . . . . . . . . . . . . . . Lennar Corp. - Class A . . . . . . . . . . . . . . . . . . . Mohawk Industries, Inc. (a) . . . . . . . . . . . . . . . . Newell Brands, Inc. . . . . . . . . . . . . . . . . . . . . . PulteGroup, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Whirlpool Corp. . . . . . . . . . . . . . . . . . . . . . . .

115,430 39,256 23,777 45,545 64,005 21,476 164,297 105,371 25,706

3,485,986 1,888,606 2,007,967 2,075,941 2,709,972 4,302,502 8,651,880 2,111,635 4,168,485 31,402,974

Household Products—2.0% Church & Dwight Co., Inc. . . . . . . . . . . . . . . . . Clorox Co. (The) . . . . . . . . . . . . . . . . . . . . . . . Colgate-Palmolive Co. . . . . . . . . . . . . . . . . . . . Kimberly-Clark Corp. . . . . . . . . . . . . . . . . . . . . Procter & Gamble Co. (The) (b) . . . . . . . . . . . . .

87,769 44,113 303,753 122,537 909,307

4,205,891 5,522,065 22,520,248 15,456,817 81,610,303 129,315,324

Independent Power and Renewable Electricity Producers—0.1% AES Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224,567 2,885,686 NRG Energy, Inc. . . . . . . . . . . . . . . . . . . . . . . . 107,423 1,204,212 4,089,898 Industrial Conglomerates—2.5% 3M Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205,934 General Electric Co. . . . . . . . . . . . . . . . . . . . . . 3,053,305 Honeywell International, Inc. . . . . . . . . . . . . . . . 259,248 Roper Technologies, Inc. . . . . . . . . . . . . . . . . . . 34,529

36,291,749 90,438,894 30,225,724 6,300,507 163,256,874

Insurance—2.6% Aflac, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Allstate Corp. (The) . . . . . . . . . . . . . . . . . . . . . . American International Group, Inc. . . . . . . . . . . Aon plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Arthur J. Gallagher & Co. . . . . . . . . . . . . . . . . . Assurant, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Chubb, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Cincinnati Financial Corp. . . . . . . . . . . . . . . . . Hartford Financial Services Group, Inc. (The) . . . . Lincoln National Corp. . . . . . . . . . . . . . . . . . . .

139,552 126,565 346,559 90,496 60,318 20,513 158,464 51,028 131,508 79,318

10,029,602 8,755,767 20,564,811 10,179,895 3,068,377 1,892,324 19,911,002 3,848,532 5,631,172 3,726,360

168,610,735 Internet & Direct Marketing Retail—2.5% Amazon.com, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 134,069 Expedia, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 41,053 Netflix, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 146,078 Priceline Group, Inc. (The) (a) . . . . . . . . . . . . . . . . 16,914 TripAdvisor, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . 38,930

112,257,314 4,791,706 14,395,987 24,888,782 2,459,598 158,793,387

Internet Software & Services—4.5% Akamai Technologies, Inc. (a) . . . . . . . . . . . . . . . . Alphabet, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . Alphabet, Inc. - Class C (a) (d) . . . . . . . . . . . . . . . eBay, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Facebook, Inc. - Class A (a) . . . . . . . . . . . . . . . . . VeriSign, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . Yahoo!, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . .

59,532 100,461 100,684 357,755 791,488 31,649 298,351

3,154,601 80,776,672 78,260,666 11,770,139 101,524,166 2,476,218 12,858,928 290,821,390

IT Services—3.7% Accenture plc - Class A . . . . . . . . . . . . . . . . . . . . Alliance Data Systems Corp. (a) . . . . . . . . . . . . . . Automatic Data Processing, Inc. . . . . . . . . . . . . . . Cognizant Technology Solutions Corp. Class A (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . CSRA, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fidelity National Information Services, Inc. . . . . . . . Fiserv, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Global Payments, Inc. . . . . . . . . . . . . . . . . . . . . . International Business Machines Corp. . . . . . . . . . . MasterCard, Inc. - Class A . . . . . . . . . . . . . . . . . . Paychex, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . PayPal Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . Teradata Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . Total System Services, Inc. . . . . . . . . . . . . . . . . . . Visa, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . . Western Union Co. (The) . . . . . . . . . . . . . . . . . . . Xerox Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

212,115 19,942 155,430

25,914,090 4,278,157 13,708,926

206,799 49,619 111,698 74,896 52,345 296,368 326,731 109,329 382,439 44,430 56,373 642,753 166,182 290,015

9,866,380 1,334,751 8,604,097 7,449,905 4,018,002 47,078,057 33,251,414 6,326,869 15,668,526 1,377,330 2,657,987 53,155,673 3,459,909 2,937,852 241,087,925

Leisure Products—0.1% Hasbro, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38,456 Mattel, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116,056

MSF-182

3,050,714 3,514,176 6,564,890

Metropolitan Series Fund MetLife Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Life Sciences Tools & Services—0.7% Agilent Technologies, Inc. . . . . . . . . . . . . . . . . . . 110,913 $ Illumina, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 49,950 Mettler-Toledo International, Inc. (a) . . . . . . . . . . . 9,026 PerkinElmer, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 37,275 Thermo Fisher Scientific, Inc. . . . . . . . . . . . . . . . . 134,335 Waters Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 27,454

Value

5,222,893 9,073,917 3,789,386 2,091,500 21,367,325 4,351,185 45,896,206

Machinery—1.4% Caterpillar, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Cummins, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Deere & Co. (b) . . . . . . . . . . . . . . . . . . . . . . . . . Dover Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Flowserve Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Fortive Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Illinois Tool Works, Inc. . . . . . . . . . . . . . . . . . . . . Ingersoll-Rand plc . . . . . . . . . . . . . . . . . . . . . . . . PACCAR, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Parker-Hannifin Corp. . . . . . . . . . . . . . . . . . . . . . Pentair plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Snap-on, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Stanley Black & Decker, Inc. . . . . . . . . . . . . . . . . . Xylem, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

17,670,645 6,774,394 8,412,181 3,894,525 2,142,966 5,214,145 13,044,464 5,972,334 7,020,272 5,727,055 3,646,776 3,007,592 6,303,217 3,202,125

138,631 73,850 818,548 51,412 76,399 136,530 129,658 40,811 80,594 32,436 73,024 265,029 362,532 165,965 118,307 503,771

7,588,661 19,937,284 54,302,474 1,384,011 2,010,058 3,051,445 1,812,619 580,332 6,850,490 2,059,362 1,596,305 21,098,959 8,780,525 4,105,974 4,507,497 46,780,175 186,446,171

Metals & Mining—0.3% Alcoa, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Freeport-McMoRan, Inc. (b) . . . . . . . . . . . . . . . . . Newmont Mining Corp. . . . . . . . . . . . . . . . . . . . . Nucor Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

Value

Multi-Utilities—(Continued) Consolidated Edison, Inc. . . . . . . . . . . . . . . . . . Dominion Resources, Inc. . . . . . . . . . . . . . . . . . DTE Energy Co. . . . . . . . . . . . . . . . . . . . . . . . . NiSource, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Public Service Enterprise Group, Inc. . . . . . . . . . SCANA Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Sempra Energy . . . . . . . . . . . . . . . . . . . . . . . . WEC Energy Group, Inc. . . . . . . . . . . . . . . . . .

103,721 $ 213,212 61,138 109,776 172,377 48,695 85,113 107,539

7,810,191 15,835,255 5,726,797 2,646,699 7,217,425 3,524,057 9,123,263 6,439,435 69,791,613

199,061 52,863 98,561 52,886 44,423 102,439 108,849 87,906 119,433 45,623 56,768 19,792 51,254 61,051

92,032,691 Media—2.9% CBS Corp. - Class B . . . . . . . . . . . . . . . . . . . . . . . Charter Communications, Inc. - Class A (a) . . . . . . Comcast Corp. - Class A . . . . . . . . . . . . . . . . . . . Discovery Communications, Inc. - Class A (a) . . . . . Discovery Communications, Inc. - Class C (a) . . . . . Interpublic Group of Cos., Inc. (The) . . . . . . . . . . . News Corp. - Class A . . . . . . . . . . . . . . . . . . . . . News Corp. - Class B . . . . . . . . . . . . . . . . . . . . . Omnicom Group, Inc. . . . . . . . . . . . . . . . . . . . . . Scripps Networks Interactive, Inc. - Class A . . . . . . TEGNA, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Warner, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Twenty-First Century Fox, Inc. - Class A . . . . . . . . . Twenty-First Century Fox, Inc. - Class B . . . . . . . . . Viacom, Inc. - Class B . . . . . . . . . . . . . . . . . . . . . Walt Disney Co. (The) . . . . . . . . . . . . . . . . . . . . .

Security Description

448,179 416,363 180,784 108,471

4,544,535 4,521,702 7,103,004 5,363,891

Multiline Retail—0.5% Dollar General Corp. . . . . . . . . . . . . . . . . . . . . Dollar Tree, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Kohl’s Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Macy’s, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Nordstrom, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . Target Corp. . . . . . . . . . . . . . . . . . . . . . . . . . .

88,317 80,334 61,191 105,102 39,593 195,870

34,599,641 Oil, Gas & Consumable Fuels—6.1% Anadarko Petroleum Corp. . . . . . . . . . . . . . . . . 185,934 Apache Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 129,278 Cabot Oil & Gas Corp. . . . . . . . . . . . . . . . . . . 158,486 Chesapeake Energy Corp. (a) . . . . . . . . . . . . . . 222,371 Chevron Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 642,782 Cimarex Energy Co. . . . . . . . . . . . . . . . . . . . . . 32,364 Concho Resources, Inc. (a) . . . . . . . . . . . . . . . . 48,430 ConocoPhillips . . . . . . . . . . . . . . . . . . . . . . . . . 421,988 Devon Energy Corp. . . . . . . . . . . . . . . . . . . . . . 178,402 EOG Resources, Inc. . . . . . . . . . . . . . . . . . . . . . 187,617 EQT Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58,859 Exxon Mobil Corp. . . . . . . . . . . . . . . . . . . . . . . 1,412,862 Hess Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 91,713 Kinder Morgan, Inc. . . . . . . . . . . . . . . . . . . . . . 654,120 Marathon Oil Corp. . . . . . . . . . . . . . . . . . . . . . 288,681 Marathon Petroleum Corp. . . . . . . . . . . . . . . . . 180,161 Murphy Oil Corp. . . . . . . . . . . . . . . . . . . . . . . 55,151 Newfield Exploration Co. (a) . . . . . . . . . . . . . . . 67,669 Noble Energy, Inc. . . . . . . . . . . . . . . . . . . . . . . 146,399 Occidental Petroleum Corp. . . . . . . . . . . . . . . . 260,288 ONEOK, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 71,697 Phillips 66 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151,425 Pioneer Natural Resources Co. . . . . . . . . . . . . . 57,790 Range Resources Corp. . . . . . . . . . . . . . . . . . . . 64,052 Southwestern Energy Co. (a) . . . . . . . . . . . . . . . 168,132 Spectra Energy Corp. . . . . . . . . . . . . . . . . . . . . 238,881 Tesoro Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 40,474 Valero Energy Corp. . . . . . . . . . . . . . . . . . . . . . 157,189 Williams Cos., Inc. (The) . . . . . . . . . . . . . . . . . . 232,720

4,065,760 3,408,840 3,993,891

11,780,778 8,256,986 4,088,939 1,394,266 66,155,123 4,348,751 6,651,861 18,343,818 7,869,312 18,144,440 4,274,341 123,314,595 4,917,651 15,129,796 4,564,047 7,312,735 1,676,590 2,940,895 5,232,300 18,980,201 3,684,509 12,197,284 10,728,713 2,482,015 2,326,947 10,212,163 3,220,111 8,331,017 7,151,486 395,711,670

21,533,132 Multi-Utilities—1.1% Ameren Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 82,671 CenterPoint Energy, Inc. . . . . . . . . . . . . . . . . . . . . 146,743 CMS Energy Corp. . . . . . . . . . . . . . . . . . . . . . . . 95,070

6,181,307 6,340,763 2,677,106 3,894,029 2,054,085 13,452,351

Personal Products—0.1% Coty, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . Estee Lauder Cos., Inc. (The) - Class A . . . . . . . .

MSF-183

23,618 75,280

555,023 6,666,797 7,221,820

Metropolitan Series Fund MetLife Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Value

Security Description

Pharmaceuticals—5.4% Allergan plc (a) . . . . . . . . . . . . . . . . . . . . . . . . 134,911 $ 31,071,352 Bristol-Myers Squibb Co. . . . . . . . . . . . . . . . . . . 569,301 30,696,710 Eli Lilly & Co. . . . . . . . . . . . . . . . . . . . . . . . . . . 330,973 26,563,893 Endo International plc (a) . . . . . . . . . . . . . . . . . 67,552 1,361,173 Johnson & Johnson . . . . . . . . . . . . . . . . . . . . . . 932,178 110,118,187 Mallinckrodt plc (a) . . . . . . . . . . . . . . . . . . . . . 36,700 2,560,926 Merck & Co., Inc. . . . . . . . . . . . . . . . . . . . . . . 942,172 58,800,955 Mylan NV (a) . . . . . . . . . . . . . . . . . . . . . . . . . 156,740 5,974,929 Perrigo Co. plc . . . . . . . . . . . . . . . . . . . . . . . . 48,819 4,507,458 Pfizer, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,066,712 69,999,535 Zoetis, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 168,673 8,772,683

Shares

Value

Software—(Continued) Autodesk, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . 66,531 $ 4,812,187 CA, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107,059 3,541,512 Citrix Systems, Inc. (a) . . . . . . . . . . . . . . . . . . . 53,060 4,521,773 Electronic Arts, Inc. (a) . . . . . . . . . . . . . . . . . . . 102,478 8,751,621 Intuit, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83,491 9,184,845 Microsoft Corp. . . . . . . . . . . . . . . . . . . . . . . . . 2,655,095 152,933,472 Oracle Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 1,025,439 40,279,244 Red Hat, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 61,704 4,987,534 Salesforce.com, Inc. (a) . . . . . . . . . . . . . . . . . . . 219,392 15,649,232 Symantec Corp. . . . . . . . . . . . . . . . . . . . . . . . . 209,745 5,264,600 278,650,324

350,427,801 Professional Services—0.3% Dun & Bradstreet Corp. (The) . . . . . . . . . . . . . . . Equifax, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Nielsen Holdings plc . . . . . . . . . . . . . . . . . . . . Robert Half International, Inc. . . . . . . . . . . . . . . Verisk Analytics, Inc. (a) . . . . . . . . . . . . . . . . . .

12,371 40,660 114,450 44,341 53,542

1,690,126 5,472,023 6,131,086 1,678,750 4,351,894 19,323,879

Real Estate Management & Development—0.0% CBRE Group, Inc. - Class A (a) . . . . . . . . . . . . . 101,774 Road & Rail—0.8% CSX Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . J.B. Hunt Transport Services, Inc. . . . . . . . . . . . . Kansas City Southern . . . . . . . . . . . . . . . . . . . . Norfolk Southern Corp. . . . . . . . . . . . . . . . . . . . Ryder System, Inc. . . . . . . . . . . . . . . . . . . . . . . Union Pacific Corp. . . . . . . . . . . . . . . . . . . . . .

322,321 29,946 36,792 100,019 18,221 283,794

2,847,636

9,830,791 2,429,818 3,433,429 9,707,844 1,201,675 27,678,429 54,281,986

Semiconductors & Semiconductor Equipment—3.3% Analog Devices, Inc. . . . . . . . . . . . . . . . . . . . . . 104,763 Applied Materials, Inc. . . . . . . . . . . . . . . . . . . . 368,286 Broadcom, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . 134,763 First Solar, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . 26,157 Intel Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,611,964 KLA-Tencor Corp. . . . . . . . . . . . . . . . . . . . . . . . 53,151 Lam Research Corp. . . . . . . . . . . . . . . . . . . . . . 54,604 Linear Technology Corp. . . . . . . . . . . . . . . . . . . 81,678 Microchip Technology, Inc. (b) . . . . . . . . . . . . . 73,353 Micron Technology, Inc. (a) . . . . . . . . . . . . . . . . 353,804 NVIDIA Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . 182,287 Qorvo, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 43,577 QUALCOMM, Inc. . . . . . . . . . . . . . . . . . . . . . . 502,107 Skyworks Solutions, Inc. . . . . . . . . . . . . . . . . . . 63,884 Texas Instruments, Inc. . . . . . . . . . . . . . . . . . . . 341,817 Xilinx, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86,367

232,424 169,780

25,091 22,609 9,960 52,597 94,049 65,240 46,103 74,673 420,990 81,847 298,017 32,345 135,124 25,757 221,614 36,596 223,734 45,543 19,976 30,332

3,741,570 1,101,284 7,652,666 2,267,457 3,590,791 3,480,554 3,122,095 1,660,728 54,172,993 5,792,312 21,519,808 9,060,158 8,688,473 1,919,669 1,894,800 2,657,967 16,730,829 3,067,321 4,753,888 1,047,061 157,922,424

6,751,975 11,103,823 23,249,313 1,032,940 60,851,641 3,705,156 5,171,545 4,842,689 4,558,155 6,290,635 12,490,305 2,428,982 34,394,329 4,864,128 23,988,717 4,693,183 210,417,516

Software—4.3% Activision Blizzard, Inc. . . . . . . . . . . . . . . . . . . Adobe Systems, Inc. (a) . . . . . . . . . . . . . . . . . .

Specialty Retail—2.4% Advance Auto Parts, Inc. . . . . . . . . . . . . . . . . . . AutoNation, Inc. (a) . . . . . . . . . . . . . . . . . . . . . AutoZone, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . Bed Bath & Beyond, Inc. . . . . . . . . . . . . . . . . . . Best Buy Co., Inc. . . . . . . . . . . . . . . . . . . . . . . . CarMax, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . Foot Locker, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Gap, Inc. (The) . . . . . . . . . . . . . . . . . . . . . . . . Home Depot, Inc. (The) . . . . . . . . . . . . . . . . . . . L Brands, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Lowe’s Cos., Inc. . . . . . . . . . . . . . . . . . . . . . . . O’Reilly Automotive, Inc. (a) . . . . . . . . . . . . . . . Ross Stores, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Signet Jewelers, Ltd. . . . . . . . . . . . . . . . . . . . . . Staples, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Tiffany & Co. . . . . . . . . . . . . . . . . . . . . . . . . . . TJX Cos., Inc. (The) . . . . . . . . . . . . . . . . . . . . . . Tractor Supply Co. . . . . . . . . . . . . . . . . . . . . . . Ulta Salon Cosmetics & Fragrance, Inc. (a) . . . . . Urban Outfitters, Inc. (a) . . . . . . . . . . . . . . . . . .

10,296,383 18,427,921

Technology Hardware, Storage & Peripherals—3.8% Apple, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,835,971 Hewlett Packard Enterprise Co. . . . . . . . . . . . . . 566,185 HP, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 582,936 NetApp, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 94,948 Seagate Technology plc . . . . . . . . . . . . . . . . . . 101,743 Western Digital Corp. . . . . . . . . . . . . . . . . . . . . 96,855

207,556,521 12,880,709 9,052,996 3,401,037 3,922,193 5,663,112 242,476,568

Textiles, Apparel & Luxury Goods—0.8% Coach, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Hanesbrands, Inc. . . . . . . . . . . . . . . . . . . . . . . Michael Kors Holdings, Ltd. (a) . . . . . . . . . . . . . NIKE, Inc. - Class B . . . . . . . . . . . . . . . . . . . . . PVH Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ralph Lauren Corp. . . . . . . . . . . . . . . . . . . . . . Under Armour, Inc. - Class A (a) (b) . . . . . . . . . . Under Armour, Inc. - Class C (a) . . . . . . . . . . . . VF Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-184

95,042 128,724 57,586 459,420 27,336 19,209 62,484 62,809 113,048

3,474,736 3,250,281 2,694,449 24,188,463 3,020,628 1,942,798 2,416,881 2,126,713 6,336,340 49,451,289

Metropolitan Series Fund MetLife Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Shares/ Principal Amount*

Security Description Tobacco—1.7% Altria Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . Philip Morris International, Inc. . . . . . . . . . . . . . Reynolds American, Inc. . . . . . . . . . . . . . . . . . .

665,725 $ 528,574 282,070

Value

Security Description

42,093,792 51,387,964 13,299,600 106,781,356

Trading Companies & Distributors—0.2% Fastenal Co. . . . . . . . . . . . . . . . . . . . . . . . . . . United Rentals, Inc. (a) . . . . . . . . . . . . . . . . . . . WW Grainger, Inc. (b) . . . . . . . . . . . . . . . . . . .

98,457 29,357 18,941

4,113,534 2,304,231 4,258,694 10,676,459

Water Utilities—0.1% American Water Works Co., Inc. . . . . . . . . . . .

60,615

Total Common Stocks (Cost $3,622,247,599) . . . . . . . . . . . . . . . .

4,536,427 6,385,893,015

Mutual Fund—0.7% Investment Company Security—0.7% SPDR S&P 500 ETF Trust (b) (Cost $42,646,134) . . . . . . . . . . . . . . . . . . .

205,500

44,449,650

Short-Term Investments—0.6% Discount Notes—0.4% Federal Home Loan Bank 0.302%, 10/26/16 (e) 0.332%, 10/07/16 (e) 0.348%, 10/17/16 (e) 0.354%, 10/18/16 (e) 0.404%, 10/12/16 (e) 0.429%, 10/21/16 (e) 0.445%, 03/24/17 (e)

................ ................ ................ ................ ................ ................ ................

2,050,000 3,225,000 2,125,000 2,250,000 2,200,000 6,600,000 3,925,000

2,049,559 3,224,795 2,124,655 2,249,607 2,199,707 6,598,372 3,916,653 22,363,348

U.S. Treasury—0.2% U.S. Treasury Bills 0.275%, 11/10/16 (e) 0.293%, 11/17/16 (e) 0.384%, 03/16/17 (e) 0.439%, 02/16/17 (e) 0.493%, 03/09/17 (e)

................ ................ ................ ................ ................

600,000 2,800,000 3,625,000 1,125,000 2,425,000

599,815 2,798,920 3,618,640 1,123,122 2,419,774 10,560,271

Total Short-Term Investments (Cost $32,923,619) . . . . . . . . . . . . . . . . . . .

32,923,619

Securities Lending Reinvestments (f)—1.9% Certificates of Deposit—0.5% Abbey National Treasury Services 0.440%, 10/03/16 . . . . . . . . . . . . . . . . . . 2,500,000

Certificates of Deposit—(Continued) ABN AMRO Bank NV Zero Coupon, 12/22/16 . . . . . . . . . . . . . . . Bank of Montreal 0.500%, 10/24/16 . . . . . . . . . . . . . . . . . . Bank of Nova Scotia 0.750%, 10/19/16 . . . . . . . . . . . . . . . . . . Bank of Tokyo-Mitsubishi, Ltd. 0.450%, 10/04/16 . . . . . . . . . . . . . . . . . . Chiba Bank, Ltd., New York 0.870%, 11/30/16 . . . . . . . . . . . . . . . . . . DZ Bank AG 0.950%, 01/03/17 . . . . . . . . . . . . . . . . . . KBC Bank NV Zero Coupon, 12/27/16 . . . . . . . . . . . . . . . 1.000%, 01/04/17 . . . . . . . . . . . . . . . . . . Landesbank Baden-Wuerttemberg 0.450%, 10/03/16 . . . . . . . . . . . . . . . . . . National Bank of Canada 0.420%, 10/06/16 . . . . . . . . . . . . . . . . . . 0.480%, 10/28/16 . . . . . . . . . . . . . . . . . . Norinchukin Bank 0.480%, 10/24/16 . . . . . . . . . . . . . . . . . . Standard Chartered Bank New York 0.910%, 12/16/16 . . . . . . . . . . . . . . . . . . Sumitomo Mitsui Trust Bank 0.540%, 10/26/16 . . . . . . . . . . . . . . . . . . Swedbank 0.350%, 10/03/16 . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

2,000,000 $

1,995,743

1,000,000

1,000,000

2,500,000

2,500,273

1,000,000

1,000,001

1,500,000

1,500,254

1,000,000

1,000,000

1,800,000 1,000,000

1,797,498 1,000,000

3,500,000

3,500,003

3,000,000 1,500,000

2,999,997 1,499,991

1,800,000

1,799,998

2,100,000

2,100,162

2,000,000

2,000,058

3,500,000

3,499,993 31,693,971

Commercial Paper—0.3% Albion Capital Corp. 0.720%, 10/25/16 . . . . . . . . . . . . . . . . . . BNP Paribas 0.510%, 10/21/16 . . . . . . . . . . . . . . . . . . Charta LLC 0.880%, 12/22/16 . . . . . . . . . . . . . . . . . . Credit Agricole Corporate and Investment Bank 0.610%, 11/01/16 . . . . . . . . . . . . . . . . . . Credit Suisse AG 0.971%, 10/19/16 . . . . . . . . . . . . . . . . . . Kells Funding LLC 1.040%, 01/19/17 . . . . . . . . . . . . . . . . . . LMA S.A. & LMA Americas 0.580%, 10/14/16 . . . . . . . . . . . . . . . . . . 0.580%, 10/17/16 . . . . . . . . . . . . . . . . . . Manhattan Asset Funding 0.740%, 11/28/16 . . . . . . . . . . . . . . . . . . Ridgefield Funding Co. LLC 0.650%, 10/26/16 . . . . . . . . . . . . . . . . . . Thunder Bay Funding LLC 0.920%, 12/21/16 . . . . . . . . . . . . . . . . . . Victory Receivables Corp. 1.050%, 01/04/17 . . . . . . . . . . . . . . . . . .

2,500,000

MSF-185

500,000

499,841

1,500,000

1,499,620

3,500,000

3,493,311

1,800,000

1,799,032

1,500,000

1,499,983

2,100,000

2,093,765

200,000 250,000

199,970 249,940

1,500,000

1,498,513

800,000

799,595

1,000,000

997,900

1,500,000

1,496,195 16,127,665

Metropolitan Series Fund MetLife Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (f)—(Continued)

Security Description

Shares/ Principal Amount*

Money Market Fund—0.0% Dreyfus Treasury Cash Management Fund . . . .

2,600,000 $

Repurchase Agreements—1.0% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $12,100,941 on 10/03/16, collateralized by $11,434,681 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 $12,342,004. . . . . . . . . . . . . . . . . . . . . . . 12,100,000 Deutsche Bank AG, London Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $8,800,611 on 10/03/16, collateralized by $8,639,165 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 $8,976,008. . . . . . . . . . . . . 8,800,000 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 HSBC Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $3,000,113 on 10/03/16, collateralized by $2,366,400 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $3,060,042. . . . 3,000,000 Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $10,600,841 on 10/03/16, collateralized by $10,119,597 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 $10,816,522. . . 10,600,000 Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $193,469 on 10/03/16, collateralized by $159,835 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 $197,331. . . . . . . . . . . . . . . . . . . . . . . . . 193,461

Value

Security Description

2,600,000

12,100,000

8,800,000

1,000,000

3,000,000

Principal Amount*

Value

Repurchase Agreements—(Continued) Natixis New York Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $20,001,167 on 10/03/16, collateralized by $31,991,219 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 $20,401,190. . . . . . . . . . . . . . . . . . . . . . . 20,000,000 $ 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 Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $7,000,303 on 10/03/16, collateralized by $9,883,127 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 $7,140,000. . . . . . . . . . . . . . . . . . . . . . . . 7,000,000 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

20,000,000

1,000,000

7,000,000

1,500,000 65,193,462

10,600,000

Time Deposits—0.1% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . Canadian Imperial Bank 0.260%, 10/03/16 . . . . . . . . . . . . . . . . . DBS Bank, Ltd., Singapore 0.380%, 10/04/16 . . . . . . . . . . . . . . . . . Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . .

97,416

97,416

5,000,000

5,000,000

2,000,000

2,000,000

900,000

900,000

1,000,000

1,000,000 8,997,416

193,462

Total Securities Lending Reinvestments (Cost $124,609,763) . . . . . . . . . . . . . . . .

124,612,514

Total Investments—101.9% (Cost $3,822,427,115) (g) . . . . . . . . . . . . . Other assets and liabilities (net)—(1.9)% . . . . .

6,587,878,798 (120,290,880)

Net Assets—100.0% . . . . . . . . . . . . . . . . .

$6,467,587,918

MSF-186

Metropolitan Series Fund MetLife Stock Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) * (a) (b)

(c) (d)

Principal amount stated in U.S. dollars unless otherwise noted. Non-income producing security. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $116,098,731 and the collateral received consisted of cash in the amount of $122,609,592. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. Affiliated Issuer. 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 $15,588,551.

(e) (f) (g)

(ETF)—

The rate shown represents current yield to maturity. Represents investment of cash collateral received from securities on loan as of September 30, 2016. As of September 30, 2016, the aggregate cost of investments was $3,822,427,115. The aggregate unrealized appreciation and depreciation of investments were $2,858,616,973 and $(93,165,290), respectively, resulting in net unrealized appreciation of $2,765,451,683. Exchange-Traded Fund

Futures Contracts Futures Contracts—Long

Expiration Date

Number of Contracts

S&P 500 E-Mini Index Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

12/16/16

300

Notional Amount USD

Unrealized Appreciation

32,280,417

$125,583

(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

Total Common Stocks* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Mutual Fund* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Short-Term Investments Discount Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificates of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Money Market Fund . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Futures Contracts Futures Contracts (Unrealized Appreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . *

See Schedule of Investments for additional detailed categorizations.

MSF-187

Level 2

Level 3

Total

$— —

$6,385,893,015 44,449,650

22,363,348 10,560,271 32,923,619

— — —

22,363,348 10,560,271 32,923,619

— — 2,600,000 — — 2,600,000 $6,432,942,665

31,693,971 16,127,665 — 65,193,462 8,997,416 122,012,514 $ 154,936,133

— — — — — — $—

31,693,971 16,127,665 2,600,000 65,193,462 8,997,416 124,612,514 $6,587,878,798

$

$(122,609,592)

$—

$ (122,609,592)

$

$—

$

$6,385,893,015 44,449,650

$

— — —

$

— 125,583

— —

—

125,583

Metropolitan Series Fund MFS Total Return Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—59.1% of Net Assets Security Description Aerospace & Defense—2.1% Boeing Co. (The) . . . . . . . . . . . . . . . . . . . . . . . . . . Lockheed Martin Corp. . . . . . . . . . . . . . . . . . . . . . . Northrop Grumman Corp. . . . . . . . . . . . . . . . . . . . . Orbital ATK, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Rockwell Collins, Inc. . . . . . . . . . . . . . . . . . . . . . . . United Technologies Corp. . . . . . . . . . . . . . . . . . . .

Shares

10,831 $ 18,233 26,664 6,426 6,334 53,268

Value

Security Description

1,426,876 4,370,815 5,704,763 489,854 534,209 5,412,029 17,938,546

Air Freight & Logistics—0.4% United Parcel Service, Inc. - Class B . . . . . . . . . . . . .

34,296

3,750,611

Airlines—0.4% Copa Holdings S.A. - Class A . . . . . . . . . . . . . . . . . Delta Air Lines, Inc. . . . . . . . . . . . . . . . . . . . . . . . .

16,362 62,356

1,438,711 2,454,332 3,893,043

Auto Components—1.2% Delphi Automotive plc . . . . . . . . . . . . . . . . . . . . . . . 36,248 Johnson Controls International plc . . . . . . . . . . . . . . 145,348 Magna International, Inc. . . . . . . . . . . . . . . . . . . . . 19,494

2,585,207 6,763,042 836,848 10,185,097

Automobiles—0.6% General Motors Co. . . . . . . . . . . . . . . . . . . . . . . . . Harley-Davidson, Inc. . . . . . . . . . . . . . . . . . . . . . . . Hyundai Motor Co. . . . . . . . . . . . . . . . . . . . . . . . . Kia Motors Corp. . . . . . . . . . . . . . . . . . . . . . . . . . .

41,531 15,864 8,840 43,366

1,319,440 834,288 1,091,536 1,666,942 4,912,206

Banks—5.6% Bank of America Corp. . . . . . . . . . . . . . . . . . . . . . . BB&T Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . BOC Hong Kong Holdings, Ltd. . . . . . . . . . . . . . . . . Citigroup, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase & Co. . . . . . . . . . . . . . . . . . . . . . PNC Financial Services Group, Inc. (The) . . . . . . . . . Royal Bank of Canada . . . . . . . . . . . . . . . . . . . . . . Sumitomo Mitsui Financial Group, Inc. . . . . . . . . . . . SunTrust Banks, Inc. . . . . . . . . . . . . . . . . . . . . . . . . U.S. Bancorp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wells Fargo & Co. . . . . . . . . . . . . . . . . . . . . . . . . .

341,629 45,128 12,007 167,000 67,403 278,612 39,584 38,850 44,600 18,458 123,930 112,274

5,346,494 1,702,228 617,348 567,075 3,183,444 18,552,773 3,566,123 2,406,304 1,503,151 808,460 5,315,358 4,971,493 48,540,251

Beverages—0.7% Coca-Cola Co. (The) . . . . . . . . . . . . . . . . . . . . . . . . 23,772 Coca-Cola European Partners plc . . . . . . . . . . . . . . . 46,580 Diageo plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110,342

1,006,031 1,858,542 3,163,844 6,028,417

Biotechnology—0.2% Celgene Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Gilead Sciences, Inc. . . . . . . . . . . . . . . . . . . . . . . .

6,830 11,721

713,940 927,365

Building Products—0.4% Owens Corning . . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

69,776 $

Capital Markets—3.0% Bank of New York Mellon Corp. (The) . . . . . . . . . . . 124,120 BlackRock, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,318 Blackstone Group L.P. (The) . . . . . . . . . . . . . . . . . . . 36,269 Charles Schwab Corp. (The) . . . . . . . . . . . . . . . . . . 33,057 Franklin Resources, Inc. . . . . . . . . . . . . . . . . . . . . . . 64,374 Goldman Sachs Group, Inc. (The) . . . . . . . . . . . . . . 32,230 Moody’s Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,910 Morgan Stanley . . . . . . . . . . . . . . . . . . . . . . . . . . . 46,931 Nasdaq, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25,225 S&P Global, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 3,194 State Street Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 46,123 UBS Group AG . . . . . . . . . . . . . . . . . . . . . . . . . . . 96,619

Value

3,725,341

4,949,906 3,014,942 925,948 1,043,609 2,289,783 5,197,732 856,495 1,504,608 1,703,696 404,233 3,211,544 1,311,957 26,414,453

Chemicals—1.8% Axalta Coating Systems, Ltd. (a) . . . . . . . . . . . . . . . . Celanese Corp. - Series A . . . . . . . . . . . . . . . . . . . . E.I. du Pont de Nemours & Co. . . . . . . . . . . . . . . . . LyondellBasell Industries NV - Class A . . . . . . . . . . . . Monsanto Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . PPG Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Praxair, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

50,811 16,969 31,951 22,064 17,833 61,095 5,944

1,436,427 1,129,457 2,139,758 1,779,682 1,822,533 6,314,779 718,214 15,340,850

Commercial Services & Supplies—0.1% Transcontinental, Inc. - Class A (b) . . . . . . . . . . . . . .

54,031

725,657

Communications Equipment—0.8% Cisco Systems, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 168,981 Motorola Solutions, Inc. . . . . . . . . . . . . . . . . . . . . . 19,278

5,360,077 1,470,526 6,830,603

Consumer Finance—0.5% American Express Co. . . . . . . . . . . . . . . . . . . . . . . Discover Financial Services . . . . . . . . . . . . . . . . . . .

43,314 35,033

2,773,829 1,981,116 4,754,945

Containers & Packaging—0.1% Crown Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . .

16,014

914,239

Distributors—0.1% LKQ Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . .

34,048

1,207,342

Diversified Telecommunication Services—1.5% AT&T, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Frontier Communications Corp. (b) . . . . . . . . . . . . . . TDC A/S (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Telefonica Brasil S.A. (ADR) (b) . . . . . . . . . . . . . . . . Verizon Communications, Inc. . . . . . . . . . . . . . . . . .

23,868 158,188 135,844 51,661 184,518

969,279 658,062 800,955 747,535 9,591,246

1,641,305

MSF-188

12,767,077

Metropolitan Series Fund MFS Total Return Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Electric Utilities—1.4% American Electric Power Co., Inc. . . . . . . . . . . . . . . Duke Energy Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Exelon Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . PPL Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . SSE plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Xcel Energy, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

34,683 $ 27,550 99,470 93,191 40,170 9,138

Value

Security Description

2,226,996 2,205,102 3,311,356 3,221,613 815,427 375,937 12,156,431

Electrical Equipment—0.3% Eaton Corp. plc . . . . . . . . . . . . . . . . . . . . . . . . . . .

43,538

2,860,882

Energy Equipment & Services—0.3% National Oilwell Varco, Inc. . . . . . . . . . . . . . . . . . . Schlumberger, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . .

11,897 32,504

437,096 2,556,114 2,993,210

Equity Real Estate Investment Trusts—0.5% Medical Properties Trust, Inc. . . . . . . . . . . . . . . . . . . 115,121 Mid-America Apartment Communities, Inc. . . . . . . . . 18,066 STORE Capital Corp. . . . . . . . . . . . . . . . . . . . . . . . 39,543 Washington Prime Group, Inc. . . . . . . . . . . . . . . . . 2,468

1,700,337 1,698,024 1,165,332 30,554 4,594,247

Food & Staples Retailing—1.1% CVS Health Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Kroger Co. (The) . . . . . . . . . . . . . . . . . . . . . . . . . . Lawson, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

85,541 35,724 7,700

7,612,294 1,060,288 606,713 9,279,295

Food Products—2.4% Archer-Daniels-Midland Co. . . . . . . . . . . . . . . . . . . 126,467 Danone S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26,734 Dean Foods Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . 16,856 Flowers Foods, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . 35,309 General Mills, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 55,666 J.M. Smucker Co. (The) . . . . . . . . . . . . . . . . . . . . . . 7,417 Kellogg Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,641 Marine Harvest ASA (a) . . . . . . . . . . . . . . . . . . . . . 74,661 Mead Johnson Nutrition Co. . . . . . . . . . . . . . . . . . . 501 Mondelez International, Inc. - Class A . . . . . . . . . . . 26,123 Nestle S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54,009

5,333,113 1,982,924 276,439 533,872 3,555,944 1,005,300 1,211,708 1,336,357 39,584 1,146,800 4,255,565 20,677,606

Health Care Equipment & Supplies—2.6% Abbott Laboratories . . . . . . . . . . . . . . . . . . . . . . . . 128,197 Cooper Cos., Inc. (The) . . . . . . . . . . . . . . . . . . . . . . 6,815 Danaher Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 69,513 Medtronic plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74,235 St. Jude Medical, Inc. . . . . . . . . . . . . . . . . . . . . . . . 30,356 Zimmer Biomet Holdings, Inc. . . . . . . . . . . . . . . . . . 13,983

5,421,451 1,221,657 5,449,124 6,413,904 2,421,194 1,818,070 22,745,400

Health Care Providers & Services—0.6% Cigna Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Express Scripts Holding Co. (a) . . . . . . . . . . . . . . . .

14,136 15,132

1,842,204 1,067,260

Shares

Health Care Providers & Services—(Continued) HCA Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . 5,861 $ McKesson Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,034

Value

443,267 2,173,419 5,526,150

Hotels, Restaurants & Leisure—0.3% Aramark . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34,922 Brinker International, Inc. . . . . . . . . . . . . . . . . . . . . . 1,373 Hilton Worldwide Holdings, Inc. . . . . . . . . . . . . . . . . 25,598 Yum! Brands, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 8,092

1,328,084 69,240 586,962 734,835 2,719,121

Household Durables—0.0% Newell Brands, Inc. . . . . . . . . . . . . . . . . . . . . . . . . .

6,620

348,609

Household Products—0.5% Kimberly-Clark Corp. . . . . . . . . . . . . . . . . . . . . . . . . 10,163 Procter & Gamble Co. (The) . . . . . . . . . . . . . . . . . . . 24,313 Reckitt Benckiser Group plc . . . . . . . . . . . . . . . . . . . . 10,903

1,281,961 2,182,092 1,027,473 4,491,526

Industrial Conglomerates—1.5% 3M Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36,288 Honeywell International, Inc. . . . . . . . . . . . . . . . . . . . 59,935

6,395,034 6,987,822 13,382,856

Insurance—3.7% Aon plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chubb, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Prudential Financial, Inc. . . . . . . . . . . . . . . . . . . . . . Sony Financial Holdings, Inc. . . . . . . . . . . . . . . . . . . Travelers Cos., Inc. (The) . . . . . . . . . . . . . . . . . . . . . Validus Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Zurich Insurance Group AG (a) . . . . . . . . . . . . . . . . .

40,840 57,700 66,068 42,900 82,036 52,667 8,772

4,594,092 7,250,005 5,394,452 590,674 9,397,224 2,623,870 2,257,334 32,107,651

Internet & Direct Marketing Retail—0.5% Amazon.com, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . .

5,574

4,667,166

Internet Software & Services—0.7% Alphabet, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . . 1,467 Facebook, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . 38,168

1,179,556 4,895,809 6,075,365

IT Services—2.6% Accenture plc - Class A . . . . . . . . . . . . . . . . . . . . . . . Amdocs, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cognizant Technology Solutions Corp. - Class A (a) . . Fidelity National Information Services, Inc. . . . . . . . . . Fiserv, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Global Payments, Inc. . . . . . . . . . . . . . . . . . . . . . . . International Business Machines Corp. . . . . . . . . . . . . Sabre Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Visa, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-189

64,487 6,140 12,159 21,321 7,621 46,152 30,043 48,296 22,799

7,878,377 355,199 580,106 1,642,357 758,061 3,542,627 4,772,331 1,360,981 1,885,477 22,775,516

Metropolitan Series Fund MFS Total Return Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Value

Security Description

Life Sciences Tools & Services—0.7% Thermo Fisher Scientific, Inc. . . . . . . . . . . . . . . . . . .

36,998 $

5,884,902

Machinery—1.7% Allison Transmission Holdings, Inc. . . . . . . . . . . . . . . Caterpillar, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Cummins, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deere & Co. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Fortive Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Illinois Tool Works, Inc. . . . . . . . . . . . . . . . . . . . . . . Ingersoll-Rand plc . . . . . . . . . . . . . . . . . . . . . . . . . . Pentair plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stanley Black & Decker, Inc. . . . . . . . . . . . . . . . . . .

72,532 4,890 7,148 23,016 17,862 31,311 13,095 25,388 15,205

2,080,218 434,085 916,016 1,964,416 909,176 3,752,310 889,674 1,630,925 1,869,911

Oil, Gas & Consumable Fuels—(Continued) Plains All American Pipeline L.P. . . . . . . . . . . . . . . . Rice Energy, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Targa Resources Corp. . . . . . . . . . . . . . . . . . . . . . . Valero Energy Corp. . . . . . . . . . . . . . . . . . . . . . . . . Western Gas Partners L.P. . . . . . . . . . . . . . . . . . . . . Williams Partners L.P. . . . . . . . . . . . . . . . . . . . . . . .

Shares

20,291 $ 42,084 17,911 65,992 551 23,975

4,194,794 9,352,016 344,279 3,721,300 3,935,520 24,761 882,093 1,085,626

Personal Products—0.2% Coty, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Coty, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . . . .

19,587 45,016

454,418 1,057,876 1,512,294

Pharmaceuticals—4.3% Allergan plc (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,890 Bayer AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28,400 Bristol-Myers Squibb Co. . . . . . . . . . . . . . . . . . . . . . 19,059 Eli Lilly & Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70,479 Johnson & Johnson . . . . . . . . . . . . . . . . . . . . . . . . . 89,700 Merck & Co., Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 162,310 Novartis AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,589 Pfizer, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167,983 Roche Holding AG . . . . . . . . . . . . . . . . . . . . . . . . . 1,605

23,540,389 Metals & Mining—0.3% Rio Tinto plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

637,340 1,098,813 879,609 3,497,576 30,333 891,630 31,280,090

14,446,731 Media—2.7% Charter Communications, Inc. - Class A (a) . . . . . . . . 15,538 Comcast Corp. - Class A . . . . . . . . . . . . . . . . . . . . . 140,971 Interpublic Group of Cos., Inc. (The) . . . . . . . . . . . . . 15,404 Omnicom Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . 43,780 Time Warner, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 49,435 Time, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,710 Twenty-First Century Fox, Inc. - Class A . . . . . . . . . . . 36,420 Walt Disney Co. (The) . . . . . . . . . . . . . . . . . . . . . . 11,691

Value

1,126,216 2,852,606 1,027,661 5,656,645 10,596,261 10,129,767 439,526 5,689,584 397,616 37,915,882

67,292

2,239,141

Professional Services—0.1% Equifax, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

3,145

423,254

Mortgage Real Estate Investment Trusts—0.2% Annaly Capital Management, Inc. . . . . . . . . . . . . . . 96,306 Starwood Property Trust, Inc. . . . . . . . . . . . . . . . . . . 36,067

1,011,213 812,229

Road & Rail—0.4% Canadian National Railway Co. . . . . . . . . . . . . . . . Union Pacific Corp. . . . . . . . . . . . . . . . . . . . . . . . .

14,309 28,244

935,809 2,754,637

1,823,442 Multi-Utilities—0.2% Engie S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Public Service Enterprise Group, Inc. . . . . . . . . . . . .

72,143 23,465

1,117,566 982,480 2,100,046

Multiline Retail—0.8% Kohl’s Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Target Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

22,132 91,024

968,275 6,251,528

3,690,446 Semiconductors & Semiconductor Equipment—1.3% Analog Devices, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 6,204 Broadcom, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,611 Intel Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42,037 Maxim Integrated Products, Inc. . . . . . . . . . . . . . . . . 27,858 Taiwan Semiconductor Manufacturing Co., Ltd. (ADR) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98,532 Texas Instruments, Inc. . . . . . . . . . . . . . . . . . . . . . . 58,793

7,219,803 Oil, Gas & Consumable Fuels—3.6% Anadarko Petroleum Corp. . . . . . . . . . . . . . . . . . . . 26,705 BP plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 472,608 Canadian Natural Resources, Ltd. . . . . . . . . . . . . . . 20,752 Chevron Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34,316 Enterprise Products Partners L.P. . . . . . . . . . . . . . . . . 21,135 EOG Resources, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 34,688 EQT Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18,868 Exxon Mobil Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 51,892 Hess Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23,191 Noble Energy, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 35,601 Occidental Petroleum Corp. . . . . . . . . . . . . . . . . . . 44,565

1,692,029 2,752,537 664,894 3,531,803 583,960 3,354,677 1,370,194 4,529,134 1,243,501 1,272,380 3,249,680

399,848 968,009 1,586,897 1,112,370 3,014,094 4,126,093 11,207,311

Software—0.8% CA, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Intuit, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Microsoft Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Oracle Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

14,818 5,621 57,899 65,102

490,180 618,366 3,334,982 2,557,207 7,000,735

Specialty Retail—0.5% Abercrombie & Fitch Co. - Class A . . . . . . . . . . . . . . Advance Auto Parts, Inc. . . . . . . . . . . . . . . . . . . . . . American Eagle Outfitters, Inc. (b) . . . . . . . . . . . . . .

MSF-190

14,888 3,314 36,857

236,570 494,184 658,266

Metropolitan Series Fund MFS Total Return Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued)

Security Description Specialty Retail—(Continued) Gap, Inc. (The) (b) . . . . . . . . . . . . . . . . . . . . . . . .

Shares/ Principal Amount*

122,455 $

Value

Security Description

2,723,399 4,112,419

Technology Hardware, Storage & Peripherals—0.3% Apple, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,856 Hewlett Packard Enterprise Co. . . . . . . . . . . . . . . . 43,018

1,340,321 978,659 2,318,980

Textiles, Apparel & Luxury Goods—0.0% Hanesbrands, Inc. . . . . . . . . . . . . . . . . . . . . . . . .

16,624

419,756

Tobacco—2.4% Altria Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Japan Tobacco, Inc. . . . . . . . . . . . . . . . . . . . . . . Philip Morris International, Inc. . . . . . . . . . . . . . . . Reynolds American, Inc. . . . . . . . . . . . . . . . . . . .

89,234 16,200 138,471 24,868

5,642,266 661,852 13,462,151 1,172,526 20,938,795

Trading Companies & Distributors—0.1% MSC Industrial Direct Co., Inc. - Class A . . . . . . . .

5,963

437,744

Wireless Telecommunication Services—0.0% Vodafone Group plc . . . . . . . . . . . . . . . . . . . . . .

120,851

346,525

Total Common Stocks (Cost $407,456,316) . . . . . . . . . . . . . . . . . . .

515,829,699

U.S. Treasury & Government Agencies—23.3% Agency Sponsored Mortgage - Backed—11.4% Fannie Mae 15 Yr. Pool 2.500%, TBA (c) . . . . . . . . . . . . . . . . . . . . . . . 458,000 3.000%, 03/01/27 . . . . . . . . . . . . . . . . . . . . 125,599 3.000%, 04/01/27 . . . . . . . . . . . . . . . . . . . . 390,626 3.000%, 04/01/30 . . . . . . . . . . . . . . . . . . . . 356,845 3.000%, 05/01/30 . . . . . . . . . . . . . . . . . . . . 722,680 3.000%, 10/01/30 . . . . . . . . . . . . . . . . . . . . 1,011,861 3.000%, 11/01/30 . . . . . . . . . . . . . . . . . . . . 376,932 3.000%, 12/01/30 . . . . . . . . . . . . . . . . . . . . 648,936 3.000%, 04/01/31 . . . . . . . . . . . . . . . . . . . . 570,882 3.000%, TBA (c) . . . . . . . . . . . . . . . . . . . . . . . 2,035,000 4.500%, 04/01/18 . . . . . . . . . . . . . . . . . . . . 8,044 4.500%, 06/01/18 . . . . . . . . . . . . . . . . . . . . 25,856 4.500%, 07/01/18 . . . . . . . . . . . . . . . . . . . . 19,967 4.500%, 03/01/19 . . . . . . . . . . . . . . . . . . . . 44,176 4.500%, 06/01/19 . . . . . . . . . . . . . . . . . . . . 28,546 4.500%, 04/01/20 . . . . . . . . . . . . . . . . . . . . 32,335 4.500%, 07/01/20 . . . . . . . . . . . . . . . . . . . . 16,429 5.000%, 11/01/17 . . . . . . . . . . . . . . . . . . . . 13,648 5.000%, 02/01/18 . . . . . . . . . . . . . . . . . . . . 45,078 5.000%, 12/01/18 . . . . . . . . . . . . . . . . . . . . 100,019 5.000%, 07/01/19 . . . . . . . . . . . . . . . . . . . . 59,542 5.000%, 07/01/20 . . . . . . . . . . . . . . . . . . . . 38,960

474,376 132,136 410,731 374,736 758,913 1,063,068 396,593 682,932 599,847 2,136,432 8,245 26,537 20,469 45,526 29,389 33,508 16,974 14,024 46,321 103,010 61,719 40,034

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Fannie Mae 15 Yr. Pool 5.000%, 08/01/20 . . . . . . . . . . . . . . . . . . . . 27,529 $ 5.000%, 12/01/20 . . . . . . . . . . . . . . . . . . . . 82,577 5.500%, 11/01/17 . . . . . . . . . . . . . . . . . . . . 19,468 5.500%, 12/01/17 . . . . . . . . . . . . . . . . . . . . 3,310 5.500%, 01/01/18 . . . . . . . . . . . . . . . . . . . . 1,835 5.500%, 02/01/18 . . . . . . . . . . . . . . . . . . . . 14,061 5.500%, 06/01/19 . . . . . . . . . . . . . . . . . . . . 63,186 5.500%, 07/01/19 . . . . . . . . . . . . . . . . . . . . 59,559 5.500%, 08/01/19 . . . . . . . . . . . . . . . . . . . . 15,196 5.500%, 09/01/19 . . . . . . . . . . . . . . . . . . . . 60,123 5.500%, 01/01/21 . . . . . . . . . . . . . . . . . . . . 32,409 5.500%, 03/01/21 . . . . . . . . . . . . . . . . . . . . 10,442 6.000%, 01/01/17 . . . . . . . . . . . . . . . . . . . . 993 6.000%, 02/01/17 . . . . . . . . . . . . . . . . . . . . 2,688 6.000%, 07/01/17 . . . . . . . . . . . . . . . . . . . . 6,622 6.000%, 08/01/17 . . . . . . . . . . . . . . . . . . . . 1,035 6.000%, 09/01/17 . . . . . . . . . . . . . . . . . . . . 10,836 6.000%, 03/01/18 . . . . . . . . . . . . . . . . . . . . 1,342 6.000%, 11/01/18 . . . . . . . . . . . . . . . . . . . . 7,006 6.000%, 01/01/21 . . . . . . . . . . . . . . . . . . . . 45,807 6.000%, 05/01/21 . . . . . . . . . . . . . . . . . . . . 14,407 Fannie Mae 20 Yr. Pool 6.000%, 11/01/25 . . . . . . . . . . . . . . . . . . . . 26,340 Fannie Mae 30 Yr. Pool 3.000%, TBA (c) . . . . . . . . . . . . . . . . . . . . . . . 858,000 3.500%, 11/01/41 . . . . . . . . . . . . . . . . . . . . 61,435 3.500%, 01/01/42 . . . . . . . . . . . . . . . . . . . . 848,187 3.500%, 01/01/43 . . . . . . . . . . . . . . . . . . . . 284,681 3.500%, 04/01/43 . . . . . . . . . . . . . . . . . . . . 921,503 3.500%, 05/01/43 . . . . . . . . . . . . . . . . . . . . 1,542,562 3.500%, 06/01/43 . . . . . . . . . . . . . . . . . . . . 550,859 3.500%, 07/01/43 . . . . . . . . . . . . . . . . . . . . 1,507,992 3.500%, 08/01/43 . . . . . . . . . . . . . . . . . . . . 477,972 3.500%, 09/01/43 . . . . . . . . . . . . . . . . . . . . 2,104,700 3.500%, 09/01/45 . . . . . . . . . . . . . . . . . . . . 1,749,448 3.500%, 10/01/45 . . . . . . . . . . . . . . . . . . . . 713,100 4.000%, 09/01/40 . . . . . . . . . . . . . . . . . . . . 1,836,823 4.000%, 11/01/40 . . . . . . . . . . . . . . . . . . . . 374,743 4.000%, 12/01/40 . . . . . . . . . . . . . . . . . . . . 866,836 4.000%, 02/01/41 . . . . . . . . . . . . . . . . . . . . 994,759 4.000%, 06/01/41 . . . . . . . . . . . . . . . . . . . . 825,692 4.000%, 11/01/41 . . . . . . . . . . . . . . . . . . . . 340,426 4.000%, 01/01/42 . . . . . . . . . . . . . . . . . . . . 2,333,958 4.000%, 04/01/42 . . . . . . . . . . . . . . . . . . . . 277,452 4.000%, 10/01/42 . . . . . . . . . . . . . . . . . . . . 259,422 4.000%, 12/01/42 . . . . . . . . . . . . . . . . . . . . 301,766 4.000%, 01/01/43 . . . . . . . . . . . . . . . . . . . . 355,172 4.000%, 04/01/43 . . . . . . . . . . . . . . . . . . . . 88,824 4.000%, 05/01/43 . . . . . . . . . . . . . . . . . . . . 491,857 4.000%, 06/01/43 . . . . . . . . . . . . . . . . . . . . 445,155 4.000%, 07/01/43 . . . . . . . . . . . . . . . . . . . . 440,879 4.000%, 11/01/44 . . . . . . . . . . . . . . . . . . . . 730,317 4.000%, 02/01/45 . . . . . . . . . . . . . . . . . . . . 592,460 4.500%, 08/01/33 . . . . . . . . . . . . . . . . . . . . 214,364

MSF-191

Value

28,960 86,467 19,796 3,362 1,838 14,279 65,424 61,826 15,729 62,563 34,109 11,074 994 2,699 6,680 1,047 10,973 1,365 7,155 48,386 15,139 30,153 891,750 65,429 907,064 301,274 975,770 1,627,262 582,900 1,597,002 506,079 2,226,543 1,845,524 753,365 1,976,971 403,484 933,115 1,071,559 888,654 366,817 2,515,001 298,068 279,634 325,379 382,298 95,424 529,604 479,508 473,638 784,582 636,483 235,506

Metropolitan Series Fund MFS Total Return Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Fannie Mae 30 Yr. Pool 4.500%, 03/01/34 . . . . . . . . . . . . . . . . . . . . 638,858 $ 4.500%, 01/01/40 . . . . . . . . . . . . . . . . . . . . 227,928 4.500%, 08/01/40 . . . . . . . . . . . . . . . . . . . . 51,982 4.500%, 02/01/41 . . . . . . . . . . . . . . . . . . . . 350,440 4.500%, 04/01/41 . . . . . . . . . . . . . . . . . . . . 603,480 4.500%, 11/01/42 . . . . . . . . . . . . . . . . . . . . 215,094 4.500%, 01/01/43 . . . . . . . . . . . . . . . . . . . . 479,874 4.500%, 04/01/44 . . . . . . . . . . . . . . . . . . . . 2,715,922 4.500%, 06/01/44 . . . . . . . . . . . . . . . . . . . . 278,350 5.000%, 11/01/33 . . . . . . . . . . . . . . . . . . . . 121,805 5.000%, 03/01/34 . . . . . . . . . . . . . . . . . . . . 102,580 5.000%, 05/01/34 . . . . . . . . . . . . . . . . . . . . 42,730 5.000%, 08/01/34 . . . . . . . . . . . . . . . . . . . . 42,493 5.000%, 09/01/34 . . . . . . . . . . . . . . . . . . . . 160,616 5.000%, 06/01/35 . . . . . . . . . . . . . . . . . . . . 110,083 5.000%, 07/01/35 . . . . . . . . . . . . . . . . . . . . 317,504 5.000%, 08/01/35 . . . . . . . . . . . . . . . . . . . . 102,341 5.000%, 09/01/35 . . . . . . . . . . . . . . . . . . . . 74,535 5.000%, 10/01/35 . . . . . . . . . . . . . . . . . . . . 295,205 5.000%, 07/01/39 . . . . . . . . . . . . . . . . . . . . 368,585 5.000%, 10/01/39 . . . . . . . . . . . . . . . . . . . . 187,680 5.000%, 11/01/39 . . . . . . . . . . . . . . . . . . . . 87,208 5.000%, 11/01/40 . . . . . . . . . . . . . . . . . . . . 134,742 5.000%, 01/01/41 . . . . . . . . . . . . . . . . . . . . 32,362 5.000%, 03/01/41 . . . . . . . . . . . . . . . . . . . . 88,222 5.500%, 02/01/33 . . . . . . . . . . . . . . . . . . . . 53,135 5.500%, 05/01/33 . . . . . . . . . . . . . . . . . . . . 8,853 5.500%, 06/01/33 . . . . . . . . . . . . . . . . . . . . 202,383 5.500%, 07/01/33 . . . . . . . . . . . . . . . . . . . . 198,801 5.500%, 11/01/33 . . . . . . . . . . . . . . . . . . . . 122,047 5.500%, 12/01/33 . . . . . . . . . . . . . . . . . . . . 18,542 5.500%, 01/01/34 . . . . . . . . . . . . . . . . . . . . 147,623 5.500%, 02/01/34 . . . . . . . . . . . . . . . . . . . . 183,122 5.500%, 03/01/34 . . . . . . . . . . . . . . . . . . . . 46,257 5.500%, 04/01/34 . . . . . . . . . . . . . . . . . . . . 56,457 5.500%, 05/01/34 . . . . . . . . . . . . . . . . . . . . 357,654 5.500%, 06/01/34 . . . . . . . . . . . . . . . . . . . . 449,906 5.500%, 07/01/34 . . . . . . . . . . . . . . . . . . . . 138,654 5.500%, 09/01/34 . . . . . . . . . . . . . . . . . . . . 531,701 5.500%, 10/01/34 . . . . . . . . . . . . . . . . . . . . 568,199 5.500%, 11/01/34 . . . . . . . . . . . . . . . . . . . . 800,212 5.500%, 12/01/34 . . . . . . . . . . . . . . . . . . . . 323,696 5.500%, 01/01/35 . . . . . . . . . . . . . . . . . . . . 378,589 5.500%, 02/01/35 . . . . . . . . . . . . . . . . . . . . 10,769 5.500%, 04/01/35 . . . . . . . . . . . . . . . . . . . . 72,992 5.500%, 07/01/35 . . . . . . . . . . . . . . . . . . . . 36,053 5.500%, 08/01/35 . . . . . . . . . . . . . . . . . . . . 8,170 5.500%, 09/01/35 . . . . . . . . . . . . . . . . . . . . 232,772 6.000%, 02/01/32 . . . . . . . . . . . . . . . . . . . . 107,510 6.000%, 03/01/34 . . . . . . . . . . . . . . . . . . . . 26,764 6.000%, 04/01/34 . . . . . . . . . . . . . . . . . . . . 249,920 6.000%, 06/01/34 . . . . . . . . . . . . . . . . . . . . 286,159 6.000%, 07/01/34 . . . . . . . . . . . . . . . . . . . . 266,253 6.000%, 08/01/34 . . . . . . . . . . . . . . . . . . . . 388,960 6.000%, 10/01/34 . . . . . . . . . . . . . . . . . . . . 218,495

Principal Amount*

Value

Security Description

704,944 250,342 57,103 386,383 664,594 236,519 526,675 2,983,178 305,001 135,889 114,448 47,586 47,699 180,386 122,467 354,178 113,960 82,997 328,345 416,373 208,276 98,314 151,568 36,054 99,144 60,215 10,054 229,888 226,021 138,738 20,873 167,470 208,270 53,127 63,844 408,460 511,659 157,231 603,877 645,046 909,906 366,303 430,897 12,123 83,007 40,670 9,197 266,492 123,964 31,309 290,446 334,206 308,614 450,447 253,146

Agency Sponsored Mortgage - Backed—(Continued) Fannie Mae 30 Yr. Pool 6.000%, 11/01/34 . . . . . . . . . . . . . . . . . . . . . 35,920 6.000%, 12/01/34 . . . . . . . . . . . . . . . . . . . . . 9,006 6.000%, 08/01/35 . . . . . . . . . . . . . . . . . . . . . 73,436 6.000%, 09/01/35 . . . . . . . . . . . . . . . . . . . . . 73,218 6.000%, 10/01/35 . . . . . . . . . . . . . . . . . . . . . 101,139 6.000%, 11/01/35 . . . . . . . . . . . . . . . . . . . . . 18,035 6.000%, 12/01/35 . . . . . . . . . . . . . . . . . . . . . 109,156 6.000%, 02/01/36 . . . . . . . . . . . . . . . . . . . . . 149,981 6.000%, 04/01/36 . . . . . . . . . . . . . . . . . . . . . 97,414 6.000%, 06/01/36 . . . . . . . . . . . . . . . . . . . . . 34,086 6.000%, 07/01/37 . . . . . . . . . . . . . . . . . . . . . 139,768 6.500%, 06/01/31 . . . . . . . . . . . . . . . . . . . . . 41,054 6.500%, 07/01/31 . . . . . . . . . . . . . . . . . . . . . 10,041 6.500%, 08/01/31 . . . . . . . . . . . . . . . . . . . . . 7,210 6.500%, 09/01/31 . . . . . . . . . . . . . . . . . . . . . 37,440 6.500%, 02/01/32 . . . . . . . . . . . . . . . . . . . . . 31,159 6.500%, 07/01/32 . . . . . . . . . . . . . . . . . . . . . 109,622 6.500%, 08/01/32 . . . . . . . . . . . . . . . . . . . . . 87,364 6.500%, 01/01/33 . . . . . . . . . . . . . . . . . . . . . 45,775 6.500%, 04/01/34 . . . . . . . . . . . . . . . . . . . . . 61,364 6.500%, 06/01/34 . . . . . . . . . . . . . . . . . . . . . 28,141 6.500%, 08/01/34 . . . . . . . . . . . . . . . . . . . . . 17,768 6.500%, 04/01/36 . . . . . . . . . . . . . . . . . . . . . 25,784 6.500%, 05/01/36 . . . . . . . . . . . . . . . . . . . . . 79,323 6.500%, 02/01/37 . . . . . . . . . . . . . . . . . . . . . 119,732 6.500%, 05/01/37 . . . . . . . . . . . . . . . . . . . . . 82,953 6.500%, 07/01/37 . . . . . . . . . . . . . . . . . . . . . 61,506 Fannie Mae Pool 2.410%, 05/01/23 . . . . . . . . . . . . . . . . . . . . . 94,170 2.550%, 05/01/23 . . . . . . . . . . . . . . . . . . . . . 151,359 2.700%, 07/01/25 . . . . . . . . . . . . . . . . . . . . . 121,000 3.800%, 02/01/18 . . . . . . . . . . . . . . . . . . . . . 132,889 3.828%, 07/01/18 . . . . . . . . . . . . . . . . . . . . . 125,910 3.910%, 02/01/18 . . . . . . . . . . . . . . . . . . . . . 192,705 4.600%, 09/01/19 . . . . . . . . . . . . . . . . . . . . . 128,837 5.370%, 05/01/18 . . . . . . . . . . . . . . . . . . . . . 604,828 Fannie Mae-ACES 2.578%, 09/25/18 . . . . . . . . . . . . . . . . . . . . . 473,973 Freddie Mac 15 Yr. Gold Pool 3.000%, 11/01/30 . . . . . . . . . . . . . . . . . . . . . 816,530 4.500%, 05/01/18 . . . . . . . . . . . . . . . . . . . . . 8,558 4.500%, 08/01/18 . . . . . . . . . . . . . . . . . . . . . 15,794 4.500%, 11/01/18 . . . . . . . . . . . . . . . . . . . . . 28,327 4.500%, 01/01/19 . . . . . . . . . . . . . . . . . . . . . 57,008 4.500%, 08/01/19 . . . . . . . . . . . . . . . . . . . . . 4,001 4.500%, 02/01/20 . . . . . . . . . . . . . . . . . . . . . 28,621 4.500%, 08/01/24 . . . . . . . . . . . . . . . . . . . . . 279,856 5.000%, 12/01/17 . . . . . . . . . . . . . . . . . . . . . 446 5.000%, 05/01/18 . . . . . . . . . . . . . . . . . . . . . 8,566 5.000%, 09/01/18 . . . . . . . . . . . . . . . . . . . . . 28,959 5.500%, 01/01/19 . . . . . . . . . . . . . . . . . . . . . 11,197 5.500%, 04/01/19 . . . . . . . . . . . . . . . . . . . . . 7,248 5.500%, 06/01/19 . . . . . . . . . . . . . . . . . . . . . 4,928 5.500%, 07/01/19 . . . . . . . . . . . . . . . . . . . . . 4,202 5.500%, 08/01/19 . . . . . . . . . . . . . . . . . . . . . 3,949

MSF-192

Value

$

41,273 10,309 85,196 85,000 116,426 20,646 126,275 174,773 111,514 39,389 162,582 49,107 11,565 8,305 43,126 36,465 128,589 101,538 54,891 72,376 32,415 20,466 29,700 93,585 142,390 97,958 70,846 97,648 158,177 126,601 135,996 130,858 197,329 138,860 630,129 481,587 857,967 8,769 16,184 29,100 58,537 4,112 29,677 297,572 458 8,799 29,764 11,516 7,459 5,065 4,332 4,077

Metropolitan Series Fund MFS Total Return Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Freddie Mac 15 Yr. Gold Pool 5.500%, 02/01/20 . . . . . . . . . . . . . . . . . . . . 4,111 $ 6.000%, 04/01/17 . . . . . . . . . . . . . . . . . . . . 1,404 6.000%, 07/01/17 . . . . . . . . . . . . . . . . . . . . 954 6.000%, 10/01/17 . . . . . . . . . . . . . . . . . . . . 1,896 6.000%, 08/01/19 . . . . . . . . . . . . . . . . . . . . 42,880 6.000%, 09/01/19 . . . . . . . . . . . . . . . . . . . . 8,639 6.000%, 11/01/19 . . . . . . . . . . . . . . . . . . . . 8,683 6.000%, 05/01/21 . . . . . . . . . . . . . . . . . . . . 18,436 6.000%, 10/01/21 . . . . . . . . . . . . . . . . . . . . 40,641 Freddie Mac 20 Yr. Gold Pool 5.500%, 10/01/24 . . . . . . . . . . . . . . . . . . . . 53,891 5.500%, 06/01/25 . . . . . . . . . . . . . . . . . . . . 98,946 5.500%, 07/01/25 . . . . . . . . . . . . . . . . . . . . 55,828 5.500%, 08/01/25 . . . . . . . . . . . . . . . . . . . . 80,837 6.000%, 02/01/23 . . . . . . . . . . . . . . . . . . . . 79,719 6.000%, 12/01/25 . . . . . . . . . . . . . . . . . . . . 36,629 6.000%, 02/01/26 . . . . . . . . . . . . . . . . . . . . 33,021 Freddie Mac 30 Yr. Gold Pool 3.000%, 10/01/42 . . . . . . . . . . . . . . . . . . . . 668,989 3.000%, 04/01/43 . . . . . . . . . . . . . . . . . . . . 1,519,603 3.000%, 05/01/43 . . . . . . . . . . . . . . . . . . . . 1,271,155 3.500%, 02/01/42 . . . . . . . . . . . . . . . . . . . . 738,560 3.500%, 04/01/42 . . . . . . . . . . . . . . . . . . . . 419,528 3.500%, 12/01/42 . . . . . . . . . . . . . . . . . . . . 1,135,269 3.500%, 04/01/43 . . . . . . . . . . . . . . . . . . . . 288,913 3.500%, 07/01/43 . . . . . . . . . . . . . . . . . . . . 423,030 3.500%, 08/01/43 . . . . . . . . . . . . . . . . . . . . 750,300 3.500%, 11/01/45 . . . . . . . . . . . . . . . . . . . . 1,572,894 3.500%, 12/01/45 . . . . . . . . . . . . . . . . . . . . 713,032 3.500%, 04/01/46 . . . . . . . . . . . . . . . . . . . . 965,589 4.000%, 11/01/40 . . . . . . . . . . . . . . . . . . . . 906,977 4.000%, 01/01/41 . . . . . . . . . . . . . . . . . . . . 1,814,995 4.000%, 11/01/43 . . . . . . . . . . . . . . . . . . . . 555,116 4.000%, 04/01/44 . . . . . . . . . . . . . . . . . . . . 627,448 4.000%, 09/01/44 . . . . . . . . . . . . . . . . . . . . 1,918,273 4.000%, 09/01/45 . . . . . . . . . . . . . . . . . . . . 821,701 4.000%, TBA (c) . . . . . . . . . . . . . . . . . . . . . . . 610,000 4.500%, 04/01/35 . . . . . . . . . . . . . . . . . . . . 58,181 4.500%, 07/01/39 . . . . . . . . . . . . . . . . . . . . 320,352 4.500%, 09/01/39 . . . . . . . . . . . . . . . . . . . . 172,158 4.500%, 10/01/39 . . . . . . . . . . . . . . . . . . . . 101,257 4.500%, 12/01/39 . . . . . . . . . . . . . . . . . . . . 162,766 4.500%, 05/01/42 . . . . . . . . . . . . . . . . . . . . 276,513 5.000%, 09/01/33 . . . . . . . . . . . . . . . . . . . . 247,419 5.000%, 03/01/34 . . . . . . . . . . . . . . . . . . . . 59,265 5.000%, 04/01/34 . . . . . . . . . . . . . . . . . . . . 44,083 5.000%, 08/01/35 . . . . . . . . . . . . . . . . . . . . 62,926 5.000%, 10/01/35 . . . . . . . . . . . . . . . . . . . . 128,739 5.000%, 11/01/35 . . . . . . . . . . . . . . . . . . . . 107,204 5.000%, 12/01/36 . . . . . . . . . . . . . . . . . . . . 70,545 5.000%, 07/01/39 . . . . . . . . . . . . . . . . . . . . 519,889 5.500%, 12/01/33 . . . . . . . . . . . . . . . . . . . . 259,207 5.500%, 01/01/34 . . . . . . . . . . . . . . . . . . . . 189,075 5.500%, 04/01/34 . . . . . . . . . . . . . . . . . . . . 44,141 5.500%, 11/01/34 . . . . . . . . . . . . . . . . . . . . 39,456

Value

Security Description

4,277 1,413 959 1,908 44,565 8,810 8,984 19,369 43,065 60,436 110,963 62,608 90,655 90,936 41,783 37,668 696,735 1,595,942 1,336,145 788,684 452,528 1,216,402 309,730 447,881 794,257 1,659,178 752,146 1,018,610 976,814 1,954,152 595,399 673,075 2,057,475 881,328 653,582 63,895 351,306 189,267 111,062 178,510 303,588 276,813 66,795 49,213 70,088 144,487 119,350 78,764 575,798 298,427 215,192 50,206 44,917

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Freddie Mac 30 Yr. Gold Pool 5.500%, 12/01/34 . . . . . . . . . . . . . . . . . . . . 53,154 $ 5.500%, 05/01/35 . . . . . . . . . . . . . . . . . . . . 34,319 5.500%, 09/01/35 . . . . . . . . . . . . . . . . . . . . 57,760 5.500%, 10/01/35 . . . . . . . . . . . . . . . . . . . . 67,454 6.000%, 04/01/34 . . . . . . . . . . . . . . . . . . . . 107,479 6.000%, 07/01/34 . . . . . . . . . . . . . . . . . . . . 36,242 6.000%, 08/01/34 . . . . . . . . . . . . . . . . . . . . 308,506 6.000%, 09/01/34 . . . . . . . . . . . . . . . . . . . . 4,737 6.000%, 07/01/35 . . . . . . . . . . . . . . . . . . . . 54,308 6.000%, 08/01/35 . . . . . . . . . . . . . . . . . . . . 62,652 6.000%, 11/01/35 . . . . . . . . . . . . . . . . . . . . 118,348 6.000%, 03/01/36 . . . . . . . . . . . . . . . . . . . . 43,926 6.000%, 10/01/36 . . . . . . . . . . . . . . . . . . . . 43,928 6.000%, 03/01/37 . . . . . . . . . . . . . . . . . . . . 7,981 6.000%, 05/01/37 . . . . . . . . . . . . . . . . . . . . 69,858 6.000%, 06/01/37 . . . . . . . . . . . . . . . . . . . . 73,207 6.500%, 05/01/34 . . . . . . . . . . . . . . . . . . . . 22,511 6.500%, 06/01/34 . . . . . . . . . . . . . . . . . . . . 72,612 6.500%, 08/01/34 . . . . . . . . . . . . . . . . . . . . 90,824 6.500%, 10/01/34 . . . . . . . . . . . . . . . . . . . . 92,674 6.500%, 11/01/34 . . . . . . . . . . . . . . . . . . . . 45,009 6.500%, 05/01/37 . . . . . . . . . . . . . . . . . . . . 73,497 6.500%, 07/01/37 . . . . . . . . . . . . . . . . . . . . 104,437 Freddie Mac Multifamily Structured Pass-Through Certificates 1.869%, 11/25/19 . . . . . . . . . . . . . . . . . . . . 363,000 2.412%, 08/25/18 . . . . . . . . . . . . . . . . . . . . 453,699 2.456%, 08/25/19 . . . . . . . . . . . . . . . . . . . . 330,000 2.510%, 11/25/22 . . . . . . . . . . . . . . . . . . . . 415,000 2.670%, 12/25/24 . . . . . . . . . . . . . . . . . . . . 507,000 2.673%, 03/25/26 . . . . . . . . . . . . . . . . . . . . 300,000 2.682%, 10/25/22 . . . . . . . . . . . . . . . . . . . . 620,000 2.716%, 06/25/22 . . . . . . . . . . . . . . . . . . . . 346,271 2.791%, 01/25/22 . . . . . . . . . . . . . . . . . . . . 474,000 3.111%, 02/25/23 . . . . . . . . . . . . . . . . . . . . 695,000 3.154%, 02/25/18 . . . . . . . . . . . . . . . . . . . . 110,297 3.171%, 10/25/24 . . . . . . . . . . . . . . . . . . . . 424,000 3.250%, 04/25/23 (d) . . . . . . . . . . . . . . . . . . 803,000 3.320%, 02/25/23 (d) . . . . . . . . . . . . . . . . . . 186,000 3.458%, 08/25/23 (d) . . . . . . . . . . . . . . . . . . 835,000 5.085%, 03/25/19 . . . . . . . . . . . . . . . . . . . . 1,226,000 Ginnie Mae I 30 Yr. Pool 3.000%, 02/15/43 . . . . . . . . . . . . . . . . . . . . 524,838 3.500%, 12/15/41 . . . . . . . . . . . . . . . . . . . . 384,201 3.500%, 02/15/42 . . . . . . . . . . . . . . . . . . . . 164,664 4.500%, 09/15/33 . . . . . . . . . . . . . . . . . . . . 103,331 4.500%, 11/15/39 . . . . . . . . . . . . . . . . . . . . 329,894 4.500%, 03/15/40 . . . . . . . . . . . . . . . . . . . . 368,470 4.500%, 04/15/40 . . . . . . . . . . . . . . . . . . . . 468,595 4.500%, 06/15/40 . . . . . . . . . . . . . . . . . . . . 192,576 5.000%, 03/15/34 . . . . . . . . . . . . . . . . . . . . 39,048 5.000%, 06/15/34 . . . . . . . . . . . . . . . . . . . . 86,836 5.000%, 12/15/34 . . . . . . . . . . . . . . . . . . . . 37,157 5.000%, 06/15/35 . . . . . . . . . . . . . . . . . . . . 10,574 5.500%, 11/15/32 . . . . . . . . . . . . . . . . . . . . 153,015

MSF-193

Value

59,827 38,781 64,775 77,207 124,851 41,584 357,924 5,405 62,951 72,642 137,253 50,120 50,934 9,105 81,219 84,921 25,790 83,635 104,050 108,105 51,564 87,245 125,028

368,704 462,140 339,457 433,261 532,944 313,887 653,486 365,614 501,537 749,704 112,667 461,170 873,683 203,027 920,246 1,326,956 553,963 413,508 175,170 114,935 364,628 417,166 518,274 214,984 43,967 97,716 41,823 11,787 173,964

Metropolitan Series Fund MFS Total Return Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Ginnie Mae I 30 Yr. Pool 5.500%, 08/15/33 . . . . . . . . . . . . . . . . . . . 270,383 $ 5.500%, 12/15/33 . . . . . . . . . . . . . . . . . . . 168,394 5.500%, 09/15/34 . . . . . . . . . . . . . . . . . . . 128,793 5.500%, 10/15/35 . . . . . . . . . . . . . . . . . . . 31,687 6.000%, 12/15/28 . . . . . . . . . . . . . . . . . . . 41,573 6.000%, 12/15/31 . . . . . . . . . . . . . . . . . . . 35,064 6.000%, 03/15/32 . . . . . . . . . . . . . . . . . . . 3,631 6.000%, 10/15/32 . . . . . . . . . . . . . . . . . . . 167,731 6.000%, 01/15/33 . . . . . . . . . . . . . . . . . . . 33,647 6.000%, 02/15/33 . . . . . . . . . . . . . . . . . . . 1,809 6.000%, 04/15/33 . . . . . . . . . . . . . . . . . . . 182,108 6.000%, 08/15/33 . . . . . . . . . . . . . . . . . . . 1,542 6.000%, 07/15/34 . . . . . . . . . . . . . . . . . . . 121,410 6.000%, 09/15/34 . . . . . . . . . . . . . . . . . . . 42,485 6.000%, 01/15/38 . . . . . . . . . . . . . . . . . . . 174,752 Ginnie Mae II 30 Yr. Pool 3.000%, 06/20/43 . . . . . . . . . . . . . . . . . . . 655,379 3.000%, 07/20/43 . . . . . . . . . . . . . . . . . . . 488,296 3.500%, 06/20/43 . . . . . . . . . . . . . . . . . . . 933,901 3.500%, 07/20/43 . . . . . . . . . . . . . . . . . . . 1,182,216 3.500%, 12/20/45 . . . . . . . . . . . . . . . . . . . 687,730 4.000%, 01/20/41 . . . . . . . . . . . . . . . . . . . 1,181,553 4.000%, 02/20/41 . . . . . . . . . . . . . . . . . . . 295,684 4.000%, 04/20/41 . . . . . . . . . . . . . . . . . . . 222,048 4.000%, 02/20/42 . . . . . . . . . . . . . . . . . . . 307,297 4.500%, 07/20/33 . . . . . . . . . . . . . . . . . . . 21,433 4.500%, 09/20/33 . . . . . . . . . . . . . . . . . . . 13,178 4.500%, 12/20/34 . . . . . . . . . . . . . . . . . . . 10,093 4.500%, 03/20/35 . . . . . . . . . . . . . . . . . . . 52,898 4.500%, 01/20/41 . . . . . . . . . . . . . . . . . . . 306,324 5.000%, 07/20/33 . . . . . . . . . . . . . . . . . . . 44,521 6.000%, 01/20/35 . . . . . . . . . . . . . . . . . . . 48,063 6.000%, 02/20/35 . . . . . . . . . . . . . . . . . . . 24,265 6.000%, 04/20/35 . . . . . . . . . . . . . . . . . . . 40,759

Value

Security Description

305,608 192,798 147,470 35,815 48,374 40,208 4,160 196,871 38,596 2,095 213,798 1,778 143,197 48,671 207,881 689,764 513,894 995,627 1,260,455 730,872 1,273,739 318,754 239,352 330,406 23,339 14,327 10,983 57,508 335,982 50,023 56,564 28,623 48,087 99,413,469

Federal Agencies—0.1% Financing Corp. 9.650%, 11/02/18 . . . . . . . . . . . . . . . . . . .

430,000

U.S. Treasury—11.8% U.S. Treasury Bonds 2.875%, 05/15/43 . . . . . . . . . . . . . . . . . . . 22,942,400 4.500%, 02/15/36 . . . . . . . . . . . . . . . . . . . 1,512,000 4.500%, 08/15/39 . . . . . . . . . . . . . . . . . . . 2,514,000 5.000%, 05/15/37 . . . . . . . . . . . . . . . . . . . 232,000 5.250%, 02/15/29 . . . . . . . . . . . . . . . . . . . 16,000 5.375%, 02/15/31 . . . . . . . . . . . . . . . . . . . 276,000 6.250%, 08/15/23 . . . . . . . . . . . . . . . . . . . 80,000 U.S. Treasury Notes 0.750%, 06/30/17 . . . . . . . . . . . . . . . . . . . 1,080,000 1.000%, 06/30/19 . . . . . . . . . . . . . . . . . . . 16,589,000 1.375%, 02/29/20 . . . . . . . . . . . . . . . . . . . 798,000 2.500%, 08/15/23 . . . . . . . . . . . . . . . . . . . 7,449,000

507,931

25,544,940 2,127,904 3,563,497 347,592 22,247 402,669 105,487 1,081,179 16,652,503 808,443 7,980,032

Principal Amount*

Value

U.S. Treasury—(Continued) U.S. Treasury Notes 2.750%, 02/15/19 . . . . . . . . . . . . . . . . . . . 2,524,100 $ 2,638,472 3.125%, 05/15/19 . . . . . . . . . . . . . . . . . . . 6,086,000 6,443,790 3.125%, 05/15/21 . . . . . . . . . . . . . . . . . . . 3,504,000 3,812,517 3.500%, 05/15/20 . . . . . . . . . . . . . . . . . . . 25,140,000 27,344,652 3.750%, 11/15/18 . . . . . . . . . . . . . . . . . . . 2,067,000 2,194,895 4.750%, 08/15/17 . . . . . . . . . . . . . . . . . . . 2,444,000 2,530,305 103,601,124 Total U.S. Treasury & Government Agencies (Cost $193,017,638) . . . . . . . . . . . . . . . . . .

203,522,524

Corporate Bonds & Notes—12.2% Agriculture—0.3% Imperial Brands Finance plc 2.950%, 07/21/20 (144A) (e) . . . . . . . . . . . Reynolds American, Inc. 4.450%, 06/12/25 (b) . . . . . . . . . . . . . . . . .

828,000

854,883

1,823,000

2,033,968 2,888,851

Auto Manufacturers—0.3% General Motors Financial Co., Inc. 3.200%, 07/06/21 . . . . . . . . . . . . . . . . . . . 5.250%, 03/01/26 . . . . . . . . . . . . . . . . . . . Toyota Motor Credit Corp. 3.400%, 09/15/21 . . . . . . . . . . . . . . . . . . . Volkswagen International Finance NV 2.375%, 03/22/17 (144A) . . . . . . . . . . . . .

776,000 391,000

785,530 429,429

880,000

948,715

857,000

860,418 3,024,092

Banks—2.5% ABN AMRO Bank NV 4.800%, 04/18/26 (144A) . . . . . . . . . . . . . Banco de Credito del Peru 5.375%, 09/16/20 . . . . . . . . . . . . . . . . . . . Bank of America Corp. 4.100%, 07/24/23 . . . . . . . . . . . . . . . . . . . 4.125%, 01/22/24 . . . . . . . . . . . . . . . . . . . 5.490%, 03/15/19 . . . . . . . . . . . . . . . . . . . 7.625%, 06/01/19 . . . . . . . . . . . . . . . . . . . Bank One Corp. 8.000%, 04/29/27 . . . . . . . . . . . . . . . . . . . BBVA Bancomer S.A. 6.750%, 09/30/22 (144A) . . . . . . . . . . . . . BNP Paribas S.A. 7.195%, 06/25/37 (144A) (b) (d) . . . . . . . . . BPCE S.A. 12.500%, 09/30/19 (144A) (d) . . . . . . . . . . Citigroup, Inc. 2.500%, 09/26/18 . . . . . . . . . . . . . . . . . . . Credit Suisse AG 6.500%, 08/08/23 (144A) . . . . . . . . . . . . . Discover Bank 4.200%, 08/08/23 . . . . . . . . . . . . . . . . . . .

MSF-194

800,000

848,501

835,000

920,587

1,270,000 1,973,000 196,000 710,000

1,372,973 2,139,711 211,767 814,802

100,000

136,337

810,000

905,175

500,000

562,500

922,000

1,167,584

580,000

589,204

396,000

429,165

510,000

548,869

Metropolitan Series Fund MFS Total Return Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Banks—(Continued) ING Bank NV 5.800%, 09/25/23 (144A) . . . . . . . . . . . . . . JPMorgan Chase & Co. 6.300%, 04/23/19 . . . . . . . . . . . . . . . . . . . . KFW 4.875%, 06/17/19 . . . . . . . . . . . . . . . . . . . . Mitsubishi UFJ Financial Group, Inc. 3.850%, 03/01/26 . . . . . . . . . . . . . . . . . . . . Morgan Stanley 3.875%, 04/29/24 . . . . . . . . . . . . . . . . . . . . 4.000%, 07/23/25 . . . . . . . . . . . . . . . . . . . . 6.625%, 04/01/18 . . . . . . . . . . . . . . . . . . . . PNC Financial Services Group, Inc. (The) 5.625%, 02/01/17 . . . . . . . . . . . . . . . . . . . . Royal Bank of Scotland Group plc 3.875%, 09/12/23 . . . . . . . . . . . . . . . . . . . . Swedbank AB 2.125%, 09/29/17 (144A) . . . . . . . . . . . . . . UBS Group Funding Jersey, Ltd. 4.125%, 04/15/26 (144A) (e) . . . . . . . . . . . .

Principal Amount*

1,076,000 $

Security Description

1,202,739

Diversified Financial Services—(Continued) Visa, Inc. 3.150%, 12/14/25 . . . . . . . . . . . . . . . . . . . . 1,192,000 $

1,210,000

1,347,941

1,290,000

1,419,676

784,000

850,355

1,081,000 396,000 1,343,000

1,156,118 425,842 1,438,998

1,080,000

1,095,540

1,128,000

1,109,944

231,000

232,692

838,000

881,143 21,808,163

Beverages—0.5% Anheuser-Busch InBev Finance, Inc. 3.650%, 02/01/26 . . . . . . . . . . . . . . . . . . . . 1,171,000 Anheuser-Busch InBev Worldwide, Inc. 8.000%, 11/15/39 . . . . . . . . . . . . . . . . . . . . 1,020,000 Diageo Capital plc 2.625%, 04/29/23 . . . . . . . . . . . . . . . . . . . . 1,020,000

Principal Amount*

Value

1,257,654 1,628,222 1,049,989

521,379 1,991,347 335,876 2,848,602

Commercial Services—0.2% ERAC USA Finance LLC 7.000%, 10/15/37 (144A) . . . . . . . . . . . . . . 1,115,000

1,520,683

Computers—0.2% Apple, Inc. 2.850%, 02/23/23 . . . . . . . . . . . . . . . . . . . . 1,176,000 3.850%, 05/04/43 . . . . . . . . . . . . . . . . . . . . 370,000

1,237,988 378,136 1,616,124

Diversified Financial Services—0.3% GE Capital International Funding Co. 3.373%, 11/15/25 . . . . . . . . . . . . . . . . . . . . Intercontinental Exchange, Inc. 2.750%, 12/01/20 . . . . . . . . . . . . . . . . . . . . 4.000%, 10/15/23 . . . . . . . . . . . . . . . . . . . .

1,259,146 2,873,072

Electric—1.1% Berkshire Hathaway Energy Co. 3.750%, 11/15/23 . . . . . . . . . . . . . . . . . . . . 440,000 Duke Energy Corp. 2.650%, 09/01/26 . . . . . . . . . . . . . . . . . . . . 131,000 Exelon Corp. 3.400%, 04/15/26 . . . . . . . . . . . . . . . . . . . . 1,137,000 Midamerican Funding LLC 6.927%, 03/01/29 . . . . . . . . . . . . . . . . . . . . 699,000 Oncor Electric Delivery Co. LLC 7.000%, 09/01/22 . . . . . . . . . . . . . . . . . . . . 795,000 Pacific Gas & Electric Co. 4.600%, 06/15/43 . . . . . . . . . . . . . . . . . . . . 880,000 PPL Capital Funding, Inc. 3.400%, 06/01/23 . . . . . . . . . . . . . . . . . . . . 880,000 5.000%, 03/15/44 . . . . . . . . . . . . . . . . . . . . 296,000 Progress Energy, Inc. 3.150%, 04/01/22 . . . . . . . . . . . . . . . . . . . . 1,083,000 Southern Co. (The) 3.250%, 07/01/26 . . . . . . . . . . . . . . . . . . . . 1,295,000 State Grid Overseas Investment, Ltd. 2.750%, 05/07/19 (144A) (e) . . . . . . . . . . . . 778,000 W3A Funding Corp. 8.090%, 01/02/17 . . . . . . . . . . . . . . . . . . . . 244,260

480,334 128,546 1,183,416 978,785 1,007,276 1,018,200 929,413 333,618 1,134,380 1,341,290 800,075 244,258 9,579,591

3,935,865 Biotechnology—0.3% Celgene Corp. 2.875%, 08/15/20 . . . . . . . . . . . . . . . . . . . . 504,000 Gilead Sciences, Inc. 3.500%, 02/01/25 . . . . . . . . . . . . . . . . . . . . 1,880,000 3.700%, 04/01/24 . . . . . . . . . . . . . . . . . . . . 312,000

Value

Food—0.2% J.M. Smucker Co. (The) 3.500%, 03/15/25 . . . . . . . . . . . . . . . . . . . . Kraft Heinz Foods Co. 3.500%, 06/06/22 . . . . . . . . . . . . . . . . . . . . WM Wrigley Jr. Co. 2.400%, 10/21/18 (144A) . . . . . . . . . . . . . .

580,000

621,161

412,000

437,752

248,000

252,029 1,310,942

Healthcare-Products—0.5% Becton Dickinson & Co. 2.675%, 12/15/19 . . . . . . . . . . . . . . . . . . . . 596,000 6.375%, 08/01/19 . . . . . . . . . . . . . . . . . . . . 1,110,000 Medtronic, Inc. 4.375%, 03/15/35 . . . . . . . . . . . . . . . . . . . . 946,000 Thermo Fisher Scientific, Inc. 2.950%, 09/19/26 . . . . . . . . . . . . . . . . . . . . 245,000 Zimmer Biomet Holdings, Inc. 3.550%, 04/01/25 . . . . . . . . . . . . . . . . . . . . 1,222,000

615,495 1,252,486 1,071,990 243,143 1,259,451 4,442,565

358,000

387,362

301,000 832,000

312,509 914,055

Healthcare-Services—0.5% Aetna, Inc. 3.200%, 06/15/26 . . . . . . . . . . . . . . . . . . . . 1,132,000

MSF-195

1,150,933

Metropolitan Series Fund MFS Total Return Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description

Principal Amount*

Healthcare-Services—(Continued) Anthem, Inc. 3.300%, 01/15/23 . . . . . . . . . . . . . . . . . . . . 600,000 $ Laboratory Corp. of America Holdings 3.200%, 02/01/22 . . . . . . . . . . . . . . . . . . . . 850,000 UnitedHealth Group, Inc. 3.750%, 07/15/25 . . . . . . . . . . . . . . . . . . . . 1,303,000

Value

Security Description

628,800 885,221 1,430,902 4,095,856

Household Products/Wares—0.1% Reckitt Benckiser Treasury Services plc 3.625%, 09/21/23 (144A) . . . . . . . . . . . . . . 1,070,000 Housewares—0.1% Newell Brands, Inc. 3.850%, 04/01/23 . . . . . . . . . . . . . . . . . . . .

914,000

Insurance—0.6% American International Group, Inc. 4.125%, 02/15/24 . . . . . . . . . . . . . . . . . . . . 750,000 4.875%, 06/01/22 . . . . . . . . . . . . . . . . . . . . 1,770,000 Berkshire Hathaway, Inc. 3.125%, 03/15/26 . . . . . . . . . . . . . . . . . . . . 390,000 Liberty Mutual Group, Inc. 4.250%, 06/15/23 (144A) . . . . . . . . . . . . . . 578,000 Marsh & McLennan Cos., Inc. 4.800%, 07/15/21 . . . . . . . . . . . . . . . . . . . . 920,000 ZFS Finance USA Trust V 6.500%, 05/09/37 (144A) (d) . . . . . . . . . . . . 491,000

1,150,341

972,922

808,139 1,991,503 409,913 625,285 1,027,449

Media—0.4% 21st Century Fox America, Inc. 8.500%, 02/23/25 . . . . . . . . . . . . . . . . . . . . 722,000 Charter Communications Operating LLC / Charter Communications Operating Capital Corp. 4.908%, 07/23/25 (144A) . . . . . . . . . . . . . . 523,000 Grupo Televisa S.A.B. 5.000%, 05/13/45 . . . . . . . . . . . . . . . . . . . . 318,000 Time Warner Entertainment Co. L.P. 8.375%, 07/15/33 . . . . . . . . . . . . . . . . . . . . 1,240,000

1,168,423

975,000

576,898

1,688,546

Mining—0.1% Freeport-McMoRan, Inc. 3.875%, 03/15/23 . . . . . . . . . . . . . . . . . . . . 1,010,000

906,394

Miscellaneous Manufacturing—0.1% General Electric Co. 1.285%, 01/09/20 (d) . . . . . . . . . . . . . . . . . . 3.100%, 01/09/23 . . . . . . . . . . . . . . . . . . . .

637,332 146,607

Value

574,725

68,000

70,893

306,000 847,000

336,416 953,271

1,696,000

1,697,806

1,010,000

1,085,708

1,664,000

1,778,019

352,000

355,168

397,000

391,930

100,000

131,261

684,000 910,000

685,951 1,003,468

1,741,000

1,729,400 10,219,291

Pharmaceuticals—0.6% AbbVie, Inc. 3.600%, 05/14/25 . . . . . . . . . . . . . . . . . . . . 584,000 Actavis Funding SCS 3.800%, 03/15/25 . . . . . . . . . . . . . . . . . . . . 463,000 4.850%, 06/15/44 . . . . . . . . . . . . . . . . . . . . 537,000 Shire Acquisitions Investments Ireland DAC 3.200%, 09/23/26 . . . . . . . . . . . . . . . . . . . . 1,498,000 Teva Pharmaceutical Finance IV B.V. 3.650%, 11/10/21 . . . . . . . . . . . . . . . . . . . . 572,000 Teva Pharmaceutical Finance Netherlands III B.V. 3.150%, 10/01/26 . . . . . . . . . . . . . . . . . . . . 1,256,000

610,433 490,018 590,676 1,506,058 607,517 1,261,810 5,066,512

303,296

3,543,740

633,000 138,000

Oil & Gas—1.2% Anadarko Petroleum Corp. 6.375%, 09/15/17 . . . . . . . . . . . . . . . . . . . . BP Capital Markets plc 4.500%, 10/01/20 . . . . . . . . . . . . . . . . . . . . 4.742%, 03/11/21 . . . . . . . . . . . . . . . . . . . . Chevron Corp. 0.987%, 11/15/17 (d) . . . . . . . . . . . . . . . . . . CNOOC Finance, Ltd. 3.875%, 05/02/22 (144A) . . . . . . . . . . . . . . Petro-Canada 6.050%, 05/15/18 . . . . . . . . . . . . . . . . . . . . Petroleos Mexicanos 3.125%, 01/23/19 . . . . . . . . . . . . . . . . . . . . Shell International Finance B.V. 3.750%, 09/12/46 . . . . . . . . . . . . . . . . . . . . Statoil ASA 7.750%, 06/15/23 . . . . . . . . . . . . . . . . . . . . Total Capital International S.A. 1.550%, 06/28/17 . . . . . . . . . . . . . . . . . . . . 3.750%, 04/10/24 . . . . . . . . . . . . . . . . . . . . Valero Energy Corp. 3.400%, 09/15/26 . . . . . . . . . . . . . . . . . . . .

574,000 $

495,640 5,357,929

Internet—0.1% Baidu, Inc. 3.500%, 11/28/22 . . . . . . . . . . . . . . . . . . . . 1,110,000

Multi-National—0.1% Asian Development Bank 1.125%, 03/15/17 . . . . . . . . . . . . . . . . . . . .

Principal Amount*

Pipelines—0.6% APT Pipelines, Ltd. 4.200%, 03/23/25 (144A) . . . . . . . . . . . . . . 1,228,000 Enterprise Products Operating LLC 6.500%, 01/31/19 . . . . . . . . . . . . . . . . . . . . 908,000 Kinder Morgan Energy Partners L.P. 4.150%, 02/01/24 . . . . . . . . . . . . . . . . . . . . 691,000 7.750%, 03/15/32 . . . . . . . . . . . . . . . . . . . . 625,000 Spectra Energy Capital LLC 8.000%, 10/01/19 . . . . . . . . . . . . . . . . . . . . 1,253,000

783,939

MSF-196

1,270,818 1,007,173 705,143 750,666 1,446,067 5,179,867

Metropolitan Series Fund MFS Total Return Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Real Estate Investment Trusts—0.1% HCP, Inc. 5.375%, 02/01/21 . . . . . . . . . . . . . . . . . . . .

Principal Amount*

734,000 $

Retail—0.3% CVS Health Corp. 3.875%, 07/20/25 . . . . . . . . . . . . . . . . . . . . 1,094,000 Home Depot, Inc. (The) 5.950%, 04/01/41 . . . . . . . . . . . . . . . . . . . . 278,000 Walgreens Boots Alliance, Inc. 3.300%, 11/18/21 . . . . . . . . . . . . . . . . . . . . 836,000 4.500%, 11/18/34 . . . . . . . . . . . . . . . . . . . . 426,000

Value

Security Description

822,266

1,190,948

Telecommunications—0.7% AT&T, Inc. 3.000%, 06/30/22 . . . . . . . . . . . . . . . . . . . . 838,000 3.400%, 05/15/25 . . . . . . . . . . . . . . . . . . . . 838,000 Crown Castle Towers LLC 4.883%, 08/15/20 (144A) . . . . . . . . . . . . . . 370,000 6.113%, 01/15/20 (144A) . . . . . . . . . . . . . . 711,000 Rogers Communications, Inc. 6.800%, 08/15/18 . . . . . . . . . . . . . . . . . . . . 1,483,000 Verizon Communications, Inc. 5.050%, 03/15/34 . . . . . . . . . . . . . . . . . . . . 1,024,000 6.400%, 09/15/33 . . . . . . . . . . . . . . . . . . . . 320,000

Commercial Mortgage-Backed Securities—(Continued) Morgan Stanley Capital I, Inc. 1.242%, 11/15/30 (144A) (d) (f) . . . . . . . . . . 1,079,925 $ Wachovia Bank Commercial Mortgage Trust 5.889%, 06/15/49 (d) . . . . . . . . . . . . . . . . . . 1,131,867 6.158%, 02/15/51 (d) . . . . . . . . . . . . . . . . . . 1,279,199 Wells Fargo Commercial Mortgage Trust 3.540%, 05/15/48 . . . . . . . . . . . . . . . . . . . . 1,410,327

382,297 884,054 452,717 2,910,016

Sovereign—0.2% Temasek Financial I, Ltd. 2.375%, 01/23/23 (144A) . . . . . . . . . . . . . . 1,790,000

Principal Amount*

1,831,988

861,555 860,968 404,390 787,965 1,625,328 1,150,948 414,607

106,538,520

Mortgage-Backed Securities—1.8% Collateralized Mortgage Obligations—0.0% BlackRock Capital Finance L.P. 7.750%, 09/25/26 (144A) (e) . . . . . . . . . . . .

19,425

Commercial Mortgage-Backed Securities—1.8% Commercial Mortgage Trust 3.708%, 07/10/48 . . . . . . . . . . . . . . . . . . . . 1,300,833 5.475%, 03/10/39 . . . . . . . . . . . . . . . . . . . . 3,025,000 Credit Suisse Commercial Mortgage Trust 5.695%, 09/15/40 (d) . . . . . . . . . . . . . . . . . . 1,190,450 CSAIL Commercial Mortgage Trust 3.504%, 06/15/57 . . . . . . . . . . . . . . . . . . . . 738,578 General Electric Capital Assurance Co. 5.743%, 05/12/35 (144A) (d) (e) . . . . . . . . . . 20,732 GS Mortgage Securities Corp. II 3.382%, 05/10/50 . . . . . . . . . . . . . . . . . . . . 1,387,991 JPMBB Commercial Mortgage Securities Trust 3.494%, 01/15/48 . . . . . . . . . . . . . . . . . . . . 1,590,000 JPMorgan Chase Commercial Mortgage Securities Trust 5.940%, 06/15/49 (d) . . . . . . . . . . . . . . 2,075,601

3,854

1,417,607 3,049,943 1,217,759 794,326 22,282 1,480,782 1,708,992 2,104,163

12,655 1,150,496 1,295,076 1,514,261 15,768,342

Total Mortgage-Backed Securities (Cost $15,738,389) . . . . . . . . . . . . . . . . . . . .

15,772,196

Asset-Backed Securities—1.0% Asset-Backed - Automobile—0.3% Chesapeake Funding II LLC 1.448%, 06/15/28 (144A) (d) (e) . . . . . . . . . . 1,216,000 Ford Credit Auto Owner Trust 2.260%, 11/15/25 (144A) . . . . . . . . . . . . . . 550,000 2.310%, 04/15/26 (144A) . . . . . . . . . . . . . . 425,000

1,222,565 560,692 434,512 2,217,769

Asset-Backed - Home Equity—0.1% Bayview Financial Revolving Asset Trust 2.124%, 12/28/40 (144A) (d) (e) . . . . . . . . . . GMAC Home Equity Loan Trust 5.805%, 10/25/36 (d) . . . . . . . . . . . . . . . . . . Home Equity Loan Trust 5.320%, 12/25/35 (d) . . . . . . . . . . . . . . . . . .

717,997

521,673

232,556

224,182

505,877

431,713 1,177,568

6,105,761 Total Corporate Bonds & Notes (Cost $99,824,860) . . . . . . . . . . . . . . . . . . . .

Value

Asset-Backed - Other—0.6% American Tower Trust I 3.070%, 03/15/48 (144A) . . . . . . . . . . . . . . 1,000,000 Atrium CDO Corp. 1.421%, 11/16/22 (144A) (d) (e) . . . . . . . . . . 278,017 Cent CLO, Ltd. 2.057%, 01/30/25 (144A) (d) . . . . . . . . . . . . 831,000 Dryden XXVI Senior Loan Fund 1.780%, 07/15/25 (144A) (d) . . . . . . . . . . . . 1,068,000 Fortress Credit BSL, Ltd. 1.868%, 01/19/25 (144A) (d) . . . . . . . . . . . . 716,478 Small Business Administration Participation Certificates 4.350%, 07/01/23 . . . . . . . . . . . . . . . . . . . . 209,417 4.770%, 04/01/24 . . . . . . . . . . . . . . . . . . . . 13,744 4.950%, 03/01/25 . . . . . . . . . . . . . . . . . . . . 75,045 4.990%, 09/01/24 . . . . . . . . . . . . . . . . . . . . 40,260 5.110%, 08/01/25 . . . . . . . . . . . . . . . . . . . . 106,905 5.180%, 05/01/24 . . . . . . . . . . . . . . . . . . . . 22,259 5.520%, 06/01/24 . . . . . . . . . . . . . . . . . . . . 52,804 Voya CLO, Ltd. 1.865%, 04/25/25 (144A) (d) . . . . . . . . . . . . 970,000

1,041,615 277,713 829,188 1,059,645 712,648 220,880 14,652 81,063 43,295 115,951 23,935 57,301 967,828 5,445,714

Total Asset-Backed Securities (Cost $8,974,835) . . . . . . . . . . . . . . . . . . . . .

MSF-197

8,841,051

Metropolitan Series Fund MFS Total Return Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Convertible Preferred Stocks—0.6%

Security Description

Shares/ Principal Amount*

Diversified Telecommunication Services—0.1% Frontier Communications Corp. 11.125%, 06/29/18 . . . . . . . . . . . . . . . . . . Electric Utilities—0.2% Exelon Corp. 6.500%, 06/01/17 . . . . . . . . . . . . . . . . . . .

5,512 $

37,363

Value

Security Description

462,512

1,746,347

Food Products—0.2% Tyson Foods, Inc. 4.750%, 07/15/17 . . . . . . . . . . . . . . . . . . .

17,900

1,465,294

Pharmaceuticals—0.1% Allergan plc 5.500%, 03/01/18 . . . . . . . . . . . . . . . . . . .

1,285

1,055,794

Total Convertible Preferred Stocks (Cost $4,305,730) . . . . . . . . . . . . . . . . . . . .

4,729,947

Municipals—0.2% New Jersey State Turnpike Authority, Build America Bonds 7.414%, 01/01/40 (Cost $1,092,733) . . . . . . . . . . . . . . . . . . . .

1,050,000

1,644,111

Foreign Government—0.1% Sovereign—0.1% Mexico Government International Bonds 4.750%, 03/08/44 (Cost $896,784) . . . . . . . . . . . . . . . . . . . . . .

909,000

941,951

Short-Term Investment—1.8% Commercial Paper—1.8% GE Capital Treasury Services U.S. LLC 0.230%, 10/03/16 (g) . . . . . . . . . . . . . . . . . 15,676,000

15,675,704

Total Short-Term Investments (Cost $15,675,704) . . . . . . . . . . . . . . . . . . .

15,675,704

Securities Lending Reinvestments (h)—0.9% Certificates of Deposit—0.0% Landesbank Baden-Wuerttemberg 0.450%, 10/03/16 . . . . . . . . . . . . . . . . . . . Standard Chartered Bank New York 0.910%, 12/16/16 . . . . . . . . . . . . . . . . . . . Swedbank 0.350%, 10/03/16 . . . . . . . . . . . . . . . . . . .

100,000

100,000

35,000

35,003

100,000

100,000

Principal Amount*

Repurchase Agreements—0.9% 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 $ 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 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 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 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 Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $56,731 on 10/03/16, collateralized by $46,868 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 $57,863. . . . . . . . 56,728 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 with rates ranging from 0.625% - 6.500%, maturity dates ranging from 05/31/17 07/01/46, with a value of $1,020,060. . . . . . 1,000,000

235,003

MSF-198

Value

800,000

800,000

1,000,000

1,000,000

800,000

56,728

1,000,000

Metropolitan Series Fund MFS Total Return Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (h)—(Continued) Security Description

Principal Amount*

* (a) (b)

Value

Repurchase Agreements—(Continued) Nomura Securities Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $300,022 on 10/04/16, collateralized by $288,532 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 $306,000. . . . . . . . . . . . . . . . . . . . . . . . . . . . 300,000 $ 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 RBS Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $1,400,054 on 10/03/16, collateralized by $1,310,652 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 $1,428,029. . . . . . . . . . . . . . . . . . . . . . . . . . 1,400,000

300,000

1,000,000

1,400,000 8,156,728

Time Deposits—0.0% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . . . Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . . . Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . . .

28,066

28,066

100,000

100,000

100,000

100,000 228,066

Total Securities Lending Reinvestments (Cost $8,619,794) . . . . . . . . . . . . . . . . . . . . .

8,619,797

Total Investments—101.0% (Cost $755,602,783) (i) . . . . . . . . . . . . . . . . . Other assets and liabilities (net)—(1.0)% . . . . . . . .

882,115,500 (8,391,458)

Net Assets—100.0% . . . . . . . . . . . . . . . . . . .

$873,724,042

Principal amount stated in U.S. dollars unless otherwise noted. Non-income producing security. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $8,396,804 and the collateral received consisted of cash in the amount of $8,619,794. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. (c) 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. (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) 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 $4,584,188, which is 0.5% of net assets. See details shown in the Restricted Securities table that follows. (f) Interest only security. (g) The rate shown represents current yield to maturity. (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 $755,602,783. The aggregate unrealized appreciation and depreciation of investments were $136,769,339 and $(10,256,622), respectively, resulting in net unrealized appreciation of $126,512,717. (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 $26,413,490, which is 3.0% of net assets. (ACES)— Alternative Credit Enhancement Securities (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. (CDO)— Collateralized Debt Obligation (CLO)— Collateralized Loan Obligation

Restricted Securities Atrium CDO Corp., 1.421%, 11/16/22 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayview Financial Revolving Asset Trust, 2.124%, 12/28/40 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . BlackRock Capital Finance L.P., 7.750%, 09/25/26 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chesapeake Funding II LLC, 1.448%, 06/15/28 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . General Electric Capital Assurance Co., 5.743%, 05/12/35 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Imperial Brands Finance plc, 2.950%, 07/21/20 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . State Grid Overseas Investment, Ltd., 2.750%, 05/07/19 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBS Group Funding Jersey, Ltd., 4.125%, 04/15/26 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Acquisition Date

Principal Amount

Cost

Value

02/03/16 03/01/06 05/01/06 06/14/16 09/23/03 07/21/15 05/07/14 03/29/16

$ 278,017 717,997 19,425 1,216,000 20,732 828,000 778,000 838,000

$ 277,004 717,997 18,720 1,216,000 20,836 821,051 774,135 836,222

$ 277,713 521,673 3,854 1,222,565 22,282 854,883 800,075 881,143 $4,584,188

MSF-199

Metropolitan Series Fund MFS 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

Common Stocks Aerospace & Defense . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Air Freight & Logistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Airlines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Auto Components . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Automobiles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Banks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Beverages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Biotechnology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Building Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Capital Markets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chemicals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Services & Supplies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Communications Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Consumer Finance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Containers & Packaging . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Distributors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Diversified Telecommunication Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Electric Utilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Electrical Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Energy Equipment & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Equity Real Estate Investment Trusts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Food & Staples Retailing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Food Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Equipment & Supplies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Providers & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hotels, Restaurants & Leisure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Household Durables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Household Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Industrial Conglomerates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Insurance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Internet & Direct Marketing Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Internet Software & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IT Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Life Sciences Tools & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Machinery . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Metals & Mining . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-200

$17,938,546 3,750,611 3,893,043 10,185,097 2,153,728 45,852,677 2,864,573 1,641,305 3,725,341 25,102,496 15,340,850 725,657 6,830,603 4,754,945 914,239 1,207,342 11,966,122 11,341,004 2,860,882 2,993,210 4,594,247 8,672,582 13,102,760 22,745,400 5,526,150 2,719,121 348,609 3,464,053 13,382,856 29,259,643 4,667,166 6,075,365 22,775,516 5,884,902 14,446,731 23,540,389 —

$

Level 2

Level 3

Total

— — — — 2,758,478 2,687,574 3,163,844 — — 1,311,957 — — — — — — 800,955 815,427 — — — 606,713 7,574,846 — — — — 1,027,473 — 2,848,008 — — — — — — 2,239,141

$— — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — —

$17,938,546 3,750,611 3,893,043 10,185,097 4,912,206 48,540,251 6,028,417 1,641,305 3,725,341 26,414,453 15,340,850 725,657 6,830,603 4,754,945 914,239 1,207,342 12,767,077 12,156,431 2,860,882 2,993,210 4,594,247 9,279,295 20,677,606 22,745,400 5,526,150 2,719,121 348,609 4,491,526 13,382,856 32,107,651 4,667,166 6,075,365 22,775,516 5,884,902 14,446,731 23,540,389 2,239,141

Metropolitan Series Fund MFS Total Return Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Fair Value Hierarchy—(Continued) Description

Level 1

Total

$

— 1,117,566 — 2,752,537 — 3,689,748 — — — — — — — 661,852 — 346,525 34,402,644 203,522,524 106,538,520 15,772,196 8,841,051 — 1,644,111 941,951 15,675,704

$— — — — — — — — — — — — — — — — — — — — — — — — —

$

— — — — $486,157,002

235,003 8,156,728 228,066 8,619,797 $395,958,498

— — — — $—

235,003 8,156,728 228,066 8,619,797 $882,115,500

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$

$ (8,619,794)

$—

$ (8,619,794)

See Schedule of Investments for additional detailed categorizations.

MSF-201

1,823,442 982,480 7,219,803 28,527,553 1,512,294 34,226,134 423,254 3,690,446 11,207,311 7,000,735 4,112,419 2,318,980 419,756 20,276,943 437,744 — 481,427,055 — — — — 4,729,947 — — —

Level 3

Mortgage Real Estate Investment Trusts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multi-Utilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multiline Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Oil, Gas & Consumable Fuels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Personal Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmaceuticals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Professional Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Road & Rail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Semiconductors & Semiconductor Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Software . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Specialty Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Technology Hardware, Storage & Peripherals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Textiles, Apparel & Luxury Goods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tobacco . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Trading Companies & Distributors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wireless Telecommunication Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total U.S. Treasury & Government Agencies* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Corporate Bonds & Notes* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Mortgage-Backed Securities* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Asset-Backed Securities* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Convertible Preferred Stocks* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Municipals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Foreign Government* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificates of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

*

$

Level 2

—

1,823,442 2,100,046 7,219,803 31,280,090 1,512,294 37,915,882 423,254 3,690,446 11,207,311 7,000,735 4,112,419 2,318,980 419,756 20,938,795 437,744 346,525 515,829,699 203,522,524 106,538,520 15,772,196 8,841,051 4,729,947 1,644,111 941,951 15,675,704

Metropolitan Series Fund MFS Value Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—98.9% of Net Assets Security Description

Shares

Value

Security Description

Aerospace & Defense—3.9% Lockheed Martin Corp. . . . . . . . . . . . . . . . . . . . Northrop Grumman Corp. . . . . . . . . . . . . . . . . . Rockwell Collins, Inc. . . . . . . . . . . . . . . . . . . . . United Technologies Corp. . . . . . . . . . . . . . . . .

164,245 $ 137,498 110,512 415,178

39,372,811 29,417,697 9,320,582 42,182,085 120,293,175

Air Freight & Logistics—1.4% United Parcel Service, Inc. - Class B . . . . . . . . . .

391,580

Auto Components—3.0% Delphi Automotive plc . . . . . . . . . . . . . . . . . . . . 366,363 Johnson Controls International plc . . . . . . . . . . . 1,408,976

42,823,189

275,095

Banks—11.7% BB&T Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 161,933 Citigroup, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 884,962 JPMorgan Chase & Co. . . . . . . . . . . . . . . . . . . 2,019,860 PNC Financial Services Group, Inc. (The) . . . . . . 360,879 U.S. Bancorp . . . . . . . . . . . . . . . . . . . . . . . . . . 1,317,346 Wells Fargo & Co. . . . . . . . . . . . . . . . . . . . . . . 1,958,743

14,467,246

6,108,113 41,796,755 134,502,478 32,511,589 56,500,970 86,733,140 358,153,045

Beverages—1.1% Diageo plc . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,200,180

34,412,846

Capital Markets—7.0% Bank of New York Mellon Corp. (The) . . . . . . . . BlackRock, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Franklin Resources, Inc. . . . . . . . . . . . . . . . . . . . Goldman Sachs Group, Inc. (The) . . . . . . . . . . . Moody’s Corp. . . . . . . . . . . . . . . . . . . . . . . . . Nasdaq, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . S&P Global, Inc. . . . . . . . . . . . . . . . . . . . . . . . State Street Corp. . . . . . . . . . . . . . . . . . . . . . . .

31,459,697 28,711,544 25,086,276 52,654,010 15,205,544 30,288,313 7,075,084 24,588,024

788,859 79,213 705,265 326,496 140,428 448,450 55,903 353,124

215,068,492 Chemicals—3.1% E.I. du Pont de Nemours & Co. . . . . . . . . . . . . . Monsanto Co. . . . . . . . . . . . . . . . . . . . . . . . . . PPG Industries, Inc. . . . . . . . . . . . . . . . . . . . . . .

362,387 113,974 569,059

24,269,057 11,648,143 58,817,938 94,735,138

Consumer Finance—0.8% American Express Co. . . . . . . . . . . . . . . . . . . . Containers & Packaging—0.5% Crown Holdings, Inc. (b) . . . . . . . . . . . . . . . . . .

396,265

Electric Utilities—1.0% Duke Energy Corp. . . . . . . . . . . . . . . . . . . . . . . . 318,328 $ Xcel Energy, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 161,554

16,051,310

Diversified Telecommunication Services—1.5% Verizon Communications, Inc. . . . . . . . . . . . . . . 914,501

47,535,762

25,478,973 6,646,332

Electrical Equipment—1.0% Eaton Corp. plc . . . . . . . . . . . . . . . . . . . . . . . . . . 459,739

30,209,450

Energy Equipment & Services—1.3% National Oilwell Varco, Inc. . . . . . . . . . . . . . . . . . 207,568 Schlumberger, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . 427,966

7,626,049 33,655,246 41,281,295

Food & Staples Retailing—1.6% CVS Health Corp. . . . . . . . . . . . . . . . . . . . . . . . . 541,193

48,160,765

Food Products—4.8% Archer-Daniels-Midland Co. . . . . . . . . . . . . . . . . . Danone S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . General Mills, Inc. . . . . . . . . . . . . . . . . . . . . . . . . J.M. Smucker Co. (The) . . . . . . . . . . . . . . . . . . . . Mead Johnson Nutrition Co. . . . . . . . . . . . . . . . . . Nestle S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

24,215,785 18,524,030 38,637,051 17,676,314 691,259 48,493,065

574,242 249,743 604,838 130,414 8,749 615,444

148,237,504 Health Care Equipment & Supplies—5.3% Abbott Laboratories . . . . . . . . . . . . . . . . . . . . . . . Danaher Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Medtronic plc . . . . . . . . . . . . . . . . . . . . . . . . . . . St. Jude Medical, Inc. . . . . . . . . . . . . . . . . . . . . .

868,946 437,161 802,821 301,120

36,747,726 34,269,051 69,363,735 24,017,331 164,397,843

Health Care Providers & Services—1.7% Cigna Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119,039 Express Scripts Holding Co. (b) . . . . . . . . . . . . . . . 266,347 McKesson Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 102,793

15,513,162 18,785,454 17,140,733 51,439,349

Household Durables—0.2% Newell Brands, Inc. . . . . . . . . . . . . . . . . . . . . . . . 116,622

6,141,315

Household Products—0.5% Procter & Gamble Co. (The) . . . . . . . . . . . . . . . . . 168,336

15,108,156

Industrial Conglomerates—4.0% 3M Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 362,793 Honeywell International, Inc. . . . . . . . . . . . . . . . . 502,619

63,935,011 58,600,349 122,535,360

25,376,811

281,158

Value

32,125,305

26,129,009 65,559,653 91,688,662

Automobiles—0.5% Harley-Davidson, Inc. (a) . . . . . . . . . . . . . . . . . .

Shares

Insurance—7.6% Aon plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chubb, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Prudential Financial, Inc. . . . . . . . . . . . . . . . . . . . Travelers Cos., Inc. (The) . . . . . . . . . . . . . . . . . . .

MSF-202

432,115 544,202 502,331 655,530

48,608,616 68,378,981 41,015,326 75,090,962 233,093,885

Metropolitan Series Fund MFS Value Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued)

Security Description IT Services—5.4% Accenture plc - Class A . . . . . . . . . . . . . . . . . . . Amdocs, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Cognizant Technology Solutions Corp. Class A (b) . . . . . . . . . . . . . . . . . . . . . . . . . Fidelity National Information Services, Inc. . . . . . Fiserv, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . International Business Machines Corp. . . . . . . . .

Shares

Value

Security Description

700,388 $ 107,827

85,566,402 6,237,792

211,616 374,977 134,490 136,830

10,096,199 28,884,478 13,377,720 21,735,446 165,898,037

Life Sciences Tools & Services—1.3% Thermo Fisher Scientific, Inc. . . . . . . . . . . . . . . .

245,518

39,052,093

Machinery—3.0% Caterpillar, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Deere & Co. (a) . . . . . . . . . . . . . . . . . . . . . . . . Illinois Tool Works, Inc. . . . . . . . . . . . . . . . . . . . Ingersoll-Rand plc . . . . . . . . . . . . . . . . . . . . . . . Pentair plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stanley Black & Decker, Inc. . . . . . . . . . . . . . . .

85,347 94,850 236,437 228,337 224,827 138,490

7,576,253 8,095,448 28,334,610 15,513,216 14,442,886 17,031,500 90,993,913

Media—4.1% Comcast Corp. - Class A . . . . . . . . . . . . . . . . . . Interpublic Group of Cos., Inc. (The) . . . . . . . . . . Omnicom Group, Inc. . . . . . . . . . . . . . . . . . . . . Time Warner, Inc. . . . . . . . . . . . . . . . . . . . . . . Time, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Walt Disney Co. (The) . . . . . . . . . . . . . . . . . . .

584,649 270,206 546,020 333,581 31,229 75,634

38,785,615 6,039,104 46,411,700 26,556,383 452,196 7,023,373 125,268,371

Multiline Retail—0.7% Target Corp. . . . . . . . . . . . . . . . . . . . . . . . . . .

319,601

21,950,197

Oil, Gas & Consumable Fuels—4.0% Chevron Corp. . . . . . . . . . . . . . . . . . . . . . . . . . EOG Resources, Inc. . . . . . . . . . . . . . . . . . . . . . Exxon Mobil Corp. . . . . . . . . . . . . . . . . . . . . . . Occidental Petroleum Corp. . . . . . . . . . . . . . . .

299,019 326,883 385,978 387,073

30,775,035 31,612,855 33,688,160 28,225,363 124,301,413

Personal Products—0.4% Coty, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Coty, Inc. - Class A (b) . . . . . . . . . . . . . . . . . . .

208,528 286,130

4,837,850 6,724,055 11,561,905

Pharmaceuticals—8.0% Johnson & Johnson . . . . . . . . . . . . . . . . . . . . . . 939,142 Merck & Co., Inc. . . . . . . . . . . . . . . . . . . . . . . 759,442 Novartis AG . . . . . . . . . . . . . . . . . . . . . . . . . . 98,197 Pfizer, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,145,903 Roche Holding AG . . . . . . . . . . . . . . . . . . . . . . 28,169

110,940,845 47,396,775 7,722,337 72,681,735 6,978,478 245,720,170

Professional Services—0.2% Equifax, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Road & Rail—1.3% Canadian National Railway Co. . . . . . . . . . . . Union Pacific Corp. . . . . . . . . . . . . . . . . . . . .

Shares/ Principal Amount*

55,166 $

252,403 229,564

Value

7,424,240

16,507,156 22,389,377 38,896,533

Semiconductors & Semiconductor Equipment—1.8% Analog Devices, Inc. . . . . . . . . . . . . . . . . . . . 108,240 Texas Instruments, Inc. . . . . . . . . . . . . . . . . . . 669,446

6,976,068 46,981,720 53,957,788

Software—0.6% Oracle Corp. . . . . . . . . . . . . . . . . . . . . . . . . .

498,573

19,583,947

Specialty Retail—0.3% Advance Auto Parts, Inc. . . . . . . . . . . . . . . . . .

58,089

8,662,232

Textiles, Apparel & Luxury Goods—0.2% Hanesbrands, Inc. . . . . . . . . . . . . . . . . . . . . .

291,407

7,358,027

Tobacco—3.9% Altria Group, Inc. . . . . . . . . . . . . . . . . . . . . . . Philip Morris International, Inc. . . . . . . . . . . . .

324,071 1,021,654

20,491,009 99,325,202 119,816,211

Wireless Telecommunication Services—0.2% Vodafone Group plc . . . . . . . . . . . . . . . . . . . . 2,109,464 Total Common Stocks (Cost $2,308,292,299) . . . . . . . . . . . . . . .

6,048,625 3,039,829,605

Short-Term Investment—0.6% Commercial Paper—0.6% GE Capital Treasury Services U.S. LLC 0.230%, 10/03/16 (c) . . . . . . . . . . . . . . . 18,009,000

18,008,660

Total Short-Term Investments (Cost $18,008,660) . . . . . . . . . . . . . . . . .

18,008,660

Securities Lending Reinvestments (d)—0.7% Certificates of Deposit—0.1% Abbey National Treasury Services 0.440%, 10/03/16 . . . . . . . . . . . . . . . . . Bank of Nova Scotia 0.750%, 10/19/16 . . . . . . . . . . . . . . . . . KBC Bank NV Zero Coupon, 12/27/16 . . . . . . . . . . . . . . National Bank of Canada 0.420%, 10/06/16 . . . . . . . . . . . . . . . . . Norinchukin Bank 0.480%, 10/24/16 . . . . . . . . . . . . . . . . .

MSF-203

500,000

500,000

200,000

200,022

400,000

399,444

250,000

250,000

400,000

399,999

Metropolitan Series Fund MFS Value Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (d)—(Continued)

Security Description Certificates of Deposit—(Continued) Standard Chartered Bank New York 0.910%, 12/16/16 . . . . . . . . . . . . . . . . . .

Shares/ Principal Amount*

15,000 $

Value

Security Description

15,001 1,764,466

Commercial Paper—0.0% Albion Capital Corp. 0.720%, 10/25/16 . . . . . . . . . . . . . . . . . . Charta, LLC 0.880%, 12/22/16 . . . . . . . . . . . . . . . . . . Credit Agricole Corporate and Investment Bank 0.610%, 11/01/16 . . . . . . . . . . . . . . . . . .

100,000

99,968

250,000

249,523

400,000

399,785 749,276

Money Market Fund—0.0% Dreyfus Treasury Cash Management Fund . . . . . 1,000,000 Repurchase Agreements—0.5% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $700,054 on 10/03/16, collateralized by $661,510 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 $714,000. . . . . . . . . . . . . . . . . . . . 700,000 Deutsche Bank AG, London Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $700,049 on 10/03/16, collateralized by $687,206 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 $714,001. . . . . . . . . . . . . . . . . . . . 700,000 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 HSBC Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $3,000,113 on 10/03/16, collateralized by $2,366,400 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $3,060,042. . . . . . . . . . . . . . 3,000,000 Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $600,047 on 10/03/16, collateralized by $572,807 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 $612,256. . . . . . . . . . . . . . . 600,000

1,000,000

700,000

700,000

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 $251,397 on 10/03/16, collateralized by $207,692 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 $256,415. . . . . . . . . . . . . . . . . . . . . . . . . . 251,387 $ 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 Nomura Securities 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

251,387

3,500,000

3,500,000 15,251,387

Time Deposits—0.1% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . 300,000 Canadian Imperial Bank 0.260%, 10/03/16 . . . . . . . . . . . . . . . . . . 1,000,000 Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . 46,423 Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . 47,858

300,000 1,000,000 46,423 47,858 1,394,281

3,000,000

3,000,000

Total Securities Lending Reinvestments (Cost $20,159,016) . . . . . . . . . . . . . . . . . . .

20,159,410

Total Investments—100.2% (Cost $2,346,459,975) (e) . . . . . . . . . . . . . . Other assets and liabilities (net)—(0.2)% . . . . . .

3,077,997,675 (4,847,594)

Net Assets—100.0% . . . . . . . . . . . . . . . . . .

$3,073,150,081

* (a)

600,000

(b) (c)

MSF-204

Principal amount stated in U.S. dollars unless otherwise noted. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $19,839,908 and the collateral received consisted of cash in the amount of $20,159,065. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. Non-income producing security. The rate shown represents current yield to maturity.

Metropolitan Series Fund MFS Value Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) (d) (e)

Represents investment of cash collateral received from securities on loan as of September 30, 2016. As of September 30, 2016, the aggregate cost of investments was $2,346,459,975. The aggregate unrealized appreciation and depreciation of investments were $771,856,507 and $(40,318,807), respectively, resulting in net unrealized appreciation of $731,537,700.

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

Common Stocks Aerospace & Defense . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Air Freight & Logistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Auto Components . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Automobiles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Banks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Beverages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Capital Markets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chemicals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Consumer Finance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Containers & Packaging . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Diversified Telecommunication Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Electric Utilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Electrical Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Energy Equipment & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Food & Staples Retailing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Food Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Equipment & Supplies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Providers & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Household Durables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Household Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Industrial Conglomerates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Insurance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IT Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Life Sciences Tools & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Machinery . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multiline Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Oil, Gas & Consumable Fuels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-205

$120,293,175 42,823,189 91,688,662 14,467,246 358,153,045 — 215,068,492 94,735,138 25,376,811 16,051,310 47,535,762 32,125,305 30,209,450 41,281,295 48,160,765 81,220,409 164,397,843 51,439,349 6,141,315 15,108,156 122,535,360 233,093,885 165,898,037 39,052,093 90,993,913 125,268,371 21,950,197 124,301,413

$

Level 2

Level 3

Total

— — — — — 34,412,846 — — — — — — — — — 67,017,095 — — — — — — — — — — — —

$— — — — — — — — — — — — — — — — — — — — — — — — — — — —

$120,293,175 42,823,189 91,688,662 14,467,246 358,153,045 34,412,846 215,068,492 94,735,138 25,376,811 16,051,310 47,535,762 32,125,305 30,209,450 41,281,295 48,160,765 148,237,504 164,397,843 51,439,349 6,141,315 15,108,156 122,535,360 233,093,885 165,898,037 39,052,093 90,993,913 125,268,371 21,950,197 124,301,413

Metropolitan Series Fund MFS Value Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Fair Value Hierarchy—(Continued) Description

Level 1

— 14,700,815 — — — — — — — 6,048,625 122,179,381 18,008,660

$— — — — — — — — — — — —

$

1,764,466 749,276 — 15,251,387 1,394,281 19,159,410 $159,347,451

— — — — — — $—

1,764,466 749,276 1,000,000 15,251,387 1,394,281 20,159,410 $3,077,997,675

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$

$ (20,159,065)

$—

$

MSF-206

—

$

Total

— — 1,000,000 — — 1,000,000 $2,918,650,224

See Schedule of Investments for additional detailed categorizations.

11,561,905 231,019,355 7,424,240 38,896,533 53,957,788 19,583,947 8,662,232 7,358,027 119,816,211 — 2,917,650,224 —

Level 3

Personal Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmaceuticals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Professional Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Road & Rail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Semiconductors & Semiconductor Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Software . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Specialty Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Textiles, Apparel & Luxury Goods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tobacco . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wireless Telecommunication Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificates of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Money Market Fund . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

*

$

Level 2

11,561,905 245,720,170 7,424,240 38,896,533 53,957,788 19,583,947 8,662,232 7,358,027 119,816,211 6,048,625 3,039,829,605 18,008,660

(20,159,065)

Metropolitan Series Fund MSCI EAFE Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—95.1% of Net Assets Security Description

Shares

Australia—7.2% AGL Energy, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Alumina, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Amcor, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . AMP, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . APA Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Aristocrat Leisure, Ltd. . . . . . . . . . . . . . . . . . . . . . ASX, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Aurizon Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . AusNet Services . . . . . . . . . . . . . . . . . . . . . . . . . Australia & New Zealand Banking Group, Ltd. . . . . Bank of Queensland, Ltd. . . . . . . . . . . . . . . . . . . . Bendigo & Adelaide Bank, Ltd. . . . . . . . . . . . . . . . BHP Billiton plc . . . . . . . . . . . . . . . . . . . . . . . . . . BHP Billiton, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Boral, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Brambles, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Caltex Australia, Ltd. . . . . . . . . . . . . . . . . . . . . . . Challenger, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . CIMIC Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Coca-Cola Amatil, Ltd. . . . . . . . . . . . . . . . . . . . . . Cochlear, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Commonwealth Bank of Australia . . . . . . . . . . . . . Computershare, Ltd. . . . . . . . . . . . . . . . . . . . . . . Crown Resorts, Ltd. . . . . . . . . . . . . . . . . . . . . . . . CSL, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dexus Property Group (REIT) . . . . . . . . . . . . . . . . . Domino’s Pizza Enterprises, Ltd. . . . . . . . . . . . . . . DUET Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fortescue Metals Group, Ltd. (a) . . . . . . . . . . . . . . Goodman Group (REIT) . . . . . . . . . . . . . . . . . . . . GPT Group (The) (REIT) . . . . . . . . . . . . . . . . . . . . Harvey Norman Holdings, Ltd. . . . . . . . . . . . . . . . Healthscope, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Incitec Pivot, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Insurance Australia Group, Ltd. . . . . . . . . . . . . . . . Lend Lease Group (REIT) . . . . . . . . . . . . . . . . . . . . Macquarie Group, Ltd. . . . . . . . . . . . . . . . . . . . . Medibank Private, Ltd. . . . . . . . . . . . . . . . . . . . . . Mirvac Group (REIT) . . . . . . . . . . . . . . . . . . . . . . National Australia Bank, Ltd. . . . . . . . . . . . . . . . . Newcrest Mining, Ltd. . . . . . . . . . . . . . . . . . . . . . Oil Search, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Orica, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Origin Energy, Ltd. . . . . . . . . . . . . . . . . . . . . . . . QBE Insurance Group, Ltd. . . . . . . . . . . . . . . . . . . Ramsay Health Care, Ltd. . . . . . . . . . . . . . . . . . . . REA Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Rio Tinto, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Santos, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Scentre Group (REIT) . . . . . . . . . . . . . . . . . . . . . . Seek, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sonic Healthcare, Ltd. . . . . . . . . . . . . . . . . . . . . . South32, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Stockland (REIT) . . . . . . . . . . . . . . . . . . . . . . . . . Suncorp Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . Sydney Airport . . . . . . . . . . . . . . . . . . . . . . . . . . Tabcorp Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . .

54,235 $ 191,453 95,202 234,994 98,264 41,217 16,055 157,842 138,423 237,205 24,917 35,779 172,349 257,180 61,162 129,540 24,958 44,035 8,428 42,510 5,478 137,934 41,806 29,464 37,261 77,269 4,938 178,971 125,869 139,425 140,241 44,837 134,432 152,808 184,566 51,045 24,276 199,900 298,553 212,826 60,310 104,563 26,176 140,897 110,125 10,616 4,158 34,042 164,725 417,733 22,233 32,696 485,681 205,214 108,776 80,467 54,472

Value

792,102 214,414 1,106,846 953,196 642,268 499,934 593,357 568,430 174,123 5,036,049 217,132 295,500 2,596,080 4,448,649 316,985 1,190,987 658,743 343,596 186,335 334,049 593,758 7,670,288 330,902 296,391 3,059,668 543,265 266,583 344,542 479,492 778,718 544,193 178,934 318,449 331,344 774,841 550,370 1,529,032 380,206 512,861 4,558,107 1,001,799 572,077 305,340 587,711 785,575 644,784 180,247 1,350,087 463,179 1,505,885 265,526 552,217 899,803 748,924 1,010,974 432,314 208,448

Security Description

Shares

Australia—(Continued) Tatts Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Telstra Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . TPG Telecom, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Transurban Group . . . . . . . . . . . . . . . . . . . . . . . . Treasury Wine Estates, Ltd. . . . . . . . . . . . . . . . . . . Vicinity Centres (REIT) . . . . . . . . . . . . . . . . . . . . . Vocus Communications, Ltd. . . . . . . . . . . . . . . . . . Wesfarmers, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Westfield Corp. (REIT) . . . . . . . . . . . . . . . . . . . . . Westpac Banking Corp. . . . . . . . . . . . . . . . . . . . . Woodside Petroleum, Ltd. . . . . . . . . . . . . . . . . . . Woolworths, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . .

123,533 $ 335,688 21,838 159,204 68,905 252,185 38,375 90,211 163,017 266,028 60,391 104,896

Value

345,682 1,333,061 144,894 1,388,147 582,985 613,434 184,286 3,051,611 1,215,370 6,046,967 1,327,527 1,873,677 74,833,250

Austria—0.2% Andritz AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Erste Group Bank AG (b) . . . . . . . . . . . . . . . . . . . OMV AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Voestalpine AG . . . . . . . . . . . . . . . . . . . . . . . . .

6,601 25,311 12,416 9,525

359,449 749,939 357,511 329,437 1,796,336

Belgium—1.3% Ageas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Anheuser-Busch InBev S.A. . . . . . . . . . . . . . . . . . . Colruyt S.A. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Groupe Bruxelles Lambert S.A. . . . . . . . . . . . . . . . KBC Groep NV (b) . . . . . . . . . . . . . . . . . . . . . . . Proximus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Solvay S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Telenet Group Holding NV (b) . . . . . . . . . . . . . . . UCB S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Umicore S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . .

15,573 64,323 5,430 5,864 21,770 14,232 5,735 4,184 9,619 8,519

568,168 8,447,306 301,206 520,080 1,267,783 424,778 663,055 218,313 744,041 534,497 13,689,227

Denmark—1.7% AP Moeller - Maersk A/S - Class A . . . . . . . . . . . . 274 AP Moeller - Maersk A/S - Class B . . . . . . . . . . . . 566 Carlsberg A/S - Class B . . . . . . . . . . . . . . . . . . . . 9,405 Chr Hansen Holding A/S . . . . . . . . . . . . . . . . . . . 7,473 Coloplast A/S - Class B . . . . . . . . . . . . . . . . . . . . 9,594 Danske Bank A/S . . . . . . . . . . . . . . . . . . . . . . . . 58,351 DSV A/S . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16,462 Genmab A/S (b) . . . . . . . . . . . . . . . . . . . . . . . . . 4,236 ISS A/S . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,228 Novo Nordisk A/S - Class B . . . . . . . . . . . . . . . . . 153,669 Novozymes A/S - B Shares . . . . . . . . . . . . . . . . . 17,609 Pandora A/S . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,197 TDC A/S (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59,338 Tryg A/S . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,735 Vestas Wind Systems A/S . . . . . . . . . . . . . . . . . . 17,209 William Demant Holding A/S (b) . . . . . . . . . . . . . 9,405

386,259 832,774 898,795 444,350 744,203 1,709,299 822,310 726,119 550,506 6,404,576 774,645 1,115,508 349,968 175,835 1,422,214 192,040 17,549,401

Finland—1.0% Elisa Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-207

13,058

481,746

Metropolitan Series Fund MSCI EAFE Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Finland—(Continued) Fortum Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39,670 $ Kone Oyj - Class B . . . . . . . . . . . . . . . . . . . . . . . 26,344 Metso Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,511 Neste Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,073 Nokia Oyj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 468,997 Nokian Renkaat Oyj . . . . . . . . . . . . . . . . . . . . . . 10,639 Orion Oyj - Class B . . . . . . . . . . . . . . . . . . . . . . . 9,644 Sampo Oyj - A Shares . . . . . . . . . . . . . . . . . . . . . 35,348 Stora Enso Oyj - R Shares . . . . . . . . . . . . . . . . . . 40,497 UPM-Kymmene Oyj . . . . . . . . . . . . . . . . . . . . . . . 42,203 Wartsila Oyj Abp . . . . . . . . . . . . . . . . . . . . . . . . 12,999

Value

Security Description

641,045 1,337,206 219,192 386,828 2,719,444 387,954 380,290 1,572,973 359,732 891,573 585,314 9,963,297

France—8.9% Accor S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,973 Aeroports de Paris . . . . . . . . . . . . . . . . . . . . . . . . 2,209 Air Liquide S.A. . . . . . . . . . . . . . . . . . . . . . . . . . 31,703 Alstom S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . 13,067 Arkema S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,073 Atos SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,084 AXA S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155,873 BNP Paribas S.A. . . . . . . . . . . . . . . . . . . . . . . . . 84,745 Bollore S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61,600 Bouygues S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . 14,921 Bureau Veritas S.A. . . . . . . . . . . . . . . . . . . . . . . . 19,643 Cap Gemini S.A. . . . . . . . . . . . . . . . . . . . . . . . . 13,915 Carrefour S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . 46,421 Casino Guichard Perrachon S.A. . . . . . . . . . . . . . 4,364 Christian Dior SE . . . . . . . . . . . . . . . . . . . . . . . . . 4,654 Cie de St-Gobain . . . . . . . . . . . . . . . . . . . . . . . . 40,023 Cie Generale des Etablissements Michelin . . . . . . . 14,364 CNP Assurances . . . . . . . . . . . . . . . . . . . . . . . . . 10,520 Credit Agricole S.A. . . . . . . . . . . . . . . . . . . . . . . 81,041 Danone S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47,151 Dassault Systemes S.A. . . . . . . . . . . . . . . . . . . . . 10,162 Edenred . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,034 Eiffage S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,533 Electricite de France S.A. . . . . . . . . . . . . . . . . . . . 17,389 Engie S.A. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 120,464 Essilor International S.A. . . . . . . . . . . . . . . . . . . . 16,817 Eurazeo S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,479 Eutelsat Communications S.A. . . . . . . . . . . . . . . . . 14,990 Fonciere Des Regions (REIT) . . . . . . . . . . . . . . . . . 3,163 Gecina S.A. (REIT) . . . . . . . . . . . . . . . . . . . . . . . . 3,255 Groupe Eurotunnel SE . . . . . . . . . . . . . . . . . . . . . 32,808 Hermes International . . . . . . . . . . . . . . . . . . . . . . 2,256 ICADE (REIT) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,450 Iliad S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,335 Imerys S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,253 Ingenico Group S.A. . . . . . . . . . . . . . . . . . . . . . . 4,093 JCDecaux S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . 4,706 Kering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,893 Klepierre (REIT) . . . . . . . . . . . . . . . . . . . . . . . . . . 16,658 L’Oreal S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,265 Lagardere SCA . . . . . . . . . . . . . . . . . . . . . . . . . . 8,303 Legrand S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,811

554,468 219,153 3,398,334 345,751 469,441 763,619 3,317,721 4,358,972 214,255 494,579 421,518 1,363,293 1,202,458 212,043 834,270 1,728,618 1,589,003 176,804 799,918 3,498,704 881,971 468,633 352,314 211,637 1,866,855 2,169,655 143,864 310,467 294,888 512,006 354,825 918,234 269,188 490,177 162,777 357,720 151,985 1,187,974 763,787 3,827,466 211,485 1,227,522

Shares

France—(Continued) LVMH Moet Hennessy Louis Vuitton SE . . . . . . . . . 22,305 $ Natixis S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80,165 Orange S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164,771 Pernod-Ricard S.A. . . . . . . . . . . . . . . . . . . . . . . . 17,290 Peugeot S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . 40,345 Publicis Groupe S.A. . . . . . . . . . . . . . . . . . . . . . . 15,420 Remy Cointreau S.A. . . . . . . . . . . . . . . . . . . . . . . 1,860 Renault S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,031 Rexel S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28,808 Safran S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24,884 Sanofi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94,000 Schneider Electric SE . . . . . . . . . . . . . . . . . . . . . . 45,859 SCOR SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,686 SES S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29,140 SFR Group S.A. . . . . . . . . . . . . . . . . . . . . . . . . . 9,888 Societe BIC S.A. . . . . . . . . . . . . . . . . . . . . . . . . . 2,149 Societe Generale S.A. . . . . . . . . . . . . . . . . . . . . . 60,631 Sodexo S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,921 Suez . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,682 Technip S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,722 Thales S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,807 Total S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179,310 Unibail-Rodamco SE (REIT) . . . . . . . . . . . . . . . . . . 7,985 Valeo S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,400 Veolia Environnement S.A. . . . . . . . . . . . . . . . . . . 38,440 Vinci S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40,596 Vivendi S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94,245 Wendel S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,267 Zodiac Aerospace . . . . . . . . . . . . . . . . . . . . . . . . 14,929

Value

3,804,031 373,781 2,579,413 2,046,518 616,150 1,166,588 158,798 1,235,469 441,102 1,789,957 7,164,943 3,198,937 363,383 715,042 290,652 317,941 2,093,251 943,147 374,236 597,302 719,396 8,502,189 2,153,650 1,190,120 884,547 3,105,444 1,899,889 264,829 363,646 92,452,703

Germany—8.0% adidas AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14,905 Allianz SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36,569 Axel Springer SE . . . . . . . . . . . . . . . . . . . . . . . . . 3,006 BASF SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73,821 Bayer AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66,149 Bayerische Motoren Werke AG . . . . . . . . . . . . . . 26,677 Beiersdorf AG . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,429 Brenntag AG . . . . . . . . . . . . . . . . . . . . . . . . . . . 12,657 Commerzbank AG . . . . . . . . . . . . . . . . . . . . . . . 87,047 Continental AG . . . . . . . . . . . . . . . . . . . . . . . . . . 8,799 Covestro AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,610 Daimler AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77,142 Deutsche Bank AG (b) . . . . . . . . . . . . . . . . . . . . . 109,061 Deutsche Boerse AG (b) . . . . . . . . . . . . . . . . . . . . 16,298 Deutsche Lufthansa AG . . . . . . . . . . . . . . . . . . . . 17,782 Deutsche Post AG . . . . . . . . . . . . . . . . . . . . . . . . 76,616 Deutsche Telekom AG . . . . . . . . . . . . . . . . . . . . . 257,944 Deutsche Wohnen AG . . . . . . . . . . . . . . . . . . . . . 28,299 E.ON SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159,825 Evonik Industries AG . . . . . . . . . . . . . . . . . . . . . . 13,109 Fraport AG Frankfurt Airport Services Worldwide . . 4,331 Fresenius Medical Care AG & Co. KGaA . . . . . . . 17,215 Fresenius SE & Co. KGaA . . . . . . . . . . . . . . . . . . 32,401

MSF-208

2,587,912 5,430,214 153,991 6,315,529 6,646,926 2,242,786 795,356 690,958 561,427 1,850,691 331,852 5,436,385 1,419,486 1,320,210 197,947 2,395,348 4,325,742 1,029,103 1,131,977 443,244 236,739 1,503,276 2,585,512

Metropolitan Series Fund MSCI EAFE Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Germany—(Continued) GEA Group AG . . . . . . . . . . . . . . . . . . . . . . . . . Hannover Rueck SE . . . . . . . . . . . . . . . . . . . . . . . HeidelbergCement AG . . . . . . . . . . . . . . . . . . . . Henkel AG & Co. KGaA . . . . . . . . . . . . . . . . . . . HOCHTIEF AG . . . . . . . . . . . . . . . . . . . . . . . . . . Hugo Boss AG . . . . . . . . . . . . . . . . . . . . . . . . . . Infineon Technologies AG . . . . . . . . . . . . . . . . . . K&S AG (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . LANXESS AG . . . . . . . . . . . . . . . . . . . . . . . . . . . Linde AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MAN SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Merck KGaA . . . . . . . . . . . . . . . . . . . . . . . . . . . Metro AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Muenchener Rueckversicherungs-Gesellschaft AG . . OSRAM Licht AG . . . . . . . . . . . . . . . . . . . . . . . . ProSiebenSat.1 Media SE . . . . . . . . . . . . . . . . . . RWE AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . SAP SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Siemens AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . Symrise AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . Telefonica Deutschland Holding AG . . . . . . . . . . . ThyssenKrupp AG . . . . . . . . . . . . . . . . . . . . . . . . TUI AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . United Internet AG . . . . . . . . . . . . . . . . . . . . . . . Volkswagen AG . . . . . . . . . . . . . . . . . . . . . . . . . Vonovia SE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Zalando SE (b) . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

14,300 $ 5,368 10,797 7,933 1,646 4,934 90,469 14,121 7,402 15,006 3,022 10,657 15,747 13,047 8,388 16,646 39,146 78,616 61,857 10,907 58,800 32,245 37,093 8,781 2,495 36,786 6,525

Value

793,519 575,251 1,020,269 923,637 232,178 272,969 1,614,905 268,404 459,878 2,551,219 318,686 1,148,887 468,751 2,434,238 492,617 713,164 674,762 7,155,980 7,244,068 799,732 236,460 769,128 528,576 388,657 362,133 1,393,492 272,360

Security Description

Shares

Hong Kong—(Continued) New World Development Co., Ltd. . . . . . . . . . . NWS Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . PCCW, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Power Assets Holdings, Ltd. . . . . . . . . . . . . . . . . Sands China, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Sino Land Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Sun Hung Kai Properties, Ltd. . . . . . . . . . . . . . . Swire Pacific, Ltd. - Class A . . . . . . . . . . . . . . . . Swire Properties, Ltd. . . . . . . . . . . . . . . . . . . . . Techtronic Industries Co., Ltd. . . . . . . . . . . . . . . WH Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Wharf Holdings, Ltd. (The) . . . . . . . . . . . . . . . . Wheelock & Co., Ltd. . . . . . . . . . . . . . . . . . . . . Wynn Macau, Ltd. . . . . . . . . . . . . . . . . . . . . . . Yue Yuen Industrial Holdings, Ltd. . . . . . . . . . . .

476,707 $ 177,000 481,000 121,549 190,000 289,600 115,250 44,317 83,600 128,000 437,000 104,976 68,000 134,800 50,500

969,200 19,600 103,920 290,465 57,000 214,440 224,440 131,377 181,000 222,000 60,800 98,093

6,494,124 161,970 424,189 986,377 493,775 1,581,615 2,863,751 1,364,054 688,759 503,955 1,091,967 586,331

206,500 189,980 646,116 95,700 95,400 45,000 19,700 57,500 429,600 181,141 16,000 110,500

203,572 268,602 1,222,895 2,524,659 680,257 211,400 1,196,701 189,420 221,393 1,336,632 257,760 611,665

624,263 296,517 295,673 1,190,636 832,328 516,651 1,756,552 479,694 246,026 502,002 353,516 769,228 403,969 225,245 209,400 34,867,523

Ireland—1.2% Bank of Ireland (b) . . . . . . . . . . . . . . . . . . . . . . 2,405,091 CRH plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67,317 DCC plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,008 Experian plc . . . . . . . . . . . . . . . . . . . . . . . . . . 79,898 James Hardie Industries plc . . . . . . . . . . . . . . . . 40,250 Kerry Group plc - Class A . . . . . . . . . . . . . . . . . 13,003 Paddy Power Betfair plc . . . . . . . . . . . . . . . . . . 6,200 Shire plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71,765

501,285 2,251,748 640,318 1,604,341 631,266 1,083,811 701,633 4,648,719 12,063,121

83,746,531 Hong Kong—3.3% AIA Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . ASM Pacific Technology, Ltd. . . . . . . . . . . . . . . . . Bank of East Asia, Ltd. (The) . . . . . . . . . . . . . . . . . BOC Hong Kong Holdings, Ltd. . . . . . . . . . . . . . . Cheung Kong Infrastructure Holdings, Ltd. . . . . . . . Cheung Kong Property Holdings, Ltd. . . . . . . . . . . CK Hutchison Holdings, Ltd. . . . . . . . . . . . . . . . . . CLP Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Galaxy Entertainment Group, Ltd. . . . . . . . . . . . . . Hang Lung Properties, Ltd. . . . . . . . . . . . . . . . . . . Hang Seng Bank, Ltd. . . . . . . . . . . . . . . . . . . . . . Henderson Land Development Co., Ltd. . . . . . . . . . HK Electric Investments & HK Electric Investments, Ltd. . . . . . . . . . . . . . . . . . . . . . . . HKT Trust & HKT, Ltd. . . . . . . . . . . . . . . . . . . . . . . Hong Kong & China Gas Co., Ltd. . . . . . . . . . . . . Hong Kong Exchanges and Clearing, Ltd. . . . . . . . Hongkong Land Holdings, Ltd. . . . . . . . . . . . . . . . Hysan Development Co., Ltd. . . . . . . . . . . . . . . . . Jardine Matheson Holdings, Ltd. . . . . . . . . . . . . . . Kerry Properties, Ltd. . . . . . . . . . . . . . . . . . . . . . . Li & Fung, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Link REIT (REIT) . . . . . . . . . . . . . . . . . . . . . . . . . . Melco Crown Entertainment, Ltd. (ADR) . . . . . . . . . MTR Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . .

Value

Israel—0.6% Azrieli Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . Bank Hapoalim B.M. . . . . . . . . . . . . . . . . . . . . Bank Leumi Le-Israel B.M. (b) . . . . . . . . . . . . . . . Bezeq The Israeli Telecommunication Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Check Point Software Technologies, Ltd. (b) . . . . Israel Chemicals, Ltd. . . . . . . . . . . . . . . . . . . . . Nice, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Taro Pharmaceutical Industries, Ltd. (a) (b) . . . . . Teva Pharmaceutical Industries, Ltd. . . . . . . . . . .

3,653 86,396 120,713

160,070 489,125 458,050

178,026 10,500 45,583 5,213 1,300 73,053

335,055 814,905 177,111 348,066 143,663 3,387,709 6,313,754

Italy—1.6% Assicurazioni Generali S.p.A. . . . . . . . . . . . . . . Atlantia S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . Enel S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Eni S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exor S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . Intesa Sanpaolo S.p.A. . . . . . . . . . . . . . . . . . . . Intesa Sanpaolo S.p.A. - Risparmio Shares . . . . . Leonardo-Finmeccanica S.p.A. (b) . . . . . . . . . . . Luxottica Group S.p.A. . . . . . . . . . . . . . . . . . . . Mediobanca S.p.A. . . . . . . . . . . . . . . . . . . . . . Poste Italiane S.p.A. . . . . . . . . . . . . . . . . . . . . . Prysmian S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . Rizzoli Corriere Della Sera Mediagroup S.p.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-209

93,308 31,412 626,740 203,492 10,723 993,553 65,400 28,782 13,581 44,816 41,357 19,125

1,139,138 797,876 2,796,387 2,933,641 434,773 2,206,592 137,049 326,619 649,174 291,976 283,820 501,344

4,794

5,047

Metropolitan Series Fund MSCI EAFE Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Italy—(Continued) Saipem S.p.A. (b) . . . . . . . . . . . . . . . . . . . . . . . . Snam S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Telecom Italia S.p.A. (b) . . . . . . . . . . . . . . . . . . . . Telecom Italia S.p.A. - Risparmio Shares (b) . . . . . . Terna Rete Elettrica Nazionale S.p.A. . . . . . . . . . . UniCredit S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . . Unione di Banche Italiane S.p.A. . . . . . . . . . . . . . UnipolSai S.p.A. . . . . . . . . . . . . . . . . . . . . . . . . .

422,993 $ 193,977 866,636 501,246 118,746 422,053 67,193 64,500

Value

179,125 1,075,109 717,390 340,340 612,518 984,054 154,977 104,992 16,671,941

Japan—22.9% ABC-Mart, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 2,200 Acom Co., Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . 31,200 Aeon Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . 51,500 AEON Financial Service Co., Ltd. . . . . . . . . . . . . . 8,400 Air Water, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 10,000 Aisin Seiki Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . 16,500 Ajinomoto Co., Inc. . . . . . . . . . . . . . . . . . . . . . . . 44,000 Alfresa Holdings Corp. . . . . . . . . . . . . . . . . . . . . 15,300 Alps Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . . . 13,100 Amada Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . 27,000 ANA Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . 84,000 Aozora Bank, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . 96,000 Asahi Glass Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . 72,000 Asahi Group Holdings, Ltd. . . . . . . . . . . . . . . . . . 30,700 Asahi Kasei Corp. . . . . . . . . . . . . . . . . . . . . . . . . 97,000 Asics Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,000 Astellas Pharma, Inc. . . . . . . . . . . . . . . . . . . . . . . 174,100 Bandai Namco Holdings, Inc. . . . . . . . . . . . . . . . . 16,000 Bank of Kyoto, Ltd. (The) . . . . . . . . . . . . . . . . . . . 22,000 Bridgestone Corp. . . . . . . . . . . . . . . . . . . . . . . . . 51,600 Brother Industries, Ltd. . . . . . . . . . . . . . . . . . . . . . 16,400 Calbee, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,500 Canon, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88,600 Casio Computer Co., Ltd. . . . . . . . . . . . . . . . . . . . 16,900 Central Japan Railway Co. . . . . . . . . . . . . . . . . . . 11,700 Chiba Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . 49,000 Chubu Electric Power Co., Inc. . . . . . . . . . . . . . . . 57,000 Chugai Pharmaceutical Co., Ltd. . . . . . . . . . . . . . . 16,800 Chugoku Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . 12,000 Chugoku Electric Power Co., Inc. (The) . . . . . . . . . 23,700 Concordia Financial Group, Ltd. . . . . . . . . . . . . . . 83,000 Credit Saison Co., Ltd. . . . . . . . . . . . . . . . . . . . . . 10,500 Dai Nippon Printing Co., Ltd. . . . . . . . . . . . . . . . . 40,000 Dai-ichi Life Insurance Co., Ltd. (The) . . . . . . . . . . . 91,700 Daicel Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,000 Daiichi Sankyo Co., Ltd. . . . . . . . . . . . . . . . . . . . 49,000 Daikin Industries, Ltd. . . . . . . . . . . . . . . . . . . . . . . 18,800 Daito Trust Construction Co., Ltd. . . . . . . . . . . . . . 6,200 Daiwa House Industry Co., Ltd. . . . . . . . . . . . . . . . 47,500 Daiwa House Residential Investment Corp. (REIT) . . 110 Daiwa Securities Group, Inc. . . . . . . . . . . . . . . . . 126,000 Denso Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40,100 Dentsu, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16,600 Don Quijote Holdings Co., Ltd. . . . . . . . . . . . . . . . 8,200

149,726 147,166 760,850 146,557 188,974 756,587 981,480 324,084 315,423 280,850 228,650 331,132 466,810 1,118,898 773,968 221,475 2,722,664 490,008 161,538 1,905,768 289,265 208,274 2,571,520 237,370 2,004,479 278,845 831,049 607,464 146,638 298,299 363,315 174,403 392,531 1,260,349 279,288 1,175,491 1,753,947 992,215 1,302,781 323,651 710,523 1,603,091 841,314 300,953

Security Description

Shares

Japan—(Continued) East Japan Railway Co. . . . . . . . . . . . . . . . . . . . . Eisai Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Electric Power Development Co., Ltd. . . . . . . . . . . . FamilyMart UNY Holdings Co., Ltd. . . . . . . . . . . . FANUC Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Fast Retailing Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Fuji Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Fuji Heavy Industries, Ltd. . . . . . . . . . . . . . . . . . . . FUJIFILM Holdings Corp. . . . . . . . . . . . . . . . . . . . Fujitsu, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fukuoka Financial Group, Inc. . . . . . . . . . . . . . . . Hachijuni Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . Hakuhodo DY Holdings, Inc. . . . . . . . . . . . . . . . . Hamamatsu Photonics KK . . . . . . . . . . . . . . . . . . . Hankyu Hanshin Holdings, Inc. . . . . . . . . . . . . . . . Hikari Tsushin, Inc. . . . . . . . . . . . . . . . . . . . . . . . Hino Motors, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Hirose Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . . Hiroshima Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . Hisamitsu Pharmaceutical Co., Inc. . . . . . . . . . . . . Hitachi Chemical Co., Ltd. . . . . . . . . . . . . . . . . . . Hitachi Construction Machinery Co., Ltd. . . . . . . . . Hitachi High-Technologies Corp. . . . . . . . . . . . . . . Hitachi Metals, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Hitachi, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hokuriku Electric Power Co. . . . . . . . . . . . . . . . . . Honda Motor Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Hoshizaki Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Hoya Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hulic Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . IHI Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Iida Group Holdings Co., Ltd. . . . . . . . . . . . . . . . . Inpex Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Isetan Mitsukoshi Holdings, Ltd. . . . . . . . . . . . . . . Isuzu Motors, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . ITOCHU Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . J Front Retailing Co., Ltd. . . . . . . . . . . . . . . . . . . . Japan Airlines Co., Ltd. . . . . . . . . . . . . . . . . . . . . Japan Airport Terminal Co., Ltd. . . . . . . . . . . . . . . Japan Exchange Group, Inc. . . . . . . . . . . . . . . . . Japan Post Bank Co., Ltd. . . . . . . . . . . . . . . . . . . . Japan Post Holdings Co., Ltd. . . . . . . . . . . . . . . . . Japan Prime Realty Investment Corp. (REIT) . . . . . . . Japan Real Estate Investment Corp. (REIT) . . . . . . . . Japan Retail Fund Investment Corp. (REIT) . . . . . . . Japan Tobacco, Inc. . . . . . . . . . . . . . . . . . . . . . . JFE Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . . JGC Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Joyo Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . . . . JSR Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JTEKT Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . JX Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Kajima Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Kakaku.com, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Kamigumi Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Kaneka Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Kansai Electric Power Co., Inc. (The) (b) . . . . . . . .

26,900 $ 19,300 10,900 6,600 16,100 4,200 43,000 49,600 36,700 169,000 53,000 30,000 17,600 9,600 20,400 1,800 19,000 2,300 38,000 4,500 8,500 8,900 5,500 20,000 383,000 12,000 130,600 4,100 31,900 32,300 145,000 12,700 71,100 26,900 54,500 124,100 23,000 8,400 3,800 46,400 30,800 34,200 88 105 202 88,100 41,700 14,000 54,000 19,100 20,000 160,000 80,000 11,000 17,000 22,000 55,000

MSF-210

Value

2,428,591 1,207,933 262,169 438,455 2,728,642 1,354,273 197,283 1,865,270 1,360,125 913,605 220,453 156,658 205,800 295,342 702,351 167,090 203,695 302,726 157,906 243,221 195,091 177,621 219,532 244,769 1,793,816 146,451 3,765,180 375,004 1,282,849 330,103 421,692 255,644 645,509 265,115 641,793 1,556,745 301,781 247,629 144,662 727,054 366,311 430,323 397,722 628,173 499,663 3,604,306 608,853 243,641 224,607 300,578 301,024 646,776 559,936 198,895 148,328 174,481 500,276

Metropolitan Series Fund MSCI EAFE Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Japan—(Continued) Kansai Paint Co., Ltd. . . . . . . . . . . . . . . . . . . . . 17,200 $ Kao Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40,000 Kawasaki Heavy Industries, Ltd. . . . . . . . . . . . . . 124,000 KDDI Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 149,300 Keihan Holdings Co., Ltd. . . . . . . . . . . . . . . . . . 39,000 Keikyu Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 36,000 Keio Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 45,000 Keisei Electric Railway Co., Ltd. . . . . . . . . . . . . . 10,000 Keyence Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 3,700 Kikkoman Corp. . . . . . . . . . . . . . . . . . . . . . . . . 12,000 Kintetsu Group Holdings Co., Ltd. . . . . . . . . . . . 157,120 Kirin Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . 66,100 Kobe Steel, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . 27,200 Koito Manufacturing Co., Ltd. . . . . . . . . . . . . . . 10,100 Komatsu, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . 75,400 Konami Holdings Corp. . . . . . . . . . . . . . . . . . . 7,300 Konica Minolta, Inc. . . . . . . . . . . . . . . . . . . . . . 37,000 Kose Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,300 Kubota Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 89,000 Kuraray Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . 24,500 Kurita Water Industries, Ltd. . . . . . . . . . . . . . . . 7,100 Kyocera Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 24,900 Kyowa Hakko Kirin Co., Ltd. . . . . . . . . . . . . . . . 20,000 Kyushu Electric Power Co., Inc. . . . . . . . . . . . . . 39,700 Kyushu Financial Group, Inc. . . . . . . . . . . . . . . . 26,400 Lawson, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 4,900 LIXIL Group Corp. . . . . . . . . . . . . . . . . . . . . . . . 24,500 M3, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18,600 Mabuchi Motor Co., Ltd. . . . . . . . . . . . . . . . . . . 3,600 Makita Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 9,500 Marubeni Corp. . . . . . . . . . . . . . . . . . . . . . . . . 133,500 Marui Group Co., Ltd. . . . . . . . . . . . . . . . . . . . 16,000 Maruichi Steel Tube, Ltd. . . . . . . . . . . . . . . . . . . 4,600 Mazda Motor Corp. . . . . . . . . . . . . . . . . . . . . . 51,000 McDonald’s Holdings Co. Japan, Ltd. . . . . . . . . . 5,400 Medipal Holdings Corp. . . . . . . . . . . . . . . . . . . 10,700 MEIJI Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . 10,200 Minebea Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . 24,000 Miraca Holdings, Inc. . . . . . . . . . . . . . . . . . . . . 4,000 Mitsubishi Chemical Holdings Corp. . . . . . . . . . 116,300 Mitsubishi Corp. . . . . . . . . . . . . . . . . . . . . . . . 119,900 Mitsubishi Electric Corp. . . . . . . . . . . . . . . . . . . 160,000 Mitsubishi Estate Co., Ltd. . . . . . . . . . . . . . . . . . 99,000 Mitsubishi Gas Chemical Co., Inc. . . . . . . . . . . . 13,000 Mitsubishi Heavy Industries, Ltd. . . . . . . . . . . . . 260,000 Mitsubishi Logistics Corp. . . . . . . . . . . . . . . . . . 10,000 Mitsubishi Materials Corp. . . . . . . . . . . . . . . . . 7,900 Mitsubishi Motors Corp. . . . . . . . . . . . . . . . . . . 44,999 Mitsubishi Tanabe Pharma Corp. . . . . . . . . . . . . 22,000 Mitsubishi UFJ Financial Group, Inc. . . . . . . . . . . 1,021,088 Mitsubishi UFJ Lease & Finance Co., Ltd. . . . . . . 41,500 Mitsui & Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . 137,517 Mitsui Chemicals, Inc. . . . . . . . . . . . . . . . . . . . . 75,000 Mitsui Fudosan Co., Ltd. . . . . . . . . . . . . . . . . . . 75,000 Mitsui OSK Lines, Ltd. . . . . . . . . . . . . . . . . . . . . 75,000 Mizuho Financial Group, Inc. . . . . . . . . . . . . . . 1,894,700 MS&AD Insurance Group Holdings, Inc. . . . . . . . 40,200

Value

377,293 2,256,153 384,590 4,600,695 272,989 375,783 393,536 249,909 2,696,647 383,764 659,536 1,095,880 246,527 492,385 1,730,109 283,057 314,318 236,045 1,347,225 364,157 169,057 1,196,222 315,356 369,771 180,422 386,624 526,282 634,315 199,733 676,535 685,348 211,571 159,126 784,658 159,350 185,340 1,010,459 227,580 199,724 732,171 2,729,210 2,051,232 1,858,547 186,158 1,088,599 144,401 216,213 209,952 470,877 5,156,084 190,679 1,904,760 357,940 1,599,161 174,777 3,170,029 1,122,998

Security Description

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Japan—(Continued) Murata Manufacturing Co., Ltd. . . . . . . . . . . . . . . Nabtesco Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Nagoya Railroad Co., Ltd. . . . . . . . . . . . . . . . . . . NEC Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nexon Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . NGK Insulators, Ltd. . . . . . . . . . . . . . . . . . . . . . . NGK Spark Plug Co., Ltd. . . . . . . . . . . . . . . . . . . NH Foods, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . NHK Spring Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Nidec Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nikon Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nintendo Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Nippon Building Fund, Inc. (REIT) . . . . . . . . . . . . . Nippon Electric Glass Co., Ltd. . . . . . . . . . . . . . . . Nippon Express Co., Ltd. . . . . . . . . . . . . . . . . . . . Nippon Paint Holdings Co., Ltd. . . . . . . . . . . . . . . Nippon Prologis REIT, Inc. (REIT) . . . . . . . . . . . . . . Nippon Steel & Sumitomo Metal Corp. . . . . . . . . . Nippon Telegraph & Telephone Corp. . . . . . . . . . . Nippon Yusen KK . . . . . . . . . . . . . . . . . . . . . . . . Nissan Motor Co., Ltd. . . . . . . . . . . . . . . . . . . . . Nisshin Seifun Group, Inc. . . . . . . . . . . . . . . . . . . Nissin Foods Holdings Co., Ltd. . . . . . . . . . . . . . . Nitori Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . Nitto Denko Corp. . . . . . . . . . . . . . . . . . . . . . . . . NOK Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nomura Holdings, Inc. . . . . . . . . . . . . . . . . . . . . Nomura Real Estate Holdings, Inc. . . . . . . . . . . . . Nomura Real Estate Master Fund, Inc. (REIT) . . . . . Nomura Research Institute, Ltd. . . . . . . . . . . . . . . . NSK, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . NTT Data Corp. . . . . . . . . . . . . . . . . . . . . . . . . . NTT DoCoMo, Inc. . . . . . . . . . . . . . . . . . . . . . . . Obayashi Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Obic Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Odakyu Electric Railway Co., Ltd. . . . . . . . . . . . . . OJI Holdings Corp. . . . . . . . . . . . . . . . . . . . . . . . Olympus Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Omron Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Ono Pharmaceutical Co., Ltd. . . . . . . . . . . . . . . . . Oracle Corp. Japan . . . . . . . . . . . . . . . . . . . . . . . Oriental Land Co., Ltd. . . . . . . . . . . . . . . . . . . . . ORIX Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Osaka Gas Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Otsuka Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Otsuka Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . Panasonic Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Park24 Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Pola Orbis Holdings, Inc. . . . . . . . . . . . . . . . . . . . Rakuten, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Recruit Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . . Resona Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . Ricoh Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Rinnai Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rohm Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . Ryohin Keikaku Co., Ltd. . . . . . . . . . . . . . . . . . . . Santen Pharmaceutical Co., Ltd. . . . . . . . . . . . . . .

15,900 $ 12,700 74,000 225,000 19,100 23,000 12,000 14,000 17,000 20,000 31,200 9,000 118 31,000 59,000 13,000 109 68,700 54,900 142,000 197,400 15,700 4,700 6,900 12,600 7,900 303,200 13,100 322 9,000 39,000 10,776 112,700 58,000 5,000 27,500 68,000 22,800 16,400 32,000 3,000 17,300 110,600 161,000 3,700 32,000 183,800 7,400 1,900 76,600 29,300 169,400 63,700 2,800 6,700 1,800 27,500

MSF-211

Value

2,076,768 360,037 402,699 582,093 298,861 476,916 211,707 338,191 164,855 1,842,566 466,593 2,384,748 747,799 160,734 276,076 436,750 276,098 1,412,631 2,510,771 266,252 1,935,729 239,220 285,442 826,703 818,899 173,305 1,358,785 221,339 538,714 310,994 400,770 539,335 2,861,382 575,707 266,375 612,663 269,443 796,499 590,107 889,696 169,586 1,053,950 1,634,207 676,201 175,864 1,461,644 1,841,600 240,783 170,448 997,799 1,193,596 713,400 576,459 260,410 353,662 363,101 406,109

Metropolitan Series Fund MSCI EAFE Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

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Japan—(Continued) SBI Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Secom Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Sega Sammy Holdings, Inc. . . . . . . . . . . . . . . . . . Seibu Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . Seiko Epson Corp. . . . . . . . . . . . . . . . . . . . . . . . Sekisui Chemical Co., Ltd. . . . . . . . . . . . . . . . . . . Sekisui House, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Seven & i Holdings Co., Ltd. . . . . . . . . . . . . . . . . . Seven Bank, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . Sharp Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Shimadzu Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Shimamura Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Shimano, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Shimizu Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Shin-Etsu Chemical Co., Ltd. . . . . . . . . . . . . . . . . . Shinsei Bank, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Shionogi & Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Shiseido Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Shizuoka Bank, Ltd. (The) . . . . . . . . . . . . . . . . . . . SMC Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . SoftBank Group Corp. . . . . . . . . . . . . . . . . . . . . . Sohgo Security Services Co., Ltd. . . . . . . . . . . . . . Sompo Japan Nipponkoa Holdings, Inc. . . . . . . . . Sony Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sony Financial Holdings, Inc. . . . . . . . . . . . . . . . . Stanley Electric Co., Ltd. . . . . . . . . . . . . . . . . . . . Start Today Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . Sumitomo Chemical Co., Ltd. . . . . . . . . . . . . . . . . Sumitomo Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Sumitomo Dainippon Pharma Co., Ltd. . . . . . . . . . Sumitomo Electric Industries, Ltd. . . . . . . . . . . . . . . Sumitomo Heavy Industries, Ltd. . . . . . . . . . . . . . . Sumitomo Metal Mining Co., Ltd. . . . . . . . . . . . . . Sumitomo Mitsui Financial Group, Inc. . . . . . . . . . Sumitomo Mitsui Trust Holdings, Inc. . . . . . . . . . . . Sumitomo Realty & Development Co., Ltd. . . . . . . . Sumitomo Rubber Industries, Ltd. . . . . . . . . . . . . . . Sundrug Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Suntory Beverage & Food, Ltd. . . . . . . . . . . . . . . . Suruga Bank, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Suzuken Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . Suzuki Motor Corp. . . . . . . . . . . . . . . . . . . . . . . . Sysmex Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . T&D Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . Taiheiyo Cement Corp. . . . . . . . . . . . . . . . . . . . . Taisei Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Taisho Pharmaceutical Holdings Co., Ltd. . . . . . . . Takashimaya Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Takeda Pharmaceutical Co., Ltd. . . . . . . . . . . . . . . TDK Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Teijin, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Terumo Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . THK Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Tobu Railway Co., Ltd. . . . . . . . . . . . . . . . . . . . . . Toho Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Toho Gas Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Tohoku Electric Power Co., Inc. . . . . . . . . . . . . . . .

19,011 $ 17,500 13,300 13,800 20,000 37,900 46,800 62,400 43,000 120,000 25,000 2,300 6,000 54,000 30,900 160,000 25,200 29,300 41,000 4,500 77,300 4,800 26,999 103,400 12,800 11,800 14,400 126,000 93,000 12,500 66,334 39,000 40,000 106,500 26,526 28,000 12,500 3,000 10,400 13,000 5,800 30,200 12,200 49,200 82,000 80,000 3,000 19,000 56,400 10,500 13,200 27,200 7,700 73,000 8,500 31,000 39,800

Value

227,066 1,307,775 189,670 227,996 386,020 545,476 797,776 2,953,090 137,832 161,269 380,884 279,274 890,665 482,480 2,160,313 242,232 1,289,856 775,902 328,748 1,299,911 5,014,562 258,150 800,004 3,383,197 176,482 317,833 246,970 561,044 1,039,908 241,991 939,431 192,434 553,762 3,594,325 862,045 726,419 189,301 251,178 451,849 312,170 191,693 1,012,397 905,105 555,473 236,774 599,746 307,759 156,120 2,703,365 703,327 256,384 1,044,125 151,889 372,018 282,497 290,583 519,778

Security Description

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Value

Japan—(Continued) Tokio Marine Holdings, Inc. . . . . . . . . . . . . . . . . . Tokyo Electric Power Co. Holdings, Inc. (b) . . . . . . Tokyo Electron, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Tokyo Gas Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . Tokyo Tatemono Co., Ltd. . . . . . . . . . . . . . . . . . . . Tokyu Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tokyu Fudosan Holdings Corp. . . . . . . . . . . . . . . . TonenGeneral Sekiyu KK . . . . . . . . . . . . . . . . . . . Toppan Printing Co., Ltd. . . . . . . . . . . . . . . . . . . . Toray Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . Toshiba Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . TOTO, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Toyo Seikan Group Holdings, Ltd. . . . . . . . . . . . . . Toyo Suisan Kaisha, Ltd. . . . . . . . . . . . . . . . . . . . Toyota Industries Corp. . . . . . . . . . . . . . . . . . . . . Toyota Motor Corp. . . . . . . . . . . . . . . . . . . . . . . . Toyota Tsusho Corp. . . . . . . . . . . . . . . . . . . . . . . Trend Micro, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Tsuruha Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . Unicharm Corp. . . . . . . . . . . . . . . . . . . . . . . . . . United Urban Investment Corp. (REIT) . . . . . . . . . . USS Co., Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . West Japan Railway Co. . . . . . . . . . . . . . . . . . . . Yahoo Japan Corp. . . . . . . . . . . . . . . . . . . . . . . . Yakult Honsha Co., Ltd. . . . . . . . . . . . . . . . . . . . . Yamada Denki Co., Ltd. . . . . . . . . . . . . . . . . . . . . Yamaguchi Financial Group, Inc. . . . . . . . . . . . . . Yamaha Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Yamaha Motor Co., Ltd. . . . . . . . . . . . . . . . . . . . Yamato Holdings Co., Ltd. . . . . . . . . . . . . . . . . . . Yamazaki Baking Co., Ltd. . . . . . . . . . . . . . . . . . . Yaskawa Electric Corp. . . . . . . . . . . . . . . . . . . . . Yokogawa Electric Corp. . . . . . . . . . . . . . . . . . . . Yokohama Rubber Co., Ltd. (The) . . . . . . . . . . . . .

53,500 $ 124,100 13,500 162,000 14,500 96,000 37,000 18,000 41,000 126,000 313,000 10,400 17,200 6,000 12,600 213,700 20,800 10,400 2,900 33,200 266 16,600 13,700 132,900 6,300 55,900 15,000 15,800 23,700 27,000 9,000 18,000 16,300 9,200

2,053,027 537,460 1,192,968 721,790 174,409 732,845 201,342 182,549 370,444 1,227,597 1,047,239 392,479 303,459 254,570 585,450 12,410,395 483,128 362,801 336,048 861,188 485,089 280,995 849,263 529,882 284,148 277,637 160,060 510,369 480,406 629,292 220,630 269,353 217,199 147,270 238,537,218

Luxembourg—0.2% ArcelorMittal (b) . . . . . . . . . . . . . . . . . . . . . . . . . 145,609 RTL Group S.A. (b) . . . . . . . . . . . . . . . . . . . . . . . 2,700 Tenaris S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43,902

889,555 224,154 624,014 1,737,723

Netherlands—3.0% ABN AMRO Group NV . . . . . . . . . . . . . . . . . . . . 18,839 Aegon NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144,233 AerCap Holdings NV (b) . . . . . . . . . . . . . . . . . . . 13,600 Airbus Group SE . . . . . . . . . . . . . . . . . . . . . . . . . 46,190 Akzo Nobel NV . . . . . . . . . . . . . . . . . . . . . . . . . 19,973 Altice NV - Class A (b) . . . . . . . . . . . . . . . . . . . . . 27,259 ASML Holding NV . . . . . . . . . . . . . . . . . . . . . . . . 29,205 Boskalis Westminster . . . . . . . . . . . . . . . . . . . . . . 6,294 CNH Industrial NV . . . . . . . . . . . . . . . . . . . . . . . 78,026 Ferrari NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,578 Gemalto NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,697 Heineken Holding NV . . . . . . . . . . . . . . . . . . . . . 8,233 Heineken NV . . . . . . . . . . . . . . . . . . . . . . . . . . . 19,491

MSF-212

389,975 552,886 523,464 2,795,096 1,352,145 489,220 3,203,880 224,082 558,727 497,750 493,736 660,301 1,714,980

Metropolitan Series Fund MSCI EAFE Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Netherlands—(Continued) ING Groep NV . . . . . . . . . . . . . . . . . . . . . . . . . . 310,514 $ Koninklijke Ahold Delhaize NV . . . . . . . . . . . . . . . 106,335 Koninklijke DSM NV . . . . . . . . . . . . . . . . . . . . . . 15,861 Koninklijke KPN NV . . . . . . . . . . . . . . . . . . . . . . 263,537 Koninklijke Philips NV . . . . . . . . . . . . . . . . . . . . . 74,893 Koninklijke Vopak NV . . . . . . . . . . . . . . . . . . . . . 7,217 NN Group NV . . . . . . . . . . . . . . . . . . . . . . . . . . 24,394 NXP Semiconductors NV (b) . . . . . . . . . . . . . . . . . 23,300 QIAGEN NV (b) . . . . . . . . . . . . . . . . . . . . . . . . . 20,557 Randstad Holding NV . . . . . . . . . . . . . . . . . . . . . 9,402 RELX NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78,420 STMicroelectronics NV . . . . . . . . . . . . . . . . . . . . . 44,693 Wolters Kluwer NV . . . . . . . . . . . . . . . . . . . . . . . 26,213

Value

3,829,262 2,423,205 1,071,665 875,161 2,218,201 378,958 749,017 2,376,833 566,194 428,450 1,408,761 364,942 1,122,209 31,269,100

Security Description

Shares

Singapore—(Continued) Hutchison Port Holdings Trust - Class U . . . . . . . . Jardine Cycle & Carriage, Ltd. . . . . . . . . . . . . . . Keppel Corp., Ltd. . . . . . . . . . . . . . . . . . . . . . . Oversea-Chinese Banking Corp., Ltd. . . . . . . . . . Sembcorp Industries, Ltd. . . . . . . . . . . . . . . . . . Singapore Airlines, Ltd. . . . . . . . . . . . . . . . . . . . Singapore Exchange, Ltd. . . . . . . . . . . . . . . . . . Singapore Press Holdings, Ltd. . . . . . . . . . . . . . . Singapore Technologies Engineering, Ltd. . . . . . . Singapore Telecommunications, Ltd. . . . . . . . . . . Suntec Real Estate Investment Trust (REIT) . . . . . . United Overseas Bank, Ltd. . . . . . . . . . . . . . . . . UOL Group, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Wilmar International, Ltd. . . . . . . . . . . . . . . . . .

538,000 $ 8,888 128,900 247,264 71,000 51,440 80,900 153,050 130,000 628,020 179,000 105,192 33,000 159,200

Value

241,334 281,109 515,836 1,578,873 136,004 397,945 441,633 429,839 309,690 1,841,845 226,374 1,461,408 136,414 377,072 12,659,826

New Zealand—0.2% Auckland International Airport, Ltd. . . . . . . . . . . . . 99,212 Contact Energy, Ltd. . . . . . . . . . . . . . . . . . . . . . . 58,969 Fletcher Building, Ltd. . . . . . . . . . . . . . . . . . . . . . . 56,031 Meridian Energy, Ltd. . . . . . . . . . . . . . . . . . . . . . 124,449 Ryman Healthcare, Ltd. . . . . . . . . . . . . . . . . . . . . 29,900 Spark New Zealand, Ltd. . . . . . . . . . . . . . . . . . . . 153,824

530,440 216,507 437,890 235,111 209,507 403,969 2,033,424

Norway—0.6% DNB ASA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Gjensidige Forsikring ASA . . . . . . . . . . . . . . . . . . Marine Harvest ASA (b) . . . . . . . . . . . . . . . . . . . . Norsk Hydro ASA . . . . . . . . . . . . . . . . . . . . . . . . Orkla ASA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Schibsted ASA - B Shares . . . . . . . . . . . . . . . . . . . Schibsted ASA - Class A . . . . . . . . . . . . . . . . . . . Statoil ASA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Telenor ASA . . . . . . . . . . . . . . . . . . . . . . . . . . . . Yara International ASA . . . . . . . . . . . . . . . . . . . .

81,386 14,357 30,284 92,923 68,492 6,744 5,724 87,269 58,784 15,820

1,069,540 268,382 542,209 401,000 707,829 181,023 168,476 1,464,479 1,011,094 526,899 6,340,931

Portugal—0.1% Banco Espirito Santo S.A. (b) (c) (d) . . . . . . . . . . . 199,038 EDP - Energias de Portugal S.A. . . . . . . . . . . . . . . 185,244 Galp Energia SGPS S.A. . . . . . . . . . . . . . . . . . . . 40,100 Jeronimo Martins SGPS S.A. . . . . . . . . . . . . . . . . . 22,596

0 622,242 548,440 391,947 1,562,629

Singapore—1.2% Ascendas Real Estate Investment Trust (REIT) . . . . . . CapitaLand Commercial Trust (REIT) . . . . . . . . . . . CapitaLand Mall Trust (REIT) . . . . . . . . . . . . . . . . . CapitaLand, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . City Developments, Ltd. . . . . . . . . . . . . . . . . . . . . ComfortDelGro Corp., Ltd. . . . . . . . . . . . . . . . . . . DBS Group Holdings, Ltd. . . . . . . . . . . . . . . . . . . Genting Singapore plc . . . . . . . . . . . . . . . . . . . . . Global Logistic Properties, Ltd. . . . . . . . . . . . . . . . Golden Agri-Resources, Ltd. . . . . . . . . . . . . . . . . .

215,000 143,000 240,200 227,200 34,000 153,000 141,667 418,200 184,100 605,100

398,930 167,494 383,664 536,762 227,624 316,977 1,608,513 232,158 253,787 158,541

Spain—2.9% Abertis Infraestructuras S.A. . . . . . . . . . . . . . . . 51,494 ACS Actividades de Construccion y Servicios S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14,558 Aena S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,774 Amadeus IT Group S.A. . . . . . . . . . . . . . . . . . . 36,080 Banco Bilbao Vizcaya Argentaria S.A. . . . . . . . . 520,849 Banco de Sabadell S.A. . . . . . . . . . . . . . . . . . . 465,409 Banco Popular Espanol S.A. . . . . . . . . . . . . . . . 253,956 Banco Santander S.A. . . . . . . . . . . . . . . . . . . . 1,154,634 Bankia S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . 323,299 Bankinter S.A. . . . . . . . . . . . . . . . . . . . . . . . . . 48,939 CaixaBank S.A. . . . . . . . . . . . . . . . . . . . . . . . . 198,231 Distribuidora Internacional de Alimentacion S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40,490 Enagas S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . 17,953 Endesa S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . 23,384 Ferrovial S.A. . . . . . . . . . . . . . . . . . . . . . . . . . 37,538 Gas Natural SDG S.A. . . . . . . . . . . . . . . . . . . . 31,745 Grifols S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . 23,842 Iberdrola S.A. . . . . . . . . . . . . . . . . . . . . . . . . . 433,124 Industria de Diseno Textil S.A. . . . . . . . . . . . . . . 89,257 International Consolidated Airlines Group S.A. Class DI . . . . . . . . . . . . . . . . . . . . . . . . . . . 69,940 Mapfre S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . 74,474 Red Electrica Corp. S.A. . . . . . . . . . . . . . . . . . . 36,520 Repsol S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . 87,827 Telefonica S.A. . . . . . . . . . . . . . . . . . . . . . . . . 359,887 Zardoya Otis S.A. . . . . . . . . . . . . . . . . . . . . . . 22,239

802,064 440,157 851,982 1,803,278 3,150,247 596,250 313,715 5,107,823 265,226 348,245 501,014 250,765 539,727 501,402 798,891 652,675 513,902 2,943,549 3,310,132 362,902 208,398 787,533 1,192,421 3,643,250 213,933 30,099,481

Sweden—2.7% Alfa Laval AB . . . . . . . . . . . . . . . . . . . . . . . . . . Assa Abloy AB - Class B . . . . . . . . . . . . . . . . . . Atlas Copco AB - A Shares . . . . . . . . . . . . . . . . Atlas Copco AB - B Shares . . . . . . . . . . . . . . . . Boliden AB . . . . . . . . . . . . . . . . . . . . . . . . . . . Electrolux AB - Series B . . . . . . . . . . . . . . . . . . . Getinge AB - B Shares . . . . . . . . . . . . . . . . . . . Hennes & Mauritz AB - B Shares . . . . . . . . . . . .

MSF-213

20,852 80,175 53,715 32,703 25,037 17,118 19,011 74,424

327,085 1,630,098 1,618,290 894,094 588,706 429,534 368,835 2,100,926

Metropolitan Series Fund MSCI EAFE Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Sweden—(Continued) Hexagon AB - B Shares . . . . . . . . . . . . . . . . . . . Husqvarna AB - B Shares . . . . . . . . . . . . . . . . . ICA Gruppen AB . . . . . . . . . . . . . . . . . . . . . . . Industrivarden AB - C Shares . . . . . . . . . . . . . . . Investor AB - B Shares . . . . . . . . . . . . . . . . . . . . Kinnevik AB - Class B . . . . . . . . . . . . . . . . . . . . Lundin Petroleum AB (b) . . . . . . . . . . . . . . . . . . Millicom International Cellular S.A. . . . . . . . . . . Nordea Bank AB . . . . . . . . . . . . . . . . . . . . . . . Sandvik AB . . . . . . . . . . . . . . . . . . . . . . . . . . . Securitas AB - B Shares . . . . . . . . . . . . . . . . . . . Skandinaviska Enskilda Banken AB - Class A . . . . Skanska AB - B Shares . . . . . . . . . . . . . . . . . . . SKF AB - B Shares . . . . . . . . . . . . . . . . . . . . . . Svenska Cellulosa AB SCA - Class B . . . . . . . . . . Svenska Handelsbanken AB - A Shares . . . . . . . . Swedbank AB - A Shares . . . . . . . . . . . . . . . . . Swedish Match AB . . . . . . . . . . . . . . . . . . . . . . Tele2 AB - B Shares . . . . . . . . . . . . . . . . . . . . . Telefonaktiebolaget LM Ericsson - B Shares . . . . . Telia Co. AB . . . . . . . . . . . . . . . . . . . . . . . . . . Volvo AB - B Shares . . . . . . . . . . . . . . . . . . . . .

19,206 $ 25,677 5,619 16,050 35,158 21,519 16,017 5,384 237,519 84,986 21,462 125,966 30,119 32,785 51,018 123,478 75,029 14,499 21,032 245,096 219,400 126,102

Value

839,195 224,183 185,714 297,121 1,286,453 549,195 293,135 279,480 2,359,029 935,234 360,018 1,266,494 703,692 566,330 1,516,527 1,697,961 1,764,281 532,511 181,655 1,771,215 983,384 1,440,062 27,990,437

Switzerland—8.8% ABB, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . 155,750 Actelion, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . 8,051 Adecco Group AG . . . . . . . . . . . . . . . . . . . . . . 12,943 Aryzta AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . 7,132 Baloise Holding AG . . . . . . . . . . . . . . . . . . . . . 4,297 Barry Callebaut AG (b) . . . . . . . . . . . . . . . . . . . 132 Chocoladefabriken Lindt & Spruengli AG . . . . . . 9 Chocoladefabriken Lindt & Spruengli AG (Participation Certifcate) . . . . . . . . . . . . . . . . 81 Cie Financiere Richemont S.A. . . . . . . . . . . . . . . 40,858 Coca-Cola HBC AG (b) . . . . . . . . . . . . . . . . . . 13,800 Credit Suisse Group AG (b) . . . . . . . . . . . . . . . . 145,390 Dufry AG (b) . . . . . . . . . . . . . . . . . . . . . . . . . . 3,625 EMS-Chemie Holding AG . . . . . . . . . . . . . . . . . 579 Galenica AG . . . . . . . . . . . . . . . . . . . . . . . . . . 295 Geberit AG . . . . . . . . . . . . . . . . . . . . . . . . . . . 3,038 Givaudan S.A. . . . . . . . . . . . . . . . . . . . . . . . . . 717 Glencore plc (b) . . . . . . . . . . . . . . . . . . . . . . . . 1,014,663 Julius Baer Group, Ltd. (b) . . . . . . . . . . . . . . . . . 17,027 Kuehne & Nagel International AG . . . . . . . . . . . 4,135 LafargeHolcim, Ltd. (b) . . . . . . . . . . . . . . . . . . . 37,989 Lonza Group AG (b) . . . . . . . . . . . . . . . . . . . . . 4,579 Nestle S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . 256,263 Novartis AG . . . . . . . . . . . . . . . . . . . . . . . . . . 179,478 Pargesa Holding S.A. . . . . . . . . . . . . . . . . . . . . 3,763 Partners Group Holding AG . . . . . . . . . . . . . . . 1,388 Roche Holding AG . . . . . . . . . . . . . . . . . . . . . . 56,759 Schindler Holding AG . . . . . . . . . . . . . . . . . . . 1,428 Schindler Holding AG (Participation Certificate) . . . 3,959 SGS S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429

3,504,708 1,396,867 730,448 317,166 520,835 175,770 615,582 469,172 2,493,139 320,965 1,906,238 454,392 311,366 313,475 1,332,461 1,461,368 2,787,808 692,572 600,809 2,055,070 875,662 20,235,633 14,144,955 258,125 700,716 14,091,714 270,860 743,303 962,495

Security Description

Shares

Switzerland—(Continued) Sika AG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sonova Holding AG . . . . . . . . . . . . . . . . . . . . . Swatch Group AG (The) . . . . . . . . . . . . . . . . . . Swatch Group AG (The) - Bearer Shares (a) . . . . Swiss Life Holding AG (b) . . . . . . . . . . . . . . . . . Swiss Prime Site AG (b) . . . . . . . . . . . . . . . . . . Swiss Re AG . . . . . . . . . . . . . . . . . . . . . . . . . . Swisscom AG . . . . . . . . . . . . . . . . . . . . . . . . . Syngenta AG . . . . . . . . . . . . . . . . . . . . . . . . . . UBS Group AG . . . . . . . . . . . . . . . . . . . . . . . . Zurich Insurance Group AG (b) . . . . . . . . . . . . .

170 $ 4,058 5,039 2,384 2,458 6,356 26,071 2,156 7,619 294,259 12,336

Value

828,026 575,588 280,469 675,109 636,599 558,625 2,357,255 1,025,752 3,338,775 4,004,300 3,181,349 92,205,521

United Kingdom—17.4% 3i Group plc . . . . . . . . . . . . . . . . . . . . . . . . . . 83,477 Aberdeen Asset Management plc . . . . . . . . . . . 62,282 Admiral Group plc . . . . . . . . . . . . . . . . . . . . . . 16,009 Aggreko plc . . . . . . . . . . . . . . . . . . . . . . . . . . 17,661 Anglo American plc (b) . . . . . . . . . . . . . . . . . . . 114,075 Antofagasta plc . . . . . . . . . . . . . . . . . . . . . . . . 26,957 Ashtead Group plc . . . . . . . . . . . . . . . . . . . . . . 44,964 Associated British Foods plc . . . . . . . . . . . . . . . 27,546 AstraZeneca plc . . . . . . . . . . . . . . . . . . . . . . . . 101,128 Auto Trader Group plc . . . . . . . . . . . . . . . . . . . 75,401 Aviva plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331,823 Babcock International Group plc . . . . . . . . . . . . 22,688 BAE Systems plc . . . . . . . . . . . . . . . . . . . . . . . . 259,623 Barclays plc . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,358,982 Barratt Developments plc . . . . . . . . . . . . . . . . . . 88,548 Berkeley Group Holdings plc . . . . . . . . . . . . . . . 10,289 BP plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,498,691 British American Tobacco plc . . . . . . . . . . . . . . 149,122 British Land Co. plc (The) (REIT) . . . . . . . . . . . . . 73,348 BT Group plc . . . . . . . . . . . . . . . . . . . . . . . . . . 669,710 Bunzl plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27,344 Burberry Group plc . . . . . . . . . . . . . . . . . . . . . 32,742 Capita plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56,282 Carnival plc . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,318 Centrica plc . . . . . . . . . . . . . . . . . . . . . . . . . . . 433,996 Cobham plc . . . . . . . . . . . . . . . . . . . . . . . . . . . 148,611 Coca-Cola European Partners plc . . . . . . . . . . . . 17,100 Compass Group plc . . . . . . . . . . . . . . . . . . . . . 136,155 Croda International plc . . . . . . . . . . . . . . . . . . . 12,193 Diageo plc . . . . . . . . . . . . . . . . . . . . . . . . . . . 202,310 Direct Line Insurance Group plc . . . . . . . . . . . . . 120,497 Dixons Carphone plc . . . . . . . . . . . . . . . . . . . . 87,082 easyJet plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,815 Fiat Chrysler Automobiles NV . . . . . . . . . . . . . . 70,787 Fresnillo plc . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,254 G4S plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145,464 GKN plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126,099 GlaxoSmithKline plc . . . . . . . . . . . . . . . . . . . . . 389,565 Hammerson plc (REIT) . . . . . . . . . . . . . . . . . . . . 74,953 Hargreaves Lansdown plc . . . . . . . . . . . . . . . . . 23,808 Hikma Pharmaceuticals plc . . . . . . . . . . . . . . . . 11,370 HSBC Holdings plc . . . . . . . . . . . . . . . . . . . . . . 1,592,402

MSF-214

704,197 263,470 426,104 218,773 1,435,090 183,054 742,369 930,339 6,565,491 397,171 1,902,930 305,060 1,765,315 2,969,626 569,809 345,369 8,747,790 9,557,679 603,923 3,384,156 810,853 587,250 489,933 749,341 1,286,502 324,070 680,392 2,646,189 552,366 5,813,606 571,005 417,436 141,681 449,608 524,771 430,446 525,256 8,320,054 572,666 393,696 298,235 11,982,122

Metropolitan Series Fund MSCI EAFE Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued)

Security Description

Shares

United Kingdom—(Continued) ICAP plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53,697 $ IMI plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,055 Imperial Brands plc . . . . . . . . . . . . . . . . . . . . . 77,211 Inmarsat plc . . . . . . . . . . . . . . . . . . . . . . . . . . . 33,445 InterContinental Hotels Group plc . . . . . . . . . . . 15,517 Intertek Group plc . . . . . . . . . . . . . . . . . . . . . . 14,174 Intu Properties plc (REIT) . . . . . . . . . . . . . . . . . . 92,411 Investec plc . . . . . . . . . . . . . . . . . . . . . . . . . . . 41,855 J Sainsbury plc . . . . . . . . . . . . . . . . . . . . . . . . . 120,106 Johnson Matthey plc . . . . . . . . . . . . . . . . . . . . . 15,590 Kingfisher plc . . . . . . . . . . . . . . . . . . . . . . . . . . 189,541 Land Securities Group plc (REIT) . . . . . . . . . . . . . 69,232 Legal & General Group plc . . . . . . . . . . . . . . . . 465,307 Lloyds Banking Group plc . . . . . . . . . . . . . . . . . 5,267,223 London Stock Exchange Group plc . . . . . . . . . . . 25,259 Marks & Spencer Group plc . . . . . . . . . . . . . . . 137,472 Mediclinic International plc . . . . . . . . . . . . . . . . 30,600 Meggitt plc . . . . . . . . . . . . . . . . . . . . . . . . . . . 55,862 Merlin Entertainments plc . . . . . . . . . . . . . . . . . 52,353 Mondi plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27,093 National Grid plc . . . . . . . . . . . . . . . . . . . . . . . 299,625 Next plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,803 Old Mutual plc . . . . . . . . . . . . . . . . . . . . . . . . . 378,865 Pearson plc . . . . . . . . . . . . . . . . . . . . . . . . . . . 63,486 Persimmon plc . . . . . . . . . . . . . . . . . . . . . . . . . 22,805 Petrofac, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . 17,337 Provident Financial plc . . . . . . . . . . . . . . . . . . . 11,099 Prudential plc . . . . . . . . . . . . . . . . . . . . . . . . . . 205,782 Randgold Resources, Ltd. . . . . . . . . . . . . . . . . . 8,250 Reckitt Benckiser Group plc . . . . . . . . . . . . . . . . 50,862 RELX plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85,441 Rio Tinto plc . . . . . . . . . . . . . . . . . . . . . . . . . . 100,627 Rolls-Royce Holdings plc (b) . . . . . . . . . . . . . . . . 152,053 Royal Bank of Scotland Group plc (b) . . . . . . . . . 315,947 Royal Dutch Shell plc - A Shares . . . . . . . . . . . . 343,625 Royal Dutch Shell plc - B Shares . . . . . . . . . . . . . 299,606 Royal Mail plc . . . . . . . . . . . . . . . . . . . . . . . . . 67,965 RSA Insurance Group plc . . . . . . . . . . . . . . . . . 93,305 SABMiller plc . . . . . . . . . . . . . . . . . . . . . . . . . . 78,048 Sage Group plc (The) . . . . . . . . . . . . . . . . . . . . 93,810 Schroders plc . . . . . . . . . . . . . . . . . . . . . . . . . . 10,735 Segro plc (REIT) . . . . . . . . . . . . . . . . . . . . . . . . 61,844 Severn Trent plc . . . . . . . . . . . . . . . . . . . . . . . . 20,415 Sky plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81,836 Smith & Nephew plc . . . . . . . . . . . . . . . . . . . . 70,070 Smiths Group plc . . . . . . . . . . . . . . . . . . . . . . . 31,976 SSE plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80,939 St. James’s Place plc . . . . . . . . . . . . . . . . . . . . . 38,927 Standard Chartered plc (b) . . . . . . . . . . . . . . . . 260,617 Standard Life plc . . . . . . . . . . . . . . . . . . . . . . . 166,532 Tate & Lyle plc . . . . . . . . . . . . . . . . . . . . . . . . . 33,576 Taylor Wimpey plc . . . . . . . . . . . . . . . . . . . . . . 240,026 Tesco plc (b) . . . . . . . . . . . . . . . . . . . . . . . . . . 671,221 Travis Perkins plc . . . . . . . . . . . . . . . . . . . . . . . 20,832 Unilever NV . . . . . . . . . . . . . . . . . . . . . . . . . . . 130,477 Unilever plc . . . . . . . . . . . . . . . . . . . . . . . . . . . 103,156 United Utilities Group plc . . . . . . . . . . . . . . . . . 57,234

Value

Security Description

325,116 279,430 3,988,640 306,712 641,400 643,141 355,804 256,499 383,253 667,846 927,416 953,543 1,324,540 3,738,501 918,720 592,515 368,715 327,310 299,336 570,827 4,243,948 733,453 997,884 621,512 538,692 200,773 436,233 3,660,349 831,337 4,803,657 1,624,944 3,355,727 1,422,300 735,302 8,546,840 7,790,702 431,491 661,769 4,558,078 900,478 375,951 365,141 664,303 950,366 1,132,847 608,099 1,646,626 480,354 2,127,056 743,942 326,963 481,532 1,594,094 417,225 6,021,366 4,901,071 746,417

Shares/ Principal Amount*

United Kingdom—(Continued) Vodafone Group plc . . . . . . . . . . . . . . . . . . . . . 2,124,260 $ Weir Group plc (The) . . . . . . . . . . . . . . . . . . . . 17,104 Whitbread plc . . . . . . . . . . . . . . . . . . . . . . . . . 14,502 William Hill plc . . . . . . . . . . . . . . . . . . . . . . . . 82,380 WM Morrison Supermarkets plc . . . . . . . . . . . . 166,578 Wolseley plc . . . . . . . . . . . . . . . . . . . . . . . . . . 20,872 Worldpay Group plc . . . . . . . . . . . . . . . . . . . . 110,824 WPP plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107,227

Value

6,104,446 376,854 737,508 325,529 471,229 1,179,087 426,411 2,529,322 181,283,665

United States—0.1% Mobileye NV (b) . . . . . . . . . . . . . . . . . . . . . . .

14,200

Total Common Stocks (Cost $929,412,986) . . . . . . . . . . . . . . . . . .

604,494 990,271,533

Mutual Fund—2.1% United States—2.1% iShares MSCI EAFE ETF (a) (e) (Cost $20,898,674) . . . . . . . . . . . . . . . . . . .

377,400

22,315,662

5,388 4,900 13,964 11,870 13,141 15,111

397,340 223,774 1,898,823 606,219 207,969 1,985,975

Preferred Stocks—0.5% Germany—0.5% Bayerische Motoren Werke (BMW) AG . . . . . . . FUCHS Petrolub SE . . . . . . . . . . . . . . . . . . . . . . Henkel AG & Co. KGaA . . . . . . . . . . . . . . . . . . Porsche Automobil Holding SE . . . . . . . . . . . . . . Schaeffler AG . . . . . . . . . . . . . . . . . . . . . . . . . Volkswagen AG . . . . . . . . . . . . . . . . . . . . . . . . Total Preferred Stocks (Cost $4,284,434) . . . . . . . . . . . . . . . . . . . .

5,320,100

Short-Term Investments—1.8% Discount Notes—0.8% Federal Home Loan Bank 0.231%, 10/05/16 (f) . . . . . . . . . . . . . . . . . 550,000 0.304%, 10/17/16 (f) . . . . . . . . . . . . . . . . . 1,350,000 0.348%, 10/18/16 (f) . . . . . . . . . . . . . . . . . 5,075,000 0.445%, 03/24/17 (f) . . . . . . . . . . . . . . . . . 975,000

549,983 1,349,809 5,074,130 972,926 7,946,848

U.S. Treasury—1.0% U.S. Treasury Bills 0.267%, 10/20/16 (f) . . . . . . . . . . . . . . . . . 575,000 0.293%, 11/17/16 (f) . . . . . . . . . . . . . . . . . 1,125,000 0.319%, 12/01/16 (f) . . . . . . . . . . . . . . . . . 400,000 0.384%, 03/16/17 (f) . . . . . . . . . . . . . . . . . 6,000,000 0.424%, 02/16/17 (f) . . . . . . . . . . . . . . . . . 1,825,000

574,916 1,124,567 399,783 5,989,473 1,822,057 9,910,796

Total Short-Term Investments (Cost $17,857,644) . . . . . . . . . . . . . . . . . . .

MSF-215

17,857,644

Metropolitan Series Fund MSCI EAFE Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (g)—2.4%

Security Description

Shares/ Principal Amount*

Money Market Fund—0.2% Dreyfus Treasury Cash Management Fund . . . . . 2,000,000 $ Repurchase Agreements—2.0% Citigroup Global Markets Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $2,500,194 on 10/03/16, collateralized by $2,362,537 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 $2,550,001. . . . . . . . . . . . . . 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 Bonds 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. . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . 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. . . . . . . . . . . . . . Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $2,500,197 on 10/03/16, collateralized by $2,386,698 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 $2,551,067. . . . . . . . . . . . . . Merrill Lynch, Pierce, Fenner & Smith Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $75,899 on 10/03/16, collateralized by $62,705 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 $77,414. . . . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . .

2,500,000

Value

Security Description

2,000,000

2,500,000

Principal Amount*

Value

Repurchase Agreements—(Continued) 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 2.500% - 9.500%, maturity dates ranging from 04/01/18 - 09/20/66, with a value of $3,060,000. . . . . . . . . . . . . . 3,000,000 $ RBS Securities Inc. Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $1,200,046 on 10/03/16, collateralized by $1,123,416 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 $1,224,025. . . . . . . . . . . . . . . . . . 1,200,000

3,000,000

1,200,000 21,275,896

2,500,000

2,000,000

2,500,000

2,000,000

Time Deposits—0.2% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . 94,038 Canadian Imperial Bank 0.260%, 10/03/16 . . . . . . . . . . . . . . . . . . 1,000,000 Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . 400,000 Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . 400,000

94,038 1,000,000 400,000 400,000 1,894,038

4,000,000

2,500,000

75,896

4,000,000

2,500,000

75,896

Total Securities Lending Reinvestments (Cost $25,169,934) . . . . . . . . . . . . . . . . . . .

25,169,934

Total Investments—101.9% (Cost $997,623,672) (h) . . . . . . . . . . . . . . . Other assets and liabilities (net)—(1.9)% . . . . . .

1,060,934,873 (19,430,985)

Net Assets—100.0% . . . . . . . . . . . . . . . . . .

$1,041,503,888

* (a)

(b) (c)

(d) (e)

(f) 3,500,000

3,500,000

MSF-216

Principal amount stated in U.S. dollars unless otherwise noted. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $24,654,751 and the collateral received consisted of cash in the amount of $25,169,934. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. Non-income producing security. 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. Illiquid security. As of September 30, 2016, these securities represent 0.0% of net assets. 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 $2,365,200. The rate shown represents current yield to maturity.

Metropolitan Series Fund MSCI EAFE Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) (g)

Represents investment of cash collateral received from securities on loan as of September 30, 2016. (h) As of September 30, 2016, the aggregate cost of investments was $997,623,672. The aggregate unrealized appreciation and depreciation of investments were $234,352,653 and $(171,041,452), respectively, resulting in net unrealized appreciation of $63,311,201. (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 (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

Banks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmaceuticals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Insurance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Oil, Gas & Consumable Fuels . . . . . . . . . . . . . . . . . . . . . Chemicals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Automobiles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Food Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Beverages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Diversified Telecommunication Services . . . . . . . . . . . . . . Metals & Mining . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

10.5 8.0 4.9 4.4 3.7 3.5 3.3 2.8 2.8 2.6

Futures Contracts Futures Contracts – Long

Expiration Date

Number of Contracts

MSCI EAFE Mini Index Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

12/16/16

216

Notional Amount USD

18,649,878

Unrealized Depreciation $(217,518)

(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

Common Stocks Australia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Austria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Belgium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Denmark . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Finland . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . France . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Germany . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hong Kong . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ireland . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Israel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Italy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-217

$

— — — — — — — 257,760 — 958,568 —

Level 2

Level 3

Total

$74,833,250 1,796,336 13,689,227 17,549,401 9,963,297 92,452,703 83,746,531 34,609,763 12,063,121 5,355,186 16,671,941

$— — — — — — — — — — —

$74,833,250 1,796,336 13,689,227 17,549,401 9,963,297 92,452,703 83,746,531 34,867,523 12,063,121 6,313,754 16,671,941

Metropolitan Series Fund MSCI EAFE Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Fair Value Hierarchy—(Continued) Description Japan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Luxembourg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Netherlands . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . New Zealand . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Norway . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Portugal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Singapore . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Spain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sweden . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Switzerland . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . United Kingdom . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . United States . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Mutual Fund* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Preferred Stocks* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Short-Term Investments Discount Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Money Market Fund . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Futures Contracts Futures Contracts (Unrealized Depreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . *

$

Level 1

Level 2

Level 3

Total

224,607 — 2,900,297 — — — — — — — — 604,494 4,945,726 22,315,662 —

$ 238,312,611 1,737,723 28,368,803 2,033,424 6,340,931 1,562,629 12,659,826 30,099,481 27,990,437 92,205,521 181,283,665 — 985,325,807 — 5,320,100

$— — — — — 0 — — — — — — 0 — —

$ 238,537,218 1,737,723 31,269,100 2,033,424 6,340,931 1,562,629 12,659,826 30,099,481 27,990,437 92,205,521 181,283,665 604,494 990,271,533 22,315,662 5,320,100

— — —

7,946,848 9,910,796 17,857,644

— — —

7,946,848 9,910,796 17,857,644

2,000,000 — — 2,000,000 $29,261,388

— 21,275,896 1,894,038 23,169,934 $1,031,673,485

— — — — $ 0

2,000,000 21,275,896 1,894,038 25,169,934 $1,060,934,873

$

$

$—

$

(25,169,934)

$—

$

(217,518)

$

— (217,518)

$

(25,169,934) —

See Schedule of Investments for additional detailed categorizations.

Transfers from Level 1 to Level 2 in the amount of $978,287 were due to the application of a systematic fair valuation model factor. Transfers from Level 2 to Level 1 in the amount of $255,024 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 value and 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.

MSF-218

Metropolitan Series Fund Neuberger Berman Genesis Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—98.6% of Net Assets Security Description

Shares

Value

Security Description

Aerospace & Defense—0.5% Astronics Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . 128,172 $

5,774,149

Air Freight & Logistics—0.6% Forward Air Corp. . . . . . . . . . . . . . . . . . . . . . . . . 163,926

7,091,439

Airlines—0.5% Allegiant Travel Co. . . . . . . . . . . . . . . . . . . . . . . .

42,800

Auto Components—1.4% Drew Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . 117,800 Gentex Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 271,350

5,652,596

11,546,756 4,764,906 16,311,662

Banks—9.6% Bank of Hawaii Corp. . . . . . . . . . . . . . . . . . . . . . Bank of the Ozarks, Inc. . . . . . . . . . . . . . . . . . . . BankUnited, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . BOK Financial Corp. . . . . . . . . . . . . . . . . . . . . . . Community Bank System, Inc. . . . . . . . . . . . . . . . . Cullen/Frost Bankers, Inc. . . . . . . . . . . . . . . . . . . CVB Financial Corp. . . . . . . . . . . . . . . . . . . . . . . First Financial Bankshares, Inc. . . . . . . . . . . . . . . . FNB Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . LegacyTexas Financial Group, Inc. . . . . . . . . . . . . PacWest Bancorp . . . . . . . . . . . . . . . . . . . . . . . .

244,450 302,976 233,950 130,632 164,537 179,498 641,800 337,560 635,698 188,750 164,478

17,751,959 11,634,278 7,065,290 9,009,689 7,915,875 12,913,086 11,302,098 12,300,687 7,819,085 5,970,163 7,057,751

Shares

Commercial Services & Supplies—(Continued) Rollins, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 573,165 $ UniFirst Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 42,850

17,772

2,759,281

Building Products—1.6% A.O. Smith Corp. . . . . . . . . . . . . . . . . . . . . . . . . 108,250 AAON, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 278,822

10,694,018 8,035,650

Communications Equipment—1.1% NetScout Systems, Inc. (a) . . . . . . . . . . . . . . . . . . 427,550

12,505,837

Construction & Engineering—0.9% Valmont Industries, Inc. . . . . . . . . . . . . . . . . . . . .

75,100

10,106,207

Construction Materials—0.9% Eagle Materials, Inc. . . . . . . . . . . . . . . . . . . . . . . 128,800

9,956,240

Containers & Packaging—2.3% AptarGroup, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 273,804 Silgan Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . 112,050

21,195,168 5,668,609 26,863,777

Distributors—1.8% Pool Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226,110 Electrical Equipment—0.4% AZZ, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Thermon Group Holdings, Inc. (a) . . . . . . . . . . . . .

54,400 74,050

3,280,320 9,515,270 14,679,553 669,071 28,144,214

Chemicals—4.3% Balchem Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 164,113 NewMarket Corp. . . . . . . . . . . . . . . . . . . . . . . . . 7,967 Quaker Chemical Corp. . . . . . . . . . . . . . . . . . . . . 41,050 RPM International, Inc. . . . . . . . . . . . . . . . . . . . . . 108,350 Sensient Technologies Corp. . . . . . . . . . . . . . . . . . 311,750

12,723,681 3,420,392 4,348,427 5,820,562 23,630,650 49,943,712

Commercial Services & Supplies—4.2% G&K Services, Inc. - Class A . . . . . . . . . . . . . . . . . 45,300 Healthcare Services Group, Inc. . . . . . . . . . . . . . . 347,014 Ritchie Bros. Auctioneers, Inc. . . . . . . . . . . . . . . . . 217,900

21,371,917

3,550,688 1,462,488 5,013,176

Electronic Equipment, Instruments & Components—3.8% Badger Meter, Inc. . . . . . . . . . . . . . . . . . . . . . . . 26,676 Cognex Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 163,800 Littelfuse, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 121,650 Rogers Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 132,550 Zebra Technologies Corp. - Class A (a) . . . . . . . . . 145,232

893,913 8,658,468 15,669,736 8,096,154 10,109,600 43,427,871

18,729,668 Capital Markets—2.4% Artisan Partners Asset Management, Inc. Class A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120,600 FactSet Research Systems, Inc. . . . . . . . . . . . . . . . 58,700 MarketAxess Holdings, Inc. . . . . . . . . . . . . . . . . . 88,650 OM Asset Management plc . . . . . . . . . . . . . . . . . 48,100

16,782,271 5,650,201 48,134,736

110,739,961 Beverages—0.2% Boston Beer Co., Inc. (The) - Class A (a) . . . . . . . . .

Value

Energy Equipment & Services—1.2% Dril-Quip, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 30,700 Natural Gas Services Group, Inc. (a) . . . . . . . . . . . 169,385 Oceaneering International, Inc. . . . . . . . . . . . . . . 102,450 Pason Systems, Inc. . . . . . . . . . . . . . . . . . . . . . . . 407,600

1,711,218 4,165,177 2,818,400 5,200,976 13,895,771

Food & Staples Retailing—0.2% North West Co., Inc. (The) . . . . . . . . . . . . . . . . . .

99,700

1,963,679

Food Products—3.2% B&G Foods, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 34,050 Blue Buffalo Pet Products, Inc. (a) . . . . . . . . . . . . . 173,200 Cal-Maine Foods, Inc. . . . . . . . . . . . . . . . . . . . . . 133,700 Calavo Growers, Inc. . . . . . . . . . . . . . . . . . . . . . 66,100 Flowers Foods, Inc. . . . . . . . . . . . . . . . . . . . . . . . 231,350 J&J Snack Foods Corp. . . . . . . . . . . . . . . . . . . . . 77,509 Lancaster Colony Corp. . . . . . . . . . . . . . . . . . . . . 69,300

1,674,579 4,115,232 5,152,798 4,324,923 3,498,012 9,232,872 9,153,837

4,325,697 13,734,814 7,641,753

MSF-219

37,152,253

Metropolitan Series Fund Neuberger Berman Genesis Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Value

Security Description

Health Care Equipment & Supplies—8.0% Abaxis, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Atrion Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cantel Medical Corp. . . . . . . . . . . . . . . . . . . . . . DENTSPLY SIRONA, Inc. . . . . . . . . . . . . . . . . . . . Haemonetics Corp. (a) . . . . . . . . . . . . . . . . . . . . . IDEXX Laboratories, Inc. (a) . . . . . . . . . . . . . . . . . Natus Medical, Inc. (a) . . . . . . . . . . . . . . . . . . . . Neogen Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . Vascular Solutions, Inc. (a) . . . . . . . . . . . . . . . . . . West Pharmaceutical Services, Inc. . . . . . . . . . . . .

130,954 $ 5,500 87,007 254,750 140,496 175,700 140,924 41,900 77,500 330,716

6,759,845 2,346,300 6,784,806 15,139,793 5,087,360 19,806,661 5,536,904 2,343,886 3,737,825 24,638,342 92,181,722

Health Care Providers & Services—3.8% Amsurg Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . 51,492 Chemed Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 68,800 Henry Schein, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 96,950 Surgery Partners, Inc. (a) . . . . . . . . . . . . . . . . . . . 129,900 Surgical Care Affiliates, Inc. (a) . . . . . . . . . . . . . . 129,807 U.S. Physical Therapy, Inc. . . . . . . . . . . . . . . . . . . 91,100

3,452,539 9,705,616 15,800,911 2,629,176 6,329,389 5,711,970 43,629,601

Hotels, Restaurants & Leisure—3.3% Brinker International, Inc. . . . . . . . . . . . . . . . . . . . 183,350 Cheesecake Factory, Inc. (The) . . . . . . . . . . . . . . . 111,600 Cracker Barrel Old Country Store, Inc. . . . . . . . . . 58,450 Papa John’s International, Inc. . . . . . . . . . . . . . . . 98,000 Texas Roadhouse, Inc. . . . . . . . . . . . . . . . . . . . . . 203,250

9,246,340 5,586,696 7,728,259 7,727,300 7,932,848 38,221,443

Household Products—2.9% Church & Dwight Co., Inc. . . . . . . . . . . . . . . . . . . 502,000 Energizer Holdings, Inc. . . . . . . . . . . . . . . . . . . . . 133,200 WD-40 Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25,100

24,055,840 6,654,672 2,821,993 33,532,505

Industrial Conglomerates—0.3% Raven Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . 152,279 Insurance—1.6% AMERISAFE, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 61,200 RLI Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217,390 Safety Insurance Group, Inc. . . . . . . . . . . . . . . . . 1,600

71,200

IT Services—1.1% Jack Henry & Associates, Inc. . . . . . . . . . . . . . . . . 148,850 Leisure Products—0.7% Polaris Industries, Inc. . . . . . . . . . . . . . . . . . . . . .

96,998

Life Sciences Tools & Services—3.6% Bio-Techne Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 125,000 $ ICON plc (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 271,387 PAREXEL International Corp. (a) . . . . . . . . . . . . . . 103,350

Value

13,687,500 20,997,212 7,177,658 41,862,370

Machinery—9.1% CLARCOR, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Donaldson Co., Inc. . . . . . . . . . . . . . . . . . . . . . . Franklin Electric Co., Inc. . . . . . . . . . . . . . . . . . . . Graco, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Lindsay Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Middleby Corp. (The) (a) . . . . . . . . . . . . . . . . . . . Nordson Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . RBC Bearings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Tennant Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Toro Co. (The) . . . . . . . . . . . . . . . . . . . . . . . . . . . Wabtec Corp. . . . . . . . . . . . . . . . . . . . . . . . . . .

167,302 131,350 143,850 77,250 21,200 107,500 127,362 151,750 101,078 308,200 212,850

10,874,630 4,903,296 5,856,134 5,716,500 1,568,376 13,289,150 12,689,076 11,605,840 6,549,854 14,436,088 17,379,202 104,868,146

Marine—0.3% Kirby Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . .

61,100

3,797,976

Media—1.5% Gray Television, Inc. (a) . . . . . . . . . . . . . . . . . . . . 443,000 Nexstar Broadcasting Group, Inc. - Class A . . . . . . 223,800

4,589,480 12,915,498 17,504,978

Metals & Mining—0.6% Compass Minerals International, Inc. . . . . . . . . . . .

95,900

7,067,830

Oil, Gas & Consumable Fuels—1.0% Diamondback Energy, Inc. (a) . . . . . . . . . . . . . . . 27,500 Gulfport Energy Corp. (a) . . . . . . . . . . . . . . . . . . 104,500 Matador Resources Co. (a) . . . . . . . . . . . . . . . . . . 82,600 RSP Permian, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 96,600

2,654,850 2,952,125 2,010,484 3,746,148 11,363,607

3,506,985

3,597,336 14,860,780 107,552 18,565,668

Internet Software & Services—0.1% NIC, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Shares

1,673,200

12,734,117

7,511,525

Paper & Forest Products—1.0% Stella-Jones, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 336,750

11,681,461

Pharmaceuticals—0.5% Prestige Brands Holdings, Inc. (a) . . . . . . . . . . . . . 121,400

5,859,978

Professional Services—1.0% Exponent, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 228,756

11,680,281

Road & Rail—0.2% Genesee & Wyoming, Inc. - Class A (a) . . . . . . . . .

31,900

2,199,505

Semiconductors & Semiconductor Equipment—1.7% MKS Instruments, Inc. . . . . . . . . . . . . . . . . . . . . . . 110,800 Power Integrations, Inc. . . . . . . . . . . . . . . . . . . . . 227,480

5,510,084 14,338,064 19,848,148

MSF-220

Metropolitan Series Fund Neuberger Berman Genesis Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued)

Short-Term Investment—1.1%

Security Description

Shares

Value

Security Description

Software—9.8% Aspen Technology, Inc. (a) . . . . . . . . . . . . . . . . . . Computer Modelling Group, Ltd. . . . . . . . . . . . . . Constellation Software, Inc. . . . . . . . . . . . . . . . . . Descartes Systems Group, Inc. (The) (a) . . . . . . . . . Fair Isaac Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Manhattan Associates, Inc. (a) . . . . . . . . . . . . . . . Monotype Imaging Holdings, Inc. . . . . . . . . . . . . . Nice Ltd. (ADR) . . . . . . . . . . . . . . . . . . . . . . . . . . Progress Software Corp. (a) . . . . . . . . . . . . . . . . . Qualys, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Tyler Technologies, Inc. (a) . . . . . . . . . . . . . . . . . .

250,200 $ 235,800 36,820 266,400 143,150 299,376 331,543 78,100 167,500 89,550 128,400

11,706,858 1,769,443 16,598,258 5,732,928 17,835,058 17,250,045 7,330,416 5,228,014 4,556,000 3,419,915 21,985,932 113,412,867

Specialty Retail—3.3% Asbury Automotive Group, Inc. (a) . . . . . . . . . . . . 63,600 Hibbett Sports, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 124,150 Lithia Motors, Inc. - Class A . . . . . . . . . . . . . . . . . 99,450 Monro Muffler Brake, Inc. . . . . . . . . . . . . . . . . . . 88,050 Sally Beauty Holdings, Inc. (a) . . . . . . . . . . . . . . . 249,850 Tractor Supply Co. . . . . . . . . . . . . . . . . . . . . . . . 124,750

3,540,612 4,953,585 9,499,464 5,386,019 6,416,148 8,401,912 38,197,740

Technology Hardware, Storage & Peripherals—0.8% Electronics For Imaging, Inc. (a) . . . . . . . . . . . . . . 195,250 Trading Companies & Distributors—1.3% Applied Industrial Technologies, Inc. . . . . . . . . . . . Watsco, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

81,521 80,775

9,551,630

Value

Repurchase Agreement—1.1% Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $12,745,830 on 10/03/16, collateralized by $12,810,000 U.S. Treasury Note at 1.375% due 01/31/21 with a value of $13,002,150. . . . . . . . . . . . . . . . . . . . . . . 12,745,798 $

12,745,798

Total Short-Term Investments (Cost $12,745,798) . . . . . . . . . . . . . . . . .

12,745,798

Total Investments—99.7% (Cost $795,364,695) (b) . . . . . . . . . . . . . . Other assets and liabilities (net)—0.3% . . . . . .

1,153,928,716 3,440,905

Net Assets—100.0% . . . . . . . . . . . . . . . . .

$1,157,369,621

* (a) (b)

Principal amount stated in U.S. dollars unless otherwise noted. Non-income producing security. As of September 30, 2016, the aggregate cost of investments was $795,364,695. The aggregate unrealized appreciation and depreciation of investments were $381,691,713 and $(23,127,692), respectively, resulting in net unrealized appreciation of $358,564,021. (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.

3,810,292 11,381,197 15,191,489

Total Common Stocks (Cost $782,618,897) . . . . . . . . . . . . . . . . . . .

Principal Amount*

1,141,182,918

MSF-221

Metropolitan Series Fund Neuberger Berman Genesis 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

Total Common Stocks* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . *

See Schedule of Investments for additional detailed categorizations.

MSF-222

$1,141,182,918 — $1,141,182,918

Level 2

Level 3

Total

— 12,745,798 $12,745,798

$— — $—

$1,141,182,918 12,745,798 $1,153,928,716

$

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—95.8% of Net Assets Security Description

Shares

Value

Aerospace & Defense—1.5% AAR Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Aerojet Rocketdyne Holdings, Inc. (a) . . . . . . . . . . . . Aerovironment, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Astronics Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Cubic Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Curtiss-Wright Corp. . . . . . . . . . . . . . . . . . . . . . . . . DigitalGlobe, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Ducommun, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Engility Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Esterline Technologies Corp. (a) . . . . . . . . . . . . . . . . KEYW Holding Corp. (The) (a) (b) . . . . . . . . . . . . . . . KLX, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kratos Defense & Security Solutions, Inc. (a) (b) . . . . . Mercury Systems, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Moog, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . . . . National Presto Industries, Inc. (b) . . . . . . . . . . . . . . . Sparton Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . TASER International, Inc. (a) . . . . . . . . . . . . . . . . . . . Teledyne Technologies, Inc. (a) . . . . . . . . . . . . . . . . . Triumph Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Vectrus, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wesco Aircraft Holdings, Inc. (a) . . . . . . . . . . . . . . .

16,635 $ 29,383 8,967 8,569 12,431 21,215 29,669 5,959 8,737 14,168 17,571 25,831 23,529 19,389 15,634 2,572 5,193 26,071 16,663 24,082 5,231 29,211

521,008 516,553 218,884 386,033 581,895 1,932,899 815,897 136,104 275,216 1,077,335 193,984 909,251 162,115 476,388 930,848 225,796 136,368 745,891 1,798,438 671,406 79,668 392,304 13,184,281

Air Freight & Logistics—0.5% Air Transport Services Group, Inc. (a) . . . . . . . . . . . . Atlas Air Worldwide Holdings, Inc. (a) . . . . . . . . . . . . Echo Global Logistics, Inc. (a) . . . . . . . . . . . . . . . . . . Forward Air Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . HUB Group, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . Park-Ohio Holdings Corp. . . . . . . . . . . . . . . . . . . . . . XPO Logistics, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . .

25,431 12,481 14,649 14,772 17,356 4,748 47,650

364,935 534,436 337,806 639,037 707,431 173,065 1,747,325 4,504,035

Airlines—0.4% Allegiant Travel Co. . . . . . . . . . . . . . . . . . . . . . . . . . 6,708 Hawaiian Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . 25,756 SkyWest, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24,419 Virgin America, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . 8,751

885,925 1,251,742 644,906 468,266 3,250,839

Auto Components—1.2% American Axle & Manufacturing Holdings, Inc. (a) . . . . . Cooper Tire & Rubber Co. . . . . . . . . . . . . . . . . . . . . Cooper-Standard Holding, Inc. (a) . . . . . . . . . . . . . . . Dana, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dorman Products, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Drew Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Federal-Mogul Holdings Corp. (a) . . . . . . . . . . . . . . . Fox Factory Holding Corp. (a) . . . . . . . . . . . . . . . . . . Gentherm, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Horizon Global Corp. (a) . . . . . . . . . . . . . . . . . . . . . Metaldyne Performance Group, Inc. . . . . . . . . . . . . . Modine Manufacturing Co. (a) . . . . . . . . . . . . . . . . . Motorcar Parts of America, Inc. (a) . . . . . . . . . . . . . . Spartan Motors, Inc. . . . . . . . . . . . . . . . . . . . . . . . .

37,813 27,246 6,881 69,361 12,774 11,598 15,664 11,504 17,276 9,617 6,210 23,187 8,000 17,934

651,140 1,035,893 679,843 1,081,338 816,259 1,136,836 150,531 264,247 542,812 191,667 98,428 274,998 230,240 171,808

Security Description

Shares

Value

Auto Components—(Continued) Standard Motor Products, Inc. . . . . . . . . . . . . . . . . . . Stoneridge, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Superior Industries International, Inc. . . . . . . . . . . . . . Tenneco, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Tower International, Inc. . . . . . . . . . . . . . . . . . . . . . .

9,638 $ 13,705 12,615 27,494 10,455

460,311 252,172 367,853 1,602,075 251,965 10,260,416

Automobiles—0.0% Winnebago Industries, Inc. . . . . . . . . . . . . . . . . . . . . 12,257 Banks—9.3% 1st Source Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Access National Corp. . . . . . . . . . . . . . . . . . . . . . . . Allegiance Bancshares, Inc. (a) . . . . . . . . . . . . . . . . . American National Bankshares, Inc. . . . . . . . . . . . . . Ameris Bancorp . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ames National Corp. . . . . . . . . . . . . . . . . . . . . . . . . Arrow Financial Corp. . . . . . . . . . . . . . . . . . . . . . . . Atlantic Capital Bancshares, Inc. (a) . . . . . . . . . . . . . Banc of California, Inc. . . . . . . . . . . . . . . . . . . . . . . BancFirst Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Banco Latinoamericano de Comercio Exterior S.A. Class E . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bancorp, Inc. (The) (a) . . . . . . . . . . . . . . . . . . . . . . . BancorpSouth, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of Marin Bancorp . . . . . . . . . . . . . . . . . . . . . . Bank of the Ozarks, Inc. . . . . . . . . . . . . . . . . . . . . . . Banner Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bar Harbor Bankshares . . . . . . . . . . . . . . . . . . . . . . Berkshire Hills Bancorp, Inc. . . . . . . . . . . . . . . . . . . . Blue Hills Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . BNC Bancorp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Boston Private Financial Holdings, Inc. . . . . . . . . . . . . Bridge Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Brookline Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . Bryn Mawr Bank Corp. . . . . . . . . . . . . . . . . . . . . . . . Camden National Corp. . . . . . . . . . . . . . . . . . . . . . . Capital Bank Financial Corp. - Class A . . . . . . . . . . . Cardinal Financial Corp. . . . . . . . . . . . . . . . . . . . . . Carolina Financial Corp. (b) . . . . . . . . . . . . . . . . . . . Cathay General Bancorp . . . . . . . . . . . . . . . . . . . . . CenterState Banks, Inc. . . . . . . . . . . . . . . . . . . . . . . . Central Pacific Financial Corp. . . . . . . . . . . . . . . . . . Chemical Financial Corp. . . . . . . . . . . . . . . . . . . . . . Citizens & Northern Corp. . . . . . . . . . . . . . . . . . . . . City Holding Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . CNB Financial Corp. . . . . . . . . . . . . . . . . . . . . . . . . CoBiz Financial, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Columbia Banking System, Inc. . . . . . . . . . . . . . . . . . Community Bank System, Inc. . . . . . . . . . . . . . . . . . . Community Trust Bancorp, Inc. . . . . . . . . . . . . . . . . . ConnectOne Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . CU Bancorp (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Customers Bancorp, Inc. (a) . . . . . . . . . . . . . . . . . . . CVB Financial Corp. . . . . . . . . . . . . . . . . . . . . . . . . Eagle Bancorp, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Enterprise Bancorp, Inc. (b) . . . . . . . . . . . . . . . . . . . .

MSF-223

288,897

7,645 4,414 5,825 4,311 16,855 4,647 5,995 7,046 23,881 3,589

272,888 105,495 157,275 120,492 589,082 128,536 196,803 105,549 416,962 260,238

14,005 17,041 41,566 3,199 43,049 14,787 2,884 14,754 13,063 18,833 40,232 8,870 33,001 8,151 5,226 8,665 14,931 5,566 37,025 21,605 15,142 32,430 6,716 6,429 6,782 17,832 28,451 20,283 8,162 11,906 8,163 11,686 50,002 15,010 4,064

394,661 109,403 964,331 159,086 1,653,082 646,783 105,900 408,833 196,206 458,019 516,177 253,593 402,282 260,750 249,489 278,233 389,550 124,344 1,139,629 383,057 381,427 1,431,136 147,551 323,314 143,507 237,344 930,917 975,815 302,892 215,022 186,198 294,020 880,535 740,443 113,792

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Banks—(Continued) Enterprise Financial Services Corp. . . . . . . . . . . . . . 9,318 $ Farmers Capital Bank Corp. . . . . . . . . . . . . . . . . . . 3,713 Farmers National Banc Corp. . . . . . . . . . . . . . . . . . 13,414 FCB Financial Holdings, Inc. - Class A (a) . . . . . . . . . 14,825 Fidelity Southern Corp. . . . . . . . . . . . . . . . . . . . . . . 10,827 Financial Institutions, Inc. . . . . . . . . . . . . . . . . . . . . 6,461 First BanCorp (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 55,535 First Bancorp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,573 First Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 5,308 First Busey Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 15,850 First Citizens BancShares, Inc. - Class A . . . . . . . . . . 3,585 First Commonwealth Financial Corp. . . . . . . . . . . . . 41,887 First Community Bancshares, Inc. . . . . . . . . . . . . . . . 8,470 First Connecticut Bancorp, Inc. . . . . . . . . . . . . . . . . . 7,629 First Financial Bancorp . . . . . . . . . . . . . . . . . . . . . . 28,214 First Financial Bankshares, Inc. (b) . . . . . . . . . . . . . . 30,167 First Financial Corp. . . . . . . . . . . . . . . . . . . . . . . . . 6,038 First Foundation, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 6,983 First Interstate BancSystem, Inc. - Class A . . . . . . . . . 9,233 First Merchants Corp. . . . . . . . . . . . . . . . . . . . . . . . 20,166 First Mid-Illinois Bancshares, Inc. . . . . . . . . . . . . . . . 4,235 First Midwest Bancorp, Inc. . . . . . . . . . . . . . . . . . . . 39,553 First of Long Island Corp. (The) . . . . . . . . . . . . . . . . 6,616 Flushing Financial Corp. . . . . . . . . . . . . . . . . . . . . . 15,132 FNB Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102,372 Franklin Financial Network, Inc. (a) . . . . . . . . . . . . . 4,922 Fulton Financial Corp. . . . . . . . . . . . . . . . . . . . . . . . 82,075 German American Bancorp, Inc. . . . . . . . . . . . . . . . 6,759 Glacier Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . . 37,248 Great Southern Bancorp, Inc. . . . . . . . . . . . . . . . . . 4,991 Great Western Bancorp, Inc. . . . . . . . . . . . . . . . . . . 28,884 Green Bancorp, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 11,285 Guaranty Bancorp . . . . . . . . . . . . . . . . . . . . . . . . . 8,675 Hancock Holding Co. . . . . . . . . . . . . . . . . . . . . . . . 37,825 Hanmi Financial Corp. . . . . . . . . . . . . . . . . . . . . . . 15,681 HarborOne Bancorp, Inc. (a) . . . . . . . . . . . . . . . . . . 15,086 Heartland Financial USA, Inc. . . . . . . . . . . . . . . . . . 10,964 Heritage Commerce Corp. . . . . . . . . . . . . . . . . . . . 10,489 Heritage Financial Corp. . . . . . . . . . . . . . . . . . . . . . 17,398 Heritage Oaks Bancorp . . . . . . . . . . . . . . . . . . . . . 11,367 Hilltop Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 34,409 Home BancShares, Inc. . . . . . . . . . . . . . . . . . . . . . . 58,980 HomeTrust Bancshares, Inc. (a) . . . . . . . . . . . . . . . . 10,270 Hope Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 59,993 Horizon Bancorp . . . . . . . . . . . . . . . . . . . . . . . . . . 5,200 Iberiabank Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 19,964 Independent Bank Corp. . . . . . . . . . . . . . . . . . . . . . 11,863 Independent Bank Corp./Rockland Trust . . . . . . . . . . 12,760 Independent Bank Group, Inc. . . . . . . . . . . . . . . . . . 4,644 International Bancshares Corp. . . . . . . . . . . . . . . . . 25,537 Investors Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . 144,619 Lakeland Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . 17,320 Lakeland Financial Corp. . . . . . . . . . . . . . . . . . . . . 12,208 LegacyTexas Financial Group, Inc. . . . . . . . . . . . . . . 22,230 Live Oak Bancshares, Inc. . . . . . . . . . . . . . . . . . . . . 10,388 Macatawa Bank Corp. . . . . . . . . . . . . . . . . . . . . . . 14,416 MainSource Financial Group, Inc. . . . . . . . . . . . . . . 10,246

Value

Security Description

291,188 110,053 144,603 569,725 199,109 175,158 288,782 169,660 127,233 358,210 1,053,596 422,640 210,056 135,720 616,194 1,099,285 245,626 172,271 290,932 539,440 115,446 765,746 219,320 358,931 1,259,176 184,083 1,191,729 263,128 1,062,313 203,134 962,415 123,345 154,849 1,226,665 413,038 237,755 395,471 114,750 312,294 93,209 772,826 1,227,374 189,995 1,042,078 152,776 1,339,984 199,654 690,188 205,125 760,492 1,736,874 243,173 432,407 703,135 149,795 115,184 255,638

Banks—(Continued) MB Financial, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 36,413 $ Mercantile Bank Corp. . . . . . . . . . . . . . . . . . . . . . . 8,647 MidWestOne Financial Group, Inc. . . . . . . . . . . . . . 3,645 National Bank Holdings Corp. - Class A . . . . . . . . . . 12,889 National Bankshares, Inc. (b) . . . . . . . . . . . . . . . . . . 3,487 National Commerce Corp. (a) . . . . . . . . . . . . . . . . . 4,628 NBT Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 20,117 Nicolet Bankshares, Inc. (a) . . . . . . . . . . . . . . . . . . . 3,298 OFG Bancorp . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19,884 Old National Bancorp . . . . . . . . . . . . . . . . . . . . . . 65,101 Old Second Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . 14,296 Opus Bank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,631 Pacific Continental Corp. . . . . . . . . . . . . . . . . . . . . 10,841 Pacific Premier Bancorp, Inc. (a) . . . . . . . . . . . . . . . 12,610 Park National Corp. . . . . . . . . . . . . . . . . . . . . . . . . 6,727 Park Sterling Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 23,392 Peapack Gladstone Financial Corp. . . . . . . . . . . . . . 6,672 Penns Woods Bancorp, Inc. . . . . . . . . . . . . . . . . . . 2,408 People’s Utah Bancorp . . . . . . . . . . . . . . . . . . . . . . 7,011 Peoples Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . . 10,141 Peoples Financial Services Corp. (b) . . . . . . . . . . . . . 3,673 Pinnacle Financial Partners, Inc. . . . . . . . . . . . . . . . . 20,982 Preferred Bank . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,630 PrivateBancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 38,203 Prosperity Bancshares, Inc. . . . . . . . . . . . . . . . . . . . 32,660 QCR Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 5,811 Renasant Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,087 Republic Bancorp, Inc. - Class A . . . . . . . . . . . . . . . 5,421 S&T Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 15,660 Sandy Spring Bancorp, Inc. . . . . . . . . . . . . . . . . . . . 10,533 Seacoast Banking Corp. of Florida (a) . . . . . . . . . . . 15,100 ServisFirst Bancshares, Inc. (b) . . . . . . . . . . . . . . . . . 10,464 Sierra Bancorp . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,841 Simmons First National Corp. - Class A . . . . . . . . . . 13,943 South State Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 10,971 Southside Bancshares, Inc. . . . . . . . . . . . . . . . . . . . 12,681 Southwest Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . 9,007 State Bank Financial Corp. . . . . . . . . . . . . . . . . . . . 16,379 Sterling Bancorp . . . . . . . . . . . . . . . . . . . . . . . . . . 61,931 Stock Yards Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . 10,633 Stonegate Bank . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,132 Suffolk Bancorp . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,378 Sun Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 4,652 Texas Capital Bancshares, Inc. (a) . . . . . . . . . . . . . . 22,538 Tompkins Financial Corp. . . . . . . . . . . . . . . . . . . . . 7,424 Towne Bank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27,456 TriCo Bancshares . . . . . . . . . . . . . . . . . . . . . . . . . . 11,155 TriState Capital Holdings, Inc. (a) . . . . . . . . . . . . . . 11,422 Triumph Bancorp, Inc. (a) . . . . . . . . . . . . . . . . . . . . 7,480 Trustmark Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 33,957 UMB Financial Corp. . . . . . . . . . . . . . . . . . . . . . . . 21,887 Umpqua Holdings Corp. . . . . . . . . . . . . . . . . . . . . . 104,556 Union Bankshares Corp. . . . . . . . . . . . . . . . . . . . . . 20,843 United Bankshares, Inc. (b) . . . . . . . . . . . . . . . . . . . 32,641 United Community Banks, Inc. . . . . . . . . . . . . . . . . . 34,521 Univest Corp. of Pennsylvania . . . . . . . . . . . . . . . . . 12,133 Valley National Bancorp . . . . . . . . . . . . . . . . . . . . . 120,885

MSF-224

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Value

1,385,151 232,172 110,699 301,216 128,252 125,234 661,246 126,478 201,027 915,320 118,800 305,278 182,346 333,661 645,792 189,943 149,520 107,060 142,674 249,367 149,711 1,134,707 201,273 1,754,282 1,792,707 184,441 675,526 168,485 453,983 322,099 242,959 543,186 109,577 695,756 823,264 408,075 171,043 373,769 1,083,792 350,464 173,205 221,763 107,275 1,237,787 567,268 659,768 298,619 184,465 148,403 935,855 1,301,182 1,573,568 557,967 1,229,586 725,631 283,427 1,176,211

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Banks—(Continued) Washington Trust Bancorp, Inc. . . . . . . . . . . . . . . . . WashingtonFirst Bankshares, Inc. . . . . . . . . . . . . . . . Webster Financial Corp. . . . . . . . . . . . . . . . . . . . . . WesBanco, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . West Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Westamerica Bancorp (b) . . . . . . . . . . . . . . . . . . . . Wintrust Financial Corp. . . . . . . . . . . . . . . . . . . . . . Yadkin Financial Corp. . . . . . . . . . . . . . . . . . . . . . .

Shares

7,713 $ 4,432 43,929 20,241 8,036 12,513 25,023 24,582

Value

Security Description

310,217 109,072 1,669,741 665,524 157,506 636,661 1,390,528 646,261 81,061,442

Beverages—0.2% Boston Beer Co., Inc. (The) - Class A (a) . . . . . . . . . . Coca-Cola Bottling Co. Consolidated . . . . . . . . . . . . Craft Brew Alliance, Inc. (a) . . . . . . . . . . . . . . . . . . MGP Ingredients, Inc. . . . . . . . . . . . . . . . . . . . . . . . National Beverage Corp. (a) . . . . . . . . . . . . . . . . . . Primo Water Corp. (a) . . . . . . . . . . . . . . . . . . . . . .

4,334 2,376 6,593 5,440 5,742 10,997

672,897 352,028 124,146 220,429 252,935 133,394 1,755,829

Biotechnology—5.1% Acceleron Pharma, Inc. (a) . . . . . . . . . . . . . . . . . . . 13,695 Achillion Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . 56,103 Acorda Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . . . 20,455 Adamas Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . 7,040 Aduro Biotech, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . 18,643 Advaxis, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . 18,811 Agenus, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 38,088 Aimmune Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . 14,043 Akebia Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . . . 22,828 Alder Biopharmaceuticals, Inc. (a) . . . . . . . . . . . . . . 23,239 AMAG Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . 16,034 Amicus Therapeutics, Inc. (a) (b) . . . . . . . . . . . . . . . 70,916 Ardelyx, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 12,919 Arena Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . . 114,310 ARIAD Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . . 87,547 Array BioPharma, Inc. (a) . . . . . . . . . . . . . . . . . . . . 64,536 Arrowhead Pharmaceuticals, Inc. (a) (b) . . . . . . . . . . 25,887 Atara Biotherapeutics, Inc. (a) (b) . . . . . . . . . . . . . . . 11,963 Avexis, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,726 Axovant Sciences, Ltd. (a) (b) . . . . . . . . . . . . . . . . . 13,161 Bellicum Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . 11,404 BioCryst Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . 42,881 BioSpecifics Technologies Corp. (a) . . . . . . . . . . . . . 3,039 BioTime, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . 39,767 Bluebird Bio, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . 18,261 Blueprint Medicines Corp. (a) . . . . . . . . . . . . . . . . . 10,512 Celldex Therapeutics, Inc. (a) (b) . . . . . . . . . . . . . . . 47,742 Cepheid, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 35,601 Chimerix, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 24,745 Clovis Oncology, Inc. (a) . . . . . . . . . . . . . . . . . . . . 16,535 Coherus Biosciences, Inc. (a) (b) . . . . . . . . . . . . . . . 15,243 Curis, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63,039 Cytokinetics, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 18,716 CytomX Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . . 11,599 Dynavax Technologies Corp. (a) (b) . . . . . . . . . . . . . 17,634 Eagle Pharmaceuticals, Inc. (a) (b) . . . . . . . . . . . . . . 4,073

495,622 454,434 427,100 115,526 231,732 201,090 273,472 210,645 206,593 761,542 392,993 524,778 167,172 200,043 1,198,518 435,618 190,269 255,889 112,338 184,254 226,940 189,105 138,791 155,091 1,237,731 312,206 192,878 1,875,817 137,087 596,087 408,208 164,532 171,813 181,872 184,981 285,110

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Biotechnology—(Continued) Emergent BioSolutions, Inc. (a) . . . . . . . . . . . . . . . . . 15,717 $ Enanta Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . 7,598 Epizyme, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 20,920 Esperion Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . . 8,111 Exact Sciences Corp. (a) . . . . . . . . . . . . . . . . . . . . . 50,476 Exelixis, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 111,773 FibroGen, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 24,972 Five Prime Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . 13,422 Flexion Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . . . 12,372 Foundation Medicine, Inc. (a) . . . . . . . . . . . . . . . . . 7,156 Genomic Health, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 8,810 Geron Corp. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . 75,588 Global Blood Therapeutics, Inc. (a) (b) . . . . . . . . . . . 7,789 Halozyme Therapeutics, Inc. (a) (b) . . . . . . . . . . . . . 51,119 Heron Therapeutics, Inc. (a) (b) . . . . . . . . . . . . . . . . 18,692 Idera Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . . . 49,963 ImmunoGen, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . 48,008 Immunomedics, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . 49,803 Inovio Pharmaceuticals, Inc. (a) (b) . . . . . . . . . . . . . . 36,297 Insmed, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 30,343 Insys Therapeutics, Inc. (a) (b) . . . . . . . . . . . . . . . . . 11,118 Invitae Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 12,918 Ironwood Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . 63,682 Karyopharm Therapeutics, Inc. (a) . . . . . . . . . . . . . . 13,335 Keryx Biopharmaceuticals, Inc. (a) (b) . . . . . . . . . . . . 50,118 Kite Pharma, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . 19,210 La Jolla Pharmaceutical Co. (a) . . . . . . . . . . . . . . . . 6,436 Lexicon Pharmaceuticals, Inc. (a) (b) . . . . . . . . . . . . . 23,843 Ligand Pharmaceuticals, Inc. (a) (b) . . . . . . . . . . . . . 9,331 Lion Biotechnologies, Inc. (a) . . . . . . . . . . . . . . . . . . 25,388 Loxo Oncology, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . 7,131 MacroGenics, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . 14,803 MannKind Corp. (a) (b) . . . . . . . . . . . . . . . . . . . . . 169,958 MediciNova, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . 16,493 Merrimack Pharmaceuticals, Inc. (a) (b) . . . . . . . . . . 64,388 MiMedx Group, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . 48,233 Minerva Neurosciences, Inc. (a) (b) . . . . . . . . . . . . . 10,917 Momenta Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . 32,218 Myriad Genetics, Inc. (a) . . . . . . . . . . . . . . . . . . . . 33,438 Natera, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,813 NewLink Genetics Corp. (a) . . . . . . . . . . . . . . . . . . 11,288 Novavax, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . 138,764 OncoMed Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . 9,560 Ophthotech Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . 15,006 Organovo Holdings, Inc. (a) (b) . . . . . . . . . . . . . . . . 45,372 Otonomy, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 12,561 OvaScience, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . 18,222 PDL BioPharma, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 77,531 Portola Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . 23,603 Progenics Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . 32,263 Prothena Corp. plc (a) . . . . . . . . . . . . . . . . . . . . . . 16,405 PTC Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . . . . . 15,786 Puma Biotechnology, Inc. (a) . . . . . . . . . . . . . . . . . . 12,406 Radius Health, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 15,372 Raptor Pharmaceutical Corp. (a) (b) . . . . . . . . . . . . . 39,815 REGENXBIO, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . 11,312

MSF-225

Value

495,557 202,183 205,853 112,337 937,339 1,429,577 516,920 704,521 241,749 167,093 254,785 170,829 179,536 617,518 322,063 127,905 128,661 161,860 338,288 440,580 131,081 113,162 1,011,270 129,750 266,127 1,073,071 153,112 430,843 952,322 208,943 186,690 442,758 105,374 123,533 408,864 413,839 154,093 376,628 688,154 153,462 169,546 288,629 109,271 692,227 171,960 228,485 130,470 259,729 536,024 204,225 983,808 221,162 831,822 831,471 357,141 158,481

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Biotechnology—(Continued) Repligen Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Retrophin, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Rigel Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . . . Sage Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . . . . Sangamo Biosciences, Inc. (a) . . . . . . . . . . . . . . . . . Sarepta Therapeutics, Inc. (a) (b) . . . . . . . . . . . . . . . Seres Therapeutics, Inc. (a) (b) . . . . . . . . . . . . . . . . . Sorrento Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . . Spark Therapeutics, Inc. (a) (b) . . . . . . . . . . . . . . . . Spectrum Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . Synergy Pharmaceuticals, Inc. (a) (b) . . . . . . . . . . . . TESARO, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . TG Therapeutics, Inc. (a) (b) . . . . . . . . . . . . . . . . . . Tobira Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . . . Trevena, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Ultragenyx Pharmaceutical, Inc. (a) . . . . . . . . . . . . . Vanda Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . . Versartis, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . XBiotech, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . Xencor, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . ZIOPHARM Oncology, Inc. (a) (b) . . . . . . . . . . . . . .

Shares

15,913 $ 16,403 44,752 14,728 31,616 21,304 9,150 14,314 9,557 40,647 91,913 12,733 16,876 4,660 24,287 17,507 20,273 12,818 9,412 16,674 61,375

Value

480,413 367,099 164,240 678,224 146,382 1,308,279 112,454 110,790 573,993 189,821 506,441 1,276,356 130,620 185,188 163,937 1,241,947 337,343 157,021 126,686 408,346 345,541 43,961,679

Building Products—1.1% AAON, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Advanced Drainage Systems, Inc. . . . . . . . . . . . . . . American Woodmark Corp. (a) . . . . . . . . . . . . . . . . Apogee Enterprises, Inc. . . . . . . . . . . . . . . . . . . . . . Armstrong Flooring, Inc. (a) . . . . . . . . . . . . . . . . . . . Builders FirstSource, Inc. (a) . . . . . . . . . . . . . . . . . . . Caesarstone, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . . . . Continental Building Products, Inc. (a) . . . . . . . . . . . CSW Industrials, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Gibraltar Industries, Inc. (a) . . . . . . . . . . . . . . . . . . . Griffon Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Insteel Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . Masonite International Corp. (a) . . . . . . . . . . . . . . . NCI Building Systems, Inc. (a) . . . . . . . . . . . . . . . . . Patrick Industries, Inc. (a) . . . . . . . . . . . . . . . . . . . . PGT, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ply Gem Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . Quanex Building Products Corp. . . . . . . . . . . . . . . . Simpson Manufacturing Co., Inc. . . . . . . . . . . . . . . . Trex Co., Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Universal Forest Products, Inc. . . . . . . . . . . . . . . . . .

19,095 15,729 6,699 13,684 11,681 41,041 11,687 17,313 6,168 14,856 14,438 9,958 14,468 13,110 7,120 22,494 11,295 17,697 19,498 14,671 9,556

550,318 378,440 539,738 611,538 220,537 472,382 440,717 363,400 199,782 551,900 245,590 360,878 899,476 191,275 440,870 240,011 150,901 305,450 856,937 861,481 941,171 9,822,792

Capital Markets—1.2% Arlington Asset Investment Corp. - Class A (b) . . . . . . 10,056 BGC Partners, Inc. - Class A . . . . . . . . . . . . . . . . . . 106,454 Cohen & Steers, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 9,693 Cowen Group, Inc. - Class A (a) . . . . . . . . . . . . . . . 52,786 Diamond Hill Investment Group, Inc. . . . . . . . . . . . . 1,546 Evercore Partners, Inc. - Class A . . . . . . . . . . . . . . . . 19,079 Financial Engines, Inc. . . . . . . . . . . . . . . . . . . . . . . 25,168 Gain Capital Holdings, Inc. . . . . . . . . . . . . . . . . . . . 20,006

148,728 931,472 414,376 191,613 285,685 982,759 747,741 123,637

Security Description

Shares

Value

Capital Markets—(Continued) Greenhill & Co., Inc. . . . . . . . . . . . . . . . . . . . . . . . . Houlihan Lokey, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . International FCStone, Inc. (a) . . . . . . . . . . . . . . . . . . Investment Technology Group, Inc. . . . . . . . . . . . . . . Janus Capital Group, Inc. . . . . . . . . . . . . . . . . . . . . . KCG Holdings, Inc. - Class A (a) . . . . . . . . . . . . . . . . Ladenburg Thalmann Financial Services, Inc. (a) (b) . . . Moelis & Co. - Class A . . . . . . . . . . . . . . . . . . . . . . . OM Asset Management plc . . . . . . . . . . . . . . . . . . . Piper Jaffray Cos. (a) . . . . . . . . . . . . . . . . . . . . . . . . PJT Partners, Inc. - Class A . . . . . . . . . . . . . . . . . . . . Safeguard Scientifics, Inc. (a) . . . . . . . . . . . . . . . . . . Stifel Financial Corp. (a) . . . . . . . . . . . . . . . . . . . . . . Virtu Financial, Inc. - Class A . . . . . . . . . . . . . . . . . . Virtus Investment Partners, Inc. . . . . . . . . . . . . . . . . . . Waddell & Reed Financial, Inc. - Class A . . . . . . . . . . Westwood Holdings Group, Inc. . . . . . . . . . . . . . . . . WisdomTree Investments, Inc. (b) . . . . . . . . . . . . . . . .

13,790 $ 5,655 7,668 17,949 67,529 26,254 51,479 8,425 20,265 7,063 7,794 10,084 31,775 12,905 2,481 38,993 4,941 53,688

325,030 141,658 297,902 307,646 946,081 407,725 118,916 226,548 281,886 341,143 212,542 130,689 1,221,749 193,188 242,791 708,113 262,417 552,450 10,744,485

Chemicals—2.4% A. Schulman, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . American Vanguard Corp. . . . . . . . . . . . . . . . . . . . . Balchem Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Calgon Carbon Corp. . . . . . . . . . . . . . . . . . . . . . . . Chase Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chemours Co. (The) . . . . . . . . . . . . . . . . . . . . . . . . . Chemtura Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Ferro Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Flotek Industries, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . FutureFuel Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . GCP Applied Technologies, Inc. (a) . . . . . . . . . . . . . . Hawkins, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . HB Fuller Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ingevity Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Innophos Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . Innospec, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . KMG Chemicals, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Koppers Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . Kraton Performance Polymers, Inc. (a) . . . . . . . . . . . . Minerals Technologies, Inc. . . . . . . . . . . . . . . . . . . . . Olin Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . OMNOVA Solutions, Inc. (a) . . . . . . . . . . . . . . . . . . PolyOne Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quaker Chemical Corp. . . . . . . . . . . . . . . . . . . . . . . Rayonier Advanced Materials, Inc. . . . . . . . . . . . . . . Sensient Technologies Corp. . . . . . . . . . . . . . . . . . . . Stepan Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TerraVia Holdings, Inc. (a) (b) . . . . . . . . . . . . . . . . . . Trecora Resources (a) . . . . . . . . . . . . . . . . . . . . . . . . Tredegar Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Trinseo S.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tronox, Ltd. - Class A . . . . . . . . . . . . . . . . . . . . . . . .

MSF-226

12,704 14,887 15,291 26,333 3,533 89,108 31,150 40,624 28,523 10,195 34,475 4,778 23,919 20,745 9,884 11,303 5,294 10,265 14,021 16,456 80,173 22,821 39,392 6,591 19,176 20,810 9,222 47,576 10,819 13,367 14,013 30,359

369,940 239,085 1,185,511 399,472 244,201 1,425,728 1,022,031 561,017 414,724 115,000 976,332 207,031 1,111,516 956,344 385,773 687,335 149,979 330,328 491,296 1,163,275 1,645,150 192,609 1,331,843 698,185 256,383 1,577,398 670,071 130,834 123,553 248,493 792,575 284,464 20,387,476

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Value

Security Description

Commercial Services & Supplies—2.2% ABM Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . ACCO Brands Corp. (a) . . . . . . . . . . . . . . . . . . . . . . Brady Corp. - Class A . . . . . . . . . . . . . . . . . . . . . . . Brink’s Co. (The) . . . . . . . . . . . . . . . . . . . . . . . . . . . Casella Waste Systems, Inc. - Class A (a) . . . . . . . . . . Ceco Environmental Corp. . . . . . . . . . . . . . . . . . . . . Deluxe Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ennis, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Essendant, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . G&K Services, Inc. - Class A . . . . . . . . . . . . . . . . . . . Healthcare Services Group, Inc. . . . . . . . . . . . . . . . . Herman Miller, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . HNI Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . InnerWorkings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Interface, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kimball International, Inc. - Class B . . . . . . . . . . . . . . Knoll, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Matthews International Corp. - Class A . . . . . . . . . . . McGrath RentCorp . . . . . . . . . . . . . . . . . . . . . . . . . . Mobile Mini, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . MSA Safety, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Multi-Color Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Quad/Graphics, Inc. . . . . . . . . . . . . . . . . . . . . . . . . SP Plus Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Steelcase, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . Team, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tetra Tech, Inc. (e) . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Ecology, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . UniFirst Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Viad Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . VSE Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . West Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

25,771 $ 52,031 22,732 21,829 20,153 14,983 23,575 14,123 18,301 9,849 33,776 28,305 22,606 18,741 31,333 16,738 23,781 15,251 10,515 20,245 15,204 6,168 13,076 8,683 42,340 14,183 27,830 10,067 7,187 8,932 4,190 20,298

1,023,109 501,579 786,754 809,419 207,576 169,008 1,575,281 237,973 375,536 940,481 1,336,854 809,523 899,719 176,540 522,948 216,590 543,396 926,651 333,431 611,399 882,440 407,088 349,391 222,024 588,103 463,926 987,130 451,404 947,678 329,323 142,418 448,180 19,222,872

Communications Equipment—1.8% ADTRAN, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Applied Optoelectronics, Inc. (a) (b) . . . . . . . . . . . . . Bel Fuse, Inc. - Class B . . . . . . . . . . . . . . . . . . . . . . . Black Box Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . CalAmp Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Calix, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ciena Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Clearfield, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . Comtech Telecommunications Corp. . . . . . . . . . . . . . Digi International, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Extreme Networks, Inc. (a) . . . . . . . . . . . . . . . . . . . . Finisar Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Harmonic, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Infinera Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . InterDigital, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ixia (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Lumentum Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . NETGEAR, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . NetScout Systems, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Oclaro, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Plantronics, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

24,190 8,622 4,719 8,122 19,380 19,494 66,636 6,024 11,475 12,500 50,414 50,382 42,437 66,643 17,110 28,748 24,695 14,969 43,077 49,350 15,665

462,997 191,495 113,917 112,896 270,351 143,281 1,452,665 113,251 146,995 142,500 226,359 1,501,383 251,651 601,786 1,355,112 359,350 1,031,510 905,475 1,260,002 421,942 813,953

Shares

Communications Equipment—(Continued) ShoreTel, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 28,961 $ Silicom, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,937 Sonus Networks, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 24,015 Ubiquiti Networks, Inc. (a) (b) . . . . . . . . . . . . . . . . . 12,458 ViaSat, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21,021 Viavi Solutions, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 114,315

Value

231,688 121,592 186,837 666,503 1,569,218 844,788 15,499,497

Construction & Engineering—0.8% Aegion Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Argan, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Comfort Systems USA, Inc. . . . . . . . . . . . . . . . . . . . Dycom Industries, Inc. (a) . . . . . . . . . . . . . . . . . . . . EMCOR Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Granite Construction, Inc. . . . . . . . . . . . . . . . . . . . . Great Lakes Dredge & Dock Corp. (a) . . . . . . . . . . . MasTec, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . MYR Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . NV5 Global, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Primoris Services Corp. . . . . . . . . . . . . . . . . . . . . . . Tutor Perini Corp. (a) . . . . . . . . . . . . . . . . . . . . . . .

17,495 6,140 17,796 14,939 29,573 19,068 30,133 32,059 6,874 3,969 17,845 19,192

333,630 363,427 521,601 1,221,711 1,763,142 948,442 105,466 953,435 206,907 128,238 367,607 412,052 7,325,658

Construction Materials—0.2% Headwaters, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Summit Materials, Inc. - Class A (a) . . . . . . . . . . . . . U.S. Concrete, Inc. (a) . . . . . . . . . . . . . . . . . . . . . .

34,173 37,026 7,217

578,207 686,833 332,451 1,597,491

Consumer Finance—0.5% Encore Capital Group, Inc. (a) . . . . . . . . . . . . . . . . . 12,804 Enova International, Inc. (a) . . . . . . . . . . . . . . . . . . . 13,048 EZCORP, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . 25,543 FirstCash, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,224 Green Dot Corp. - Class A (a) . . . . . . . . . . . . . . . . . 21,594 LendingClub Corp. (a) (b) . . . . . . . . . . . . . . . . . . . . 161,286 Nelnet, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . . 9,125 PRA Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 22,334 Regional Management Corp. (a) . . . . . . . . . . . . . . . 5,771 World Acceptance Corp. (a) . . . . . . . . . . . . . . . . . . 3,560

287,834 126,305 282,506 1,046,306 497,958 996,747 368,376 771,416 124,942 174,582 4,676,972

Containers & Packaging—0.1% AEP Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Greif, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . . . Greif, Inc. - Class B (b) . . . . . . . . . . . . . . . . . . . . . . Multi Packaging Solutions International, Ltd. (a) . . . . . Myers Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . .

1,974 12,112 2,277 9,350 13,337

215,896 600,634 137,963 134,734 173,248 1,262,475

Distributors—0.1% Core-Mark Holding Co., Inc. . . . . . . . . . . . . . . . . . .

22,876

818,961

Diversified Consumer Services—0.9% American Public Education, Inc. (a) . . . . . . . . . . . . .

8,921

176,725

MSF-227

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Diversified Consumer Services—(Continued) Apollo Education Group, Inc. (a) . . . . . . . . . . . . . . . Ascent Capital Group, Inc. - Class A (a) . . . . . . . . . . Bright Horizons Family Solutions, Inc. (a) . . . . . . . . . Capella Education Co. . . . . . . . . . . . . . . . . . . . . . . Career Education Corp. (a) . . . . . . . . . . . . . . . . . . . Carriage Services, Inc. . . . . . . . . . . . . . . . . . . . . . . Chegg, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . DeVry Education Group, Inc. (b) . . . . . . . . . . . . . . . Grand Canyon Education, Inc. (a) . . . . . . . . . . . . . . Houghton Mifflin Harcourt Co. (a) . . . . . . . . . . . . . . K12, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . LifeLock, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Regis Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Sotheby’s (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Strayer Education, Inc. (a) . . . . . . . . . . . . . . . . . . . . Weight Watchers International, Inc. (a) (b) . . . . . . . .

Shares

44,173 $ 5,335 21,377 5,633 35,115 9,414 36,609 29,702 22,843 59,125 17,337 38,744 18,180 23,893 5,524 13,493

Value

351,175 123,612 1,429,908 326,939 238,431 222,641 259,558 684,928 922,629 792,866 248,786 655,548 228,159 908,412 257,860 139,248 7,967,425

Diversified Financial Services—0.1% FNFV Group (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . NewStar Financial, Inc. (a) . . . . . . . . . . . . . . . . . . . On Deck Capital, Inc. (a) (b) . . . . . . . . . . . . . . . . . . PICO Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . .

30,326 12,166 25,577 12,147

378,468 118,132 145,789 143,213 785,602

Diversified Telecommunication Services—0.6% ATN International, Inc. . . . . . . . . . . . . . . . . . . . . . . Cincinnati Bell, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . Cogent Communications Holdings, Inc. . . . . . . . . . . Consolidated Communications Holdings, Inc. . . . . . . FairPoint Communications, Inc. (a) . . . . . . . . . . . . . . General Communication, Inc. - Class A (a) . . . . . . . . Globalstar, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . IDT Corp. - Class B . . . . . . . . . . . . . . . . . . . . . . . . . Inteliquent, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Iridium Communications, Inc. (a) (b) . . . . . . . . . . . . . Lumos Networks Corp. (a) . . . . . . . . . . . . . . . . . . . . ORBCOMM, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . pdvWireless, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Straight Path Communications, Inc. - Class B (a) (b) . . Vonage Holdings Corp. (a) . . . . . . . . . . . . . . . . . . . Windstream Holdings, Inc. (b) . . . . . . . . . . . . . . . . .

4,754 97,588 19,575 24,229 11,602 16,537 221,510 8,438 16,025 38,356 8,396 31,662 3,369 4,955 86,416 47,088

309,200 398,159 720,556 611,540 174,378 227,384 268,027 145,471 258,644 311,067 117,544 324,535 77,150 126,898 571,210 473,234 5,114,997

Electric Utilities—1.1% ALLETE, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . El Paso Electric Co. . . . . . . . . . . . . . . . . . . . . . . . . Empire District Electric Co. (The) . . . . . . . . . . . . . . . IDACORP, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . MGE Energy, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Otter Tail Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . PNM Resources, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Portland General Electric Co. . . . . . . . . . . . . . . . . .

23,439 18,779 22,766 24,442 16,879 18,873 38,721 43,293

1,397,433 878,294 777,231 1,913,320 953,832 652,817 1,266,951 1,843,849

Security Description

Shares

Value

Electrical Equipment—0.7% Atkore International Group, Inc. (a) . . . . . . . . . . . . . . AZZ, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Babcock & Wilcox Enterprises, Inc. (a) . . . . . . . . . . . . Encore Wire Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Energous Corp. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . EnerSys . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generac Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . General Cable Corp. . . . . . . . . . . . . . . . . . . . . . . . . LSI Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Plug Power, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . Powell Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Sunrun, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Thermon Group Holdings, Inc. (a) . . . . . . . . . . . . . . .

12,701 $ 12,522 22,628 10,537 7,743 21,009 30,218 24,951 10,801 84,766 4,404 34,164 15,847

238,017 817,311 373,362 387,446 151,840 1,453,613 1,096,913 373,766 121,295 144,950 176,380 215,233 312,978 5,863,104

Electronic Equipment, Instruments & Components—2.6% Anixter International, Inc. (a) . . . . . . . . . . . . . . . . . . . 13,642 AVX Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21,871 Badger Meter, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 13,640 Belden, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19,822 Benchmark Electronics, Inc. (a) . . . . . . . . . . . . . . . . . 24,418 Coherent, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,761 Control4 Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 10,604 CTS Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,701 Daktronics, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18,513 DTS, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,298 ePlus, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,743 Fabrinet (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,507 FARO Technologies, Inc. (a) . . . . . . . . . . . . . . . . . . . 8,551 II-VI, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29,121 Insight Enterprises, Inc. (a) (e) . . . . . . . . . . . . . . . . . . 16,366 InvenSense, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 34,992 Itron, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16,214 Kimball Electronics, Inc. (a) . . . . . . . . . . . . . . . . . . . . 14,109 Knowles Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 43,119 Littelfuse, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,673 Mesa Laboratories, Inc. . . . . . . . . . . . . . . . . . . . . . . 1,474 Methode Electronics, Inc. . . . . . . . . . . . . . . . . . . . . . 17,959 MTS Systems Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 7,482 Novanta, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,298 OSI Systems, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 7,869 Park Electrochemical Corp. . . . . . . . . . . . . . . . . . . . . 10,569 PC Connection, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 5,366 Plexus Corp. (a) (e) . . . . . . . . . . . . . . . . . . . . . . . . . 15,422 Rofin-Sinar Technologies, Inc. (a) . . . . . . . . . . . . . . . . 13,337 Rogers Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,965 Sanmina Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 35,180 ScanSource, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 10,918 SYNNEX Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14,237 Tech Data Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 16,978 TTM Technologies, Inc. (a) . . . . . . . . . . . . . . . . . . . . 35,998 Universal Display Corp. (a) . . . . . . . . . . . . . . . . . . . . 20,124 Vishay Intertechnology, Inc. . . . . . . . . . . . . . . . . . . . 66,423 Vishay Precision Group, Inc. (a) . . . . . . . . . . . . . . . . 6,515

9,683,727

MSF-228

879,909 301,601 457,076 1,367,520 609,229 1,300,061 130,217 292,039 176,614 395,537 258,967 780,637 307,408 708,514 532,713 259,641 904,093 195,551 605,822 1,374,789 168,567 628,026 344,397 230,720 514,475 183,584 141,770 721,441 429,185 547,582 1,001,575 398,507 1,624,584 1,438,206 412,177 1,117,083 935,900 104,435 22,780,152

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

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Energy Equipment & Services—1.0% Archrock, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34,795 $ Atwood Oceanics, Inc. (b) . . . . . . . . . . . . . . . . . . . 30,662 Bristow Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 17,044 CARBO Ceramics, Inc. (b) . . . . . . . . . . . . . . . . . . . . 13,695 Exterran Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 14,849 Fairmount Santrol Holdings, Inc. (a) (b) . . . . . . . . . . . 38,015 Forum Energy Technologies, Inc. (a) . . . . . . . . . . . . . 29,182 Geospace Technologies Corp. (a) . . . . . . . . . . . . . . 8,328 Helix Energy Solutions Group, Inc. (a) . . . . . . . . . . . 51,612 Matrix Service Co. (a) . . . . . . . . . . . . . . . . . . . . . . 14,196 McDermott International, Inc. (a) . . . . . . . . . . . . . . . 116,414 Natural Gas Services Group, Inc. (a) . . . . . . . . . . . . 6,643 Newpark Resources, Inc. (a) . . . . . . . . . . . . . . . . . . 44,365 Oil States International, Inc. (a) . . . . . . . . . . . . . . . . 24,545 Parker Drilling Co. (a) . . . . . . . . . . . . . . . . . . . . . . . 59,681 PHI, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,426 Pioneer Energy Services Corp. (a) . . . . . . . . . . . . . . 42,051 SEACOR Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . 7,977 Seadrill, Ltd. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . . 188,659 Tesco Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19,926 TETRA Technologies, Inc. (a) . . . . . . . . . . . . . . . . . . 41,173 U.S. Silica Holdings, Inc. . . . . . . . . . . . . . . . . . . . . 30,347 Unit Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24,655

Value

Security Description

455,119 266,453 238,957 149,823 232,832 322,367 579,555 162,229 419,606 266,317 583,234 163,351 326,526 774,886 129,508 116,760 169,886 474,552 447,122 162,596 251,567 1,412,956 458,583 8,564,785

Equity Real Estate Investment Trusts—7.5% Acadia Realty Trust . . . . . . . . . . . . . . . . . . . . . . . . . 38,553 Agree Realty Corp. . . . . . . . . . . . . . . . . . . . . . . . . 11,290 Alexander’s, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 1,029 American Assets Trust, Inc. . . . . . . . . . . . . . . . . . . . 19,187 Armada Hoffler Properties, Inc. . . . . . . . . . . . . . . . . 19,662 Ashford Hospitality Prime, Inc. . . . . . . . . . . . . . . . . . 14,521 Ashford Hospitality Trust, Inc. . . . . . . . . . . . . . . . . . 39,201 Bluerock Residential Growth REIT, Inc. . . . . . . . . . . . 9,427 CareTrust REIT, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 27,942 CatchMark Timber Trust, Inc. - Class A . . . . . . . . . . . 19,002 CBL & Associates Properties, Inc. . . . . . . . . . . . . . . . 82,772 Cedar Realty Trust, Inc. . . . . . . . . . . . . . . . . . . . . . . 37,954 Chatham Lodging Trust . . . . . . . . . . . . . . . . . . . . . . 18,798 Chesapeake Lodging Trust . . . . . . . . . . . . . . . . . . . 28,075 City Office REIT, Inc. (b) . . . . . . . . . . . . . . . . . . . . . 10,122 Colony Starwood Homes . . . . . . . . . . . . . . . . . . . . 31,797 Community Healthcare Trust, Inc. . . . . . . . . . . . . . . . 6,730 CorEnergy Infrastructure Trust, Inc. . . . . . . . . . . . . . . 5,980 CoreSite Realty Corp. . . . . . . . . . . . . . . . . . . . . . . . 16,325 Cousins Properties, Inc. . . . . . . . . . . . . . . . . . . . . . . 98,750 DiamondRock Hospitality Co. . . . . . . . . . . . . . . . . . 101,168 DuPont Fabros Technology, Inc. . . . . . . . . . . . . . . . . 36,270 Easterly Government Properties, Inc. . . . . . . . . . . . . . 16,288 EastGroup Properties, Inc. . . . . . . . . . . . . . . . . . . . . 15,137 Education Realty Trust, Inc. . . . . . . . . . . . . . . . . . . . 35,414 FelCor Lodging Trust, Inc. . . . . . . . . . . . . . . . . . . . . 66,829 First Industrial Realty Trust, Inc. . . . . . . . . . . . . . . . . 56,517 First Potomac Realty Trust . . . . . . . . . . . . . . . . . . . . 27,829 Four Corners Property Trust, Inc. . . . . . . . . . . . . . . . 29,818 Franklin Street Properties Corp. . . . . . . . . . . . . . . . . 48,177

1,397,161 558,178 431,768 832,332 263,471 204,746 230,894 122,551 412,983 222,133 1,004,852 273,269 361,861 642,917 128,853 912,574 147,522 175,393 1,208,703 1,030,950 920,629 1,496,137 310,775 1,113,478 1,527,760 429,710 1,594,910 254,635 636,018 607,030

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Equity Real Estate Investment Trusts—(Continued) Geo Group, Inc. (The) (b) . . . . . . . . . . . . . . . . . . . . 35,110 $ Getty Realty Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 13,449 Gladstone Commercial Corp. . . . . . . . . . . . . . . . . . 10,038 Global Net Lease, Inc. (b) . . . . . . . . . . . . . . . . . . . . 80,310 Government Properties Income Trust . . . . . . . . . . . . . 33,503 Gramercy Property Trust . . . . . . . . . . . . . . . . . . . . . 205,223 Healthcare Realty Trust, Inc. . . . . . . . . . . . . . . . . . . 55,310 Hersha Hospitality Trust . . . . . . . . . . . . . . . . . . . . . 21,188 Hudson Pacific Properties, Inc. . . . . . . . . . . . . . . . . . 45,412 Independence Realty Trust, Inc. (b) . . . . . . . . . . . . . . 21,185 InfraREIT, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 19,986 Investors Real Estate Trust . . . . . . . . . . . . . . . . . . . . 56,725 iStar, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31,393 Kite Realty Group Trust . . . . . . . . . . . . . . . . . . . . . . 38,990 LaSalle Hotel Properties . . . . . . . . . . . . . . . . . . . . . . 53,022 Lexington Realty Trust . . . . . . . . . . . . . . . . . . . . . . . 112,246 LTC Properties, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 17,896 Mack-Cali Realty Corp. . . . . . . . . . . . . . . . . . . . . . . 43,539 Medical Properties Trust, Inc. . . . . . . . . . . . . . . . . . . 114,839 Monmouth Real Estate Investment Corp. . . . . . . . . . . 28,489 Monogram Residential Trust, Inc. . . . . . . . . . . . . . . . 82,552 National Health Investors, Inc. . . . . . . . . . . . . . . . . . 17,654 National Storage Affiliates Trust . . . . . . . . . . . . . . . . 17,510 New Senior Investment Group, Inc. . . . . . . . . . . . . . 40,485 New York REIT, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 81,130 NexPoint Residential Trust, Inc. . . . . . . . . . . . . . . . . 9,072 NorthStar Realty Europe Corp. . . . . . . . . . . . . . . . . 30,012 One Liberty Properties, Inc. . . . . . . . . . . . . . . . . . . . 6,290 Parkway Properties, Inc. . . . . . . . . . . . . . . . . . . . . . 38,318 Pebblebrook Hotel Trust . . . . . . . . . . . . . . . . . . . . . 33,791 Pennsylvania Real Estate Investment Trust . . . . . . . . . 32,570 Physicians Realty Trust . . . . . . . . . . . . . . . . . . . . . . 63,878 Potlatch Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19,692 Preferred Apartment Communities, Inc. - Class A . . . . 11,149 PS Business Parks, Inc. . . . . . . . . . . . . . . . . . . . . . . 9,635 QTS Realty Trust, Inc. - Class A . . . . . . . . . . . . . . . . 22,822 RAIT Financial Trust . . . . . . . . . . . . . . . . . . . . . . . . 39,654 Ramco-Gershenson Properties Trust . . . . . . . . . . . . . 37,976 Retail Opportunity Investments Corp. . . . . . . . . . . . . 52,344 Rexford Industrial Realty, Inc. . . . . . . . . . . . . . . . . . . 31,246 RLJ Lodging Trust . . . . . . . . . . . . . . . . . . . . . . . . . . 58,062 Ryman Hospitality Properties, Inc. . . . . . . . . . . . . . . 20,440 Sabra Health Care REIT, Inc. . . . . . . . . . . . . . . . . . . 29,659 Saul Centers, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 4,228 Select Income REIT . . . . . . . . . . . . . . . . . . . . . . . . . 31,114 Seritage Growth Properties - Class A (b) . . . . . . . . . . 11,383 Silver Bay Realty Trust Corp. . . . . . . . . . . . . . . . . . . 16,953 STAG Industrial, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 33,732 Summit Hotel Properties, Inc. . . . . . . . . . . . . . . . . . . 40,984 Sunstone Hotel Investors, Inc. . . . . . . . . . . . . . . . . . . 105,917 Terreno Realty Corp. . . . . . . . . . . . . . . . . . . . . . . . 20,992 Tier REIT, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,342 UMH Properties, Inc. . . . . . . . . . . . . . . . . . . . . . . . 11,462 Universal Health Realty Income Trust . . . . . . . . . . . . 6,109 Urban Edge Properties . . . . . . . . . . . . . . . . . . . . . . 43,765 Urstadt Biddle Properties, Inc. - Class A . . . . . . . . . . 13,207 Washington Prime Group, Inc. . . . . . . . . . . . . . . . . 90,826

MSF-229

Value

834,916 321,835 187,008 655,330 757,838 1,978,350 1,883,859 381,808 1,492,692 190,665 362,546 337,514 336,847 1,080,803 1,265,635 1,156,134 930,413 1,185,132 1,696,172 406,538 878,353 1,385,486 366,659 467,197 742,339 178,356 328,631 151,966 651,789 898,841 750,087 1,375,932 765,822 150,623 1,094,247 1,206,143 134,031 711,670 1,149,474 715,221 1,221,044 984,390 746,814 281,585 836,967 576,890 297,186 826,771 539,349 1,354,678 577,490 344,960 136,627 384,989 1,231,547 293,460 1,124,426

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

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Equity Real Estate Investment Trusts—(Continued) Washington Real Estate Investment Trust . . . . . . . . . . 34,947 $ Whitestone REIT . . . . . . . . . . . . . . . . . . . . . . . . . . . 16,717 Xenia Hotels & Resorts, Inc. . . . . . . . . . . . . . . . . . . . 53,296

Value

Security Description

1,087,551 232,032 809,033 64,886,884

Food & Staples Retailing—0.5% Andersons, Inc. (The) . . . . . . . . . . . . . . . . . . . . . . . 13,251 Chefs’ Warehouse, Inc. (The) (a) . . . . . . . . . . . . . . . 8,577 Ingles Markets, Inc. - Class A . . . . . . . . . . . . . . . . . . 6,173 Performance Food Group Co. (a) . . . . . . . . . . . . . . . 18,393 Pricesmart, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,802 Smart & Final Stores, Inc. (a) (b) . . . . . . . . . . . . . . . 12,072 SpartanNash Co. . . . . . . . . . . . . . . . . . . . . . . . . . . 16,917 SUPERVALU, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 122,481 United Natural Foods, Inc. (a) . . . . . . . . . . . . . . . . . 23,843 Village Super Market, Inc. - Class A . . . . . . . . . . . . . 3,674 Weis Markets, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 4,490

479,421 95,548 244,080 456,146 821,016 154,159 489,240 611,180 954,674 117,605 237,970 4,661,039

Food Products—1.4% AdvancePierre Foods Holdings, Inc. . . . . . . . . . . . . . Amplify Snack Brands, Inc. (a) (b) . . . . . . . . . . . . . . B&G Foods, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Cal-Maine Foods, Inc. (b) . . . . . . . . . . . . . . . . . . . . Calavo Growers, Inc. . . . . . . . . . . . . . . . . . . . . . . . Darling Ingredients, Inc. (a) . . . . . . . . . . . . . . . . . . . Dean Foods Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . Farmer Bros Co. (a) . . . . . . . . . . . . . . . . . . . . . . . . Fresh Del Monte Produce, Inc. . . . . . . . . . . . . . . . . . Freshpet, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . J&J Snack Foods Corp. . . . . . . . . . . . . . . . . . . . . . . John B Sanfilippo & Son, Inc. . . . . . . . . . . . . . . . . . Lancaster Colony Corp. . . . . . . . . . . . . . . . . . . . . . Landec Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Limoneira Co. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Omega Protein Corp. (a) . . . . . . . . . . . . . . . . . . . . Sanderson Farms, Inc. (b) . . . . . . . . . . . . . . . . . . . . Seaboard Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . Snyder’s-Lance, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Tootsie Roll Industries, Inc. (b) . . . . . . . . . . . . . . . . .

15,041 14,688 31,647 14,936 7,353 78,508 44,397 3,967 15,644 10,616 6,995 4,642 9,036 14,010 6,121 11,349 9,453 132 39,103 9,390

414,530 237,946 1,556,399 575,633 481,107 1,060,643 728,111 141,027 937,076 91,828 833,244 238,274 1,193,565 187,874 115,687 265,226 910,608 454,080 1,313,079 345,834 12,081,771

Gas Utilities—1.1% Chesapeake Utilities Corp. . . . . . . . . . . . . . . . . . . . New Jersey Resources Corp. . . . . . . . . . . . . . . . . . . Northwest Natural Gas Co. . . . . . . . . . . . . . . . . . . . ONE Gas, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . South Jersey Industries, Inc. . . . . . . . . . . . . . . . . . . . Southwest Gas Corp. . . . . . . . . . . . . . . . . . . . . . . . Spire, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WGL Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . .

6,975 41,016 13,257 24,719 37,607 22,906 21,579 24,423

425,894 1,347,786 796,878 1,528,623 1,111,287 1,600,213 1,375,445 1,531,322

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Health Care Equipment & Supplies—(Continued) Accuray, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . . 37,218 $ Analogic Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,383 AngioDynamics, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 13,423 Anika Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . . . . 7,087 AtriCure, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 16,270 Atrion Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 822 AxoGen, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,718 Cantel Medical Corp. . . . . . . . . . . . . . . . . . . . . . . . 16,951 Cardiovascular Systems, Inc. (a) . . . . . . . . . . . . . . . . 14,951 Cerus Corp. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . 58,326 ConforMIS, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 19,621 CONMED Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 14,604 CryoLife, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,220 Cynosure, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . . 11,463 Endologix, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . 44,063 Exactech, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,785 GenMark Diagnostics, Inc. (a) . . . . . . . . . . . . . . . . . . 19,362 Glaukos Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 8,646 Globus Medical, Inc. - Class A (a) . . . . . . . . . . . . . . . 34,489 Haemonetics Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . 23,946 Halyard Health, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 23,074 ICU Medical, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 7,246 Inogen, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7,470 Insulet Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27,643 Integer Holdings Corp. (a) . . . . . . . . . . . . . . . . . . . . 15,275 Integra LifeSciences Holdings Corp. (a) . . . . . . . . . . . 14,525 Invacare Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,930 InVivo Therapeutics Holdings Corp. (a) (b) . . . . . . . . . 18,522 K2M Group Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . 13,487 LeMaitre Vascular, Inc. . . . . . . . . . . . . . . . . . . . . . . . 7,651 Masimo Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 19,860 Meridian Bioscience, Inc. . . . . . . . . . . . . . . . . . . . . . 22,552 Merit Medical Systems, Inc. (a) . . . . . . . . . . . . . . . . . 21,638 Natus Medical, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . 16,472 Neogen Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 17,828 Nevro Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,810 Novocure, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 25,960 NuVasive, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 24,181 NxStage Medical, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 30,508 OraSure Technologies, Inc. (a) . . . . . . . . . . . . . . . . . 29,491 Orthofix International NV (a) . . . . . . . . . . . . . . . . . . . 9,598 Oxford Immunotec Global plc (a) (b) . . . . . . . . . . . . . 12,520 Penumbra, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 12,555 Quidel Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,903 Rockwell Medical, Inc. (a) (b) . . . . . . . . . . . . . . . . . . 30,372 Spectranetics Corp. (The) (a) . . . . . . . . . . . . . . . . . . . 21,548 STAAR Surgical Co. (a) (b) . . . . . . . . . . . . . . . . . . . . 19,419 SurModics, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 6,159 Utah Medical Products, Inc. . . . . . . . . . . . . . . . . . . . 2,002 Vascular Solutions, Inc. (a) . . . . . . . . . . . . . . . . . . . . 8,462 Wright Medical Group NV (a) . . . . . . . . . . . . . . . . . 50,705 Zeltiq Aesthetics, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . 17,712

11,146

575,357

237,079 565,534 235,439 339,113 257,391 350,665 123,874 1,321,839 354,937 362,204 194,640 585,036 302,555 583,925 564,006 156,369 228,472 326,300 778,417 867,085 799,745 915,750 447,453 1,131,704 331,315 1,199,039 177,938 125,950 239,799 151,796 1,181,471 435,028 525,587 647,185 997,298 1,232,846 221,698 1,611,906 762,395 235,043 410,506 157,251 954,054 307,117 203,492 540,639 182,539 185,324 119,720 408,122 1,243,794 694,665 28,088,406

9,717,448 Health Care Equipment & Supplies—3.2% Abaxis, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Value

Health Care Providers & Services—2.2% Aceto Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,842 Addus HomeCare Corp. (a) . . . . . . . . . . . . . . . . . . . 4,191

MSF-230

300,840 109,637

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

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Health Care Providers & Services—(Continued) Adeptus Health, Inc. - Class A (a) (b) . . . . . . . . . . . . . Air Methods Corp. (a) (b) . . . . . . . . . . . . . . . . . . . . . Almost Family, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Amedisys, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . AMN Healthcare Services, Inc. (a) . . . . . . . . . . . . . . . BioScrip, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . BioTelemetry, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Capital Senior Living Corp. (a) . . . . . . . . . . . . . . . . . Chemed Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Civitas Solutions, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Community Health Systems, Inc. (a) (b) . . . . . . . . . . . . Corvel Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Cross Country Healthcare, Inc. (a) . . . . . . . . . . . . . . . Diplomat Pharmacy, Inc. (a) (b) . . . . . . . . . . . . . . . . . Ensign Group, Inc. (The) . . . . . . . . . . . . . . . . . . . . . . HealthEquity, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . HealthSouth Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Healthways, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Kindred Healthcare, Inc. . . . . . . . . . . . . . . . . . . . . . . Landauer, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . LHC Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Magellan Health, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Molina Healthcare, Inc. (a) . . . . . . . . . . . . . . . . . . . . National Healthcare Corp. . . . . . . . . . . . . . . . . . . . . Owens & Minor, Inc. . . . . . . . . . . . . . . . . . . . . . . . . PharMerica Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . Providence Service Corp. (The) (a) . . . . . . . . . . . . . . . RadNet, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Select Medical Holdings Corp. (a) . . . . . . . . . . . . . . . Surgery Partners, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Surgical Care Affiliates, Inc. (a) . . . . . . . . . . . . . . . . . Team Health Holdings, Inc. (a) . . . . . . . . . . . . . . . . . Teladoc, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . . Triple-S Management Corp. - Class B (a) . . . . . . . . . . U.S. Physical Therapy, Inc. . . . . . . . . . . . . . . . . . . . . Universal American Corp. . . . . . . . . . . . . . . . . . . . . .

6,300 $ 18,730 4,667 13,972 23,983 61,605 15,006 14,260 7,919 6,456 54,438 5,325 16,495 22,308 24,374 21,384 42,354 16,239 40,056 5,165 6,847 12,415 21,194 5,246 31,238 16,508 6,975 21,044 52,961 12,495 13,303 32,172 11,307 12,074 6,011 21,072

271,215 589,808 171,606 662,832 764,338 178,038 278,661 239,568 1,117,133 117,887 628,214 204,480 194,311 624,847 490,649 809,384 1,718,302 429,684 409,372 229,739 252,517 667,058 1,236,034 346,184 1,084,896 463,380 339,194 155,726 714,973 252,899 648,654 1,047,520 207,031 264,783 376,890 161,201 18,759,485

Health Care Technology—0.6% Computer Programs & Systems, Inc. (b) . . . . . . . . . . . Cotiviti Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Evolent Health, Inc. - Class A (a) . . . . . . . . . . . . . . . . HealthStream, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . HMS Holdings Corp. (a) . . . . . . . . . . . . . . . . . . . . . . Medidata Solutions, Inc. (a) . . . . . . . . . . . . . . . . . . . Omnicell, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Press Ganey Holdings, Inc. (a) . . . . . . . . . . . . . . . . . Quality Systems, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Vocera Communications, Inc. (a) . . . . . . . . . . . . . . . .

5,856 6,657 7,002 12,016 40,747 26,132 16,746 11,111 24,814 11,244

152,607 223,209 172,389 331,642 903,361 1,457,120 641,372 448,884 280,895 190,024 4,801,503

Hotels, Restaurants & Leisure—2.8% Belmond, Ltd. - Class A (a) . . . . . . . . . . . . . . . . . . . . 38,098 Biglari Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 528 BJ’s Restaurants, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 11,541 Bloomin’ Brands, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 57,635

484,226 230,219 410,283 993,627

Security Description

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Value

Hotels, Restaurants & Leisure—(Continued) Bob Evans Farms, Inc. . . . . . . . . . . . . . . . . . . . . . . . Boyd Gaming Corp. (a) . . . . . . . . . . . . . . . . . . . . . . Buffalo Wild Wings, Inc. (a) . . . . . . . . . . . . . . . . . . . Caesars Acquisition Co. - Class A (a) . . . . . . . . . . . . . Caesars Entertainment Corp. (a) (b) . . . . . . . . . . . . . . Carrols Restaurant Group, Inc. (a) . . . . . . . . . . . . . . . Cheesecake Factory, Inc. (The) . . . . . . . . . . . . . . . . . Churchill Downs, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Chuy’s Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . ClubCorp Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . Cracker Barrel Old Country Store, Inc. (b) . . . . . . . . . Dave & Buster’s Entertainment, Inc. (a) . . . . . . . . . . . . Del Frisco’s Restaurant Group, Inc. (a) . . . . . . . . . . . . Del Taco Restaurants, Inc. (a) . . . . . . . . . . . . . . . . . . Denny’s Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . DineEquity, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . El Pollo Loco Holdings, Inc. (a) (b) . . . . . . . . . . . . . . . Eldorado Resorts, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . Fiesta Restaurant Group, Inc. (a) . . . . . . . . . . . . . . . . International Speedway Corp. - Class A . . . . . . . . . . . Interval Leisure Group, Inc. . . . . . . . . . . . . . . . . . . . . Intrawest Resorts Holdings, Inc. (a) (b) . . . . . . . . . . . . Isle of Capri Casinos, Inc. (a) . . . . . . . . . . . . . . . . . . Jack in the Box, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . La Quinta Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . Marcus Corp. (The) . . . . . . . . . . . . . . . . . . . . . . . . . Marriott Vacations Worldwide Corp. . . . . . . . . . . . . . Monarch Casino & Resort, Inc. (a) . . . . . . . . . . . . . . . Papa John’s International, Inc. . . . . . . . . . . . . . . . . . . Penn National Gaming, Inc. (a) . . . . . . . . . . . . . . . . . Pinnacle Entertainment, Inc. (a) . . . . . . . . . . . . . . . . . Planet Fitness, Inc. - Class A (a) . . . . . . . . . . . . . . . . . Popeyes Louisiana Kitchen, Inc. (a) . . . . . . . . . . . . . . Potbelly Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Red Robin Gourmet Burgers, Inc. (a) . . . . . . . . . . . . . Red Rock Resorts, Inc. - Class A . . . . . . . . . . . . . . . . . Ruth’s Hospitality Group, Inc. . . . . . . . . . . . . . . . . . . Scientific Games Corp. - Class A (a) (b) . . . . . . . . . . . SeaWorld Entertainment, Inc. . . . . . . . . . . . . . . . . . . Shake Shack, Inc. - Class A (a) (b) . . . . . . . . . . . . . . . Sonic Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Speedway Motorsports, Inc. . . . . . . . . . . . . . . . . . . . Texas Roadhouse, Inc. . . . . . . . . . . . . . . . . . . . . . . . Wingstop, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . Zoe’s Kitchen, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . .

8,975 $ 40,615 8,962 23,146 25,824 17,458 22,672 6,613 8,272 32,025 9,084 18,558 12,052 10,164 39,857 8,597 10,816 14,157 13,371 12,935 53,999 8,831 12,013 15,472 43,635 9,550 10,700 5,265 13,488 39,538 28,622 9,806 11,051 12,520 7,619 13,488 17,912 23,377 32,101 7,924 24,157 7,078 31,030 8,064 9,191

343,743 803,365 1,261,312 287,473 192,389 230,620 1,134,960 967,813 231,120 463,402 1,201,087 727,102 162,340 121,155 426,071 680,796 136,173 199,047 320,904 432,288 927,163 143,239 267,650 1,484,384 487,839 239,132 784,524 132,520 1,063,529 536,531 353,195 196,806 587,250 155,624 342,398 318,182 252,917 263,459 432,721 274,725 632,430 126,413 1,211,101 236,275 203,948 24,095,470

Household Durables—1.3% Bassett Furniture Industries, Inc. . . . . . . . . . . . . . . . . . 5,374 Beazer Homes USA, Inc. (a) . . . . . . . . . . . . . . . . . . . 13,700 Cavco Industries, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 4,452 Century Communities, Inc. (a) . . . . . . . . . . . . . . . . . . 7,561 CSS Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 4,201 Ethan Allen Interiors, Inc. . . . . . . . . . . . . . . . . . . . . . 12,159 Flexsteel Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . 3,005 GoPro, Inc. - Class A (a) (b) . . . . . . . . . . . . . . . . . . . 49,877

MSF-231

124,945 159,742 440,971 162,637 107,462 380,212 155,419 831,948

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

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Security Description

Household Durables—(Continued) Helen of Troy, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . . . . Hooker Furniture Corp. . . . . . . . . . . . . . . . . . . . . . . . Hovnanian Enterprises, Inc. - Class A (a) (b) . . . . . . . . Installed Building Products, Inc. (a) . . . . . . . . . . . . . . . iRobot Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . KB Home . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . La-Z-Boy, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . LGI Homes, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . Libbey, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . M/I Homes, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . MDC Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Meritage Homes Corp. (a) . . . . . . . . . . . . . . . . . . . . NACCO Industries, Inc. - Class A . . . . . . . . . . . . . . . Taylor Morrison Home Corp. - Class A (a) . . . . . . . . . TopBuild Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . TRI Pointe Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Universal Electronics, Inc. (a) . . . . . . . . . . . . . . . . . . WCI Communities, Inc. (a) . . . . . . . . . . . . . . . . . . . . William Lyon Homes - Class A (a) (b) . . . . . . . . . . . . . ZAGG, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . .

13,453 $ 5,444 60,910 9,469 12,468 41,097 24,718 8,210 10,247 12,868 19,869 18,033 2,176 15,532 18,904 69,898 7,461 11,203 12,315 15,167

1,159,245 133,323 102,938 339,653 548,343 662,484 607,074 302,456 182,909 303,299 512,620 625,745 147,881 273,363 627,613 921,256 555,546 265,735 228,443 122,853 10,986,115

Household Products—0.3% Central Garden and Pet Co. (a) . . . . . . . . . . . . . . . . 4,446 Central Garden and Pet Co. - Class A (a) . . . . . . . . . . 16,480 HRG Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 58,164 Orchids Paper Products Co. . . . . . . . . . . . . . . . . . . . 5,348 WD-40 Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,750

115,596 408,704 913,175 145,626 758,902 2,342,003

Independent Power and Renewable Electricity Producers—0.6% Atlantic Power Corp. . . . . . . . . . . . . . . . . . . . . . . . . 57,898 143,008 Atlantica Yield plc . . . . . . . . . . . . . . . . . . . . . . . . . . 28,653 544,694 Dynegy, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59,317 734,938 NRG Yield, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . 16,087 262,540 NRG Yield, Inc. - Class C . . . . . . . . . . . . . . . . . . . . . 29,107 493,655 Ormat Technologies, Inc. . . . . . . . . . . . . . . . . . . . . . 18,869 913,448 Pattern Energy Group, Inc. (b) . . . . . . . . . . . . . . . . . . 30,133 677,691 Talen Energy Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . 38,673 535,621 TerraForm Global, Inc. - Class A (a) (b) . . . . . . . . . . . 51,489 211,620 TerraForm Power, Inc. - Class A (a) . . . . . . . . . . . . . . 44,539 619,537 5,136,752 Industrial Conglomerates—0.0% Raven Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 18,658 Insurance—2.2% Ambac Financial Group, Inc. (a) . . . . . . . . . . . . . . . . American Equity Investment Life Holding Co. . . . . . . . AMERISAFE, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Argo Group International Holdings, Ltd. . . . . . . . . . . . Baldwin & Lyons, Inc. - Class B . . . . . . . . . . . . . . . . . Citizens, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . . CNO Financial Group, Inc. . . . . . . . . . . . . . . . . . . . eHealth, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . EMC Insurance Group, Inc. . . . . . . . . . . . . . . . . . . . .

22,444 41,683 9,298 14,148 4,133 22,172 86,562 8,864 3,800

429,694

412,745 739,040 546,536 798,230 105,929 207,530 1,321,802 99,365 102,334

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Insurance—(Continued) Employers Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . 14,789 $ Enstar Group, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . . . 5,573 FBL Financial Group, Inc. - Class A . . . . . . . . . . . . . . 4,790 Federated National Holding Co. . . . . . . . . . . . . . . . 5,884 Fidelity & Guaranty Life (b) . . . . . . . . . . . . . . . . . . . 4,816 Genworth Financial, Inc. - Class A (a) . . . . . . . . . . . . 246,697 Global Indemnity plc (a) . . . . . . . . . . . . . . . . . . . . . 3,335 Greenlight Capital Re, Ltd. - Class A (a) . . . . . . . . . . 13,998 HCI Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,671 Heritage Insurance Holdings, Inc. . . . . . . . . . . . . . . 11,792 Horace Mann Educators Corp. . . . . . . . . . . . . . . . . 18,978 Infinity Property & Casualty Corp. . . . . . . . . . . . . . . 5,597 James River Group Holdings, Ltd. . . . . . . . . . . . . . . . 7,276 Kemper Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,321 Maiden Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . . . 29,535 MBIA, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65,336 National General Holdings Corp. . . . . . . . . . . . . . . 23,963 National Interstate Corp. . . . . . . . . . . . . . . . . . . . . . 3,585 National Western Life Group, Inc. - Class A . . . . . . . 1,054 Navigators Group, Inc. (The) . . . . . . . . . . . . . . . . . . 5,559 OneBeacon Insurance Group, Ltd. - Class A . . . . . . . 11,496 Primerica, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22,155 RLI Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18,544 Safety Insurance Group, Inc. . . . . . . . . . . . . . . . . . . 6,815 Selective Insurance Group, Inc. . . . . . . . . . . . . . . . . 26,789 State Auto Financial Corp. . . . . . . . . . . . . . . . . . . . 7,940 State National Cos., Inc. . . . . . . . . . . . . . . . . . . . . . 15,205 Stewart Information Services Corp. . . . . . . . . . . . . . . 11,286 Third Point Reinsurance, Ltd. (a) . . . . . . . . . . . . . . . . 32,322 Trupanion, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . 8,141 United Fire Group, Inc. . . . . . . . . . . . . . . . . . . . . . . 9,677 United Insurance Holdings Corp. . . . . . . . . . . . . . . . 8,654 Universal Insurance Holdings, Inc. . . . . . . . . . . . . . . 17,550 WMIH Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 88,867

Value

441,156 916,591 306,416 109,972 111,683 1,223,617 99,049 286,119 172,172 169,923 695,544 462,480 263,391 799,022 374,799 508,967 532,937 116,620 216,460 538,778 164,163 1,174,880 1,267,668 458,104 1,067,810 189,051 169,080 501,663 387,864 137,583 409,531 146,945 442,260 207,949 19,403,758

Internet & Direct Marketing Retail—0.6% 1-800-Flowers.com, Inc. - Class A (a) . . . . . . . . . . . . Blue Nile, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Duluth Holdings, Inc. - Class B (a) (b) . . . . . . . . . . . . Etsy, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . FTD Cos., Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . HSN, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Lands’ End, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . Liberty TripAdvisor Holdings, Inc. - Class A (a) . . . . . Nutrisystem, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Overstock.com, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . PetMed Express, Inc. (b) . . . . . . . . . . . . . . . . . . . . . Shutterfly, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Wayfair, Inc. - Class A (a) (b) . . . . . . . . . . . . . . . . .

13,330 6,605 4,134 51,942 9,600 14,279 8,472 34,803 14,262 6,439 11,281 17,108 15,513

122,236 227,344 109,592 741,732 197,472 568,304 122,844 760,446 423,439 98,645 228,779 763,701 610,747 4,975,281

Internet Software & Services—2.4% 2U, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Actua Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Alarm.com Holdings, Inc. (a) (b) . . . . . . . . . . . . . . .

MSF-232

18,127 20,148 5,307

694,083 260,917 153,160

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

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Value

Internet Software & Services—(Continued) Angie’s List, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Apigee Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Bankrate, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Bazaarvoice, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Benefitfocus, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . Blucora, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Box, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . . . . . . Brightcove, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Carbonite, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . ChannelAdvisor Corp. (a) . . . . . . . . . . . . . . . . . . . . . Cimpress NV (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . comScore, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Cornerstone OnDemand, Inc. (a) . . . . . . . . . . . . . . . . Cvent, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . DHI Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . EarthLink Holdings Corp. . . . . . . . . . . . . . . . . . . . . . Endurance International Group Holdings, Inc. (a) (b) . . Envestnet, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Everyday Health, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Five9, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Gogo, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . GrubHub, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . GTT Communications, Inc. (a) . . . . . . . . . . . . . . . . . . Hortonworks, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . inContact, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Instructure, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . IntraLinks Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . j2 Global, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Liquidity Services, Inc. (a) . . . . . . . . . . . . . . . . . . . . . LivePerson, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . LogMeIn, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MeetMe, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . MINDBODY, Inc. - Class A (a) (b) . . . . . . . . . . . . . . . Monster Worldwide, Inc. (a) . . . . . . . . . . . . . . . . . . . New Relic, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . NIC, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Q2 Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Quotient Technology, Inc. (a) . . . . . . . . . . . . . . . . . . RetailMeNot, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Shutterstock, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . SPS Commerce, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . Stamps.com, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . TrueCar, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . . Web.com Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . WebMD Health Corp. (a) . . . . . . . . . . . . . . . . . . . . . Xactly Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . XO Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . .

21,237 $ 8,074 20,088 41,849 6,419 20,338 24,267 16,995 9,317 10,403 12,234 23,234 24,008 14,769 21,586 48,787 27,384 20,207 14,700 16,631 27,419 39,224 11,597 20,178 27,382 5,753 20,583 22,619 13,611 29,330 12,270 21,638 7,507 43,593 10,856 29,109 12,619 29,125 18,130 9,230 7,550 7,949 23,179 20,520 17,955 11,677 11,305

210,459 140,488 170,346 247,328 256,246 227,786 382,448 221,785 143,109 134,511 1,237,836 712,354 1,103,168 468,325 170,313 302,479 239,610 736,545 113,043 260,774 302,706 1,686,240 272,877 168,486 382,800 145,954 207,065 1,506,652 152,988 246,665 1,109,085 134,156 147,588 157,371 416,002 684,061 361,660 387,654 179,306 587,951 554,245 751,260 218,810 354,380 892,363 171,885 218,526 20,985,849

IT Services—2.0% Acxiom Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Blackhawk Network Holdings, Inc. (a) . . . . . . . . . . . . CACI International, Inc. - Class A (a) (e) . . . . . . . . . . . Cardtronics plc - Class A (a) . . . . . . . . . . . . . . . . . . . Cass Information Systems, Inc. . . . . . . . . . . . . . . . . . Convergys Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . .

37,591 27,022 12,041 22,064 5,928 42,882

1,001,800 815,254 1,214,937 984,054 335,821 1,304,471

Security Description

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Value

IT Services—(Continued) CSG Systems International, Inc. . . . . . . . . . . . . . . . . . Datalink Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . EPAM Systems, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . EVERTEC, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ExlService Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . Forrester Research, Inc. . . . . . . . . . . . . . . . . . . . . . . Hackett Group, Inc. (The) . . . . . . . . . . . . . . . . . . . . . Lionbridge Technologies, Inc. (a) . . . . . . . . . . . . . . . . ManTech International Corp. - Class A . . . . . . . . . . . . MAXIMUS, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . MoneyGram International, Inc. (a) . . . . . . . . . . . . . . . NeuStar, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . . Perficient, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Science Applications International Corp. . . . . . . . . . . ServiceSource International, Inc. (a) . . . . . . . . . . . . . . Sykes Enterprises, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Syntel, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TeleTech Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . Travelport Worldwide, Ltd. . . . . . . . . . . . . . . . . . . . . Unisys Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Virtusa Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . .

15,258 $ 10,297 23,687 30,384 15,842 5,782 13,330 31,361 12,440 31,383 14,692 26,451 17,369 19,917 29,419 18,634 14,931 7,377 56,729 26,228 11,780

630,613 109,251 1,641,746 509,844 789,565 224,920 220,212 156,805 468,864 1,775,023 104,313 703,332 349,985 1,381,642 143,565 524,174 625,758 213,859 852,637 255,461 290,730 17,628,636

Leisure Products—0.3% Callaway Golf Co. . . . . . . . . . . . . . . . . . . . . . . . . . 46,706 Malibu Boats, Inc. - Class A (a) . . . . . . . . . . . . . . . . . 8,768 Nautilus, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 16,328 Smith & Wesson Holding Corp. (a) (b) . . . . . . . . . . . . 25,637 Sturm Ruger & Co., Inc. . . . . . . . . . . . . . . . . . . . . . . 8,538

542,257 130,643 370,972 681,688 493,155 2,218,715

Life Sciences Tools & Services—0.7% Accelerate Diagnostics, Inc. (a) (b) . . . . . . . . . . . . . . Albany Molecular Research, Inc. (a) (b) . . . . . . . . . . . Cambrex Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Enzo Biochem, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Fluidigm Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . INC Research Holdings, Inc. - Class A (a) . . . . . . . . . . Luminex Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Medpace Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . NanoString Technologies, Inc. (a) . . . . . . . . . . . . . . . NeoGenomics, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Pacific Biosciences of California, Inc. (a) (b) . . . . . . . . PAREXEL International Corp. (a) . . . . . . . . . . . . . . . . . PRA Health Sciences, Inc. (a) . . . . . . . . . . . . . . . . . .

11,348 12,484 15,180 21,985 13,200 20,394 18,901 8,249 7,907 26,497 40,732 25,369 12,050

309,346 206,111 674,903 111,904 105,732 909,165 429,431 246,315 157,982 217,805 364,959 1,761,877 680,945 6,176,475

Machinery—3.4% Actuant Corp. - Class A . . . . . . . . . . . . . . . . . . . . . . Alamo Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Albany International Corp. - Class A . . . . . . . . . . . . . Altra Industrial Motion Corp. . . . . . . . . . . . . . . . . . . . American Railcar Industries, Inc. (b) . . . . . . . . . . . . . . Astec Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . Barnes Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-233

28,401 4,629 14,147 13,385 4,708 9,004 23,751

660,039 305,005 599,550 387,763 195,241 539,069 963,103

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

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Security Description

Machinery—(Continued) Briggs & Stratton Corp. . . . . . . . . . . . . . . . . . . . . . . Chart Industries, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . CIRCOR International, Inc. . . . . . . . . . . . . . . . . . . . . CLARCOR, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Columbus McKinnon Corp. . . . . . . . . . . . . . . . . . . . . Douglas Dynamics, Inc. . . . . . . . . . . . . . . . . . . . . . . Energy Recovery, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . EnPro Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . . ESCO Technologies, Inc. . . . . . . . . . . . . . . . . . . . . . Federal Signal Corp. . . . . . . . . . . . . . . . . . . . . . . . . Franklin Electric Co., Inc. . . . . . . . . . . . . . . . . . . . . . Global Brass & Copper Holdings, Inc. . . . . . . . . . . . . Gorman-Rupp Co. (The) . . . . . . . . . . . . . . . . . . . . . . Greenbrier Cos., Inc. (The) (b) . . . . . . . . . . . . . . . . . . Harsco Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hillenbrand, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Hyster-Yale Materials Handling, Inc. . . . . . . . . . . . . . John Bean Technologies Corp. . . . . . . . . . . . . . . . . . Joy Global, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kadant, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kennametal, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Lindsay Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . Lydall, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Manitowoc Co., Inc. (The) . . . . . . . . . . . . . . . . . . . . Meritor, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Milacron Holdings Corp. (a) . . . . . . . . . . . . . . . . . . . Miller Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Mueller Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . . Mueller Water Products, Inc. - Class A . . . . . . . . . . . . Navistar International Corp. (a) . . . . . . . . . . . . . . . . . NN, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Proto Labs, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . RBC Bearings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Rexnord Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . SPX Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . SPX FLOW, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Standex International Corp. . . . . . . . . . . . . . . . . . . . Sun Hydraulics Corp. . . . . . . . . . . . . . . . . . . . . . . . . Supreme Industries, Inc. - Class A . . . . . . . . . . . . . . . Tennant Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Titan International, Inc. . . . . . . . . . . . . . . . . . . . . . . . TriMas Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Wabash National Corp. (a) . . . . . . . . . . . . . . . . . . . Watts Water Technologies, Inc. - Class A . . . . . . . . . . Woodward, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . .

21,617 $ 15,307 7,291 23,160 10,074 9,877 17,996 9,829 12,540 29,548 21,104 11,099 10,331 14,368 37,700 29,866 4,976 13,616 48,075 5,766 38,584 5,740 8,342 63,397 43,321 6,533 5,680 26,115 76,369 23,914 12,696 12,094 10,876 40,317 20,781 17,419 6,262 10,558 7,033 8,929 22,706 22,514 32,109 13,118 25,737

403,157 502,529 434,252 1,505,400 179,720 315,471 287,576 558,484 582,107 391,806 859,144 320,650 264,577 507,190 374,361 944,960 299,207 960,609 1,333,601 300,466 1,119,708 424,645 426,526 303,672 482,163 104,267 129,447 846,648 958,431 547,391 231,702 724,552 831,797 863,187 418,529 538,595 581,552 340,707 135,737 578,599 229,785 418,986 457,232 850,571 1,608,048 29,127,514

Marine—0.1% Costamare, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,958 Matson, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,127 Scorpio Bulkers, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 29,948

127,576 802,665 103,620 1,033,861

Media—1.6% AMC Entertainment Holdings, Inc. - Class A (b) . . . . . . 9,526 Carmike Cinemas, Inc. (a) . . . . . . . . . . . . . . . . . . . . 12,031

296,163 393,293

Media—(Continued) Daily Journal Corp. (a) . . . . . . . . . . . . . . . . . . . . . . Entercom Communications Corp. - Class A . . . . . . . . Entravision Communications Corp. - Class A . . . . . . . Eros International plc (a) (b) . . . . . . . . . . . . . . . . . . . EW Scripps Co. (The) - Class A (a) . . . . . . . . . . . . . . Gannett Co., Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Global Eagle Entertainment, Inc. (a) . . . . . . . . . . . . . Gray Television, Inc. (a) . . . . . . . . . . . . . . . . . . . . . IMAX Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Liberty Braves Group - Class C (a) . . . . . . . . . . . . . . Liberty Media Group - Class A (a) . . . . . . . . . . . . . . Liberty Media Group - Class C (a) . . . . . . . . . . . . . . Loral Space & Communications, Inc. (a) . . . . . . . . . . MDC Partners, Inc. - Class A (b) . . . . . . . . . . . . . . . . Media General, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Meredith Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . MSG Networks, Inc. - Class A (a) . . . . . . . . . . . . . . National CineMedia, Inc. . . . . . . . . . . . . . . . . . . . . New Media Investment Group, Inc. . . . . . . . . . . . . . New York Times Co. (The) - Class A . . . . . . . . . . . . . Nexstar Broadcasting Group, Inc. - Class A (b) . . . . . Reading International, Inc. - Class A (a) . . . . . . . . . . Scholastic Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Sinclair Broadcast Group, Inc. - Class A . . . . . . . . . . Time, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . tronc, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . World Wrestling Entertainment, Inc. - Class A (b) . . .

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598 $ 14,538 29,645 13,360 29,695 57,579 28,412 30,714 28,090 16,010 11,738 22,971 6,669 25,380 53,348 18,346 29,478 31,052 22,310 58,218 14,830 8,504 14,176 30,881 50,189 14,706 18,113

Value

130,962 188,122 226,191 204,675 472,150 670,220 236,104 318,197 813,767 278,254 336,294 646,404 260,825 272,074 983,204 953,809 548,586 457,085 345,805 695,705 855,839 113,528 557,967 891,843 726,737 248,237 385,807 13,507,847

Metals & Mining—1.2% AK Steel Holding Corp. (a) (b) . . . . . . . . . . . . . . . . . 114,252 Allegheny Technologies, Inc. (b) . . . . . . . . . . . . . . . 52,856 Carpenter Technology Corp. . . . . . . . . . . . . . . . . . . 23,384 Century Aluminum Co. (a) . . . . . . . . . . . . . . . . . . . . 24,781 Cliffs Natural Resources, Inc. (a) (b) . . . . . . . . . . . . . 106,868 Coeur Mining, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 78,530 Commercial Metals Co. . . . . . . . . . . . . . . . . . . . . . 53,553 Ferroglobe plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31,634 Gold Resource Corp. (b) . . . . . . . . . . . . . . . . . . . . . 25,615 Haynes International, Inc. . . . . . . . . . . . . . . . . . . . . 6,653 Hecla Mining Co. . . . . . . . . . . . . . . . . . . . . . . . . . 185,576 Kaiser Aluminum Corp. . . . . . . . . . . . . . . . . . . . . . . 8,616 Materion Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,498 Olympic Steel, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 4,783 Schnitzer Steel Industries, Inc. - Class A . . . . . . . . . . 13,529 Stillwater Mining Co. (a) . . . . . . . . . . . . . . . . . . . . . 56,563 SunCoke Energy, Inc. . . . . . . . . . . . . . . . . . . . . . . . 35,308 TimkenSteel Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . 18,629 Worthington Industries, Inc. . . . . . . . . . . . . . . . . . . . 21,960

551,837 955,108 964,824 172,228 625,178 929,010 867,023 285,655 190,063 246,893 1,057,783 745,198 291,684 105,704 282,756 755,682 283,170 194,673 1,054,739 10,559,208

Mortgage Real Estate Investment Trusts—1.1% AG Mortgage Investment Trust, Inc. . . . . . . . . . . . . . Altisource Residential Corp. . . . . . . . . . . . . . . . . . . . Anworth Mortgage Asset Corp. . . . . . . . . . . . . . . . . Apollo Commercial Real Estate Finance, Inc. . . . . . . .

MSF-234

14,345 26,537 49,995 35,624

225,934 289,253 245,976 583,165

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Mortgage Real Estate Investment Trusts—(Continued) Ares Commercial Real Estate Corp. . . . . . . . . . . . . . 11,438 $ ARMOUR Residential REIT, Inc. (b) . . . . . . . . . . . . . . 16,682 Capstead Mortgage Corp. . . . . . . . . . . . . . . . . . . . 44,863 Colony Capital, Inc. - Class A . . . . . . . . . . . . . . . . . 52,740 CYS Investments, Inc. . . . . . . . . . . . . . . . . . . . . . . . 74,681 Dynex Capital, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 26,422 Great Ajax Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 8,079 Hannon Armstrong Sustainable Infrastructure Capital, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,919 Invesco Mortgage Capital, Inc. . . . . . . . . . . . . . . . . 55,256 Ladder Capital Corp. . . . . . . . . . . . . . . . . . . . . . . . 20,669 Mortgage Investment Corp. . . . . . . . . . . . . . . . . . . . 23,775 New Residential Investment Corp. . . . . . . . . . . . . . . 117,072 New York Mortgage Trust, Inc. . . . . . . . . . . . . . . . . 51,471 Orchid Island Capital, Inc. (b) . . . . . . . . . . . . . . . . . 11,326 PennyMac Mortgage Investment Trust . . . . . . . . . . . . 35,722 Redwood Trust, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 39,826 Resource Capital Corp. . . . . . . . . . . . . . . . . . . . . . . 16,059 United Development Funding IV (c) (d) . . . . . . . . . . . 14,302 Western Asset Mortgage Capital Corp. . . . . . . . . . . 20,929

Value

Security Description

144,119 376,012 423,058 961,450 651,218 196,051 110,278 488,877 841,549 273,658 408,692 1,616,764 309,856 118,017 556,549 563,936 205,716 34,325 218,080 9,842,533

Multi-Utilities—0.5% Avista Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Black Hills Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . NorthWestern Corp. . . . . . . . . . . . . . . . . . . . . . . . . Unitil Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

30,657 24,978 23,557 7,429

1,281,156 1,529,153 1,355,234 290,177 4,455,720

Multiline Retail—0.2% Big Lots, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fred’s, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . . . Ollie’s Bargain Outlet Holdings, Inc. (a) . . . . . . . . . . Tuesday Morning Corp. (a) . . . . . . . . . . . . . . . . . . .

21,721 16,936 10,284 21,822

1,037,178 153,440 269,544 130,495

Oil, Gas & Consumable Fuels—(Continued) Golar LNG, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . Green Plains, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Jones Energy, Inc. - Class A (a) . . . . . . . . . . . . . . . . Matador Resources Co. (a) . . . . . . . . . . . . . . . . . . . Nordic American Tankers, Ltd. (b) . . . . . . . . . . . . . . Oasis Petroleum, Inc. (a) (b) . . . . . . . . . . . . . . . . . . Overseas Shipholding Group, Inc. - Class A . . . . . . . Pacific Ethanol, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . Panhandle Oil and Gas, Inc. - Class A . . . . . . . . . . . Par Pacific holdings, Inc. (a) . . . . . . . . . . . . . . . . . . PDC Energy, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Renewable Energy Group, Inc. (a) . . . . . . . . . . . . . . REX American Resources Corp. (a) . . . . . . . . . . . . . . Ring Energy, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . RSP Permian, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Sanchez Energy Corp. (a) (b) . . . . . . . . . . . . . . . . . Scorpio Tankers, Inc. . . . . . . . . . . . . . . . . . . . . . . . SemGroup Corp. - Class A . . . . . . . . . . . . . . . . . . . Ship Finance International, Ltd. (b) . . . . . . . . . . . . . . Synergy Resources Corp. (a) (b) . . . . . . . . . . . . . . . . Teekay Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Teekay Tankers, Ltd. - Class A . . . . . . . . . . . . . . . . . Western Refining, Inc. . . . . . . . . . . . . . . . . . . . . . .

Shares

44,104 $ 16,010 33,852 40,991 41,561 85,789 23,363 17,367 10,459 16,282 26,990 22,727 2,989 19,854 38,535 30,771 83,337 26,325 28,428 91,847 22,735 53,596 39,482

122,282 148,441 108,719 174,234 209,687 1,109,770 1,047,590 214,027 232,065 257,880 132,921 122,057 531,633 562,718 185,030 234,789 301,883 105,815

935,005 419,462 120,513 997,721 420,182 984,000 246,947 120,006 183,346 212,969 1,809,949 192,498 253,348 217,401 1,494,387 272,016 385,850 930,852 418,744 636,500 175,287 135,598 1,044,694 18,408,816

Paper & Forest Products—0.6% Boise Cascade Co. (a) . . . . . . . . . . . . . . . . . . . . . . Clearwater Paper Corp. (a) . . . . . . . . . . . . . . . . . . . Deltic Timber Corp. . . . . . . . . . . . . . . . . . . . . . . . . KapStone Paper and Packaging Corp. . . . . . . . . . . . Louisiana-Pacific Corp. (a) . . . . . . . . . . . . . . . . . . . . Neenah Paper, Inc. . . . . . . . . . . . . . . . . . . . . . . . . PH Glatfelter Co. . . . . . . . . . . . . . . . . . . . . . . . . . . Schweitzer-Mauduit International, Inc. . . . . . . . . . . .

18,411 7,836 5,314 39,372 69,948 7,745 21,278 14,898

467,639 506,754 359,917 744,918 1,317,121 611,933 461,307 574,467 5,044,056

1,590,657 Oil, Gas & Consumable Fuels—2.1% Abraxas Petroleum Corp. (a) . . . . . . . . . . . . . . . . . . 72,356 Alon USA Energy, Inc. . . . . . . . . . . . . . . . . . . . . . . 18,417 Ardmore Shipping Corp. . . . . . . . . . . . . . . . . . . . . . 15,443 Bill Barrett Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . 31,337 California Resources Corp. (a) (b) . . . . . . . . . . . . . . 16,775 Callon Petroleum Co. (a) . . . . . . . . . . . . . . . . . . . . . 70,686 Carrizo Oil & Gas, Inc. (a) . . . . . . . . . . . . . . . . . . . 25,790 Clayton Williams Energy, Inc. (a) (b) . . . . . . . . . . . . 2,505 Clean Energy Fuels Corp. (a) . . . . . . . . . . . . . . . . . . 51,916 Cobalt International Energy, Inc. (a) . . . . . . . . . . . . . 207,968 Contango Oil & Gas Co. (a) . . . . . . . . . . . . . . . . . . 13,006 CVR Energy, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . 8,864 Delek U.S. Holdings, Inc. . . . . . . . . . . . . . . . . . . . . 30,748 Denbury Resources, Inc. (a) (b) . . . . . . . . . . . . . . . . 174,216 DHT Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 44,160 Frontline, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . 32,746 GasLog, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . 20,748 Gener8 Maritime, Inc. (a) . . . . . . . . . . . . . . . . . . . . 20,667

Value

Personal Products—0.3% Avon Products, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 215,512 Inter Parfums, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 8,191 Medifast, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5,660 Natural Health Trends Corp. (b) . . . . . . . . . . . . . . . . 4,063 Nutraceutical International Corp. (a) . . . . . . . . . . . . 4,388 Revlon, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . . . 6,172 USANA Health Sciences, Inc. (a) . . . . . . . . . . . . . . . 2,803

1,219,798 264,324 213,892 114,820 137,081 227,006 387,795 2,564,716

Pharmaceuticals—1.8% Aclaris Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . . . Aerie Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . . Amphastar Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . ANI Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . . . Aratana Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . . Catalent, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Cempra, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . Collegium Pharmaceutical, Inc. (a) . . . . . . . . . . . . . .

MSF-235

5,550 12,540 18,205 3,945 17,356 48,749 20,861 7,456

142,135 473,260 345,349 261,751 162,452 1,259,674 504,836 143,603

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

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Value

Security Description

Pharmaceuticals—(Continued) Corcept Therapeutics, Inc. (a) (b) . . . . . . . . . . . . . . . . Depomed, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . Dermira, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Heska Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Horizon Pharma plc (a) . . . . . . . . . . . . . . . . . . . . . . Impax Laboratories, Inc. (a) . . . . . . . . . . . . . . . . . . . Innoviva, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . . Intersect ENT, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Intra-Cellular Therapies, Inc. (a) . . . . . . . . . . . . . . . . . Lannett Co., Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . Medicines Co. (The) (a) . . . . . . . . . . . . . . . . . . . . . . Nektar Therapeutics (a) . . . . . . . . . . . . . . . . . . . . . . Omeros Corp. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . Pacira Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . . . Paratek Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . . Phibro Animal Health Corp. - Class A . . . . . . . . . . . . Prestige Brands Holdings, Inc. (a) . . . . . . . . . . . . . . . Revance Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . . . Sciclone Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . Sucampo Pharmaceuticals, Inc. - Class A (a) . . . . . . . . Supernus Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . Teligent, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . TherapeuticsMD, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . Theravance Biopharma, Inc. (a) (b) . . . . . . . . . . . . . . WAVE Life Sciences, Ltd. (a) . . . . . . . . . . . . . . . . . . . Zogenix, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . .

39,100 $ 31,379 12,436 3,277 78,756 35,866 40,393 11,434 16,993 12,710 32,038 62,084 18,771 17,459 7,167 9,993 25,686 8,949 27,839 12,005 23,502 28,000 70,014 16,997 4,065 12,033

254,150 784,161 420,586 178,367 1,427,846 850,024 443,919 181,115 258,973 337,705 1,209,114 1,066,603 209,484 597,447 93,243 271,610 1,239,863 145,063 285,350 147,782 581,204 212,800 476,795 615,971 131,991 137,537 15,851,763

Professional Services—1.3% Acacia Research Corp. . . . . . . . . . . . . . . . . . . . . . . Advisory Board Co. (The) (a) . . . . . . . . . . . . . . . . . . . Barrett Business Services, Inc. . . . . . . . . . . . . . . . . . . CBIZ, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . CEB, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . CRA International, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Exponent, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . FTI Consulting, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . GP Strategies Corp. (a) . . . . . . . . . . . . . . . . . . . . . . Heidrick & Struggles International, Inc. . . . . . . . . . . . . Huron Consulting Group, Inc. (a) . . . . . . . . . . . . . . . . ICF International, Inc. (a) . . . . . . . . . . . . . . . . . . . . . Insperity, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kelly Services, Inc. - Class A . . . . . . . . . . . . . . . . . . . Kforce, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Korn/Ferry International . . . . . . . . . . . . . . . . . . . . . . Mistras Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Navigant Consulting, Inc. (a) . . . . . . . . . . . . . . . . . . On Assignment, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . Resources Connection, Inc. . . . . . . . . . . . . . . . . . . . . RPX Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TriNet Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . TrueBlue, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . WageWorks, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . .

Shares

Real Estate Management & Development—0.5% Alexander & Baldwin, Inc. . . . . . . . . . . . . . . . . . . . 22,995 $ Altisource Portfolio Solutions S.A. (a) . . . . . . . . . . . . 6,754 AV Homes, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 6,571 Consolidated-Tomoka Land Co. . . . . . . . . . . . . . . . . 2,461 Forestar Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 17,933 FRP Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . 3,389 HFF, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . . . . 17,641 Kennedy-Wilson Holdings, Inc. . . . . . . . . . . . . . . . . 38,983 Marcus & Millichap, Inc. (a) . . . . . . . . . . . . . . . . . . 6,463 RE/MAX Holdings, Inc. - Class A . . . . . . . . . . . . . . . 8,877 RMR Group, Inc. (The) - Class A . . . . . . . . . . . . . . . . 3,481 St. Joe Co. (The) (a) . . . . . . . . . . . . . . . . . . . . . . . . 25,487 Tejon Ranch Co. (a) . . . . . . . . . . . . . . . . . . . . . . . . 7,566

Value

883,468 218,830 109,341 125,979 209,995 105,296 488,479 879,067 169,008 388,635 132,069 468,451 184,005 4,362,623

Road & Rail—0.5% ArcBest Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Celadon Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . Covenant Transportation Group, Inc. - Class A (a) . . . Heartland Express, Inc. . . . . . . . . . . . . . . . . . . . . . . Knight Transportation, Inc. . . . . . . . . . . . . . . . . . . . Marten Transport, Ltd. . . . . . . . . . . . . . . . . . . . . . . . Roadrunner Transportation Systems, Inc. (a) . . . . . . . Saia, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Swift Transportation Co. (a) . . . . . . . . . . . . . . . . . . . Werner Enterprises, Inc. . . . . . . . . . . . . . . . . . . . . . YRC Worldwide, Inc. (a) . . . . . . . . . . . . . . . . . . . . .

12,815 13,029 5,776 22,410 32,744 11,626 13,855 11,835 36,623 22,043 14,785

243,741 113,873 111,650 423,101 939,425 244,146 110,563 354,577 786,296 512,941 182,151 4,022,464

26,966 20,097 3,858 24,387 15,566 4,868 12,398 19,255 5,793 9,634 10,356 8,868 7,461 14,944 12,692 28,161 8,222 21,686 24,181 17,930 26,264 19,326 19,573 17,251

175,818 899,140 191,395 272,891 847,880 129,440 633,042 858,003 142,624 178,711 618,875 393,030 541,967 287,224 260,059 591,381 192,970 438,491 877,528 267,874 280,762 418,021 443,524 1,050,758 10,991,408

Semiconductors & Semiconductor Equipment—3.7% Acacia Communications, Inc. (a) (b) . . . . . . . . . . . . . 2,652 Advanced Energy Industries, Inc. (a) . . . . . . . . . . . . . 19,555 Advanced Micro Devices, Inc. (a) (b) . . . . . . . . . . . . 359,193 Alpha & Omega Semiconductor, Ltd. (a) . . . . . . . . . . 10,203 Ambarella, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . 15,830 Amkor Technology, Inc. (a) . . . . . . . . . . . . . . . . . . . 46,149 Applied Micro Circuits Corp. (a) . . . . . . . . . . . . . . . 37,494 Axcelis Technologies, Inc. (a) . . . . . . . . . . . . . . . . . 13,934 Brooks Automation, Inc. . . . . . . . . . . . . . . . . . . . . . 32,611 Cabot Microelectronics Corp. . . . . . . . . . . . . . . . . . 11,541 Cavium, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 31,365 Ceva, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,018 Cirrus Logic, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 30,584 Cohu, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11,848 Diodes, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 18,315 DSP Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 11,248 Entegris, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 65,120 Exar Corp. (a) (e) . . . . . . . . . . . . . . . . . . . . . . . . . . 20,123 FormFactor, Inc. (a) (e) . . . . . . . . . . . . . . . . . . . . . . 31,704 Impinj, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6,124 Inphi Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19,424 Integrated Device Technology, Inc. (a) . . . . . . . . . . . 64,575 Intersil Corp. - Class A . . . . . . . . . . . . . . . . . . . . . . 65,364 IXYS Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13,771 Lattice Semiconductor Corp. (a) . . . . . . . . . . . . . . . . 55,774 M/A-COM Technology Solutions Holdings, Inc. (a) . . 10,997

MSF-236

273,899 925,343 2,482,024 221,609 1,165,246 448,568 260,583 185,044 443,836 610,634 1,825,443 316,261 1,625,540 139,096 390,842 135,088 1,134,390 187,345 343,983 229,160 845,138 1,491,683 1,433,433 165,941 361,973 465,613

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

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Semiconductors & Semiconductor Equipment—(Continued) MaxLinear, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . 26,699 $ Microsemi Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 55,165 MKS Instruments, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 25,868 Monolithic Power Systems, Inc. . . . . . . . . . . . . . . . . . 18,931 Nanometrics, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 12,771 NeoPhotonics Corp. (a) . . . . . . . . . . . . . . . . . . . . . . 14,422 NVE Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2,605 PDF Solutions, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 13,631 Photronics, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 30,362 Power Integrations, Inc. . . . . . . . . . . . . . . . . . . . . . . 13,771 Rambus, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49,965 Rudolph Technologies, Inc. (a) . . . . . . . . . . . . . . . . . . 13,085 Semtech Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 29,669 Sigma Designs, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . 16,965 Silicon Laboratories, Inc. (a) . . . . . . . . . . . . . . . . . . . 19,814 Synaptics, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 17,366 Tessera Technologies, Inc. . . . . . . . . . . . . . . . . . . . . 24,436 Ultra Clean Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . 16,793 Ultratech, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 9,957 Veeco Instruments, Inc. (a) . . . . . . . . . . . . . . . . . . . . 20,425 Xcerra Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 26,473

Value

541,189 2,315,827 1,286,416 1,523,945 285,304 235,655 153,539 247,675 313,032 867,986 624,563 232,128 822,721 132,157 1,165,063 1,017,300 939,320 124,436 229,808 400,943 160,426 31,727,148

Software—4.1% 8x8, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A10 Networks, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . ACI Worldwide, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . American Software, Inc. - Class A . . . . . . . . . . . . . . . Aspen Technology, Inc. (a) (e) . . . . . . . . . . . . . . . . . . Barracuda Networks, Inc. (a) . . . . . . . . . . . . . . . . . . Blackbaud, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bottomline Technologies de, Inc. (a) . . . . . . . . . . . . . . BroadSoft, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Callidus Software, Inc. (a) . . . . . . . . . . . . . . . . . . . . . CommVault Systems, Inc. (a) . . . . . . . . . . . . . . . . . . . Digimarc Corp. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . Ebix, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ellie Mae, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . EPIQ Systems, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Exa Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fair Isaac Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . FleetMatics Group plc (a) . . . . . . . . . . . . . . . . . . . . . Gigamon, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Globant S.A. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . . Glu Mobile, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . HubSpot, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Imperva, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Infoblox, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Interactive Intelligence Group, Inc. (a) . . . . . . . . . . . . Jive Software, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Mentor Graphics Corp. . . . . . . . . . . . . . . . . . . . . . . MicroStrategy, Inc. - Class A (a) . . . . . . . . . . . . . . . . Mitek Systems, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Model N, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Monotype Imaging Holdings, Inc. . . . . . . . . . . . . . . . Paycom Software, Inc. (a) . . . . . . . . . . . . . . . . . . . . .

41,065 21,727 53,497 12,761 39,476 11,138 22,367 19,170 14,701 28,634 18,850 3,943 11,299 15,728 10,276 7,285 15,124 18,434 15,887 12,602 56,662 14,089 14,007 27,141 8,676 29,952 52,058 4,589 15,344 10,589 18,592 21,414

633,633 232,262 1,036,772 141,647 1,847,082 283,796 1,483,827 446,853 684,332 525,434 1,001,500 151,214 642,348 1,656,158 169,451 116,924 1,884,299 1,105,671 870,608 530,796 126,923 811,808 752,316 715,708 521,775 127,596 1,376,414 768,382 127,202 117,644 411,069 1,073,484

Security Description

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Value

Software—(Continued) Paylocity Holding Corp. (a) . . . . . . . . . . . . . . . . . . . . Pegasystems, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Progress Software Corp. (a) . . . . . . . . . . . . . . . . . . . Proofpoint, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . PROS Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . QAD, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . . . . Qualys, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rapid7, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . . . RealPage, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . RingCentral, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . Rubicon Project, Inc. (The) (a) . . . . . . . . . . . . . . . . . . Sapiens International Corp. NV . . . . . . . . . . . . . . . . . Silver Spring Networks, Inc. (a) . . . . . . . . . . . . . . . . . Synchronoss Technologies, Inc. (a) . . . . . . . . . . . . . . Take-Two Interactive Software, Inc. (a) . . . . . . . . . . . . Tangoe, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . TiVo Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . TubeMogul, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Varonis Systems, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . VASCO Data Security International, Inc. (a) . . . . . . . . Verint Systems, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Workiva, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . . . . Zendesk, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Zix Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

10,675 $ 16,572 23,712 19,783 10,832 4,798 13,378 10,207 27,401 28,664 18,549 11,949 17,691 19,823 39,881 9,777 54,357 8,244 5,014 15,031 28,969 11,206 39,450 28,558

474,611 488,708 644,966 1,480,758 244,912 107,379 510,906 180,154 704,206 678,190 153,586 152,589 250,858 816,311 1,797,835 80,660 1,058,874 77,246 150,921 264,696 1,090,103 203,165 1,211,509 117,088 35,315,159

Specialty Retail—2.4% Aaron’s, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Abercrombie & Fitch Co. - Class A . . . . . . . . . . . . . . America’s Car-Mart, Inc. (a) . . . . . . . . . . . . . . . . . . . American Eagle Outfitters, Inc. . . . . . . . . . . . . . . . . . Asbury Automotive Group, Inc. (a) . . . . . . . . . . . . . . . Ascena Retail Group, Inc. (a) . . . . . . . . . . . . . . . . . . Barnes & Noble Education, Inc. (a) . . . . . . . . . . . . . . Barnes & Noble, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Big 5 Sporting Goods Corp. . . . . . . . . . . . . . . . . . . . Buckle, Inc. (The) (b) . . . . . . . . . . . . . . . . . . . . . . . . . Caleres, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cato Corp. (The) - Class A . . . . . . . . . . . . . . . . . . . . Chico’s FAS, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Children’s Place, Inc. (The) . . . . . . . . . . . . . . . . . . . . Citi Trends, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Conn’s, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . DSW, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . . . . Express, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Finish Line, Inc. (The) - Class A . . . . . . . . . . . . . . . . . Five Below, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Francesca’s Holdings Corp. (a) . . . . . . . . . . . . . . . . . Genesco, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . GNC Holdings, Inc. - Class A . . . . . . . . . . . . . . . . . . Group 1 Automotive, Inc. . . . . . . . . . . . . . . . . . . . . . Guess?, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Haverty Furniture Cos., Inc. . . . . . . . . . . . . . . . . . . . . Hibbett Sports, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Lithia Motors, Inc. - Class A . . . . . . . . . . . . . . . . . . . . Lumber Liquidators Holdings, Inc. (a) (b) . . . . . . . . . . .

MSF-237

32,279 32,535 3,580 80,529 9,029 79,891 20,589 31,637 9,615 14,188 20,189 13,930 66,717 8,817 8,551 11,086 33,068 37,753 20,123 25,874 16,283 10,535 33,443 10,876 30,485 10,391 10,209 11,630 13,856

820,532 516,981 130,276 1,438,248 502,644 446,591 197,037 357,498 130,956 340,938 510,580 458,158 793,932 704,214 170,421 114,407 677,233 445,108 464,439 1,042,463 251,247 573,736 682,906 694,759 445,386 208,236 407,339 1,110,898 272,547

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

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Specialty Retail—(Continued) MarineMax, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 12,696 $ Monro Muffler Brake, Inc. . . . . . . . . . . . . . . . . . . . . 15,070 Office Depot, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 270,619 Party City Holdco, Inc. (a) . . . . . . . . . . . . . . . . . . . . 13,656 Pier 1 Imports, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 47,023 Rent-A-Center, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 29,515 Restoration Hardware Holdings, Inc. (a) (b) . . . . . . . . 19,129 Select Comfort Corp. (a) . . . . . . . . . . . . . . . . . . . . . 24,198 Shoe Carnival, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 8,227 Sonic Automotive, Inc. - Class A . . . . . . . . . . . . . . . . 14,688 Sportsman’s Warehouse Holdings, Inc. (a) (b) . . . . . . 14,062 Stein Mart, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 15,504 Tailored Brands, Inc. (b) . . . . . . . . . . . . . . . . . . . . . 22,434 Tile Shop Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . . 14,624 Vitamin Shoppe, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . 12,621 Winmark Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 1,140 Zumiez, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 10,452

Value

Security Description

265,981 921,832 966,110 233,791 199,377 373,070 661,481 522,677 219,332 276,134 147,932 98,450 352,214 242,027 338,874 120,293 188,136 21,037,421

Technology Hardware, Storage & Peripherals—0.7% 3D Systems Corp. (a) (b) . . . . . . . . . . . . . . . . . . . . . 52,340 Avid Technology, Inc. (a) . . . . . . . . . . . . . . . . . . . . 17,191 Cray, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19,290 Diebold, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34,285 Eastman Kodak Co. (a) . . . . . . . . . . . . . . . . . . . . . . 9,487 Electronics for Imaging, Inc. (a) . . . . . . . . . . . . . . . . 22,186 Immersion Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . 15,004 Nimble Storage, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 31,351 Pure Storage, Inc. - Class A (a) (b) . . . . . . . . . . . . . . 30,203 Silicon Graphics International Corp. (a) . . . . . . . . . . 19,073 Stratasys, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 23,667 Super Micro Computer, Inc. (a) . . . . . . . . . . . . . . . . 17,788 USA Technologies, Inc. (a) . . . . . . . . . . . . . . . . . . . 18,360

939,503 136,496 454,087 849,925 142,305 1,085,339 122,433 276,829 409,251 146,862 570,138 415,706 102,908 5,651,782

Textiles, Apparel & Luxury Goods—0.8% Columbia Sportswear Co. . . . . . . . . . . . . . . . . . . . . Crocs, Inc. (a) (e) . . . . . . . . . . . . . . . . . . . . . . . . . . Culp, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Deckers Outdoor Corp. (a) . . . . . . . . . . . . . . . . . . . Fossil Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . G-III Apparel Group, Ltd. (a) . . . . . . . . . . . . . . . . . . Iconix Brand Group, Inc. (a) (b) . . . . . . . . . . . . . . . . Movado Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Oxford Industries, Inc. . . . . . . . . . . . . . . . . . . . . . . Perry Ellis International, Inc. (a) . . . . . . . . . . . . . . . . Sequential Brands Group, Inc. (a) . . . . . . . . . . . . . . Steven Madden, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . Unifi, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Vera Bradley, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . Wolverine World Wide, Inc. . . . . . . . . . . . . . . . . . .

13,362 36,244 4,697 16,464 20,656 21,024 23,416 7,984 7,657 7,318 17,180 30,077 7,892 10,263 45,644

758,160 300,825 139,830 980,431 573,617 612,850 190,138 171,496 518,379 141,091 137,440 1,039,461 232,262 155,484 1,051,181 7,002,645

Thrifts & Mortgage Finance—2.0% Astoria Financial Corp. . . . . . . . . . . . . . . . . . . . . . .

45,250

660,650

Shares

Thrifts & Mortgage Finance—(Continued) Bank Mutual Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 22,673 $ BankFinancial Corp. . . . . . . . . . . . . . . . . . . . . . . . . 8,210 Beneficial Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . 32,692 BofI Holding, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . 28,164 Capitol Federal Financial, Inc. . . . . . . . . . . . . . . . . . 59,838 Clifton Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 13,646 Dime Community Bancshares, Inc. . . . . . . . . . . . . . . 15,501 Essent Group, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . . . 36,651 EverBank Financial Corp. . . . . . . . . . . . . . . . . . . . . 50,515 Federal Agricultural Mortgage Corp. - Class C . . . . . 5,480 First Defiance Financial Corp. . . . . . . . . . . . . . . . . . 5,038 Flagstar Bancorp, Inc. (a) . . . . . . . . . . . . . . . . . . . . 9,133 HomeStreet, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 10,511 Kearny Financial Corp. . . . . . . . . . . . . . . . . . . . . . . 43,899 LendingTree, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 2,772 Meridian Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . . 26,006 Meta Financial Group, Inc. . . . . . . . . . . . . . . . . . . . 4,218 MGIC Investment Corp. (a) . . . . . . . . . . . . . . . . . . . 167,352 Nationstar Mortgage Holdings, Inc. (a) (b) . . . . . . . . 18,633 NMI Holdings, Inc. - Class A (a) . . . . . . . . . . . . . . . 20,655 Northfield Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . 19,366 Northwest Bancshares, Inc. . . . . . . . . . . . . . . . . . . . 47,880 OceanFirst Financial Corp. . . . . . . . . . . . . . . . . . . . 10,121 Ocwen Financial Corp. (a) . . . . . . . . . . . . . . . . . . . 51,713 Oritani Financial Corp. . . . . . . . . . . . . . . . . . . . . . . 16,857 PennyMac Financial Services, Inc. - Class A (a) . . . . . 7,300 PHH Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24,884 Provident Financial Services, Inc. . . . . . . . . . . . . . . . 29,105 Radian Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 105,091 Territorial Bancorp, Inc. . . . . . . . . . . . . . . . . . . . . . 4,282 TrustCo Bank Corp. . . . . . . . . . . . . . . . . . . . . . . . . 45,137 United Community Financial Corp. . . . . . . . . . . . . . . 24,319 United Financial Bancorp, Inc. . . . . . . . . . . . . . . . . . 27,799 Walker & Dunlop, Inc. (a) . . . . . . . . . . . . . . . . . . . . 12,545 Washington Federal, Inc. . . . . . . . . . . . . . . . . . . . . 43,725 Waterstone Financial, Inc. . . . . . . . . . . . . . . . . . . . . 10,900 WSFS Financial Corp. . . . . . . . . . . . . . . . . . . . . . . 14,223

Value

174,129 104,267 480,899 630,874 841,921 208,647 259,797 975,283 977,970 216,460 224,896 253,441 263,406 597,465 268,635 404,913 255,653 1,338,816 275,955 157,391 311,793 752,195 194,930 189,787 264,992 124,173 359,574 617,899 1,423,983 122,722 320,021 172,908 384,738 316,887 1,166,583 185,191 518,997 16,998,841

Tobacco—0.2% Universal Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Vector Group, Ltd. (b) . . . . . . . . . . . . . . . . . . . . . . .

10,350 44,918

602,577 967,083 1,569,660

Trading Companies & Distributors—1.0% Aircastle, Ltd. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Applied Industrial Technologies, Inc. . . . . . . . . . . . . Beacon Roofing Supply, Inc. (a) . . . . . . . . . . . . . . . . BMC Stock Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . DXP Enterprises, Inc. (a) . . . . . . . . . . . . . . . . . . . . . GATX Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . H&E Equipment Services, Inc. . . . . . . . . . . . . . . . . . Kaman Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MRC Global, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . NOW, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rush Enterprises, Inc. - Class A (a) . . . . . . . . . . . . . .

MSF-238

23,576 17,771 28,993 26,965 6,978 19,980 15,412 13,043 47,898 52,731 12,945

468,219 830,617 1,219,736 478,089 196,710 890,109 258,305 572,849 786,964 1,130,025 316,894

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Shares/ Principal Amount*

Security Description

Trading Companies & Distributors—(Continued) SiteOne Landscape Supply, Inc. (a) . . . . . . . . . . . . Triton International, Ltd. . . . . . . . . . . . . . . . . . . . . Univar, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Veritiv Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . .

5,340 $ 20,087 21,106 3,938

Value

Security Description

191,866 264,948 461,166 197,569 8,264,066

Water Utilities—0.3% American States Water Co. . . . . . . . . . . . . . . . . . Artesian Resources Corp. - Class A . . . . . . . . . . . . California Water Service Group . . . . . . . . . . . . . . Connecticut Water Service, Inc. . . . . . . . . . . . . . . Middlesex Water Co. . . . . . . . . . . . . . . . . . . . . . SJW Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . York Water Co. (The) . . . . . . . . . . . . . . . . . . . . .

19,053 3,766 22,665 4,871 7,497 7,394 6,695

763,073 107,481 727,320 242,235 264,194 322,970 198,574 2,625,847

Wireless Telecommunication Services—0.1% Boingo Wireless, Inc. (a) . . . . . . . . . . . . . . . . . . . Shenandoah Telecommunications Co. . . . . . . . . . . Spok Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . .

17,390 22,906 11,723

178,769 623,272 208,903 1,010,944

Total Common Stocks (Cost $624,848,897) . . . . . . . . . . . . . . . . . . .

830,327,872

Mutual Fund—1.4% Investment Company Security—1.4% iShares Russell 2000 Index Fund (b) (Cost $12,213,118) . . . . . . . . . . . . . . . . . . . .

99,000

12,296,790

U.S. Treasury—1.2% U.S. Treasury Bills 0.250%, 11/03/16 (f) 0.294%, 11/17/16 (f) 0.319%, 12/01/16 (f) 0.384%, 03/16/17 (f) 0.424%, 02/16/17 (f)

.................. .................. .................. .................. ..................

Shares/ Principal Amount*

Value

4,350,000 $ 950,000 1,175,000 1,625,000 2,125,000

4,348,989 949,633 1,174,364 1,622,149 2,121,574 10,216,709

Total Short-Term Investments (Cost $23,809,711) . . . . . . . . . . . . . . . . . . . .

23,809,711

Securities Lending Reinvestments (g)—9.0% Certificates of Deposit—1.4% Bank of Montreal 0.500%, 10/24/16 . . . . . . . . . . . . . . . . . . . . Chiba Bank, Ltd., New York 0.870%, 11/30/16 . . . . . . . . . . . . . . . . . . . . DZ Bank AG 0.950%, 01/03/17 . . . . . . . . . . . . . . . . . . . . KBC Bank NV 1.000%, 01/04/17 . . . . . . . . . . . . . . . . . . . . Landesbank Baden-Wuerttemberg 0.450%, 10/03/16 . . . . . . . . . . . . . . . . . . . . National Bank of Canada 0.480%, 10/28/16 . . . . . . . . . . . . . . . . . . . . Sumitomo Mitsui Trust Bank 0.540%, 10/26/16 . . . . . . . . . . . . . . . . . . . . Swedbank 0.350%, 10/03/16 . . . . . . . . . . . . . . . . . . . .

1,500,000

1,500,000

1,500,000

1,500,253

1,500,000

1,500,000

1,500,000

1,500,000

1,500,000

1,500,002

1,500,000

1,499,991

1,500,000

1,500,044

1,500,000

1,499,997

Rights—0.0%

12,000,287

Biotechnology—0.0% Dyax Corp., Expires 12/31/19 (a) (c) (d) . . . . . . .

69,204

169,550

Machinery—0.0% Gerber Scientific, Inc. (a) (c) . . . . . . . . . . . . . . . . .

14,024

0

Wireless Telecommunication Services—0.0% Leap Wireless International, Inc., Expires 03/13/17 (a) (c) (d) . . . . . . . . . . . . . . . . . . . .

27,485

69,262

Total Rights (Cost $146,078) . . . . . . . . . . . . . . . . . . . . . . .

238,812

Short-Term Investments—2.8% Discount Notes—1.6% Federal Home Loan Bank 0.296%, 10/17/16 (f) 0.302%, 10/26/16 (f) 0.349%, 10/18/16 (f) 0.349%, 10/12/16 (f) 0.445%, 03/24/17 (f)

.................. 725,000 . . . . . . . . . . . . . . . . . . 2,700,000 . . . . . . . . . . . . . . . . . . 7,375,000 .................. 450,000 . . . . . . . . . . . . . . . . . . 2,350,000

724,900 2,699,419 7,373,733 449,948 2,345,002 13,593,002

Commercial Paper—0.6% Credit Suisse AG 0.971%, 10/19/16 . . . . . . . . . . . . . . . . . . . . 1,500,000 Manhattan Asset Funding 0.740%, 11/28/16 . . . . . . . . . . . . . . . . . . . . 1,750,000 Victory Receivables Corp. 1.050%, 01/04/17 . . . . . . . . . . . . . . . . . . . . 1,750,000

1,499,984 1,748,266 1,745,560 4,993,810

Money Market Fund—0.3% Dreyfus Treasury Cash Management Fund . . . . . . . 3,000,000

3,000,000

Repurchase Agreements—6.0% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $7,600,591 on 10/03/16, collateralized by $7,182,114 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 $7,752,002. . . . . . . . . . . . . . . . . . . . 7,600,000

7,600,000

MSF-239

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (g)—(Continued) Security Description

Principal Amount*

Value

Security Description

Repurchase Agreements—(Continued) 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 Bonds 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 HSBC Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $7,000,263 on 10/03/16, collateralized by $5,521,600 U.S. Treasury Note at 3.625% due 08/15/43 with a value of $7,140,098. . . . . . . . . . . . . . . . . . 7,000,000 7,000,000 Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $5,600,451 on 10/03/16, collateralized by $5,346,202 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 $5,714,389. . . . . . . . . . . . . . 5,600,000 5,600,000 Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $45,644 on 10/03/16, collateralized by $37,709 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 $46,555. . . . . . . . . . . . . . . . . . . . . . . . . . . . 45,642 45,642 Natixis New York Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $11,000,642 on 10/03/16, collateralized by $17,595,171 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 $11,220,655. . . . . . . . . . . . . . . . . . . . . . . . 11,000,000 11,000,000 Nomura Securities Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $3,400,245 on 10/04/16, collateralized by $3,270,031 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 $3,468,000. . . . . . . . . . . . . . . . . . . . . . . . . 3,400,000 3,400,000 Repurchase Agreement dated 09/30/16 at 0.520% to be repurchased at $10,000,433 on 10/03/16, collateralized by $14,118,753 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 $10,200,000. . . . . . . . . . . . . 10,000,000 10,000,000

Principal Amount*

Value

Repurchase Agreements—(Continued) RBS Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.460% to be repurchased at $5,400,207 on 10/03/16, collateralized by $5,055,373 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 $5,508,111. . . . . . . . . . . . . . . . . . . . . . . . . . 5,400,000 $

5,400,000 52,545,642

Time Deposits—0.7% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . . . 100,000 Canadian Imperial Bank 0.260%, 10/03/16 . . . . . . . . . . . . . . . . . . . . 3,000,000 DBS Bank, Ltd., Singapore 0.380%, 10/04/16 . . . . . . . . . . . . . . . . . . . . 1,500,000 Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . . . 900,000 Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . . . 900,000

100,000 3,000,000 1,500,000 900,000 900,000 6,400,000

Total Securities Lending Reinvestments (Cost $78,939,128) . . . . . . . . . . . . . . . . . . . .

78,939,739

Total Investments—109.0% (Cost $739,956,932) (h) . . . . . . . . . . . . . . . . . Other assets and liabilities (net)—(9.0)% . . . . . . . .

945,612,924 (78,403,739)

Net Assets—100.0% . . . . . . . . . . . . . . . . . . .

$867,209,185

* (a) (b)

(c) (d)

(e)

(f) (g) (h)

MSF-240

Principal amount stated in U.S. dollars unless otherwise noted. Non-income producing security. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $73,573,439 and the collateral received consisted of cash in the amount of $75,939,072. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. Illiquid security. As of September 30, 2016, these securities represent 0.0% of net assets. 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. 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 $2,807,213. The rate shown represents current yield to maturity. Represents investment of cash collateral received from securities on loan as of September 30, 2016. As of September 30, 2016, the aggregate cost of investments was $739,956,932. The aggregate unrealized appreciation and depreciation of investments were $256,780,981 and $(51,124,989), respectively, resulting in net unrealized appreciation of $205,655,992.

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited)

Futures Contracts Futures Contracts—Long

Expiration Date

Number of Contracts

Russell 2000 Mini Index Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

12/16/16

197

Notional Amount USD

Unrealized Appreciation

24,507,666

$83,844

(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

Common Stocks Aerospace & Defense . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Air Freight & Logistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Airlines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Auto Components . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Automobiles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Banks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Beverages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Biotechnology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Building Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Capital Markets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chemicals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Services & Supplies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Communications Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Construction & Engineering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Construction Materials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Consumer Finance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Containers & Packaging . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Distributors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Diversified Consumer Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Diversified Financial Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Diversified Telecommunication Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Electric Utilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Electrical Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Electronic Equipment, Instruments & Components . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Energy Equipment & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Equity Real Estate Investment Trusts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-241

$13,184,281 4,504,035 3,250,839 10,260,416 288,897 81,061,442 1,755,829 43,961,679 9,822,792 10,744,485 20,387,476 19,222,872 15,499,497 7,325,658 1,597,491 4,676,972 1,262,475 818,961 7,967,425 785,602 5,114,997 9,683,727 5,863,104 22,780,152 8,564,785 64,886,884

Level 2

Level 3

$

$

— — — — — — — — — — — — — — — — — — — — — — — — — —

— — — — — — — — — — — — — — — — — — — — — — — — — —

Total $13,184,281 4,504,035 3,250,839 10,260,416 288,897 81,061,442 1,755,829 43,961,679 9,822,792 10,744,485 20,387,476 19,222,872 15,499,497 7,325,658 1,597,491 4,676,972 1,262,475 818,961 7,967,425 785,602 5,114,997 9,683,727 5,863,104 22,780,152 8,564,785 64,886,884

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Fair Value Hierarchy—(Continued) Description

Level 1

Food & Staples Retailing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Food Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Gas Utilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Equipment & Supplies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Providers & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Technology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hotels, Restaurants & Leisure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Household Durables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Household Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Independent Power and Renewable Electricity Producers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Industrial Conglomerates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Insurance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Internet & Direct Marketing Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Internet Software & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IT Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Leisure Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Life Sciences Tools & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Machinery . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Marine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Metals & Mining . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mortgage Real Estate Investment Trusts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multi-Utilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multiline Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Oil, Gas & Consumable Fuels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Paper & Forest Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Personal Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmaceuticals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Professional Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Real Estate Management & Development . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Road & Rail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Semiconductors & Semiconductor Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Software . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Specialty Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Technology Hardware, Storage & Peripherals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Textiles, Apparel & Luxury Goods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Thrifts & Mortgage Finance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tobacco . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Trading Companies & Distributors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Water Utilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wireless Telecommunication Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Mutual Fund* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Rights* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Short-Term Investments Discount Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificates of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Money Market Fund . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-242

$

4,661,039 12,081,771 9,717,448 28,088,406 18,759,485 4,801,503 24,095,470 10,986,115 2,342,003 5,136,752 429,694 19,403,758 4,975,281 20,985,849 17,628,636 2,218,715 6,176,475 29,127,514 1,033,861 13,507,847 10,559,208 9,808,208 4,455,720 1,590,657 18,408,816 5,044,056 2,564,716 15,851,763 10,991,408 4,362,623 4,022,464 31,727,148 35,315,159 21,037,421 5,651,782 7,002,645 16,998,841 1,569,660 8,264,066 2,625,847 1,010,944 830,293,547 12,296,790 — — — —

— — 3,000,000 — — 3,000,000 $845,590,337

Level 2 $

— — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — 13,593,002 10,216,709 23,809,711

12,000,287 4,993,810 — 52,545,642 6,400,000 75,939,739 $99,749,450

Level 3 $

— — — — — — — — — — — — — — — — — — — — — 34,325 — — — — — — — — — — — — — — — — — — — 34,325 — 238,812 — — —

— — — — — — $273,137

Total $

4,661,039 12,081,771 9,717,448 28,088,406 18,759,485 4,801,503 24,095,470 10,986,115 2,342,003 5,136,752 429,694 19,403,758 4,975,281 20,985,849 17,628,636 2,218,715 6,176,475 29,127,514 1,033,861 13,507,847 10,559,208 9,842,533 4,455,720 1,590,657 18,408,816 5,044,056 2,564,716 15,851,763 10,991,408 4,362,623 4,022,464 31,727,148 35,315,159 21,037,421 5,651,782 7,002,645 16,998,841 1,569,660 8,264,066 2,625,847 1,010,944 830,327,872 12,296,790 238,812 13,593,002 10,216,709 23,809,711

12,000,287 4,993,810 3,000,000 52,545,642 6,400,000 78,939,739 $945,612,924

Metropolitan Series Fund Russell 2000 Index Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Fair Value Hierarchy—(Continued) Description

Level 1

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Futures Contracts Futures Contracts (Unrealized Appreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$

*

—

$83,844

Level 2

Level 3

Total

$(75,939,072)

$

—

$(75,939,072)

$

$

—

$

—

83,844

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 Common Stock Mortgage Real Estate Investments Trusts . . . . . . . . . . . . Rights Biotechnology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Machinery . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wireless Telecommunication Services . . . . . . . . . . . . . . Total . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Balance as of December 31, 2015 $

Change in Unrealized Appreciation / Depreciation

Transfer Into Level 3

Balance as of September 30, 2016

Change in Unrealized Appreciation / Depreciation from Investments Still Held at September 30, 2016

—

$157,322

$ 34,325

$(122,997)

Purchases

—

$(122,997)

$

— 0 69,262

92,733 0 0

76,817 — —

— — —

169,550 0 69,262

92,733 0 0

$69,262

$ (30,264)

$76,817

$157,322

$273,137

$ (30,264)

Common Stock in the amount of $157,322 were 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.

MSF-243

Metropolitan Series Fund T. Rowe Price Large Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—98.1% of Net Assets Security Description

Shares

Value

Security Description

Shares

Value

Aerospace & Defense—1.2% Boeing Co. (The) . . . . . . . . . . . . . . . . . . . . . . .

206,700 $

27,230,658

Food & Staples Retailing—1.5% Costco Wholesale Corp. . . . . . . . . . . . . . . . . . . Walgreens Boots Alliance, Inc. . . . . . . . . . . . . .

55,900 $ 319,900

8,525,309 25,790,338

Air Freight & Logistics—0.6% FedEx Corp. . . . . . . . . . . . . . . . . . . . . . . . . . .

81,000

Airlines—2.1% American Airlines Group, Inc. . . . . . . . . . . . . . . 1,026,200 Delta Air Lines, Inc. . . . . . . . . . . . . . . . . . . . . . 236,100

37,569,182 9,292,896 46,862,078

Auto Components—0.6% Delphi Automotive plc . . . . . . . . . . . . . . . . . . . .

194,900

13,900,268

Automobiles—1.7% Ferrari NV . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tesla Motors, Inc. (a) (b) . . . . . . . . . . . . . . . . . .

276,720 115,420

14,353,466 23,549,143 37,902,609

Biotechnology—4.0% Alexion Pharmaceuticals, Inc. (a) . . . . . . . . . . . . Biogen, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . BioMarin Pharmaceutical, Inc. (a) . . . . . . . . . . . Celgene Corp. (a) . . . . . . . . . . . . . . . . . . . . . . Incyte Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . Vertex Pharmaceuticals, Inc. (a) . . . . . . . . . . . . .

176,667 74,790 47,000 154,634 57,200 218,500

21,648,774 23,411,514 4,348,440 16,163,892 5,393,388 19,055,385 90,021,393

Capital Markets—4.2% BlackRock, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 13,000 Intercontinental Exchange, Inc. . . . . . . . . . . . . . 90,908 Morgan Stanley . . . . . . . . . . . . . . . . . . . . . . . . 1,049,200 State Street Corp. . . . . . . . . . . . . . . . . . . . . . . . 230,300 TD Ameritrade Holding Corp. . . . . . . . . . . . . . . 477,341

34,315,647

14,149,080

4,711,980 24,486,979 33,637,352 16,035,789 16,821,497 95,693,597

Chemicals—0.6% Ashland Global Holdings, Inc. . . . . . . . . . . . . . .

118,500

13,740,075

Communications Equipment—0.4% Palo Alto Networks, Inc. (a) . . . . . . . . . . . . . . . .

58,900

9,384,537

Construction Materials—0.3% Martin Marietta Materials, Inc. . . . . . . . . . . . . .

36,100

6,465,871

Electric Utilities—0.5% NextEra Energy, Inc. . . . . . . . . . . . . . . . . . . . .

96,400

11,791,648

Equity Real Estate Investment Trusts—2.8% American Tower Corp. . . . . . . . . . . . . . . . . . . . Crown Castle International Corp. . . . . . . . . . . . . Equinix, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . .

341,700 174,678 24,800

38,724,861 16,456,414 8,934,200 64,115,475

Food Products—0.8% Mondelez International, Inc. - Class A . . . . . . . .

399,100

17,520,490

Health Care Equipment & Supplies—4.5% Danaher Corp. . . . . . . . . . . . . . . . . . . . . . . . . Intuitive Surgical, Inc. (a) . . . . . . . . . . . . . . . . . . Stryker Corp. . . . . . . . . . . . . . . . . . . . . . . . . . .

571,900 49,400 184,400

44,831,241 35,806,602 21,466,004 102,103,847

Health Care Providers & Services—5.5% Aetna, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . Anthem, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Centene Corp. (a) . . . . . . . . . . . . . . . . . . . . . . Cigna Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Humana, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . McKesson Corp. . . . . . . . . . . . . . . . . . . . . . . . UnitedHealth Group, Inc. . . . . . . . . . . . . . . . . .

217,850 116,300 76,999 118,400 146,592 38,900 225,200

25,150,782 14,573,553 5,155,853 15,429,888 25,930,659 6,486,575 31,528,000 124,255,310

Hotels, Restaurants & Leisure—3.3% Las Vegas Sands Corp. . . . . . . . . . . . . . . . . . . . 378,700 Marriott International, Inc. - Class A . . . . . . . . . . 248,700 MGM Resorts International (a) . . . . . . . . . . . . . . 1,141,720 Starbucks Corp. . . . . . . . . . . . . . . . . . . . . . . . . 134,700

21,790,398 16,744,971 29,718,972 7,292,658 75,546,999

Industrial Conglomerates—0.8% Roper Technologies, Inc. . . . . . . . . . . . . . . . . . .

100,340

18,309,040

Internet & Direct Marketing Retail—14.9% Amazon.com, Inc. (a) . . . . . . . . . . . . . . . . . . . . Ctrip.com International, Ltd. (ADR) (a) (b) . . . . . . Netflix, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Priceline Group, Inc. (The) (a) . . . . . . . . . . . . . .

248,705 247,800 182,056 69,940

208,243,183 11,540,046 17,941,619 102,916,011 340,640,859

Internet Software & Services—14.6% Alibaba Group Holding, Ltd. (ADR) (a) . . . . . . . . 223,200 Alphabet, Inc. - Class A (a) . . . . . . . . . . . . . . . . 102,670 Alphabet, Inc. - Class C (a) . . . . . . . . . . . . . . . . 91,002 Dropbox, Inc. - Class A (a) (c) (d) . . . . . . . . . . . . 214,763 Facebook, Inc. - Class A (a) . . . . . . . . . . . . . . . . 824,800 Tencent Holdings, Ltd. . . . . . . . . . . . . . . . . . . . . 1,177,385 VeriSign, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . 210,965

23,612,328 82,552,840 70,734,944 1,922,129 105,797,096 32,623,195 16,505,902 333,748,434

IT Services—8.0% Fiserv, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . MasterCard, Inc. . . . . . . . . . . . . . . . . . . . . . . .

MSF-244

143,200 580,700

14,244,104 59,097,839

Metropolitan Series Fund T. Rowe Price Large Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

IT Services—(Continued) PayPal Holdings, Inc. (a) . . . . . . . . . . . . . . . . . . 1,120,030 $ Visa, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . 773,920

Value

Security Description

Shares

Value

Technology Hardware, Storage & Peripherals—3.3% Apple, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 666,140 $

75,307,127

183,232,756

Textiles, Apparel & Luxury Goods—0.8% Hanesbrands, Inc. . . . . . . . . . . . . . . . . . . . . . .

722,800

18,250,700

45,887,629 64,003,184

Life Sciences Tools & Services—0.5% Illumina, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . .

59,905

10,882,342

Tobacco—1.3% Philip Morris International, Inc. . . . . . . . . . . . . .

296,500

28,825,730

Machinery—1.2% Fortive Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Illinois Tool Works, Inc. . . . . . . . . . . . . . . . . . . . Wabtec Corp. . . . . . . . . . . . . . . . . . . . . . . . . .

296,650 37,400 95,923

15,099,485 4,482,016 7,832,113

Wireless Telecommunication Services—0.4% T-Mobile U.S., Inc. (a) . . . . . . . . . . . . . . . . . . . . 214,600

10,026,112

27,413,614 Media—0.1% Walt Disney Co. (The) . . . . . . . . . . . . . . . . . . . Pharmaceuticals—2.9% Allergan plc (a) . . . . . . . . . . . . . . . . . . . . . . . . Bristol-Myers Squibb Co. . . . . . . . . . . . . . . . . . . Zoetis, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . .

32,046

100,083 538,899 286,000

2,975,792

23,050,116 29,057,434 14,874,860

Total Common Stocks (Cost $1,687,134,535) . . . . . . . . . . . . . . . .

2,236,140,253

Convertible Preferred Stocks—1.2% Internet Software & Services—0.6% Airbnb, Inc. - Series D (a) (c) (d) . . . . . . . . . . . . Airbnb, Inc. - Series E (a) (c) (d) . . . . . . . . . . . . . Living Social, Inc. - Class F (a) (c) (d) . . . . . . . . . Xiaoju Kuaizhi, Inc. - Series A-17 (a) (c) (d) . . . . .

97,047 9,760 101,591 91,053

66,982,410 Professional Services—0.4% IHS Markit, Ltd. (a) . . . . . . . . . . . . . . . . . . . . . .

237,580

8,921,129

Real Estate Management & Development—0.0% WeWork Cos., Inc. - Class A (a) (c) (d) . . . . . . . 7,199

270,999

Road & Rail—0.1% Kansas City Southern . . . . . . . . . . . . . . . . . . . .

32,200

Semiconductors & Semiconductor Equipment—2.3% ASML Holding NV (b) . . . . . . . . . . . . . . . . . . . . 163,400 NXP Semiconductors NV (a) . . . . . . . . . . . . . . . 338,943

3,004,904

17,905,372 34,575,575 52,480,947

Software—7.3% Microsoft Corp. . . . . . . . . . . . . . . . . . . . . . . . . 1,314,900 Mobileye NV (a) . . . . . . . . . . . . . . . . . . . . . . . 294,873 NetSuite, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . 168,732 Salesforce.com, Inc. (a) . . . . . . . . . . . . . . . . . . . 522,760 ServiceNow, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 275,513

75,738,240 12,552,743 18,676,945 37,288,471 21,806,854 166,063,253

Specialty Retail—4.6% AutoZone, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . Lowe’s Cos., Inc. . . . . . . . . . . . . . . . . . . . . . . . O’Reilly Automotive, Inc. (a) . . . . . . . . . . . . . . . Ross Stores, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Signet Jewelers, Ltd. (b) . . . . . . . . . . . . . . . . . . . Tractor Supply Co. . . . . . . . . . . . . . . . . . . . . . .

33,878 355,400 26,100 290,600 109,503 266,571

26,029,822 25,663,434 7,310,871 18,685,580 8,161,259 17,953,557

10,189,935 1,024,800 0 3,480,692 14,695,427

Real Estate Management & Development—0.1% WeWork Cos., Inc. - Series E (a) (c) (d) . . . . . . . 64,744

2,437,223

Software—0.5% Magic Leap, Inc. - Series C (a) (c) (d) . . . . . . . . . Snapchat, Inc. - Series F (a) (c) (d) . . . . . . . . . . . UBER Technologies, Inc. - Series G (a) (c) (d) . . . .

2,865,950 3,342,429 4,790,747

124,428 108,803 98,227

10,999,126 Total Convertible Preferred Stocks (Cost $21,266,679) . . . . . . . . . . . . . . . . . . .

28,131,776

Short-Term Investment—0.4% Mutual Fund—0.4% T. Rowe Price Government Reserve Investment Fund (e) . . . . . . . . . . . . . . . . . . . . . . . . . . . 8,390,307

8,390,307

Total Short-Term Investments (Cost $8,390,307) . . . . . . . . . . . . . . . . . . . .

8,390,307

Securities Lending Reinvestments (f)—1.5% Money Market Fund—0.1% Dreyfus Treasury Cash Management Fund . . . . . 3,000,000

103,804,523

MSF-245

3,000,000

Metropolitan Series Fund T. Rowe Price Large Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (f)—(Continued) Security Description Repurchase Agreements—1.3% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $5,100,397 on 10/03/16, collateralized by $4,819,577 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 $5,202,001. . . . . . . . . . . . . . Deutsche Bank AG, London Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $5,100,354 on 10/03/16, collateralized by $5,006,789 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 $5,202,005. . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $2,300,199 on 10/03/16, collateralized by $2,195,762 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 $2,346,981. . . . . . . . . . . . . . Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $110,978 on 10/03/16, collateralized by $91,685 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 $113,193. . . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

5,100,000 $

5,100,000

5,100,000

5,100,000

Principal Amount*

Value

Repurchase Agreements—(Continued) Nomura Securities 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 $ 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

2,000,000

5,000,000 29,710,974

6,000,000

6,000,000

Time Deposits—0.1% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . .

66,355

66,355

800,000

800,000

900,000

900,000 1,766,355

2,300,000

110,974

2,300,000

110,974

Total Securities Lending Reinvestments (Cost $34,477,329) . . . . . . . . . . . . . . . . . . .

34,477,329

Total Investments—101.2% (Cost $1,751,268,850) (g) . . . . . . . . . . . . . . Other assets and liabilities (net)—(1.2)% . . . . . .

2,307,139,665 (27,327,543)

Net Assets—100.0% . . . . . . . . . . . . . . . . . .

$2,279,812,122

* (a) (b)

(c)

2,000,000

2,000,000

(d)

2,100,000

2,100,000

(e)

MSF-246

Principal amount stated in U.S. dollars unless otherwise noted. Non-income producing security. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $33,786,972 and the collateral received consisted of cash in the amount of $34,477,329. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. Security was valued in good faith under procedures approved by the Board of Trustees. As of September 30, 2016, these securities represent 1.3% of net assets. 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 $30,324,904, which is 1.3% of net assets. See details shown in the Restricted Securities table that follows. Affiliated Issuer.

Metropolitan Series Fund T. Rowe Price Large Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) (f) (g)

Represents investment of cash collateral received from securities on loan as of September 30, 2016. As of September 30, 2016, the aggregate cost of investments was $1,751,268,850. The aggregate unrealized appreciation and depreciation of investments were $591,770,810 and $(35,899,995), respectively, resulting in net unrealized appreciation of $555,870,815.

(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.

Restricted Securities Airbnb, Inc. - Series D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Airbnb, Inc. - Series E . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dropbox, Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Living Social, Inc. - Class F . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Magic Leap, Inc. - Series C . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Snapchat, Inc. - Series F . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . UBER Technologies, Inc. - Series G . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WeWork Cos., Inc. - Class A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . WeWork Cos., Inc. - Series E . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Xiaoju Kuaizhi, Inc. - Series A-17 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Acquisition Date

Shares

Cost

Value

04/16/14 07/14/15 11/07/14 11/18/11 01/20/16 05/06/16 12/03/15 06/23/15 06/23/15 10/19/15

97,047 9,760 214,763 101,591 124,428 108,803 98,227 7,199 64,744 91,053

$3,951,078 908,601 4,102,231 781,235 2,865,950 3,342,428 4,790,747 236,772 2,129,402 2,497,238

$10,189,935 1,024,800 1,922,129 0 2,865,950 3,342,429 4,790,747 270,999 2,437,223 3,480,692 $30,324,904

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.

MSF-247

Metropolitan Series Fund T. Rowe Price Large Cap Growth 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

Common Stocks Aerospace & Defense . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Air Freight & Logistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Airlines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Auto Components . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Automobiles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Biotechnology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Capital Markets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chemicals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Communications Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Construction Materials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Electric Utilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Equity Real Estate Investment Trusts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Food & Staples Retailing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Food Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Equipment & Supplies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Providers & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hotels, Restaurants & Leisure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Industrial Conglomerates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Internet & Direct Marketing Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Internet Software & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IT Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Life Sciences Tools & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Machinery . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmaceuticals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Professional Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Real Estate Management & Development . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Road & Rail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Semiconductors & Semiconductor Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Software . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Specialty Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Technology Hardware, Storage & Peripherals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Textiles, Apparel & Luxury Goods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tobacco . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wireless Telecommunication Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Convertible Preferred Stocks* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Money Market Fund . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . *

See Schedule of Investments for additional detailed categorizations.

MSF-248

$

Level 2

27,230,658 14,149,080 46,862,078 13,900,268 37,902,609 90,021,393 95,693,597 13,740,075 9,384,537 6,465,871 11,791,648 64,115,475 34,315,647 17,520,490 102,103,847 124,255,310 75,546,999 18,309,040 340,640,859 299,203,110 183,232,756 10,882,342 27,413,614 2,975,792 66,982,410 8,921,129 — 3,004,904 52,480,947 166,063,253 103,804,523 75,307,127 18,250,700 28,825,730 10,026,112 2,201,323,930 — 8,390,307

$

— — — — — — — — — — — — — — — — — — — 32,623,195 — — — — — — — — — — — — — — — 32,623,195 — —

Level 3 $

— — — — — — — — — — — — — — — — — — — 1,922,129 — — — — — — 270,999 — — — — — — — — 2,193,128 28,131,776 —

Total $

27,230,658 14,149,080 46,862,078 13,900,268 37,902,609 90,021,393 95,693,597 13,740,075 9,384,537 6,465,871 11,791,648 64,115,475 34,315,647 17,520,490 102,103,847 124,255,310 75,546,999 18,309,040 340,640,859 333,748,434 183,232,756 10,882,342 27,413,614 2,975,792 66,982,410 8,921,129 270,999 3,004,904 52,480,947 166,063,253 103,804,523 75,307,127 18,250,700 28,825,730 10,026,112 2,236,140,253 28,131,776 8,390,307

3,000,000 — — 3,000,000 $2,212,714,237

— 29,710,974 1,766,355 31,477,329 $ 64,100,524

— — — — $30,324,904

3,000,000 29,710,974 1,766,355 34,477,329 $2,307,139,665

$

$(34,477,329)

$

$

—

—

(34,477,329)

Metropolitan Series Fund T. Rowe Price Large Cap Growth 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:

Balance as of December 31, 2015

Investments in Securities Common Stock Internet Software & Services . . . . . . . . . . . . . . . . . . . . . . . . . Real Estate Management & Development . . . . . . . . . . . . . . . . Convertible Preferred Stocks Internet Software & Services . . . . . . . . . . . . . . . . . . . . . . . . . Real Estate Management & Development . . . . . . . . . . . . . . . . Software . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$ 2,018,772 236,772

Change in Unrealized Appreciation/ Depreciation $

(96,643) 34,227

Purchases $

— —

Balance as of September 30, 2016

Change in Unrealized Appreciation/ Depreciation from Investments Still Held at September 30, 2016

$ 1,922,129 270,999

$

(96,643) 34,227

11,718,487 2,129,403 4,790,750

2,976,940 307,820 (2)

— — 6,208,378

14,695,427 2,437,223 10,999,126

2,976,940 307,820 (2)

$20,894,184

$3,222,342

$6,208,378

$30,324,904

$3,222,342

Following is quantitative information about Level 3 fair value measurements:

Fair Value at September 30, 2016 Common Stock Internet Software & Services . . . . . . . . . .

$1,922,129

Real Estate Management & Development . . . . . Convertible Preferred Stocks Internet Software & Services . . . . . . . . . .

Real Estate Management & Development . . . . . Software . . . . . . . . . . .

Valuation Technique(s)

Unobservable Input

Range

Relationship Between Fair Value and Input; if input value Weighted increases then Average Fair Value:

M&A Transaction Enterprise Value/TTM Revenue 9.1x 9.1x Comparable Company Analysis Enterprise Value/Revenue 6.3x 6.3x Discount for Lack of Marketability 10.00% 10.00%

9.1x 6.3x 10.00%

Increase Increase Decrease

270,999

Market Transaction Method

Precedent Transaction $50.19 $50.19 Discount for Lack of Marketability 25.00% 25.00%

$50.19 25.00%

Increase Decrease

11,214,735 0 3,480,692

Market Transaction Method Asset Approach Market Transaction Method

Precedent Transaction Liquidation Value Precedent Transaction

2,437,223

Market Transaction Method

2,865,950 3,342,429 4,790,747

Market Transaction Method Market Transaction Method Market Transaction Method

Precedent Transaction $50.19 $50.19 Discount for Lack of Marketability 25.00% 25.00% Precedent Transaction $23.03 $23.03 Precedent Transaction $30.72 $30.72 Precedent Transaction $48.77 $48.77

MSF-249

$105.00 $105.00 $105.00 $0.00 $0.00 $0.00 $38.23 $38.23 $38.23 $50.19 25.00% $23.03 $30.72 $48.77

Increase Increase Increase Increase Decrease Increase Increase Increase

Metropolitan Series Fund T. Rowe Price Small Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—99.4% of Net Assets Security Description

Shares

Value

Security Description

Aerospace & Defense—2.7% Aerojet Rocketdyne Holdings, Inc. (a) . . . . . . . . . . Esterline Technologies Corp. (a) . . . . . . . . . . . . . . HEICO Corp. - Class A . . . . . . . . . . . . . . . . . . . . Hexcel Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . Moog, Inc. - Class A (a) . . . . . . . . . . . . . . . . . . . . Teledyne Technologies, Inc. (a) . . . . . . . . . . . . . . .

163,400 $ 27,100 124,481 112,500 102,400 93,100

2,872,572 2,060,684 7,532,345 4,983,750 6,096,896 10,048,283 33,594,530

Airlines—0.4% Allegiant Travel Co. . . . . . . . . . . . . . . . . . . . . . . . Spirit Airlines, Inc. (a) . . . . . . . . . . . . . . . . . . . . .

19,400 64,000

57,700 86,900

1,812,934 5,063,663 6,876,597

Banks—1.1% CenterState Banks, Inc. . . . . . . . . . . . . . . . . . . . . Signature Bank (a) . . . . . . . . . . . . . . . . . . . . . . . . SVB Financial Group (a) . . . . . . . . . . . . . . . . . . . Texas Capital Bancshares, Inc. (a) . . . . . . . . . . . .

36,000 51,800 44,600 30,400

54,900 $ 37,100 27,500

638,280 6,135,710 4,930,084 1,669,568 13,373,642

Beverages—0.4% Boston Beer Co., Inc. (The) - Class A (a) . . . . . . . . .

29,387

4,562,626

Biotechnology—5.7% ACADIA Pharmaceuticals, Inc. (a) (b) . . . . . . . . . . Acceleron Pharma, Inc. (a) . . . . . . . . . . . . . . . . . . Acorda Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . Agios Pharmaceuticals, Inc. (a) (b) . . . . . . . . . . . . Alkermes plc (a) . . . . . . . . . . . . . . . . . . . . . . . . . Alnylam Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . AMAG Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . ARIAD Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . Bellicum Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . BioMarin Pharmaceutical, Inc. (a) . . . . . . . . . . . . . Bluebird Bio, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . Cepheid, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Exelixis, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Incyte Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Insmed, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Insys Therapeutics, Inc. (a) (b) . . . . . . . . . . . . . . . . Ionis Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . . . Ligand Pharmaceuticals, Inc. (a) (b) . . . . . . . . . . . . Neurocrine Biosciences, Inc. (a) . . . . . . . . . . . . . . Ophthotech Corp. (a) . . . . . . . . . . . . . . . . . . . . . Opko Health, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . Prothena Corp. plc (a) (b) . . . . . . . . . . . . . . . . . . . Regulus Therapeutics, Inc. (a) . . . . . . . . . . . . . . . . Repligen Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . Seattle Genetics, Inc. (a) . . . . . . . . . . . . . . . . . . . Spark Therapeutics, Inc. (a) (b) . . . . . . . . . . . . . . .

102,000 31,500 45,900 28,000 42,800 26,600 49,400 118,400 26,300 9,000 44,500 73,800 313,900 44,705 150,000 27,900 58,800 48,700 147,400 28,400 235,500 41,800 32,500 64,400 53,700 41,400

3,244,620 1,139,985 958,392 1,478,960 2,012,884 1,802,948 1,210,794 1,620,896 523,370 832,680 3,016,210 3,888,522 4,014,781 4,215,234 2,178,000 328,941 2,154,432 4,970,322 7,464,336 1,310,092 2,493,945 2,506,746 107,250 1,944,236 2,900,337 2,486,484

Value

5,503,176 2,631,874 3,247,200 72,187,647

Building Products—1.4% AAON, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128,199 Lennox International, Inc. (b) . . . . . . . . . . . . . . . . . 60,100 Patrick Industries, Inc. (a) . . . . . . . . . . . . . . . . . . . 71,900

2,562,158 2,721,920 5,284,078

Auto Components—0.5% Gentherm, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Tenneco, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . .

Biotechnology—(Continued) TESARO, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . Ultragenyx Pharmaceutical, Inc. (a) . . . . . . . . . . . . United Therapeutics Corp. (a) . . . . . . . . . . . . . . . .

Shares

3,694,695 9,437,503 4,452,048 17,584,246

Capital Markets—3.3% Affiliated Managers Group, Inc. (a) . . . . . . . . . . . . 6,549 CBOE Holdings, Inc. . . . . . . . . . . . . . . . . . . . . . . 123,400 E*Trade Financial Corp. (a) . . . . . . . . . . . . . . . . . 188,160 FactSet Research Systems, Inc. . . . . . . . . . . . . . . . 33,500 Financial Engines, Inc. . . . . . . . . . . . . . . . . . . . . . 62,500 MarketAxess Holdings, Inc. . . . . . . . . . . . . . . . . . 80,500 MSCI, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82,978 Waddell & Reed Financial, Inc. - Class A . . . . . . . . 12,922

947,640 8,002,490 5,479,219 5,430,350 1,856,875 13,329,995 6,965,173 234,664 42,246,406

Chemicals—2.1% GCP Applied Technologies, Inc. (a) . . . . . . . . . . . . 189,700 Minerals Technologies, Inc. . . . . . . . . . . . . . . . . . 59,200 NewMarket Corp. . . . . . . . . . . . . . . . . . . . . . . . . 14,900 PolyOne Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 172,100 Stepan Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37,700 WR Grace & Co. . . . . . . . . . . . . . . . . . . . . . . . . 36,800

5,372,304 4,184,848 6,396,868 5,818,701 2,739,282 2,715,840 27,227,843

Commercial Services & Supplies—1.8% Clean Harbors, Inc. (a) . . . . . . . . . . . . . . . . . . . . 52,800 Healthcare Services Group, Inc. . . . . . . . . . . . . . . 127,400 Rollins, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . 220,525 U.S. Ecology, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 95,300 Waste Connections, Inc. . . . . . . . . . . . . . . . . . . . 36,900 West Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59,700

2,533,344 5,042,492 6,456,972 4,273,252 2,756,430 1,318,176 22,380,666

Communications Equipment—1.2% ARRIS International plc (a) . . . . . . . . . . . . . . . . . . 217,800 EchoStar Corp. - Class A (a) . . . . . . . . . . . . . . . . . 51,200 NetScout Systems, Inc. (a) . . . . . . . . . . . . . . . . . . 65,000 Plantronics, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 88,400

6,170,274 2,244,096 1,901,250 4,593,264 14,908,884

Construction & Engineering—0.2% Valmont Industries, Inc. . . . . . . . . . . . . . . . . . . . .

19,300

2,597,201

Consumer Finance—0.2% PRA Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . .

78,600

2,714,844

MSF-250

Metropolitan Series Fund T. Rowe Price Small Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description

Shares

Containers & Packaging—1.4% Berry Plastics Group, Inc. (a) . . . . . . . . . . . . . . . . 231,500 $ Graphic Packaging Holding Co. . . . . . . . . . . . . . . 501,000

Value

Security Description

10,151,275 7,008,990

Food Products—(Continued) John B Sanfilippo & Son, Inc. . . . . . . . . . . . . . . . . Post Holdings, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . TreeHouse Foods, Inc. (a) . . . . . . . . . . . . . . . . . . .

17,160,265

Shares

25,300 $ 93,600 67,900

Value

1,298,649 7,223,112 5,920,201 27,598,864

Distributors—0.8% Pool Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100,900 Diversified Consumer Services—1.6% Capella Education Co. . . . . . . . . . . . . . . . . . . . . . 50,100 Service Corp. International . . . . . . . . . . . . . . . . . . 305,900 ServiceMaster Global Holdings, Inc. (a) . . . . . . . . . 215,200 Sotheby’s (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51,400

9,537,068

2,907,804 8,118,586 7,247,936 1,954,228 20,228,554

Electrical Equipment—1.0% Acuity Brands, Inc. . . . . . . . . . . . . . . . . . . . . . . . AZZ, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generac Holdings, Inc. (a) . . . . . . . . . . . . . . . . . .

25,000 69,500 49,100

6,615,000 4,536,265 1,782,330

Health Care Equipment & Supplies—5.2% Abaxis, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Align Technology, Inc. (a) . . . . . . . . . . . . . . . . . . Cantel Medical Corp. . . . . . . . . . . . . . . . . . . . . . Cooper Cos., Inc. (The) . . . . . . . . . . . . . . . . . . . . DexCom, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Halyard Health, Inc. (a) . . . . . . . . . . . . . . . . . . . . ICU Medical, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . IDEXX Laboratories, Inc. (a) . . . . . . . . . . . . . . . . . Inogen, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Masimo Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . Natus Medical, Inc. (a) . . . . . . . . . . . . . . . . . . . . West Pharmaceutical Services, Inc. . . . . . . . . . . . .

47,800 104,200 74,000 20,600 81,000 80,800 55,200 45,500 68,500 105,000 102,700 111,300

66,382,374

12,933,595 Electronic Equipment, Instruments & Components—1.7% Anixter International, Inc. (a) . . . . . . . . . . . . . . . . 39,000 Cognex Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . 135,300 Coherent, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 64,300 OSI Systems, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 51,300 VeriFone Systems, Inc. (a) . . . . . . . . . . . . . . . . . . 80,100

2,515,500 7,151,958 7,107,722 3,353,994 1,260,774 21,389,948

Energy Equipment & Services—0.6% Core Laboratories NV . . . . . . . . . . . . . . . . . . . . . Dril-Quip, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Oceaneering International, Inc. . . . . . . . . . . . . . . Oil States International, Inc. (a) . . . . . . . . . . . . . . . Tesco Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

10,700 42,900 70,600 39,800 50,900

1,201,931 2,391,246 1,942,206 1,256,486 415,344 7,207,213

Equity Real Estate Investment Trusts—3.4% CoreSite Realty Corp. . . . . . . . . . . . . . . . . . . . . . CubeSmart . . . . . . . . . . . . . . . . . . . . . . . . . . . . . CyrusOne, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Equity Lifestyle Properties, Inc. . . . . . . . . . . . . . . . FelCor Lodging Trust, Inc. . . . . . . . . . . . . . . . . . . . First Industrial Realty Trust, Inc. . . . . . . . . . . . . . . . Forest City Realty Trust, Inc. - Class A . . . . . . . . . . Pebblebrook Hotel Trust . . . . . . . . . . . . . . . . . . . . PS Business Parks, Inc. . . . . . . . . . . . . . . . . . . . . .

97,300 144,700 152,600 115,000 532,500 126,500 171,600 71,600 24,600

7,204,092 3,944,522 7,259,182 8,875,700 3,423,975 3,569,830 3,969,108 1,904,560 2,793,822 42,944,791

Food & Staples Retailing—0.9% Casey’s General Stores, Inc. . . . . . . . . . . . . . . . . . Food Products—2.2% Cal-Maine Foods, Inc. (b) . . . . . . . . . . . . . . . . . . . J&J Snack Foods Corp. . . . . . . . . . . . . . . . . . . . .

98,900

83,300 83,500

Health Care Providers & Services—3.6% Air Methods Corp. (a) (b) . . . . . . . . . . . . . . . . . . . 40,400 Centene Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . 124,287 Chemed Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 38,900 Corvel Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 65,800 HealthSouth Corp. . . . . . . . . . . . . . . . . . . . . . . . . 97,900 MEDNAX, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 51,500 Surgical Care Affiliates, Inc. (a) . . . . . . . . . . . . . . 97,800 Team Health Holdings, Inc. (a) . . . . . . . . . . . . . . . 120,300 U.S. Physical Therapy, Inc. . . . . . . . . . . . . . . . . . . 79,600 WellCare Health Plans, Inc. (a) . . . . . . . . . . . . . . . 63,000

1,272,196 8,322,258 5,487,623 2,526,720 3,971,803 3,411,875 4,768,728 3,916,968 4,990,920 7,376,670 46,045,761

Health Care Technology—0.3% Omnicell, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 113,100

4,331,730

Hotels, Restaurants & Leisure—5.9% Brinker International, Inc. (b) . . . . . . . . . . . . . . . . . 118,500 Buffalo Wild Wings, Inc. (a) . . . . . . . . . . . . . . . . . 22,800 Cheesecake Factory, Inc. (The) . . . . . . . . . . . . . . . 56,500 Choice Hotels International, Inc. . . . . . . . . . . . . . . 64,900 Churchill Downs, Inc. . . . . . . . . . . . . . . . . . . . . . . 43,400 Denny’s Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . 514,300 Domino’s Pizza, Inc. . . . . . . . . . . . . . . . . . . . . . . 90,200 Jack in the Box, Inc. . . . . . . . . . . . . . . . . . . . . . . . 74,600 Marriott Vacations Worldwide Corp. . . . . . . . . . . 89,200 Red Robin Gourmet Burgers, Inc. (a) . . . . . . . . . . . 19,500 Six Flags Entertainment Corp. . . . . . . . . . . . . . . . . 100,600 Vail Resorts, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 91,000

5,975,955 3,208,872 2,828,390 2,925,692 6,351,590 5,497,867 13,696,870 7,157,124 6,540,144 876,330 5,393,166 14,276,080 74,728,080

11,882,835

3,210,382 9,946,520

2,467,436 9,768,750 5,770,520 3,692,756 7,100,460 2,800,528 6,976,176 5,129,215 4,103,150 6,246,450 4,035,083 8,291,850

Household Durables—0.6% Helen of Troy, Ltd. (a) . . . . . . . . . . . . . . . . . . . . .

MSF-251

93,400

8,048,278

Metropolitan Series Fund T. Rowe Price Small Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Household Products—0.4% Spectrum Brands Holdings, Inc. . . . . . . . . . . . . . .

Shares

39,500 $

Insurance—0.4% Amtrust Financial Services, Inc. . . . . . . . . . . . . . . . 173,256 Internet & Direct Marketing Retail—1.4% HSN, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128,000 Liberty TripAdvisor Holdings, Inc. - Class A (a) . . . . 145,000 Liberty Ventures - Series A (a) . . . . . . . . . . . . . . . . 168,800 Shutterfly, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 56,000

Value

Security Description

5,438,755

5,094,400 3,168,250 6,730,056 2,499,840

282,504 568,942 2,627,562 4,482,171 2,751,975 4,016,583 4,962,411 2,885,532 4,385,264 5,929,210 32,892,154

IT Services—6.6% Blackhawk Network Holdings, Inc. (a) . . . . . . . . . . Booz Allen Hamilton Holding Corp. . . . . . . . . . . . Broadridge Financial Solutions, Inc. . . . . . . . . . . . Cardtronics plc - Class A (a) . . . . . . . . . . . . . . . . . CoreLogic, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . CSRA, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . DST Systems, Inc. . . . . . . . . . . . . . . . . . . . . . . . . EPAM Systems, Inc. (a) . . . . . . . . . . . . . . . . . . . . Euronet Worldwide, Inc. (a) . . . . . . . . . . . . . . . . . Gartner, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . Jack Henry & Associates, Inc. . . . . . . . . . . . . . . . . MAXIMUS, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . Perficient, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Travelport Worldwide, Ltd. . . . . . . . . . . . . . . . . . . WEX, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . .

74,100 191,900 124,200 126,300 168,300 106,800 63,200 25,200 95,100 66,300 49,900 188,000 43,900 222,900 94,000

2,235,597 6,065,959 8,419,518 5,632,980 6,600,726 2,872,920 7,452,544 1,746,612 7,782,033 5,864,235 4,268,945 10,633,280 884,585 3,350,187 10,160,460 83,970,581

Leisure Products—0.6% Brunswick Corp. . . . . . . . . . . . . . . . . . . . . . . . . . 127,000 Polaris Industries, Inc. (b) . . . . . . . . . . . . . . . . . . . 10,100

6,195,060 782,144 6,977,204

Life Sciences Tools & Services—3.0% Bio-Rad Laboratories, Inc. - Class A (a) . . . . . . . . . 29,000 Bruker Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144,100 Cambrex Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . 121,300 Charles River Laboratories International, Inc. (a) . . . 74,100 INC Research Holdings, Inc. - Class A (a) . . . . . . . 98,500 PAREXEL International Corp. (a) . . . . . . . . . . . . . . 84,600

Life Sciences Tools & Services—(Continued) PRA Health Sciences, Inc. (a) . . . . . . . . . . . . . . . . 54,500 $ VWR Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 187,100

4,750,490 3,263,865 5,392,998 6,175,494 4,391,130 5,875,470

Value

3,079,795 5,306,156 38,235,398

4,648,458

17,492,546 Internet Software & Services—2.6% CommerceHub, Inc. - Series A (a) . . . . . . . . . . . . . 17,880 CommerceHub, Inc. - Series C (a) . . . . . . . . . . . . . 35,760 comScore, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 85,700 CoStar Group, Inc. (a) . . . . . . . . . . . . . . . . . . . . . 20,700 Envestnet, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 75,500 j2 Global, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . 60,300 LogMeIn, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 54,900 MercadoLibre, Inc. . . . . . . . . . . . . . . . . . . . . . . . 15,600 Stamps.com, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . 46,400 WebMD Health Corp. (a) . . . . . . . . . . . . . . . . . . 119,300

Shares

Machinery—5.4% Actuant Corp. - Class A . . . . . . . . . . . . . . . . . . . . 26,300 Chart Industries, Inc. (a) . . . . . . . . . . . . . . . . . . . . 14,300 Graco, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84,800 Hyster-Yale Materials Handling, Inc. . . . . . . . . . . . 11,594 IDEX Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37,800 John Bean Technologies Corp. . . . . . . . . . . . . . . . 134,200 Lincoln Electric Holdings, Inc. . . . . . . . . . . . . . . . . 30,800 Lydall, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 48,600 Manitowoc Foodservice, Inc. (a) . . . . . . . . . . . . . . 80,400 Middleby Corp. (The) (a) . . . . . . . . . . . . . . . . . . . 72,700 Nordson Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 68,500 Standex International Corp. . . . . . . . . . . . . . . . . . 26,500 Sun Hydraulics Corp. . . . . . . . . . . . . . . . . . . . . . 49,100 Toro Co. (The) . . . . . . . . . . . . . . . . . . . . . . . . . . . 256,000 Wabtec Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . 54,400 Woodward, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 92,700

611,212 469,469 6,275,200 697,147 3,536,946 9,467,810 1,928,696 2,484,918 1,304,088 8,987,174 6,824,655 2,461,055 1,584,457 11,991,040 4,441,760 5,791,896 68,857,523

Marine—0.5% Kirby Corp. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Matson, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

49,100 70,200

3,052,056 2,799,576 5,851,632

Media—1.7% Cable One, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . 12,200 Eros International plc (a) (b) . . . . . . . . . . . . . . . . . 55,200 Gray Television, Inc. (a) . . . . . . . . . . . . . . . . . . . . 190,200 Live Nation Entertainment, Inc. (a) . . . . . . . . . . . . . 243,400 Starz - Class A (a) . . . . . . . . . . . . . . . . . . . . . . . . 177,300

7,124,800 845,664 1,970,472 6,688,632 5,529,987 22,159,555

Metals & Mining—0.2% Compass Minerals International, Inc. (b) . . . . . . . . Worthington Industries, Inc. . . . . . . . . . . . . . . . . .

23,200 28,700

1,709,840 1,378,461 3,088,301

Multiline Retail—0.4% Big Lots, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . .

97,800

4,669,950

Oil, Gas & Consumable Fuels—3.1% Carrizo Oil & Gas, Inc. (a) . . . . . . . . . . . . . . . . . . Diamondback Energy, Inc. (a) . . . . . . . . . . . . . . . Gran Tierra Energy, Inc. (a) . . . . . . . . . . . . . . . . . Matador Resources Co. (a) (b) . . . . . . . . . . . . . . . Parsley Energy, Inc. - Class A (a) . . . . . . . . . . . . . . PDC Energy, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . Rice Energy, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . World Fuel Services Corp. . . . . . . . . . . . . . . . . . . WPX Energy, Inc. (a) . . . . . . . . . . . . . . . . . . . . . .

115,700 63,500 180,900 246,200 175,300 67,800 93,900 141,300 197,200

4,699,734 6,130,290 544,509 5,992,508 5,874,303 4,546,668 2,451,729 6,536,538 2,601,068

MSF-252

39,377,347

Metropolitan Series Fund T. Rowe Price Small Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—(Continued) Security Description Paper & Forest Products—0.2% Clearwater Paper Corp. (a) . . . . . . . . . . . . . . . . . KapStone Paper and Packaging Corp. . . . . . . . . .

Shares

16,800 $ 96,300

Value

1,086,456 1,821,996 2,908,452

Personal Products—0.2% Nu Skin Enterprises, Inc. - Class A . . . . . . . . . . . . .

35,900

2,325,602

Pharmaceuticals—2.6% Akorn, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . Depomed, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . Innoviva, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . . . Jazz Pharmaceuticals plc (a) . . . . . . . . . . . . . . . . . Mallinckrodt plc (a) . . . . . . . . . . . . . . . . . . . . . . . Medicines Co. (The) (a) (b) . . . . . . . . . . . . . . . . . . Nektar Therapeutics (a) . . . . . . . . . . . . . . . . . . . . Pacira Pharmaceuticals, Inc. (a) . . . . . . . . . . . . . . Phibro Animal Health Corp. - Class A . . . . . . . . . . Prestige Brands Holdings, Inc. (a) . . . . . . . . . . . . . TherapeuticsMD, Inc. (a) (b) . . . . . . . . . . . . . . . . . Theravance Biopharma, Inc. (a) (b) . . . . . . . . . . . .

170,900 199,100 62,900 4,000 2,776 66,500 165,200 35,400 98,800 167,600 328,200 58,514

4,658,734 4,975,509 691,271 485,920 193,709 2,509,710 2,838,136 1,211,388 2,685,384 8,090,052 2,235,042 2,120,548 32,695,403

Professional Services—1.5% Dun & Bradstreet Corp. (The) . . . . . . . . . . . . . . . . 43,700 Exponent, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 110,300 Huron Consulting Group, Inc. (a) . . . . . . . . . . . . . 68,200 TransUnion (a) . . . . . . . . . . . . . . . . . . . . . . . . . . 115,000

5,970,294 5,631,918 4,075,632 3,967,500 19,645,344

Real Estate Management & Development—0.5% Jones Lang LaSalle, Inc. . . . . . . . . . . . . . . . . . . . . 22,500 Kennedy-Wilson Holdings, Inc. . . . . . . . . . . . . . . . 156,243

2,560,275 3,523,280 6,083,555

Road & Rail—1.2% AMERCO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Avis Budget Group, Inc. (a) . . . . . . . . . . . . . . . . . Landstar System, Inc. . . . . . . . . . . . . . . . . . . . . . . Old Dominion Freight Line, Inc. (a) . . . . . . . . . . . .

12,100 40,900 46,700 94,150

3,923,183 1,399,189 3,179,336 6,459,632 14,961,340

Semiconductors & Semiconductor Equipment—3.0% Cabot Microelectronics Corp. . . . . . . . . . . . . . . . . 33,100 Cavium, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . 92,300 Cirrus Logic, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 128,200 Integrated Device Technology, Inc. (a) . . . . . . . . . . 263,100 MaxLinear, Inc. - Class A (a) . . . . . . . . . . . . . . . . 78,500 Microsemi Corp. (a) . . . . . . . . . . . . . . . . . . . . . . 205,800 Synaptics, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . 83,600 Teradyne, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 120,800

1,751,321 5,371,860 6,813,830 6,077,610 1,591,195 8,639,484 4,897,288 2,606,864 37,749,452

Software—8.6% ACI Worldwide, Inc. (a) . . . . . . . . . . . . . . . . . . . . 199,700 Aspen Technology, Inc. (a) . . . . . . . . . . . . . . . . . . 129,800

Security Description

Shares

Value

Software—(Continued) Blackbaud, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . CommVault Systems, Inc. (a) . . . . . . . . . . . . . . . . Computer Modelling Group, Ltd. . . . . . . . . . . . . . Descartes Systems Group, Inc. (The) (a) . . . . . . . . . Ellie Mae, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . Fair Isaac Corp. . . . . . . . . . . . . . . . . . . . . . . . . . Fortinet, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . Manhattan Associates, Inc. (a) . . . . . . . . . . . . . . . Monotype Imaging Holdings, Inc. . . . . . . . . . . . . . Pegasystems, Inc. . . . . . . . . . . . . . . . . . . . . . . . . Proofpoint, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . PTC, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . SS&C Technologies Holdings, Inc. . . . . . . . . . . . . Take-Two Interactive Software, Inc. (a) . . . . . . . . . . Tyler Technologies, Inc. (a) . . . . . . . . . . . . . . . . . . Ultimate Software Group, Inc. (The) (a) . . . . . . . . .

126,500 $ 67,600 240,700 175,600 34,100 80,400 175,500 166,700 43,305 147,800 80,400 158,600 245,700 112,800 74,800 37,400

8,392,010 3,591,588 1,799,815 3,778,912 3,590,730 10,017,036 6,481,215 9,605,254 957,473 4,358,622 6,017,940 7,027,566 7,899,255 5,085,024 12,808,004 7,644,186 108,998,158

Specialty Retail—2.8% Aaron’s, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17,900 Burlington Stores, Inc. (a) . . . . . . . . . . . . . . . . . . . 181,600 Children’s Place, Inc. (The) . . . . . . . . . . . . . . . . . . 22,800 Monro Muffler Brake, Inc. . . . . . . . . . . . . . . . . . . 96,500 Murphy USA, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . 130,400 Sally Beauty Holdings, Inc. (a) . . . . . . . . . . . . . . . 120,200

455,018 14,713,232 1,821,036 5,902,905 9,305,344 3,086,736 35,284,271

Technology Hardware, Storage & Peripherals—0.1% Cray, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . . . . . 68,900

1,621,906

Textiles, Apparel & Luxury Goods—1.2% Carter’s, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . 81,500 G-III Apparel Group, Ltd. (a) . . . . . . . . . . . . . . . . . 83,700 Steven Madden, Ltd. (a) . . . . . . . . . . . . . . . . . . . . 181,200

7,066,865 2,439,855 6,262,272 15,768,992

Thrifts & Mortgage Finance—0.5% MGIC Investment Corp. (a) . . . . . . . . . . . . . . . . . 406,600 Radian Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . 245,300

3,252,800 3,323,815 6,576,615

Trading Companies & Distributors—0.5% Beacon Roofing Supply, Inc. (a) . . . . . . . . . . . . . . Watsco, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

62,100 25,100

2,612,547 3,536,590 6,149,137

Total Common Stocks (Cost $992,688,467) . . . . . . . . . . . . . . . . . . .

1,260,386,197

Rights—0.0% Biotechnology—0.0% Dyax Corp., Expires 12/31/19 (a) (c) (e) (Cost $146,631) . . . . . . . . . . . . . . . . . . . . . . . 132,100

3,870,186 6,073,342

MSF-253

323,645

Metropolitan Series Fund T. Rowe Price Small Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Short-Term Investment—0.3%

Security Description

Shares/ Principal Amount*

Value

Security Description

Mutual Fund—0.3% T. Rowe Price Government Reserve Investment Fund (d) . . . . . . . . . . . . . . . . . . . . . . . . . . . 4,166,542 $

4,166,542

Total Short-Term Investments (Cost $4,166,542) . . . . . . . . . . . . . . . . . . . .

4,166,542

Securities Lending Reinvestments (f)—5.6% Certificates of Deposit—0.7% Bank of Montreal 0.500%, 10/24/16 . . . . . . . . . . . . . . . . . . Chiba Bank Ltd, New York 0.870%, 11/30/16 . . . . . . . . . . . . . . . . . . DZ Bank AG 0.950%, 01/03/17 . . . . . . . . . . . . . . . . . . KBC Bank NV 1.000%, 01/04/17 . . . . . . . . . . . . . . . . . . Landesbank Baden-Wuerttemberg 0.450%, 10/03/16 . . . . . . . . . . . . . . . . . . National Bank of Canada 0.480%, 10/28/16 . . . . . . . . . . . . . . . . . . Sumitomo Mitsui Trust Bank 0.540%, 10/26/16 . . . . . . . . . . . . . . . . . . Swedbank 0.350%, 10/03/16 . . . . . . . . . . . . . . . . . .

1,500,000

1,500,000

1,000,000

1,000,169

1,500,000

1,500,000

1,500,000

1,500,000

1,000,000

1,000,001

400,000

399,998

1,000,000

1,000,029

1,000,000

999,998 8,900,195

Commercial Paper—0.3% Credit Suisse AG 0.971%, 10/19/16 . . . . . . . . . . . . . . . . . . 400,000 Manhattan Asset Funding 0.740%, 11/28/16 . . . . . . . . . . . . . . . . . . 1,250,000 Victory Receivables Corp. 1.050%, 01/04/17 . . . . . . . . . . . . . . . . . . 1,500,000

399,996 1,248,761 1,496,194 3,144,951

Repurchase Agreements—4.1% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $7,200,560 on 10/03/16, collateralized by $6,804,108 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 $7,344,002. . . . . . . . . . . . . . 7,200,000 Deutsche Bank AG, London Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $7,200,500 on 10/03/16, collateralized by $7,068,408 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 $7,344,006. . . . . . . . . . . . . . . . . . . 7,200,000

7,200,000

Principal Amount*

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 $ HSBC Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $8,000,300 on 10/03/16, collateralized by $6,310,400 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $8,160,112. . . . 8,000,000 Macquarie Bank, Ltd. Repurchase Agreement dated 09/29/16 at 0.650% to be repurchased at $4,700,339 on 10/03/16, collateralized by $4,486,991 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 $4,796,005. . . . . . . . . . . . . . . . . . 4,700,000 Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $23,704 on 10/03/16, collateralized by $19,583 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 $24,177. . . . . . . . . . . . . . . . . . . . . . . . . . 23,703 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 Nomura Securities Repurchase Agreement dated 09/27/16 at 0.370% to be repurchased at $4,300,309 on 10/04/16, collateralized by $4,135,628 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 $4,386,000. . . . . . . . . . . . . . . . . . 4,300,000 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

7,200,000

MSF-254

Value

2,000,000

8,000,000

4,700,000

23,703

10,000,000

4,300,000

4,000,000

Metropolitan Series Fund T. Rowe Price Small Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (f)—(Continued) Security Description

Principal Amount*

* (a) (b)

Value

Repurchase Agreements—(Continued) 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 $

(c)

5,000,000 52,423,703

Time Deposits—0.5% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . Canadian Imperial Bank 0.260%, 10/03/16 . . . . . . . . . . . . . . . . . . DBS Bank Limited, Singapore 0.380%, 10/04/16 . . . . . . . . . . . . . . . . . . Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . .

(d) (e) (f) (g)

100,000

100,000

2,000,000

2,000,000

1,500,000

1,500,000

1,000,000

1,000,000

1,000,000

1,000,000

Principal amount stated in U.S. dollars unless otherwise noted. Non-income producing security. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $65,672,868 and the collateral received consisted of cash in the amount of $67,067,969. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. 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. Affiliated Issuer. Illiquid security. As of September 30, 2016, this security represents 0.0% of net assets. Represents investment of cash collateral received from securities on loan as of September 30, 2016. As of September 30, 2016, the aggregate cost of investments was $1,067,069,901. The aggregate unrealized appreciation and depreciation of investments were $316,713,346 and $(48,838,014), respectively, resulting in net unrealized appreciation of $267,875,332.

5,600,000 Total Securities Lending Reinvestments (Cost $70,068,261) . . . . . . . . . . . . . . . . . . .

70,068,849

Total Investments—105.3% (Cost $1,067,069,901) (g) . . . . . . . . . . . . . . Other assets and liabilities (net)—(5.3)% . . . . . .

1,334,945,233 (66,885,519)

Net Assets—100.0% . . . . . . . . . . . . . . . . . .

$1,268,059,714

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.

MSF-255

Metropolitan Series Fund T. Rowe Price Small Cap Growth 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 Common Stocks Aerospace & Defense . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Airlines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Auto Components . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Banks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Beverages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Biotechnology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Building Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Capital Markets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chemicals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Services & Supplies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Communications Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Construction & Engineering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Consumer Finance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Containers & Packaging . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Distributors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Diversified Consumer Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Electrical Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Electronic Equipment, Instruments & Components . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Energy Equipment & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Equity Real Estate Investment Trusts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Food & Staples Retailing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Food Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Equipment & Supplies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Providers & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Health Care Technology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hotels, Restaurants & Leisure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Household Durables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Household Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Insurance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Internet & Direct Marketing Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Internet Software & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IT Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Leisure Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Life Sciences Tools & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Machinery . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Marine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Metals & Mining . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multiline Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Oil, Gas & Consumable Fuels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Paper & Forest Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Personal Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmaceuticals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Professional Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Real Estate Management & Development . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Road & Rail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Semiconductors & Semiconductor Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Software . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Specialty Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Technology Hardware, Storage & Peripherals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Textiles, Apparel & Luxury Goods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Thrifts & Mortgage Finance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Trading Companies & Distributors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Rights* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-256

$

Level 1

Level 2

33,594,530 5,284,078 6,876,597 13,373,642 4,562,626 72,187,647 17,584,246 42,246,406 27,227,843 22,380,666 14,908,884 2,597,201 2,714,844 17,160,265 9,537,068 20,228,554 12,933,595 21,389,948 7,207,213 42,944,791 11,882,835 27,598,864 66,382,374 46,045,761 4,331,730 74,728,080 8,048,278 5,438,755 4,648,458 17,492,546 32,892,154 83,970,581 6,977,204 38,235,398 68,857,523 5,851,632 22,159,555 3,088,301 4,669,950 39,377,347 2,908,452 2,325,602 32,695,403 19,645,344 6,083,555 14,961,340 37,749,452 108,998,158 35,284,271 1,621,906 15,768,992 6,576,615 6,149,137 1,260,386,197 — 4,166,542

$— — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — —

Level 3 $

— — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — 323,645 —

Total $

33,594,530 5,284,078 6,876,597 13,373,642 4,562,626 72,187,647 17,584,246 42,246,406 27,227,843 22,380,666 14,908,884 2,597,201 2,714,844 17,160,265 9,537,068 20,228,554 12,933,595 21,389,948 7,207,213 42,944,791 11,882,835 27,598,864 66,382,374 46,045,761 4,331,730 74,728,080 8,048,278 5,438,755 4,648,458 17,492,546 32,892,154 83,970,581 6,977,204 38,235,398 68,857,523 5,851,632 22,159,555 3,088,301 4,669,950 39,377,347 2,908,452 2,325,602 32,695,403 19,645,344 6,083,555 14,961,340 37,749,452 108,998,158 35,284,271 1,621,906 15,768,992 6,576,615 6,149,137 1,260,386,197 323,645 4,166,542

Metropolitan Series Fund T. Rowe Price Small Cap Growth Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Fair Value Hierarchy—(Continued) Description

Level 1

Level 2

Securities Lending Reinvestments Certificates of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

— — — — — $1,264,552,739

$ 8,900,195 3,144,951 52,423,703 5,600,000 70,068,849 $ 70,068,849

$

— — — — — $323,645

$

Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$

$(67,067,969)

$

$

*

$

—

Level 3

—

Total 8,900,195 3,144,951 52,423,703 5,600,000 70,068,849 $1,334,945,233 (67,067,969)

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 Rights Biotechnology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Balance as of December 31, 2015

Change in Unrealized Appreciation

$—

$146,631

MSF-257

Purchases

Balance as of September 30, 2016

Change in Unrealized Appreciation from investments still held at September 30, 2016

$177,014

$323,645

$146,631

Metropolitan Series Fund Van Eck Global Natural Resources Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks—93.9% of Net Assets

Security Description Chemicals—3.4% Agrium, Inc. (a) . . . . . . . . . . . . . . . . . . . . . . . CF Industries Holdings, Inc. . . . . . . . . . . . . . . .

Shares

218,300 $ 704,700

Value

19,797,627 17,159,445 36,957,072

Electrical Equipment—0.4% Sunrun, Inc. (a) (b) . . . . . . . . . . . . . . . . . . . . .

647,800

4,081,140

Energy Equipment & Services—14.2% Halliburton Co. . . . . . . . . . . . . . . . . . . . . . . . Nabors Industries, Ltd. . . . . . . . . . . . . . . . . . . Patterson-UTI Energy, Inc. . . . . . . . . . . . . . . . . Schlumberger, Ltd. . . . . . . . . . . . . . . . . . . . . . Superior Energy Services, Inc. . . . . . . . . . . . . .

914,700 2,669,100 1,000,700 466,600 1,137,000

41,051,736 32,456,256 22,385,659 36,693,424 20,352,300 152,939,375

Metals & Mining—27.9% Agnico Eagle Mines, Ltd. (U.S. Listed Shares) . . 695,233 Barrick Gold Corp. . . . . . . . . . . . . . . . . . . . . . 898,900 Detour Gold Corp. (b) . . . . . . . . . . . . . . . . . . 82,100 Eldorado Gold Corp. (b) . . . . . . . . . . . . . . . . . 1,227,700 First Quantum Minerals, Ltd. . . . . . . . . . . . . . . 3,867,100 Freeport-McMoRan, Inc. . . . . . . . . . . . . . . . . . 933,200 Glencore plc (b) . . . . . . . . . . . . . . . . . . . . . . . 15,868,937 Goldcorp, Inc. . . . . . . . . . . . . . . . . . . . . . . . . 1,537,600 Kinross Gold Corp. (b) . . . . . . . . . . . . . . . . . . 1,970,700 New Gold, Inc. (b) . . . . . . . . . . . . . . . . . . . . . 1,599,000 Newmont Mining Corp. . . . . . . . . . . . . . . . . . 813,300 Osisko Gold Royalties, Ltd. . . . . . . . . . . . . . . . 103,879 Petra Diamonds, Ltd. . . . . . . . . . . . . . . . . . . . . 3,964,700 Randgold Resources, Ltd. (ADR) . . . . . . . . . . . . 214,500 SEMAFO, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . 395,400 Steel Dynamics, Inc. . . . . . . . . . . . . . . . . . . . . 627,800 Teck Resources, Ltd. - Class B . . . . . . . . . . . . . 1,894,000

37,667,724 15,928,508 1,785,993 4,824,861 32,010,904 10,134,552 43,504,565 25,401,152 8,296,647 6,955,650 31,954,557 1,137,012 6,670,445 21,465,015 1,645,554 15,688,722 34,148,820 299,220,681

Oil, Gas & Consumable Fuels—45.2% Callon Petroleum Co. (b) . . . . . . . . . . . . . . . . . Cimarex Energy Co. . . . . . . . . . . . . . . . . . . . . Concho Resources, Inc. (b) . . . . . . . . . . . . . . . CONSOL Energy, Inc. (a) . . . . . . . . . . . . . . . . Diamondback Energy, Inc. (b) . . . . . . . . . . . . . EOG Resources, Inc. . . . . . . . . . . . . . . . . . . . Golar LNG, Ltd. (a) . . . . . . . . . . . . . . . . . . . . Green Plains, Inc. . . . . . . . . . . . . . . . . . . . . . . Gulfport Energy Corp. (b) . . . . . . . . . . . . . . . . Hess Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . Laredo Petroleum, Inc. (a) (b) . . . . . . . . . . . . . . Newfield Exploration Co. (b) . . . . . . . . . . . . . . Parsley Energy, Inc. - Class A (b) . . . . . . . . . . . PDC Energy, Inc. (b) . . . . . . . . . . . . . . . . . . . . Pioneer Natural Resources Co. . . . . . . . . . . . . RSP Permian, Inc. (b) . . . . . . . . . . . . . . . . . . . Scorpio Tankers, Inc. . . . . . . . . . . . . . . . . . . . SM Energy Co. . . . . . . . . . . . . . . . . . . . . . . .

360,300 320,800 328,550 1,354,500 462,100 447,800 332,600 502,200 780,600 409,500 1,898,100 933,200 1,256,800 464,800 230,600 85,600 543,700 675,300

5,656,710 43,105,896 45,126,342 26,006,400 44,611,134 43,306,738 7,051,120 13,157,640 22,051,950 21,957,390 24,485,490 40,556,872 42,115,368 31,169,488 42,810,890 3,319,568 2,517,331 26,053,074

Security Description

Shares/ Principal Amount*

Value

Paper & Forest Products—1.8% Louisiana-Pacific Corp. (b) . . . . . . . . . . . . . . . .

1,007,100 $

18,963,693

Road & Rail—1.0% Union Pacific Corp. . . . . . . . . . . . . . . . . . . . .

114,200

11,137,926

Total Common Stocks (Cost $889,150,349) . . . . . . . . . . . . . . . .

1,008,359,288

Short-Term Investment—6.5% Mutual Fund—6.5% AIM STIT-STIC Prime Portfolio . . . . . . . . . . . . . 69,362,375

69,362,107

Total Short-Term Investments (Cost $69,362,107) . . . . . . . . . . . . . . . . .

69,362,107

Securities Lending Reinvestments (c)—5.8% Repurchase Agreements—5.4% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $6,300,490 on 10/03/16, collateralized by $5,953,595 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 $6,426,002. . . . . . . . . . . . . . . . . . . . . . . . Deutsche Bank AG, London Repurchase Agreement dated 09/28/16 at 0.500% to be repurchased at $6,300,438 on 10/03/16, collateralized by $6,184,857 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 $6,426,006. . . . . . . . . . . . . . . . . . . . . . . . Deutsche Bank Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $4,000,167 on 10/03/16, collateralized by $3,888,769 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $4,080,000. . . . . . . . . . . . . . . . . . . . . . . . HSBC Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $7,000,263 on 10/03/16, collateralized by $5,521,600 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $7,140,098. . . . . . . . . . . . . . . . . . . . . . . .

485,059,401

MSF-258

6,300,000

6,300,000

6,300,000

6,300,000

4,000,000

4,000,000

7,000,000

7,000,000

Metropolitan Series Fund Van Eck Global Natural Resources Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (c)—(Continued)

Security Description

Shares/ Principal Amount*

Repurchase Agreements—(Continued) Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $9,700,802 on 10/03/16, collateralized by $9,260,386 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 $9,898,138. . . . 9,700,000 $ Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $344,658 on 10/03/16, collateralized by $284,740 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 $351,537. . . . . . . . . . . . . . . . . . . . . . . . . 344,644 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 Nomura Securities 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 Obligations 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 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

Value

Security Description

9,700,000

Shares/ Principal Amount*

Value

Time Deposits—0.4% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . 300,000 $ Canadian Imperial Bank 0.260%, 10/03/16 . . . . . . . . . . . . . . . . . . 2,000,000 Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . 1,300,000 Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . 1,300,000

300,000 2,000,000 1,300,000 1,300,000 4,900,000

344,644

Total Securities Lending Reinvestments (Cost $62,544,644) . . . . . . . . . . . . . . . . . . .

62,544,644

Total Investments—106.2% (Cost $1,021,057,100) (d) . . . . . . . . . . . . . . Other assets and liabilities (net)—(6.2)% . . . . . .

1,140,266,039 (66,434,368)

Net Assets—100.0% . . . . . . . . . . . . . . . . . .

$1,073,831,671

* (a)

10,000,000

8,000,000

Principal amount stated in U.S. dollars unless otherwise noted. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $61,745,083 and the collateral received consisted of cash in the amount of $62,544,644. 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 $1,021,057,100. The aggregate unrealized appreciation and depreciation of investments were $178,134,189 and $(58,925,250), respectively, resulting in net unrealized appreciation of $119,208,939. (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.

6,000,000 57,644,644

MSF-259

Metropolitan Series Fund Van Eck Global Natural Resources 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

Common Stocks Chemicals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Electrical Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Energy Equipment & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Metals & Mining . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Oil, Gas & Consumable Fuels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Paper & Forest Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Road & Rail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . *

See Schedule of Investments for additional detailed categorizations.

MSF-260

$

Level 2

36,957,072 4,081,140 152,939,375 249,045,671 485,059,401 18,963,693 11,137,926 958,184,278 69,362,107

Total

— — — 50,175,010 — — — 50,175,010 —

$— — — — — — — — —

$

— — — $1,027,546,385

57,644,644 4,900,000 62,544,644 $112,719,654

— — — $—

57,644,644 4,900,000 62,544,644 $1,140,266,039

$

$ (62,544,644)

$—

$

—

$

Level 3

36,957,072 4,081,140 152,939,375 299,220,681 485,059,401 18,963,693 11,137,926 1,008,359,288 69,362,107

(62,544,644)

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—49.8% of Net Assets Security Description Advertising—0.0% WPP Finance 2010 5.125%, 09/07/42 . . . . . . . . . . . . . . . . . .

Principal Amount*

120,000 $

Aerospace/Defense—0.3% Harris Corp. 4.854%, 04/27/35 . . . . . . . . . . . . . . . . . . 570,000 5.054%, 04/27/45 . . . . . . . . . . . . . . . . . . 1,089,000 Lockheed Martin Corp. 3.100%, 01/15/23 . . . . . . . . . . . . . . . . . . 220,000 3.550%, 01/15/26 . . . . . . . . . . . . . . . . . . 2,261,000 4.700%, 05/15/46 . . . . . . . . . . . . . . . . . . 5,321,000 Raytheon Co. 3.125%, 10/15/20 . . . . . . . . . . . . . . . . . . 30,000 United Technologies Corp. 4.500%, 06/01/42 . . . . . . . . . . . . . . . . . . 290,000

Value

Security Description

133,855

231,999 2,443,209 6,321,992 31,822 335,884

7,235,000

6,140,706

1,129,000

1,421,445

2,000,000 2,960,000 9,465,000

2,231,452 3,388,167 12,305,522 25,487,292

Airlines—0.0% Air Canada Pass-Through Trust 4.125%, 05/15/25 (144A) . . . . . . . . . . . . . Delta Air Lines Pass-Through Trust 4.950%, 05/23/19 . . . . . . . . . . . . . . . . . . Hawaiian Airlines Pass-Through Certificates 3.900%, 01/15/26 . . . . . . . . . . . . . . . . . . Northwest Airlines Pass-Through Trust 7.575%, 03/01/19 . . . . . . . . . . . . . . . . . .

726,630

768,412

346,557

364,751

411,956

416,076

12,640

13,461 1,562,700

Apparel—0.3% Hanesbrands, Inc. 4.625%, 05/15/24 (144A) . . . . . . . . . . . . . 2,726,000 4.875%, 05/15/26 (144A) . . . . . . . . . . . . . 5,315,000 William Carter Co. (The) 5.250%, 08/15/21 . . . . . . . . . . . . . . . . . . 2,375,000

2,797,558 5,434,587 2,483,371 10,715,516

Auto Manufacturers—0.7% Ford Motor Co. 4.750%, 01/15/43 . . . . . . . . . . . . . . . . . . 2,140,000 Ford Motor Credit Co. LLC 3.200%, 01/15/21 . . . . . . . . . . . . . . . . . . 1,740,000 3.664%, 09/08/24 . . . . . . . . . . . . . . . . . . 720,000

Auto Manufacturers—(Continued) General Motors Co. 6.600%, 04/01/36 . . . . . . . . . . . . . . . . . 5,134,000 $ 6.750%, 04/01/46 . . . . . . . . . . . . . . . . . 10,000,000 General Motors Financial Co., Inc. 5.250%, 03/01/26 . . . . . . . . . . . . . . . . . 1,660,000

626,130 1,247,197

11,238,233 Agriculture—0.7% Alliance One International, Inc. 9.875%, 07/15/21 (a) . . . . . . . . . . . . . . . . Altria Group, Inc. 5.375%, 01/31/44 . . . . . . . . . . . . . . . . . . Reynolds American, Inc. 4.450%, 06/12/25 . . . . . . . . . . . . . . . . . . 4.850%, 09/15/23 . . . . . . . . . . . . . . . . . . 5.850%, 08/15/45 . . . . . . . . . . . . . . . . . .

Principal Amount*

2,217,040 1,786,321 742,023

Value

6,177,136 12,536,760 1,823,151 25,282,431

Auto Parts & Equipment—0.8% American Axle & Manufacturing, Inc. 6.250%, 03/15/21 (a) . . . . . . . . . . . . . . . 6.625%, 10/15/22 (a) . . . . . . . . . . . . . . . Goodyear Tire & Rubber Co. (The) 5.000%, 05/31/26 . . . . . . . . . . . . . . . . . IHO Verwaltungs GmbH 4.125%, 09/15/21 (144A) (a) (b) . . . . . . . 4.750%, 09/15/26 (144A) (b) . . . . . . . . . Schaeffler Finance B.V. 4.250%, 05/15/21 (144A) . . . . . . . . . . . . Schaeffler Holding Finance B.V. 6.750%, 11/15/22 (144A) (b) . . . . . . . . . ZF North America Capital, Inc. 4.500%, 04/29/22 (144A) . . . . . . . . . . . . 4.750%, 04/29/25 (144A) . . . . . . . . . . . .

2,100,000 1,590,000

2,194,500 1,681,425

3,630,000

3,734,362

1,840,000 1,840,000

1,858,400 1,849,200

4,000,000

4,100,000

2,179,090

2,489,610

1,425,000 9,010,000

1,511,042 9,460,500 28,879,039

Banks—9.2% ABN AMRO Bank NV 4.750%, 07/28/25 (144A) (a) . . . . . . . . . Bank of America Corp. 3.875%, 08/01/25 . . . . . . . . . . . . . . . . . 4.000%, 01/22/25 . . . . . . . . . . . . . . . . . 4.125%, 01/22/24 . . . . . . . . . . . . . . . . . 4.200%, 08/26/24 . . . . . . . . . . . . . . . . . 4.250%, 10/22/26 . . . . . . . . . . . . . . . . . 6.300%, 03/10/26 (a) (c) . . . . . . . . . . . . . 6.500%, 10/23/24 (c) . . . . . . . . . . . . . . . Barclays Bank plc 7.625%, 11/21/22 . . . . . . . . . . . . . . . . . 10.179%, 06/12/21 (144A) . . . . . . . . . . . Barclays plc 4.375%, 01/12/26 . . . . . . . . . . . . . . . . . BNP Paribas S.A. 4.375%, 05/12/26 (144A) . . . . . . . . . . . . 7.625%, 03/30/21 (144A) (c) . . . . . . . . . . BPCE S.A. 4.875%, 04/01/26 (144A) (a) . . . . . . . . . 5.150%, 07/21/24 (144A) . . . . . . . . . . . . Citigroup, Inc. 4.050%, 07/30/22 . . . . . . . . . . . . . . . . . 4.400%, 06/10/25 . . . . . . . . . . . . . . . . . 4.450%, 09/29/27 . . . . . . . . . . . . . . . . . 5.350%, 05/15/23 (a) (c) . . . . . . . . . . . . . 5.900%, 02/15/23 (a) (c) . . . . . . . . . . . . . 5.950%, 01/30/23 (a) (c) . . . . . . . . . . . . .

MSF-261

3,831,000

4,023,761

1,040,000 19,810,000 880,000 2,380,000 7,628,000 375,000 4,835,000

1,111,050 20,530,807 954,356 2,520,287 8,092,835 407,344 5,236,909

13,000,000 1,180,000

14,430,000 1,508,032

1,575,000

1,629,556

11,070,000 2,850,000

11,442,616 2,933,454

12,000,000 420,000

12,480,144 441,776

2,000,000 1,470,000 18,094,000 560,000 1,475,000 3,606,000

2,125,442 1,556,423 18,934,882 553,420 1,526,625 3,735,564

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Banks—(Continued) Citigroup, Inc. 5.950%, 05/15/25 (c) . . . . . . . . . . . . . . . 6.300%, 05/15/24 (c) . . . . . . . . . . . . . . . Cooperatieve Rabobank UA 3.750%, 07/21/26 . . . . . . . . . . . . . . . . . 4.375%, 08/04/25 . . . . . . . . . . . . . . . . . 5.250%, 08/04/45 . . . . . . . . . . . . . . . . . 5.750%, 12/01/43 . . . . . . . . . . . . . . . . . 11.000%, 06/30/19 (144A) (c) . . . . . . . . . Credit Agricole S.A. 4.375%, 03/17/25 (144A) . . . . . . . . . . . . 7.875%, 01/23/24 (144A) (c) . . . . . . . . . . 8.125%, 12/23/25 (144A) (c) . . . . . . . . . . 8.375%, 10/13/19 (144A) (c) . . . . . . . . . . Credit Suisse Group AG 7.500%, 12/11/23 (144A) (c) . . . . . . . . . . Credit Suisse Group Funding Guernsey, Ltd. 4.875%, 05/15/45 . . . . . . . . . . . . . . . . . Goldman Sachs Group, Inc. (The) 3.750%, 02/25/26 (a) . . . . . . . . . . . . . . . 4.000%, 03/03/24 . . . . . . . . . . . . . . . . . 4.250%, 10/21/25 . . . . . . . . . . . . . . . . . 5.150%, 05/22/45 . . . . . . . . . . . . . . . . . 5.250%, 07/27/21 . . . . . . . . . . . . . . . . . 6.750%, 10/01/37 . . . . . . . . . . . . . . . . . 7.500%, 02/15/19 . . . . . . . . . . . . . . . . . HSBC Holdings plc 3.900%, 05/25/26 . . . . . . . . . . . . . . . . . 4.250%, 08/18/25 . . . . . . . . . . . . . . . . . 6.375%, 09/17/24 (a) (c) . . . . . . . . . . . . . ICICI Bank, Ltd. 5.750%, 11/16/20 . . . . . . . . . . . . . . . . . Intesa Sanpaolo S.p.A. 6.500%, 02/24/21 (144A) . . . . . . . . . . . . Itau CorpBanca 3.875%, 09/22/19 . . . . . . . . . . . . . . . . . Itau Unibanco Holding S.A. 2.850%, 05/26/18 (a) . . . . . . . . . . . . . . . JPMorgan Chase & Co. 3.625%, 05/13/24 . . . . . . . . . . . . . . . . . 3.875%, 09/10/24 . . . . . . . . . . . . . . . . . 4.350%, 08/15/21 . . . . . . . . . . . . . . . . . 4.500%, 01/24/22 . . . . . . . . . . . . . . . . . 6.750%, 02/01/24 (a) (c) . . . . . . . . . . . . . Lloyds Banking Group plc 4.582%, 12/10/25 (144A) . . . . . . . . . . . . 4.650%, 03/24/26 . . . . . . . . . . . . . . . . . 7.500%, 06/27/24 (a) (c) . . . . . . . . . . . . . Macquarie Bank, Ltd. 4.875%, 06/10/25 (144A) . . . . . . . . . . . . Morgan Stanley 4.000%, 07/23/25 . . . . . . . . . . . . . . . . . 4.100%, 05/22/23 . . . . . . . . . . . . . . . . . 4.875%, 11/01/22 . . . . . . . . . . . . . . . . . 6.625%, 04/01/18 . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

2,790,000 $ 850,000

2,846,079 873,375

4,210,000 1,470,000 1,080,000 520,000 415,000

4,216,896 1,551,256 1,232,235 622,553 502,669

500,000 1,750,000 4,540,000 640,000

510,433 1,749,265 4,812,400 722,125

1,665,000

1,693,721

1,560,000

1,647,767

1,660,000 3,180,000 15,890,000 3,184,000 1,330,000 2,000,000 20,000

1,743,046 3,414,655 16,722,557 3,472,197 1,501,518 2,546,620 22,605

15,950,000 2,253,000 1,290,000

16,524,599 2,312,977 1,270,650

9,290,000

10,439,377

1,175,000

1,318,205

6,290,000

6,565,188

10,770,000

10,796,925

690,000 5,082,000 10,000 160,000 1,105,000

733,815 5,350,197 10,980 177,170 1,219,644

3,011,000 12,350,000 2,360,000

3,072,328 12,707,965 2,437,172

2,100,000

2,209,358

1,165,000 2,500,000 450,000 714,000

1,252,793 2,643,153 496,333 765,037

Principal Amount*

Banks—(Continued) Nordea Bank AB 4.250%, 09/21/22 (144A) . . . . . . . . . . . . 3,400,000 $ Oversea-Chinese Banking Corp., Ltd. 4.250%, 06/19/24 . . . . . . . . . . . . . . . . . 10,230,000 PNC Financial Services Group, Inc. (The) 6.750%, 08/01/21 (c) . . . . . . . . . . . . . . . 1,970,000 Royal Bank of Scotland Group plc 4.800%, 04/05/26 (a) . . . . . . . . . . . . . . . 400,000 5.125%, 05/28/24 . . . . . . . . . . . . . . . . . 1,330,000 6.000%, 12/19/23 . . . . . . . . . . . . . . . . . 875,000 6.100%, 06/10/23 . . . . . . . . . . . . . . . . . 780,000 6.125%, 12/15/22 . . . . . . . . . . . . . . . . . 390,000 Royal Bank of Scotland NV 4.650%, 06/04/18 . . . . . . . . . . . . . . . . . 410,000 Royal Bank of Scotland plc (The) 13.125%, 03/19/22 (AUD) (c) . . . . . . . . . 1,580,000 Santander Holdings USA, Inc. 4.500%, 07/17/25 . . . . . . . . . . . . . . . . . 890,000 Santander UK Group Holdings plc 4.750%, 09/15/25 (144A) . . . . . . . . . . . . 12,691,000 7.375%, 06/24/22 (GBP) (c) . . . . . . . . . . . 2,620,000 Santander UK plc 7.950%, 10/26/29 . . . . . . . . . . . . . . . . . 272,000 Scotia Bank Peru DPR Finance Co. 3.600%, 03/15/17 (144A) (c) (d) . . . . . . . 105,263 Standard Chartered plc 3.950%, 01/11/23 (144A) (a) . . . . . . . . . 2,425,000 5.700%, 03/26/44 (144A) . . . . . . . . . . . . 9,800,000 UBS AG 7.625%, 08/17/22 . . . . . . . . . . . . . . . . . 2,850,000 Wachovia Capital Trust III 5.570%, 10/31/16 (c) . . . . . . . . . . . . . . . 1,021,000 Wells Fargo & Co. 4.300%, 07/22/27 . . . . . . . . . . . . . . . . . 17,670,000 Wells Fargo Capital X 5.950%, 12/15/36 . . . . . . . . . . . . . . . . . 380,000

Value

3,673,234 11,051,213 2,203,938 411,371 1,331,410 911,941 817,536 413,249 421,087 1,261,224 926,904 12,705,265 3,344,124 343,974 105,218 2,418,554 10,429,062 3,320,250 1,018,345 19,043,630 417,050 327,451,700

Beverages—1.2% Anheuser-Busch InBev Finance, Inc. 3.650%, 02/01/26 . . . . . . . . . . . . . . . . . 8,642,000 4.900%, 02/01/46 . . . . . . . . . . . . . . . . . 8,215,000 Anheuser-Busch InBev Worldwide, Inc. 7.750%, 01/15/19 . . . . . . . . . . . . . . . . . 1,254,000 Beverages & More, Inc. 10.000%, 11/15/18 (144A) . . . . . . . . . . . 1,640,000 Carolina Beverage Group LLC / Carolina Beverage Group Finance, Inc. 10.625%, 08/01/18 (144A) . . . . . . . . . . . 370,000 Constellation Brands, Inc. 4.250%, 05/01/23 . . . . . . . . . . . . . . . . . 2,500,000 4.750%, 11/15/24 . . . . . . . . . . . . . . . . . 11,649,000 4.750%, 12/01/25 . . . . . . . . . . . . . . . . . 1,500,000 6.000%, 05/01/22 . . . . . . . . . . . . . . . . . 2,282,000

MSF-262

9,281,508 9,774,051 1,426,550 1,558,000

345,025 2,646,875 12,610,042 1,620,000 2,621,448

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description

Principal Amount*

Beverages—(Continued) Dr Pepper Snapple Group, Inc. 3.400%, 11/15/25 . . . . . . . . . . . . . . . . . . 64,000 $ 4.500%, 11/15/45 . . . . . . . . . . . . . . . . . . 32,000 PepsiCo, Inc. 4.250%, 10/22/44 . . . . . . . . . . . . . . . . . . 751,000 4.450%, 04/14/46 . . . . . . . . . . . . . . . . . . 1,178,000

Value

Security Description

68,319 36,276 857,097 1,394,776 44,239,967

Biotechnology—0.4% Biogen, Inc. 3.625%, 09/15/22 . . . . . . . . . . . . . . . . . . 4.050%, 09/15/25 . . . . . . . . . . . . . . . . . . Celgene Corp. 3.875%, 08/15/25 . . . . . . . . . . . . . . . . . . 5.000%, 08/15/45 . . . . . . . . . . . . . . . . . . Gilead Sciences, Inc. 2.550%, 09/01/20 . . . . . . . . . . . . . . . . . . 3.500%, 02/01/25 . . . . . . . . . . . . . . . . . . 4.600%, 09/01/35 . . . . . . . . . . . . . . . . . . 4.750%, 03/01/46 . . . . . . . . . . . . . . . . . .

1,350,000 1,625,000

1,445,978 1,769,217

1,120,000 920,000

1,197,514 1,035,844

1,675,000 2,525,000 1,800,000 1,675,000

1,730,111 2,674,548 1,978,990 1,871,900 13,704,102

Building Materials—0.1% Hardwoods Acquisition, Inc. 7.500%, 08/01/21 (144A) . . . . . . . . . . . . . 2,800,000 NWH Escrow Corp. 7.500%, 08/01/21 (144A) . . . . . . . . . . . . . 550,000 Ply Gem Industries, Inc. 6.500%, 02/01/22 . . . . . . . . . . . . . . . . . . 1,540,000

Commercial Services—(Continued) Board of Trustees of The Leland Stanford Junior University (The) 4.750%, 05/01/19 . . . . . . . . . . . . . . . . . Cleveland Clinic Foundation (The) 4.858%, 01/01/2114 . . . . . . . . . . . . . . . Ecolab, Inc. 4.350%, 12/08/21 . . . . . . . . . . . . . . . . . Massachusetts Institute of Technology 5.600%, 07/01/2111 . . . . . . . . . . . . . . . Metropolitan Museum of Art (The) 3.400%, 07/01/45 . . . . . . . . . . . . . . . . . Total System Services, Inc. 4.800%, 04/01/26 . . . . . . . . . . . . . . . . . UBM plc 5.750%, 11/03/20 (144A) . . . . . . . . . . . . United Rentals North America, Inc. 5.875%, 09/15/26 . . . . . . . . . . . . . . . . . 6.125%, 06/15/23 (a) . . . . . . . . . . . . . . . University of Southern California 5.250%, 10/01/2111 . . . . . . . . . . . . . . . Verisk Analytics, Inc. 5.500%, 06/15/45 . . . . . . . . . . . . . . . . .

Principal Amount*

950,000 $

Value

1,035,600

1,450,000

1,629,931

70,000

78,589

800,000

1,105,817

2,025,000

2,097,527

2,201,000

2,437,238

50,000

54,185

8,000,000 1,850,000

8,240,000 1,940,187

550,000

722,651

1,571,000

1,685,198 28,478,932

2,107,000 413,875 1,563,100 4,083,975

Computers—0.4% Compiler Finance Sub, Inc. 7.000%, 05/01/21 (144A) (d) . . . . . . . . . 70,000 Diamond 1 Finance Corp. / Diamond 2 Finance Corp. 3.480%, 06/01/19 (144A) . . . . . . . . . . . . 1,000,000 4.420%, 06/15/21 (144A) . . . . . . . . . . . . 12,010,000

32,550

1,028,470 12,551,891 13,612,911

Chemicals—0.5% Eastman Chemical Co. 4.800%, 09/01/42 . . . . . . . . . . . . . . . . . . OCP S.A. 5.625%, 04/25/24 . . . . . . . . . . . . . . . . . . Potash Corp. of Saskatchewan, Inc. 4.875%, 03/30/20 . . . . . . . . . . . . . . . . . . Rain CII Carbon LLC / CII Carbon Corp. 8.000%, 12/01/18 (144A) . . . . . . . . . . . . . Westlake Chemical Corp. 4.625%, 02/15/21 (144A) . . . . . . . . . . . . . 4.875%, 05/15/23 (144A) . . . . . . . . . . . . .

740,000

758,585

9,930,000

10,784,973

40,000

43,831

1,275,000

1,247,205

1,480,000 1,820,000

1,546,600 1,901,900 16,283,094

Coal—0.1% Murray Energy Corp. 11.250%, 04/15/21 (144A) . . . . . . . . . . . . 4,550,000 Commercial Services—0.8% AA Bond Co., Ltd. 5.500%, 07/31/22 (GBP) . . . . . . . . . . . . . . 2,690,000 ADT Corp. (The) 4.125%, 06/15/23 . . . . . . . . . . . . . . . . . . 4,070,000

2,559,375

3,443,059 4,008,950

Diversified Financial Services—2.0% AerCap Ireland Capital, Ltd. / AerCap Global Aviation Trust 4.625%, 10/30/20 . . . . . . . . . . . . . . . . . 1,060,000 4.625%, 07/01/22 . . . . . . . . . . . . . . . . . 600,000 5.000%, 10/01/21 . . . . . . . . . . . . . . . . . 15,056,000 Ally Financial, Inc. 5.750%, 11/20/25 (a) . . . . . . . . . . . . . . . 5,392,000 8.000%, 11/01/31 . . . . . . . . . . . . . . . . . 1,025,000 Carlyle Holdings II Finance LLC 5.625%, 03/30/43 (144A) . . . . . . . . . . . . 3,370,000 CIT Group, Inc. 5.000%, 08/15/22 . . . . . . . . . . . . . . . . . 1,482,000 GE Capital International Funding Co. 2.342%, 11/15/20 . . . . . . . . . . . . . . . . . 538,000 International Lease Finance Corp. 6.250%, 05/15/19 . . . . . . . . . . . . . . . . . 2,470,000 8.250%, 12/15/20 . . . . . . . . . . . . . . . . . 2,613,000 KKR Group Finance Co. II LLC 5.500%, 02/01/43 (144A) . . . . . . . . . . . . 130,000 Macquarie Group, Ltd. 6.000%, 01/14/20 (144A) . . . . . . . . . . . . 3,200,000 6.250%, 01/14/21 (144A) . . . . . . . . . . . . 400,000

MSF-263

1,113,000 630,750 16,072,280 5,641,380 1,263,313 3,657,185 1,574,625 552,574 2,676,862 3,102,937 137,108 3,537,738 456,477

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description

Principal Amount*

Diversified Financial Services—(Continued) Navient Corp. 5.000%, 10/26/20 . . . . . . . . . . . . . . . . . 5,811,000 $ 5.875%, 10/25/24 . . . . . . . . . . . . . . . . . 3,150,000 8.000%, 03/25/20 . . . . . . . . . . . . . . . . . 1,610,000 Quicken Loans, Inc. 5.750%, 05/01/25 (144A) . . . . . . . . . . . . 19,470,000 Visa, Inc. 3.150%, 12/14/25 . . . . . . . . . . . . . . . . . 1,850,000

Value

5,731,099 2,866,500 1,726,725 19,323,975 1,954,212 72,018,740

Electric—1.2% Comision Federal de Electricidad 6.125%, 06/16/45 (144A) . . . . . . . . . . . . 10,430,000 Electricite de France S.A. 5.250%, 01/29/23 (144A) (c) . . . . . . . . . . 950,000 Enel S.p.A. 7.750%, 09/10/75 (GBP) (c) . . . . . . . . . . . 2,450,000 Exelon Corp. 5.625%, 06/15/35 . . . . . . . . . . . . . . . . . 255,000 FirstEnergy Corp. 4.250%, 03/15/23 . . . . . . . . . . . . . . . . . 1,560,000 7.375%, 11/15/31 . . . . . . . . . . . . . . . . . 3,550,000 Mirant Mid Atlantic Pass-Through Trust 10.060%, 12/30/28 . . . . . . . . . . . . . . . . 5,056,588 NSG Holdings LLC / NSG Holdings, Inc. 7.750%, 12/15/25 (144A) (d) . . . . . . . . . 2,802,397 Pacific Gas & Electric Co. 6.050%, 03/01/34 . . . . . . . . . . . . . . . . . 1,180,000 Panoche Energy Center LLC 6.885%, 07/31/29 (144A) . . . . . . . . . . . . 713,638 Perusahaan Listrik Negara PT 5.500%, 11/22/21 . . . . . . . . . . . . . . . . . 9,750,000 Southern California Edison Co. 3.900%, 03/15/43 . . . . . . . . . . . . . . . . . 1,217,000

11,160,100 928,720 3,527,654 304,694 1,654,258 4,612,195 3,868,290 3,012,577 1,573,541 741,671 10,854,090 1,319,515

780,000 1,300,000

836,841 1,413,538

1,539,668

1,575,256

Engineering & Construction—0.3% CRCC Yuxiang, Ltd. 3.500%, 05/16/23 . . . . . . . . . . . . . . . . . 10,520,000

10,899,141

Entertainment—0.1% Greektown Holdings LLC / Greektown Mothership Corp. 8.875%, 03/15/19 (144A) . . . . . . . . . . . .

Entertainment—(Continued) Vue International Bidco PLC 7.875%, 07/15/20 (GBP) . . . . . . . . . . . . .

2,510,000 $

Value

3,376,962 4,593,087

Environmental Control—0.0% Waste Management, Inc. 3.500%, 05/15/24 (a) . . . . . . . . . . . . . . . 4.600%, 03/01/21 . . . . . . . . . . . . . . . . . 7.375%, 05/15/29 . . . . . . . . . . . . . . . . .

890,000 180,000 190,000

959,553 199,937 268,386

Food—0.3% Dole Food Co., Inc. 7.250%, 05/01/19 (144A) (a) . . . . . . . . . Kraft Heinz Foods Co. 3.500%, 06/06/22 . . . . . . . . . . . . . . . . . 3.950%, 07/15/25 . . . . . . . . . . . . . . . . . 4.875%, 02/15/25 (144A) . . . . . . . . . . . . 5.000%, 07/15/35 . . . . . . . . . . . . . . . . . 5.200%, 07/15/45 . . . . . . . . . . . . . . . . .

8,520,000

8,647,800

570,000 280,000 1,157,000 380,000 390,000

605,629 302,943 1,275,922 438,833 461,224 11,732,351

Healthcare-Products—0.7% DJO Finance LLC / DJO Finance Corp. 10.750%, 04/15/20 (144A) . . . . . . . . . . . 2,060,000 DJO Finco, Inc. / DJO Finance LLC / DJO Finance Corp. 8.125%, 06/15/21 (144A) . . . . . . . . . . . . 4,570,000 Immucor, Inc. 11.125%, 08/15/19 . . . . . . . . . . . . . . . . 4,810,000 Medtronic, Inc. 3.150%, 03/15/22 . . . . . . . . . . . . . . . . . 2,393,000 3.500%, 03/15/25 . . . . . . . . . . . . . . . . . 1,730,000 Universal Hospital Services, Inc. 7.625%, 08/15/20 . . . . . . . . . . . . . . . . . 10,255,000

1,709,800

4,238,675 4,533,425 2,544,436 1,862,978 9,767,888 24,657,202

2,250,379 Energy-Alternate Sources—0.0% Alta Wind Holdings LLC 7.000%, 06/30/35 (144A) (d) . . . . . . . . .

Principal Amount*

1,427,876

43,557,305 Electronics—0.1% Flex, Ltd. 4.625%, 02/15/20 . . . . . . . . . . . . . . . . . Flextronics International, Ltd. 5.000%, 02/15/23 . . . . . . . . . . . . . . . . .

Security Description

1,150,000

1,216,125

Healthcare-Services—1.6% Centene Corp. 4.750%, 05/15/22 . . . . . . . . . . . . . . . . . 5.625%, 02/15/21 . . . . . . . . . . . . . . . . . 6.125%, 02/15/24 . . . . . . . . . . . . . . . . . DaVita, Inc. 5.000%, 05/01/25 . . . . . . . . . . . . . . . . . Dignity Health 3.812%, 11/01/24 . . . . . . . . . . . . . . . . . 4.500%, 11/01/42 . . . . . . . . . . . . . . . . . Fresenius Medical Care U.S. Finance II, Inc. 4.750%, 10/15/24 (144A) . . . . . . . . . . . . 5.875%, 01/31/22 (144A) . . . . . . . . . . . . HCA, Inc. 4.750%, 05/01/23 . . . . . . . . . . . . . . . . . 5.250%, 04/15/25 . . . . . . . . . . . . . . . . . 5.250%, 06/15/26 . . . . . . . . . . . . . . . . .

MSF-264

6,600,000 1,906,000 3,073,000

6,814,500 2,020,360 3,334,205

4,190,000

4,205,713

1,800,000 339,000

1,922,641 359,915

700,000 3,225,000

735,000 3,652,313

590,000 1,655,000 1,270,000

615,075 1,764,644 1,349,375

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Healthcare-Services—(Continued) HCA, Inc. 5.375%, 02/01/25 . . . . . . . . . . . . . . . . . . 5.875%, 05/01/23 . . . . . . . . . . . . . . . . . . 6.500%, 02/15/20 . . . . . . . . . . . . . . . . . . 7.500%, 02/15/22 . . . . . . . . . . . . . . . . . . 7.690%, 06/15/25 . . . . . . . . . . . . . . . . . . IASIS Healthcare LLC / IASIS Capital Corp. 8.375%, 05/15/19 . . . . . . . . . . . . . . . . . . Memorial Sloan-Kettering Cancer Center 4.200%, 07/01/55 . . . . . . . . . . . . . . . . . . Tenet Healthcare Corp. 8.125%, 04/01/22 . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

4,615,000 $ 50,000 1,550,000 6,583,000 1,817,000

4,764,988 53,250 1,716,625 7,553,992 2,042,144

7,887,000

7,137,735

1,825,000

2,041,330

3,655,000

3,655,000 55,738,805

Holding Companies-Diversified—0.3% Co-operative Group Holdings, Ltd. 7.500%, 07/08/26 (GBP) . . . . . . . . . . . . . . 2,410,000 DH Services Luxembourg S.a.r.l. 7.750%, 12/15/20 (144A) . . . . . . . . . . . . . 6,940,000

Principal Amount*

Security Description

3,732,221 7,234,950 10,967,171

Insurance—(Continued) Chubb INA Holdings, Inc. 2.300%, 11/03/20 . . . . . . . . . . . . . . . . . 3.350%, 05/03/26 . . . . . . . . . . . . . . . . . 4.350%, 11/03/45 . . . . . . . . . . . . . . . . . Delphi Financial Group, Inc. 7.875%, 01/31/20 . . . . . . . . . . . . . . . . . Liberty Mutual Insurance Co. 7.697%, 10/15/97 (144A) . . . . . . . . . . . . Prudential Financial, Inc. 5.625%, 06/15/43 (c) . . . . . . . . . . . . . . . 5.875%, 09/15/42 (c) . . . . . . . . . . . . . . . 8.875%, 06/15/38 (c) . . . . . . . . . . . . . . . Teachers Insurance & Annuity Association of America 4.900%, 09/15/44 (144A) . . . . . . . . . . . . 6.850%, 12/16/39 (144A) . . . . . . . . . . . . TIAA Asset Management Finance Co. LLC 4.125%, 11/01/24 (144A) . . . . . . . . . . . . Trinity Acquisition plc 4.400%, 03/15/26 . . . . . . . . . . . . . . . . .

Value

350,000 $ 470,000 1,104,000

359,100 503,256 1,276,086

2,190,000

2,513,104

2,600,000

3,382,920

550,000 1,200,000 915,000

593,340 1,323,900 1,015,650

1,771,000 2,546,000

1,991,867 3,461,320

1,807,000

1,904,990

1,650,000

1,728,050 27,840,536

Home Builders—0.8% Meritage Homes Corp. 7.000%, 04/01/22 . . . . . . . . . . . . . . . . . . Taylor Morrison Communities, Inc. / Monarch Communities, Inc. 5.250%, 04/15/21 (144A) . . . . . . . . . . . . . 5.625%, 03/01/24 (144A) . . . . . . . . . . . . . 5.875%, 04/15/23 (144A) . . . . . . . . . . . . . William Lyon Homes, Inc. 5.750%, 04/15/19 . . . . . . . . . . . . . . . . . . 7.000%, 08/15/22 . . . . . . . . . . . . . . . . . . 8.500%, 11/15/20 . . . . . . . . . . . . . . . . . .

2,500,000

2,787,500

3,955,000 6,000,000 780,000

4,083,538 6,180,000 817,050

4,247,000 8,040,000 3,060,000

4,331,940 8,281,200 3,197,700 29,678,928

Housewares—0.5% American Greetings Corp. 7.375%, 12/01/21 . . . . . . . . . . . . . . . . . . Newell Brands, Inc. 3.850%, 04/01/23 . . . . . . . . . . . . . . . . . . 4.200%, 04/01/26 . . . . . . . . . . . . . . . . . . 5.500%, 04/01/46 . . . . . . . . . . . . . . . . . .

1,505,000

1,565,200

2,750,000 4,000,000 6,800,000

2,927,281 4,356,432 8,249,094 17,098,007

Insurance—0.8% American Equity Investment Life Holding Co. 6.625%, 07/15/21 . . . . . . . . . . . . . . . . . . American International Group, Inc. 3.750%, 07/10/25 . . . . . . . . . . . . . . . . . . 6.250%, 03/15/87 (c) . . . . . . . . . . . . . . . . AXA S.A. 8.600%, 12/15/30 . . . . . . . . . . . . . . . . . . Berkshire Hathaway, Inc. 2.750%, 03/15/23 . . . . . . . . . . . . . . . . . . 3.125%, 03/15/26 . . . . . . . . . . . . . . . . . .

1,630,000

1,699,071

1,380,000 453,000

1,447,407 477,915

1,320,000

1,861,200

1,101,000 1,101,000

1,144,143 1,157,217

Internet—0.5% Alibaba Group Holding, Ltd. 3.125%, 11/28/21 . . . . . . . . . . . . . . . . . 10,475,000 eBay, Inc. 3.800%, 03/09/22 . . . . . . . . . . . . . . . . . 1,095,000 Netflix, Inc. 5.500%, 02/15/22 . . . . . . . . . . . . . . . . . 2,453,000 Priceline Group, Inc. (The) 3.650%, 03/15/25 . . . . . . . . . . . . . . . . . 1,625,000

10,922,220 1,170,964 2,640,041 1,704,245 16,437,470

Iron/Steel—0.3% Vale Overseas, Ltd. 6.250%, 08/10/26 (a) . . . . . . . . . . . . . . . 6.875%, 11/10/39 . . . . . . . . . . . . . . . . .

3,990,000 7,980,000

4,168,353 7,720,650 11,889,003

Leisure Time—0.9% Gibson Brands, Inc. 8.875%, 08/01/18 (144A) NCL Corp., Ltd. 4.625%, 11/15/20 (144A) 5.250%, 11/15/19 (144A) Viking Cruises, Ltd. 8.500%, 10/15/22 (144A) Vista Outdoor, Inc. 5.875%, 10/01/23 (144A)

............

2,070,000

1,542,150

............ ............

2,590,000 6,305,000

2,590,000 6,368,050

............

9,800,000

10,045,000

............

9,530,000

9,958,850 30,504,050

Lodging—0.4% MCE Finance, Ltd. 5.000%, 02/15/21 (144A) . . . . . . . . . . . .

MSF-265

2,450,000

2,462,720

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description

Principal Amount*

Lodging—(Continued) MGM Resorts International 6.000%, 03/15/23 (a) . . . . . . . . . . . . . . . . 5,592,000 $ 6.625%, 12/15/21 . . . . . . . . . . . . . . . . . . 4,180,000

Value

Security Description

6,067,320 4,702,500 13,232,540

Machinery-Construction & Mining—0.0% Ormat Funding Corp. 8.250%, 12/30/20 . . . . . . . . . . . . . . . . . . Media—2.6% Altice Financing S.A. 6.625%, 02/15/23 (144A) . . . . . . . . . . . . . 7.500%, 05/15/26 (144A) . . . . . . . . . . . . . CCO Holdings LLC / CCO Holdings Capital Corp. 5.375%, 05/01/25 (144A) . . . . . . . . . . . . . 5.875%, 04/01/24 (144A) . . . . . . . . . . . . . 6.625%, 01/31/22 . . . . . . . . . . . . . . . . . . Charter Communications Operating LLC / Charter Communications Operating Capital Corp. 4.464%, 07/23/22 (144A) . . . . . . . . . . . . . 4.908%, 07/23/25 (144A) . . . . . . . . . . . . . 6.384%, 10/23/35 (144A) . . . . . . . . . . . . . CSC Holdings LLC 6.625%, 10/15/25 (144A) . . . . . . . . . . . . . 10.125%, 01/15/23 (144A) . . . . . . . . . . . . 10.875%, 10/15/25 (144A) . . . . . . . . . . . . DISH DBS Corp. 5.000%, 03/15/23 . . . . . . . . . . . . . . . . . . 5.875%, 07/15/22 . . . . . . . . . . . . . . . . . . 5.875%, 11/15/24 . . . . . . . . . . . . . . . . . . 6.750%, 06/01/21 . . . . . . . . . . . . . . . . . . 7.750%, 07/01/26 (144A) . . . . . . . . . . . . . SFR Group S.A. 6.000%, 05/15/22 (144A) . . . . . . . . . . . . . 7.375%, 05/01/26 (144A) . . . . . . . . . . . . . Time Warner Cable LLC 5.875%, 11/15/40 . . . . . . . . . . . . . . . . . . Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH 5.500%, 01/15/23 (144A) . . . . . . . . . . . . . Univision Communications, Inc. 5.125%, 02/15/25 (144A) . . . . . . . . . . . . . UPCB Finance IV, Ltd. 5.375%, 01/15/25 (144A) . . . . . . . . . . . . . Viacom, Inc. 3.875%, 04/01/24 (a) . . . . . . . . . . . . . . . . Virgin Media Finance plc 6.000%, 10/15/24 (144A) . . . . . . . . . . . . . 6.375%, 10/15/24 (GBP) . . . . . . . . . . . . . . Virgin Media Secured Finance plc 5.375%, 04/15/21 (144A) . . . . . . . . . . . . . 5.500%, 08/15/26 (144A) . . . . . . . . . . . . .

506,834

501,766

5,340,000 5,000,000

5,480,175 5,206,250

880,000 2,184,000 2,300,000

922,900 2,330,110 2,409,250

280,000 3,660,000 4,647,000

302,137 4,037,181 5,473,144

2,680,000 1,125,000 6,447,000

2,907,800 1,296,563 7,542,990

3,247,000 2,880,000 2,450,000 75,000 3,630,000

3,157,708 2,959,862 2,419,375 81,000 3,856,875

7,185,000 3,040,000

7,328,700 3,107,458

1,942,000

2,156,566

5,975,000

6,199,063

9,890,000

9,951,812

2,296,000

2,306,676

240,000

247,360

3,985,000 2,510,000

4,124,515 3,383,468

2,736,900 2,000,000

2,853,218 2,040,000

Metal Fabricate/Hardware—0.0% Valmont Industries, Inc. 6.625%, 04/20/20 . . . . . . . . . . . . . . . . .

Principal Amount*

314,000 $

Mining—2.9% Alcoa Nederland Holding B.V. 6.750%, 09/30/24 (144A) (a) . . . . . . . . . 1,940,000 7.000%, 09/30/26 (144A) . . . . . . . . . . . . 1,770,000 Alcoa, Inc. 5.125%, 10/01/24 (a) . . . . . . . . . . . . . . . 2,125,000 Anglo American Capital plc 2.625%, 04/03/17 (144A) . . . . . . . . . . . . 850,000 2.625%, 09/27/17 (144A) (a) . . . . . . . . . 3,000,000 Barminco Finance Pty, Ltd. 9.000%, 06/01/18 (144A) . . . . . . . . . . . . 195,000 Barrick Gold Corp. 4.100%, 05/01/23 . . . . . . . . . . . . . . . . . 2,521,000 5.250%, 04/01/42 . . . . . . . . . . . . . . . . . 4,000,000 6.950%, 04/01/19 . . . . . . . . . . . . . . . . . 57,000 Barrick North America Finance LLC 4.400%, 05/30/21 . . . . . . . . . . . . . . . . . 400,000 5.750%, 05/01/43 . . . . . . . . . . . . . . . . . 11,289,000 BHP Billiton Finance USA, Ltd. 2.875%, 02/24/22 . . . . . . . . . . . . . . . . . 160,000 3.250%, 11/21/21 . . . . . . . . . . . . . . . . . 430,000 5.000%, 09/30/43 . . . . . . . . . . . . . . . . . 750,000 6.250%, 10/19/75 (144A) (c) . . . . . . . . . . 2,392,000 6.750%, 10/19/75 (144A) (c) . . . . . . . . . . 8,191,000 Coeur Mining, Inc. 7.875%, 02/01/21 . . . . . . . . . . . . . . . . . 2,471,000 FMG Resources Pty, Ltd. 6.875%, 04/01/22 (144A) (a) . . . . . . . . . 3,240,000 Freeport-McMoRan, Inc. 2.300%, 11/14/17 . . . . . . . . . . . . . . . . . 1,500,000 3.550%, 03/01/22 (a) . . . . . . . . . . . . . . . 5,670,000 3.875%, 03/15/23 . . . . . . . . . . . . . . . . . 4,704,000 Glencore Finance Canada, Ltd. 4.250%, 10/25/22 (144A) . . . . . . . . . . . . 788,000 Glencore Funding LLC 2.875%, 04/16/20 (144A) . . . . . . . . . . . . 2,890,000 4.000%, 04/16/25 (144A) . . . . . . . . . . . . 6,580,000 Gold Fields Orogen Holdings BVI, Ltd. 4.875%, 10/07/20 (144A) . . . . . . . . . . . . 2,745,000 Midwest Vanadium Pty, Ltd. 11.500%, 02/15/18 (144A) (d) (e) . . . . . . 952,902 Mirabela Nickel, Ltd. 1.000%, 09/10/44 (144A) (d) (f) . . . . . . . . 36,053 Rio Tinto Finance USA, Ltd. 3.750%, 09/20/21 . . . . . . . . . . . . . . . . . 130,000 3.750%, 06/15/25 (a) . . . . . . . . . . . . . . . 7,330,000 Southern Copper Corp. 5.250%, 11/08/42 . . . . . . . . . . . . . . . . . 12,250,000 Yamana Gold, Inc. 4.950%, 07/15/24 . . . . . . . . . . . . . . . . . 9,130,000

94,082,156

MSF-266

Value

357,653

2,015,175 1,829,738 2,260,469 847,875 2,992,500 188,663 2,718,694 4,386,440 63,638 438,163 13,237,910 167,980 460,140 886,434 2,589,340 9,276,307 2,532,775 3,352,752 1,492,500 5,159,700 4,221,464 789,845 2,866,880 6,433,180 2,778,763 14,294 4 140,583 7,885,988 11,579,545 9,431,098 103,038,837

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Miscellaneous Manufacturing—0.5% Actuant Corp. 5.625%, 06/15/22 . . . . . . . . . . . . . . . . . CBC Ammo LLC / CBC FinCo, Inc. 7.250%, 11/15/21 (144A) . . . . . . . . . . . . General Electric Co. 4.500%, 03/11/44 . . . . . . . . . . . . . . . . . 5.000%, 01/21/21 (c) . . . . . . . . . . . . . . . 5.300%, 02/11/21 . . . . . . . . . . . . . . . . . 6.875%, 01/10/39 . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

3,380,000 $

3,521,554

1,400,000

1,365,000

260,000 9,740,000 187,000 1,258,000

299,320 10,358,003 214,268 1,894,891 17,653,036

Oil & Gas—5.1% Anadarko Finance Co. 7.500%, 05/01/31 . . . . . . . . . . . . . . . . . 80,000 Anadarko Petroleum Corp. 4.500%, 07/15/44 . . . . . . . . . . . . . . . . . 800,000 5.550%, 03/15/26 (a) . . . . . . . . . . . . . . . 3,000,000 6.450%, 09/15/36 . . . . . . . . . . . . . . . . . 220,000 6.600%, 03/15/46 . . . . . . . . . . . . . . . . . 7,000,000 Apache Corp. 3.250%, 04/15/22 . . . . . . . . . . . . . . . . . 574,000 4.250%, 01/15/44 . . . . . . . . . . . . . . . . . 260,000 4.750%, 04/15/43 . . . . . . . . . . . . . . . . . 12,000,000 Berry Petroleum Co. LLC 6.375%, 09/15/22 (e) (g) . . . . . . . . . . . . . 1,040,000 6.750%, 11/01/20 (e) (g) . . . . . . . . . . . . . 850,000 BP Capital Markets plc 3.119%, 05/04/26 . . . . . . . . . . . . . . . . . 11,580,000 3.245%, 05/06/22 . . . . . . . . . . . . . . . . . 220,000 Carrizo Oil & Gas, Inc. 6.250%, 04/15/23 (a) . . . . . . . . . . . . . . . 1,668,000 7.500%, 09/15/20 . . . . . . . . . . . . . . . . . 3,980,000 Chesapeake Energy Corp. 6.125%, 02/15/21 . . . . . . . . . . . . . . . . . 3,635,000 6.625%, 08/15/20 . . . . . . . . . . . . . . . . . 6,110,000 Clayton Williams Energy, Inc. 7.750%, 04/01/19 . . . . . . . . . . . . . . . . . 1,441,000 Concho Resources, Inc. 5.500%, 04/01/23 . . . . . . . . . . . . . . . . . 4,875,000 6.500%, 01/15/22 . . . . . . . . . . . . . . . . . 1,400,000 ConocoPhillips Holding Co. 6.950%, 04/15/29 . . . . . . . . . . . . . . . . . 375,000 Continental Resources, Inc. 7.125%, 04/01/21 (a) . . . . . . . . . . . . . . . 840,000 CrownRock L.P. / CrownRock Finance, Inc. 7.125%, 04/15/21 (144A) . . . . . . . . . . . . 3,850,000 Devon Energy Corp. 3.250%, 05/15/22 . . . . . . . . . . . . . . . . . 2,035,000 5.000%, 06/15/45 (a) . . . . . . . . . . . . . . . 2,110,000 5.600%, 07/15/41 . . . . . . . . . . . . . . . . . 110,000 5.850%, 12/15/25 (a) . . . . . . . . . . . . . . . 970,000 Devon Financing Co. LLC 7.875%, 09/30/31 . . . . . . . . . . . . . . . . . 140,000 Ecopetrol S.A. 5.375%, 06/26/26 . . . . . . . . . . . . . . . . . 11,570,000

99,040 733,998 3,390,117 257,026 8,517,285 589,006 252,569 12,261,132 587,600 484,500 11,833,660 231,708 1,651,320 4,119,300 3,335,112 5,751,037 1,408,578 5,027,344 1,452,500 476,868 865,200 4,023,250 2,020,452 2,052,682 110,989 1,091,618 173,430 12,043,791

Principal Amount*

Oil & Gas—(Continued) Ensco plc 4.500%, 10/01/24 . . . . . . . . . . . . . . . . . 2,377,000 $ 5.200%, 03/15/25 (a) . . . . . . . . . . . . . . . 2,212,000 EOG Resources, Inc. 3.150%, 04/01/25 . . . . . . . . . . . . . . . . . 1,248,000 4.150%, 01/15/26 . . . . . . . . . . . . . . . . . 1,665,000 Exxon Mobil Corp. 4.114%, 03/01/46 . . . . . . . . . . . . . . . . . 1,630,000 Kerr-McGee Corp. 6.950%, 07/01/24 . . . . . . . . . . . . . . . . . 290,000 7.875%, 09/15/31 . . . . . . . . . . . . . . . . . 285,000 MEG Energy Corp. 6.375%, 01/30/23 (144A) . . . . . . . . . . . . 3,825,000 6.500%, 03/15/21 (144A) . . . . . . . . . . . . 1,411,000 7.000%, 03/31/24 (144A) . . . . . . . . . . . . 796,000 Newfield Exploration Co. 5.625%, 07/01/24 . . . . . . . . . . . . . . . . . 4,116,000 Noble Energy, Inc. 6.000%, 03/01/41 . . . . . . . . . . . . . . . . . 10,200,000 Oasis Petroleum, Inc. 6.500%, 11/01/21 (a) . . . . . . . . . . . . . . . 2,110,000 6.875%, 03/15/22 . . . . . . . . . . . . . . . . . 4,817,000 Occidental Petroleum Corp. 3.125%, 02/15/22 . . . . . . . . . . . . . . . . . 110,000 3.500%, 06/15/25 . . . . . . . . . . . . . . . . . 1,850,000 4.625%, 06/15/45 . . . . . . . . . . . . . . . . . 230,000 Pacific Exploration and Production Corp. 5.375%, 01/26/19 (144A) . . . . . . . . . . . . 710,000 Parsley Energy LLC / Parsley Finance Corp. 6.250%, 06/01/24 (144A) . . . . . . . . . . . . 5,360,000 7.500%, 02/15/22 (144A) . . . . . . . . . . . . 1,703,000 Petrobras Global Finance B.V. 6.850%, 06/05/2115 (g) . . . . . . . . . . . . . 17,700,000 Pride International, Inc. 6.875%, 08/15/20 (a) . . . . . . . . . . . . . . . 1,795,000 QEP Resources, Inc. 5.250%, 05/01/23 . . . . . . . . . . . . . . . . . 2,650,000 6.875%, 03/01/21 (a) . . . . . . . . . . . . . . . 1,050,000 Range Resources Corp. 4.875%, 05/15/25 . . . . . . . . . . . . . . . . . 2,875,000 Rice Energy, Inc. 6.250%, 05/01/22 (a) . . . . . . . . . . . . . . . 3,388,000 7.250%, 05/01/23 . . . . . . . . . . . . . . . . . 2,050,000 RSP Permian, Inc. 6.625%, 10/01/22 . . . . . . . . . . . . . . . . . 4,284,000 Sanchez Energy Corp. 6.125%, 01/15/23 (g) . . . . . . . . . . . . . . . 3,710,000 7.750%, 06/15/21 (a) (g) . . . . . . . . . . . . . 3,000,000 Shell International Finance B.V. 2.875%, 05/10/26 . . . . . . . . . . . . . . . . . 2,840,000 3.250%, 05/11/25 (a) . . . . . . . . . . . . . . . 1,773,000 4.000%, 05/10/46 . . . . . . . . . . . . . . . . . 360,000 4.125%, 05/11/35 . . . . . . . . . . . . . . . . . 470,000 4.550%, 08/12/43 . . . . . . . . . . . . . . . . . 735,000 SM Energy Co. 5.000%, 01/15/24 . . . . . . . . . . . . . . . . . 70,000 6.500%, 11/15/21 (a) . . . . . . . . . . . . . . . 1,725,000

MSF-267

Value

1,711,440 1,617,744 1,265,378 1,818,533 1,822,003 348,619 353,532 3,026,531 1,151,729 628,840 4,218,900 11,035,156 2,015,050 4,612,277 115,452 1,969,689 259,972 124,566 5,534,200 1,809,437 14,974,200 1,772,562 2,610,250 1,094,625 2,760,000 3,498,110 2,193,500 4,487,490 2,977,275 2,640,000 2,882,447 1,867,808 368,281 504,122 810,711 65,800 1,763,812

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description Oil & Gas—(Continued) Valero Energy Corp. 9.375%, 03/15/19 . . . . . . . . . . . . . . . . . Whiting Petroleum Corp. 6.250%, 04/01/23 (a) . . . . . . . . . . . . . . . WPX Energy, Inc. 8.250%, 08/01/23 . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

1,230,000 $

1,447,987

1,755,000

1,601,437

20,000

21,500 180,622,077

Oil & Gas Services—0.6% CGG S.A. 6.500%, 06/01/21 . . . . . . . . . . . . . . . . . 6.875%, 01/15/22 . . . . . . . . . . . . . . . . . Freeport-McMoran Oil & Gas LLC / FCX Oil & Gas, Inc. 6.750%, 02/01/22 . . . . . . . . . . . . . . . . . Globe Luxembourg SCA 9.625%, 05/01/18 (144A) . . . . . . . . . . . . Halliburton Co. 3.800%, 11/15/25 . . . . . . . . . . . . . . . . . 4.850%, 11/15/35 . . . . . . . . . . . . . . . . . 5.000%, 11/15/45 . . . . . . . . . . . . . . . . . KCA Deutag UK Finance plc 7.250%, 05/15/21 (144A) . . . . . . . . . . . .

2,840,000 220,000

1,384,500 112,200

1,453,000

1,492,958

4,500,000

4,128,750

Value

2,201,000 $

2,350,602

2,404,000

2,482,137

5,342,000

4,994,770

2,030,000

2,146,725

1,653,000

1,792,176

1,740,000 675,000 3,340,000 1,070,000

1,487,700 582,188 2,876,575 1,003,125

1,766,000

1,819,895 33,966,487

1,210,000 2,000,000 8,200,000 1,430,000

1,250,972 2,143,678 8,950,349 1,172,600 20,636,007

Packaging & Containers—0.7% Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. 7.000%, 11/15/20 (144A) . . . . . . . . . . . . 7.250%, 05/15/24 (144A) . . . . . . . . . . . . BWAY Holding Co. 9.125%, 08/15/21 (144A) . . . . . . . . . . . . Coveris Holdings S.A. 7.875%, 11/01/19 (144A) . . . . . . . . . . . . Graphic Packaging International, Inc. 4.750%, 04/15/21 . . . . . . . . . . . . . . . . . 4.875%, 11/15/22 . . . . . . . . . . . . . . . . . Pactiv LLC 7.950%, 12/15/25 . . . . . . . . . . . . . . . . . 8.375%, 04/15/27 . . . . . . . . . . . . . . . . . Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC 5.125%, 07/15/23 (144A) . . . . . . . . . . . . 5.750%, 10/15/20 . . . . . . . . . . . . . . . . . 7.000%, 07/15/24 (144A) . . . . . . . . . . . . WestRock RKT Co. 4.000%, 03/01/23 . . . . . . . . . . . . . . . . .

Pharmaceuticals—(Continued) AstraZeneca plc 3.375%, 11/16/25 . . . . . . . . . . . . . . . . . . Bayer U.S. Finance LLC 3.375%, 10/08/24 (144A) . . . . . . . . . . . . . BioScrip, Inc. 8.875%, 02/15/21 . . . . . . . . . . . . . . . . . . DPx Holdings B.V. 7.500%, 02/01/22 (144A) . . . . . . . . . . . . . Mead Johnson Nutrition Co. 4.125%, 11/15/25 . . . . . . . . . . . . . . . . . . Valeant Pharmaceuticals International, Inc. 5.500%, 03/01/23 (144A) . . . . . . . . . . . . . 5.875%, 05/15/23 (144A) . . . . . . . . . . . . . 6.125%, 04/15/25 (144A) . . . . . . . . . . . . . 6.375%, 10/15/20 (144A) . . . . . . . . . . . . . Zoetis, Inc. 3.250%, 02/01/23 . . . . . . . . . . . . . . . . . .

Principal Amount*

211,765 5,000,000

218,647 5,325,000

1,263,000

1,310,362

3,190,000

3,261,775

1,400,000 1,337,000

1,494,500 1,403,850

1,300,000 3,180,000

1,417,000 3,529,800

2,010,000 1,250,000 2,920,000

2,075,325 1,289,063 3,131,700

140,000

147,843 24,604,865

Pharmaceuticals—1.0% Actavis Funding SCS 3.450%, 03/15/22 . . . . . . . . . . . . . . . . . 450,000 3.800%, 03/15/25 . . . . . . . . . . . . . . . . . 690,000 4.550%, 03/15/35 . . . . . . . . . . . . . . . . . 50,000 4.750%, 03/15/45 . . . . . . . . . . . . . . . . . 10,220,000

472,427 730,264 53,110 11,174,793

Pipelines—2.5% Blue Racer Midstream LLC / Blue Racer Finance Corp. 6.125%, 11/15/22 (144A) . . . . . . . . . . . . . El Paso Natural Gas Co. LLC 8.375%, 06/15/32 . . . . . . . . . . . . . . . . . . Energy Transfer Equity L.P. 5.500%, 06/01/27 . . . . . . . . . . . . . . . . . . 5.875%, 01/15/24 . . . . . . . . . . . . . . . . . . Enterprise Products Operating LLC 3.700%, 02/15/26 . . . . . . . . . . . . . . . . . . 3.750%, 02/15/25 . . . . . . . . . . . . . . . . . . 3.900%, 02/15/24 . . . . . . . . . . . . . . . . . . 4.465%, 08/01/66 (c) . . . . . . . . . . . . . . . . Genesis Energy L.P. / Genesis Energy Finance Corp. 6.000%, 05/15/23 . . . . . . . . . . . . . . . . . . 6.750%, 08/01/22 . . . . . . . . . . . . . . . . . . Hiland Partners L.P. / Hiland Partner Finance Corp. 7.250%, 10/01/20 (144A) . . . . . . . . . . . . . IFM U.S. Colonial Pipeline 2 LLC 6.450%, 05/01/21 (144A) . . . . . . . . . . . . . Kinder Morgan, Inc. 5.550%, 06/01/45 . . . . . . . . . . . . . . . . . . 7.800%, 08/01/31 . . . . . . . . . . . . . . . . . . MPLX L.P. 4.875%, 12/01/24 . . . . . . . . . . . . . . . . . . 5.500%, 02/15/23 . . . . . . . . . . . . . . . . . . NGPL PipeCo LLC 7.768%, 12/15/37 (144A) . . . . . . . . . . . . . Niska Gas Storage, Ltd. / Niska Gas Storage Canada Finance Corp. 6.500%, 04/01/19 . . . . . . . . . . . . . . . . . . Plains All American Pipeline L.P. / PAA Finance Corp. 4.650%, 10/15/25 (a) . . . . . . . . . . . . . . . .

MSF-268

3,185,000

3,113,337

190,000

236,749

1,376,000 1,638,000

1,369,120 1,699,425

1,072,000 2,100,000 225,000 1,059,000

1,103,528 2,176,320 235,336 998,213

6,046,000 5,004,000

6,000,655 5,156,022

400,000

414,500

2,500,000

2,822,463

4,130,000 67,000

4,236,930 81,652

6,130,000 1,680,000

6,340,418 1,735,603

1,640,000

1,779,400

5,703,000

5,660,227

2,050,000

2,123,519

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description

Principal Amount*

Pipelines—(Continued) Regency Energy Partners L.P. / Regency Energy Finance Corp. 5.875%, 03/01/22 . . . . . . . . . . . . . . . . . 780,000 $ Rockies Express Pipeline LLC 5.625%, 04/15/20 (144A) . . . . . . . . . . . . 1,298,000 6.875%, 04/15/40 (144A) . . . . . . . . . . . . 2,675,000 7.500%, 07/15/38 (144A) . . . . . . . . . . . . 6,175,000 Sabine Pass Liquefaction LLC 5.750%, 05/15/24 . . . . . . . . . . . . . . . . . 2,648,000 Southern Natural Gas Co. LLC 5.900%, 04/01/17 (144A) . . . . . . . . . . . . 10,000 8.000%, 03/01/32 . . . . . . . . . . . . . . . . . 25,000 Summit Midstream Holdings LLC / Summit Midstream Finance Corp. 7.500%, 07/01/21 . . . . . . . . . . . . . . . . . 4,020,000 Tesoro Logistics L.P. / Tesoro Logistics Finance Corp. 5.500%, 10/15/19 . . . . . . . . . . . . . . . . . 600,000 5.875%, 10/01/20 (a) . . . . . . . . . . . . . . . 1,753,000 6.125%, 10/15/21 . . . . . . . . . . . . . . . . . 1,200,000 6.250%, 10/15/22 . . . . . . . . . . . . . . . . . 1,720,000 Williams Cos., Inc. (The) 7.750%, 06/15/31 . . . . . . . . . . . . . . . . . 1,563,000 8.750%, 03/15/32 . . . . . . . . . . . . . . . . . 11,414,000

Value

Security Description

860,087 1,369,390 2,755,250 6,560,937 2,849,910 10,213 32,114

4,160,700

639,000 1,805,590 1,254,000 1,836,100 1,785,728 14,153,360 87,355,796

Real Estate—0.2% CBRE Services, Inc. 4.875%, 03/01/26 . . . . . . . . . . . . . . . . . Grainger plc 5.000%, 12/16/20 (GBP) . . . . . . . . . . . . .

Retail—1.9% 1011778 BC ULC / New Red Finance, Inc. 6.000%, 04/01/22 (144A) (a) . . . . . . . . . 10,120,000 $ AutoZone, Inc. 2.500%, 04/15/21 . . . . . . . . . . . . . . . . . 800,000 CST Brands, Inc. 5.000%, 05/01/23 . . . . . . . . . . . . . . . . . 2,692,000 CVS Health Corp. 3.875%, 07/20/25 . . . . . . . . . . . . . . . . . 496,000 5.125%, 07/20/45 . . . . . . . . . . . . . . . . . 1,440,000 Dollar Tree, Inc. 5.750%, 03/01/23 . . . . . . . . . . . . . . . . . 11,372,000 Guitar Center, Inc. 6.500%, 04/15/19 (144A) . . . . . . . . . . . . 2,370,000 L Brands, Inc. 5.625%, 02/15/22 . . . . . . . . . . . . . . . . . 6,100,000 6.625%, 04/01/21 . . . . . . . . . . . . . . . . . 3,103,000 6.950%, 03/01/33 . . . . . . . . . . . . . . . . . 8,060,000 McDonald’s Corp. 2.750%, 12/09/20 . . . . . . . . . . . . . . . . . 441,000 3.700%, 01/30/26 . . . . . . . . . . . . . . . . . 1,047,000 4.600%, 05/26/45 . . . . . . . . . . . . . . . . . 1,259,000 4.875%, 12/09/45 . . . . . . . . . . . . . . . . . 1,102,000 Neiman Marcus Group, Ltd. LLC 8.000%, 10/15/21 (144A) (a) . . . . . . . . . 10,123,000 PetSmart, Inc. 7.125%, 03/15/23 (144A) (a) . . . . . . . . . 4,716,000

Value

10,600,700 814,770 2,829,965 539,954 1,762,049 12,239,115 2,085,600 6,816,750 3,576,207 8,442,850 457,608 1,126,412 1,412,734 1,278,948 8,452,705 4,940,010 67,376,377

2,404,000

2,506,079

2,550,000

3,623,850 6,129,929

Real Estate Investment Trusts—0.7% Corrections Corp. of America 4.125%, 04/01/20 (a) . . . . . . . . . . . . . . . 5.000%, 10/15/22 (a) . . . . . . . . . . . . . . . Crown Castle International Corp. 5.250%, 01/15/23 . . . . . . . . . . . . . . . . . CTR Partnership L.P. / CareTrust Capital Corp. 5.875%, 06/01/21 . . . . . . . . . . . . . . . . . Digital Realty Trust L.P. 4.750%, 10/01/25 . . . . . . . . . . . . . . . . . EPR Properties 4.500%, 04/01/25 . . . . . . . . . . . . . . . . . Equinix, Inc. 5.375%, 04/01/23 . . . . . . . . . . . . . . . . . 5.875%, 01/15/26 . . . . . . . . . . . . . . . . . Iron Mountain, Inc. 4.375%, 06/01/21 (144A) . . . . . . . . . . . . 6.000%, 10/01/20 (144A) . . . . . . . . . . . . 6.000%, 08/15/23 . . . . . . . . . . . . . . . . .

Principal Amount*

Savings & Loans—0.1% Nationwide Building Society 6.875%, 06/20/19 (GBP) (c) . . . . . . . . . . . Washington Mutual Bank 6.875%, 06/15/11 (e) (f) . . . . . . . . . . . . .

2,640,000 6,000,000

3,260,153 600 3,260,753

1,260,000 5,400,000

1,184,400 4,887,000

1,850,000

2,094,829

2,410,000

2,494,350

1,668,000

1,809,887

1,112,000

1,126,799

1,065,000 1,214,000

1,116,919 1,305,050

4,580,000 1,657,000 560,000

4,744,596 1,748,135 597,800 23,109,765

Semiconductors—0.1% Intel Corp. 4.900%, 07/29/45 . . . . . . . . . . . . . . . . . Software—0.6% Activision Blizzard, Inc. 5.625%, 09/15/21 (144A) . . . . . . . . . . . . 6.125%, 09/15/23 (144A) . . . . . . . . . . . . First Data Corp. 5.750%, 01/15/24 (144A) . . . . . . . . . . . . 7.000%, 12/01/23 (144A) . . . . . . . . . . . . Microsoft Corp. 2.375%, 02/12/22 . . . . . . . . . . . . . . . . . Oracle Corp. 4.375%, 05/15/55 . . . . . . . . . . . . . . . . .

4,375,000

5,218,544

6,230,000 2,327,000

6,500,388 2,556,791

1,468,000 3,759,000

1,508,370 3,975,142

3,932,000

4,046,866

2,590,000

2,751,277 21,338,834

Telecommunications—3.2% AT&T, Inc. 3.950%, 01/15/25 . . . . . . . . . . . . . . . . .

MSF-269

4,723,000

5,013,498

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Corporate Bonds & Notes—(Continued) Security Description

Principal Amount*

Telecommunications—(Continued) AT&T, Inc. 4.125%, 02/17/26 . . . . . . . . . . . . . . . . . 2,771,000 $ 4.750%, 05/15/46 . . . . . . . . . . . . . . . . . 1,250,000 4.800%, 06/15/44 . . . . . . . . . . . . . . . . . 5,000,000 Bharti Airtel International Netherlands B.V. 5.350%, 05/20/24 . . . . . . . . . . . . . . . . . 9,810,000 CenturyLink, Inc. 5.625%, 04/01/20 . . . . . . . . . . . . . . . . . 690,000 5.625%, 04/01/25 . . . . . . . . . . . . . . . . . 1,670,000 5.800%, 03/15/22 . . . . . . . . . . . . . . . . . 520,000 6.450%, 06/15/21 . . . . . . . . . . . . . . . . . 1,175,000 6.750%, 12/01/23 . . . . . . . . . . . . . . . . . 1,290,000 CommScope, Inc. 5.500%, 06/15/24 (144A) . . . . . . . . . . . . 2,200,000 Digicel, Ltd. 6.750%, 03/01/23 . . . . . . . . . . . . . . . . . 4,810,000 Frontier Communications Corp. 8.875%, 09/15/20 . . . . . . . . . . . . . . . . . 50,000 11.000%, 09/15/25 . . . . . . . . . . . . . . . . 5,757,000 HC2 Holdings, Inc. 11.000%, 12/01/19 (144A) . . . . . . . . . . . 4,350,000 Sprint Capital Corp. 8.750%, 03/15/32 . . . . . . . . . . . . . . . . . 2,620,000 Sprint Communications, Inc. 9.000%, 11/15/18 (144A) . . . . . . . . . . . . 4,500,000 11.500%, 11/15/21 . . . . . . . . . . . . . . . . 5,143,000 Sprint Corp. 7.625%, 02/15/25 (a) . . . . . . . . . . . . . . . 1,790,000 7.875%, 09/15/23 . . . . . . . . . . . . . . . . . 8,000,000 T-Mobile USA, Inc. 6.500%, 01/15/24 . . . . . . . . . . . . . . . . . 803,000 6.542%, 04/28/20 . . . . . . . . . . . . . . . . . 900,000 6.625%, 11/15/20 . . . . . . . . . . . . . . . . . 875,000 6.633%, 04/28/21 . . . . . . . . . . . . . . . . . 3,425,000 6.836%, 04/28/23 . . . . . . . . . . . . . . . . . 228,000 Telefonica Europe B.V. 6.750%, 11/26/20 (GBP) (c) . . . . . . . . . . . 2,400,000 Verizon Communications, Inc. 4.862%, 08/21/46 . . . . . . . . . . . . . . . . . 70,000 5.012%, 08/21/54 . . . . . . . . . . . . . . . . . 1,582,000 5.150%, 09/15/23 . . . . . . . . . . . . . . . . . 1,790,000 6.550%, 09/15/43 . . . . . . . . . . . . . . . . . 6,778,000 West Corp. 5.375%, 07/15/22 (144A) . . . . . . . . . . . . 13,564,000 Windstream Services LLC 6.375%, 08/01/23 . . . . . . . . . . . . . . . . . 265,000 7.750%, 10/15/20 (a) . . . . . . . . . . . . . . . 5,925,000

Value

Security Description

2,994,345 1,308,069 5,248,605

Value

4,670,000 $

3,432,450

5,520,000

5,754,600

10,735,279

21,922,805

729,675 1,599,025 533,000 1,258,719 1,341,600

Trucking & Leasing—0.1% Penske Truck Leasing Co. L.P. / PTL Finance Corp. 3.375%, 02/01/22 (144A) . . . . . . . . . . .

3,495,000

3,634,527

2,310,000

Water—0.1% Anglian Water Osprey Financing plc 5.000%, 04/30/23 (GBP) . . . . . . . . . . . .

2,650,000

3,579,105

4,244,825 53,938 6,008,869 4,263,000 2,672,400 4,966,875 5,875,877 1,772,100 8,050,000 868,701 930,375 899,063 3,604,813 245,670 3,325,724 78,404 1,746,908 2,085,219 9,164,432 13,292,720 240,488 6,028,687 113,490,903

Transportation—0.6% FedEx Corp. 4.550%, 04/01/46 . . . . . . . . . . . . . . . . . Florida East Coast Holdings Corp. 6.750%, 05/01/19 (144A) . . . . . . . . . . . . 9.750%, 05/01/20 (144A) . . . . . . . . . . . .

Transportation—(Continued) Navios Maritime Acquisition Corp. / Navios Acquisition Finance U.S., Inc. 8.125%, 11/15/21 (144A) . . . . . . . . . . . XPO Logistics, Inc. 6.500%, 06/15/22 (144A) . . . . . . . . . . .

Principal Amount*

1,650,000

1,832,790

9,865,000 872,000

10,111,625 791,340

Total Corporate Bonds & Notes (Cost $1,706,111,952) . . . . . . . . . . . . . .

1,771,691,191

Foreign Government—16.6% Regional Government—0.1% Japan Finance Organization for Municipalities 4.000%, 01/13/21 . . . . . . . . . . . . . . . .

1,900,000

Sovereign—16.5% Abu Dhabi Government International Bond 3.125%, 05/03/26 (144A) . . . . . . . . . . . 17,360,000 Argentine Republic Government International Bonds 6.875%, 04/22/21 (144A) . . . . . . . . . . . 2,150,000 7.500%, 04/22/26 (144A) . . . . . . . . . . . 49,610,000 7.625%, 04/22/46 (144A) . . . . . . . . . . . 1,170,000 Bahamas Government International Bond 5.750%, 01/16/24 (144A) . . . . . . . . . . . 1,500,000 Bermuda Government International Bond 4.138%, 01/03/23 (144A) . . . . . . . . . . . 2,000,000 Brazil Notas do Tesouro Nacional 10.000%, 01/01/21 (BRL) . . . . . . . . . . . 25,000,000 10.000%, 01/01/23 (BRL) . . . . . . . . . . . 110,000,000 Brazilian Government International Bond 6.000%, 04/07/26 (a) . . . . . . . . . . . . . . 52,100,000 Ecuador Government International Bond 10.750%, 03/28/22 (144A) . . . . . . . . . . 7,010,000 Hungary Government International Bond 5.750%, 11/22/23 . . . . . . . . . . . . . . . . 31,214,000 Indonesia Government International Bonds 4.750%, 01/08/26 . . . . . . . . . . . . . . . . 23,000,000 5.125%, 01/15/45 . . . . . . . . . . . . . . . . 3,000,000 5.250%, 01/17/42 . . . . . . . . . . . . . . . . 41,590,000 Kazakhstan Government International Bond 5.125%, 07/21/25 . . . . . . . . . . . . . . . . 33,880,000 Mexican Bonos 8.500%, 11/18/38 (MXN) . . . . . . . . . . . 531,300,000

MSF-270

2,071,819

18,132,520

2,340,275 55,960,080 1,319,760 1,582,500 2,135,000 7,305,287 31,532,032 57,700,750 7,150,200 36,754,485 25,688,677 3,420,966 47,581,954 38,182,760 33,764,509

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Foreign Government—(Continued) Security Description

Principal Amount*

Sovereign—(Continued) Mexico Government International Bonds 4.125%, 01/21/26 . . . . . . . . . . . . . . . 8,170,000 $ 4.750%, 03/08/44 . . . . . . . . . . . . . . . 62,260,000 Peruvian Government International Bond 4.125%, 08/25/27 (a) . . . . . . . . . . . . . 33,400,000 Poland Government International Bonds 3.250%, 04/06/26 . . . . . . . . . . . . . . . 33,000,000 4.000%, 01/22/24 . . . . . . . . . . . . . . . 19,410,000 Portugal Government International Bond 5.125%, 10/15/24 (144A) . . . . . . . . . 14,000,000 Russian Federal Bonds - OFZ 7.050%, 01/19/28 (RUB) . . . . . . . . . . . 2,515,050,000

Value

Security Description

8,786,835 64,516,925 38,159,500 34,940,400 21,448,050 13,945,008 37,188,576 589,537,049

Total Foreign Government (Cost $553,442,261) . . . . . . . . . . . . . .

591,608,868

Mortgage-Backed Securities—12.6% Collateralized Mortgage Obligations—6.5% American Home Mortgage Assets Trust 0.715%, 12/25/46 (c) . . . . . . . . . . . . . 3,607,752 American Home Mortgage Investment Trust 1.105%, 11/25/45 (c) . . . . . . . . . . . . . 662,704 Banc of America Funding Trust 0.702%, 05/20/36 (c) . . . . . . . . . . . . . 296,524 0.789%, 09/29/36 (144A) (c) . . . . . . . 30,733,064 0.802%, 03/27/36 (144A) (c) . . . . . . . 6,224,502 Banc of America Mortgage Trust 2.763%, 12/25/34 (c) . . . . . . . . . . . . . 7,702 3.226%, 09/25/35 (c) . . . . . . . . . . . . . 141,734 5.750%, 01/25/35 . . . . . . . . . . . . . . . 350,027 BCAP LLC Trust 0.650%, 10/28/36 (144A) (c) . . . . . . . 3,644,074 3.165%, 05/26/47 (144A) (c) . . . . . . . 8,079,013 Bear Stearns ALT-A Trust 1.275%, 01/25/35 (c) . . . . . . . . . . . . . 1,515,000 3.371%, 08/25/34 (c) . . . . . . . . . . . . . 8,660,852 Bear Stearns Asset-Backed Securities Trust 31.311%, 07/25/36 (c) . . . . . . . . . . . . 795,697 Citigroup Mortgage Loan Trust, Inc. 3.082%, 12/25/35 (c) . . . . . . . . . . . . . 1,894,356 CitiMortgage Alternative Loan Trust 32.874%, 07/25/37 (c) . . . . . . . . . . . . 1,935,866 Countrywide Alternative Loan Trust 0.766%, 07/20/35 (c) . . . . . . . . . . . . . 1,901,878 0.795%, 01/25/36 (c) . . . . . . . . . . . . . 319,230 1.165%, 07/25/35 (c) . . . . . . . . . . . . . 1,300,000 5.750%, 01/25/37 . . . . . . . . . . . . . . . 3,368,866 6.000%, 01/25/37 . . . . . . . . . . . . . . . 3,521,021 15.784%, 06/25/35 (c) . . . . . . . . . . . . 2,311,294 21.224%, 02/25/36 (c) . . . . . . . . . . . . 2,183,933 26.499%, 07/25/36 (c) . . . . . . . . . . . . 3,755,201 35.848%, 08/25/37 (c) . . . . . . . . . . . . 1,936,077

2,420,209 571,475 283,764 14,659,595 3,448,027 7,477 129,791 355,062 3,467,472 5,490,546 1,291,449 8,816,803 1,318,888 1,676,942 3,490,250 1,690,073 262,558 1,239,451 2,711,841 3,061,716 2,886,819 2,707,889 5,481,757 3,616,243

Principal Amount*

Collateralized Mortgage Obligations—(Continued) Countrywide Alternative Loan Trust Resecuritization 6.000%, 08/25/37 . . . . . . . . . . . . . . . . . 8,558,599 $ Countrywide Home Loan Reperforming Loan REMIC Trust 0.885%, 03/25/35 (144A) (c) . . . . . . . . . . 723,684 0.945%, 11/25/34 (144A) (c) . . . . . . . . . . 77,555 5.646%, 03/25/35 (144A) (c) (d) (h) . . . . . 8,884,700 Credit Suisse Mortgage Trust 0.724%, 06/27/46 (144A) (c) . . . . . . . . . . 3,560,859 4.500%, 06/27/36 (144A) . . . . . . . . . . . . 1,929,045 27.636%, 02/25/36 (c) . . . . . . . . . . . . . . 2,156,436 DSLA Mortgage Loan Trust 0.741%, 03/19/45 (c) . . . . . . . . . . . . . . . 178,485 Fannie Mae Connecticut Avenue Securities 3.525%, 07/25/24 (c) . . . . . . . . . . . . . . . 5,470,000 5.775%, 10/25/23 (c) . . . . . . . . . . . . . . . 2,780,000 Freddie Mac Structured Agency Credit Risk Debt Notes 5.025%, 02/25/24 (c) . . . . . . . . . . . . . . . 2,210,000 5.175%, 10/25/28 (c) . . . . . . . . . . . . . . . 12,940,000 5.275%, 10/25/24 (c) . . . . . . . . . . . . . . . 5,925,000 GreenPoint MTA Trust 0.965%, 06/25/45 (c) . . . . . . . . . . . . . . . 1,788,489 GSMPS Mortgage Loan Trust 0.925%, 04/25/36 (144A) (c) . . . . . . . . . . 968,072 GSR Mortgage Loan Trust 3.179%, 10/25/35 (c) . . . . . . . . . . . . . . . 409,369 HarborView Mortgage Loan Trust 0.781%, 01/19/36 (c) . . . . . . . . . . . . . . . 1,151,859 1.331%, 11/19/34 (c) . . . . . . . . . . . . . . . 2,125,539 1.525%, 10/25/37 (c) . . . . . . . . . . . . . . . 1,975,409 Impac CMB Trust 1.164%, 09/25/34 (c) . . . . . . . . . . . . . . . 9,084,825 Impac Secured Assets CMN Owner Trust 0.845%, 03/25/36 (c) . . . . . . . . . . . . . . . 1,040,831 IndyMac INDX Mortgage Loan Trust 1.245%, 01/25/35 (c) . . . . . . . . . . . . . . . 1,326,137 2.966%, 03/25/35 (c) . . . . . . . . . . . . . . . 576,576 3.139%, 05/25/37 (c) . . . . . . . . . . . . . . . 4,651,382 JPMorgan Mortgage Trust 2.500%, 03/25/43 (144A) (c) . . . . . . . . . . 18,471 6.500%, 01/25/36 . . . . . . . . . . . . . . . . . 128,255 JPMorgan Resecuritization Trust 0.734%, 07/27/46 (144A) (c) . . . . . . . . . . 5,026,171 Lehman Mortgage Trust 6.105%, 02/25/37 (c) (g) (h) . . . . . . . . . . . 9,701,871 Lehman XS Trust 0.685%, 03/25/47 (c) . . . . . . . . . . . . . . . 3,607,878 0.725%, 08/25/46 (c) . . . . . . . . . . . . . . . 3,131,551 Luminent Mortgage Trust 0.715%, 05/25/46 (c) . . . . . . . . . . . . . . . 1,398,430 MASTR Adjustable Rate Mortgages Trust 2.984%, 11/25/35 (144A) (c) . . . . . . . . . . 72,041 MASTR Seasoned Securitization Trust 3.421%, 10/25/32 (c) . . . . . . . . . . . . . . . 172,693

MSF-271

Value

6,491,281

640,186 65,380 1,234,115 3,373,468 1,937,743 3,285,232 157,617 5,476,841 3,078,011

2,394,548 13,611,123 6,332,116 1,562,051 799,789 356,031 770,862 1,880,974 1,844,773 8,570,024 745,529 986,715 551,014 3,710,533 18,739 105,539 4,692,622 3,683,186 3,239,009 2,508,045 1,057,480 54,159 167,819

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Mortgage-Backed Securities—(Continued) Security Description

Principal Amount*

Collateralized Mortgage Obligations—(Continued) Merrill Lynch Mortgage Investors Trust 3.087%, 08/25/33 (c) . . . . . . . . . . . . . . . 1,059,238 $ 3.170%, 05/25/34 (c) . . . . . . . . . . . . . . . 115,434 Morgan Stanley Mortgage Loan Trust 0.845%, 01/25/35 (c) . . . . . . . . . . . . . . . 1,135,786 New Residential Mortgage Loan Trust 4.250%, 09/25/56 (144A) (c) . . . . . . . . . . 8,390,000 Nomura Resecuritization Trust 0.323%, 07/26/37 (144A) (c) . . . . . . . . . . 2,795,999 0.714%, 05/26/46 (144A) (c) . . . . . . . . . . 17,785,312 0.784%, 02/26/46 (144A) (c) . . . . . . . . . . 4,868,000 NovaStar Mortgage Funding Trust 0.643%, 09/25/46 (c) . . . . . . . . . . . . . . . 1,080,878 Prime Mortgage Trust 5.500%, 05/25/35 (144A) . . . . . . . . . . . . 1,200,638 6.000%, 05/25/35 (144A) . . . . . . . . . . . . 2,899,657 RBSGC Mortgage Loan Trust 0.975%, 01/25/37 (c) . . . . . . . . . . . . . . . 986,888 Residential Accredit Loans, Inc. Trust 0.715%, 05/25/47 (c) . . . . . . . . . . . . . . . 1,704,664 0.735%, 04/25/46 (c) . . . . . . . . . . . . . . . 1,830,272 0.785%, 04/25/46 (c) . . . . . . . . . . . . . . . 949,662 1.815%, 11/25/37 (c) . . . . . . . . . . . . . . . 5,394,387 Residential Asset Securitization Trust 5.750%, 02/25/36 . . . . . . . . . . . . . . . . . 2,776,120 6.025%, 12/25/36 (c) (g) (h) . . . . . . . . . . . 15,320,187 Sequoia Mortgage Trust 1.611%, 06/20/33 (c) . . . . . . . . . . . . . . . 160,551 3.728%, 07/25/45 (144A) (c) . . . . . . . . . . 10,682 Structured Adjustable Rate Mortgage Loan Trust 2.023%, 09/25/37 (c) . . . . . . . . . . . . . . . 5,377,344 2.879%, 01/25/35 (c) . . . . . . . . . . . . . . . 747,888 3.332%, 09/25/35 (c) . . . . . . . . . . . . . . . 1,002,866 3.360%, 03/25/34 (c) . . . . . . . . . . . . . . . 126,219 Structured Asset Mortgage Investments Trust 0.735%, 05/25/46 (c) . . . . . . . . . . . . . . . 272,633 0.805%, 02/25/36 (c) . . . . . . . . . . . . . . . 4,954,138 2.817%, 08/25/35 (c) . . . . . . . . . . . . . . . 95,770 Structured Asset Securities Corp. Trust 0.875%, 03/25/35 (c) . . . . . . . . . . . . . . . 2,090,873 WaMu Mortgage Pass-Through Certificates Trust Zero Coupon, 07/25/45 (c) . . . . . . . . . . . . 24,376 0.795%, 12/25/45 (c) . . . . . . . . . . . . . . . 854,244 1.299%, 07/25/47 (c) . . . . . . . . . . . . . . . 145,327 1.943%, 03/25/47 (c) . . . . . . . . . . . . . . . 2,906,618 2.533%, 09/25/36 (c) . . . . . . . . . . . . . . . 1,108,691 2.695%, 08/25/33 (c) . . . . . . . . . . . . . . . 2,181,923 2.840%, 10/25/34 (c) . . . . . . . . . . . . . . . 955,455 6.155%, 04/25/37 (c) (g) (h) . . . . . . . . . . . 14,192,264 Wells Fargo Mortgage-Backed Securities Trust 2.998%, 06/25/35 (c) . . . . . . . . . . . . . . . 72,946 3.001%, 04/25/36 (c) . . . . . . . . . . . . . . . 119,670 3.070%, 10/25/35 (c) . . . . . . . . . . . . . . . 83,840

Value

Security Description

987,761 114,360 1,046,767 8,873,317 2,683,054 10,450,859 4,155,222 877,632 1,201,616 2,746,821 577,952 1,419,179 827,523 436,934 3,671,550 2,598,417 5,736,915 155,596 10,440 4,474,759 706,191 823,092 126,054 202,370 4,061,356 90,800 1,579,144 23,142 807,200 37,602 2,323,908 987,658 2,095,543 960,379 4,412,381 74,246 116,718 84,499 229,027,608

Principal Amount*

Commercial Mortgage-Backed Securities—6.1% A10 Securitization LLC 2.400%, 11/15/25 (144A) . . . . . . . . . . . . 14,774 $ BAMLL Mezzanine Securities Trust 9.004%, 12/15/19 (144A) (c) . . . . . . . . . . 5,700,000 BAMLL Re-REMIC Trust 5.988%, 07/10/17 (144A) (c) . . . . . . . . . . 11,727,532 Banc of America Commercial Mortgage Trust 5.801%, 04/10/49 (c) . . . . . . . . . . . . . . . 4,570,000 Bayview Commercial Asset Trust Zero Coupon, 07/25/37 (144A) (d) (h) . . . . 4,106,305 Bear Stearns Commercial Mortgage Securities Trust 6.417%, 06/11/50 (c) . . . . . . . . . . . . . . . 3,540,000 BLCP Hotel Trust 6.252%, 08/15/29 (144A) (c) . . . . . . . . . . 6,414,136 Citigroup Commercial Mortgage Trust 3.110%, 04/10/48 (144A) . . . . . . . . . . . . 1,400,000 3.208%, 07/10/47 (144A) (c) . . . . . . . . . . 4,398,000 3.468%, 09/15/27 (144A) (c) . . . . . . . . . . 7,250,000 6.333%, 12/10/49 (c) . . . . . . . . . . . . . . . 9,063,000 Commercial Mortgage Pass-Through Certificates Mortgage Trust 3.000%, 12/10/47 (144A) . . . . . . . . . . . . 2,230,000 4.491%, 03/10/46 (144A) (c) . . . . . . . . . . 2,710,000 4.591%, 07/10/50 (c) . . . . . . . . . . . . . . . 1,726,000 4.698%, 08/10/48 (144A) (c) . . . . . . . . . . 5,800,000 Credit Suisse Commercial Mortgage Trust 4.373%, 09/15/37 (144A) . . . . . . . . . . . . 3,920,000 5.373%, 12/15/39 . . . . . . . . . . . . . . . . . 1,490,209 6.393%, 06/15/38 (c) . . . . . . . . . . . . . . . 5,169,293 9.168%, 03/15/17 (144A) . . . . . . . . . . . . 6,400,000 DBUBS Mortgage Trust 3.750%, 08/10/44 (144A) . . . . . . . . . . . . 5,180,000 EQTY Mortgage Trust 3.967%, 05/08/31 (144A) (c) . . . . . . . . . . 9,700,000 5.267%, 05/08/31 (144A) (c) . . . . . . . . . . 1,852,256 FREMF Mortgage Trust 4.522%, 09/25/22 (144A) (c) . . . . . . . . . . 5,236,405 GE Business Loan Trust 0.944%, 05/15/34 (144A) (c) . . . . . . . . . . 777,679 GE Commercial Mortgage Corp. Trust 5.677%, 12/10/49 (c) . . . . . . . . . . . . . . . 240,000 GMAC Commercial Mortgage Securities, Inc. 5.349%, 11/10/45 (c) . . . . . . . . . . . . . . . 2,210,000 GS Mortgage Securities Trust 4.681%, 05/10/49 (c) . . . . . . . . . . . . . . . 5,755,000 4.801%, 06/10/47 (c) . . . . . . . . . . . . . . . 5,993,000 5.622%, 11/10/39 . . . . . . . . . . . . . . . . . 3,095,143 Hyatt Hotel Portfolio Trust 6.749%, 11/15/16 (144A) (c) . . . . . . . . . . 3,500,000 JPMorgan Chase Commercial Mortgage Securities Trust 3.824%, 08/15/27 (144A) (c) . . . . . . . . . . 460,000 4.124%, 06/15/29 (144A) (c) . . . . . . . . . . 3,540,000 5.386%, 05/15/47 (c) . . . . . . . . . . . . . . . 2,280,000 5.411%, 05/15/47 . . . . . . . . . . . . . . . . . 2,120,000

MSF-272

Value

14,771 5,496,687 7,998,646 4,219,234 0

3,436,451 6,257,458 976,103 2,728,537 6,611,798 6,511,765

1,413,077 1,729,414 1,322,083 3,200,749 3,374,981 1,356,095 2,843,111 6,192,000 3,174,304 9,477,994 1,736,334 5,129,655 660,676 152,728 2,033,270 6,220,811 6,365,096 2,482,063 3,486,862

455,719 3,469,536 1,698,874 1,611,200

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Mortgage-Backed Securities—(Continued) Security Description

Principal Amount*

Commercial Mortgage-Backed Securities—(Continued) JPMorgan Chase Commercial Mortgage Securities Trust 5.502%, 06/12/47 (c) . . . . . . . . . . . . . . . 6,170,000 $ 5.503%, 01/15/49 (c) . . . . . . . . . . . . . . . 7,680,000 5.623%, 05/12/45 . . . . . . . . . . . . . . . . . 730,000 6.207%, 02/15/51 (c) . . . . . . . . . . . . . . . 1,350,000 6.749%, 10/15/19 (144A) (c) . . . . . . . . . . 9,900,000 LB-UBS Commercial Mortgage Trust 6.454%, 09/15/45 (c) . . . . . . . . . . . . . . . 1,100,000 Lone Star Portfolio Trust 7.424%, 09/15/28 (144A) (c) . . . . . . . . . . 5,545,947 7.500%, 09/15/20 (144A) . . . . . . . . . . . . 5,410,624 ML-CFC Commercial Mortgage Trust 5.450%, 08/12/48 (c) . . . . . . . . . . . . . . . 1,918,000 5.450%, 08/12/48 (144A) (c) . . . . . . . . . . 200,000 6.193%, 09/12/49 (c) . . . . . . . . . . . . . . . 3,473,000 6.222%, 09/12/49 (c) . . . . . . . . . . . . . . . 5,780,000 Morgan Stanley Bank of America Merrill Lynch Trust 4.680%, 10/15/48 (144A) (c) . . . . . . . . . . 9,534,000 Morgan Stanley Capital Trust 5.399%, 12/15/43 . . . . . . . . . . . . . . . . . 3,561,053 6.103%, 06/11/49 (c) . . . . . . . . . . . . . . . 5,560,000 Multifamily Trust 9.766%, 04/25/46 (144A) (c) . . . . . . . . . . 17,621,568 UBS-Barclays Commercial Mortgage Trust 5.000%, 05/10/63 (144A) (c) . . . . . . . . . . 4,530,000 Wachovia Bank Commercial Mortgage Trust 0.730%, 12/15/43 (144A) (c) . . . . . . . . . . 646,000 5.784%, 01/15/45 (144A) (c) . . . . . . . . . . 6,466,500 Waterfall Commercial Mortgage Trust 4.104%, 09/14/22 (144A) (c) (d) . . . . . . . 6,275,448 Wells Fargo Commercial Mortgage Trust 4.458%, 08/15/50 . . . . . . . . . . . . . . . . . 6,613,000 WF-RBS Commercial Mortgage Trust 3.016%, 11/15/47 (144A) . . . . . . . . . . . . 4,441,004 3.250%, 06/15/46 (144A) . . . . . . . . . . . . 8,240,000

Value

Security Description

4,945,641 3,355,392 732,461 1,227,899 9,735,148 958,848 5,299,237 5,119,492 1,550,630 161,649 2,639,480 4,424,759

6,059,770 2,661,745 5,030,095 20,443,820 2,488,193 631,248 5,852,313 6,206,280 6,879,290 2,218,659 5,562,741 218,022,872

Total Mortgage-Backed Securities (Cost $454,887,041) . . . . . . . . . . . . . . . . .

447,050,480

U.S. Treasury & Government Agencies—11.4% Agency Sponsored Mortgage - Backed—1.0% Fannie Mae 15 Yr. Pool 4.000%, 07/01/18 . . . . . . . . . . . . . . . . . 4.000%, 08/01/18 . . . . . . . . . . . . . . . . . 4.000%, 03/01/19 . . . . . . . . . . . . . . . . . 5.000%, 12/01/21 . . . . . . . . . . . . . . . . . 5.500%, 12/01/16 . . . . . . . . . . . . . . . . . 6.500%, 12/01/16 . . . . . . . . . . . . . . . . . 6.500%, 01/01/17 . . . . . . . . . . . . . . . . . Fannie Mae 20 Yr. Pool 8.500%, 08/01/19 . . . . . . . . . . . . . . . . .

40,199 52,893 60,621 20,909 294 119 203

41,487 54,588 62,564 22,291 295 120 203

8,197

8,567

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Fannie Mae 30 Yr. Pool 4.500%, 05/01/39 . . . . . . . . . . . . . . . . . . 2,300,199 $ 4.500%, 08/01/40 . . . . . . . . . . . . . . . . . . 6,466,916 4.500%, 05/01/41 . . . . . . . . . . . . . . . . . . 4,444,053 4.500%, 11/01/43 . . . . . . . . . . . . . . . . . . 3,830,769 5.000%, 01/01/39 . . . . . . . . . . . . . . . . . . 443,083 5.000%, 06/01/40 . . . . . . . . . . . . . . . . . . 237,478 5.000%, 07/01/40 . . . . . . . . . . . . . . . . . . 176,039 6.000%, 07/01/38 . . . . . . . . . . . . . . . . . . 30,840 6.500%, 08/01/31 . . . . . . . . . . . . . . . . . . 1,311 6.500%, 03/01/32 . . . . . . . . . . . . . . . . . . 13,517 6.500%, 12/01/36 . . . . . . . . . . . . . . . . . . 1,421 6.500%, 06/01/37 . . . . . . . . . . . . . . . . . . 34,183 6.500%, 10/01/37 . . . . . . . . . . . . . . . . . . 28,316 7.000%, 05/01/26 . . . . . . . . . . . . . . . . . . 1,388 7.000%, 07/01/30 . . . . . . . . . . . . . . . . . . 278 7.000%, 01/01/31 . . . . . . . . . . . . . . . . . . 418 7.000%, 07/01/31 . . . . . . . . . . . . . . . . . . 1,635 7.000%, 09/01/31 . . . . . . . . . . . . . . . . . . 3,809 7.000%, 10/01/31 . . . . . . . . . . . . . . . . . . 3,349 7.000%, 11/01/31 . . . . . . . . . . . . . . . . . . 24,187 7.000%, 01/01/32 . . . . . . . . . . . . . . . . . . 5,920 7.000%, 02/01/32 . . . . . . . . . . . . . . . . . . 4,545 7.500%, 12/01/29 . . . . . . . . . . . . . . . . . . 491 7.500%, 01/01/30 . . . . . . . . . . . . . . . . . . 565 7.500%, 02/01/30 . . . . . . . . . . . . . . . . . . 344 7.500%, 06/01/30 . . . . . . . . . . . . . . . . . . 497 7.500%, 08/01/30 . . . . . . . . . . . . . . . . . . 89 7.500%, 09/01/30 . . . . . . . . . . . . . . . . . . 814 7.500%, 10/01/30 . . . . . . . . . . . . . . . . . . 91 7.500%, 11/01/30 . . . . . . . . . . . . . . . . . . 10,476 7.500%, 02/01/31 . . . . . . . . . . . . . . . . . . 3,688 8.000%, 08/01/27 . . . . . . . . . . . . . . . . . . 1,197 8.000%, 07/01/30 . . . . . . . . . . . . . . . . . . 714 8.000%, 09/01/30 . . . . . . . . . . . . . . . . . . 413 Fannie Mae REMICS (CMO) 0.875%, 05/25/34 (c) . . . . . . . . . . . . . . . . 155,777 4.500%, 06/25/29 . . . . . . . . . . . . . . . . . . 342,582 9.750%, 11/25/18 . . . . . . . . . . . . . . . . . . 119,088 9.750%, 08/25/19 . . . . . . . . . . . . . . . . . . 38,834 Freddie Mac 30 Yr. Gold Pool 3.000%, 11/01/42 . . . . . . . . . . . . . . . . . . 2,614,572 6.000%, 12/01/36 . . . . . . . . . . . . . . . . . . 23,897 6.000%, 02/01/37 . . . . . . . . . . . . . . . . . . 31,991 7.000%, 03/01/39 . . . . . . . . . . . . . . . . . . 172,270 Freddie Mac ARM Non-Gold Pool 2.250%, 05/01/37 (c) . . . . . . . . . . . . . . . . 46,960 2.477%, 04/01/37 (c) . . . . . . . . . . . . . . . . 49,687 2.492%, 03/01/37 (c) . . . . . . . . . . . . . . . . 108,272 2.535%, 01/01/38 (c) . . . . . . . . . . . . . . . . 28,453 2.543%, 02/01/37 (c) . . . . . . . . . . . . . . . . 27,106 2.812%, 02/01/36 (c) . . . . . . . . . . . . . . . . 44,871 2.995%, 05/01/37 (c) . . . . . . . . . . . . . . . . 67,819

MSF-273

Value

2,565,801 7,093,445 4,885,555 4,201,911 491,706 264,148 195,427 35,369 1,511 15,570 1,637 39,802 32,781 1,490 286 476 1,868 4,292 3,911 25,729 6,091 4,723 502 696 348 498 91 953 104 11,144 3,800 1,355 892 439 155,424 371,900 126,121 41,156 2,741,301 27,558 36,722 199,737 48,533 51,780 112,974 30,186 28,214 47,549 72,407

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description

Principal Amount*

Value Security Description

Agency Sponsored Mortgage - Backed—(Continued) Freddie Mac Multifamily Structured Pass-Through Certificates 1.375%, 08/25/42 (c) (h) . . . . . . . . . . . . . 70,400,000 $ Freddie Mac REMICS (CMO) 1,156.500%, 06/15/21 (h) . . . . . . . . . . . . 5 Ginnie Mae I 30 Yr. Pool 5.000%, 04/15/35 . . . . . . . . . . . . . . . . . 12,372 5.500%, 01/15/34 . . . . . . . . . . . . . . . . . 65,038 5.500%, 04/15/34 . . . . . . . . . . . . . . . . . 20,513 5.500%, 07/15/34 . . . . . . . . . . . . . . . . . 116,317 5.500%, 10/15/34 . . . . . . . . . . . . . . . . . 98,886 5.750%, 10/15/38 . . . . . . . . . . . . . . . . . 100,511 6.000%, 02/15/33 . . . . . . . . . . . . . . . . . 2,067 6.000%, 03/15/33 . . . . . . . . . . . . . . . . . 8,825 6.000%, 06/15/33 . . . . . . . . . . . . . . . . . 5,833 6.000%, 07/15/33 . . . . . . . . . . . . . . . . . 8,552 6.000%, 09/15/33 . . . . . . . . . . . . . . . . . 6,871 6.000%, 10/15/33 . . . . . . . . . . . . . . . . . 3,704 6.000%, 08/15/34 . . . . . . . . . . . . . . . . . 31,725 6.500%, 03/15/29 . . . . . . . . . . . . . . . . . 3,180 6.500%, 02/15/32 . . . . . . . . . . . . . . . . . 1,208 6.500%, 03/15/32 . . . . . . . . . . . . . . . . . 1,235 6.500%, 11/15/32 . . . . . . . . . . . . . . . . . 4,566 7.000%, 03/15/31 . . . . . . . . . . . . . . . . . 200 Ginnie Mae II 30 Yr. Pool 3.500%, 03/20/45 . . . . . . . . . . . . . . . . . 412,272 3.500%, 03/20/46 . . . . . . . . . . . . . . . . . 534,997 5.000%, 08/20/34 . . . . . . . . . . . . . . . . . 79,646 5.500%, 03/20/34 . . . . . . . . . . . . . . . . . 9,818 6.000%, 05/20/32 . . . . . . . . . . . . . . . . . 14,042 6.000%, 11/20/33 . . . . . . . . . . . . . . . . . 16,501 Ginnie Mae II ARM Pool 1.990%, 01/20/60 (c) . . . . . . . . . . . . . . . 759,132 2.366%, 05/20/60 (c) . . . . . . . . . . . . . . . 663,940 Government National Mortgage Association (CMO) 0.945%, 04/16/52 (c) (h) . . . . . . . . . . . . . 17,147,770 1.003%, 09/16/56 (c) (h) . . . . . . . . . . . . . 15,068,559 1.006%, 03/16/47 (c) (h) . . . . . . . . . . . . . 11,593,702 3.000%, 04/20/41 . . . . . . . . . . . . . . . . . 842,897

4,341,484 59 14,081 74,491 23,478 133,202 111,922 115,164 2,427 10,311 6,911 10,074 7,873 4,336 36,451 3,667 1,435 1,486 5,361 209 438,311 578,815 88,433 11,349 16,568 19,468 779,114 687,647

602,748 1,082,191 415,942 872,196 34,673,232

Federal Agencies—0.1% Tennessee Valley Authority 5.250%, 09/15/39 . . . . . . . . . . . . . . . . . 5.980%, 04/01/36 . . . . . . . . . . . . . . . . .

400,000 1,760,000

552,937 2,559,948 3,112,885

U.S. Treasury—10.3% U.S. Treasury Bonds 4.500%, 02/15/36 . . . . . . . . . . . . . . . . . U.S. Treasury Floating Rate Notes 0.327%, 07/31/17 (c) . . . . . . . . . . . . . . . 0.418%, 10/31/17 (c) . . . . . . . . . . . . . . . 0.522%, 01/31/18 (c) . . . . . . . . . . . . . . .

14,550,000

20,476,855

50,000,000 50,000,000 50,000,000

50,017,150 50,048,050 50,121,700

U.S. Treasury—(Continued) U.S. Treasury Inflation Indexed Bonds 0.750%, 02/15/45 (i) . . . . . . . . . . . . . . . . 1.000%, 02/15/46 (i) . . . . . . . . . . . . . . . . U.S. Treasury Notes 1.125%, 06/30/21 . . . . . . . . . . . . . . . . . 1.500%, 08/31/18 . . . . . . . . . . . . . . . . . 1.500%, 03/31/23 . . . . . . . . . . . . . . . . . 1.500%, 08/15/26 . . . . . . . . . . . . . . . . . 1.625%, 02/15/26 . . . . . . . . . . . . . . . . . 1.625%, 05/15/26 . . . . . . . . . . . . . . . . . 2.375%, 08/15/24 . . . . . . . . . . . . . . . . .

Shares/ Principal Amount*

Value

50,649,824 $ 46,482,595

52,206,648 51,383,302

2,280,000 220,000 41,000,000 3,720,000 30,000,000 16,305,000 10,000

2,277,328 222,973 41,293,068 3,683,815 30,051,570 16,326,653 10,655 368,119,767

Total U.S. Treasury & Government Agencies (Cost $398,886,340) . . . . . . . . . . . . . . . . . Investment Company Security—3.7% PowerShares Senior Loan Portfolio (Cost $130,648,870) . . . . . . . . . . . . . . . . .

405,905,884

5,634,400

130,774,424

1,973,179

1,981,812

Diversified Telecommunication Services—0.1% Level 3 Financing, Inc. Term Loan B2, 3.500%, 05/31/22 . . . . . . . 4,830,000

4,863,206

Electric—0.2% Energy Future Intermediate Holding Co. LLC Term Loan, 4.250%, 12/19/16 . . . . . . . . .

6,240,991

6,266,997

Food—0.1% Albertson’s LLC Term Loan B6, 06/22/23 (k) . . . . . . . . . . .

4,570,000

4,618,556

Insurance—0.2% RPI Finance Trust Term Loan B4, 3.588%, 11/09/20 . . . . . . .

8,019,594

8,065,418

Lodging—0.1% Boyd Gaming Corp. Term Loan B2, 09/15/23 (k) . . . . . . . . . . .

4,570,000

4,606,560

2,598,410

2,613,468

4,410,724

4,466,890

Floating Rate Loans (j)—2.3% Commercial Services—0.1% Jaguar Holding Co. II Term Loan B, 4.250%, 08/18/22 . . . . . . . .

Machinery—0.2% Allison Transmission, Inc. Term Loan B3, 09/23/22 (k) . . . . . . . . . . . Zebra Technologies Corp. Term Loan B, 10/27/21 (k) . . . . . . . . . . . .

7,080,358 Media—0.1% Charter Communications Operating LLC Term Loan I, 3.500%, 01/24/23 . . . . . . . .

MSF-274

4,558,546

4,593,050

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Floating Rate Loans (j)—(Continued) Security Description

Principal Amount*

Oil & Gas—0.1% Hercules Offshore LLC Term Loan, 10.500%, 05/06/20 (g) . . . . . . . 4,414,742 $ Packaging & Containers—0.2% Berry Plastics Holding Corp. Term Loan H, 3.750%, 10/01/22 . . . . . . . . . 1,177,837 Reynolds Group Holdings, Inc. Term Loan, 02/05/23 (k) . . . . . . . . . . . . . . . 4,000,000

Value

Security Description

3,090,319

1,182,548 4,017,044 5,199,592

Principal Amount*

Asset-Backed - Home Equity—(Continued) Bear Stearns Asset-Backed Securities Trust 1.264%, 01/25/34 (c) . . . . . . . . . . . . . . . . 20,669 $ EMC Mortgage Loan Trust 0.974%, 05/25/43 (144A) (c) . . . . . . . . . . . 666,334 1.174%, 05/25/43 (144A) (c) . . . . . . . . . . . 7,660,000 1.225%, 01/25/41 (144A) (c) . . . . . . . . . . . 15,732 Structured Asset Securities Corp. Mortgage Loan Trust 0.745%, 02/25/36 (144A) (c) . . . . . . . . . . . 2,665,719

Value

20,030 651,801 6,463,755 15,654

174,470 7,333,493

Pharmaceuticals—0.1% Catalent Pharma Solutions, Inc. Term Loan B, 05/20/21 (k) . . . . . . . . . . . . . 2,266,205 Retail—0.3% CWGS Group LLC Term Loan, 5.750%, 02/20/20 . . . . . . . . . . 1,084,984 Michaels Stores, Inc. Term Loan B, 01/28/20 (k) . . . . . . . . . . . . . 4,550,000 Petco Animal Supplies, Inc. Term Loan B1, 01/26/23 (k) . . . . . . . . . . . . 4,570,000

2,284,303

1,088,036 4,570,853 4,618,241 10,277,130

Software—0.1% First Data Corp. Extended Term Loan, 4.525%, 03/24/21 . . . 2,387,671 Kronos, Inc. Incremental Term Loan, 4.500%, 10/30/19 . . 2,230,000

2,404,901 2,239,408 4,644,309

Telecommunications—0.3% T-Mobile USA, Inc. Term Loan B, 11/09/22 (k) . . . . . . . . . . . . . 4,558,518 UPC Financing Partnership Term Loan AN, 08/31/24 (k) . . . . . . . . . . . . 4,570,000

4,597,183 4,594,993 9,192,176

Transportation—0.1% XPO Logistics, Inc. Term Loan B2, 4.250%, 10/30/21 . . . . . . . . 4,558,575 Total Floating Rate Loans (Cost $82,529,592) . . . . . . . . . . . . . . . . . . .

4,588,776 81,352,562

Asset-Backed Securities—2.2% Asset-Backed - Automobile—0.0% Hertz Vehicle Financing II L.P. 3.520%, 03/25/21 (144A) . . . . . . . . . . . . . 1,300,000 Asset-Backed - Home Equity—0.2% Asset-Backed Securities Corp. Home Equity Loan Trust 3.374%, 04/15/33 (c) . . . . . . . . . . . . . . . .

7,972

1,316,407

7,783

Asset-Backed - Manufactured Housing—0.5% Conseco Financial Corp. 7.030%, 07/15/28 . . . . . . . . . . . . . . . . . . 7,147,682 Greenpoint Manufactured Housing Zero Coupon, 06/19/29 (c) . . . . . . . . . . . . . 350,000 3.084%, 03/18/29 (c) . . . . . . . . . . . . . . . . 425,000 4.021%, 02/20/30 (c) . . . . . . . . . . . . . . . . 350,000 Manufactured Housing Contract Trust PassThrough Certificates 4.012%, 02/20/32 (c) . . . . . . . . . . . . . . . . 250,000 4.028%, 03/13/32 (c) . . . . . . . . . . . . . . . . 425,000 Mid-State Trust VI 7.340%, 07/01/35 . . . . . . . . . . . . . . . . . . 207,620 Origen Manufactured Housing Contract Trust 2.291%, 04/15/37 (c) . . . . . . . . . . . . . . . . 1,578,972 2.379%, 10/15/37 (c) . . . . . . . . . . . . . . . . 1,756,592 UCFC Manufactured Housing Contract 7.095%, 04/15/29 (c) . . . . . . . . . . . . . . . . 4,850,000

6,947,023 319,655 374,212 315,665

224,058 381,423 219,843 1,384,749 1,506,215 4,806,710 16,479,553

Asset-Backed - Other—0.9% Amortizing Residential Collateral Trust 2.325%, 08/25/32 (c) . . . . . . . . . . . . . . . . 41,617 Applebee’s Funding LLC / IHOP Funding LLC 4.277%, 09/05/44 (144A) . . . . . . . . . . . . . 5,210,000 Bear Stearns Asset-Backed Securities Trust 6.000%, 10/25/36 . . . . . . . . . . . . . . . . . . 1,937,890 Countrywide Asset-Backed Certificates Trust 2.400%, 06/25/34 (c) . . . . . . . . . . . . . . . . 156,104 Countrywide Revolving Home Equity Loan Resecuritization Trust 0.824%, 12/15/33 (144A) (c) . . . . . . . . . . . 230,671 Countrywide Revolving Home Equity Loan Trust 0.664%, 07/15/36 (c) . . . . . . . . . . . . . . . . 476,083 Encore Credit Receivables Trust 1.560%, 10/25/35 (c) . . . . . . . . . . . . . . . . 2,327,806 First Horizon Asset-Backed Trust 0.685%, 10/25/34 (c) . . . . . . . . . . . . . . . . 39,850 GSAMP Trust 0.725%, 01/25/36 (c) . . . . . . . . . . . . . . . . 101,229 GSRPM Mortgage Loan Trust 0.825%, 03/25/35 (144A) (c) . . . . . . . . . . . 558,595 Home Equity Mortgage Loan Asset-Backed Notes 0.695%, 04/25/36 (c) . . . . . . . . . . . . . . . . 156,027

MSF-275

37,457 5,295,053 1,458,269 144,327

191,921 414,187 1,496,618 36,869 16,487 549,868 113,534

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Floating Rate Loans (j)—(Continued)

Security Description Asset-Backed - Other—(Continued) HSI Asset Securitization Corp. Trust 0.945%, 11/25/35 (c) . . . . . . . . . . . . . . . . Long Beach Mortgage Loan Trust 1.056%, 01/21/31 (c) . . . . . . . . . . . . . . . . Magnus Dritte Immobilienbesitz und Verwaltungs 1 GmbH 7.250%, 07/01/24 (144A) (EUR) (d) . . . . . . Magnus Relda Holding Vier GmbH 7.000%, 10/28/24 (144A) (EUR) (d) . . . . . . Oaktree CLO, Ltd. 6.296%, 10/20/27 (144A) (c) . . . . . . . . . . . SACO I Trust 0.785%, 06/25/36 (c) . . . . . . . . . . . . . . . . 0.865%, 03/25/36 (c) . . . . . . . . . . . . . . . . SoFi Consumer Loan Program 3.280%, 09/15/23 (144A) (d) . . . . . . . . . .

Shares/ Principal Amount*

4,000,000 $

Value

Security Description

3,478,279

22,022

20,774

2,112,000

2,410,835

2,910,000

3,321,407

7,050,000

6,254,147

375,030 97,377

647,321 164,407

7,189,693

7,094,129 33,145,889

Asset-Backed - Student Loan—0.6% DRB Prime Student Loan Trust 3.170%, 07/25/31 (144A) . . . . . . . . . . . . . National Collegiate Student Loan Trust 0.795%, 03/26/29 (c) . . . . . . . . . . . . . . . . 1.374%, 03/25/38 (c) . . . . . . . . . . . . . . . . Nelnet Student Loan Trust Zero Coupon, 03/22/32 (c) . . . . . . . . . . . . . Northstar Education Finance, Inc. 1.273%, 10/30/45 (c) . . . . . . . . . . . . . . . . SoFi Professional Loan Program LLC Zero Coupon, 08/25/36 (144A) (d) . . . . . . .

4,604,583

4,719,728

2,250,000 8,464,214

2,142,586 4,321,556

6,200,000

5,798,209

100,000

72,290

500

2,937,500 19,991,869

Total Asset-Backed Securities (Cost $79,712,459) . . . . . . . . . . . . . . . . . . .

78,267,211

Convertible Preferred Stocks—0.3% Banks—0.2% Wells Fargo & Co., Series L, 7.500% . . . . . . . Pharmaceuticals—0.1% Allergan plc 5.500%, 03/01/18 . . . . . . . . . . . . . . . . . .

Mining—0.0% Mirabela Nickel, Ltd. 9.500%, 06/24/19 (144A) (d) (e) . . . . . . . . 1,420,687 $ Oil & Gas—0.3% Chesapeake Energy Corp. 5.500%, 09/15/26 (144A) . . . . . . . . . . . . . 6,400,000 Oasis Petroleum, Inc. 2.625%, 09/15/23 (a) . . . . . . . . . . . . . . . . 4,650,000

Value

71,034

6,416,000 5,245,781 11,661,781

Total Convertible Bonds (Cost $12,410,576) . . . . . . . . . . . . . . . . . . .

11,760,173

Municipals—0.3% Brazos River Harbor, TX Navigation District Revenue Bonds Dow Chemical Co. Project 5.950%, 05/15/33 . . . . . . . . . . . . . . . . . . 3,360,000 JobsOhio Beverage System 4.532%, 01/01/35 . . . . . . . . . . . . . . . . . . 760,000 Massachusetts State Development Finance Agency Revenue Board Institute, Inc. 5.375%, 04/01/41 . . . . . . . . . . . . . . . . . . 400,000 Port Authority of New York & New Jersey 4.458%, 10/01/62 . . . . . . . . . . . . . . . . . . 460,000 Texas Brazos Harbor Industrial Development Corp., Environmental Facilities Revenue Dow Chemical Project. 5.900%, 05/01/38 (c) . . . . . . . . . . . . . . . . 1,505,000 Texas Municipal Gas Acquisition & Supply Corp. III 5.000%, 12/15/30 . . . . . . . . . . . . . . . . . . 750,000 5.000%, 12/15/31 . . . . . . . . . . . . . . . . . . 1,550,000 Virginia Housing Development Authority 6.000%, 06/25/34 . . . . . . . . . . . . . . . . . . 809,803 Total Municipals (Cost $9,549,955) . . . . . . . . . . . . . . . . . . . .

3,653,597 885,476

462,896 529,345

1,600,688

855,105 1,762,458 859,784 10,609,349

Preferred Stocks—0.1% 4,965

6,858

Total Convertible Preferred Stocks (Cost $11,270,784) . . . . . . . . . . . . . . . . . . .

6,497,199

5,634,739 12,131,938

Air Freight & Logistics—0.0% CEVA Group plc - Series A2 (g) . . . . . . . . . . . . .

864

302,302

Banks—0.1% Citigroup Capital, 7.122% (c) . . . . . . . . . . . . . . GMAC Capital Trust, 6.602% (c) . . . . . . . . . . . .

66,710 53,100

1,757,141 1,349,271 3,106,412

Total Preferred Stocks (Cost $4,404,969) . . . . . . . . . . . . . . . . . . . .

Convertible Bonds—0.3% Energy-Alternate Sources—0.0% LDK Solar Co., Ltd. 5.535%, 12/31/18 (e) . . . . . . . . . . . . . . . .

Shares/ Principal Amount*

3,408,714

Common Stocks—0.0% 341,970

27,358

Air Freight & Logistics—0.0% CEVA Group plc (g) . . . . . . . . . . . . . . . . . . . . .

MSF-276

399

139,650

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Common Stocks —(Continued)

Security Description

Escrow Shares—0.0% Shares/ Notional Amount*

Value

Security Description

Shares/ Principal Amount*

1,246,000 $ 500,000

Diversified Consumer Services—0.0% Ascent CNR Corp. - Class A (f) (g) . . . . . . . . .

1,399,556 $

27,991

Forest Products & Paper—0.0% Sino-Forest Corp. (f) . . . . . . . . . . . . . . . . . . . . Sino-Forest Corp. (f) . . . . . . . . . . . . . . . . . . . .

Energy Equipment & Services—0.0% Hercules Offshore, Inc. (g) (l) . . . . . . . . . . . . .

10,611

18,357

Total Escrow Shares (Cost $0) . . . . . . . . . . . . . . . . . . . . . . . . . .

Household Durables—0.0% Desarrolladora Homex S.A.B. de C.V. (l) . . . .

220,114

22,023

Short-Term Investments—0.9%

Marine—0.0% Deep Ocean Group Holding A/S (f) (g) (l) . . .

44,744

347,661

Media—0.0% Cengage Learning, Inc. . . . . . . . . . . . . . . . . ION Media Networks, Inc. (f) (g) . . . . . . . . . .

10,995 785

239,141 528,132 767,273

Metals & Mining—0.0% Mirabela Nickel, Ltd. (f) (g) (l) . . . . . . . . . . . .

7,827,755

Total Common Stocks (Cost $4,989,032) . . . . . . . . . . . . . . . . . .

59,910 1,382,865

Purchased Options—0.0% Credit Default Swaptions—0.0% Put - CDX.NA.HY.26, Exercise Price $100, Expires 10/19/16 (Counterparty - Credit Suisse International) . . . . . . . . . . . . . . . . . 179,400,000 Put - CDX.NA.HY.26, Exercise Price $100, Expires 10/19/16 (Counterparty JPMorgan Chase Bank N.A.) . . . . . . . . . . . 168,530,000

50,724

23,000,000

243,087

11,530,000

223,325 466,412

Total Purchased Options (Cost $4,418,708) . . . . . . . . . . . . . . . . . .

571,132

Warrant—0.0% Sovereign—0.0% Venezuela Government Oil-Linked Payment Obligation, Expires 04/15/20 (l) (Cost $0) . . . . . . . . . . . . . . . . . . . . . . . . .

1,700

0 0 0

Repurchase Agreements—0.9% Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $2,060,752 on 10/03/16, collateralized by $1,960,000 U.S. Treasury Note at 2.625% due 11/15/20 with a value of $2,102,100. . . . 2,060,747 Royal Bank of Scotland Group plc Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $29,701,114 on 10/03/16, collateralized by $29,859,000 U.S. Treasury Note at 1.250% due 11/15/18 with a value of $30,131,941. . . . . . . . . . . . . . . . . . . . . . . 29,700,000

29,700,000

Total Short-Term Investments (Cost $31,760,747) . . . . . . . . . . . . . . . . . .

31,760,747

2,060,747

Securities Lending Reinvestments (m)—3.8% 53,996

104,720 Currency Options—0.0% USD Put/MXN Call, Strike Price MXN 18.40, Expires 12/09/16 (Counterparty - Barclays Bank plc) . . . . . . . . . . . . . . . . . . . . . . . . . USD Put/MXN Call, Strike Price MXN 18.875, Expires 12/21/16 (Counterparty - Barclays Bank plc) . . . . . . . . . . . . . . . . . . . . . . . . .

Value

3,825

Certificates of Deposit—0.9% Abbey National Treasury Services 0.440%, 10/03/16 . . . . . . . . . . . . . . . . . ABN AMRO Bank NV Zero Coupon, 12/22/16 . . . . . . . . . . . . . . Bank of Montreal 0.500%, 10/24/16 . . . . . . . . . . . . . . . . . Bank of Nova Scotia 0.750%, 10/19/16 . . . . . . . . . . . . . . . . . Bank of Tokyo-Mitsubishi, Ltd. 0.450%, 10/04/16 . . . . . . . . . . . . . . . . . Chiba Bank, Ltd., New York 0.870%, 11/30/16 . . . . . . . . . . . . . . . . . DZ Bank AG 0.950%, 01/03/17 . . . . . . . . . . . . . . . . . KBC Bank NV Zero Coupon, 12/27/16 . . . . . . . . . . . . . . 1.000%, 01/04/17 . . . . . . . . . . . . . . . . . Landesbank Baden-Wuerttemberg 0.450%, 10/03/16 . . . . . . . . . . . . . . . . . National Bank of Canada 0.420%, 10/06/16 . . . . . . . . . . . . . . . . . 0.480%, 10/28/16 . . . . . . . . . . . . . . . . . Norinchukin Bank 0.480%, 10/24/16 . . . . . . . . . . . . . . . . .

MSF-277

2,500,000

2,500,000

1,500,000

1,496,807

2,500,000

2,500,000

2,000,000

2,000,218

1,500,000

1,500,002

2,000,000

2,000,338

2,500,000

2,500,000

1,650,000 2,500,000

1,647,707 2,500,000

2,500,000

2,500,002

2,000,000 1,000,000

1,999,998 999,994

1,600,000

1,599,998

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (m)—(Continued) Security Description Certificates of Deposit—(Continued) Standard Chartered Bank New York 0.910%, 12/16/16 . . . . . . . . . . . . . . . . . Sumitomo Mitsui Trust Bank 0.540%, 10/26/16 . . . . . . . . . . . . . . . . . Swedbank 0.350%, 10/03/16 . . . . . . . . . . . . . . . . .

Principal Amount*

800,000 $ 2,000,000 2,500,000

Value

Security Description

800,062 2,000,058 2,499,995 31,045,179

Commercial Paper—0.4% Albion Capital Corp. 0.720%, 10/25/16 . . . . . . . . . . . . . . . . . BNP Paribas 0.510%, 10/21/16 . . . . . . . . . . . . . . . . . Charta LLC 0.880%, 12/22/16 . . . . . . . . . . . . . . . . . Credit Agricole Corporate and Investment Bank 0.610%, 11/01/16 . . . . . . . . . . . . . . . . . Credit Suisse AG 0.971%, 10/19/16 . . . . . . . . . . . . . . . . . Kells Funding LLC 1.040%, 01/19/17 . . . . . . . . . . . . . . . . . LMA S.A. & LMA Americas 0.580%, 10/14/16 . . . . . . . . . . . . . . . . . 0.580%, 10/17/16 . . . . . . . . . . . . . . . . . Manhattan Asset Funding 0.740%, 11/28/16 . . . . . . . . . . . . . . . . . Ridgefield Funding Co. LLC 0.650%, 10/26/16 . . . . . . . . . . . . . . . . . Thunder Bay Funding LLC 0.920%, 12/21/16 . . . . . . . . . . . . . . . . .

2,000,000

1,999,362

2,000,000

1,999,494

2,500,000

2,495,222

1,600,000

1,599,139

1,000,000

999,989

800,000

797,625

300,000 250,000

299,955 249,940

2,500,000

2,497,523

800,000

799,595

1,500,000

1,496,850 15,234,694

Repurchase Agreements—2.1% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $14,501,127 on 10/03/16, collateralized by $13,702,718 U.S. Treasury and Foreign Obligations with rates ranging from 0.750% 4.500%, maturity dates ranging from 09/15/17 - 02/15/39, with a value of $14,790,004. . . . . . . . . . . . . . . . . . . . . . . 14,500,000 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

14,500,000

Principal Amount*

Repurchase Agreements—(Continued) Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $20,901,685 on 10/03/16, collateralized by $19,952,791 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 $21,326,916. . . 20,900,000 $ Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $423,555 on 10/03/16, collateralized by $349,921 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 $432,009. . . . . . . . . . . . . . . . . . . . . . . . . 423,538 Natixis New York Repurchase Agreement dated 09/30/16 at 0.700% to be repurchased at $15,000,875 on 10/03/16, collateralized by $23,993,414 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 $15,300,893. . . . . . . . . . . . . . . . . . . . . . . 15,000,000 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 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 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

Value

20,900,000

423,538

15,000,000

3,000,000

5,000,000

4,500,000 74,823,538

11,500,000

MSF-278

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (m)—(Continued) Security Description Time Deposits—0.4% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . Canadian Imperial Bank 0.260%, 10/03/16 . . . . . . . . . . . . . . . . . . DBS Bank, Ltd., Singapore 0.380%, 10/04/16 . . . . . . . . . . . . . . . . . . Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . .

Principal Amount*

(f) Value

3,000,000 $

3,000,000

3,000,000

3,000,000

3,000,000

3,000,000

2,600,000

2,600,000

2,600,000

2,600,000 14,200,000

Total Securities Lending Reinvestments (Cost $135,300,926) . . . . . . . . . . . . . . . . .

135,303,411

Total Investments—104.3% (Cost $3,620,324,212) (n) . . . . . . . . . . . . . . Other assets and liabilities (net)—(4.3)% . . . . . .

3,713,582,774 (154,574,310)

Net Assets—100.0% . . . . . . . . . . . . . . . . . .

$3,559,008,464

* (a)

(b) (c)

(d)

(e)

Principal and notional amounts stated in U.S. dollars unless otherwise noted. All or a portion of the security was held on loan. As of September 30, 2016, the market value of securities loaned was $124,790,214 and the collateral received consisted of cash in the amount of $130,300,520. The cash collateral investments are disclosed in the Schedule of Investments and categorized as Securities Lending Reinvestments. Payment-in-kind security for which part of the income earned may be paid as additional principal. 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. 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 $28,015,199, which is 0.8% of net assets. See details shown in the Restricted Securities table that follows. Non-income producing; security is in default and/or issuer is in bankruptcy.

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. (g) Illiquid security. As of September 30, 2016, these securities represent 1.1% of net assets. (h) Interest only security. (i) Principal amount of security is adjusted for inflation. (j) Floating rate loans (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will have an expected average life of approximately two to four years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility and includes commitment fees on unfunded loan commitments, if any. Senior Loans typically have rates of interest which are determined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base rates are primarily the London Interbank Offered Rate (“LIBOR”) and secondarily, the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders. (k) This loan will settle after September 30, 2016, at which time the interest rate will be determined. (l) Non-income producing security. (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 $3,620,324,212. The aggregate unrealized appreciation and depreciation of investments were $159,611,520 and $(66,352,958), respectively, resulting in net unrealized appreciation of $93,258,562. (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 $902,817,034, which is 25.4% of net assets. (ARM)— Adjustable-Rate Mortgage (AUD)— Australian Dollar (BRL)— Brazilian Real (CDX.NA.HY)— Markit North America High Yield CDS Index (CLO)— Collateralized Loan Obligation (CMO)— Collateralized Mortgage Obligation (EUR)— Euro (GBP)— British Pound (MXN)— Mexican Peso (REMIC)— Real Estate Mortgage Investment Conduit (RUB)— Russian Ruble

Restricted Securities Alta Wind Holdings LLC, 7.000%, 06/30/35 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayview Commercial Asset Trust, Zero Coupon, 07/25/37 . . . . . . . . . . . . . . . . . . . . . . . . . . . Compiler Finance Sub, Inc., 7.000%, 05/01/21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Countrywide Home Loan Reperforming Loan REMIC Trust, 5.646%, 03/25/35 . . . . . . . . . . . . . Magnus Dritte Immobilienbesitz und Verwaltungs 1 GmbH, 7.250%, 07/01/24 . . . . . . . . . . . . Magnus Relda Holding Vier GmbH, 7.000%, 10/28/24 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Midwest Vanadium Pty, Ltd., 11.500%, 02/15/18 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mirabela Nickel, Ltd., 9.500%, 06/24/19 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mirabela Nickel, Ltd., 1.000%, 09/10/44 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-279

Acquisition Date

Principal Amount

Cost

Value

07/14/10 11/23/10 05/02/13 01/08/15 06/26/14 10/22/14 05/05/11 - 05/24/11 06/06/14 - 06/30/14 09/10/14

$1,539,668 4,106,305 70,000 8,884,700 2,112,000 2,910,000 952,902 1,420,687 36,053

$1,539,668 391,382 56,043 1,293,834 2,874,326 3,679,841 982,680 1,420,687 32,519

$1,575,256 0 32,550 1,234,115 2,410,835 3,321,407 14,294 71,034 4

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited)

Restricted Securities NSG Holdings LLC / NSG Holdings, Inc., 7.750%, 12/15/25 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Scotia Bank Peru DPR Finance Co., 3.600%, 03/15/17 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . SoFi Consumer Loan Program, 3.280%, 09/15/23 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . SoFi Professional Loan Program LLC, Zero Coupon, 08/25/36 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Waterfall Commercial Mortgage Trust, 4.104%, 09/14/22 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Acquisition Date

Principal Amount

Cost

Value

01/25/13 02/18/10 08/19/15 08/05/15 09/08/15

$2,802,397 105,263 7,189,693 500 6,275,448

$2,963,480 105,263 7,189,308 2,964,375 6,275,448

$ 3,012,577 105,218 7,094,129 2,937,500 6,206,280 $28,015,199

Forward Foreign Currency Exchange Contracts In Exchange for

Unrealized Appreciation/ (Depreciation)

Contracts to Buy

Counterparty

Settlement Date

ARS 295,610,000 ARS 39,310,000 ARS 193,304,000 AUD 27,040,000 AUD 2,691,249 AUD 6,543,458 AUD 36,721,693 CAD 930,647 CAD 79,526,328 CAD 1,476,449 EUR 2,853,996 EUR 4,193,947 EUR 32,140,000 EUR 865,013 EUR 1,212,000 EUR 2,110,719 EUR 2,596,001 GBP 41,460,000 GBP 29,374,475 GBP 1,000,000 GBP 1,000,000 IDR 235,349,535,439 IDR 234,932,230,000 INR 4,668,890,000 JPY 8,568,870,000 MXN 168,790,000 NZD 21,810,000 NZD 22,340,000 NZD 31,350,000 NZD 1,500,000 NZD 2,000,000 RUB 2,283,870,000 SGD 16,010,000 SGD 17,650,000 SGD 14,370,000

JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goldman Sachs & Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

11/15/16 02/15/17 02/15/17 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 11/10/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 11/10/16 10/14/16 10/14/16 11/10/16 11/10/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 11/10/16 11/10/16 10/14/16 10/14/16 10/14/16 10/14/16

$18,985,870 2,389,666 11,822,875 20,336,514 2,044,488 4,996,022 27,665,756 707,382 61,377,542 1,128,306 3,160,529 4,648,655 36,290,174 963,564 1,338,581 2,388,110 2,920,768 54,148,004 38,100,310 1,323,862 1,301,466 17,829,510 17,962,484 68,191,332 85,360,914 8,938,255 15,505,514 15,831,353 22,717,558 1,085,097 1,447,144 34,444,914 11,796,128 12,998,969 10,577,999

$ (143,057) 9,895 (23,214) 354,656 14,872 11,071 433,903 2,044 (755,167) (2,602) 46,982 64,783 (169,097) 8,595 23,545 (15,943) 396 (397,420) (17,937) (26,769) (4,373) 175,790 10,891 1,784,398 (825,499) (243,235) 368,897 428,819 100,544 5,486 6,967 1,839,244 (55,009) (55,136) (39,592)

Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16

30,340,920 16,023,361 15,419,365 1,591,063 1,147,065 934,866 676,244 41,249,501 33,229,889 53,069,110

(267,320) (176,050) (106,664) (39,592) (19,351) (18,582) (3,499) (1,741,552) (236,304) (260,917)

Contracts to Deliver AUD AUD AUD AUD AUD AUD AUD BRL CAD CAD

40,000,000 21,170,000 20,290,000 2,131,001 1,524,316 1,246,001 888,314 140,227,677 43,902,000 69,960,000

MSF-280

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Forward Foreign Currency Exchange Contracts—(Continued) Contracts to Deliver

Counterparty

Settlement Date

EUR 42,196,582 EUR 550,001 EUR 484,629 EUR 386,957 EUR 310,001 EUR 1,116,001 EUR 384,001 EUR 383,001 EUR 275,001 EUR 243,001 EUR 242,001 GBP 31,020,000 GBP 31,760,000 GBP 43,300,000 GBP 4,656,627 INR 595,880,000 JPY 3,508,150,000 JPY 5,722,126,734 JPY 6,130,630,000 KRW 41,204,220,000 NZD 75,600,000 NZD 5,500,000 SGD 48,030,000 TWD 1,045,790,000

Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . JPMorgan Chase Bank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Barclays Bank plc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Citibank N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bank of America N.A. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 11/10/16 11/10/16 11/10/16 11/10/16 11/10/16 11/10/16 10/14/16 10/14/16 11/10/16 11/10/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 10/14/16 11/10/16 10/14/16 10/14/16

In Exchange for $46,751,703 612,665 535,325 434,710 342,177 1,257,578 431,468 431,045 309,581 272,753 271,301 40,888,858 41,308,485 57,876,729 6,223,954 8,938,692 32,987,146 57,064,340 61,174,774 35,745,832 53,657,856 4,013,812 35,649,737 32,377,399

Unrealized Appreciation/ (Depreciation) $

Net Unrealized Depreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

(671,631) (5,463) (9,333) (177) (6,223) 1,792 (632) 71 135 (685) (1,012) 673,153 133,412 1,712,592 183,875 7,846 (1,622,192) 613,215 693,596 (1,664,414) (1,367,614) 15,006 426,378 (994,506)

$(1,834,914)

Futures Contracts Unrealized Appreciation/ (Depreciation)

Futures Contracts—Long

Expiration Date

Number of Contracts

Notional Amount

90 Day Eurodollar Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Australian 10 Year Treasury Bond Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Euro-Bobl Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury Note 5 Year Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury Ultra Long Bond Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

06/19/17 12/15/16 12/08/16 12/30/16 12/20/16

3,552 2,315 663 251 14

USD AUD EUR USD USD

879,354,007 318,186,093 87,542,164 30,484,450 2,598,357

$ (100,806) (760,356) 37,639 15,972 (24,107)

06/17/19 12/08/16 12/08/16 12/20/16 12/20/16

(3,552) (844) (103) (1,326) (2,793)

USD EUR EUR USD USD

(877,199,719) (138,851,477) (19,809,030) (225,389,902) (366,241,932)

299,718 (1,122,588) 16,277 2,414,714 9,807

Futures Contracts—Short 90 Day Eurodollar Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Euro-Bund Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Euro-Buxl 30 Year Bond Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury Long Bond Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury Note 10 Year Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Net Unrealized Appreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$

786,270

Written Options Foreign Currency Written Options

Strike Price

USD Call/MXN Put . . . . . . . . . . . . . . USD Call/MXN Put . . . . . . . . . . . . . .

MXN 20.40 MXN 21.49

Counterparty Barclays Bank plc Barclays Bank plc

Expiration Date

Notional Amount

Premiums Received

Market Value

12/09/16 USD (23,000,000) $(287,500) $(423,683) 12/21/16 USD (11,530,000) (185,079) (110,953)

Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-281

$(472,579) $(534,636)

Unrealized Appreciation/ (Depreciation) $(136,183) 74,126 $ (62,057)

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Strike Credit Default Swaptions Price

Counterparty

Reference Buy/Sell Expiration Obligation Protection Date

Put - 1 Yr. CDS . . . . . . . . . . . 96.00 JPMorgan Chase Bank N.A. CDX.NA.HY.26 Put - 1 Yr. CDS . . . . . . . . . . . 96.00 Credit Suisse International CDX.NA.HY.26

Sell Sell

Notional Amount

Premiums Market Unrealized Received Value Appreciation

10/19/16 USD (168,530,000) $ (889,838) $(12,051) $ 877,787 10/19/16 USD (179,400,000) (717,600) (12,829) 704,771

Totals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $(1,607,438) $(24,880) $1,582,558

Swap Agreements OTC Cross-Currency Swaps

Receive

Pay

Notional Amount of Maturity Currency Date (a) Counterparty Received

Notional Amount of Currency Delivered

Market Value

Upfront Premium Paid/ Unrealized (Received) Appreciation

Fixed Rate equal to 9.005% based Fixed rate equal to 7.250% on the notional amount of based on the notional amount of currency delivered . . . . . . . . . . currency received 07/01/24 Barclays Bank plc $5,848,000 EUR 4,300,000 $1,351,033 $(4,084) (a)

$1,355,117

At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

OTC Interest Rate Swaps

Pay/Receive Floating Rate

Floating Rate Index

Pay . . . . . . . . . . . . . . . . . . . .

1 Day CDI

Fixed Rate

Maturity Date

Counterparty

Notional Amount

Market Value

Upfront Premium Paid/ (Received)

Unrealized Appreciation

$—

$5,332,805

14.85% 01/04/21 Bank of America N.A. BRL 190,843,760 $5,332,805

Centrally Cleared Interest Rate Swaps Pay/Receive Floating Rate Pay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Receive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Receive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Receive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Receive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Receive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Receive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Receive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Floating Rate Index 3-Month NZD-BBR-FRA 3-Month NZD-BBR-FRA 3-Month NZD-BBR-FRA 3-Month NZD-BBR-FRA 3M LIBOR 3M LIBOR 3M LIBOR 3M LIBOR 3M LIBOR 3M LIBOR 3M LIBOR 3M LIBOR 6M LIBOR

Fixed Rate

Maturity Date

2.103% 2.105% 2.105% 2.128% 1.021% 1.185% 1.081% 1.084% 1.142% 1.144% 1.580% 1.674% 0.398%

08/02/21 08/04/21 08/04/21 08/02/21 08/11/18 06/13/21 08/02/21 08/02/21 08/04/21 08/04/21 06/13/26 11/30/22 08/09/18

Notional Amount NZD NZD NZD NZD USD USD USD USD USD USD USD USD GBP

56,400,000 55,490,000 55,490,000 56,400,000 676,360,000 56,430,000 38,970,000 38,970,000 38,950,000 38,950,000 56,280,000 99,324,000 513,640,000

Net Unrealized Depreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Unrealized Appreciation/ (Depreciation) $

(6,857) (2,158) (2,158) 40,195 163,747 20,080 194,020 188,474 83,140 79,440 (544,027) (2,396,239) 403,181

$(1,779,162)

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

Reference Obligation CDX.NA.IG.27 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . CDX.NA.HY.27 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fixed Deal Receive Rate 1.000% 5.000%

Maturity Date

0.747% 4.013%

Notional Amount(c) USD USD

Unrealized Appreciation

80,160,000 14,400,000

$31,019 14,351

Net Unrealized Appreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$45,370

MSF-282

12/20/21 12/20/21

Implied Credit Spread at September 30, 2016(b)

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) (a)

(b)

(c)

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. 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. 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.

Securities in the amount of $6,811,160 have been received at the custodian bank as collateral for OTC swap contracts. (ARS)— Argentine Peso (AUD)— Australian Dollar (BRL)— Brazilian Real (CAD)— Canadian Dollar (EUR)— Euro (GBP)— British Pound (IDR)— Indonesian Rupiah (INR)— Indian Rupee (JPY)— Japanese Yen (KRW)— South Korean Won (MXN)— Mexican Peso (NZD)— New Zealand Dollar (RUB)— Russian Ruble (SGD)— Singapore Dollar (TWD)— Taiwanese Dollar (USD)— United States Dollar (BBR)— Bank Bill Rate (CDI)— Brazil Interbank Deposit Rate (CDS)— Credit Default Swap (CDX.NA.HY)— Markit North America High Yield CDS Index (CDX.NA.IG)— Markit North America Investment Grade 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.

MSF-283

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities 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

Corporate Bonds & Notes Advertising . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Aerospace/Defense . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Agriculture . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Airlines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Apparel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Auto Manufacturers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Auto Parts & Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Banks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Beverages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Biotechnology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Building Materials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Chemicals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Coal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Computers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Diversified Financial Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Electric . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Electronics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Energy-Alternate Sources . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Engineering & Construction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Entertainment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Environmental Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Food . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Healthcare-Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Healthcare-Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Holding Companies-Diversified . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Home Builders . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Housewares . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Insurance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Internet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Iron/Steel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Leisure Time . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Lodging . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Machinery-Construction & Mining . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Metal Fabricate/Hardware . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mining . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Miscellaneous Manufacturing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Oil & Gas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Oil & Gas Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Packaging & Containers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmaceuticals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pipelines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Real Estate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Real Estate Investment Trusts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Retail . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Savings & Loans . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Semiconductors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Software . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Telecommunications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Transportation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Trucking & Leasing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Water . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Corporate Bonds & Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Foreign Government* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-284

$

— — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — —

Level 2 $

133,855 11,238,233 25,487,292 1,562,700 10,715,516 25,282,431 28,879,039 327,451,700 44,239,967 13,704,102 4,083,975 16,283,094 2,559,375 28,478,932 13,612,911 72,018,740 43,557,305 2,250,379 1,575,256 10,899,141 4,593,087 1,427,876 11,732,351 24,657,202 55,738,805 10,967,171 29,678,928 17,098,007 27,840,536 16,437,470 11,889,003 30,504,050 13,232,540 501,766 94,082,156 357,653 103,038,833 17,653,036 180,622,077 20,636,007 24,604,865 33,966,487 87,355,796 6,129,929 23,109,765 67,376,377 3,260,153 5,218,544 21,338,834 113,490,903 21,922,805 3,634,527 3,579,105 1,771,690,587 591,608,868

Level 3 $

— — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — — 4 — — — — — — — — — 600 — — — — — — 604 —

Total $

133,855 11,238,233 25,487,292 1,562,700 10,715,516 25,282,431 28,879,039 327,451,700 44,239,967 13,704,102 4,083,975 16,283,094 2,559,375 28,478,932 13,612,911 72,018,740 43,557,305 2,250,379 1,575,256 10,899,141 4,593,087 1,427,876 11,732,351 24,657,202 55,738,805 10,967,171 29,678,928 17,098,007 27,840,536 16,437,470 11,889,003 30,504,050 13,232,540 501,766 94,082,156 357,653 103,038,837 17,653,036 180,622,077 20,636,007 24,604,865 33,966,487 87,355,796 6,129,929 23,109,765 67,376,377 3,260,753 5,218,544 21,338,834 113,490,903 21,922,805 3,634,527 3,579,105 1,771,691,191 591,608,868

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Fair Value Hierarchy—(Continued) Description Total Mortgage-Backed Securities* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total U.S. Treasury & Government Agencies* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investment Company Security . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Floating Rate Loans* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Asset-Backed Securities* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Convertible Preferred Stocks* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Convertible Bonds* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Municipals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Preferred Stocks Air Freight & Logistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Banks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Preferred Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Common Stocks Air Freight & Logistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Diversified Consumer Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Energy Equipment & Services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Household Durables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Marine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Metals & Mining . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Purchased Options* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Warrant* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Escrow Shares* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investments* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Certificates of Deposit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Commercial Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Forward Contracts Forward Foreign Currency Exchange Contracts (Unrealized Appreciation) . . . . . . . . . . . . . . . . Forward Foreign Currency Exchange Contracts (Unrealized Depreciation) . . . . . . . . . . . . . . . . Total Forward Contracts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Futures Contracts Futures Contracts (Unrealized Appreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Futures Contracts (Unrealized Depreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Futures Contracts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Written Options Credit Default Swaptions at Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Foreign Currency Written Options at Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Written Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Centrally Cleared Swap Contracts Centrally Cleared Swap Contracts (Unrealized Appreciation) . . . . . . . . . . . . . . . . . . . . . . . . . Centrally Cleared Swap Contracts (Unrealized Depreciation) . . . . . . . . . . . . . . . . . . . . . . . . . Total Centrally Cleared Swap Contracts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . OTC Swap Contracts OTC Swap Contracts at Value (Assets) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . *

See Schedule of Investments for additional detailed categorizations.

MSF-285

Level 1

Level 2

— — 130,774,424 — — 12,131,938 — —

$ 447,050,480 405,905,884 — 81,352,562 78,267,211 — 11,760,173 10,609,349

— 3,106,412 3,106,412

302,302 — 302,302

— — 18,357 22,023 — — — 40,380 — — — —

139,650 — — — — 239,141 — 378,791 571,132 3,825 — 31,760,747

— 27,991 — — 347,661 528,132 59,910 963,694 — — 0 —

139,650 27,991 18,357 22,023 347,661 767,273 59,910 1,382,865 571,132 3,825 0 31,760,747

— — — — — $146,053,154

31,045,179 15,234,694 74,823,538 14,200,000 135,303,411 $3,566,565,322

— — — — — $964,298

31,045,179 15,234,694 74,823,538 14,200,000 135,303,411 $3,713,582,774

$

—

$ (130,300,520)

$

—

$ (130,300,520)

$

— — —

$

$

— — —

$

$

$ $

$

2,794,127 (2,007,857) $ 786,270

$

$

$

$ $

— — —

$

$ $

$

— — —

$

—

Level 3

10,152,849 (11,987,763) (1,834,914) — — — (24,880) (534,636) (559,516)

$

1,217,647 (2,951,439) (1,733,792)

$

6,683,838

$

$ $ $ $ $ $

Total

— — — — — — — —

$ 447,050,480 405,905,884 130,774,424 81,352,562 78,267,211 12,131,938 11,760,173 10,609,349

— — —

302,302 3,106,412 3,408,714

$

— — —

$

— — —

$

$

$

10,152,849 (11,987,763) (1,834,914) 2,794,127 (2,007,857) 786,270 (24,880) (534,636) (559,516)

$

$

— — —

$

1,217,647 (2,951,439) (1,733,792)

$

—

$

6,683,838

Metropolitan Series Fund Western Asset Management Strategic Bond Opportunities 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 Corporate Bonds & Notes Mining . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Savings & Loans . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Common Stocks Diversified Consumer Services . . . . . . . . . . . . . . . . . . . . . . Marine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Metals & Mining . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Escrow Shares Forest Products & Paper . . . . . . . . . . . . . . . . . . . . . . . . . . . Total . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (a)

Balance as of December 31, 2015 $

0 — — 208,910 — 0

Change in Unrealized Appreciation/ (Depreciation) $

0 0 0 138,751 298,077 7,244

— $208,910

0 $444,072

Purchases $

4 (a) 600 (a) 27,991 — 230,055 (a) 52,666 (a) —

$ 311,316

Balance as of September 30, 2016 $

4 600 27,991 347,661 528,132 59,910

Change in Unrealized Appreciation/ (Depreciation) from Investments Still Held at September 30, 2016 $

0 0 0 138,751 298,077 7,244

0

0

$964,298

$444,072

Security was acquired as a result of the merger with the Met Investors Series Trust Lord Abbett Bond Debenture Portfolio and the Met Investors Series Trust Pioneer Strategic Income Portfolio. Purchase amount shown above reflects the value of the security on the date of the merger.

MSF-286

Metropolitan Series Fund Western Asset Management U.S. Government Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—83.9% of Net Assets Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—24.3% Fannie Mae 15 Yr. Pool 2.500%, TBA (a) . . . . . . . . . . . . . . . . . . . . 9,400,000 $ 3.000%, TBA (a) . . . . . . . . . . . . . . . . . . . . 6,200,000 3.500%, TBA (a) . . . . . . . . . . . . . . . . . . . . 15,000,000 4.500%, 03/01/20 . . . . . . . . . . . . . . . . . 55,617 5.000%, 03/01/18 . . . . . . . . . . . . . . . . . 43,244 6.500%, 06/01/17 . . . . . . . . . . . . . . . . . 7,241 Fannie Mae 20 Yr. Pool 4.500%, 11/01/31 . . . . . . . . . . . . . . . . . 979,573 4.500%, 12/01/31 . . . . . . . . . . . . . . . . . 1,397,085 Fannie Mae 30 Yr. Pool 3.000%, 09/01/42 . . . . . . . . . . . . . . . . . 10,412,325 3.000%, TBA (a) . . . . . . . . . . . . . . . . . . . . 7,900,000 3.500%, TBA (a) . . . . . . . . . . . . . . . . . . . . 14,900,000 4.000%, 02/01/40 . . . . . . . . . . . . . . . . . 879,281 4.000%, 06/01/42 . . . . . . . . . . . . . . . . . 8,174,961 4.000%, 07/01/42 . . . . . . . . . . . . . . . . . 4,055,405 4.000%, 05/01/43 . . . . . . . . . . . . . . . . . 19,637,708 4.000%, 10/01/43 . . . . . . . . . . . . . . . . . 10,977,426 4.000%, TBA (a) . . . . . . . . . . . . . . . . . . . . 82,800,000 4.500%, 04/01/41 . . . . . . . . . . . . . . . . . 11,752,617 4.500%, 10/01/41 . . . . . . . . . . . . . . . . . 8,238,387 4.500%, 07/01/44 . . . . . . . . . . . . . . . . . 312,182 4.500%, 10/01/44 . . . . . . . . . . . . . . . . . 1,970,732 4.500%, 01/01/45 . . . . . . . . . . . . . . . . . 167,566 4.500%, TBA (a) . . . . . . . . . . . . . . . . . . . . 5,100,000 5.000%, 07/01/33 . . . . . . . . . . . . . . . . . 318,573 5.000%, 09/01/33 . . . . . . . . . . . . . . . . . 387,128 5.000%, 10/01/35 . . . . . . . . . . . . . . . . . 1,085,616 5.000%, 03/01/36 . . . . . . . . . . . . . . . . . 1,742,762 5.000%, 01/01/39 . . . . . . . . . . . . . . . . . 14,010 5.000%, 08/01/39 . . . . . . . . . . . . . . . . . 35,299 5.000%, 12/01/39 . . . . . . . . . . . . . . . . . 26,953 5.000%, 05/01/40 . . . . . . . . . . . . . . . . . 35,314 5.000%, 07/01/40 . . . . . . . . . . . . . . . . . 50,475 5.000%, 11/01/40 . . . . . . . . . . . . . . . . . 1,338,696 5.000%, 01/01/41 . . . . . . . . . . . . . . . . . 63,472 5.000%, 02/01/41 . . . . . . . . . . . . . . . . . 69,128 5.000%, 04/01/41 . . . . . . . . . . . . . . . . . 146,327 5.000%, 05/01/41 . . . . . . . . . . . . . . . . . 2,959,458 5.000%, 06/01/41 . . . . . . . . . . . . . . . . . 294,315 5.000%, 07/01/41 . . . . . . . . . . . . . . . . . 2,770,692 5.000%, TBA (a) . . . . . . . . . . . . . . . . . . . . 2,700,000 6.000%, 04/01/33 . . . . . . . . . . . . . . . . . 93,871 6.000%, 02/01/34 . . . . . . . . . . . . . . . . . 19,890 6.000%, 11/01/35 . . . . . . . . . . . . . . . . . 203,086 6.000%, 08/01/37 . . . . . . . . . . . . . . . . . 435,057 6.500%, 03/01/26 . . . . . . . . . . . . . . . . . 1,384 6.500%, 04/01/29 . . . . . . . . . . . . . . . . . 66,423 7.000%, 11/01/28 . . . . . . . . . . . . . . . . . 2,031 7.000%, 02/01/29 . . . . . . . . . . . . . . . . . 693 7.000%, 01/01/30 . . . . . . . . . . . . . . . . . 2,235 7.000%, 10/01/37 . . . . . . . . . . . . . . . . . 20,805 7.000%, 11/01/37 . . . . . . . . . . . . . . . . . 33,257 7.000%, 12/01/37 . . . . . . . . . . . . . . . . . 26,153 7.000%, 02/01/38 . . . . . . . . . . . . . . . . . 18,136

Value

Security Description

9,718,834 6,500,071 15,803,907 57,075 44,446 7,279 1,075,700 1,534,636 10,902,906 8,192,027 15,703,493 971,568 9,010,906 4,359,165 21,554,737 12,056,207 88,822,408 12,924,446 9,028,971 348,140 2,190,366 188,625 5,579,498 355,267 434,938 1,219,711 1,938,951 15,802 39,859 30,287 39,477 57,099 1,512,951 71,815 76,872 165,628 3,346,175 333,137 3,074,743 2,997,053 108,811 23,144 236,158 506,229 1,594 76,510 2,257 695 2,301 23,060 40,032 29,269 20,042

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Fannie Mae 30 Yr. Pool 7.000%, 08/01/38 . . . . . . . . . . . . . . . . . 14,403 $ 7.000%, 09/01/38 . . . . . . . . . . . . . . . . . 3,061 7.000%, 11/01/38 . . . . . . . . . . . . . . . . . 152,500 7.000%, 02/01/39 . . . . . . . . . . . . . . . . . 1,583,875 7.500%, 04/01/32 . . . . . . . . . . . . . . . . . 13,674 8.000%, 05/01/28 . . . . . . . . . . . . . . . . . 4,270 8.000%, 07/01/32 . . . . . . . . . . . . . . . . . 886 Fannie Mae ARM Pool 2.379%, 07/01/37 (b) . . . . . . . . . . . . . . . 36,912 Fannie Mae Interest Strip (CMO) 3.500%, 11/25/41 (c) . . . . . . . . . . . . . . . 3,220,873 4.000%, 04/25/42 (c) . . . . . . . . . . . . . . . 4,482,003 4.500%, 11/25/39 (c) . . . . . . . . . . . . . . . 2,583,009 Fannie Mae Pool 3.500%, 08/01/42 . . . . . . . . . . . . . . . . . 13,107,275 3.500%, 09/01/42 . . . . . . . . . . . . . . . . . 899,607 3.500%, 10/01/42 . . . . . . . . . . . . . . . . . 6,261,008 4.000%, 10/01/42 . . . . . . . . . . . . . . . . . 3,834,760 4.000%, 11/01/42 . . . . . . . . . . . . . . . . . 2,623,264 4.000%, 07/01/43 . . . . . . . . . . . . . . . . . 80,425 4.000%, 08/01/43 . . . . . . . . . . . . . . . . . 1,832,527 5.000%, 05/01/40 . . . . . . . . . . . . . . . . . 26,928 6.500%, 12/01/27 . . . . . . . . . . . . . . . . . 4,651 6.500%, 05/01/32 . . . . . . . . . . . . . . . . . 24,465 Fannie Mae REMIC Trust Whole Loan (CMO) 3.740%, 01/25/43 (b) . . . . . . . . . . . . . . . 365,047 Fannie Mae REMICS (CMO) Zero Coupon, 03/25/42 (d) . . . . . . . . . . . 661,450 3.000%, 12/25/27 (c) . . . . . . . . . . . . . . . 8,815,036 5.500%, 07/25/41 . . . . . . . . . . . . . . . . . 8,136,654 5.500%, 04/25/42 . . . . . . . . . . . . . . . . . 2,787,529 5.625%, 03/25/42 (b) (c) . . . . . . . . . . . . . 10,759,588 5.625%, 12/25/42 (b) (c) . . . . . . . . . . . . . 1,232,509 6.000%, 05/25/42 . . . . . . . . . . . . . . . . . 1,783,600 6.005%, 01/25/41 (b) (c) . . . . . . . . . . . . . 1,743,236 6.025%, 10/25/41 (b) (c) . . . . . . . . . . . . . 6,537,236 6.125%, 02/25/41 (b) (c) . . . . . . . . . . . . . 1,029,772 6.125%, 03/25/42 (b) (c) . . . . . . . . . . . . . 2,601,704 6.500%, 06/25/39 . . . . . . . . . . . . . . . . . 354,787 6.500%, 07/25/42 . . . . . . . . . . . . . . . . . 3,310,053 9.750%, 11/25/18 . . . . . . . . . . . . . . . . . 449,886 9.750%, 08/25/19 . . . . . . . . . . . . . . . . . 142,391 Fannie Mae-ACES (CMO) 2.037%, 09/25/26 . . . . . . . . . . . . . . . . . 2,583,280 2.499%, 09/25/26 . . . . . . . . . . . . . . . . . 3,850,000 Freddie Mac 30 Yr. Gold Pool 3.000%, TBA (a) . . . . . . . . . . . . . . . . . . . . 10,000,000 4.000%, 07/01/43 . . . . . . . . . . . . . . . . . 5,842,995 4.000%, 08/01/43 . . . . . . . . . . . . . . . . . 6,039,295 4.500%, 06/01/38 . . . . . . . . . . . . . . . . . 2,118,377 5.000%, 08/01/33 . . . . . . . . . . . . . . . . . 28,803 5.000%, 06/01/41 . . . . . . . . . . . . . . . . . 6,823,527 6.000%, 10/01/36 . . . . . . . . . . . . . . . . . 1,111,467 6.500%, 09/01/39 . . . . . . . . . . . . . . . . . 403,716 8.000%, 12/01/19 . . . . . . . . . . . . . . . . . 575 8.000%, 09/01/30 . . . . . . . . . . . . . . . . . 4,184

MSF-287

Value

15,863 3,167 179,108 1,823,841 14,035 4,893 968 39,047 463,793 750,963 408,911 13,979,599 959,553 6,677,703 4,174,855 2,855,458 87,596 1,996,573 30,421 4,703 28,698 384,787 601,182 787,372 9,534,850 3,137,745 1,854,583 277,559 2,048,082 334,342 1,337,980 130,258 482,795 394,954 3,831,460 476,457 150,904 2,600,006 3,907,519 10,368,164 6,409,727 6,625,079 2,321,128 32,334 7,645,731 1,287,158 486,605 579 5,053

Metropolitan Series Fund Western Asset Management U.S. Government Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Freddie Mac 30 Yr. Non-Gold Pool 8.000%, 07/01/20 . . . . . . . . . . . . . . . . . 1,029 $ Freddie Mac ARM Non-Gold Pool 2.250%, 05/01/37 (b) . . . . . . . . . . . . . . . 34,225 2.543%, 02/01/37 (b) . . . . . . . . . . . . . . . 19,713 2.770%, 01/01/35 (b) . . . . . . . . . . . . . . . 13,647 2.995%, 05/01/37 (b) . . . . . . . . . . . . . . . 49,323 Freddie Mac Gold Pool 3.500%, 10/01/42 . . . . . . . . . . . . . . . . . 1,330,812 3.500%, 02/01/44 . . . . . . . . . . . . . . . . . 598,448 4.000%, 04/01/43 . . . . . . . . . . . . . . . . . 1,970,879 4.000%, 08/01/43 . . . . . . . . . . . . . . . . . 1,206,545 Freddie Mac REMICS (CMO) 4.500%, 04/15/32 . . . . . . . . . . . . . . . . . 304,579 6.000%, 05/15/36 . . . . . . . . . . . . . . . . . 784,476 8.500%, 06/15/21 . . . . . . . . . . . . . . . . . 10,858 Ginnie Mae I 30 Yr. Pool 5.500%, 06/15/36 . . . . . . . . . . . . . . . . . 594,463 6.000%, 03/15/33 . . . . . . . . . . . . . . . . . 990,659 6.500%, 06/15/31 . . . . . . . . . . . . . . . . . 4,488 6.500%, 08/15/34 . . . . . . . . . . . . . . . . . 232,707 7.500%, 09/15/29 . . . . . . . . . . . . . . . . . 2,338 7.500%, 02/15/30 . . . . . . . . . . . . . . . . . 1,648 8.500%, 05/15/18 . . . . . . . . . . . . . . . . . 3,502 8.500%, 06/15/25 . . . . . . . . . . . . . . . . . 31,859 Ginnie Mae II 30 Yr. Pool 3.000%, 08/20/46 . . . . . . . . . . . . . . . . . 29,427,825 3.500%, TBA (a) . . . . . . . . . . . . . . . . . . . . 24,000,000 4.000%, 09/20/45 . . . . . . . . . . . . . . . . . 2,129,026 4.000%, 11/20/45 . . . . . . . . . . . . . . . . . 12,671,905 4.500%, 01/20/40 . . . . . . . . . . . . . . . . . 991,800 4.500%, 05/20/40 . . . . . . . . . . . . . . . . . 1,352,133 4.500%, 09/20/40 . . . . . . . . . . . . . . . . . 27,368 4.500%, 01/20/41 . . . . . . . . . . . . . . . . . 211,239 4.500%, 07/20/41 . . . . . . . . . . . . . . . . . 1,465,943 5.000%, 07/20/40 . . . . . . . . . . . . . . . . . 1,027,838 6.000%, 11/20/34 . . . . . . . . . . . . . . . . . 1,909 6.000%, 06/20/35 . . . . . . . . . . . . . . . . . 3,109 6.000%, 07/20/36 . . . . . . . . . . . . . . . . . 186,064 6.000%, 09/20/36 . . . . . . . . . . . . . . . . . 9,349 6.000%, 07/20/38 . . . . . . . . . . . . . . . . . 491,159 6.000%, 09/20/38 . . . . . . . . . . . . . . . . . 1,348,380 6.000%, 06/20/39 . . . . . . . . . . . . . . . . . 5,396 6.000%, 05/20/40 . . . . . . . . . . . . . . . . . 121,504 6.000%, 06/20/40 . . . . . . . . . . . . . . . . . 317,508 6.000%, 08/20/40 . . . . . . . . . . . . . . . . . 165,761 6.000%, 09/20/40 . . . . . . . . . . . . . . . . . 403,791 6.000%, 10/20/40 . . . . . . . . . . . . . . . . . 265,922 6.000%, 11/20/40 . . . . . . . . . . . . . . . . . 359,384 6.000%, 01/20/41 . . . . . . . . . . . . . . . . . 315,476 6.000%, 03/20/41 . . . . . . . . . . . . . . . . . 1,469,780 6.000%, 07/20/41 . . . . . . . . . . . . . . . . . 289,359 6.000%, 12/20/41 . . . . . . . . . . . . . . . . . 196,551 6.500%, 10/20/37 . . . . . . . . . . . . . . . . . 406,720

Value

Security Description

1,034 35,371 20,520 14,497 52,660 1,419,246 638,642 2,144,063 1,312,385 338,632 890,779 11,720 678,996 1,168,370 5,176 268,364 2,657 1,719 3,516 37,931 30,868,876 25,462,501 2,324,742 13,785,417 1,085,674 1,480,385 29,971 231,690 1,605,865 1,141,425 2,247 3,670 214,290 10,722 562,508 1,544,266 6,265 140,350 366,224 192,163 455,783 312,124 408,566 360,957 1,713,051 328,180 226,344 477,243

Principal Amount*

Agency Sponsored Mortgage - Backed—(Continued) Government National Mortgage Association (CMO) 0.371%, 02/16/53 (b) (c) . . . . . . . . . . . . . 15,963,879 $ 0.523%, 10/16/54 (b) (c) . . . . . . . . . . . . . 34,400,302 0.531%, 05/16/54 (b) (c) . . . . . . . . . . . . . 20,943,017 0.686%, 03/16/49 (b) (c) . . . . . . . . . . . . . 13,100,143 0.769%, 09/16/51 (b) (c) . . . . . . . . . . . . . 69,292,693 0.794%, 06/16/55 (b) (c) . . . . . . . . . . . . . 13,604,948 0.796%, 05/16/54 (b) (c) . . . . . . . . . . . . . 19,814,413 0.810%, 09/16/46 (b) (c) . . . . . . . . . . . . . 53,971,508 0.869%, 11/16/55 (b) (c) . . . . . . . . . . . . . 29,024,716 0.870%, 01/16/57 (b) (c) . . . . . . . . . . . . . 31,073,084 0.874%, 12/20/60 (b) . . . . . . . . . . . . . . . 18,713,972 0.894%, 12/20/60 (b) . . . . . . . . . . . . . . . 6,391,157 0.900%, 01/16/56 (b) (c) . . . . . . . . . . . . . 65,120,967 0.930%, 02/16/48 (b) (c) . . . . . . . . . . . . . 8,734,518 0.942%, 09/16/55 (b) (c) . . . . . . . . . . . . . 21,830,599 0.974%, 03/20/61 (b) . . . . . . . . . . . . . . . 5,215,317 0.994%, 12/20/60 (b) . . . . . . . . . . . . . . . 47,339,790 1.003%, 09/16/56 (b) (c) . . . . . . . . . . . . . 34,696,505 1.071%, 09/16/44 (b) (c) . . . . . . . . . . . . . 20,019,499 1.167%, 02/16/46 (b) (c) . . . . . . . . . . . . . 25,289,133 5.570%, 08/16/42 (b) (c) . . . . . . . . . . . . . 1,544,289 5.968%, 03/20/39 (b) (c) . . . . . . . . . . . . . 445,360 6.118%, 01/20/40 (b) (c) . . . . . . . . . . . . . 1,185,217

Value

510,329 1,208,944 677,819 453,739 3,841,157 616,322 1,034,566 1,726,932 1,893,181 2,305,704 18,580,741 6,354,629 4,882,321 428,246 1,318,638 5,199,741 47,228,385 2,491,827 1,199,654 1,634,945 236,116 29,432 129,669 553,680,233

Federal Agencies—37.5% Federal Farm Credit Bank 0.650%, 06/19/17 . . . . . . . . . . . . . . . . . 1.100%, 06/01/18 . . . . . . . . . . . . . . . . . 1.950%, 11/15/17 . . . . . . . . . . . . . . . . . Federal Home Loan Bank 0.500%, 10/17/16 . . . . . . . . . . . . . . . . . 0.625%, 11/23/16 . . . . . . . . . . . . . . . . . 0.625%, 10/26/17 . . . . . . . . . . . . . . . . . 0.750%, 03/24/17 . . . . . . . . . . . . . . . . . 0.750%, 12/08/17 . . . . . . . . . . . . . . . . . 0.875%, 03/19/18 . . . . . . . . . . . . . . . . . 2.125%, 06/09/23 . . . . . . . . . . . . . . . . . 2.750%, 06/08/18 . . . . . . . . . . . . . . . . . 5.250%, 12/11/20 . . . . . . . . . . . . . . . . . Federal Home Loan Mortgage Corp. Zero Coupon, 11/29/19 . . . . . . . . . . . . . 0.750%, 04/09/18 . . . . . . . . . . . . . . . . . 0.875%, 10/12/18 (e) . . . . . . . . . . . . . . . 1.125%, 04/15/19 . . . . . . . . . . . . . . . . . 5.000%, 12/14/18 . . . . . . . . . . . . . . . . . Federal National Mortgage Association Zero Coupon, 10/09/19 . . . . . . . . . . . . . . 1.250%, 05/06/21 . . . . . . . . . . . . . . . . . 1.875%, 09/24/26 . . . . . . . . . . . . . . . . . 2.125%, 04/24/26 . . . . . . . . . . . . . . . . . 2.625%, 09/06/24 . . . . . . . . . . . . . . . . .

MSF-288

15,000,000 20,000,000 19,980,000

15,004,365 20,076,980 20,242,577

15,000,000 20,000,000 18,000,000 23,000,000 17,000,000 20,000,000 17,700,000 15,000,000 12,000,000

15,001,500 20,009,200 17,983,962 23,031,050 17,003,791 20,016,020 18,323,323 15,485,190 13,966,356

10,000,000 9,000,000 20,000,000 30,000,000 12,741,000

9,552,920 8,991,864 19,990,800 30,133,230 13,853,276

50,000,000 20,000,000 7,000,000 10,000,000 22,000,000

47,994,000 19,983,800 6,964,895 10,176,490 23,551,572

Metropolitan Series Fund Western Asset Management U.S. Government Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) U.S. Treasury & Government Agencies—(Continued) Security Description Federal Agencies—(Continued) Financing Corp. Fico Zero Coupon, 10/06/17 . . . . . . . . . . . . . Zero Coupon, 05/11/18 . . . . . . . . . . . . . Zero Coupon, 08/03/18 . . . . . . . . . . . . . Zero Coupon, 12/27/18 . . . . . . . . . . . . . Zero Coupon, 06/06/19 . . . . . . . . . . . . . Zero Coupon, 09/26/19 . . . . . . . . . . . . . Government Trust Certificates Zero Coupon, 10/01/16 . . . . . . . . . . . . . National Archives Facility Trust 8.500%, 09/01/19 (f) . . . . . . . . . . . . . . . New Valley Generation II 5.572%, 05/01/20 . . . . . . . . . . . . . . . . Overseas Private Investment Corp. Zero Coupon, 11/11/16 (g) . . . . . . . . . . Zero Coupon, 11/17/16 . . . . . . . . . . . . . Zero Coupon, 11/18/16 . . . . . . . . . . . . . Zero Coupon, 11/17/17 . . . . . . . . . . . . . Zero Coupon, 07/30/19 . . . . . . . . . . . . . Zero Coupon, 11/13/19 . . . . . . . . . . . . . 2.310%, 11/15/30 (f) . . . . . . . . . . . . . . . 3.330%, 05/15/33 (f) . . . . . . . . . . . . . . . 3.490%, 12/20/29 (f) . . . . . . . . . . . . . . . Residual Funding Corp. Principal Strip Zero Coupon, 10/15/19 . . . . . . . . . . . . . Zero Coupon, 07/15/20 . . . . . . . . . . . . . Zero Coupon, 10/15/20 . . . . . . . . . . . . . Zero Coupon, 01/15/21 . . . . . . . . . . . . . Zero Coupon, 01/15/30 . . . . . . . . . . . . . Tennessee Valley Authority 1.750%, 10/15/18 . . . . . . . . . . . . . . . . 3.875%, 02/15/21 . . . . . . . . . . . . . . . . 4.500%, 04/01/18 . . . . . . . . . . . . . . . . 5.500%, 07/18/17 . . . . . . . . . . . . . . . .

Principal Amount*

20,433,000 $ 40,000,000 7,638,000 16,254,000 26,414,000 14,535,000

Value

Security Description

20,275,114 39,447,680 7,512,974 15,889,309 25,658,560 14,083,528

U.S. Treasury—(Continued) U.S. Treasury Notes 2.125%, 08/31/20 . . . . . . . . . . . . . . . . . 25,000,000 $ Total U.S. Treasury & Government Agencies (Cost $1,870,122,752) . . . . . . . . . . . . . . .

1,747,594

1,954,551

6,078,275

6,579,732

6,647,377 26,000,000 12,000,000 4,700,000 20,000,000 5,000,000 8,580,420 6,662,523 12,214,170

6,712,455 28,036,743 12,087,204 5,018,745 21,134,480 5,294,155 8,663,359 7,105,121 13,251,458

10,642,000 10,000,000 38,159,000 20,000,000 25,000,000

10,292,219 9,546,370 36,191,675 18,863,300 18,050,050

20,000,000 35,000,000 20,000,000 23,306,000

20,337,340 38,825,255 21,075,960 24,188,994

Multi-National—0.1% Asian Development Bank 2.125%, 03/19/25 . . . . . . . . . . . . . . . . .

851,980,492

Oil & Gas—0.3% Ecopetrol S.A. 5.375%, 06/26/26 . . . . . . . . . . . . . . . . . Petroleos Mexicanos 6.375%, 01/23/45 . . . . . . . . . . . . . . . . .

10,285,447 12,956,856 20,569,039 34,174,294 35,138,075 22,092,818 25,226,550 35,231,744 47,002,662 10,117,970 91,875,145 103,906,200

26,010,750

1,907,971,776

Corporate Bonds & Notes—9.6%

8,567,000

3,876,663 5,771,248 18,075,590

Value

502,311,051

8,567,000

U.S. Treasury—22.1% U.S. Treasury Bonds 3.000%, 11/15/44 . . . . . . . . . . . . . . . . 3,400,000 4.625%, 02/15/40 . . . . . . . . . . . . . . . . 4,000,000 5.250%, 02/15/29 . . . . . . . . . . . . . . . . 13,000,000 U.S. Treasury Inflation Indexed Bonds 0.625%, 02/15/43 (f) . . . . . . . . . . . . . . . 10,258,150 0.750%, 02/15/45 (f) . . . . . . . . . . . . . . . 12,570,477 1.000%, 02/15/46 (f) . . . . . . . . . . . . . . . 18,607,258 1.375%, 02/15/44 (f) . . . . . . . . . . . . . . . 28,809,819 U.S. Treasury Notes 1.000%, 05/31/18 . . . . . . . . . . . . . . . . 35,000,000 1.000%, 08/15/18 . . . . . . . . . . . . . . . . 22,000,000 1.250%, 10/31/18 . . . . . . . . . . . . . . . . 25,000,000 1.500%, 02/28/23 . . . . . . . . . . . . . . . . 34,960,000 1.625%, 06/30/20 . . . . . . . . . . . . . . . . 46,000,000 1.875%, 09/30/17 . . . . . . . . . . . . . . . . 10,000,000 1.875%, 05/31/22 . . . . . . . . . . . . . . . . 89,000,000 2.000%, 11/30/22 . . . . . . . . . . . . . . . . 100,000,000

Principal Amount*

Banks—1.2% Bank of Montreal 1.750%, 06/15/21 (144A) . . . . . . . . . . . . 10,000,000 National Australia Bank, Ltd. 1.250%, 03/08/18 (144A) . . . . . . . . . . . . 13,000,000 Stadshypotek AB 1.875%, 10/02/19 (144A) . . . . . . . . . . . . 5,000,000

9,973,070 13,030,966 5,049,625 28,053,661

Diversified Financial Services—4.9% COP I LLC 3.650%, 12/05/21 . . . . . . . . . . . . . . . . . 7,110,867 Postal Square L.P. 6.500%, 06/15/22 . . . . . . . . . . . . . . . . . 7,099,380 Private Export Funding Corp. 1.375%, 02/15/17 . . . . . . . . . . . . . . . . . 25,000,000 2.250%, 12/15/17 . . . . . . . . . . . . . . . . . 40,000,000 2.300%, 09/15/20 . . . . . . . . . . . . . . . . . 28,000,000

7,477,702 7,980,271 25,068,825 40,647,200 29,072,176 110,246,174

2,000,000

2,055,184

4,260,000

4,434,447

3,610,000

3,447,550 7,881,997

Sovereign—3.1% National Credit Union Administration Guaranteed Notes Trust 3.000%, 06/12/19 . . . . . . . . . . . . . . . . . 19,650,000 3.450%, 06/12/21 . . . . . . . . . . . . . . . . . 45,000,000

20,662,958 48,928,950 69,591,908

Total Corporate Bonds & Notes (Cost $214,061,301) . . . . . . . . . . . . . . . .

MSF-289

217,828,924

Metropolitan Series Fund Western Asset Management U.S. Government Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Foreign Government—7.1% Security Description Sovereign—7.1% Colombia Government International Bond 5.625%, 02/26/44 . . . . . . . . . . . . . . . . . Indonesia Government International Bonds 3.750%, 04/25/22 (144A) . . . . . . . . . . . . 3.750%, 04/25/22 . . . . . . . . . . . . . . . . . 4.875%, 05/05/21 . . . . . . . . . . . . . . . . . 5.875%, 03/13/20 . . . . . . . . . . . . . . . . . 5.875%, 01/15/24 (144A) . . . . . . . . . . . . Israel Government AID Bonds Zero Coupon, 11/15/18 . . . . . . . . . . . . . 5.500%, 12/04/23 . . . . . . . . . . . . . . . . . 5.500%, 04/26/24 . . . . . . . . . . . . . . . . . Mexico Government International Bond 5.550%, 01/21/45 . . . . . . . . . . . . . . . . . Peruvian Government International Bond 5.625%, 11/18/50 (e) . . . . . . . . . . . . . . . Poland Government International Bond 4.000%, 01/22/24 . . . . . . . . . . . . . . . . . Ukraine Government AID Bonds 1.471%, 09/29/21 . . . . . . . . . . . . . . . . . 1.844%, 05/16/19 . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

4,840,000 $

5,602,300

410,000 1,900,000 2,957,000 310,000 1,060,000

432,074 2,002,294 3,253,176 346,864 1,250,023

20,869,000 24,290,000 20,950,000

20,488,308 30,448,171 26,424,298

11,480,000

13,302,450

4,000,000

5,290,000

7,870,000

8,696,350

20,000,000 25,000,000

20,120,980 25,348,275

Total Foreign Government (Cost $154,764,798) . . . . . . . . . . . . . . . . .

163,005,563

Mortgage-Backed Securities—5.5% Collateralized Mortgage Obligations—5.2% American Home Mortgage Assets Trust 0.715%, 12/25/46 (b) . . . . . . . . . . . . . . . 2,422,918 Banc of America Funding Corp. 0.674%, 02/27/37 (144A) (b) . . . . . . . . . 11,667,947 Banc of America Funding Trust 0.689%, 09/29/36 (144A) (b) . . . . . . . . . 10,940,734 2.123%, 06/20/35 (b) . . . . . . . . . . . . . . . 302,522 Banc of America Mortgage Trust 3.239%, 07/25/35 (b) . . . . . . . . . . . . . . . 92,546 BCAP LLC Trust 0.674%, 11/27/36 (144A) (b) . . . . . . . . . 16,983,722 Citigroup Mortgage Loan Trust 2.930%, 10/25/35 (b) . . . . . . . . . . . . . . . 188,099 Countrywide Alternative Loan Trust 0.732%, 07/20/46 (b) . . . . . . . . . . . . . . . 2,804,120 1.105%, 05/25/34 (b) . . . . . . . . . . . . . . . 1,795,590 Countrywide Home Loan Reperforming Loan REMIC Trust 0.945%, 07/25/36 (144A) (b) . . . . . . . . . 742,953 Fannie Mae Connecticut Avenue Securities 1.975%, 01/25/29 (b) . . . . . . . . . . . . . . . 10,481,030 2.025%, 02/25/25 (b) . . . . . . . . . . . . . . . 1,044,232 First Horizon Alternative Mortgage Securities Trust 0.895%, 02/25/37 (b) . . . . . . . . . . . . . . . 233,673 Freddie Mac Structured Agency Credit Risk Debt Notes 2.175%, 04/25/24 (b) . . . . . . . . . . . . . . . 7,000,000

1,625,380 11,050,875 10,477,016 190,768 85,511 15,729,674 185,394 1,383,562 1,723,534

670,155 10,544,759 1,045,588

113,588

Principal Amount*

Collateralized Mortgage Obligations—(Continued) Freddie Mac Structured Agency Credit Risk Debt Notes 2.725%, 02/25/24 (b) . . . . . . . . . . . . . . . 5,000,000 $ 2.725%, 09/25/24 (b) . . . . . . . . . . . . . . . 8,000,000 GMAC Mortgage Corp. Loan Trust 3.292%, 11/19/35 (b) . . . . . . . . . . . . . . . 674,286 Greenpoint Mortgage Funding Trust 0.605%, 02/25/47 (b) . . . . . . . . . . . . . . . 4,523 GSMPS Mortgage Loan Trust 3.480%, 06/25/34 (144A) (b) . . . . . . . . . 4,005,315 GSR Mortgage Loan Trust 3.068%, 04/25/35 (b) . . . . . . . . . . . . . . . 672,527 HarborView Mortgage Loan Trust 0.731%, 09/19/46 (b) . . . . . . . . . . . . . . . 327,786 JPMorgan Mortgage Trust 2.612%, 06/25/34 (b) . . . . . . . . . . . . . . . 177,482 MASTR Adjustable Rate Mortgages Trust 0.725%, 05/25/47 (b) . . . . . . . . . . . . . . . 5,968,407 2.618%, 02/25/34 (b) . . . . . . . . . . . . . . . 229,179 3.544%, 12/25/34 (b) . . . . . . . . . . . . . . . 17,483 MASTR Reperforming Loan Trust 0.875%, 05/25/35 (144A) (b) . . . . . . . . . 316,093 3.525%, 05/25/35 (144A) (b) . . . . . . . . . 4,037,891 4.541%, 05/25/36 (144A) (b) . . . . . . . . . 3,214,370 7.000%, 08/25/34 (144A) . . . . . . . . . . . . 399,554 Morgan Stanley Mortgage Loan Trust 0.595%, 06/25/36 (b) . . . . . . . . . . . . . . . 654,422 2.836%, 07/25/35 (b) . . . . . . . . . . . . . . . 267,412 New Residential Mortgage Loan Trust 3.250%, 09/25/56 (144A) (b) . . . . . . . . . 5,500,000 NovaStar Mortgage Funding Trust 0.643%, 09/25/46 (b) . . . . . . . . . . . . . . . 2,124,484 Provident Funding Mortgage Loan Trust 2.846%, 05/25/35 (b) . . . . . . . . . . . . . . . 517,791 3.018%, 10/25/35 (b) . . . . . . . . . . . . . . . 94,257 RFMSI Trust 4.750%, 12/25/18 . . . . . . . . . . . . . . . . . 119,895 SACO I Trust 8.995%, 06/25/21 (144A) (b) . . . . . . . . . 1,143,831 Structured Asset Mortgage Investments Trust 0.705%, 07/25/46 (b) . . . . . . . . . . . . . . . 255,355 Structured Asset Securities Corp. 0.875%, 04/25/35 (144A) (b) . . . . . . . . . 2,681,464 3.454%, 06/25/35 (144A) (b) . . . . . . . . . 159,897 Structured Asset Securities Corp. Mortgage Loan Trust 1.325%, 09/25/33 (144A) (b) . . . . . . . . . 35,453 Towd Point Mortgage Trust 2.250%, 08/25/55 (144A) (b) . . . . . . . . . 11,722,911 WaMu Mortgage Pass-Through Certificates Trust 0.785%, 11/25/45 (b) . . . . . . . . . . . . . . . 26,950 0.795%, 12/25/45 (b) . . . . . . . . . . . . . . . 1,858,684 0.815%, 12/25/45 (b) . . . . . . . . . . . . . . . 150,130 0.844%, 08/25/45 (b) . . . . . . . . . . . . . . . 170,306

7,063,701

MSF-290

Value

5,134,265 8,248,098 600,364 4,517 3,767,721 656,075 236,590 175,292 4,581,574 221,922 16,845 246,212 3,261,932 2,891,329 403,851 275,430 238,688 5,657,193 1,725,001 516,067 92,112 120,633 1,187,470 200,943 2,209,625 142,748

35,054 11,717,587 25,129 1,743,919 137,511 157,705 118,518,907

Metropolitan Series Fund Western Asset Management U.S. Government Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Mortgage-Backed Securities—(Continued) Security Description

Principal Amount*

Commercial Mortgage-Backed Securities—0.3% FDIC Structured Sale Guaranteed Notes 2.980%, 12/06/20 (144A) . . . . . . . . . . . . . 7,471,803 $ Total Mortgage-Backed Securities (Cost $128,170,838) . . . . . . . . . . . . . . . . . .

Short-Term Investment—0.1% Value

Security Description

7,557,296 126,076,203

Asset-Backed Securities — 1.6% Asset-Backed - Home Equity—0.1% EMC Mortgage Loan Trust 0.974%, 12/25/42 (144A) (b) . . . . . . . . . . 47,147 Home Equity Mortgage Loan Asset-Backed Trust 0.785%, 06/25/36 (b) . . . . . . . . . . . . . . . . 4,004,986 Morgan Stanley Mortgage Loan Trust 0.615%, 12/25/36 (b) . . . . . . . . . . . . . . . . 232,679 0.825%, 03/25/36 (b) . . . . . . . . . . . . . . . . 1,768,333 Option One Mortgage Loan Trust 1.105%, 06/25/33 (b) . . . . . . . . . . . . . . . . 128,924 Structured Asset Securities Corp. Mortgage Loan Trust 0.745%, 02/25/36 (144A) (b) . . . . . . . . . . 4,779,910

45,244 815,575 112,725 954,862 119,278

312,843 2,360,527

Asset-Backed - Other—0.4% Countrywide Home Equity Loan Trust 0.658%, 11/15/36 (b) . . . . . . . . . . . . . . . . 45,479 0.814%, 02/15/34 (b) . . . . . . . . . . . . . . . . 102,525 Countrywide Revolving Home Equity Loan Trust 0.664%, 07/15/36 (b) . . . . . . . . . . . . . . . . 943,958 GSR Mortgage Loan Trust 0.976%, 11/25/30 (b) . . . . . . . . . . . . . . . . 1,066 RAAC Trust 0.794%, 05/25/36 (144A) (b) . . . . . . . . . . 1,237,497 SACO I Trust 0.785%, 06/25/36 (b) . . . . . . . . . . . . . . . . 664,526 0.825%, 04/25/36 (b) . . . . . . . . . . . . . . . . 260,517 United States Small Business Administration 2.040%, 07/01/36 . . . . . . . . . . . . . . . . . . 5,500,000

35,117 94,887 821,232 80 1,184,439 1,147,007 449,604 5,532,005 9,264,371

Asset-Backed - Student Loan—1.1% National Credit Union Administration Guaranteed Notes Trust 0.863%, 12/07/20 (b) . . . . . . . . . . . . . . . . Nelnet Student Loan Trust 2.475%, 11/25/24 (b) . . . . . . . . . . . . . . . . SLM Student Loan Trust 0.755%, 01/25/19 (b) . . . . . . . . . . . . . . . . 0.755%, 04/25/19 (b) . . . . . . . . . . . . . . . . 2.365%, 07/25/22 (b) . . . . . . . . . . . . . . . .

5,168,454

5,156,670

5,930,000

5,906,837

5,532,146 2,662,786 5,032,978

5,466,410 2,654,440 5,048,086

Value

Repurchase Agreement—0.1% Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/16 at 0.030% to be repurchased at $1,468,031 on 10/03/16, collateralized by $1,400,000 U.S. Treasury Note at 2.625% due 11/15/20 with a value of $1,501,500. . . . . . . . . . . . . . 1,468,028 $

1,468,028

Total Short-Term Investments (Cost $1,468,028) . . . . . . . . . . . . . . . . . . . .

1,468,028

Securities Lending Reinvestments (h)—1.1% Repurchase Agreements—1.0% Citigroup Global Markets, Ltd. Repurchase Agreement dated 09/29/16 at 0.700% to be repurchased at $1,700,132 on 10/03/16, collateralized by $1,606,526 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 $1,734,000. . . . . . . . . . . . . . 1,700,000 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 Deutsche Bank Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.500% to be repurchased at $4,000,167 on 10/03/16, collateralized by $3,888,769 U.S. Treasury Note at 2.000% due 10/31/21 with a value of $4,080,000. . . . . . . . . . . . . . 4,000,000 HSBC Securities, Inc. Repurchase Agreement dated 09/30/16 at 0.450% to be repurchased at $700,026 on 10/03/16, collateralized by $552,160 U.S. Treasury Bond at 3.625% due 08/15/43 with a value of $714,010. . . . . . . . . . . . . . . . . . . 700,000 Macquarie Bank, Ltd. Repurchase Agreement dated 09/28/16 09/29/16 at 0.650% to be repurchased at $600,047 on 10/03/16, collateralized by $572,807 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 $612,256. . . . . . . . . . . . . . . 600,000

24,232,443 Total Asset-Backed Securities (Cost $40,404,464) . . . . . . . . . . . . . . . . . . .

Principal Amount*

35,857,341

MSF-291

1,700,000

4,000,000

4,000,000

700,000

600,000

Metropolitan Series Fund Western Asset Management U.S. Government Portfolio Schedule of Investments as of September 30, 2016 (Unaudited) Securities Lending Reinvestments (h)—(Continued) Security Description Repurchase Agreements—(Continued) Merrill Lynch, Pierce, Fenner & Smith, Inc. Repurchase Agreement dated 09/30/16 at 0.480% to be repurchased at $1,132,353 on 10/03/16, collateralized by $935,497 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 $1,154,955. . . . . . . . . . . . . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . . Nomura Securities 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. . . . . . . . . . . . . . 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. . . . . . . . . . . . . . . . . . . . . . . . .

Principal Amount*

Value

Security Description

Principal Amount*

Time Deposits—(Continued) Royal Bank of Canada 0.280%, 10/03/16 . . . . . . . . . . . . . . . . . . .

100,000

Value

$

100,000 1,255,117

1,132,308 $

1,132,308

Total Securities Lending Reinvestments (Cost $24,887,425) . . . . . . . . . . . . . . . . . . .

24,887,425

Total Investments—108.9% (Cost $2,433,879,606) (i) . . . . . . . . . . . . . . . Other assets and liabilities (net)—(8.9)% . . . . . . .

2,477,095,260 (202,686,723)

Net Assets—100.0% . . . . . . . . . . . . . . . . . .

$2,274,408,537

* (a)

3,500,000

3,500,000

4,000,000

4,000,000

4,000,000

4,000,000 23,632,308

Time Deposits—0.1% ANZ London 0.420%, 10/03/16 . . . . . . . . . . . . . . . . . . 55,117 Canadian Imperial Bank 0.260%, 10/03/16 . . . . . . . . . . . . . . . . . . 1,000,000 Den Norske Bank, Oslo 0.400%, 10/03/16 . . . . . . . . . . . . . . . . . . 100,000

55,117 1,000,000 100,000

Principal amount stated in U.S. dollars unless otherwise noted. 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) 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 $24,279,938 and the collateral received consisted of cash in the amount of $24,887,425. 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) Illiquid security. As of September 30, 2016, these securities represent 0.3% of net assets. (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 $2,433,879,606. The aggregate unrealized appreciation and depreciation of investments were $70,961,561 and $(27,745,907), respectively, resulting in net unrealized appreciation of $43,215,654. (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 $108,284,022, which is 4.8% of net assets. (ACES)— Alternative Credit Enhancement Securities (ARM)— Adjustable-Rate Mortgage (CMO)— Collateralized Mortgage Obligation (REMIC)— Real Estate Mortgage Investment Conduit

Futures Contracts Futures Contracts—Long

Expiration Date

Number of Contracts

Notional Amount

Unrealized Appreciation/ (Depreciation)

U.S. Treasury Note 10 Year Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

12/20/16

201

$ 26,379,153

$ (23,028)

12/20/16 12/30/16

(358) (113)

(60,682,411) (13,751,203)

482,473 19,937

Net Unrealized Appreciation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

$479,382

Futures Contracts—Short U.S. Treasury Long Bond Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . U.S. Treasury Note 5 Year Futures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MSF-292

Metropolitan Series Fund Western Asset Management U.S. Government 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

Total U.S. Treasury & Government Agencies* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Corporate Bonds & Notes* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Foreign Government* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Mortgage-Backed Securities* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Asset-Backed Securities* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Short-Term Investment* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Securities Lending Reinvestments Repurchase Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time Deposits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Securities Lending Reinvestments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Collateral for Securities Loaned (Liability) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Futures Contracts Futures Contracts (Unrealized Appreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Futures Contracts (Unrealized Depreciation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Total Futures Contracts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . *

See Schedule of Investments for additional detailed categorizations.

MSF-293

Level 2

Level 3

Total

— — — — — —

$1,907,971,776 217,828,924 163,005,563 126,076,203 35,857,341 1,468,028

$— — — — — —

$1,907,971,776 217,828,924 163,005,563 126,076,203 35,857,341 1,468,028

$

— — — —

23,632,308 1,255,117 24,887,425 $2,477,095,260

— — — $—

23,632,308 1,255,117 24,887,425 $2,477,095,260

$

—

$

(24,887,425)

$—

$

(24,887,425)

$502,410 (23,028) $479,382

$

— — —

$— — $—

$

502,410 (23,028) 479,382

$

$

$

Metropolitan Series Fund 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 Metropolitan Series Fund (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 tranchelevel 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 overthe-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.

MSF-294

Metropolitan Series Fund Notes to the Schedule of Investments Investment Valuation and Fair Value Measurements—(Continued) Centrally cleared swaps listed or traded on a multilateral or trade facility platform, such as a registered exchange, are valued at the daily settlement price determined by the respective exchange or a pricing service when the exchange price is not available. For centrally cleared credit default swaps, the clearing facility requires its members to provide actionable price levels across complete term structures. These levels along with external third party prices are used to produce daily settlement prices. These securities are categorized as Level 2 within the fair value hierarchy. Centrally cleared interest rate swaps are valued using a pricing model that references the underlying rates, including the overnight index swap rate and London Interbank Offered Rate (“LIBOR”) forward rate to produce the daily settlement price. These securities are categorized as Level 2 within the fair value hierarchy. If no current market value quotation or other observable inputs are readily available or market value quotations are deemed to be unreliable for an investment, the fair value of the investment will be determined in accordance with procedures approved by, and under the general supervision of, the Board. In such a circumstance, the Board will be assisted in its responsibility to determine the fair value of an investment by the Valuation Committee (“Committee”) of the Adviser. The Committee provides general pricing oversight and fair value pricing determinations related to portfolio securities and meets on a regular basis to review reports relating to the valuation of the securities in each Portfolio. The Board has delegated to State Street Bank and Trust Company, the Trust’s custodian (“custodian”), the responsibility for calculating the net asset values (“NAVs”) of the Trust’s Portfolios. The Committee is responsible for overseeing the calculation of the NAVs of the Portfolios by the custodian. The Committee also periodically reviews pricing 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.

MSF-295