TCW Funds NPORT-P TCW Select Equities Fund (Jan 2023 report)

TCW Artificial Intelligence Equity Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—91.8% of Net Assets
Agricultural & Farm Machinery—3.5%
Deere & Co.		641	$	271,040
Enphase Energy, Inc.(1)		668		147,882
				418,922
Application Software—5.6%
Bill.Com Holdings, Inc.(1)		2,231		257,948
Salesforce, Inc.(1)		1,435		241,037
Trade Desk, Inc. (The)(1)		3,686		186,880
				685,865
Automobile Manufacturers—2.4%
Tesla Inc.(1)		1,714		296,899
Communications Equipment—12.3%
Arista Networks, Inc.(1)		3,592		452,664
Cisco Systems, Inc.		4,685		228,019
Motorola Solutions, Inc.		1,493		383,716
Palo Alto Networks, Inc.(1)		2,726		432,452
				1,496,851
Electrical Components & Equipment—2.2%
Eaton Corp. PLC		1,678		272,188
Electronic Equipment & Instruments—4.2%
Cognex Corp.		3,990		218,413
Mobileye Global, Inc.(1)		4,800		185,280
Trimble, Inc.(1)		1,881		109,211
				512,904
General Merchandise Stores—2.0%
Costco Wholesale Corp.		467		238,702
Internet & Direct Marketing Retail—4.8%
Amazon.com, Inc.(1)		3,291		339,401
JD.com, Inc. (ADR) (China)		4,178		248,716
				588,117
Internet Services & Infrastructure—10.6%
Alphabet, Inc.(1)		4,556		450,315
Baidu, Inc. (SP ADR) (China)(1)		1,407		189,495
Meta Platforms, Inc.(1)		2,436		362,891
Snowflake, Inc.(1)		1,378		215,574
ZoomInfo Technologies, Inc.(1)		2,341		66,087
				1,284,362
IT Consulting & Other Services—2.1%
EPAM Systems, Inc.(1)		471		156,678
Globant S.A.(1)		591		95,849
				252,527
Semiconductor Equipment—5.4%
ASML Holding NV (Netherlands)		592		391,217
Lam Research Corp.		534		267,054
				658,271
Semiconductors—16.7%
Intel Corp.		3,283		92,778
Marvell Technology, Inc.		3,909		168,673
Micron Technology, Inc.		6,795		409,738
NVIDIA Corp.		2,331		455,407
NXP Semiconductors NV (Netherlands)		1,151		212,141
ON Semiconductor Corp.(1)		3,415		250,832
QUALCOMM, Inc.		2,074		276,278
Taiwan Semiconductor Manufacturing Co., Ltd. (SP ADR) (Taiwan)		1,850		171,551
				2,037,398
Systems Software—15.0%
Check Point Software Technologies, Ltd.(1)		2,013		256,053
Crowdstrike Holdings, Inc.(1)		2,243		237,534
CyberArk Software, Ltd.(1)		1,167		164,407
Datadog, Inc.(1)		2,578		192,860
Microsoft Corp.		1,875		464,644
ServiceNow, Inc.(1)		801		364,559
Zscaler, Inc.(1)		1,210		150,234
				1,830,291
Technology Hardware, Storage & Peripherals—5.0%
Apple, Inc.		2,227		321,334
Samsung Electronics Co., Ltd.		5,809		289,347
				610,681
Total Common Stock (Cost: $9,801,759)				11,183,978
MONEY MARKET INVESTMENTS—7.9%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 4.18%(2)		955,276		955,276
Total Money Market Investments (Cost: $955,276)				955,276
Total Investments (99.7%) (Cost: $10,757,035)				12,139,254
Excess Of Other Assets Over Liabilities (0.3%)				38,124
Net Assets (100.0%)			$	12,177,378

Notes to the Schedule of Investments:
SP ADR	Sponsored American Depositary Receipt. ADRs are receipts, typically issued by a U.S. bank or trust company, evidencing ownership of underlying securities issued by a foreign corporation. Sponsored ADRs are ADRs issued with the cooperation of the foreign corporation.
(1)	Non-income producing security.
(2)	Rate disclosed is the 7-day net yield as of January 31, 2023.

TCW Artificial Intelligence Equity Fund

Investments by Sector (Unaudited) January 31, 2023

Sector	Percentage of Net Assets
Agricultural & Farm Machinery		3.5	%
Application Software		5.6
Automobile Manufacturers		2.4
Communications Equipment		12.3
Electrical Components & Equipment		2.2
Electronic Equipment & Instruments		4.2
General Merchandise Stores		2.0
Internet & Direct Marketing Retail		4.8
Internet Services & Infrastructure		10.6
IT Consulting & Other Services		2.1
Semiconductor Equipment		5.4
Semiconductors		16.7
Systems Software		15.0
Technology Hardware, Storage & Peripherals		5.0
Money Market Investments		7.9
Total		99.7	%

TCW Artificial Intelligence Equity Fund

Fair Valuation Summary (Unaudited) January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Agricultural & Farm Machinery	$	418,922	$	—	$	—	$	418,922
Application Software		685,865		—		—		685,865
Automobile Manufacturers		296,899		—		—		296,899
Communications Equipment		1,496,851		—		—		1,496,851
Electrical Components & Equipment		272,188		—		—		272,188
Electronic Equipment & Instruments		512,904		—		—		512,904
General Merchandise Stores		238,702		—		—		238,702
Internet & Direct Marketing Retail		588,117		—		—		588,117
Internet Services & Infrastructure		1,284,362		—		—		1,284,362
Semiconductor Equipment		658,271		—		—		658,271
IT Consulting & Other Services		252,527		—		—		252,527
Semiconductors		2,037,398		—		—		2,037,398
Systems Software		1,830,291		—		—		1,830,291
Technology Hardware, Storage & Peripherals		321,334		289,347		—		610,681
Total Common Stock		10,894,631		289,347		—		11,183,978
Money Market Investments		955,276		—		—		955,276
Total Investments	$	11,849,907	$	289,347	$	—	$	12,139,254

TCW Conservative Allocation Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

Issues	Shares		Value
EXCHANGE-TRADED FUNDS—4.2% of Net Assets
iShares Gold Trust(1)		9,725	$	355,838
iShares MSCI EAFE Index Fund		11,810		845,005
Total Exchange-traded Funds (Cost: $1,112,439)				1,200,843
INVESTMENT COMPANIES—95.1%
Diversified Equity Funds—33.7%
TCW Artificial Intelligence Equity Fund—I Class(2)		15,900		250,901
TCW Global Real Estate Fund—I Class(2)		120,581		1,408,381
TCW New America Premier Equities Fund—I Class(2)		115,173		2,777,964
TCW Relative Value Large Cap Fund—I Class(2)		188,898		2,521,786
TCW Relative Value Mid Cap Fund—I Class(2)		28,586		718,949
TCW Select Equities Fund—I Class(2)		93,123		2,143,689
				9,821,670
Diversified Fixed Income Funds—61.4%
Metropolitan West High Yield Bond Fund—I Class(2)		32,455		299,884
Metropolitan West Low Duration Bond Fund—I Class(2)		350,991		2,920,247
Metropolitan West Total Return Bond Fund—I Class(2)		377,936		3,533,698
Metropolitan West Unconstrained Bond Fund—I Class(2)		522,339		5,484,564
TCW Emerging Markets Income Fund—I Class(2)		61,540		385,243
TCW Enhanced Commodity Strategy Fund—I Class(2)		113,650		736,449
TCW Global Bond Fund—I Class(2)		87,005		742,150
TCW Total Return Bond Fund—I Class(2)		442,822		3,755,134
				17,857,369
Total Investment Companies (Cost: $27,362,038)				27,679,039
MONEY MARKET INVESTMENTS—0.8%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 4.18%(3)		236,686		236,686
Total Money Market Investments (Cost: $236,686)				236,686
Total Investments (100.1%) (Cost: $28,711,163)				29,116,568
Liabilities In Excess Of Other Assets (-0.1%)				(16,304	)
Net Assets (100.0%)			$	29,100,264

Notes to the Schedule of Investments:

(1)	Non-income producing security.
(2)	Affiliated issuer.
(3)	Rate disclosed is the 7-day net yield as of January 31, 2023.

TCW Conservative Allocation Fund

SCHEDULE OF INVESTMENTS (CONTINUED)

The summary of the TCW Conservative Allocation Fund transactions in the affiliated funds for the year ended January 31, 2023 is as follows:

Name of Affiliated Fund	Value at October 31, 2022		Purchases at Cost		Proceeds from Sales		Number of Shares Held January 31, 2023		Value at January 31, 2023		Dividends and Interest Income Received		Distributions Received from Net Realized Gain		Net Realized Gain (Loss) on Investments			Net change in Unrealized Gain (Loss) on Investments
Metropolitan West High Yield Bond Fund—I Class	$	296,743	$	4,515	$	11,936		32,455	$	299,884	$	4,408	$	—	$	(828	)	$	11,390
Metropolitan West Low Duration Bond Fund—I Class		2,935,445		26,626		116,929		350,991		2,920,247		26,050		—		(9,260	)		84,365
Metropolitan West Total Return Bond Fund—I Class		3,429,147		32,594		141,358		377,936		3,533,698		31,797		—		(28,914	)		242,229
Metropolitan West Unconstrained Bond Fund—I Class		5,409,655		75,149		218,256		522,339		5,484,564		72,532		—		(31,381	)		249,397
TCW Artificial Intelligence Fund—I Class		246,362		—		9,683		15,900		250,901		—		—		(2,334	)		16,556
TCW Emerging Markets Income Fund—I Class		356,961		6,402		15,327		61,540		385,243		4,929		—		(3,621	)		40,828
TCW Enhanced Commodity Strategy Fund—I Class		745,247		4,594		29,786		113,650		736,449		4,594		—		1,088			15,306
TCW Global Bond Fund—I Class		697,163		4,777		29,652		87,005		742,150		3,563		—		(5,829	)		75,691
TCW Global Real Estate Fund—I Class		1,288,789		5,251		53,896		120,581		1,408,381		5,251		—		(7,762	)		175,999
TCW New America Premier Equities Fund—I Class		2,644,841		117		109,440		115,173		2,777,964		117		—		7,315			235,131
TCW Relative Value Large Cap Fund—I Class		2,402,673		160,956		98,621		188,898		2,521,786		34,940		126,016		5,466			51,312
TCW Relative Value Mid Cap Fund—I Class		683,804		16,798		27,757		28,586		718,949		5,725		11,073		(2,757	)		48,861
TCW Select Equities Fund—I Class		2,073,749		329,914		82,318		93,123		2,143,689		—		329,914		(35,606	)		(142,050	)
TCW Total Return Bond Fund—I Class		3,606,284		58,018		149,675		442,822		3,755,134		47,811		—		(31,228	)		271,735
Total									$	27,679,039	$	241,717	$	467,003	$	(145,651	)	$	1,376,750

TCW Conservative Allocation Fund

Investments by Sector (Unaudited) January 31, 2023

Sector	Percentage of Net Assets
Diversified Fixed Income Funds		61.4	%
Diversified Equity Funds		33.7
Exchange-Traded Funds		4.2
Money Market Investments		0.8
Total		100.1	%

TCW Conservative Allocation Fund

Fair Valuation Summary (Unaudited) January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Exchange-Traded Funds	$	1,200,843	$	—	$	—	$	1,200,843
Investment Companies		27,679,039		—		—		27,679,039
Money Market Investments		236,686		—		—		236,686
Total Investments	$	29,116,568	$	—	$	—	$	29,116,568

TCW Developing Markets Equity Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—91.5% of Net Assets
Brazil—6.8%
Cia de Saneamento Basico do Estado de Sao Paulo (ADR)		10,100	$	111,201
Cosan S.A.		31,000		101,680
Petroleo Brasileiro S.A.		18,500		107,044
Total Brazil (Cost: $330,819)				319,925
China—47.4%
Beijing Shunxin Agriculture Co., Ltd.		26,000		104,432
China Gas Holdings, Ltd.		69,000		107,456
China Hongqiao Group, Ltd.		95,000		109,804
China Medical System Holdings, Ltd.		61,000		105,213
China State Construction Engineering Corp., Ltd.—Class A		125,000		102,725
Cosco Shipping Holdings Co.—Class H		108,000		112,063
Gemdale Corp.		113,000		165,228
Greentown China Holdings, Ltd.		106,000		156,335
Hengan International Group Co., Ltd.		21,500		105,801
Huaibei Mining Holdings Co., Ltd.—Class A		81,000		161,440
Huaneng Power International, Inc.—Class H(1)		230,000		112,332
Jiangsu Eastern Shenghong Co., Ltd.		49,000		113,273
Jinneng Holding Shanxi Coal Industry Co., Ltd.		57,000		108,400
Jizhong Energy Resources Co., Ltd.—Class A		106,000		103,607
Meihua Holdings Group Co., Ltd.		70,000		109,502
Offshore Oil Engineering Co., Ltd.		111,000		109,243
Shanxi Lu’an Environmental Energy Development Co., Ltd.—Class A		39,144		115,020
Tian Di Science & Technology Co., Ltd.		140,000		110,435
Tianqi Lithium Corp.(1)		11,300		104,779
Total China (Cost: $2,149,990)				2,217,088
Indonesia—2.3% (Cost: $110,377)
Adaro Energy Tbk PT		542,800		107,553
Malaysia—3.4% (Cost: $161,632)
Genting Bhd		139,000		161,296
Russia—0.0%
Magnitogorsk Iron & Steel Works PJSC(1)(2)		79,000		103
Yandex N.V.(1)(2)		3,100		140
Total Russia (Cost: $225,147)				243
South Africa—2.3% (Cost: $105,683)
Exxaro Resources, Ltd.		8,600		107,758
South Korea—10.9%
GS Holdings Corp.(1)		2,700		97,019
HD Hyundai Co., Ltd.		1,950		96,933
Hyundai Glovis Co., Ltd.		750		101,011
LG Corp.		1,600		107,550
Orion Corp/Republic of Korea		1,080		109,157
Total South Korea (Cost: $503,084)				511,670
Taiwan—7.0%
Catcher Technology Co., Ltd.		18,000		107,040
Evergreen Marine Corp. Taiwan, Ltd.		22,000		112,392
Pou Chen Corp.		95,000		108,526
Total Taiwan (Cost: $327,651)				327,958
Thailand—2.3% (Cost: $113,170)
Banpu Public Co., Ltd. (NVDR)		300,000		105,883
Turkey—9.1%
Enka Insaat ve Sanayi AS		71,000		112,027
Turk Telekomunikasyon A.S.		146,000		159,424
Turkcell Iletisim Hizmetleri A.S.		80,000		155,063
Total Turkey (Cost: $415,499)				426,514
Total Common Stock (Cost: $4,443,052)				4,285,888
Preferred Stock—4.7%
Brazil—2.4% (Cost: $111,154)
Cia Paranaense de Energia		73,000		111,404
South Korea—2.3% (Cost: $101,108)
Samsung Electronics Co., Ltd.		2,400		107,698
Total Preferred Stock (Cost: $212,262)				219,102
MONEY MARKET INVESTMENTS—18.3%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 4.18%(3)		855,967		855,967
Total Money Market Investments (Cost: $855,967)				855,967
Total Investments (114.5%) (Cost: $5,511,281)				5,360,957
Liabilities In Excess Of Other Assets (-14.5%)				(678,681	)
Total Net Assets (100.0%)			$	4,682,276

Notes to the Schedule of Investments:
PJSC	Private Joint-Stock Company.
SP ADR	Sponsored American Depositary Receipt. ADRs are receipts, typically issued by a U.S. bank or trust company, evidencing ownership of underlying securities issued by a foreign corporation. Sponsored ADRs are ADRs issued with the cooperation of the foreign corporation.
(1)	Non-income producing security.
(2)	For fair value measurement disclosure purposes, security is categorized as Level 3. Security is valued using significant unobservable inputs.
(3)	Rate disclosed is the 7-day net yield as of January 31, 2023.

TCW Developing Markets Equity Fund

Investments by Sector (Unaudited) January 31, 2023

Sector	Percentage of Net Assets
Air Freight & Logistics		2.1	%
Beverages		2.2
Chemicals		4.6
Construction & Engineering		2.2
Diversified Telecommunication Services		3.4
Electric Utilities		2.4
Energy Equipment & Services		2.3
Food Products		4.6
Gas Utilities		2.3
Hotels, Restaurants & Leisure		3.4
Independent Power and Renewable Electricity Producers		2.4
Industrial Conglomerates		6.8
Interactive Media & Services		0.0
Machinery		2.4
Marine		4.8
Metals & Mining		5.9
Oil, Gas & Consumable Fuels		20.4
Personal Products		2.3
Pharmaceuticals		2.3
Real Estate Management & Development		6.8
Technology Hardware, Storage & Peripherals		4.6
Textiles, Apparel & Luxury Goods		2.3
Water Utilities		2.4
Wireless Telecommunication Services		3.3
Money Market Investments		18.3
Total		114.5	%

TCW Developing Markets Equity Fund

Fair Valuation Summary (Unaudited) January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Air Freight & Logistics	$	101,011	$	—	$	—	$	101,011
Beverages		104,432		—		—		104,432
Chemicals		113,273		104,779		—		218,052
Construction & Engineering		—		102,725		—		102,725
Diversified Telecommunication Services		—		159,424		—		159,424
Energy Equipment & Services		109,243		—		—		109,243
Food Products		218,659		—		—		218,659
Gas Utilities		—		107,456		—		107,456
Hotels, Restaurants & Leisure		161,296		—		—		161,296
Independent Power and Renewable Electricity Producers		—		112,332		—		112,332
Industrial Conglomerates		219,577		97,018		—		316,595
Interactive Media & Services		—		—		140		140
Machinery		110,435		—		—		110,435
Marine		—		224,456		—		224,456
Metals & Mining		109,803		161,440		103		271,346
Oil, Gas & Consumable Fuels		317,124		636,754		—		953,878
Personal Products		—		105,801		—		105,801
Pharmaceuticals		105,213		—		—		105,213
Real Estate Management & Development		165,229		156,335		—		321,564
Technology Hardware, Storage & Peripherals		—		107,040		—		107,040
Textiles, Apparel & Luxury Goods		108,526		—		—		108,526
Water Utilities		111,201		—		—		111,201
Wireless Telecommunication Services		—		155,063		—		155,063
Total Common Stock		2,055,022		2,230,623		243		4,285,888
Preferred Stock
Electric Utilities		111,404		—		—		111,404
Technology Hardware, Storage & Peripherals		—		107,698		—		107,698
Total Preferred Stock		111,404		107,698		—		219,102
Money Market Investments		855,967		—		—		855,967
Total Investments	$	3,022,393	$	2,338,321	$	243	$	5,360,957

TCW Emerging Markets Multi-Asset Opportunities Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—45.6% of Net Assets
Angola—0.7% (Cost: $301,705)
Angolan Government International Bond 8.75%(1)		04/14/32	$	300,000	$	279,000
Argentina—0.8%
Argentine Republic Government International Bond
3.50%		07/09/41		421,094		144,321
3.88%		01/09/38		466,364		172,480
Total Argentina (Cost: $337,915)						316,801
Bahrain—1.5%
Bahrain Government International Bond 5.63%(2)		05/18/34		200,000		178,620
Oil and Gas Holding Co. BSCC (The) 7.63%(2)		11/07/24		400,000		410,800
Total Bahrain (Cost: $562,825)						589,420
Benin—0.2% (Cost: $68,993)
Benin Government International Bond 4.88%(2)		01/19/32	EUR	100,000		86,069
Brazil—1.0%
Acu Petroleo Luxembourg Sarl 7.50%(1)		07/13/35	$	248,470		234,275
Globo Communicacoes Part 5.50%(1)		01/14/32		200,000		173,840
Total Brazil (Cost: $441,488)						408,115
Chile—1.0% (Cost: $385,100)
Chile Government International Bond 3.50%		01/31/34		450,000		399,645
Colombia—2.2%
Colombia Government International Bond
4.13%		02/22/42		200,000		130,200
7.50%		02/02/34		300,000		297,600
Ecopetrol S.A. 8.88%		01/13/33		250,000		256,263
Gran Tierra Energy, Inc. 7.75%(2)		05/23/27		200,000		170,199
Total Colombia (Cost: $878,010)						854,262
Dominican Republic—1.5%
Dominican Republic International Bond
4.50%(1)		01/30/30		150,000		131,310
4.88%(1)		09/23/32		150,000		128,745
5.30%(1)		01/21/41		200,000		161,620
5.88%(2)		01/30/60		245,000		189,997
Total Dominican Republic (Cost: $580,921)						611,672
Ecuador—0.7%
Ecuador Government International Bond
2.50%(1)		07/31/35		145,458		71,511
5.50%(2)		07/31/30		308,233		206,287
Total Ecuador (Cost: $353,689)						277,798
Egypt—0.9% (Cost: $345,059)
Egypt Government International Bond 7.30%(2)		09/30/33		475,000		349,275
El Salvador—0.5%
El Salvador Government International Bond
6.38%(2)		01/18/27		135,000		74,988
7.12%(2)		01/20/50		150,000		70,548
8.25%(2)		04/10/32		95,000		49,391
Total El Salvador (Cost: $272,463)						194,927
Gabon—0.4% (Cost: $185,184)
Gabon Government International Bond 6.63%(2)		02/06/31		200,000		168,900
Hungary—1.5%
Hungary Government International Bond
5.25%(1)		06/16/29		200,000		197,620
5.50%(2)		06/16/34		200,000		197,875
6.13%(1)		05/22/28		200,000		207,600
Total Hungary (Cost: $569,517)						603,095
India—1.4%
Adani Green Energy, Ltd. 4.38%(2)		09/08/24		200,000		158,120
Greenko Power II, Ltd. 4.30%(2)		12/13/28		191,000		165,979
India Airport Infra 6.25%(2)		10/25/25		250,000		239,750
Total India (Cost: $554,665)						563,849
Indonesia—2.3%
Freeport Indonesia PT 6.20%(2)		04/14/52		200,000		185,500
Indonesia Asahan Aluminium Persero PT 5.45%(1)		05/15/30		200,000		200,398
Perusahaan Penerbit SBSN Indonesia III
2.55%(2)		06/09/31		200,000		173,450
4.40%(1)		06/06/27		200,000		200,680
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 4.88%(2)		07/17/49		200,000		164,600
Total Indonesia (Cost: $951,820)						924,628
Iraq—0.4% (Cost: $150,907)
Iraq International Bond 5.80%(2)		01/15/28		156,250		145,150
Israel—1.1%
Bank Leumi Le-Israel BM 7.13% (U.S. 5-year Treasury Constant Maturity Rate + 3.466%)(2),(3)		07/18/33		200,000		206,000
Energean Israel Finance, Ltd.
4.88%(2)		03/30/26		25,000		23,572
5.38%(2)		03/30/28		45,000		41,616
5.88%(2)		03/30/31		189,300		171,553
Leviathan Bond, Ltd. 6.75%(2)		06/30/30		10,000		9,766
Total Israel (Cost: $469,153)						452,507

TCW Emerging Markets Multi-Asset Opportunities Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

Issues	Maturity Date		Principal Amount		Value
Ivory Coast—0.6%
Ivory Coast Government International Bond
4.88%(1)		01/30/32	EUR	100,000	$	85,657
6.88%(1)		10/17/40	EUR	200,000		167,251
Total Ivory Coast (Cost: $277,691)						252,908
Jordan—0.5% (Cost: $194,544)
Jordan Government International Bond 7.75%(1)		01/15/28	$	200,000		207,160
Kazakhstan—1.3%
KazMunayGas National Co. JSC
4.75%(1)		04/19/27		200,000		186,500
5.75%(2)		04/19/47		200,000		160,640
Tengizchevroil Finance Co. International, Ltd. 3.25%(2)		08/15/30		200,000		153,040
Total Kazakhstan (Cost: $500,282)						500,180
Mexico—4.8%
Banco Mercantil del Norte S.A. 7.50% (U.S. 10-year Treasury Constant Maturity Rate + 5.470%)(1),(3),(4)		06/27/29		200,000		192,719
Cemex SAB de CV 5.13% (U.S. 5-year Treasury Constant Maturity Rate + 4.534%)(1),(3),(4)		06/08/26		200,000		184,580
Comision Federal de Electricidad 4.69%(1)		05/15/29		200,000		184,408
Electricidad Firme de Mexico Holdings SA de CV 4.90%(1)		11/20/26		200,000		181,500
Mexico Government International Bond 3.77%		05/24/61		250,000		170,995
Petroleos Mexicanos
5.35%		02/12/28		207,000		182,781
6.49%		01/23/27		200,000		189,320
6.70%		02/16/32		225,000		186,908
6.84%		01/23/30		285,000		248,348
United Mexican States 3.50%		02/12/34		200,000		168,940
Total Mexico (Cost: $1,912,418)						1,890,499
Morocco—0.4% (Cost: $137,103)
Morocco Government International Bond 4.00%(2)		12/15/50		200,000		137,500
Mozambique—0.4% (Cost: $145,725)
Mozambique International Bond 5.00%(2)		09/15/31		200,000		161,820
Nigeria—0.8% (Cost: $392,119)
Nigeria Government International Bond 6.13%(1)		09/28/28		400,000		312,320
Oman—1.8%
Oman Government International Bond
6.00%(2)		08/01/29		200,000		205,520
6.75%(2)		01/17/48		200,000		198,240
OmGrid Funding, Ltd. 5.20%(2)		05/16/27		300,000		294,484
Total Oman (Cost: $668,987)						698,244
Pakistan—0.3% (Cost: $240,699)
Pakistan Government International Bond 6.88%(2)		12/05/27		235,000		101,685
Panama—1.3%
Panama Government International Bond
2.25%		09/29/32		200,000		153,700
4.50%		04/16/50		200,000		157,361
6.40%		02/14/35		200,000		211,800
Total Panama (Cost: $502,259)						522,861
Peru—1.1%
Peruvian Government International Bond
1.86%		12/01/32		60,000		44,975
2.78%		01/23/31		70,000		59,303
3.00%		01/15/34		390,000		317,196
Total Peru (Cost: $431,529)						421,474
Philippines—1.4%
Philippine Government International Bond
3.20%		07/06/46		200,000		150,750
3.56%		09/29/32		200,000		185,000
5.95%		10/13/47		200,000		219,807
Total Philippines (Cost: $528,461)						555,557
Qatar—0.8% (Cost: $309,111)
Qatar Energy 3.13%(1)		07/12/41		400,000		317,754
Romania—1.8%
Romanian Government International Bond
6.00%(1)		05/25/34		130,000		128,232
6.63%(1)		02/17/28		84,000		87,307
7.13%(1)		01/17/33		200,000		212,360
7.63%(1)		01/17/53		246,000		268,025
Total Romania (Cost: $659,198)						695,924
Saudi Arabia—2.1%
Gaci First Investment Co. 5.38%(2)		10/13/22		200,000		192,574
Saudi Government International Bond 4.63%(2)		10/04/47		700,000		640,010
Total Saudi Arabia (Cost: $811,975)						832,584
Senegal—0.6% (Cost: $225,998)
Senegal Government International Bond 5.38%(1)		06/08/37	EUR	300,000		229,480
Serbia—0.5% (Cost: $199,750)
Serbia International Bond 6.50%(1)		09/26/33	$	200,000		201,660
South Africa—2.4%
Eskom Holdings SOC, Ltd.
7.13%(2)		02/11/25		400,000		385,000
8.45%(2)		08/10/28		200,000		192,700
Republic of South Africa Government International Bond 5.65%		09/27/47		200,000		153,363

TCW Emerging Markets Multi-Asset Opportunities Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

Issues	Maturity Date		Principal Amount		Value
Transnet SOC, Ltd. 8.25%(1)		02/06/28	$	200,000	$	200,750
Total South Africa (Cost: $902,899)						931,813
South Korea—0.5% (Cost: $199,022)
SK Hynix, Inc. 6.38%(1)		01/17/28		200,000		203,187
Sri Lanka—0.2% (Cost: $119,250)
Sri Lanka Government International Bond 6.20%(2),(5)		05/11/27		200,000		69,240
Tunisia—0.3% (Cost: $148,386)
Tunisian Republic 5.75%(2)		01/30/25		200,000		131,672
Turkey—2.2%
Turkey Government International Bond
9.38%		01/19/33		450,000		442,125
9.88%		01/15/28		400,000		411,680
Total Turkey (Cost: $845,617)						853,805
United Arab Emirates—0.8%
Galaxy Pipeline Assets Bidco, Ltd.
2.63%(1)		03/31/36		200,000		164,036
2.94%(1)		09/30/40		193,306		158,994
Total United Arab Emirates (Cost: $307,297)						323,030
Uruguay—0.3% (Cost: $128,525)
Uruguay Government International Bond 5.10%		06/18/50		130,000		131,723
Venezuela—0.3%
Venezuela Government International Bond
9.25%(5),(6)		09/15/27		550,000		49,500
9.25%(2),(5),(6)		05/07/28		787,000		70,830
Total Venezuela (Cost: $413,469)						120,330
Total Fixed Income Securities (Cost: $18,611,728)						18,029,523
Issues			Shares
COMMON STOCK—52.0%
Argentina—1.4% (Cost: $263,245)
MercadoLibre, Inc.(7)				470		555,394
Brazil—3.6%
Cia de Saneamento Basico do Estado de Sao Paulo (ADR)				23,000		253,230
Cosan S.A.				70,000		229,601
Petroleo Brasileiro S.A.				40,000		231,447
Tres Tentos Agroindustrial S.A.				165,500		328,955
Vale S.A. (SP ADR)				20,000		373,600
Total Brazil (Cost: $1,414,147)						1,416,833
China—23.7%
Baidu, Inc.(7)				32,000		538,100
Beijing Shunxin Agriculture Co., Ltd.				60,000		240,996
BYD Co., Ltd.—Class H				6,505		206,066
China Gas Holdings, Ltd.				150,000		233,600
China Hongqiao Group, Ltd.				220,000		254,282
China Medical System Holdings, Ltd.				140,000		241,473
China State Construction Engineering Corp., Ltd.—Class A				260,000		213,669
Contemporary Amperex Technology Co., Ltd.—Class A				9,784		678,673
Cosco Shipping Holdings Co.—Class H				250,000		259,406
Galaxy Entertainment Group, Ltd.				104,500		727,697
Gemdale Corp.				260,000		380,171
Greentown China Holdings, Ltd.				240,000		353,967
Hengan International Group Co., Ltd.				50,000		246,049
Huaibei Mining Holdings Co., Ltd.—Class A				185,000		368,720
Huaneng Power International, Inc.—Class H(7)				530,000		258,853
JD.com, Inc.				18,700		555,450
Jiangsu Eastern Shenghong Co., Ltd.				115,000		265,845
Jinneng Holding Shanxi Coal Industry Co., Ltd.				130,000		247,227
Jizhong Energy Resources Co., Ltd.—Class A				230,000		224,806
Kuaishou Technology(7)				58,000		510,500
Meihua Holdings Group Co., Ltd.				160,000		250,290
Offshore Oil Engineering Co., Ltd.				260,000		255,885
Ping An Insurance Group Co. of China, Ltd.—Class H				141,200		1,097,163
Shanxi Lu’an Environmental Energy Development Co., Ltd.—Class A				84,357		247,873
Tian Di Science & Technology Co., Ltd.				320,000		252,421
Tianqi Lithium Corp.(7)				29,000		268,903
Total China (Cost: $8,589,606)						9,378,085
France—1.4% (Cost: $198,360)
Hermes International				310		579,580
India—1.8%
Apollo Hospitals Enterprise, Ltd.				4,600		240,846
Avenue Supermarts, Ltd.(7)				4,705		202,572
Persistent Systems, Ltd.				5,000		287,798
Total India (Cost: $567,401)						731,216
Indonesia—0.5% (Cost: $190,941)
Adaro Energy Tbk PT				1,039,800		206,031
Malaysia—0.9% (Cost: $372,102)
Genting Bhd				320,000		371,330
Poland—1.1% (Cost: $295,441)
Dino Polska S.A.(7)				4,700		424,951
Russia—0.0%
Magnitogorsk Iron & Steel Works PJSC(6),(7)				580,000		754
Yandex NV(6),(7)				24,400		1,100
Total Russia (Cost: $1,370,247)						1,854
South Africa—1.9%
Clicks Group, Ltd.				34,500		525,354
Exxaro Resources, Ltd.				17,000		213,011
Total South Africa (Cost: $876,927)						738,365
South Korea—3.4%
GS Holdings Corp.				5,800		208,410
HD Hyundai Co., Ltd.				4,300		213,750
Hyundai Glovis Co., Ltd.				1,700		228,958
LG Corp.(7)				3,700		248,709
Orion Corp/Republic of Korea(7)				2,500		252,679
Samsung SDI Co., Ltd.				350		196,141
Total South Korea (Cost: $1,303,958)						1,348,647

TCW Emerging Markets Multi-Asset Opportunities Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

Issues	Shares		Value
Taiwan—8.9%
Alchip Technologies, Ltd.		14,900	$	423,849
Catcher Technology Co., Ltd.		39,000		231,919
E Ink Holdings, Inc.		108,000		626,700
eMemory Technology, Inc.		5,700		312,522
Evergreen Marine Corp. Taiwan, Ltd.		50,000		255,437
Pou Chen Corp.		220,000		251,324
Taiwan Semiconductor Manufacturing Co., Ltd.		80,190		1,415,095
Total Taiwan (Cost: $2,771,152)				3,516,846
Thailand—0.6% (Cost: $242,042)
Banpu Public Co., Ltd. (NVDR)		650,000		229,413
Turkey—2.8%
Enka Insaat ve Sanayi AS		160,000		252,455
Turk Hava Yollari AO(7)		14,700		107,768
Turk Telekomunikasyon A.S.		340,000		372,371
Turkcell Iletisim Hizmetleri A.S.		190,000		368,275
Total Turkey (Cost: $1,002,892)				1,100,869
Total Common Stock (Cost: $19,458,461)				20,599,414
PREFERRED STOCK—1.3%
Brazil—0.7% (Cost: $258,852)
Cia Paranaense de Energia		170,000		259,435
South Korea—0.6% (Cost: $241,343)
Samsung Electronics Co., Ltd.		5,500		246,807
Total Preferred Stock (Cost: $500,195)				506,242
MONEY MARKET INVESTMENTS—6.1%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 4.18%(8)		2,415,008		2,415,008
Total Money Market Investments (Cost: $2,415,008)				2,415,008
Total Investments (105.0%) (Cost: $40,985,392)				41,550,187
Liabilities In Excess Of Other Assets (-5.0%)				(1,981,247	)
Total Net Assets (100.0%)			$	39,568,940

TCW Emerging Markets Multi-Asset Opportunities Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

FORWARD CURRENCY CONTRACTS
Counterparty	Contracts to Deliver		Units of Currency		Settlement Date		In Exchange for U.S. Dollars		Contracts at Value		Unrealized Appreciation (Depreciation)
BUY (9)
BNP Paribas S.A.		EUR		532,635		04/06/23	$	578,330	$	580,777	$	2,447
SELL (10)
JP Morgan Chase Bank		EUR		532,635		04/06/23	$	568,306	$	580,777	$	(12,471	)

Notes to the Schedule of Investments:
ADR	American Depositary Receipt. ADRs are receipts typically issued by a U.S. bank or trust company, evidencing ownership of underlying securities issued by a foreign corporation.
PJSC	Private Joint-Stock Company.
EUR	Euro Currency.
(1)	Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2023, the value of these securities amounted to $5,860,479 or 14.8% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(2)	Investments issued under Regulation S of the Securities Act of 1933, as amended, may not be offered, sold, or delivered within the United States except under special exemptions. At January 31, 2023, the value of these securities amounted to $6,932,960 or 17.5% of net assets.
(3)	Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2023.
(4)	Perpetual maturity.
(5)	Security is currently in default due to bankruptcy or failure to make payment of principal or interest of the issuer. Income is not being accrued.
(6)	For fair value measurement disclosure purposes, security is categorized as Level 3. Security is valued using significant unobservable inputs.
(7)	Non-income producing security.
(8)	Rate disclosed is the 7-day net yield as of January 31, 2023.
(9)	Fund buys foreign currency, sells U.S. Dollar.
(10)	Fund sells foreign currency, buys U.S. Dollar.

TCW Emerging Markets Multi-Asset Opportunities Fund

Investments by Sector (Unaudited) January 31, 2023

Sector	Percentage of Net Assets
Agriculture		0.8	%
Airlines		0.3
Apparel		2.1
Auto Manufacturers		0.5
Auto Parts & Equipment		1.7
Banks		1.0
Beverages		0.6
Building Materials		0.5
Chemicals		1.3
Coal		4.4
Computers		1.4
Electric		5.3
Electronics		1.6
Energy-Alternate Sources		0.4
Engineering & Construction		1.8
Food		2.7
Foreign Government Bonds		27.9
Gas		0.6
Health Care-Products		1.2
Health Care-Services		0.6
Insurance		2.8
Internet		5.5
Investment Companies		0.5
Iron & Steel		0.9
Lodging		2.8
Machinery-Diversified		0.6
Media		0.4
Metal Fabricate & Hardware		0.6
Mining		1.6
Oil & Gas		8.6
Oil & Gas Services		0.6
Pipelines		1.4
Real Estate		1.9
Retail		1.3
Semiconductors		6.6
Telecommunications		2.4
Textiles		0.7
Transportation		2.4
Water		0.6
Money Market Investments		6.1
Total		105.0	%

TCW Emerging Markets Multi-Asset Opportunities Fund

Investments by Country (Unaudited) January 31, 2023

Country	Percentage of Net Assets
Angola		0.7	%
Argentina		2.2
Bahrain		1.5
Benin		0.2
Brazil		5.3
Chile		1.0
China		23.7
Colombia		2.2
Dominican Republic		1.5
Ecuador		0.7
Egypt		0.9
El Salvador		0.5
France		1.4
Gabon		0.4
Hungary		1.5
India		3.2
Indonesia		2.8
Iraq		0.4
Israel		1.1
Ivory Coast		0.6
Jordan		0.5
Kazakhstan		1.3
Malaysia		0.9
Mexico		4.8
Morocco		0.4
Mozambique		0.4
Nigeria		0.8
Oman		1.8
Pakistan		0.3
Panama		1.3
Peru		1.1
Philippines		1.4
Poland		1.1
Qatar		0.8
Romania		1.8
Russia		0.0
Saudi Arabia		2.1
Senegal		0.6
Serbia		0.5
South Africa		4.3
South Korea		4.5
Sri Lanka		0.2
Taiwan		8.9
Thailand		0.6
Tunisia		0.3
Turkey		5.0
United Arab Emirates		0.8
United States		6.1
Uruguay		0.3
Venezuela		0.3
Total		105.0	%

TCW Emerging Markets Multi-Asset Opportunities Fund

Fair Valuation Summary (Unaudited) January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Banks	$	—	$	398,719		$	—	$	398,719
Building Materials		—		184,580			—		184,580
Electric		—		1,560,812			—		1,560,812
Energy-Alternate Sources		—		165,979			—		165,979
Engineering & Construction		—		239,750			—		239,750
Foreign Government Bonds		—		10,936,739			120,330		11,057,069
Investment Companies		—		192,574			—		192,574
Media		—		173,840			—		173,840
Mining		—		385,898			—		385,898
Oil & Gas		—		2,709,060			—		2,709,060
Pipelines		—		557,305			—		557,305
Semiconductors		—		203,187			—		203,187
Transportation		—		200,750			—		200,750
Total Fixed Income Securities		—		17,909,193			120,330		18,029,523
Preferred Stock
Electric		259,435		—			—		259,435
Semiconductors		—		246,807			—		246,807
Total Preferred Stock		259,435		246,807			—		506,242
Common Stock
Agriculture		328,955		—			—		328,955
Airlines		—		107,768			—		107,768
Apparel		251,324		579,580			—		830,904
Auto Manufacturers		—		206,066			—		206,066
Auto Parts & Equipment		—		678,673			—		678,673
Beverages		240,996		—			—		240,996
Chemicals		250,290		268,903			—		519,193
Coal		247,227		1,489,854			—		1,737,081
Computers		248,709		287,798			—		536,507
Electric		—		258,853			—		258,853
Electronics		—		626,699			—		626,699
Engineering & Construction		252,455		213,668			—		466,123
Food		252,679		835,934			—		1,088,613
Gas		—		233,600			—		233,600
Health Care-Products		241,473		246,050			—		487,523
Health Care-Services		—		240,846			—		240,846
Insurance		—		1,097,163			—		1,097,163
Internet		555,394		1,604,050			1,100		2,160,544
Iron & Steel		373,600		—			754		374,354
Lodging		371,330		727,697			—		1,099,027
Machinery-Diversified		252,422		—			—		252,422
Metal Fabricate & Hardware		—		231,919			—		231,919
Mining		254,282		—			—		254,282
Oil & Gas Services		255,885		—			—		255,885
Oil & Gas		461,047		213,749			—		674,796
Real Estate		380,171		353,967			—		734,138
Retail		525,354		—			—		525,354
Semiconductors		—		2,151,467			—		2,151,467
Telecommunications		—		936,787			—		936,787
Textiles		265,845		—			—		265,845
Transportation		228,958		514,843			—		743,801
Water		253,230		—			—		253,230
Total Common Stock		6,491,626		14,105,934			1,854		20,599,414
Money Market Investments		2,415,008		—			—		2,415,008
Total Investments	$	9,166,069	$	32,261,934		$	122,184	$	41,550,187
Asset Derivatives
Forward Currency Contracts
Foreign Currency Risk		—		2,447			—		2,447
Total	$	9,166,069	$	32,264,381		$	122,184	$	41,552,634
Liability Derivatives
Forward Currency Contracts
Foreign Currency Risk	$	—	$	(12,471	)	$	—	$	(12,471	)
Total	$	—	$	(12,471	)	$	—	$	(12,471	)

TCW Global Real Estate Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—93.5% of Net Assets
Australia—3.6% (Cost: $1,256,166)
Goodman Group		80,817	$	1,150,780
Canada—6.7%
Killam Apartment Real Estate Investment Trust		85,078		1,173,182
Minto Apartment Real Estate Investment Trust		78,998		1,002,905
Total Canada (Cost: $2,388,039)				2,176,087
China—1.8% (Cost: $516,784)
China Resources Land, Ltd.		120,000		575,297
Germany—3.9% (Cost: $974,233)
Stroeer SE & Co. KGaA		22,706		1,243,730
Japan—7.0%
Mitsubishi Estate Co., Ltd.		66,000		849,089
Mitsui Fudosan Co., Ltd.		32,900		617,235
Nippon Prologis REIT, Inc.		350		794,932
Total Japan (Cost: $2,648,341)				2,261,256
Singapore—2.2% (Cost: $685,190)
Capitaland Investment Ltd		231,100		699,850
Spain—3.5% (Cost: $1,273,975)
Cellnex Telecom SA		28,718		1,124,261
United Kingdom—3.2% (Cost: $1,326,370)
Segro PLC		101,297		1,041,230
United States—61.6%
Alexandria Real Estate Equities, Inc.		10,487		1,685,680
American Tower Corp.		3,446		769,802
Brixmor Property Group, Inc.		62,140		1,462,154
Chatham Lodging Trust		49,498		703,367
Equinix, Inc.		1,765		1,302,800
Gaming and Leisure Properties, Inc.		18,204		975,006
Invitation Homes, Inc.		16,704		542,880
Kite Realty Group Trust		69,000		1,497,300
Lamar Advertising Co.		6,359		677,488
LXP Industrial Trust		42,695		493,127
Mid-America Apartment Communities, Inc.		4,560		760,243
Pebblebrook Hotel Trust		25,407		416,675
Prologis, Inc.		5,535		715,565
Public Storage		2,807		854,282
Rexford Industrial Realty, Inc.		10,615		673,734
Simon Property Group, Inc.		5,217		670,176
Taylor Morrison Home Corp.(1)		49,064		1,756,491
TPG RE Finance Trust, Inc.		144,286		1,256,731
UWM Holdings Corp.		113,889		521,612
Ventas, Inc.		6,844		354,588
VICI Properties, Inc.		23,729		811,057
Wyndham Hotels & Resorts, Inc.		12,151		941,824
Total United States (Cost: $18,102,612)				19,842,582
Total Common Stock (Cost: $29,171,710)				30,115,073
Closed-end Fund—4.1%
United States—4.1%
NexPoint Diversified Real Estate Trust		99,981		1,308,751
Total Closed-end Fund (Cost: $1,503,062)				1,308,751
Total Purchased Options(2) (0.3%) (Cost: $211,413)				90,000
Money Market Investments—1.9%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 4.18%(3)		628,308		628,308
Total Money Market Investments (Cost: $628,308)				628,308
Total Investments (99.8%) (Cost: $31,514,493)				32,142,132
Excess Of Other Assets Over Liabilities (0.2%)				49,757
Net Assets (100.0%)			$	32,191,889

TCW Global Real Estate Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

PURCHASED OPTIONS - EXCHANGE TRADED

Description	Counterparty	Exercise Price		Expiration Date		Number of Contracts			Notional Amount			Market Value			Premiums Paid (Received) by Fund			Unrealized Appreciation (Depreciation)
Put
Realty Income Corp.		$	65.00		3/17/23		300		$	2,034,900		$	20,250		$	107,979		$	(87,729	)
Vanguard Real Estate			95.00		3/17/23		150			1,365,900			69,750			103,434			(33,684	)
												$	90,000		$	211,413		$	(121,413	)
WRITTEN OPTIONS - EXCHANGE TRADED
Description		Exercise Price		Expiration Date		Number of Contracts			Notional Amount			Market Value			Premiums Paid (Received) by Fund			Unrealized Appreciation (Depreciation)
Put
Realty Income Corp.		$	55.00		3/17/23		(300	)	$	(2,034,900	)	$	(2,700	)	$	(32,360	)	$	29,660
Vanguard Real Estate			80.00		3/17/23		(150	)		(1,365,900	)		(4,500	)		(43,429	)		38,929
												$	(7,200	)	$	(75,789	)	$	68,589

Notes to the Schedule of Investments:

REIT	Real Estate Investment Trust.
(1)	Non-income producing security.
(2)	See options table for description of purchased options.
(3)	Rate disclosed is the 7-day net yield as of January 31, 2023.

TCW Global Real Estate Fund

Investments by Sector (Unaudited) January 31, 2023

Sector	Percentage of Net Assets
Advertising		3.9	%
Diversified Real Estate Activities		8.6
Health Care REITs		1.1
Homebuilding		5.5
Hotel & Resort REITs		6.4
Industrial REITs		15.1
Mortgage REITs		3.9
Office REITs		5.2
Purchased Options		0.3
Real Estate Development		1.8
Real Estate Operating Companies		2.2
Residential REITs		10.8
Retail REITs		11.3
Specialized REITs		16.7
Thrifts & Mortgage Finance		1.6
Wireless Telecommunication Services		3.5
Money Market Investments		1.9
Total		99.8	%

TCW Global Real Estate Fund

Fair Valuation Summary (Unaudited) January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)			Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Advertising	$	—		$	1,243,730	$	—	$	1,243,730
Diversified Real Estate Activities		—			1,466,324		—		1,466,324
Health Care REITs		354,588			—		—		354,588
Homebuilding		1,756,491			—		—		1,756,491
Hotel & Resort REITs		2,061,866			—		—		2,061,866
Industrial REITs		1,882,426			2,986,942		—		4,869,368
Mortgage REITs		1,256,731			—		—		1,256,731
Office REITs		1,685,680			—		—		1,685,680
Real Estate Development		—			575,297		—		575,297
Real Estate Operating Companies		—			699,850		—		699,850
Residential REITs		3,479,210			—		—		3,479,210
Retail REITs		3,629,630			—		—		3,629,630
Specialized REITs		5,390,435			—		—		5,390,435
Thrifts & Mortgage Finance		521,612			—		—		521,612
Wireless Telecommunication Services		—			1,124,261		—		1,124,261
Total Common Stock		22,018,669			8,096,404		—		30,115,073
Closed-end Fund		1,308,751			—		—		1,308,751
Purchased Options		90,000			—		—		90,000
Money Market Investments		628,308			—		—		628,308
Total Investments	$	24,045,728		$	8,096,404	$	—	$	32,142,132
Liability Derivatives
Written Options
Equity Risk	$	(7,200	)	$	—	$	—	$	(7,200	)
Total	$	(7,200	)	$	—	$	—	$	(7,200	)

TCW New America Premier Equities Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—99.2% of Net Assets
Aerospace & Defense—6.9%
HEICO Corp.		64,681	$	11,057,217
Application Software—17.5%
Constellation Software, Inc.		14,578		25,682,561
Trade Desk, Inc. (The)(1)		41,979		2,128,335
				27,810,896
Data Processing & Outsourced Services—6.4%
Fiserv, Inc.(1)		38,587		4,116,461
Visa, Inc.		26,214		6,034,725
				10,151,186
Electrical Equipment—4.0%
AMETEK, Inc.		44,002		6,376,770
Environmental & Facilities Services—6.2%
Waste Connections, Inc. (Canada)		74,704		9,928,162
Financial Exchanges & Data—13.9%
FactSet Research Systems, Inc.		19,489		8,242,678
Morningstar, Inc.		28,491		6,919,894
S&P Global, Inc.		18,545		6,953,262
				22,115,834
Food Retail—3.6%
Alimentation Couche-Tard, Inc.		124,948		5,689,542
Health Care Equipment—3.9%
Danaher Corp.		23,239		6,143,927
Home Entertainment Software—1.1%
Activision Blizzard, Inc.		22,039		1,687,526
Industrial Conglomerates—3.5%
Roper Technologies, Inc.		13,158		5,615,176
Industrial Gases—3.8%
Linde PLC (Ireland)		18,255		6,041,310
Life Sciences Tools & Services—6.8%
Agilent Technologies, Inc.		25,815		3,925,945
Mettler-Toledo International, Inc.(1)		4,508		6,910,403
				10,836,348
Multi-Sector Holdings—0.7%
Berkshire Hathaway, Inc.—Class B(1)		3,794		1,181,907
Research & Consulting Services—1.9%
Wolters Kluwer NV (Netherlands)		28,492		3,103,140
Semiconductors—4.4%
Broadcom, Inc.		11,941		6,985,604
Soft Drinks—1.6%
PepsiCo, Inc.		14,682		2,510,916
Systems Software—13.0%
Microsoft Corp.		46,748		11,584,622
Oracle Corp.		102,217		9,042,116
				20,626,738
Total Common Stock (Cost: $107,389,899)				157,862,199
MONEY MARKET INVESTMENTS—0.9%
State Street Institutional U.S. Government Money Market Fund—Premier Class 4.18%(2)		1,467,775		1,467,775
Total Money Market Investments (Cost: $1,467,775)				1,467,775
Total Investments (100.1%) (Cost: $108,857,674)				159,329,974
Liabilities In Excess Of Other Assets (-0.1%)				(227,237	)
Net Assets (100.0%)			$	159,102,737

Notes to the Schedule of Investments:
(1)	Non-income producing security.
(2)	Rate disclosed is the 7-day net yield as of January 31, 2023.

TCW New America Premier Equities Fund

Investments by Sector (Unaudited) January 31, 2023

Sector	Percentage of Net Assets
Aerospace & Defense		6.9	%
Application Software		17.5
Data Processing & Outsourced Services		6.4
Electrical Equipment		4.0
Environmental & Facilities Services		6.2
Financial Exchanges & Data		13.9
Food Retail		3.6
Health Care Equipment		3.9
Home Entertainment Software		1.1
Industrial Conglomerates		3.5
Industrial Gases		3.8
Life Sciences Tools & Services		6.8
Multi-Sector Holdings		0.7
Research & Consulting Services		1.9
Semiconductors		4.4
Soft Drinks		1.6
Systems Software		13.0
Money Market Investments		0.9
Total		100.1	%

TCW New America Premier Equities Fund

Fair Valuation Summary (Unaudited) January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Aerospace & Defense	$	11,057,217	$	—	$	—	$	11,057,217
Application Software		27,810,896		—		—		27,810,896
Data Processing & Outsourced Services		10,151,186		—		—		10,151,186
Electrical Equipment		6,376,770		—		—		6,376,770
Environmental & Facilities Services		9,928,162		—		—		9,928,162
Financial Exchanges & Data		22,115,834		—		—		22,115,834
Food Retail		5,689,542		—		—		5,689,542
Health Care Equipment		6,143,927		—		—		6,143,927
Home Entertainment Software		1,687,526		—		—		1,687,526
Industrial Conglomerates		5,615,176		—		—		5,615,176
Industrial Gases		6,041,310		—		—		6,041,310
Life Sciences Tools & Services		10,836,348		—		—		10,836,348
Multi-Sector Holdings		1,181,907		—		—		1,181,907
Research & Consulting Services		—		3,103,140		—		3,103,140
Semiconductors		6,985,604		—		—		6,985,604
Soft Drinks		2,510,916		—		—		2,510,916
Systems Software		20,626,738		—		—		20,626,738
Total Common Stock		154,759,059		3,103,140		—		157,862,199
Money Market Investments		1,467,775		—		—		1,467,775
Total Investments	$	156,226,834	$	3,103,140	$	—	$	159,329,974

TCW Relative Value Dividend Appreciation Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—97.5% of Net Assets
Aerospace & Defense—1.0%
Textron, Inc.		36,518	$	2,660,336
Air Freight & Logistics—3.0%
United Parcel Service, Inc.—Class B		45,481		8,424,446
Auto Components—2.0%
BorgWarner, Inc.		117,515		5,556,109
Banks—7.0%
JPMorgan Chase & Co.		68,525		9,590,759
Wells Fargo & Co.		209,513		9,819,874
				19,410,633
Beverages—3.9%
Keurig Dr Pepper, Inc.		105,155		3,709,868
PepsiCo, Inc.		41,539		7,104,000
				10,813,868
Biotechnology—7.6%
AbbVie, Inc.		51,656		7,632,174
Amgen, Inc.		20,266		5,115,139
Gilead Sciences, Inc.		100,148		8,406,423
				21,153,736
Building Products—4.2%
Carlisle Cos., Inc.		11,426		2,866,326
Johnson Controls International PLC (Ireland)		124,475		8,659,726
				11,526,052
Capital Markets—8.7%
Ameriprise Financial, Inc.		25,583		8,957,120
Blackstone, Inc.		24,286		2,330,485
Intercontinental Exchange, Inc.		47,167		5,072,811
Morgan Stanley		80,519		7,836,914
				24,197,330
Chemicals—3.7%
Corteva, Inc.		54,227		3,494,930
DuPont de Nemours, Inc.		91,082		6,735,514
				10,230,444
Diversified Telecommunication Services—1.3%
AT&T, Inc.		180,026		3,667,130
Electrical Equipment—2.1%
nVent Electric PLC (Ireland)		148,512		5,903,352
Electronic Equipment, Instruments & Components—1.2%
Corning, Inc.		92,346		3,196,095
Energy Equipment & Services—2.4%
Baker Hughes Co.		213,507		6,776,712
Entertainment—1.2%
Warner Bros Discovery, Inc.(1)		217,733		3,226,803
Equity Real Estate—2.2%
Simon Property Group, Inc.		46,504		5,973,904
Food Products—0.9%
Conagra Brands, Inc.		67,037		2,493,106
Health Care Equipment & Supplies—1.1%
GE Healthcare, Inc.(1)		44,216		3,073,896
Health Care Providers & Services—6.4%
Elevance Health, Inc.		16,372		8,185,836
McKesson Corp.		25,031		9,478,739
				17,664,575
Hotels, Restaurants & Leisure—2.0%
Darden Restaurants, Inc.		37,112		5,491,463
Household Durables—3.2%
Lennar Corp.		86,225		8,829,440
Independent Power and Renewable Electricity Producers—3.1%
AES Corp. (The)		314,410		8,617,978
Industrial Conglomerates—2.5%
General Electric Co.		87,700		7,058,096
Insurance—3.9%
MetLife, Inc.		149,256		10,898,673
IT Services—2.9%
International Business Machines Corp.		60,562		8,159,518
Media—4.2%
Comcast Corp.		154,093		6,063,560
Fox Corp.		161,327		5,475,438
				11,538,998
Metals & Mining—1.2%
Freeport-McMoRan, Inc.		72,273		3,224,821
Multiline Retail—1.1%
Target Corp.		17,132		2,949,103
Oil, Gas & Consumable Fuels—4.4%
Chevron Corp.		23,665		4,118,183
Exxon Mobil Corp.		70,575		8,187,406
				12,305,589
Pharmaceuticals—3.4%
Johnson & Johnson		16,171		2,642,665
Novartis AG (SP ADR) (Switzerland)		75,000		6,796,500
				9,439,165
Semiconductors & Semiconductor Equipment—3.3%
Broadcom, Inc.		15,560		9,102,756
Software—0.5%
Salesforce, Inc.(1)		8,257		1,386,928
Specialty Retail—1.9%
Dick’s Sporting Goods, Inc.		39,412		5,153,513
Total Common Stock (Cost: $175,264,707)				270,104,568
MONEY MARKET INVESTMENTS—2.3%
State Street Institutional U.S. Government Money Market Fund—Premier Class,4.18%(2)		6,467,285		6,467,285
Total Money Market Investments (Cost: $6,467,285)				6,467,285
Total Investments (99.8%) (Cost: $181,731,992)				276,571,853
Excess Of Other Assets Over Liabilities (0.2%)				572,125
Net Assets (100.0%)			$	277,143,978

TCW Relative Value Dividend Appreciation Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

Notes to the Schedule of Investments:
SP ADR	Sponsored American Depositary Receipt. ADRs are receipts, typically issued by a U.S. bank or trust company, evidencing ownership of underlying securities issued by a foreign corporation. Sponsored ADRs are ADRs issued with the cooperation of the foreign corporation.
(1)	Non-income producing security.
(2)	Rate disclosed is the 7-day net yield as of January 31, 2023.

TCW Relative Value Dividend Appreciation Fund

Investments by Sector (Unaudited) January 31, 2023

Sector	Percentage of Net Assets
Aerospace & Defense		1.0	%
Air Freight & Logistics		3.0
Auto Components		2.0
Banks		7.0
Beverages		3.9
Biotechnology		7.6
Building Products		4.2
Capital Markets		8.7
Chemicals		3.7
Diversified Telecommunication Services		1.3
Electrical Equipment		2.1
Electronic Equipment, Instruments & Components		1.2
Energy Equipment & Services		2.4
Entertainment		1.2
Equity Real Estate		2.2
Food Products		0.9
Health Care Equipment & Supplies		1.1
Health Care Providers & Services		6.4
Hotels, Restaurants & Leisure		2.0
Household Durables		3.2
Independent Power and Renewable Electricity Producers		3.1
Industrial Conglomerates		2.5
Insurance		3.9
IT Services		2.9
Media		4.2
Metals & Mining		1.2
Multiline Retail		1.1
Oil, Gas & Consumable Fuels		4.4
Pharmaceuticals		3.4
Semiconductors & Semiconductor Equipment		3.3
Software		0.5
Specialty Retail		1.9
Money Market Investments		2.3
Total		99.8	%

TCW Relative Value Dividend Appreciation Fund

Fair Valuation Summary (Unaudited) January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Aerospace & Defense	$	2,660,336	$	—	$	—	$	2,660,336
Air Freight & Logistics		8,424,446		—		—		8,424,446
Auto Components		5,556,109		—		—		5,556,109
Banks		19,410,633		—		—		19,410,633
Beverages		10,813,868		—		—		10,813,868
Biotechnology		21,153,736		—		—		21,153,736
Building Products		11,526,052		—		—		11,526,052
Capital Markets		24,197,330		—		—		24,197,330
Chemicals		10,230,444		—		—		10,230,444
Diversified Telecommunication Services		3,667,130		—		—		3,667,130
Electrical Equipment		5,903,352		—		—		5,903,352
Electronic Equipment, Instruments & Components		3,196,095		—		—		3,196,095
Energy Equipment & Services		6,776,712		—		—		6,776,712
Entertainment		3,226,803		—		—		3,226,803
Equity Real Estate		5,973,904		—		—		5,973,904
Food Products		2,493,106		—		—		2,493,106
Health Care Equipment & Supplies		3,073,896		—		—		3,073,896
Health Care Providers & Services		17,664,575		—		—		17,664,575
Hotels, Restaurants & Leisure		5,491,463		—		—		5,491,463
Household Durables		8,829,440		—		—		8,829,440
Independent Power and Renewable Electricity Producers		8,617,978		—		—		8,617,978
Industrial Conglomerates		7,058,096		—		—		7,058,096
Insurance		10,898,673		—		—		10,898,673
IT Services		8,159,518		—		—		8,159,518
Media		11,538,998		—		—		11,538,998
Metals & Mining		3,224,821		—		—		3,224,821
Multiline Retail		2,949,103		—		—		2,949,103
Oil, Gas & Consumable Fuels		12,305,589		—		—		12,305,589
Pharmaceuticals		9,439,165		—		—		9,439,165
Semiconductors & Semiconductor Equipment		9,102,756		—		—		9,102,756
Software		1,386,928		—		—		1,386,928
Specialty Retail		5,153,513		—		—		5,153,513
Total Common Stock		270,104,568		—		—		270,104,568
Money Market Investments		6,467,285		—		—		6,467,285
Total Investments	$	276,571,853	$	—	$	—	$	276,571,853

TCW Relative Value Large Cap Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—99.2% of Net Assets
Aerospace & Defense—2.5%
Textron, Inc.		40,955	$	2,983,572
Air Freight & Logistics—2.7%
United Parcel Service, Inc.—Class B		17,653		3,269,865
Banks—3.9%
Citigroup, Inc.		5,872		306,636
JPMorgan Chase & Co.		31,586		4,420,776
				4,727,412
Beverages—3.5%
Keurig Dr Pepper, Inc.		46,509		1,640,838
PepsiCo, Inc.		15,157		2,592,150
				4,232,988
Biotechnology—6.5%
AbbVie, Inc.		20,374		3,010,259
Amgen, Inc.		8,285		2,091,134
Gilead Sciences, Inc.		32,444		2,723,349
				7,824,742
Building Products—3.1%
Johnson Controls International PLC (Ireland)		53,896		3,749,545
Capital Markets—7.4%
Ameriprise Financial, Inc.		9,363		3,278,173
Intercontinental Exchange, Inc.		27,052		2,909,443
Morgan Stanley		27,800		2,705,774
				8,893,390
Chemicals—2.0%
DuPont de Nemours, Inc.		33,288		2,461,648
Communications Equipment—1.8%
Juniper Networks, Inc.		66,410		2,145,043
Diversified Financial Services—1.9%
Apollo Global Management, Inc.		31,579		2,235,162
Diversified Telecommunication Services—1.2%
AT&T, Inc.		68,774		1,400,926
Electronic Equipment, Instruments & Components—3.7%
Corning, Inc.		39,334		1,361,350
Flex Ltd.(1)		130,567		3,048,739
				4,410,089
Energy Equipment & Services—2.1%
Baker Hughes Co.		78,064		2,477,751
Entertainment—1.3%
Warner Bros Discovery, Inc.(1)		106,424		1,577,204
Equity Real Estate—2.6%
Simon Property Group, Inc.		13,973		1,794,972
Weyerhaeuser Co.		38,057		1,310,302
				3,105,274
Food Products—1.1%
Conagra Brands, Inc.		34,500		1,283,055
Health Care Equipment & Supplies—1.0%
GE Healthcare, Inc.(1)		17,218		1,196,995
Health Care Providers & Services—9.4%
Centene Corp.(1)		48,707		3,713,422
McKesson Corp.		11,267		4,266,587
Molina Healthcare, Inc.(1)		10,523		3,281,387
				11,261,396
Hotels, Restaurants & Leisure—2.9%
Darden Restaurants, Inc.		23,594		3,491,204
Household Durables—3.8%
Lennar Corp.		44,666		4,573,798
Independent Power and Renewable Electricity Producers—2.6%
AES Corp. (The)		111,900		3,067,179
Industrial Conglomerates—2.1%
General Electric Co.		31,641		2,546,468
Insurance—2.9%
MetLife, Inc.		48,363		3,531,466
IT Services—5.0%
Fiserv, Inc.(1)		28,268		3,015,630
International Business Machines Corp.		22,213		2,992,758
				6,008,388
Media—4.5%
Comcast Corp.		71,591		2,817,106
Fox Corp.		50,902		1,727,614
Paramount Global—Class B		39,024		903,796
				5,448,516
Metals & Mining—2.1%
Freeport-McMoRan, Inc.		56,860		2,537,093
Multiline Retail—1.5%
Target Corp.		10,243		1,763,230
Oil, Gas & Consumable Fuels—4.0%
Chevron Corp.		5,765		1,003,225
Exxon Mobil Corp.		32,630		3,785,407
				4,788,632
Real Estate Management & Development—1.8%
Jones Lang LaSalle, Inc.(1)		11,709		2,164,643
Semiconductors & Semiconductor Equipment—5.6%
Broadcom, Inc.		5,562		3,253,826
ON Semiconductor Corp.(1)		47,805		3,511,277
				6,765,103
Software—0.6%
Salesforce, Inc.(1)		3,956		664,489
Specialty Retail—2.1%
Dick’s Sporting Goods, Inc.		18,958		2,478,948
Total Common Stock (Cost: $68,165,781)				119,065,214
MONEY MARKET INVESTMENTS—0.6%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 4.18%(2)		776,992		776,992
Total Money Market Investments (Cost: $776,992)				776,992
Total Investments (99.8%) (Cost: $68,942,773)				119,842,206
Excess Of Other Assets Over Liabilities (0.2%)				208,730
Net Assets (100.0%)			$	120,050,936

Notes to the Schedule of Investments:
(1)	Non-income producing security.
(2)	Rate disclosed is the 7-day net yield as of January 31, 2023.

TCW Relative Value Large Cap Fund

Investments by Sector (Unaudited) January 31, 2023

Sector	Percentage of Net Assets
Aerospace & Defense		2.5	%
Air Freight & Logistics		2.7
Banks		3.9
Beverages		3.5
Biotechnology		6.5
Building Products		3.1
Capital Markets		7.4
Chemicals		2.0
Communications Equipment		1.8
Diversified Financial Services		1.9
Diversified Telecommunication Services		1.2
Electronic Equipment, Instruments & Components		3.7
Energy Equipment & Services		2.1
Entertainment		1.3
Equity Real Estate		2.6
Food Products		1.1
Health Care Equipment & Supplies		1.0
Health Care Providers & Services		9.4
Hotels, Restaurants & Leisure		2.9
Household Durables		3.8
Independent Power and Renewable Electricity Producers		2.6
Industrial Conglomerates		2.1
Insurance		2.9
IT Services		5.0
Media		4.5
Metals & Mining		2.1
Multiline Retail		1.5
Oil, Gas & Consumable Fuels		4.0
Real Estate Management & Development		1.8
Semiconductors & Semiconductor Equipment		5.6
Software		0.6
Specialty Retail		2.1
Money Market Investments		0.6
Total		99.8	%

TCW Relative Value Large Cap Fund

Fair Valuation Summary (Unaudited) January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Aerospace & Defense	$	2,983,572	$	—	$	—	$	2,983,572
Air Freight & Logistics		3,269,865		—		—		3,269,865
Banks		4,727,412		—		—		4,727,412
Beverages		4,232,988		—		—		4,232,988
Biotechnology		7,824,742		—		—		7,824,742
Building Products		3,749,545		—		—		3,749,545
Capital Markets		8,893,390		—		—		8,893,390
Chemicals		2,461,648		—		—		2,461,648
Communications Equipment		2,145,043		—		—		2,145,043
Diversified Financial Services		2,235,162		—		—		2,235,162
Diversified Telecommunication Services		1,400,926		—		—		1,400,926
Electronic Equipment, Instruments & Components		4,410,089		—		—		4,410,089
Energy Equipment & Services		2,477,751		—		—		2,477,751
Entertainment		1,577,204		—		—		1,577,204
Equity Real Estate		3,105,274		—		—		3,105,274
Food Products		1,283,055		—		—		1,283,055
Health Care Equipment & Supplies		1,196,995		—		—		1,196,995
Health Care Providers & Services		11,261,396		—		—		11,261,396
Hotels, Restaurants & Leisure		3,491,204		—		—		3,491,204
Household Durables		4,573,798		—		—		4,573,798
Independent Power and Renewable Electricity Producers		3,067,179		—		—		3,067,179
Industrial Conglomerates		2,546,468		—		—		2,546,468
Insurance		3,531,466		—		—		3,531,466
IT Services		6,008,388		—		—		6,008,388
Media		5,448,516		—		—		5,448,516
Metals & Mining		2,537,093		—		—		2,537,093
Multiline Retail		1,763,230		—		—		1,763,230
Oil, Gas & Consumable Fuels		4,788,632		—		—		4,788,632
Real Estate Management & Development		2,164,643		—		—		2,164,643
Semiconductors & Semiconductor Equipment		6,765,103		—		—		6,765,103
Software		664,489		—		—		664,489
Specialty Retail		2,478,948		—		—		2,478,948
Total Common Stock		119,065,214		—		—		119,065,214
Money Market Investments		776,992		—		—		776,992
Total Investments	$	119,842,206	$	—	$	—	$	119,842,206

TCW Relative Value Mid Cap Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—99.3% of Net Assets
Aerospace & Defense—2.7%
Textron, Inc.		30,488	$	2,221,051
Air Freight & Logistics—0.9%
FedEx Corp.		3,838		744,035
Airlines—1.7%
United Airlines Holdings, Inc.(1)		27,721		1,357,220
Auto Components—2.3%
American Axle & Manufacturing Holdings, Inc.(1)		43,800		388,506
BorgWarner, Inc.		31,345		1,481,992
				1,870,498
Banks—8.4%
First Citizens BancShares, Inc.		1,447		1,125,303
KeyCorp		144,598		2,774,836
Popular, Inc.		42,897		2,944,450
				6,844,589
Building Products—0.3%
Carlisle Cos., Inc.		945		237,063
Capital Markets—1.1%
Evercore, Inc.		7,054		915,680
Chemicals—2.8%
Corteva, Inc.		16,140		1,040,223
DuPont de Nemours, Inc.		17,474		1,292,202
				2,332,425
Communications Equipment—2.4%
Juniper Networks, Inc.		60,112		1,941,618
Construction & Engineering—1.5%
Arcosa, Inc.		21,271		1,260,732
Consumer Finance—1.1%
OneMain Holdings, Inc.		20,903		901,755
Diversified Financial Services—4.7%
Apollo Global Management, Inc.		28,971		2,050,567
Equitable Holdings, Inc.		57,035		1,829,113
				3,879,680
Electronic Equipment, Instruments & Components—7.0%
Avnet, Inc.		33,765		1,549,138
Coherent Corp.(1)		4,600		199,640
Flex Ltd.(1)		100,581		2,348,566
TTM Technologies, Inc.(1)		103,512		1,627,209
				5,724,553
Energy Equipment & Services—2.8%
Baker Hughes Co.		44,247		1,404,400
NOV, Inc.		34,938		853,884
				2,258,284
Entertainment—1.5%
Warner Bros Discovery, Inc.(1)		85,465		1,266,591
Equity Real Estate—2.0%
Innovative Industrial Properties, Inc.		4,253		381,834
SITE Centers Corp.		93,671		1,278,609
				1,660,443
Food & Staples Retailing—0.5%
Sprouts Farmers Market, Inc.(1)		13,748		439,249
Food Products—1.0%
Conagra Brands, Inc.		22,302		829,411
Health Care Equipment & Supplies—0.8%
Envista Holdings Corp.(1)		16,163		630,195
Health Care Providers & Services—10.1%
Acadia Healthcare Co., Inc.(1)		24,759		2,080,251
AdaptHealth Corp.(1)		26,638		570,852
Centene Corp.(1)		34,298		2,614,880
Henry Schein, Inc.(1)		12,145		1,046,292
Molina Healthcare, Inc.(1)		6,272		1,955,798
				8,268,073
Hotels, Restaurants & Leisure—3.0%
Darden Restaurants, Inc.		14,515		2,147,784
Travel + Leisure Co.		7,315		309,937
				2,457,721
Household Durables—6.7%
DR Horton, Inc.		15,882		1,567,395
Lennar Corp.		21,077		2,158,285
Toll Brothers, Inc.		29,968		1,782,796
				5,508,476
Independent Power and Renewable Electricity Producers—3.0%
AES Corp. (The)		88,935		2,437,708
Insurance—3.9%
Arch Capital Group, Ltd.(1)		35,349		2,274,708
Assured Guaranty, Ltd.		14,408		901,941
				3,176,649
Internet & Direct Marketing Retail—1.0%
eBay, Inc.		17,359		859,270
IT Services—1.0%
DXC Technology Co.(1)		27,348		785,708
Machinery—5.0%
AGCO Corp.		8,683		1,199,383
Manitowoc Co., Inc. (The)(1)		54,862		751,609
Terex Corp.		8,934		455,366
Westinghouse Air Brake Technologies Corp.		16,395		1,701,965
				4,108,323
Marine—1.7%
Kirby Corp.(1)		19,099		1,351,827
Media—1.4%
Interpublic Group of Cos., Inc. (The)		32,447		1,183,018
Metals & Mining—2.1%
Freeport-McMoRan, Inc.		38,299		1,708,901
Multi-Utilities—1.4%
Sempra Energy		6,990		1,120,707
Multiline Retail—1.3%
Dollar Tree, Inc.(1)		7,241		1,087,453
Oil, Gas & Consumable Fuels—1.9%
ConocoPhillips		5,084		619,587
Marathon Petroleum Corp.		7,320		940,766
				1,560,353
Personal Products—1.7%
Coty, Inc.(1)		142,559		1,419,888

TCW Relative Value Mid Cap Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

Issues	Shares		Value
Pharmaceuticals—1.0%
Perrigo Co. PLC		22,530	$	843,073
Professional Services—0.9%
Jacobs Solutions, Inc.		5,926		732,157
Real Estate Management & Development—2.4%
Jones Lang LaSalle, Inc.(1)		10,726		1,982,916
Road & Rail—0.5%
Hertz Global Holdings, Inc.(1)		23,234		418,677
Semiconductors & Semiconductor Equipment—0.6%
Analog Devices, Inc.		2,740		469,828
Specialty Retail—3.2%
Dick’s Sporting Goods, Inc.		9,359		1,223,783
Foot Locker, Inc.		14,388		626,022
Guess?, Inc.		21,055		487,844
Williams-Sonoma, Inc.		2,367		319,403
				2,657,052
Total Common Stock (Cost: $51,500,477)				81,452,850
MONEY MARKET INVESTMENTS—0.6%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 4.18%(2)		461,047		461,047
Total Money Market Investments (Cost: $461,047)				461,047
Total Investments (99.9%) (Cost: $51,961,524)				81,913,897
Excess Of Other Assets Over Liabilities (0.1%)				62,538
Net Assets (100.0%)			$	81,976,435

Notes to the Schedule of Investments:
(1)	Non-income producing security.
(2)	Rate disclosed is the 7-day net yield as of January 31, 2023.

TCW Relative Value Mid Cap Fund

Investments by Sector (Unaudited) January 31, 2023

Sector	Percentage of Net Assets
Aerospace & Defense		2.7	%
Air Freight & Logistics		0.9
Airlines		1.7
Auto Components		2.3
Banks		8.4
Building Products		0.3
Capital Markets		1.1
Chemicals		2.8
Communications Equipment		2.4
Construction & Engineering		1.5
Consumer Finance		1.1
Diversified Financial Services		4.7
Electronic Equipment, Instruments & Components		7.0
Energy Equipment & Services		2.8
Entertainment		1.5
Equity Real Estate		2.0
Food & Staples Retailing		0.5
Food Products		1.0
Health Care Equipment & Supplies		0.8
Health Care Providers & Services		10.1
Hotels, Restaurants & Leisure		3.0
Household Durables		6.7
Independent Power and Renewable Electricity Producers		3.0
Insurance		3.9
Internet & Direct Marketing Retail		1.0
IT Services		1.0
Machinery		5.0
Marine		1.7
Media		1.4
Metals & Mining		2.1
Multi-Utilities		1.4
Multiline Retail		1.3
Oil, Gas & Consumable Fuels		1.9
Personal Products		1.7
Pharmaceuticals		1.0
Professional Services		0.9
Real Estate Management & Development		2.4
Road & Rail		0.5
Semiconductors & Semiconductor Equipment		0.6
Specialty Retail		3.2
Money Market Investments		0.6
Total		99.9	%

TCW Relative Value Mid Cap Fund
Fair Valuation Summary (Unaudited)	January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Aerospace & Defense	$	2,221,051	$	—	$	—	$	2,221,051
Air Freight & Logistics		744,035		—		—		744,035
Airlines		1,357,220		—		—		1,357,220
Auto Components		1,870,498		—		—		1,870,498
Banks		6,844,589		—		—		6,844,589
Building Products		237,063		—		—		237,063
Capital Markets		915,680		—		—		915,680
Chemicals		2,332,425		—		—		2,332,425
Communications Equipment		1,941,618		—		—		1,941,618
Construction & Engineering		1,260,732		—		—		1,260,732
Consumer Finance		901,755		—		—		901,755
Diversified Financial Services		3,879,680		—		—		3,879,680
Electronic Equipment, Instruments & Components		5,724,553		—		—		5,724,553
Energy Equipment & Services		2,258,284		—		—		2,258,284
Entertainment		1,266,591		—		—		1,266,591
Equity Real Estate		1,660,443		—		—		1,660,443
Food & Staples Retailing		439,249		—		—		439,249
Food Products		829,411		—		—		829,411
Health Care Equipment & Supplies		630,195		—		—		630,195
Health Care Providers & Services		8,268,073		—		—		8,268,073
Hotels, Restaurants & Leisure		2,457,721		—		—		2,457,721
Household Durables		5,508,476		—		—		5,508,476
Independent Power and Renewable Electricity Producers		2,437,708		—		—		2,437,708
Insurance		3,176,649		—		—		3,176,649
Internet & Direct Marketing Retail		859,270		—		—		859,270
IT Services		785,708		—		—		785,708
Machinery		4,108,323		—		—		4,108,323
Marine		1,351,827		—		—		1,351,827
Media		1,183,018		—		—		1,183,018
Metals & Mining		1,708,901		—		—		1,708,901
Multi-Utilities		1,120,707		—		—		1,120,707
Multiline Retail		1,087,453		—		—		1,087,453
Oil, Gas & Consumable Fuels		1,560,353		—		—		1,560,353
Personal Products		1,419,888		—		—		1,419,888
Pharmaceuticals		843,073		—		—		843,073
Professional Services		732,157		—		—		732,157
Real Estate Management & Development		1,982,916		—		—		1,982,916
Road & Rail		418,677		—		—		418,677
Semiconductors & Semiconductor Equipment		469,828		—		—		469,828
Specialty Retail		2,657,052		—		—		2,657,052
Total Common Stock		81,452,850		—		—		81,452,850
Money Market Investments		461,047		—		—		461,047
Total Investments	$	81,913,897	$	—	$	—	$	81,913,897

TCW Select Equities Fund

SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—97.3% of Net Assets
Capital Markets—7.3%
Charles Schwab Corp. (The)		191,268	$	14,807,968
S&P Global, Inc.		68,086		25,528,165
				40,336,133
Commercial Services & Supplies—2.2%
Waste Connections, Inc. (Canada)		92,732		12,324,083
Equity Real Estate—4.2%
American Tower Corp.		104,407		23,323,480
Food & Staples Retailing—3.5%
Costco Wholesale Corp.		37,437		19,135,548
Health Care Equipment & Supplies—7.6%
Align Technology, Inc.(1)		32,929		8,881,939
Boston Scientific Corp.(1)		289,379		13,383,779
DexCom, Inc.(1)		130,428		13,967,534
Intuitive Surgical, Inc.(1)		22,065		5,421,150
				41,654,402
Interactive Media & Services—6.2%
Alphabet, Inc.— Class C(1)		343,924		34,347,690
Internet & Direct Marketing Retail—5.3%
Amazon.com, Inc.(1)		281,840		29,066,159
IT Services—12.3%
Mastercard, Inc.		57,455		21,292,823
PayPal Holdings, Inc.(1)		111,260		9,066,577
Snowflake, Inc.(1)		41,229		6,449,865
Visa, Inc.		134,869		31,048,193
				67,857,458
Life Sciences Tools & Services—3.5%
IQVIA Holdings, Inc.(1)		82,807		18,996,754
Pharmaceuticals—3.4%
Zoetis, Inc.		113,560		18,793,044
Professional Services—1.9%
TransUnion		147,556		10,587,143
Semiconductors & Semiconductor Equipment—10.6%
ASML Holding NV (Netherlands)		26,573		17,560,501
Enphase Energy, Inc.(1)		43,924		9,723,895
NVIDIA Corp.		157,901		30,849,119
				58,133,515
Software—21.0%
Adobe, Inc.(1)		45,161		16,724,925
Crowdstrike Holdings, Inc.(1)		88,151		9,335,191
Microsoft Corp.		112,399		27,853,596
Salesforce, Inc.(1)		113,330		19,036,040
ServiceNow, Inc.(1)		69,903		31,814,952
Trade Desk, Inc. (The)(1)		215,899		10,946,079
				115,710,783
Specialty Retail—5.7%
Home Depot, Inc. (The)		51,419		16,668,497
Ulta Beauty, Inc.(1)		28,909		14,858,070
				31,526,567
Textiles, Apparel & Luxury Goods—2.6%
NIKE, Inc.— Class B		114,324		14,556,875
Total Common Stock (Cost: $215,073,007)				536,349,634
MONEY MARKET INVESTMENTS—2.6%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 4.18%(2)		14,295,492		14,295,492
Total Money Market Investments (Cost: $14,295,492)				14,295,492
Total Investments (99.9%) (Cost: $229,368,499)				550,645,126
Excess Of Other Assets Over Liabilities (0.1%)				414,708
Net Assets (100.0%)			$	551,059,834

Notes to the Schedule of Investments:
(1)	Non-income producing security.
(2)	Rate disclosed is the 7-day net yield as of January 31, 2023.

TCW Select Equities Fund

Investments by Sector (Unaudited) January 31, 2023

Sector	Percentage of Net Assets
Capital Markets		7.3	%
Commercial Services & Supplies		2.2
Equity Real Estate		4.2
Food & Staples Retailing		3.5
Health Care Equipment & Supplies		7.6
Interactive Media & Services		6.2
Internet & Direct Marketing Retail		5.3
IT Services		12.3
Life Sciences Tools & Services		3.5
Pharmaceuticals		3.4
Professional Services		1.9
Semiconductors & Semiconductor Equipment		10.6
Software		21.0
Specialty Retail		5.7
Textiles, Apparel & Luxury Goods		2.6
Money Market Investments		2.6
Total		99.9	%

TCW Select Equities Fund

Fair Valuation Summary (Unaudited) January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Capital Markets	$	40,336,133	$	—	$	—	$	40,336,133
Commercial Services & Supplies		12,324,083		—		—		12,324,083
Equity Real Estate		23,323,480		—		—		23,323,480
Food & Staples Retailing		19,135,548		—		—		19,135,548
Health Care Equipment & Supplies		41,654,402		—		—		41,654,402
Interactive Media & Services		34,347,690		—		—		34,347,690
Internet & Direct Marketing Retail		29,066,159		—		—		29,066,159
IT Services		67,857,458		—		—		67,857,458
Life Sciences Tools & Services		18,996,754		—		—		18,996,754
Pharmaceuticals		18,793,044		—		—		18,793,044
Professional Services		10,587,143		—		—		10,587,143
Semiconductors & Semiconductor Equipment		58,133,515		—		—		58,133,515
Software		115,710,783		—		—		115,710,783
Specialty Retail		31,526,567		—		—		31,526,567
Textiles, Apparel & Luxury Goods		14,556,875		—		—		14,556,875
Total Common Stock		536,349,634		—		—		536,349,634
Money Market Investments		14,295,492		—		—		14,295,492
Total Investments	$	550,645,126	$	—	$	—	$	550,645,126

Note 1 — Security Valuations

Equity securities listed or traded on the NYSE and other stock exchanges were valued at the latest sale price on the exchange. Securities traded on the NASDAQ stock market (“NASDAQ”) were valued during the period using official closing prices as reported by NASDAQ, which may not have been the last sale price. Options on equity securities and options on indexes were valued using mid prices (average of bid and ask prices) as reported by the exchange or pricing service. Investments in open-end mutual funds including money market funds were valued based on the NAV per share as reported by the investment companies. All other securities for which over-the-counter (“OTC”) market quotations were readily available, including short-term securities, swap agreements and forward currency contracts, were valued with prices furnished by independent pricing services or by broker-dealers.

Pursuant to Rule 2a-5 under the 1940 Act, the Company’s Board of Directors (the “Board,” and each member thereof, a “Director”), has designated the Advisor as the “valuation designee” with respect to the fair valuation of the Fund’s portfolio securities, subject to oversight by and periodic reporting to the Board. Fair valued securities are those for which market quotations were not readily available, including in circumstances under which it was determined by the Advisor that prices received were not reflective of their market values.

The Advisor, as the valuation designee, uses a fair valuation methodology for foreign equity securities (exclusive of certain Latin American and Canadian equity securities). This methodology is designed to address the effect of movements in the U.S. market on the securities traded on foreign exchanges that have been closed for a period of time due to time zone differences. The utilization of the fair value model may result in the adjustment of prices taking into account fluctuations in the U.S. market. The fair value model was utilized each trading day and was not dependent on certain thresholds or triggers.

Fair value is defined as the price that a Fund would receive upon selling an investment in a timely transaction to an independent buyer in the principal or most advantageous market for the investment. In accordance with the authoritative guidance on fair value measurements and disclosures under GAAP, the Funds disclose investments in their financial statements in a three-tier hierarchy. This hierarchy is utilized to establish classification of fair value measurements based on inputs. Inputs that go into fair value measurement refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability, developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity’s own assumptions about the inputs market participants would use in pricing the asset or liability, developed based on the best information available in the circumstances.

The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

Level 1 — quoted prices in active markets for identical investments.

Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

Level 3 — significant unobservable inputs (including the Funds’ own assumptions in determining the fair value of investments).

Changes in valuation techniques may result in transfers in or out of an investment’s assigned Level within the hierarchy. The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments and the determination of the significance of a particular input to the fair value measurement in its entirety requires judgment and consideration of factors specific to each security.

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized as Level 3.

In periods of market dislocation, the observability of prices and inputs may be reduced for many instruments. This condition, as well as changes related to liquidity of investments, could cause a security to be reclassified between Level 1, Level 2, or Level 3.

In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes the level in the fair value hierarchy within which the fair value measurement falls in its entirety is determined based on the lowest level input that is significant to the fair value measurement.

Fair Value Measurements: Descriptions of the valuation techniques applied to the Funds’ major categories of assets and liabilities measured at fair value on a recurring basis are as follows:

Corporate bonds. The fair value of corporate bonds is estimated using recently executed transactions, market price quotations (where observable), bond spreads, or credit default swap spreads adjusted for any basis difference between cash and derivative instruments. Corporate bonds are generally categorized as Level 2 of the fair value hierarchy; in instances where prices, spreads, or any of the other aforementioned key inputs are unobservable, they are categorized as Level 3 of the hierarchy.

Credit default swaps. Credit default swaps are fair valued using pricing models that take into account, among other factors, index spread curves, nominal values, modified duration values and cash flows. To the extent that these inputs are observable and timely, the fair values of credit default swaps would be categorized as Level 2; otherwise, the fair values would be categorized as Level 3.

Equity securities. Securities are generally valued based on quoted prices from the applicable exchange. To the extent these securities are actively traded and valuation adjustments are not applied, they are generally categorized as Level 1 of the fair value hierarchy. Restricted securities issued by publicly held companies are generally categorized as Level 2 of the fair value hierarchy; if a discount is applied and significant, they are categorized as Level 3. Restricted securities held in non-public entities are categorized as Level 3 of the fair value hierarchy because they trade infrequently, and therefore the inputs are unobservable. Certain foreign securities that are fair valued using a pricing service that considers the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets are categorized as Level 2 of the fair value hierarchy.

Foreign currency contracts. The fair values of foreign currency contracts are derived from indices, reference rates, and other inputs or a combination of these factors. To the extent that these factors can be observed, foreign currency contracts are categorized as Level 2 of the fair value hierarchy.

Mutual funds. Open-end mutual funds including money market funds are valued using the NAV as reported by the fund companies. As such, they are categorized as Level 1.

Options contracts. Options contracts traded on securities exchanges are fair valued using market mid prices; as such, they are categorized as Level 1. Option contracts traded OTC are fair valued based on pricing models and incorporate various inputs such as interest rates, credit spreads, currency exchange rates and volatility measurements for in-the-money, at-the-money, and out-of-money contracts on a given strike price. To the extent that these inputs are observable and timely, the fair value of OTC option contracts would be categorized as Level 2; otherwise, the fair values would be categorized as Level 3.

Restricted securities. Restricted securities, including illiquid Rule 144A securities, issued by non-public entities are categorized as Level 3 of the fair value hierarchy because they trade infrequently, and therefore the inputs are unobservable. Any other restricted securities valued similar to publicly traded securities may be categorized as Level 2 or 3 of the fair value hierarchy depending on whether a discount is applied and significant to the fair value.

Warrants. Warrants are generally valued based on quoted prices from the applicable exchange. To the extent these securities are actively traded, and valuation adjustments are not applied, they are generally categorized as Level 1 of the fair value hierarchy.

The summary of the inputs used as of January 31, 2023 in valuing the Funds’ investments is listed after the Schedule of Investments for each Fund.

Following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining value:

TCW DEVELOPING MARKETS EQUITY FUND	COMMON STOCK
Balance as of October 31, 2022	$	257
Accrued Discounts (Premiums)		—
Realized Gain (Loss)		—
Change in Unrealized Appreciation (Depreciation)*		(14	)
Purchases		—
Sales		—
Transfers in to Level 3		—
Transfers out of Level 3		—
Balance as of January 31, 2023	$	243

* The change in unrealized appreciation (depreciation) on securities still held at January 31, 2023 was $(14) and is included in the related net realized gains (losses) and net change in appreciation (depreciation) in the Statements of Operations.

TCW EMERGING MARKETS MULTI-ASSET OPPORTUNITIES FUND	COMMON STOCK			FOREIGN GOVERNMENT BONDS
Balance as of October 31, 2022	$	1,958		$	103,618
Accrued Discounts (Premiums)		—			—
Realized Gain (Loss)		—			—
Change in Unrealized Appreciation (Depreciation)*		(104	)		16,712
Purchases		—			—
Sales		—			—
Transfers in to Level 3		—			—
Transfers out of Level 3		—			—
Balance as of January 31, 2023	$	1,854		$	120,330

* The change in unrealized appreciation (depreciation) on securities still held at January 31, 2023 was $(16,608) and is included in the related net realized gains (losses) and net change in appreciation (depreciation) in the Statements of Operations.

Significant unobservable valuation inputs for Level 3 investments as of January 31, 2023 are as follows:

Description	Fair Value at January 31, 2023		Valuation Techniques		Unobservable Input		Price or Price Range		Average Weighted Price		Impact to Valuation If Input Increases
TCW Developing Markets Equity Fund
Common Stocks	$	243		Third-party Vendor		Vendor Prices	$	0.001 - 0.0451	$	0.003		Increase
TCW Emerging Markets Multi-Asset Opportunities Fund
Common Stocks	$	1,854		Third-party Vendor		Vendor Prices	$	0.001 - 0.0451	$	0.003		Increase
Foreign Government Bonds	$	120,330		Third-party Vendor		Vendor Prices	$	9.000	$	9.000		Increase

Derivative Instruments: Derivatives are financial instruments which are valued based on the values of one or more indicators, such as a security, asset, currency, interest rate, or index. Derivative transactions can create investment leverage and may be highly volatile. A derivative contract may result in a mark-to-market loss if the value of the contract decreases due to an unfavorable change in the market rates or values of the underlying instrument. It is possible that a derivative transaction will result in a loss greater than the principal amount invested. The Funds may not be able to close out a derivative transaction at a favorable time or price.

For the period ended January 31, 2023, the following Funds had derivatives and transactions in derivatives, grouped in the following risk categories:

TCW Emerging Markets Multi-Asset Opportunities Fund

	Equity Risk			Foreign Currency Risk			Total
Asset Derivatives
Forward Contracts	$	—		$	2,447		$	2,447
Total Value	$	—		$	2,447		$	2,447
Liability Derivatives
Forward Contracts	$	—		$	(12,471	)	$	(12,471	)
Total Value	$	—		$	(12,471	)	$	(12,471	)
Notional Amounts(1)
Forward Currency Contracts	$	—		$	742,135			742,135
TCW Global Real Estate Fund
Asset Derivatives
Investments(2)	$	90,000		$	—		$	90,000
Total Value	$	90,000		$	—		$	90,000
Liability Derivatives
Written Options	$	(7,200	)	$	—		$	(7,200	)
Total Value	$	(7,200	)	$	—		$	(7,200	)
Number of Contracts(1)
Options Purchased	—	450			—			450
Options Written	—	450			—			450

(1) Amount disclosed represents average number of contracts or notional amounts, which are representative of the volume traded for the period ended January 31, 2023.

(2) Represents purchased options, at value.

Note 2 — Portfolio Investments

When-Issued, Delayed-Delivery and Forward Commitment Transactions: The Funds, with the exception of the TCW Conservative Allocation Fund, may enter into when-issued, delayed-delivery, or forward commitment transactions in order to lock in the purchase price of the underlying security or to adjust the interest rate exposure of each Fund’s existing portfolio. In when-issued, delayed-delivery, or forward commitment transactions, a Fund commits to purchase or sell particular securities, with payment and delivery to take place at a future date. Although the Fund does not pay for the securities or start earning interest on them until they are delivered, it immediately assumes the risks of ownership, including the risk of price fluctuation. If a Fund’s counterparty fails to deliver a security purchased on a when-issued, delayed-delivery or forward commitment basis, there may be a loss, and the Fund may have missed an opportunity to make an alternative investment.

Prior to settlement of these transactions, the value of the subject securities will fluctuate with market conditions. In addition, because the Fund is not required to pay for when-issued, delayed-delivery or forward commitment securities until the delivery date, they may result in a form of leverage to the extent the Fund does not set aside liquid assets to cover the commitment. To guard against this deemed leverage, the Fund monitors the obligations under these transactions on a daily basis and ensures that the Fund has sufficient liquid assets to cover them. There were no when-issued, delayed-delivery or forward commitment transactions in the Funds during the period ended January 31, 2023.

Repurchase Agreements: The Funds may enter into repurchase agreements under the terms of a Master Repurchase Agreement (“MRA”). In a repurchase agreement, the Funds purchase a security from a counterparty who agrees to repurchase the same security at a mutually agreed upon date and price. The MRA permits each Fund, under certain circumstances including an event of default (such as bankruptcy or insolvency), to offset payables and/or receivables under the MRA with collateral held and/or posted to the counterparty and create one single net payment due to or from each Fund. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against such a right of offset in the event of the MRA counterparty’s bankruptcy or insolvency. Pursuant to the terms of the MRA, each Fund receives securities as collateral with a market value in excess of the repurchase price. Upon a bankruptcy or insolvency of the MRA counterparty, the Fund recognizes a liability with respect to such excess collateral to reflect the Fund’s obligation under bankruptcy law to return the excess to the counterparty. There were no repurchase agreements outstanding as of January 31, 2023.

Securities Lending: The Funds may lend their securities to qualified brokers. The loans must be collateralized at all times primarily with cash although the Funds can accept money market instruments or U.S. Government securities with a market value at least equal to the market value of the securities on loan. As with any extensions of credit, the Funds may bear the risk of delay in recovery or even loss of rights in the collateral if the borrowers of the securities fail financially. The Funds earn additional income for lending their securities by investing the cash collateral in short-term investments. The Funds did not lend any securities during the period ended January 31, 2023.

Derivatives:

Forward Foreign Currency Contracts: The Funds enter into forward foreign currency contracts as a hedge against fluctuations in foreign exchange rates. Forward foreign currency contracts are marked-to-market daily and the change in market value is recorded by the Funds as unrealized gains or losses in the Statement of Assets and Liabilities. When a contract is closed or delivery is taken, a Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of the foreign currency relative to the U.S. dollar. The TCW Emerging Markets Multi-Asset Opportunities Fund had forward foreign currency contracts outstanding as of January 31, 2023.

Futures Contracts: The Funds may enter into futures contracts. A Fund may seek to manage a variety of different risks through the use of futures contracts, such as interest rate risk, equity price risk, and currency risk. A Fund may use index futures to hedge against broad market risks to its portfolio or to gain broad market exposure. Securities index futures contracts are contracts to buy or sell units of a securities index at a specified future date at a price agreed upon when the contract is made, and are settled in cash. Positions in futures may be closed out only on an exchange or board of trade which provides a secondary market for such futures. Because futures contracts are exchange-traded, they typically have minimal exposure to counterparty risk. Parties to a futures contract are not required to post the entire notional amount of the contract, but rather a small percentage of that amount (by way of margin), both at the time they enter into futures transactions, and then on a daily basis if their positions decline in value; as a result, futures contracts are highly leveraged. Such payments are known as variation margin and are recorded by a Fund as unrealized gains or losses. Because futures markets are highly leveraged, they can be extremely volatile, and there can be no assurance that the pricing of a futures contract will correlate precisely with the pricing of the asset or index underlying it or the asset or liability of a Fund that is the subject of the hedge. It may not always be possible for a Fund to enter into a closing transaction with respect to a futures contract it has entered into at a favorable time or price. When a Fund enters into a futures transaction, it is subject to the risk that the value of the futures contract will move in a direction unfavorable to it.

When a Fund uses futures contracts for hedging purposes, it is likely that the Fund will have an asset or liability that will offset any loss (or gain) on the transactions, at least in part. When a futures contract is closed, the Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. There were no futures contracts outstanding at January 31, 2023.

Options: The Funds may purchase and sell put and call options on a security or an index of securities to enhance investment performance and/or to protect against changes in market prices. The Funds may also enter into currency options to hedge against or to take advantage of currency fluctuations.

A call option gives the holder the right to purchase, and obligates the writer to sell, a security at the strike price at any time before the expiration date. A put option gives the holder the right to sell, and obligates the writer to buy, a security at the exercise price at any time before the expiration date. A Fund may purchase put options to protect portfolio holdings against a decline in market value of a security or securities held by it. A Fund may also purchase a put option hoping to profit from an anticipated decline in the value of the underlying security. If a Fund holds the security underlying the option, the option premium and any transaction costs will reduce any profit the Fund might have realized had it sold the underlying security instead of buying the put option. A Fund may purchase call options to hedge against an increase in the price of securities that the Fund ultimately wants to buy. A Fund may also purchase a call option as a long directional investment hoping to profit from an anticipated increase in the value of the underlying security. In order for a call option to be profitable, the market price of the underlying security must rise sufficiently above the exercise price to cover the premium and transaction costs. These costs will reduce any profit a Fund might have realized had it bought the underlying security at the time it purchased the call option.

Purchasing foreign currency options gives a Fund the right, but not the obligation, to buy or sell specified amounts of currency at a rate of exchange that may be exercised by a certain date. These currency options may be used as a short or long hedge against possible variations in foreign exchange rates or to gain exposure to foreign currencies.

When a Fund purchases an option, it runs the risk that it will lose its entire investment in the option in a relatively short period of time, unless the Fund exercises the option or enters into a closing sale transaction before the option’s expiration. If the price of the underlying security does not rise (in the case of a call) or fall (in the case of a put) to an extent sufficient to cover the option premium and transaction costs, the Fund will lose part or all of its investment in the option. Premiums paid for purchasing options that expire are treated as realized losses.

Options purchased or sold by a Fund may be traded on a securities or options exchange. Such options typically have minimal exposure to counterparty risk. However, an exchange or market may at times find it necessary to impose restrictions on particular types of options transactions, such as opening transactions. If an underlying security ceases to meet qualifications imposed by an exchange or the Options Clearing Corporation, new series of options on that security will no longer be opened to replace the expiring series, and opening transactions in existing series may be prohibited.

OTC options are options not traded on exchanges or backed by clearinghouses. Rather, they are entered into directly between a Fund and the counterparty to the option. In the case of an OTC option purchased by a Fund, the value of the option to the Fund will depend on the willingness and ability of the option writer to perform its obligations to the Fund. In addition, OTC options may not be transferable and there may be little or no secondary market for them, so they may be considered illiquid. It may not be possible to enter into closing transactions with respect to OTC options or otherwise to terminate such options, and as a result a Fund may be required to remain obligated on an unfavorable OTC option until its expiration.

During the period ended January 31, 2023, the TCW Global Real Estate Fund entered into option contracts to hedge the Fund’s investments from market volatility in the real estate sector.

Swap Agreements: The Funds may enter into swap agreements. Swap agreements are typically two-party contracts entered into primarily by institutional investors. In a standard “swap” transaction, two parties agree to exchange the returns (or differentials in rates of return) earned or realized on particular predetermined investments or instruments, which may be adjusted for an interest factor. The gross returns to be exchanged or “swapped” between the parties are generally calculated with respect to a “notional amount” (i.e., the return on or increase in value of a particular dollar amount invested at a particular interest rate or in a “basket” of securities representing a particular index).

In a total return swap, one party typically agrees to pay to the other a short-term interest rate in return for a payment at one or more times in the future based on the increase in the value of an underlying security or other asset, or index of securities or assets; if the underlying security, asset, or index declines in value, the party that pays the short-term interest rate must also pay to its counterparty a payment based on the amount of the decline. A Fund may take either side of such a swap, and so may take a long or short position in the underlying security, asset, or index. A Fund may enter into a total return swap to hedge against an exposure in its portfolio—such as interest rate risk (including to adjust the duration or credit quality of a Fund’s bond portfolio), equity risk, or credit risk—or generally to put cash to work efficiently in the markets in anticipation of, or as a replacement for, cash investments. A Fund may also enter into a total return swap to gain exposure to securities or markets in which it might not be able to invest directly (in so-called market access transactions).

Interest rate swaps are agreements in which one party pays a floating rate of interest on a notional principal amount and receives a fixed rate of interest on the same notional principal amount for a specified period of time. Alternatively, a party may pay a fixed rate and receive a floating rate. In more complex swaps, the notional principal amount may decline (or amortize) over time. A Fund’s maximum risk of loss due to counterparty default is the discounted NAV of the cash flows paid to/received from the counterparty over the interest rate swap’s remaining life.

A Fund may enter into credit default swap transactions as a “buyer” or “seller” of credit protection. In a credit default swap, one party provides what is in effect insurance against a default or other adverse credit event affecting an issuer of debt securities (typically referred to as a “reference entity”). In general, the buyer of credit protection is obligated to pay the protection seller an upfront amount or a periodic stream of payments over the term of the swap. If a “credit event” occurs, the buyer has the right to deliver to the seller bonds or other obligations of the reference entity (with a value up to the full notional value of the swap), and to receive a payment equal to the par value of the bonds or other obligations. Credit events that would trigger a request that the seller make payment are specific to each credit default swap agreement, but generally include bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default, or repudiation/moratorium. When a Fund buys protection, it may or may not own securities of the reference entity. When a Fund sells protection under a credit default swap, the position may have the effect of creating leverage in the Fund’s portfolio through the Fund’s indirect long exposure to the issuer or securities on which the swap is written. When a Fund sells protection, it may do so either to earn additional income or to create such a “synthetic” long position.

Whenever a Fund enters into a swap agreement, it takes on counterparty risk—the risk that its counterparty will be unable or unwilling to meet its obligations under the swap agreement. A Fund also takes the risk that the market will move against its position in the swap agreement. In the case of a total return swap, the swap will change in value depending on the change in value of the asset or index on which the swap is written. When a Fund enters into any type of swap for hedging purposes, it is likely that the Fund will have an asset or liability that will offset any loss (or gain) on the swap, at least in part. Swap agreements may be non-transferable or otherwise highly illiquid, and a Fund may not be able to terminate or transfer a swap agreement at any particular time or at an acceptable price.

During the term of a swap transaction, changes in the value of the swap are recognized as unrealized gains or losses by marking-to-market to reflect the market value of the swap. When the swap is terminated, a Fund will record a realized gain or loss equal to the difference, if any, between the proceeds from (or cost of) the closing transaction and the Fund’s basis in the agreement. Upfront swap premium payments paid or received by a Fund, if any, are recorded within the value of the open swap agreement on the Fund’s Statement of Assets and Liabilities and represent payments paid or received upon entering into the swap agreement to compensate for differences between stated terms of the swap agreement and prevailing market conditions (credit spreads, currency exchange rates, and other relevant factors). These upfront payments are recorded as realized gains or losses on each Fund’s Statement of Operations upon termination or maturity of the swap agreement.

During the term of a swap transaction, the periodic net payments can be made for a set period of time or may be triggered by a predetermined credit event. The net periodic payments may be based on a fixed or variable interest rate, the change in market value of a specified security, basket of securities or index, or the return generated by a security. These periodic payments received or made by the Funds are recorded as realized gains and losses, respectively. There were no swap agreements outstanding at January 31, 2023.

Note 3 — Transactions with Affiliates

The summary of the TCW Conservative Allocation Fund’s transactions in the affiliated funds for the period ended January 31, 2023 is listed after the Schedule of Investments.

Note 4 — Restricted Securities

The Funds are permitted to invest in securities that have legal or contractual restrictions on resale. These securities may be sold privately, but are required to be registered before being sold to the public (exemption rules apply). Private placement securities are generally considered to be restricted except for those securities traded between qualified institutional investors under the provisions of Rule 144A of the Securities Act of 1933, as amended (the “Securities Act”). However, the Company considers 144A securities to be restricted if those securities have been deemed illiquid. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. There were no restricted securities held by the Funds at January 31, 2023.

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—108.3% of Net Assets
CORPORATE BONDS—29.2%
Aerospace & Defense—0.3%
Boeing Co. (The)
1.43%		02/04/24	$	2,650,000	$	2,554,600
4.88%		05/01/25		560,000		560,347
						3,114,947
Agriculture—0.7%
BAT Capital Corp.
2.73%		03/25/31		695,000		560,066
4.39%		08/15/37		470,000		386,631
4.54%		08/15/47		1,270,000		969,525
5.28%		04/02/50		1,285,000		1,082,547
5.65%		03/16/52		520,000		466,294
Imperial Brands Finance PLC (United Kingdom)
3.13%(1)		07/26/24		2,300,000		2,221,662
3.88%(1)		07/26/29		35,000		31,081
Reynolds American, Inc.
5.70%		08/15/35		260,000		248,671
5.85%		08/15/45		2,770,000		2,548,234
						8,514,711
Airlines—0.2%
Delta Air Lines Pass-Through Trust (19-1-AA) 3.20%		10/25/25		1,500,000		1,473,045
US Airways Group, Inc. Pass-Through Certificates (10-1-A) (EETC) 6.25%		10/22/24		177,723		177,447
US Airways Group, Inc. Pass-Through Certificates (12-1-A) (EETC) 5.90%		04/01/26		928,442		905,821
US Airways Group, Inc. Pass-Through Certificates (12-2-A) (EETC) 4.63%		12/03/26		395,014		369,654
						2,925,967
Banks—11.2%
ABN AMRO Bank NV 2.47% (U.S. 1-year Treasury Constant Maturity Rate + 1.100%)(1),(2)		12/13/29		1,700,000		1,441,617
Bank of America Corp.
1.66% (SOFR + 0.910%)(2)		03/11/27		6,355,000		5,737,538
1.73% (SOFR + 0.960%)(2)		07/22/27		2,535,000		2,272,704
1.92% (SOFR + 1.370%)(2)		10/24/31		410,000		329,911
2.09% (SOFR + 1.060%)(2)		06/14/29		2,200,000		1,917,916
2.50% (3 mo. USD LIBOR + 0.990%)(2)		02/13/31		930,000		791,869
2.59% (SOFR + 2.150%)(2)		04/29/31		1,955,000		1,670,408
2.69% (SOFR + 1.320%)(2)		04/22/32		3,535,000		2,989,938
3.97% (3 mo. USD LIBOR + 1.210%)(2)		02/07/30		1,125,000		1,064,705
Citigroup, Inc.
2.52% (SOFR + 1.177%)(2)		11/03/32		1,985,000		1,619,867
2.57% (SOFR + 2.107%)(2)		06/03/31		1,040,000		883,171
2.98% (SOFR + 1.422%)		11/05/30		1,395,000		1,228,032
3.06% (SOFR + 1.351%)(2)		01/25/33		6,870,000		5,891,918
4.41% (SOFR + 3.914%)(2)		03/31/31		500,000		479,921
Credit Suisse Group AG (Switzerland)
0.63%(3)		01/18/33		515,000		353,987
1.31% (SOFR + 0.980%)(1),(2)		02/02/27		3,860,000		3,207,853
3.09% (SOFR + 1.730%)(1),(2)		05/14/32		2,560,000		1,947,725
6.54% (SOFR + 3.920%)(1)		08/12/33		3,655,000		3,497,407
9.02% (SOFR + 5.020%)(1),(2)		11/15/33		3,955,000		4,451,669
DNB Bank ASA 1.61% (U.S. 1-year Treasury Constant Maturity Rate + 0.680%)(1),(2)		03/30/28		2,570,000		2,233,540
Goldman Sachs Group, Inc. (The)
1.22%		12/06/23		4,225,000		4,094,912
1.43% (SOFR + 0.798%)(2)		03/09/27		4,260,000		3,815,256
1.54% (SOFR + 0.818%)(2)		09/10/27		1,585,000		1,399,888
1.95% (SOFR + 0.913%)(2)		10/21/27		1,695,000		1,517,822
2.38% (SOFR + 1.248%)(2)		07/21/32		2,215,000		1,815,370
2.65% (SOFR + 1.264%)(2)		10/21/32		1,075,000		887,768
HSBC Holdings PLC (United Kingdom)
1.59% (SOFR + 1.290%)(2)		05/24/27		4,240,000		3,758,494
2.01% (SOFR + 1.732%)(2)		09/22/28		1,900,000		1,646,521
2.21% (SOFR+ 1.285%)(2)		08/17/29		2,570,000		2,180,465
2.36% (SOFR + 1.947%)(2)		08/18/31		940,000		766,796
2.80% (SOFR + 1.187%)(2)		05/24/32		845,000		698,502
JPMorgan Chase & Co.
0.97% (SOFR + 0.580%)(2)		06/23/25		6,625,000		6,235,450
1.56% (SOFR + 0.605%)(2)		12/10/25		2,080,000		1,948,627
1.58% (SOFR + 0.885%)(2)		04/22/27		3,110,000		2,796,232
1.95% (SOFR + 1.065%)(2)		02/04/32		3,330,000		2,678,421
2.55% (SOFR + 1.180%)(2)		11/08/32		1,455,000		1,208,960
2.58% (SOFR + 1.250%)(2)		04/22/32		80,000		67,426
2.74% (SOFR + 1.510%)(2)		10/15/30		1,070,000		935,931
2.95% (SOFR + 1.170%)(2)		02/24/28		750,000		695,723

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
Banks (Continued)
Lloyds Banking Group PLC (United Kingdom)
1.63% (U.S. 1-year Treasury Constant Maturity Rate + 0.850%)(2)		05/11/27	$	1,500,000	$	1,335,450
3.57% (3 mo. USD LIBOR + 1.205%)(2)		11/07/28		860,000		804,556
3.87% (U.S. 1-year Treasury Constant Maturity Rate + 3.500%)(2)		07/09/25		1,600,000		1,567,493
4.98% (U.S. 1-year Treasury Constant Maturity Rate + 2.300%)		08/11/33		465,000		454,067
Macquarie Group, Ltd. (Australia)
1.34% (SOFR + 1.069%)(1),(2)		01/12/27		2,510,000		2,231,790
2.87% (SOFR + 1.532%)(1),(2)		01/14/33		1,740,000		1,408,876
4.44% (SOFR + 2.405%)(1),(2)		06/21/33		600,000		547,104
5.03% (3 mo. USD LIBOR + 1.750%)(1),(2)		01/15/30		505,000		497,537
Morgan Stanley
0.73% (SOFR + 0.616%)(2)		04/05/24		1,020,000		1,011,634
1.51% (SOFR + 0.858%)(2)		07/20/27		3,985,000		3,553,903
1.79% (SOFR + 1.034%)(2)		02/13/32		860,000		680,824
1.93% (SOFR + 1.020%)(2)		04/28/32		1,965,000		1,562,928
2.24% (SOFR + 1.178%)		07/21/32		1,265,000		1,028,369
2.48% (SOFR + 1.000%)(2)		01/21/28		2,470,000		2,252,838
2.48% (SOFR + 1.360%)(2)		09/16/36		1,050,000		812,879
2.94% (SOFR + 1.290%)(2)		01/21/33		495,000		423,105
NatWest Group PLC (United Kingdom) 4.27% (3 mo. USD LIBOR + 1.762%)(2)		03/22/25		3,140,000		3,098,489
PNC Financial Services Group, Inc. (The) 5.07% (SOFR + 1.933%)(2)		01/24/34		1,230,000		1,240,972
Santander UK Group Holdings PLC (United Kingdom)
1.09% (SOFR + 0.787%)(2)		03/15/25		3,265,000		3,096,004
1.67% (SOFR + 0.989%)(2)		06/14/27		285,000		250,823
2.47% (SOFR + 1.220%)(2)		01/11/28		465,000		414,180
2.90% (SOFR + 1.475%)(2)		03/15/32		1,175,000		956,443
4.80% (3 mo. USD LIBOR +1.570%)(2)		11/15/24		960,000		948,733
Santander UK PLC (United Kingdom) 5.00%(1)		11/07/23		2,460,000		2,450,295
U.S. Bancorp 5.85% (SOFR + 2.090%)(2)		10/21/33		545,000		586,098
UBS Group AG 5.71% (U.S. 1-year Treasury Constant Maturity Rate + 1.550%)(1),(2)		01/12/27		855,000		865,961
Wells Fargo & Co.
2.16% (3 mo. USD LIBOR + 0.750%)(2)		02/11/26		1,850,000		1,746,179
2.19% (SOFR + 2.000%)(2)		04/30/26		645,000		606,983
2.39% (SOFR + 2.100%)(2)		06/02/28		630,000		571,297
2.88% (SOFR + 1.432%)(2)		10/30/30		285,000		252,254
3.35% (SOFR + 1.500%)		03/02/33		4,715,000		4,162,213
3.53% (SOFR + 1.510%)(2)		03/24/28		3,760,000		3,575,534
3.58% (3 mo. USD LIBOR + 1.310%)(2)		05/22/28		1,015,000		965,220
4.90% (SOFR + 2.100%)(2)		07/25/33		2,015,000		2,009,532
5.01% (SOFR + 4.502%)(2)		04/04/51		625,000		617,056
						131,747,879
Beverages—0.2%
Bacardi, Ltd.
2.75%(1)		07/15/26		750,000		693,637
4.45%(1)		05/15/25		1,780,000		1,737,262
						2,430,899
Chemicals—0.2%
International Flavors & Fragrances, Inc.
5.00%		09/26/48		1,975,000		1,840,294
Commercial Services—0.1%
Global Payments, Inc.
5.40%		08/15/32		710,000		713,415
5.95%		08/15/52		899,000		888,832
						1,602,247
Diversified Financial Services—1.4%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust (Ireland)
3.00%		10/29/28		2,845,000		2,503,714
3.30%		01/30/32		874,000		732,595
3.88%		01/23/28		430,000		401,640
Air Lease Corp.
3.25%		03/01/25		1,300,000		1,246,608
3.63%		12/01/27		640,000		600,418
4.63%		10/01/28		1,500,000		1,449,285
Avolon Holdings Funding, Ltd.
2.53%(1)		11/18/27		884,000		763,508
2.88%(1)		02/15/25		1,550,000		1,453,574
3.95%(1)		07/01/24		405,000		393,052
Capital One Financial Corp. 1.34% (SOFR + 0.690%)(2)		12/06/24		2,535,000		2,447,872
Cboe Global Markets, Inc. 3.00%		03/16/32		595,000		520,536
ORIX Corp. 5.20%		09/13/32		1,405,000		1,432,426
Park Aerospace Holdings, Ltd.
4.50%(1)		03/15/23		2,715,000		2,712,322
5.50%(1)		02/15/24		108,000		107,212
						16,764,762

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
Electric—1.2%
Appalachian Power Co. 4.45%		06/01/45	$	690,000	$	613,241
Duke Energy Corp.
3.75%		09/01/46		790,000		630,871
3.85%		06/15/34		800,000		806,101
Duke Energy Progress LLC 3.70%		10/15/46		1,325,000		1,073,184
Indiana Michigan Power Co. 4.55%		03/15/46		920,000		822,846
ITC Holdings Corp. 2.95%(1)		05/14/30		2,000,000		1,759,272
Jersey Central Power & Light Co. 2.75%(1)		03/01/32		2,575,000		2,184,527
Metropolitan Edison Co. 3.50%(1)		03/15/23		3,030,000		3,023,375
MidAmerican Energy Co. 5.80%		10/15/36		1,655,000		1,828,429
Tucson Electric Power Co. 4.00%		06/15/50		1,500,000		1,227,330
						13,969,176
Engineering & Construction—0.2%
Cellnex Finance Co. SA 2.00%(3)		09/15/32		700,000		601,528
Heathrow Funding Ltd. 1.88%(3)		03/14/34		1,755,000		1,459,107
						2,060,635
Entertainment—0.5%
WarnerMedia Holdings, Inc.
4.28%(1)		03/15/32		200,000		178,044
5.05%(1)		03/15/42		3,135,000		2,679,297
5.14%(1)		03/15/52		4,334,000		3,603,894
						6,461,235
Food—0.7%
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
3.00%(1)		02/02/29		1,445,000		1,246,645
3.00%(1)		05/15/32		1,875,000		1,495,261
6.50%(1)		12/01/52		1,575,000		1,617,289
Kraft Heinz Foods Co.
5.00%		06/04/42		2,133,000		2,056,206
5.20%		07/15/45		165,000		161,614
Smithfield Foods, Inc. 2.63%(1)		09/13/31		2,565,000		1,917,055
						8,494,070
Gas—0.2%
KeySpan Gas East Corp.
3.59%(1)		01/18/52		1,150,000		844,537
5.82%(1)		04/01/41		1,551,000		1,582,718
						2,427,255
Health Care-Products—0.1%
DENTSPLY SIRONA, Inc. 3.25%		06/01/30		1,400,000		1,232,060
Health Care-Services—1.3%
Centene Corp. 3.00%		10/15/30		3,888,000		3,330,111
CommonSpirit Health
2.78%		10/01/30		955,000		814,911
4.35%		11/01/42		600,000		533,184
Fresenius Finance Ireland PLC, 0.88%(3)		10/01/31		920,000		744,788
Fresenius Medical Care US Finance III, Inc. 1.88%(1)		12/01/26		1,650,000		1,435,599
HCA, Inc.
3.13%(1)		03/15/27		455,000		423,248
3.50%		07/15/51		746,000		523,274
3.63%(1)		03/15/32		1,156,000		1,026,216
4.13%		06/15/29		3,946,000		3,751,147
4.63%(1)		03/15/52		800,000		676,104
5.25%		06/15/49		600,000		549,414
5.38%		09/01/26		430,000		434,270
5.50%		06/15/47		1,315,000		1,248,804
						15,491,070
Insurance—1.4%
Aon Corp. / Aon Global Holdings PLC
2.60%		12/02/31		940,000		799,658
3.90%		02/28/52		805,000		667,345
Athene Global Funding
1.99%(1)		08/19/28		4,000,000		3,342,200
2.72%(1)		01/07/29		240,000		205,769
3.21%(1)		03/08/27		815,000		742,330
Farmers Exchange Capital 7.20%(1)		07/15/48		1,495,000		1,605,874
Farmers Exchange Capital II 6.15% (3 mo. USD LIBOR + 3.744%)(1)		11/01/53		2,065,000		2,043,705
Nationwide Mutual Insurance Co. 7.06% (3 mo. USD LIBOR + 2.290%)(1),(2)		12/15/24		4,000,000		3,990,515
New York Life Insurance Co. 3.75%(1)		05/15/50		765,000		639,231
Teachers Insurance & Annuity Association of America
3.30%(1)		05/15/50		1,200,000		908,246
4.27%(1)		05/15/47		130,000		116,773
Willis North America, Inc. 4.50%		09/15/28		1,445,000		1,406,549
						16,468,195
Internet—0.2%
Meta Platforms, Inc. 4.45%		08/15/52		670,000		585,761
Netflix, Inc. 4.63%		05/15/29		670,000		742,750
Tencent Holdings, Ltd.
3.68%(1)		04/22/41		825,000		654,472
3.84%(1)		04/22/51		30,000		23,138
3.98%(1)		04/11/29		740,000		699,742
						2,705,863
Media—0.6%
Charter Communications Operating LLC / Charter Communications Operating Capital
3.90%		06/01/52		1,000,000		680,350
4.80%		03/01/50		495,000		389,778
5.13%		07/01/49		1,080,000		894,359
5.25%		04/01/53		1,000,000		841,247
5.38%		04/01/38		1,475,000		1,325,553
5.38%		05/01/47		2,755,000		2,360,952
5.75%		04/01/48		1,028,000		921,016
						7,413,255

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
Miscellaneous Manufacturers—0.2%
General Electric Co. 5.09% (3 mo. USD LIBOR + 0.480%)(2)		08/15/36	$	3,045,000	$	2,565,927
Oil & Gas—0.3%
Petroleos Mexicanos
6.75%		09/21/47		2,625,000		1,824,756
6.95%		01/28/60		510,000		350,612
7.69%		01/23/50		1,565,000		1,170,630
						3,345,998
Packaging & Containers—0.3%
Berry Global, Inc.
1.57%		01/15/26		1,645,000		1,486,554
1.65%		01/15/27		1,670,000		1,461,776
4.88%(1)		07/15/26		580,000		565,657
						3,513,987
Pharmaceuticals—0.9%
Bayer US Finance II LLC
4.38%(1)		12/15/28		4,023,000		3,914,281
4.63%(1)		06/25/38		500,000		465,105
4.88%(1)		06/25/48		2,430,000		2,236,037
CVS Health Corp. 5.05%		03/25/48		4,505,000		4,285,426
						10,900,849
Pipelines—1.1%
Energy Transfer LP
5.00%		05/15/50		1,280,000		1,120,486
5.15%		03/15/45		1,870,000		1,685,847
5.40%		10/01/47		2,143,000		1,978,610
5.95%		10/01/43		630,000		624,912
Plains All American Pipeline LP / PAA Finance Corp. 3.80%		09/15/30		375,000		341,041
Rockies Express Pipeline LLC
4.95%(1)		07/15/29		2,000,000		1,810,940
6.88%(1)		04/15/40		350,000		298,732
Sabine Pass Liquefaction LLC 4.50%		05/15/30		990,000		961,561
Southern Natural Gas Co. LLC 7.35%		02/15/31		2,380,000		2,580,600
TC PipeLines LP 4.38%		03/13/25		710,000		700,177
TransCanada PipeLines, Ltd. 6.10%		06/01/40		375,000		405,214
						12,508,120
Real Estate—0.1%
Annington Funding PLC 2.31%(3)		10/06/32		720,000		673,445
Vonovia SE 1.50%(3)		06/14/41		300,000		197,684
						871,129
REIT—2.3%
American Assets Trust LP 3.38%		02/01/31		1,655,000		1,351,374
American Tower Corp. 0.88%		05/21/29		725,000		642,223
CapitaLand Ascendas 0.75%(3)		06/23/28		870,000		764,990
CubeSmart LP 3.00%		02/15/30		317,000		273,759
Digital Dutch Finco BV, 1.25%(3)		02/01/31		1,830,000		1,546,690
Digital Intrepid Holding BV 1.38%(3)		07/18/32		105,000		86,466
Extra Space Storage LP
2.35%		03/15/32		895,000		709,947
3.90%		04/01/29		250,000		231,760
GLP Capital LP / GLP Financing II, Inc.
4.00%		01/15/30		545,000		493,214
5.30%		01/15/29		1,280,000		1,249,613
5.38%		11/01/23		745,000		745,738
5.38%		04/15/26		1,543,000		1,543,285
5.75%		06/01/28		1,600,000		1,631,512
Healthcare Realty Holdings LP
2.00%		03/15/31		2,870,000		2,267,194
2.05%		03/15/31		109,000		83,396
3.10%		02/15/30		1,705,000		1,487,715
Hudson Pacific Properties LP
3.25%		01/15/30		405,000		316,552
5.95%		02/15/28		1,240,000		1,204,896
Invitation Homes Operating Partnership LP
2.00%		08/15/31		275,000		214,060
4.15%		04/15/32		1,265,000		1,164,180
Kilroy Realty LP 2.65%		11/15/33		891,000		644,441
Lexington Realty Trust 2.38%		10/01/31		855,000		673,569
Life Storage LP 2.40%		10/15/31		1,820,000		1,456,294
Physicians Realty LP 2.63%		11/01/31		940,000		783,834
Prologis Euro Finance LLC
0.50%		02/16/32		400,000		320,450
0.63%		09/10/31		100,000		82,030
1.00%		02/08/29		750,000		687,274
1.00%		02/16/41		400,000		260,094
SELP Finance Sarl 0.88%(3)		05/27/29		900,000		765,359
VICI Properties LP
5.13%		05/15/32		1,668,000		1,609,487
5.63%		05/15/52		810,000		761,991
VICI Properties LP / VICI Note Co., Inc.
3.75%(1)		02/15/27		25,000		23,139
3.88%(1)		02/15/29		835,000		753,263
4.50%(1)		09/01/26		380,000		366,012
4.50%(1)		01/15/28		327,000		305,874
4.63%(1)		06/15/25		180,000		174,528
5.75%(1)		02/01/27		—		—
						27,676,203
Retail—0.1%
Alimentation Couche-Tard, Inc. 3.55%(1)		07/26/27		1,390,000		1,310,332
Savings & Loans—0.4%
Nationwide Building Society (United Kingdom)
2.97% (SOFR + 1.290%)(1),(2)		02/16/28		1,630,000		1,486,593
3.77% (3 mo. USD LIBOR + 1.064%)(1),(2)		03/08/24		2,670,000		2,663,521
4.36% (3 mo. USD LIBOR + 1.392%)(1),(2)		08/01/24		400,000		396,447
						4,546,561

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
Semiconductors—0.2%
Broadcom, Inc.
2.60%(1)		02/15/33	$	1,465,000	$	1,152,779
3.42%(1)		04/15/33		1,100,000		923,736
						2,076,515
Software—0.6%
Oracle Corp.
3.60%		04/01/50		2,000,000		1,471,263
3.80%		11/15/37		905,000		760,790
3.95%		03/25/51		2,425,000		1,888,881
6.90%		11/09/52		1,070,000		1,239,145
Take Two Interactive 4.00%		04/14/32		1,525,000		1,427,110
						6,787,189
Telecommunications—2.0%
AT&T, Inc.
3.80%		12/01/57		661,000		501,962
4.85%		03/01/39		1,554,000		1,489,587
5.25%		03/01/37		1,340,000		1,363,115
Global Switch Finance BV 1.38%(3)		10/07/30		695,000		636,919
Level 3 Financing, Inc.
3.40%(1)		03/01/27		228,000		197,719
3.88%(1)		11/15/29		4,170,000		3,386,937
Qwest Corp. 7.25%		09/15/25		920,000		925,980
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
4.74%(1)		03/20/25		3,560,625		3,533,113
5.15%(1)		09/20/29		2,505,000		2,501,760
T-Mobile USA, Inc.
2.55%		02/15/31		1,882,000		1,599,396
3.88%		04/15/30		4,155,000		3,893,813
Vodafone Group PLC (United Kingdom)
4.88%		06/19/49		1,897,000		1,713,633
5.25%		05/30/48		1,390,000		1,323,077
						23,067,011
Total Corporate Bonds (Cost: $373,585,226)						344,834,341
MUNICIPAL BONDS—0.7%
California Health Facilities Financing Authority, Revenue Bond 3.00%		08/15/51		955,000		771,845
City of New York NY 1.82%		08/01/30		1,325,000		1,099,512
City of New York NY, General Obligation Unlimited 3.00%		08/01/34		380,000		321,792
Metropolitan Transportation Authority, Revenue Bonds 5.18%		11/15/49		335,000		311,746
New York City Transitional Finance Authority Future Tax Secured Revenue
2.00%		08/01/35		1,000,000		739,053
2.40%		11/01/32		585,000		481,533
2.45%		11/01/34		2,485,000		1,908,669
Regents of the University of California Medical Center Pooled Revenue 3.26%		05/15/60		3,115,000		2,255,204
Total Municipal Bonds (Cost: $9,999,484)						7,889,354
ASSET-BACKED SECURITIES—8.4%
321 Henderson Receivables I LLC (13-3A-A) 4.08%(1)		01/17/73		1,112,360		1,028,179
AGL CLO, Ltd. (20-7A-BR) 6.49% (3 mo. USD LIBOR + 1.700%)(1),(2)		07/15/34		4,235,000		4,115,149
AIG CLO, Ltd. (18-1A-A1R) 5.93% (3 mo. USD LIBOR + 1.120%)(1),(2)		04/20/32		4,300,000		4,273,340
Aligned Data Centers Issuer LLC (21-1A-A2) 1.94%(1)		08/15/46		3,372,000		2,984,980
AMMC CLO XIII, Ltd. (13-13A-A1R2) 5.87% (3 mo. USD LIBOR + 1.050%)(1),(2)		07/24/29		2,844,486		2,820,305
Ares LXII CLO, Ltd. (21-62A-B) 6.47% (3 mo. USD LIBOR + 1.650%)(1),(2)		01/25/34		4,000,000		3,899,492
Brazos Education Loan Authority, Inc. (12-1-A1) 5.21% (1 mo. USD LIBOR + 0.700%)(2)		12/26/35		337,266		332,432
Brazos Higher Education Authority, Inc. (10-1-A2) 5.90% (3 mo. USD LIBOR + 1.200%)(2)		02/25/35		602,546		599,284
CF Hippolyta Issuer LLC (20-1-B1) 2.28%(1)		07/15/60		3,923,196		3,496,836
CIFC Funding, Ltd (21-7A-A1) 5.95% (3 mo. USD LIBOR + 1.130%)(1),(2)		01/23/35		4,300,000		4,249,269
Dryden XXVI Senior Loan Fund (13-26A-AR) 5.69% (3 mo. USD LIBOR + 0.900%)(1),(2)		04/15/29		1,926,209		1,909,451
Educational Funding of the South, Inc. (11-1-A2) 5.47% (3 mo. USD LIBOR + 0.650%)(2)		04/25/35		264,064		261,341
Educational Services of America, Inc. (12-2-A) 5.24% (1 mo. USD LIBOR + 0.730%)(1),(2)		04/25/39		194,623		192,536
Global SC Finance SRL (14-1A-A2) 3.09%(1)		07/17/29		459,315		443,300
GoldenTree Loan Opportunities IX, Ltd. (14-9A-AR2) 5.91% (3 mo. USD LIBOR + 1.110%)(1),(2)		10/29/29		2,921,854		2,903,155
Higher Education Funding I (14-1-A) 5.81% (3 mo. USD LIBOR + 1.050%)(1),(2)		05/25/34		379,628		379,532
JGWPT XXX LLC (14-2A-A) 3.61%(1)		01/17/73		1,261,995		1,121,335
Madison Park Funding XLVIII, Ltd. (21-48A-A) 5.95% (3 mo. USD LIBOR + 1.150%)(1),(2)		04/19/33		4,320,000		4,293,294
Navient Private Education Refi Loan Trust (21-GA-A) 1.58%(1)		04/15/70		3,119,606		2,759,229
Navient Student Loan Trust (14-3-A) 5.13% (1 mo. USD LIBOR + 0.620%)(2)		03/25/83		2,490,894		2,419,497
Navient Student Loan Trust (14-4-A) 5.13% (1 mo. USD LIBOR + 0.620%)(2)		03/25/83		1,242,676		1,215,423
Nelnet Student Loan Trust (14-4A-A2) 5.46% (1 mo. USD LIBOR + 0.950%)(1),(2)		11/25/48		2,965,000		2,911,847

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
ASSET-BACKED SECURITIES (Continued)
New Economy Assets Phase 1 Sponsor LLC (21-1-B1) 2.41% (1)		10/20/61	$	3,904,000	$	3,270,595
OCP CLO 2020-19, Ltd. (20-19A-AR) 5.96% (3 mo. USD LIBOR + 1.150%)(1)		10/20/34		3,600,000		3,544,560
Octagon Investment Partners XIV, Ltd. (12-1A-AARR) 5.74% (3 mo. USD LIBOR + 0.950%)(1),(2)		07/15/29		3,927,100		3,894,034
PHEAA Student Loan Trust (15-1A-A) 5.11% (1 mo. USD LIBOR + 0.600%)(1),(2)		10/25/41		861,882		827,765
Skyline Trust (20-1-A) 3.23%(4)		07/03/38		4,465,243		4,019,764
SLM Student Loan Trust (03-7A-A5A) 5.97% (3 mo. USD LIBOR + 1.200%)(1),(2)		12/15/33		1,694,048		1,643,149
SLM Student Loan Trust (08-2-B) 6.02% (3 mo. USD LIBOR + 1.200%)(2)		01/25/83		710,000		540,788
SLM Student Loan Trust (08-3-B) 6.02% (3 mo. USD LIBOR + 1.200%)(2)		04/26/83		710,000		659,826
SLM Student Loan Trust (08-4-A4) 6.47% (3 mo. USD LIBOR + 1.650%)(2)		07/25/22		3,153,878		3,126,866
SLM Student Loan Trust (08-4-B) 6.67% (3 mo. USD LIBOR + 1.850%)(2)		04/25/73		710,000		694,163
SLM Student Loan Trust (08-5-B) 6.67% (3 mo. USD LIBOR + 1.850%)		07/25/73		710,000		679,088
SLM Student Loan Trust (08-6-A4) 5.92% (3 mo. USD LIBOR + 1.100%)(2)		07/25/23		2,482,331		2,406,650
SLM Student Loan Trust (08-6-B) 6.67% (3 mo. USD LIBOR + 1.850%)(2)		07/26/83		710,000		657,197
SLM Student Loan Trust (08-7-B) 6.67% (3 mo. USD LIBOR + 1.850%)(2)		07/26/83		710,000		660,217
SLM Student Loan Trust (08-8-B) 7.07% (3 mo. USD LIBOR + 2.250%)(2)		10/25/75		710,000		683,896
SLM Student Loan Trust (08-9-A) 6.32% (3 mo. USD LIBOR + 1.500%)(2)		04/25/23		854,763		848,116
SLM Student Loan Trust (08-9-B) 7.07% (3 mo. USD LIBOR + 2.250%)		10/25/83		710,000		677,243
SLM Student Loan Trust (11-2-A2) 5.71% (1 mo. USD LIBOR + 1.200%)(2)		10/25/34		1,403,473		1,403,986
SLM Student Loan Trust (12-7-A3) 5.16% (1 mo. USD LIBOR + 0.650%)(2)		05/26/26		1,421,928		1,312,909
Small Business Administration (22-25G-1) 3.93%		07/01/47		6,136,994		5,994,777
Store Master Funding LLC (21-1A-A1) 2.12% (1)		06/20/51		1,835,354		1,567,487
United States Small Business Administration (22-25H-1) 3.80%		08/01/47		3,469,000		3,374,295
United States Small Business Administration (22-25J-1) 5.04%		10/01/47		3,496,000		3,660,943
Vantage Data Centers Issuer LLC (18-2A-A2) 4.20%(1)		11/15/43		4,111,250		4,040,551
Total Asset-backed Securities (Cost: $101,728,698)						98,798,071
COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—0.6%
Fannie Mae, Pool #AN0245 3.42%		11/01/35		1,831,063		1,757,832
Fannie Mae, Pool #BL6060 2.46%		04/01/40		1,840,000		1,423,217
Freddie Mac Multifamily Structured Pass-Through Certificates (K155-A3) 3.75%		04/25/33		4,045,000		3,945,316
Total Commercial Mortgage-Backed Securities—Agency (Cost: $7,828,096)						7,126,365
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—3.4%
Arbor Realty Commercial Real Estate Note, Ltd. (21-FL3-A) 5.52% (1 mo. USD LIBOR + 1.070%)(1),(2)		08/15/34		3,882,000		3,818,164
BAMLL Commercial Mortgage Securities Trust (18-PARK-A) 4.09%(1),(5)		08/10/38		1,930,000		1,809,305
BANK 2022-BNK42 (22-BNK42-A5) 4.49%(5)		06/15/55		3,593,000		3,566,438
BDS, Ltd. (19-FL4-A) 5.56% (1 mo. USD LIBOR + 1.100%)(1),(2)		08/15/36		105,771		105,404
BPR Trust (22-OANA-A) 6.38% (SOFR + 1.898%)(1),(2)		04/15/37		3,678,000		3,630,226
BX Commercial Mortgage Trust (20-VIV4-A) 2.84%(1)		03/09/44		2,415,000		2,060,473
BX Trust (19-OC11-A) 3.20%(1)		12/09/41		1,485,000		1,308,309
BXHPP Trust (21-FILM-A) 5.11% (1 mo. USD LIBOR + 0.650%)(1),(2)		08/15/36		3,000,000		2,856,019
CALI Mortgage Trust (19-101C-A) 3.96%(1)		03/10/39		1,285,000		1,149,655
CD 2017-CD3 Mortgage Trust (17-CD3-AS) 3.83%		02/10/50		4,645,000		4,316,412
COMM 2015-CCRE27 Mortgage Trust (15-CR27-A3) 3.35%		10/10/48		3,680,044		3,530,677
CSAIL Commercial Mortgage Trust (20-C19-A3) 2.56%		03/15/53		3,004,000		2,588,288
DC Office Trust (19-MTC-A) 2.97%(1)		09/15/45		1,180,000		989,827
Hudson Yards Mortgage Trust (19-30HY-A) 3.23%(1)		07/10/39		2,185,000		1,966,371
Hudson Yards Mortgage Trust (19-55HY-A) 2.94%(1),(5)		12/10/41		1,180,000		1,035,192
JPMorgan Chase Commercial Mortgage Securities Trust (19-OSB-A) 3.40%(1)		06/05/39		1,160,000		1,039,777
Manhattan West Mortgage Trust (20-1MW-A) 2.13%(1)		09/10/39		1,720,000		1,509,513
MKT Mortgage Trust (20-525M-A) 2.69%(1)		02/12/40		850,000		685,885
One Bryant Park Trust (19-OBP-A) 2.52%(1)		09/15/54		1,495,000		1,278,308

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
SFAVE Commercial Mortgage Securities Trust (15-5AVE-A1) 3.87%(1),(5)		01/05/43	$	1,710,000	$	1,239,338
SFAVE Commercial Mortgage Securities Trust (15-5AVE-A2B) 4.14%(1),(5)		01/05/43		70,000		50,644
Total Commercial Mortgage-Backed Securities—Non-Agency (Cost: $43,784,275)						40,534,225
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY—36.3%
Fannie Mae, Pool #BN7755 3.00%		09/01/49		2,867,422		2,648,548
Fannie Mae, Pool #FM2318 3.50%		09/01/49		280,791		269,467
Fannie Mae, Pool #MA4152 2.00%		10/01/40		5,319,987		4,635,621
Fannie Mae, Pool #MA4387 2.00%		07/01/41		2,923,198		2,551,032
Fannie Mae (19-79-FA) 5.01% (1 mo. USD LIBOR + 0.500%)(2)		01/25/50		1,549,274		1,530,175
Fannie Mae (01-14-SH) (I/F) 12.05% (-1 mo. USD LIBOR + 27.825%)(2)		03/25/30		52,076		62,045
Fannie Mae (01-34-FV) 5.01% (1 mo. USD LIBOR + 0.500%)(2)		08/25/31		68,650		68,483
Fannie Mae (04-W10-A6) (PAC) 5.75%		08/25/34		710,718		720,371
Fannie Mae (07-89-GF) 5.03% (1 mo. USD LIBOR + 0.520%)(2)		09/25/37		303,109		302,849
Fannie Mae (08-30-SA) (I/O) (I/F) 2.34% (-1 mo. USD LIBOR + 6.850%)(2)		04/25/38		49,913		6,255
Fannie Mae (08-62-SN) (I/O) (I/F) 1.69% (-1 mo. USD LIBOR + 6.200%)(2)		07/25/38		46,865		3,143
Fannie Mae (09-64-TB) 4.00%		08/25/29		568,687		562,115
Fannie Mae (09-68-SA) (I/O) (I/F) 2.24% (-1 mo. USD LIBOR + 6.750%)(2)		09/25/39		38,664		4,803
Fannie Mae (10-26-AS) (I/O) (I/F) 1.82% (-1 mo. USD LIBOR + 6.330%)(2)		03/25/40		556,720		36,930
Fannie Mae (11-111-DB) 4.00%		11/25/41		1,202,606		1,166,211
Fannie Mae (18-38-LA) 3.00%		06/25/48		901,632		822,833
Fannie Mae (18-43-CT) 3.00%		06/25/48		674,425		614,728
Fannie Mae, Pool #254634 5.50%		02/01/23		3		3
Fannie Mae, Pool #596686 6.50%		11/01/31		8,733		8,944
Fannie Mae, Pool #727575 5.00%		06/01/33		12,139		12,119
Fannie Mae, Pool #748751 5.50%		10/01/33		34,131		33,601
Fannie Mae, Pool #AB2127 3.50%		01/01/26		184,561		182,862
Fannie Mae, Pool #AL0209 4.50%		05/01/41		314,017		317,787
Fannie Mae, Pool #AL0851 6.00%		10/01/40		283,300		301,495
Fannie Mae, Pool #AS9830 4.00%		06/01/47	$	528,547	$	519,532
Fannie Mae, Pool #BQ6913 2.00%		12/01/51		8,985,875		7,586,304
Fannie Mae, Pool #BQ7006 2.00%		01/01/52		7,269,745		6,132,922
Fannie Mae, Pool #BV8464 3.00%		04/01/52		4,121,128		3,743,768
Fannie Mae, Pool #CA1710 4.50%		05/01/48		1,362,756		1,366,887
Fannie Mae, Pool #CA1711 4.50%		05/01/48		963,224		966,144
Fannie Mae, Pool #CA2208 4.50%		08/01/48		761,528		763,837
Fannie Mae, Pool #CA2327 4.00%		09/01/48		473,165		468,896
Fannie Mae, Pool #CB2313 2.50%		12/01/51		7,889,646		6,934,336
Fannie Mae, Pool #CB3289 2.00%		04/01/52		10,026,344		8,483,518
Fannie Mae, Pool #FM2870 3.00%		03/01/50		1,873,871		1,729,664
Fannie Mae, Pool #FS1598 2.00%		04/01/52		8,172,099		6,882,594
Fannie Mae, Pool #MA1146 4.00%		08/01/42		626,086		618,244
Fannie Mae, Pool #MA1561 3.00%		09/01/33		1,272,209		1,207,481
Fannie Mae, Pool #MA1584 3.50%		09/01/33		1,864,466		1,823,210
Fannie Mae, Pool #MA3182 3.50%		11/01/47		318,953		304,764
Fannie Mae, Pool #MA4093 2.00%		08/01/40		4,268,026		3,720,120
Fannie Mae, Pool #MA4465 2.00%		11/01/51		2,231,165		1,882,948
Fannie Mae, Pool #MA4512 2.50%		01/01/52		8,250,538		7,239,071
Fannie Mae, Pool #MA4548 2.50%		02/01/52		7,574,351		6,635,427
Fannie Mae, Pool #MA4579 3.00%		04/01/52		7,477,908		6,792,981
Freddie Mac, Pool #SD0231 3.00%		01/01/50		4,333,626		4,000,125
Freddie Mac, Pool #ZM1779 3.00%		09/01/46		1,164,068		1,079,942
Freddie Mac (2439-KZ) 6.50%		04/15/32		61,990		65,013
Freddie Mac (2575-FD) (PAC) 4.91% (1 mo. USD LIBOR + 0.450%)(2)		02/15/33		159,044		158,723
Freddie Mac (2662-MT) (TAC) 4.50%		08/15/33		56,361		56,314
Freddie Mac (3315-S) (I/O) (I/F) 1.95% (-1 mo. USD LIBOR + 6.410%)(2)		05/15/37		7,653		628
Freddie Mac (3339-JS) (I/F) 13.85% (-1 mo. USD LIBOR + 42.835%)(2)		07/15/37		207,829		300,314
Freddie Mac (3351-ZC) 5.50%		07/15/37		152,189		154,723
Freddie Mac (3380-SM) (I/O) (I/F) 1.95% (-1 mo. USD LIBOR + 6.410%)(2)		10/15/37		243,500		25,900

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY (Continued)
Freddie Mac (3382-FL) 5.16% (1 mo. USD LIBOR + 0.700%)(2)		11/15/37	$	61,595	$	61,739
Freddie Mac (3439-SC) (I/O) (I/F) 1.44% (-1 mo. USD LIBOR + 5.900%)		04/15/38		1,003,612		64,574
Freddie Mac (3578-DI) (I/O) (I/F) 2.19% (-1 mo. USD LIBOR + 6.650%)(2)		04/15/36		350,797		25,654
Freddie Mac (4818-CA) 3.00%		04/15/48		467,837		424,635
Freddie Mac, Pool #A97179 4.50%		03/01/41		1,050,670		1,069,864
Freddie Mac, Pool #G06360 4.00%		03/01/41		1,195,361		1,201,217
Freddie Mac, Pool #G06498 4.00%		04/01/41		846,693		844,088
Freddie Mac, Pool #G06499 4.00%		03/01/41		548,159		547,935
Freddie Mac, Pool #G07849 3.50%		05/01/44		687,053		663,923
Freddie Mac, Pool #G07924 3.50%		01/01/45		1,025,487		991,604
Freddie Mac, Pool #G08710 3.00%		06/01/46		1,229,789		1,144,408
Freddie Mac, Pool #G08711 3.50%		06/01/46		1,992,901		1,916,467
Freddie Mac, Pool #G08715 3.00%		08/01/46		2,371,651		2,206,994
Freddie Mac, Pool #G08716 3.50%		08/01/46		1,350,423		1,291,939
Freddie Mac, Pool #G08721 3.00%		09/01/46		1,914,619		1,777,880
Freddie Mac, Pool #G08722 3.50%		09/01/46		543,850		522,992
Freddie Mac, Pool #G08726 3.00%		10/01/46		1,826,233		1,695,806
Freddie Mac, Pool #G08732 3.00%		11/01/46		1,842,886		1,708,390
Freddie Mac, Pool #G08792 3.50%		12/01/47		1,477,820		1,413,442
Freddie Mac, Pool #G08816 3.50%		06/01/48		274,755		262,730
Freddie Mac, Pool #G08826 5.00%		06/01/48		239,950		245,436
Freddie Mac, Pool #G08843 4.50%		10/01/48		993,750		997,738
Freddie Mac, Pool #G16584 3.50%		08/01/33		1,141,609		1,123,548
Freddie Mac, Pool #G18592 3.00%		03/01/31		622,571		604,692
Freddie Mac, Pool #G18670 3.00%		12/01/32		418,388		404,975
Freddie Mac, Pool #G18713 3.50%		11/01/33		776,353		763,586
Freddie Mac, Pool #G60038 3.50%		01/01/44		968,149		934,151
Freddie Mac, Pool #G60344 4.00%		12/01/45		496,127		493,953
Freddie Mac, Pool #G67700 3.50%		08/01/46		801,836		769,899
Freddie Mac, Pool #G67703 3.50%		04/01/47		4,792,701		4,601,753
Freddie Mac, Pool #G67706 3.50%		12/01/47		3,068,748		2,948,756
Freddie Mac, Pool #G67707 3.50%		01/01/48		6,376,853		6,151,225
Freddie Mac, Pool #G67708 3.50%		03/01/48		5,477,748		5,252,699
Freddie Mac, Pool #G67710 3.50%		03/01/48		4,360,424		4,162,917
Freddie Mac, Pool #G67711 4.00%		03/01/48		1,581,367		1,569,991
Freddie Mac, Pool #G67718 4.00%		01/01/49		1,463,044		1,448,255
Freddie Mac, Pool #Q05261 3.50%		12/01/41		1,059,966		1,025,111
Freddie Mac, Pool #Q20178 3.50%		07/01/43		2,077,017		2,030,212
Freddie Mac, Pool #QE0312 2.00%		04/01/52		5,428,959		4,572,297
Freddie Mac, Pool #SD7513 3.50%		04/01/50		552,457		530,177
Freddie Mac, Pool #SD8178 2.50%		11/01/51		5,560,044		4,884,515
Freddie Mac, Pool #SD8193 2.00%		02/01/52		8,139,977		6,861,897
Freddie Mac, Pool #SD8194 2.50%		02/01/52		7,536,965		6,609,837
Freddie Mac, Pool #SD8205 2.50%		04/01/52		2,202,847		1,929,787
Freddie Mac, Pool #SD8212 2.50%		05/01/52		7,834,440		6,862,466
Freddie Mac, Pool #ZT1703 4.00%		01/01/49		996,115		985,109
Ginnie Mae (08-27-SI) (I/O) (I/F) 1.98% (-1 mo. USD LIBOR + 6.470%)(2)		03/20/38		154,443		18,489
Ginnie Mae (08-81-S) (I/O) (I/F) 1.71% (-1 mo. USD LIBOR + 6.200%)(2)		09/20/38		598,777		67,392
Ginnie Mae (10-1-S) (I/O) (I/F) 1.26% (-1 mo. USD LIBOR + 5.750%)(2)		01/20/40		876,739		79,655
Ginnie Mae (18-124-NW) 3.50%		09/20/48		800,726		764,505
Ginnie Mae, Pool #608259 4.50%		08/15/33		16,463		16,593
Ginnie Mae, Pool #782114 5.00%		09/15/36		60,605		62,877
Ginnie Mae, Pool #MA4127 3.50%		12/20/46		1,239,267		1,193,118
Ginnie Mae II, Pool #MA6030 3.50%		07/20/49		83,488		78,005
Ginnie Mae II, Pool #MA3521 3.50%		03/20/46		914,804		882,739
Ginnie Mae II, Pool #MA3597 3.50%		04/20/46		883,307		851,794
Ginnie Mae II, Pool #MA3662 3.00%		05/20/46		395,817		370,358
Ginnie Mae II, Pool #MA3663 3.50%		05/20/46		869,262		838,251
Ginnie Mae II, Pool #MA4126 3.00%		12/20/46		2,353,805		2,199,465
Ginnie Mae II, Pool #MA4196 3.50%		01/20/47		725,677		698,654
Ginnie Mae II, Pool #MA4454 5.00%		05/20/47		304,293		313,206
Ginnie Mae II, Pool #MA4510 3.50%		06/20/47		351,621		337,443

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY (Continued)
Ginnie Mae II, Pool #MA4589 5.00%		07/20/47	$	699,270	$	720,853
Ginnie Mae II, Pool #MA4722 5.00%		09/20/47		235,754		242,884
Ginnie Mae II, Pool #MA4777 3.00%		10/20/47		283,144		264,766
Ginnie Mae II, Pool #MA4836 3.00%		11/20/47		1,099,795		1,025,619
Ginnie Mae II, Pool #MA4837 3.50%		11/20/47		2,282,738		2,193,452
Ginnie Mae II, Pool #MA4838 4.00%		11/20/47		656,725		648,157
Ginnie Mae II, Pool #MA4901 4.00%		12/20/47		1,116,615		1,102,048
Ginnie Mae II, Pool #MA5078 4.00%		03/20/48		801,565		789,771
Ginnie Mae II, Pool #MA5399 4.50%		08/20/48		1,594,868		1,604,706
Ginnie Mae II, Pool #MA5466 4.00%		09/20/48		54,664		53,698
Ginnie Mae II, Pool #MA5467 4.50%		09/20/48		97,059		97,527
Ginnie Mae II, Pool #MA6209 3.00%		10/20/49		591,092		533,124
Ginnie Mae II TBA, 30-Year
2.50%(6)		01/01/52		8,000,000		7,143,522
2.50%(6)		01/01/52		10,600,000		9,461,780
4.50%(6)		08/01/52		6,250,000		6,206,893
Uniform Mortgage-Backed Securities TBA, 30-Year
2.00%(6)		01/01/52		40,475,000		34,036,945
2.00%(6)		01/01/52		10,850,000		9,130,953
2.50%(6)		01/01/52		36,050,000		31,582,608
2.50%(6)		01/01/52		1,650,000		1,446,476
3.00%(6)		03/01/52		25,450,000		23,146,576
3.50%(6)		05/01/52		1,100,000		1,032,716
4.00%(6)		07/01/52		13,350,000		12,888,486
4.50%(6)		08/01/52		35,825,000		35,390,190
5.00%(6)		08/01/52		51,475,000		51,688,140
Total Residential Mortgage-Backed Securities—Agency (Cost: $436,508,105)						428,312,447
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—5.3%
Ajax Mortgage Loan Trust (19-F-A1) 2.86%(1)		07/25/59		2,102,020		2,008,809
CIM Trust (21-J1-A1) 2.50%(1),(5)		03/25/51		9,810,717		8,222,607
Citigroup Mortgage Loan Trust (06-AMC1-A1) 4.80% (1 mo. USD LIBOR + 0.290%)(1),(2)		09/25/36		7,072,952		6,773,408
Citigroup Mortgage Loan Trust, Inc. (05-5-2A2) 5.75%		08/25/35		194,717		136,353
Credit Suisse First Boston Mortgage Securities Corp. (03-8-4PPA) 5.75%		04/22/33		3,394		3,157
CSMC 2022-ATH2 (22-ATH2-A1) 4.55%(1),(5)		05/25/67		3,673,562		3,602,408
CSMC Trust (18-RPL9-A) 3.85%(1),(5)		09/25/57		2,382,454		2,277,722
Fremont Home Loan Trust (05-E-2A4) 5.17% (1 mo. USD LIBOR + 0.660%)(2)		01/25/36		5,311,447		4,954,977
GS Mortgage-Backed Securities Trust (18-RPL1-A1A) 3.75%(1)		10/25/57		2,082,721		1,982,064
GSAA Home Equity Trust (05-11-2A2) 5.15% (1 mo. USD LIBOR + 0.640%)(2)		10/25/35		884,835		851,679
IndyMac Index Mortgage Loan Trust (05-AR6-2A1) 4.99% (1 mo. USD LIBOR + 0.480%)(2)		04/25/35		470,532		385,878
JPMorgan Mortgage Trust (21-14-A3) 2.50%(1),(5)		05/25/52		5,108,290		4,268,615
JPMorgan Mortgage Trust (22-1-A3) 2.50%(1),(5)		07/25/52		8,824,213		7,362,702
Morgan Stanley Capital, Inc. (04-WMC2-M1) 5.42% (1 mo. USD LIBOR + 0.915%)(2)		07/25/34		609,019		574,511
Morgan Stanley Mortgage Loan Trust (04-3-4A) 5.65%(5)		04/25/34		82,283		80,482
New Century Home Equity Loan Trust (05-D-A1) 4.95% (1 mo. USD LIBOR + 0.440%)(2)		02/25/36		293,273		292,749
Option One Mortgage Loan Trust (05-2-M1) 5.17% (1 mo. USD LIBOR + 0.660%)(2)		05/25/35		397,658		394,236
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates (05-WCW2-M3) 5.33% (1 mo. USD LIBOR + 0.825%)(2)		07/25/35		10,000,000		9,195,699
Structured Asset Investment Loan Trust (04-6-A3) 5.31% (1 mo. USD LIBOR + 0.800%)(2)		07/25/34		1,889,173		1,831,161
Structured Asset Securities Corp. (03-34A-5A4) 4.22%(5)		11/25/33		180,294		165,469
WaMu Mortgage Pass-Through Certificates (05-AR15-A1A1) 5.03% (1 mo. USD LIBOR + 0.520%)(2)		11/25/45		4,244,444		3,754,394
WaMu Mortgage Pass-Through Certificates (05-AR3-A2) 2.92%(5)		03/25/35		501,860		488,541
Wells Fargo Alternative Loan Trust (07-PA3-2A1) 6.00%(7)		07/25/37		44,264		38,020
Wells Fargo Home Equity Asset-Backed Securities Trust (05-3-M6) 5.51% (1 mo. USD LIBOR + 1.005%)(2)		11/25/35		807,813		806,536
Wells Fargo Home Equity Trust (04-2-A33) 5.51% (1 mo. USD LIBOR + 1.000%)(2)		10/25/34		2,486,195		2,421,095
Total Residential Mortgage-Backed Securities—Non-Agency (Cost: $67,448,034)						62,873,272
U.S. TREASURY SECURITIES—21.7%
U.S. Treasury Bond
2.00%		11/15/41		65,067,000		49,411,600
4.00%		11/15/52		18,303,000		19,579,920
U.S. Treasury Inflation Indexed Bond (TIPS) 0.63%		07/15/32		3,133,502		2,965,860
U.S. Treasury Note
2.38%		02/15/42		45,830,000		37,075,754
3.50%		01/31/28		27,305,000		27,186,607
3.88%		01/15/26		36,500,000		36,491,444
3.88%		12/31/27		49,705,000		50,281,655
4.13%		01/31/25		5,090,000		5,084,632
4.13%		11/15/32		4,225,000		4,447,143
4.25%		12/31/24		23,635,000		23,636,847
Total U.S. Treasury Securities (Cost: $264,136,404)						256,161,462

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
U.S. GOVERNMENT AGENCY OBLIGATIONS—2.7%
Federal Home Loan Banks 1.04%		06/14/24	$	16,850,000	$	16,037,850
1.20%		12/23/24		16,820,000		15,795,830
						31,833,680
Total U.S. Government Agency Obligations (Cost: $33,670,000)						31,833,680
Total Fixed Income Securities (Cost: $1,338,688,322)						1,278,363,217
MONEY MARKET INVESTMENTS—3.8%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 4.18%						44,530,305
Total Money Market Investments (Cost: $44,530,305)						44,530,305
SHORT TERM INVESTMENTS—6.3%
U.S. TREASURY SECURITIES—6.3%
U.S. Treasury Bill
4.58%(9)		05/25/23		25,000,000		24,641,375
4.58%(9)		05/25/23		25,000,000		24,641,375
4.79%(9)		07/20/23		25,000,000		24,462,779
Total U.S. Treasury Securities (Cost: $73,749,392)						73,745,529
Total Short Term Investments (Cost: $73,749,392)						73,745,529
Total Investments (118.4%) (Cost: $1,456,968,019)						1,396,639,051
Liabilities In Excess Of Other Assets (-18.4%)						(216,712,066	)
Net Assets (100.0%)					$	1,179,926,985

FUTURES CONTRACTS
Number of Contracts	Type	Expiration Date		Notional			Market Value			Net Unrealized Appreciation (Depreciation)
Long Futures
1,234	2-Year U.S Treasury Note Futures		03/31/23	$	253,233,460		$	253,770,173		$	536,713
293	5-Year U.S Treasury Note Futures		03/31/23		31,644,049			32,007,961			363,912
				$	284,877,509		$	285,778,134		$	900,625
Short Futures
135	10-Year U.S. Treasury Note Futures		03/22/23	$	(16,062,544	)	$	(16,362,423	)	$	(299,879	)
26	Euro-Bobl Future		03/8/23		(3,364,997	)		(3,312,235	)		52,762
35	Euro-Bund Future		03/8/23		(5,353,518	)		(5,200,767	)		152,751
1	U.S. Ultra Long Bond Futures		03/22/23		(134,032	)		(141,750	)		(7,718	)
				$	(24,915,091	)	$	(25,017,175	)	$	(102,084	)

FORWARD CURRENCY EXCHANGE CONTRACTS
Counterparty	Contracts to Deliver		Units of Currency		Settlement Date		In Exchange for U.S. Dollars		Contracts at Value		Unrealized Appreciation (Depreciation)
SELL (10)
Citibank N.A.		EUR		9,965,000		04/13/23	$	10,791,759	$	10,869,938	$	(78,179	)
Goldman Sachs & Co.		GBP		544,000		04/13/23		664,063		670,746		(6,683	)
							$	11,455,822	$	11,540,684	$	(84,862	)

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

CENTRALLY CLEARED - INTEREST RATE SWAP AGREEMENTS
Notional     Amount	Expiration Date		Payment Made by Fund Frequency	Payment Made by Fund	Payment Received by Fund Frequency	Payment Received by Fund	Unrealized Appreciation (Depreciation)			Premium Paid		Value
$38,150,000(11)		07/24/25	Quarterly	3-Month USD LIBOR	Semi-Annual	1.026%	$	(2,158,664	)	$	—	$	(2,158,664	)
28,215,000(11)		07/24/25	Quarterly	3-Month USD LIBOR	Semi-Annual	1.034%		(1,592,314	)		—		(1,592,314	)
19,075,000(11)		07/24/25	Quarterly	3-Month USD LIBOR	Semi-Annual	1.073%		(1,062,676	)		—		(1,062,676	)
45,870,000(11)		09/28/25	Quarterly	3-Month USD LIBOR	Semi-Annual	1.390%		(2,108,277	)		—		(2,108,277	)
1,595,000(11)		07/24/53	Semi-Annual	1.808%	Quarterly	3-Month USD LIBOR		430,560			—		430,560
2,355,000(11)		07/24/53	Semi-Annual	1.785%	Quarterly	3-Month USD LIBOR		645,782			—		645,782
3,190,000(11)		07/24/53	Semi-Annual	1.773%	Quarterly	3-Month USD LIBOR		882,329			—		882,329
3,915,000(11)		09/28/53	Semi-Annual	1.870%	Quarterly	3-Month USD LIBOR		988,621			—		988,621
							$	(3,974,639	)	$	—	$	(3,974,639	)

Notes to the Schedule of Investments:
CLO	Collateralized Loan Obligation.
EETC	Enhanced Equipment Trust Certificate.
I/F	Inverse Floating rate security whose interest rate moves in the opposite direction of prevailing interest rates.
I/O	Interest Only Security.
PAC	Planned Amortization Class.
REIT	Real Estate Investment Trust.
SOFR	Secured Overnight Financing Rate.
TAC	Target Amortization Class.
TBA	To Be Announced.
EUR	Euro Currency.
(1)	Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2023, the value of these securities amounted to $229,626,380 or 19.5% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(2)	Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2023.
(3)	Investments issued under Regulation S of the Securities Act of 1933, as amended, may not be offered, sold, or delivered within the United States except under special exemptions. At January 31, 2023, the value of these securities amounted to $7,830,963 or 0.7% of net assets.
(4)	For fair value measurement disclosure purposes, security is categorized as Level 3. Security is valued using significant unobservable inputs.
(5)	Variable rate security. Interest rate disclosed is as of the most recent information available. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
(6)	Security purchased on a forward commitment with an approximate principal amount. The actual principal amount and maturity date will be determined upon settlement when the security is delivered.
(7)	A portion of the principal balance has been written-off during the period due to defaults in the underlying loans. Cost basis has been adjusted.
(8)	Rate disclosed is the 7-day net yield as of January 31, 2023.
(9)	Rate shown represents yield-to-maturity.
(10)	Fund sells foreign currency, buys U.S. Dollar.
(11)	This instrument has a forward starting effective date.

TCW Core Fixed Income Fund

Investments by Sector (Unaudited) January 31, 2023

Sector	Percentage of Net Assets
Residential Mortgage-Backed Securities—Agency		36.3	%
Corporate Bonds		29.2
U.S. Treasury Securities		28.0
Asset-Backed Securities		8.4
Residential Mortgage-Backed Securities—Non-Agency		5.3
Money Market Investments		3.8
Commercial Mortgage-Backed Securities—Non-Agency		3.4
U.S. Government Agency Obligations		2.7
Municipal Bonds		0.7
Commercial Mortgage-Backed Securities—Agency		0.6
Other*		(18.4	)
Total		100.0	%

* Includes futures, swap agreements, pending trades, interest receivable, fund share transactions and accrued expenses payable.

TCW Core Fixed Income Fund

Fair Valuation Summary (Unaudited) January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)			Other Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Corporate Bonds*	$	—		$	344,834,341		$	—	$	344,834,341
Municipal Bonds		—			7,889,354			—		7,889,354
Asset-Backed Securities		—			94,778,307			4,019,764		98,798,071
Commercial Mortgage-Backed Securities—Agency		—			7,126,365			—		7,126,365
Commercial Mortgage-Backed Securities—Non-Agency		—			40,534,225			—		40,534,225
Residential Mortgage-Backed Securities—Agency		—			428,312,447			—		428,312,447
Residential Mortgage-Backed Securities—Non-Agency		—			62,873,272			—		62,873,272
U.S. Treasury Securities		253,195,602			2,965,860			—		256,161,462
U.S. Government Agency Obligations		—			31,833,680			—		31,833,680
Total Fixed Income Securities		253,195,602			1,021,147,851			4,019,764		1,278,363,217
Money Market Investments		44,530,305			—			—		44,530,305
Short Term Investments		73,745,529			—			—		73,745,529
Total Investments	$	371,471,436		$	1,021,147,851		$	4,019,764	$	1,396,639,051
Asset Derivatives
Futures Contracts
Interest Rate Risk		1,106,138			—			—		1,106,138
Swap Agreements
Interest Rate Risk		—			2,947,292			—		2,947,292
Total	$	372,577,574		$	1,024,095,143		$	4,019,764	$	1,400,692,481
Liability Derivatives
Futures Contracts
Interest Rate Risk	$	(307,597	)	$	—		$	—	$	(307,597	)
Forward Currency Contracts
Foreign Currency Risk		—			(84,862	)		—		(84,862	)
Swap Agreements
Interest Rate Risk		—			(6,921,931	)		—		(6,921,931	)
Total	$	(307,597	)	$	(7,006,793	)	$	—	$	(7,314,390	)

* See Schedule of Investments for corresponding industries.

TCW Emerging Markets Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—96.0% of Net Assets
Angola—1.5%
Angolan Government International Bond
8.25%(1)		05/09/28	$	25,080,000	$	23,841,048
8.75%(1)		04/14/32		37,060,000		34,465,800
Total Angola (Cost: $55,501,877)						58,306,848
Argentina—1.5%
Argentine Republic Government International Bond
3.50%		07/09/41		81,565,456		27,954,833
3.88%		01/09/38		86,382,818		31,947,791
Total Argentina (Cost: $62,220,863)						59,902,624
Bahrain—3.2%
Bahrain Government International Bond
5.25%(1)		01/25/33		32,085,000		28,435,331
5.63%(2)		05/18/34		31,387,000		28,031,730
Oil and Gas Holding Co. BSCC (The)
7.50%(1)		10/25/27		3,000,000		3,129,510
7.50%(2)		10/25/27		25,435,000		26,533,029
7.63%(2)		11/07/24		38,939,000		39,990,353
Total Bahrain (Cost: $124,530,864)						126,119,953
Benin—0.6% (Cost: $18,277,936)
Benin Government International Bond 4.88%(2)		01/19/32	EUR	25,590,000		22,025,174
Brazil—3.2%
Acu Petroleo Luxembourg Sarl 7.50%(1)		07/13/35	$	24,167,185		22,786,514
Brazilian Government International Bond 3.75%		09/12/31		25,750,000		22,170,750
CSN Resources S.A. 4.63%(1)		06/10/31		18,709,000		15,850,265
Globo Communicacoes Part 5.50%(1)		01/14/32		19,607,000		17,042,404
MC Brazil Downstream Trading Sarl 7.25%(1)		06/30/31		24,545,689		21,531,479
MV24 Capital B.V. 6.75%(1)		06/01/34		27,211,005		25,992,496
Total Brazil (Cost: $124,670,871)						125,373,908
Chile—2.1%
AES Andes S.A. 7.13% (USD 5-year Swap rate + 4.644%)(1),(3)		03/26/79		19,856,000		19,558,160
Chile Government International Bond
2.55%		01/27/32		27,505,000		23,370,999
2.55%		07/27/33		16,072,000		13,159,754
3.50%		01/31/34		29,135,000		25,874,793
Total Chile (Cost: $86,341,750)						81,963,706
Colombia—5.1%
Colombia Government International Bond
3.13%		04/15/31		15,775,000		11,973,703
3.88%		04/25/27		23,140,000		21,015,343
4.13%		02/22/42		58,060,000		37,797,060
7.50%		02/02/34		52,615,000		52,194,080
8.00%		04/20/33		16,140,000		16,667,778
Ecopetrol S.A. 8.88%		01/13/33		37,690,000		38,634,135
Gran Tierra Energy International Holdings, Ltd. 6.25%(2)		02/15/25		14,397,000		12,960,179
Gran Tierra Energy, Inc. 7.75%(2)		05/23/27		13,143,000		11,184,640
Total Colombia (Cost: $203,131,361)						202,426,918
Costa Rica—0.4% (Cost: $15,811,531)
Instituto Costarricense de Electricidad 6.75%(1)		10/07/31		15,954,000		15,476,745
Dominican Republic—4.1%
Dominican Republic International Bond
4.50%(1)		01/30/30		10,736,000		9,398,294
4.88%(1)		09/23/32		44,969,000		38,596,893
5.30%(1)		01/21/41		24,605,000		19,883,301
5.50%(1)		02/22/29		47,300,000		44,726,880
5.88%(2)		01/30/60		30,095,000		23,338,672
6.00%(2)		07/19/28		17,795,000		17,533,091
7.05%(1)		02/03/31		8,115,000		8,115,000
Total Dominican Republic (Cost: $155,022,426)						161,592,131
Ecuador—1.5%
Ecuador Government International Bond
2.50%(1)		07/31/35		31,774,699		15,621,267
5.50%(2)		07/31/30		63,833,094		42,720,826
Total Ecuador (Cost: $68,041,905)						58,342,093
Egypt—2.6%
Egypt Government International Bond
7.05%(1)		01/15/32		55,387,000		41,800,015
7.30%(2)		09/30/33		66,216,000		48,689,618
7.60%(2)		03/01/29		14,030,000		11,715,050
Total Egypt (Cost: $111,869,553)						102,204,683
El Salvador—1.1%
El Salvador Government International Bond
6.38%(2)		01/18/27		40,314,000		22,393,217
7.12%(2)		01/20/50		22,000,000		10,346,991
8.25%(2)		04/10/32		18,820,000		9,784,518
Total El Salvador (Cost: $65,880,321)						42,524,726
Gabon—0.6% (Cost: $27,497,282)
Gabon Government International Bond 6.63%(2)		02/06/31		28,213,000		23,825,878
Guatemala—0.3% (Cost: $13,806,460)
Banco Industrial S.A. 4.88% (U.S. 5-year Treasury Constant Maturity Rate + 4.442%)(1),(3)		01/29/31		13,900,000		13,070,518
Hungary—3.1%
Hungary Government International Bond
3.13%(2)		09/21/51		15,475,000		9,825,078
5.25%(1)		06/16/29		31,175,000		30,804,017
5.50%(2)		06/16/34		43,348,000		42,887,427
6.13%(1)		05/22/28		10,870,000		11,283,060
6.75%(1)		09/25/52		27,315,000		28,988,044
Total Hungary (Cost: $116,193,709)						123,787,626
India—1.5%
Adani Green Energy, Ltd. 4.38%(2)		09/08/24		16,348,000		12,924,729
Greenko Investment Co. 4.88%(2)		08/16/23		10,540,000		10,381,900
Greenko Power II, Ltd. 4.30%(2)		12/13/28		13,465,500		11,701,519

TCW Emerging Markets Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
India (Continued)
India Airport Infra 6.25%(2)		10/25/25	$	10,950,000	$	10,501,050
India Green Power Holdings 4.00%(2)		02/22/27		13,970,000		12,257,278
Total India (Cost: $55,656,281)						57,766,476
Indonesia—5.5%
Freeport Indonesia PT
5.32%(1)		04/14/32		39,270,000		37,507,598
6.20%(2)		04/14/52		20,275,000		18,805,062
Indonesia Asahan Aluminium Persero PT
4.75%(1)		05/15/25		39,540,000		39,318,576
5.45%(1)		05/15/30		49,136,000		49,233,781
Indonesia Government International Bond
5.25%(2)		01/17/42		21,511,000		21,884,780
5.65%		01/11/53		8,100,000		8,530,372
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
3.38%(2)		02/05/30		9,850,000		8,692,625
4.88%(2)		07/17/49		17,900,000		14,731,700
5.25%(2)		05/15/47		19,477,000		17,042,375
Total Indonesia (Cost: $222,858,939)						215,746,869
Iraq—0.6% (Cost: $22,925,405)
Iraq International Bond 5.80%(2)		01/15/28		24,118,125		22,404,773
Israel—2.4%
Bank Leumi Le-Israel BM 7.13% (U.S. 5-year Treasury Constant Maturity Rate + 3.466%)(1), (3)		07/18/33		17,555,000		18,081,650
Energean Israel Finance, Ltd.
4.88%(2)		03/30/26		11,855,000		11,177,546
5.38%(2)		03/30/28		16,230,000		15,009,504
5.88%(2)		03/30/31		41,642,700		37,738,697
Leviathan Bond, Ltd. 6.75%(2)		06/30/30		13,404,000		13,090,346
Total Israel (Cost: $96,690,966)						95,097,743
Ivory Coast—1.1%
Ivory Coast Government International Bond
4.88%(1)		01/30/32	EUR	26,900,000		23,041,667
6.88%(1)		10/17/40	EUR	22,357,000		18,696,230
Total Ivory Coast (Cost: $42,368,594)						41,737,897
Jordan—1.1%
Jordan Government International Bond
4.95%(2)		07/07/25	$	11,235,000		10,932,778
7.75%(1)		01/15/28		31,020,000		32,130,516
Total Jordan (Cost: $41,141,190)						43,063,294
Kazakhstan—3.0%
KazMunayGas National Co. JSC
3.50%(1)		04/14/33		50,645,000		38,839,650
4.75%(1)		04/19/27		26,500,000		24,711,250
5.75%(2)		04/19/47		39,250,000		31,525,600
Tengizchevroil Finance Co. International, Ltd.
3.25%(2)		08/15/30		13,875,000		10,617,150
4.00%(2)		08/15/26		15,204,000		13,621,416
Total Kazakhstan (Cost: $130,970,754)						119,315,066
Mexico—8.7%
Banco Mercantil del Norte S.A. 7.50% (U.S. 10-year Treasury Constant Maturity Rate + 5.470%)(1), (3), (4)		06/27/29		16,494,000		15,893,536
BBVA Bancomer S.A. 5.13% (U.S. 5-year Treasury Constant Maturity Rate + 2.650%)(2), (3)		01/18/33		11,061,000		10,527,860
Cemex SAB de CV 5.13% (U.S. 5-year Treasury Constant Maturity Rate + 4.534%)(1), (3), (4)		06/08/26		28,118,000		25,950,102
Comision Federal de Electricidad
4.69%(1)		05/15/29		32,115,000		29,611,315
6.26%(2)		02/15/52		32,708,000		28,499,543
Electricidad Firme de Mexico Holdings SA de CV 4.90%(1)		11/20/26		18,998,000		17,240,685
Mexico Government International Bond 3.77%		05/24/61		29,250,000		20,006,415
Petroleos Mexicanos
5.35%		02/12/28		51,174,000		45,186,642
6.49%		01/23/27		37,137,000		35,153,884
6.70%		02/16/32		41,720,000		34,656,804
6.84%		01/23/30		52,340,000		45,608,919
United Mexican States 3.50%		02/12/34		40,803,000		34,466,294
Total Mexico (Cost: $329,607,607)						342,801,999
Mongolia—0.1% (Cost: $5,138,224)
Mongolia Government International Bond 8.65%(1)		01/19/28		5,200,000		5,447,000
Morocco—0.5% (Cost: $20,438,726)
Morocco Government International Bond 4.00%(2)		12/15/50		29,685,000		20,408,438
Mozambique—0.5% (Cost: $18,184,315)
Mozambique International Bond 5.00%(2)		09/15/31		26,430,000		21,384,513
Nigeria—1.9%
Nigeria Government International Bond
6.13%(1)		09/28/28		42,001,000		32,794,381
7.38%(2)		09/28/33		14,190,000		10,166,142
7.70%(1)		02/23/38		36,654,000		25,566,165
8.38%(2)		03/24/29		9,150,000		7,650,260
Total Nigeria (Cost: $90,185,129)						76,176,948
Oman—3.4%
Lamar Funding, Ltd. 3.96%(2)		05/07/25		12,237,000		11,762,302
Oman Government International Bond
6.00%(2)		08/01/29		33,310,000		34,229,356
6.50%(2)		03/08/47		14,500,000		13,960,600
6.75%(2)		01/17/48		11,650,000		11,547,480
OmGrid Funding, Ltd. 5.20%(2)		05/16/27		13,500,000		13,251,802
OQ SAOC 5.13%(2)		05/06/28		51,786,000		50,030,196
Total Oman (Cost: $132,597,989)						134,781,736

TCW Emerging Markets Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
Pakistan—0.6%
Pakistan Government International Bond
6.88%(2)		12/05/27	$	31,093,000	$	13,453,941
6.00%(1)		04/08/26		27,415,000		12,062,600
Total Pakistan (Cost: $53,316,576)						25,516,541
Panama—3.8%
Multibank, Inc. 7.75%(1)		02/03/28		7,220,000		7,328,300
Panama Government International Bond
3.16%		01/23/30		16,103,000		14,198,015
4.50%		04/16/50		60,855,000		47,880,936
6.40%		02/14/35		59,751,000		63,276,309
Republic of Panama 6.70%		01/26/36		17,250,000		18,719,700
Total Panama (Cost: $148,382,710)						151,403,260
Paraguay—0.3% (Cost: $12,009,559)
Paraguay Government International Bond 3.85%(2)		06/28/33		14,315,000		12,594,194
Peru—1.9%
Peruvian Government International Bond
1.86%		12/01/32		11,310,000		8,477,838
2.78%		01/23/31		48,655,000		41,219,665
3.00%		01/15/34		33,634,000		27,355,289
Total Peru (Cost: $78,389,962)						77,052,792
Philippines—2.6%
Philippine Government International Bond
3.20%		07/06/46		26,324,000		19,841,715
3.56%		09/29/32		37,245,000		34,451,625
4.20%		03/29/47		13,000,000		11,492,433
5.00%		07/17/33		9,985,000		10,209,663
5.95%		10/13/47		11,585,000		12,732,322
6.38%		10/23/34		13,800,000		15,732,000
Total Philippines (Cost: $105,847,946)						104,459,758
Qatar—1.8% (Cost: $81,691,473)
Qatar Energy 3.13%(1)		07/12/41		92,231,000		73,266,923
Romania—4.0%
Romanian Government International Bond
6.00%(1)		05/25/34		58,890,000		58,089,096
6.63%(1)		02/17/28		17,488,000		18,176,590
7.13%(1)		01/17/33		32,690,000		34,710,242
7.63%(1)		01/17/53		41,978,000		45,736,343
Total Romania (Cost: $147,917,648)						156,712,271
Saudi Arabia—4.6%
Gaci First Investment Co. 5.38%(2)		10/13/22		78,490,000		75,575,823
Saudi Government International Bond
4.63%(2)		10/04/47		40,180,000		36,736,574
4.75%(1)		01/18/28		16,785,000		17,075,380
4.88%(1)		07/18/33		25,043,000		25,616,485
5.50%(1)		10/25/32		26,350,000		28,284,090
Total Saudi Arabia (Cost: $177,100,474)						183,288,352
Senegal—0.7% (Cost: $31,564,430)
Senegal Government International Bond 5.38%(1)		06/08/37	EUR	38,225,000		29,239,613
Serbia—0.8%
Serbia International Bond
6.25%(1)		05/26/28	$	15,540,000		15,827,490
6.50%(1)		09/26/33		14,085,000		14,201,905
Total Serbia (Cost: $29,448,217)						30,029,395
South Africa—4.3%
Eskom Holdings SOC, Ltd.
6.35%(2)		08/10/28		36,790,000		35,267,630
7.13%(2)		02/11/25		45,425,000		43,721,562
8.45%(2)		08/10/28		27,572,000		26,565,622
Republic of South Africa Government International Bond
4.85%		09/30/29		30,470,000		27,880,050
5.65%		09/27/47		24,990,000		19,162,707
Transnet SOC, Ltd.
8.25%(1)		02/06/28		16,690,000		16,752,588
Total South Africa (Cost: $166,578,370)						169,350,159
South Korea—1.1%
POSCO 5.75%(1)		01/17/28		13,620,000		14,092,614
SK Hynix, Inc. 6.38%(1)		01/17/28		29,270,000		29,736,416
Total South Korea (Cost: $43,006,596)						43,829,030
Sri Lanka—0.4%
Sri Lanka Government International Bond
6.20%(2),(5)		05/11/27		14,675,000		5,080,485
6.75%(2),(5)		04/18/28		36,568,000		12,749,446
Total Sri Lanka (Cost: $36,927,349)						17,829,931
Tunisia—0.5% (Cost: $20,077,824)
Tunisian Republic 5.75%(2)		01/30/25		27,574,000		18,153,619
Turkey—4.5%
Turkey Government International Bond
5.88%		06/26/31		27,125,000		22,016,495
6.88%		03/17/36		26,700,000		22,090,565
9.38%		01/19/33		69,550,000		68,332,875
9.88%		01/15/28		63,915,000		65,781,318
Total Turkey (Cost: $182,954,730)						178,221,253
United Arab Emirates—1.3%
Galaxy Pipeline Assets Bidco, Ltd.
2.63%(1)		03/31/36		38,166,000		31,302,939
2.94%(1)		09/30/40		24,105,258		19,826,575
Total United Arab Emirates (Cost: $55,913,770)						51,129,514
Uruguay—1.2% (Cost: $46,639,875)
Uruguay Government International Bond 5.10%		06/18/50		46,930,000		47,551,822
Venezuela—0.4%
Venezuela Government International Bond
8.25%(2),(5),(6)		10/13/24		60,057,200		5,405,148
9.25%(5),(6)		09/15/27		60,955,000		5,485,950
9.25%(2),(5),(6)		05/07/28		49,048,000		4,414,320
Total Venezuela (Cost: $55,533,009)						15,305,418
Total Fixed Income Securities (Cost: $3,930,863,346)						3,798,010,128

TCW Emerging Markets Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Shares		Value
MONEY MARKET INVESTMENTS (6.2% )
State Street Institutional U.S. Government Money Market Fund—Premier Class, 4.18%(7)		244,247,836	$	244,247,836
Total Money Market Investments (Cost: $244,247,836)				244,247,836
Total Investments (102.2%) (Cost: $4,175,111,182)				4,042,257,964
Liabilities In Excess Of Other Assets (-2.2%)				(88,551,760	)
Total Net Assets (100.0%)			$	3,953,706,204

TCW Emerging Markets Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

FORWARD CURRENCY EXCHANGE CONTRACTS
Counterparty	Contracts to Deliver		Units of Currency		Settlement Date		In Exchange for U.S. Dollars		Contracts at Value		Unrealized Appreciation (Depreciation)
BUY (8)
BNP Paribas S.A.		EUR		84,342,433		04/06/23	$	91,578,171	$	91,965,586	$	387,415
SELL (9)
JP Morgan Chase Bank		EUR		84,342,433		04/06/23	$	89,990,846	$	91,965,586	$	(1,974,740	)

Notes to the Schedule of Investments:
EUR	Euro Currency.
USD	U.S. Dollar.
(1)	Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2023, the value of these securities amounted to $1,415,787,332 or 35.8% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(2)	Investments issued under Regulation S of the Securities Act of 1933, as amended, may not be offered, sold, or delivered within the United States except under special exemptions. At January 31, 2023, the value of these securities amounted to $1,231,963,155 or 31.2% of net assets.
(3)	Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2023.
(4)	Perpetual maturity.
(5)	Security is currently in default due to bankruptcy or failure to make payment of principal or interest of the issuer. Income is not being accrued.
(6)	For fair value measurement disclosure purposes, security is categorized as Level 3. Security is valued using significant unobservable inputs.
(7)	Rate disclosed is the 7-day net yield as of January 31, 2023.
(8)	Fund buys foreign currency, sells U.S. Dollar.
(9)	Fund sells foreign currency, buys U.S. Dollar.

TCW Emerging Markets Income Fund

Investments by Sector (Unaudited) January 31, 2023

Sector	Percentage of Net Assets
Banks		1.6
Building Materials		0.6
Electric		7.4
Energy-Alternate Sources		0.9
Engineering & Construction		0.3
Foreign Government Bonds		58.7
Investment Companies		1.9
Iron & Steel		0.8
Media		0.4
Mining		3.7
Oil & Gas		16.0
Pipelines		1.9
Semiconductors		0.7
Transportation		1.1
Money Market Investments		6.2
Total		102.2	%

TCW Emerging Markets Income Fund

Fair Valuation Summary (Unaudited) January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Banks	$	—	$	64,901,863		$	—	$	64,901,863
Building Materials		—		25,950,102			—		25,950,102
Electric		—		294,346,796			—		294,346,796
Energy-Alternate Sources		—		34,340,698			—		34,340,698
Engineering & Construction		—		10,501,050			—		10,501,050
Foreign Government Bonds		—		2,304,642,699			15,305,418		2,319,948,117
Investment Companies		—		75,575,823			—		75,575,823
Iron & Steel		—		29,942,879			—		29,942,879
Media		—		17,042,404			—		17,042,404
Mining		—		144,865,017			—		144,865,017
Oil & Gas		—		634,197,852			—		634,197,852
Pipelines		—		73,916,027			—		73,916,027
Semiconductors		—		29,736,416			—		29,736,416
Transportation		—		42,745,084			—		42,745,084
Total Fixed Income Securities		—		3,782,704,710			15,305,418		3,798,010,128
Money Market Investments		244,247,836		—			—		244,247,836
Total Investments	$	244,247,836	$	3,782,704,710		$	15,305,418	$	4,042,257,964
Asset Derivatives
Forward Currency Contracts
Foreign Currency Risk		—		387,415			—		387,415
Total	$	244,247,836	$	3,783,092,125		$	15,305,418	$	4,042,645,379
Liability Derivatives
Forward Currency Contracts
Foreign Currency Risk	$	—	$	(1,974,740	)	$	—	$	(1,974,740	)
Total	$	—	$	(1,974,740	)	$	—	$	(1,974,740	)

TCW Emerging Markets Local Currency Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—93.1% of Net Assets
Brazil—10.0%
Brazil Letras do Tesouro Nacional 0.00%(1)		01/01/24	BRL	5,710,000	$	1,000,188
Brazil Notas do Tesouro Nacional, Series B 6.00%		08/15/50	BRL	1,295,000		996,018
Brazil Notas do Tesouro Nacional, Series F
10.00%		01/01/25	BRL	41,118,000		7,717,549
10.00%		01/01/27	BRL	22,147,000		3,999,624
10.00%		01/01/29	BRL	8,392,000		1,458,118
Total Brazil (Cost: $15,613,638)						15,171,497
Chile—2.3%
Bonos de la Tesoreria de la Republica en pesos
2.50%		03/01/25	CLP	120,000,000		138,588
4.50%		03/01/26	CLP	655,000,000		785,943
4.70%(2)		09/01/30	CLP	1,295,000,000		1,543,672
5.00%(2)		10/01/28	CLP	370,000,000		452,484
5.00%		03/01/35	CLP	435,000,000		525,005
Total Chile (Cost: $3,156,226)						3,445,692
China—8.3%
Agricultural Development Bank of China 2.25%		04/22/25	CNY	8,630,000		1,265,458
China Government Bond
2.75%		06/15/29	CNY	11,460,000		1,688,220
2.85%		06/04/27	CNY	9,960,000		1,484,229
3.22%		12/06/25	CNY	9,510,000		1,439,322
3.27%		11/19/30	CNY	24,650,000		3,787,197
3.28%		12/03/27	CNY	19,110,000		2,917,234
Total China (Cost: $12,262,119)						12,581,660
Colombia—4.8%
Colombian TES 5.75%		11/03/27	COP	13,727,300,000		2,316,738
Colombian TES (Treasury) Bond, Series B
6.00%		04/28/28	COP	4,960,700,000		828,342
7.00%		06/30/32	COP	10,607,300,000		1,635,038
7.50%		08/26/26	COP	6,743,300,000		1,272,780
7.75%		09/18/30	COP	7,408,200,000		1,256,016
Total Colombia (Cost: $9,320,885)						7,308,914
Czech Republic—4.3%
Czech Republic Government Bond
0.95%(2)		05/15/30	CZK	19,490,000		686,893
1.00%(2)		06/26/26	CZK	24,630,000		986,662
1.25%		02/14/25	CZK	14,220,000		597,210
1.75%		06/23/32	CZK	61,430,000		2,214,618
2.00%		10/13/33	CZK	30,900,000		1,106,294
2.40%(2)		09/17/25	CZK	12,100,000		512,879
3.50%		05/30/35	CZK	10,820,000		445,621
Total Czech Republic (Cost: $6,772,685)						6,550,177
Hungary—4.4%
Hungary Government Bond
1.00%		11/26/25	HUF	166,480,000		361,112
2.50%		10/24/24	HUF	499,920,000		1,185,468
2.75%		12/22/26	HUF	183,000,000		398,394
3.00%		06/26/24	HUF	1,180,080,000		2,899,837
3.00%		10/27/27	HUF	139,470,000		299,539
3.00%		10/27/38	HUF	108,420,000		174,309
3.25%		10/22/31	HUF	309,560,000		610,199
4.75%		11/24/32	HUF	338,150,000		735,348
Total Hungary (Cost: $6,962,853)						6,664,206
Indonesia—9.8%
Indonesia Treasury Bond
6.13%		05/15/28	IDR	56,324,000,000		3,714,228
6.38%		04/15/32	IDR	22,066,000,000		1,446,729
7.00%		09/15/30	IDR	36,103,000,000		2,462,663
7.50%		08/15/32	IDR	27,124,000,000		1,907,781
7.50%		06/15/35	IDR	5,097,000,000		358,141
8.38%		09/15/26	IDR	21,483,000,000		1,531,900
8.38%		03/15/34	IDR	15,833,000,000		1,180,520
9.00%		03/15/29	IDR	31,593,000,000		2,371,667
Total Indonesia (Cost: $14,514,596)						14,973,629
Malaysia—10.0%
Malaysia Government Bond
3.58%		07/15/32	MYR	12,096,000		2,787,404
3.73%		06/15/28	MYR	7,552,000		1,777,462
3.76%		05/22/40	MYR	3,750,000		836,019
3.89%		08/15/29	MYR	10,965,000		2,589,753
3.90%		11/16/27	MYR	9,010,000		2,141,003
3.90%		11/30/26	MYR	4,400,000		1,046,118
3.96%		09/15/25	MYR	6,482,000		1,540,052
4.18%		07/15/24	MYR	3,327,000		791,000
4.76%		04/07/37	MYR	3,313,000		831,405
Malaysia Government Investment Issue 3.47%		10/15/30	MYR	3,583,000		817,184
Total Malaysia (Cost: $14,502,922)						15,157,400
Mexico—11.6%
Mexico Government Bond (BONOS)
5.00%		03/06/25	MXN	64,105,500		3,094,454
5.75%		03/05/26	MXN	54,645,000		2,636,875
7.75%		05/29/31	MXN	54,000,000		2,713,464
8.50%		05/31/29	MXN	63,899,500		3,365,983
8.50%		11/18/38	MXN	48,784,800		2,538,107
10.00%		12/05/24	MXN	47,234,400		2,515,609
10.00%		11/20/36	MXN	12,300,000		724,179
Total Mexico (Cost: $17,096,775)						17,588,671
Peru—1.4%
Peruvian Government International Bond
5.94%		02/12/29	PEN	946,000		223,937
6.15%		08/12/32	PEN	3,954,000		900,997
6.35%(2)		08/12/28	PEN	2,110,000		514,838
6.95%(2)		08/12/31	PEN	2,136,000		521,888
Total Peru (Cost: $2,658,283)						2,161,660
Poland—5.4%
Republic of Poland Government Bond
0.75%		04/25/25	PLN	6,749,000		1,388,736
1.25%		10/25/30	PLN	3,910,000		646,096
1.75%		04/25/32	PLN	3,653,000		595,802
2.25%		10/25/24	PLN	7,462,000		1,616,599
2.50%		07/25/27	PLN	3,942,000		788,436
2.50%		07/25/26	PLN	11,554,000		2,371,920
2.75%		10/25/29	PLN	4,301,000		821,296
Total Poland (Cost: $8,244,782)						8,228,885

TCW Emerging Markets Local Currency Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
Romania—3.7%
Romania Government Bond
3.25%		04/29/24	RON	4,165,000	$	880,737
3.25%		06/24/26	RON	7,680,000		1,496,048
4.15%		01/26/28	RON	2,720,000		523,311
4.25%		06/28/23	RON	485,000		105,879
4.75%		02/24/25	RON	2,275,000		480,889
5.85%		04/26/23	RON	4,230,000		931,452
6.70%		02/25/32	RON	5,745,000		1,216,210
Total Romania (Cost: $6,007,189)						5,634,526
South Africa—9.4%
South Africa Government Bond
6.25%		03/31/36	ZAR	62,402,550		2,419,475
7.00%		02/28/31	ZAR	53,010,519		2,530,300
8.00%		01/31/30	ZAR	39,949,289		2,101,249
8.25%		03/31/32	ZAR	21,617,033		1,090,794
8.50%		01/31/37	ZAR	62,931,852		2,932,005
8.88%		02/28/35	ZAR	46,511,363		2,305,885
10.50%		12/21/26	ZAR	16,160,000		999,005
Total South Africa (Cost: $16,478,780)						14,378,713
Thailand—7.7%
Thailand Government Bond
0.75%		06/17/24	THB	13,248,000		396,195
1.59%		12/17/35	THB	17,565,000		468,897
1.60%		12/17/29	THB	51,440,000		1,495,160
2.00%		12/17/31	THB	112,397,000		3,292,681
2.13%		12/17/26	THB	47,859,000		1,460,028
2.88%		12/17/28	THB	104,423,000		3,289,415
3.30%		06/17/38	THB	12,905,000		407,762
3.35%		06/17/33	THB	19,885,000		646,443
3.78%		06/25/32	THB	9,857,000		331,901
Total Thailand (Cost: $11,379,773)						11,788,482
Total Fixed Income Securities (Cost: $144,971,506)						141,634,112
			Shares
MONEY MARKET INVESTMENTS—3.8%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 4.18%(3)				5,742,906		5,742,906
Total Money Market Investments (Cost: $5,742,906)						5,742,906
Total Investments (96.9%) (Cost: $150,714,412)						147,377,018
Excess Of Other Assets Over Liabilities (3.1%)						4,687,673
Total Net Assets (100.0%)					$	152,064,691

TCW Emerging Markets Local Currency Income Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

FORWARD CURRENCY CONTRACTS
Counterparty	Contracts to Deliver		Units of Currency		Settlement Date		In Exchange for U.S. Dollars		Contracts at Value		Unrealized Appreciation (Depreciation)
BUY (4)
Bank of America		CNH		14,708,328		04/13/23	$	2,185,000	$	2,186,292	$	1,292
Bank of America		IDR		14,904,061,873		02/17/23		982,340		993,946		11,606
Bank of America		IDR		32,777,189,764		06/06/23		2,096,800		2,182,175		85,375
Bank of America		PLN		6,468,774		03/06/23		1,438,666		1,486,843		48,177
Barclays Capital		CZK		10,768,073		02/07/23		428,000		491,237		63,237
Barclays Capital		EUR		447,356		04/03/23		483,268		487,708		4,440
Barclays Capital		IDR		7,905,186,366		02/17/23		521,760		527,194		5,434
Barclays Capital		IDR		9,317,516,118		06/06/23		594,570		620,323		25,753
Barclays Capital		MXN		30,562,000		02/21/23		1,480,000		1,620,206		140,206
Barclays Capital		TRY		27,113,298		03/23/23		1,376,100		1,404,909		28,809
BNP Paribas S.A.		ZAR		6,357,144		03/02/23		367,334		363,881		(3,453	)
BNP Paribas S.A.		ZAR		19,758,814		03/23/23		1,132,921		1,128,975		(3,946	)
Citibank N.A.		EGP		24,929,926		02/14/23		978,412		817,279		(161,133	)
Goldman Sachs & Co.		CZK		54,474,928		02/07/23		2,346,337		2,485,134		138,797
JP Morgan Chase Bank		EGP		23,407,583		02/15/23		913,288		766,694		(146,594	)
JP Morgan Chase Bank		HUF		555,571,440		04/27/23		1,519,201		1,501,139		(18,062	)
JP Morgan Chase Bank		IDR		7,689,375,600		06/06/23		486,300		511,928		25,628
JP Morgan Chase Bank		THB		49,687,567		02/17/23		1,504,100		1,507,621		3,521
JP Morgan Chase Bank		THB		131,672,116		04/10/23		4,028,453		4,015,941		(12,512	)
Morgan Stanley & Co.		PLN		7,193,410		03/06/23		1,638,291		1,653,401		15,110
Standard Chartered Bank		ZAR		3,271,497		03/02/23		187,100		187,259		159
							$	26,688,241	$	26,940,085	$	251,844
SELL (5)
Bank of America		IDR		10,264,017,987		02/17/23	$	679,826	$	684,503	$	(4,677	)
Bank of America		MXN		30,562,000		02/21/23		1,470,140		1,620,207		(150,067	)
Barclays Capital		EUR		447,356		04/03/23		480,200		487,707		(7,507	)
Goldman Sachs & Co.		IDR		12,545,230,252		02/17/23		831,085		836,636		(5,551	)
JP Morgan Chase Bank		CZK		20,446,294		02/07/23		908,141		932,756		(24,615	)
JP Morgan Chase Bank		IDR		11,611,628,573		06/06/23		768,371		773,056		(4,685	)
JP Morgan Chase Bank		ZAR		9,628,641		03/02/23		553,099		551,140		1,959
Standard Chartered Bank		IDR		38,172,452,909		06/06/23		2,554,196		2,541,371		12,825
							$	8,245,058	$	8,427,376	$	(182,318	)

Notes to the Schedule of Investments:
BRL	Brazilian Real.
CLP	Chilean Peso.
CNH	Chinese Yuan Renminbi.
CNY	Chinese Yuan.
COP	Colombian Peso.
CZK	Czech Koruna.
EGP	Egyptian Pound.
EUR	Euro Currency.
HUF	Hungarian Forint.
IDR	Indonesian Rupiah.
MXN	Mexican Peso.
MYR	Malaysian Ringgit.
PEN	Peruvian Nuevo Sol.
PLN	Polish Zloty.
RON	Romanian New Leu.
THB	Thai Baht.
TRY	Turkish New Lira.
ZAR	South African Rand.
(1)	Security is not accruing interest.
(2)	Investments issued under Regulation S of the Securities Act of 1933, as amended, may not be offered, sold, or delivered within the United States except under special exemptions. At January 31, 2023, the value of these securities amounted to $5,219,316 or 3.4% of net assets.
(3)	Rate disclosed is the 7-day net yield as of January 31, 2023.
(4)	Fund buys foreign currency, sells U.S. Dollar.
(5)	Fund sells foreign currency, buys U.S. Dollar.

TCW Emerging Markets Local Currency Income Fund
Investments by Sector (Unaudited)	January 31, 2023

Sector	Percentage of Net Assets
Banks		0.8	%
Foreign Government Bonds		92.3
Money Market Investments		3.8
Total		96.9	%

TCW Emerging Markets Local Currency Income Fund
Fair Valuation Summary (Unaudited)	January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Banks	$	—	$	1,265,458		$	—	$	1,265,458
Foreign Government Bonds		—		140,368,654			—		140,368,654
Total Fixed Income Securities		—		141,634,112			—		141,634,112
Money Market Investments		5,742,906		—			—		5,742,906
Total Investments		5,742,906		141,634,112			—		147,377,018
Asset Derivatives
Forward Currency Contracts
Foreign Currency Risk		—		612,328			—		612,328
Total	$	5,742,906	$	142,246,440		$	—	$	147,989,346
Liability Derivatives
Forward Currency Contracts
Foreign Currency Risk	$	—	$	(542,802	)	$	—	$	(542,802	)
Total	$	—	$	(542,802	)	$	—	$	(542,802	)

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—74.5%
ASSET-BACKED SECURITIES—18.2%
Aimco CLO, Ltd. (20-11A-AR) 5.92% (3 mo. USD LIBOR + 1.130%)(1),(2)		10/17/34	$	5,000	$	4,943
Americredit Automobile Receivables Trust (19-1-D) 3.62%		03/18/25		355,000		350,754
AmeriCredit Automobile Receivables Trust (20-1-C) 1.59%		10/20/25		350,000		338,193
Barings CLO, Ltd. (13-IA-AR) 5.61% (3 mo. USD LIBOR + 0.800%)(1),(2)		01/20/28		25,336		25,203
Brazos Higher Education Authority, Inc. (11-1-A2) 5.50% (3 mo. USD LIBOR + 0.800%)(2)		02/25/30		2,975		2,964
Carvana Auto Receivables Trust (22-P3-A3) 4.61%		11/10/27		240,000		234,001
CF Hippolyta Issuer LLC (20-1-A1) 1.69%(1)		07/15/60		180,501		163,651
CF Hippolyta Issuer LLC (21-1A-A1) 1.53%(1)		03/15/61		274,238		242,045
Drive Auto Receivables Trust (21-1-D) 1.45%		01/16/29		427,000		400,178
Drive Auto Receivables Trust (21-2-C) 0.87%		10/15/27		300,000		290,167
Dryden 30 Senior Loan Fund (13-30A-AR) 5.43% (3 mo. USD LIBOR + 0.820%)(1),(2)		11/15/28		67,260		66,692
Educational Services of America, Inc. (12-2-A) 5.24% (1 mo. USD LIBOR + 0.730%)(1),(2)		04/25/39		1,946		1,925
Exeter Automobile Receivables Trust (21-1A-D) 1.08%		11/16/26		340,000		319,745
Exeter Automobile Receivables Trust (21-4A-C) 1.46%		10/15/27		515,000		488,738
Flagship Credit Auto Trust (19-4-D) 3.12%(1)		01/15/26		430,000		414,114
Global SC Finance II SRL (14-1A-A2) 3.09%(1)		07/17/29		13,102		12,645
LCM XXI LP (21A-AR) 5.69% (3 mo. USD LIBOR + 0.880%)(1),(2)		04/20/28		119,691		118,924
Magnetite XVI, Ltd. (15-16A-AR) 5.59% (3 mo. USD LIBOR + 0.800%)(1),(2)		01/18/28		26,922		26,780
Magnetite XVIII, Ltd. (16-18A-AR2) 5.49% (3 mo. USD LIBOR + 0.880%)(1),(2)		11/15/28		53,062		52,754
Navient Private Education Refi Loan Trust (20-BA-A2) 2.12%(1)		01/15/69		18,549		16,995
Navient Private Education Refi Loan Trust (21-BA-A) 0.94%(1)		07/15/69		223,357		196,106
Navient Private Education Refi Loan Trust (21-CA-A) 1.06%(1)		10/15/69		108,199		94,983
Navient Student Loan Trust (16-6A-A2) 5.26% (1 mo. USD LIBOR + 0.750%)(1),(2)		03/25/66		4,764		4,762
Nelnet Student Loan Trust (12-5A-A) 5.11% (1 mo. USD LIBOR + 0.600%)(1),(2)		10/27/36		1,816		1,763
NYACK Park CLO, Ltd. (21-1A-X) 5.46% (3 mo. USD LIBOR + 0.650%)(1),(2)		10/20/34		2,500		2,471
Oak Street Investment Grade Net Lease Fund (20-1A-A1) 1.85%(1)		11/20/50		125,088		113,014
Palmer Square Loan Funding, Ltd. (20-1A-A1) 5.48% (3 mo. USD LIBOR + 0.800%)(1),(2)		02/20/28		75,289		75,028
Palmer Square Loan Funding, Ltd. (21-2A-A1) 5.48% (3 mo. USD LIBOR + 0.800%)(1),(2)		05/20/29		94,382		93,457
PFS Financing Corp. (22-B-A) 4.88% (SOFR30A + 0.600%)(1),(2)		02/15/26		145,000		143,525
Progress Residential Trust (19-SFR3-A) 2.27%(1)		09/17/36		9,901		9,432
Progress Residential Trust (21-SFR1-C) 1.56%(1)		04/17/38		252,000		220,701
ReadyCap Commercial Mortgage Trust (18-4-A) 3.39%(1)		02/27/51		127,235		122,097
ReadyCap Commercial Mortgage Trust (19-6-A) 2.83%(1)		10/25/52		114,445		106,682
Santander Drive Auto Receivables Trust (19-2-D) 3.22%		07/15/25		176,787		175,550
Santander Drive Auto Receivables Trust (20-4-C) 1.01%		01/15/26		216,051		213,699
Santander Drive Auto Receivables Trust (21-1-D) 1.13%		11/16/26		330,000		314,393
Santander Drive Auto Receivables Trust (21-2-B) 0.59%		09/15/25		25,454		25,407
SLC Student Loan Trust (08-1-A4A) 6.37% (3 mo. USD LIBOR + 1.600%)(2)		12/15/32		98,767		99,359
SLM Student Loan Trust (05-7-A4) 4.97% (3 mo. USD LIBOR + 0.150%)(2)		10/25/29		4,113		4,087
SLM Student Loan Trust (08-3-A3) 5.82% (3 mo. USD LIBOR + 1.000%)(2)		10/25/21		6,843		6,614
SLM Student Loan Trust (08-3-B) 6.02% (3 mo. USD LIBOR + 1.200%)(2)		04/26/83		10,000		9,293
SLM Student Loan Trust (13-4-A) 5.06% (1 mo. USD LIBOR + 0.550%)(2)		06/25/43		6,028		5,811
SLM Student Loan Trust (13-6-A3) 5.16% (1 mo. USD LIBOR + 0.650%)(2)		06/26/28		6,873		6,623
SoFi Professional Loan Program LLC (17-A-A1) 5.21% (1 mo. USD LIBOR + 0.700%)(1),(2)		03/26/40		10,230		10,168
SoFi Professional Loan Program LLC (17-F-A2FX) 2.84%(1)		01/25/41		132,464		128,018
Sofi Professional Loan Program LLC (19-A-A2FX) 3.69%(1)		06/15/48		137,498		132,651
SoFi Professional Loan Program Trust (21-B-AFX) 1.14%(1)		02/15/47		189,133		161,062

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
ASSET-BACKED SECURITIES (Continued)
Stack Infrastructure Issuer LLC (19-2A-A2) 3.08%(1)		10/25/44	$	84,000	$	79,878
Stack Infrastructure Issuer LLC (20-1A-A2) 1.89%(1)		08/25/45		200,000		182,200
Tricon American Homes Trust (17-SFR2-B) 3.28%(1)		01/17/36		5,000		4,886
United States Small Business Administration (09-20G-1) 4.30%		07/01/29		40,967		39,557
United States Small Business Administration (10-20E-1) 4.11%		05/01/30		23,594		22,702
VOYA CLO (17-2A-A1R) 5.77% (3 mo. USD LIBOR + 0.980%)(1),(2)		06/07/30		304,311		302,074
Total Asset-Backed Securities (Cost: $6,794,396)						6,679,464
COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—2.2%
Fannie Mae, Pool #AM1671 2.10%		12/01/27		21,395		20,096
Freddie Mac Multifamily Structured Pass Through Certificates (KJ28-A1) 1.77%		02/25/25		7,903		7,903
Freddie Mac Multifamily Structured Pass-Through Certificates (KF57-A) 4.93% (1 mo. USD LIBOR + 0.540%)(2)		12/25/28		63,522		63,072
Freddie Mac Multifamily Structured Pass-Through Certificates (KF66-A) 4.91% (1 mo. USD LIBOR + 0.520%)(2)		07/25/29		43,313		43,212
Freddie Mac Multifamily Structured Pass-Through Certificates (K033-X1) (I/O) 0.28%(3)		07/25/23		15,117,855		10,820
Freddie Mac Multifamily Structured Pass-Through Certificates (K726-X1) (I/O) 0.90%(3)		04/25/24		9,254,487		69,937
Freddie Mac Multifamily Structured Pass-Through Certificates (KJ30-A1) 0.53%		01/25/25		9,618		9,469
Freddie Mac Multifamily Structured Pass-Through Certificates (KJ31-A1) 0.57%		05/25/26		14,649		14,188
Freddie Mac Multifamily Structured Pass-Through Certificates (KJ32-A1) 0.52%		06/25/25		16,302		15,473
Freddie Mac Multifamily Structured Pass-Through Certificates (KS07-X) (I/O) 0.63%(3)		09/25/25		480,485		7,142
Freddie Mac Multifamily Structured Pass-Through Certificates (Q004-A2H) 3.34%(3)		01/25/46		88,723		88,182
Freddie Mac Multifamily Structured Pass-Through Certificates (Q004-AFL) 3.53% (12 mo. Monthly Treasury Average Index + 0.740%)(2)		05/25/44		72,906		71,598
Freddie Mac Multifamily Structured Pass-Through Certificates (Q008-A) 4.78% (1 mo. USD LIBOR + 0.390%)(2)		10/25/45		54,514		54,031
Freddie Mac Multifamily Structured Pass-Through Certificates (Q013-APT1) 1.50%(3)		05/25/50		77,049		73,351
Ginnie Mae, Pool #776870 4.90%		12/15/52		38,964		38,964
Ginnie Mae, Pool #767414 5.55%		02/15/26		10,184		10,145
Ginnie Mae, Pool #669551 5.75%		10/15/32		35,603		35,872
Ginnie Mae, Pool #625835 6.00%		11/15/34		25,290		25,594
Ginnie Mae, Pool #669522 6.00%		07/15/43		26,020		26,276
Ginnie Mae, Pool #749547 6.00%		04/15/53		52,731		52,420
Ginnie Mae (12-123-IO) (I/O) 0.63%(3)		12/16/51		87,387		1,370
Ginnie Mae (13-1-IO) (I/O) 0.58%(3)		02/16/54		41,079		465
Ginnie Mae (14-157-C) 3.15%(3)		10/16/54		76,260		74,154
Total Commercial Mortgage-Backed Securities—Agency (Cost: $814,578)						813,734
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—6.5%
AREIT 2019-CRE3 Trust (19-CRE3-A) 5.87% (SOFR + 1.384%)(1),(2)		09/14/36		14,077		13,883
BANK (18-BN14-A2) 4.13%		09/15/60		1,922		1,880
BB-UBS Trust (12-SHOW-XA) (I/O) 0.60%(1),(3)		11/05/36		6,396,000		61,208
BBCMS Trust (18-BXH-A) 5.46% (1 mo. USD LIBOR + 1.000%)(1),(2)		10/15/37		8,346		8,150
Benchmark Mortgage Trust (18-B6-A2) 4.20%		10/10/51		6,520		6,367
BX Commercial Mortgage Trust (20-VKNG-A) 5.52% (SOFR + 1.044%)(1),(2)		10/15/37		178,901		176,203
BX Commercial Mortgage Trust (21-CIP-A) 5.38% (1 mo. USD LIBOR + 0.921%)(1),(2)		12/15/38		110,000		107,836
BX Trust (21-MFM1-A) 5.16% (1 mo. USD LIBOR + 0.700%)(1),(2)		01/15/34		20,000		19,599
BXHPP Trust (21-FILM-A) 5.11% (1 mo. USD LIBOR + 0.650%)(1),(2)		08/15/36		100,000		95,201
BXMT, Ltd. (20-FL3-A) 5.81% (SOFR30A + 1.514%)(1),(2)		11/15/37		100,000		98,621
Citigroup Commercial Mortgage Trust (14-GC21-XA) (I/O) 1.12%(3)		05/10/47		5,043,879		51,422
Citigroup Commercial Mortgage Trust (15-GC27-XA) (I/O) 1.31%(3)		02/10/48		1,845,687		35,890
Cold Storage Trust (20-ICE5-A) 5.36% (1 mo. USD LIBOR + 0.900%)(1),(2)		11/15/37		137,619		135,678
COMM Mortgage Trust (12-CR4-A3) 2.85%		10/15/45		135,349		127,389

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
COMM Mortgage Trust (12-CR4-XA) (I/O) 1.23%(3)		10/15/45	$	161,743	$	—
COMM Mortgage Trust (13-CR11-XA) (I/O) 0.90%(3)		08/10/50		523,462		1,278
COMM Mortgage Trust (14-CR14-A2) 3.15%		02/10/47		49,645		49,320
COMM Mortgage Trust (14-CR17-XA) (I/O) 0.95%(3)		05/10/47		5,237,582		42,277
COMM Mortgage Trust (15-LC23-A2) 3.22%		10/10/48		1,350		1,292
COMM Mortgage Trust (15-PC1-A4) 3.62%		07/10/50		63,680		61,791
DBGS Mortgage Trust (18-BIOD-A) 5.26% (1 mo. USD LIBOR + 0.803%)(1),(2)		05/15/35		137,064		135,962
FS Rialto (19-FL1-A) 5.66% (1 mo. USD LIBOR + 1.200%)(1),(2)		12/16/36		54,116		53,683
GS Mortgage Securities Trust (11-GC5-XA) (I/O) 0.00% (1),(3)		08/10/44		169,513		2
GS Mortgage Securities Trust (13-GC13-AAB) 3.72%(3)		07/10/46		383		382
GS Mortgage Securities Trust (14-GC18-AAB) 3.65%		01/10/47		86,226		85,316
Houston Galleria Mall Trust (15-HGLR-A1A1) 3.09%(1)		03/05/37		250,000		233,722
JPMBB Commercial Mortgage Securities Trust (13-C17-XA) (I/O) 0.69%(3)		01/15/47		111,368		380
JPMBB Commercial Mortgage Securities Trust (14-C19-A3) 3.67%		04/15/47		1,419		1,396
JPMBB Commercial Mortgage Securities Trust (14-C21-ASB) 3.43%		08/15/47		9,294		9,138
JPMorgan Chase Commercial Mortgage Securities Trust (13-LC11-XA) (I/O) 1.24%(3)		04/15/46		4,589,424		20,451
LB-UBS Commercial Mortgage Trust (06-C6-XCL) (I/O) 0.43%(1),(3),(4)		09/15/39		289,760		35
MBRT (19-MBR-A) 5.66% (1 mo. USD LIBOR + 1.200%)(1),(2)		11/15/36		125,000		123,490
MF1, Ltd. (20-FL4-A) 6.30% (SOFR + 1.814)(1),(2)		11/15/35		89,792		90,133
Morgan Stanley Bank of America Merrill Lynch Trust (13-C10-A3) 3.96%(3)		07/15/46		18,934		18,834
Morgan Stanley Bank of America Merrill Lynch Trust (13-C10-A4) 4.07%(3)		07/15/46		44,588		44,299
Morgan Stanley Bank of America Merrill Lynch Trust (13-C11-AAB) (TAC) 3.85%		08/15/46		15,020		14,959
Morgan Stanley Bank of America Merrill Lynch Trust (14-C15-XA) (I/O) 0.87%(3)		04/15/47		761,672		3,249
Morgan Stanley Capital I Trust (15-MS1-ASB) 3.46%		05/15/48		4,864		4,744
SREIT Trust (21-MFP2-A) 5.28% (1 mo. USD LIBOR + 0.822%)(1),(2)		11/15/36		100,000		97,964
STWD Trust (21-FLWR-A) 5.04% (1 mo. USD LIBOR + 0.577%)(1),(2)		07/15/36		110,000		107,028
Wells Fargo Commercial Mortgage Trust (17-SMP-A) 5.33% (1 mo. USD LIBOR + 0.875%)(1),(2)		12/15/34		100,000		93,348
Wells Fargo Commercial Mortgage Trust (20-C55-A1) 1.86%		02/15/53		96,004		92,503
WFRBS Commercial Mortgage Trust (13-C14-XA) (I/O) 0.65%(3)		06/15/46		874,541		79
WFRBS Commercial Mortgage Trust (14-C20-A4) 3.72%		05/15/47		4,459		4,376
WFRBS Commercial Mortgage Trust (14-C20-XA) (I/O) 0.90%(3)		05/15/47		952,141		7,760
WFRBS Commercial Mortgage Trust (14-C21-XA) (I/O) 1.00%(3)		08/15/47		3,572,233		39,634
Total Commercial Mortgage-Backed Securities—Non-Agency (Cost: $2,447,970)						2,378,152
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY—4.3%
Fannie Mae (02-41-F) 5.06% (1 mo. USD LIBOR + 0.550%)(2)		07/25/32		12,655		12,697
Fannie Mae (05-90-FC) (PAC) 4.76% (1 mo. USD LIBOR + 0.250%)(2)		10/25/35		214,626		213,154
Fannie Mae (05-W3-2AF) 4.73% (1 mo. USD LIBOR + 0.220%)(2)		03/25/45		5,535		5,478
Fannie Mae (11-110-FE) (PAC) 4.91% (1 mo. USD LIBOR + 0.400%)(2)		04/25/41		10,193		10,148
Fannie Mae (11-84-F) (PAC) 4.86% (1 mo. USD LIBOR + 0.350%)(2)		01/25/40		2,426		2,425
Fannie Mae (18-94-KD) (PAC) 3.50%		12/25/48		46,405		44,353
Fannie Mae (13-130-BF) 4.76% (1 mo. USD LIBOR + 0.250%)(2)		07/25/43		101,598		100,531
Freddie Mac (3016-GF) 4.81% (1 mo. USD LIBOR + 0.350%)(2)		08/15/25		37,703		37,676
Freddie Mac (3153-FJ) 4.70% (1 mo. USD LIBOR + 0.380%)(2)		05/15/36		250,344		249,115
Freddie Mac (3954-PF) (PAC) 4.96% (1 mo. USD LIBOR + 0.500%)(2)		07/15/41		241,907		240,478
Freddie Mac (2631-DF) 4.86% (1mo. USD LIBOR + 0.400)(2)		06/15/33		223,005		222,738
Freddie Mac (3055-MF) 4.86% (1 mo. USD LIBOR + 0.400%)(2)		10/15/35		296,602		294,898
Freddie Mac (3320-FC) 4.63% (1 mo. USD LIBOR + 0.170%)(2)		05/15/37		74,455		74,250

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY (Continued)
Ginnie Mae (02-72-FB) (PAC) 4.89% (1 mo. USD LIBOR + 0.400%)(2)		10/20/32	$	15,813	$	15,805
Ginnie Mae (02-72-FC) (PAC) 4.89% (1 mo. USD LIBOR + 0.400%)(2)		10/20/32		15,427		15,420
Ginnie Mae II, Pool #MA6081 3.50%		08/20/49		51,275		47,908
Total Residential Mortgage-backed Securities—Agency (Cost: $1,590,978)						1,587,074
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—9.3%
Alternative Loan Trust (05-56-4A1) 5.13% (1 mo. USD LIBOR + 0.620%)(2)		11/25/35		21,871		19,235
American Home Mortgage Investment Trust (04-3-4A) 3.57% (6 mo. USD LIBOR + 1.500%)(2)		10/25/34		49,346		48,654
Angel Oak Mortgage Trust (22-2-A1) 3.35% (1), (3)		01/25/67		177,184		167,030
Asset Backed Securities Corp. Home Equity Loan Trust (05-HE6-M4) 5.47% (1 mo. USD LIBOR + 0.960%)(2)		07/25/35		7,244		7,214
Bear Stearns Asset Backed Securities (04-AC1-A2) 5.01% (1 mo. USD LIBOR + 0.500%)(2)		03/25/34		45,124		44,738
Bear Stearns Asset-Backed Securities Trust (06-HE9-3A) 4.65% (1 mo. USD LIBOR + 0.140%)(2)		11/25/36		108,186		104,847
BNC Mortgage Loan Trust (06-2-A4) 4.83% (1 mo. USD LIBOR + 0.320%)(2)		11/25/36		38,139		36,940
Centex Home Equity Loan Trust (05-A-M1) 5.23% (1 mo. USD LIBOR + 0.720%)(2)		01/25/35		42,539		42,097
Centex Home Equity Loan Trust (05-B-M3) 5.20% (1 mo. USD LIBOR + 0.690%)(2)		03/25/35		54,563		51,588
Centex Home Equity Loan Trust (05-D-M5) 5.47% (1 mo. USD LIBOR + 0.960%)(2)		10/25/35		300,000		291,958
CHL Mortgage Pass-Through Trust (04-25-1A1) 5.17% (1 mo. USD LIBOR + 0.660%)(2)		02/25/35		88,922		82,604
Citigroup Mortgage Loan Trust (04-OPT1-M3) 5.45% (1 mo. USD LIBOR + 0.945%)(2)		10/25/34		74,965		71,769
Citigroup Mortgage Loan Trust, Inc. (06-WFH3-M2) 4.96% (1 mo. USD LIBOR + 0.450%)(2)		10/25/36		21,713		21,609
COLT Mortgage Loan Trust (21-2-A1) 0.92% (1),(3)		08/25/66		541,997		445,529
CWABS Asset-Backed Certificates Trust (04-7-MV4) 4.06% (1 mo. USD LIBOR + 1.650%)(2)		12/25/34		74,929		72,934
DSLA Mortgage Loan Trust (05-AR1-2A1A) 4.97% (1 mo. USD LIBOR + 0.500%)(2)		02/19/45		70,980		69,411
Encore Credit Receivables Trust (05-3-M4) 5.41% (1 mo. USD LIBOR + 0.900%)(2)		10/25/35		19,028		18,348
First Franklin Mortgage Loan Asset-Backed Certificates (04-FF5-A3C) 5.51% (1 mo. USD LIBOR + 1.000%)(2)		08/25/34		4,311		4,045
Impac CMB Trust (04-6-1A1) 5.31% (1 mo. USD LIBOR + 0.800%)(2)		10/25/34		55,405		53,325
Impac CMB Trust (05-5-A1) 5.15% (1 mo. USD LIBOR + 0.320%)(2)		08/25/35		131,531		118,556
JP Morgan Alternative Loan Trust (07-S1-A1) 5.07% (1 mo. USD LIBOR + 0.560%)(2)		04/25/47		65,806		61,473
JPMorgan Mortgage Acquisition Trust (06-ACC1-M1) 4.91% (1 mo. USD LIBOR + 0.405%)(2)		05/25/36		6,369		6,931
JPMorgan Mortgage Trust (05-A5-TA1) 4.16%(3)		08/25/35		499		461
JPMorgan Mortgage Trust (05-A6-7A1) 3.96%(3)		08/25/35		6,384		5,299
MASTR Adjustable Rate Mortgages Trust (04-13-3A1) 3.87%(3)		11/21/34		11,309		10,256
MASTR Adjustable Rate Mortgages Trust (07-1-I2A1) 4.83% (1mo. USD LIBOR + 0.320%)(2)		01/25/47		97,290		95,686
MASTR Seasoned Securitization Trust (05-1-4A1) 4.32%(3)		10/25/32		9,279		8,757
Morgan Stanley ABS Capital I, Inc. (05-HE1-M1) 5.18% (1 mo. USD LIBOR + 0.675%)(2)		12/25/34		32,933		31,155
MortgageIT Trust (05-3-A1) 5.11% (1 mo. USD LIBOR + 0.600%)(2)		08/25/35		2,818		2,644
MortgageIT Trust (05-3-A2) 5.21% (1 mo. USD LIBOR + 0.700%)(2)		08/25/35		14,091		13,214
MortgageIT Trust (05-5-A1) 5.03% (1 mo. USD LIBOR + 0.520%)(2)		12/25/35		13,596		12,893
Nationstar Home Equity Loan Trust (07-A-M1) 4.78% (1 mo. USD LIBOR + 0.270%)(2)		03/25/37		415,000		394,883
Nationstar Home Equity Loan Trust (07-B-2AV4) 4.83% (1 mo. USD LIBOR + 0.320%)(2)		04/25/37		54,410		52,925
Nationstar Home Equity Loan Trust (07-C-1AV1) 4.68% (1 mo. USD LIBOR + 0.175%)(2)		06/25/37		41,701		40,763
Nomura Home Equity Loan, Inc. Home Equity Loan Trust (06-HE1-M1) 5.12% (1 mo. USD LIBOR + 0.615%)(2)		02/25/36		26,319		26,266
Ownit Mortgage Loan Asset-Backed Certificates (06-3-A2D) 5.05% (1 mo. USD LIBOR + 0.540%)(2)		03/25/37		139,249		132,433
Park Place Securities, Inc. (05-WHQ2-M3) 5.23% (1 mo. USD LIBOR + 0.720%)(2)		05/25/35		48,521		47,054
Park Place Securities, Inc. (05-WHQ3-M4) 5.45% (1 mo. USD LIBOR + 0.945%)(2)		06/25/35		53,754		53,281
RASC Trust (05-AHL2-M1) 5.14% (1 mo. USD LIBOR + 0.630%)(2)		10/25/35		13,715		13,674

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
Securitized Asset Backed Receivables LLC Trust (06-CB5-A3) 4.79% (1 mo. USD LIBOR + 0.280%)(2)		06/25/36	$	69,407	$	44,634
Structured Adjustable Rate Mortgage Loan Trust (05-17-3A1) 3.97%(3)		08/25/35		11,285		9,815
Structured Asset Investment Loan Trust (05-HE2-M2) 5.26% (1 mo. USD LIBOR + 0.750%)(2)		07/25/35		122,306		115,872
Structured Asset Securities Corp. (07-BC1-A4) 4.64% (1 mo. USD LIBOR + 0.130%)(2)		02/25/37		42,249		42,030
Towd Point Mortgage Trust (17-1-A1) 2.75%(1),(3)		10/25/56		17,076		16,723
WaMu Mortgage Pass-Through Certificates (05-AR13-A1A1) 5.09% (1 mo. USD LIBOR + 0.580%)(2)		10/25/45		45,450		42,544
WaMu Mortgage Pass-Through Certificates (05-AR2-2A1B) 5.25% (1 mo. USD LIBOR + 0.740%)(2)		01/25/45		91,788		88,532
WaMu Mortgage Pass-Through Certificates (05-AR8-2A1A) 5.09% (1 mo. USD LIBOR + 0.580%)(2)		07/25/45		204,961		185,142
WaMu Mortgage Pass-Through Certificates (06-AR1-2A1A) 3.50% (12 mo. Monthly Treasury Average Index + 1.070%)(2)		01/25/46		49,772		45,876
Wells Fargo Home Equity Asset-Backed Securities Trust (07-2-A3) 4.74% (1 mo. USD LIBOR + 0.230%)(2)		04/25/37		40,806		39,664
Total Residential Mortgage-Backed Securities—Non-Agency (Cost: $3,488,584)						3,413,311
CORPORATE BONDS—33.9%
Aerospace & Defense—0.4%
BAE Systems Holdings, Inc. 3.85%(1)		12/15/25		85,000		82,961
Boeing Co. (The) 1.43%		02/04/24		45,000		43,380
						126,341
Agriculture—0.9%
BAT Capital Corp. 3.56%		08/15/27		220,000		205,266
Imperial Brands Finance PLC (United Kingdom) 3.13%(1)		07/26/24		120,000		115,913
						321,179
Airlines — 0.0%
US Airways Group, Inc. Pass-Through Certificates (12-1-A) (EETC) 5.90%		04/01/26		4,751		4,635
Auto Manufacturers — 0.0%
Mercedes-Benz Finance North America LLC 1.75%(1)		03/10/23		15,000		14,961
Banks — 15.1%
ABN AMRO Bank NV 2.47% (U.S. 1-year Treasury Constant Maturity Rate + 1.100%)(1),(2)		12/13/29		75,000		63,601
Bank of America Corp.
0.98% (SOFR + 0.690%)(2)		04/22/25		180,000		170,631
1.32% (SOFR + 1.150%)(2)		06/19/26		135,000		123,722
1.73% (SOFR + 0.960%)(2)		07/22/27		540,000		484,126
3.37% (3 mo. USD LIBOR + 0.810%)(2)		01/23/26		10,000		9,666
4.38% (U.S. 5 year Treasury Constant Maturity Rate + 2.760%)(2),(5)		01/27/27		10,000		9,108
Citigroup, Inc.
2.01% (SOFR+ 0.694%)(2)		01/25/26		50,000		47,040
3.07% (SOFR + 1.280%)(2)		02/24/28		320,000		297,619
3.67% (3 mo. USD LIBOR + 1.390%)(2)		07/24/28		110,000		104,203
Credit Suisse Group AG (Switzerland)
1.31% (SOFR + 0.980%)(1),(2)		02/02/27		265,000		220,228
3.09% (SOFR + 1.730%)(1),(2)		05/14/32		260,000		197,816
Discover Bank 4.20%		08/08/23		10,000		9,963
DNB Bank ASA 1.13% (U.S. 1-year Treasury Constant Maturity Rate + 0.850%)(1),(2)		09/16/26		150,000		134,007
Goldman Sachs Group, Inc. (The)
1.43% (SOFR + 0.798%)(2)		03/09/27		5,000		4,478
2.38% (SOFR + 1.248%)(2)		07/21/32		5,000		4,098
2.64% (SOFR + 1.114%)(2)		02/24/28		370,000		339,394
3.27% (3 mo. USD LIBOR + 1.201%)(2)		09/29/25		60,000		58,173
HSBC Holdings PLC (United Kingdom)
0.98% (SOFR + 0.708%)(2)		05/24/25		250,000		235,195
2.21% (SOFR + 1.285%)(2)		08/17/29		75,000		63,632
2.80% (SOFR + 1.187%)(2)		05/24/32		110,000		90,929
ING Groep NV 3.87% (SOFR + 1.640%)(2)		03/28/26		100,000		97,401
JPMorgan Chase & Co.
0.56% (SOFR + 0.420%)(2)		02/16/25		65,000		61,823
0.70% (SOFR + 0.580%)(2)		03/16/24		50,000		49,708
1.95% (SOFR + 1.065%)(2)		02/04/32		35,000		28,152
2.55% (SOFR + 1.180%)(2)		11/08/32		25,000		20,772
2.95% (SOFR + 1.170%)(2)		02/24/28		605,000		561,216

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
Banks (Continued)
Macquarie Group, Ltd. (Australia)
1.20% (SOFR + 0.694%)(1),(2)		10/14/25	$	140,000	$	129,727
1.34% (SOFR + 1.069%)(1),(2)		01/12/27		100,000		88,916
2.87% (SOFR + 1.532%)(1),(2)		01/14/33		5,000		4,048
Morgan Stanley
0.73% (SOFR + 0.616%)(2)		04/05/24		5,000		4,959
1.51% (SOFR + 0.858%)(2)		07/20/27		175,000		156,068
2.48% (SOFR + 1.000%)(2)		01/21/28		525,000		478,842
NatWest Group PLC (United Kingdom)
4.27% (3 mo. USD LIBOR + 1.762%)(2)		03/22/25		135,000		133,215
4.52% (3 mo. USD LIBOR + 1.550%)(2)		06/25/24		75,000		74,626
Santander UK Group Holdings PLC (United Kingdom)
1.53% (U.S. 1-year Treasury Constant Maturity Rate + 1.250%)(2)		08/21/26		130,000		116,678
4.80% (3 mo. USD LIBOR +1.570%)(2)		11/15/24		45,000		44,472
UBS Group AG (Switzerland) 1.36% (U.S. 1 year Treasury Constant Maturity Rate + 1.080%)(1),(2)		01/30/27		150,000		134,392
Wells Fargo & Co.
2.16% (3 mo. USD LIBOR + 0.750%)(2)		02/11/26		100,000		94,388
2.39% (SOFR + 2.100%)(2)		06/02/28		275,000		249,376
3.53% (SOFR + 1.510%)(2)		03/24/28		365,000		347,093
						5,543,501
Beverages—0.1%
Bacardi, Ltd. 4.45%(1)		05/15/25		40,000		39,040
Biotechnology—0.3%
Illumina, Inc. 5.80%		12/12/25		95,000		96,983
Chemicals—0.3%
International Flavors & Fragrances, Inc. 1.23%(1)		10/01/25		125,000		112,477
Commercial Services—0.2%
Global Payments, Inc. 4.45%		06/01/28		55,000		53,115
Diversified Financial Services—2.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust (Ireland)
2.45%		10/29/26		155,000		139,398
3.15%		02/15/24		50,000		48,778
Air Lease Corp.
2.88%		01/15/26		30,000		28,157
3.25%		03/01/25		95,000		91,098
Avolon Holdings Funding, Ltd. 2.53%(1)		11/18/27		25,000		21,592
Capital One Financial Corp. 3.27% (SOFR + 1.790%)(2)		03/01/30		40,000		35,612
Cboe Global Markets, Inc. 3.00%		03/16/32		65,000		56,865
Intercontinental Exchange, Inc. 1.85%		09/15/32		15,000		11,813
ORIX Corp. 5.00%		09/13/27		160,000		163,722
Park Aerospace Holdings, Ltd. 4.50%(1)		03/15/23		147,000		146,855
						743,890
Electric—2.2%
Alliant Energy Finance LLC 1.40%(1)		03/15/26		225,000		197,804
American Electric Power 2.03%		03/15/24		130,000		125,707
Eversource Energy 2.90%		03/01/27		50,000		46,937
ITC Holdings Corp. 4.95%(1)		09/22/27		100,000		101,478
Jersey Central Power & Light Co.
4.30%(1)		01/15/26		125,000		121,902
4.70%(1)		04/01/24		100,000		99,201
Nextera Energy Capital Co. 2.94%		03/21/24		25,000		24,498
NextEra Energy Capital Holdings, Inc. 1.90%		06/15/28		85,000		74,502
						792,029
Entertainment—0.6%
WarnerMedia Holdings, Inc.
3.76%(1)		03/15/27		200,000		187,448
4.28%(1)		03/15/32		10,000		8,902
5.05%(1)		03/15/42		45,000		38,459
						234,809
Food—0.8%
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
3.00%(1)		05/15/32		95,000		75,760
5.13%(1)		02/01/28		75,000		73,572
Kraft Heinz Foods Co. 5.00%		07/15/35		45,000		45,148
Smithfield Foods, Inc. 4.25%(1)		02/01/27		95,000		88,929
						283,409
Gas—0.5%
Southern Co. Gas Capital Corp. 3.25%		06/15/26		175,000		166,440
Health Care-Products—0.3%
PerkinElmer, Inc. 0.85%		09/15/24		125,000		116,986
Health Care-Services—1.7%
Centene Corp. 3.00%		10/15/30		28,000		23,982

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
Health Care-Services (Continued)
Fresenius Medical Care US Finance III, Inc. 1.88%(1)		12/01/26	$	135,000	$	117,458
HCA, Inc.
3.13%(1)		03/15/27		135,000		125,579
5.00%		03/15/24		10,000		9,982
5.25%		06/15/26		100,000		100,222
5.38%		09/01/26		75,000		75,745
Premier Health Partners 2.91%		11/15/26		125,000		111,797
Universal Health Services, Inc. 1.65%		09/01/26		85,000		74,936
						639,701
Insurance—2.0%
Athene Global Funding
2.51%(1)		03/08/24		20,000		19,313
3.21%(1)		03/08/27		70,000		63,758
4.90% (SOFR + 0.700%)(1),(2)		05/24/24		95,000		94,197
Metropolitan Life Global Funding I 3.45%(1)		12/18/26		331,000		315,521
Nationwide Mutual Insurance Co. 7.06% (3 mo. USD LIBOR + 2.290%)(1), (2)		12/15/24		70,000		69,834
Willis North America, Inc.
2.95%		09/15/29		20,000		17,717
3.60%		05/15/24		40,000		39,173
4.65%		06/15/27		95,000		94,075
						713,588
Media—0.7%
Charter Communications Operating LLC / Charter Communications Operating Capital
4.91%		07/23/25		50,000		49,771
6.46% (3 mo. USD LIBOR + 1.650%)(2)		02/01/24		94,000		94,711
Cox Communications, Inc. 3.15%(1)		08/15/24		100,000		97,106
						241,588
Miscellaneous Manufacturers—0.0%
General Electric Co. 5.09% (3 mo. USD LIBOR + 0.480%)(2)		08/15/36		10,000		8,427
Packaging & Containers—0.9%
Amcor Flexibles North America, Inc. 4.00%		05/17/25		210,000		205,857
Berry Global, Inc. 4.88%(1)		07/15/26		130,000		126,785
						332,642
Pharmaceuticals—0.7%
Bayer US Finance II LLC
2.85%(1)		04/15/25		50,000		47,261
4.25%(1)		12/15/25		75,000		73,753
4.38%(1)		12/15/28		145,000		141,081
						262,095
Pipelines—0.9%
Energy Transfer LP
4.05%		03/15/25		50,000		49,084
4.95%		06/15/28		135,000		134,346
Plains All American Pipeline LP / PAA Finance Corp.
4.50%		12/15/26		102,000		99,717
4.65%		10/15/25		50,000		49,514
						332,661
REIT—1.2%
American Assets Trust LP 3.38%		02/01/31		10,000		8,165
CubeSmart LP 2.25%		12/15/28		10,000		8,601
GLP Capital LP / GLP Financing II, Inc.
3.25%		01/15/32		26,000		21,685
5.25%		06/01/25		60,000		59,855
5.38%		11/01/23		60,000		60,059
Hudson Pacific Properties LP
3.95%		11/01/27		30,000		26,368
5.95%		02/15/28		25,000		24,292
Ventas Realty LP 2.65%		01/15/25		5,000		4,777
VICI Properties LP / VICI Note Co., Inc. 5.75%(1)		02/01/27		150,000		149,399
Weyerhaeuser Co. 3.38%		03/09/33		90,000		79,199
						442,400
Retail—0.1%
Alimentation Couche-Tard, Inc. 3.55%(1)		07/26/27		55,000		51,848
Savings & Loans—0.6%
Nationwide Building Society (United Kingdom)
3.77% (3 mo. USD LIBOR + 1.064%)(1),(2)		03/08/24		215,000		214,478
4.36% (3 mo. USD LIBOR + 1.392%)(1),(2)		08/01/24		5,000		4,956
TIAA FSB Holdings, Inc. 5.75%		07/02/25		10,000		9,810
						229,244
Software—0.4%
Oracle Corp. 2.80%		04/01/27		170,000		157,510
Telecommunications—1.0%
Level 3 Financing, Inc.
3.40%(1)		03/01/27		40,000		34,688
3.88%(1)		11/15/29		45,000		36,550
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 5.15%(1)		09/20/29		65,000		64,916
T-Mobile USA, Inc. 3.75%		04/15/27		250,000		240,607
						376,761
Total Corporate Bonds (Cost: $12,858,231)						12,438,260
MUNICIPAL BONDS—0.1%
City of Baltimore MD, General Obligation Unlimited 5.00%		10/15/25		5,000		5,060
Massachusetts School Building Authority 2.50%		02/15/37		20,000		15,075
New York State Urban Development Corp, Revenue Bond 2.54%		03/15/34		15,000		12,266

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
MUNICIPAL BONDS (Continued)
Regents of the University of California Medical Center Pooled Revenue 3.26%		05/15/60		5,000	$	3,620
Total Municipal Bonds (Cost: $44,105)						36,021
Total Fixed Income Securities (Cost: $28,038,842)						27,346,016
MONEY MARKET INVESTMENTS—6.8%
			Shares
State Street Institutional U.S. Government Money Market Fund—Premier Class, 4.18%(6)				2,491,350		2,491,350
Total Money Market Investments (Cost: $2,491,350)						2,491,350
			Principal Amount
SHORT TERM INVESTMENTS—6.9%
U.S. Treasury Securities—6.9%
U.S. Treasury Bill
4.56%(7)		05/25/23	$	570,000		561,824
4.79%(7)		07/20/23		2,000,000		1,957,022
Total U.S. Treasury Securities (Cost: $2,518,381)						2,518,846
Total Investments (88.2%) (Cost: $33,048,573)						32,356,212
Excess Of Other Assets Over Liabilities (11.8%)						4,338,105
Net Assets (100.0%)					$	36,694,317

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Total Return Swaps(8)
Notional     Amount	Expiration Date		Counterparty	Payment Made by Fund	Payment Received by Fund	Payment Frequency	Unrealized Appreciation (Depreciation)			Premium Paid		Value
OTC Swaps
$33,537,078		2/22/23	Credit Suisse International	3-Month U.S. Treasury Bills plus 0.2%	Credit Suisse Custom 24 Total Return Index(9)			37,467			—		37,467
5,916,203		2/22/23	Credit Suisse International	3-Month U.S. Treasury Bills plus 0.2%	Credit Suisse Custom 66 Total Return Index(9)			8,557			—		8,557
2,050,000		2/22/23	Credit Suisse International	Credit Suisse Custom 24 Total Return Index(9)	3-Month U.S. Treasury Bills plus 0.2%			5,617			—		5,617
360,000		2/22/23	Credit Suisse International	Credit Suisse Custom 66 Total Return Index(9)	3-Month U.S. Treasury Bills plus 0.2%			504			—		504
108,000		2/22/23	Credit Suisse International	Credit Suisse Custom 24 Total Return Index(9)	3-Month U.S. Treasury Bills plus 0.2%			(222	)		—		(222	)
61,000		2/22/23	Credit Suisse International	Credit Suisse Custom 24 Total Return Index(9)	3-Month U.S. Treasury Bills plus 0.2%			(564	)		—		(564	)
25,000		2/22/23	Credit Suisse International	Credit Suisse Custom 24 Total Return Index(9)	3-Month U.S. Treasury Bills plus 0.2%			79			—		79
25,000		2/22/23	Credit Suisse International	Credit Suisse Custom 66 Total Return Index(9)	3-Month U.S. Treasury Bills plus 0.2%			53			—		53
25,000		2/22/23	Credit Suisse International	Credit Suisse Custom 24 Total Return Index(9)	3-Month U.S. Treasury Bills plus 0.2%			61			—		61
182,000		2/22/23	Credit Suisse International	Credit Suisse Custom 24 Total Return Index(9)	3-Month U.S. Treasury Bills plus 0.2%			—			—		—
35,000		2/22/23	Credit Suisse International	Credit Suisse Custom 66 Total Return Index(9)	3-Month U.S. Treasury Bills plus 0.2%			—			—		—
							$	51,552		$		$	51,552

Notes to the Schedule of Investments:
ABS	Asset-Backed Securities.
CLO	Collateralized Loan Obligation.
EETC	Enhanced Equipment Trust Certificate.
I/O	Interest Only Security.
PAC	Planned Amortization Class.
REIT	Real Estate Investment Trust.
SOFR	Secured Overnight Financing Rate.
(1)	Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2023, the value of these securities amounted to $9,961,127 or 27.2% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(2)	Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2023.
(3)	Variable rate security. Interest rate disclosed is as of the most recent information available. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
(4)	Restricted security (Note 3).
(5)	Perpetual maturity.

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

(6)	Rate disclosed is the 7-day net yield as of January 31, 2023.
(7)	Rate shown represents yield-to-maturity.
(8)	All or a portion of this security is owned by TCW Cayman Enhanced Commodity Fund, Ltd.
(9)	Custom Index has exposure to the following commodities as shown on the next nine pages.

TCW Enhanced Commodity Strategy Fund
Consolidated Schedule of Investments	January 31, 2023

Components of Total Return Swap

Description(1)	Notional Amount		Weight %			Unrealized Appreciation (Depreciation)
Gold	$	4,983,610		14.86	%	$	1,002
WTI Crude Oil		2,686,320		8.01	%		(92,875	)
Brent Crude Oil		2,528,696		7.54	%		(69,403	)
Natural Gas		2,146,373		6.40	%		(210,089	)
Soybeans		1,911,613		5.70	%		35,877
Corn		1,841,185		5.49	%		8,175
Copper High Grade		1,824,417		5.44	%		(11,214	)
Aluminium Primary		1,529,291		4.56	%		16,941
Silver		1,485,692		4.43	%		(5,578	)
Soybean Meal		1,116,785		3.33	%		43,179
Live Cattle		1,113,431		3.32	%		21,150
Coffee ‘C’ Arabica		1,056,418		3.15	%		154,220
Zinc High Grade		1,046,357		3.12	%		(9,872	)
Soybean Oil		1,043,003		3.11	%		6,813
Nickel Primary		972,575		2.90	%		49,330
SRW Wheat		932,331		2.78	%		25,623
Gasoil		888,733		2.65	%		(39,071	)
Sugar #11		888,733		2.65	%		87,254
RBOB Gasoline		855,195		2.55	%		(19,354	)
Heating Oil		684,156		2.04	%		(31,980	)
Lean Hogs		607,021		1.81	%		4,902
HRW Wheat		593,606		1.77	%		20,036
Cotton		509,764		1.52	%		(1,530	)
Lead Standard		291,773		0.87	%		6,748
United States Treasury Bill		—		—			47,183
	$	33,537,078		100.00	%	$	37,467

(1) Commodity Exposures of the Credit Suisse Custom 24 Total Return Index.

TCW Enhanced Commodity Strategy Fund
Consolidated Schedule of Investments	January 31, 2023

Components of Total Return Swap

Description(1)	Notional Amount		Weight %			Unrealized Appreciation (Depreciation)
Gold	$	879,148		14.86	%	$	224
WTI Crude Oil		473,888		8.01	%		(15,555	)
Brent Crude Oil		446,082		7.54	%		(12,333	)
Natural Gas		378,637		6.40	%		(28,994	)
Soybeans		337,224		5.70	%		5,646
Corn		324,800		5.49	%		834
Copper High Grade		321,841		5.44	%		(1,626	)
Aluminium Primary		269,779		4.56	%		3,612
Silver		262,088		4.43	%		(595	)
Soybean Meal		197,010		3.33	%		5,767
Live Cattle		196,418		3.32	%		2,425
Coffee ‘C’ Arabica		186,360		3.15	%		25,177
Zinc High Grade		184,586		3.12	%		(1,752	)
Soybean Oil		183,994		3.11	%		1,786
Nickel Primary		171,570		2.90	%		8,474
SRW Wheat		164,470		2.78	%		4,199
Gasoil		156,779		2.65	%		(6,884	)
Sugar #11		156,779		2.65	%		14,398
RBOB Gasoline		150,863		2.55	%		(3,614	)
Heating Oil		120,690		2.04	%		(5,258	)
Lean Hogs		107,083		1.81	%		31
HRW Wheat		104,717		1.77	%		3,340
Cotton		89,926		1.52	%		(276	)
Lead Standard		51,471		0.87	%		1,205
United States Treasury Bill		—		—			8,326
	$	5,916,203		100.00	%	$	8,557

(1) Commodity Exposures of the Credit Suisse Custom 66 Total Return Index

TCW Enhanced Commodity Strategy Fund
Consolidated Schedule of Investments	January 31, 2023

Components of Total Return Swap

Description(1)	Notional Amount		Weight %			Unrealized Appreciation (Depreciation)
Gold	$	304,630		14.86	%	$	17
WTI Crude Oil		164,205		8.01	%		5,615
Brent Crude Oil		154,570		7.54	%		5,056
Natural Gas		131,200		6.40	%		21,328
Soybeans		116,850		5.70	%		(3,419	)
Corn		112,545		5.49	%		(2,150	)
Copper High Grade		111,520		5.44	%		814
Aluminium Primary		93,480		4.56	%		(198	)
Silver		90,815		4.43	%		(1,090	)
Soybean Meal		68,265		3.33	%		(2,890	)
Live Cattle		68,060		3.32	%		(1,029	)
Coffee ‘C’ Arabica		64,575		3.15	%		(8,065	)
Zinc High Grade		63,960		3.12	%		601
Soybean Oil		63,755		3.11	%		(344	)
Nickel Primary		59,450		2.90	%		(4,285	)
SRW Wheat		56,990		2.78	%		(3,144	)
Gasoil		54,325		2.65	%		4,256
Sugar #11		54,325		2.65	%		(5,367	)
RBOB Gasoline		52,275		2.55	%		2,137
Heating Oil		41,820		2.04	%		3,062
Lean Hogs		37,105		1.81	%		(415	)
HRW Wheat		36,285		1.77	%		(2,419	)
Cotton		31,160		1.52	%		339
Lead Standard		17,835		0.87	%		(698	)
United States Treasury Bill		—		—			(2,095	)
	$	2,050,000		100.00	%	$	5,617

(1) Commodity Exposures of the Credit Suisse Custom 24 Total Return Index.

TCW Enhanced Commodity Strategy Fund
Consolidated Schedule of Investments	January 31, 2023

Components of Total Return Swap

Description(1)	Notional Amount		Weight %			Unrealized Appreciation (Depreciation)
Gold	$	53,496		14.86	%	$	6
WTI Crude Oil		28,836		8.01	%		991
Brent Crude Oil		27,144		7.54	%		897
Natural Gas		23,040		6.40	%		2,925
Soybeans		20,520		5.70	%		(516	)
Corn		19,764		5.49	%		(318	)
Copper High Grade		19,584		5.44	%		161
Aluminium Primary		16,416		4.56	%		(43	)
Silver		15,948		4.43	%		(203	)
Soybean Meal		11,988		3.33	%		(446	)
Live Cattle		11,952		3.32	%		(85	)
Coffee ‘C’ Arabica		11,340		3.15	%		(1,339	)
Zinc High Grade		11,232		3.12	%		108
Soybean Oil		11,196		3.11	%		(96	)
Nickel Primary		10,440		2.90	%		(739	)
SRW Wheat		10,008		2.78	%		(526	)
Gasoil		9,540		2.65	%		655
Sugar #11		9,540		2.65	%		(860	)
RBOB Gasoline		9,180		2.55	%		337
Heating Oil		7,344		2.04	%		454
Lean Hogs		6,516		1.81	%		(31	)
HRW Wheat		6,372		1.77	%		(400	)
Cotton		5,472		1.52	%		60
Lead Standard		3,132		0.87	%		(120	)
United States Treasury Bill		—		—			(368	)
	$	360,000		100.00	%	$	504

(1) Commodity Exposures of the Credit Suisse Custom 66 Total Return Index

TCW Enhanced Commodity Strategy Fund
Consolidated Schedule of Investments	January 31, 2023

Components of Total Return Swap

Description(1)	Notional Amount		Weight %			Unrealized Appreciation (Depreciation)
Gold	$	16,049		14.86	%	$	57
WTI Crude Oil		8,651		8.01	%		135
Brent Crude Oil		8,143		7.54	%		93
Natural Gas		6,912		6.40	%		755
Soybeans		6,156		5.70	%		(187	)
Corn		5,929		5.49	%		(21	)
Copper High Grade		5,875		5.44	%		32
Aluminium Primary		4,925		4.56	%		16
Silver		4,784		4.43	%		(19	)
Soybean Meal		3,596		3.33	%		(162	)
Live Cattle		3,586		3.32	%		(38	)
Coffee ‘C’ Arabica		3,402		3.15	%		(403	)
Zinc High Grade		3,369		3.12	%		40
Soybean Oil		3,359		3.11	%		(74	)
Nickel Primary		3,132		2.90	%		(158	)
SRW Wheat		3,002		2.78	%		(110	)
Gasoil		2,862		2.65	%		154
Sugar #11		2,862		2.65	%		(259	)
RBOB Gasoline		2,754		2.55	%		66
Heating Oil		2,203		2.04	%		86
Lean Hogs		1,955		1.81	%		(24	)
HRW Wheat		1,912		1.77	%		(96	)
Cotton		1,642		1.52	%		(3	)
Lead Standard		940		0.87	%		(5	)
United States Treasury Bill		—		—			(97	)
	$	108,000		100.00	%	$	(222	)

(1) Commodity Exposures of the Credit Suisse Custom 24 Total Return Index.

TCW Enhanced Commodity Strategy Fund
Consolidated Schedule of Investments	January 31, 2023

Components of Total Return Swap

Description(1)	Notional Amount		Weight %			Unrealized Appreciation (Depreciation)
Gold	$	9,065		14.86	%	$	(29	)
WTI Crude Oil		4,886		8.01	%		(63	)
Brent Crude Oil		4,599		7.54	%		(56	)
Natural Gas		3,904		6.40	%		(31	)
Soybeans		3,477		5.70	%		(2	)
Corn		3,349		5.49	%		19
Copper High Grade		3,318		5.44	%		(18	)
Aluminium Primary		2,782		4.56	%		(59	)
Silver		2,702		4.43	%		(12	)
Soybean Meal		2,031		3.33	%		15
Live Cattle		2,025		3.32	%		4
Coffee ‘C’ Arabica		1,921		3.15	%		(119	)
Zinc High Grade		1,903		3.12	%		32
Soybean Oil		1,897		3.11	%		(29	)
Nickel Primary		1,769		2.90	%		(66	)
SRW Wheat		1,696		2.78	%		(19	)
Gasoil		1,617		2.65	%		(11	)
Sugar #11		1,617		2.65	%		(43	)
RBOB Gasoline		1,556		2.55	%		(28	)
Heating Oil		1,244		2.04	%		(30	)
Lean Hogs		1,104		1.81	%		1
HRW Wheat		1,080		1.77	%		(5	)
Cotton		927		1.52	%		(13	)
Lead Standard		531		0.87	%		6
United States Treasury Bill		—		—			(8	)
	$	61,000		100.00	%	$	(564	)

(1) Commodity Exposures of the Credit Suisse Custom 24 Total Return Index.

TCW Enhanced Commodity Strategy Fund
Consolidated Schedule of Investments	January 31, 2023

Components of Total Return Swap

Description(1)	Notional Amount		Weight %			Unrealized Appreciation (Depreciation)
Gold	$	3,715		14.86	%	$	(27	)
WTI Crude Oil		2,002		8.01	%		(31	)
Brent Crude Oil		1,885		7.54	%		(19	)
Natural Gas		1,600		6.40	%		(100	)
Soybeans		1,425		5.70	%		32
Corn		1,372		5.49	%		9
Copper High Grade		1,360		5.44	%		(6	)
Aluminium Primary		1,140		4.56	%		(7	)
Silver		1,107		4.43	%		(5	)
Soybean Meal		833		3.33	%		29
Live Cattle		830		3.32	%		8
Coffee ‘C’ Arabica		787		3.15	%		82
Zinc High Grade		780		3.12	%		(14	)
Soybean Oil		777		3.11	%		22
Nickel Primary		725		2.90	%		27
SRW Wheat		695		2.78	%		19
Gasoil		663		2.65	%		(18	)
Sugar #11		663		2.65	%		53
RBOB Gasoline		637		2.55	%		(4	)
Heating Oil		510		2.04	%		(10	)
Lean Hogs		453		1.81	%		6
HRW Wheat		443		1.77	%		17
Cotton		380		1.52	%		(1	)
Lead Standard		218		0.87	%		(2	)
United States Treasury Bill		—		—			19
	$	25,000		100.00	%	$	79

(1) Commodity Exposures of the Credit Suisse Custom 24 Total Return Index.

TCW Enhanced Commodity Strategy Fund
Consolidated Schedule of Investments	January 31, 2023

Components of Total Return Swap

Description(1)	Notional Amount		Weight %			Unrealized Appreciation (Depreciation)
Gold	$	3,715		14.86	%	$	2
WTI Crude Oil		2,002		8.01	%		51
Brent Crude Oil		1,885		7.54	%		42
Natural Gas		1,600		6.40	%		45
Soybeans		1,425		5.70	%		(13	)
Corn		1,372		5.49	%		6
Copper High Grade		1,360		5.44	%		13
Aluminium Primary		1,140		4.56	%		(2	)
Silver		1,107		4.43	%		8
Soybean Meal		832		3.33	%		(8	)
Live Cattle		830		3.32	%		(6	)
Coffee ‘C’ Arabica		787		3.15	%		(61	)
Zinc High Grade		780		3.12	%		23
Soybean Oil		777		3.11	%		(18	)
Nickel Primary		725		2.90	%		(20	)
SRW Wheat		695		2.78	%		(8	)
Gasoil		663		2.65	%		21
Sugar #11		663		2.65	%		(33	)
RBOB Gasoline		638		2.55	%		9
Heating Oil		510		2.04	%		14
Lean Hogs		453		1.81	%		0
HRW Wheat		443		1.77	%		(7	)
Cotton		380		1.52	%		4
Lead Standard		218		0.87	%		7
United States Treasury Bill		—		—			(16	)
	$	25,000		100.00	%	$	53

(1) Commodity Exposures of the Credit Suisse Custom 66 Total Return Index.

TCW Enhanced Commodity Strategy Fund
Consolidated Schedule of Investments	January 31, 2023

Components of Total Return Swap

Description(1)	Notional Amount		Weight %			Unrealized Appreciation (Depreciation)
Gold	$	3,715		14.86	%	$	3
WTI Crude Oil		2,002		8.01	%		52
Brent Crude Oil		1,885		7.54	%		42
Natural Gas		1,600		6.40	%		66
Soybeans		1,425		5.70	%		(14	)
Corn		1,372		5.49	%		5
Copper High Grade		1,360		5.44	%		13
Aluminium Primary		1,140		4.56	%		(2	)
Silver		1,107		4.43	%		8
Soybean Meal		832		3.33	%		(11	)
Live Cattle		830		3.32	%		(13	)
Coffee ‘C’ Arabica		787		3.15	%		(62	)
Zinc High Grade		780		3.12	%		22
Soybean Oil		777		3.11	%		(19	)
Nickel Primary		725		2.90	%		(21	)
SRW Wheat		695		2.78	%		(9	)
Gasoil		663		2.65	%		22
Sugar #11		663		2.65	%		(36	)
RBOB Gasoline		638		2.55	%		9
Heating Oil		510		2.04	%		14
Lean Hogs		453		1.81	%		3
HRW Wheat		443		1.77	%		(7	)
Cotton		380		1.52	%		5
Lead Standard		218		0.87	%		7
United States Treasury Bill		—		—			(16	)
	$	25,000		100.00	%	$	61

(1) Commodity Exposures of the Credit Suisse Custom 24 Total Return Index.

TCW Enhanced Commodity Strategy Fund
Consolidated Investments by Sector (Unaudited)	January 31, 2023

Sector	Percentage of Net Assets
Corporate Bonds		33.9	%
Asset-Backed Securities		18.2
Residential Mortgage-Backed Securities—Non-Agency		9.3
U.S. Treasury Securities		6.9
Money Market Investments		6.8
Commercial Mortgage-Backed Securities—Non-Agency		6.5
Residential Mortgage-Backed Securities—Agency		4.3
Commercial Mortgage-Backed Securities—Agency		2.2
Municipal Bonds		0.1
Other*		11.8
Total		100.0	%

* Includes swaps, interest receivable and accrued expenses payable.

TCW Enhanced Commodity Strategy Fund

Fair Valuation Summary (Unaudited) January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Asset-Backed Securities	$	—	$	6,679,464		$	—	$	6,679,464
Commercial Mortgage-Backed Securities—Agency		—		813,734			—		813,734
Commercial Mortgage-Backed Securities—Non-Agency		—		2,378,152			—		2,378,152
Residential Mortgage-Backed Securities—Agency		—		1,587,074			—		1,587,074
Residential Mortgage-Backed Securities—Non-Agency		—		3,413,311			—		3,413,311
Corporate Bonds		—		12,438,260			—		12,438,260
Municipal Bonds		—		36,021			—		36,021
Total Fixed Income Securities		—		27,346,016			—		27,346,016
Money Market Investments		2,491,350		—			—		2,491,350
Short Term Investments		2,518,846		—			—		2,518,846
Total Investments	$	5,010,196	$	27,346,016		$	—	$	32,356,212
Asset Derivatives
Swap Agreements
Commodity Risk		—		52,338			—		52,338
Total	$	5,010,196	$	27,398,354		$	—	$	32,408,550
Liability Derivatives
Total Return Swaps
Commodity Risk	$	—	$	(786	)	$	—	$	(786	)
Total	$	—	$	(786	)	$	—	$	(786	)

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—104.9% of Net Assets
CORPORATE BONDS—27.5%
Agriculture—1.6%
Altria Group, Inc. 1.00%		02/15/23	$	100,000	$	108,538
BAT Capital Corp. 4.54%		08/15/47		25,000		19,085
BAT International Finance PLC (United Kingdom) 2.25%(1)		01/16/30		100,000		90,456
Imperial Brands Finance PLC (United Kingdom)
3.88%(2)		07/26/29	$	13,000		11,544
8.13%(1)		03/15/24	GBP	50,000		63,386
						293,009
Airlines—0.5%
Delta Air Lines, Inc. Pass-Through Certificates (20-1-AA) 2.00%		12/10/29		76,546		66,872
US Airways Group, Inc. Pass-Through Certificates (10-1-A) (EETC) 6.25%		10/22/24		6,439		6,429
US Airways Group, Inc. Pass-Through Certificates (12-1-A) (EETC) 5.90%		04/01/26		23,755		23,177
						96,478
Banks—9.4%
Bank Leumi Le-Israel BM 7.13% (U.S. 5 year Treasury Constant Maturity Rate + 3.466%)(1),(3)		07/18/33		200,000		206,000
Bank of America Corp. 2.97% (SOFR + 1.330%)(3)		02/04/33		145,000		123,734
China Development Bank
3.09%		06/18/30	CNY	1,290,000		191,481
3.48%		01/08/29	CNY	200,000		30,380
Citigroup, Inc.
2.98% (SOFR + 1.422%)(3)		11/05/30	$	25,000		22,008
3.06% (SOFR + 1.350%)(3),		01/25/33		80,000		68,610
Credit Suisse Group AG (Switzerland)
2.88% (1 year EUR Swap + 1.950%)(1),(3)		04/02/32	EUR	100,000		85,223
3.09% (SOFR + 1.730%)(2),(3)		05/14/32	$	20,000		15,217
6.54% (SOFR + 3.920%)(2),(3)		08/12/33		95,000		90,904
9.02% (SOFR + 5.020%)(2),(3)		11/15/33		10,000		11,256
Goldman Sachs Group, Inc. (The) 2.38% (SOFR + 1.248%)(3)		07/21/32		110,000		90,154
HSBC Holdings PLC (United Kingdom)
1.75% (SONIO/N + 1.307%)(3)		07/24/27	GBP	100,000		109,530
2.80% (SOFR + 1.187%)(3)		05/24/32	$	15,000		12,399
JPMorgan Chase & Co. 2.55% (SOFR + 1.180%)(3)		11/08/32		155,000		128,790
Kreditanstalt fuer Wiederaufbau (Germany) 0.63%		01/07/28		181,000		177,081
Lloyds Banking Group PLC (United Kingdom) 4.98% (1-year Treasury Constant Maturity Rate + 2.300%)(3)		08/11/33		10,000		9,765
Macquarie Group, Ltd. (Australia) 2.87% (SOFR + 1.532%)(2),(3)		01/14/33		50,000		40,485
Morgan Stanley 2.24% (SOFR + 1.178%)(3)		07/21/32		115,000		93,488
Santander UK Group Holdings PLC (United Kingdom) 4.80% (3 mo. USD LIBOR + 1.570%)(3)		11/15/24		90,000		88,944
Santander UK PLC (United Kingdom) 5.00%(2)		11/07/23		20,000		19,921
U.S. Bancorp 4.84% (SOFR + 1.600%)(3)		02/01/34		15,000		14,967
Wells Fargo & Co. 3.35% (SOFR + 1.500%)(3)		03/02/33		130,000		114,759
						1,745,096
Beverages—0.1%
Bacardi, Ltd. 4.45%(2)		05/15/25		25,000		24,400
Biotechnology—0.1%
Amgen, Inc. 4.88%		03/01/53		10,000		9,515
Chemicals—0.6%
International Flavors & Fragrances, Inc. 1.75%		03/14/24		100,000		106,495
Computers—0.1%
NCR Corp. 5.13%(2)		04/15/29		18,000		15,678
Diversified Financial Services—0.9%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust (Ireland)
2.45%		10/29/26		20,000		17,987
3.30%		01/30/32		35,000		29,337
3.88%		01/23/28		10,000		9,340
Air Lease Corp.
3.25%		03/01/25		20,000		19,179
5.85%		12/15/27		20,000		20,421
Avolon Holdings Funding, Ltd.
2.53%(2)		11/18/27		24,000		20,729
2.88%(2)		02/15/25		30,000		28,134
Orix Corp. 4.00%		04/13/32		25,000		23,271
						168,398
Electric—1.0%
Adani Green Energy, Ltd. 4.38%(1)		09/08/24		200,000		158,120
FirstEnergy Transmission LLC 2.87%(2)		09/15/28		38,000		34,080
						192,200
Engineering & Construction—0.6%
Artera Services LLC 9.03%(2)		12/04/25		16,000		13,696
Heathrow Funding, Ltd. 5.23%(2)		02/15/23		75,000		92,345
						106,041

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
Entertainment—0.5%
Caesars Entertainment, Inc. 4.63%(2)		10/15/29	$	6,000	$	5,131
WarnerMedia Holdings, Inc.
5.05%(2)		03/15/42		10,000		8,546
5.14%(2)		03/15/52		85,000		70,681
						84,358
Environmental Control—0.0%
GFL Environmental, Inc. (Canada) 3.75%(2)		08/01/25		7,000		6,661
Food—0.5%
Chobani LLC / Chobani Finance Corp, Inc. 4.63%(2)		11/15/28		19,000		17,357
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. 4.38%(2)		02/02/52		20,000		15,367
Pilgrim’s Pride Corp.
4.25%(2)		04/15/31		37,000		32,119
5.88%(2)		09/30/27		16,000		15,887
Post Holdings, Inc. 4.63%(2)		04/15/30		12,000		10,573
						91,303
Health Care-Products—0.6%
American Medical System Europe BV 1.63%		03/08/31		100,000		93,251
DENTSPLY SIRONA, Inc. 3.25%		06/01/30		20,000		17,601
						110,852
Health Care-Services—1.2%
Centene Corp. 4.25%		12/15/27		65,000		62,430
CommonSpirit Health 2.78%		10/01/30		25,000		21,333
HCA, Inc.
3.50%		09/01/30		21,000		18,835
4.13%		06/15/29		24,000		22,815
4.63%(2)		03/15/52		5,000		4,226
5.25%		06/15/49		34,000		31,133
Molina Healthcare, Inc. 3.88%(2)		11/15/30		63,000		54,337
						215,109
Household Products/Wares—0.1%
Spectrum Brands, Inc. 5.50%(2)		07/15/30		10,000		9,129
Insurance—0.6%
Acrisure LLC / Acrisure Finance, Inc. 4.25%(2)		02/15/29		9,000		7,484
Athene Global Funding 1.99%(2)		08/19/28		70,000		58,489
Farmers Exchange Capital II 6.15% (3 mo. USD LIBOR + 3.744%)(2),(3)		11/01/53		55,000		54,433
						120,406
Internet—0.4%
Alibaba Group Holding, Ltd. (China) 2.13%		02/09/31		50,000		41,240
Tencent Holdings, Ltd. (China) 3.60%(2)		01/19/28		40,000		37,850
						79,090
Investment Companies—1.0%
Gaci First Investment Co. 5.38%(1)		10/13/22		200,000		192,574
Media—0.5%
Charter Communications Operating LLC / Charter Communications Operating Capital 5.38%		05/01/47		81,000		69,415
CSC Holdings LLC 6.50%(2)		02/01/29		30,000		25,990
						95,405
Miscellaneous Manufacturers—0.7%
General Electric Co. 5.09% (3 mo. USD LIBOR + 0.480%)(3)		08/15/36		150,000		126,400
Oil & Gas—0.2%
Petroleos Mexicanos
5.95%		01/28/31		30,000		24,027
7.69%		01/23/50		15,000		11,220
						35,247
Oil & Gas Services—0.1%
Transocean Phoenix 2, Ltd. 7.75%(2)		10/15/24		10,000		10,136
Transocean Poseidon, Ltd. 6.88%(2)		02/01/27		6,125		6,118
						16,254
Packaging & Containers—0.7%
Ball Corp. 6.88%		03/15/28		8,000		8,251
Berry Global, Inc. 1.00%(1)		01/15/25		100,000		101,860
Graphic Packaging International LLC 4.13%		08/15/24		27,000		26,629
Trivium Packaging Finance BV 8.50%(2)		08/15/27		2,000		1,930
						138,670
Pharmaceuticals—0.6%
180 Medical, Inc. 3.88%(2)		10/15/29		19,000		17,005
Bayer US Finance II LLC
4.63%(2)		06/25/38		25,000		23,255
4.88%(2)		06/25/48		40,000		36,807
CVS Health Corp. 5.05%		03/25/48		20,000		19,025
Prestige Brands, Inc. 3.75%(2)		04/01/31		22,000		18,711
						114,803
Pipelines—0.5%
Energy Transfer LP 5.15%		03/15/45		100,000		90,152
REIT—1.4%
American Assets Trust LP 3.38%		02/01/31		40,000		32,662

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
REIT (Continued)
American Homes 4 Rent LP
3.38%		07/15/51	$	35,000	$	24,304
4.30%		04/15/52		10,000		8,171
GLP Capital LP / GLP Financing II, Inc.
3.35%		09/01/24		15,000		14,566
5.38%		04/15/26		20,000		20,004
5.75%		06/01/28		5,000		5,098
Healthcare Realty Holdings LP 3.10%		02/15/30		75,000		65,442
Hudson Pacific Properties LP 3.25%		01/15/30		20,000		15,632
Kilroy Realty LP 2.65%		11/15/33		15,000		10,849
LXP Industrial Trust 2.70%		09/15/30		20,000		16,536
VICI Properties LP / VICI Note Co., Inc. 5.75%(2)		02/01/27		55,000		54,779
						268,043
Retail—0.5%
Alimentation Couche-Tard, Inc. 3.06%		07/26/24		95,000		69,371
Michaels Cos, Inc. (The) 5.25%(2)		05/01/28		20,000		16,704
						86,075
Savings & Loans—0.3%
Nationwide Building Society (United Kingdom) 3.77% (3 mo. USD LIBOR + 1.064%)(2),(3)		03/08/24		65,000		64,842
Software—0.2%
Open Text Corp. 6.90%(2)		12/01/27		5,000		5,138
Oracle Corp. 3.95%		03/25/51		44,000		34,272
						39,410
Telecommunications—2.0%
Frontier Communications Holdings LLC 5.00%(2)		05/01/28		11,000		9,992
Intelsat Jackson Holding S. A. (Escrow)
8.50%(2),(4)		10/15/24		21,000		—
9.75%(2),(4)		07/15/25		15,000		—
Intelsat Jackson Holdings S. A. 6.50%(2),(5)		03/15/30		39,000		35,447
Level 3 Financing, Inc.
3.63%(2)		01/15/29		15,000		11,179
3.88%(2)		11/15/29		45,000		36,550
4.63%(2)		09/15/27		3,000		2,547
Qwest Corp. 7.25%		09/15/25		33,000		33,214
Sprint Corp. 7.88%		09/15/23		16,000		16,256
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 4.74%(2)		03/20/25		118,125		117,212
T-Mobile USA, Inc.
2.63%		04/15/26		55,000		51,435
3.88%		04/15/30		20,000		18,743
Vodafone Group PLC (United Kingdom) 4.88%		06/19/49		48,000		43,360
						375,935
Total Corporate Bonds (Cost: $5,518,047)						5,118,028
MUNICIPAL BONDS—0.7%
Alabama Economic Settlement Authority, Revenue Bond 4.26%		09/15/32		40,000		38,366
City of New York NY, General Obligation Unlimited 3.00%		08/01/34		55,000		46,575
County of Miami-Dade FL Aviation Revenue, Revenue Bond 2.86%		10/01/35		50,000		41,068
Total Municipal Bonds (Cost: $149,550)						126,009
FOREIGN GOVERNMENT BONDS—40.5%
Australia Government Bond
1.25%		05/21/32	AUD	184,000		106,368
1.75%(1)		06/21/51	AUD	104,000		46,101
2.75%(1)		05/21/41	AUD	189,000		112,615
4.75%(1)		04/21/27	AUD	251,000		187,357
Bundesrepublik Deutschland Bundesanleihe
0.00%(1),(6)		11/15/27	EUR	138,000		134,541
0.00%(1),(6)		08/15/52	EUR	67,000		38,937
Canadian Government Bond
1.25%		03/01/27	CAD	280,000		195,241
1.75%		06/01/32	CAD	149,000		103,372
2.00%		12/01/51	CAD	91,000		55,142
China Government Bond
2.85%		06/04/27	CNY	810,000		120,705
3.13%		11/21/29	CNY	2,530,000		382,960
3.72%		04/12/51	CNY	980,000		156,162
Colombia Government International Bond 7.50%		02/02/34	$	200,000		198,400
European Union
0.00%(1),(6)		07/04/29	EUR	150,000		136,306
0.20%(1)		06/04/36	EUR	223,000		166,851
French Republic Government Bond OAT
0.00%(1),(6)		02/25/27	EUR	277,000		271,291
0.00%(1),(6)		11/25/29	EUR	56,000		51,144
0.00%(1),(6)		11/25/31	EUR	163,000		140,431
0.50%(1)		06/25/44	EUR	55,000		36,349
0.75%(1)		05/25/52	EUR	85,000		52,462
0.75%(1)		05/25/53	EUR	53,000		31,928
1.00%(1)		05/25/27	EUR	373,000		379,405
Hungary Government Bond 3.00%		08/21/30	HUF	2,250,000		4,490
Indonesia Treasury Bond
6.38%		08/15/28	IDR	409,000,000		27,319
6.63%		05/15/33	IDR	1,520,000,000		100,622
International Bank for Reconstruction & Development 1.75%(1)		03/13/25	NOK	650,000		63,244
Ireland Government Bond
0.55%(1)		04/22/41	EUR	76,000		53,957
1.30%(1)		05/15/33	EUR	65,000		61,157
1.50%(1)		05/15/50	EUR	40,000		31,329
2.00%(1)		02/18/45	EUR	47,000		42,220
Israel Government Bond 1.30%		04/30/32	ILS	116,000		28,577
Italy Buoni Poliennali Del Tesoro 1.10%(1)		04/01/27	EUR	206,000		203,657
Japan Government Thirty Year Bond 0.40%		03/20/50	JPY	51,100,000		292,497
Korea Treasury Bond
1.88%		03/10/51	KRW	31,160,000		18,539
2.00%		06/10/31	KRW	477,140,000		349,728

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
FOREIGN GOVERNMENT BONDS (Continued)
2.38%		03/10/27	KRW	63,350,000	$	50,089
Malaysia Government Bond 4.64%		11/07/33	MYR	376,000		93,527
Mexico Government Bond (BONOS)
7.50%		06/03/27	MXN	600,000		30,339
7.50%		05/26/33	MXN	800,000		39,096
7.75%		05/29/31	MXN	1,700,000		85,424
8.50%		11/18/38	MXN	1,100,000		57,229
Netherlands Government Bond
0.00%(1),(6)		01/15/52	EUR	78,000		43,799
0.50%(1)		07/15/32	EUR	305,000		274,688
New Zealand Government Bond
1.75%		05/15/41	NZD	180,000		77,192
2.00%		05/15/32	NZD	71,000		38,487
4.50%(1)		04/15/27	NZD	580,000		380,266
Norway Government Bond
1.38%(1)		08/19/30	NOK	1,490,000		133,768
1.50%(1)		02/19/26	NOK	2,265,000		217,452
Panama Government International Bond
2.25%		09/29/32	$	200,000		153,700
3.75%(1)		04/17/26		18,000		17,131
Portugal Obrigacoes do Tesouro OT
1.15%(1)		04/11/42	EUR	71,000		51,462
1.65%(1)		07/16/32	EUR	76,000		72,415
Province of Ontario Canada
1.85%		02/01/27	CAD	155,000		109,609
2.05%		06/02/30	CAD	70,000		47,525
2.15%		06/02/31	CAD	35,000		23,563
Romania Government Bond 6.70%		02/25/32	RON	90,000		19,053
Serbia International Bond 6.50%(2)		09/26/33	$	200,000		201,660
Singapore Government Bond
1.63%		07/01/31	SGD	75,000		51,349
2.38%		07/01/39	SGD	89,000		62,771
South Africa Government Bond 8.88%		02/28/35	ZAR	599,000		29,697
Spain Government Bond
0.70%(1)		04/30/32	EUR	24,000		20,896
0.80%(1)		07/30/27	EUR	42,000		41,671
1.85%(1)		07/30/35	EUR	98,000		89,374
Sweden Government Bond 0.75%(1)		05/12/28	SEK	690,000		61,286
Thailand Government Bond 1.59%		12/17/35	THB	2,007,000		53,577
United Kingdom Gilt
0.88%(1)		07/31/33	GBP	20,000		19,038
1.25%(1)		07/22/27	GBP	168,000		190,078
1.25%(1)		10/22/41	GBP	70,000		57,268
1.25%(1)		07/31/51	GBP	80,000		56,176
1.75%(1)		09/07/37	GBP	95,000		91,525
4.25%(1)		06/07/32	GBP	80,000		105,710
Total Foreign Government Bonds (Cost: $8,163,400)						7,529,294
ASSET-BACKED SECURITIES—4.9%
Colombian TES (Treasury) Bond, Series B 7.00%		06/30/32		105,300,000		16,231
Dryden Senior Loan Fund (19-72A-BR) 6.26% (3 mo. USD LIBOR + 1.650%)(2),(3)		05/15/32		185,000		180,509
OCP CLO 2020-19, Ltd. (20-19A-AR) 5.96% (3 mo. USD LIBOR + 1.150%)(2),(3)		10/20/34		100,000		98,460
Rockford Tower CLO, Ltd. (21-1A-B) 6.46% (3 mo. USD LIBOR + 1.650%)(2),(3)		07/20/34		180,000		173,508
Sixth Street CLO XVII, Ltd. (21-17A-A) 6.05% (3 mo. USD LIBOR + 1.240%)(2),(3)		01/20/34		150,000		149,092
SLM Student Loan Trust (08-5-B) 6.67% (3 mo. USD LIBOR + 1.850%)(3)		07/25/73		50,000		47,823
SLM Student Loan Trust (08-8-B) 7.07% (3 mo. USD LIBOR + 2.250%)(3)		10/25/75		57,000		54,904
SLM Student Loan Trust (08-9-B) 7.07% (3 mo. USD LIBOR + 2.250%)(3)		10/25/83		57,000		54,370
Student Loan Consolidation Center (02-2-B2) 0.00% (28-Day Auction Rate)(2),(3)		07/01/42		50,000		46,194
Textainer Marine Containers VII, Ltd. (21-2A-A) 2.23%(2)		04/20/46		98,900		87,123
Total Asset-backed Securities (Cost: $923,670)						908,214
COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—0.1%
Fannie Mae (16-M2-X3) (I/O) 2.09%(7)		04/25/36		161,053		1,418
Fannie Mae (16-M4-X2) (I/O) 2.67%(7)		01/25/39		459,875		7,051
Ginnie Mae (11-147-IO) (I/O) 0.00%(7)		10/16/44		140,769		1
Ginnie Mae (12-144-IO) (I/O) 0.32%(7)		01/16/53		1,578,204		13,703
Total Commercial Mortgage-Backed Securities—Agency (Cost: $55,083)						22,173
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY —0.9%
COMM Mortgage Trust (13-CR7-XA) (I/O) 1.11%(7)		03/10/46		332,771		3
COMM Mortgage Trust (12-CR4-XA) (I/O) 1.23%(7)		10/15/45		192,251		1
GS Mortgage Securities Trust (10-C1-X) (I/O) 0.46%(2),(7)		08/10/43		976,201		1,278
GS Mortgage Securities Trust (11-GC3-X) (I/O) 0.00%(2),(7)		03/10/44		163,572		2
GS Mortgage Securities Trust (13-GC12-XA) (I/O) 1.30%(7)		06/10/46		2,697,139		105
GS Mortgage Securities Trust (14-GC20-XA) (I/O) 1.01%(7)		04/10/47		994,872		7,443
JPMorgan Chase Commercial Mortgage Securities Trust (11-C3-XB) (I/O) 0.39%(2),(7)		02/15/46		6,172,866		25,797
JPMorgan Chase Commercial Mortgage Securities Trust (14-C19-XA) (I/O) 0.62%(7)		04/15/47		2,282,541		12,273
Morgan Stanley Bank of America Merrill Lynch Trust (13-C7-XA) (I/O) 0.85%(7)		02/15/46		151,740		2

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
Taurus CMBS (21-UK4A-B) 4.75% (SONIO/N + 1.500%)(2),(3)		08/17/31	$	95,267	$	112,127
Total Commercial Mortgage-Backed Securities—Non-Agency (Cost: $131,821)						159,031
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY—20.4%
Fannie Mae, Pool #MA4152 2.00%		10/01/40		70,557		61,480
Fannie Mae (07-52-LS) (I/O) (I/F) 1.54% (-1 mo. USD LIBOR + 6.050%)(3)		06/25/37		39,354		2,173
Fannie Mae (08-18-SM) (I/O) (I/F) 2.49% (-1 mo. USD LIBOR + 7.000%)(3)		03/25/38		40,786		2,211
Fannie Mae (09-115-SB) (I/O) (I/F) 1.74% (-1 mo. USD LIBOR + 6.250%)(3)		01/25/40		23,453		1,990
Fannie Mae (10-116-SE) (I/O) (I/F) 2.09% (-1 mo. USD LIBOR + 6.600%)(3)		10/25/40		44,659		4,625
Fannie Mae, Pool #AB3679 3.50%		10/01/41		45,238		43,706
Fannie Mae, Pool #AB4045 3.50%		12/01/41		66,112		64,665
Fannie Mae, Pool #AT5914 3.50%		06/01/43		21,253		20,493
Fannie Mae, Pool #BD7081 4.00%		03/01/47		16,267		16,028
Fannie Mae, Pool #BV2994 2.50%		04/01/52		96,159		84,315
Fannie Mae, Pool #CA0996 3.50%		01/01/48		50,258		48,208
Fannie Mae, Pool #CA2208 4.50%		08/01/48		1,479		1,483
Fannie Mae, Pool #CB2610 2.00%		01/01/52		70,467		59,432
Fannie Mae, Pool #CB3347 2.00%		01/01/52		189,769		160,034
Fannie Mae, Pool #FM2870 3.00%		03/01/50		128,678		118,775
Fannie Mae, Pool #MA1527 3.00%		08/01/33		12,154		11,535
Fannie Mae, Pool #MA1652 3.50%		11/01/33		19,430		19,001
Fannie Mae, Pool #MA2705 3.00%		08/01/46		60,444		56,192
Fannie Mae, Pool #MA4204 2.00%		12/01/40		57,835		50,370
Fannie Mae, Pool #MA4563 2.50%		03/01/52		94,751		83,011
Freddie Mac, Pool #SD0231 3.00%		01/01/50		96,303		88,892
Freddie Mac (3439-SC) (I/O) (I/F) 1.44% (-1 mo. USD LIBOR + 5.900%)(3)		04/15/38		38,324		2,466
Freddie Mac, Pool #G08681 3.50%		12/01/45		17,035		16,310
Freddie Mac, Pool #G08698 3.50%		03/01/46		15,906		15,311
Freddie Mac, Pool #G08716 3.50%		08/01/46		16,251		15,547
Freddie Mac, Pool #G08721 3.00%		09/01/46		3,290		3,055
Freddie Mac, Pool #G08722 3.50%		09/01/46		1,673		1,609
Freddie Mac, Pool #G08732 3.00%		11/01/46		4,633		4,295
Freddie Mac, Pool #G08762 4.00%		05/01/47		14,677		14,456
Freddie Mac, Pool #G08833 5.00%		07/01/48		2,190		2,240
Freddie Mac, Pool #G18592 3.00%		03/01/31		2,821		2,740
Freddie Mac, Pool #ZT1703 4.00%		01/01/49		39,845		39,404
Freddie Mac., Pool #SD8189 2.50%		01/01/52		46,481		40,771
Ginnie Mae (11-146-EI) (I/O) (PAC) 5.00%		11/16/41		36,156		6,547
Ginnie Mae II, Pool #MA3597 3.50%		04/20/46		10,392		10,021
Ginnie Mae II, Pool #MA3662 3.00%		05/20/46		28,564		26,727
Ginnie Mae II, Pool #MA3663 3.50%		05/20/46		1,504		1,450
Ginnie Mae II, Pool #MA3803 3.50%		07/20/46		6,962		6,709
Ginnie Mae II, Pool #MA4454 5.00%		05/20/47		7,498		7,718
Ginnie Mae II, Pool #MA4900 3.50%		12/20/47		31,764		30,522
Ginnie Mae II, Pool #MA5399 4.50%		08/20/48		13,309		13,391
Ginnie Mae II TBA, 30-Year
2.50%(8)		01/01/52		75,000		66,971
2.50%(8)		01/01/52		75,000		66,947
4.50%(8)		08/01/52		100,000		99,310
Uniform Mortgage-Backed Securities TBA, 30-Year
2.00%(8)		01/01/52		225,000		189,211
3.50%(8)		05/01/52		50,000		46,942
4.50%(8)		08/01/52		175,000		172,834
4.50%(8)		08/01/52		500,000		493,931
2.00%(8)		01/01/52		75,000		63,117
2.50%(8)		01/01/52		175,000		153,314
2.50%(8)		01/01/52		25,000		21,916
3.00%(8)		03/01/52		325,000		295,585
4.00%(8)		07/01/52		75,000		72,407
5.00%(8)		08/01/52		775,000		778,209
Total Residential Mortgage-Backed Securities—Agency (Cost: $3,864,974)						3,780,602
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—8.4%
Banc of America Funding Trust (05-C-A3) 4.79% (1 mo. USD LIBOR + 0.300%)(3)		05/20/35		8,235		8,159
BCMSC Trust (00-A-A4) 8.29%(7)		06/15/30		189,525		29,664
Bear Stearns ALT-A Trust (04-8-M2) 6.23% (1 mo. USD LIBOR + 1.725%)(3)		09/25/34		102,093		91,367
Bear Stearns ALT-A Trust (05-8-11A1) 5.05% (1 mo. USD LIBOR + 0.540%)(3)		10/25/35		26,040		23,389
Deephaven Residential Mortgage Trust (21-3-A1) 1.19%(2),(7)		08/25/66		104,883		90,903
DSLA Mortgage Loan Trust (04-AR1-A1A) 5.31% (1 mo. USD LIBOR + 0.840%)(3)		09/19/44		61,145		56,876
First Horizon Mortgage Pass-Through Trust (05-AR4-2A1) 3.93%(7)		10/25/35		15,099		14,209

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
GS Mortgage-Backed Securities Corp Trust (21-PJ5-A1) 2.00%(2),(7)		10/25/51	$	85,610	$	69,187
GS Mortgage-Backed Securities Corp. Trust (22-PJ2-A4) 2.50%(2),(7)		06/25/52		91,970		76,738
HSI Asset Securitization Corp. (06-WMC1-A3) 4.81% (1 mo. USD LIBOR + 0.300%)(3),		07/25/36		276,726		124,208
IndyMac INDX Mortgage Loan Trust (05-AR15-A2) 3.26%(7)		09/25/35		45,492		35,685
JP Morgan Mortgage Trust (21-8-A3) 2.50%(2),(7)		12/25/51		105,934		88,932
JPMorgan Mortgage Acquisition Trust (06-CH2-AF3) 5.46%		09/25/29		175,684		110,122
JPMorgan Mortgage Trust (05-A6-7A1) 3.96%(7)		08/25/35		11,320		9,396
Lehman XS Trust (06-9-A1B) 4.83% (1 mo. USD LIBOR + 0.320%)(3),(4)		05/25/46		3		—
Merrill Lynch Alternative Note Asset Trust (07-A1-A2B) 4.81% (1 mo. USD LIBOR + 0.300%)(3)		01/25/37		282,811		91,195
Merrill Lynch Alternative Note Asset Trust (07-A3-A2D) 5.17% (1 mo. USD LIBOR + 0.660%)(3),(4)		04/25/37		1,251,739		54,806
MFA Trust (21-RPL1-A2) 2.07%(2),(7)		07/25/60		100,000		79,932
Morgan Stanley ABS Capital I, Inc. Trust (06-HE4-A4) 4.99% (1 mo. USD LIBOR + 0.480%)(3)		06/25/36		238,990		127,351
Morgan Stanley Capital, Inc. (07-HE2-A2B) 4.60% (1 mo. USD LIBOR + 0.090%)(3)		01/25/37		148,437		74,098
MortgageIT Trust (05-1-1A1) 5.15% (1 mo. USD LIBOR + 0.640%)(3)		02/25/35		13,221		12,732
Ownit Mortgage Loan Asset-Backed Certificates (06-3-A2D) 5.05% (1 mo. USD LIBOR + 0.540%)(3)		03/25/37		62,165		59,122
RESIMAC Premier Series (21-1A-A1) 5.10% (1 mo. USD LIBOR + 0.700%)(2),(3)		07/10/52		128,958		128,316
Structured Adjustable Rate Mortgage Loan Trust (04-18-4A1) 4.52% (7)		12/25/34		16,482		15,975
Structured Asset Mortgage Investments II Trust (05-AR6-2A1) 5.13% (1 mo. USD LIBOR + 0.620%)(3)		09/25/45		23,116		20,438
Structured Asset Mortgage Investments, Inc. (06-AR3-22A1) 3.20%(7)		05/25/36		131,518		72,506
Total Residential Mortgage-Backed Securities—Non-Agency (Cost: $1,929,281)						1,565,306
U.S. TREASURY SECURITIES—1.5%
U.S. Treasury Bond 4.00%		11/15/52		82,000		87,721
U.S. Treasury Note
3.50%		01/31/28		41,000		40,822
3.88%		12/31/27		35,000		35,406
4.13%		01/31/25		64,000		63,932
4.13%		11/15/32		20,000		21,052
4.25%		12/31/24		28,000		28,002
Total U.S. Treasury Securities (Cost: $275,635)						276,935
Total Fixed Income Securities (Cost: $21,011,461)						19,485,592
			Shares
INVESTMENT COMPANIES—3.1%
TCW Emerging Markets Income Fund—I Class(9)				93,240		583,680
Total Investment Companies (Cost: $715,080)						583,680
COMMON STOCK—0.1%
TELECOMMUNICATIONS—0.1%
Intelsat S.A.(4),(10)				344		8,113
Total Common Stock (Cost: $32,008)						8,113
RIGHTS—0.0%
Intelsat S.A.(4),(10)				35		—
Intelsat S.A.(4),(10)				35		—
Total Rights (Cost: $—)						—
MONEY MARKET INVESTMENTS —4.6%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 4.18%(11)				857,921		857,921
Total Money Market Investments (Cost: $857,921)						857,921
Total Investments (112.7%) (Cost: $22,616,470)						20,935,306
Liabilities In Excess Of Other Assets (-12.7%)						(2,352,343	)
Net Assets (100.0%)					$	18,582,963

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

FORWARD CURRENCY EXCHANGE CONTRACTS

Counterparty	Contracts to Deliver		Units of Currency		Settlement Date		In Exchange for U.S. Dollars		Contracts at Value		Unrealized Appreciation (Depreciation)
BUY (12)
Goldman Sachs & Co.		CHF		81,000		04/13/23	$	89,097	$	88,828	$	(269	)
Goldman Sachs & Co.		CLP		7,240,000		04/13/23		8,547		8,965		418
Citibank N.A.		CNH		217,074		02/21/23		32,324		32,165		(159	)
Goldman Sachs & Co.		CNH		6,189,824		02/21/23		912,079		917,172		5,093
State Street Bank & Trust Co.		CNY		4,651,244		02/21/23		715,708		689,252		(26,456	)
Goldman Sachs & Co.		EUR		20,202		02/02/23		21,958		21,940		(18	)
Goldman Sachs & Co.		EUR		722,324		04/13/23		781,402		787,920		6,518
Goldman Sachs & Co.		GBP		15,436		02/02/23		19,024		19,004		(20	)
Goldman Sachs & Co.		HUF		12,315,273		04/13/23		32,509		33,401		892
Goldman Sachs & Co.		IDR		270,253,339		04/13/23		17,360		18,006		646
State Street Bank & Trust Co.		JPY		251,392,000		04/13/23		1,932,154		1,951,907		19,753
Goldman Sachs & Co.		JPY		8,740,000		04/13/23		67,758		67,861		103
Goldman Sachs & Co.		KRW		160,260,384		02/21/23		130,346		130,193		(153	)
Goldman Sachs & Co.		MYR		117,000		04/13/23		27,905		27,539		(366	)
Goldman Sachs & Co.		PEN		168,000		04/13/23		43,118		43,449		331
Citibank N.A.		PLN		87,605		04/13/23		19,896		20,077		181
Goldman Sachs & Co.		SEK		158,000		04/13/23		15,303		15,149		(154	)
Goldman Sachs & Co.		SGD		201,470		02/21/23		145,115		153,345		8,230
Citibank N.A.		SGD		60,423		02/21/23		43,655		45,990		2,335
Citibank N.A.		THB		154,268		04/17/23		4,678		4,708		30
							$	5,059,936	$	5,076,871	$	16,935
SELL (13)
Citibank N.A.		AUD		224,299		04/13/23	$	156,147	$	158,480	$	(2,333	)
Goldman Sachs & Co.		BRL		1,558		04/13/23		289		302		(13	)
Citibank N.A.		CAD		140,768		04/13/23		105,420		105,552		(132	)
Goldman Sachs & Co.		CHF		40,000		04/13/23		43,285		43,866		(581	)
Goldman Sachs & Co.		CNH		1,825,922		02/21/23		266,105		270,554		(4,449	)
Citibank N.A.		CNH		188,372		02/21/23		25,891		27,912		(2,021	)
State Street Bank & Trust Co.		CNY		4,500,613		02/21/23		694,097		666,931		27,166
Goldman Sachs & Co.		COP		4,853,486		04/13/23		992		1,031		(39	)
Citibank N.A.		CZK		595,516		04/13/23		26,527		27,065		(538	)
Goldman Sachs & Co.		EUR		20,000		04/13/23		21,833		21,816		17
State Street Bank & Trust Co.		EUR		26,000		04/13/23		28,357		28,361		(4	)
Citibank N.A.		EUR		37,000		04/13/23		40,335		40,360		(25	)
Goldman Sachs & Co.		GBP		255,242		04/13/23		311,742		314,711		(2,969	)
Goldman Sachs & Co.		ILS		13,674		04/13/23		3,959		3,969		(10	)
Goldman Sachs & Co.		KRW		335,442,085		02/21/23		261,281		272,507		(11,226	)
Citibank N.A.		KRW		140,547,618		02/21/23		111,609		114,178		(2,569	)
Goldman Sachs & Co.		MXN		2,197,934		04/13/23		113,801		115,426		(1,625	)
Goldman Sachs & Co.		MYR		150,630		04/13/23		35,089		35,455		(366	)
Goldman Sachs & Co.		NOK		3,745,000		04/13/23		381,140		376,181		4,959
Citibank N.A.		NZD		780,000		04/13/23		499,024		504,267		(5,243	)
Goldman Sachs & Co.		PEN		132,484		04/13/23		34,754		34,264		490
Goldman Sachs & Co.		RON		172,513		04/13/23		37,443		37,922		(479	)
Goldman Sachs & Co.		SGD		287,000		02/21/23		212,347		218,445		(6,098	)
State Street Bank & Trust Co.		SGD		23,000		02/21/23		16,710		17,506		(796	)
Citibank N.A.		ZAR		560,894		04/13/23		32,831		31,993		838
							$	3,461,008	$	3,469,054	$	(8,046	)

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

FUTURES CONTRACTS
Number of Contracts	Type	Expiration Date		Notional			Market Value			Net Unrealized Appreciation (Depreciation)
Long Futures
7	2-Year Canadian Bond Futures		03/22/23	$	542,304		$	542,909		$	605
10	2-Year U.S Treasury Note Futures		03/31/23		2,056,744			2,056,484			(260	)
4	5-Year Canadian Bond Futures		03/22/23		336,591			339,102			2,511
1	Euro-Bobl Future		03/8/23		129,469			127,393			(2,076	)
12	5-Year U.S Treasury Note Futures		03/31/23		1,297,169			1,310,906			13,737
1	U.S. Ultra Long Bond Futures		03/22/23		134,036			141,750			7,714
				$	4,496,313		$	4,518,544		$	22,231
Short Futures
10	10-Year U.S. Treasury Note Futures		03/22/23	$	(1,191,636	)	$	(1,212,031	)	$	(20,395	)
1	Long Gilt Future		03/29/23		(130,606	)		(128,662	)		1,944
				$	(1,322,242	)	$	(1,340,693	)	$	(18,451	)

CENTRALLY CLEARED - INTEREST RATE SWAP AGREEMENTS

Notional     Amount

Expiration Date

Payment Made by Fund Frequency

Payment Made by Fund

Payment Received by Fund Frequency

Payment Received by Fund

Unrealized Appreciation (Depreciation)

Premium Paid

Value

$180,000

03/15/28

Annual

12 Month Euro Short-Term Rate

Annual

3.00%

$

2,353

$

635

$

2,988

Notes to the Schedule of Investments:
ABS	Asset-Backed Securities.
CLO	Collateralized Loan Obligation.
COP	Colombian Peso.
EETC	Enhanced Equipment Trust Certificate.
I/F	Inverse Floating rate security whose interest rate moves in the opposite direction of prevailing interest rates.
I/O	Interest Only Security.
PAC	Planned Amortization Class.
REIT	Real Estate Investment Trust.
SOFR	Secured Overnight Financing Rate.
TBA	To Be Announced.
AUD	Australian Dollar.
BRL	Brazilian Real.
CAD	Canadian Dollar.
CHF	Swiss Franc.
CLP	Chilean Peso.
CNH	Chinese Yuan Renminbi.
CNY	Chinese Yuan.
COP	Colombian Peso
CZK	Czech Koruna
EUR	Euro Currency
GBP	British Pound Sterling
HUF	Hungarian Forint.
IDR	Indonesian Rupiah.
ILS	Israeli Shekel.
JPY	Japanese Yen.
KRW	South Korean Won.
MXN	Mexican Peso.
MYR	Malaysian Ringgit.
NOK	Norwegian Krona.
NZD	New Zealand Dollar.
PEN	Peruvian Nuevo Sol.
PLN	Polish Zloty.
RON	Romanian New Leu.
SEK	Swedish Krona.
SGD	Singapore Dollar.
ZAR	South African Rand.

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

(1)	Investments issued under Regulation S of the Securities Act of 1933, as amended, may not be offered, sold, or delivered within the United States except under special exemptions. At January 31, 2023, the value of these securities amounted to $5,062,904 or 27.2% of net assets.
(2)	Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2023, the value of these securities amounted to $2,930,759 or 15.8% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(3)	Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2023.
(4)	For fair value measurement disclosure purposes, security is categorized as Level 3. Security is valued using significant unobservable inputs.
(5)	Restricted security (Note 3).
(6)	Security is not accruing interest.
(7)	Variable rate security. Interest rate disclosed is as of the most recent information available. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
(8)	Security purchased on a forward commitment with an approximate principal amount. The actual principal amount and maturity date will be determined upon settlement when the security is delivered.
(9)	Affiliated issuer.
(10)	Non-income producing security.
(11)	Rate disclosed is the 7-day net yield as of January 31, 2023.
(12)	Fund buys foreign currency, sells U.S. Dollar.
(13)	Fund sells foreign currency, buys U.S. Dollar.

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS (Continued)

The summary of the TCW Global Bond Fund transactions in the affiliated fund for the period ended January 31, 2023 is as follows:

Name of Affiliated Fund	Value at October 31, 2022		Purchases at Cost		Proceeds from Sales		Number of Shares Held January 31, 2023		Value at January 31, 2023		Dividends and Interest Income Received		Distributions Received from Net Realized Gain		Net Realized Gain (Loss) on Investments			Net change in Unrealized Gain (Loss) on Investments
TCW Emerging Markets Income Fund—I Class	$	561,009	$	9,867	$	45,214		93,240	$	583,680	$	7,552	$	—	$	(16,515	)	$	74,533
Total									$	583,680	$	7,552	$	—	$	(16,515	)	$	74,533

TCW Global Bond Fund
Investments by Country (Unaudited)	January 31, 2023

Country	Percentage of Net Assets
Australia		3.3	%
Bermuda		0.6
Canada		3.3
Cayman Islands		4.0
China		4.7
Colombia		1.2
France		5.2
Germany		1.9
Great Britain		5.6
Hungary		0.0
India		0.9
Indonesia		0.7
Ireland		1.9
Israel		1.3
Italy		1.1
Japan		1.7
Jersey		0.5
Luxembourg		0.2
Malaysia		0.5
Mexico		1.3
Netherlands		2.2
New Zealand		2.7
Norway		1.9
Panama		0.9
Portugal		0.7
Romania		0.1
Saudi Arabia		1.0
Serbia		1.1
Singapore		0.6
South Africa		0.2
South Korea		2.3
Spain		0.8
Supranational		2.0
Sweden		0.3
Switzerland		1.1
Thailand		0.3
United States		54.6
Total		112.7	%

TCW Global Bond Fund
Investments by Sector (Unaudited)	January 31, 2023

Sector	Percentage of Net Assets
Foreign Government Bonds		40.5	%
Corporate Bonds		27.5
Residential Mortgage-Backed Securities—Agency		20.4
Residential Mortgage-Backed Securities—Non-Agency		8.4
Asset-Backed Securities		4.9
Money Market Investments		4.6
Investment Companies		3.1
U.S. Treasury Securities		1.5
Commercial Mortgage-Backed Securities—Non-Agency		0.9
Municipal Bonds		0.7
Commercial Mortgage-Backed Securities—Agency		0.1
Common Stock		0.1
Rights		0.0
Other*		(12.7	)
Total		100.0	%

* Includes futures, swap agreements, pending trades, interest receivable, fund share transactions and accrued expenses payable.

TCW Global Bond Fund
Fair Valuation Summary (Unaudited)	January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)			Other Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Corporate Bonds*	$	—		$	5,118,028		$	—	$	5,118,028
Municipal Bonds		—			126,009			—		126,009
Foreign Government Bonds		—			7,529,294			—		7,529,294
Asset-Backed Securities		—			908,214			—		908,214
Commercial Mortgage-Backed Securities—Agency		—			22,173			—		22,173
Commercial Mortgage-Backed Securities—Non-Agency		—			159,031			—		159,031
Residential Mortgage-Backed Securities—Agency		—			3,780,602			—		3,780,602
Residential Mortgage-Backed Securities—Non-Agency		—			1,510,500			54,806		1,565,306
U.S. Treasury Securities		276,935			—			—		276,935
Total Fixed Income Securities		276,935			19,153,851			54,806		19,485,592
Investment Companies		583,680			—			—		583,680
Common Stock		—			—			8,113		8,113
Rights		—			—			—		—
Money Market Investments		857,921			—			—		857,921
Total Investments	$	1,718,536		$	19,153,851		$	62,919	$	20,935,306
Asset Derivatives
Forward Currency Contracts
Foreign Currency Risk		—			78,000			—		78,000
Futures Contracts
Interest Rate Risk		26,511			—			—		26,511
Swap Agreements
Interest Rate Risk		—			2,988			—		2,988
Total	$	1,745,047		$	19,234,839		$	62,919	$	21,042,805
Liability Derivatives
Forward Currency Contracts
Foreign Currency Risk	$	—		$	(69,111	)	$	—	$	(69,111	)
Futures Contracts
Interest Rate Risk		(22,731	)		—			—		(22,731	)
Total	$	(22,731	)	$	(69,111	)	$	—	$	(91,842	)

* See Schedule of Investments for corresponding industries.

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES —92.4% of Net Assets
BANK LOANS—7.9%
Airlines—0.1%
American Airlines, Inc. 2021 Term Loan 9.56% (3 mo. USD LIBOR + 4.750%)(1)		04/20/28	$	70,000	$	71,990
Chemicals—0.5%
IRIS Holdings, Inc. Term Loan 9.53% (3 mo. USD Term SOFR + 4.75%)(1)		06/28/28		100,748		90,925
Zep, Inc. 2017 1st Lien Term Loan 8.58% (3 mo. USD LIBOR + 4.000%)(1)		08/12/24		257,087		215,953
						306,878
Commercial Services—0.8%
Neptune Bidco US, Inc. 2022 USD Term Loan B 9.74% (3 mo. USD Term SOFR + 5.000%)(1)		04/11/29		157,000		144,047
Spin Holdco, Inc. 2021 Term Loan 8.77% (3 mo. USD LIBOR + 4.000%)(1)		03/04/28		417,563		331,912
						475,959
Computers—0.3%
TierPoint LLC 2021 Term Loan 8.32% (1 mo. USD LIBOR + 3.750%)(1)		05/05/26		191,602		181,184
Entertainment—0.7%
Crown Finance US, Inc. 2022 DIP Term Loan 14.47% (3 mo. USD Term SOFR + 10.000%)(1)		09/07/23		399,690		404,346
Health Care-Products—0.0%
Auris Luxembourg III Sarl 2019 USD Term Loan B2 8.68% (3 mo. USD LIBOR + 3.750%)(1)		02/27/26		15,881		14,578
Health Care-Services—0.6%
ADMI Corp. 2021 Term Loan B2 7.94% (1 mo. USD LIBOR + 3.375%)(1)		12/23/27		270,188		249,721
eResearchTechnology, Inc. 2020 1st Lien Term Loan 9.07% (1 mo. USD LIBOR + 4.500%)(1)		02/04/27		127,387		119,607
						369,328
Insurance—0.1%
Asurion LLC 2021 2nd Lien Term Loan B3 9.82% (1 mo. USD LIBOR + 5.250%)(1)		01/31/28		100,000		83,925
Machinery-Diversified—1.1%
ASP Blade Holdings, Inc. Initial Term Loan 8.73% (3 mo. USD LIBOR + 4.000%)(1)		10/13/28		554,729		454,373
Titan Acquisition Ltd. 2018 Term Loan B 8.15% (6 mo. USD LIBOR + 3.000%)(1)		03/28/25		196,029		191,434
						645,807
Media—0.2%
DirecTV Financing LLC Term Loan 9.57% (1 mo. USD LIBOR + 5.000%)(1)		08/02/27		148,213		146,090
Packaging & Containers—1.4%
Clydesdale Acquisition Holdings, Inc. Term Loan B 8.84% (1 mo. USD Term SOFR + 4.175%)(1)		04/13/29		298,500		293,736
Plaze, Inc. 2020 Incremental Term Loan 8.32% (1 mo. USD LIBOR + 3.750%)(1)		08/03/26		210,173		191,957
Proampac PG Borrower LLC 2020 Term Loan 8.58% (3 mo. USD LIBOR + 3.750%)(1)		11/03/25		374,319		367,020
						852,713
Pharmaceuticals—0.4%
Elanco Animal Health, Inc. Term Loan B 6.12% (1 mo. USD LIBOR + 1.750%)(1)		08/01/27		260,534		256,822
Retail—0.2%
1011778 B.C. Unlimited Liability Co. Term Loan B4 6.32% (1 mo. USD LIBOR + 1.750%)(1)		11/19/26		78,210		77,505
Staples, Inc. Term Loan B2 8.94% (3 mo. USD LIBOR + 4.500%)(1)		09/12/24		44,768		44,687
						122,192
Software—0.9%
CDK Global, Inc. 2022 USD Term Loan B 9.08% (3 mo. USD Term SOFR + 4.500%)(1)		07/06/29		175,000		174,864
CT Technologies Intermediate Holdings, Inc. 2021 Term Loan B 8.82% (1 mo. USD LIBOR + 4.250%)(1)		12/16/25		142,463		136,835
Open Text Corp. 2022 Term Loan B 0.00% (2)		11/16/29		213,500		213,500
						525,199
Telecommunications—0.6%
Level 3 Financing, Inc. 2019 Term Loan B 6.32% (1 mo. USD LIBOR + 1.750%)(1)		03/01/27		107,180		105,547
SBA Senior Finance II LLC 2018 Term Loan B 6.32% (1 mo. USD LIBOR + 1.750%)(1)		04/11/25		260,074		260,000
						365,547
Total Bank Loans (Cost: $5,058,324)						4,822,558
CORPORATE BONDS—84.5%
Aerospace/Defense—0.7%
TransDigm, Inc. 6.25% (3)		03/15/26		418,000		419,045
Agriculture—0.6%
BAT Capital Corp. 5.28%		04/02/50		401,000		337,822

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
Airlines—0.4%
Delta Air Lines, Inc. / SkyMiles IP, Ltd. 4.75%(3)		10/20/28	$	222,000	$	216,426
Auto Manufacturers—2.0%
Allison Transmission, Inc. 3.75%(3)		01/30/31		200,000		171,200
Ford Motor Credit Co. LLC 3.37%		11/17/23		1,100,000		1,075,800
						1,247,000
Banks—2.7%
Bank of America Corp. 4.38% (U.S. 5-year Treasury Constant Maturity Rate + 2.760%)(1),(4)		01/27/27		225,000		204,939
Bank of New York Mellon Corp. (The) 3.75% (U.S. 5-year Treasury Constant Maturity Rate + 2.630%)(1),(4)		12/20/26		285,000		247,932
Citigroup, Inc.
2.52% (SOFR + 1.177%)(1)		11/03/32		11,000		8,977
2.56% (SOFR + 1.167%)(1)		05/01/32		200,000		166,760
3.06% (SOFR + 1.35%)(1)		01/25/33		26,000		22,298
Credit Suisse Group AG (Switzerland)
6.54% (SOFR + 3.920%)(3)		08/12/33		405,000		387,538
9.02% (SOFR + 5.020%)(1),(3)		11/15/33		250,000		281,395
JPMorgan Chase & Co. 3.65% (U.S. 5-year Treasury Constant Maturity Rate + 2.850%)(1),(4)		06/01/26		95,000		86,806
US Bancorp 3.70% (U.S. 5-year Treasury Constant Maturity Rate + 2.541%)(1),(4)		01/15/27		300,000		262,353
						1,668,998
Beverages—0.4%
Primo Water Holdings, Inc. 4.38%(3)		04/30/29		300,000		262,131
Biotechnology—0.1%
Grifols Escrow Issuer SA 4.75%(3)		10/15/28		85,000		73,958
Chemicals—2.8%
ASP Unifrax Holdings, Inc. 5.25%(3)		09/30/28		412,000		353,290
Axalta Coating Systems LLC 3.38%(3)		02/15/29		250,000		215,230
Cheever Escrow Issuer LLC 7.13%(3)		10/01/27		200,000		196,228
Herens Holdco Sarl 4.75%(3)		05/15/28		400,000		328,652
SCIH Salt Holdings, Inc. 4.88%(3)		05/01/28		70,000		61,775
SCIL IV LLC / SCIL USA Holdings LLC 5.38%(3)		11/01/26		64,000		59,132
SK Invictus Intermediate II Sarl 5.00%(3)		10/30/29		422,000		346,597
Valvoline, Inc. 3.63%(3)		06/15/31		150,000		126,411
						1,687,315
Commercial Services—2.8%
ADT Security Corp. (The) 4.13%		06/15/23		175,000		174,270
Adtalem Global Education, Inc. 5.50%(3)		03/01/28		198,000		184,764
Carriage Services, Inc. 4.25%(3)		05/15/29		277,000		228,165
Gartner, Inc.
3.75%(3)		10/01/30		80,000		71,300
4.50%(3)		07/01/28		296,000		281,569
Global Payments, Inc. 5.30%		08/15/29		110,000		110,416
HealthEquity, Inc. 4.50%(3)		10/01/29		110,000		98,520
Prime Security Services Borrower LLC / Prime Finance, Inc. 3.38%(3)		08/31/27		100,000		89,122
Rent-A-Center, Inc. 6.38%(3)		02/15/29		500,000		426,250
WASH Multifamily Acquisition, Inc. 5.75%(3)		04/15/26		80,000		74,158
						1,738,534
Computers—2.3%
Booz Allen Hamilton, Inc. 3.88%(3)		09/01/28		468,000		423,889
NCR Corp.
5.13%(3)		04/15/29		330,000		287,433
5.25%(3)		10/01/30		476,000		412,152
Science Applications International Corp. 4.88%(3)		04/01/28		275,000		257,879
						1,381,353
Diversified Financial Services—1.6%
American Express Co. 3.55% (U.S. 5-year Treasury Constant Maturity Rate + 2.854%)(1),(4)		09/15/26		230,000		204,844
Charles Schwab Corp. (The) 5.00% (U.S. 5-year Treasury Constant Maturity Rate + 3.256%)(1),(4)		06/01/27		265,000		256,387
Jane Street Group / JSG Finance, Inc. 4.50%(3)		11/15/29		540,000		484,839
						946,070
Electric—1.1%
FirstEnergy Corp.
2.65%		03/01/30		395,000		338,001
5.10%		07/15/47		96,000		89,040
Pike Corp. 5.50%(3)		09/01/28		300,000		265,172
						692,213
Electrical Components & Equipment—0.3%
Energizer Holdings, Inc. 4.38%(3)		03/31/29		240,000		208,800

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
Electronics—0.1%
Coherent Corp. 5.00%(3)		12/15/29	$	65,000	$	59,533
Engineering & Construction—0.3%
Artera Services LLC 9.03%(3)		12/04/25		195,000		166,922
Entertainment—3.5%
Caesars Resort Collection LLC / CRC Finco, Inc. 5.75%(3)		07/01/25		600,000		601,056
Churchill Downs, Inc. 4.75%(3)		01/15/28		70,000		65,588
Cinemark USA, Inc. 5.25%(3)		07/15/28		70,000		58,100
Everi Holdings, Inc. 5.00%(3)		07/15/29		225,000		204,187
Live Nation Entertainment, Inc. 4.75%(3)		10/15/27		115,000		106,950
Penn Entertainment, Inc.
4.13%(3)		07/01/29		410,000		341,325
5.63%(3)		01/15/27		65,000		61,165
WarnerMedia Holdings, Inc. 5.14%(3)		03/15/52		850,000		706,809
						2,145,180
Food—5.7%
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
3.75%(3)		12/01/31		130,000		110,542
5.75%(3)		04/01/33		1,070,000		1,053,950
Nathan’s Famous, Inc. 6.63%(3)		11/01/25		11,000		10,904
Pilgrim’s Pride Corp.
3.50%(3)		03/01/32		1,400,000		1,140,846
5.88%(3)		09/30/27		170,000		168,798
Post Holdings, Inc. 5.75%(3)		03/01/27		300,000		296,250
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed 4.63%(3)		03/01/29		580,000		492,652
Smithfield Foods, Inc. 5.20%(3)		04/01/29		217,000		202,927
						3,476,869
Forest Products & Paper—0.5%
Clearwater Paper Corp. 4.75%(3)		08/15/28		364,000		325,795
Health Care-Products—1.1%
Hologic, Inc. 3.25%(3)		02/15/29		55,000		48,464
Teleflex, Inc. 4.25%(3)		06/01/28		687,000		634,510
						682,974
Health Care-Services—12.2%
Catalent Pharma Solutions, Inc.
3.50%(3)		04/01/30		425,000		351,707
5.00%(3)		07/15/27		350,000		331,465
Centene Corp.
2.45%		07/15/28		855,000		741,875
2.63%		08/01/31		250,000		205,390
3.00%		10/15/30		75,000		64,238
4.25%		12/15/27		1,020,000		979,669
HCA, Inc.
3.50%		09/01/30		440,000		394,641
5.25%		04/15/25		65,000		65,096
5.38%		02/01/25		275,000		276,144
5.63%		09/01/28		95,000		96,823
5.88%		02/01/29		615,000		632,221
IQVIA, Inc. 5.00%(3)		05/15/27		228,000		221,935
ModivCare Escrow Issuer, Inc. 5.00%(3)		10/01/29		175,000		152,521
ModivCare, Inc. 5.88%(3)		11/15/25		140,000		135,502
Molina Healthcare, Inc.
3.88%(3)		11/15/30		964,000		831,450
3.88%(3)		05/15/32		465,000		390,512
Prime Healthcare Services, Inc. 7.25%(3)		11/01/25		420,000		373,275
Tenet Healthcare Corp.
4.63%		07/15/24		300,000		296,261
4.88%		01/01/26		810,000		789,385
6.13%		10/01/28		120,000		112,086
						7,442,196
Household Products/Wares—0.3%
Central Garden & Pet Co. 4.13%		10/15/30		240,000		204,283
Housewares—0.8%
Newell Brands, Inc.
4.88%		06/01/25		349,000		342,020
5.75%		04/01/46		145,000		120,682
						462,702
Insurance—0.5%
Acrisure LLC / Acrisure Finance, Inc. 4.25%(3)		02/15/29		335,000		278,589
Internet—0.6%
Cogent Communications Group, Inc. 7.00%(3)		06/15/27		105,000		104,112
Gen Digital, Inc. 6.75%(3)		09/30/27		165,000		167,542
Netflix, Inc. 4.63%		05/15/29		100,000		110,858
						382,512
Iron & Steel—0.4%
ATI, Inc. 5.13%		10/01/31		255,000		233,006
Lodging—0.6%
Hilton Domestic Operating Co., Inc. 3.63%(3)		02/15/32		200,000		168,213
Wyndham Hotels & Resorts, Inc. 4.38%(3)		08/15/28		212,000		197,046
						365,259
Machinery-Construction & Mining—0.5%
BWX Technologies, Inc. 4.13%(3)		06/30/28		330,000		300,006
Media—9.0%
Block Communications, Inc. 4.88%(3)		03/01/28		355,000		314,175
Cable One, Inc. 4.00%(3)		11/15/30		565,000		468,950
CCO Holdings LLC / CCO Holdings Capital Corp.
4.00%(3)		03/01/23		1,600,000		1,600,720
5.50%(3)		05/01/26		200,000		197,512

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
Media (Continued)
CSC Holdings LLC
3.38%(3)		02/15/31	$	125,000	$	87,338
6.50%(3)		02/01/29		670,000		580,448
7.50%(3)		04/01/28		385,000		282,255
Diamond Sports Group LLC / Diamond Sports Finance Co. 5.38%(3)		08/15/26		570,000		42,394
DISH DBS Corp.
5.25%(3)		12/01/26		550,000		475,062
7.38%		07/01/28		607,000		437,119
7.75%		07/01/26		30,000		24,375
DISH Network Corp. 11.75%(3)		11/15/27		115,000		119,379
Gray Escrow II, Inc. 5.38%(3)		11/15/31		400,000		308,120
Sirius XM Radio, Inc. 3.13%(3)		09/01/26		460,000		414,711
Virgin Media Secured Finance PLC (United Kingdom) 4.50%(3)		08/15/30		200,000		172,692
						5,525,250
Miscellaneous Manufacturers—0.8%
General Electric Co.
5.09% (3 mo. USD LIBOR + 0.480%)(1)		08/15/36		52,000		43,819
8.10% (3 mo. USD LIBOR + 3.330%)(1),(4)		03/15/23		465,000		464,112
						507,931
Oil & Gas—1.3%
Petroleos Mexicanos 7.69%		01/23/50		65,000		48,621
SM Energy Co. 6.50%		07/15/28		330,000		315,945
Transocean Titan Financing, Ltd. 8.38%(3)		02/01/28		400,000		414,500
Valaris, Ltd. 8.25%		04/30/28		5,000		5,066
						784,132
Oil & Gas Services—2.3%
Archrock Partners LP / Archrock Partners Finance Corp. 6.25%(3)		04/01/28		492,000		469,860
Transocean Proteus, Ltd. 6.25%(3)		12/01/24		560,000		565,967
USA Compression Partners LP / USA Compression Finance Corp. 6.88%		09/01/27		400,000		388,550
						1,424,377
Packaging & Containers—3.8%
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc. 5.25%(3)		08/15/27		600,000		497,250
Ball Corp. 6.88%		03/15/28		600,000		618,828
Graphic Packaging International LLC 4.13%		08/15/24		725,000		715,031
Sealed Air Corp. 4.00%(3)		12/01/27		362,000		335,755
Silgan Holdings, Inc. 4.13%		02/01/28		125,000		116,871
Trivium Packaging Finance BV (Netherlands) 5.50%(3)		08/15/26		55,000		52,867
						2,336,602
Pharmaceuticals—2.2%
180 Medical, Inc. 3.88%(3)		10/15/29		500,000		447,500
Bausch Health Cos, Inc. (Canada) 5.75%(3)		08/15/27		18,000		12,240
Embecta Corp. 6.75%(3)		02/15/30		500,000		451,025
Organon & Co. / Organon Foreign Debt Co-Issuer BV 5.13%(3)		04/30/31		300,000		271,740
Prestige Brands, Inc. 3.75%(3)		04/01/31		215,000		182,851
						1,365,356
Pipelines—7.1%
DCP Midstream Operating LP 5.60%		04/01/44		136,000		136,258
Energy Transfer LP
5.00%		05/15/50		135,000		118,176
5.35%		05/15/45		126,000		115,303
5.40%		10/01/47		40,000		36,932
6.63% (3 mo. USD LIBOR + 4.155%)(1),(4)		02/15/28		897,000		752,520
Global Partners LP / GLP Finance Corp. 6.88%		01/15/29		540,000		510,308
NGL Energy Operating LLC / NGL Energy Finance Corp. 7.50%(3)		02/01/26		260,000		247,265
Rockies Express Pipeline LLC
4.80%(3)		05/15/30		30,000		27,150
6.88%(3)		04/15/40		541,000		461,754
TransMontaigne Partners LP / TLP Finance Corp. 6.13%		02/15/26		712,000		620,494
Venture Global Calcasieu Pass LLC
4.13%(3)		08/15/31		880,000		782,153
6.25%(3)		01/15/30		500,000		508,610
						4,316,923
REIT—3.6%
American Assets Trust LP 3.38%		02/01/31		475,000		387,857
GLP Capital LP / GLP Financing II, Inc. 5.75%		06/01/28		473,000		482,316
Iron Mountain, Inc. 5.25%(3)		07/15/30		100,000		90,750
VICI Properties LP / VICI Note Co., Inc.
3.88%(3)		02/15/29		34,000		30,672
4.50%(3)		01/15/28		40,000		37,416
4.63%(3)		06/15/25		512,000		496,435
5.63%(3)		05/01/24		106,000		105,908
5.75%(3)		02/01/27		554,000		551,778
						2,183,132
Retail—2.3%
Bloomin’ Brands, Inc. / OSI Restaurant Partners LLC 5.13%(3)		04/15/29		335,000		297,313
Fertitta Entertainment 4.63%(3)		01/15/29		325,000		287,063
FirstCash, Inc. 5.63%(3)		01/01/30		100,000		92,019
Michaels Cos, Inc. (The)
5.25%(3)		05/01/28		480,000		400,891
7.88%(3)		05/01/29		125,000		95,156

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
Retail (Continued)
Papa John’s International, Inc. 3.88%(3)		09/15/29	$	270,000	$	233,874
						1,406,316
Software—0.5%
Open Text Corp. 6.90%(3)		12/01/27		150,000		154,125
Oracle Corp. 6.25%		11/09/32		150,000		163,200
						317,325
Telecommunications—6.7%
Altice France SA
5.13%(3)		01/15/29		200,000		157,750
5.50%(3)		10/15/29		450,000		356,009
8.13%(3)		02/01/27		250,000		235,000
CommScope, Inc. 4.75%(3)		09/01/29		300,000		252,000
Global Switch Finance BV 1.38%(5)		10/07/30		115,000		105,390
Intelsat Jackson Holdings S. A. 6.50%(3),(6)		03/15/30		239,000		217,229
Lumen Technologies, Inc. 4.50%(3)		01/15/29		335,000		226,963
SES GLOBAL Americas Holdings, Inc. 5.30%(3)		03/25/44		559,000		449,135
Sprint Corp. 7.88%		09/15/23		775,000		787,379
T-Mobile USA, Inc.
2.25%		02/15/26		600,000		556,458
2.63%		02/15/29		370,000		324,601
Zayo Group Holdings, Inc. 4.00%(3)		03/01/27		525,000		418,183
						4,086,097
Total Corporate Bonds (Cost: $55,371,899)						51,658,932
Total Fixed Income Securities (Cost: $60,430,223)						56,481,490
			Shares
COMMON STOCK—0.0%
Electric—0.0%
Homer City Holdings LLC—Series A(7),(8)				5,610		—
Total Common Stock (Cost: $327,224)						—
WARRANTS—0.0%
Entertainment—0.0%
Cineworld Group PLC(8)				42,717		1,175
Total Warrants (Cost: $—)						1,175
MONEY MARKET INVESTMENTS—1.7%
State Street Institutional U.S. Government Money Market Fund—Premier Class,4.18%(9)				1,064,885		1,064,885
Total Money Market Investments (Cost: $1,064,885)						1,064,885
	Maturity Date		Principal Amount
SHORT TERM INVESTMENTS—5.7%
U.S. TREASURY SECURITIES—5.7%
U.S. Treasury Bill
4.49%(10)		05/11/23	$	2,000,000		1,975,015
4.56%(10)		05/25/23		1,500,000		1,478,483
Total U.S. Treasury Securities (Cost: $3,454,610)						3,453,498
Total Short Term Investments (Cost: $3,454,610)						3,453,498
Total Investments (99.8%) (Cost: $65,276,942)						61,001,048
Excess Of Other Assets Over Liabilities (0.2%)						129,690
Net Assets (100.0%)					$	61,130,738

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Futures Contracts

Number of Contracts	Type	Expiration Date		Notional			Market Value			Net Unrealized Appreciation (Depreciation)
Long Futures
90	5-Year U.S Treasury Note Futures		03/31/23	$	9,720,285		$	9,831,797		$	111,512
Short Futures
24	10-Year U.S. Treasury Note Futures		03/22/23	$	(2,847,256	)	$	(2,908,875	)	$	(61,619	)
1	Euro-Bobl Future		03/8/23		(129,423	)		(127,394	)		2,029
5	U.S. Ultra Long Bond Futures		03/22/23		(670,159	)		(708,750	)		(38,591	)
					$  (3,646,838)		$	(3,745,019	)	$	(98,181	)

FORWARD CURRENCY EXCHANGE CONTRACTS

Counterparty

Contracts to Deliver

Units of Currency

Settlement Date

In Exchange for U.S. Dollars

Contracts at Value

Unrealized Appreciation (Depreciation)

SELL(11)

Citibank N.A.

EUR

203,000

04/13/23

219,813

221,435

(1,622

)

Notes to the Schedule of Investments:
REIT	Real Estate Investment Trust.
EUR	Euro Currency
(1)	Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2023.
(2)	This position represents an unsettled bank loan at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which will be adjusted on settlement date.
(3)	Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2023, the value of these securities amounted to $34,132,080 or 55.8% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(4)	Perpetual maturity.
(5)	Investments issued under Regulation S of the Securities Act of 1933, as amended, may not be offered, sold, or delivered within the United States except under special exemptions. At January 31, 2023, the value of these securities amounted to $105,390 or 0.2% of net assets.
(6)	Restricted security (Note 3).
(7)	For fair value measurement disclosure purposes, security is categorized as Level 3. Security is valued using significant unobservable inputs.
(8)	Non-income producing security.
(9)	Rate disclosed is the 7-day net yield as of January 31, 2023.
(10)	Rate shown represents yield-to-maturity.
(11)	Fund sells foreign currency, buys U.S. Dollar.

TCW High Yield Bond Fund

Investments by Sector (Unaudited) January 31, 2023

Sector	Percentage of Net Assets
Corporate Bonds		84.5	%
Bank Loans		7.9
U.S. Treasury Securities		5.7
Money Market Investments		1.7
Warrants		0.0	**
Common Stock		0.0	**
Other*		0.2
Total		100.0	%

* Includes capstock, futures, pending trades, interest receivable and accrued expenses payable.

** Amount rounds to less than 0.1%.

TCW High Yield Bond Fund

Fair Valuation Summary (Unaudited) January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)			Other Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Bank Loans*	$	—		$	4,822,558		$	—	$	4,822,558
Corporate Bonds*		—			51,658,932			—		51,658,932
Total Fixed Income Securities		—			56,481,490			—		56,481,490
Common Stock*		—			—			—		—
Warrants*		—			1,175			—		1,175
Money Market Investments		1,064,885			—			—		1,064,885
Short-Term Investments		3,453,498			—			—		3,453,498
Total Investments	$	4,518,383		$	56,482,665		$	—	$	61,001,048
Asset Derivatives
Futures Contracts
Interest Rate Risk		113,541			—			—		113,541
Total Investments	$	4,631,924		$	56,482,665		$	—	$	61,114,589
Liability Derivatives
Futures Contracts
Interest Rate Risk	$	(100,210	)	$	—		$	—	$	(100,210	)
Forward Currency Contracts
Foreign Currency Risk		—			(1,622	)		—		(1,622	)
Total	$	(100,210	)	$	(1,622	)	$	—	$	(101,832	)

* See Schedule of Investments for corresponding industries.

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—106.7% of Net Assets
COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—2.5%
Fannie Mae (14-M11-1A) 3.12%(1)		08/25/24	$	20,983	$	20,329
Freddie Mac Multifamily Structured Pass Through Certificates (K030-X1) (I/O) 0.14%(1)		04/25/23		10,029,593		1,689
Freddie Mac Multifamily Structured Pass Through Certificates (KF68-A) 4.88% (1 mo. USD LIBOR + 0.490%)(2)		07/25/26		45,751		45,553
Freddie Mac Multifamily Structured Pass Through Certificates (KJ28-A1) 1.77%		02/25/25		1,048		1,048
Freddie Mac Multifamily Structured Pass Through Certificates (KJ34-A1) 0.68%		06/25/26		11,062		10,194
Freddie Mac Multifamily Structured Pass Through Certificates (KL05-X1HG) (I/O) 1.22%(1)		12/25/27		500,000		22,245
Freddie Mac Multifamily Structured Pass Through Certificates (KS06-X) (I/O) 1.05%(1)		08/25/26		554,775		13,836
Freddie Mac Multifamily Structured Pass Through Certificates (KJ29-A1) 0.74%		01/25/26		19,057		18,182
Freddie Mac Multifamily Structured Pass-Through Certificates (K723-X1) (I/O) 0.91%(1)		08/25/23		1,504,908		4,031
Freddie Mac Multifamily Structured Pass-Through Certificates (K031-X1) (I/O) 0.16%(1)		04/25/23		710,798		155
Freddie Mac Multifamily Structured Pass-Through Certificates (K722-X1) (I/O) 1.41%(1)		03/25/23		69,185		4
Freddie Mac Multifamily Structured Pass-Through Certificates (KJ31-A1) 0.57%		05/25/26		17,450		16,901
Freddie Mac Multifamily Structured Pass-Through Certificates (KJ32-A1) 0.52%		06/25/25		19,562		18,568
Freddie Mac Multifamily Structured Pass-Through Certificates (KS07-X) (I/O) 0.63%(1)		09/25/25		240,243		3,571
FRESB Mortgage Trust (15-SB3-A3) 4.94% (1 mo. USD LIBOR + 0.550%)(2)		01/25/43		2,063		2,045
Ginnie Mae (08-92-E) 5.56%(1)		03/16/44		5,126		5,067
Ginnie Mae (10-159-D) 4.56%(1)		09/16/44		6,600		6,448
Ginnie Mae (11-165-IO) (I/O) 0.00%(1)		10/16/51		213,089		2
Total Commercial Mortgage-Backed Securities—Agency (Cost: $256,266)						189,868
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—7.5%
BBCMS Trust (15-SRCH-XB) (I/O) 0.19%(1),(3)		08/10/35		2,000,000		16,985
BDS, Ltd. (19-FL4-A) 5.56% (1 mo. USD LIBOR + 1.100%)(2),(3)		08/15/36		10,399		10,363
BFLD Trust (20-OBRK-A) 6.64% (SOFR + 2.164%)(2),(3)		11/15/28		100,000		99,140
Citigroup Commercial Mortgage Trust (13-GC11-XA) (I/O) 1.17%(1)		04/10/46		102,985		1
Citigroup Commercial Mortgage Trust (14-GC23-XB) (I/O) 0.21%(1)		07/10/47		3,784,000		10,642
COMM Mortgage Trust (12-CR3-XA) (I/O) 1.23%(1)		10/15/45		187,080		399
COMM Mortgage Trust (12-CR4-XA) (I/O) 1.23%(1)		10/15/45		230,217		1
COMM Mortgage Trust (13-CR6-XA) (I/O) 0.92%(1)		03/10/46		412,501		4
COMM Mortgage Trust (13-CR9-ASB) 3.83%		07/10/45		3,400		3,383
COMM Mortgage Trust (14-CR14-A2) 3.15%		02/10/47		61,639		61,235
COMM Mortgage Trust (14-CR19-XA) (I/O) 0.93%(1)		08/10/47		76,796		786
COMM Mortgage Trust (14-CR20-A3) 3.33%		11/10/47		14,873		14,274
COMM Mortgage Trust (16-DC2-XA) (I/O) 0.93%(1)		02/10/49		734,084		16,090
FS Rialto (19-FL1-A) 5.66% (1 mo. USD LIBOR + 1.200%)(2),(3)		12/16/36		95,744		94,977
GS Mortgage Securities Trust (13-GC14-A4) 3.96%		08/10/46		24,823		24,716
JPMBB Commercial Mortgage Securities Trust (14-C18-XA) (I/O) 0.67%(1)		02/15/47		906,146		3,676
LoanCore Issuer, Ltd. (19-CRE3-AS) 5.83% (1 mo. USD LIBOR + 1.370%)(2),(3)		04/15/34		34,502		34,406
MF1, Ltd. (20-FL4-A) 6.30% (SOFR + 1.814)(2),(3)		11/15/35		13,034		13,084
Morgan Stanley Bank of America Merrill Lynch Trust (13-C12-XA) (I/O) 0.55%(1)		10/15/46		246,863		393
Morgan Stanley Bank of America Merrill Lynch Trust (13-C7-XA) (I/O) 0.85%(1)		02/15/46		158,689		2
Morgan Stanley Bank of America Merrill Lynch Trust (14-C15-A3) 3.77%		04/15/47		3,927		3,901
SREIT Trust (21-MFP-A) 5.19% (1 mo. USD LIBOR + 0.731%)(2),(3)		11/15/38		100,000		97,583
Wells Fargo Commercial Mortgage Trust (15-NXS2-XA) (I/O) 0.60%(1)		07/15/58		1,412,305		16,051
WFRBS Commercial Mortgage Trust (14-C21-XA) (I/O) 1.00%(1)		08/15/47		1,437,745		15,952
WFRBS Commercial Mortgage Trust (14-C24-A3) 3.43%		11/15/47		37,918		36,486
Total Commercial Mortgage-Backed Securities — Non-Agency (Cost: $687,656)						574,530
RESIDENTIAL MORTGAGE-BACKED SECURITIES — AGENCY —27.6%
Fannie Mae (03-11-FA) 5.51% (1 mo. USD LIBOR + 1.000%)(2)		09/25/32		6,620		6,719

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES — AGENCY (Continued)
Fannie Mae (06-23-FP) (PAC) 4.81% (1 mo. USD LIBOR + 0.300%)(2)		04/25/36	$	9,588	$	9,483
Fannie Mae (07-64-FA) 4.98% (1 mo. USD LIBOR + 0.470%)(2)		07/25/37		13,980		13,890
Fannie Mae (08-24-PF) (PAC) 5.16% (1 mo. USD LIBOR + 0.650%)(2)		02/25/38		6,129		6,170
Fannie Mae (10-118-GF) (PAC) 5.06% (1 mo. USD LIBOR + 0.550%)(2)		10/25/39		4,452		4,450
Fannie Mae (11-75-HP) (PAC) 2.50%		07/25/40		1,277		1,264
Fannie Mae (20-10-FA) 5.01% (1 mo. USD LIBOR + 0.500%)(2)		03/25/50		15,898		15,764
Fannie Mae (17-10-FA) 4.91% (1 mo. USD LIBOR + 0.400%)(2)		03/25/47		36,343		35,772
Fannie Mae, Pool #254548 5.50%		12/01/32		5,285		5,502
Fannie Mae, Pool #600187 7.00%		07/01/31		12,070		12,333
Fannie Mae, Pool #995364 6.00%		10/01/38		4,250		4,458
Fannie Mae, Pool #AL0851 6.00%		10/01/40		3,213		3,420
Fannie Mae, Pool #MA4492 2.00%		12/01/51		46,827		39,523
Freddie Mac (3071-TF) (PAC) 4.76% (1 mo. USD LIBOR + 0.300%)(2)		04/15/35		8,082		8,061
Freddie Mac (3300-FA) 4.76% (1 mo. USD LIBOR + 0.300%)(2)		08/15/35		16,303		16,159
Freddie Mac (3318-F) 4.71% (1 mo. USD LIBOR + 0.250%)(2)		05/15/37		19,109		18,773
Freddie Mac (3946-FG) (PAC) 4.81% (1 mo. USD LIBOR + 0.350%)(2)		10/15/39		36		36
Freddie Mac (4231-FD) 4.81% (1 mo. USD LIBOR + 0.350%)(2)		10/15/32		21,940		21,887
Freddie Mac, Pool #SD8194 2.50%		02/01/52		46,959		41,183
Freddie Mac, Pool #SD8199 2.00%		03/01/52		47,779		40,240
Freddie Mac (263-F5) 4.96% (1 mo. USD LIBOR + 0.500%)(2)		06/15/42		15,429		15,211
Freddie Mac., Pool #SD8189 2.50%		01/01/52		46,481		40,771
Ginnie Mae II, Pool #80022 1.75% (U.S. 1-year Treasury Constant Maturity Rate + 1.500%)(2)		12/20/26		4,680		4,602
Ginnie Mae II, Pool #80636 2.63% (U.S. 1-year Treasury Constant Maturity Rate + 1.500%)(2)		09/20/32		3,239		3,160
Ginnie Mae II, Pool #80757 2.63% (U.S. 1-year Treasury Constant Maturity Rate + 1.500%)(2)		10/20/33		1,276		1,234
Ginnie Mae II, Pool #80797 2.63% (U.S. 1-year Treasury Constant Maturity Rate + 1.500%)(2)		01/20/34		16,576		16,247
Ginnie Mae II, Pool #80937 2.88% (U.S. 1-year Treasury Constant Maturity Rate + 1.500%)(2)		06/20/34		7,070		6,967
Ginnie Mae II TBA, 30-Year
2.50%(4)		01/01/52		250,000		223,235
2.50%(4)		01/01/52		150,000		133,893
4.50%(4)		08/01/52		50,000		49,655
Uniform Mortgage-Backed Securities TBA, 30-Year
2.00%(4)		01/01/52		75,000		63,070
3.50%(4)		05/01/52		25,000		23,471
4.50%(4)		08/01/52		50,000		49,381
4.50%(4)		08/01/52		125,000		123,483
2.00%(4)		01/01/52		25,000		21,039
2.50%(4)		01/01/52		150,000		131,412
2.50%(4)		01/01/52		25,000		21,916
3.00%(4)		03/01/52		275,000		250,110
4.00%(4)		07/01/52		75,000		72,407
5.00%(4)		08/01/52		550,000		552,277
Total Residential Mortgage-Backed Securities — Agency (Cost: $2,101,182)						2,108,628
RESIDENTIAL MORTGAGE-BACKED SECURITIES — NON-AGENCY—10.1%
ABFC Trust (02-WF2-A2) 5.63% (1 mo. USD LIBOR + 1.125%)(2)		05/25/32		20,304		20,044
BNC Mortgage Loan Trust (06-2-A4) 4.83% (1 mo. USD LIBOR + 0.320%)(2)		11/25/36		26,940		26,092
CIT Mortgage Loan Trust (07-1-1A) 5.86% (1 mo. USD LIBOR + 1.350%)(2),(3)		10/25/37		31,953		31,834
Credit Suisse First Boston Mortgage Securities Corp. (02-AR31-6A1) 3.25%(1)		11/25/32		7,379		7,026
First Franklin Mortgage Loan Asset-Backed Certificates (04-FF5-A3C) 5.51% (1 mo. USD LIBOR + 1.000%)(2)		08/25/34		8,623		8,091
JPMorgan Mortgage Acquisition Trust (06-ACC1-M1) 4.91% (1 mo. USD LIBOR + 0.405%)(2)		05/25/36		2,900		3,156
JPMorgan Mortgage Acquisition Trust (07-CH4-A5) 4.75% (1 mo. USD LIBOR + 0.240%)(2)		05/25/37		52,352		51,921
JPMorgan Mortgage Trust (18-8-A3) 4.00%(1),(3)		01/25/49		43,901		41,307
Morgan Stanley Capital I, Inc. Trust (06-NC2-A2D) 5.09% (1 mo. USD LIBOR + 0.580%)(2)		02/25/36		29,140		28,852
New Century Home Equity Loan Trust (05-1-M1) 5.18% (1 mo. USD LIBOR + 0.675%)(2)		03/25/35		45,660		44,826

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES — NON-AGENCY (Continued)
NovaStar Mortgage Funding Trust Series (05-1-M5) 5.59% (1 mo. USD LIBOR + 1.080%)(2)		06/25/35	$	22,200	$	22,082
Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates (05-2-M5) 5.48% (1 mo. USD LIBOR + 0.975%)(2)		04/25/35		59,293		58,666
Ownit Mortgage Loan Asset-Backed Certificates (06-3-A2D) 5.05% (1 mo. USD LIBOR + 0.540%)(2)		03/25/37		38,542		36,655
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates (04-WHQ2-M4) 6.08% (1 mo. USD LIBOR + 1.575%)(2)		02/25/35		32,341		31,141
PRPM LLC (21-6-A1) 1.79%(3)		07/25/26		34,816		32,628
RASC Series Trust (05-EMX1-M1) 5.15% (1 mo. USD LIBOR + 0.645%)(2)		03/25/35		22,921		22,742
RASC Series Trust (06-KS3-M1) 5.00% (1 mo. USD LIBOR + 0.330%)(2)		04/25/36		31,095		30,293
Residential Accredit Loans, Inc. (02-QS16-A2) 5.06% (1 mo. USD LIBOR + 0.550%)(2),(5)		10/25/17		68		36
Soundview Home Loan Trust (05-OPT1-M2) 5.18% (1 mo. USD LIBOR + 0.675%)(2)		06/25/35		19,576		18,873
Structured Asset Investment Loan Trust (05-11-A3) 5.11% (1 mo. USD LIBOR + 0.600%)(2)		01/25/36		14,169		13,604
Structured Asset Investment Loan Trust (05-HE3-M1) 5.23% (1 mo. USD LIBOR + 0.720%)(2)		09/25/35		20,353		19,919
VOLT XCIV LLC (21-NPL3-A1) 2.24%(3)		02/27/51		130,359		122,795
Wells Fargo Home Equity Asset-Backed Securities Trust (05-4-M3) 5.26% (1 mo. USD LIBOR + 0.750%)(2)		12/25/35		100,000		97,900
Total Residential Mortgage-Backed Securities—Non-Agency (Cost: $781,550)						770,483
CORPORATE BONDS—21.2%
Aerospace & Defense—0.4%
BAE Systems Holdings, Inc. 3.85%(3)		12/15/25		20,000		19,520
Boeing Co. (The) 1.43%		02/04/24		15,000		14,460
						33,980
Agriculture—0.3%
Imperial Brands Finance PLC 4.25%(3)		07/21/25		20,000		19,526
Auto Manufacturers—0.3%
Mercedes-Benz Finance North America LLC 1.75%(3)		03/10/23		25,000		24,936
Banks—11.8%
Bank of America Corp.
1.32% (SOFR + 1.150%)(2)		06/19/26		45,000		41,241
1.73% (SOFR + 0.960%)(2)		07/22/27		100,000		89,653
Citigroup, Inc.
1.46% (SOFR + 0.770%)(2)		06/09/27		40,000		35,637
3.29% (SOFR + 1.528%)(2)		03/17/26		10,000		9,634
3.67% (3 mo. USD LIBOR + 1.390%)(2)		07/24/28		45,000		42,628
Credit Suisse Group AG (Switzerland)
1.31% (SOFR + 0.980%)(3),(2)		02/02/27		65,000		54,018
3.09% (SOFR + 1.730%)(3),(2)		05/14/32		10,000		7,608
3.80%		06/09/23		20,000		19,821
DNB Bank ASA 0.86% (U.S. 1-year Treasury Constant Maturity Rate + 0.330%)(2),(3)		09/30/25		30,000		27,897
Goldman Sachs Group, Inc. (The)
0.93% (SOFR + 0.486%)(2)		10/21/24		10,000		9,662
1.22%		12/06/23		95,000		92,075
HSBC Holdings PLC (United Kingdom) 0.98% (SOFR + 0.708%)(2)		05/24/25		90,000		84,670
JPMorgan Chase & Co.
0.56% (SOFR + 0.420%)(2)		02/16/25		55,000		52,312
1.04% (SOFR + 0.695%)(2)		02/04/27		55,000		49,110
3.96% (3 mo. USD LIBOR + 1.245%)(2)		01/29/27		5,000		4,887
Lloyds Banking Group PLC (United Kingdom) 3.87% (1-year Treasury Constant Maturity Rate + 3.500%)(2)		07/09/25		40,000		39,187
Macquarie Group, Ltd. (Australia) 1.20% (SOFR + 0.694%)(2),(3)		10/14/25		15,000		13,899
Morgan Stanley
1.16% (SOFR + 0.560%)(2)		10/21/25		75,000		69,916
1.51% (SOFR + 0.858%)(2)		07/20/27		25,000		22,296
4.78% (SOFR + 0.455%)(2)		01/25/24		35,000		34,976
NatWest Group PLC (United Kingdom) 4.52% (3 mo. USD LIBOR + 1.550%)(2)		06/25/24		25,000		24,875
Wells Fargo & Co.
2.16% (3 mo. USD LIBOR + 0.750%)(2)		02/11/26		65,000		61,352
3.53% (SOFR + 1.510%)(2)		03/24/28		15,000		14,264
						901,618
Biotechnology—0.4%
Illumina, Inc. 5.80%		12/12/25		20,000		20,417
Royalty Pharma PLC 0.75%		09/02/23		10,000		9,761
						30,178
Commercial Services—0.4%
Global Payments, Inc. 4.45%		06/01/28		30,000		28,972

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
Diversified Financial Services—0.7%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust (Ireland) 4.88%		01/16/24	$	10,000	$	9,959
American Express Co. 2.25%		03/04/25		20,000		19,041
Capital One Financial Corp. 1.34% (SOFR + 0.690%)(2)		12/06/24		20,000		19,312
Park Aerospace Holdings, Ltd. 4.50%(3)		03/15/23		5,000		4,995
						53,307
Electric—0.8%
American Electric Power 2.03%		03/15/24		30,000		29,009
Metropolitan Edison Co. 4.00%(3)		04/15/25		30,000		28,993
						58,002
Health Care-Products—0.6%
Baxter International, Inc. 0.87%		12/01/23		25,000		24,164
Thermo Fisher Scientific, Inc. 1.22%		10/18/24		25,000		23,624
						47,788
Health Care-Services—0.7%
HCA, Inc.
5.25%		04/15/25		10,000		10,015
5.25%		06/15/26		45,000		45,100
						55,115
Insurance—0.8%
Athene Global Funding 4.90% (SOFR + 0.700%)(2),(3)		05/24/24		30,000		29,746
Trinity Acquisition PLC 4.63%		08/15/23		35,000		34,849
						64,595
Miscellaneous Manufacturers—0.1%
General Electric Co. 4.91% (3 mo. USD LIBOR + 0.380%)(2)		05/05/26		5,000		4,876
Oil & Gas—0.1%
Petroleos Mexicanos 6.70%		02/16/32		13,000		10,799
Packaging & Containers—0.5%
Amcor Flexibles North America, Inc. 4.00%		05/17/25		25,000		24,507
Berry Global, Inc. 0.95%		02/15/24		15,000		14,342
						38,849
Pharmaceuticals—0.8%
Bayer US Finance II LLC 4.25%(3)		12/15/25		30,000		29,501
Bayer US Finance LLC 3.38%(3)		07/15/24		10,000		9,760
Becton Dickinson and Co. 3.73%		12/15/24		20,000		19,650
						58,911
REIT—1.4%
GLP Capital LP / GLP Financing II, Inc. 5.38%		11/01/23		25,000		25,025
Kilroy Realty LP 3.45%		12/15/24		40,000		38,683
Life Storage LP 3.88%		12/15/27		15,000		14,220
VICI Properties LP / VICI Note Co., Inc.
4.63%(3)		06/15/25		10,000		9,696
5.75%(3)		02/01/27		20,000		19,920
						107,544
Software—0.3%
Take-Two Interactive Software, Inc. 3.30%		03/28/24		25,000		24,508
Telecommunications—0.8%
SES SA 3.60%(3)		04/04/23		35,000		34,869
T-Mobile USA, Inc. 3.88%		04/15/30		25,000		23,429
						58,298
Total Corporate Bonds (Cost: $1,645,996)						1,621,802
MUNICIPAL BONDS—1.2%
City and County of Denver Co. Airport System Revenue, Revenue Bond 1.12%		11/15/24		10,000		9,431
City of Baltimore MD, General Obligation Unlimited 5.00%		10/15/25		40,000		40,483
New York City Transitional Finance Authority Future Tax Secured Revenue, Revenue Bond 2.31%		11/01/26		25,000		23,138
New York State Dormitory Authority, Revenue Bond 5.00%		03/15/24		15,000		15,099
Total Municipal Bonds (Cost: $96,196)						88,151
U.S. TREASURY SECURITIES—28.5%
U.S. Treasury Note
3.50%		01/31/28		169,000		168,267
3.88%		01/15/26		441,000		440,897
3.88%		12/31/27		177,000		179,054
4.13%		01/31/25		441,000		440,535
4.25%		12/31/24		952,000		952,074
Total U.S. Treasury Securities (Cost: $2,175,838)						2,180,827
ASSET-BACKED SECURITIES—6.3%
Apidos CLO XXII (15-22A-A1R) 5.87% (3 mo. USD LIBOR + 1.060%)(2),(3)		04/20/31		45,000		44,665
Carvana Auto Receivables Trust (22-P3-A3) 4.61%		11/10/27		50,000		48,750
CoreVest American Finance Trust (19-1-XA) (I/O) 2.28%(1),(3)		03/15/52		52,954		2,022
Exeter Automobile Receivables Trust (21-1A-D) 1.08%		11/16/26		40,000		37,617
Magnetite XVIII, Ltd. (16-18A-AR2) 5.49% (3 mo. USD LIBOR + 0.880%)(2),(3)		11/15/28		91,652		91,120
Navient Private Education Refi Loan Trust (20-BA-A2) 2.12%(3)		01/15/69		52,996		48,557
Navient Private Education Refi Loan Trust (21-BA-A) 0.94%(3)		07/15/69		63,816		56,030

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
ASSET-BACKED SECURITIES (Continued)
Navient Private Education Refi Loan Trust (21-CA-A) 1.06%(3)		10/15/69	$	70,011	$	61,460
Tricon American Homes Trust (17-SFR2-A) 2.93%(3)		01/17/36		35,436		34,548
Tricon American Homes Trust (17-SFR2-B) 3.28%(3)		01/17/36		39,000		38,108
United States Small Business Administration (05-20B-1) 4.63%		02/01/25		17,427		16,899
Total Asset-backed Securities (Cost: $507,757)						479,776
U.S. GOVERNMENT AGENCY OBLIGATIONS—1.8% (Cost: $152,269)
United States International Development Finance Corp. 1.49%		08/15/31		151,351		135,317
Total U.S. Government Agency Obligations (Cost: $152,269)						135,317
Total Fixed Income Securities (Cost: $8,404,710)						8,149,382
			Shares
MONEY MARKET INVESTMENTS—2.6%
State Street Institutional U.S. Government Money Market Fund—Premier Class 4.18%(6)				201,500		201,500
Total Money Market Investments (Cost: $201,500)						201,500
	Maturity Date		Principal Amount
SHORT TERM INVESTMENTS—16.0%
U.S. Treasury Securities—16.0%
U.S. Treasury Bill
4.77%(7)		07/27/23	$	350,000		342,183
4.79%(7)		07/20/23		500,000		489,256
4.79%(7)		07/20/23		400,000		391,404
Total U.S. Treasury Securities (Cost: $1,222,456)						1,222,843
Total Short Term Investments (Cost: $1,222,456)						1,222,843
Total Investments (125.3%) (Cost: $9,828,666)						9,573,725
Liabilities In Excess Of Other Assets (-25.3%)						(1,930,761	)
Net Assets (100.0%)					$	7,642,964

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

FUTURES CONTRACTS

Number of Contracts	Type	Expiration Date		Notional Contract Value			Value			Net Unrealized Appreciation (Depreciation)
Long Futures
15	2-Year U.S Treasury Note Futures		03/31/23	$	3,082,353		$	3,084,727		$	2,374
Short Futures
5	10-Year U.S. Treasury Note Futures		03/22/23	$	(592,845	)	$	(606,016	)	$	(13,171	)
13	5-Year U.S Treasury Note Futures		03/31/23		(1,402,856	)		(1,420,148	)		(17,292	)
1	U.S. Ultra Long Bond Futures		03/22/23		(134,032	)		(141,750	)		(7,718	)
				$	(2,129,733	)	$	(2,167,914	)	$	(38,181	)

Notes to the Schedule of Investments:
ABS	Asset-Backed Securities.
CLO	Collateralized Loan Obligation.
I/O	Interest Only Security.
PAC	Planned Amortization Class.
REIT	Real Estate Investment Trust.
SOFR	Secured Overnight Financing Rate.
TBA	To Be Announced.
(1)	Variable rate security. Interest rate disclosed is as of the most recent information available. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
(2)	Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2023.
(3)	Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2023, the value of these securities amounted to $1,306,496 or 17.1% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(4)	Security purchased on a forward commitment with an approximate principal amount. The actual principal amount and maturity date will be determined upon settlement when the security is delivered.
(5)	The maturity date of the security has been extended past the date disclosed. The new maturity date is not known as of January 31, 2023.
(6)	Rate disclosed is the 7-day net yield as of January 31, 2023.
(7)	Rate shown represents yield-to-maturity.

TCW Short Term Bond Fund

Investments by Sector (Unaudited) January 31, 2023

Sector	Percentage of Net Assets
U.S. Treasury Securities		44.5	%
Residential Mortgage-Backed Securities—Agency		27.6
Corporate Bonds		21.2
Residential Mortgage-Backed Securities—Non-Agency		10.1
Commercial Mortgage-Backed Securities—Non-Agency		7.5
Asset-Backed Securities		6.3
Money Market Investments		2.6
Commercial Mortgage-Backed Securities—Agency		2.5
U.S. Government Agency Obligations		1.8
Municipal Bonds		1.2
Other*		(25.3	)
Total		100.0	%

* Includes futures, pending trades, interest receivable and accrued expenses payable.

TCW Short Term Bond Fund

Fair Valuation Summary (Unaudited) January 31, 2023  

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)			Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Commercial Mortgage-Backed Securities—Agency	$	—		$	189,868	$	—	$	189,868
Commercial Mortgage-Backed Securities—Non-Agency		—			574,530		—		574,530
Residential Mortgage-Backed Securities—Agency		—			2,108,628		—		2,108,628
Residential Mortgage-Backed Securities—Non-Agency		—			770,483		—		770,483
Corporate Bonds*		—			1,621,802		—		1,621,802
Municipal Bonds		—			88,151		—		88,151
U.S. Treasury Securities		2,180,827			—		—		2,180,827
Asset-Backed Securities		—			479,776		—		479,776
U.S. Government Agency Obligations		—			135,317		—		135,317
Total Fixed Income Securities		2,180,827			5,968,555		—		8,149,382
Money Market Investments		201,500			—		—		201,500
Short-Term Investments*		1,222,843			—		—		1,222,843
Total Investments	$	3,605,170		$	5,968,555	$	—	$	9,573,725
Asset Derivatives
Futures Contracts
Interest Rate Risk		2,374			—		—		2,374
Total Investments	$	3,607,544		$	5,968,555	$	—	$	9,576,099
Liability Derivatives
Futures Contracts
Interest Rate Risk	$	(38,181	)	$	—	$	—	$	(38,181	)
Total	$	(38,181	)	$	—	$	—	$	(38,181	)

* See Schedule of Investments for corresponding industries.

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—124.6% of Net Assets
ASSET-BACKED SECURITIES—11.9%
321 Henderson Receivables I LLC (13-3A-A) 4.08%(1)		01/17/73	$	5,423,716	$	5,013,257
AGL CLO, Ltd. (21-13A-B) 6.46% (3 mo. USD LIBOR + 1.650%)(1),(2)		10/20/34		16,585,000		16,211,937
Allegro CLO XII, Ltd. (20-1A-A1) 6.07% (3 mo. USD LIBOR + 1.250%)(1),(2)		01/21/32		10,000,000		9,931,900
AMSR 2020-SFR2 Trust (20-SFR2-E2) 4.28%(1)		07/17/37		7,713,000		7,191,620
Amsr Trust (20-SFR3-F) 3.55%(1)		09/17/37		2,682,000		2,465,906
Amsr Trust (20-SFR3-G) 4.99%(1)		09/17/37		11,402,000		10,761,387
Apidos CLO XXXVII (21-37A-B) 6.42% (3 mo. USD LIBOR + 1.600%)(1),(2)		10/22/34		17,000,000		16,547,800
Barings CLO, Ltd. (20-4A-A) 6.03% (3 mo. USD LIBOR + 1.220%)(1),(2)		01/20/32		8,500,000		8,442,481
Carvana Auto Receivables Trust (21-N2-R) 0.00%(1),(3)		03/10/28		26,650		5,836,680
Carvana Auto Receivables Trust (21-N3-R) 0.00%(1),(3)		06/12/28		25,650		5,576,533
CIFC Funding, Ltd. (22-2A-INCB) 1.00%(1),(4)		04/19/35		3,300,000		2,726,097
Cologix Data Centers US Issuer LLC (21-1A-A2) 3.30%(1)		12/26/51		12,065,000		10,812,987
CoreVest American Finance Trust (20-1-XA) (I/O) 2.60%(1),(4)		03/15/50		35,865,896		2,528,122
CoreVest American Finance Trust (20-1-XB) (I/O) 2.07%(1),(4)		03/15/50		38,948,500		4,029,347
CoreVest American Finance Trust (20-4-XA) (I/O) 3.84%(1),(4)		12/15/52		50,949,598		4,545,219
CoreVest American Finance Trust (20-4-XB) (I/O) 2.79%(1),(4)		12/15/52		27,500,000		2,487,139
CoreVest American Finance Trust (21-1-XA) (I/O) 2.95%(1),(4)		04/15/53		72,116,537		5,806,218
Dryden CLO, Ltd. (20-83A-A) 6.01% (3 mo. USD LIBOR + 1.220%)(1),(2)		01/18/32		8,000,000		7,939,968
EFS Volunteer No 2 LLC (12-1-A2) 5.86% (1 mo. USD LIBOR + 1.350%)(1),(2)		03/25/36		2,877,729		2,853,529
FirstKey Homes Trust (21-SFR3-E1) 2.99%(1)		12/17/38		5,500,000		4,788,458
Flatiron RR CLO, LLC (21-2A-B) 6.39% (3 mo. USD LIBOR + 1.600%)(1),(2)		10/15/34		15,600,000		15,102,360
Flexential Issuer 2021-1 (21-1A-A2) 3.25%(1)		11/27/51		10,950,000		9,939,139
GCI Funding I LLC (21-1-A) 2.38%(1)		06/18/46		23,653,845		20,791,406
Global SC Finance II SRL (14-1A-A2) 3.09%(1)		07/17/29		2,436,530		2,351,573
GoldenTree Loan Management US CLO, Ltd. (19-4A-AR) 5.93% (3 mo. USD LIBOR + 1.110%)(1),(2)		04/24/31		9,000,000		8,943,273
Higher Education Funding I (14-1-A) 5.81% (3 mo. USD LIBOR + 1.050%)(1),(2)		05/25/34		2,561		2,560
HOA Funding LLC (21-1A-A2) 4.72%(1)		08/20/51		12,121,563		9,738,989
HPS Loan Management, Ltd. (0A-16-A2RR) 6.46% (3 mo. USD LIBOR + 1.650%)(1),(2)		04/20/34		20,000,000		19,266,800
Lucali CLO, Ltd. (20-1A-A) 6.00% (3 mo. USD LIBOR + 1.210%)(1),(2)		01/15/33		8,000,000		7,948,480
Madison Park Funding XLVIII, Ltd. (21-48A-A) 5.95% (3 mo. USD LIBOR + 1.150%)(1),(2)		04/19/33		13,100,000		13,019,016
Madison Park Funding XXXVIII, Ltd. (21-38A-B) 6.44% (3 mo. USD LIBOR + 1.650%)(1),(2)		07/17/34		10,000,000		9,705,000
Neuberger Berman Loan Advisers CLO, Ltd. (20-36A-A1R) 6.06% (3 mo. USD LIBOR + 1.250%)(1),(2)		04/20/33		9,750,000		9,671,162
OHA Credit Funding 3, Ltd. (19-3A-BR) 6.46% (3 mo. USD LIBOR + 1.650%)(1),(2)		07/02/35		13,000,000		12,746,669
OHA Credit Funding, Ltd. (21-9A-B) 6.50% (3 mo. USD LIBOR + 1.700%)(1),(2)		07/19/35		17,500,000		17,060,750
Park Avenue Institutional Advisers CLO, Ltd. (21-1A-A1A) 6.20% (3 mo. USD LIBOR + 1.390%)(1),(2)		01/20/34		11,000,000		10,929,270
Progress Residential Trust (19-SFR3-E) 3.37%(1)		09/17/36		8,681,000		8,266,448
Progress Residential Trust (20-SFR2-F) 6.15%(1)		06/17/37		9,332,000		9,112,825
Progress Residential Trust (20-SFR3-F) 2.80%(1)		10/17/27		3,299,000		2,968,527
Progress Residential Trust (21-SFR1-H) 5.00%(1)		04/17/38		4,890,000		4,252,628
Progress Residential Trust (21-SFR11-F) 4.42%(1)		01/17/39		2,874,000		2,374,128
Progress Residential Trust (21-SFR2-G) 4.25%(1)		04/19/38		8,369,000		7,407,404
Progress Residential Trust (21-SFR7-F) 3.83%(1)		08/17/40		7,500,000		6,359,082
Sixth Street CLO XVII, Ltd. (21-17A-A) 6.05% (3 mo. USD LIBOR + 1.240%)(1),(2)		01/20/34		8,000,000		7,951,560
SLM Student Loan Trust (08-8-B) 7.07% (3 mo. USD LIBOR + 2.250%)(2)		10/25/75		5,706,000		5,496,211
Total Asset-backed Securities (Cost: $387,772,807)						357,901,845

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—0.4%
Freddie Mac Multifamily Structured Pass-Through Certificates (K038-X3) (I/O) 2.49%(4)		06/25/42	$	78,039,937	$	2,101,873
Freddie Mac Multifamily Structured Pass-Through Certificates (K040-X3) (I/O) 2.04%(4)		11/25/42		77,991,835		2,436,379
Freddie Mac Multifamily Structured Pass-Through Certificates (K042-X3) (I/O) 1.60%(4)		01/25/43		76,625,000		2,039,056
Freddie Mac Multifamily Structured Pass-Through Certificates (K045-X3) (I/O) 1.50%(4)		04/25/43		126,630,757		3,647,485
Freddie Mac Multifamily Structured Pass-Through Certificates (K046-X3) (I/O) 1.51%(4)		04/25/43		94,964,072		2,845,015
Total Commercial Mortgage-Backed Securities—Agency (Cost: $35,285,763)						13,069,808
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—9.8%
1345 Avenue of the Americas & Park Avenue Plaza Trust (05-1-A3) 5.28%(1)		08/10/35		9,834,081		9,529,148
Arbor Realty Commercial Real Estate Note, Ltd. (21-FL4-AS) 6.15% (1 mo. USD LIBOR + 1.700%)(1),(2)		11/15/36		11,800,000		11,634,153
BAMLL Commercial Mortgage Securities Trust (20-BOC-A) 2.63%(1)		01/15/32		14,275,000		12,549,281
BDS, Ltd. (20-FL5-A) 5.75% (SOFR + 1.264%)(1),(2)		02/16/37		7,162,791		7,124,613
BDS, Ltd. (20-FL6-C) 6.67% (SOFR30A + 2.364%)(1),(2)		09/15/35		10,870,676		10,885,711
Benchmark Mortgage Trust (19-B14-225C) 3.29%(1),(4)		12/15/62		8,734,000		6,625,872
Benchmark Mortgage Trust (19-B14-225D) 3.29%(1),(4)		12/15/62		20,303,000		15,056,004
BFLD Trust (20-OBRK-A) 6.64% (SOFR + 2.164%)(1),(2)		11/15/28		17,940,000		17,785,705
BPR Trust (21-WILL-A) 6.21% (1 mo. USD LIBOR + 1.750%)(1),(2)		06/15/38		4,762,581		4,635,432
BX Commercial Mortgage Trust (20-VIV4-A) 2.84%(1)		03/09/44		15,285,000		13,041,127
BX Trust (19-OC11-A) 3.20%(1)		12/09/41		8,270,000		7,286,004
BX Trust (21-SDMF-J) 8.49% (1 mo. USD LIBOR + 4.033%)(1),(2)		09/15/34		13,000,000		12,303,591
CAMB Commercial Mortgage Trust (19-LIFE-D) 6.21% (1 mo. USD LIBOR + 1.750%)(1),(2)		12/15/37		14,425,000		14,126,107
Capital Funding Multifamily Mortgage Trust (22-PM01-A) 6.64% (SOFR + 2.310%)(1),(2)		02/27/25		10,000,000		9,926,900
Credit Suisse Mortgage Trust (21-BPNY-A) 8.17% (1 mo. USD LIBOR + 3.714%)(1),(2)		08/15/23		19,780,000		19,178,361
DBGS Mortgage Trust (18-BIOD-E) 6.16% (1 mo. USD LIBOR + 1.700%)(1),(2)		05/15/35		9,137,627		8,910,134
DBWF Mortgage Trust (16-85T-A) 3.79%(1)		12/10/36		6,385,000		5,882,678
European Loan Conduit Euro (36A-E) 5.15% (3 mo. EURIBOR + 3.350%)(1),(2)		02/17/30		9,197,227		9,241,337
Grace Trust (20-GRCE-A) 2.35%(1)		12/10/40		10,000,000		8,079,925
Houston Galleria Mall Trust (15-HGLR-D) 3.98%(1)		03/05/37		9,500,000		8,452,965
Hudson Yards Mortgage Trust (19-55HY-A) 2.94%(1),(4)		12/10/41		5,750,000		5,044,365
JPMorgan Chase Commercial Mortgage Securities Trust (19-OSB-A) 3.40%(1)		06/05/39		6,865,000		6,153,509
Life Mortgage Trust (21-BMR-G) 7.41% (1 mo. USD LIBOR + 2.950%)(1),(2)		03/15/38		21,126,977		20,126,283
MFT Trust (20-ABC-D) 3.48%(1),(4)		02/10/42		1,973,000		1,262,339
Morgan Stanley Capital I Trust (18-MP-A) 4.28%(1),(4)		07/11/40		4,635,000		4,269,807
Morgan Stanley Capital I Trust (20-CNP-A) 2.43%(1),(4)		04/05/42		18,000,000		14,688,042
One Bryant Park Trust (19-OBP-A) 2.52%(1)		09/15/54		6,870,000		5,874,232
SFAVE Commercial Mortgage Securities Trust (15-5AVE-A2A) 3.66%(1),(4)		01/05/43		20,935,000		15,179,296
SLG Office Trust (21-OVA-G) 2.85%(1)		07/15/41		16,460,000		10,643,480
Total Commercial Mortgage-Backed Securities—Non-Agency (Cost: $337,178,718)						295,496,401
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY—63.5%
Fannie Mae 1.55%		08/24/35		43,500,000		31,447,494
Fannie Mae, Pool #MA4152 2.00%		10/01/40		50,519,201		44,020,378
Fannie Mae , Pool #BM5979 3.50%		09/01/45		6,284,193		6,057,053
Fannie Mae , Pool #FM2342 3.50%		12/01/46		3,817,374		3,680,303
Fannie Mae (01-40-Z) 6.00%		08/25/31		58,910		60,015
Fannie Mae (03-117-TG) (PAC) 4.75%		08/25/33		97,312		96,844
Fannie Mae (04-52-SW) (I/O) (I/F) 2.59% (-1 x 1 mo. USD LIBOR + 7.100%)(2)		07/25/34		324,946		9,318
Fannie Mae (04-65-LT) 4.50%		08/25/24		122,027		120,713
Fannie Mae (04-68-LC) 5.00%		09/25/29		632,149		636,111
Fannie Mae (05-117-LC) (PAC) 5.50%		11/25/35		77,476		77,233

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY (Continued)
Fannie Mae (05-74-CP) (I/F) (PAC) 8.23% (-1 x 1 mo. USD LIBOR + 24.750%)(2)		05/25/35	$	54,691	$	55,767
Fannie Mae (07-103-AI) (I/O) (I/F) 1.99% (-1 x 1 mo. USD LIBOR + 6.500%)(2)		03/25/37		2,441,073		172,707
Fannie Mae (07-20-SI) (I/O) (I/F) 1.94% (-1 x 1 mo. USD LIBOR + 6.450%)(2)		03/25/37		612,227		48,293
Fannie Mae (07-21-SE) (I/O) (I/F) 1.93% (-1 x 1 mo. USD LIBOR + 6.440%)(2)		03/25/37		370,016		27,382
Fannie Mae (07-56-SG) (I/O) (I/F) 1.90% (-1 x 1 mo. USD LIBOR + 6.410%)(2)		06/25/37		516,667		18,736
Fannie Mae (07-58-SV) (I/O) (I/F) 2.24% (-1 x 1 mo. USD LIBOR + 6.750%)(2)		06/25/37		2,806,815		209,315
Fannie Mae (07-65-S) (I/O) (I/F) 2.09% (-1 x 1 mo. USD LIBOR + 6.600%)(2)		07/25/37		304,163		19,936
Fannie Mae (07-88-FY) 4.97% (1 mo. USD LIBOR + 0.460%)(2)		09/25/37		331,236		327,968
Fannie Mae (07-B2-ZA) 5.50%		06/25/37		5,301,461		5,484,457
Fannie Mae (08-1-AI) (I/O) (I/F) 1.74% (-1 x 1 mo. USD LIBOR + 6.250%)(2)		05/25/37		2,073,521		62,566
Fannie Mae (08-13-SB) (I/O) (I/F) 1.73% (-1 x 1 mo. USD LIBOR + 6.240%)(2)		03/25/38		2,281,975		251,910
Fannie Mae (08-23-SB) (I/O) (I/F) 2.34% (-1 x 1 mo. USD LIBOR + 6.850%)(2)		04/25/38		2,992,739		175,584
Fannie Mae (08-35-SD) (I/O) (I/F) 1.94% (-1 x 1 mo. USD LIBOR + 6.450%)(2)		05/25/38		223,630		3,026
Fannie Mae (08-66-SG) (I/O) (I/F) 1.56% (-1 x 1 mo. USD LIBOR + 6.070%)(2)		08/25/38		5,067,882		479,309
Fannie Mae (08-68-SA) (I/O) (I/F) 1.46% (-1 x 1 mo. USD LIBOR + 5.970%)(2)		08/25/38		1,643,605		63,057
Fannie Mae (09-3-SH) (I/O) (I/F) 0.94% (-1 x 1 mo. USD LIBOR + 5.450%)(2)		06/25/37		540,081		30,421
Fannie Mae (09-47-SV) (I/O) (I/F) 2.24% (-1 x 1 mo. USD LIBOR + 6.750%)(2)		07/25/39		330,113		14,998
Fannie Mae (09-51-SA) (I/O) (I/F) 2.24% (-1 x 1 mo. USD LIBOR + 6.750%)(2)		07/25/39		1,872,485		124,135
Fannie Mae (09-6-SD) (I/O) (I/F) 1.04% (-1 x 1 mo. USD LIBOR + 5.550%)(2)		02/25/39		480,228		26,984
Fannie Mae (09-68-KB) 4.00%		09/25/24		467,978		463,084
Fannie Mae (09-71-LB) 4.00%		09/25/29		4,258,656		4,210,026
Fannie Mae (09-72-AC) 4.00%		09/25/29		5,558,755		5,489,727
Fannie Mae (09-72-JS) (I/O) (I/F) 2.74% (-1 x 1 mo. USD LIBOR + 7.250%)(2)		09/25/39		338,811		43,667
Fannie Mae (10-136-CX) (PAC) 4.00%		08/25/39		2,197,355		2,182,322
Fannie Mae (11-111-DB) 4.00%		11/25/41		7,516,286		7,288,820
Fannie Mae (12-128-UY) (PAC) 2.50%		11/25/42		11,738,000		10,099,044
Fannie Mae (12-133-GC) (PAC) 2.50%		08/25/41		4,793,900		4,596,420
Fannie Mae (12-153-PC) (PAC) 2.00%		05/25/42		1,272,749		1,203,760
Fannie Mae (13-101-BO) (P/O) 0.00%(5)		10/25/43		3,201,337		2,509,582
Fannie Mae (13-101-CO) (P/O) 0.00%(5)		10/25/43		7,029,731		5,478,893
Fannie Mae (13-95-PN) (PAC) 3.00%		01/25/43		17,574,433		16,541,008
Fannie Mae (16-106-EF) 5.01% (1 mo. USD LIBOR + 0.500%)(2)		01/25/47		11,485,425		11,372,325
Fannie Mae (16-63-AF) 5.01% (1 mo. USD LIBOR + 0.500%)(2)		09/25/46		7,193,597		7,103,129
Fannie Mae (18-25-FA) 4.81% (1 mo. USD LIBOR + 0.300%)(2)		04/25/48		13,372,287		13,023,965
Fannie Mae (18-52-PZ) (PAC) 4.00%		07/25/48		1,772,251		1,723,269
Fannie Mae (18-55-PA) (PAC) 3.50%		01/25/47		2,155,948		2,101,602
Fannie Mae (19-57-LT) 2.50%		10/25/49		7,776,095		6,947,126
Fannie Mae (20-10-FA) 5.01% (1 mo. USD LIBOR + 0.500%)(2)		03/25/50		6,375,379		6,321,556
Fannie Mae (20-12-FL) 4.96% (1 mo. USD LIBOR + 0.450%)(2)		03/25/50		15,772,964		15,510,451
Fannie Mae (93-202-SZ) (I/F) (PAC) 10.00% (-U.S. (Fed) Prime Rate + 44.286%)(2)		11/25/23		3,323		3,329
Fannie Mae (95-21-C) (P/O) 0.00%(5)		05/25/24		30,874		30,104
Fannie Mae, Pool #254634 5.50%		02/01/23		26		26
Fannie Mae, Pool #257536 5.00%		01/01/29		502,318		514,426
Fannie Mae, Pool #310033 6.00%		07/01/47		370,600		387,962
Fannie Mae, Pool #555424 5.50%		05/01/33		1,360,295		1,407,029
Fannie Mae, Pool #661856 3.87% (12 mo. USD LIBOR + 1.623%)(2)		10/01/32		20,277		20,002
Fannie Mae, Pool #671133 2.66% (6 mo. USD LIBOR + 1.413%)(2)		02/01/33		57,679		57,533
Fannie Mae, Pool #687847 2.18% (12 mo. USD LIBOR + 1.614%)(2)		02/01/33		9,912		9,727
Fannie Mae, Pool #692104 2.79% (6 mo. USD LIBOR + 1.413%)(2)		02/01/33		312,487		311,614
Fannie Mae, Pool #699866 2.60% (12 mo. USD LIBOR + 1.545%)(2)		04/01/33		127,232		127,278

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY (Continued)
Fannie Mae, Pool #704454 3.08% (12 mo. USD LIBOR + 1.684%)(2)		05/01/33	$	18,660	$	18,528
Fannie Mae, Pool #728824 3.87% (12 mo. USD LIBOR + 1.621%)(2)		07/01/33		45,804		45,185
Fannie Mae, Pool #734384 5.50%		07/01/33		199,137		201,833
Fannie Mae, Pool #888593 7.00%		06/01/37		171,663		188,596
Fannie Mae, Pool #934103 5.00%		07/01/38		134,303		133,931
Fannie Mae, Pool #979563 5.00%		04/01/28		309,789		317,242
Fannie Mae, Pool #995040 5.00%		06/01/23		7,090		7,213
Fannie Mae, Pool #995425 6.00%		01/01/24		38,725		38,695
Fannie Mae, Pool #995573 6.00%		01/01/49		977,521		1,010,094
Fannie Mae, Pool #995953 6.00%		11/01/28		1,292,601		1,329,275
Fannie Mae, Pool #995954 6.00%		03/01/29		716,277		736,600
Fannie Mae, Pool #AA3303 5.50%		06/01/38		1,827,178		1,906,968
Fannie Mae, Pool #AB6210 3.00%		09/01/42		18,675,577		17,584,600
Fannie Mae, Pool #AE0588 6.00%		08/01/37		3,187,586		3,337,611
Fannie Mae, Pool #AL0851 6.00%		10/01/40		2,025,941		2,156,062
Fannie Mae, Pool #AL1594 6.00%		07/01/40		1,612,243		1,715,794
Fannie Mae, Pool #AL9106 4.50%		02/01/46		7,849,977		7,968,618
Fannie Mae, Pool #AS7241 3.50%		05/01/46		6,378,505		6,144,286
Fannie Mae, Pool #AS9454 4.00%		04/01/47		779,917		765,683
Fannie Mae, Pool #BN4316 4.00%		01/01/49		129,647		128,854
Fannie Mae, Pool #BN6264 4.00%		04/01/49		2,698,430		2,676,211
Fannie Mae, Pool #BQ6913 2.00%		12/01/51		21,627,420		18,258,901
Fannie Mae, Pool #BQ7056 2.00%		01/01/52		46,642,081		39,348,321
Fannie Mae, Pool #BU7102 2.50%		12/01/51		11,600,598		10,183,021
Fannie Mae, Pool #BV7761 2.50%		03/01/52		13,762,074		12,091,976
Fannie Mae, Pool #BV8459 3.00%		04/01/52		19,321,058		17,551,883
Fannie Mae, Pool #BV8463 2.50%		04/01/52		26,222,476		22,976,866
Fannie Mae, Pool #BV8464 3.00%		04/01/52		19,975,352		18,146,265
Fannie Mae, Pool #BV8515 3.00%		05/01/52		29,065,749		26,402,739
Fannie Mae, Pool #CA1540 4.00%		04/01/48		12,118,099		12,003,023
Fannie Mae, Pool #CA1710 4.50%		05/01/48		5,620,469		5,637,508
Fannie Mae, Pool #CA1711 4.50%		05/01/48		5,248,334		5,264,244
Fannie Mae, Pool #CA2208 4.50%		08/01/48		5,371,361		5,387,644
Fannie Mae, Pool #CB2852 2.00%		11/01/51		18,972,284		16,005,450
Fannie Mae, Pool #CB3151 2.00%		03/01/52		43,881,932		36,992,370
Fannie Mae, Pool #FM9515 2.50%		11/01/51		21,128,229		18,531,485
Fannie Mae, Pool #FS0139 2.50%		01/01/52		28,883,845		25,432,932
Fannie Mae, Pool #FS1598 2.00%		04/01/52		31,571,726		26,589,907
Fannie Mae, Pool #MA1561 3.00%		09/01/33		17,498,174		16,607,890
Fannie Mae, Pool #MA1584 3.50%		09/01/33		11,185,747		10,938,230
Fannie Mae, Pool #MA2995 4.00%		05/01/47		3,311,114		3,260,546
Fannie Mae, Pool #MA4579 3.00%		04/01/52		36,242,768		32,923,170
Freddie Mac (4896-DA) 3.00%		01/15/49		1,504,997		1,394,774
Freddie Mac (4648-FA) 4.96% (1 mo. USD LIBOR + 0.500%)(2)		01/15/47		6,530,460		6,455,355
Freddie Mac (4929-FB) 4.96% (1 mo. USD LIBOR + 0.450%)(2)		09/25/49		13,723,559		13,524,667
Freddie Mac (1829-ZB) 6.50%		03/15/26		7,998		8,028
Freddie Mac (2367-ZK) 6.00%		10/15/31		46,932		48,496
Freddie Mac (2514-PZ) (PAC) 5.50%		10/15/32		905,746		939,931
Freddie Mac (2571-PZ) (PAC) 5.50%		02/15/33		2,139,302		2,198,945
Freddie Mac (2642-AR) 4.50%		07/15/23		14,676		14,632
Freddie Mac (2647-OV) (P/O) 0.00%(5)		07/15/33		481,888		367,805
Freddie Mac (2662-MT) (TAC) 4.50%		08/15/33		621,750		621,227
Freddie Mac (2666-BD) 4.50%		08/15/23		42,858		42,720
Freddie Mac (2700-B) 4.50%		11/15/23		68,206		67,879
Freddie Mac (277-30) 3.00%		09/15/42		9,475,332		8,907,799
Freddie Mac (2903-PO) (P/O) 0.00%(5)		11/15/23		18,041		17,820
Freddie Mac (3045-HZ) 4.50%		10/15/35		624,799		600,386
Freddie Mac (3063-YG) (PAC) 5.50%		11/15/35		9,417,079		9,788,728
Freddie Mac (3114-KZ) 5.00%		02/15/36		7,103,048		7,268,316
Freddie Mac (3146-GE) 5.50%		04/15/26		1,052,050		1,050,946
Freddie Mac (3149-OD) (P/O) (PAC) 0.00%(5)		05/15/36		2,437,821		2,008,446
Freddie Mac (3315-S) (I/O) (I/F) 1.95% (-1 x 1 mo. USD LIBOR + 6.410%)(2)		05/15/37		375,697		30,812
Freddie Mac (3376-SX) (I/O) (I/F) 1.58% (-1 x 1 mo. USD LIBOR + 6.040%)(2)		10/15/37		1,436,817		88,480

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY (Continued)
Freddie Mac (3410-IS) (I/O) (I/F) 1.81% (-1 x 1 mo. USD LIBOR + 6.270%)(2)		02/15/38	$	1,896,715	$	121,288
Freddie Mac (3424-BI) (I/O) (I/F) 2.34% (-1 x 1 mo. USD LIBOR + 6.800%)(2)		04/15/38		2,430,992		299,583
Freddie Mac (3519-SH) (I/O) (I/F) 1.04% (-1 x 1 mo. USD LIBOR + 5.500%)(2)		07/15/37		145,768		11,556
Freddie Mac (3531-SC) (I/O) (I/F) 1.84% (-1 x 1 mo. USD LIBOR + 6.300%)(2)		05/15/39		2,944,440		71,812
Freddie Mac (3541-SA) (I/O) (I/F) 2.29% (-1 x 1 mo. USD LIBOR + 6.750%)(2)		06/15/39		1,055,953		116,451
Freddie Mac (3550-GS) (I/O) (I/F) 2.29% (-1 x 1 mo. USD LIBOR + 6.750%)(2)		07/15/39		2,832,729		328,973
Freddie Mac (3551-VZ) 5.50%		12/15/32		1,080,101		1,115,296
Freddie Mac (3557-KB) 4.50%		07/15/29		1,896,201		1,888,729
Freddie Mac (3557-NB) 4.50%		07/15/29		4,372,925		4,384,697
Freddie Mac (3558-KB) 4.00%		08/15/29		1,992,593		1,971,821
Freddie Mac (3565-XB) 4.00%		08/15/24		946,410		936,953
Freddie Mac (3575-D) 4.50%		03/15/37		260,181		260,632
Freddie Mac (3788-SB) (I/O) (I/F) 2.02% (-1 x 1 mo. USD LIBOR + 6.480%)(2)		01/15/41		3,943,749		501,010
Freddie Mac (3885-PO) (P/O) (PAC) 0.00%(5)		11/15/33		873,201		736,977
Freddie Mac (3930-KE) (PAC) 4.00%		09/15/41		10,470,000		10,311,638
Freddie Mac (4030-HS) (I/O) (I/F) 2.15% (-1 x 1 mo. USD LIBOR + 6.610%)(2)		04/15/42		1,480,394		162,253
Freddie Mac (4604-PB) (PAC) 3.00%		01/15/46		2,201,517		2,054,725
Freddie Mac (4846-PA) 4.00%		06/15/47		684,518		674,958
Freddie Mac (5210-LB) 3.00%		08/25/50		16,601,979		13,597,410
Freddie Mac (R002-ZA) 5.50%		06/15/35		2,058,876		2,141,015
Freddie Mac, Pool #A91162 5.00%		02/01/40		10,140,139		10,511,132
Freddie Mac, Pool #A92195 5.00%		05/01/40		2,470,000		2,551,221
Freddie Mac, Pool #G01959 5.00%		12/01/35		51,261		52,783
Freddie Mac, Pool #G06173 4.00%		11/01/40		12,184,068		12,243,757
Freddie Mac, Pool #G07556 4.00%		11/01/43		3,721,119		3,739,364
Freddie Mac, Pool #G07786 4.00%		08/01/44		12,327,107		12,315,475
Freddie Mac, Pool #G07848 3.50%		04/01/44		32,615,841		31,758,559
Freddie Mac, Pool #G08710 3.00%		06/01/46		1,008,935		938,888
Freddie Mac, Pool #G08833 5.00%		07/01/48		2,449,067		2,505,065
Freddie Mac, Pool #G08840 5.00%		08/01/48		397,167		405,661
Freddie Mac, Pool #G08843 4.50%		10/01/48		3,417,556		3,431,272
Freddie Mac, Pool #G08848 4.50%		11/01/48		1,624,015		1,637,794
Freddie Mac, Pool #G08849 5.00%		11/01/48		3,019,028		3,081,258
Freddie Mac, Pool #G13390 6.00%		01/01/24		2,957		2,949
Freddie Mac, Pool #G16085 2.50%		02/01/32		3,080,619		2,932,727
Freddie Mac, Pool #G16598 2.50%		12/01/31		2,752,822		2,618,257
Freddie Mac, Pool #G30450 6.00%		01/01/29		512,293		527,266
Freddie Mac, Pool #G30452 6.00%		10/01/28		496,466		510,976
Freddie Mac, Pool #G30454 5.00%		05/01/29		533,006		546,378
Freddie Mac, Pool #G60238 3.50%		10/01/45		3,435,430		3,304,673
Freddie Mac, Pool #G60440 3.50%		03/01/46		24,516,510		23,568,454
Freddie Mac, Pool #G67707 3.50%		01/01/48		13,452,370		12,976,393
Freddie Mac, Pool #G67709 3.50%		03/01/48		19,777,496		19,037,542
Freddie Mac, Pool #G67717 4.00%		11/01/48		28,315,630		28,094,240
Freddie Mac, Pool #N70081 5.50%		07/01/38		1,604,601		1,603,714
Freddie Mac, Pool #P51350 5.00%		03/01/36		1,402,196		1,433,031
Freddie Mac, Pool #QE0312 2.00%		04/01/52		12,034,994		10,135,932
Freddie Mac, Pool #SD7513 3.50%		04/01/50		14,853,272		14,254,246
Freddie Mac, Pool #SD8194 2.50%		02/01/52		18,971,551		16,637,846
Freddie Mac, Pool #SD8199 2.00%		03/01/52		7,692,450		6,478,619
Freddie Mac, Pool #ZT1491 3.50%		11/01/48		8,151,471		7,819,033
Ginnie Mae (11-70-BO) (P/O) 0.00%(5)		05/20/41		3,739,706		2,921,394
Ginnie Mae (15-42-ZB) 3.00%		03/20/45		20,175,020		18,230,172
Ginnie Mae (15-43-DM) 2.50%		03/20/45		18,748,740		17,051,806
Ginnie Mae (15-44-Z) 3.00%		03/20/45		13,652,615		12,010,862
Ginnie Mae II, Pool #80963 2.63% (U.S. 1-year Treasury Constant Maturity Rate + 1.500%)(2)		07/20/34		62,994		61,524
Ginnie Mae II, Pool #MA2374 5.00%		11/20/44		203,221		209,874
Ginnie Mae II, Pool #MA2828 4.50%		05/20/45		146,838		150,631
Ginnie Mae II, Pool #MA3456 4.50%		02/20/46		769,102		788,924
Ginnie Mae II, Pool #MA3521 3.50%		03/20/46		19,158,708		18,487,179

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY (Continued)
Ginnie Mae II, Pool #MA3662 3.00%		05/20/46	$	5,656,014	$	5,292,218
Ginnie Mae II, Pool #MA3663 3.50%		05/20/46		9,179,139		8,851,666
Ginnie Mae II, Pool #MA3665 4.50%		05/20/46		1,257,519		1,277,724
Ginnie Mae II, Pool #MA3735 3.00%		06/20/46		71,639		67,007
Ginnie Mae II, Pool #MA3739 5.00%		06/20/46		2,565,328		2,651,786
Ginnie Mae II, Pool #MA3876 4.50%		08/20/46		79,066		80,337
Ginnie Mae II, Pool #MA3877 5.00%		08/20/46		1,077,171		1,107,742
Ginnie Mae II, Pool #MA4006 4.50%		10/20/46		36,426		37,011
Ginnie Mae II, Pool #MA4007 5.00%		10/20/46		2,227,147		2,302,252
Ginnie Mae II, Pool #MA4071 4.50%		11/20/46		158,092		162,834
Ginnie Mae II, Pool #MA4129 4.50%		12/20/46		56,769		58,014
Ginnie Mae II, Pool #MA4199 5.00%		01/20/47		2,264,380		2,340,555
Ginnie Mae II, Pool #MA4264 4.50%		02/20/47		5,678,475		5,779,892
Ginnie Mae II, Pool #MA4265 5.00%		02/20/47		1,878,324		1,941,510
Ginnie Mae II, Pool #MA4324 5.00%		03/20/47		2,145,768		2,224,406
Ginnie Mae II, Pool #MA4385 5.00%		04/20/47		431,760		445,761
Ginnie Mae II, Pool #MA4454 5.00%		05/20/47		339,171		349,105
Ginnie Mae II, Pool #MA4513 5.00%		06/20/47		1,254,588		1,284,124
Ginnie Mae II, Pool #MA4781 5.00%		10/20/47		1,352,901		1,394,658
Ginnie Mae II, Pool #MA4836 3.00%		11/20/47		7,411,199		6,911,349
Ginnie Mae II, Pool #MA4838 4.00%		11/20/47		7,070,797		6,978,555
Ginnie Mae II, Pool #MA4900 3.50%		12/20/47		5,294,039		5,086,971
Ginnie Mae II, Pool #MA4901 4.00%		12/20/47		485,603		479,268
Ginnie Mae II, Pool #MA5467 4.50%		09/20/48		452,734		454,915
Ginnie Mae II, Pool #MA6080 3.00%		08/20/49		194,799		176,243
Ginnie Mae II, Pool #MA6209 3.00%		10/20/49		2,913,347		2,627,634
Ginnie Mae II TBA, 30-Year
2.50%(6)		01/01/52		94,750,000		84,606,090
2.50%(6)		01/01/52		16,075,000		14,348,879
4.50%(6)		08/01/52		15,675,000		15,566,889
Uniform Mortgage-Backed Securities TBA, 30-Year
2.00%(6)		01/01/52		101,600,000		85,439,250
3.50%(6)		05/01/52		18,000,000		16,898,990
4.50%(6)		08/01/52		53,500,000		52,850,668
4.50%(6)		08/01/52		65,975,000		65,158,437
2.00%(6)		01/01/52		24,275,000		20,428,930
2.50%(6)		01/01/52		151,850,000		133,032,428
2.50%(6)		01/01/52		4,275,000		3,747,688
3.00%(6)		03/01/52		43,675,000		39,722,071
4.00%(6)		07/01/52		94,100,000		90,846,930
5.00%(6)		08/01/52		164,025,000		164,704,170
5.00%(6)		08/01/52		14,925,000		14,974,689
Total Residential Mortgage-Backed Securities—Agency (Cost: $1,962,268,876)						1,917,217,555
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—35.5%
ACE Securities Corp. (07-ASP1-A2C) 5.03% (1 mo. USD LIBOR + 0.520%)(2)		03/25/37		10,951,032		5,341,622
ACE Securities Corp. (07-ASP1-A2D) 5.27% (1 mo. USD LIBOR + 0.760%)(2)		03/25/37		5,886,063		2,882,045
ACE Securities Corp. (07-HE1-A1) 4.81% (1 mo. USD LIBOR + 0.300%)(2)		01/25/37		27,350,860		14,665,206
Argent Securities Trust (06-M1-A2C) 4.81% (1 mo. USD LIBOR + 0.300%)(2)		07/25/36		46,234,226		12,760,799
Argent Securities Trust (06-W4-A2C) 4.83% (1 mo. USD LIBOR + 0.320%)(2)		05/25/36		17,160,953		4,373,369
Argent Securities, Inc. Asset-Backed Pass-Through Certificates (05-W3-M2) 5.20% (1 mo. USD LIBOR + 0.690%)(2)		11/25/35		29,183,398		23,906,596
Asset-Backed Funding Certificates (07-WMC1-A2A) 5.26% (1 mo. USD LIBOR + 0.750%)(2)		06/25/37		9,588,938		7,637,027
Banc of America Funding Corp. (04-B-3A1) 3.43%(4),(7)		12/20/34		146,218		118,987
Banc of America Funding Corp. (06-D-2A1) 3.50%(4),(7)		05/20/36		47,448		41,154
Banc of America Funding Corp. (06-D-3A1) 3.48%(4),(7)		05/20/36		1,389,206		1,202,125
Banc of America Funding Corp. (15-R8-1A1) 2.89%(1),(4)		11/26/46		102,178		101,739
Banc of America Funding Trust (06-3-4A14) 6.00%		03/25/36		263,108		212,627
Banc of America Funding Trust (06-3-5A3) 5.50%(7)		03/25/36		1,209,387		1,045,701
Bear Stearns Alt-A Trust (05-2-2A4) 3.37%(4)		04/25/35		1,307		1,179
Bear Stearns Alt-A Trust (05-4-23A1) 3.25%(4)		05/25/35		2,174,535		2,037,517
Bear Stearns Alt-A Trust (06-4-32A1) 3.53%(4)		07/25/36		316,658		166,103
Bear Stearns ARM Trust (04-12-1A1) 4.04%(4)		02/25/35		212,259		198,590
Bear Stearns ARM Trust (05-10-A3) 3.88%(4)		10/25/35		1,407,616		1,329,544
Bear Stearns ARM Trust (06-2-2A1) 3.33%(4),(7)		07/25/36		725,287		631,967
Bear Stearns ARM Trust (07-1-1A1) 3.19%(4)		02/25/47		7,622,261		6,664,452
Bear Stearns ARM Trust (07-1-2A1) 4.33%(4),(7)		02/25/47		111,899		97,871
Bear Stearns Asset-Backed Securities I Trust (05-AC6-1A3) 5.50%(4)		09/25/35		904,565		812,574
Bear Stearns Asset-Backed Securities I Trust (05-AC6-1A4) 5.40%(4)		09/25/35		1,934,115		1,731,822
Bear Stearns Mortgage Funding Trust (06-AR1-2A1) 4.95% (1 mo. USD LIBOR + 0.440%)(2)		08/25/36		8,947,120		7,823,681

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
Bear Stearns Mortgage Funding Trust (06-AR3-1A1) 4.69% (1 mo. USD LIBOR + 0.180%)(2)		10/25/36	$	280,357	$	235,125
C-BASS Mortgage Loan Trust (07-CB2-A2B) 3.55%		02/25/37		2,386,460		1,492,928
C-BASS Mortgage Loan Trust (07-CB2-A2C) 3.55%		02/25/37		8,208,962		5,304,582
Chase Mortgage Finance Corp. (06-A1-2A1) 4.00%(4)		09/25/36		353,832		306,454
Chase Mortgage Finance Corp. (07-A1-8A1) 4.12%(4)		02/25/37		1,242,638		1,190,451
Chaseflex Trust (05-1-1A5) 6.50%		02/25/35		2,155,656		1,845,750
CIM Trust (19-R3-A) 2.63%(1),(4)		06/25/58		11,508,924		10,569,453
CIM Trust (20-R1-A1) 2.85%(1),(4)		10/27/59		20,278,925		17,808,315
CIM Trust (20-R3-A1A) 4.00%(1),(4)		01/26/60		14,693,335		13,975,263
CIM Trust (20-R6-A1A) 2.25%(1),(4)		12/25/60		12,147,127		10,521,291
CIM Trust (20-R7-A1A) 2.25%(1),(4)		12/27/61		19,707,565		17,488,753
CIM Trust (21-NR2-A1) 2.57%(1)		07/25/59		15,594,007		14,954,359
CIM Trust (21-NR3-A1) 2.57%(1)		06/25/57		8,229,342		7,773,252
CIM Trust (21-R3-A1A) 1.95%(1),(4)		06/25/57		21,353,566		19,077,997
CIM Trust (23-NR1-A1) 6.00%(1)		06/25/62		16,770,000		16,020,381
CIM Trust (23-R1-A1A) 5.40%(1),(4)		04/25/62		14,620,000		14,163,856
CIM Trust (23-R1-A1B) 5.40%(1),(4)		04/25/62		13,400,000		10,724,020
Citigroup Mortgage Loan Trust, Inc. (06-AR5-1A1A) 3.44%(4),(7)		07/25/36		1,628,833		1,193,410
Citigroup Mortgage Loan Trust, Inc. (07-12-2A1) 6.50%(1),(4),(7)		10/25/36		2,246,771		1,254,005
CitiMortgage Alternative Loan Trust (07-A5-1A6) 6.00%(7)		05/25/37		8,516,548		7,822,351
Connecticut Avenue Securities Trust (19-R01-2B1) 8.86% (1 mo. USD LIBOR + 4.350%)(1),(2)		07/25/31		4,000,000		4,156,644
Connecticut Avenue Securities Trust (19-R02-1B1) 8.66% (1 mo. USD LIBOR + 4.150%)(1),(2)		08/25/31		2,000,000		2,006,436
Connecticut Avenue Securities Trust (19-R06-2B1) 8.26% (1 mo. USD LIBOR + 3.750%)(1),(2)		09/25/39		9,175,000		9,182,703
Connecticut Avenue Securities Trust (21-R01-1B2) 10.31% (SOFR30A + 6.000%)(1),(2)		10/25/41		10,500,000		9,810,944
Connecticut Avenue Securities Trust (21-R03-1M2) 5.96% (SOFR30A + 1.650%)(1),(2)		12/25/41		14,450,000		13,899,519
Connecticut Avenue Securities Trust 2022-R01 (22-R01-1B1) 7.46% (SOFR30A + 3.150%)(1),(2)		12/25/41		4,305,000		4,099,476
Conseco Finance Securitizations Corp. (00-4-A5) 7.97%		05/01/32		45,277,023		9,621,938
Conseco Financial Corp. (99-2-A7) 6.44%		12/01/30		1,173,123		1,189,268
Countrywide Alternative Loan Trust (05-84-1A1) 3.39%(4)		02/25/36		88,853		80,742
Countrywide Alternative Loan Trust (05-J1-2A1) 5.50%		02/25/25		117,425		115,358
Countrywide Alternative Loan Trust (07-19-1A34) 6.00%		08/25/37		11,298,233		5,949,334
Countrywide Home Loans Mortgage Pass-Through Trust (04-13-1A3) 5.50%		08/25/34		2,746,708		2,595,650
Countrywide Home Loans Mortgage Pass-Through Trust (05-9-1A1) 5.11% (1 mo. USD LIBOR + 0.600%)(2)		05/25/35		5,961,604		4,960,715
Countrywide Home Loans Mortgage Pass-Through Trust (05-HYB5-4A1) 3.71%(4)		09/20/35		10,904		9,150
Countrywide Home Loans Mortgage Pass-Through Trust (07-HY5-1A1) 3.97%(4)		09/25/47		3,516		2,606
Countrywide Home Loans Mortgage Pass-Through Trust (07-HYB1-1A1) 3.59%(4)		03/25/37		30,548		23,523
Credit Suisse First Boston Mortgage Securities Corp. (03-8-4PPA) 5.75%		04/22/33		13,574		12,627
Credit Suisse First Boston Mortgage Securities Corp. (05-11-1A1) 6.50%(7)		12/25/35		1,501,914		810,703
Credit Suisse First Boston Mortgage Securities Corp. (05-12-1A1) 6.50%		01/25/36		6,020,968		1,563,069
Credit Suisse Mortgage Trust (21-RP11-PT) 3.78%(1),(4),(7)		10/25/61		13,653,131		10,500,893
Credit-Based Asset Servicing and Securitization LLC (06-CB7-A4) 4.83% (1 mo. USD LIBOR + 0.320%)(2)		10/25/36		17,329,502		11,614,340
Credit-Based Asset Servicing and Securitization LLC (06-CB9-A4) 4.97% (1 mo. USD LIBOR + 0.230%)(2)		11/25/36		11,971,521		5,759,907
CSMC Mortgage-Backed Trust (06-8-3A1) 6.00%		10/25/21		756,851		379,544
CSMC Mortgage-Backed Trust (06-9-5A1) 5.50%		11/25/36		301,912		247,266
CSMC Mortgage-Backed Trust (07-2-3A4) 5.50%		03/25/37		4,168,827		2,377,392
CSMC Mortgage-Backed Trust (22-RPL1-PT) 4.40%(1),(4),(7)		04/25/61		13,398,048		12,295,129
CSMCM Trust Certificates (21-RP11-CERT) 3.78%(1)		10/27/61		577,769		449,236
CSMCM Trust Certificates (22-RPL1-CERT) 4.23%(1)		04/25/61		565,858		512,248
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust (05-1-1A3) 5.01% (1 mo. USD LIBOR + 0.500%)(2)		02/25/35		3,485,239		3,303,031
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust (06-AR6-A6) 4.89% (1 mo. USD LIBOR + 0.380%)(2)		02/25/37		168,247		144,979
DSLA Mortgage Loan Trust (05-AR6-2A1A) 5.05% (1 mo. USD LIBOR + 0.580%)(2)		10/19/45		1,677,568		1,444,958

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
DSLA Mortgage Loan Trust (06-AR2-2A1A) 4.67% (1 mo. USD LIBOR + 0.200%)(2)		10/19/36	$	19,725,996	$	13,687,077
DSLA Mortgage Loan Trust (07-AR1-2A1A) 4.61% (1 mo. USD LIBOR + 0.140%)(2)		03/19/37		4,227,168		3,384,778
Fieldstone Mortgage Investment Corp. (07-1-2A2) 4.93% (1 mo. USD LIBOR + 0.270%)(2)		04/25/47		2,673,545		1,907,058
First Franklin Mortgage Loan Asset-Backed Certificates (06-FF18-A2C) 4.67% (1 mo. USD LIBOR + 0.160%)(2)		12/25/37		10,009,563		8,973,229
First Franklin Mortgage Loan Asset-Backed Certificates (07-FF1-A2C) 4.65% (1 mo. USD LIBOR + 0.140%)(2)		01/25/38		3,234,163		1,736,561
First Franklin Mortgage Loan Asset-Backed Certificates (07-FF1-A2D) 4.73% (1 mo. USD LIBOR + 0.220%)(2)		01/25/38		15,829,918		8,545,637
First Franklin Mortgage Loan Trust (06-FF12-A1) 4.61% (1 mo. USD LIBOR + 0.105%)(2)		09/25/36		5,563,048		5,008,696
First Franklin Mortgage Loan Trust (06-FF9-2A4) 5.01% (1 mo. USD LIBOR + 0.500%)(2)		06/25/36		9,068,000		8,043,354
First Franklin Mortgage Loan Trust (07-FF2-A1) 4.65% (1 mo. USD LIBOR + 0.140%)(2)		03/25/37		33,570,006		18,322,170
First Franklin Mortgage Loan Trust (07-FF2-A2C) 4.66% (1 mo. USD LIBOR + 0.150%)(2)		03/25/37		36,382,414		18,390,026
First Horizon Alternative Mortgage Securities Trust (05-AA3-3A1) 4.19%(4),(7)		05/25/35		1,223,539		1,109,479
First Horizon Alternative Mortgage Securities Trust (05-AA7-1A1) 3.86%(4),(7)		09/25/35		1,471,369		1,320,943
First Horizon Alternative Mortgage Securities Trust (05-AA7-2A1) 3.92%(4),(7)		09/25/35		870,346		755,481
First Horizon Alternative Mortgage Securities Trust (06-AA7-A1) 4.18%(4),(7)		01/25/37		4,466,349		3,352,726
Freddie Mac (21-DNA7-B1) 7.96% (SOFR30A + 3.650%)(1),(2)		11/25/41		14,650,000		13,974,268
Freddie Mac (21-HQA2-B1) 7.46% (SOFR30A + 3.150%)(1),(2)		12/25/33		6,000,000		5,169,822
Freddie Mac (22-DNA1-M2) 6.81% (SOFR30A + 2.500%)(1),(2)		01/25/42		13,850,000		12,943,556
Fremont Home Loan Trust (05-E-2A4) 5.17% (1 mo. USD LIBOR + 0.660%)(2)		01/25/36		9,082,574		8,473,010
GMACM Mortgage Loan Trust (05-AR5-2A1) 4.15%(4)		09/19/35		1,703,431		1,211,243
GreenPoint Mortgage Funding Trust (05-AR3-1A1) 4.99% (1 mo. USD LIBOR + 0.480%)(2)		08/25/45		217,313		166,978
GreenPoint Mortgage Funding Trust (06-AR5-A2A2) 4.81% (1 mo. USD LIBOR + 0.150%)(2),(8)		10/25/46		29		—
GS Mortgage-Backed Securities Trust (22-PJ6-A3) 2.50%(1),(4)		01/25/53		5,929,543		4,947,462
GSAA Home Equity Trust (05-7-AF5) 5.11%		05/25/35		73,531		70,204
GSR Mortgage Loan Trust (04-9-3A1) 3.50%(4)		08/25/34		1,154,784		1,057,427
GSR Mortgage Loan Trust (06-OA1-2A2) 5.03% (1 mo. USD LIBOR + 0.520%)(2)		08/25/46		42,649,434		11,971,347
GSR Mortgage Loan Trust (07-3F-3A7) 6.00%(7)		05/25/37		4,649,925		3,380,929
GSR Mortgage Loan Trust (07-AR2-2A1) 3.95%(4)		05/25/37		1,554,947		956,626
GSR Mortgage Loan Trust (07-AR2-5A1A) 4.31%(4)		05/25/37		606,181		526,637
HarborView Mortgage Loan Trust (06-1-1A1A) 4.99% (1 mo. USD LIBOR + 0.520%)(2)		03/19/36		22,443,558		14,682,479
HarborView Mortgage Loan Trust (07-3-1A1A) 4.87% (1 mo. USD LIBOR + 0.200%)(2)		05/19/47		9,478,525		7,954,739
HSI Asset Loan Obligation Trust (07-2-2A12) 6.00%		09/25/37		565,966		444,251
HSI Asset Securitization Corp. (06-HE2-1A) 4.77% (1 mo. USD LIBOR + 0.260%)(2)		12/25/36		35,608,592		15,171,988
HSI Asset Securitization Corp. (06-WMC1-A3) 4.81% (1 mo. USD LIBOR + 0.300%)(2)		07/25/36		24,335,704		10,923,037
Impac CMB Trust (05-1-1A1) 5.03% (1 mo. USD LIBOR + 0.520%)(2)		04/25/35		422,892		389,358
Impac CMB Trust (05-5-A2) 4.95% (1 mo. USD LIBOR + 0.220%)(2)		08/25/35		2,161,299		1,940,042
Impac Secured Assets Trust (06-3-A1) 4.85% (1 mo. USD LIBOR + 0.340%)(2)		11/25/36		3,732,828		3,300,699
IndyMac Index Mortgage Loan Trust (04-AR4-2A) 4.00%(4)		08/25/34		2,393,308		2,265,444
IndyMac Index Mortgage Loan Trust (04-AR9-4A) 4.19%(4)		11/25/34		239,192		222,418
IndyMac Index Mortgage Loan Trust (05-AR17-3A1) 3.53%(4)		09/25/35		2,513,463		1,744,995
IndyMac Index Mortgage Loan Trust (05-AR23-2A1) 3.53%(4)		11/25/35		1,629,526		1,347,543
IndyMac Index Mortgage Loan Trust (05-AR23-6A1) 3.20%(4)		11/25/35		2,455,583		2,070,258
IndyMac Index Mortgage Loan Trust (05-AR25-2A1) 3.35%(4)		12/25/35		1,251,332		1,116,266
IndyMac Index Mortgage Loan Trust (05-AR7-2A1) 2.72%(4)		06/25/35		776,604		615,514
IndyMac Index Mortgage Loan Trust (06-AR39-A1) 4.87% (1 mo. USD LIBOR + 0.180%)(2)		02/25/37		4,324,478		3,658,339
IndyMac Index Mortgage Loan Trust (07-AR11-1A1) 2.90%(4)		06/25/37		11,536		9,935
IndyMac Index Mortgage Loan Trust (07-AR5-2A1) 3.02%(4)		05/25/37		8,416,832		7,027,509
IndyMac Index Mortgage Loan Trust (07-AR7-1A1) 3.14%(4)		11/25/37		1,553,246		1,256,271
IndyMac INDX Mortgage Loan Trust (06-AR6-2A1A) 4.91% (1 mo. USD LIBOR + 0.400%)(2)		06/25/46		7,337,932		6,713,092
JPMorgan Alternative Loan Trust (06-A2-5A1) 3.46%(4),(7)		05/25/36		3,163,530		1,885,294

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
JPMorgan Alternative Loan Trust (06-A4-A8) 3.51%(4),(7)		09/25/36	$	238,327	$	252,630
JPMorgan Mortgage Acquisition Corp. (06-CH2-AF4) 5.76%		10/25/36		3,903,144		2,445,602
JPMorgan Mortgage Acquisition Trust (06-WMC4-A3) 4.63% (1 mo. USD LIBOR + 0.120%)(2)		12/25/36		26,040,504		13,753,236
JPMorgan Mortgage Trust (05-A6-7A1) 3.96%(4)		08/25/35		111,847		92,841
JPMorgan Mortgage Trust (06-A2-5A3) 4.18%(4)		11/25/33		465,136		450,558
JPMorgan Mortgage Trust (06-A4-1A4) 3.50%(4)		06/25/36		202,346		153,504
JPMorgan Mortgage Trust (06-A7-2A4R) 3.85%(4)		01/25/37		8,172		6,337
Lehman Mortgage Trust (06-4-4A1) 6.00%		08/25/21		521,081		382,608
Lehman XS Trust (06-10N-1A3A) 4.93% (1 mo. USD LIBOR + 0.420%)(2)		07/25/46		6,611,191		6,028,535
Lehman XS Trust (06-12N-A31A) 4.91% (1 mo. USD LIBOR + 0.400%)(2)		08/25/46		2,014,095		1,936,796
Lehman XS Trust (06-9-A1B) 4.83% (1 mo. USD LIBOR + 0.320%)(2),(8)		05/25/46		312		—
Lehman XS Trust (06-GP2-3A1) 4.91% (1 mo. USD LIBOR + 0.400%)(2)		06/25/46		10,470,376		9,283,848
Lehman XS Trust (06-GP4-3A5) 4.96% (1 mo. USD LIBOR + 0.450%)(2)		08/25/46		7,227,287		6,908,834
LHOME Mortgage Trust (21-RTL3-A1) 2.36% (1)		09/25/26		21,225,000		20,133,492
MASTR Alternative Loans Trust (05-4-1A1) 6.50%		05/25/35		4,177,773		3,548,589
MASTR Alternative Loans Trust (06-2-2A1) 4.91% (1 mo. USD LIBOR + 0.400%)(2),(7),(8)		03/25/36		65,546		7,399
MASTR Asset Securitization Trust (06-3-2A1) 4.96% (1 mo. USD LIBOR + 0.450%)(2)		10/25/36		28,197		4,505
MASTR Asset-Backed Securities Trust (06-AB1-A4) 6.22%		02/25/36		214,757		176,638
MASTR Asset-Backed Securities Trust (06-HE5-A3) 4.83% (1 mo. USD LIBOR + 0.160%)(2)		11/25/36		14,398,389		8,634,913
MASTR Seasoned Securitization Trust (04-1-4A1) 4.22%(4)		10/25/32		3,474		3,348
Merrill Lynch Alternative Note Asset Trust (07-A1-A2C) 4.97% (1 mo. USD LIBOR + 0.460%)(2)		01/25/37		1,520,528		491,779
Merrill Lynch Alternative Note Asset Trust (07-A1-A3) 4.83% (1 mo. USD LIBOR + 0.320%)(2)		01/25/37		782,159		262,846
Merrill Lynch First Franklin Mortgage Loan Trust (07-1-A2B) 4.85% (1 mo. USD LIBOR + 0.340%)(2)		04/25/37		34,861,550		13,932,223
Merrill Lynch First Franklin Mortgage Loan Trust (07-1-A2C) 5.01% (1 mo. USD LIBOR + 0.500%)(2)		04/25/37		19,454,407		7,858,952
Merrill Lynch First Franklin Mortgage Loan Trust (07-1-A2D) 5.19% (1 mo. USD LIBOR + 0.680%)(2)		04/25/37		4,967,170		2,030,225
Merrill Lynch First Franklin Mortgage Loan Trust (07-2-A2C) 4.99% (1 mo. USD LIBOR + 0.240%)(2)		05/25/37		4,352,955		3,418,644
Merrill Lynch First Franklin Mortgage Loan Trust (07-3-A2B) 4.77% (1 mo. USD LIBOR + 0.130%)(2)		06/25/37		1,848,816		1,660,522
Merrill Lynch First Franklin Mortgage Loan Trust (07-4-2A3) 4.67% (1 mo. USD LIBOR + 0.160%)(2)		07/25/37		24,808,304		21,835,335
Merrill Lynch Mortgage-Backed Securities Trust (07-2-1A1) 7.11% (U.S. 1-year Treasury Constant Maturity Rate + 2.400%)(2),(7)		08/25/36		550,549		484,866
Mid-State Trust (05-1-A) 5.75%		01/15/40		1,262,760		1,246,664
Morgan Stanley ABS Capital I, Inc. Trust (04-NC8-M2) 5.47% (1 mo. USD LIBOR + 0.960%)(2)		09/25/34		400,447		390,040
Morgan Stanley Home Equity Loan Trust (06-2-A4) 5.07% (1 mo. USD LIBOR + 0.560%)(2)		02/25/36		616,599		605,952
Morgan Stanley Mortgage Loan Trust (07-3XS-2A6) 6.26%		01/25/47		2,131,692		685,644
Morgan Stanley Mortgage Loan Trust (07-7AX-2A1) 4.75% (1 mo. USD LIBOR + 0.240%)(2)		04/25/37		2,709,279		813,045
MortgageIT Trust (05-4-A1) 5.07% (1 mo. USD LIBOR + 0.560%)(2)		10/25/35		594,446		577,516
New Century Home Equity Loan Trust (06-1-A2B) 4.87% (1 mo. USD LIBOR + 0.360%)(2)		05/25/36		11,880,666		11,605,638
Oakwood Mortgage Investors, Inc. (02-A-A4) 6.97%(4)		03/15/32		224,539		222,816
Oakwood Mortgage Investors, Inc. (99-E-A1) 7.61%(4)		03/15/30		5,885,957		3,801,266
Ownit Mortgage Loan Asset-Backed Certificates (06-6-A2C) 4.83% (1 mo. USD LIBOR + 0.320%)(2)		09/25/37		15,220,544		7,568,091
PRET LLC (21-RN3-A1) 1.84%(1)		09/25/51		8,043,391		7,365,053
PRET LLC (22-RN1-A1) 3.72%(1)		07/25/51		17,393,187		16,431,307
Pretium Mortgage Credit Partners LLC (22-RN3-A2) 6.50%(1),(4)		08/25/52		17,115,000		15,671,228
PRPM LLC (21-10-A1) 2.49%(1)		10/25/26		14,746,469		13,980,242
PRPM LLC (21-9-A1) 2.36%(1)		10/25/26		7,904,881		7,455,850
PRPM LLC (22-1-A1) 3.72%(1)		02/25/27		13,400,850		12,698,244
PRPM LLC (22-2-A1) 5.00%(1)		03/25/27		12,872,844		12,333,675

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
PRPM LLC (22-3-A1) 5.56%(1)		06/25/27	$	16,810,370	$	16,367,741
RAAC Series Trust (05-SP1-4A1) 7.00%		09/25/34		1,096,781		880,494
RALI Trust (05-QA13-2A1) 4.58%(4),(7)		12/25/35		394,551		317,468
RALI Trust (05-QA7-A21) 3.92%(4),(7)		07/25/35		1,034,300		965,723
Residential Accredit Loans, Inc. (05-QA8-CB21) 4.38%(4),(7)		07/25/35		2,784,145		1,596,737
Residential Accredit Loans, Inc. (06-QA1-A21) 4.84%(4),(7)		01/25/36		9,378		7,352
Residential Accredit Loans, Inc. (06-QA10-A2) 4.87% (1 mo. USD LIBOR + 0.360%)(2)		12/25/36		7,395,644		5,960,483
Residential Accredit Loans, Inc. (06-QA2-1A1) 4.76% (1 mo. USD LIBOR + 0.250%)(2),(7)		02/25/36		11,948		7,822
Residential Accredit Loans, Inc. (06-QS10-AV) (I/O) 0.57%(4),(8)		08/25/36		19,344,351		360,083
Residential Accredit Loans, Inc. (06-QS5-A5) 6.00%(7)		05/25/36		2,245,094		1,817,593
Residential Accredit Loans, Inc. (06-QS6-1AV) (I/O) 0.77%(4),(8)		06/25/36		26,000,897		561,690
Residential Accredit Loans, Inc. (06-QS7-AV) (I/O) 0.71%(4),(8)		06/25/36		5,280,860		88,613
Residential Accredit Loans, Inc. (07-QS1-2AV) (I/O) 0.17%(4),(8)		01/25/37		1,372,737		7,739
Residential Accredit Loans, Inc. (07-QS2-AV) (I/O) 0.33%(4),(8)		01/25/37		9,605,742		104,643
Residential Accredit Loans, Inc. (07-QS3-AV) (I/O) 0.36%(4),(8)		02/25/37		42,865,788		496,875
Residential Accredit Loans, Inc. (07-QS4-3AV) (I/O) 0.36%(4),(8)		03/25/37		5,017,238		57,268
Residential Accredit Loans, Inc. (07-QS5-AV) (I/O) 0.29%(4),(8)		03/25/37		6,335,836		55,805
Residential Accredit Loans, Inc. (07-QS6-A45) 5.75%(7)		04/25/37		1,432,261		1,157,380
Residential Accredit Loans, Inc. (07-QS8-AV) (I/O) 0.42%(4),(8)		06/25/37		10,220,333		155,162
Residential Asset Securitization Trust (07-A3-1A4) 5.75%		04/25/37		2,301,148		1,237,199
Residential Funding Mortgage Securities I (05-SA5-2A) 4.30%(4),(7)		11/25/35		8,432		7,154
Residential Funding Mortgage Securities I (06-S9-A3) (PAC) 5.75%(7)		09/25/36		308,835		244,566
Residential Funding Mortgage Securities I (07-S2-A9) 6.00%(7)		02/25/37		3,030,629		2,428,806
Residential Funding Mortgage Securities I (07-SA2-2A2) 3.89%(4),(7)		04/25/37		8,894		6,625
Roc Mortgage Trust (21-RTL1-A1) 2.49%(1),(4)		08/25/26		16,300,000		15,381,875
Saxon Asset Securities Trust (06-3-A3) 4.85% (1 mo. USD LIBOR + 0.170%)(2)		10/25/46		3,403,629		3,319,053
Saxon Asset Securities Trust (07-2-A2C) 4.75% (1 mo. USD LIBOR + 0.240%)(2)		05/25/47		10,671,994		8,057,487
Saxon Asset Securities Trust (07-2-A2D) 4.81% (1 mo. USD LIBOR + 0.300%)(2)		05/25/47		12,414,107		9,375,654
Securitized Asset Backed Receivables LLC Trust (06-WM4-A1) 4.89% (1 mo. USD LIBOR + 0.380%)(1),(2)		11/25/36		27,230,984		13,476,994
Securitized Asset Backed Receivables LLC Trust (07-BR2-A1) 4.69% (1 mo. USD LIBOR + 0.180%)(1),(2)		02/25/37		20,345,308		17,317,609
Securitized Asset-Backed Receivables LLC Trust (06-CB1-AF2) 2.89%		01/25/36		2,820,547		2,258,000
Securitized Asset-Backed Receivables LLC Trust (07-BR1-A2C) 4.85% (1 mo. USD LIBOR + 0.340%)(2)		02/25/37		7,685,827		3,551,857
Securitized Asset-Backed Receivables LLC Trust (07-BR2-A2) 4.74% (1 mo. USD LIBOR + 0.230%)(2)		02/25/37		26,320,441		12,288,500
Securitized Asset-Backed Receivables LLC Trust (07-NC2-A2B) 4.65% (1 mo. USD LIBOR + 0.140%)(2)		01/25/37		12,273,586		10,381,896
Sequoia Mortgage Trust (03-8-A1) 5.13% (1 mo. USD LIBOR + 0.640%)(2)		01/20/34		354,709		337,082
SG Mortgage Securities Trust (07-NC1-A2) 4.75% (1 mo. USD LIBOR + 0.240%)(1),(2)		12/25/36		15,488,407		9,684,650
Soundview Home Equity Loan Trust (07-OPT3-2A4) 4.76% (1 mo. USD LIBOR + 0.250%)(2)		08/25/37		4,000,000		3,616,772
Structured Adjustable Rate Mortgage Loan Trust (04-12-2A) 4.13%(4)		09/25/34		469,859		455,200
Structured Adjustable Rate Mortgage Loan Trust (04-14-2A) 4.16%(4)		10/25/34		941,825		909,436
Structured Adjustable Rate Mortgage Loan Trust (06-2-3A1) 4.23%(4)		03/25/36		7,621,461		7,281,122
Structured Adjustable Rate Mortgage Loan Trust (06-2-5A1) 3.81%(4)		03/25/36		231,296		172,025
Structured Adjustable Rate Mortgage Loan Trust (06-4-5A1) 4.00%(4)		05/25/36		1,334,965		999,669
Structured Adjustable Rate Mortgage Loan Trust (06-5-1A1) 3.60%(4),(7)		06/25/36		1,498,769		1,329,308
Structured Adjustable Rate Mortgage Loan Trust (07-1-1A1) 3.40%(4)		02/25/37		1,513,550		843,924
Structured Asset Mortgage Investments II Trust (07-AR4-A5) 4.73% (1 mo. USD LIBOR + 0.220%)(2)		09/25/47		13,058,658		11,517,863
Structured Asset Securities Corp. (05-2XS-1A5B) 5.15%		02/25/35		1		1
SunTrust Adjustable Rate Mortgage Loan Trust (07-2-2A1) 2.59%(4)		04/25/37		92,700		55,975
SunTrust Adjustable Rate Mortgage Loan Trust (07-3-1A1) 3.10%(4)		06/25/37		2,542		1,752
SunTrust Adjustable Rate Mortgage Loan Trust (07-S1-2A1) 4.40%(4)		01/25/37		225,593		218,932
Wachovia Mortgage Loan Trust LLC (06-AMN1-A3) 1.61% (1 mo. USD LIBOR + 0.480%)(2)		08/25/36		5,660,487		2,229,515
WaMu Mortgage Pass-Through Certificates (04-AR14-A1) 4.08%(4)		01/25/35		2,441,112		2,225,347

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
WaMu Mortgage Pass-Through Certificates (05-AR14-2A1) 3.77%(4)		12/25/35	$	563,142	$	513,073
WaMu Mortgage Pass-Through Certificates (05-AR18-1A1) 3.97%(4)		01/25/36		858,397		788,247
WaMu Mortgage Pass-Through Certificates (06-AR1-2A1A) 3.50% (12 mo. Monthly Treasury Average Index + 1.070%)(2)		01/25/46		5,865,978		5,406,781
WaMu Mortgage Pass-Through Certificates (06-AR11-1A) 3.39% (12 mo. Monthly Treasury Average Index + 0.960%)(2),(7)		09/25/46		2,037,106		1,674,713
WaMu Mortgage Pass-Through Certificates (06-AR17-1A1A) 2.86% (12 mo. Monthly Treasury Average Index + 0.810%)(2)		12/25/46		2,099,772		1,854,523
Washington Mutual Alternative Mortgage Pass-Through Certificates (02-AR1-1A1) 4.38%(4)		11/25/30		24,491		24,071
Washington Mutual Alternative Mortgage Pass-Through Certificates (06-1-3A2) 5.75%(7)		02/25/36		487,336		442,130
Washington Mutual Alternative Mortgage Pass-Through Certificates (06-5-1A1) 5.11% (1 mo. USD LIBOR + 0.600%)(2),(7)		07/25/36		1,122,419		717,175
Washington Mutual Alternative Mortgage Pass-Through Certificates (06-AR10-A2A) 4.85% (1 mo. USD LIBOR + 0.340%)(2)		12/25/36		1,698,947		1,483,970
Washington Mutual Alternative Mortgage Pass-Through Certificates (07-OA3-5A) 3.68% (12 mo. Monthly Treasury Average Index + 0.960%)(2),(7)		04/25/47		924,922		775,725
Washington Mutual Alternative Mortgage Pass-Through Certificates (07-OC2-A3) 5.13% (1 mo. USD LIBOR + 0.620%)(2)		06/25/37		2,500,831		2,239,541
Washington Mutual Asset-Backed Certificates (06-HE1-2A4) 4.23% (1 mo. USD LIBOR + 0.560%)(2)		04/25/36		1,557,655		1,529,564
Washington Mutual Asset-Backed Certificates (07-HE2-2A1) 4.61% (1 mo. USD LIBOR + 0.100%)(2)		02/25/37		15,611,820		4,591,945
Wells Fargo Home Equity Asset-Backed Securities (07-1-A3) 5.15% (1 mo. USD LIBOR + 0.640%)(2)		03/25/37		5,521,000		4,892,365
Wells Fargo Mortgage-Backed Securities Trust (06-AR11-A6) 4.05%(4),(7)		08/25/36		985,652		885,106
Total Residential Mortgage-Backed Securities — Non-Agency (Cost: $1,145,373,242)						1,072,381,140
U.S. TREASURY SECURITIES—3.5%
U.S. Treasury Bond 4.00%		11/15/52		9,575,000		10,243,006
U.S. Treasury Note
2.38%		02/15/42		880,000		711,906
3.50%		01/31/28		45,490,000		45,292,758
4.13%		01/31/25		30,235,000		30,203,112
4.13%		11/15/32	$	16,900,000	$	17,788,570
Total U.S. Treasury Securities (Cost: $104,032,767)						104,239,352
Total Fixed Income Securities (Cost: $3,971,912,173)						3,760,306,101
			Shares
MONEY MARKET INVESTMENTS—1.6%
State Street Institutional U.S. Government Money Market Fund — Premier Class 4.18%(9)				49,779,293		49,779,293
Total Money Market Investments (Cost: $49,779,293)						49,779,293
Total Investments (126.2%) (Cost: $4,021,691,466)						3,810,085,394
Liabilities In Excess Of Other Assets (-26.2%)						(790,546,365	)
Net Assets (100.0%)					$	3,019,539,029

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS January 31, 2023 (Unaudited)

FUTURES CONTRACTS
Number of Contracts	Type			Expiration Date		Notional		Market Value		Net Unrealized Appreciation (Depreciation)
Long Futures
2,511	2-Year U.S Treasury Note Futures				03/31/23	$	514,318,352	$	516,383,228	$	2,064,876
2,618	5-Year U.S Treasury Note Futures				03/31/23		282,728,299		285,996,048		3,267,749
37	10-Year U.S. Treasury Note Futures				03/22/23		4,398,578		4,484,516		85,938
2,065	U.S. Ultra Long Bond Futures				03/22/23		277,182,366		292,713,750		15,531,384
						$1,078,627,595		$1,099,577,542		$20,949,947
FORWARD CURRENCY EXCHANGE CONTRACTS
Counterparty	Contracts to Deliver	Units of Currency		Settlement Date		In Exchange for U.S. Dollars		Contracts at Value		Unrealized Appreciation (Depreciation)
SELL (10)
Citibank N.A.	EUR		8,569,000		04/13/23		9,264,999		9,347,165		(82,166	)

Notes to the Schedule of Investments:
ABS	Asset-Backed Securities.
ARM	Adjustable Rate Mortgage.
CLO	Collateralized Loan Obligation.
I/F	Inverse Floating rate security whose interest rate moves in the opposite direction of prevailing interest rates.
I/O	Interest Only Security.
PAC	Planned Amortization Class.
P/O	Principal Only Security.
SOFR	Secured Overnight Financing Rate.
TAC	Target Amortization Class.
TBA	To Be Announced.
EUR	Euro Currency.
(1)	Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2023, the value of these securities amounted to $1,084,581,015 or 35.9% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(2)	Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2023.
(3)	This security is a residual or equity position that does not have a stated interest rate. This residual or equity position is entitled to recurring distributions which are generally equal to the remaining cash flow of payments made by underlying securities less contractual payments to debt holders and fund expenses.
(4)	Variable rate security. Interest rate disclosed is as of the most recent information available. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
(5)	Security is not accruing interest.
(6)	Security purchased on a forward commitment with an approximate principal amount. The actual principal amount and maturity date will be determined upon settlement when the security is delivered.
(7)	A portion of the principal balance has been written-off during the period due to defaults in the underlying loans. Cost basis has been adjusted.
(8)	For fair value measurement disclosure purposes, security is categorized as Level 3. Security is valued using significant unobservable inputs.
(9)	Rate disclosed is the 7-day net yield as of January 31, 2023.
(10)	Fund sells foreign currency, buys U.S. Dollar.

TCW Total Return Bond Fund

Investments by Sector (Unaudited) January 31, 2023

Sector	Percentage of Net Assets
Residential Mortgage-Backed Securities—Agency		63.5	%
Residential Mortgage-Backed Securities—Non-Agency		35.5
Asset-Backed Securities		11.9
Commercial Mortgage-Backed Securities—Non-Agency		9.8
U.S. Treasury Securities		3.5
Money Market Investments		1.6
Commercial Mortgage-Backed Securities—Agency		0.4
Other*		(26.2	)
Total		100.0	%

* Includes futures, pending trades, interest receivable and accrued expenses payable.

TCW Total Return Bond Fund

Fair Valuation Summary (Unaudited) January 31, 2023

The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Asset-Backed Securities	$	—	$	357,901,845		$	—	$	357,901,845
Commercial Mortgage-Backed Securities—Agency		—		13,069,808			—		13,069,808
Commercial Mortgage-Backed Securities—Non-Agency		—		295,496,401			—		295,496,401
Residential Mortgage-Backed Securities—Agency		—		1,917,217,555			—		1,917,217,555
Residential Mortgage-Backed Securities—Non-Agency		—		1,070,485,863			1,895,277		1,072,381,140
U.S. Treasury Securities		104,239,352		—			—		104,239,352
Total Fixed Income Securities		104,239,352		3,654,171,472			1,895,277		3,760,306,101
Money Market Investments		49,779,293		—			—		49,779,293
Total Investments	$	154,018,645	$	3,654,171,472		$	1,895,277	$	3,810,085,394
Asset Derivatives
Futures Contracts
Interest Rate Risk		20,949,947		—			—		20,949,947
Total Investments	$	174,968,592	$	3,654,171,472		$	1,895,277	$	3,831,035,341
Liability Derivatives
Forward Currency Contracts
Foreign Currency Risk	$	—	$	(82,166	)	$	—	$	(82,166	)
Total	$	—	$	(82,166	)	$	—	$	(82,166	)

Note 1 – Security Valuations

Securities listed or traded on the NYSE and other stock exchanges were valued at the latest sale price on the exchange. Securities traded on the NASDAQ stock market (“NASDAQ”) were valued during the period using official closing prices as reported by NASDAQ, which may not have been the last sale price. Investments in open-end mutual funds including money market funds were valued based on the NAV per share as reported by the investment companies. All other securities for which over-the-counter (“OTC”) market quotations were readily available, including short-term securities, swap agreements and forward currency contracts, were valued with prices furnished by independent pricing services or by broker-dealers.

Pursuant to Rule 2a-5 under the 1940 Act, the Company’s Board of Directors (the “Board”, and each member thereof, a “Director”) has designated the Advisor as the “valuation designee” with respect to the fair valuation of the Fund’s portfolio securities, subject to oversight by and periodic reporting to the Board. Fair valued securities are those for which market quotations were not readily available, including in circumstances under which it was determined by the Advisor that prices received were not reflective of their market values.

Fair value is defined as the price that a Fund would receive upon selling an investment in a timely transaction to an independent buyer in the principal or most advantageous market for the investment. In accordance with the authoritative guidance on fair value measurements and disclosures under GAAP, the Funds disclose investments in their financial statements in a three-tier hierarchy. This hierarchy is utilized to establish classification of fair value measurements based on inputs. Inputs that go into fair value measurement refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability, developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity’s own assumptions about the inputs market participants would use in pricing the asset or liability, developed based on the best information available in the circumstances.

The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

Level 1 — quoted prices in active markets for identical investments.

Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

Level 3 — significant unobservable inputs (including the Funds’ own assumptions in determining the fair value of investments).

Changes in valuation techniques may result in transfers in or out of an investment’s assigned Level within the hierarchy. The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments and the determination of the significance of a particular input to the fair value measurement in its entirety requires judgment and consideration of factors specific to each security.

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized as Level 3.

In periods of market dislocation, the observability of prices and inputs may be reduced for many instruments. This condition, as well as changes related to liquidity of investments, could cause a security to be reclassified between Level 1, Level 2, or Level 3.

In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes the level in the fair value hierarchy within which the fair value measurement falls in its entirety is determined based on the lowest level input that is significant to the fair value measurement.

Fair Value Measurements: Descriptions of the valuation techniques applied to the Funds’ major categories of assets and liabilities measured at fair value on a recurring basis are as follows:

Asset-backed securities (“ABS”) and mortgage-backed securities (“MBS”). The fair value of ABS and MBS is estimated based on pricing models that consider the estimated cash flows of each debt tranche of the issuer, establish a benchmark yield, and develop an estimated tranche-specific spread to the benchmark yield based on the unique attributes of the tranche including, but not limited to, the prepayment speed assumptions and attributes of the collateral. To the extent the inputs are observable and timely, the values would be categorized as Level 2 of the fair value hierarchy; otherwise, they would be categorized as Level 3.

Bank loans. The fair value of bank loans is estimated using recently executed transactions, market price quotations, credit/market events, and cross-asset pricing. Inputs are generally observable and are obtained from independent sources. Bank loans are generally categorized as Level 2 of the fair value hierarchy.

Corporate bonds. The fair value of corporate bonds is estimated using recently executed transactions, market price quotations (where observable), bond spreads, or credit default swap spreads adjusted for any basis difference between cash and derivative instruments. Corporate bonds are generally categorized as Level 2 of the fair value hierarchy; in instances where prices, spreads, or any of the other aforementioned key inputs are unobservable, they are categorized as Level 3 of the hierarchy.

Foreign currency contracts. The fair values of foreign currency contracts are derived from indices, reference rates, and other inputs or a combination of these factors. To the extent that these factors can be observed, foreign currency contracts are categorized as Level 2 of the fair value hierarchy.

Futures contracts. Futures contracts are generally valued at the settlement price established at the close of business each day by the exchange on which they are traded. They are categorized as Level 1.

Government and agency securities. Government and agency securities are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, quoted market prices, and reference data. Accordingly, government and agency securities are normally categorized as Level 1 or 2 of the fair value hierarchy depending on the liquidity and transparency of the market.

Money market funds. Money market funds are open-end mutual funds that invest in short-term debt securities. To the extent that these funds are valued based upon the reported NAV, they are categorized as Level 1 of the fair value hierarchy.

Municipal bonds. Municipal bonds are fair valued based on pricing models that take into account, among other factors, information received from market makers and broker-dealers, current trades, bid-wanted lists, offerings, market movements, the callability of the bond, state of issuance, benchmark yield curves, and bond insurance. To the extent that these inputs are observable and timely, the fair values of municipal bonds are categorized as Level 2; otherwise, the fair values are categorized as Level 3.

Options and Swaptions contracts. Exchange-listed options contracts are traded on securities exchanges and are fair valued based on quoted prices from the applicable exchange, and to the extent valuation adjustments are not applied, they are categorized as Level 1. If valuation adjustments are applied and such adjustments are observable and timely, the fair values of exchange-listed options contracts would be categorized as Level 2; otherwise the fair values would be categorized as Level 3. Options and swaptions contracts traded over-the-counter (“OTC”) are fair valued based on pricing models and incorporate various inputs such as interest rates, credit spreads, currency exchange rates and volatility measurements for in-the-money, at-the-money, and out-of-the-money contracts based on a given strike price. To the extent that these inputs are observable and timely, the fair values of OTC options and swaptions contracts would be categorized as Level 2; otherwise the fair values would be categorized as Level 3.

Restricted securities. Restricted securities, including illiquid Rule 144A securities, issued by non-public entities are categorized as Level 3 of the fair value hierarchy because they trade infrequently, and therefore the inputs are unobservable. Any other restricted securities valued similar to publicly traded securities may be categorized as Level 2 or 3 of the fair value hierarchy depending on whether a discount is applied and significant to the fair value.

Short-term investments. Short-term investments are valued using market price quotations, and are categorized as Level 1 or Level 2 of the fair value hierarchy.

Total return swaps. Total return swaps are fair valued using pricing models that take into account, among other factors, index spread curves, nominal values, modified duration values and cash flows. To the extent that these inputs are observable and timely, the fair values of credit default swaps would be categorized as Level 2; otherwise, the fair values would be categorized as Level 3.

Warrants. Warrants are generally valued based on quoted prices from the applicable exchange. To the extent these securities are actively traded, and valuation adjustments are not applied, they are generally categorized as Level 1 of the fair value hierarchy.

The summary of the inputs used as of January 31, 2023 in valuing the Funds’ investments is listed after the Schedule of Investments for each Fund.

Following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining value:

TCW CORE FIXED INCOME FUND	ASSET-BACKED SECURITIES			CORPORATE BONDS
Balance as of October 31, 2022	$	3,965,873		$	1,160,224
Accrued Discounts (Premiums)		—			(2,726	)
Realized Gain (Loss)		—			—
Change in Unrealized Appreciation (Depreciation)*		125,531			339,436
Purchases		—			—
Sales		(71,640	)		(1,496,934	)
Transfers in to Level 3		—			—
Transfers out of Level 3		—			—
Balance as of January 31, 2023	$	4,019,764		$	—

* The change in unrealized appreciation (depreciation) on securities still held at January 31, 2023 was $(464,967) and is included in the related net realized gains (losses) and net change in appreciation (depreciation) in the Statements of Operations.

TCW EMERGING MARKETS INCOME FUND	FOREIGN GOVERNMENT BONDS
Balance as of October 31, 2022	$	13,179,666
Accrued Discounts (Premiums)		—
Realized Gain (Loss)		—
Change in Unrealized Appreciation (Depreciation)*		2,125,752
Purchases		—
Sales		—
Transfers in to Level 3		—
Transfers out of Level 3		—
Balance as of January 31, 2023	$	15,305,418

* The change in unrealized appreciation (depreciation) on securities still held at January 31, 2023 was $2,125,752 and is included in the related net realized gains (losses) and net change in appreciation (depreciation) in the Statements of Operations.

TCW GLOBAL BOND FUND	COMMON STOCK			RESIDENTIAL MORTGAGE-BACKED SECURITIES  — NON-AGENCY
Balance as of October 31, 2022	$	9,150		$	54,941
Accrued Discounts (Premiums)		—			—
Realized Gain (Loss)		—			6,506
Change in Unrealized Appreciation (Depreciation)*		(1,037	)		(6,641	)
Purchases		—			—
Sales		—			—
Transfers in to Level 3		—			—
Transfers out of Level 3		—			—
Balance as of January 31, 2023	$	8,113		$	54,806

* The change in unrealized appreciation (depreciation) on securities still held at January 31, 2023 was $(7,678) and is included in the related net realized gains (losses) and net change in appreciation (depreciation) in the Statements of Operations.

TCW HIGH YIELD BOND FUND	CORPORATE BONDS
Balance as of October 31, 2022	$	180,205
Accrued Discounts (Premiums)		38,731
Realized Gain (Loss)		—
Change in Unrealized Appreciation (Depreciation)*		13,566
Purchases		—
Sales		(232,502	)
Transfers in to Level 3		—
Transfers out of Level 3		—
Balance as of January 31, 2023		—

* The change in unrealized appreciation (depreciation) on securities still held at January 31, 2023 was $0 and is included in the related net realized gains (losses) and net change in appreciation (depreciation) in the Statements of Operations.

TCW TOTAL RETURN BOND FUND	MORTGAGE-BACKED SECURITIES
Balance as of October 31, 2022	$	1,907,386
Accrued Discounts (Premiums)		(56,172	)
Realized Gain (Loss)		52
Change in Unrealized Appreciation (Depreciation)*		49,365
Purchases		193
Sales		(5,547	)
Transfers in to Level 3		—
Transfers out of Level 3		—
Balance as of January 31, 2023	$	1,895,277

* The change in unrealized appreciation (depreciation) on securities still held at January 31, 2023 was $46,174 and is included in the related net realized gains (losses) and net change in appreciation (depreciation) in the Statements of Operations.

Significant unobservable valuation inputs for Level 3 investments as of January 31, 2023 are as follows:

Description	Fair Value at January 31, 2023		Valuation Techniques		Unobservable Input		Price or Price Range		Average Weighted Price		Impact to Valuation If Input Increases
TCW Core Fixed Income Fund
Asset-Backed Securities	$	4,019,764		Third-party Vendor		Vendor Prices	$	90.023	$	90.023		Increase
TCW Emerging Markets Income Fund
Foreign Government Bonds	$	15,305,418		Third-party Vendor		Vendor Prices	$	9.000	$	9.000		Increase
TCW Global Bond Fund
Common Stock	$	8,113		Third-party Vendor		Vendor Prices	$	23.583	$	23.583		Increase
Residential Mortgage-Backed Securities — Agency	$	54,806		Third-party Vendor		Vendor Prices	$	4.378	$	4.378		Increase
Rights	$	0		Third-party Vendor		Vendor Prices	$	0	$	0		Increase
TCW High Yield Bond Fund
Common Stock	$	0		Third-party Vendor		Vendor Prices	$	0	$	0		Increase
TCW Total Return Bond Fund
Residential Mortgage-Backed Securities — Non-Agency	$	1,895,277		Third-party Vendor		Vendor Prices	$	0.881 - $11.288	$	1.503		Increase

Derivative Instruments: Derivatives are financial instruments which are valued based on the values of one or more indicators, such as a security, asset, currency, interest rate, or index. Derivative transactions can create investment leverage and may be highly volatile. A derivative contract may result in a mark-to-market loss if the value of the contract decreases due to an unfavorable change in the market rates or values of the underlying instrument. It is possible that a derivative transaction will result in a loss greater than the principal amount invested. The Funds may not be able to close out a derivative transaction at a favorable time or price.

For the period ended January 31, 2023, the following Funds had derivatives and transactions in derivatives, grouped in the following risk categories:

TCW Core Fixed Income Fund
	Credit Risk		Commodity Risk		Foreign Currency Risk			Interest Rate Risk			Total
Asset Derivatives
Swap Agreements	$	—	$	—	$	—		$	2,947,292		$	2,947,292
Futures Contracts(1)		—		—		—			1,106,138			1,106,138
Total Value	$	—	$	—	$	—		$	4,053,430		$	4,053,430
Liability Derivatives
Swap Agreements	$	—	$	—	$	—		$	(6,921,931	)	$	(6,921,931	)
Futures Contracts(1)		—		—		—			(307,597	)		(307,597	)
Forward Contracts		—		—		(84,862	)		—			(84,862	)
Total Value	$	—	$	—	$	(84,862	)	$	(7,229,528	)	$	(7,314,390	)
Number of Contracts or Notional Amounts(2)
Forward Currency Contracts	$	—	$	—	$	9,974,896		$	—		$	9,974,896
Futures Contracts		—		—		—			1,640			1,640
Swap Agreements	$	—	$	—	$	—		$	195,485,000		$	195,485,000
TCW Emerging Markets Income Fund
Asset Derivatives
Forward Contracts	$	—	$	—	$	387,415		$	—		$	387,415
Total Value	$	—	$	—	$	387,415		$	—		$	387,415
Liability Derivatives
Forward Contracts	$	—	$	—	$	(1,974,740	)	$	—		$	(1,974,740	)
Total Value	$	—	$	—	$	(1,974,740	)	$	—		$	(1,974,740	)
Notional Amounts(2)
Forward Currency Contracts	$	—	$	—	$	140,431,965		$	—		$	140,431,965

TCW Emerging Markets Local Currency Income Fund
	Credit Risk		Commodity Risk			Foreign Currency Risk			Interest Rate Risk			Total
Asset Derivatives
Forward Contracts	$	—	$	—		$	612,328		$	—		$	612,328
Total Value	$	—	$	—		$	612,328		$	—		$	612,328
Liability Derivatives
Forward Contracts	$	—	$	—		$	(542,802	)	$	—		$	(542,802	)
Total Value	$	—	$	—		$	(542,802	)	$	—		$	(542,802	)
Notional Amounts (2)
Forward Currency Contracts	$	—	$	—		$	35,070,357		$	—		$	35,070,357
TCW Enhanced Commodity Strategy Fund
Asset Derivatives
Swap Agreements	$	—	$	52,338		$	—		$	—		$	52,338
Total Value	$	—	$	52,338		$	—		$	—		$	52,338
Liability Derivatives
Swap Agreements	$	—	$	(786	)	$	—		$	—		$	(786	)
Total Value	$	—	$	(786	)	$	—		$	—		$	(786	)
Notional Amounts(2)
Swap Agreements	$	—	$	39,958,907		$	—		$	—		$	39,958,907
TCW Global Bond Fund
Asset Derivatives
Swap Agreements	$	—	$	—		$	—		$	2,988		$	2,988
Futures Contracts(1)		—		—			—			26,511			26,511
Forward Contracts		—		—			78,000			—			78,000
Total Value	$	—	$	—		$	78,000		$	29,499		$	107,499
Liability Derivatives
Forward Contracts	$	—	$	—		$	(69,111	)	$	—		$	(69,111	)
Futures Contracts(1)		—		—			—			(22,731	)		(22,731	)
Total Value	$	—	$	—		$	(69,111	)	$	(22,731	)	$	(91,842	)
Number of Contracts or Notional Amounts (2)
Forward Currency Contracts	$	—	$	—		$	9,197,636		$	—		$	9,197,636
Futures Contracts		—		—			—			41			41
Swap Agreements	$	—	$	—		$	—		$	1,153,333		$	1,153,333

TCW High Yield Bond Fund
	Credit Risk		Commodity Risk		Foreign Currency Risk			Interest Rate Risk			Total
Asset Derivatives
Futures Contracts(1)	$	—	$	—	$	—		$	113,541		$	113,541
Total Value	$	—	$	—	$	—		$	113,541		$	113,541
Liability Derivatives
Futures Contracts(1)	$	—	$	—	$	—		$	(100,210	)	$	(100,210	)
Forward Contracts		—		—		(1,622	)		—			(1,622	)
Total Value	$	—	$	—	$	(1,622	)	$	(100,210	)	$	(101,832	)
Number of Contracts or Notional Amounts (2)
Forward Currency Contracts	$	—	$	—	$	215,829		$	—		$	215,829
Futures Contracts		—		—		—			121			121
TCW Short Term Bond Fund
Asset Derivatives
Futures Contracts(1)	$	—	$	—	$	—		$	2,374		$	2,374
Total Value	$	—	$	—	$	—		$	2,374		$	2,374
Liability Derivatives
Futures Contracts(1)	$	—	$	—	$	—		$	(38,181	)	$	(38,181	)
Total Value	$	—	$	—	$	—		$	(38,181	)	$	(38,181	)
Number of Contracts (2)
Futures Contracts		—		—		—			29			29
TCW Total Return Bond Fund
Asset Derivatives
Futures Contracts(1)	$	—	$	—	$	—		$	20,949,947		$	20,949,947
Total Value	$	—	$	—	$	—		$	20,949,947		$	20,949,947
Liability Derivatives
Forward Contracts(1)	$	—	$	—	$	(82,166	)	$	—		$	(82,166	)
Net Realized Gain (Loss)	$	—	$	—	$	(82,166	)	$	—		$	(82,166	)
Number of Contracts or Notional Amounts (2)
Forward Currency Contracts	$	—	$	—	$	8,746,272		$	—		$	8,746,272
Futures Contracts		—		—		—			7,570			7,570

(1) Includes cumulative appreciation (depreciation) of futures contracts as reported in the Schedule of Investments.

(2) Amount disclosed represents average number of contracts or notional amounts, which are representative of the volume traded for the period ended January 31, 2023.

Note 2 – Portfolio Investments

Mortgage-Backed Securities: The Funds may invest in MBS which represent interests in pools of mortgages in which payments of both principal and interest on the securities are generally made monthly, in effect “passing through” monthly payments made by borrowers on the residential or commercial mortgage loans which underlie the securities (net of any fees paid to the issuer or guarantor of the securities). Mortgage pass-through securities differ from other forms of debt securities which normally provide for periodic payment of interest in fixed amounts with principal payments at maturity or specified call dates. The Funds may also invest in Collateralized Mortgage Obligations (“CMOs”). CMOs are debt obligations collateralized by residential or commercial mortgage loans or residential or commercial mortgage pass-through securities. Interest and principal are generally paid monthly. CMOs may be collateralized by whole mortgage loans or private mortgage pass-through securities but are more typically collateralized by portfolios of mortgage pass-through securities guaranteed by Ginnie Mae, Freddie Mac or Fannie Mae. The issuer of a series of CMOs may elect to be treated for tax purposes as a Real Estate Mortgage Investment Conduit. CMOs are structured into multiple classes, each bearing a different stated maturity. Monthly payment of principal received from the pool of underlying mortgages, including prepayments, is first returned to investors holding the shortest maturity class. Investors holding the longer maturity classes usually receive principal only after shorter classes have been retired. An investor may be partially protected against a sooner than desired return of principal because of the sequential payments. The Funds may invest in stripped MBS. Stripped MBS are usually structured with two classes that receive different proportions of the interest and principal distributions on a pool of mortgage assets. In certain cases, one class will receive all of the interest (the interest only or “IO” class), while the other class will receive all of the principal (the principal only or “PO” class). The yield to maturity on IOs is sensitive to the rate of principal repayments (including prepayments) on the related underlying mortgage assets, and principal payments may have a material effect on yield to maturity. If the underlying mortgage assets experience greater than anticipated prepayments of principal, a Fund may not fully recoup its initial investment in IOs.

Inflation-Indexed Bonds: The Funds may invest in inflation-indexed bonds, which are fixed income securities whose principal value or coupon is periodically adjusted according to the rate of inflation. Any increase or decrease in the principal amount of an inflation-indexed bond will be included as interest income.

Inflation-indexed securities issued by the U.S. Treasury have maturities of five, ten, twenty, or thirty years, although it is possible that securities with other maturities will be issued in the future. The U.S. Treasury securities pay interest on a semi-annual basis, equal to a fixed percentage of the inflation-adjusted principal amount.

If the periodic adjustment rate measuring inflation falls, the principal value of inflation-indexed bonds will be adjusted downward, and consequently the interest payable on these securities (calculated with respect to a smaller principal amount) will be reduced. Repayment of the original bond principal upon maturity (as adjusted for inflation) is guaranteed in the case of U.S. Treasury inflation-indexed bonds, even during a period of deflation. However, the current market value of the bonds is not guaranteed, and will fluctuate. The Funds may also invest in other inflation-related bonds which may or may not provide a similar guarantee. If a guarantee of principal is not provided, the adjusted principal value of the bond repaid at maturity may be less than the original principal.

The value of inflation-indexed bonds is expected to change in response to changes in real interest rates. Real interest rates in turn are tied to the relationship between nominal interest rates and the rate of inflation. Therefore, if inflation were to rise at a faster rate than nominal interest rates, real interest rates might decline, leading to an increase in value of inflation-indexed bonds. In contrast, if nominal interest rates increased at a faster rate than inflation, real interest rates might rise, leading to a decrease in value of inflation-indexed bonds.

While the values of these securities are expected to be protected from long-term inflationary trends, short-term increases in inflation may lead to declines in values. If interest rates rise due to reasons other than inflation (for example, due to changes in currency exchange rates), investors in these securities may not be protected to the extent that the increase is not reflected in the bond’s inflation measure.

When-Issued, Delayed-Delivery, To Be Announced (“TBA”) and Forward Commitment Transactions: The Funds may enter into when-issued, delayed-delivery, TBA or forward commitment transactions in order to lock in the purchase price of the underlying security or to adjust the interest rate exposure of each Fund’s existing portfolio. In when-issued, delayed-delivery, TBA or forward commitment transactions, a Fund commits to purchase or sell particular securities, with payment and delivery to take place at a future date. Although the Fund does not pay for the securities or start earning interest on them until they are delivered, it immediately assumes the risks of ownership, including the risk of price fluctuation. If a Fund’s counterparty fails to deliver a security purchased on a when-issued, delayed-delivery, TBA or forward commitment basis, there may be a loss, and the Fund may have missed an opportunity to make an alternative investment.

Prior to settlement of these transactions, the value of the subject securities will fluctuate with market conditions. In addition, because the Fund is not required to pay for when-issued, delayed-delivery, TBA or forward commitment securities until the delivery date, they may result in a form of leverage to the extent the Fund does not set aside liquid assets to cover the commitment. To guard against this deemed leverage, the Fund monitors the obligations under these transactions on a daily basis and ensures that the Fund has sufficient liquid assets to cover them.

Dollar Roll Transactions: The Funds may enter into dollar roll transactions with financial institutions to take advantage of opportunities in the MBS market. A dollar roll transaction involves a simultaneous sale of securities by a Fund with an agreement to repurchase substantially similar securities at an agreed upon price and date, but generally will be collateralized at time of delivery by different pools of mortgages with different prepayment histories than those securities sold. These transactions are accounted for as financing transactions as opposed to sales and purchases. The differential between the sale price and the repurchase price is recorded as deferred income and recognized between the settlement dates of the sale and repurchase. During the period between the sale and repurchase, a Fund will not be entitled to receive interest and principal payments on the securities sold. Dollar roll transactions involve risk that the market value of the security sold by a Fund may decline below the repurchase price of the security and the counterparties may potentially be unable to complete the transaction. There were no such transactions by the Funds for the period ended January 31, 2023.

Repurchase Agreements: The Funds may enter into repurchase agreements under the terms of a Master Repurchase Agreement (“MRA”). In a repurchase agreement, the Funds purchase a security from a counterparty who agrees to repurchase the same security at a mutually agreed upon date and price. The MRA permits each Fund, under certain circumstances including an event of default (such as bankruptcy or insolvency), to offset payables and/or receivables under the MRA with collateral held and/or posted to the counterparty and create one single net payment due to or from each Fund. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against such a right of offset in the event of the MRA counterparty’s bankruptcy or insolvency. Pursuant to the terms of the MRA, each Fund receives securities as collateral with a market value in excess of the repurchase price. Upon a bankruptcy or insolvency of the MRA counterparty, the Fund recognizes a liability with respect to such excess collateral to reflect the Fund’s obligation under bankruptcy law to return the excess to the counterparty. There were no repurchase agreements outstanding as of January 31, 2023.

Reverse Repurchase Agreements: The Funds may enter into reverse repurchase agreements. Under a reverse repurchase agreement, a Fund sells portfolio assets subject to an agreement by the Fund to repurchase the same assets at an agreed upon price and date. The Funds may utilize reverse repurchase agreements when it is anticipated that the interest income to be earned from the investment of the proceeds of the transaction is greater than the interest expense of the transaction. During the term of the reverse repurchase agreement, the Funds continue to receive the principal and interest payments on the securities sold. There were no reverse repurchase agreements outstanding during the period ended January 31, 2023.

Securities Lending: The Funds may lend their securities to qualified brokers. The loans must be collateralized at all times primarily with cash although the Funds can accept money market instruments or U.S. Government securities with a market value at least equal to the market value of the securities on loan. As with any extensions of credit, the Funds may bear the risk of delay in recovery or even loss of rights in the collateral if the borrowers of the securities fail financially. The Funds earn additional income for lending their securities by investing the cash collateral in short-term investments. The Funds did not lend any securities during the period ended January 31, 2023.

Derivatives:

Forward Foreign Currency Contracts: The Funds enter into forward foreign currency contracts as a hedge against fluctuations in foreign exchange rates. Forward foreign currency contracts are marked-to-market daily and the change in market value is recorded by the Funds as unrealized gains or losses in the Statement of Assets and Liabilities. When a contract is closed or delivery is taken, a Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of the foreign currency relative to the U.S. dollar. Outstanding foreign currency forward contracts at January 31, 2023 are disclosed in the Schedule of Investments.

Futures Contracts: The Funds may enter into futures contracts. A Fund may seek to manage a variety of different risks through the use of futures contracts, such as interest rate risk, equity price risk, and currency risk. A Fund may use index futures to hedge against broad market risks to its portfolio or to gain broad market exposure. Securities index futures contracts are contracts to buy or sell units of a securities index at a specified future date at a price agreed upon when the contract is made, and are settled in cash. Positions in futures may be closed out only on an exchange or board of trade which provides a secondary market for such futures. Because futures contracts are exchange-traded, they typically have minimal exposure to counterparty risk. Parties to a futures contract are not required to post the entire notional amount of the contract, but rather a small percentage of that amount (by way of margin), both at the time they enter into futures transactions, and then on a daily basis if their positions decline in value; as a result, futures contracts are highly leveraged. Such payments are known as variation margin and are recorded by a Fund as unrealized gains or losses. Because futures markets are highly leveraged, they can be extremely volatile, and there can be no assurance that the pricing of a futures contract will correlate precisely with the pricing of the asset or index underlying it or the asset or liability of a Fund that is the subject of the hedge. It may not always be possible for a Fund to enter into a closing transaction with respect to a futures contract it has entered into at a favorable time or price. When a Fund enters into a futures transaction, it is subject to the risk that the value of the futures contract will move in a direction unfavorable to it.

When a Fund uses futures contracts for hedging purposes, it is likely that the Fund will have an asset or liability that will offset any loss (or gain) on the transactions, at least in part. When a futures contract is closed, the Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. The TCW Core Fixed Income Fund, the TCW Global Bond Fund, the TCW High Yield Bond Fund, the TCW Short Term Bond Fund, and the TCW Total Return Bond Fund utilized futures during the period ended January 31, 2023 to help manage interest rate duration of those Funds. Futures contracts outstanding at January 31, 2023 are listed on the Schedule of Investments.

Options: The Funds may purchase and sell put and call options on a security or an index of securities to enhance investment performance and/or to protect against changes in market prices. The Funds may also enter into currency options to hedge against or to take advantage of currency fluctuations.

A call option gives the holder the right to purchase, and obligates the writer to sell, a security at the strike price at any time before the expiration date. A put option gives the holder the right to sell, and obligates the writer to buy, a security at the exercise price at any time before the expiration date. A Fund may purchase put options to protect portfolio holdings against a decline in market value of a security or securities held by it. A Fund may also purchase a put option hoping to profit from an anticipated decline in the value of the underlying security. If a Fund holds the security underlying the option, the option premium and any transaction costs will reduce any profit the Fund might have realized had it sold the underlying security instead of buying the put option. A Fund may purchase call options to hedge against an increase in the price of securities that the Fund ultimately wants to buy. A Fund may also purchase a call option as a long directional investment hoping to profit from an anticipated increase in the value of the underlying security. In order for a call option to be profitable, the market price of the underlying security must rise sufficiently above the exercise price to cover the premium and transaction costs. These costs will reduce any profit a Fund might have realized had it bought the underlying security at the time it purchased the call option.

Purchasing foreign currency options gives a Fund the right, but not the obligation, to buy or sell specified amounts of currency at a rate of exchange that may be exercised by a certain date. These currency options may be used as a short or long hedge against possible variations in foreign exchange rates or to gain exposure to foreign currencies.

When a Fund purchases an option, it runs the risk that it will lose its entire investment in the option in a relatively short period of time, unless the Fund exercises the option or enters into a closing sale transaction before the option’s expiration. If the price of the underlying security does not rise (in the case of a call) or fall (in the case of a put) to an extent sufficient to cover the option premium and transaction costs, the Fund will lose part or all of its investment in the option. Premiums paid for purchasing options that expire are treated as realized losses.

Options purchased or sold by a Fund may be traded on a securities or options exchange. Such options typically have minimal exposure to counterparty risk. However, an exchange or market may at times find it necessary to impose restrictions on particular types of options transactions, such as opening transactions. If an underlying security ceases to meet qualifications imposed by an exchange or the Options Clearing Corporation, new series of options on that security will no longer be opened to replace the expiring series, and opening transactions in existing series may be prohibited.

OTC options are options not traded on exchanges or backed by clearinghouses. Rather, they are entered into directly between a Fund and the counterparty to the option. In the case of an OTC option purchased by a Fund, the value of the option to the Fund will depend on the willingness and ability of the option writer to perform its obligations to the Fund. In addition, OTC options may not be transferable and there may be little or no secondary market for them, so they may be considered illiquid. It may not be possible to enter into closing transactions with respect to OTC options or otherwise to terminate such options, and as a result a Fund may be required to remain obligated on an unfavorable OTC option until its expiration.

Swap Agreements: The Funds may enter into swap agreements. Swap agreements are typically two-party contracts entered into primarily by institutional investors. In a standard “swap” transaction, two parties agree to exchange the returns (or differentials in rates of return) earned or realized on particular predetermined investments or instruments, which may be adjusted for an interest factor. The gross returns to be exchanged or “swapped” between the parties are generally calculated with respect to a “notional amount” (i.e., the return on or increase in value of a particular dollar amount invested at a particular interest rate or in a “basket” of securities representing a particular index).

In a total return swap, one party typically agrees to pay to the other a short-term interest rate in return for a payment at one or more times in the future based on the increase in the value of an underlying security or other asset, or index of securities or assets; if the underlying security, asset, or index declines in value, the party that pays the short-term interest rate must also pay to its counterparty a payment based on the amount of the decline. A Fund may take either side of such a swap, and so may take a long or short position in the underlying security, asset, or index. A Fund may enter into a total return swap to hedge against an exposure in its portfolio — such as interest rate risk (including to adjust the duration or credit quality of a Fund’s bond portfolio), equity risk, or credit risk — or generally to put cash to work efficiently in the markets in anticipation of, or as a replacement for, cash investments. A Fund may also enter into a total return swap to gain exposure to securities or markets in which it might not be able to invest directly (in so-called market access transactions).

Interest rate swaps are agreements in which one party pays a floating rate of interest on a notional principal amount and receives a fixed rate of interest on the same notional principal amount for a specified period of time. Alternatively, a party may pay a fixed rate and receive a floating rate. In more complex swaps, the notional principal amount may decline (or amortize) over time. A Fund’s maximum risk of loss due to counterparty default is the discounted NAV of the cash flows paid to/received from the counterparty over the interest rate swap’s remaining life.

The Funds may write (sell) and purchase put and call swaptions. Swaption contracts written by the Funds represent an option that gives the purchaser the right, but not the obligation, to enter into a new swap agreement, or to shorten, extend, cancel or modify an existing swap agreement, on a future date on specified terms. See “Swap Agreements” below. Depending on the terms of the particular option agreement, a Fund will generally incur a greater degree of risk when it writes a swaption than it will incur when it purchases a swaption. When a Fund purchases a swaption, it risks losing only the amount of the premium it has paid should it decide to let the option expire unexercised. However, when a Fund writes a swaption, upon exercise of the option the Fund will become obligated according to the terms of the underlying agreement.

A Fund may enter into credit default swap transactions as a “buyer” or “seller” of credit protection. In a credit default swap, one party provides what is in effect insurance against a default or other adverse credit event affecting an issuer of debt securities (typically referred to as a “reference entity”). In general, the buyer of credit protection is obligated to pay the protection seller an upfront amount or a periodic stream of payments over the term of the swap. If a “credit event” occurs, the buyer has the right to deliver to the seller bonds (or other obligations of the reference entity with a value up to the full notional value of the swap), and to receive a payment equal to the par value of the bonds or other obligations. Credit events that would trigger a request that the seller make payment are specific to each credit default swap agreement, but generally include bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default, or repudiation/moratorium. When a Fund buys protection, it may or may not own securities of the reference entity. When a Fund sells protection under a credit default swap, the position may have the effect of creating leverage in the Fund’s portfolio through the Fund’s indirect long exposure to the issuer or securities on which the swap is written. When a Fund sells protection, it may do so either to earn additional income or to create such a “synthetic” long position.

Whenever a Fund enters into a swap agreement, it takes on counterparty risk — the risk that its counterparty will be unable or unwilling to meet its obligations under the swap agreement. A Fund also takes the risk that the market will move against its position in the swap agreement. In the case of a total return swap, the swap will change in value depending on the change in value of the asset or index on which the swap is written. When a Fund enters into any type of swap for hedging purposes, it is likely that the Fund will have an asset or liability that will offset any loss (or gain) on the swap, at least in part. Swap agreements may be non-transferable or otherwise highly illiquid, and a Fund may not be able to terminate or transfer a swap agreement at any particular time or at an acceptable price.

During the term of a swap transaction, changes in the value of the swap are recognized as unrealized gains or losses by marking-to-market to reflect the market value of the swap. When the swap is terminated, a Fund will record a realized gain or loss equal to the difference, if any, between the proceeds from (or cost of) the closing transaction and the Fund’s basis in the agreement. Upfront swap premium payments paid or received by a Fund, if any, are recorded within the value of the open swap agreement on the Fund’s Statement of Assets and Liabilities and represent payments paid or received upon entering into the swap agreement to compensate for differences between stated terms of the swap agreement and prevailing market conditions (credit spreads, currency exchange rates, and other relevant factors). These upfront payments are recorded as realized gains or losses on each Fund’s Statement of Operations upon termination or maturity of the swap agreement.

During the term of a swap transaction, the periodic net payments can be made for a set period of time or may be triggered by a predetermined credit event. The net periodic payments may be based on a fixed or variable interest rate, the change in market value of a specified security, basket of securities or index, or the return generated by a security. These periodic payments received or made by the Funds are recorded as realized gains and losses, respectively. During the period ended January 31, 2023, the TCW Core Fixed Income Fund and the TCW Global Bond Fund entered into interest rate swaps to manage duration, the yield curve or interest rate risk by economically hedging the value of the fixed rate bonds which may decrease when interest rates rise (interest rate risk); the TCW Enhanced Commodity Strategy Fund used total return swap agreements to gain exposure to the commodity market.

Note 3 – Restricted Securities

The Funds are permitted to invest in securities that have legal or contractual restrictions on resale. These securities may be sold privately, but are required to be registered before being sold to the public (exemption rules apply). Private placement securities are generally considered to be restricted except for those securities traded between qualified institutional investors under the provisions of Rule 144A of the Securities Act of 1933, as amended (the “Securities Act”). However, the Company considers 144A securities to be restricted if those securities have been deemed illiquid. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Restricted securities held by the Funds at January 31, 2023 are listed below:

TCW Enhanced Commodity Strategy Fund

Issuer Description	Acquisition Date		Acquisition Cost		Aggregate Value		Percentage of Net Assets
LB-UBS Commercial Mortgage Trust (06-C6 XCL) (I/O), 0.43%, due 09/15/39		7/15/16	$	543	$	35		0.03	%
TCW Global Bond Fund
Issuer Description	Acquisition Date		Acquisition Cost		Aggregate Value		Percentage of Net Assets
Intelsat Jackson Holdings S. A., 6.50%, due 03/15/30		1/27/22	$	38,119	$	35,447		0.19	%
TCW High Yield Bond Fund
Issuer Description	Acquisition Date		Acquisition Cost		Aggregate Value		Percentage of Net Assets
Intelsat Jackson Holdings S. A., 6.50%, due 03/15/30		1/27/22	$	233,603	$	217,229		0.36	%