TCW Funds NPORT-P TCW Emerging Markets Multi-Asset Opportunities Fund (Jul 2023 report)

TCW Artificial Intelligence Equity Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Shares		Value
COMMON STOCK—93.8% of Net Assets
Advertising—2.1%
Trade Desk, Inc.(1)		5,689	$	519,178
Agricultural & Farm Machinery—1.8%
Deere & Co.		1,034		444,206
Application Software—3.2%
Bills Holdings, Inc.(1)		2,041		255,819
Salesforce, Inc.(1)		2,299		517,298
				773,117
Automobile Manufacturers—4.1%
Tesla, Inc.(1)		3,724		995,909
Automotive Parts & Equipment—1.2%
Mobileye Global, Inc.(1)		7,647		291,963
Broadline Retail—3.3%
Amazon.com, Inc.(1)		6,004		802,615
Communications Equipment—8.0%
Arista Networks, Inc.(1)		5,767		894,404
Cisco Systems, Inc.		7,311		380,464
Motorola Solutions, Inc.		2,393		685,906
				1,960,774
Consumer Staples Merchandise Retail—1.7%
Costco Wholesale Corp.		745		417,699
Electrical Components & Equipment—1.5%
Eaton Corp. PLC		1,751		359,515
Electronic Equipment & Instruments—1.4%
Cognex Corp.		6,411		350,169
Industrial Machinery & Supplies & Components—2.5%
Symbotic, Inc.(1)		9,784		621,675
Interactive Media & Services—1.8%
Pinterest, Inc.(1)		15,288		443,199
Internet Services & Infrastructure—11.5%
Alphabet, Inc.(1)		7,319		971,378
Baidu, Inc. (SP ADR) (China)(1)		2,261		352,694
Meta Platforms, Inc.(1)		3,512		1,118,923
Snowflake, Inc.(1)		2,216		393,805
				2,836,800
Semiconductor Materials & Equipment—5.2%
ASML Holding NV (Netherlands)		944		676,291
Lam Research Corp.		851		611,435
				1,287,726
Semiconductors—19.4%
Intel Corp.		5,286		189,080
Marvell Technology, Inc.		6,278		408,886
Micron Technology, Inc.		10,908		778,722
NVIDIA Corp.		3,062		1,430,842
NXP Semiconductors NV (Netherlands)		1,849		412,290
ON Semiconductor Corp.(1)		6,551		705,870
QUALCOMM, Inc.		3,333		440,523
Taiwan Semiconductor Manufacturing Co., Ltd. (SP ADR) (Taiwan)		4,037		400,269
				4,766,482
Systems Software—20.2%
Check Point Software Technologies Ltd. (Israel)(1)		3,231		427,170
Crowdstrike Holdings, Inc.(1)		3,601		582,137
CyberArk Software Ltd.(1)		1,878		311,767
Datadog, Inc.(1)		4,144		483,688
Microsoft Corp.		3,003		1,008,768
Palo Alto Networks, Inc.(1)		4,382		1,095,325
ServiceNow, Inc.(1)		1,276		743,908
Zscaler, Inc.(1)		1,947		312,260
				4,965,023
Technology Hardware, Storage & Peripherals—4.9%
Apple, Inc.		3,579		703,095
Samsung Electronics Co. Ltd.(South Korea)		9,324		510,513
				1,213,608
Total Common Stock (Cost: $17,093,693)				23,049,658
MONEY MARKET INVESTMENTS—4.4%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 5.19%(2)		1,085,283		1,085,283
Total Money Market Investments (Cost: $1,085,283)				1,085,283
Total Investments (98.2%) (Cost: $18,178,976)				24,134,941
Excess Of Other Assets Over Liabilities (1.8%)				434,985
Net Assets (100.0%)			$	24,569,926

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 July 31, 2023.

TCW Artificial Intelligence Equity Fund   Investments by Sector (Unaudited) July 31, 2023

Sector	Percentage of Net Assets
Advertising		2.1	%
Agricultural & Farm Machinery		1.8
Application Software		3.2
Automobile Manufacturers		4.1
Automotive Parts & Equipment		1.2
Broadline Retail		3.3
Communications Equipment		8.0
Consumer Staples Merchandise Retail		1.7
Electrical Components & Equipment		1.5
Electronic Equipment & Instruments		1.4
Industrial Machinery & Supplies & Components		2.5
Interactive Media & Services		1.8
Internet Services & Infrastructure		11.5
Semiconductor Materials & Equipment		5.2
Semiconductors		19.4
Systems Software		20.2
Technology Hardware, Storage & Peripherals		4.9
Money Market Investments		4.4
Total		98.2	%

TCW Artificial Intelligence Equity Fund
Fair Valuation Summary (Unaudited)	July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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	$	519,178	$	—	$	—	$	519,178
Agricultural & Farm Machinery		444,206		—		—		444,206
Application Software		773,117		—		—		773,117
Automobile Manufacturers		995,909		—		—		995,909
Automotive Parts & Equipment		291,963		—		—		291,963
Broadline Retail		802,615		—		—		802,615
Communications Equipment		1,960,774		—		—		1,960,774
Consumer Staples Merchandise Retail		417,699		—		—		417,699
Electrical Components & Equipment		359,515		—		—		359,515
Electronic Equipment & Instruments		350,169		—		—		350,169
Industrial Machinery & Supplies & Components		621,675		—		—		621,675
Interactive Media & Services		443,199		—		—		443,199
Internet Services & Infrastructure		2,836,800		—		—		2,836,800
Semiconductor Materials & Equipment		1,287,726		—		—		1,287,726
Semiconductors		4,766,482		—		—		4,766,482
Systems Software		4,965,023		—		—		4,965,023
Technology Hardware, Storage & Peripherals		703,095		510,513		—		1,213,608
Total Common Stock		22,539,145		510,513		—		23,049,658
Money Market Investments		1,085,283		—		—		1,085,283
Total Investments	$	23,624,428	$	510,513	$	—	$	24,134,941

TCW Conservative Allocation Fund
SCHEDULE OF INVESTMENTS (Unaudited)	July 31, 2023

Issues	Shares		Value
EXCHANGE-TRADED FUNDS—4.2% of Net Assets
iShares Gold Trust(1)		9,725	$	361,770
iShares MSCI EAFE ETF		11,810		879,373
Total Exchange-traded Funds (Cost: $1,112,439)				1,241,143
INVESTMENT COMPANIES—95.6%
Diversified Equity Funds—33.8%
TCW Artificial Intelligence Equity Fund—I Class(2)		15,813		324,638
TCW Global Real Estate Fund—I Class(2)		120,787		1,339,524
TCW New America Premier Equities Fund—I Class(2)		109,611		3,038,420
TCW Relative Value Large Cap Fund—I Class(2)		177,276		2,499,591
TCW Relative Value Mid Cap Fund—I Class(2)		16,228		424,199
TCW Select Equities Fund—I Class(2)		87,251		2,422,973
				10,049,345
Diversified Fixed Income Funds—61.8%
Metropolitan West High Yield Bond Fund—I Class(2)		33,319		303,537
Metropolitan West Low Duration Bond Fund—I Class(2)		211,012		1,728,190
Metropolitan West Total Return Bond Fund—I Class(2)		555,996		5,026,205
Metropolitan West Unconstrained Bond Fund—I Class(2)		385,543		3,955,674
TCW Emerging Markets Income Fund—I Class(2)		62,892		391,819
TCW Enhanced Commodity Strategy Fund—I Class(2)		138,371		855,135
TCW Global Bond Fund—I Class(2)		104,497		860,008
TCW Total Return Bond Fund—I Class(2)		655,388		5,288,980
				18,409,548
Total Investment Companies (Cost: $27,346,783)				28,458,893
Total Investments (99.8%) (Cost: $28,459,222)				29,700,036
Excess Of Other Assets Over Liabilities (0.2%)				66,933
Net Assets (100.0%)			$	29,766,969

Notes to the Schedule of Investments:
ETF	Exchange-Traded Fund.
(1)	Non-income producing security.
(2)	Affiliated issuer.

TCW Conservative Allocation Fund

Schedule of Investments (Continued)

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

Name of Affiliated Fund	Value at October 31, 2022		Purchases at Cost		Proceeds from Sales		Number of Shares Held July 31, 2023		Value at July 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	$	17,508	$	17,035		33,319	$	303,537	$	13,985	$	—	$	(1,061	)	$	7,382
Metropolitan West Low Duration Bond Fund—I Class		2,935,445		119,216		1,355,306		211,012		1,728,190		85,124		—		(114,166	)		143,001
Metropolitan West Total Return Bond Fund—I Class		3,429,147		1,703,252		200,638		555,996		5,026,205		102,282		—		(42,458	)		136,902
Metropolitan West Unconstrained Bond Fund—I Class		5,409,655		311,862		1,856,744		385,543		3,955,674		246,922		—		(284,975	)		375,876
TCW Artificial Intelligence Fund—I Class		246,362		3,082		14,326		15,813		324,638		-		—		(2,686	)		92,206
TCW Emerging Markets Income Fund—I Class		356,961		21,206		21,823		62,892		391,819		15,331		—		(5,278	)		40,753
TCW Enhanced Commodity Strategy Fund—I Class		745,247		167,577		42,572		138,371		855,135		16,936		—		809			(15,926	)
TCW Global Bond Fund—I Class		697,163		161,410		42,042		104,497		860,008		17,987		—		(8,547	)		52,024
TCW Global Real Estate Fund—I Class		1,288,789		30,387		77,261		120,787		1,339,524		14,877		—		(7,121	)		104,730
TCW New America Premier Equities Fund—I Class		2,644,841		175,503		456,839		109,611		3,038,420		117		—		59,143			615,772
TCW Relative Value Large Cap Fund—I Class		2,402,673		189,503		290,438		177,276		2,499,591		34,940		126,016		23,861			173,992
TCW Relative Value Mid Cap Fund—I Class		683,804		22,649		321,231		16,228		424,199		5,725		11,073		(23,876	)		62,853
TCW Select Equities Fund—I Class		2,073,749		355,246		269,109		87,251		2,422,973		—		329,914		(19,505	)		282,592
TCW Total Return Bond Fund—I Class		3,606,284		1,838,884		212,732		655,388		5,288,980		151,612		—		(43,158	)		99,702
Total									$	28,458,893	$	705,838	$	467,003	$	(469,018	)	$	2,171,859

TCW Conservative Allocation Fund
Investments by Sector (Unaudited)	July 31, 2023

Sector	Percentage of Net Assets
Diversified Fixed Income Funds		61.8	%
Diversified Equity Funds		33.8
Exchange-Traded Funds		4.2
Total		99.8	%

TCW Conservative Allocation Fund
Fair Valuation Summary (Unaudited)	July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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	$	1,241,143	$	—	$	—	$	1,241,143
Investment Companies		28,458,893		—		—		28,458,893
Total Investments	$	29,700,036	$	—	$	—	$	29,700,036

TCW Developing Markets Equity Fund
SCHEDULE OF INVESTMENTS (Unaudited)	July 31, 2023

Issues	Shares		Value
COMMON STOCK—92.1% of Net Assets
Brazil—6.3%
Cosan SA (ADR)		1,700	$	28,526
Gerdau SA (SP ADR)		7,300		44,895
Localiza Rent a Car SA		5,500		77,718
Sendas Distribuidora SA (ADR)		1,800		25,848
Total Brazil (Cost: $162,086)				176,987
China—25.7%
Baidu, Inc.(1)		1,500		29,327
C&D International Investment Group Ltd.		11,000		29,902
Contemporary Amperex Technology Co. Ltd.		2,400		80,018
Country Garden Holdings Co. Ltd.(1)		130,000		26,338
Guangshen Railway Co. Ltd.(1)		110,000		28,915
Hainan Drinda New Energy Technology Co. Ltd.		1,900		28,859
Hisense Visual Technology Co. Ltd.		9,500		28,726
HLA Group Corp. Ltd.		28,000		29,276
Joincare Pharmaceutical Group Industry Co. Ltd.		16,000		28,141
Kingsoft Corp. Ltd.		6,500		27,796
Lao Feng Xiang Co. Ltd.		2,600		22,736
Li Auto, Inc. (ADR)(1)		700		29,960
New Oriental Education & Technology Group, Inc.(1)		6,000		34,180
Orient Overseas International Ltd.		2,000		33,421
Ping An Insurance Group Co. of China Ltd.		12,000		87,443
Shanghai Bailian Group Co. Ltd.(1)		23,000		44,106
Sinotruk Hong Kong Ltd.		13,000		27,316
Swire Pacific Ltd.		3,500		29,258
Yifeng Pharmacy Chain Co. Ltd.		14,420		76,754
Total China (Cost: $678,895)				722,472
France—2.8% (Cost: $77,131)
Hermes International		36		79,899
Great Britain—2.0% (Cost: $54,238)
TechnipFMC PLC(1)		3,000		55,020
India—12.6%
ABB India Ltd.		1,400		77,666
Apollo Hospitals Enterprise Ltd.		1,210		76,341
Avenue Supermarts Ltd.(1)		1,550		70,804
InterGlobe Aviation Ltd.(1)		900		28,357
KPIT Technologies Ltd.		5,700		75,326
Tata Chemicals Ltd.		2,000		25,817
Total India (Cost: $354,140)				354,311
Japan—3.0% (Cost: $73,019)
Socionext, Inc.		700		82,936
Russia—0.0%
Magnitogorsk Iron & Steel Works PJSC(1)(2)		79,000		78
Yandex N.V.(1)(2)		3,100		140
Total Russia (Cost: $225,147)				218
Saudi Arabia—1.8%
Advanced Petrochemical Co.		2,300		27,895
Mobile Telecommunications Co. Saudi
Arabia		6,500		23,251
Total Saudi Arabia (Cost: $52,165)				51,146
Singapore—1.0% (Cost: $28,479)
Jardine Cycle & Carriage Ltd.		1,100		28,399
South Africa—3.0% (Cost: $75,974)
Clicks Group Ltd.		5,400		85,179
South Korea—6.8%
Doosan Bobcat, Inc.		550		25,230
Hankook Tire & Technology Co. Ltd.		1,000		30,361
HD Hyundai Co. Ltd.		600		28,996
Hyundai Steel Co.		1,550		43,941
Samsung Electronics Co. Ltd. (South Korea)		590		32,304
SK IE Technology Co. Ltd.(1)		360		30,305
Total South Korea (Cost: $185,683)				191,137
Taiwan—17.5%
Alchip Technologies Ltd.		1,000		63,651
Catcher Technology Co. Ltd.		4,000		22,119
E Ink Holdings, Inc.		11,000		78,890
eMemory Technology, Inc.		1,000		59,258
Lite-On Technology Corp.		6,000		28,734
Pou Chen Corp.		29,000		28,837
Taiwan Semiconductor Manufacturing Co.,
Ltd. (SP ADR) (Taiwan)		1,600		158,640
Teco Electric & Machinery Co. Ltd.		15,000		25,718
Wistron Corp.		6,000		27,015
Total Taiwan (Cost: $502,549)				492,862
Turkey—4.2%
Ford Otomotiv Sanayi AS		800		28,213
KOC Holding AS		6,000		30,082
Turk Hava Yollari AO(1)		3,300		28,714
Turkiye Petrol Rafinerileri AS		8,000		30,725
Total Turkey (Cost: $114,142)				117,734
United States—1.0% (Cost: $22,596)
JBS SA		7,000		27,635
Uruguay—4.4% (Cost: $119,122)
MercadoLibre, Inc.(1)		100		123,805
Total Common Stock (Cost: $2,725,366)				2,589,740
Preferred Stock—6.2%
Brazil—2.6%
Petroleo Brasileiro SA		7,700		50,356
Raizen SA		27,000		23,612
Total Brazil (Cost: $64,600)				73,968
South Korea—3.6%
Hyundai Motor Co.		680		57,838
LG Chem Ltd.		140		43,146
Total South Korea (Cost: $93,979)				100,984
Total Preferred Stock (Cost: $158,579)				174,952

TCW Developing Markets Equity Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Shares		Value
Money Market Investments—2.2%
State Street Institutional U.S. Government
Money Market Fund—Premier Class, 5.19%(3)		59,706	$	59,706
Total Money Market Investments (Cost: $59,706)				59,706
Total Investments (100.5%) (Cost: $2,943,651)				2,824,398
Liabilities In Excess Of Other Assets (-0.5%)				(13,007	)
Total Net Assets (100.0%)			$	2,811,391

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 July 31, 2023.

TCW Developing Markets Equity Fund
Investments by Sector (Unaudited)	July 31, 2023

Sector	Percentage of Net Assets
Automobile Components		1.1	%
Automobiles		4.2
Broadline Retail		4.4
Chemicals		4.5
Consumer Staples Distribution & Retail		10.7
Diversified Consumer Services		1.2
Electrical Equipment		6.6
Electronic Equipment, Instruments & Components		2.8
Energy Equipment & Services		2.0
Entertainment		1.0
Food Products		1.0
Ground Transportation		3.8
Health Care Providers & Services		2.7
Household Durables		1.0
Industrial Conglomerates		2.1
Insurance		3.1
Interactive Media & Services		1.1
Machinery		1.9
Marine Transportation		1.2
Metals & Mining		3.2
Oil, Gas & Consumable Fuels		5.7
Passenger Airlines		2.0
Pharmaceuticals		1.0
Real Estate Management & Development		3.0
Semiconductors & Semiconductor Equipment		14.0
Software		2.7
Specialty Retail		1.0
Technology Hardware, Storage & Peripherals		3.9
Textiles, Apparel & Luxury Goods		4.6
Wireless Telecommunication Services		0.8
Money Market Investments		2.2
Total		100.5	%

TCW Developing Markets Equity Fund

Fair Valuation Summary (Unaudited) July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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
Automobile Components	$	30,361	$	—	$	—	$	30,361
Automobiles		58,173		—		—		58,173
Broadline Retail		123,805		—		—		123,805
Chemicals		58,200		25,817		—		84,017
Consumer Staples Distribution & Retail		111,027		191,664		—		302,691
Diversified Consumer Services		—		34,180		—		34,180
Electrical Equipment		—		183,402		—		183,402
Electronic Equipment, Instruments & Components		—		78,890		—		78,890
Energy Equipment & Services		55,020		—		—		55,020
Entertainment		27,796		—		—		27,796
Food Products		27,635		—		—		27,635
Ground Transportation		106,633		—		—		106,633
Health Care Providers & Services		—		76,341		—		76,341
Household Durables		28,726		—		—		28,726
Industrial Conglomerates		58,481		—		—		58,481
Insurance		—		87,443		—		87,443
Interactive Media & Services		—		29,327		140		29,467
Machinery		—		52,545		—		52,545
Marine Transportation		—		33,421		—		33,421
Metals & Mining		44,895		43,942		78		88,915
Oil, Gas & Consumable Fuels		57,522		30,726		—		88,248
Passenger Airlines		57,071		—		—		57,071
Pharmaceuticals		28,141		—		—		28,141
Real Estate Management & Development		56,241		29,258		—		85,499
Semiconductors & Semiconductor Equipment		187,498		205,845		—		393,343
Software		—		75,326		—		75,326
Specialty Retail		—		29,276		—		29,276
Technology Hardware, Storage & Peripherals		55,749		54,423		—		110,172
Textiles, Apparel & Luxury Goods		28,837		102,634		—		131,471
Wireless Telecommunication Services		23,251		—		—		23,251
Total Common Stock		1,225,062		1,364,460		218		2,589,740
Preferred Stock
Automobiles		—		57,839		—		57,839
Chemicals		—		43,146		—		43,146
Oil, Gas & Consumable Fuels		73,967		—		—		73,967
Total Preferred Stock		73,967		100,985		—		174,952
Money Market Investments		59,706		—		—		59,706
Total Investments	$	1,358,735	$	1,465,445	$	218	$	2,824,398

TCW Emerging Markets Multi-Asset Opportunities Fund
SCHEDULE OF INVESTMENTS (Unaudited)	July 31, 2023

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—53.3% of Net Assets
Angola—0.7% (Cost: $301,643)
Angola Government International Bonds 8.75%(1)		04/14/32	$	300,000	$	264,210
Argentina—0.9%
Argentina Government International Bonds
3.50%		07/09/41		463,699		151,191
3.63%		07/09/35		196,875		61,544
4.25%		01/09/38		346,364		125,306
Total Argentina (Cost: $357,435)						338,041
Bahrain—1.2% (Cost: $401,382)
Bahrain Government International Bonds 7.75%(1)		04/18/35		400,000		416,328
Brazil—1.6%
Brazil Government International Bonds 6.00%		10/20/33		400,000		397,400
Globo Comunicacao e Participacoes SA 5.50%(1)		01/14/32		200,000		168,460
Total Brazil (Cost: $590,971)						565,860
Chile—1.7%
Chile Government International Bonds
3.50%		01/31/34		250,000		219,725
5.33%		01/05/54		200,000		199,360
Corp. Nacional del Cobre de Chile 5.13%(2)		02/02/33		200,000		197,532
Total Chile (Cost: $605,719)						616,617
Colombia—2.7%
Colombia Government International Bonds 7.38%		09/18/37		625,000		619,312
Ecopetrol SA
8.63%		01/19/29		100,000		103,013
8.88%		01/13/33		95,000		97,470
Gran Tierra Energy, Inc. 7.75%(2)		05/23/27		200,000		159,504
Total Colombia (Cost: $968,673)						979,299
Costa Rica—0.6% (Cost: $201,369)
Costa Rica Government International Bonds 6.55%(1)		04/03/34		200,000		203,000
Dominican Republic—1.9%
Dominican Republic International Bonds
4.50%(1)		01/30/30		150,000		133,279
4.88%(1)		09/23/32		300,000		260,850
5.50%(1)		02/22/29		150,000		142,818
6.85%(2)		01/27/45		150,000		140,925
Total Dominican Republic (Cost: $659,289)						677,872
Ecuador—0.6%
Ecuador Government International Bonds
3.50%(1)		07/31/35		295,458		103,042
6.00%(2)		07/31/30		258,233		124,081
Total Ecuador (Cost: $351,464)						227,123
Egypt—1.5%
Egypt Government International Bonds
5.88%(2)		02/16/31		200,000		124,771
7.05%(1)		01/15/32		200,000		127,724
7.30%(2)		09/30/33		475,000		295,460
Total Egypt (Cost: $541,939)						547,955
El Salvador—0.9%
El Salvador Government International Bonds 6.38%(2)		01/18/27		75,000		56,019
7.12%(2)		01/20/50		300,000		184,695
8.25%(2)		04/10/32		95,000		67,372
Total El Salvador (Cost: $288,989)						308,086
Gabon—0.5% (Cost: $185,864)
Gabon Government International Bonds 6.63%(2)		02/06/31		200,000		170,260
Ghana—0.8%
Ghana Government International Bonds
6.38%(2),(3)		02/11/27		200,000		91,716
7.63%(2),(3)		05/16/29		400,000		183,000
Total Ghana (Cost: $254,738)						274,716
Guatemala—0.6% (Cost: $200,000)
Guatemala Government Bonds 6.60%(1)		06/13/36		200,000		205,200
Hungary—1.9%
Hungary Government International Bonds
5.25%(1)		06/16/29		200,000		196,720
5.50%(2)		06/16/34		300,000		293,131
MVM Energetika Zrt 7.50%(2)		06/09/28		200,000		205,142
Total Hungary (Cost: $699,473)						694,993
India—0.5% (Cost: $154,792)
Greenko Power II Ltd. 4.30%(2)		12/13/28		185,500		163,693
Indonesia—2.6%
Freeport Indonesia PT 6.20%(2)		04/14/52		200,000		187,280
Indonesia Asahan Aluminium PT/Mineral Industri Indonesia Persero PT 5.45%(1)		05/15/30		200,000		195,846
Perusahaan Penerbit SBSN Indonesia III
2.55%(2)		06/09/31		200,000		171,439
4.40%(1)		06/06/27		200,000		197,720
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 4.88%(2)		07/17/49		200,000		165,286
Total Indonesia (Cost: $952,009)						917,571
Israel—0.4%
Energian Israel Finance Ltd.
4.88%(2)		03/30/26		109,300		102,291
5.38%(2)		03/30/28		45,000		40,929
Total Israel (Cost: $140,281)						143,220
Ivory Coast—0.2% (Cost: $79,344)
Ivory Coast Government International Bonds 4.88%(1)		01/30/32	EUR	100,000		89,777

TCW Emerging Markets Multi-Asset Opportunities Fund
SCHEDULE OF INVESTMENTS (Unaudited)	July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Jordan—1.1%
Jordan Government International Bonds
7.50%(1)		01/13/29	$	200,000	$	202,149
7.75%(1)		01/15/28		200,000		206,419
Total Jordan (Cost: $393,777)						408,568
Kazakhstan—1.5%
KazMunayGas National Co. JSC
4.75%(1)		04/19/27		200,000		191,438
5.75%(2)		04/19/47		400,000		337,408
Total Kazakhstan (Cost: $508,775)						528,846
Kenya—0.5% (Cost: $174,006)
Republic of Kenya Government International Bonds 7.00%(2)		05/22/27		200,000		181,467
Mexico—2.8%
Cemex SAB de CV 5.13% (5 yr. CMT + 4.534%)(1),(4),(5)		06/08/26		200,000		185,570
Mexico Government International Bonds 6.34%		05/04/53		200,000		204,620
Petroleos Mexicanos
5.35%		02/12/28		207,000		170,154
6.49%		01/23/27		285,000		253,935
6.88%		08/04/26		185,000		172,309
Total Mexico (Cost: $968,493)						986,588
Morocco—0.6% (Cost: $197,868)
Morocco Government International Bonds 5.95%(1)		03/08/28		200,000		202,080
Nigeria—1.5%
Nigeria Government International Bonds
6.13%(1)		09/28/28		400,000		346,280
8.38%(2)		03/24/29		200,000		188,600
Total Nigeria (Cost: $566,392)						534,880
Oman—1.7%
Oman Government International Bonds
6.00% (2)		08/01/29		200,000		202,600
6.50%(2)		03/08/47		200,000		192,884
6.75%(2)		01/17/48		200,000		198,409
Total Oman (Cost: $568,462)						593,893
Pakistan—0.7%
Pakistan Government International Bonds
6.00%(1)		04/08/26		200,000		110,000
6.88%(2)		12/05/27		235,000		128,263
Total Pakistan (Cost: $321,409)						238,263
Panama—2.1%
Panama Government International Bonds
2.25%		09/29/32		200,000		154,162
3.16%		01/23/30		200,000		175,831
6.40%		02/14/35		400,000		418,720
Total Panama (Cost: $723,033)						748,713
Paraguay—0.5% (Cost: $177,388)
Paraguay Government International Bonds 3.85%(2)		06/28/33		200,000		174,680
Peru—1.5%
Peru Government International Bonds
2.78%		01/23/31		72,000		61,314
3.00%		01/15/34		580,000		478,964
Total Peru (Cost: $541,779)						540,278
Philippines—1.3%
Philippines Government International Bonds
2.95%		05/05/45		200,000		144,365
3.20%		07/06/46		200,000		149,015
3.56%		09/29/32		200,000		182,780
Total Philippines (Cost: $476,899)						476,160
Poland—1.1%
Republic of Poland Government International Bonds
4.88%		10/04/33		275,000		272,280
5.50%		04/04/53		130,000		132,314
Total Poland (Cost: $411,607)						404,594
Qatar—1.3%
QatarEnergy
2.25%(2)		07/12/31		200,000		167,040
3.13%(1)		07/12/41		200,000		152,455
3.30%(2)		07/12/51		200,000		146,695
Total Qatar (Cost: $464,123)						466,190
Romania—1.4%
Romania Government International Bonds
6.00%(1)		05/25/34		70,000		70,241
6.63%(1)		02/17/28		138,000		143,341
7.13%(1)		01/17/33		200,000		215,050
7.63%(1)		01/17/53		76,000		86,077
Total Romania (Cost: $481,294)						514,709
Saudi Arabia—2.7%
Gaci First Investment Co.
4.88%(2)		02/14/35		400,000		383,040
5.13%(2)		02/14/53		200,000		180,049
Greensaif Pipelines Bidco Sarl 6.13%(1)		02/23/38		400,000		410,720
Total Saudi Arabia (Cost: $1,047,298)						973,809
Senegal—0.2% (Cost: $60,569)
Senegal Government International Bonds 5.38%(1)		06/08/37	EUR	100,000		78,369
South Africa—1.6%
Eskom Holdings SOC Ltd. 8.45%(2)		08/10/28	$	200,000		198,165
Republic of South Africa Government International Bonds 5.88%		06/22/30		200,000		188,134
Sasol Financing USA LLC 8.75%(1)		05/03/29		200,000		200,420
Total South Africa (Cost: $581,752)						586,719
South Korea—1.4%
Hyundai Capital America
5.50%(1)		03/30/26		120,000		119,584
5.60%(1)		03/30/28		180,000		179,332

TCW Emerging Markets Multi-Asset Opportunities Fund
SCHEDULE OF INVESTMENTS (Unaudited)	July 31, 2023

Issues	Maturity Date		Principal Amount		Value
POSCO 5.75%(1)		01/17/28	$	200,000	$	202,340
Total South Korea (Cost: $501,681)						501,256
Turkey—1.7%
Turkey Government International Bonds
5.75%		05/11/47		200,000		147,789
9.38%		01/19/33		250,000		264,675
9.88%		01/15/28		200,000		213,165
Total Turkey (Cost: $586,880)						625,629
Ukraine—0.3%
Ukraine Government International Bonds
7.25%(2),(3)		03/15/35		200,000		60,060
7.75%(2),(3)		09/01/27		100,000		31,625
Total Ukraine (Cost: $85,339)						91,685
United Arab Emirates—1.9%
Abu Dhabi Government International Bonds 3.13%(2)		09/30/49		200,000		146,340
Finance Department Government of Sharjah 6.50%(1)		11/23/32		200,000		208,026
Galaxy Pipeline Assets Bidco Ltd. 2.63%(1)		03/31/36		200,000		162,517
MDGH GMTN RSC Ltd. 3.40%(2)		06/07/51		200,000		151,740
Total United Arab Emirates (Cost: $651,962)						668,623
Uruguay—0.9% (Cost: $317,202)
Uruguay Government International Bonds 5.10%		06/18/50		320,000		320,535
Venezuela—0.3%
Venezuela Government International Bonds
9.25%(3),(6)		09/15/27		550,000		49,500
9.25%(2),(3),(6)		05/07/28		787,000		70,830
Total Venezuela (Cost: $413,469)						120,330
Zambia—0.9%
First Quantum Minerals Ltd. 8.63%(1)		06/01/31		200,000		205,500
Zambia Government International Bonds 5.38%(2),(3)		09/20/49		200,000		106,980
Total Zambia (Cost: $307,500)						312,480
Total Fixed Income Securities (Cost: $19,464,331)						19,083,165
			Shares
COMMON STOCK—42.0%
Brazil—1.6%
Cosan SA (ADR)				10,000		167,800
Gerdau SA (SP ADR)				42,000		258,300
Sendas Distribuidora SA (ADR)				11,000		157,960
Total Brazil (Cost: $504,422)						584,060
China—14.7%
Baidu, Inc.(7)				13,200		258,077
C&D International Investment Group Ltd.				60,000		163,104
Contemporary Amperex Technology Co. Ltd.				17,611		587,167
Country Garden Holdings Co. Ltd.(7)				750,000		151,948
Galaxy Entertainment Group Ltd.(7)				46,500		339,437
Guangshen Railway Co. Ltd.(7)				650,000		170,862
Hainan Drinda New Energy Technology Co. Ltd.				11,000		167,076
Hisense Visual Technology Co. Ltd.				55,000		166,306
HLA Group Corp. Ltd.				170,000		177,747
Joincare Pharmaceutical Group Industry Co. Ltd.				95,000		167,090
Kingsoft Corp. Ltd.				39,000		166,778
Lao Feng Xiang Co. Ltd.				18,000		157,401
Li Auto, Inc. (ADR)(7)				4,000		171,200
New Oriental Education & Technology Group, Inc.(7)				42,000		239,260
Orient Overseas International Ltd.				12,000		200,528
Ping An Insurance Group Co. of China Ltd.				141,200		1,028,914
Shanghai Bailian Group Co. Ltd.(7)				135,000		258,881
Sinotruk Hong Kong Ltd.				85,000		178,601
Swire Pacific Ltd.				24,000		200,627
Tencent Holdings Ltd.				7,300		331,737
Total China (Cost: $4,892,280)						5,282,741
France—1.9% (Cost: $198,360)
Hermes International				310		688,015
Great Britain—0.9% (Cost: $307,348)
TechnipFMC PLC(7)				17,000		311,780
India—4.4%
Apollo Hospitals Enterprise Ltd.				4,600		290,222
Avenue Supermarts Ltd.(7)				9,505		434,187
InterGlobe Aviation Ltd.(7)				5,500		173,291
KPIT Technologies Ltd.				38,000		502,172
Tata Chemicals Ltd.				13,000		167,810
Total India (Cost: $1,266,537)						1,567,682
Japan—1.3% (Cost: $406,822)
Socionext, Inc.				3,900		462,070
Russia—0.0%
Magnitogorsk Iron & Steel Works PJSC(6),(7)				580,000		576
Yandex NV(6),(7)				24,400		1,101
Total Russia (Cost: $1,370,247)						1,677
Saudi Arabia—0.9%
Advanced Petrochemical Co.				14,000		169,794
Mobile Telecommunications Co. Saudi Arabia				44,000		157,394
Total Saudi Arabia (Cost: $333,685)						327,188
Singapore—0.5% (Cost: $168,287)
Jardine Cycle & Carriage Ltd.				6,500		167,812
South Africa—1.0% (Cost: $457,763)
Clicks Group Ltd.				23,500		370,688
South Korea—3.2%
Doosan Bobcat, Inc.				4,000		183,486
Hankook Tire & Technology Co. Ltd.				6,000		182,168
HD Hyundai Co. Ltd.				3,500		169,144
Hyundai Steel Co.				9,000		255,142
Samsung Electronics Co. Ltd.				3,100		169,733
SK IE Technology Co. Ltd.(7)				2,100		176,778
Total South Korea (Cost: $1,102,562)						1,136,451
Taiwan—7.0%
Alchip Technologies Ltd.				9,900		630,144
Catcher Technology Co. Ltd.				26,000		143,773
E Ink Holdings, Inc.				108,000		774,557

TCW Emerging Markets Multi-Asset Opportunities Fund
SCHEDULE OF INVESTMENTS (Unaudited)	July 31, 2023

Issues	Shares		Value
eMemory Technology, Inc.		5,700	$	337,773
Lite-On Technology Corp.		33,000		158,035
Pou Chen Corp.		170,000		169,045
Teco Electric & Machinery Co. Ltd.		90,000		154,306
Wistron Corp.		34,000		153,087
Total Taiwan (Cost: $1,967,607)				2,520,720
Turkey—1.9%
Ford Otomotiv Sanayi AS		4,700		165,750
KOC Holding AS		34,000		170,463
Turk Hava Yollari AO(7)		19,000		165,326
Turkiye Petrol Rafinerileri AS		45,000		172,830
Total Turkey (Cost: $654,287)				674,369
United States—0.6% (Cost: $161,400)
JBS SA		50,000		197,391
Uruguay—2.1% (Cost: $443,017)
MercadoLibre, Inc.(7)		620		767,591
Total Common Stock (Cost: $14,234,624)				15,060,235
PREFERRED STOCK—3.0%
Brazil—1.3%
Petroleo Brasileiro SA		49,000		320,449
Raizen SA		170,000		148,663
Total Brazil (Cost: $431,854)				469,112
South Korea—1.7%
Hyundai Motor Co.		3,900		331,721
LG Chem Ltd.		850		261,957
Total South Korea (Cost: $546,050)				593,678
Total Preferred Stock (Cost: $977,904)				1,062,790
MONEY MARKET INVESTMENTS—1.7%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 5.19%(8)		610,037		610,037
Total Money Market Investments (Cost: $610,037) 610,037
Purchased Options(9) (0.0%) (Cost: $8,073)				5,382
Total Investments (100.0%) (Cost: $35,294,969)				35,821,609
Excess Of Other Assets Over Liabilities (0.0%)				8,646
Total Net Assets (100.0%)			$	35,830,255

TCW Emerging Markets Multi-Asset Opportunities Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

PURCHASED OPTIONS—OTC
Description	Counterparty	Exercise Price			Expiration Date		Number of Contracts		Notional Amount		Market Value		Premiums Paid (Received) by Fund		Unrealized Appreciation (Depreciation)
Currency Options
EUR Put / USD Call	BNP Paribas		EUR	1.09		9/27/23		900,000		900,000	$	5,382	$	8,073	$	(2,691	)

CREDIT DEFAULT SWAPS—BUY PROTECTION
Notional Amount(10)	Expiration Date			Counterparty & Reference Entity	Fixed Deal Pay Rate			Payment Frequency		Unrealized Appreciation (Depreciation)			Premium Paid (Received)		Value(11)
OTC Swaps
$450,000		6/20/28	Barclays Capital	CDX.EM.39		1.0	%		Quarterly	$	(6,115	)	$	23,128	$	17,013

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.
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 July 31, 2023, the value of these securities amounted to $6,582,882 or 18.4% 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 July 31, 2023, the value of these securities amounted to $6,371,401 or 17.8% of net assets.
(3)	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.
(4)	Floating or variable rate security. The interest shown reflects the rate in effect at July 31, 2023.
(5)	Perpetual maturity.
(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 July 31, 2023.
(9)	See options table for description of purchased options.
(10)	The maximum potential amount the Fund could be required to make as seller of credit protection or receive as buyer of protection if a credit event occurred as defined under the terms of that particular swap agreement.
(11)	The value of a credit default swap agreement serves as an indicator of the current status of the payments/performance risk and represents the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreements.

TCW Emerging Markets Multi-Asset Opportunities Fund   Investments by Sector (Unaudited) July 31, 2023

Sector	Percentage of Net Assets
Airlines		0.9	%
Apparel		2.4
Auto Manufacturers		3.2
Auto Parts & Equipment		3.6
Building Materials		0.5
Chemicals		2.7
Commercial Services		0.7
Computers		0.4
Distribution &Wholesale		0.4
Electric		1.6
Electronics		2.2
Energy-Alternate Sources		0.9
Food		1.8
Foreign Government Bonds		36.6
Gas		0.4
Health Care-Services		0.8
Holding Companies—Diversified		1.0
Home Furnishings		0.9
Insurance		2.9
Internet		3.8
Investment Companies		2.0
Iron & Steel		2.0
Lodging		0.9
Machinery-Construction & Mining		0.5
Machinery-Diversified		0.4
Media		0.5
Metal Fabricate & Hardware		0.4
Mining		2.2
Oil & Gas		8.2
Oil & Gas Services		0.9
Pharmaceuticals		0.5
Pipelines		1.6
Real Estate		0.9
Retail		3.2
Semiconductors		4.5
Software		0.5
Telecommunications		0.4
Transportation		1.0
Money Market Investments		1.7
Total		100.0	%

TCW Emerging Markets Multi-Asset Opportunities Fund   Investments by Country (Unaudited) July 31, 2023

Country	Percentage of Net Assets
Angola		0.7	%
Argentina		0.9
Bahrain		1.2
Brazil		4.5
Chile		1.7
China		14.7
Colombia		2.7
Costa Rica		0.6
Dominican Republic		1.9
Ecuador		0.6
Egypt		1.5
El Salvador		0.9
France		1.9
Gabon		0.5
Ghana		0.8
Great Britain		0.9
Guatemala		0.6
Hungary		1.9
India		4.9
Indonesia		2.6
Israel		0.4
Ivory Coast		0.2
Japan		1.3
Jordan		1.1
Kazakhstan		1.5
Kenya		0.5
Mexico		2.8
Morocco		0.6
Nigeria		1.5
Oman		1.7
Pakistan		0.7
Panama		2.1
Paraguay		0.5
Peru		1.5
Philippines		1.3
Poland		1.1
Qatar		1.3
Romania		1.4
Russia		0.0	*
Saudi Arabia		3.6
Senegal		0.2
Singapore		0.5
South Africa		2.6
South Korea		6.3
Taiwan		7.0
Turkey		3.6
Ukraine		0.3
United Arab Emirates		1.9
United States		2.3
Uruguay		3.0
Venezuela		0.3
Zambia		0.9
Total		100.0	%

* Amount rounds to less than 0.1%.

TCW Emerging Markets Multi-Asset Opportunities Fund
Fair Valuation Summary (Unaudited)	July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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
Auto Manufacturers	$	—	$	298,916	$	—	$	298,916
Building Materials		—		185,570		—		185,570
Chemicals		—		200,420		—		200,420
Electric		—		568,593		—		568,593
Energy-Alternate Sources		—		163,693		—		163,693
Foreign Government Bonds		—		13,005,978		120,330		13,126,308
Investment Companies		—		714,829		—		714,829
Iron & Steel		—		202,340		—		202,340
Media		—		168,460		—		168,460
Mining		—		786,158		—		786,158
Oil & Gas		—		2,094,641		—		2,094,641
Pipelines		—		573,237		—		573,237
Total Fixed Income Securities		—		18,962,835		120,330		19,083,165
Preferred Stock
Auto Manufacturers		—		331,721		—		331,721
Chemicals		—		261,956		—		261,956
Gas		148,664		—		—		148,664
Oil & Gas		320,449		—		—		320,449
Total Preferred Stock		469,113		593,677		—		1,062,790
Common Stock
Airlines		338,617		—		—		338,617
Apparel		169,045		688,016		—		857,061
Auto Manufacturers		336,951		178,601		—		515,552
Auto Parts & Equipment		182,168		1,089,339		—		1,271,507
Chemicals		346,572		167,810		—		514,382
Commercial Services		—		239,260		—		239,260
Computers		153,087		—		—		153,087
Distribution &Wholesale		157,960		—		—		157,960
Electronics		—		774,556		—		774,556
Energy-Alternate Sources		167,076		—		—		167,076
Food		197,391		434,188		—		631,579
Health Care-Services		—		290,222		—		290,222
Holding Companies - Diversified		170,462		200,627		—		371,089
Home Furnishings		324,342		—		—		324,342
Insurance		—		1,028,915		—		1,028,915
Internet		1,099,328		258,077		1,101		1,358,506
Iron & Steel		258,300		255,142		576		514,018
Lodging		—		339,437		—		339,437
Machinery-Construction & Mining		—		183,486		—		183,486
Machinery-Diversified		—		154,306		—		154,306
Metal Fabricate & Hardware		—		143,773		—		143,773
Oil & Gas Services		311,780		—		—		311,780
Oil & Gas		336,944		172,830		—		509,774
Pharmaceuticals		167,090		—		—		167,090
Real Estate		315,052		—		—		315,052
Retail		538,499		594,029		—		1,132,528
Semiconductors		—		1,599,719		—		1,599,719
Software		166,778		—		—		166,778
Telecommunications		157,394		—		—		157,394
Transportation		170,862		200,527		—		371,389
Total Common Stock		6,065,698		8,992,860		1,677		15,060,235
Purchased Options		—		5,382		—		5,382
Money Market Investments		610,037		—		—		610,037
Total Investments	$	7,144,848	$	28,554,754	$	122,007	$	35,821,609
Asset Derivatives Swap Agreements Interest Rate Risk		—		17,013		—		17,013
Total	$	7,144,848	$	28,571,767	$	122,007	$	35,838,622

TCW Global Real Estate Fund
SCHEDULE OF INVESTMENTS (Unaudited)	July 31, 2023

Issues	Shares		Value
COMMON STOCK—96.3% of Net Assets
Australia—3.8% (Cost: $1,256,166)
Goodman Group		80,817	$	1,121,046
Canada— 8.6%
BSR Real Estate Investment Trust		21,367		277,985
Killam Apartment Real Estate Investment Trust		85,078		1,169,923
Minto Apartment Real Estate Investment Trust		92,557		1,059,703
Total Canada (Cost: $2,857,019)				2,507,611
Germany—4.5% (Cost: $1,227,385)
Stroeer SE & Co. KGaA		27,234		1,320,729
Japan—6.5%
Mitsubishi Estate Co. Ltd.		54,100		663,896
Mitsui Fudosan Co. Ltd.		25,200		518,406
Nippon Prologis REIT, Inc.		350		716,650
Total Japan (Cost: $2,308,033)				1,898,952
Singapore—2.0% (Cost: $674,108)
CapitaLand Investment Ltd.		231,100		592,364
Spain—4.4% (Cost: $1,337,823)
Cellnex Telecom SA		31,163		1,276,199
United Kingdom—2.4% (Cost: $803,549)
Segro PLC		70,545		693,087
United States— 64.1%
American Tower Corp.		7,143		1,359,384
Brixmor Property Group, Inc.		27,214		618,846
Equinix, Inc.		1,696		1,373,624
Gaming & Leisure Properties, Inc.		32,952		1,563,902
Independence Realty Trust, Inc.		70,935		1,208,732
Invitation Homes, Inc.		16,704		592,992
Kite Realty Group Trust		55,387		1,267,255
LXP Industrial Trust		131,413		1,323,329
Mid-America Apartment Communities, Inc.		4,560		682,450
Outfront Media, Inc.		37,555		580,600
Prologis, Inc.		12,970		1,618,008
Public Storage		3,900		1,098,825
Simon Property Group, Inc.		5,217		650,038
Taylor Morrison Home Corp.(1)		26,270		1,271,994
Travel & Leisure Co.		14,730		599,953
Ventas, Inc.		19,760		958,755
VICI Properties, Inc.		37,401		1,177,384
Wyndham Hotels & Resorts, Inc.		9,920		772,966
Total United States (Cost: $17,460,102)				18,719,037
Total Common Stock (Cost: $27,924,185)				28,129,025
Total Purchased Options(2) (0.3%) (Cost: $82,152)				88,200
MONEY MARKET INVESTMENTS—3.6%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 5.19%(3)		1,064,750		1,064,750
Total Money Market Investments (Cost: $1,064,750)				1,064,750
Total Investments (100.2%) (Cost: $29,071,087)				29,281,975
Liabilities In Excess Of Other Assets (-0.2%)				(59,138	)
Net Assets (100.0%)			$	29,222,837

TCW Global Real Estate Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

PURCHASED OPTIONS—EXCHANGE TRADED
Description	Exercise Price		Expiration Date		Number of Contracts			Notional Amount			Market Value			Premiums Paid (Received) by Fund			Unrealized Appreciation (Depreciation)
Call
American Tower Corp.	$	200.00		1/19/24		90		$	1,712,790		$	88,200		$	82,152		$	6,048
WRITTEN OPTIONS—EXCHANGE TRADED
Description	Exercise Price		Expiration Date		Number of Contracts			Notional Amount			Market Value			Premiums Paid (Received) by Fund			Unrealized Appreciation (Depreciation)
Call
American Tower Corp.	$	230.00		1/19/24		(90	)	$	(1,712,790	)	$	(20,700	)	$	(19,867	)	$	(833	)

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 July 31, 2023.

TCW Global Real Estate Fund   Investments by Sector (Unaudited) July 31, 2023

Sector	Percentage of Net Assets
Advertising		4.5	%
Diversified Real Estate Activities		4.1
Health Care REITs		3.3
Homebuilding		4.4
Hotel & Resort REITs		2.7
Hotels, Resorts & Cruise Lines		2.1
Industrial REITs		18.6
Multi-Family Residential REITs		15.0
Other Specialized REITs		2.0
Purchased Options		0.3
Real Estate Operating Companies		2.0
Retail REITs		8.6
Single-Family Residential REITs		2.0
Specialized REITs		22.6
Wireless Telecommunication Services		4.4
Money Market Investments		3.6
Total		100.2	%

TCW Global Real Estate Fund   Investments by Country (Unaudited) July 31, 2023

Country	Percentage of Net Assets
Australia		3.8	%
Canada		8.6
Germany		4.5
Japan		6.5
Singapore		2.0
Spain		4.4
United Kingdom		2.4
United States		68.0
Total		100.2	%

TCW Global Real Estate Fund
Fair Valuation Summary (Unaudited)	July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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	$	—		$	1,320,729	$	—	$	1,320,729
Diversified Real Estate Activities		—			1,182,302		—		1,182,302
Health Care REITs		958,755			—		—		958,755
Homebuilding		1,271,994			—		—		1,271,994
Hotel & Resort REITs		772,966			—		—		772,966
Hotels, Resorts & Cruise Lines		599,953			—		—		599,953
Industrial REITs		2,941,337			2,530,783		—		5,472,120
Multi-Family Residential REITs		4,398,793			—		—		4,398,793
Other Specialized REITs		580,600			—		—		580,600
Real Estate Operating Companies		—			592,364		—		592,364
Retail REITs		2,536,139			—		—		2,536,139
Single-Family Residential REITs		592,992			—		—		592,992
Specialized REITs		6,573,119			—		—		6,573,119
Wireless Telecommunication Services		—			1,276,199		—		1,276,199
Total Common Stock		21,226,648			6,902,377		—		28,129,025
Purchased Options		88,200			—		—		88,200
Money Market Investments		1,064,750			—		—		1,064,750
Total Investments	$	22,379,598		$	6,902,377	$	—	$	29,281,975
Liability Derivatives
Written Options Equity Risk	$	(20,700	)	$	—	$	—	$	(20,700	)
Total	$	(20,700	)	$	—	$	—	$	(20,700	)

TCW New America Premier Equities Fund
SCHEDULE OF INVESTMENTS (Unaudited)	July 31, 2023

Issues	Shares		Value
COMMON STOCK—100.1% of Net Assets
Advertising—2.1%
Trade Desk, Inc.(1)		41,979	$	3,831,003
Aerospace & Defense—8.3%
HEICO Corp.		64,681		11,382,562
TransDigm Group, Inc.		4,365		3,927,278
				15,309,840
Application Software—17.1%
Constellation Software, Inc.		14,592		30,885,264
Lumine Group, Inc.(1)		43,739		695,504
				31,580,768
Data Processing & Outsourced Services—3.4%
Visa, Inc.		26,214		6,231,854
Electrical Equipment—3.8%
AMETEK, Inc.		44,002		6,978,717
Environmental & Facilities Services—5.7%
Waste Connections, Inc. (Canada)		74,704		10,545,964
Financial Exchanges & Data—10.7%
FactSet Research Systems, Inc.		13,785		5,997,027
MSCI, Inc.		11,754		6,442,132
S&P Global, Inc.		18,545		7,316,188
				19,755,347
Food Retail—3.4%
Alimentation Couche-Tard, Inc.		124,948		6,337,344
Industrial Conglomerates—4.2%
Roper Technologies, Inc.		15,891		7,835,058
Industrial Gases—3.9%
Linde PLC		18,255		7,131,681
Life Sciences Tools & Services—7.3%
Agilent Technologies, Inc.		22,895		2,787,924
Danaher Corp.		23,239		5,927,340
Mettler-Toledo International, Inc.(1)		3,856		4,848,804
				13,564,068
Personal Care Products—0.8%
Oddity Tech Ltd.(1)		26,943		1,435,792
Research & Consulting Services—3.9%
Wolters Kluwer NV (Netherlands)		56,788		7,150,992
Restaurants—0.1%
Cava Group, Inc.(1)		3,345		191,033
Semiconductors—5.8%
Broadcom, Inc.		11,941		10,730,780
Systems Software—15.0%
Microsoft Corp.		46,748		15,703,588
Oracle Corp.		102,217		11,982,899
				27,686,487
Transaction & Payment Processing Services—4.6%
Fiserv, Inc.(1)		68,035		8,586,697
Total Common Stock (Cost: $111,936,784)				184,883,425
MONEY MARKET INVESTMENTS—0.1%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 5.19%(2)		128,516		128,516
Total Money Market Investments (Cost: $128,516)				128,516
Total Investments (100.2%) (Cost: $112,065,300)				185,011,941
Liabilities In Excess Of Other Assets (-0.2%)				(289,490	)
Net Assets (100.0%)			$	184,722,451

Notes to the Schedule of Investments:

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

TCW New America Premier Equities Fund
Investments by Sector (Unaudited)	July 31, 2023

Sector	Percentage of Net Assets
Advertising		2.1	%
Aerospace & Defense		8.3
Application Software		17.1
Data Processing & Outsourced Services		3.4
Electrical Equipment		3.8
Environmental & Facilities Services		5.7
Financial Exchanges & Data		10.7
Food Retail		3.4
Industrial Conglomerates		4.2
Industrial Gases		3.9
Life Sciences Tools & Services		7.3
Personal Care Products		0.8
Research & Consulting Services		3.9
Restaurants		0.1
Semiconductors		5.8
Systems Software		15.0
Transaction & Payment Processing Services		4.6
Money Market Investments		0.1
Total		100.2	%

TCW New America Premier Equities Fund
Fair Valuation Summary (Unaudited)	July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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	$	3,831,003	$	—	$	—	$	3,831,003
Aerospace & Defense		15,309,840		—		—		15,309,840
Application Software		31,580,768		—		—		31,580,768
Data Processing & Outsourced Services		6,231,854		—		—		6,231,854
Electrical Equipment		6,978,717		—		—		6,978,717
Environmental & Facilities Services		10,545,964		—		—		10,545,964
Financial Exchanges & Data		19,755,347		—		—		19,755,347
Food Retail		6,337,344		—		—		6,337,344
Industrial Conglomerates		7,835,058		—		—		7,835,058
Industrial Gases		7,131,681		—		—		7,131,681
Life Sciences Tools & Services		13,564,068		—		—		13,564,068
Personal Care Products		1,435,792		—		—		1,435,792
Research & Consulting Services		—		7,150,992		—		7,150,992
Restaurants		191,033		—		—		191,033
Semiconductors		10,730,780		—		—		10,730,780
Systems Software		27,686,487		—		—		27,686,487
Transaction & Payment Processing Services		8,586,697		—		—		8,586,697
Total Common Stock		177,732,433		7,150,992		—		184,883,425
Money Market Investments		128,516		—		—		128,516
Total Investments	$	177,860,949	$	7,150,992	$	—	$	185,011,941

TCW Relative Value Dividend Appreciation Fund
SCHEDULE OF INVESTMENTS (Unaudited)	July 31, 2023

Issues	Shares		Value
COMMON STOCK—99.4% of Net Assets
Aerospace & Defense—0.9%
Textron, Inc.		32,558	$	2,532,036
Air Freight & Logistics—3.4%
United Parcel Service, Inc.—Class B.		49,543		9,270,982
Automobile Components—2.0%
BorgWarner, Inc.		118,077		5,490,580
Banks—7.6%
JPMorgan Chase & Co.		67,460		10,655,981
Wells Fargo & Co.		215,110		9,929,478
				20,585,459
Beverages—4.0%
Keurig Dr Pepper, Inc.		78,993		2,686,552
PepsiCo, Inc.		44,322		8,308,602
				10,995,154
Biotechnology—6.9%
AbbVie, Inc.		42,619		6,374,950
Amgen, Inc.		20,701		4,847,139
Gilead Sciences, Inc.		98,748		7,518,673
				18,740,762
Building Products—4.3%
Carlisle Cos., Inc.		10,526		2,917,807
Johnson Controls International PLC (Ireland)		127,875		8,893,706
				11,811,513
Capital Markets—10.1%
Ameriprise Financial, Inc.		23,682		8,251,993
Bank of New York Mellon Corp.		64,105		2,907,803
Blackstone, Inc.		39,786		4,169,175
Intercontinental Exchange, Inc.		52,375		6,012,650
Morgan Stanley		68,019		6,227,819
				27,569,440
Chemicals—3.3%
Corteva, Inc.		42,794		2,414,866
DuPont de Nemours, Inc.		85,367		6,627,040
				9,041,906
Consumer Staples Distribution & Retail—0.9%
Target Corp.		17,689		2,414,018
Electrical Equipment—2.9%
nVent Electric PLC (Ireland)		148,512		7,853,315
Electronic Equipment, Instruments & Components—1.2%
Corning, Inc.		92,346		3,134,223
Energy Equipment & Services—3.1%
Baker Hughes Co.		238,207		8,525,429
Entertainment—1.2%
Warner Bros Discovery, Inc.(1)		248,133		3,243,098
Food Products—0.3%
Conagra Brands, Inc.		22,882		750,758
Health Care Equipment & Supplies—1.7%
GE Healthcare, Inc.		58,757		4,583,046
Health Care Providers & Services—5.8%
Elevance Health, Inc.		16,137		7,610,693
McKesson Corp.		20,525		8,259,260
				15,869,953
Hotels, Restaurants & Leisure—2.3%
Darden Restaurants, Inc.		37,884		6,399,365
Household Durables—3.3%
Lennar Corp.		69,877		8,862,500
Independent Power and Renewable Electricity Producers—2.0%
AES Corp.		256,410		5,546,148
Industrial Conglomerates—3.5%
General Electric Co.		84,335		9,634,430
Insurance—2.2%
MetLife, Inc.		95,004		5,982,402
IT Services—2.8%
International Business Machines Corp.		53,662		7,736,987
Media—5.0%
Comcast Corp.		188,660		8,538,752
Fox Corp.		153,527		5,135,478
				13,674,230
Metals & Mining—1.5%
Freeport-McMoRan, Inc.		88,450		3,949,293
Oil, Gas & Consumable Fuels—3.3%
Chevron Corp.		13,536		2,215,302
Exxon Mobil Corp.		63,475		6,807,059
				9,022,361
Pharmaceuticals—3.9%
Johnson & Johnson		16,171		2,709,128
Novartis AG (SP ADR) (Switzerland)		75,000		7,867,500
				10,576,628
Retail REITs—2.3%
Simon Property Group, Inc.		50,904		6,342,638
Semiconductors & Semiconductor Equipment—4.4%
Broadcom, Inc.		13,257		11,913,403
Software—1.3%
Salesforce, Inc.(1)		16,103		3,623,336
Specialty Retail—2.0%
Dick’s Sporting Goods, Inc.		39,075		5,509,575
Total Common Stock (Cost: $168,284,997)				271,184,968
MONEY MARKET INVESTMENTS—0.5%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 5.19%(2)		1,241,033		1,241,033
Total Money Market Investments (Cost: $1,241,033)				1,241,033
Total Investments (99.9%) (Cost: $169,526,030)				272,426,001
Excess Of Other Assets Over Liabilities (0.1%)				317,479
Net Assets (100.0%)			$	272,743,480

Notes to the Schedule of Investments:

REIT	Real Estate Investment Trust.
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 July 31, 2023.

TCW Relative Value Dividend Appreciation Fund
Investments by Sector (Unaudited)	July 31, 2023

Sector	Percentage of Net Assets
Aerospace & Defense		0.9	%
Air Freight & Logistics		3.4
Automobile Components		2.0
Banks		7.6
Beverages		4.0
Biotechnology		6.9
Building Products		4.3
Capital Markets		10.1
Chemicals		3.3
Consumer Staples Distribution & Retail		0.9
Electrical Equipment		2.9
Electronic Equipment, Instruments & Components		1.2
Energy Equipment & Services		3.1
Entertainment		1.2
Food Products		0.3
Health Care Equipment & Supplies		1.7
Health Care Providers & Services		5.8
Hotels, Restaurants & Leisure		2.3
Household Durables		3.3
Independent Power and Renewable Electricity Producers		2.0
Industrial Conglomerates		3.5
Insurance		2.2
IT Services		2.8
Media		5.0
Metals & Mining		1.5
Oil, Gas & Consumable Fuels		3.3
Pharmaceuticals		3.9
Retail REITs		2.3
Semiconductors & Semiconductor Equipment		4.4
Software		1.3
Specialty Retail		2.0
Money Market Investments		0.5
Total		99.9	%

TCW Relative Value Dividend Appreciation Fund
Fair Valuation Summary (Unaudited)	July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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	$	2,532,036	$	—	$	—	$	2,532,036
Air Freight & Logistics		9,270,982		—		—		9,270,982
Automobile Components		5,490,580		—		—		5,490,580
Banks		20,585,459		—		—		20,585,459
Beverages		10,995,154		—		—		10,995,154
Biotechnology		18,740,762		—		—		18,740,762
Building Products		11,811,513		—		—		11,811,513
Capital Markets		27,569,440		—		—		27,569,440
Chemicals		9,041,906		—		—		9,041,906
Consumer Staples Distribution & Retail		2,414,018		—		—		2,414,018
Electrical Equipment		7,853,315		—		—		7,853,315
Electronic Equipment, Instruments & Components		3,134,223		—		—		3,134,223
Energy Equipment & Services		8,525,429		—		—		8,525,429
Entertainment		3,243,098		—		—		3,243,098
Food Products		750,758		—		—		750,758
Health Care Equipment & Supplies		4,583,046		—		—		4,583,046
Health Care Providers & Services		15,869,953		—		—		15,869,953
Hotels, Restaurants & Leisure		6,399,365		—		—		6,399,365
Household Durables		8,862,500		—		—		8,862,500
Independent Power and Renewable Electricity Producers		5,546,148		—		—		5,546,148
Industrial Conglomerates		9,634,430		—		—		9,634,430
Insurance		5,982,402		—		—		5,982,402
IT Services		7,736,987		—		—		7,736,987
Media		13,674,230		—		—		13,674,230
Metals & Mining		3,949,293		—		—		3,949,293
Oil, Gas & Consumable Fuels		9,022,361		—		—		9,022,361
Pharmaceuticals		10,576,628		—		—		10,576,628
Retail REITs		6,342,638		—		—		6,342,638
Semiconductors & Semiconductor Equipment		11,913,403		—		—		11,913,403
Software		3,623,336		—		—		3,623,336
Specialty Retail		5,509,575		—		—		5,509,575
Total Common Stock		271,184,968		—		—		271,184,968
Money Market Investments		1,241,033		—		—		1,241,033
Total Investments	$	272,426,001	$	—	$	—	$	272,426,001

TCW Relative Value Large Cap Fund
SCHEDULE OF INVESTMENTS (Unaudited)	July 31, 2023

Issues	Shares		Value
COMMON STOCK—100.2% of Net Assets
Aerospace & Defense—2.5%
Textron, Inc.		39,923	$	3,104,812
Air Freight & Logistics—2.9%
United Parcel Service, Inc.—Class B.		19,142		3,582,042
Automobiles—1.3%
General Motors Co.		43,111		1,654,169
Banks—4.0%
JPMorgan Chase & Co.		31,086		4,910,345
Beverages—3.4%
Keurig Dr Pepper, Inc.		38,078		1,295,033
PepsiCo, Inc.		15,649		2,933,561
				4,228,594
Biotechnology—5.7%
AbbVie, Inc.		17,823		2,665,965
Amgen, Inc.		7,862		1,840,887
Gilead Sciences, Inc.		33,444		2,546,426
				7,053,278
Building Products—3.0%
Johnson Controls International PLC (Ireland)		54,096		3,762,377
Capital Markets—7.9%
Ameriprise Financial, Inc.		9,363		3,262,537
Bank of New York Mellon Corp.		25,693		1,165,434
Intercontinental Exchange, Inc.		27,327		3,137,140
Morgan Stanley		24,500		2,243,220
				9,808,331
Chemicals—2.0%
DuPont de Nemours, Inc.		31,366		2,434,943
Communications Equipment—1.3%
Juniper Networks, Inc.		57,808		1,607,062
Consumer Staples Distribution & Retail—1.0%
Target Corp.		8,674		1,183,741
Electronic Equipment, Instruments & Components—4.0%
Corning, Inc.		39,334		1,334,996
Flex Ltd.(1)		130,567		3,572,313
				4,907,309
Energy Equipment & Services—2.5%
Baker Hughes Co.		86,764		3,105,284
Entertainment—1.5%
Warner Bros Discovery, Inc.(1)		141,533		1,849,836
Financial Services—2.6%
Apollo Global Management, Inc.		39,879		3,258,513
Financial Services—3.4%
Fiserv, Inc.(1)		33,761		4,260,976
Food Products—0.4%
Conagra Brands, Inc.		13,150		431,452
Health Care Equipment & Supplies—1.7%
GE Healthcare, Inc.		27,745		2,164,110
Health Care Providers & Services—7.5%
Centene Corp.(1)		50,307		3,425,403
McKesson Corp.		10,042		4,040,901
Molina Healthcare, Inc.(1)		6,081		1,851,604
				9,317,908
Hotels, Restaurants & Leisure—3.1%
Darden Restaurants, Inc.		22,906		3,869,282
Household Durables—3.9%
Lennar Corp.		38,559		4,890,438
Independent Power and Renewable Electricity Producers—1.6%
AES Corp.		91,900		1,987,797
Industrial Conglomerates—3.1%
General Electric Co.		33,241		3,797,452
Insurance—2.2%
MetLife, Inc.		42,961		2,705,254
IT Services—2.9%
Akamai Technologies, Inc.(1)		7,210		681,345
International Business Machines Corp.		20,013		2,885,474
				3,566,819
Media—5.2%
Comcast Corp.		87,169		3,945,269
Fox Corp.		50,902		1,702,672
Paramount Global—Class B		46,324		742,574
				6,390,515
Metals & Mining—2.1%
Freeport-McMoRan, Inc.		59,344		2,649,710
Multi-Utilities—0.9%
NiSource, Inc.		38,997		1,085,676
Oil, Gas & Consumable Fuels—2.6%
Exxon Mobil Corp.		30,131		3,231,248
Real Estate Management & Development—1.3%
Jones Lang LaSalle, Inc.(1)		9,910		1,650,510
Retail REITs—1.4%
Simon Property Group, Inc.		13,973		1,741,036
Semiconductors & Semiconductor Equipment—6.5%
Broadcom, Inc.		5,395		4,848,217
ON Semiconductor Corp.(1)		29,738		3,204,269
				8,052,486
Software—1.4%
Salesforce, Inc.(1)		7,438		1,673,624
Specialized REITs—1.2%
Weyerhaeuser Co.		44,255		1,507,325
Specialty Retail—2.2%
Dick’s Sporting Goods, Inc.		19,620		2,766,420
Total Common Stock (Cost: $71,304,059)				124,190,674
MONEY MARKET INVESTMENTS—0.1%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 5.19%(2)		88,855		88,855
Total Money Market Investments (Cost: $88,855)				88,855
Total Investments (100.3%) (Cost: $71,392,914)				124,279,529
Liabilities In Excess Of Other Assets (-0.3%)				(377,675	)
Net Assets (100.0%)			$	123,901,854

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

TCW Relative Value Large Cap Fund   Investments by Sector (Unaudited) July 31, 2023

Sector	Percentage of Net Assets
Aerospace & Defense		2.5	%
Air Freight & Logistics		2.9
Automobiles		1.3
Banks		4.0
Beverages		3.4
Biotechnology		5.7
Building Products		3.0
Capital Markets		7.9
Chemicals		2.0
Communications Equipment		1.3
Consumer Staples Distribution & Retail		1.0
Electronic Equipment, Instruments & Components		4.0
Energy Equipment & Services		2.5
Entertainment		1.5
Financial Services		6.0
Food Products		0.4
Health Care Equipment & Supplies		1.7
Health Care Providers & Services		7.5
Hotels, Restaurants & Leisure		3.1
Household Durables		3.9
Independent Power and Renewable Electricity Producers		1.6
Industrial Conglomerates		3.1
Insurance		2.2
IT Services		2.9
Media		5.2
Metals & Mining		2.1
Multi-Utilities		0.9
Oil, Gas & Consumable Fuels		2.6
Real Estate Management & Development		1.3
Retail REITs		1.4
Semiconductors & Semiconductor Equipment		6.5
Software		1.4
Specialized REITs		1.2
Specialty Retail		2.2
Money Market Investments		0.1
Total		100.3	%

TCW Relative Value Large Cap Fund
Fair Valuation Summary (Unaudited)	July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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	$	3,104,812	$	—	$	—	$	3,104,812
Air Freight & Logistics		3,582,042		—		—		3,582,042
Automobiles		1,654,169		—		—		1,654,169
Banks		4,910,345		—		—		4,910,345
Beverages		4,228,594		—		—		4,228,594
Biotechnology		7,053,278		—		—		7,053,278
Building Products		3,762,377		—		—		3,762,377
Capital Markets		9,808,331		—		—		9,808,331
Chemicals		2,434,943		—		—		2,434,943
Communications Equipment		1,607,062		—		—		1,607,062
Consumer Staples Distribution & Retail		1,183,741		—		—		1,183,741
Electronic Equipment, Instruments & Components		4,907,309		—		—		4,907,309
Energy Equipment & Services		3,105,284		—		—		3,105,284
Entertainment		1,849,836		—		—		1,849,836
Financial Services		7,519,489		—		—		7,519,489
Food Products		431,452		—		—		431,452
Health Care Equipment & Supplies		2,164,110		—		—		2,164,110
Health Care Providers & Services		9,317,908		—		—		9,317,908
Hotels, Restaurants & Leisure		3,869,282		—		—		3,869,282
Household Durables		4,890,438		—		—		4,890,438
Independent Power and Renewable Electricity Producers		1,987,797		—		—		1,987,797
Industrial Conglomerates		3,797,452		—		—		3,797,452
Insurance		2,705,254		—		—		2,705,254
IT Services		3,566,819		—		—		3,566,819
Media		6,390,515		—		—		6,390,515
Metals & Mining		2,649,710		—		—		2,649,710
Multi-Utilities		1,085,676		—		—		1,085,676
Oil, Gas & Consumable Fuels		3,231,248		—		—		3,231,248
Real Estate Management & Development		1,650,510		—		—		1,650,510
Retail REITs		1,741,036		—		—		1,741,036
Semiconductors & Semiconductor Equipment		8,052,486		—		—		8,052,486
Software		1,673,624		—		—		1,673,624
Specialized REITs		1,507,325		—		—		1,507,325
Specialty Retail		2,766,420		—		—		2,766,420
Total Common Stock		124,190,674		—		—		124,190,674
Money Market Investments		88,855		—		—		88,855
Total Investments	$	124,279,529	$	—	$	—	$	124,279,529

TCW Relative Value Mid Cap Fund
SCHEDULE OF INVESTMENTS (Unaudited)	July 31, 2023

Issues	Shares		Value
COMMON STOCK—99.3% of Net Assets
Aerospace & Defense—2.9%
Textron, Inc.		30,488	$	2,371,052
Air Freight & Logistics—2.6%
CH Robinson Worldwide, Inc.		2,883		288,819
FedEx Corp.		6,726		1,815,684
				2,104,503
Automobile Components—2.4%
American Axle & Manufacturing Holdings, Inc.(1)		53,600		506,520
BorgWarner, Inc.		31,825		1,479,862
				1,986,382
Banks—5.8%
First Citizens BancShares, Inc.		993		1,421,281
Popular, Inc.		45,797		3,322,572
				4,743,853
Broadline Retail—1.2%
eBay, Inc.		21,949		976,950
Building Products—0.2%
Carlisle Cos., Inc.		666		184,615
Capital Markets—1.0%
Evercore, Inc.		6,152		830,889
Chemicals—2.5%
Corteva, Inc.		11,996		676,934
DuPont de Nemours, Inc.		17,462		1,355,575
				2,032,509
Communications Equipment—1.5%
Juniper Networks, Inc.		45,067		1,252,863
Construction & Engineering—2.0%
Arcosa, Inc.		20,783		1,604,032
Consumer Finance—1.3%
OneMain Holdings, Inc.		23,903		1,087,108
Consumer Staples Distribution & Retail—2.0%
Dollar Tree, Inc.(1)		7,023		1,083,860
Sprouts Farmers Market, Inc.(1)		13,748		539,609
				1,623,469
Electronic Equipment, Instruments & Components—5.2%
Avnet, Inc.		31,065		1,506,653
Flex Ltd.(1)		100,581		2,751,896
				4,258,549
Energy Equipment & Services—3.2%
Baker Hughes Co.		50,147		1,794,761
NOV, Inc.		41,751		838,360
				2,633,121
Entertainment—1.5%
Warner Bros Discovery, Inc.(1)		95,665		1,250,342
Financial Services—6.8%
Apollo Global Management, Inc.		33,671		2,751,257
Equitable Holdings, Inc.		60,264		1,728,974
FleetCor Technologies, Inc.(1)		4,404		1,096,200
				5,576,431
Food Products—0.4%
Conagra Brands, Inc.		10,437		342,438
Ground Transportation—0.3%
Hertz Global Holdings, Inc.(1)		12,034		202,773
Health Care Equipment & Supplies—1.0%
Envista Holdings Corp.(1)		23,163		797,039
Health Care Providers & Services—7.8%
Acadia Healthcare Co., Inc.(1)		24,240		1,915,687
Amedisys, Inc.(1)		3,799		345,101
Centene Corp.(1)		34,298		2,335,351
Henry Schein, Inc.(1)		12,145		956,905
Molina Healthcare, Inc.(1)		2,748		836,738
				6,389,782
Hotels, Restaurants & Leisure—3.8%
Darden Restaurants, Inc.		14,595		2,465,388
Travel & Leisure Co.		14,707		599,016
				3,064,404
Household Durables—7.9%
DR Horton, Inc.		15,882		2,017,332
Lennar Corp.		16,563		2,100,685
Toll Brothers, Inc.		28,468		2,286,834
				6,404,851
Independent Power and Renewable Electricity Producers—1.9%
AES Corp.		73,335		1,586,236
Insurance—4.8%
Arch Capital Group Ltd.(1)		37,740		2,932,021
Assured Guaranty Ltd.		16,008		956,958
				3,888,979
IT Services—1.4%
Akamai Technologies, Inc.(1)		4,749		448,781
DXC Technology Co.(1)		23,948		662,162
				1,110,943
Machinery—5.6%
AGCO Corp.		6,685		889,774
Manitowoc Co., Inc.(1)		67,869		1,229,786
Terex Corp.		8,934		523,800
Westinghouse Air Brake Technologies Corp.		16,249		1,924,532
				4,567,892
Marine Transportation—1.5%
Kirby Corp.(1)		14,669		1,195,230
Media—1.3%
Interpublic Group of Cos., Inc.		31,050		1,062,842
Metals & Mining—2.1%
Freeport-McMoRan, Inc.		38,885		1,736,215
Multi-Utilities—2.3%
NiSource, Inc.		24,389		678,990
Sempra		7,790		1,160,866
				1,839,856
Oil, Gas & Consumable Fuels—1.3%
ConocoPhillips		4,084		480,768
Marathon Petroleum Corp.		4,094		544,584
				1,025,352
Passenger Airlines—2.0%
United Airlines Holdings, Inc.(1)		30,136		1,636,686

TCW Relative Value Mid Cap Fund
SCHEDULE OF INVESTMENTS (Unaudited)	July 31, 2023

Issues	Shares		Value
Personal Care Products—1.7%
Coty, Inc.(1)		118,237	$	1,423,573
Pharmaceuticals—1.2%
Perrigo Co. PLC		26,052		954,545
Professional Services—0.8%
Jacobs Solutions, Inc.		5,326		667,934
Real Estate Management & Development—1.9%
Jones Lang LaSalle, Inc.(1)		9,274		1,544,585
Retail REITs—2.1%
SITE Centers Corp.		123,110		1,729,695
Semiconductors & Semiconductor Equipment—0.4%
Analog Devices, Inc.		1,716		342,393
Specialized REITs—0.5%
Weyerhaeuser Co.		12,845		437,501
Specialty Retail—3.2%
Dick’s Sporting Goods, Inc.		8,976		1,265,616
Foot Locker, Inc.		19,375		520,606
Guess?, Inc.		16,755		351,687
Williams-Sonoma, Inc.		3,234		448,362
				2,586,271
Total Common Stock (Cost: $50,868,640)				81,054,683
MONEY MARKET INVESTMENTS—0.7%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 5.19%(2)		556,448		556,448
Total Money Market Investments (Cost: $556,448)				556,448
Total Investments (100.0%) (Cost: $51,425,088)				81,611,131
Excess Of Other Assets Over Liabilities (0.0%)				31,108
Net Assets (100.0%)			$	81,642,239

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

TCW Relative Value Mid Cap Fund

Investments by Sector (Unaudited) July 31, 2023

Sector	Percentage of Net Assets
Aerospace & Defense		2.9	%
Air Freight & Logistics		2.6
Automobile Components		2.4
Banks		5.8
Broadline Retail		1.2
Building Products		0.2
Capital Markets		1.0
Chemicals		2.5
Communications Equipment		1.5
Construction & Engineering		2.0
Consumer Finance		1.3
Consumer Staples Distribution & Retail		2.0
Electronic Equipment, Instruments & Components		5.2
Energy Equipment & Services		3.2
Entertainment		1.5
Financial Services		6.8
Food Products		0.4
Ground Transportation		0.3
Health Care Equipment & Supplies		1.0
Health Care Providers & Services		7.8
Hotels, Restaurants & Leisure		3.8
Household Durables		7.9
Independent Power and Renewable Electricity Producers		1.9
Insurance		4.8
IT Services		1.4
Machinery		5.6
Marine Transportation		1.5
Media		1.3
Metals & Mining		2.1
Multi-Utilities		2.3
Oil, Gas & Consumable Fuels		1.3
Passenger Airlines		2.0
Personal Care Products		1.7
Pharmaceuticals		1.2
Professional Services		0.8
Real Estate Management & Development		1.9
Retail REITs		2.1
Semiconductors & Semiconductor Equipment		0.4
Specialized REITs		0.5
Specialty Retail		3.2
Money Market Investments		0.7
Total		100.0	%

TCW Relative Value Mid Cap Fund

Fair Valuation Summary (Unaudited) July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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	$	2,371,052	$	—	$	—	$	2,371,052
Air Freight & Logistics		2,104,503		—		—		2,104,503
Automobile Components		1,986,382		—		—		1,986,382
Banks		4,743,853		—		—		4,743,853
Broadline Retail		976,950		—		—		976,950
Building Products		184,615		—		—		184,615
Capital Markets		830,889		—		—		830,889
Chemicals		2,032,509		—		—		2,032,509
Communications Equipment		1,252,863		—		—		1,252,863
Construction & Engineering		1,604,032		—		—		1,604,032
Consumer Finance		1,087,108		—		—		1,087,108
Consumer Staples Distribution & Retail		1,623,469		—		—		1,623,469
Electronic Equipment, Instruments & Components		4,258,549		—		—		4,258,549
Energy Equipment & Services		2,633,121		—		—		2,633,121
Entertainment		1,250,342		—		—		1,250,342
Financial Services		5,576,431		—		—		5,576,431
Food Products		342,438		—		—		342,438
Ground Transportation		202,773		—		—		202,773
Health Care Equipment & Supplies		797,039		—		—		797,039
Health Care Providers & Services		6,389,782		—		—		6,389,782
Hotels, Restaurants & Leisure		3,064,404		—		—		3,064,404
Household Durables		6,404,851		—		—		6,404,851
Independent Power and Renewable Electricity Producers		1,586,236		—		—		1,586,236
Insurance		3,888,979		—		—		3,888,979
IT Services		1,110,943		—		—		1,110,943
Machinery		4,567,892		—		—		4,567,892
Marine Transportation		1,195,230		—		—		1,195,230
Media		1,062,842		—		—		1,062,842
Metals & Mining		1,736,215		—		—		1,736,215
Multi-Utilities		1,839,856		—		—		1,839,856
Oil, Gas & Consumable Fuels		1,025,352		—		—		1,025,352
Passenger Airlines		1,636,686		—		—		1,636,686
Personal Care Products		1,423,573		—		—		1,423,573
Pharmaceuticals		954,545		—		—		954,545
Professional Services		667,934		—		—		667,934
Real Estate Management & Development		1,544,585		—		—		1,544,585
Retail REITs		1,729,695		—		—		1,729,695
Semiconductors & Semiconductor Equipment		342,393		—		—		342,393
Specialized REITs		437,501		—		—		437,501
Specialty Retail		2,586,271		—		—		2,586,271
Total Common Stock		81,054,683		—		—		81,054,683
Money Market Investments		556,448		—		—		556,448
Total Investments	$	81,611,131	$	—	$	—	$	81,611,131

TCW Select Equities Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Shares		Value
COMMON STOCK—97.6% of Net Assets
Broadline Retail—5.7%
Amazon.com, Inc.(1)		258,866	$	34,605,207
Capital Markets—5.6%
Charles Schwab Corp.		157,535		10,413,064
S&P Global, Inc.		59,640		23,528,576
				33,941,640
Commercial Services & Supplies—2.0%
Waste Connections, Inc. (Canada)		85,628		12,088,105
Consumer Staples Distribution & Retail—3.2%
Costco Wholesale Corp.		34,472		19,327,416
Financial Services—9.7%
Mastercard, Inc.		54,487		21,483,134
PayPal Holdings, Inc.(1)		102,803		7,794,523
Visa, Inc.		123,909		29,456,887
				58,734,544
Health Care Equipment & Supplies—8.0%
Align Technology, Inc.(1)		22,486		8,497,234
Boston Scientific Corp.(1)		266,669		13,826,788
Dexcom, Inc.(1)		120,269		14,980,707
Intuitive Surgical, Inc.(1)		34,486		11,187,258
				48,491,987
Health Care Providers & Services—2.7%
UnitedHealth Group, Inc.		32,026		16,217,006
Interactive Media & Services—6.8%
Alphabet, Inc.—Class C(1)		310,495		41,329,990
IT Services—1.1%
Snowflake, Inc.(1)		38,171		6,783,368
Life Sciences Tools & Services—2.6%
IQVIA Holdings, Inc.(1)		71,028		15,893,225
Media—2.6%
Trade Desk, Inc.(1)		175,537		16,019,507
Pharmaceuticals—3.2%
Zoetis, Inc.		104,514		19,658,038
Professional Services—1.3%
TransUnion		98,160		7,822,370
Semiconductors & Semiconductor Equipment—12.6%
ASML Holding NV (Netherlands)		22,774		16,315,521
Enphase Energy, Inc.(1)		43,289		6,572,569
NVIDIA Corp.		115,243		53,851,902
				76,739,992
Software—21.1%
Adobe, Inc.(1)		35,048		19,142,166
Crowdstrike Holdings, Inc.(1)		81,394		13,158,154
Microsoft Corp.		112,399		37,757,072
Salesforce, Inc.(1)		92,774		20,875,078
ServiceNow, Inc.(1)		64,112		37,377,296
				128,309,766
Specialized REITs—2.6%
American Tower Corp.		83,753		15,939,033
Specialty Retail—4.6%
Home Depot, Inc.		47,297		15,789,631
Ulta Beauty, Inc.(1)		26,514		11,793,427
				27,583,058
Textiles, Apparel & Luxury Goods—2.2%
NIKE, Inc.—Class B		120,228		13,271,969
Total Common Stock (Cost: $212,472,365)				592,756,221
MONEY MARKET INVESTMENTS—2.7%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 5.19%(2)		16,052,872		16,052,872
Total Money Market Investments (Cost: $16,052,872)				16,052,872
Total Investments (100.3%) (Cost: $228,525,237)				608,809,093
Liabilities In Excess Of Other Assets (-0.3%)				(1,691,972	)
Net Assets (100.0%)			$	607,117,121

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

TCW Select Equities Fund
Investments by Sector (Unaudited)	July 31, 2023

Sector	Percentage of Net Assets
Broadline Retail		5.7	%
Capital Markets		5.6
Commercial Services & Supplies		2.0
Consumer Staples Distribution & Retail		3.2
Financial Services		9.7
Health Care Equipment & Supplies		8.0
Health Care Providers & Services		2.7
Interactive Media & Services		6.8
IT Services		1.1
Life Sciences Tools & Services		2.6
Media		2.6
Pharmaceuticals		3.2
Professional Services		1.3
Semiconductors & Semiconductor Equipment		12.6
Software		21.1
Specialized REITs		2.6
Specialty Retail		4.6
Textiles, Apparel & Luxury Goods		2.2
Money Market Investments		2.7
Total		100.3	%

TCW Select Equities Fund
Fair Valuation Summary (Unaudited)	July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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
Broadline Retail	$	34,605,207	$	—	$	—	$	34,605,207
Capital Markets		33,941,640		—		—		33,941,640
Commercial Services & Supplies		12,088,105		—		—		12,088,105
Consumer Staples Distribution & Retail		19,327,416		—		—		19,327,416
Financial Services		58,734,544		—		—		58,734,544
Health Care Equipment & Supplies		48,491,987		—		—		48,491,987
Health Care Providers & Services		16,217,006		—		—		16,217,006
Interactive Media & Services		41,329,990		—		—		41,329,990
IT Services		6,783,368		—		—		6,783,368
Life Sciences Tools & Services		15,893,225		—		—		15,893,225
Media		16,019,507		—		—		16,019,507
Pharmaceuticals		19,658,038		—		—		19,658,038
Professional Services		7,822,370		—		—		7,822,370
Semiconductors & Semiconductor Equipment		76,739,992		—		—		76,739,992
Software		128,309,766		—		—		128,309,766
Specialized REITs		15,939,033		—		—		15,939,033
Specialty Retail		27,583,058		—		—		27,583,058
Textiles, Apparel & Luxury Goods		13,271,969		—		—		13,271,969
Total Common Stock		592,756,221		—		—		592,756,221
Money Market Investments		16,052,872		—		—		16,052,872
Total Investments	$	608,809,093	$	—	$	—	$	608,809,093

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. 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 July 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			TOTAL
Balance as of October 31, 2022	$	257		$	257
Accrued Discounts (Premiums)		—			—
Realized Gain (Loss)		—			—
Change in Unrealized Appreciation (Depreciation)*		(39	)		(39	)
Purchases		—			—
Sales		—			—
Transfers in to Level 3		—			—
Transfers out of Level 3		—			—
Balance as of July 31, 2023	$	218		$	218

* The change in unrealized appreciation (depreciation) on securities still held at July 31, 2023 was $(39) 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		TOTAL
Balance as of October 31, 2022	$	1,958		$	103,618	$	105,576
Accrued Discounts (Premiums)		—			—		—
Realized Gain (Loss)		—			—		—
Change in Unrealized Appreciation (Depreciation)*		(281	)		16,712		16,431
Purchases		—			—		—
Sales		—			—		—
Transfers in to Level 3		—			—		—
Transfers out of Level 3		—			—		—
Balance as of July 31, 2023	$	1,677		$	120,330	$	122,007

* The change in unrealized appreciation (depreciation) on securities still held at July 31, 2023 was $16,431 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 July 31, 2023 are as follows:

Description	Fair Value at July 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	$	218		Third-party Vendor		Vendor Prices	$	0.001- 0.0451	$	0.003		Increase
TCW Emerging Markets Multi-Asset Opportunities Fund
Common Stocks	$	1,677		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 July 31, 2023, the following Funds had the following derivatives and transactions in derivatives, grouped in the following risk categories:

TCW Emerging Markets Multi-Asset Opportunities Fund

	Credit Risk		Equity Risk			Foreign Currency Risk		Total
Asset Derivatives
Investments(1)	$	—	$	—		$	5,382	$	5,382
Swap Agreements		17,013		—			—		17,013
Total Value	$	17,013	$	—		$	5,382	$	22,395
Notional Amounts(2)
Options Purchased	$	—	$	—		$	1,018,000	$	1,018,000
Swap Agreements	$	450,000	$	—		$	—	$	450,000
TCW Global Real Estate Fund
Asset Derivatives
Investments(1)	$	—	$	88,200		$	—	$	88,200
Total Value	$	—	$	88,200		$	—	$	88,200
Liability Derivatives
Written Options	$	—	$	(20,700	)	$	—	$	(20,700	)
Total Value	$	—	$	(20,700	)	$	—	$	(20,700	)
Number of Contracts(2)
Options Purchased		—		378			—		378
Options Written		—		378			—		378

(1) Represents purchased options, at value.

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

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 July 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 July 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 July 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. There were no forward foreign currency contracts outstanding as of July 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 July 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 July 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. During the period ended July 31, 2023, the TCW Emerging Markets Multi-Asset Opportunities Fund used credit default swaps to limit certain credit exposure within the Fund.

Note 3 — Transactions with Affiliates

The summary of the TCW Conservative Allocation Fund’s transactions in the affiliated funds for the period ended July 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 July 31, 2023.

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—101.4% of Net Assets
CORPORATE BONDS—27.4%
Aerospace & Defense—0.3%
Boeing Co.
1.43%		02/04/24	$	2,650,000	$	2,588,811
4.88%		05/01/25		560,000		553,336
						3,142,147
Agriculture—0.7%
BAT Capital Corp. (United Kingdom)
2.73%		03/25/31		695,000		554,499
4.39%		08/15/37		470,000		371,785
4.54%		08/15/47		1,270,000		945,929
4.76%		09/06/49		138,000		104,883
5.28%		04/02/50		1,285,000		1,055,521
5.65%		03/16/52		400,000		344,136
Imperial Brands Finance Netherlands BV 1.75%(1)		03/18/33		750,000		599,751
Imperial Brands Finance PLC (United Kingdom)
3.13%(2)		07/26/24		2,300,000		2,232,242
3.88%(2)		07/26/29		35,000		31,445
Reynolds American, Inc.
5.70%		08/15/35		260,000		245,411
5.85%		08/15/45		2,770,000		2,481,034
						8,966,636
Airlines—0.3%
Delta Air Lines Pass-Through Trust Series 2019-1, Class AA 3.20%		10/25/25		1,500,000		1,471,290
U.S. Airways Pass-Through Trust Series 2012-2, Class A (EETC) 4.63%		12/03/26		375,214		356,686
United Airlines Pass-Through Trust Series 2023-1, Class A 5.80%		07/15/37		2,300,000		2,333,327
						4,161,303
Banks—10.6%
ABN AMRO Bank NV (Netherlands) 2.47% (1 yr. CMT + 1.100%)(2),(3)		12/13/29		1,700,000		1,444,065
Bank of America Corp.
1.66% (Secured Overnight Financing Rate + 0.910%)(3)		03/11/27		6,355,000		5,738,801
1.73% (Secured Overnight Financing Rate + 0.960%)(3)		07/22/27		2,535,000		2,272,729
1.92% (Secured Overnight Financing Rate + 1.370%)(3)		10/24/31		410,000		325,228
2.09% (Secured Overnight Financing Rate + 1.060%)(3)		06/14/29		2,200,000		1,889,206
2.30% (Secured Overnight Financing Rate + 1.220%)		07/21/32		3,595,000		2,875,676
2.50% (3 mo. USD Term SOFR + 1.252%)(3)		02/13/31		930,000		779,852
3.97% (3 mo. USD Term SOFR + 1.472%)(3)		02/07/30		1,125,000		1,047,246
Citigroup, Inc.
2.56% (Secured Overnight Financing Rate + 1.167%)(3)		05/01/32		2,060,000		1,683,292
2.57% (Secured Overnight Financing Rate + 2.107%)(3)		06/03/31		1,040,000		868,684
2.98% (Secured Overnight Financing Rate + 1.422%)		11/05/30		1,395,000		1,212,143
3.06% (Secured Overnight Financing Rate + 1.351%)		01/25/33		5,330,000		4,455,933
3.89% (3 mo. USD Term SOFR + 1.825%)(3)		01/10/28		2,570,000		2,438,750
4.41% (Secured Overnight Financing Rate + 3.914%)(3)		03/31/31		500,000		470,333
Goldman Sachs Group, Inc.
1.22%		12/06/23		4,225,000		4,158,541
1.43% (Secured Overnight Financing Rate + 0.798%)(3)		03/09/27		4,260,000		3,820,027
1.54% (Secured Overnight Financing Rate + 0.818%)(3)		09/10/27		1,585,000		1,400,347
1.95% (Secured Overnight Financing Rate + 0.913%)(3)		10/21/27		1,695,000		1,512,635
2.38% (Secured Overnight Financing Rate + 1.248%)		07/21/32		2,215,000		1,771,801
2.65% (Secured Overnight Financing Rate + 1.264%)(3)		10/21/32		465,000		377,798
HSBC Holdings PLC (United Kingdom)
1.59% (Secured Overnight Financing Rate + 1.290%)(3)		05/24/27		4,240,000		3,777,561
2.01% (Secured Overnight Financing Rate + 1.732%)(3)		09/22/28		1,900,000		1,642,075
2.21% (Secured Overnight Financing Rate + 1.285%)(3)		08/17/29		2,570,000		2,165,456
2.36% (Secured Overnight Financing Rate + 1.947%)(3)		08/18/31		940,000		756,587
6.33% (Secured Overnight Financing Rate + 2.650%)(3)		03/09/44		450,000		470,993
JPMorgan Chase & Co.
0.97% (3 mo. USD Term SOFR + 0.580%)(3)		06/23/25		6,625,000		6,327,935
1.56% (Secured Overnight Financing Rate + 0.605%)(3)		12/10/25		2,080,000		1,962,605
1.58% (Secured Overnight Financing Rate + 0.885%)(3)		04/22/27		3,110,000		2,801,301
1.95% (Secured Overnight Financing Rate + 1.065%)(3)		02/04/32		3,330,000		2,652,561
2.55% (Secured Overnight Financing Rate + 1.180%)		11/08/32		70,000		57,582

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
2.58% (3 mo. USD Term SOFR + 1.250%)(3)		04/22/32	$	80,000	$	66,425
2.74% (3 mo. USD Term SOFR + 1.510%)(3)		10/15/30		1,070,000		929,311
2.95% (Secured Overnight Financing Rate + 1.170%)(3)		02/24/28		750,000		691,335
Lloyds Banking Group PLC (United Kingdom)
1.63% (1 yr. CMT + 0.850%)(3)		05/11/27		1,500,000		1,333,725
3.57% (3 mo. USD LIBOR + 1.205%)(3)		11/07/28		860,000		784,776
3.87% (1 yr. CMT + 3.500%)(3)		07/09/25		1,600,000		1,566,133
4.98% (1 yr. CMT + 2.300%)(3)		08/11/33		465,000		436,904
Macquarie Group Ltd. (Australia)
1.34% (Secured Overnight Financing Rate + 1.069%)(2),(3)		01/12/27		2,275,000		2,037,539
2.87% (Secured Overnight Financing Rate + 1.532%)(2)		01/14/33		540,000		428,821
4.44% (Secured Overnight Financing Rate + 2.405%)(2),(3)		06/21/33		600,000		535,458
5.03% (3 mo. USD LIBOR + 1.750%)(2),(3)		01/15/30		505,000		492,339
Morgan Stanley
1.51% (Secured Overnight Financing Rate + 0.858%)(3)		07/20/27		1,955,000		1,739,012
1.79% (Secured Overnight Financing Rate + 1.034%)(3)		02/13/32		860,000		669,230
1.93% (Secured Overnight Financing Rate + 1.020%)(3)		04/28/32		2,510,000		1,962,499
2.24% (Secured Overnight Financing Rate + 1.178%)		07/21/32		555,000		441,913
2.48% (Secured Overnight Financing Rate + 1.360%)(3)		09/16/36		1,050,000		802,000
3.77% (3 mo. USD Term SOFR + 1.402%)(3)		01/24/29		2,190,000		2,053,169
NatWest Group PLC (United Kingdom)
4.27% (3 mo. USD LIBOR + 1.762%)(3)		03/22/25		3,140,000		3,101,755
PNC Financial Services Group, Inc.
5.07% (Secured Overnight Financing Rate + 1.933%)(3)		01/24/34		2,785,000		2,692,037
5.58% (Secured Overnight Financing Rate + 1.841%)(3)		06/12/29		615,000		616,335
Santander U.K. Group Holdings PLC (United Kingdom)
1.09% (Secured Overnight Financing Rate + 0.787%)(3)		03/15/25		3,265,000		3,146,742
1.67% (Secured Overnight Financing Rate + 0.989%)(3)		06/14/27		285,000		249,785
2.47% (Secured Overnight Financing Rate + 1.220%)(3)		01/11/28		465,000		408,916
2.90% (Secured Overnight Financing Rate + 1.475%)(3)		03/15/32		1,175,000		952,593
4.80% (3 mo. USD LIBOR +1.570%)(3)		11/15/24		960,000		954,583
5.00% (2)		11/07/23		2,460,000		2,448,514
U.S. Bancorp
4.84% (Secured Overnight Financing Rate + 1.600%)		02/01/34		2,815,000		2,651,336
5.84% (Secured Overnight Financing Rate + 2.260%)		06/12/34		710,000		720,969
5.85% (Secured Overnight Financing Rate + 2.090%)(3)		10/21/33		545,000		552,319
UBS Group AG (Switzerland)
0.63% (1)		01/18/33	CHF	515,000		398,191
1.31% (Secured Overnight Financing Rate Index + 0.980%)(2),(3)		02/02/27	$	3,860,000		3,428,317
1.49% (1 yr. CMT + 0.850%)(2),(3)		08/10/27		765,000		671,402
2.13% (1 year EUR Swap + 1.600%)(1),(3)		10/13/26	CHF	165,000		171,708
2.59% (Secured Overnight Financing Rate + 1.560%)(2)		09/11/25	$	400,000		384,320
3.09% (Secured Overnight Financing Rate + 1.730%)(2)		05/14/32		2,810,000		2,323,392
6.37% (Secured Overnight Financing Rate + 3.340%)(2),(3)		07/15/26		795,000		796,805
6.54% (Secured Overnight Financing Rate + 3.920%)(2)		08/12/33		3,420,000		3,580,760
7.75% (1 yr. EURIBOR ICE Swap + 4.950%)(1),(3)		03/01/29	CHF	505,000		621,643
9.02% (Secured Overnight Financing Rate + 5.020%)(2)		11/15/33	$	5,065,000		6,156,005
Wells Fargo & Co.
2.16% (3 mo. USD Term SOFR + 1.012%)(3)		02/11/26		1,850,000		1,749,177
2.88% (3 mo. USD Term SOFR + 1.432%)(3)		10/30/30		285,000		246,901
3.35% (Secured Overnight Financing Rate + 1.500%)		03/02/33		4,915,000		4,219,233
3.53% (Secured Overnight Financing Rate + 1.510%)(3)		03/24/28		3,760,000		3,514,547
3.58% (3 mo. USD Term SOFR + 1.572%)(3)		05/22/28		1,320,000		1,233,625

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
4.90% (Secured Overnight Financing Rate + 2.100%)		07/25/33	$	1,325,000	$	1,270,559
5.01% (3 mo. USD Term SOFR + 4.502%)(3)		04/04/51		625,000		583,712
						129,974,513
Beverages—0.1%
Bacardi Ltd.
2.75%(2)		07/15/26		750,000		692,625
4.45%(2)		05/15/25		1,095,000		1,067,291
						1,759,916
Biotechnology—0.3%
Amgen, Inc.
5.25%		03/02/33		1,165,000		1,163,112
5.60%		03/02/43		1,165,000		1,159,478
5.65%		03/02/53		1,430,000		1,436,092
						3,758,682
Chemicals—0.3%
International Flavors & Fragrances, Inc.
1.80%		09/25/26		240,000		240,838
2.30%(2)		11/01/30		1,185,000		944,910
3.27%(2)		11/15/40		235,000		165,577
3.47%(2)		12/01/50		125,000		83,079
5.00%		09/26/48		2,040,000		1,746,720
						3,181,124
Commercial Services—0.2%
Global Payments, Inc.
4.88%		03/17/31		225,000		249,133
5.40%		08/15/32		710,000		696,823
5.95%		08/15/52		899,000		877,172
						1,823,128
Diversified Financial Services—1.0%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)
3.00%		10/29/28		3,225,000		2,815,428
3.30%		01/30/32		874,000		716,156
Air Lease Corp.
3.25%		03/01/25		1,300,000		1,246,368
3.63%		12/01/27		640,000		592,670
4.63%		10/01/28		1,500,000		1,425,975
Avolon Holdings Funding Ltd.
2.53%(2)		11/18/27		884,000		758,323
2.88%(2)		02/15/25		1,550,000		1,457,899
3.95%(2)		07/01/24		405,000		394,316
Capital One Financial Corp.
1.34% (Secured Overnight Financing Rate + 0.690%)(3)		12/06/24		2,535,000		2,485,491
Cboe Global Markets, Inc. 3.00%		03/16/32		595,000		508,404
Park Aerospace Holdings Ltd. (Ireland) 5.50%(2)		02/15/24		108,000		107,133
						12,508,163
Electric—1.3%
American Electric Power Co., Inc. 5.95%		11/01/32		450,000		469,971
Appalachian Power Co. 4.45%		06/01/45		690,000		574,625
Arizona Public Service Co. 3.35%		05/15/50		1,675,000		1,154,913
Duke Energy Corp.
3.75%		09/01/46		790,000		600,597
3.85%		06/15/34		800,000		812,553
Duke Energy Progress LLC
3.70%		10/15/46		1,325,000		1,030,426
5.25%		03/15/33		505,000		512,459
Indiana Michigan Power Co. 4.55%		03/15/46		920,000		811,359
ITC Holdings Corp. 2.95%(2)		05/14/30		2,000,000		1,719,475
Jersey Central Power & Light Co. 2.75%(2)		03/01/32		2,575,000		2,123,886
MidAmerican Energy Co. 5.80%		10/15/36		1,655,000		1,720,120
Public Service Co. of Colorado 5.25%		04/01/53		1,215,000		1,165,221
TenneT Holding BV (Netherlands)
2.75%(1)		05/17/42		775,000		749,291
4.50%(1)		10/28/34		410,000		481,166
4.75%(1)		10/28/42		1,015,000		1,230,669
Tucson Electric Power Co. 4.00%		06/15/50		1,500,000		1,161,525
						16,318,256
Engineering & Construction—0.1%
Cellnex Finance Co. SA (Spain) 2.00%(1)		09/15/32		900,000		797,091
Entertainment—0.5%
WarnerMedia Holdings, Inc.
4.28%		03/15/32		200,000		177,414
5.05%		03/15/42		3,135,000		2,614,747
5.14%		03/15/52		4,334,000		3,514,570
						6,306,731
Food—0.5%
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.
3.00%(2)		02/02/29		1,445,000		1,239,651
3.00%(2)		05/15/32		1,875,000		1,462,395
6.50%(2)		12/01/52		1,575,000		1,544,587
Pilgrim’s Pride Corp. 6.25%		07/01/33		545,000		541,834
Smithfield Foods, Inc. 2.63%(2)		09/13/31		2,565,000		1,890,302
						6,678,769
Gas—0.3%
KeySpan Gas East Corp.
3.59%(2)		01/18/52		1,150,000		776,883
5.82%(2)		04/01/41		1,551,000		1,495,040
5.99%(2)		03/06/33		530,000		532,332
Piedmont Natural Gas Co., Inc. 5.40%		06/15/33		705,000		703,512
						3,507,767
Health Care-Products—0.1%
DENTSPLY SIRONA, Inc. 3.25%		06/01/30		1,400,000		1,213,467
Medtronic Global Holdings SCA 1.50%		07/02/39		500,000		388,979
						1,602,446
Health Care-Services—1.1%
Centene Corp. 3.00%		10/15/30		3,888,000		3,256,511
CommonSpirit Health
2.78%		10/01/30		875,000		739,322
4.35%		11/01/42		440,000		378,479

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Fresenius Finance Ireland PLC 0.88%(1)		10/01/31	$	920,000	$	763,823
Fresenius Medical Care U.S. Finance III, Inc. 1.88%(2)		12/01/26		1,650,000		1,443,354
HCA, Inc.
3.50%		07/15/51		746,000		514,119
3.63%(2)		03/15/32		1,156,000		1,004,807
4.13%		06/15/29		3,946,000		3,663,151
4.63%(2)		03/15/52		40,000		32,868
5.25%		06/15/49		600,000		540,479
5.38%		09/01/26		430,000		425,339
5.50%		06/15/47		1,315,000		1,222,950
						13,985,202
Insurance—1.3%
Aon Corp./Aon Global Holdings PLC
2.60%		12/02/31		940,000		780,397
3.90%		02/28/52		805,000		632,102
Athene Global Funding
1.99%(2)		08/19/28		4,000,000		3,311,200
2.72%(2)		01/07/29		240,000		200,623
3.21%(2)		03/08/27		815,000		729,824
Farmers Exchange Capital 7.20%(2)		07/15/48		1,495,000		1,525,896
Farmers Exchange Capital II 6.15% (3 mo. USD LIBOR + 3.744%)(2)		11/01/53		2,065,000		2,007,405
Metropolitan Life Global Funding I 5.15%(2)		03/28/33		780,000		776,106
Nationwide Mutual Insurance Co. 7.84% (3 mo. USD LIBOR + 2.290%)(2),(3)		12/15/24		4,000,000		3,999,431
New York Life Insurance Co. 3.75%(2)		05/15/50		70,000		52,971
Teachers Insurance & Annuity Association of America
3.30%(2)		05/15/50		430,000		297,449
4.27%(2)		05/15/47		130,000		106,740
Willis North America, Inc.
4.50%		09/15/28		1,445,000		1,386,180
5.35%		05/15/33		430,000		419,134
						16,225,458
Internet—0.4%
Meta Platforms, Inc.
4.45%		08/15/52		670,000		585,955
5.60%		05/15/53		1,855,000		1,911,522
Netflix, Inc. 4.63%		05/15/29		670,000		756,567
Tencent Holdings Ltd.(China)
3.68%(2)		04/22/41		825,000		629,285
3.84%(2)		04/22/51		30,000		21,699
3.98%(2)		04/11/29		740,000		689,813
						4,594,841
Media—0.6%
Charter Communications Operating LLC/Charter Communications Operating Capital
3.90%		06/01/52		1,000,000		655,120
4.80%		03/01/50		495,000		375,427
5.13%		07/01/49		1,080,000		848,988
5.25%		04/01/53		1,000,000		810,743
5.38%		04/01/38		1,475,000		1,268,057
5.38%		05/01/47		2,755,000		2,251,386
5.75%		04/01/48		1,028,000		881,580
						7,091,301
Miscellaneous Manufacturers—0.2%
General Electric Co. 5.80% (3 mo. USD LIBOR + 0.480%)		08/15/36		3,045,000		2,727,859
Oil & Gas—0.1%
Petroleos Mexicanos
5.95%		01/28/31		340,000		252,741
6.63%		06/15/35		237,000		168,655
6.75%		09/21/47		1,595,000		1,027,907
6.95%		01/28/60		315,000		200,025
						1,649,328
Packaging & Containers—0.3%
Berry Global, Inc.
1.57%		01/15/26		1,584,000		1,437,385
1.65%		01/15/27		1,716,000		1,490,627
4.88%(2)		07/15/26		580,000		561,455
						3,489,467
Pharmaceuticals—0.8%
Bayer U.S. Finance II LLC
4.38%(2)		12/15/28		4,023,000		3,852,429
4.63%(2)		06/25/38		500,000		436,869
4.88%(2)		06/25/48		2,430,000		2,154,151
CVS Health Corp.
5.05%		03/25/48		3,275,000		2,988,274
5.25%		02/21/33		968,000		963,267
						10,394,990
Pipelines—0.9%
Enbridge, Inc. 5.70%		03/08/33		350,000		355,096
Energy Transfer LP
5.00%		05/15/50		885,000		748,993
5.15%		03/15/45		1,870,000		1,586,321
5.40%		10/01/47		1,908,000		1,690,316
5.95%		10/01/43		630,000		594,859
Plains All American Pipeline LP/PAA Finance Corp. 3.80%		09/15/30		375,000		336,144
Rockies Express Pipeline LLC
4.95%(2)		07/15/29		2,000,000		1,839,220
6.88%(2)		04/15/40		350,000		320,250
Southern Natural Gas Co. LLC 7.35%		02/15/31		2,380,000		2,574,524
TC PipeLines LP 4.38%		03/13/25		710,000		690,735
TransCanada PipeLines Ltd. 6.10%		06/01/40		375,000		381,900
						11,118,358
Real Estate—0.2%
Annington Funding PLC (United Kingdom)
2.31%(1)		10/06/32		720,000		666,814
3.18%(1)		07/12/29		325,000		344,678
Blackstone Property Partners Europe Holdings Sarl (Luxembourg)
1.00%(1)		05/04/28		425,000		367,611
1.63%(1)		04/20/30		325,000		267,374
1.75%(1)		03/12/29		550,000		481,416
Vonovia Finance BV (Germany) 2.25%(1)		04/07/30		100,000		94,352
Vonovia SE (Germany)
1.00%(1)		06/16/33	EUR	300,000		233,828
1.50%(1)		06/14/41	EUR	300,000		192,790
5.00%(1)		11/23/30	$	100,000		111,251
						2,760,114

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
REIT—2.6%
American Assets Trust LP 3.38%		02/01/31	$	1,655,000	$	1,293,465
American Homes 4 Rent LP
3.38%		07/15/51		730,000		482,260
3.63%		04/15/32		25,000		21,723
4.30%		04/15/52		595,000		467,188
American Tower Corp.
0.88%		05/21/29		725,000		659,265
1.00%		01/15/32		500,000		417,911
2.70%		04/15/31		310,000		256,579
5.55%		07/15/33		1,445,000		1,446,127
5.65%		03/15/33		880,000		888,958
CapitaLand Ascendas 0.75%(1)		06/23/28		870,000		780,708
Crown Castle, Inc. 3.25%		01/15/51		731,000		490,165
CubeSmart LP 3.00%		02/15/30		317,000		271,176
Digital Dutch Finco BV 1.25%(1)		02/01/31		1,830,000		1,584,958
Digital Intrepid Holding BV 1.38%(1)		07/18/32		105,000		88,065
Extra Space Storage LP
2.35%		03/15/32		1,245,000		981,635
2.40%		10/15/31		2,000,000		1,587,500
3.90%		04/01/29		250,000		231,678
GLP Capital LP/GLP Financing II, Inc.
3.25%		01/15/32		16,000		13,167
4.00%		01/15/30		528,000		461,669
4.00%		01/15/31		35,000		30,310
5.30%		01/15/29		1,280,000		1,227,827
5.75%		06/01/28		1,600,000		1,569,175
Healthcare Realty Holdings LP
2.00%		03/15/31		2,815,000		2,161,202
2.05%		03/15/31		164,000		121,808
3.10%		02/15/30		1,705,000		1,472,273
Hudson Pacific Properties LP
3.25%		01/15/30		655,000		431,855
3.95%		11/01/27		245,000		191,754
4.65%		04/01/29		135,000		105,803
5.95%		02/15/28		1,205,000		1,001,343
Invitation Homes Operating Partnership LP 2.00%		08/15/31		1,776,000		1,376,595
Kilroy Realty LP 2.65%		11/15/33		891,000		610,853
LXP Industrial Trust 2.38%		10/01/31		1,592,000		1,208,997
Physicians Realty LP 2.63%		11/01/31		940,000		733,491
Prologis Euro Finance LLC
0.50%		02/16/32		400,000		324,101
0.63%		09/10/31		100,000		84,181
1.00%		02/08/29		750,000		694,780
1.00%		02/16/41		400,000		247,909
4.25%		01/31/43		450,000		461,810
Realty Income Corp. 5.13%		07/06/34		620,000		701,491
SELP Finance Sarl (Luxembourg) 0.88%(1)		05/27/29		900,000		793,578
VICI Properties LP
4.95%		02/15/30		30,000		28,490
5.13%		05/15/32		1,503,000		1,416,668
5.63%		05/15/52		810,000		742,932
VICI Properties LP/VICI Note Co., Inc.
3.75%(2)		02/15/27		25,000		23,199
3.88%(2)		02/15/29		805,000		714,378
4.13%(2)		08/15/30		196,000		174,781
4.50%(2)		09/01/26		380,000		364,800
4.50%(2)		01/15/28		327,000		301,870
4.63%(2)		06/15/25		180,000		175,120
						31,917,571
Retail—0.1%
Tractor Supply Co. 5.25%		05/15/33		615,000		607,805
Savings & Loans—0.2%
Nationwide Building Society (United Kingdom)
2.97% (Secured Overnight Financing Rate + 1.290%)(2),(3)		02/16/28		1,630,000		1,474,563
4.36% (3 mo. USD LIBOR + 1.392%)(2),(3)		08/01/24		400,000		400,000
						1,874,563
Semiconductors—0.2%
Broadcom, Inc.
2.60%(2)		02/15/33		1,465,000		1,142,378
3.42%(2)		04/15/33		1,100,000		920,359
						2,062,737
Software—0.6%
Oracle Corp.
3.60%		04/01/50		2,000,000		1,422,964
3.80%		11/15/37		905,000		736,757
3.95%		03/25/51		2,803,000		2,109,902
6.90%		11/09/52		1,070,000		1,200,829
Take-Two Interactive Software, Inc. 4.00%		04/14/32		1,525,000		1,393,865
						6,864,317
Telecommunications—1.2%
AT&T, Inc.
4.85%		03/01/39		1,554,000		1,405,235
5.25%		03/01/37		1,340,000		1,290,554
Global Switch Finance BV (United Kingdom) 1.38%(1)		10/07/30		695,000		638,233
Qwest Corp. 7.25%		09/15/25		920,000		899,484
Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC
4.74%(2)		09/20/29		2,688,436		2,659,309
5.15%(2)		09/20/29		2,379,750		2,356,144
T-Mobile USA, Inc.
2.55%		02/15/31		1,882,000		1,565,078
3.88%		04/15/30		2,860,000		2,629,130
Vodafone Group PLC (United Kingdom) 4.88%		06/19/49		1,897,000		1,667,956
						15,111,123
Total Corporate Bonds (Cost: $362,264,831)						336,961,706
MUNICIPAL BONDS—0.5%
California Health Facilities Financing Authority, Revenue Bond 3.00%		08/15/51		955,000		719,111
City of New York, General Obligation Unlimited 3.00%		08/01/34		380,000		314,478

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Metropolitan Transportation Authority, Revenue Bond 5.18%		11/15/49	$	335,000	$	304,769
New York City Transitional Finance Authority Future Tax Secured Revenue 2.00%		08/01/35		1,000,000		725,847
2.40%		11/01/32		585,000		477,235
2.45%		11/01/34		2,485,000		1,949,175
Regents of the University of California Medical Center Pooled Revenue 3.26%		05/15/60		3,060,000		2,087,091
Total Municipal Bonds (Cost: $8,610,762)						6,577,706
ASSET-BACKED SECURITIES—6.9%
AGL CLO 7 Ltd. Series 2020-7A, Class BR 7.27% (3 mo. USD Term SOFR + 1.962%)(2),(3)		07/15/34		4,235,000		4,150,723
Aligned Data Centers Issuer LLC Series 2021-1A, Class A2 1.94%(2)		08/15/46		3,372,000		2,950,533
AMMC CLO XIII Ltd. Series 2013-13A, Class A1R2 6.66% (3 mo. USD Term SOFR + 1.312%)(2),(3)		07/24/29		1,401,350		1,397,076
ARES LXII CLO Ltd. Series 2021-62A, Class B 7.26% (3 mo. USD Term SOFR + 1.912%)(2),(3)		01/25/34		4,000,000		3,916,724
Brazos Education Loan Authority, Inc. Series 2012-1, Class A1 5.88% (30 day USD SOFR Average + 0.814%)(3)		12/26/35		280,577		277,858
CF Hippolyta Issuer LLC Series 2020-1, Class B1 2.28%(2)		07/15/60		3,909,918		3,338,662
CIFC Funding Ltd. Series 2021-7A, Class A1 6.74% (3 mo. USD Term SOFR + 1.392%)(2),(3)		01/23/35		4,300,000		4,258,935
Clover CLO LLC Series 2018-1A, Class A1R 6.71% (3 mo. USD Term SOFR + 1.382%)(2),(3)		04/20/32		4,300,000		4,284,636
Dryden XXVI Senior Loan Fund Series 2013-26A, Class AR 6.47% (3 mo. USD Term SOFR + 1.162%)(2),(3)		04/15/29		1,714,364		1,707,078
Edsouth Indenture No. 3 LLC Series 2012-2, Class A 5.91% (30 day USD SOFR Average + 0.844%)(2),(3)		04/25/39		158,634		157,522
Educational Funding of the South, Inc. Series 2011-1, Class A2 5.97% (90 day USD SOFR Average + 0.912%)(3)		04/25/35		142,752		142,743
Global SC Finance II SRL Series 2014-1A, Class A2 3.09%(2)		07/17/29		308,089		299,887
GoldenTree Loan Opportunities IX Ltd. Series 2014-9A, Class AR2 6.74% (3 mo. USD Term SOFR + 1.372%)(2),(3)		10/29/29		1,509,154		1,505,305
JGWPT XXX LLC Series 2013-3A, Class A 4.08%(2)		01/17/73		1,057,579		946,936
JGWPT XXXII LLC Series 2014-2A, Class A 3.61%(2)		01/17/73		1,200,509		1,029,139
Madison Park Funding XLVIII Ltd. Series 2021-48A, Class A 6.73% (3 mo. USD Term SOFR + 1.412%)(2),(3)		04/19/33		4,320,000		4,311,727
Navient Private Education Refi Loan Trust Series 2021-GA, Class A 1.58%(2)		04/15/70		2,899,671		2,495,164
Navient Student Loan Trust Series 2014-3, Class A 5.80% (30 day USD SOFR Average + 0.734%)(3)		03/25/83		2,317,506		2,274,521
Navient Student Loan Trust Series 2014-4, Class A 5.80% (30 day USD SOFR Average + 0.734%)(3)		03/25/83		1,174,421		1,132,390
Nelnet Student Loan Trust Series 2014-4A, Class A2 6.13% (30 day USD SOFR Average + 1.064%)(2),(3)		11/25/48		2,823,202		2,798,752
New Economy Assets Phase 1 Sponsor LLC Series 2021-1, Class B1 2.41%(2)		10/20/61		3,904,000		3,256,205
OCP CLO Ltd. Series 2020-19A, Class AR 6.74% (3 mo. USD Term SOFR + 1.412%)(2)		10/20/34		3,600,000		3,580,020
Octagon Investment Partners XIV Ltd. Series 2012-1A, Class AARR 6.52% (3 mo. USD Term SOFR + 1.212%)(2),(3)		07/15/29		3,284,779		3,275,036
PHEAA Student Loan Trust Series 2015-1A, Class A 5.78% (30 day USD SOFR Average + 0.714%)(2),(3)		10/25/41		774,355		748,835
Skyline Aviation, Inc. Series 2004-1, Class A 3.23%(4),(5)		07/03/38		4,320,219		3,815,799
SLM Student Loan Trust Series 2003-7A, Class A5A 6.75% (3 mo. USD LIBOR + 1.200%)(2),(3)		12/15/33		1,568,366		1,527,049
SLM Student Loan Trust Series 2008-2, Class B 6.52% (90 day USD SOFR Average + 1.462%)(3)		01/25/83		710,000		708,082
SLM Student Loan Trust Series 2008-3, Class B 6.52% (90 day USD SOFR Average + 1.462%)(3)		04/26/83		710,000		655,437
SLM Student Loan Trust Series 2008-4, Class A4 6.97% (90 day USD SOFR Average + 1.912%)(3)		07/25/22		2,531,042		2,525,328
SLM Student Loan Trust Series 2008-4, Class B 7.17% (90 day USD SOFR Average + 2.112%)(3)		04/25/73		710,000		677,602
SLM Student Loan Trust Series 2008-5, Class B 7.17% (90 day USD SOFR Average + 2.112%)		07/25/73		710,000		692,990
SLM Student Loan Trust Series 2008-6, Class A4 6.42% (90 day USD SOFR Average + 1.362%)(3)		07/25/23		2,251,099		2,204,905

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
SLM Student Loan Trust Series 2008-6, Class B 7.17% (90 day USD SOFR Average + 2.112%)(3)		07/26/83	$	710,000	$	673,017
SLM Student Loan Trust Series 2008-7, Class B 7.17% (90 day USD SOFR Average + 2.112%)(3)		07/26/83		710,000		656,207
SLM Student Loan Trust Series 2011-2, Class A2 6.38% (30 day USD SOFR Average + 1.314%)(3)		10/25/34		1,277,890		1,272,145
SLM Student Loan Trust Series 2012-7, Class A3 5.83% (30 day USD SOFR Average + 0.764%)(3)		05/26/26		1,336,191		1,269,584
Store Master Funding I-VII XIV XIX XX Series 2021-1A, Class A1 2.12%(2)		06/20/51		1,830,729		1,531,446
U.S. Small Business Administration Series 2022-25G, Class 1 3.93%		07/01/47		6,002,512		5,644,185
U.S. Small Business Administration Series 2022-25H, Class 1 3.80%		08/01/47		3,421,145		3,178,160
U.S. Small Business Administration Series 2022-25J, Class 1 5.04%		10/01/47		3,455,146		3,463,818
Total Asset-backed Securities (Cost: $87,733,333)						84,732,161
COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—0.5%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series K155, Class A3 3.75%		04/25/33		4,045,000		3,724,297
Federal National Mortgage Association, Pool #AN0245 3.42%		11/01/35		1,778,938		1,647,338
Federal National Mortgage Association, Pool #BL6060 2.46%		04/01/40		1,840,000		1,303,755
Total Commercial Mortgage-Backed Securities—Agency (Cost: $7,773,062)						6,675,390
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—2.7%
Arbor Realty Commercial Real Estate Notes Ltd. Series 2021-FL3, Class A 6.41% (1 mo. USD Term SOFR + 1.184%)(2),(3)		08/15/34		3,882,000		3,831,363
BAMLL Commercial Mortgage Securities Trust Series 2018-PARK, Class A 4.09%(2),(6)		08/10/38		1,930,000		1,688,251
Bank Series 2022-BNK42, Class A5 4.49%(6)		06/15/55		3,593,000		3,401,502
BPR Trust Series 2022-OANA, Class A 7.12% (1 mo. USD Term SOFR + 1.898%)(2),(3)		04/15/37		3,678,000		3,603,594
BX Commercial Mortgage Trust Series 2020-VIV4, Class A 2.84%(2)		03/09/44		2,415,000		2,008,575
BX Trust Series 2019-OC11, Class A 3.20%(2)		12/09/41		1,485,000		1,280,387
BXHPP Trust Series 2021-FILM, Class A 5.99% (1 mo. USD Term SOFR + 0.764%)(2),(3)		08/15/36		3,000,000		2,833,795
COMM Mortgage Trust Series 2015-CR27, Class A3 3.35%		10/10/48		1,840,022		1,766,202
CSAIL Commercial Mortgage Trust Series 2020-C19, Class A3 2.56%		03/15/53		3,004,000		2,481,909
Hudson Yards Mortgage Trust Series 2019-30HY, Class A 3.23%(2)		07/10/39		2,185,000		1,885,774
Hudson Yards Mortgage Trust Series 2019-55HY, Class A 2.94%(2),(6)		12/10/41		1,180,000		995,768
JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-OSB, Class A 3.40%(2)		06/05/39		1,160,000		1,000,990
Manhattan West Mortgage Trust Series 2020-1MW, Class A 2.13%(2)		09/10/39		1,720,000		1,486,464
One Bryant Park Trust Series 2019-OBP, Class A 2.52%(2)		09/15/54		1,495,000		1,217,656
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A1 3.87%(2),(6)		01/05/43		1,710,000		1,199,448
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2B 4.14%(2),(6)		01/05/43		70,000		45,014
Wells Fargo Commercial Mortgage Trust Series 2015-C26, Class AS 3.58%		02/15/48		2,100,000		1,983,508
Total Commercial Mortgage-Backed Securities—Non-Agency (Cost: $35,881,941)						32,710,200
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY—35.7%
Federal Home Loan Mortgage Corp., Pool #A97179 4.50%		03/01/41		1,008,535		993,527
Federal Home Loan Mortgage Corp., Pool #G06360 4.00%		03/01/41		1,139,244		1,101,866
Federal Home Loan Mortgage Corp., Pool #G06498 4.00%		04/01/41		784,884		756,026
Federal Home Loan Mortgage Corp., Pool #G06499 4.00%		03/01/41		514,624		493,846
Federal Home Loan Mortgage Corp., Pool #G07849 3.50%		05/01/44		650,517		605,106
Federal Home Loan Mortgage Corp., Pool #G07924 3.50%		01/01/45		964,825		896,677
Federal Home Loan Mortgage Corp., Pool #G08710 3.00%		06/01/46		1,174,870		1,050,386
Federal Home Loan Mortgage Corp., Pool #G08711 3.50%		06/01/46		1,905,442		1,755,637
Federal Home Loan Mortgage Corp., Pool #G08715 3.00%		08/01/46		2,270,416		2,029,852
Federal Home Loan Mortgage Corp., Pool #G08716 3.50%		08/01/46		1,283,304		1,182,411
Federal Home Loan Mortgage Corp., Pool #G08721 3.00%		09/01/46		1,829,169		1,633,260
Federal Home Loan Mortgage Corp., Pool #G08722 3.50%		09/01/46		520,460		479,542
Federal Home Loan Mortgage Corp., Pool #G08726 3.00%		10/01/46		1,751,825		1,564,200
Federal Home Loan Mortgage Corp., Pool #G08732 3.00%		11/01/46		1,758,940		1,570,552
Federal Home Loan Mortgage Corp., Pool #G08792 3.50%		12/01/47		1,403,536		1,292,244
Federal Home Loan Mortgage Corp., Pool #G08816 3.50%		06/01/48		264,395		243,482
Federal Home Loan Mortgage Corp., Pool #G08826 5.00%		06/01/48		231,952		230,740
Federal Home Loan Mortgage Corp., Pool #G08843 4.50%		10/01/48		936,955		912,899

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Federal Home Loan Mortgage Corp., Pool #G16584 3.50%		08/01/33	$	1,053,487	$	1,010,268
Federal Home Loan Mortgage Corp., Pool #G18592 3.00%		03/01/31		559,618		532,978
Federal Home Loan Mortgage Corp., Pool #G18670 3.00%		12/01/32		381,168		358,985
Federal Home Loan Mortgage Corp., Pool #G18713 3.50%		11/01/33		717,542		687,853
Federal Home Loan Mortgage Corp., Pool #G60038 3.50%		01/01/44		920,230		856,415
Federal Home Loan Mortgage Corp., Pool #G60344 4.00%		12/01/45		471,837		451,175
Federal Home Loan Mortgage Corp., Pool #G67700 3.50%		08/01/46		761,983		705,873
Federal Home Loan Mortgage Corp., Pool #G67706 3.50%		12/01/47		2,911,556		2,693,535
Federal Home Loan Mortgage Corp., Pool #G67707 3.50%		01/01/48		6,045,109		5,607,405
Federal Home Loan Mortgage Corp., Pool #G67711 4.00%		03/01/48		1,498,071		1,430,596
Federal Home Loan Mortgage Corp., Pool #G67718 4.00%		01/01/49		1,380,785		1,314,847
Federal Home Loan Mortgage Corp., Pool #Q05261 3.50%		12/01/41		1,021,245		952,427
Federal Home Loan Mortgage Corp., Pool #Q20178 3.50%		07/01/43		1,932,849		1,799,584
Federal Home Loan Mortgage Corp., Pool #QE0312 2.00%		04/01/52		5,324,273		4,310,338
Federal Home Loan Mortgage Corp., Pool #SD0231 3.00%		01/01/50		4,145,090		3,683,922
Federal Home Loan Mortgage Corp., Pool #SD7513 3.50%		04/01/50		524,802		483,309
Federal Home Loan Mortgage Corp., Pool #SD8178 2.50%		11/01/51		5,382,324		4,546,943
Federal Home Loan Mortgage Corp., Pool #SD8193 2.00%		02/01/52		7,935,137		6,430,451
Federal Home Loan Mortgage Corp., Pool #SD8194 2.50%		02/01/52		7,319,718		6,176,112
Federal Home Loan Mortgage Corp., Pool #SD8205 2.50%		04/01/52		2,142,036		1,805,791
Federal Home Loan Mortgage Corp., Pool #SD8212 2.50%		05/01/52		7,661,351		6,458,713
Federal Home Loan Mortgage Corp., Pool #ZM1779 3.00%		09/01/46		1,110,981		990,763
Federal Home Loan Mortgage Corp., Pool #ZT1703 4.00%		01/01/49		940,109		893,362
Federal Home Loan Mortgage Corp. REMICS Series 2439, Class KZ 6.50%		04/15/32		55,128		56,628
Federal Home Loan Mortgage Corp. REMICS Series 2575, Class FD (PAC) 5.63% (30 day USD SOFR Average + 0.564%)(3)		02/15/33		149,400		147,647
Federal Home Loan Mortgage Corp. REMICS Series 2662, Class MT (TAC) 4.50%		08/15/33		48,823		47,771
Federal Home Loan Mortgage Corp. REMICS Series 3315, Class S (I/O) (I/F) 1.23% (-30 day USD SOFR Average + 6.296%)(3)		05/15/37		7,441		542
Federal Home Loan Mortgage Corp. REMICS Series 3339, Class JS (I/F) 9.15% (-30 day USD SOFR Average + 42.091%)(3)		07/15/37		188,427		247,938
Federal Home Loan Mortgage Corp. REMICS Series 3351, Class ZC 5.50%		07/15/37		143,522		141,305
Federal Home Loan Mortgage Corp. REMICS Series 3380, Class SM (I/O) (I/F) 1.23% (-30 day USD SOFR Average + 6.296%)(3)		10/15/37		218,944		20,435
Federal Home Loan Mortgage Corp. REMICS Series 3382, Class FL 5.88% (30 day USD SOFR Average + 0.814%)(3)		11/15/37		56,943		56,697
Federal Home Loan Mortgage Corp. REMICS Series 3439, Class SC (I/O) (I/F) 0.72% (-30 day USD SOFR Average + 5.786%)		04/15/38		875,794		46,624
Federal Home Loan Mortgage Corp. REMICS Series 3578, Class DI (I/O) (I/F) 1.47% (-30 day USD SOFR Average + 6.536%)(3)		04/15/36		324,293		19,560
Federal Home Loan Mortgage Corp. REMICS Series 4818, Class CA 3.00%		04/15/48		441,988		389,337
Federal National Mortgage Association, Pool #596686 6.50%		11/01/31		8,308		8,371
Federal National Mortgage Association, Pool #727575 5.00%		06/01/33		11,684		11,470
Federal National Mortgage Association, Pool #748751 5.50%		10/01/33		32,998		32,561
Federal National Mortgage Association, Pool #AB2127 3.50%		01/01/26		137,650		134,600
Federal National Mortgage Association, Pool #AL0209 4.50%		05/01/41		295,282		289,722
Federal National Mortgage Association, Pool #AL0851 6.00%		10/01/40		265,857		278,994
Federal National Mortgage Association, Pool #AS9830 4.00%		06/01/47		500,223		474,853
Federal National Mortgage Association, Pool #BN7755 3.00%		09/01/49		2,753,824		2,448,304
Federal National Mortgage Association, Pool #BQ6913 2.00%		12/01/51		8,762,164		7,104,349
Federal National Mortgage Association, Pool #BQ7006 2.00%		01/01/52		7,139,167		5,786,194
Federal National Mortgage Association, Pool #BV8464 3.00%		04/01/52		4,018,394		3,522,384
Federal National Mortgage Association, Pool #CA1710 4.50%		05/01/48		1,287,315		1,253,240
Federal National Mortgage Association, Pool #CA1711 4.50%		05/01/48		913,471		889,291
Federal National Mortgage Association, Pool #CA2208 4.50%		08/01/48		728,354		709,075
Federal National Mortgage Association, Pool #CA2327 4.00%		09/01/48		438,864		419,418
Federal National Mortgage Association, Pool #CB0610 2.50%		05/01/51		7,014,153		5,946,036
Federal National Mortgage Association, Pool #CB2313 2.50%		12/01/51		7,624,496		6,473,082

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Federal National Mortgage Association, Pool #CB3289 2.00%		04/01/52	$	9,734,524	$	7,926,200
Federal National Mortgage Association, Pool #FM2318 3.50%		09/01/49		268,922		247,996
Federal National Mortgage Association, Pool #FM2870 3.00%		03/01/50		1,790,134		1,590,970
Federal National Mortgage Association, Pool #FS1598 2.00%		04/01/52		7,990,529		6,468,607
Federal National Mortgage Association, Pool #MA1146 4.00%		08/01/42		582,492		556,591
Federal National Mortgage Association, Pool #MA1561 3.00%		09/01/33		1,169,569		1,095,943
Federal National Mortgage Association, Pool #MA1584 3.50%		09/01/33		1,726,899		1,646,838
Federal National Mortgage Association, Pool #MA3182 3.50%		11/01/47		303,446		279,056
Federal National Mortgage Association, Pool #MA4093 2.00%		08/01/40		4,099,537		3,485,573
Federal National Mortgage Association, Pool #MA4152 2.00%		10/01/40		5,118,802		4,350,072
Federal National Mortgage Association, Pool #MA4281 2.00%		03/01/51		7,371,390		5,995,140
Federal National Mortgage Association, Pool #MA4387 2.00%		07/01/41		2,799,496		2,364,310
Federal National Mortgage Association, Pool #MA4465 2.00%		11/01/51		2,170,250		1,759,211
Federal National Mortgage Association, Pool #MA4512 2.50%		01/01/52		7,998,208		6,746,336
Federal National Mortgage Association, Pool #MA4548 2.50%		02/01/52		7,352,629		6,203,926
Federal National Mortgage Association, Pool #MA4579 3.00%		04/01/52		7,258,177		6,363,561
Federal National Mortgage Association REMIC Trust Series 2004-W10, Class A6 (PAC) 5.75%		08/25/34		645,486		643,369
Federal National Mortgage Association REMICS Series 2001-14, Class SH (I/F) 9.68% (-30 day USD SOFR Average + 27.424%)(3)		03/25/30		44,704		50,243
Federal National Mortgage Association REMICS Series 2001-34, Class FV 5.68% (30 day USD SOFR Average + 0.614%)(3)		08/25/31		60,314		60,184
Federal National Mortgage Association REMICS Series 2007-89, Class GF 5.70% (30 day USD SOFR Average + 0.634%)(3)		09/25/37		270,999		268,116
Federal National Mortgage Association REMICS Series 2008-30, Class SA (I/O) (I/F) 1.67% (-30 day USD SOFR Average + 6.736%)(3)		04/25/38		46,534		4,697
Federal National Mortgage Association REMICS Series 2008-62, Class SN (I/O) (I/F) 1.02% (-30 day USD SOFR Average + 6.086%)(3)		07/25/38		45,544		2,532
Federal National Mortgage Association REMICS Series 2009-64, Class TB 4.00%		08/25/29		492,693		477,783
Federal National Mortgage Association REMICS Series 2009-68, Class SA (I/O) (I/F) 1.57% (-30 day USD SOFR Average + 6.636%)(3)		09/25/39		35,779		3,873
Federal National Mortgage Association REMICS Series 2010-26, Class AS (I/O) (I/F) 1.15% (-30 day USD SOFR Average + 6.216%)(3)		03/25/40		529,811		28,986
Federal National Mortgage Association REMICS Series 2011-111, Class DB 4.00%		11/25/41		1,127,732		1,078,547
Federal National Mortgage Association REMICS Series 2018-38, Class LA 3.00%		06/25/48		854,841		756,354
Federal National Mortgage Association REMICS Series 2018-43, Class CT 3.00%		06/25/48		636,119		566,255
Federal National Mortgage Association REMICS Series 2019-79, Class FA 5.68% (30 day USD SOFR Average + 0.614%)(3)		01/25/50		1,492,833		1,453,987
Government National Mortgage Association, Pool #608259 4.50%		08/15/33		15,682		15,333
Government National Mortgage Association, Pool #782114 5.00%		09/15/36		56,565		56,933
Government National Mortgage Association, Pool #MA3521 3.50%		03/20/46		865,930		810,380
Government National Mortgage Association, Pool #MA3597 3.50%		04/20/46		834,173		780,660
Government National Mortgage Association, Pool #MA3662 3.00%		05/20/46		373,966		338,116
Government National Mortgage Association, Pool #MA3663 3.50%		05/20/46		822,672		769,896
Government National Mortgage Association, Pool #MA4126 3.00%		12/20/46		2,234,037		2,016,381
Government National Mortgage Association, Pool #MA4127 3.50%		12/20/46		1,174,849		1,097,278
Government National Mortgage Association, Pool #MA4196 3.50%		01/20/47		686,052		640,754
Government National Mortgage Association, Pool #MA4454 5.00%		05/20/47		284,470		285,872
Government National Mortgage Association, Pool #MA4510 3.50%		06/20/47		332,595		310,181
Government National Mortgage Association, Pool #MA4589 5.00%		07/20/47		669,683		672,566
Government National Mortgage Association, Pool #MA4722 5.00%		09/20/47		222,535		223,424
Government National Mortgage Association, Pool #MA4777 3.00%		10/20/47		268,296		242,254
Government National Mortgage Association, Pool #MA4836 3.00%		11/20/47		1,042,944		940,356
Government National Mortgage Association, Pool #MA4837 3.50%		11/20/47		2,156,656		2,009,542
Government National Mortgage Association, Pool #MA4838 4.00%		11/20/47		622,628		595,195
Government National Mortgage Association, Pool #MA4901 4.00%		12/20/47		1,056,929		1,010,359
Government National Mortgage Association, Pool #MA5078 4.00%		03/20/48		748,880		715,742
Government National Mortgage Association, Pool #MA5399 4.50%		08/20/48		1,489,421		1,452,906
Government National Mortgage Association, Pool #MA5466 4.00%		09/20/48		51,446		49,101

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Government National Mortgage Association, Pool #MA5467 4.50%		09/20/48	$	90,506	$	88,367
Government National Mortgage Association, Pool #MA6030 3.50%		07/20/49		77,000		69,750
Government National Mortgage Association, Pool #MA6209 3.00%		10/20/49		569,415		494,543
Government National Mortgage Association REMICS Series 2008-27, Class SI (I/O) (I/F) 1.10% (-1 mo. USD Term SOFR + 6.356%)(3)		03/20/38		146,115		15,066
Government National Mortgage Association REMICS Series 2008-81, Class S (I/O) (I/F) 0.83% (-1 mo. USD Term SOFR + 6.086%)(3)		09/20/38		563,974		54,455
Government National Mortgage Association REMICS Series 2010-1, Class S (I/O) (I/F) 0.38% (- 1 mo. USD Term SOFR + 5.636%)(3)		01/20/40		825,312		61,908
Government National Mortgage Association REMICS Series 2018-124, Class NW 3.50%		09/20/48		758,194		696,621
Government National Mortgage Association, TBA
2.50%(7)		12/01/51		18,600,000		16,050,290
4.50%(7)		04/01/53		6,250,000		6,012,451
5.00%(7)		04/01/53		2,975,000		2,916,368
Uniform Mortgage-Backed Security, TBA
2.00%(7)		12/01/51		34,200,000		27,686,450
2.50%(7)		01/01/52		30,450,000		25,666,448
3.00%(7)		03/01/52		35,425,000		31,017,698
3.50%(7)		04/01/52		13,875,000		12,572,864
4.00%(7)		06/01/52		24,100,000		22,517,495
4.50%(7)		04/01/53		35,825,000		34,318,114
5.00%(7)		04/01/53		47,350,000		46,273,477
5.50%(7)		04/01/53		26,100,000		25,934,837
Total Residential Mortgage-Backed Securities—Agency (Cost: $458,219,346)						439,886,013
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—5.9%
Ajax Mortgage Loan Trust Series 2019-F, Class A1 2.86%(2)		07/25/59		1,912,060		1,794,306
Bayview MSR Opportunity Master Fund Trust Series 2021-5, Class A5 2.50%(2),(6)		11/25/51		4,047,580		3,481,827
CIM Trust Series 2021-J1, Class A1 2.50%(2),(6)		03/25/51		9,577,573		7,686,003
Citigroup Mortgage Loan Trust, Inc. Series 2005-5, Class 2A2 5.75%(5)		08/25/35		150,110		106,761
Citigroup Mortgage Loan Trust, Inc. Series 2006-AMC1, Class A1 5.70% (1 mo. USD Term SOFR + 0.404%)(2),(3)		09/25/36		6,294,966		5,991,759
CSMC Trust Series 2018-RPL9, Class A 3.85%(2),(6)		09/25/57		2,258,228		2,114,718
CSMC Trust Series 2022-ATH2, Class A1 4.55%(2),(6)		05/25/67		3,496,279		3,351,015
Fremont Home Loan Trust Series 2005-E, Class 2A4 6.07% (1 mo. USD Term SOFR + 0.774%)(3)		01/25/36		4,865,203		4,560,275
GS Mortgage-Backed Securities Trust Series 2018-RPL1, Class A1A 3.75%(2)		10/25/57		1,885,647		1,781,336
GS Mortgage-Backed Securities Trust Series 2021-INV1, Class A6 2.50%(2),(6)		12/25/51		3,721,316		3,201,467
GSAA Home Equity Trust Series 2005-11, Class 2A2 6.05% (1 mo. USD Term SOFR + 0.754%)(3)		10/25/35		745,487		728,665
IndyMac INDX Mortgage Loan Trust Series 2005-AR6, Class 2A1 5.89% (1 mo. USD Term SOFR + 0.594%)(3)		04/25/35		447,909		363,157
JPMorgan Mortgage Trust Series 2021-14, Class A3 2.50%(2),(6)		05/25/52		4,922,670		3,965,826
JPMorgan Mortgage Trust Series 2021-INV3, Class A3 2.50%(2),(6)		12/25/51		7,222,960		6,225,316
JPMorgan Mortgage Trust Series 2022-1, Class A3 2.50%(2),(6)		07/25/52		8,578,061		6,889,256
Morgan Stanley ABS Capital I, Inc. Trust Series 2004-WMC2, Class M1 6.33% (1 mo. USD Term SOFR + 1.029%)(3)		07/25/34		546,565		510,913
Morgan Stanley Mortgage Loan Trust Series 2004-3, Class 4A 5.65%(6)		04/25/34		75,587		73,476
Option One Mortgage Loan Trust Series 2005-2, Class M1 6.07% (1 mo. USD Term SOFR + 0.774%)(3)		05/25/35		97,412		97,055
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-WCW2, Class M3 6.24% (1 mo. USD Term SOFR + 0.939%)(3)		07/25/35		10,000,000		9,308,492
Starwood Mortgage Residential Trust Series 2021-3, Class A1 1.13%(2),(6)		06/25/56		2,409,095		1,943,703
Structured Asset Investment Loan Trust Series 2004-6, Class A3 6.21% (1 mo. USD Term SOFR + 0.914%)(3)		07/25/34		1,748,681		1,699,583
Structured Asset Securities Corp. Mortgage Pass-Through Certificates Series 2003-34A, Class 5A4 5.65%(6)		11/25/33		163,738		157,714
WaMu Mortgage Pass-Through Certificates Trust Series 2005-AR15, Class A1A1 5.93% (1 mo. USD Term SOFR + 0.634%)(3)		11/25/45		4,081,814		3,592,750
WaMu Mortgage Pass-Through Certificates Trust Series 2005-AR3, Class A2 4.07%(6)		03/25/35		476,513		466,710
Wells Fargo Alternative Loan Trust Series 2007-PA3, Class 2A1 6.00%(5)		07/25/37		42,472		36,456
Wells Fargo Home Equity Asset-Backed Securities Trust Series 2004-2, Class A33 6.41% (1 mo. USD Term SOFR + 1.114%)(3)		10/25/34		2,486,195		2,440,853

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Wells Fargo Home Equity Asset-Backed Securities Trust Series 2005-3, Class M6 6.42% (1 mo. USD Term SOFR + 1.119%)(3)		11/25/35	$	188,607	$	188,450
Total Residential Mortgage-Backed Securities—Non-Agency (Cost: $78,094,499)						72,757,842
U.S. TREASURY SECURITIES—19.6%
U.S. Treasury Bonds
2.00%		11/15/41		5,087,000		3,647,091
3.63%		05/15/53		32,093,000		29,989,404
3.88%		05/15/43		78,970,000		75,367,665
U.S. Treasury Inflation-Indexed Notes
1.13%		01/15/33		9,212,602		8,809,662
1.25%		04/15/28		8,020,567		7,785,277
U.S. Treasury Notes
3.38%		05/15/33		20,384,000		19,446,018
4.00%		06/30/28		35,230,000		34,952,013
4.13%		07/31/28		53,055,000		52,961,739
4.75%		07/31/25		8,800,000		8,786,991
Total U.S. Treasury Securities (Cost: $243,227,691)						241,745,860
U.S. GOVERNMENT AGENCY OBLIGATIONS—2.2%
Federal Home Loan Banks
5.30%(8)		05/22/24		13,370,000		13,342,859
5.37%(8)		05/21/24		13,200,000		13,142,354
Total U.S. Government Agency Obligations (Cost: $26,570,000)						26,485,213
Total Fixed Income Securities (Cost: $1,308,375,465)						1,248,532,091
			Shares
MONEY MARKET INVESTMENTS—9.3%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 5.19%(9)				114,453,963		114,453,963
Total Money Market Investments (Cost: $114,453,963)						114,453,963
			Principal Amount
SHORT TERM INVESTMENTS—9.5%
U.S. TREASURY SECURITIES—9.5%
U.S. Treasury Bills
5.21%(8)		10/26/23	$	30,000,000		29,623,213
4.82%(8)		08/15/23		17,695,000		17,658,761
5.25%(8)		10/05/23		18,000,000		17,829,267
5.33%(8)		11/07/23		35,000,000		34,498,362
5.36%(8)		11/14/23		2,112,000		2,079,575
4.87%(8)		08/31/23		15,970,000		15,900,165
Total U.S. Treasury Securities (Cost: $117,608,068)						117,589,343
Total Short Term Investments (Cost: $117,608,068)						117,589,343
Total Investments (120.2%) (Cost: $1,540,437,496)						1,480,575,397
Liabilities In Excess Of Other Assets (-20.2%)						(249,240,335	)
Net Assets (100.0%)					$	1,231,335,062

FUTURES CONTRACTS
Number of     Contracts	Type	Expiration Date		Notional			Market Value			Net Unrealized Appreciation (Depreciation)
Long Futures
2,521	2-Year U.S. Treasury Note Futures		09/29/23	$	518,560,668		$	511,841,781		$	(6,718,887	)
358	5-Year U.S. Treasury Note Futures		09/29/23		39,080,782			38,241,672			(839,110	)
25	U.S. Ultra Long Bond Futures		09/20/23		3,406,433			3,305,469			(100,964	)
				$	561,047,883		$	553,388,922		$	(7,658,961	)
Short Futures
108	10-Year U.S. Treasury Note Futures		09/20/23	$	(12,915,841	)	$	(12,634,312	)	$	281,529
11	30-Year Euro-Buxl Future		09/7/23		(1,674,141	)		(1,632,194	)		41,947
44	Euro-Bobl Future		09/7/23		(5,699,627	)		(5,622,081	)		77,546
40	Euro-Bund Future		09/7/23		(5,971,009	)		(5,865,568	)		105,441
				$	(26,260,618	)	$	(25,754,155	)	$	506,463

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

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		15,558,000		10/13/23	$	16,990,445	$	17,213,959	$	(223,514	)
Citibank N.A.		GBP		778,000		10/13/23		998,320		1,001,238		(2,918	)
							$	17,988,765	$	18,215,197	$	(226,432	)

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
$4,399,000(11)		09/20/53		Annual		3.000%		Annual		12-Month SOFOR	$	270,456	$	—	$	270,456
4,410,000(11)		09/20/53		Annual		3.000%		Annual		12-Month SOFOR		271,133		—		271,133
											$	541,589	$	—	$	541,589

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Notes to the Schedule of Investments:

ABS	Asset-Backed Securities.
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.
LIBOR	London Interbank Offered Rate.
PAC	Planned Amortization Class.
REIT	Real Estate Investment Trust.
REMIC	Real Estate Mortgage Investment Conduit.
SOFR	Secured Overnight Financing Rate.
TAC	Target Amortization Class.
TBA	To Be Announced.
CHF	Swiss Franc.
EUR	Euro Currency.
GBP	British Pound Sterling.
(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 July 31, 2023, the value of these securities amounted to $12,458,989 or 1.0% 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 July 31, 2023, the value of these securities amounted to $207,118,875 or 16.8% 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 July 31, 2023.
(4)	For fair value measurement disclosure purposes, security is categorized as Level 3. Security is valued using significant unobservable inputs.
(5)	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.
(6)	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.
(7)	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.
(8)	Rate shown represents yield-to-maturity.
(9)	Rate disclosed is the 7-day net yield as of July 31, 2023.
(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) July 31, 2023

Sector	Percentage of Net Assets
Residential Mortgage-Backed Securities—Agency		35.7	%
U.S. Treasury Securities		29.1
Corporate Bonds		27.4
Money Market Investments		9.3
Asset-Backed Securities		6.9
Residential Mortgage-Backed Securities—Non-Agency		5.9
Commercial Mortgage-Backed Securities—Non-Agency		2.7
U.S. Government Agency Obligations		2.2
Commercial Mortgage-Backed Securities—Agency		0.5
Municipal Bonds		0.5
Other*		(20.2	)
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) July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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*	$	—		$	336,961,706		$	—	$	336,961,706
Municipal Bonds		—			6,577,706			—		6,577,706
Asset-Backed Securities		—			80,916,362			3,815,799		84,732,161
Commercial Mortgage-Backed Securities—Agency		—			6,675,390			—		6,675,390
Commercial Mortgage-Backed Securities—Non-Agency		—			32,710,200			—		32,710,200
Residential Mortgage-Backed Securities—Agency		—			439,886,013			—		439,886,013
Residential Mortgage-Backed Securities—Non-Agency		—			72,757,842			—		72,757,842
U.S. Treasury Securities		225,150,921			16,594,939			—		241,745,860
U.S. Government Agency Obligations		—			26,485,213			—		26,485,213
Total Fixed Income Securities		225,150,921			1,019,565,371			3,815,799		1,248,532,091
Money Market Investments		114,453,963			—			—		114,453,963
Short Term Investments		117,589,343			—			—		117,589,343
Total Investments	$	457,194,227		$	1,019,565,371		$	3,815,799	$	1,480,575,397
Asset Derivatives
Futures Contracts
Interest Rate Risk		506,463			—			—		506,463
Swap Agreements
Interest Rate Risk		—			541,589			—		541,589
Total	$	457,700,690		$	1,020,106,960		$	3,815,799	$	1,481,623,449
Liability Derivatives
Futures Contracts
Interest Rate Risk	$	(7,658,961	)	$	—		$	—	$	(7,658,961	)
Forward Currency Contracts
Foreign Currency Risk		—			(226,432	)		—		(226,432	)
Total	$	(7,658,961	)	$	(226,432	)	$	—	$	(7,885,393	)

* See Schedule of Investments for corresponding industries.

TCW Emerging Markets Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—98.0% of Net Assets
Angola—1.8%
Angola Government International Bonds
8.00%(1)		11/26/29	$	5,948,000	$	5,281,295
8.25%(2)		05/09/28		38,215,000		35,413,840
8.75%(2)		04/14/32		34,935,000		30,767,255
Total Angola (Cost: $68,619,893)						71,462,390
Argentina—1.9%
Argentina Government International Bonds
3.50%		07/09/41		97,696,683		31,854,384
3.63%		07/09/35		48,571,035		15,183,503
4.25%		01/09/38		86,382,818		31,251,191
Total Argentina (Cost: $84,010,346)						78,289,078
Bahrain—2.8%
Bahrain Government International Bonds
5.63%(1)		05/18/34		30,422,000		27,419,349
6.75%(1)		09/20/29		8,775,000		8,862,750
7.75%(2)		04/18/35		53,082,000		55,248,807
Oil & Gas Holding Co. BSCC
7.50%(1)		10/25/27		17,985,000		18,395,058
7.50%(2)		10/25/27		3,000,000		3,068,400
Total Bahrain (Cost: $108,952,652)						112,994,364
Brazil—3.2%
Acu Petroleo Luxembourg Sarl 7.50%(2)		07/13/35		16,261,506		14,583,318
Brazil Government International Bonds 6.00%		10/20/33		46,600,000		46,297,100
Brazil Notas do Tesouro Nacional Series F
10.00%		01/01/25	BRL	62,300,000		13,084,161
10.00%		01/01/29	BRL	153,700,000		31,854,047
CSN Resources SA 4.63%(2)		06/10/31	$	13,360,000		10,613,184
Globo Comunicacao e Participacoes SA 5.50%(2)		01/14/32		12,357,000		10,408,301
MC Brazil Downstream Trading Sarl 7.25%(2)		06/30/31		2,462,009		1,610,892
Total Brazil (Cost: $127,327,289)						128,451,003
Chile—3.3%
AES Andes SA 7.13% (5 yr. USD Swap + 4.644%)(2), (3)		03/26/79		19,856,000		19,070,695
Chile Government International Bonds
3.50%		01/31/34		16,150,000		14,194,269
4.95%		01/05/36		22,850,000		22,559,805
5.33%		01/05/54		38,723,952		38,600,035
Corp. Nacional del Cobre de Chile
3.00%(1)		09/30/29		19,610,000		17,363,773
5.13%(1)		02/02/33		19,740,000		19,496,384
Total Chile (Cost: $132,387,780)						131,284,961
Colombia—4.1%
Colombia Government International Bonds
7.38%		09/18/37		23,425,000		23,211,833
7.50%		02/02/34	$	41,040,000		41,573,725
Colombia TES Series B 7.50%		08/26/26	COP	97,043,500,000		23,482,955
Ecopetrol SA
8.63%		01/19/29	$	38,445,000		39,603,156
8.88%		01/13/33		17,801,000		18,263,826
Gran Tierra Energy International Holdings Ltd. 6.25%(1)		02/15/25		14,397,000		12,705,496
Gran Tierra Energy, Inc. 7.75%(1)		05/23/27		6,803,000		5,425,524
Total Colombia (Cost: $160,481,726)						164,266,515
Costa Rica—1.1% (Cost: $42,364,526)
Costa Rica Government International Bonds 6.55%(2)		04/03/34		42,099,000		42,730,485
Dominican Republic—2.9%
Dominican Republic International Bonds
4.50%(2)		01/30/30		15,336,000		13,626,419
4.88%(2)		09/23/32		44,169,000		38,404,946
5.50%(2)		02/22/29		35,805,000		34,090,836
6.00%(1)		07/19/28		17,795,000		17,463,657
6.85%(1)		01/27/45		14,850,000		13,948,605
Total Dominican Republic (Cost: $112,049,414)						117,534,463
Ecuador—1.1%
Ecuador Government International Bonds
3.50%(2)		07/31/35		53,305,699		18,590,487
6.00%(1)		07/31/30		49,935,126		23,993,828
Total Ecuador (Cost: $57,501,150)						42,584,315
Egypt—2.3%
Egypt Government International Bonds
5.88%(1)		02/16/31		17,767,000		11,084,032
7.05%(2)		01/15/32		39,803,000		25,418,992
7.30%(1)		09/30/33		46,910,000		29,178,958
7.50%(1)		02/16/61		14,350,000		7,892,213
8.50%(1)		01/31/47		28,532,000		16,748,997
Total Egypt (Cost: $93,864,941)						90,323,192
El Salvador—1.3%
El Salvador Government International Bonds
6.38%(1)		01/18/27		25,114,000		18,758,043
7.12%(1)		01/20/50		30,650,000		18,869,667
8.25%(1)		04/10/32		18,820,000		13,346,819
Total El Salvador (Cost: $54,922,581)						50,974,529
Gabon—0.6% (Cost: $26,859,093)
Gabon Government International Bonds 6.63%(1)		02/06/31		28,413,000		24,187,987
Ghana—1.6%
Ghana Government International Bonds
6.38%(1), (4)		02/11/27		36,120,000		16,563,910
7.63%(1), (4)		05/16/29		52,461,000		24,000,907
7.75%(1), (4)		04/07/29		21,562,000		9,884,021
7.88%(1), (4)		03/26/27		3,264,000		1,530,816
8.13%(1), (4)		03/26/32		11,893,000		5,471,553
8.88%(1), (4)		05/07/42		14,256,000		6,389,753
Total Ghana (Cost: $59,769,705)						63,840,960
Guatemala—1.0%
Banco Industrial SA 4.88% (5 yr. CMT + 4.442%)(2), (3)		01/29/31		4,800,000		4,488,000
Guatemala Government Bonds 6.60%(2)		06/13/36		36,450,000		37,397,700
Total Guatemala (Cost: $41,332,269)						41,885,700
Hungary—3.4%
Hungary Government Bonds 4.75%		11/24/32	HUF	8,960,930,000		21,274,623
Hungary Government International Bonds 5.25%(2)		06/16/29	$	14,076,000		13,845,154

TCW Emerging Markets Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
5.50%(1)		06/16/34	$	6,326,000	$	6,181,166
6.75%(2)		09/25/52		24,590,000		25,785,443
Magyar Export-Import Bank Zrt 6.13%(2)		12/04/27		26,690,000		26,758,860
MVM Energetika Zrt 7.50%(1)		06/09/28		24,375,000		25,001,633
OTP Bank Nyrt 8.75% (5 yr. CMT + 5.060%)(1), (3)		05/15/33		15,395,000		15,478,133
Total Hungary (Cost: $130,386,628)						134,325,012
India—0.8%
Greenko Power II Ltd. 4.30%(1)		12/13/28		10,480,750		9,248,630
India Airport Infra 6.25%(1)		10/25/25		10,950,000		10,666,395
India Green Power Holdings 4.00%(1)		02/22/27		13,970,000		12,535,281
Total India (Cost: $30,397,058)						32,450,306
Indonesia—4.4%
Freeport Indonesia PT
5.32%(2)		04/14/32		20,270,000		19,303,735
6.20%(1)		04/14/52		9,537,000		8,930,447
Indonesia Asahan Aluminium PT/Mineral Industri Indonesia Persero PT
4.75%(2)		05/15/25		16,390,000		16,072,034
5.45%(2)		05/15/30		55,536,000		54,382,517
Indonesia Government International Bonds 5.25%(1)		01/17/42		28,041,000		28,509,285
Indonesia Treasury Bonds 7.00%		02/15/33	IDR	216,241,000,000		15,121,097
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
4.88%(1)		07/17/49	$	20,673,000		17,084,787
5.25%(1)		05/15/47		19,477,000		17,220,723
Total Indonesia (Cost: $177,810,019)						176,624,625
Iraq—0.1% (Cost: $4,577,223)
Iraq International Bonds 5.80%(1)		01/15/28		4,938,750		4,599,952
Israel—1.4%
Energian Israel Finance Ltd.
4.88%(1)		03/30/26		21,490,700		20,112,609
5.38%(1)		03/30/28		10,230,000		9,304,594
5.88%(1)		03/30/31		19,007,000		16,672,940
Leviathan Bond Ltd. 6.75%(1)		06/30/30		11,104,000		10,498,832
Total Israel (Cost: $57,437,153)						56,588,975
Ivory Coast—0.4% (Cost: $14,733,519)
Ivory Coast Government International Bonds 4.88%(2)		01/30/32	EUR	18,603,000		16,701,182
Jordan—1.5%
Jordan Government International Bonds
4.95%(1)		07/07/25	$	11,235,000		10,964,068
7.50%(2)		01/13/29		24,500,000		24,763,253
7.75%(2)		01/15/28		25,720,000		26,545,483
Total Jordan (Cost: $60,457,483)						62,272,804
Kazakhstan—2.7%
KazMunayGas National Co. JSC
4.75%(2)		04/19/27		59,920,000		57,354,825
5.75%(1)		04/19/47		58,865,000		49,653,805
Total Kazakhstan (Cost: $103,220,721)						107,008,630
Kenya—1.2%
Republic of Kenya Government International Bonds
6.30%(1)		01/23/34		26,978,000		20,589,609
6.88%(1)		06/24/24		17,758,000		17,022,819
7.00%(1)		05/22/27		12,075,000		10,956,070
Total Kenya (Cost: $46,478,283)						48,568,498
Mexico—6.7%
BBVA Bancomer SA 5.13% (5 yr. CMT + 2.650%)(1), (3)		01/18/33		11,061,000		9,648,510
Cemex SAB de CV 5.13% (5 yr. CMT + 4.534%)(2), (3), (5)		06/08/26		21,993,000		20,406,205
Mexico Bonos 7.50%		05/26/33	MXN	566,917,300		30,948,373
Mexico Government International Bonds
6.34%		05/04/53	$	46,575,000		47,650,882
6.35%		02/09/35		59,225,000		62,352,080
Petroleos Mexicanos
5.35%		02/12/28		43,974,000		36,146,628
6.49%		01/23/27		36,498,000		32,519,718
6.88%		08/04/26		31,117,000		28,982,374
Total Mexico (Cost: $267,153,177)						268,654,770
Morocco—0.6%
Morocco Government International Bonds
5.95%(2)		03/08/28		11,125,000		11,240,700
6.50%(2)		09/08/33		11,925,000		12,357,281
Total Morocco (Cost: $22,842,724)						23,597,981
Mozambique—0.2% (Cost: $6,972,136)
Mozambique International Bonds 5.00%(1)		09/15/31		9,930,000		7,894,052
Nigeria—2.5%
Nigeria Government International Bonds
6.13%(2)		09/28/28		43,451,000		37,615,531
7.38%(1)		09/28/33		14,190,000		11,793,309
7.70%(2)		02/23/38		31,954,000		25,435,384
8.38%(1)		03/24/29		25,300,000		23,857,900
Total Nigeria (Cost: $101,985,360)						98,702,124
Oman—2.8%
Oman Government International Bonds
6.00%(1)		08/01/29		43,960,000		44,531,480
6.50%(1)		03/08/47		26,200,000		25,267,804
6.75%(1)		01/17/48		30,350,000		30,108,566
Oryx Funding Ltd. 5.80%(1)		02/03/31		11,000,000		10,815,200
Total Oman (Cost: $108,071,271)						110,723,050
Pakistan—1.2%
Pakistan Government International Bonds
6.00%(2)		04/08/26		50,853,000		27,969,150
6.88%(1)		12/05/27		37,960,000		20,718,568
Total Pakistan (Cost: $66,834,612)						48,687,718
Panama—2.9%
Multibank, Inc. 7.75%(2)		02/03/28		3,583,000		3,625,638

TCW Emerging Markets Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Panama Government International Bonds
3.16%		01/23/30	$	32,953,000	$	28,970,797
4.50%		04/16/50		46,105,000		35,909,340
6.40%		02/14/35		46,076,000		48,232,357
Total Panama (Cost: $115,418,115)						116,738,132
Paraguay—0.7%
Paraguay Government International Bonds
3.85%(1)		06/28/33		16,515,000		14,424,201
6.10%(1)		08/11/44		14,456,000		13,842,997
Total Paraguay (Cost: $28,114,519)						28,267,198
Peru—2.8%
Peru Government International Bonds
2.78%		01/23/31		51,554,000		43,902,770
3.00%		01/15/34		81,494,000		67,297,745
Total Peru (Cost: $112,371,481)						111,200,515
Philippines—2.2%
Philippines Government International Bonds
2.95%		05/05/45		11,583,000		8,360,899
3.20%		07/06/46		26,324,000		19,613,297
3.56%		09/29/32		37,245,000		34,038,205
4.20%		03/29/47		13,000,000		11,303,909
5.00%		07/17/33		13,785,000		14,045,537
Total Philippines (Cost: $90,771,453)						87,361,847
Poland—2.8%
Republic of Poland Government Bonds 1.75%		04/25/32	PLN	128,433,000		24,165,505
Republic of Poland Government International Bonds
4.88%		10/04/33	$	66,520,000		65,862,117
5.50%		04/04/53		22,628,000		23,030,779
Total Poland (Cost: $111,858,223)						113,058,401
Qatar—2.3%
QatarEnergy
3.13%(2)		07/12/41		57,381,000		43,740,102
3.30%(1)		07/12/51		63,545,000		46,608,669
Total Qatar (Cost: $91,227,658)						90,348,771
Romania—2.8%
Romania Government International Bonds
6.00%(2)		05/25/34		39,806,000		39,942,933
6.63%(2)		02/17/28		16,324,000		16,955,788
7.13%(2)		01/17/33		30,690,000		32,999,422
7.63%(2)		01/17/53		18,098,000		20,497,795
Total Romania (Cost: $103,214,849)						110,395,938
Saudi Arabia—4.8%
Gaci First Investment Co.
4.88%(1)		02/14/35		42,826,000		41,010,177
5.13%(1)		02/14/53		11,300,000		10,172,780
5.38%(1)		10/13/22		28,035,000		25,293,682
Greensaif Pipelines Bidco Sarl
6.13%(2)		02/23/38		59,760,000		61,361,568
6.51%(2)		02/23/42		54,075,000		56,085,508
Total Saudi Arabia (Cost: $192,893,810)						193,923,715
Senegal—0.2% (Cost: $7,907,049)
Senegal Government International Bonds 5.38%(2)		06/08/37	EUR	12,919,000		10,124,457
South Africa—3.0%
Eskom Holdings SOC Ltd. 6.35%(1)		08/10/28	$	46,890,000		44,942,189
8.45%(1)		08/10/28		13,170,000		13,049,165
Republic of South Africa Government International Bonds
4.85%		09/30/29		23,000,000		20,843,060
5.65%		09/27/47		15,050,000		11,352,215
5.88%		06/22/30		21,395,000		20,125,635
Sasol Financing USA LLC 8.75%(2)		05/03/29		11,210,000		11,233,541
Total South Africa (Cost: $121,750,891)						121,545,805
South Korea—2.6%
Hyundai Capital America
5.50%(2)		03/30/26		23,056,000		22,976,068
5.60%(2)		03/30/28		34,424,000		34,296,339
5.70%(2)		06/26/30		10,596,000		10,562,917
POSCO 5.75%(2)		01/17/28		17,270,000		17,472,059
SK Hynix, Inc. 6.38%(2)		01/17/28		18,470,000		18,799,412
Total South Korea (Cost: $103,671,529)						104,106,795
Sri Lanka—0.4% (Cost: $30,334,008)
Sri Lanka Government International Bonds 6.75%(1), (4)		04/18/28		36,568,000		16,579,705
Tunisia—0.2% (Cost: $7,685,460)
Tunisian Republic 5.75%(1)		01/30/25		9,649,000		6,792,896
Turkey—4.4%
Turkey Government International Bonds
5.75%		05/11/47		38,000,000		28,079,910
9.13%		07/13/30		41,825,000		43,623,475
9.38%		03/14/29		19,925,000		20,921,210
9.38%		01/19/33		48,225,000		51,055,807
9.88%		01/15/28		29,780,000		31,740,239
Total Turkey (Cost: $165,939,987)						175,420,641
Ukraine—0.5%
Ukraine Government International Bonds
7.25%(1), (4)		03/15/35		48,936,000		14,695,481
7.75%(1), (4)		09/01/27		18,518,000		5,856,317
Total Ukraine (Cost: $19,225,187)						20,551,798
United Arab Emirates—3.3%
Abu Dhabi Government International Bonds 3.13%(1)		09/30/49		27,000,000		19,755,900
Finance Department Government of Sharjah 6.50%(2)		11/23/32		35,435,000		36,857,007
Galaxy Pipeline Assets Bidco Ltd.
2.63%(2)		03/31/36		44,326,000		36,018,643
2.94%(2)		09/30/40		23,689,259		19,177,644
MDGH GMTN RSC Ltd.
3.40%(1)		06/07/51		5,450,000		4,134,915
5.08%(1)		05/22/53		16,625,000		16,607,111
Total United Arab Emirates (Cost: $137,272,582)						132,551,220
Uruguay—2.0% (Cost: $78,850,088)
Uruguay Government International Bonds 5.10%		06/18/50		78,968,000		79,099,954
Venezuela—0.4%
Venezuela Government International Bonds
8.25%(1), (4), (6)		10/13/24		60,057,200		5,555,291
9.25%(4), (6)		09/15/27		60,955,000		5,485,950
9.25%(1), (4), (6)		05/07/28		49,048,000		4,414,320
Total Venezuela (Cost: $55,533,009)						15,455,561

TCW Emerging Markets Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Zambia—0.8%
First Quantum Minerals Ltd.
8.63%(2)		06/01/31	$	13,475,000	$	13,845,562
Zambia Government International Bonds
5.38%(1), (4)		09/20/49		25,550,000		13,666,695
8.97%(1), (4)		07/30/27		7,198,000		4,175,560
Total Zambia (Cost: $31,458,371)						31,687,817
Total Fixed Income Securities (Cost: $3,975,299,001)						3,923,420,787
PURCHASED OPTIONS(7) (0.0%) (Cost: $1,731,210)						1,154,140
			Shares
MONEY MARKET INVESTMENTS (1.7%)
State Street Institutional U.S. Government Money Market Fund—Premier Class, 5.19%(8)				65,949,078		65,949,078
Total Money Market Investments (Cost: $65,949,078)						65,949,078
Total Investments (99.7%) (Cost: $4,042,979,289)						3,990,524,005
Excess Of Other Assets Over Liabilities (0.3%)						11,199,355
Total Net Assets (100.0%)					$	4,001,723,360

TCW Emerging Markets Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

PURCHASED OPTIONS—OTC
Description	Counterparty		Exercise Price			Expiration Date		Number of Contracts		Notional Amount		Market Value		Premiums Paid (Received) by Fund		Unrealized Appreciation (Depreciation)
Currency Options
EUR Put / USD Call		BNP Paribas		EUR	1.09		9/27/23	$	193,000,000	$	193,000,000	$	1,154,140	$	1,731,210	$	(577,070	)

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(9)

Standard Chartered Bank

THB

544,956,840

10/18/23

$

15,853,290

$

16,036,225

$

182,935

CREDIT DEFAULT SWAPS
Notional Amount(10)	Expiration Date		Counterparty	Reference Entity	Fixed Deal Pay Rate			Payment Frequency		Unrealized Appreciation (Depreciation)			Premium (Received)		Value(11)
OTC Swaps
$ 91,500,000		6/20/28	Barclays Capital	CDX.EM.39		1.0	%		Quarterly	$	(1,298,614	)	$	4,758,000	$	3,459,386

Notes to the Schedule of Investments:

BRL	Brazilian Real.
COP	Colombian Peso.
EUR	Euro Currency.
IDR	Indonesian Rupiah.
MXN	Mexican Peso.
THB	Thai Baht.
USD	U.S. Dollar.
(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 July 31, 2023, the value of these securities amounted to $1,201,708,613 or 30.0% 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 July 31, 2023, the value of these securities amounted to $1,318,641,697 or 33.0% 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 July 31, 2023.
(4)	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.
(5)	Perpetual maturity.
(6)	For fair value measurement disclosure purposes, security is categorized as Level 3. Security is valued using significant unobservable inputs.
(7)	See options table for description of purchased options.
(8)	Rate disclosed is the 7-day net yield as of July 31, 2023.
(9)	Fund buys foreign currency, sells U.S. Dollar.
(10)	The maximum potential amount the Fund could be required to make as seller of credit protection or receive as buyer of protection if a credit event occurred as defined under the terms of that particular swap agreement.
(11)	The value of a credit default swap agreement serves as an indicator of the current status of the payments/performance risk and represents the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreements.

TCW Emerging Markets Income Fund

Investments by Sector (Unaudited) July 31, 2023

Sector	Percentage of Net Assets
Auto Manufacturers		1.7	%
Banks		0.8
Building Materials		0.5
Chemicals		0.3
Electric		3.7
Energy-Alternate Sources		0.5
Engineering & Construction		0.3
Foreign Government Bonds		66.7
Investment Companies		2.4
Iron & Steel		0.7
Media		0.3
Mining		3.7
Oil & Gas		11.2
Pipelines		4.7
Purchased Options		0.0	*
Semiconductors		0.5
Money Market Investments		1.7
Total		99.7	%

* Amount rounds to less than 0.1%.

TCW Emerging Markets Income Fund

Fair Valuation Summary (Unaudited) July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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
Auto Manufacturers	$	—	$	67,835,324	$	—	$	67,835,324
Banks		—		33,240,281		—		33,240,281
Building Materials		—		20,406,205		—		20,406,205
Chemicals		—		11,233,541		—		11,233,541
Electric		—		147,184,393		—		147,184,393
Energy-Alternate Sources		—		21,783,911		—		21,783,911
Engineering & Construction		—		10,666,395		—		10,666,395
Foreign Government Bonds		—		2,653,814,970		15,455,561		2,669,270,531
Investment Companies		—		97,218,666		—		97,218,666
Iron & Steel		—		28,085,243		—		28,085,243
Media		—		10,408,301		—		10,408,301
Mining		—		149,394,453		—		149,394,453
Oil & Gas		—		450,667,449		—		450,667,449
Pipelines		—		187,226,682		—		187,226,682
Semiconductors		—		18,799,412		—		18,799,412
Total Fixed Income Securities		—		3,907,965,226		15,455,561		3,923,420,787
Purchased Options		—		1,154,140		—		1,154,140
Money Market Investments		65,949,078		—		—		65,949,078
Total Investments	$	65,949,078	$	3,909,119,366	$	15,455,561	$	3,990,524,005
Asset Derivatives
Forward Currency Contracts
Foreign Currency Risk		—		182,935		—		182,935
Swap Agreements
Credit Rate Risk		—		3,459,386		—		3,459,386
Total	$	65,949,078	$	3,912,761,687	$	15,455,561	$	3,994,166,326

TCW Emerging Markets Local Currency Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—95.7% of Net Assets
Brazil—13.2%
Brazil Notas do Tesouro Nacional Series F
10.00%		01/01/25	BRL	39,903,000	$	8,314,867
10.00%		01/01/27	BRL	21,058,000		4,395,133
10.00%		01/01/29	BRL	27,108,000		5,573,582
10.00%		01/01/31	BRL	2,262,000		462,913
Total Brazil (Cost: $17,262,812)						18,746,495
Chile—2.2%
Bonos de la Tesoreria de la Republica en pesos
4.70%(1)		09/01/30	CLP	1,295,000,000		1,491,456
5.00%(1)		10/01/28	CLP	370,000,000		433,254
5.00%		03/01/35	CLP	435,000,000		509,840
6.00%(1)		04/01/33	CLP	475,000,000		606,152
Total Chile (Cost: $3,000,277)						3,040,702
China—4.0%
Agricultural Development Bank of China
2.25%		04/22/25	CNY	7,230,000		1,010,965
China Government Bonds
2.75%		06/15/29	CNY	9,570,000		1,351,465
3.27%		11/19/30	CNY	22,980,000		3,377,430
Total China (Cost: $5,918,673)						5,739,860
Colombia—4.6%
Colombia TES Series B
5.75%		11/03/27	COP	4,708,300,000		1,037,837
6.00%		04/28/28	COP	4,960,700,000		1,085,936
6.25%		07/09/36	COP	1,628,500,000		299,285
7.00%		06/30/32	COP	8,974,300,000		1,887,348
7.50%		08/26/26	COP	3,476,800,000		841,329
7.75%		09/18/30	COP	6,322,500,000		1,438,103
Total Colombia (Cost: $6,169,881)						6,589,838
Czech Republic—6.2%
Czech Republic Government Bonds
0.95%(1)		05/15/30	CZK	19,490,000		734,295
1.00%(1)		06/26/26	CZK	24,560,000		1,022,142
1.25%		02/14/25	CZK	9,850,000		427,772
1.75%		06/23/32	CZK	46,290,000		1,784,107
2.00%		10/13/33	CZK	60,240,000		2,315,716
3.50%		05/30/35	CZK	10,820,000		474,121
5.50%		12/12/28	CZK	41,720,000		2,054,438
Total Czech Republic (Cost: $8,508,794)						8,812,591
Hungary—3.2%
Hungary Government Bonds
1.00%		11/26/25	HUF	30,340,000		72,442
2.50%		10/24/24	HUF	1,046,850,000		2,723,708
2.75%		12/22/26	HUF	183,000,000		433,654
3.00%		10/27/27	HUF	139,470,000		330,249
3.25%		10/22/31	HUF	217,910,000		476,139
5.50%		06/24/25	HUF	196,930,000		521,673
Total Hungary (Cost: $4,689,757)						4,557,865
Indonesia—9.7%
Indonesia Treasury Bonds
6.13%		05/15/28	IDR	51,662,000,000		3,439,566
6.38%		04/15/32	IDR	22,066,000,000		1,468,077
7.00%		09/15/30	IDR	28,500,000,000		1,965,139
7.00%		02/15/33	IDR	2,093,000,000		146,357
7.50%		08/15/32	IDR	29,589,000,000		2,117,733
7.50%		06/15/35	IDR	5,097,000,000		368,157
8.38%		09/15/26	IDR	21,483,000,000		1,522,187
8.38%		03/15/34	IDR	7,341,000,000		560,554
9.00%		03/15/29	IDR	29,008,000,000		2,186,738
Total Indonesia (Cost: $13,170,864)						13,774,508
Malaysia—11.0%
Malaysia Government Bonds
3.58%		07/15/32	MYR	14,172,000		3,072,398
3.73%		06/15/28	MYR	11,291,000		2,513,099
3.76%		05/22/40	MYR	3,750,000		798,987
3.89%		08/15/29	MYR	10,965,000		2,448,984
4.76%		04/07/37	MYR	16,471,000		3,935,701
4.89%		06/08/38	MYR	8,789,000		2,139,176
Malaysia Government Investment Issue 3.47%		10/15/30	MYR	3,583,000		776,718
Total Malaysia (Cost: $15,460,836)						15,685,063
Mexico—11.5%
Mexico Bonos
5.00%		03/06/25	MXN	17,268,900		956,590
5.75%		03/05/26	MXN	32,846,800		1,792,799
7.50%		05/26/33	MXN	42,110,000		2,298,811
7.75%		05/29/31	MXN	49,982,000		2,810,438
8.50%		05/31/29	MXN	56,961,400		3,357,543
8.50%		11/18/38	MXN	36,673,300		2,126,074
10.00%		12/05/24	MXN	30,017,700		1,786,909
10.00%		11/20/36	MXN	18,340,500		1,201,650
Total Mexico (Cost: $15,313,485)						16,330,814
Peru—2.5%
Peru Government Bonds
5.40%		08/12/34	PEN	2,817,000		697,186
6.15%		08/12/32	PEN	1,914,000		514,260
7.30%(1)		08/12/33	PEN	2,000,000		576,844
Peru Government International Bonds
6.90%(1)		08/12/37	PEN	3,176,000		885,358
6.95%(1)		08/12/31	PEN	3,075,000		871,623
Total Peru (Cost: $3,312,444)						3,545,271
Poland—7.5%
Republic of Poland Government Bonds
0.75%		04/25/25	PLN	2,035,000		471,230
1.25%		10/25/30	PLN	14,267,000		2,730,467
1.75%		04/25/32	PLN	17,697,000		3,329,806
2.50%		07/25/27	PLN	3,942,000		891,346
2.50%		07/25/26	PLN	10,086,000		2,336,803
2.75%		10/25/29	PLN	4,301,000		937,755
Total Poland (Cost: $9,898,780)						10,697,407
Romania—3.8%
Romania Government Bonds
3.25%		06/24/26	RON	4,070,000		836,259
4.15%		01/26/28	RON	7,230,000		1,477,142
4.75%		02/24/25	RON	2,275,000		496,891
6.70%		02/25/32	RON	11,205,000		2,538,091
Total Romania (Cost: $5,227,626)						5,348,383

TCW Emerging Markets Local Currency Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
South Africa—8.8%
Republic of South Africa Government Bonds
6.25%		03/31/36	ZAR	39,384,348	$	1,441,500
7.00%		02/28/31	ZAR	53,010,519		2,427,894
8.00%		01/31/30	ZAR	7,193,725		362,816
8.25%		03/31/32	ZAR	48,856,308		2,349,031
8.50%		01/31/37	ZAR	37,152,125		1,622,817
8.88%		02/28/35	ZAR	72,933,498		3,417,063
10.50%		12/21/26	ZAR	16,160,000		949,768
Total South Africa (Cost: $14,379,199)						12,570,889
Thailand—7.5%
Thailand Government Bonds
1.59%		12/17/35	THB	62,158,000		1,606,319
1.60%		12/17/29	THB	51,440,000		1,426,381
2.00%		12/17/31	THB	105,704,000		2,965,302
2.88%		12/17/28	THB	104,423,000		3,122,523
3.30%		06/17/38	THB	12,905,000		397,920
3.35%		06/17/33	THB	28,130,000		875,107
3.78%		06/25/32	THB	9,857,000		316,261
Total Thailand (Cost: $10,861,511)						10,709,813
Total Fixed Income Securities (Cost: $133,174,939)						136,149,499
PURCHASED OPTIONS(2) (0.1%) (Cost: $156,296)						205,599
			Shares
MONEY MARKET INVESTMENTS—3.8%
State Street Institutional U.S. Government Money Market Fund — Premier Class, 5.19%(3)				5,429,847		5,429,847
Total Money Market Investments (Cost: $5,429,847)						5,429,847
Total Investments (99.6%) (Cost: $138,761,082)						141,784,945
Excess Of Other Assets Over Liabilities (0.4%)						516,450
Total Net Assets (100.0%)					$	142,301,395

TCW Emerging Markets Local Currency Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

PURCHASED OPTIONS—OTC

Description	Counterparty		Exercise Price		Expiration Date		Number of Contracts		Notional Amount		Market Value		Premiums Paid (Received) by Fund		Unrealized Appreciation (Depreciation)
Currency Options
USD Call / ZAR Put		Barclays Capital	ZAR	18.5		9/11/23		3,600,000	$	3,600,000	$	34,639	$	44,424	$	(9,785	)
USD Call / ZAR Put		Standard Chartered Bank	ZAR	18.5		9/11/23		1,582,000		1,582,000		15,222		20,150		(4,928	)
USD Put / KRW Call		Capital Securities Corp.	KRW	1,285		9/27/23		2,000,000		2,000,000		39,380		34,400		4,980
USD Put / THB Call		JPMorgan Chase Bank	THB	35		9/27/23		3,450,000		3,450,000		116,358		57,321		59,037
											$	205,599	$	156,295	$	49,304

WRITTEN OPTIONS—OTC

Description	Counterparty		Exercise Price		Expiration Date		Number of Contracts			Notional Amount			Market Value			Premiums Paid (Received) by Fund			Unrealized Appreciation (Depreciation)
Currency Options
USD Call / ZAR Put		Barclays Capital	ZAR	20		9/11/23		(3,600,000	)	$	(3,600,000	)	$	(5,623	)	$	(7,092	)	$	1,469
USD Call / ZAR Put		Standard Chartered Bank	ZAR	20		9/11/23		(1,582,000	)		(1,582,000	)		(2,471	)		(3,177	)		706
													$	(8,094	)	$	(10,269	)	$	2,175

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		32,563,680		09/14/23	$	4,510,049	$	4,576,333	$	66,284
Bank of America		COP		3,257,478,018		09/05/23		721,000		830,577		109,577
Bank of America		TRY		17,947,313		09/22/23		721,500		646,527		(74,973	)
BNP Paribas S.A.		CNH		3,840,604		09/14/23		532,000		539,739		7,739
BNP Paribas S.A.		HUF		1,886,039,650		10/11/23		5,252,129		5,290,339		38,210
BNP Paribas S.A.		IDR		5,386,861,320		09/06/23		360,500		357,135		(3,365	)
BNP Paribas S.A.		NGN		299,112,001		10/10/23		363,000		398,140		35,140
BNP Paribas S.A.		NGN		178,734,503		11/02/23		223,000		236,529		13,529
BNP Paribas S.A.		TRY		17,405,577		08/04/23		746,700		645,470		(101,230	)
JPMorgan Chase Bank		THB		120,871,363		10/03/23		3,465,349		3,551,776		86,427
JPMorgan Chase Bank		TRY		17,542,434		08/04/23		758,100		650,545		(107,555	)
Morgan Stanley & Co.		EUR		4,778,050		10/11/23		5,272,291		5,286,105		13,814
Morgan Stanley & Co.		MYR		10,090,828		08/11/23		2,200,000		2,239,157		39,157
Standard Chartered Bank		CNH		26,668,010		09/14/23		3,755,001		3,747,786		(7,215	)
Standard Chartered Bank		NGN		288,000,000		10/05/23		360,000		383,836		23,836
							$	29,240,619	$	29,379,994	$	139,375
SELL(5)
BNP Paribas S.A.		COP		3,257,478,018		09/05/23	$	764,128	$	830,577	$	(66,449	)
BNP Paribas S.A.		EUR		4,778,051		10/11/23		5,252,128		5,286,105		(33,977	)
Citibank N.A.		TRY		34,948,011		08/04/23		1,448,922		1,296,015		152,907
JPMorgan Chase Bank		IDR		5,386,861,375		09/06/23		357,101		357,135		(34	)
State Street Bank & Trust Co.		CNY		2,205,998		09/14/23		306,800		310,037		(3,237	)
							$	8,129,079	$	8,079,869	$	49,210

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.
EUR	Euro Currency.
HUF	Hungarian Forint.
IDR	Indonesian Rupiah.

TCW Emerging Markets Local Currency Income Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

MXN	Mexican Peso.
MYR	Malaysian Ringgit.
NGN	Nigeria Naira.
PEN	Peruvian Nuevo Sol.
PLN	Polish Zloty.
RON	Romanian New Leu.
THB	Thai Baht.
TRY	Turkish New Lira.
ZAR	South African Rand.
(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 July 31, 2023, the value of these securities amounted to $6,621,124 or 4.7% of net assets.
(2)	See options table for description of purchased options.
(3)	Rate disclosed is the 7-day net yield as of July 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) July 31, 2023

Sector	Percentage of Net Assets
Banks		0.7	%
Foreign Government Bonds		95.0
Purchased Options		0.1
Money Market Investments		3.8
Total		99.6	%

TCW Emerging Markets Local Currency Income Fund

Fair Valuation Summary (Unaudited) July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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	$	—	$	1,010,965		$	—	$	1,010,965
Foreign Government Bonds		—		135,138,534			—		135,138,534
Total Fixed Income Securities		—		136,149,499			—		136,149,499
Purchased Options		—		205,599			—		205,599
Money Market Investments		5,429,847		—			—		5,429,847
Total Investments		5,429,847		136,355,098			—		141,784,945
Asset Derivatives
Forward Currency Contracts
Foreign Currency Risk		—		586,620			—		586,620
Total	$	5,429,847	$	136,941,718		$	—	$	142,371,565
Liability Derivatives
Written Options
Foreign Currency Risk	$	—	$	(8,094	)	$	—	$	(8,094	)
Forward Currency Contracts
Foreign Currency Risk		—		(398,035	)		—		(398,035	)
Total	$	—	$	(406,129	)	$	—	$	(406,129	)

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—67.7%
ASSET-BACKED SECURITIES—16.4%
AIMCO CLO 11 Ltd. Series 2020-11A, Class AR 6.70% (3 mo. USD Term SOFR + 1.392%)(1),(2)		10/17/34	$	5,000	$	4,979
Carvana Auto Receivables Trust Series 2022-P3, Class A3 4.61%		11/10/27		240,000		232,969
CF Hippolyta Issuer LLC Series 2020-1, Class A1 1.69%(1)		07/15/60		179,890		162,197
CF Hippolyta Issuer LLC Series 2021-1A, Class A1 1.53%(1)		03/15/61		273,310		238,340
Drive Auto Receivables Trust Series 2021-1, Class D 1.45%		01/16/29		427,000		403,515
Dryden 30 Senior Loan Fund Series 2013-30A, Class AR 6.14% (3 mo. USD LIBOR + 0.820%)(1),(2)		11/15/28		56,805		56,410
Edsouth Indenture No. 3 LLC Series 2012-2, Class A 5.91% (30 day USD SOFR Average + 0.844%)(1),(2)		04/25/39		1,586		1,575
Exeter Automobile Receivables Trust Series 2021-1A, Class D 1.08%		11/16/26		340,000		325,342
Flagship Credit Auto Trust Series 2019-4, Class D 3.12%(1)		01/15/26		430,000		416,842
Global SC Finance II SRL Series 2014-1A, Class A2 3.09%(1)		07/17/29		8,788		8,554
Navient Private Education Refi Loan Trust Series 2020-BA, Class A2 2.12%(1)		01/15/69		16,639		15,112
Navient Private Education Refi Loan Trust Series 2021-BA, Class A 0.94%(1)		07/15/69		202,670		175,264
Navient Private Education Refi Loan Trust Series 2021-CA, Class A 1.06%(1)		10/15/69		99,237		85,780
Nelnet Student Loan Trust Series 2012-5A, Class A 5.78% (30 day USD SOFR Average + 0.714%)(1),(2)		10/27/36		1,642		1,612
NYACK Park CLO Ltd. Series 2021-1A, Class X 6.24% (3 mo. USD Term SOFR + 0.912%)(1),(2)		10/20/34		1,741		1,720
Oak Street Investment Grade Net Lease Fund Series 2020-1A, Class A1 1.85%(1)		11/20/50		123,954		110,667
Palmer Square Loan Funding Ltd. Series 2020-1A, Class A1 6.18% (3 mo. USD LIBOR + 0.800%)(1),(2)		02/20/28		30,887		30,830
Palmer Square Loan Funding Ltd. Series 2021-2A, Class A1 6.18% (3 mo. USD LIBOR + 0.800%)(1),(2)		05/20/29		79,979		79,487
PFS Financing Corp. Series 2022-B, Class A 5.67% (30 day USD SOFR Average + 0.600%)(1),(2)		02/15/26		145,000		145,139
Progress Residential Trust Series 2021-SFR1, Class C 1.56%(1)		04/17/38		252,000		221,750
ReadyCap Commercial Mortgage Trust Series 2018-4, Class A 3.39%(1)		02/27/51		71,566		68,263
ReadyCap Commercial Mortgage Trust Series 2019-6, Class A 2.83%(1)		10/25/52		106,789		100,151
Santander Drive Auto Receivables Trust Series 2021-1, Class D 1.13%		11/16/26		330,000		316,064
SLC Student Loan Trust Series 2008-1, Class A4A 7.15% (3 mo. USD LIBOR + 1.600%)(2)		12/15/32		87,278		87,715
SLM Student Loan Trust Series 2005-7, Class A4 5.47% (90 day USD SOFR Average + 0.412%)(2)		10/25/29		2,082		2,073
SLM Student Loan Trust Series 2008-3, Class A3 6.32% (90 day USD SOFR Average + 1.262%)(2)		10/25/21		5,628		5,498
SLM Student Loan Trust Series 2008-3, Class B 6.52% (90 day USD SOFR Average + 1.462%)(2)		04/26/83		10,000		9,232
SLM Student Loan Trust Series 2013-4, Class A 5.73% (30 day USD SOFR Average + 0.664%)(2)		06/25/27		5,591		5,418
SLM Student Loan Trust Series 2013-6, Class A3 5.83% (30 day USD SOFR Average + 0.764%)(2)		06/26/28		6,415		6,227
SoFi Professional Loan Program LLC Series 2017-F, Class A2FX 2.84%(1)		01/25/41		105,031		101,304
SoFi Professional Loan Program LLC Series 2019-A, Class A2FX 3.69%(1)		06/15/48		115,688		111,149
SoFi Professional Loan Program LLC Series 2021-B, Class AFX 1.14%(1)		02/15/47		173,978		145,128
Stack Infrastructure Issuer LLC Series 2019-2A, Class A2 3.08%(1)		10/25/44		84,000		80,173
Stack Infrastructure Issuer LLC Series 2020-1A, Class A2 1.89%(1)		08/25/45		200,000		181,148
Tricon American Homes Trust Series 2017-SFR2, Class B 3.28%(1)		01/17/36		5,000		4,923
U.S. Small Business Administration Series 2009-20G, Class 1 4.30%		07/01/29		37,746		35,979
U.S. Small Business Administration Series 2010-20E, Class 1 4.11%		05/01/30		21,969		20,853
Total Asset-Backed Securities (Cost: $4,097,833)						3,999,382
COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—2.7%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series K726, Class X1 (I/O) 0.90%(3)		04/25/24		9,181,715		29,293
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series KF57, Class A 5.76% (1 mo. USD LIBOR + 0.540%)(2)		12/25/28		53,050		52,756

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series KF66, Class A 5.74% (1 mo. USD LIBOR + 0.520%)(2)		07/25/29	$	35,754	$	35,673
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series KJ31, Class A1 0.57%		05/25/26		7,800		7,503
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series KS07, Class X (I/O) 0.62%(3)		09/25/25		475,954		5,760
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series Q004, Class A2H 4.34%(3)		01/25/46		87,280		86,717
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series Q004, Class AFL 5.17% (1 yr. MTA + 0.740%)(2)		05/25/44		71,004		70,338
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series Q008, Class A 5.61% (1 mo. USD LIBOR + 0.390%)(2)		10/25/45		38,018		37,749
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series Q013, Class APT1 1.74%(3)		05/25/50		67,269		64,139
Federal National Mortgage Association, Pool #AM1671 2.10%		12/01/27		19,405		18,147
Government National Mortgage Association, Pool #776870 4.90%		12/15/52		38,686		38,603
Government National Mortgage Association, Pool #767414 5.55%		02/15/26		8,653		8,621
Government National Mortgage Association, Pool #669551 5.75%		10/15/32		34,238		34,171
Government National Mortgage Association, Pool #625835 6.00%		11/15/34		24,556		24,880
Government National Mortgage Association, Pool #669522 6.00%		07/15/43		25,702		25,922
Government National Mortgage Association, Pool #749547 6.00%		04/15/53		52,434		52,285
Government National Mortgage Association Series 2012-123, Class IO (I/O) 0.63%(3)		12/16/51		85,487		2,012
Government National Mortgage Association Series 2013-1, Class IO (I/O) 0.58%(3)		02/16/54		39,783		446
Government National Mortgage Association Series 2014-157, Class C 3.15%(3)		10/16/54		74,029		71,260
Total Commercial Mortgage-Backed Securities—Agency (Cost: $665,906)						666,275
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—4.4%
Bank Series 2018-BN14, Class A2 4.13%		09/15/60		1,694		1,630
BB-UBS Trust Series 2012-SHOW, Class XA (I/O) 0.60%(1),(3)		11/05/36		6,396,000		41,100
BBCMS Trust Series 2018-BXH, Class A 6.27% (1 mo. USD Term SOFR + 1.047%)(1),(2)		10/15/37		2,599		2,549
Benchmark Mortgage Trust Series 2018-B6, Class A2 4.20%		10/10/51		6,152		6,084
BX Commercial Mortgage Trust Series 2021-CIP, Class A 6.26% (1 mo. USD Term SOFR + 1.035%)(1),(2)		12/15/38		110,000		107,924
BX Trust Series 2021-MFM1, Class A 6.04% (1 mo. USD Term SOFR + 0.814%)(1),(2)		01/15/34		18,085		17,803
BXHPP Trust Series 2021-FILM, Class A 5.99% (1 mo. USD Term SOFR + 0.764%)(1),(2)		08/15/36		100,000		94,460
Citigroup Commercial Mortgage Trust Series 2014-GC21, Class XA (I/O) 1.12%(3)		05/10/47		4,973,500		22,210
Citigroup Commercial Mortgage Trust Series 2015-GC27, Class XA (I/O) 1.30%(3)		02/10/48		1,824,193		24,724
COMM Mortgage Trust Series 2012-CR4, Class A3 2.85%		10/15/45		62,633		57,803
COMM Mortgage Trust Series 2012-CR4, Class XA (I/O) 1.14%(3)		10/15/45		140,668		1
COMM Mortgage Trust Series 2013-CR11, Class XA (I/O) 0.36%(3)		08/10/50		21,315		—
COMM Mortgage Trust Series 2014-CR14, Class A2 3.15%		02/10/47		49,645		49,514
COMM Mortgage Trust Series 2014-CR17, Class XA (I/O) 0.94%(3)		05/10/47		5,168,145		17,155
COMM Mortgage Trust Series 2015-LC23, Class A2 3.22%		10/10/48		56		53
COMM Mortgage Trust Series 2015-PC1, Class A4 3.62%		07/10/50		38,610		37,231
FS Rialto Issuer LLC Series 2019-FL1, Class A 6.54% (1 mo. USD Term SOFR + 1.314%)(1),(2)		12/16/36		52,931		52,702
GS Mortgage Securities Trust Series 2011-GC5, Class XA (I/O) 0.09%(1),(3)		08/10/44		150,056		2
GS Mortgage Securities Trust Series 2014-GC18, Class AAB 3.65%		01/10/47		22,045		21,963
Houston Galleria Mall Trust Series 2015-HGLR, Class A1A1 3.09%(1)		03/05/37		250,000		234,059
JPMBB Commercial Mortgage Securities Trust Series 2013-C17, Class XA (I/O) 0.65%(3)		01/15/47		101,034		65
JPMBB Commercial Mortgage Securities Trust Series 2014-C21, Class ASB 3.43%		08/15/47		5,923		5,842
JPMorgan Chase Commercial Mortgage Securities Trust Series 2013-LC11, Class XA (I/O) 0.95%(3)		04/15/46		643,652		3,171
LB-UBS Commercial Mortgage Trust Series 2006-C6, Class XCL (I/O) 0.43%(1),(3),(4)		09/15/39		289,760		35
MF1 Ltd. Series 2020-FL4, Class A 7.04% (1 mo. USD Term SOFR + 1.814%)(1),(2)		11/15/35		64,446		64,222
Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C15, Class XA (I/O) 0.79%(3)		04/15/47		601,401		451
Morgan Stanley Capital I Trust Series 2015-MS1, Class ASB 3.46%		05/15/48		3,817		3,704

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Wells Fargo Commercial Mortgage Trust Series 2017-SMP, Class A 6.14% (1 mo. USD Term SOFR + 0.922%)(1),(2)		12/15/34	$	100,000	$	91,610
Wells Fargo Commercial Mortgage Trust Series 2020-C55, Class A1 1.86%		02/15/53		71,286		68,949
WFRBS Commercial Mortgage Trust Series 2013-C14, Class XA (I/O) 0.36%(3)		06/15/46		43,009		92
WFRBS Commercial Mortgage Trust Series 2014-C20, Class A4 3.72%		05/15/47		4,459		4,394
WFRBS Commercial Mortgage Trust Series 2014-C20, Class XA (I/O) 0.89%(3)		05/15/47		933,810		3,386
WFRBS Commercial Mortgage Trust Series 2014-C21, Class XA (I/O) 0.99%(3)		08/15/47		3,504,494		22,169
Total Commercial Mortgage-Backed Securities—Non-Agency (Cost: $1,139,233)						1,057,057
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY—5.0%
BMO Capital Markets Corp. 6.42%(5)		07/20/53		125,000		124,844
Federal Home Loan Mortgage Corp. REMICS Series 3016, Class GF 5.53% (30 day USD SOFR Average + 0.464%)(2)		08/15/25		19,446		19,434
Federal Home Loan Mortgage Corp. REMICS Series 3954, Class PF (PAC) 5.68% (30 day USD SOFR Average + 0.614%)(2)		07/15/41		218,730		218,489
Federal Home Loan Mortgage Corp. REMICS Series 3055, Class MF 5.58% (30 day USD SOFR Average + 0.514%)(2)		10/15/35		267,559		263,048
Federal Home Loan Mortgage Corp. REMICS Series 3320, Class FC 5.35% (30 day USD SOFR Average + 0.284%)(2)		05/15/37		58,017		57,729
Federal Home Loan Mortgage Corp. REMICS Series 3738, Class FD 5.48% (30 day USD SOFR Average + 0.414%)(2)		08/15/40		132,913		132,050
Federal National Mortgage Association REMICS Series 2002-41, Class F 5.73% (30 day USD SOFR Average + 0.664%)(2)		07/25/32		11,028		10,995
Federal National Mortgage Association REMICS Series 2005-90, Class FC (PAC) 5.43% (30 day USD SOFR Average + 0.364%)(2)		10/25/35		186,712		186,337
Federal National Mortgage Association REMICS Series 2011-110, Class FE (PAC) 5.58% (30 day USD SOFR Average + 0.514%)(2)		04/25/41		8,862		8,800
Federal National Mortgage Association REMICS Series 2018-94, Class KD (PAC) 3.50%		12/25/48		43,246		39,787
Federal National Mortgage Association REMICS Series 2013-130, Class BF 5.43% (30 day USD SOFR Average + 0.364%)(2)		07/25/43		91,303		90,804
Federal National Mortgage Association Trust Series 2005-W3, Class 2AF 5.40% (30 day USD SOFR Average + 0.334%)(2)		03/25/45		4,973		4,924
Government National Mortgage Association, Pool #MA6081 3.50%		08/20/49		49,622		44,950
Government National Mortgage Association REMICS Series 2002-72, Class FB (PAC) 5.77% (1 mo. USD Term SOFR + 0.514%)(2)		10/20/32		12,392		12,362
Government National Mortgage Association REMICS Series 2002-72, Class FC (PAC) 5.77% (1 mo. USD Term SOFR + 0.514%)(2)		10/20/32		12,090		12,061
Total Residential Mortgage-backed Securities—Agency (Cost: $1,235,139)						1,226,614
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—9.0%
American Home Mortgage Investment Trust Series 2004-3, Class 4A 3.86% (6 mo. USD LIBOR + 1.500%)(2)		10/25/34		37,472		37,003
Angel Oak Mortgage Trust Series 2022-2, Class A1 3.35%(1),(3)		01/25/67		167,312		150,216
Bear Stearns Asset-Backed Securities I Trust Series 2006-HE9, Class 3A 5.69% (1 mo. USD Term SOFR + 0.394%)(2)		11/25/36		100,292		96,962
Bear Stearns Asset-Backed Securities Trust Series 2004-AC1, Class A2 5.91% (1 mo. USD Term SOFR + 0.614%)(2)		03/25/34		40,081		40,689
BNC Mortgage Loan Trust Series 2006-2, Class A4 5.73% (1 mo. USD Term SOFR + 0.434%)(2)		11/25/36		35,263		33,613
Centex Home Equity Loan Trust Series 2005-A, Class M1 5.89% (1 mo. USD Term SOFR + 0.834%)(2)		01/25/35		33,500		33,149
Centex Home Equity Loan Trust Series 2005-B, Class M3 6.10% (1 mo. USD Term SOFR + 0.804%)(2)		03/25/35		54,563		52,213

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
CHL Mortgage Pass-Through Trust Series 2004-25, Class 1A1 6.07% (1 mo. USD Term SOFR + 0.774%)(2)		02/25/35	$	81,304	$	76,045
Citigroup Mortgage Loan Trust Asset-Backed Pass-Through Certificates Series 2004-OPT1, Class M3 6.36% (1 mo. USD Term SOFR + 1.059%)(2)		10/25/34		66,703		63,018
Citigroup Mortgage Loan Trust, Inc. Series 2006-WFH3, Class M2 5.86% (1 mo. USD Term SOFR + 0.564%)(2)		10/25/36		17,122		16,996
COLT Mortgage Loan Trust Series 2021-2, Class A1 0.92%(1),(3)		08/25/66		147,536		114,015
Countrywide Alternative Loan Trust Series 2005-56, Class 4A1 6.03% (1 mo. USD Term SOFR + 0.734%)(2)		11/25/35		21,174		19,261
Countrywide Asset-Backed Certificates Trust Series 2004-7, Class MV4 4.21% (1 mo. USD Term SOFR + 1.764%)(2)		12/25/34		64,031		62,825
DSLA Mortgage Loan Trust Series 2005-AR1, Class 2A1A 5.86% (1 mo. USD Term SOFR + 0.614%)(2)		02/19/45		69,345		68,050
Encore Credit Receivables Trust Series 2005-3, Class M4 6.31% (1 mo. USD Term SOFR + 1.014%)(2)		10/25/35		16,010		15,520
First Franklin Mortgage Loan Trust Series 2004-FF5, Class A3C 6.41% (1 mo. USD Term SOFR + 1.114%)(2)		08/25/34		3,610		3,375
Impac CMB Trust Series 2004-6, Class 1A1 6.21% (1 mo. USD Term SOFR + 0.914%)(2)		10/25/34		46,358		45,118
Impac CMB Trust Series 2005-5, Class A1 6.05% (1 mo. USD Term SOFR + 0.434%)(2)		08/25/35		121,110		109,577
JPMorgan Alternative Loan Trust Series 2007-S1, Class A1 5.97% (1 mo. USD Term SOFR + 0.674%)(2)		04/25/47		62,898		58,464
JPMorgan Mortgage Trust Series 2005-A5, Class TA1 5.30%(3)		08/25/35		477		448
JPMorgan Mortgage Trust Series 2005-A6, Class 7A1 4.18%(3)		08/25/35		5,542		4,641
MASTR Adjustable Rate Mortgages Trust Series 2004-13, Class 3A1 4.94% (1 mo. USD LIBOR + 2.200%)(2)		11/21/34		10,604		10,103
MASTR Adjustable Rate Mortgages Trust Series 2007-1, Class I2A1 5.73% (1 mo. USD Term SOFR + 0.434%)(2)		01/25/47		64,000		63,351
MASTR Seasoned Securitization Trust Series 2005-1, Class 4A1 4.75%(3)		10/25/32		6,378		6,067
Morgan Stanley ABS Capital I, Inc. Trust Series 2005-HE1, Class M1 6.09% (1 mo. USD Term SOFR + 0.789%)(2)		12/25/34		27,493		25,963
MortgageIT Trust Series 2005-3, Class A1 6.01% (1 mo. USD Term SOFR + 0.714%)(2)		08/25/35		2,498		2,386
MortgageIT Trust Series 2005-3, Class A2 6.11% (1 mo. USD Term SOFR + 0.814%)(2)		08/25/35		12,489		11,932
MortgageIT Trust Series 2005-5, Class A1 5.93% (1 mo. USD Term SOFR + 0.634%)(2)		12/25/35		11,954		11,443
Nationstar Home Equity Loan Trust Series 2007-A, Class M1 5.68% (1 mo. USD Term SOFR + 0.384%)(2)		03/25/37		415,000		400,435
Nationstar Home Equity Loan Trust Series 2007-C, Class 1AV1 5.59% (1 mo. USD Term SOFR + 0.289%)(2)		06/25/37		38,493		37,390
Ownit Mortgage Loan Trust Series 2006-3, Class A2D 5.95% (1 mo. USD Term SOFR + 0.654%)		03/25/37		124,077		117,308
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-WHQ2, Class M3 6.13% (1 mo. USD Term SOFR + 0.834%)(2)		05/25/35		40,818		39,672
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-WHQ3, Class M4 6.36% (1 mo. USD Term SOFR + 1.059%)(2)		06/25/35		25,216		25,056
Residential Asset Securities Corporation Trust Series 2005-AHL2, Class M1 6.04% (1 mo. USD Term SOFR + 0.744%)(2)		10/25/35		11,322		11,249
Securitized Asset-Backed Receivables LLC Trust Series 2006-CB5, Class A3 5.69% (1 mo. USD Term SOFR + 0.394%)(2)		06/25/36		67,781		42,563
Structured Adjustable Rate Mortgage Loan Trust Series 2005-17, Class 3A1 4.53%(3)		08/25/35		10,312		9,024

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Structured Asset Investment Loan Trust Series 2005-HE2, Class M2 6.16% (1 mo. USD Term SOFR + 0.864%)(2)		07/25/35	$	110,583	$	103,055
WaMu Mortgage Pass-Through Certificates Trust Series 2005-AR13, Class A1A1 5.99% (1 mo. USD Term SOFR + 0.694%)(2)		10/25/45		42,307		40,200
WaMu Mortgage Pass-Through Certificates Trust Series 2005-AR2, Class 2A1B 6.15% (1 mo. USD Term SOFR + 0.854%)(2)		01/25/45		84,560		83,145
Wells Fargo Home Equity Asset-Backed Securities Trust Series 2007-2, Class A3 5.87% (1 mo. USD Term SOFR + 0.574%)(2)		04/25/37		37,839		36,650
Total Residential Mortgage-Backed Securities—Non-Agency (Cost: $2,219,538)						2,178,190
CORPORATE BONDS—30.1%
Agriculture—1.3%
BAT Capital Corp. (United Kingdom) 3.56%		08/15/27		220,000		204,633
Imperial Brands Finance PLC (United Kingdom) 3.13%(1)		07/26/24		120,000		116,465
						321,098
Airlines—0.0%
U.S. Airways Pass-Through Trust Series 2012-1, Class A (EETC) 5.90%		04/01/26		4,409		4,365
Banks—12.6%
ABN AMRO Bank NV (Netherlands) 2.47% (1 yr. CMT + 1.100%)(1),(2)		12/13/29		75,000		63,709
Bank of America Corp. 1.73% (Secured Overnight Financing Rate + 0.960%)(2)		07/22/27		165,000		147,929
2.55% (Secured Overnight Financing Rate + 1.050%)(2)		02/04/28		135,000		122,494
3.82% (3 mo. USD Term SOFR + 1.837%)(2)		01/20/28		10,000		9,455
4.38% (5 yr. CMT + 2.760%)(2),(6)		01/27/27		10,000		8,775
Citigroup, Inc. 3.07% (Secured Overnight Financing Rate + 1.280%)(2)		02/24/28		370,000		341,625
Discover Bank 4.20%		08/08/23		10,000		9,998
Goldman Sachs Group, Inc. 3.81% (3.814% to 04/23/28 then 3 mo. USD Term SOFR + 1.420%then 3 mo. USD Term SOFR + 1.420%)(2)		04/23/29		370,000		344,887
HSBC Holdings PLC (United Kingdom) 2.21% (Secured Overnight Financing Rate + 1.285%)(2)		08/17/29		75,000		63,194
2.80% (Secured Overnight Financing Rate + 1.187%)		05/24/32		110,000		89,402
ING Groep NV (Netherlands) 3.87% (Secured Overnight Financing Rate + 1.640%)(2)		03/28/26		100,000		96,650
JPMorgan Chase & Co. 1.95% (Secured Overnight Financing Rate + 1.065%)(2)		02/04/32		35,000		27,880
2.07% (Secured Overnight Financing Rate + 1.015%)(2)		06/01/29		205,000		177,120
2.55% (Secured Overnight Financing Rate + 1.180%)		11/08/32		20,000		16,452
Macquarie Group Ltd. (Australia) 1.34% (Secured Overnight Financing Rate + 1.069%)(1),(2)		01/12/27		100,000		89,562
2.87% (Secured Overnight Financing Rate + 1.532%)(1)		01/14/33		5,000		3,970
Morgan Stanley 1.51% (Secured Overnight Financing Rate + 0.858%)(2)		07/20/27		165,000		146,771
NatWest Group PLC (United Kingdom) 4.27% (3 mo. USD LIBOR + 1.762%)(2)		03/22/25		135,000		133,356
PNC Financial Services Group, Inc. 5.58% (Secured Overnight Financing Rate + 1.841%)(2)		06/12/29		10,000		10,022
Santander U.K. Group Holdings PLC (United Kingdom) 1.09% (Secured Overnight Financing Rate + 0.787%)(2)		03/15/25		175,000		168,661
U.S. Bancorp 5.84% (Secured Overnight Financing Rate + 2.260%)		06/12/34		5,000		5,077
UBS Group AG (Switzerland) 1.31% (Secured Overnight Financing Rate Index + 0.980%)(1),(2)		02/02/27		215,000		190,955
1.36% (1 yr. CMT + 1.080%)(1),(2)		01/30/27		150,000		133,207

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
2.59% (Secured Overnight Financing Rate + 1.560%)(1)		09/11/25	$	10,000	$	9,608
3.09% (Secured Overnight Financing Rate + 1.730%)(1)		05/14/32		260,000		214,976
Wells Fargo & Co. 2.39% (Secured Overnight Financing Rate + 2.100%)(2)		06/02/28		100,000		89,519
3.53% (Secured Overnight Financing Rate + 1.510%)(2)		03/24/28		365,000		341,173
4.90% (Secured Overnight Financing Rate + 2.100%)		07/25/33		5,000		4,794
						3,061,221
Beverages—0.1%
Bacardi Ltd. 4.45%(1)		05/15/25		40,000		38,988
Biotechnology—0.6%
Amgen, Inc. 5.15%		03/02/28		155,000		155,205
Chemicals—0.5%
International Flavors & Fragrances, Inc. 1.23%(1)		10/01/25		125,000		112,639
Commercial Services—0.2%
Global Payments, Inc. 4.45%		06/01/28		55,000		52,169
Diversified Financial Services—1.6%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland) 2.45%		10/29/26		155,000		139,472
Air Lease Corp. 2.88%		01/15/26		30,000		28,078
3.25%		03/01/25		95,000		91,081
Avolon Holdings Funding Ltd. 2.53%(1)		11/18/27		25,000		21,446
Capital One Financial Corp. 3.27% (Secured Overnight Financing Rate + 1.790%)(2)		03/01/30		40,000		34,543
Cboe Global Markets, Inc. 3.00%		03/16/32		65,000		55,540
Intercontinental Exchange, Inc. 1.85%		09/15/32		15,000		11,571
						381,731
Electric—1.9%
Alliant Energy Finance LLC 1.40%(1)		03/15/26		225,000		199,975
Eversource Energy 2.90%		03/01/27		50,000		46,164
ITC Holdings Corp. 4.95%(1)		09/22/27		100,000		98,891
Jersey Central Power & Light Co. 4.30%(1)		01/15/26		125,000		121,045
						466,075
Entertainment—0.6%
WarnerMedia Holdings, Inc. 3.76%		03/15/27		100,000		93,654
4.28%		03/15/32		10,000		8,871
5.05%		03/15/42		45,000		37,532
						140,057
Food—1.0%
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc. 3.00%(1)		05/15/32		95,000		74,095
5.13%(1)		02/01/28		75,000		72,960
Smithfield Foods, Inc. 4.25%(1)		02/01/27		95,000		88,383
						235,438
Health Care-Services—2.0%
Centene Corp. 3.00%		10/15/30		28,000		23,452
Fresenius Medical Care U.S. Finance III, Inc. 1.88%(1)		12/01/26		135,000		118,093
HCA, Inc. 3.13%(1)		03/15/27		95,000		87,643
5.00%		03/15/24		10,000		9,943
5.25%		06/15/26		65,000		64,446
Premier Health Partners 2.91%		11/15/26		125,000		112,905
Universal Health Services, Inc. 1.65%		09/01/26		85,000		75,167
						491,649
Insurance—1.6%
Athene Global Funding 2.51%(1)		03/08/24		20,000		19,503
3.21%(1)		03/08/27		70,000		62,684
5.86% (Secured Overnight Financing Rate Index + 0.700%)(1),(2)		05/24/24		95,000		94,122
Nationwide Mutual Insurance Co. 7.84% (3 mo. USD LIBOR + 2.290%)(1),(2)		12/15/24		70,000		69,990
Willis North America, Inc. 2.95%		09/15/29		20,000		17,402
3.60%		05/15/24		40,000		39,271
4.65%		06/15/27		95,000		92,249
						395,221
Media—0.4%
Charter Communications Operating LLC/Charter Communications Operating Capital 7.28% (3 mo. USD Term SOFR + 1.912%)(2)		02/01/24		94,000		94,491
Miscellaneous Manufacturers—0.0%
General Electric Co. 5.80% (3 mo. USD LIBOR + 0.480%)		08/15/36		10,000		8,958
Packaging & Containers—0.5%
Berry Global, Inc. 4.88%(1)		07/15/26		130,000		125,843

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Pharmaceuticals—0.9%
Bayer U.S. Finance II LLC 2.85%(1)		04/15/25	$	50,000	$	47,228
4.25%(1)		12/15/25		25,000		24,262
4.38%(1)		12/15/28		145,000		138,852
						210,342
Pipelines—1.1%
Energy Transfer LP 4.95%		06/15/28		135,000		131,811
Plains All American Pipeline LP/PAA Finance Corp. 4.50%		12/15/26		102,000		98,832
4.65%		10/15/25		50,000		48,766
						279,409
REIT—1.8%
American Assets Trust LP 3.38%		02/01/31		10,000		7,815
CubeSmart LP 2.25%		12/15/28		10,000		8,495
Extra Space Storage LP 2.40%		10/15/31		5,000		3,969
GLP Capital LP/GLP Financing II, Inc. 3.25%		01/15/32		26,000		21,397
5.25%		06/01/25		60,000		59,269
Healthcare Realty Holdings LP 3.50%		08/01/26		10,000		9,321
3.63%		01/15/28		55,000		48,882
Hudson Pacific Properties LP 3.95%		11/01/27		55,000		43,047
Ventas Realty LP 2.65%		01/15/25		5,000		4,742
VICI Properties LP/VICI Note Co., Inc. 5.75%(1)		02/01/27		150,000		148,123
Weyerhaeuser Co. 3.38%		03/09/33		90,000		77,350
						432,410
Savings & Loans—0.1%
Nationwide Building Society (United Kingdom) 4.36% (3 mo. USD LIBOR + 1.392%)(1),(2)		08/01/24		5,000		5,000
TIAA FSB Holdings, Inc. 5.75%		07/02/25		10,000		9,389
						14,389
Software—0.3%
Oracle Corp. 2.80%		04/01/27		70,000		64,655
Telecommunications—1.0%
Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC 5.15%(1)		09/20/29		61,750		61,138
T-Mobile USA, Inc. 3.75%		04/15/27		195,000		185,090
						246,228
Total Corporate Bonds (Cost: $7,612,339)						7,332,581
MUNICIPAL BONDS—0.1%
City of Baltimore, General Obligation Unlimited 5.00%		10/15/25		5,000		4,974
Massachusetts School Building Authority, Revenue Bond 2.50%		02/15/37		20,000		14,813
New York State Urban Development Corp., Revenue Bond 2.54%		03/15/34		15,000		11,998
Total Municipal Bonds (Cost: $39,115)						31,785
Total Fixed Income Securities (Cost: $17,009,103)						16,491,884
MONEY MARKET INVESTMENTS—20.6%
State Street Institutional U.S. Government Money Market Fund—Premier Class 5.19%(7)				4,999,099		4,999,099
Total Money Market Investments (Cost: $4,999,099)						4,999,099
Total Investments (88.3%) (Cost: $22,008,202)						21,490,983
Excess Of Other Assets Over Liabilities (11.7%)						2,835,825
Net Assets (100.0%)					$	24,326,808

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

FUTURES CONTRACTS

Number of Contracts	Type	Expiration Date		Notional		Market Value		Net Unrealized Appreciation (Depreciation)
Long Futures
75	Bloomberg Commodity Index Future(8)		09/20/23	$	797,390	$	805,050	$	7,660

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
	$17,531,142		8/22/23	Citigroup	3-Month U.S. Treasury Bills	Citigroup Commodity Total Return Index(9)		Monthly	$	221,025	$	—	$	221,025
	5,712,376		8/22/23	Credit Suisse	3-Month U.S. Treasury Bills	Credit Suisse Custom 66 Total Return Index(9)		Monthly		70,981		—		70,981
									$	292,006	$	—	$	292,006

Notes to the Schedule of Investments:

ABS	Asset-Backed Securities.
CLO	Collateralized Loan Obligation.
EETC	Enhanced Equipment Trust Certificate.
I/O	Interest Only Security.
LIBOR	London Interbank Offered Rate.
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 July 31, 2023, the value of these securities amounted to $6,172,549 or 25.4% 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 July 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)	This security is purchased on a when-issued, delayed-delivery or forward commitment basis.
(6)	Perpetual maturity.
(7)	Rate disclosed is the 7-day net yield as of July 31, 2023.
(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 two pages.

TCW Enhanced Commodity Strategy Fund

Consolidated Schedule of Investments (Unaudited)	July 31, 2023
Components of Total Return Swap

Description(1)	Notional Amount		Weight %			Unrealized Appreciation (Depreciation)
Gold	$	2,759,402		15.74	%	$	5,460
WTI Crude Oil		1,526,962		8.71	%		84,207
Brent Crude Oil		1,400,738		7.99	%		73,590
Natural Gas		1,125,499		6.42	%		(19,185	)
Copper High Grade		936,163		5.34	%		43,156
Soybeans		902,854		5.15	%		(48,110	)
Silver		839,742		4.79	%		4,379
Corn		752,086		4.29	%		(34,016	)
Aluminium Primary		711,764		4.06	%		23,129
Live Cattle		662,677		3.78	%		(8,861	)
Sugar #11		560,997		3.20	%		(21,162	)
Soybean Oil		536,453		3.06	%		(25,442	)
Coffee ‘C’ Arabica		518,922		2.96	%		9,203
Soybean Meal		517,169		2.95	%		(16,695	)
RBOB Gasoline		511,909		2.92	%		23,896
Gasoil		485,613		2.77	%		35,869
SRW Wheat		452,303		2.58	%		(17,103	)
Zinc High Grade		438,279		2.50	%		33,224
Nickel Primary		387,438		2.21	%		26,379
Lean Hogs		383,932		2.19	%		7,912
Heating Oil		382,179		2.18	%		27,626
HRW Wheat		308,548		1.76	%		(14,018	)
Cotton		268,226		1.53	%		772
Lead Standard		161,287		0.92	%		729
United States Treasury Bill		—		—			26,086
	$	17,531,142		100.00	%	$	221,025

⁽¹⁾ Commodity Exposures of the Citigroup Commodity Total Return Index.

TCW Enhanced Commodity Strategy Fund

Consolidated Schedule of Investments (Unaudited)	July 31, 2023
Components of Total Return Swap

Description(1)	Notional Amount		Weight %			Unrealized Appreciation (Depreciation)
Gold	$	911,124		15.95	%	$	1,769
WTI Crude Oil		484,409		8.48	%		26,269
Brent Crude Oil		446,137		7.81	%		22,499
Natural Gas		419,860		7.35	%		(4,274	)
Copper High Grade		307,326		5.38	%		13,796
Soybeans		294,759		5.16	%		(14,975	)
Silver		277,050		4.85	%		1,432
Corn		246,775		4.32	%		(10,823	)
Aluminium Primary		233,636		4.09	%		7,563
Live Cattle		217,070		3.80	%		(1,388	)
Sugar #11		185,652		3.25	%		(6,908	)
Soybean Oil		177,084		3.10	%		(8,107	)
Coffee ‘C’ Arabica		169,658		2.97	%		3,449
Soybean Meal		166,801		2.92	%		(5,226	)
Gasoil		154,234		2.70	%		11,099
SRW Wheat		148,522		2.60	%		(4,292	)
Zinc High Grade		140,524		2.46	%		10,297
RBOB Gasoline		139,953		2.45	%		6,194
Nickel Primary		126,243		2.21	%		8,604
Heating Oil		118,817		2.08	%		8,531
Lean Hogs		106,821		1.87	%		(124	)
HRW Wheat		99,967		1.75	%		(3,310	)
Cotton		87,971		1.54	%		239
Lead Standard		51,983		0.91	%		193
United States Treasury Bill		—		—			8,474
	$	5,712,376		100.00	%	$	70,981

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

TCW Enhanced Commodity Strategy Fund

Consolidated Investments by Sector (Unaudited) July 31, 2023

Sector	Percentage of Net Assets
Corporate Bonds		30.1	%
Money Market Investments		20.6
Asset-Backed Securities		16.4
Residential Mortgage-Backed Securities—Non-Agency		9.0
Residential Mortgage-Backed Securities—Agency		5.0
Commercial Mortgage-Backed Securities—Non-Agency		4.4
Commercial Mortgage-Backed Securities—Agency		2.7
Municipal Bonds		0.1
Other*		11.7
Total		100.0	%

* Includes futures, swaps, interest receivable and accrued expenses payable.

TCW Enhanced Commodity Strategy Fund

Fair Valuation Summary (Unaudited) July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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	$	—	$	3,999,382	$	—	$	3,999,382
Commercial Mortgage-Backed Securities—Agency		—		666,275		—		666,275
Commercial Mortgage-Backed Securities—Non-Agency		—		1,057,057		—		1,057,057
Residential Mortgage-Backed Securities—Agency		—		1,226,614		—		1,226,614
Residential Mortgage-Backed Securities—Non-Agency		—		2,178,190		—		2,178,190
Corporate Bonds*		—		7,332,581		—		7,332,581
Municipal Bonds		—		31,785		—		31,785
Total Fixed Income Securities		—		16,491,884		—		16,491,884
Money Market Investments		4,999,099		—		—		4,999,099
Total Investments	$	4,999,099	$	16,491,884	$	—	$	21,490,983
Asset Derivatives
Futures Contracts
Commodity Risk		7,660		—		—		7,660
Swap Agreements
Commodity Risk		—		292,006		—		292,006
Total	$	5,006,759	$	16,783,890	$	—	$	21,790,649

* See Schedule of Investments for corresponding industries.

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—106.8% of Net Assets
CORPORATE BONDS—28.6%
Aerospace/Defense—0.1%
TransDigm, Inc. 6.75%(1)		08/15/28	$	18,000	$	18,111
Agriculture—1.0%
BAT Capital Corp. (United Kingdom) 4.54%		08/15/47		25,000		18,621
BAT International Finance PLC (United Kingdom) 2.25%(2)		01/16/30		100,000		92,596
Imperial Brands Finance PLC (United Kingdom)
3.88%(1)		07/26/29	$	13,000		11,680
8.13%(2)		03/15/24	GBP	50,000		64,942
						187,839
Airlines—0.4%
Delta Air Lines Pass-Through Trust Series 2020-1, Class AA 2.00%		12/10/29		73,856		65,150
Banks—8.6%
Bank of America Corp. 2.30% (Secured Overnight Financing Rate + 1.220%)(3)		07/21/32		155,000		123,986
China Development Bank
3.09%		06/18/30	CNY	1,290,000		184,251
3.48%		01/08/29	CNY	200,000		29,119
Citigroup, Inc.
2.98% (Secured Overnight Financing Rate + 1.422%)(3)		11/05/30	$	25,000		21,723
3.06% (Secured Overnight Financing Rate + 1.351%)(3)		01/25/33		80,000		66,881
Goldman Sachs Group, Inc. 2.38% (Secured Overnight Financing Rate + 1.248%)(3)		07/21/32		100,000		79,991
HSBC Holdings PLC (United Kingdom)
1.75% (Sterling Overnight Index Average + 1.307%)(3)		07/24/27	GBP	100,000		112,876
2.80% (Secured Overnight Financing Rate + 1.187%)(3)		05/24/32	$	15,000		12,191
JPMorgan Chase & Co. 2.55% (Secured Overnight Financing Rate + 1.180%)(3)		11/08/32		150,000		123,390
Kreditanstalt fuer Wiederaufbau (Germany) 0.63%		01/07/28		181,000		179,627
Lloyds Banking Group PLC (United Kingdom) 4.98% (1 yr. CMT + 2.300%)(3)		08/11/33		10,000		9,396
Macquarie Group Ltd. (Australia) 2.87% (Secured Overnight Financing Rate + 1.532%)(1),(3)		01/14/33		50,000		39,706
Morgan Stanley 2.24% (Secured Overnight Financing Rate + 1.178%)(3)		07/21/32		105,000		83,605
Santander U.K. Group Holdings PLC (United Kingdom)
1.09% (Secured Overnight Financing Rate + 0.787%)(3)		03/15/25		90,000		86,740
5.00% (1)		11/07/23		20,000		19,907
U.S. Bancorp
4.84% (Secured Overnight Financing Rate + 1.600%)(3)		02/01/34		35,000		32,965
5.84% (Secured Overnight Financing Rate + 2.260%)(3)		06/12/34		10,000		10,154
UBS Group AG (Switzerland)
2.59% (Secured Overnight Financing Rate + 1.560%)(1)		09/11/25		25,000		24,020
2.88% (1 year EUR Swap + 1.950%)(2),(3)		04/02/32	EUR	100,000		97,250
3.09% (Secured Overnight Financing Rate + 1.730%)(1),(3)		05/14/32	$	20,000		16,537
6.54% (Secured Overnight Financing Rate + 3.920%)(1),(3)		08/12/33		95,000		99,466
9.02% (Secured Overnight Financing Rate + 5.020%)(1),(3)		11/15/33		35,000		42,539
Wells Fargo & Co.
3.35% (Secured Overnight Financing Rate + 1.500%)(3)		03/02/33		110,000		94,428
4.90% (Secured Overnight Financing Rate + 2.100%)(3)		07/25/33		5,000		4,795
						1,595,543
Beverages—0.1%
Bacardi Ltd. 4.45%(1)		05/15/25		25,000		24,367
Biotechnology—0.0%
Amgen, Inc. 4.88%		03/01/53		10,000		9,106
Building Materials—1.1%
Cemex SAB de CV (Mexico) 9.13% (5 yr. CMT + 4.907%)(1),(3),(4)		03/14/28		200,000		208,875
Chemicals—0.6%
International Flavors & Fragrances, Inc. 1.80%		09/25/26		100,000		100,349
Valvoline, Inc. 3.63%(1)		06/15/31		10,000		8,244
						108,593
Commercial Services—0.0%
Adtalem Global Education, Inc. 5.50%(1)		03/01/28		6,000		5,608
Computers—0.1%
NCR Corp. 5.13%(1)		04/15/29		18,000		16,127
Diversified Financial Services—0.8%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland)
2.45%		10/29/26		20,000		17,996
3.30%		01/30/32		35,000		28,679
3.88%		01/23/28		10,000		9,281

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Air Lease Corp.
3.25%		03/01/25	$	20,000	$	19,175
5.85%		12/15/27		20,000		20,176
Avolon Holdings Funding Ltd.
2.53%(1)		11/18/27		24,000		20,588
2.88%(1)		02/15/25		30,000		28,218
						144,113
Electric—0.1%
Arizona Public Service Co. 5.55%		08/01/33		20,000		20,052
Engineering & Construction—0.1%
Artera Services LLC 9.03%(1)		12/04/25		16,000		15,238
Entertainment—0.4%
WarnerMedia Holdings, Inc.
5.05%		03/15/42		10,000		8,341
5.14%		03/15/52		85,000		68,929
						77,270
Environmental Control—0.0%
GFL Environmental, Inc. (Canada) 3.75%(1)		08/01/25		7,000		6,698
Food—0.4%
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc. 4.38%(1)		02/02/52		20,000		14,511
Pilgrim’s Pride Corp.
4.25%		04/15/31		37,000		31,978
5.88%(1)		09/30/27		16,000		15,817
Post Holdings, Inc. 4.63%(1)		04/15/30		12,000		10,586
						72,892
Health Care-Products—0.1%
DENTSPLY SIRONA, Inc. 3.25%		06/01/30		20,000		17,335
Health Care-Services—0.9%
Catalent Pharma Solutions, Inc. 3.50%(1)		04/01/30		10,000		8,384
Centene Corp. 4.25%		12/15/27		65,000		61,286
Fortrea Holdings, Inc. 7.50%(1)		07/01/30		3,000		3,071
HCA, Inc.
3.50%		09/01/30		21,000		18,471
4.13%		06/15/29		24,000		22,280
5.25%		06/15/49		34,000		30,627
ModivCare Escrow Issuer, Inc. 5.00%(1)		10/01/29		12,000		8,626
Tenet Healthcare Corp. 6.75%(1)		05/15/31		9,000		8,988
						161,733
Household Products/Wares—0.1%
Central Garden & Pet Co. 4.13%		10/15/30		6,000		5,114
Spectrum Brands, Inc. 5.50%(1)		07/15/30		10,000		9,250
						14,364
Insurance—0.6%
Acrisure LLC/Acrisure Finance, Inc. 4.25%(1)		02/15/29		9,000		7,768
Athene Global Funding 1.99%(1)		08/19/28		70,000		57,946
Farmers Exchange Capital II 6.15% (3 mo. USD LIBOR + 3.744%)(1),(3)		11/01/53		55,000		53,466
						119,180
Internet—0.4%
Alibaba Group Holding Ltd. (China) 2.13%		02/09/31		50,000		40,707
Tencent Holdings Ltd. (China) 3.60%(1)		01/19/28		40,000		37,201
						77,908
Investment Companies—1.3%
Gaci First Investment Co. 5.13%(2)		02/14/53		200,000		180,049
Icahn Enterprises LP/Icahn Enterprises Finance Corp.
5.25%		05/15/27		9,000		7,989
6.25%		05/15/26		6,000		5,633
6.38%		12/15/25		2,000		1,923
Molina Healthcare, Inc. 3.88%(1)		11/15/30		63,000		54,180
						249,774
Media—0.6%
Charter Communications Operating LLC/Charter Communications Operating Capital 5.38%		05/01/47		81,000		66,193
CSC Holdings LLC 6.50%(1)		02/01/29		30,000		25,511
Sirius XM Radio, Inc. 3.88%(1)		09/01/31		7,000		5,487
VZ Secured Financing BV (Netherlands) 5.00%(1)		01/15/32		16,000		13,022
						110,213
Miscellaneous Manufacturers—0.7%
General Electric Co. 5.80% (3 mo. USD LIBOR + 0.480%)(3)		08/15/36		150,000		134,377
Oil & Gas—2.2%
Empresa Nacional del Petroleo (Chile) 6.15%(1)		05/10/33		200,000		201,500
KazMunayGas National Co. JSC (Kazakhstan) 4.75%(2)		04/19/27		200,000		191,438
Petroleos Mexicanos 5.95%		01/28/31		30,000		22,301
						415,239
Packaging & Containers—0.8%
Ball Corp. 6.88%		03/15/28		8,000		8,180
Berry Global, Inc. 1.00%(2)		01/15/25		100,000		105,066
Graphic Packaging International LLC 4.13%		08/15/24		27,000		26,528
Trivium Packaging Finance BV (Netherlands) 8.50%(1)		08/15/27		2,000		1,935
						141,709

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Pharmaceuticals—0.6%
Bayer U.S. Finance II LLC
4.63%(1)		06/25/38	$	51,000	$	44,561
4.88%(1)		06/25/48		20,000		17,730
CVS Health Corp. 5.05%		03/25/48		10,000		9,124
Kedrion SpA (Italy) 6.50%(1)		09/01/29		26,000		22,490
Prestige Brands, Inc. 3.75%(1)		04/01/31		22,000		18,500
						112,405
Pipelines—1.6%
Energy Transfer LP 5.15%		03/15/45		100,000		84,830
Greensaif Pipelines Bidco Sarl (Saudi Arabia) 6.13%(1)		02/23/38		200,000		205,360
						290,190
Real Estate—0.5%
Blackstone Property Partners Europe Holdings Sarl (Luxembourg) 1.75%(2)		03/12/29		100,000		87,530
REIT—1.6%
American Assets Trust LP 3.38%		02/01/31		40,000		31,262
American Homes 4 Rent LP
3.38%		07/15/51		35,000		23,122
4.30%		04/15/52		10,000		7,852
American Tower Corp.
2.70%		04/15/31		20,000		16,553
5.65%		03/15/33		15,000		15,153
GLP Capital LP/GLP Financing II, Inc.
3.35%		09/01/24		15,000		14,618
5.38%		04/15/26		20,000		19,645
5.75%		06/01/28		5,000		4,904
Healthcare Realty Holdings LP 3.10%		02/15/30		75,000		64,763
Hudson Pacific Properties LP
3.25%		01/15/30		30,000		19,779
4.65%		04/01/29		5,000		3,919
Kilroy Realty LP 2.65%		11/15/33		15,000		10,284
LXP Industrial Trust 2.70%		09/15/30		20,000		15,924
VICI Properties LP/VICI Note Co., Inc. 5.75%(1)		02/01/27		55,000		54,312
						302,090
Retail—0.5%
Alimentation Couche-Tard, Inc. 3.06%		07/26/24		95,000		70,438
Michaels Cos., Inc. 5.25%(1)		05/01/28		20,000		17,025
						87,463
Semiconductors—1.1%
SK Hynix, Inc. 6.38%(2)		01/17/28		200,000		203,567
Software—0.2%
Open Text Corp. 6.90%(1)		12/01/27		5,000		5,105
Oracle Corp. 3.95%		03/25/51		44,000		33,120
						38,225
Telecommunications—1.0%
Frontier Communications Holdings LLC
5.00%(1)		05/01/28		11,000		9,332
8.63%(1)		03/15/31		10,000		9,591
Intelsat Jackson Holdings SA 6.50%(1),(5)		03/15/30		39,000		35,640
Intelsat Jackson Holdings SA (Escrow)
8.50%(1),(6)		10/15/24		21,000		—
9.75%(1),(6)		07/15/25		15,000		—
Qwest Corp. 7.25%		09/15/25		33,000		32,264
Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC 4.74%(1)		09/20/29		30,625		30,293
T-Mobile USA, Inc. 2.63%		04/15/26		55,000		51,187
Vodafone Group PLC (United Kingdom) 4.88%		06/19/49		28,000		24,619
						192,926
Total Corporate Bonds (Cost: $5,601,177)						5,331,810
MUNICIPAL BONDS—0.4%
Alabama Economic Settlement Authority, Revenue Bond 4.26%		09/15/32		40,000		38,039
County of Miami-Dade Aviation Revenue, Revenue Bond 2.86%		10/01/35		50,000		39,763
Total Municipal Bonds (Cost: $90,864)						77,802
FOREIGN GOVERNMENT BONDS—39.7%
Australia Government Bonds
1.25%		05/21/32	AUD	184,000		98,641
1.75%(2)		06/21/51	AUD	104,000		40,930
2.75%(2)		05/21/41	AUD	189,000		102,384
Brazil Notas do Tesouro Nacional Series F 10.00%		01/01/33	BRL	240,000		48,190
Bundesrepublik Deutschland Bundesanleihe 0.00%(2),(7)		08/15/52	EUR	67,000		36,090
Canada Government Bonds
1.25%		03/01/27	CAD	280,000		192,680
2.00%		12/01/51	CAD	91,000		52,450
China Government Bonds
2.85%		06/04/27	CNY	810,000		115,374
3.13%		11/21/29	CNY	2,530,000		366,514
3.72%		04/12/51	CNY	980,000		154,916
Colombia TES Series B 7.00%		06/30/32	COP	105,300,000		22,145
Czech Republic Government Bonds 2.00%		10/13/33	CZK	2,250,000		86,493
European Union
0.00%(2),(7)		06/02/28	EUR	129,000		123,130
0.00%(2),(7)		07/04/29	EUR	150,000		138,331
0.20%(2)		06/04/36	EUR	223,000		167,943
2.75%(2)		02/04/33	EUR	102,000		109,709
French Republic Government Bonds OAT
0.00%(2),(7)		02/25/27	EUR	277,000		275,394
0.00%(2),(7)		11/25/29	EUR	56,000		51,723
0.00%(2),(7)		11/25/31	EUR	163,000		141,580
0.50%(2)		06/25/44	EUR	55,000		35,259
0.75%(2)		05/25/52	EUR	85,000		49,216
0.75%(2)		05/25/53	EUR	53,000		29,943
1.00%(2)		05/25/27	EUR	373,000		383,027

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Hungary Government Bonds 3.00%		08/21/30	HUF	$2,250,000	$	4,968
Indonesia Treasury Bonds 6.63%		05/15/33	IDR	1,520,000,000		102,812
International Bank for Reconstruction & Development 1.75%(2)		03/13/25	NOK	650,000		61,516
Ireland Government Bonds
0.55%(2)		04/22/41	EUR	76,000		53,561
1.30%(2)		05/15/33	EUR	65,000		61,904
1.50%(2)		05/15/50	EUR	40,000		30,359
2.00%(2)		02/18/45	EUR	47,000		41,501
Israel Government Bonds—Fixed 1.30%		04/30/32	ILS	116,000		25,943
Italy Buoni Poliennali Del Tesoro
1.10%(2)		04/01/27	EUR	20,000		20,228
4.40%(2)		05/01/33	EUR	165,000		187,788
Japan Government Thirty Year Bonds 0.40%		03/20/50	JPY	51,100,000		279,055
Korea Treasury Bonds
1.88%		03/10/51	KRW	81,510,000		44,374
2.00%		06/10/31	KRW	376,090,000		259,817
2.38%		03/10/27	KRW	63,350,000		48,025
Magyar Export-Import Bank Zrt 6.13%(1)		12/04/27	$	200,000		200,516
Malaysia Government Bonds 4.64%		11/07/33	MYR	562,000		133,140
Mexico Bonos
7.50%		05/26/33	MXN	1,400,000		76,427
8.00%		07/31/53	MXN	400,000		21,641
Netherlands Government Bonds
0.50%(2)		07/15/32	EUR	386,000		349,958
0.50%(2)		01/15/40	EUR	46,000		35,172
New Zealand Government Bonds
1.75%		05/15/41	NZD	180,000		70,335
2.00%		05/15/32	NZD	71,000		35,732
3.50%(2)		04/14/33	NZD	281,000		158,856
4.50%(2)		04/15/27	NZD	580,000		356,843
Norway Government Bonds
1.38%(2)		08/19/30	NOK	1,490,000		124,792
1.50%(2)		02/19/26	NOK	2,265,000		209,741
2.13%(2)		05/18/32	NOK	497,000		42,933
Portugal Obrigacoes do Tesouro OT 1.65%(2)		07/16/32	EUR	95,000		92,346
Province of Ontario
3.75%		12/02/53	CAD	29,000		20,370
4.05%		02/02/32	CAD	209,000		157,020
Republic of Poland Government Bonds 1.75%		04/25/32	PLN	165,000		31,046
Republic of South Africa Government Bonds 8.88%		02/28/35	ZAR	570,000		26,706
Romania Government Bonds 6.70%		02/25/32	RON	300,000		67,954
Singapore Government Bonds 1.63%		07/01/31	SGD	75,000		50,949
Spain Government Bonds
0.70%(2)		04/30/32	EUR	24,000		21,182
0.80%(2)		07/30/27	EUR	42,000		42,195
1.00%(2)		07/30/42	EUR	32,000		21,901
1.85%(2)		07/30/35	EUR	98,000		90,015
1.90%(2)		10/31/52	EUR	26,000		18,552
Sweden Government Bonds 0.75%(2)		05/12/28	SEK	690,000		60,034
Thailand Government Bonds 1.59%		12/17/35	THB	1,298,000		33,544
U.K. Gilts
0.88%(2)		07/31/33	GBP	344,000		321,085
1.25%(2)		10/22/41	GBP	99,000		76,830
1.25%(2)		07/31/51	GBP	80,000		50,981
1.63%(2)		10/22/28	GBP	134,000		150,453
1.75%(2)		09/07/37	GBP	95,000		88,096
4.25%(2)		06/07/32	GBP	80,000		103,254
Total Foreign Government Bonds (Cost: $8,049,454)						7,384,512
ASSET-BACKED SECURITIES—4.2%
Dryden 72 CLO Ltd. Series 2019-72A, Class BR 6.97% (3 mo. USD LIBOR + 1.650%)(1),(3)		05/15/32		185,000		180,612
OCP CLO Ltd. Series 2020-19A, Class AR 6.74% (3 mo. USD Term SOFR + 1.412%)(1),(3)		10/20/34		100,000		99,445
Rockford Tower CLO Ltd. Series 2021-1A, Class B 7.24% (3 mo. USD Term SOFR + 1.912%)(1),(3)		07/20/34		180,000		176,697
Sixth Street CLO XVII Ltd. Series 2021-17A, Class A 6.83% (3 mo. USD Term SOFR + 1.502%)(1),(3)		01/20/34		150,000		149,250
SLM Student Loan Trust Series 2008-5, Class B 7.17% (90 day USD SOFR Average + 2.112%)(3)		07/25/73		50,000		48,802
Student Loan Consolidation Center Student Loan Trust I Series 2002-2, Class B2 1.65% (28 day ARS)(1),(3)		07/01/42		50,000		46,202
Textainer Marine Containers VII Ltd. Series 2021-2A, Class A 2.23%(1)		04/20/46		94,300		81,040
Total Asset-backed Securities (Cost: $787,482)						782,048
COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—0.1%
Federal National Mortgage Association-Aces Series 2016-M2, Class X3 (I/O) 2.04%(8)		04/25/36		130,970		1,144
Federal National Mortgage Association-Aces Series 2016-M4, Class X2 (I/O) 2.67%(8)		01/25/39		450,195		6,159
Government National Mortgage Association Series 2011-147, Class IO (I/O) 0.00%(8)		10/16/44		98,946		1
Government National Mortgage Association Series 2012-144, Class IO (I/O) 0.33%(8)		01/16/53		1,476,226		9,816
Total Commercial Mortgage-Backed Securities—Agency (Cost: $46,955)						17,120
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—0.8%
COMM Mortgage Trust Series 2012-CR4, Class XA (I/O) 1.14%(8)		10/15/45		167,201		2
GS Mortgage Securities Trust Series 2010-C1, Class X (I/O) 0.45%(1),(8)		08/10/43		966,064		881
GS Mortgage Securities Trust Series 2011-GC3, Class X (I/O) 0.29%(1),(8)		03/10/44		161,265		1

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
GS Mortgage Securities Trust Series 2014-GC20, Class XA (I/O) 1.00%(8)		04/10/47	$	976,618	$	2,457
JPMBB Commercial Mortgage Securities Trust Series 2014-C19, Class XA (I/O) 0.56%(8)		04/15/47		1,770,469		4,935
JPMorgan Chase Commercial Mortgage Securities Trust Series 2011-C3, Class XB (I/O) 0.39%(1),(8)		02/15/46		6,093,087		17,137
Taurus U.K. DAC Series 2021-UK4A, Class B 6.22% (Sterling Overnight Index Average + 1.500%)(1),(3)		08/17/31		93,972		115,493
Total Commercial Mortgage-Backed Securities—Non-Agency (Cost: $130,330)						140,906
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY—21.2%
Federal Home Loan Mortgage Corp., Pool #G08681 3.50%		12/01/45		16,193		14,973
Federal Home Loan Mortgage Corp., Pool #G08698 3.50%		03/01/46		15,130		14,000
Federal Home Loan Mortgage Corp., Pool #G08716 3.50%		08/01/46		15,443		14,229
Federal Home Loan Mortgage Corp., Pool #G08721 3.00%		09/01/46		3,143		2,806
Federal Home Loan Mortgage Corp., Pool #G08722 3.50%		09/01/46		1,601		1,476
Federal Home Loan Mortgage Corp., Pool #G08732 3.00%		11/01/46		4,422		3,949
Federal Home Loan Mortgage Corp., Pool #G08762 4.00%		05/01/47		13,943		13,248
Federal Home Loan Mortgage Corp., Pool #G08833 5.00%		07/01/48		2,013		2,003
Federal Home Loan Mortgage Corp., Pool #G18592 3.00%		03/01/31		2,536		2,415
Federal Home Loan Mortgage Corp., Pool #SD0231 3.00%		01/01/50		92,113		81,865
Federal Home Loan Mortgage Corp., Pool #SD8189 2.50%		01/01/52		45,017		38,007
Federal Home Loan Mortgage Corp., Pool #ZT1703 4.00%		01/01/49		37,604		35,734
Federal Home Loan Mortgage Corp. REMICS Series 3439, Class SC (I/O) (I/F) 0.72% (-30 day USD SOFR Average + 5.786%)(3)		04/15/38		33,443		1,780
Federal National Mortgage Association, Pool #AB3679 3.50%		10/01/41		43,568		40,585
Federal National Mortgage Association, Pool #AB4045 3.50%		12/01/41		62,235		57,936
Federal National Mortgage Association, Pool #AT5914 3.50%		06/01/43		20,071		18,578
Federal National Mortgage Association, Pool #BD7081 4.00%		03/01/47		15,227		14,462
Federal National Mortgage Association, Pool #BV2994 2.50%		04/01/52		93,332		78,769
Federal National Mortgage Association, Pool #CA0996 3.50%		01/01/48		48,105		44,413
Federal National Mortgage Association, Pool #CA2208 4.50%		08/01/48		1,414		1,377
Federal National Mortgage Association, Pool #CB2610 2.00%		01/01/52		68,723		55,778
Federal National Mortgage Association, Pool #CB3347 2.00%		01/01/52		184,368		149,420
Federal National Mortgage Association, Pool #FM2870 3.00%		03/01/50		122,928		109,251
Federal National Mortgage Association, Pool #MA1527 3.00%		08/01/33		11,209		10,504
Federal National Mortgage Association, Pool #MA1652 3.50%		11/01/33		18,068		17,231
Federal National Mortgage Association, Pool #MA2705 3.00%		08/01/46		57,735		51,556
Federal National Mortgage Association, Pool #MA4152 2.00%		10/01/40		67,889		57,693
Federal National Mortgage Association, Pool #MA4204 2.00%		12/01/40		55,281		46,946
Federal National Mortgage Association, Pool #MA4563 2.50%		03/01/52		91,956		77,520
Federal National Mortgage Association REMICS Series 2007-52, Class LS (I/O) (I/F) 0.87% (-30 day USD SOFR Average + 5.936%)(3)		06/25/37		37,442		1,629
Federal National Mortgage Association REMICS Series 2008-18, Class SM (I/O) (I/F) 1.82% (-30 day USD SOFR Average + 6.886%)(3)		03/25/38		39,569		1,773
Federal National Mortgage Association REMICS Series 2009-115, Class SB (I/O) (I/F) 1.07% (-30 day USD SOFR Average + 6.136%)(3)		01/25/40		21,354		1,525
Federal National Mortgage Association REMICS Series 2010-116, Class SE (I/O) (I/F) 1.42% (-30 day USD SOFR Average + 6.486%)(3)		10/25/40		41,223		3,594
Government National Mortgage Association, Pool #MA3597 3.50%		04/20/46		9,814		9,184
Government National Mortgage Association, Pool #MA3662 3.00%		05/20/46		26,987		24,400
Government National Mortgage Association, Pool #MA3663 3.50%		05/20/46		1,423		1,332
Government National Mortgage Association, Pool #MA3803 3.50%		07/20/46		6,581		6,157
Government National Mortgage Association, Pool #MA4454 5.00%		05/20/47		7,010		7,044
Government National Mortgage Association, Pool #MA4900 3.50%		12/20/47		30,034		27,985
Government National Mortgage Association, Pool #MA5399 4.50%		08/20/48		12,429		12,124
Government National Mortgage Association REMICS Series 2011-146, Class EI (I/O) (PAC) 5.00%		11/16/41		33,899		6,041
Government National Mortgage Association, TBA
2.50%(9)		12/01/51		150,000		129,438
5.00%(9)		04/01/53		50,000		49,015
4.50%(9)		04/01/53		100,000		96,199
Uniform Mortgage-Backed Security, TBA
3.00%(9)		03/01/52		475,000		415,904
3.50%(9)		04/01/52		50,000		45,308
4.00%(9)		06/01/52		250,000		233,584
4.50%(9)		04/01/53		675,000		646,608
2.00%(9)		12/01/51		175,000		141,670
2.50%(9)		01/01/52		200,000		168,581
5.00%(9)		04/01/53		675,000		659,654
5.50%(9)		04/01/53		200,000		198,734
Total Residential Mortgage-Backed Securities—Agency (Cost: $3,986,458)						3,945,987

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—7.8%
Banc of America Funding Trust Series 2005-C, Class A3 5.67% (1 mo. USD Term SOFR + 0.414%)(3)		05/20/35	$	5,225	$	5,203
BCMSC Trust Series 2000-A, Class A4 8.29%(8)		06/15/30		189,525		27,385
Bear Stearns ALT-A Trust Series 2004-8, Class M2 7.14% (1 mo. USD Term SOFR + 1.839%)(3)		09/25/34		102,093		92,909
Bear Stearns ALT-A Trust Series 2005-8, Class 11A1 5.95% (1 mo. USD Term SOFR + 0.654%)(3)		10/25/35		24,779		21,958
Deephaven Residential Mortgage Trust Series 2021-3, Class A1 1.19%(1),(8)		08/25/66		96,313		80,350
DSLA Mortgage Loan Trust Series 2004-AR1, Class A1A 6.20% (1 mo. USD Term SOFR + 0.954%)(3)		09/19/44		59,738		54,631
First Horizon Mortgage Pass-Through Trust Series 2005-AR4, Class 2A1 4.12%(8),(10)		10/25/35		13,838		13,114
GS Mortgage-Backed Securities Corp. Trust Series 2021-PJ5, Class A1 2.00%(1),(8)		10/25/51		83,433		64,867
GS Mortgage-Backed Securities Corp. Trust Series 2022-PJ2, Class A4 2.50%(1),(8)		06/25/52		89,631		72,041
HSI Asset Securitization Corp. Trust Series 2006-WMC1, Class A3 5.71% (1 mo. USD Term SOFR + 0.414%)(3)		07/25/36		270,716		116,652
IndyMac INDX Mortgage Loan Trust Series 2005-AR15, Class A2 3.55%(8)		09/25/35		43,113		33,446
JPMorgan Mortgage Trust Series 2021-8, Class A3 2.50%(1),(8)		12/25/51		103,274		83,363
JPMorgan Mortgage Acquisition Trust Series 2006-CH2, Class AF3 5.46%		09/25/29		168,931		105,212
JPMorgan Mortgage Trust Series 2005-A6, Class 7A1 4.18%(8)		08/25/35		9,826		8,228
Merrill Lynch Alternative Note Asset Trust Series 2007-A1, Class A2B 5.71% (1 mo. USD Term SOFR + 0.414%)(3)		01/25/37		279,798		89,625
Merrill Lynch Alternative Note Asset Trust Series 2007-A3, Class A2D 6.07% (1 mo. USD Term SOFR + 0.774%)(3),(6)		04/25/37		1,251,739		53,428
MFA Trust Series 2021-RPL1, Class A2 2.07%(1),(8)		07/25/60		100,000		79,296
Morgan Stanley ABS Capital I, Inc. Trust Series 2006-HE4, Class A4 5.89% (1 mo. USD Term SOFR + 0.594%)(3)		06/25/36		234,215		121,765
Morgan Stanley ABS Capital I, Inc. Trust Series 2007-HE2, Class A2B 5.50% (1 mo. USD Term SOFR + 0.204%)(3)		01/25/37		145,066		65,759
MortgageIT Trust Series 2005-1, Class 1A1 6.05% (1 mo. USD Term SOFR + 0.754%)(3)		02/25/35		11,890		11,471
Ownit Mortgage Loan Trust Series 2006-3, Class A2D 5.95% (1 mo. USD Term SOFR + 0.654%)(3)		03/25/37		55,392		52,370
RESIMAC Premier Series 2021-1A, Class A1 5.98% (1 mo. USD Term SOFR + 0.814%)(1),(3)		07/10/52		92,826		92,494
Structured Adjustable Rate Mortgage Loan Trust Series 2004-18, Class 4A1 6.06%(8)		12/25/34		13,697		13,348
Structured Asset Mortgage Investments II Trust Series 2005-AR6, Class 2A1 6.03% (1 mo. USD Term SOFR + 0.734%)(3)		09/25/45		22,143		19,841
Structured Asset Mortgage Investments II Trust Series 2006-AR3, Class 22A1 3.73%(8)		05/25/36		124,353		68,226
Total Residential Mortgage-Backed Securities—Non-Agency (Cost: $1,970,981)						1,446,982
U.S. TREASURY SECURITIES—4.0%
U.S. Treasury Bonds 3.63%		05/15/53		278,000		259,778
U.S. Treasury Inflation-Indexed Notes
1.13%		01/15/33		139,863		133,746
1.25%		04/15/28		122,676		119,077
U.S. Treasury Notes
3.38%		05/15/33		23,000		21,942
4.00%		06/30/28		98,000		97,227
4.13%		07/31/28		97,000		96,829
4.75%		07/31/25		13,000		12,971
Total U.S. Treasury Securities (Cost: $760,480)						741,570
Total Fixed Income Securities (Cost: $21,424,181)						19,868,737
			Shares
MONEY MARKET INVESTMENTS—2.4%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 5.19%(11)				451,531		451,531
Total Money Market Investments (Cost: $451,531)						451,531
INVESTMENT COMPANIES—3.2%
TCW Emerging Markets Income Fund—I Class(12)				95,828		597,010
Total Investment Companies (Cost: $730,897)						597,010
COMMON STOCK—0.0%
TELECOMMUNICATIONS—0.0%
Intelsat SA(6),(13)				344		7,511
Total Common Stock (Cost: $31,977)						7,511
RIGHTS—0.0%
Intelsat Jackson Holdings SA(6),(13) Intelsat Jackson Holdings SA(6),(13)				35 35		— —
Total Rights (Cost: $—)						—
Total Investments (112.4%) (Cost: $22,638,586)						20,924,789
Liabilities In Excess Of Other Assets (-12.4%)						(2,304,745	)
Net Assets (100.0%)					$	18,620,044

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

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(14)
Citibank N.A.	AUD		7,701		10/13/23	$	5,146	$	5,202	$	56
Goldman Sachs & Co.	CAD		28,000		10/13/23		21,308		21,292		(16	)
Goldman Sachs & Co.	CHF		41,000		10/13/23		46,579		47,660		1,081
Goldman Sachs & Co.	CLP		23,357,000		10/13/23		28,464		27,631		(833	)
Goldman Sachs & Co.	CNH		5,163,234		10/13/23		720,046		727,577		7,531
Goldman Sachs & Co.	DKK		250,000		10/13/23		37,769		37,145		(624	)
Goldman Sachs & Co.	EUR		724,324		10/13/23		790,782		801,420		10,638
Goldman Sachs & Co.	GBP		14,000		10/13/23		17,872		18,017		145
Goldman Sachs & Co.	IDR		529,570,339		10/13/23		35,038		35,101		63
State Street Bank & Trust Co.	JPY		261,393,000		10/13/23		1,834,395		1,860,561		26,166
Goldman Sachs & Co.	KRW		73,942,000		10/13/23		58,127		58,249		122
Goldman Sachs & Co.	PEN		35,516		10/13/23		9,688		9,808		120
Goldman Sachs & Co.	PLN		20,273		10/13/23		4,984		5,057		73
Goldman Sachs & Co.	RON		140,000		10/13/23		31,670		31,222		(448	)
Goldman Sachs & Co.	SEK		227,000		10/13/23		22,214		21,678		(536	)
Goldman Sachs & Co.	SGD		7,673		10/13/23		5,722		5,798		76
Citibank N.A.	THB		855,818		10/16/23		24,595		25,179		584
						$	3,694,399	$	3,738,597	$	44,198
SELL(15)
Goldman Sachs & Co.	BRL		1,558		10/13/23	$	316	$	323	$	(7	)
Goldman Sachs & Co.	CAD		30,768		10/13/23		23,212		23,397		(185	)
Goldman Sachs & Co.	COP		4,853,486		10/13/23		1,141		1,225		(84	)
Citibank N.A.	CZK		1,438,957		10/13/23		65,950		66,270		(320	)
Goldman Sachs & Co.	EUR		35,000		10/13/23		39,336		38,725		611
Goldman Sachs & Co.	GBP		354,242		10/13/23		454,676		455,887		(1,211	)
Goldman Sachs & Co.	ILS		13,674		10/13/23		3,722		3,743		(21	)
State Street Bank & Trust Co.	JPY		3,518,000		10/13/23		24,732		25,040		(308	)
Goldman Sachs & Co.	KRW		248,797,251		10/13/23		191,929		195,994		(4,065	)
Goldman Sachs & Co.	MXN		599,581		10/13/23		34,501		35,425		(924	)
Goldman Sachs & Co.	MYR		232,804		10/13/23		50,363		51,881		(1,518	)
Citibank N.A.	NOK		4,345,000		10/13/23		414,531		430,388		(15,857	)
Goldman Sachs & Co.	NZD		1,057,000		10/13/23		655,625		657,864		(2,239	)
Goldman Sachs & Co.	RON		384,539		10/13/23		85,148		85,756		(608	)
Goldman Sachs & Co.	SEK		424,000		10/13/23		39,387		40,490		(1,103	)
Citibank N.A.	ZAR		552,501		10/13/23		29,447		30,867		(1,420	)
						$	2,114,016	$	2,143,275	$	(29,259	)

FUTURES CONTRACTS

Number of Contracts	Type	Expiration Date		Notional			Market Value			Net Unrealized Appreciation (Depreciation)
Long Futures
23	2-Year U.S. Treasury Note Futures		09/29/23	$	4,725,631		$	4,669,719		$	(55,912	)
4	5-Year Canadian Bond Futures		09/20/23		338,364			331,244			(7,120	)
2	5-Year U.S. Treasury Note Futures		09/29/23		216,119			213,641			(2,478	)
9	Euro SCHWATZ Futures		09/7/23		1,049,064			1,042,406			(6,658	)
2	Euro-Bobl Future		09/7/23		257,129			255,549			(1,580	)
				$	6,586,307		$	6,512,559		$	(73,748	)
Short Futures
11	10-Year U.S. Treasury Note Futures		09/20/23	$	(1,316,372	)	$	(1,286,828	)	$	29,544
1	2-Year Canadian Bond Futures		09/20/23		(78,342	)		(77,444	)		898
2	Euro-Bund Future		09/7/23		(298,810	)		(293,278	)		5,532
1	Long Gilt Futures		09/27/23		(122,617	)		(123,686	)		(1,069	)
				$	(1,816,141	)	$	(1,781,236	)	$	34,905

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

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
EUR  600,000	06/16/25		Annual	12 Month Euro Short-Term Rate		Annual		3.50%	$	(1,166	)	$	1,057	$	(109	)
GBP  500,000	06/16/25		Annual	12 Month Sterling Overnight Index Average		Annual		4.08%		(17,433	)		—		(17,433	)
GBP  510,000	09/15/25		Annual	12 Month Sterling Overnight Index Average		Annual		5.75%		2,088			22		2,110
EUR  180,000	06/16/28		Annual	12 Month Euro Short-Term Rate		Annual		2.75%		(1,932	)		—		(1,932	)
									$	(18,443	)	$	1,079	$	(17,364	)

Notes to the Schedule of Investments:
ABS	Asset-Backed Securities.
ACES	Alternative Credit Enhancement 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.
LIBOR	London Interbank Offered Rate.
PAC	Planned Amortization Class.
REIT	Real Estate Investment Trust.
REMIC	Real Estate Mortgage Investment Conduit.
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.
DKK	Danish Krone.
EUR	Euro Currency.
GBP	British Pound Sterling.
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.
(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 July 31, 2023, the value of these securities amounted to $3,152,802 or 16.9% 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)	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 July 31, 2023, the value of these securities amounted to $5,579,173 or 30.0% of net assets.
(3)	Floating or variable rate security. The interest shown reflects the rate in effect at July 31, 2023.
(4)	Perpetual maturity.
(5)	Restricted security (Note 3).
(6)	For fair value measurement disclosure purposes, security is categorized as Level 3. Security is valued using significant unobservable inputs.
(7)	Security is not accruing interest.

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

(8)	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.
(9)	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.
(10)	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.
(11)	Rate disclosed is the 7-day net yield as of July 31, 2023.
(12)	Affiliated issuer.
(13)	Non-income producing security.
(14)	Fund buys foreign currency, sells U.S. Dollar.
(15)	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 July 31, 2023 is as follows:

Name of Affiliated Fund	Value at October 31, 2022		Purchases at Cost		Proceeds from Sales		Number of Shares Held July 31, 2023		Value at July 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	$	25,684	$	45,214		95,828	$	597,010	$	23,369	$	—	$	(16,514	)	$	72,045
Total									$	597,010	$	23,369	$	—	$	(16,514	)	$	72,045

TCW Global Bond Fund

Investments by Sector (Unaudited) July 31, 2023

Sector	Percentage of Net Assets
Foreign Government Bonds		39.7	%
Corporate Bonds		28.6
Residential Mortgage-Backed Securities—Agency		21.2
Residential Mortgage-Backed Securities—Non-Agency		7.8
Asset-Backed Securities		4.2
U.S. Treasury Securities		4.0
Investment Companies		3.2
Money Market Investments		2.4
Commercial Mortgage-Backed Securities—Non-Agency		0.8
Municipal Bonds		0.4
Commercial Mortgage-Backed Securities—Agency		0.1
Common Stock		0.0	**
Rights		0.0	**
Other*		(12.4	)
Total		100.0	%

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

** Amount rounds to less than 0.1%.

TCW Global Bond Fund

Investments by Country (Unaudited) July 31, 2023

Country	Percentage of Net Assets
Australia		2.0	%
Bermuda		0.6
Brazil		0.3
Canada		2.7
Cayman Islands		3.9
Chile		1.1
China		4.6
Colombia		0.1
Czech Republic		0.5
France		5.2
Germany		1.2
Great Britain		6.6
Hungary		1.1
Indonesia		0.6
Ireland		1.9
Israel		0.1
Italy		1.2
Japan		1.5
Kazakhstan		1.0
Luxembourg		0.7
Malaysia		0.7
Mexico		1.8
Netherlands		2.1
New Zealand		3.3
Norway		2.0
Poland		0.2
Portugal		0.5
Romania		0.4
Saudi Arabia		2.1
Singapore		0.3
South Africa		0.1
South Korea		3.0
Spain		1.0
Supranational		2.0
Sweden		0.3
Switzerland		1.5
Thailand		0.2
United States		54.0
Total		112.4	%

TCW Global Bond Fund

Fair Valuation Summary (Unaudited) July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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*	$	—		$	5,331,810		$	—	$	5,331,810
Municipal Bonds		—			77,802			—		77,802
Foreign Government Bonds		—			7,384,512			—		7,384,512
Asset-Backed Securities		—			782,048			—		782,048
Commercial Mortgage-Backed Securities—Agency		—			17,120			—		17,120
Commercial Mortgage-Backed Securities—Non-Agency		—			140,906			—		140,906
Residential Mortgage-Backed Securities—Agency		—			3,945,987			—		3,945,987
Residential Mortgage-Backed Securities—Non-Agency		—			1,393,554			53,428		1,446,982
U.S. Treasury Securities		488,747			252,823			—		741,570
Total Fixed Income Securities		488,747			19,326,562			53,428		19,868,737
Money Market Investments		451,531			—			—		451,531
Investment Companies		597,010			—			—		597,010
Common Stock*		—			—			7,511		7,511
Rights*		—			—			—		—
Total Investments	$	1,537,288		$	19,326,562		$	60,939	$	20,924,789
Asset Derivatives
Forward Currency Contracts
Foreign Currency Risk		—			47,266			—		47,266
Futures Contracts
Interest Rate Risk		35,974			—			—		35,974
Swap Agreements
Interest Rate Risk		—			2,110			—		2,110
Total	$	1,573,262		$	19,375,938		$	60,939	$	21,010,139
Liability Derivatives
Forward Currency Contracts
Foreign Currency Risk	$	—		$	(32,327	)	$	—	$	(32,327	)
Futures Contracts
Interest Rate Risk		(74,817	)		—			—		(74,817	)
Swap Agreements
Interest Rate Risk		—			(19,474	)		—		(19,474	)
Total	$	(74,817	)	$	(51,801	)	$	—	$	(126,618	)

* See Schedule of Investments for corresponding industries.

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—93.5% of Net Assets
BANK LOANS—8.5%
Airlines—0.1%
American Airlines, Inc. 2021 Term Loan 10.34% (3 mo. USD Term SOFR + 4.750%)(1)		04/20/28	$	66,500	$	68,966
Apparel—0.2%
Hanesbrands, Inc. 2023 Term Loan B 9.07% (1 mo. USD Term SOFR + 3.750%)(1)		03/08/30		89,775		89,859
Chemicals—0.6%
IRIS Holdings, Inc. Term Loan 10.22% (3 mo. USD Term SOFR + 4.750%)(1)		06/28/28		100,243		88,652
Zep, Inc. 2017 1st Lien Term Loan 9.54% (3 mo. USD LIBOR + 4.000%)(1)		08/12/24		257,087		230,736
						319,388
Commercial Services—0.9%
Neptune Bidco U.S., Inc. 2022 USD Term Loan B 10.40% (3 mo. USD Term SOFR + 5.000%)(1)		04/11/29		156,608		139,316
Spin Holdco, Inc. 2021 Term Loan 9.23% (3 mo. USD LIBOR + 4.000%)(1)		03/04/28		415,438		354,044
						493,360
Entertainment—0.9%
Crown Finance U.S., Inc. 2022 DIP Term Loan 15.31% (3 mo. USD Term SOFR + 10.000%)(1)		09/07/23		399,212		403,454
Ontario Gaming GTA LP Term Loan B 0.00%(2)		07/20/30		100,000		100,125
						503,579
Food—0.2%
B&G Foods, Inc. 2019 Term Loan B4 7.82% (1 mo. USD Term SOFR + 2.500%)(1)		10/10/26		90,000		89,172
Health Care-Products—0.0%
Auris Luxembourg III Sarl 2019 USD Term Loan B2 9.09% (3 mo. USD LIBOR + 3.750%)(1)		02/27/26		15,799		15,226
Health Care-Services—0.7%
ADMI Corp. 2021 Term Loan B2 8.81% (1 mo. USD Term SOFR + 3.375%)(1)		12/23/27		268,813		254,892
eResearchTechnology, Inc. 2020 1st Lien Term Loan 9.93% (1 mo. USD Term SOFR + 4.500%)(1)		02/04/27		126,734		123,222
						378,114
Internet—0.3%
Magnite, Inc. Term Loan 10.58% (3 mo. USD LIBOR + 5.000%)(1)		04/28/28		59,349		59,526
MH Sub I LLC 2023 Term Loan 9.57% (1 mo. USD Term SOFR + 4.250%)(1)		05/03/28		89,358		86,308
						145,834
Machinery-Diversified—1.2%
ASP Blade Holdings, Inc. Initial Term Loan 9.43% (1 mo. USD Term SOFR + 4.000%)(1)		10/13/28		552,094		494,583
Titan Acquisition Ltd. 2018 Term Loan B 8.73% (3 mo. USD LIBOR + 3.000%)(1)		03/28/25		195,000		191,292
						685,875
Media—0.2%
DirecTV Financing LLC Term Loan 10.43% (1 mo. USD Term SOFR + 5.000%)(1)		08/02/27		140,698		140,038
Metal Fabricate & Hardware—0.2%
Arsenal AIC Parent LLC Term Loan 0.00%(2)		07/27/30		100,000		100,052
Packaging & Containers—1.5%
Clydesdale Acquisition Holdings, Inc. Term Loan B 9.59% (1 mo. USD Term SOFR + 4.175%)(1)		04/13/29		297,000		294,694
Plaze, Inc. 2020 Incremental Term Loan 9.18% (1 mo. USD Term SOFR + 3.750%)(1)		08/03/26		209,101		199,920
Proampac PG Borrower LLC 2020 Term Loan 9.28% (3 mo. USD LIBOR + 3.750%)(1)		11/03/25		371,483		370,477
						865,091
Pharmaceuticals—0.4%
Elanco Animal Health, Inc. Term Loan B 6.96% (1 mo. USD Term SOFR + 1.750%)(1)		08/01/27		259,099		255,599
Retail—0.1%
1011778 B.C. Unlimited Liability Co. Term Loan B4 7.18% (1 mo. USD LIBOR + 1.750%)(1)		11/19/26		77,807		77,449
Software—0.6%
CT Technologies Intermediate Holdings, Inc. 2021 Term Loan B 9.68% (1 mo. USD Term SOFR + 4.250%)(1)		12/16/25		141,738		135,861
Open Text Corp. 2022 Term Loan B 8.92% (1 mo. USD Term SOFR + 3.500%)(1)		01/31/30		212,433		213,031
						348,892

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Telecommunications—0.4%
SBA Senior Finance II LLC 2018 Term Loan B 7.17% (1 mo. USD Term SOFR + 1.750%)(1)		04/11/25	$	258,712	$	258,807
Total Bank Loans (Cost: $4,981,095)						4,835,301
CORPORATE BONDS—85.0%
Aerospace & Defense—1.5%
TransDigm, Inc.
4.63%		01/15/29		135,000		120,649
6.25%(3)		03/15/26		418,000		416,830
6.75%(3)		08/15/28		305,000		306,882
						844,361
Agriculture—0.6%
BAT Capital Corp. (United Kingdom) 5.28%		04/02/50		401,000		329,388
Auto Manufacturers—2.9%
Allison Transmission, Inc. 3.75%(3)		01/30/31		100,000		84,750
Ford Motor Credit Co. LLC 3.37%		11/17/23		1,600,000		1,582,480
						1,667,230
Banks—2.9%
Bank of America Corp. 4.38% (5 yr. CMT + 2.760%)(1),(4)		01/27/27		225,000		197,429
Bank of New York Mellon Corp. 3.75% (5 yr. CMT + 2.630%)(1),(4)		12/20/26		285,000		236,728
JPMorgan Chase & Co. 3.65% (5 yr. CMT + 2.850%)(1),(4)		06/01/26		95,000		85,538
U.S. Bancorp 3.70% (5 yr. CMT + 2.541%)(1),(4)		01/15/27		400,000		312,052
UBS Group AG (Switzerland)
6.37% (Secured Overnight Financing Rate + 3.340%)(1),(3)		07/15/26		85,000		85,193
6.54% (Secured Overnight Financing Rate + 3.920%)(1),(3)		08/12/33		405,000		424,037
9.02% (Secured Overnight Financing Rate + 5.020%)(1),(3)		11/15/33		250,000		303,850
						1,644,827
Beverages—0.5%
Primo Water Holdings, Inc. 4.38%(3)		04/30/29		300,000		263,706
Chemicals—3.0%
ASP Unifrax Holdings, Inc. 5.25%(3)		09/30/28		412,000		307,183
Axalta Coating Systems LLC 3.38%(3)		02/15/29		250,000		215,917
Herens Holdco Sarl 4.75%(3)		05/15/28		400,000		310,224
International Flavors & Fragrances, Inc. 2.30%(3)		11/01/30		185,000		147,518
Olympus Water U.S. Holding Corp. 7.13%(3)		10/01/27		125,000		114,525
SCIH Salt Holdings, Inc. 4.88%(3)		05/01/28		70,000		62,388
SCIL IV LLC/SCIL USA Holdings LLC 5.38%(3)		11/01/26		64,000		59,012
SK Invictus Intermediate II Sarl 5.00%(3)		10/30/29		487,000		386,568
Valvoline, Inc. 3.63%(3)		06/15/31		150,000		123,661
						1,726,996
Commercial Services—2.9%
Adtalem Global Education, Inc. 5.50%(3)		03/01/28		218,000		203,743
Block, Inc. 3.50%		06/01/31		125,000		104,688
Carriage Services, Inc. 4.25%(3)		05/15/29		277,000		240,419
Gartner, Inc.
3.75%(3)		10/01/30		80,000		70,200
4.50%(3)		07/01/28		296,000		276,988
Prime Security Services Borrower LLC/Prime Finance, Inc. 3.38%(3)		08/31/27		100,000		88,459
Upbound Group, Inc. 6.38%(3)		02/15/29		435,000		401,287
WASH Multifamily Acquisition, Inc. 5.75%(3)		04/15/26		285,000		267,746
						1,653,530
Computers—2.2%
Booz Allen Hamilton, Inc. 3.88%(3)		09/01/28		468,000		425,381
NCR Corp. 5.25%(3)		10/01/30		616,000		549,112
Science Applications International Corp. 4.88%(3)		04/01/28		275,000		259,944
						1,234,437
Diversified Financial Services—2.0%
American Express Co. 3.55% (5 yr. CMT + 2.854%)(1),(4)		09/15/26		230,000		193,919
Charles Schwab Corp. 5.00% (5 yr. CMT + 3.256%)(1),(4)		06/01/27		265,000		239,744
GGAM Finance Ltd. 8.00%(3)		06/15/28		204,000		207,570
Jane Street Group/JSG Finance, Inc. 4.50%(3)		11/15/29		540,000		475,270
						1,116,503
Electric—0.7%
FirstEnergy Corp.
2.65%		03/01/30		395,000		333,244
5.10%		07/15/47		96,000		87,259
						420,503
Electronics—0.1%
Coherent Corp. 5.00%(3)		12/15/29		65,000		58,585
Engineering & Construction—0.3%
Artera Services LLC 9.03%(3)		12/04/25		195,000		185,714

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Entertainment—4.6%
Banijay Entertainment SASU (France) 5.38%(3)		03/01/25	$	225,000	$	220,141
Caesars Resort Collection LLC/CRC Finco, Inc. 5.75%(3)		07/01/25		600,000		606,612
CDI Escrow Issuer, Inc. 5.75%(3)		04/01/30		92,000		85,566
Churchill Downs, Inc. 4.75%(3)		01/15/28		70,000		64,770
Cinemark USA, Inc. 5.25%(3)		07/15/28		125,000		110,312
Everi Holdings, Inc. 5.00%(3)		07/15/29		225,000		198,000
Live Nation Entertainment, Inc. 4.75%(3)		10/15/27		115,000		107,381
Ontario Gaming GTA LP 8.00%(3)		08/01/30		300,000		303,366
Penn Entertainment, Inc.
4.13%(3)		07/01/29		200,000		165,750
5.63%(3)		01/15/27		65,000		61,194
WarnerMedia Holdings, Inc. 5.14%		03/15/52		850,000		689,290
						2,612,382
Food—6.3%
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.
3.75%(3)		12/01/31		130,000		110,140
5.75%(3)		04/01/33		1,155,000		1,109,505
Nathan’s Famous, Inc. 6.63%(3)		11/01/25		8,000		7,970
Pilgrim’s Pride Corp.
3.50%		03/01/32		1,475,000		1,192,655
5.88%(3)		09/30/27		170,000		168,057
6.25%		07/01/33		5,000		4,971
Post Holdings, Inc. 5.75%(3)		03/01/27		300,000		295,125
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed 4.63%(3)		03/01/29		580,000		483,888
Smithfield Foods, Inc. 5.20%(3)		04/01/29		217,000		200,950
						3,573,261
Health Care-Products—1.8%
Embecta Corp. 6.75%(3)		02/15/30		375,000		331,084
Hologic, Inc. 3.25%(3)		02/15/29		55,000		48,175
Teleflex, Inc. 4.25%(3)		06/01/28		687,000		632,326
						1,011,585
Health Care-Services—8.2%
Catalent Pharma Solutions, Inc.
3.50%(3)		04/01/30		325,000		272,480
5.00%(3)		07/15/27		350,000		328,211
Centene Corp.
2.45%		07/15/28		855,000		736,719
2.63%		08/01/31		250,000		200,527
3.00%		10/15/30		75,000		62,819
4.25%		12/15/27		1,020,000		961,725
Fortrea Holdings, Inc. 7.50%(3)		07/01/30		50,000		51,182
HealthEquity, Inc. 4.50%(3)		10/01/29		170,000		152,305
Heartland Dental LLC/Heartland Dental Finance Corp. 10.50%(3)		04/30/28		75,000		75,385
IQVIA, Inc. 5.00%(3)		05/15/27		228,000		220,483
ModivCare Escrow Issuer, Inc. 5.00%(3)		10/01/29		635,000		456,457
Prime Healthcare Services, Inc. 7.25%(3)		11/01/25		420,000		400,050
Tenet Healthcare Corp. 4.88%		01/01/26		810,000		784,793
						4,703,136
Household Products/Wares—0.5%
Central Garden & Pet Co. 4.13%		10/15/30		240,000		204,569
Spectrum Brands, Inc. 5.00%(3)		10/01/29		65,000		59,150
						263,719
Housewares—0.8%
Newell Brands, Inc.
4.88%		06/01/25		349,000		338,312
6.00%		04/01/46		145,000		117,667
						455,979
Insurance—0.5%
Acrisure LLC/Acrisure Finance, Inc. 4.25%(3)		02/15/29		335,000		289,135
Internet—1.3%
Cogent Communications Group, Inc. 7.00%(3)		06/15/27		100,000		96,939
Gen Digital, Inc. 6.75%(3)		09/30/27		53,000		53,234
Netflix, Inc. 4.63%		05/15/29		100,000		112,920
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. 4.75%(3)		04/30/27		200,000		175,000
Uber Technologies, Inc. 7.50%(3)		05/15/25		285,000		288,452
						726,545
Investment Companies—1.2%
Icahn Enterprises LP/Icahn Enterprises Finance Corp.
4.38%		02/01/29		180,000		146,988
5.25%		05/15/27		45,000		39,947
6.25%		05/15/26		50,000		46,937
6.38%		12/15/25		50,000		48,066
Molina Healthcare, Inc. 3.88%(3)		11/15/30		500,000		430,000
						711,938
Iron & Steel—0.2%
ATI, Inc. 5.13%		10/01/31		130,000		117,650
Lodging—1.1%
Hilton Domestic Operating Co., Inc. 3.63%(3)		02/15/32		325,000		273,017
Wyndham Hotels & Resorts, Inc. 4.38%(3)		08/15/28		387,000		357,426
						630,443
Machinery-Construction & Mining—0.5%
BWX Technologies, Inc. 4.13%(3)		06/30/28		330,000		302,848

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Media—8.8%
Block Communications, Inc. 4.88%(3)		03/01/28	$	355,000	$	298,644
Cable One, Inc. 4.00%(3)		11/15/30		640,000		508,800
CCO Holdings LLC/CCO Holdings Capital Corp. 5.50%(3)		05/01/26		1,525,000		1,496,787
CSC Holdings LLC
6.50%(3)		02/01/29		870,000		739,835
7.50%(3)		04/01/28		385,000		238,300
Diamond Sports Group LLC/Diamond Sports Finance Co. 5.38%(3),(5)		08/15/26		452,000		14,408
DISH DBS Corp.
5.25%(3)		12/01/26		350,000		287,308
7.38%		07/01/28		272,000		153,384
7.75%		07/01/26		30,000		19,545
DISH Network Corp. 11.75%(3)		11/15/27		115,000		115,819
Gray Escrow II, Inc. 5.38%(3)		11/15/31		400,000		277,024
Nexstar Media, Inc. 4.75%(3)		11/01/28		75,000		66,221
Sirius XM Radio, Inc. 3.88%(3)		09/01/31		370,000		290,027
Tele Columbus AG (Germany) 3.88%(6)		05/02/25		100,000		69,186
VZ Secured Financing BV (Netherlands)
3.50%(6)		01/15/32		190,000		168,124
5.00%(3)		01/15/32		325,000		264,504
						5,007,916
Mining—0.0%
Arsenal AIC Parent LLC 8.00%(3)		10/01/30		25,000		25,531
Miscellaneous Manufacturers—0.5%
General Electric Co.
5.80%(3 mo. USD LIBOR + 0.480%)(1)		08/15/36		52,000		46,584
8.88%(3 mo. USD LIBOR + 3.330%)(1),(4)		09/15/23		214,000		214,751
						261,335
Oil & Gas—1.2%
SM Energy Co. 6.50%		07/15/28		330,000		322,922
Transocean Titan Financing Ltd. 8.38%(3)		02/01/28		340,000		351,900
						674,822
Oil & Gas Services—0.3%
Archrock Partners LP/Archrock Partners Finance Corp. 6.25%(3)		04/01/28		200,000		190,500
Packaging & Containers—4.8%
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
5.25%(3)		08/15/27		325,000		281,125
5.25%(3)		08/15/27		50,000		42,979
Ball Corp. 6.88%		03/15/28		600,000		613,500
Clearwater Paper Corp. 4.75%(3)		08/15/28		364,000		322,682
Graphic Packaging International LLC 4.13%		08/15/24		725,000		712,313
Pactiv Evergreen Group Issuer LLC/Pactiv Evergreen Group Issuer, Inc. 4.38%(3)		10/15/28		280,000		249,200
Sealed Air Corp. 4.00%(3)		12/01/27		362,000		334,061
Silgan Holdings, Inc. 4.13%		02/01/28		125,000		113,686
Trivium Packaging Finance BV (Netherlands) 5.50%(3)		08/15/26		55,000		52,309
						2,721,855
Pharmaceuticals—2.2%
180 Medical, Inc. (United Kingdom) 3.88%(3)		10/15/29		138,000		121,440
Bausch Health Cos., Inc. (Canada) 5.75%(3)		08/15/27		18,000		11,615
Grifols SA (Spain) 4.75%(3)		10/15/28		235,000		207,122
Kedrion SpA (Italy) 6.50%(3)		09/01/29		250,000		216,250
Option Care Health, Inc. 4.38%(3)		10/31/29		215,000		191,735
Organon & Co./Organon Foreign Debt Co.-Issuer BV 5.13%(3)		04/30/31		165,000		140,290
Prestige Brands, Inc. 3.75%(3)		04/01/31		215,000		180,793
Teva Pharmaceutical Finance Netherlands III BV 8.13%		09/15/31		170,000		180,263
						1,249,508
Pipelines—6.0%
DCP Midstream Operating LP 5.60%		04/01/44		136,000		129,561
Energy Transfer LP 6.63% (3 mo. USD LIBOR + 4.155%)(1),(4)		02/15/28		897,000		714,236
Global Partners LP/GLP Finance Corp. 6.88%		01/15/29		540,000		506,774
NGL Energy Operating LLC/NGL Energy Finance Corp. 7.50%(3)		02/01/26		260,000		257,881
Rockies Express Pipeline LLC
4.80%(3)		05/15/30		30,000		26,700
6.88%(3)		04/15/40		541,000		495,015
TransMontaigne Partners LP/TLP Finance Corp. 6.13%		02/15/26		362,000		317,633
Venture Global Calcasieu Pass LLC
4.13%(3)		08/15/31		600,000		509,802
6.25%(3)		01/15/30		500,000		488,281
						3,445,883
REIT—3.9%
American Assets Trust LP 3.38%		02/01/31		475,000		371,236
GLP Capital LP/GLP Financing II, Inc. 5.75%		06/01/28		473,000		463,887
Hudson Pacific Properties LP
3.25%		01/15/30		132,000		87,030
4.65%		04/01/29		80,000		62,698
VICI Properties LP/VICI Note Co., Inc.
3.88%(3)		02/15/29		34,000		30,173
4.50%(3)		01/15/28		40,000		36,926
4.63%(3)		06/15/25		512,000		498,120
5.63%(3)		05/01/24		106,000		105,538
5.75%(3)		02/01/27		554,000		547,070
						2,202,678

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Retail—4.3%
Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc. 4.63%(3)		01/15/29	$	325,000	$	285,161
FirstCash, Inc. 5.63%(3)		01/01/30		165,000		152,566
LCM Investments Holdings II LLC 8.25%(3)		08/01/31		200,000		203,420
Michaels Cos., Inc.
5.25%(3)		05/01/28		480,000		408,610
7.88%(3)		05/01/29		125,000		89,218
Papa John’s International, Inc. 3.88%(3)		09/15/29		345,000		297,124
Yum! Brands, Inc. 3.88%		11/01/23		1,000,000		993,750
						2,429,849
Software—0.7%
Alteryx, Inc. 8.75%(3)		03/15/28		85,000		82,875
Open Text Corp. 6.90%(3)		12/01/27		150,000		153,147
Oracle Corp. 6.25%		11/09/32		150,000		158,594
						394,616
Telecommunications—5.7%
Altice France SA
5.13%(3)		01/15/29		200,000		141,500
5.50%(3)		10/15/29		450,000		320,004
8.13%(3)		02/01/27		250,000		206,537
CommScope, Inc. 4.75%(3)		09/01/29		365,000		283,787
Consolidated Communications, Inc. 6.50%(3)		10/01/28		195,000		153,563
Frontier Communications Holdings LLC
5.00%(3)		05/01/28		362,000		307,110
8.63%(3)		03/15/31		175,000		167,844
Global Switch Finance BV (United Kingdom) 1.38%(6)		10/07/30		115,000		105,607
Intelsat Jackson Holdings SA 6.50%(3),(7)		03/15/30		200,000		182,770
Level 3 Financing, Inc. 10.50%(3)		05/15/30		184,000		191,088
SES GLOBAL Americas Holdings, Inc. (Luxembourg) 5.30%(3)		03/25/44		559,000		404,315
Sprint LLC 7.88%		09/15/23		435,000		435,753
Zayo Group Holdings, Inc. 4.00%(3)		03/01/27		525,000		376,116
						3,275,994
Total Corporate Bonds (Cost: $51,991,148)						48,424,888
Total Fixed Income Securities (Cost: $56,972,243)						53,260,189
			Shares
COMMON STOCK—0.0%
Electric—0.0%
Homer City Generation LLC—Series A(8),(9)				5,610		—
Total Common Stock (Cost: $327,224)						—
WARRANTS—0.0%
Entertainment—0.0%
Cineworld Group PLC(9)				42,717		214
Total Warrants (Cost: $—)						214
MONEY MARKET INVESTMENTS—1.2%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 5.19%(10)				66,045		660,456
Total Money Market Investments (Cost: $660,456)						660,456
			Principal Amount
SHORT TERM INVESTMENTS—4.8%
U.S. TREASURY SECURITIES—2.2%
U.S. Treasury Bills
4.89%(11)		10/19/23	$	300,000		296,539
5.25%(11)		10/05/23		1,000,000		990,515
Total U.S. Treasury Securities (Cost: $1,287,409)						1,287,054
U.S. GOVERNMENT AGENCY OBLIGATION—2.6% (Cost: $1,498,380)
Federal Home Loan Bank Discount Notes 4.38%(11)		08/09/23		1,500,000		1,498,292
Total Short Term Investments (Cost: $2,785,789)						2,785,346
Total Investments (99.5%) (Cost: $60,745,712)						56,706,205
Excess Of Other Assets Over Liabilities (0.5%)						260,041
Net Assets (100.0%)					$	56,966,246

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

FUTURES CONTRACTS

Number of Contracts	Type	Expiration Date		Notional			Market Value			Net Unrealized Appreciation (Depreciation)
Long Futures
38	2-Year U.S. Treasury Note Futures		09/29/23	$	7,802,560		$	7,715,187		$	(87,373	)
22	5-Year U.S. Treasury Note Futures		09/29/23		2,391,966			2,350,047			(41,919	)
				$	10,194,526		$	10,065,234		$	(129,292	)
Short Futures
12	10-Year U.S. Treasury Note Futures		09/20/23	$	(1,435,716	)	$	(1,403,812	)	$	31,904
3	Euro-Bobl Future		09/7/23		(388,611	)		(383,324	)		5,287
4	U.S. Ultra Long Bond Futures		09/20/23		(538,921	)	$	(528,875	)	$	10,046
				$	(2,363,248	)	$	(2,316,011	)	$	47,237

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(12)
Citibank N.A.		EUR		422,000		10/13/23	$	460,820	$	466,917	$	(6,097	)

Notes to the Schedule of Investments:
EETC	Enhanced Equipment Trust Certificate.
LIBOR	London Interbank Offered Rate.
REIT	Real Estate Investment Trust.
SOFR	Secured Overnight Financing Rate.
EUR	Euro Currency.
(1)	Floating or variable rate security. The interest shown reflects the rate in effect at July 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 July 31, 2023, the value of these securities amounted to $31,834,198 or 55.9% 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.
(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)	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 July 31, 2023, the value of these securities amounted to $342,917 or 0.6% of net assets.
(7)	Restricted security (Note 3).
(8)	For fair value measurement disclosure purposes, security is categorized as Level 3. Security is valued using significant unobservable inputs.
(9)	Non-income producing security.
(10)	Rate disclosed is the 7-day net yield as of July 31, 2023.
(11)	Rate shown represents yield-to-maturity.
(12)	Fund sells foreign currency, buys U.S. Dollar.

TCW High Yield Bond Fund

Investments by Sector (Unaudited) July 31, 2023

Sector	Percentage of Net Assets
Corporate Bonds		85.0	%
Bank Loans		8.5
U.S. Government Agency Obligations		2.6
U.S. Treasury Securities		2.2
Money Market Investments		1.2
Warrants		0.0	**
Common Stock		0.0	**
Other*		0.5
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) July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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*	$	—		$	4,835,301		$	—	$	4,835,301
Corporate Bonds*		—			48,424,888			—		48,424,888
Total Fixed Income Securities		—			53,260,189			—		53,260,189
Common Stock*		—			—			—		—
Warrants		—			214			—		214
Money Market Investments		660,456			—			—		660,456
Short-Term Investments*		1,287,054			1,498,292			—		2,785,346
Total Investments	$	1,947,510		$	54,758,695		$	—	$	56,706,205
Asset Derivatives
Futures Contracts
Interest Rate Risk		47,237			—			—		47,237
Total Investments	$	1,994,747		$	54,758,695		$	—	$	56,753,442
Liability Derivatives
Futures Contracts
Interest Rate Risk	$	(129,292	)	$	—		$	—	$	(129,292	)
Forward Currency Contracts
Foreign Currency Risk		—			(6,097	)		—		(6,097	)
Total	$	(129,292	)	$	(6,097	)	$	—	$	(135,389	)

* See Schedule of Investments for corresponding industries.

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—80.0% of Net Assets
COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—1.6%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series K723, Class X1 (I/O) 0.77%(1)		08/25/23	$	267,980	$	18
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series KF68, Class A 5.71% (1 mo. USD LIBOR + 0.490%)(2)		07/25/26		45,512		45,378
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series KJ29, Class A1 0.74%		01/25/26		14,494		14,032
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series KJ31, Class A1 0.57%		05/25/26		9,291		8,938
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series KJ34, Class A1 0.68%		06/25/26		7,797		7,216
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series KL05, Class X1HG (I/O) 1.22%(1)		12/25/27		500,000		19,627
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series KS06, Class X (I/O) 1.04%(1)		08/25/26		549,125		11,191
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series KS07, Class X (I/O) 0.62%(1)		09/25/25		237,977		2,880
Federal National Mortgage Association-Aces Series 2014-M11, Class 1A 3.09%(1)		08/25/24		14,199		13,813
FRESB Mortgage Trust Series 2015-SB3, Class A3 5.77% (1 mo. USD LIBOR + 0.550%)(2)		01/25/43		1,941		1,931
Government National Mortgage Association Series 2008-92, Class E 5.56%(1)		03/16/44		4,483		4,401
Government National Mortgage Association Series 2010-159, Class D 4.56%(1)		09/16/44		6,074		5,941
Government National Mortgage Association Series 2011-165, Class IO (I/O) 0.01%(1)		10/16/51		210,274		2
Total Commercial Mortgage-Backed Securities—Agency (Cost: $171,401)						135,368
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—6.2%
BBCMS Trust Series 2015-SRCH, Class XB (I/O) 0.19%(1),(3)		08/10/35		2,000,000		14,934
BFLD Trust Series 2020-OBRK, Class A 7.39% (1 mo. USD Term SOFR + 2.164%)(2),(3)		11/15/28		100,000		99,361
Citigroup Commercial Mortgage Trust Series 2014-GC23, Class XB (I/O) 0.21%(1)		07/10/47		3,784,000		7,853
COMM Mortgage Trust Series 2012-CR3, Class XA (I/O) 1.22%(1)		10/15/45		173,242		366
COMM Mortgage Trust Series 2012-CR4, Class XA (I/O) 1.14%(1)		10/15/45		200,220		2
COMM Mortgage Trust Series 2014-CR14, Class A2 3.15%		02/10/47		61,639		61,476
COMM Mortgage Trust Series 2014-CR19, Class XA (I/O) 0.93%(1)		08/10/47		75,441		435
COMM Mortgage Trust Series 2014-CR20, Class A3 3.33%		11/10/47		14,698		14,282
COMM Mortgage Trust Series 2015-LC23, Class A2 3.22%		10/10/48		710		676
COMM Mortgage Trust Series 2016-DC2, Class XA (I/O) 0.92%(1)		02/10/49		714,818		12,588
FS Rialto Issuer LLC Series 2019-FL1, Class A 6.54% (1 mo. USD Term SOFR + 1.314%)(2),(3)		12/16/36		93,647		93,242
JPMBB Commercial Mortgage Securities Trust Series 2014-C18, Class XA (I/O) 0.66%(1)		02/15/47		889,919		784
LoanCore Issuer Ltd. Series 2019-CRE3, Class AS 6.71% (1 mo. USD Term SOFR + 1.484%)(2),(3)		04/15/34		5,600		5,266
MF1 Ltd. Series 2020-FL4, Class A 7.04% (1 mo. USD Term SOFR + 1.814%)(2),(3)		11/15/35		9,355		9,323
Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12, Class XA (I/O) 0.58%(1)		10/15/46		130,760		5
SREIT Trust Series 2021-MFP, Class A 6.07% (1 mo. USD Term SOFR + 0.845%)(2),(3)		11/15/38		100,000		98,097
Wells Fargo Commercial Mortgage Trust Series 2015-NXS2, Class XA (I/O) 0.59%(1)		07/15/58		1,390,050		12,073
Westlake Automobile Receivables Trust Series 2022-2A, Class C 4.85%(3)		09/15/27		50,000		48,813
WFRBS Commercial Mortgage Trust Series 2014-C21, Class XA (I/O) 0.99%(1)		08/15/47		1,410,481		8,923
WFRBS Commercial Mortgage Trust Series 2014-C24, Class A3 3.43%		11/15/47		37,918		37,023
Total Commercial Mortgage-Backed Securities—Non-Agency (Cost: $644,636)						525,522
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY—29.3%
BMO Capital Markets Corp. 6.42%(4)		07/20/53		50,000		49,937
Federal Home Loan Mortgage Corp., Pool #SD8189 2.50%		01/01/52		45,017		38,007
Federal Home Loan Mortgage Corp., Pool #SD8194 2.50%		02/01/52		45,606		38,480
Federal Home Loan Mortgage Corp., Pool #SD8199 2.00%		03/01/52		46,543		37,680
Federal Home Loan Mortgage Corp. REMICS Series 3071, Class TF (PAC) 5.48% (30 day USD SOFR Average + 0.414%)(2)		04/15/35		5,985		5,966
Federal Home Loan Mortgage Corp. REMICS Series 3300, Class FA 5.48% (30 day USD SOFR Average + 0.414%)(2)		08/15/35		15,103		14,805

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Federal Home Loan Mortgage Corp. REMICS Series 3318, Class F 5.43% (30 day USD SOFR Average + 0.364%)(2)		05/15/37	$	18,093	$	17,668
Federal Home Loan Mortgage Corp. REMICS Series 4231, Class FD 5.53% (30 day USD SOFR Average + 0.464%)(2)		10/15/32		18,733		18,693
Federal Home Loan Mortgage Corp. Strips Series 263, Class F5 5.68% (30 day USD SOFR Average + 0.614%)(2)		06/15/42		14,628		14,351
Federal National Mortgage Association, Pool #254548 5.50%		12/01/32		4,781		4,883
Federal National Mortgage Association, Pool #600187 7.00%		07/01/31		11,543		11,629
Federal National Mortgage Association, Pool #995364 6.00%		10/01/38		4,148		4,278
Federal National Mortgage Association, Pool #AL0851 6.00%		10/01/40		3,015		3,164
Federal National Mortgage Association, Pool #MA4492 2.00%		12/01/51		45,591		36,994
Federal National Mortgage Association REMICS Series 2003-11, Class FA 6.18% (30 day USD SOFR Average + 1.114%)(2)		09/25/32		6,020		6,107
Federal National Mortgage Association REMICS Series 2006-23, Class FP (PAC) 5.48% (30 day USD SOFR Average + 0.414%)(2)		04/25/36		9,159		8,956
Federal National Mortgage Association REMICS Series 2007-64, Class FA 5.65% (1 mo. USD LIBOR + 0.470%)(2)		07/25/37		12,184		12,053
Federal National Mortgage Association REMICS Series 2008-24, Class PF (PAC) 5.83% (30 day USD SOFR Average + 0.764%)(2)		02/25/38		4,610		4,648
Federal National Mortgage Association REMICS Series 2020-10, Class FA 5.68% (30 day USD SOFR Average + 0.614%)(2)		03/25/50		14,980		14,591
Federal National Mortgage Association REMICS Series 2017-10, Class FA 5.58% (30 day USD SOFR Average + 0.514%)(2)		03/25/47		33,610		32,805
Government National Mortgage Association, Pool #80022 2.75% (1 yr. CMT + 1.500%)(2)		12/20/26		3,503		3,411
Government National Mortgage Association, Pool #80636 2.63% (1 yr. CMT + 1.500%)(2)		09/20/32		2,899		2,814
Government National Mortgage Association, Pool #80757 2.63% (1 yr. CMT + 1.500%)(2)		10/20/33		1,225		1,179
Government National Mortgage Association, Pool #80797 3.63% (1 yr. CMT + 1.500%)(2)		01/20/34		13,410		12,719
Government National Mortgage Association, Pool #80937 2.88% (1 yr. CMT + 1.500%)(2)		06/20/34		6,054		5,923
Government National Mortgage Association, TBA
2.50%(5)		12/01/51		300,000		258,876
5.00%(5)		04/01/53		25,000		24,507
4.50%(5)		04/01/53		50,000		48,100
Uniform Mortgage-Backed Security, TBA
3.00%(5)		03/01/52		275,000		240,787
3.50%(5)		04/01/52		125,000		113,269
4.00%(5)		06/01/52		200,000		186,867
4.50%(5)		04/01/53		225,000		215,536
2.00%(5)		12/01/51		25,000		20,239
2.50%(5)		01/01/52		275,000		231,799
5.00%(5)		04/01/53		525,000		513,064
5.50%(5)		04/01/53		225,000		223,576
Total Residential Mortgage-Backed Securities—Agency (Cost: $2,489,957)						2,478,361
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—7.7%
ABFC Trust Series 2002-WF2, Class A2 6.54% (1 mo. USD Term SOFR + 1.239%)(2)		05/25/32		12,429		12,339
BNC Mortgage Loan Trust Series 2006-2, Class A4 5.73% (1 mo. USD Term SOFR + 0.434%)(2)		11/25/36		24,908		23,743
CIT Mortgage Loan Trust Series 2007-1, Class 1A 6.76% (1 mo. USD Term SOFR + 1.464%)(2),(3)		10/25/37		13,880		13,856
Credit Suisse First Boston Mortgage Securities Corp. Series 2002-AR31, Class 6A1 4.25%(1)		11/25/32		7,066		6,711
First Franklin Mortgage Loan Trust Series 2004-FF5, Class A3C 6.41% (1 mo. USD Term SOFR + 1.114%)(2)		08/25/34		7,220		6,750
JPMorgan Mortgage Acquisition Trust Series 2007-CH4, Class A5 5.65% (1 mo. USD Term SOFR + 0.354%)(2)		05/25/37		39,365		39,018
JPMorgan Mortgage Trust Series 2018-8, Class A3 4.00%(1),(3)		01/25/49		41,075		38,009
Morgan Stanley Capital I, Inc. Trust Series 2006-NC2, Class A2D 5.99% (1 mo. USD Term SOFR + 0.694%)(2)		02/25/36		24,436		24,228
New Century Home Equity Loan Trust Series 2005-1, Class M1 6.09% (1 mo. USD Term SOFR + 0.789%)(2)		03/25/35		35,968		35,792
NovaStar Mortgage Funding Trust Series 2005-1, Class M5 6.49% (1 mo. USD Term SOFR + 1.194%)(2)		06/25/35		18,208		18,162
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates Series 2005-2, Class M5 6.39% (1 mo. USD Term SOFR + 1.089%)(2)		04/25/35		38,377		38,380

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Ownit Mortgage Loan Trust Series 2006-3, Class A2D 5.95% (1 mo. USD Term SOFR + 0.654%)		03/25/37	$	34,343	$	32,469
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Series 2004-WHQ2, Class M4 6.99% (1 mo. USD Term SOFR + 1.689%)(2)		02/25/35		28,657		27,714
Preston Ridge Partners Mortgage LLC Series 2021-6, Class A1 1.79%(3)		07/25/26		31,537		29,641
Residential Accredit Loans, Inc. Trust Series 2002-QS16, Class A2 5.96% (1 mo. USD Term SOFR + 0.664%)(2),(6)		10/25/17		68		36
Residential Asset Securities Corporation Trust Series 2005-EMX1, Class M1 6.06% (1 mo. USD Term SOFR + 0.759%)(2)		03/25/35		11,551		11,507
Residential Asset Securities Corporation Trust Series 2006-KS3, Class M1 5.91% (1 mo. USD Term SOFR + 0.444%)(2)		04/25/36		26,306		25,601
Soundview Home Loan Trust Series 2005-OPT1, Class M2 6.09% (1 mo. USD Term SOFR + 0.789%)(2)		06/25/35		16,534		15,969
Structured Asset Investment Loan Trust Series 2005-11, Class A3 6.01% (1 mo. USD Term SOFR + 0.714%)(2)		01/25/36		11,913		11,370
Structured Asset Investment Loan Trust Series 2005-HE3, Class M1 6.13% (1 mo. USD Term SOFR + 0.834%)(2)		09/25/35		39,910		39,100
VOLT XCIV LLC Series 2021-NPL3, Class A1 2.24%(3)		02/27/51		109,824		101,907
Wells Fargo Home Equity Asset-Backed Securities Trust Series 2005-4, Class M3 6.16% (1 mo. USD Term SOFR + 0.864%)(2)		12/25/35		100,000		97,820
Total Residential Mortgage-Backed Securities—Non-Agency (Cost: $661,807)						650,122
CORPORATE BONDS—18.2%
Aerospace & Defense—0.4%
BAE Systems Holdings, Inc. (United Kingdom) 3.85%(3)		12/15/25		20,000		19,276
Boeing Co. 1.43%		02/04/24		15,000		14,653
						33,929
Agriculture—0.2%
Imperial Brands Finance PLC (United Kingdom) 4.25%(3)		07/21/25		20,000		19,314
Banks—9.8%
Bank of America Corp.
1.73% (Secured Overnight Financing Rate + 0.960%)(2)		07/22/27		95,000		85,171
2.55% (Secured Overnight Financing Rate + 1.050%)(2)		02/04/28		45,000		40,831
3.42% (3 mo. USD Term SOFR + 1.302%)(2)		12/20/28		5,000		4,603
Citigroup, Inc.
1.46% (Secured Overnight Financing Rate + 0.770%)(2)		06/09/27		40,000		35,657
3.52% (3 mo. USD Term SOFR + 1.413%)(2)		10/27/28		10,000		9,287
3.89% (3 mo. USD Term SOFR + 1.825%)(2)		01/10/28		20,000		18,979
DNB Bank ASA (Norway) 0.86% (1 yr. CMT + 0.330%)(2),(3)		09/30/25		30,000		28,310
Goldman Sachs Group, Inc. 0.93% (Secured Overnight Financing Rate + 0.486%)(2)		10/21/24		10,000		9,878
1.22%		12/06/23		95,000		93,506
HSBC Holdings PLC (United Kingdom) 2.25% (Secured Overnight Financing Rate + 1.100%)(2)		11/22/27		75,000		67,100
JPMorgan Chase & Co. 0.56% (Secured Overnight Financing Rate + 0.420%)(2)		02/16/25		55,000		53,416
1.04% (3 mo. USD Term SOFR + 0.695%)(2)		02/04/27		55,000		49,108
2.07% (Secured Overnight Financing Rate + 1.015%)(2)		06/01/29		5,000		4,320
Lloyds Banking Group PLC (United Kingdom) 3.57% (3 mo. USD LIBOR + 1.205%)(2)		11/07/28		20,000		18,251
Macquarie Group Ltd. (Australia) 1.20% (Secured Overnight Financing Rate + 0.694%)(2),(3)		10/14/25		15,000		14,133
Morgan Stanley 0.79% (Secured Overnight Financing Rate + 0.525%)(2)		05/30/25		75,000		71,652
1.59% (Secured Overnight Financing Rate + 0.879%)(2)		05/04/27		20,000		17,959
PNC Financial Services Group, Inc. 5.58% (Secured Overnight Financing Rate + 1.841%)(2)		06/12/29		5,000		5,011
U.S. Bancorp 4.65% (Secured Overnight Financing Rate + 1.230%)(2)		02/01/29		20,000		19,202

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
UBS Group AG (Switzerland)
1.31% (Secured Overnight Financing Rate Index + 0.980%)(2),(3)		02/02/27	$	65,000	$	57,731
2.59% (Secured Overnight Financing Rate + 1.560%)(3)		09/11/25		10,000		9,608
3.09% (Secured Overnight Financing Rate + 1.730%)(3)		05/14/32		10,000		8,268
Wells Fargo & Co. 2.16% (3 mo. USD Term SOFR + 1.012%)(2)		02/11/26		65,000		61,458
2.39% (Secured Overnight Financing Rate + 2.100%)(2)		06/02/28		40,000		35,807
3.53% (Secured Overnight Financing Rate + 1.510%)(2)		03/24/28		15,000		14,021
						833,267
Biotechnology—0.5%
Amgen, Inc. 5.15%		03/02/28		30,000		30,040
Royalty Pharma PLC 0.75%		09/02/23		10,000		9,946
						39,986
Chemicals—0.3%
International Flavors & Fragrances, Inc. 1.83%(3)		10/15/27		30,000		25,524
3.47%(3)		12/01/50		5,000		3,323
						28,847
Commercial Services—0.3%
Global Payments, Inc. 4.45%		06/01/28		30,000		28,456
Diversified Financial Services—0.6%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland) 4.88%		01/16/24		10,000		9,964
American Express Co. 2.25%		03/04/25		20,000		19,010
Capital One Financial Corp. 1.34% (Secured Overnight Financing Rate + 0.690%)(2)		12/06/24		20,000		19,610
						48,584
Electric—0.7%
American Electric Power Co., Inc. 2.03%		03/15/24		30,000		29,291
Metropolitan Edison Co. 4.00%(3)		04/15/25		30,000		28,761
						58,052
Health Care-Products—0.6%
Baxter International, Inc. 0.87%		12/01/23		25,000		24,605
Thermo Fisher Scientific, Inc. 1.22%		10/18/24		25,000		23,744
						48,349
Health Care-Services—0.6%
HCA, Inc.
5.25%		04/15/25		10,000		9,918
5.25%		06/15/26		40,000		39,659
						49,577
Insurance—1.1%
Athene Global Funding 5.86% (Secured Overnight Financing Rate Index + 0.700%)(2),(3)		05/24/24		30,000		29,722
Metropolitan Life Global Funding I 3.45%(3)		12/18/26		30,000		28,244
Trinity Acquisition PLC 4.63%		08/15/23		35,000		34,980
						92,946
Miscellaneous Manufacturers—0.1%
General Electric Co. 5.71% (3 mo. USD LIBOR + 0.380%)(2)		05/05/26		5,000		5,003
Oil & Gas—0.1%
Petroleos Mexicanos 6.70%		02/16/32		13,000		10,057
Packaging & Containers—0.3%
Amcor Flexibles North America, Inc. 4.00%		05/17/25		25,000		24,249
Pharmaceuticals—0.7%
Bayer U.S. Finance II LLC 3.38%(3)		07/15/24		10,000		9,771
4.25%(3)		12/15/25		30,000		29,114
Becton Dickinson & Co. 3.73%		12/15/24		20,000		19,519
						58,404
REIT—1.3%
Extra Space Storage LP 3.88%		12/15/27		15,000		13,897
5.70%		04/01/28		15,000		15,120
Healthcare Realty Holdings LP (REIT) 3.63%		01/15/28		15,000		13,331
Kilroy Realty LP 3.45%		12/15/24		40,000		38,014
VICI Properties LP/VICI Note Co., Inc. 4.63%(3)		06/15/25		10,000		9,729
5.75%(3)		02/01/27		20,000		19,750
						109,841
Savings & Loans—0.6%
Nationwide Building Society (United Kingdom) 4.36% (3 mo. USD LIBOR + 1.392%)(3)		08/01/24		50,000		50,000
Total Corporate Bonds (Cost: $1,552,920)						1,538,861
MUNICIPAL BONDS—1.3%
City & County of Denver Airport System Revenue, Revenue Bond 1.12%		11/15/24		10,000		9,465
City of Baltimore, General Obligation Unlimited 5.00%		10/15/25		40,000		39,788
Commonwealth of Massachusetts, Revenue Bond 4.11%		07/15/31		18,835		18,106
New York City Transitional Finance Authority Future Tax Secured Revenue, Revenue Bond 2.31%		11/01/26		25,000		23,027

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
New York State Dormitory Authority, Revenue Bond 5.00%		03/15/24	$	15,000	$	14,931
Total Municipal Bonds (Cost: $111,115)						105,317
U.S. TREASURY SECURITIES—1.9%
U.S. Treasury Bonds 3.63%		05/15/53		1,000		935
U.S. Treasury Inflation-Indexed Notes 1.25%		04/15/28		48,665		47,237
U.S. Treasury Notes 4.00%		06/30/28		3,000		2,976
4.13%		07/31/28		1,000		998
4.75%		07/31/25		110,000		109,753
Total U.S. Treasury Securities (Cost: $163,278)						161,899
ASSET-BACKED SECURITIES—10.3%
AMMC CLO XI Ltd. Series 2012-11A, Class A1R2 6.64% (3 mo. USD Term SOFR + 1.272%)(2),(3)		04/30/31		42,016		41,707
Apidos CLO XXII Series 2015-22A, Class A1R 6.65% (3 mo. USD Term SOFR + 1.322%)(2),(3)		04/20/31		44,864		44,713
Carvana Auto Receivables Trust Series 2022-P3, Class A3 4.61%		11/10/27		50,000		48,535
CoreVest American Finance Ltd. Series 2019-1, Class XA (I/O) 2.27%(1),(3)		03/15/52		35,469		634
Dryden 58 CLO Ltd. Series 2018-58A, Class A1 6.57% (3 mo. USD Term SOFR + 1.262%)(2),(3)		07/17/31		45,000		44,683
Exeter Automobile Receivables Trust Series 2021-1A, Class D 1.08%		11/16/26		40,000		38,275
Flatiron CLO 17 Ltd. Series 2017-1A, Class AR 6.30% (3 mo. USD LIBOR + 0.980%)(2),(3)		05/15/30		19,049		18,955
LCM XXIV Ltd. Series 24A, Class AR 6.57% (3 mo. USD Term SOFR + 1.242%)(2),(3)		03/20/30		23,295		23,146
Madison Park Funding XVII Ltd. Series 2015-17A, Class AR2 6.60% (3 mo. USD Term SOFR + 1.262%)(2),(3)		07/21/30		28,962		28,892
Magnetite XVIII Ltd. Series 2016-18A, Class AR2 6.20% (3 mo. USD LIBOR + 0.880%)(2),(3)		11/15/28		80,472		80,114
Navient Private Education Refi Loan Trust Series 2020-BA, Class A2 2.12%(3)		01/15/69		109,343		99,305
Navient Private Education Refi Loan Trust Series 2021-BA, Class A 0.94%(3)		07/15/69		57,906		50,075
Navient Private Education Refi Loan Trust Series 2021-CA, Class A 1.06%(3)		10/15/69		64,212		55,505
Octagon Investment Partners 35 Ltd. Series 2018-1A, Class A1A 6.65% (3 mo. USD Term SOFR + 1.322%)(2),(3)		01/20/31		43,855		43,778
Palmer Square CLO Ltd. Series 2018-1A, Class A1 6.60% (3 mo. USD Term SOFR + 1.292%)(2),(3)		04/18/31		42,517		42,306
Rockford Tower CLO Ltd. Series 2018-2A, Class A 6.75% (3 mo. USD Term SOFR + 1.422%)(2),(3)		10/20/31		45,000		44,754
Santander Drive Auto Receivables Trust Series 2022-2, Class C 3.76%		07/16/29		45,000		42,939
SoFi Professional Loan Program LLC Series 2019-A, Class A2FX 3.69%(3)		06/15/48		45,073		43,305
Tricon American Homes Trust Series 2017-SFR2, Class A 2.93%(3)		01/17/36		31,419		30,911
Tricon American Homes Trust Series 2017-SFR2, Class B 3.28%(3)		01/17/36		39,000		38,396
U.S. Small Business Administration Series 2005-20B, Class 1 4.63%		02/01/25		13,176		12,888
Total Asset-backed Securities (Cost: $896,970)						873,816
U.S. GOVERNMENT AGENCY OBLIGATIONS—3.5%
Federal Home Loan Banks 5.30%		05/22/24		70,000		69,858
5.37%		05/21/24		100,000		99,563
U.S. International Development Finance Corp. 1.49%		08/15/31		142,703		124,836
Total U.S. Government Agency Obligations (Cost: $313,418)						294,257
Total Fixed Income Securities (Cost: $7,005,502)						6,763,523
			Shares
MONEY MARKET INVESTMENTS—16.5%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 5.19%(7)				1,395,803		1,395,803
Total Money Market Investments (Cost: $1,395,803)						1,395,803
			Principal Amount
SHORT TERM INVESTMENTS—28.7%
U.S. Treasury Securities—28.7%
U.S. Treasury Bills 4.86%(8)		08/31/23	$	300,000		298,688
5.25%(8)		10/05/23		300,000		297,154
5.33%(8)		11/07/23		461,000		454,393
5.36%(8)		11/14/23		60,000		59,079
4.82%(8)		08/15/23		440,000		439,099
5.22%(8)		10/03/23		350,000		346,793
5.22%(8)		10/03/23		535,000		530,097
Total U.S. Treasury Securities (Cost: $2,425,557)						2,425,303
Total Short Term Investments (Cost: $2,425,557)						2,425,303
Total Investments (125.2%) (Cost: $10,826,862)						10,584,629
Liabilities In Excess Of Other Assets (-25.2%)						(2,130,782	)
Net Assets (100.0%)					$	8,453,847

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

FUTURES CONTRACTS
Number of Contracts	Type	Expiration Date		Notional Contract Value			Value			Net Unrealized Appreciation (Depreciation)
Long Futures
22	2-Year U.S. Treasury Note Futures		09/29/23	$	4,521,834		$	4,466,688		$	(55,146	)
Short Futures
5	10-Year U.S. Treasury Note Futures		09/20/23	$	(598,198	)	$	(584,922	)	$	13,276
13	5-Year U.S. Treasury Note Futures		09/29/23		(1,420,528	)		(1,388,664	)		31,864
1	U.S. Ultra Long Bond Futures		09/20/23		(134,730	)		(132,218	)		2,512
				$	(2,153,456	)	$	(2,105,804	)	$	47,652

Notes to the Schedule of Investments:

ABS Asset-Backed Securities.

ACES Alternative Credit Enhancement Securities.

CLO Collateralized Loan Obligation.

I/O Interest Only Security.

LIBOR London Interbank Offered Rate.

PAC Planned Amortization Class.

REIT Real Estate Investment Trust.

REMIC Real Estate Mortgage Investment Conduit.

SOFR Secured Overnight Financing Rate.

STRIPS Separate Trading of Registered Interest and Principal Securities.

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 July 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 July 31, 2023, the value of these securities amounted to $1,674,206 or 19.8% 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) This security is purchased on a when-issued, delayed-delivery or forward commitment basis.

(5) 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.

(6) The maturity date of the security has been extended past the date disclosed. The new maturity date is not known as of July 31, 2023.

(7) Rate disclosed is the 7-day net yield as of July 31, 2023.

(8) Rate shown represents yield-to-maturity.

TCW Short Term Bond Fund

Investments by Sector (Unaudited) July 31, 2023

Sector	Percentage of Net Assets
U.S. Treasury Securities		30.6	%
Residential Mortgage-Backed Securities—Agency		29.3
Corporate Bonds		18.2
Money Market Investments		16.5
Asset-Backed Securities		10.3
Residential Mortgage-Backed Securities—Non-Agency		7.7
Commercial Mortgage-Backed Securities—Non-Agency		6.2
U.S. Government Agency Obligations		3.5
Commercial Mortgage-Backed Securities—Agency		1.6
Municipal Bonds		1.3
Other*		(25.2	)
Total		100.0	%

TCW Short Term Bond Fund

Fair Valuation Summary (Unaudited) July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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	$	—		$	135,368	$	—	$	135,368
Commercial Mortgage-Backed Securities—Non-Agency		—			525,522		—		525,522
Residential Mortgage-Backed Securities—Agency		—			2,478,361		—		2,478,361
Residential Mortgage-Backed Securities—Non-Agency		—			650,122		—		650,122
Corporate Bonds*		—			1,538,861		—		1,538,861
Municipal Bonds		—			105,317		—		105,317
U.S. Treasury Securities		114,662			47,237		—		161,899
Asset-Backed Securities		—			873,816		—		873,816
U.S. Government Agency Obligations		—			294,257		—		294,257
Total Fixed Income Securities		114,662			6,648,861		—		6,763,523
Money Market Investments		1,395,803			—		—		1,395,803
Short-Term Investments		2,425,303			—		—		2,425,303
Total Investments	$	3,935,768		$	6,648,861	$	—	$	10,584,629
Asset Derivatives
Futures Contracts
Interest Rate Risk		47,652			—		—		47,652
Total Investments	$	3,983,420		$	6,648,861	$	—	$	10,632,281
Liability Derivatives
Futures Contracts
Interest Rate Risk	$	(55,146	)	$	—	$	—	$	(55,146	)
Total	$	(55,146	)	$	—	$	—	$	(55,146	)

* See Schedule of Investments for corresponding industries.

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—124.2% of Net Assets
ASSET-BACKED SECURITIES—10.0%
AGL CLO 13 Ltd. Series 2021-13A, Class B 7.24% (3 mo. USD Term SOFR + 1.912%)(1),(2)		10/20/34	$	9,000,000	$	8,866,395
Allegro CLO XII Ltd. Series 2020-1A, Class A1 6.85% (3 mo. USD Term SOFR + 1.512%)(1),(2)		01/21/32		10,000,000		9,962,980
AMSR Trust Series 2020-SFR2, Class E2 4.28%(1)		07/17/37		7,713,000		7,297,959
AMSR Trust Series 2020-SFR3, Class F 3.55%(1)		09/17/37		2,682,000		2,455,027
AMSR Trust Series 2020-SFR3, Class G 4.99%(1)		09/17/37		11,402,000		10,624,970
Apidos CLO XXXVII Series 2021-37A, Class B 7.21% (3 mo. USD Term SOFR + 1.862%)(1),(2)		10/22/34		13,795,000		13,578,005
Carvana Auto Receivables Trust Series 2021-N2, Class R 0.00%(1),(3)		03/10/28		14,800		2,621,994
Carvana Auto Receivables Trust Series 2021-N3, Class R 0.00%(1),(3)		06/12/28		25,650		4,895,464
Carvana Auto Receivables Trust Series 2023-P1, Class R 0.00%(1),(3)		03/11/30		2,950		631,641
CIFC Funding Ltd. Series 2022-2A, Class INCB 1.00%(1),(4)		04/19/35		3,300,000		2,604,413
Cologix Data Centers U.S. Issuer LLC Series 2021-1A, Class A2 3.30%(1)		12/26/51		12,065,000		10,718,726
CoreVest American Finance Ltd. Series 2020-1, Class XA (I/O) 2.58%(1),(4)		03/15/50		33,750,159		1,923,810
CoreVest American Finance Ltd. Series 2020-1, Class XB (I/O) 2.07%(1),(4)		03/15/50		38,948,500		3,832,100
CoreVest American Finance Ltd. Series 2020-4, Class XA (I/O) 3.81%(1),(4)		12/15/52		46,139,746		3,341,297
CoreVest American Finance Ltd. Series 2020-4, Class XB (I/O) 2.77%(1),(4)		12/15/52		27,500,000		2,223,290
CoreVest American Finance Ltd. Series 2021-1, Class XA (I/O) 2.94%(1),(4)		04/15/53		67,524,960		4,488,148
FirstKey Homes Trust Series 2021-SFR3, Class E1 2.99%(1)		12/17/38		5,500,000		4,840,517
Flexential Issuer Series 2021-1A, Class A2 3.25%(1)		11/27/51		10,950,000		9,613,125
GCI Funding I LLC Series 2021-1, Class A 2.38%(1)		06/18/46		22,546,982		19,184,332
Global SC Finance II SRL Series 2014-1A, Class A2 3.09%(1)		07/17/29		1,634,318		1,590,809
HOA Funding LLC Series 2021-1A, Class A2 4.72%(1)		08/20/51		12,413,888		10,292,059
HPS Loan Management Ltd. Series 10A-16, Class A2RR 7.24% (3 mo. USD Term SOFR + 1.912%)(1),(2)		04/20/34		20,000,000		19,526,000
JGWPT XXX LLC Series 2013-3A, Class A 4.08%(1)		01/17/73		5,156,610		4,617,127
Lucali CLO Ltd. Series 2020-1A, Class A 6.78% (3 mo. USD Term SOFR + 1.472%)(1),(2)		01/15/33		8,000,000		7,984,872
Madison Park Funding XXXVIII Ltd. Series 2021-38A, Class B 7.22% (3 mo. USD Term SOFR + 1.912%)(1),(2)		07/17/34		10,000,000		9,784,000
Neuberger Berman Loan Advisers CLO 36 Ltd. Series 2020-36A, Class A1R 6.84% (3 mo. USD Term SOFR + 1.512%)(1),(2)		04/20/33		9,750,000		9,741,069
OHA Credit Funding 3 Ltd. Series 2019-3A, Class BR 7.24% (3 mo. USD Term SOFR + 1.912%)(1),(2)		07/02/35		13,000,000		12,832,846
OHA Credit Funding 9 Ltd. Series 2021-9A, Class B 7.28% (3 mo. USD Term SOFR + 1.962%)(1),(2)		07/19/35		17,500,000		17,326,470
Park Avenue Institutional Advisers CLO Ltd. Series 2021-1A, Class A1A 6.98% (3 mo. USD Term SOFR + 1.652%)(1),(2)		01/20/34		11,000,000		10,969,750
Progress Residential Trust Series 2019-SFR3, Class E 3.37%(1)		09/17/36		8,681,000		8,328,654
Progress Residential Trust Series 2020-SFR2, Class F 6.15%(1)		06/17/37		9,332,000		9,095,282
Progress Residential Trust Series 2020-SFR3, Class F 2.80%(1)		10/17/27		3,299,000		2,997,102
Progress Residential Trust Series 2021-SFR1, Class H 5.00%(1)		04/17/38		4,890,000		4,391,357
Progress Residential Trust Series 2021-SFR11, Class F 4.42%(1)		01/17/39		2,874,000		2,402,030
Progress Residential Trust Series 2021-SFR2, Class G 4.25%(1)		04/19/38		8,369,000		7,359,579
Progress Residential Trust Series 2021-SFR7, Class F 3.83%(1)		08/17/40		7,500,000		6,209,598
Sixth Street CLO XVII Ltd. Series 2021-17A, Class A 6.83% (3 mo. USD Term SOFR + 1.502%)(1)		01/20/34		8,000,000		7,960,000
Total Asset-backed Securities (Cost: $307,520,816)						277,112,797
COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—0.3%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series K038, Class X3 (I/O) 2.49%(4)		06/25/42		78,039,937		1,220,958
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series K040, Class X3 (I/O) 2.03%(4)		11/25/42		77,991,835		1,692,466
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series K042, Class X3 (I/O) 1.60%(4)		01/25/43		76,625,000		1,533,973
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series K045, Class X3 (I/O) 1.50%(4)		04/25/43		126,630,757		2,730,918
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Series K046, Class X3 (I/O) 1.51%(4)		04/25/43		94,964,072		2,235,212
Total Commercial Mortgage-Backed Securities—Agency (Cost: $35,285,763)						9,413,527

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—7.4%
1345 Avenue of the Americas & Park Avenue Plaza Trust Series 2005-1, Class A3 5.28%(1)		08/10/35	$	9,834,081	$	9,317,670
Arbor Realty Commercial Real Estate Notes Ltd. Series 2021-FL4, Class AS 7.04% (1 mo. USD Term SOFR + 1.814%)(1),(2)		11/15/36		11,800,000		11,608,792
BDS Ltd. Series 2020-FL5, Class A 6.49% (1 mo. USD Term SOFR + 1.264%)(1),(2)		02/16/37		2,414,376		2,394,709
Benchmark Mortgage Trust Series 2019-B14, Class 225C 3.29%(1),(4)		12/15/62		8,734,000		4,781,734
Benchmark Mortgage Trust Series 2019-B14, Class 225D 3.29%(1),(4)		12/15/62		20,303,000		9,894,178
BFLD Trust Series 2020-OBRK, Class A 7.39% (1 mo. USD Term SOFR + 2.164%)(1),(2)		11/15/28		17,940,000		17,825,439
BPR Trust Series 2021-WILL, Class A 7.09% (1 mo. USD Term SOFR + 1.864%)(1),(2)		06/15/38		4,682,373		4,457,636
BX Commercial Mortgage Trust Series 2020-VIV4, Class A 2.84%(1)		03/09/44		15,285,000		12,712,660
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class D 7.09% (1 mo. USD Term SOFR + 1.864%)(1),(2)		12/15/37		14,425,000		14,253,087
CSMC Trust Series 2021-BPNY, Class A 9.05% (1 mo. USD Term SOFR + 3.829%)(1),(2)		08/15/23		19,780,000		18,010,123
DBGS Mortgage Trust Series 2018-BIOD, Class E 7.22% (1 mo. USD Term SOFR + 1.996%)(1),(2)		05/15/35		9,137,627		8,913,177
European Loan Conduit No. 36 DAC Series 36A, Class E 6.71% (3 mo. EUR EURIBOR + 3.350%)(1),(2)		02/17/30		8,987,329		9,269,724
Grace Trust Series 2020-GRCE, Class A 2.35%(1)		12/10/40		10,000,000		7,821,096
Houston Galleria Mall Trust Series 2015-HGLR, Class D 3.98%(1)		03/05/37		9,500,000		8,617,367
JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-OSB, Class A 3.40%(1)		06/05/39		6,865,000		5,923,963
Life Mortgage Trust Series 2021-BMR, Class G 8.29% (1 mo. USD Term SOFR + 3.064%)(1),(2)		03/15/38		7,863,761		7,438,099
MFT Mortgage Trust Series 2020-ABC, Class D 3.48%(1),(4)		02/10/42		1,973,000		817,754
Morgan Stanley Capital I Trust Series 2020-CNP, Class A 2.43%(1),(4)		04/05/42		18,000,000		13,528,094
One Bryant Park Trust Series 2019-OBP, Class A 2.52%(1)		09/15/54		6,870,000		5,595,517
SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE, Class A2A 3.66%(1),(4)		01/05/43		20,935,000		14,668,067
SLG Office Trust Series 2021-OVA, Class G 2.85%(1)		07/15/41		16,460,000		10,217,250
Taurus U.K. DAC Series 2021-UK4X, Class A 5.67% (Sterling Overnight Index Average + 0.950%)(5),(2)		08/17/31		3,852,869		4,785,906
Taurus U.K. DAC Series 2021-UK4X, Class C 6.47% (Sterling Overnight Index Average + 1.750%)(5),(2)		08/17/31		1,315,614		1,581,949
Wells Fargo Commercial Mortgage Trust Series 2016-NXS6, Class XB 0.58%(4)		11/15/49		106,409,000		1,779,371
Total Commercial Mortgage-Backed Securities—Non-Agency (Cost: $251,510,059)						206,213,362
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY—67.8%
BMO Capital Markets Corp. 6.42%(6)		07/20/53		14,025,000		14,007,469
Federal Home Loan Mortgage Corp. 4.50%		04/01/53		20,073,139		19,229,250
Federal Home Loan Mortgage Corp., Pool #A91162 5.00%		02/01/40		9,607,064		9,662,693
Federal Home Loan Mortgage Corp., Pool #A92195 5.00%		05/01/40		2,395,090		2,402,455
Federal Home Loan Mortgage Corp., Pool #G01959 5.00%		12/01/35		47,075		47,346
Federal Home Loan Mortgage Corp., Pool #G06173 4.00%		11/01/40		11,271,980		10,838,137
Federal Home Loan Mortgage Corp., Pool #G07556 4.00%		11/01/43		3,501,343		3,386,381
Federal Home Loan Mortgage Corp., Pool #G07786 4.00%		08/01/44		11,617,070		11,162,804
Federal Home Loan Mortgage Corp., Pool #G07848 3.50%		04/01/44		30,851,062		28,696,540
Federal Home Loan Mortgage Corp., Pool #G08710 3.00%		06/01/46		963,879		861,750
Federal Home Loan Mortgage Corp., Pool #G08833 5.00%		07/01/48		2,251,080		2,239,322
Federal Home Loan Mortgage Corp., Pool #G08840 5.00%		08/01/48		379,871		377,893
Federal Home Loan Mortgage Corp., Pool #G08843 4.50%		10/01/48		3,222,237		3,139,507
Federal Home Loan Mortgage Corp., Pool #G08848 4.50%		11/01/48		1,535,080		1,499,384
Federal Home Loan Mortgage Corp., Pool #G08849 5.00%		11/01/48		2,723,045		2,705,306
Federal Home Loan Mortgage Corp., Pool #G13390 6.00%		01/01/24		85		84
Federal Home Loan Mortgage Corp., Pool #G16085 2.50%		02/01/32		2,752,996		2,548,128
Federal Home Loan Mortgage Corp., Pool #G16598 2.50%		12/01/31		2,502,716		2,325,125
Federal Home Loan Mortgage Corp., Pool #G30450 6.00%		01/01/29		438,537		441,843
Federal Home Loan Mortgage Corp., Pool #G30452 6.00%		10/01/28		413,470		416,586
Federal Home Loan Mortgage Corp., Pool #G30454 5.00%		05/01/29		472,599		471,043
Federal Home Loan Mortgage Corp., Pool #G60238 3.50%		10/01/45		3,262,743		3,024,196
Federal Home Loan Mortgage Corp., Pool #G60440 3.50%		03/01/46		23,215,516		21,510,937

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Federal Home Loan Mortgage Corp., Pool #G67707 3.50%		01/01/48	$	12,752,534	$	11,829,170
Federal Home Loan Mortgage Corp., Pool #G67709 3.50%		03/01/48		7,133,542		6,602,926
Federal Home Loan Mortgage Corp., Pool #G67717 4.00%		11/01/48		26,706,878		25,495,631
Federal Home Loan Mortgage Corp., Pool #N70081 5.50%		07/01/38		1,442,227		1,413,110
Federal Home Loan Mortgage Corp., Pool #P51350 5.00%		03/01/36		1,328,971		1,326,978
Federal Home Loan Mortgage Corp., Pool #QE0312 2.00%		04/01/52		11,802,923		9,555,218
Federal Home Loan Mortgage Corp., Pool #SD7513 3.50%		04/01/50		14,109,748		12,994,159
Federal Home Loan Mortgage Corp., Pool #SD8147 2.50%		05/01/51		14,993,217		12,697,415
Federal Home Loan Mortgage Corp., Pool #SD8194 2.50%		02/01/52		18,424,711		15,546,101
Federal Home Loan Mortgage Corp., Pool #SD8199 2.00%		03/01/52		7,493,457		6,066,431
Federal Home Loan Mortgage Corp., Pool #ZT1491 3.50%		11/01/48		7,771,082		7,174,620
Federal Home Loan Mortgage Corp. Reference REMIC Series R002, Class ZA 5.50%		06/15/35		1,919,010		1,946,452
Federal Home Loan Mortgage Corp. REMICS Series 1829, Class ZB 6.50%		03/15/26		2,634		2,634
Federal Home Loan Mortgage Corp. REMICS Series 2367, Class ZK 6.00%		10/15/31		42,177		42,745
Federal Home Loan Mortgage Corp. REMICS Series 2514, Class PZ (PAC) 5.50%		10/15/32		851,877		863,901
Federal Home Loan Mortgage Corp. REMICS Series 2571, Class PZ (PAC) 5.50%		02/15/33		1,986,663		1,994,719
Federal Home Loan Mortgage Corp. REMICS Series 2647, Class OV (P/O) 0.00%(7)		07/15/33		467,662		355,206
Federal Home Loan Mortgage Corp. REMICS Series 2662, Class MT (TAC) 4.50%		08/15/33		538,597		526,991
Federal Home Loan Mortgage Corp. REMICS Series 2666, Class BD 4.50%		08/15/23		1,953		1,949
Federal Home Loan Mortgage Corp. REMICS Series 2700, Class B 4.50%		11/15/23		13,780		13,713
Federal Home Loan Mortgage Corp. REMICS Series 2903, Class PO (P/O) 0.00%(7)		11/15/23		4,562		4,545
Federal Home Loan Mortgage Corp. REMICS Series 3045, Class HZ 4.50%		10/15/35		455,413		423,940
Federal Home Loan Mortgage Corp. REMICS Series 3063, Class YG (PAC) 5.50%		11/15/35		8,905,207		8,997,870
Federal Home Loan Mortgage Corp. REMICS Series 3114, Class KZ 5.00%		02/15/36		6,663,953		6,649,298
Federal Home Loan Mortgage Corp. REMICS Series 3146, Class GE 5.50%		04/15/26		794,782		791,479
Federal Home Loan Mortgage Corp. REMICS Series 3149, Class OD (P/O) (PAC) 0.00%(7)		05/15/36		2,237,472		1,812,985
Federal Home Loan Mortgage Corp. REMICS Series 3315, Class S (I/O) (I/F) 1.23% (-30 day USD SOFR Average + 6.296%)(2)		05/15/37		365,257		26,593
Federal Home Loan Mortgage Corp. REMICS Series 3376, Class SX (I/O) (I/F) 0.86% (-30 day USD SOFR Average + 5.926%)(2)		10/15/37		1,357,776		66,896
Federal Home Loan Mortgage Corp. REMICS Series 3410, Class IS (I/O) (I/F) 1.09% (-30 day USD SOFR Average + 6.156%)(2)		02/15/38		1,820,524		93,895
Federal Home Loan Mortgage Corp. REMICS Series 3424, Class BI (I/O) (I/F) 1.62% (-30 day USD SOFR Average + 6.686%)(2)		04/15/38		2,207,977		229,788
Federal Home Loan Mortgage Corp. REMICS Series 3519, Class SH (I/O) (I/F) 0.32% (-30 day USD SOFR Average + 5.386%)(2)		07/15/37		142,543		9,471
Federal Home Loan Mortgage Corp. REMICS Series 3531, Class SC (I/O) (I/F) 1.12% (-30 day USD SOFR Average + 6.186%)(2)		05/15/39		2,721,118		53,724
Federal Home Loan Mortgage Corp. REMICS Series 3541, Class SA (I/O) (I/F) 1.57% (-30 day USD SOFR Average + 6.636%)(2)		06/15/39		1,017,086		99,613
Federal Home Loan Mortgage Corp. REMICS Series 3550, Class GS (I/O) (I/F) 1.57% (-30 day USD SOFR Average + 6.636%)(2)		07/15/39		2,547,254		250,833
Federal Home Loan Mortgage Corp. REMICS Series 3551, Class VZ 5.50%		12/15/32		993,672		1,001,925
Federal Home Loan Mortgage Corp. REMICS Series 3557, Class KB 4.50%		07/15/29		1,655,766		1,620,499
Federal Home Loan Mortgage Corp. REMICS Series 3557, Class NB 4.50%		07/15/29		3,806,015		3,742,408
Federal Home Loan Mortgage Corp. REMICS Series 3558, Class KB 4.00%		08/15/29		1,769,931		1,717,944
Federal Home Loan Mortgage Corp. REMICS Series 3565, Class XB 4.00%		08/15/24		587,526		581,460
Federal Home Loan Mortgage Corp. REMICS Series 3575, Class D 4.50%		03/15/37		204,407		199,110
Federal Home Loan Mortgage Corp. REMICS Series 3788, Class SB (I/O) (I/F) 1.30% (-30 day USD SOFR Average + 6.366%)(2)		01/15/41		3,664,949		405,462

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Federal Home Loan Mortgage Corp. REMICS Series 3885, Class PO (P/O) (PAC) 0.00%(7)		11/15/33	$	802,310	$	668,289
Federal Home Loan Mortgage Corp. REMICS Series 3930, Class KE (PAC) 4.00%		09/15/41		10,274,033		9,746,764
Federal Home Loan Mortgage Corp. REMICS Series 4030, Class HS (I/O) (I/F) 1.43% (-30 day USD SOFR Average + 6.496%)(2)		04/15/42		1,374,299		125,335
Federal Home Loan Mortgage Corp. REMICS Series 4604, Class PB (PAC) 3.00%		01/15/46		2,201,517		1,982,932
Federal Home Loan Mortgage Corp. REMICS Series 4648, Class FA 5.68% (30 day USD SOFR Average + 0.614%)(2)		01/15/47		6,104,919		5,950,310
Federal Home Loan Mortgage Corp. REMICS Series 4846, Class PA 4.00%		06/15/47		562,902		550,565
Federal Home Loan Mortgage Corp. REMICS Series 4896, Class DA 3.00%		01/15/49		1,396,794		1,255,540
Federal Home Loan Mortgage Corp. REMICS Series 4929, Class FB 5.63% (30 day USD SOFR Average + 0.564%)(2)		09/25/49		13,001,384		12,623,880
Federal Home Loan Mortgage Corp. REMICS Series 5210, Class LB 3.00%		08/25/50		16,601,979		12,588,870
Federal Home Loan Mortgage Corp. Strips Series 277, Class 30 3.00%		09/15/42		8,833,855		7,983,269
Federal National Mortgage Association, Pool #257536 5.00%		01/01/29		443,853		442,244
Federal National Mortgage Association, Pool #310033 6.00%		07/01/47		367,423		376,433
Federal National Mortgage Association, Pool #555424 5.50%		05/01/33		1,240,096		1,250,022
Federal National Mortgage Association, Pool #661856 3.87% (1 yr. USD LIBOR + 1.623%)(2)		10/01/32		18,698		18,573
Federal National Mortgage Association, Pool #671133 3.66% (6 mo. USD LIBOR + 1.413%)(2)		02/01/33		54,619		54,386
Federal National Mortgage Association, Pool #687847 4.18% (1 yr. USD LIBOR + 1.558%)(2)		02/01/33		9,519		9,326
Federal National Mortgage Association, Pool #692104 3.79% (6 mo. USD LIBOR + 1.413%)(2)		02/01/33		299,898		298,994
Federal National Mortgage Association, Pool #699866 4.62% (1 yr. USD LIBOR + 1.566%)(2)		04/01/33		114,964		112,653
Federal National Mortgage Association, Pool #704454 5.07% (1 yr. USD LIBOR + 1.680%)(2)		05/01/33		16,508		16,286
Federal National Mortgage Association, Pool #728824 3.87% (1 yr. USD LIBOR + 1.620%)(2)		07/01/33		43,589		42,623
Federal National Mortgage Association, Pool #734384 5.50%		07/01/33		164,709		163,551
Federal National Mortgage Association, Pool #888593 7.00%		06/01/37		151,639		161,049
Federal National Mortgage Association, Pool #934103 5.00%		07/01/38		129,636		125,907
Federal National Mortgage Association, Pool #979563 5.00%		04/01/28		185,829		182,671
Federal National Mortgage Association, Pool #995425 6.00%		01/01/24		5,501		5,485
Federal National Mortgage Association, Pool #995573 6.00%		01/01/49		954,246		965,755
Federal National Mortgage Association, Pool #995953 6.00%		11/01/28		1,084,311		1,091,465
Federal National Mortgage Association, Pool #995954 6.00%		03/01/29		621,111		625,209
Federal National Mortgage Association, Pool #AA3303 5.50%		06/01/38		1,705,458		1,744,227
Federal National Mortgage Association, Pool #AB6210 3.00%		09/01/42		18,164,397		16,314,420
Federal National Mortgage Association, Pool #AE0588 6.00%		08/01/37		2,942,873		3,038,589
Federal National Mortgage Association, Pool #AL0851 6.00%		10/01/40		1,901,206		1,995,151
Federal National Mortgage Association, Pool #AL1594 6.00%		07/01/40		1,533,559		1,609,337
Federal National Mortgage Association, Pool #AL9106 4.50%		02/01/46		7,297,860		7,165,684
Federal National Mortgage Association, Pool #AS7241 3.50%		05/01/46		6,040,151		5,587,870
Federal National Mortgage Association, Pool #AS9454 4.00%		04/01/47		743,768		705,241
Federal National Mortgage Association, Pool #BM5979 3.50%		09/01/45		6,012,777		5,589,231
Federal National Mortgage Association, Pool #BN4316 4.00%		01/01/49		126,347		120,711
Federal National Mortgage Association, Pool #BN6264 4.00%		04/01/49		2,432,358		2,320,105
Federal National Mortgage Association, Pool #BQ6913 2.00%		12/01/51		21,088,987		17,098,918
Federal National Mortgage Association, Pool #BQ7056 2.00%		01/01/52		45,301,724		36,716,411
Federal National Mortgage Association, Pool #BU7102 2.50%		12/01/51		11,247,325		9,497,051
Federal National Mortgage Association, Pool #BV4119 2.50%		03/01/52		15,944,797		13,441,625
Federal National Mortgage Association, Pool #BV7761 2.50%		03/01/52		13,482,763		11,397,126
Federal National Mortgage Association, Pool #BV8459 3.00%		04/01/52		18,786,598		16,468,290
Federal National Mortgage Association, Pool #BV8463 2.50%		04/01/52		25,094,439		21,154,866
Federal National Mortgage Association, Pool #BV8464 3.00%		04/01/52		19,477,393		17,073,203
Federal National Mortgage Association, Pool #BV8515 3.00%		05/01/52		28,142,614		24,666,901
Federal National Mortgage Association, Pool #BW1194 4.00%		09/01/52		1,568,775		1,465,564
Federal National Mortgage Association, Pool #BW9886 4.50%		10/01/52		18,780,441		17,988,479
Federal National Mortgage Association, Pool #CA1540 4.00%		04/01/48		11,627,064		11,086,447
Federal National Mortgage Association, Pool #CA1710 4.50%		05/01/48		5,309,323		5,168,788
Federal National Mortgage Association, Pool #CA1711 4.50%		05/01/48		4,977,244		4,845,498
Federal National Mortgage Association, Pool #CA2208 4.50%		08/01/48		5,137,371		5,001,387

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Federal National Mortgage Association, Pool #CB0610 2.50%		05/01/51	$	16,842,244	$	14,277,503
Federal National Mortgage Association, Pool #CB2852 2.00%		11/01/51		18,561,269		15,043,648
Federal National Mortgage Association, Pool #CB3151 2.00%		03/01/52		42,411,668		34,360,808
Federal National Mortgage Association, Pool #FM2342 3.50%		12/01/46		3,630,183		3,376,223
Federal National Mortgage Association, Pool #FM9515 2.50%		11/01/51		20,867,933		17,616,086
Federal National Mortgage Association, Pool #FS0139 2.50%		01/01/52		27,819,318		23,610,726
Federal National Mortgage Association, Pool #FS1598 2.00%		04/01/52		30,870,255		24,990,531
Federal National Mortgage Association, Pool #MA1561 3.00%		09/01/33		16,086,451		15,073,778
Federal National Mortgage Association, Pool #MA1584 3.50%		09/01/33		10,360,422		9,880,102
Federal National Mortgage Association, Pool #MA2995 4.00%		05/01/47		3,120,511		2,961,766
Federal National Mortgage Association, Pool #MA4152 2.00%		10/01/40		48,608,719		41,308,777
Federal National Mortgage Association, Pool #MA4579 3.00%		04/01/52		35,177,810		30,841,926
Federal National Mortgage Association Benchmark REMIC Series 2007-B2, Class ZA 5.50%		06/25/37		4,902,580		4,908,605
Federal National Mortgage Association REMICS Series 1993-202, Class SZ (I/F) (PAC) 10.00%(4)		11/25/23		797		793
Federal National Mortgage Association REMICS Series 1995-21, Class C (P/O) 0.00%(7)		05/25/24		14,775		14,504
Federal National Mortgage Association REMICS Series 2001-40, Class Z 6.00%		08/25/31		50,374		50,236
Federal National Mortgage Association REMICS Series 2003-117, Class TG (PAC) 4.75%		08/25/33		83,961		82,732
Federal National Mortgage Association REMICS Series 2004-52, Class SW (I/O) (I/F) 1.92% (-30 day USD SOFR Average + 6.986%)(2)		07/25/34		288,898		6,756
Federal National Mortgage Association REMICS Series 2004-65, Class LT 4.50%		08/25/24		59,573		58,897
Federal National Mortgage Association REMICS Series 2004-68, Class LC 5.00%		09/25/29		567,094		565,081
Federal National Mortgage Association REMICS Series 2005-74, Class CP (I/F) (PAC) 5.74% (-30 day USD SOFR Average + 24.330%)(2)		05/25/35		38,998		38,802
Federal National Mortgage Association REMICS Series 2007-103, Class AI (I/O) (I/F) 1.32% (-1 x 1 mo. USD LIBOR + 6.500%)(2)		03/25/37		2,377,444		141,045
Federal National Mortgage Association REMICS Series 2007-20, Class SI (I/O) (I/F) 1.27% (-30 day USD SOFR Average + 6.336%)(2)		03/25/37		530,707		33,522
Federal National Mortgage Association REMICS Series 2007-21, Class SE (I/O) (I/F) 1.26% (-30 day USD SOFR Average + 6.326%)(2)		03/25/37		361,103		23,982
Federal National Mortgage Association REMICS Series 2007-56, Class SG (I/O) (I/F) 1.23% (-30 day USD SOFR Average + 6.296%)(2)		06/25/37		502,290		14,455
Federal National Mortgage Association REMICS Series 2007-58, Class SV (I/O) (I/F) 1.57% (-30 day USD SOFR Average + 6.636%)(2)		06/25/37		2,578,431		166,298
Federal National Mortgage Association REMICS Series 2007-65, Class S (I/O) (I/F) 1.42% (-30 day USD SOFR Average + 6.486%)(2)		07/25/37		277,786		15,622
Federal National Mortgage Association REMICS Series 2007-88, Class FY 5.64% (30 day USD SOFR Average + 0.574%)(2)		09/25/37		301,550		295,802
Federal National Mortgage Association REMICS Series 2008-1, Class AI (I/O) (I/F) 1.07% (-1 x 1 mo. USD LIBOR + 6.250%)(2)		05/25/37		2,018,254		87,340
Federal National Mortgage Association REMICS Series 2008-13, Class SB (I/O) (I/F) 1.06% (-30 day USD SOFR Average + 6.126%)(2)		03/25/38		2,139,677		197,463
Federal National Mortgage Association REMICS Series 2008-23, Class SB (I/O) (I/F) 1.67% (-30 day USD SOFR Average + 6.736%)(2)		04/25/38		2,607,690		115,682
Federal National Mortgage Association REMICS Series 2008-35, Class SD (I/O) (I/F) 1.27% (-30 day USD SOFR Average + 6.336%)(2)		05/25/38		219,464		1,926
Federal National Mortgage Association REMICS Series 2008-66, Class SG (I/O) (I/F) 0.89% (-30 day USD SOFR Average + 5.956%)(2)		08/25/38		4,760,052		381,911
Federal National Mortgage Association REMICS Series 2008-68, Class SA (I/O) (I/F) 0.79% (-30 day USD SOFR Average + 5.856%)(2)		08/25/38		1,564,949		45,601
Federal National Mortgage Association REMICS Series 2009-3, Class SH (I/O) (I/F) 0.27% (-30 day USD SOFR Average + 5.336%)(2)		06/25/37		517,726		23,814
Federal National Mortgage Association REMICS Series 2009-47, Class SV (I/O) (I/F) 1.57% (-30 day USD SOFR Average + 6.636%)(2)		07/25/39		316,380		11,773

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Federal National Mortgage Association REMICS Series 2009-51, Class SA (I/O) (I/F) 1.57% (-30 day USD SOFR Average + 6.636%)(2)		07/25/39	$	1,773,442	$	96,495
Federal National Mortgage Association REMICS Series 2009-6, Class SD (I/O) (I/F) 0.37% (-30 day USD SOFR Average + 5.436%)(2)		02/25/39		363,110		12,675
Federal National Mortgage Association REMICS Series 2009-68, Class KB 4.00%		09/25/24		264,734		261,879
Federal National Mortgage Association REMICS Series 2009-71, Class LB 4.00%		09/25/29		3,717,819		3,604,216
Federal National Mortgage Association REMICS Series 2009-72, Class AC 4.00%		09/25/29		4,839,013		4,686,644
Federal National Mortgage Association REMICS Series 2009-72, Class JS (I/O) (I/F) 2.07% (-30 day USD SOFR Average + 7.136%)(2)		09/25/39		267,526		26,236
Federal National Mortgage Association REMICS Series 2010-136, Class CX (PAC) 4.00%		08/25/39		205,366		204,479
Federal National Mortgage Association REMICS Series 2011-111, Class DB 4.00%		11/25/41		7,048,324		6,740,919
Federal National Mortgage Association REMICS Series 2011-131, Class ST (I/O) 1.36% (30 day USD SOFR Average + 6.426%)(2)		12/25/41		14,121,021		1,530,490
Federal National Mortgage Association REMICS Series 2012-128, Class UY (PAC) 2.50%		11/25/42		11,738,000		9,845,738
Federal National Mortgage Association REMICS Series 2012-133, Class GC (PAC) 2.50%		08/25/41		4,002,655		3,791,340
Federal National Mortgage Association REMICS Series 2012-153, Class PC (PAC) 2.00%		05/25/42		1,169,794		1,087,162
Federal National Mortgage Association REMICS Series 2013-101, Class BO (P/O) 0.00%(7)		10/25/43		3,067,012		2,269,037
Federal National Mortgage Association REMICS Series 2013-101, Class CO (P/O) 0.00%(7)		10/25/43		6,668,941		4,920,455
Federal National Mortgage Association REMICS Series 2013-95, Class PN (PAC) 3.00%		01/25/43		16,786,981		15,352,852
Federal National Mortgage Association REMICS Series 2016-106, Class EF 5.68% (30 day USD SOFR Average + 0.614%)(2)		01/25/47		11,042,196		10,715,694
Federal National Mortgage Association REMICS Series 2016-63, Class AF 5.68% (30 day USD SOFR Average + 0.614%)(2)		09/25/46		6,778,053		6,605,265
Federal National Mortgage Association REMICS Series 2018-25, Class FA 5.48% (30 day USD SOFR Average + 0.414%)(2)		04/25/48		12,877,676		12,390,919
Federal National Mortgage Association REMICS Series 2018-52, Class PZ (PAC) 4.00%		07/25/48		1,625,470		1,528,935
Federal National Mortgage Association REMICS Series 2018-55, Class PA (PAC) 3.50%		01/25/47		1,872,667		1,800,448
Federal National Mortgage Association REMICS Series 2019-57, Class LT 2.50%		10/25/49		7,387,649		6,308,947
Federal National Mortgage Association REMICS Series 2020-10, Class FA 5.68% (30 day USD SOFR Average + 0.614%)(2)		03/25/50		6,007,201		5,851,468
Federal National Mortgage Association REMICS Series 2020-12, Class FL 5.63% (30 day USD SOFR Average + 0.564%)(2)		03/25/50		15,235,902		14,761,602
Government National Mortgage Association, Pool #80963 2.63% (1 yr. CMT + 1.500%)(2)		07/20/34		57,443		55,765
Government National Mortgage Association, Pool #MA2374 5.00%		11/20/44		193,735		194,730
Government National Mortgage Association, Pool #MA2828 4.50%		05/20/45		138,020		136,412
Government National Mortgage Association, Pool #MA3456 4.50%		02/20/46		729,595		721,076
Government National Mortgage Association, Pool #MA3521 3.50%		03/20/46		18,135,152		16,971,752
Government National Mortgage Association, Pool #MA3662 3.00%		05/20/46		5,343,772		4,831,494
Government National Mortgage Association, Pool #MA3663 3.50%		05/20/46		8,687,156		8,129,860
Government National Mortgage Association, Pool #MA3665 4.50%		05/20/46		1,185,363		1,166,986
Government National Mortgage Association, Pool #MA3735 3.00%		06/20/46		67,766		61,399
Government National Mortgage Association, Pool #MA3739 5.00%		06/20/46		2,396,619		2,429,374
Government National Mortgage Association, Pool #MA3876 4.50%		08/20/46		75,090		73,926
Government National Mortgage Association, Pool #MA3877 5.00%		08/20/46		1,019,589		1,024,083
Government National Mortgage Association, Pool #MA4006 4.50%		10/20/46		34,889		34,348
Government National Mortgage Association, Pool #MA4007 5.00%		10/20/46		2,015,889		2,043,094
Government National Mortgage Association, Pool #MA4071 4.50%		11/20/46		149,412		147,467
Government National Mortgage Association, Pool #MA4129 4.50%		12/20/46		53,823		52,885
Government National Mortgage Association, Pool #MA4199 5.00%		01/20/47		2,175,155		2,204,910
Government National Mortgage Association, Pool #MA4264 4.50%		02/20/47		5,376,838		5,275,112
Government National Mortgage Association, Pool #MA4265 5.00%		02/20/47		1,785,292		1,800,871
Government National Mortgage Association, Pool #MA4324 5.00%		03/20/47		2,018,393		2,036,864

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Government National Mortgage Association, Pool #MA4385 5.00%		04/20/47	$	414,087	$	416,129
Government National Mortgage Association, Pool #MA4454 5.00%		05/20/47		317,076		318,639
Government National Mortgage Association, Pool #MA4513 5.00%		06/20/47		1,159,772		1,155,261
Government National Mortgage Association, Pool #MA4781 5.00%		10/20/47		1,272,737		1,278,614
Government National Mortgage Association, Pool #MA4836 3.00%		11/20/47		7,028,097		6,336,783
Government National Mortgage Association, Pool #MA4838 4.00%		11/20/47		6,703,687		6,408,316
Government National Mortgage Association, Pool #MA4900 3.50%		12/20/47		5,005,645		4,664,189
Government National Mortgage Association, Pool #MA4901 4.00%		12/20/47		459,647		439,394
Government National Mortgage Association, Pool #MA5467 4.50%		09/20/48		422,165		412,190
Government National Mortgage Association, Pool #MA6080 3.00%		08/20/49		190,300		165,277
Government National Mortgage Association, Pool #MA6209 3.00%		10/20/49		2,806,508		2,437,482
Government National Mortgage Association, Pool #MA7418 2.50%		06/20/51		34,547,628		29,860,340
Government National Mortgage Association, Pool #MA7589 2.50%		09/20/51		33,087,108		28,574,117
Government National Mortgage Association REMICS Series 2011-70, Class BO (P/O) 0.00% (7)		05/20/41		3,554,174		2,647,667
Government National Mortgage Association REMICS Series 2014-57, Class PS 0.83% (1 mo. USD Term SOFR + 6.086%)(2)		04/20/44		13,466,350		1,312,103
Government National Mortgage Association REMICS Series 2015-42, Class ZB 3.00%		03/20/45		20,479,543		18,101,093
Government National Mortgage Association REMICS Series 2015-43, Class DM 2.50%		03/20/45		17,704,608		15,514,229
Government National Mortgage Association REMICS Series 2015-44, Class Z 3.00%		03/20/45		13,858,688		11,905,395
Government National Mortgage Association REMICS Series 2019-90, Class SJ (I/O) 0.73% (1 mo. USD Term SOFR + 5.986%)(2)		07/20/49		10,267,896		930,345
Government National Mortgage Association, TBA 2.50%(8)		12/01/51		46,050,000		39,737,411
5.00%(8)		04/01/53		7,425,000		7,278,667
4.50%(8)		04/01/53		15,675,000		15,079,227
Uniform Mortgage-Backed Security, TBA 3.00%(8)		03/05/52		76,725,000		67,179,475
3.50%(8)		04/01/52		27,950,000		25,326,958
4.00%(8)		06/01/52		119,675,000		111,816,649
4.50%(8)		04/01/53		79,075,000		75,748,916
2.00%(8)		12/01/51		107,600,000		87,107,075
2.50%(8)		01/01/52		108,050,000		91,075,853
5.00%(8)		04/01/53		163,500,000		159,782,757
5.50%(8)		04/01/53		64,600,000		64,191,205
Total Residential Mortgage-Backed Securities—Agency (Cost: $1,972,343,726)						1,886,516,067
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—36.5%
ABFC Trust Series 2007-WMC1, Class A2A 6.16% (1 mo. USD Term SOFR + 0.864%)(2)		06/25/37		9,376,906		7,290,616
ACE Securities Corp. Home Equity Loan Trust Series 2007-ASP1, Class A2C 5.93% (1 mo. USD Term SOFR + 0.634%)(2)		03/25/37		10,784,347		4,550,299
ACE Securities Corp. Home Equity Loan Trust Series 2007-ASP1, Class A2D 6.17% (1 mo. USD Term SOFR + 0.874%)(2)		03/25/37		5,796,472		2,445,426
ACE Securities Corp. Home Equity Loan Trust Series 2007-HE1, Class A1 5.71% (1 mo. USD Term SOFR + 0.414%)(2)		01/25/37		26,866,963		13,603,062
Alternative Loan Trust Resecuritization Series 2007-HY5R, Class 2A1A 3.21%(4),(9)		03/25/47		358		—
Argent Securities Trust Series 2006-M1, Class A2C 5.71% (1 mo. USD Term SOFR + 0.414%)(2)		07/25/36		45,668,751		11,791,699
Argent Securities Trust Series 2006-W4, Class A2C 5.73% (1 mo. USD Term SOFR + 0.434%)(2)		05/25/36		16,913,009		4,147,296
Argent Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-W3, Class M2 6.10% (1 mo. USD Term SOFR + 0.804%)(2)		11/25/35		29,183,398		24,442,864
Banc of America Funding Trust Series 2004-B, Class 3A1 3.42%(4),(10)		12/20/34		143,182		116,507
Banc of America Funding Trust Series 2006-3, Class 4A14 6.00%		03/25/36		261,177		208,378
Banc of America Funding Trust Series 2006-3, Class 5A3 5.50%(10)		03/25/36		1,124,430		970,063
Banc of America Funding Trust Series 2006-D, Class 2A1 3.50%(4),(10)		05/20/36		46,074		40,181
Banc of America Funding Trust Series 2006-D, Class 3A1 4.39%(4),(10)		05/20/36		1,339,512		1,206,711
Bear Stearns ALT-A Trust Series 2005-2, Class 2A4 3.69%(4)		04/25/35		1,088		966
Bear Stearns ALT-A Trust Series 2005-4, Class 23A1 4.19%(4)		05/25/35		2,088,762		1,933,629
Bear Stearns ALT-A Trust Series 2006-4, Class 32A1 4.17%(4)		07/25/36		306,832		153,138
Bear Stearns ARM Trust Series 2004-12, Class 1A1 4.48%(4)		02/25/35		208,440		196,899
Bear Stearns ARM Trust Series 2005-10, Class A3 4.67%(4)		10/25/35		1,312,967		1,227,097
Bear Stearns ARM Trust Series 2006-2, Class 2A1 3.93%(4),(10)		07/25/36		692,339		588,203
Bear Stearns ARM Trust Series 2007-1, Class 1A1 3.85%(4)		02/25/47		6,994,771		6,079,151
Bear Stearns ARM Trust Series 2007-1, Class 2A1 4.25%(4),(10)		02/25/47		107,176		95,003
Bear Stearns Asset-Backed Securities I Trust Series 2005-AC6, Class 1A3 5.50%(4)		09/25/35		696,621		659,343

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Bear Stearns Asset-Backed Securities I Trust Series 2005-AC6, Class 1A4 5.40%(4)		09/25/35	$	1,489,495	$	1,408,014
Bear Stearns Mortgage Funding Trust Series 2006-AR1, Class 2A1 5.85% (1 mo. USD Term SOFR + 0.554%)(2)		08/25/36		8,741,751		7,578,639
Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1 5.59% (1 mo. USD Term SOFR + 0.294%)(2)		10/25/36		265,884		222,213
C-BASS Mortgage Loan Trust Series 2007-CB2, Class A2B 3.53%(10)		02/25/37		2,330,967		1,417,226
C-BASS Mortgage Loan Trust Series 2007-CB2, Class A2C 3.53%(10)		02/25/37		8,018,079		4,886,283
C-BASS Trust Series 2006-CB7, Class A4 5.73% (1 mo. USD Term SOFR + 0.434%)(2)		10/25/36		16,799,238		11,182,003
C-BASS Trust Series 2006-CB9, Class A4 5.87% (1 mo. USD Term SOFR + 0.574%)(2)		11/25/36		11,639,039		5,357,878
Chase Mortgage Finance Trust Series 2006-A1, Class 2A1 4.46%(4),(10)		09/25/36		343,888		300,183
Chase Mortgage Finance Trust Series 2007-A1, Class 8A1 4.14%(4)		02/25/37		1,144,617		1,112,554
ChaseFlex Trust Series 2005-1, Class 1A5 6.50%		02/25/35		2,115,199		1,751,669
CHL Mortgage Pass-Through Trust Series 2004-13, Class 1A3 5.50%		08/25/34		2,599,859		2,408,156
CHL Mortgage Pass-Through Trust Series 2005-9, Class 1A1 6.01% (1 mo. USD Term SOFR + 0.714%)(2)		05/25/35		5,669,854		4,642,790
CHL Mortgage Pass-Through Trust Series 2005-HYB5, Class 4A1 4.46%(4)		09/20/35		9,439		7,999
CHL Mortgage Pass-Through Trust Series 2007-HY5, Class 1A1 4.02%(4),(10)		09/25/47		3,362		2,578
CHL Mortgage Pass-Through Trust Series 2007-HYB1, Class 1A1 3.66%(4),(10)		03/25/37		29,910		24,143
CIM Trust Series 2019-R3, Class A 2. 63%(1),(4)		06/25/58		10,531,672		9,576,770
CIM Trust Series 2020-R1, Class A1 2.85%(1),(4)		10/27/59		19,333,635		16,190,848
CIM Trust Series 2020-R3, Class A1A 4.00%(1),(4)		01/26/60		13,573,344		12,588,974
CIM Trust Series 2020-R6, Class A1A 2.25%(1),(4)		12/25/60		11,333,664		9,705,994
CIM Trust Series 2020-R7, Class A1A 2.25%(1),(4)		12/27/61		18,115,798		15,527,008
CIM Trust Series 2021-NR2, Class A1 2.57%(1)		07/25/59		13,034,473		12,504,472
CIM Trust Series 2021-NR3, Class A1 2.57%(1)		06/25/57		6,497,322		6,136,190
CIM Trust Series 2021-R3, Class A1A 1.95%(1),(4)		06/25/57		19,572,857		16,964,381
CIM Trust Series 2023-NR1, Class A1 6.00%(1)		06/25/62		14,484,356		13,904,223
CIM Trust Series 2023-NR2, Class A1 6.00%(1),(4)		06/25/62		8,852,498		8,343,346
CIM Trust Series 2023-R1, Class A1A 5.40%(1),(4)		04/25/62		13,689,875		13,042,876
CIM Trust Series 2023-R1, Class A1B 5.40%(1),(4)		04/25/62		13,400,000		11,204,695
CIM Trust Series 2023-R3, Class A1A 4.50%(1),(4)		01/25/63		11,520,056		10,556,861
Citigroup Mortgage Loan Trust, Inc. Series 2006-AR5, Class 1A1A 4.51%(4),(10)		07/25/36		1,589,558		1,193,905
Citigroup Mortgage Loan Trust, Inc. Series 2007-12, Class 2A1 6.50%(1),(4),(10)		10/25/36		2,219,276		1,180,681
CitiMortgage Alternative Loan Trust Series 2007-A5, Class 1A6 6.00%(10)		05/25/37		8,013,679		7,056,004
Conseco Finance Corp. Series 1999-2, Class A7 6.44%		12/01/30		958,147		959,722
Conseco Finance Securitizations Corp. Series 2000-4, Class A5 7.97%		05/01/32		45,277,023		8,750,151
Countrywide Alternative Loan Trust Series 2005-84, Class 1A1 3.52%(4),(10)		02/25/36		86,575		78,036
Countrywide Alternative Loan Trust Series 2005-J1, Class 2A1 5.50%		02/25/25		97,795		95,744
Countrywide Alternative Loan Trust Series 2007-19, Class 1A34 6.00%		08/25/37		11,265,794		5,835,544
Credit Suisse First Boston Mortgage Securities Corp. Series 2005-11, Class 1A1 6.50%(10)		12/25/35		1,456,489		761,671
Credit Suisse First Boston Mortgage Securities Corp. Series 2005-12, Class 1A1 6.50%		01/25/36		6,002,942		1,475,484
CSMC Mortgage-Backed Trust Series 2006-8, Class 3A1 6.00%		10/25/21		756,899		315,894
CSMC Mortgage-Backed Trust Series 2006-9, Class 5A1 5.50%		11/25/36		297,539		240,309
CSMC Mortgage-Backed Trust Series 2007-2, Class 3A4 5.50%		03/25/37		4,044,568		2,220,531
CSMC Trust Series 2021-RP11, Class PT 3.78%(1),(4),(10)		10/25/61		13,242,512		9,393,871
CSMC Trust Series 2022-RPL1, Class PT 4.53%(1),(4),(10)		04/25/61		12,861,551		10,889,876
CSMCM Trust Series 2021-RP11, Class CERT 3.78%(1)		10/27/61		560,393		416,901
CSMCM Trust Series 2022-RPL1, Class CERT 4.23%(1)		04/25/61		543,199		458,069
Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR6, Class A6 5.79% (1 mo. USD Term SOFR + 0.494%)(2)		02/25/37		158,801		137,741
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust Series 2005-1, Class 1A3 5.91%( 1 mo. USD Term SOFR + 0.614%)(2)		02/25/35		3,231,518		3,069,827
DSLA Mortgage Loan Trust Series 2005-AR6, Class 2A1A 5.94% (1 mo. USD Term SOFR + 0.694%)(2)		10/19/45		1,652,617		1,414,666

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
DSLA Mortgage Loan Trust Series 2006-AR2, Class 2A1A 5.56% (1 mo. USD Term SOFR + 0.314%)(2)		10/19/36	$	19,301,634	$	13,560,633
DSLA Mortgage Loan Trust Series 2007-AR1, Class 2A1A 5.50% (1 mo. USD Term SOFR + 0.254%)(2)		03/19/37		4,039,557		3,221,603
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2021-DNA7, Class B1 8.72% (30 day USD SOFR Average + 3.650%)(1),(2)		11/25/41		14,650,000		14,813,612
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2021-HQA2, Class B1 8.22% (30 day USD SOFR Average + 3.150%)(1),(2)		12/25/33		6,000,000		5,938,918
Federal Home Loan Mortgage Corp. STACR REMIC Trust Series 2022-DNA1, Class M2 7.57% (30 day USD SOFR Average + 2.500%)(1),(2)		01/25/42		13,850,000		13,651,228
Federal National Mortgage Association Connecticut Avenue Securities Series 2019-R01, Class 2B1 9.53% (30 day USD SOFR Average + 4.464%)(1),(2)		07/25/31		4,000,000		4,231,656
Federal National Mortgage Association Connecticut Avenue Securities Series 2019-R02, Class 1B1 9.33% (30 day USD SOFR Average + 4.264%)(1),(2)		08/25/31		2,000,000		2,091,384
Federal National Mortgage Association Connecticut Avenue Securities Series 2019-R06, Class 2B1 8.93% (30 day USD SOFR Average + 3.864%)(1),(2)		09/25/39		8,755,271		8,957,216
Federal National Mortgage Association Connecticut Avenue Securities Series 2021-R01, Class 1B2 11.07%(30 day USD SOFR Average + 6.000%)(1),(2)		10/25/41		10,500,000		10,633,541
Federal National Mortgage Association Connecticut Avenue Securities Series 2021-R03, Class 1M2 6.72% (30 day USD SOFR Average + 1.650%)(1),(2)		12/25/41		14,450,000		14,149,097
Federal National Mortgage Association Connecticut Avenue Securities Series 2022-R01, Class 1B1 8.22% (30 day USD SOFR Average + 3.150%)(1),(2)		12/25/41		4,305,000		4,331,769
Fieldstone Mortgage Investment Trust Series 2007-1, Class 2A2 5.69% (1 mo. USD Term SOFR + 0.384%)(2)		04/25/47		2,566,513		1,803,529
First Franklin Mortgage Loan Trust Series 2006-FF12, Class A1 5.52% (1 mo. USD Term SOFR + 0.219%)(2)		09/25/36		5,232,984		4,727,545
First Franklin Mortgage Loan Trust Series 2006-FF18, Class A2C 5.57% (1 mo. USD Term SOFR + 0.274%)(2)		12/25/37		9,482,719		8,195,099
First Franklin Mortgage Loan Trust Series 2006-FF9, Class 2A4 5.91% (1 mo. USD Term SOFR + 0.614%)(2)		06/25/36		9,068,000		8,023,993
First Franklin Mortgage Loan Trust Series 2007-FF1, Class A2C 5.69% (1 mo. USD Term SOFR + 0.394%)(2)		01/25/38		3,171,353		1,657,508
First Franklin Mortgage Loan Trust Series 2007-FF1, Class A2D 5.85% (1 mo. USD Term SOFR + 0.554%)(2)		01/25/38		15,522,486		8,120,286
First Franklin Mortgage Loan Trust Series 2007-FF2, Class A1 5.69% (1 mo. USD Term SOFR + 0.254%)(2)		03/25/37		32,781,071		17,487,217
First Franklin Mortgage Loan Trust Series 2007-FF2, Class A2C 5.71% (1 mo. USD Term SOFR + 0.264%)(2)		03/25/37		35,314,818		17,007,217
First Horizon Alternative Mortgage Securities Trust Series 2005-AA3, Class 3A1 5.81%(4),(10)		05/25/35		1,083,031		989,683
First Horizon Alternative Mortgage Securities Trust Series 2005-AA7, Class 1A1 4.36%(4),(10)		09/25/35		1,346,517		1,198,814
First Horizon Alternative Mortgage Securities Trust Series 2005-AA7, Class 2A1 5.18%(4),(10)		09/25/35		781,882		680,832
First Horizon Alternative Mortgage Securities Trust Series 2006-AA7, Class A1 5.12%(4),(10)		01/25/37		4,118,751		3,082,572
GMACM Mortgage Loan Trust Series 2005-AR5, Class 2A1 4.34%(4)		09/19/35		1,700,697		1,237,026
GS Mortgage-Backed Securities Trust Series 2022-PJ6, Class A3 2.50%(1),(4)		01/25/53		5,745,692		4,618,100
GSAA Trust Series 2005-7, Class AF5 5.11%		05/25/35		60,584		57,414
GSR Mortgage Loan Trust Series 2004-9, Class 3A1 4.94%(4)		08/25/34		1,114,755		1,016,806
GSR Mortgage Loan Trust Series 2006-OA1, Class 2A2 5.93% (1 mo. USD Term SOFR + 0.634%)(2)		08/25/46		42,649,434		11,090,141
GSR Mortgage Loan Trust Series 2007-3F, Class 3A7 6.00%(10)		05/25/37		4,358,323		3,149,415
GSR Mortgage Loan Trust Series 2007-AR2, Class 2A1 4.12%(4),(10)		05/25/37		1,495,870		885,289
GSR Mortgage Loan Trust Series 2007-AR2, Class 5A1A 4.43%(4)		05/25/37		591,637		522,547
HarborView Mortgage Loan Trust Series 2006-1, Class 1A1A 5.88% (1 mo. USD Term SOFR + 0.634%)(2)		03/19/36		21,760,896		14,670,534

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
HarborView Mortgage Loan Trust Series 2007-3, Class 1A1A 5.76% (1 mo. USD Term SOFR + 0.514%)(2)		05/19/47	$	9,058,233	$	7,663,159
HSI Asset Loan Obligation Trust Series 2007-2, Class 2A12 6.00%		09/25/37		544,321		414,037
HSI Asset Securitization Corp. Trust Series 2006-HE2, Class 1A 5.67% (1 mo. USD Term SOFR + 0.374%)(2)		12/25/36		34,928,986		14,233,439
HSI Asset Securitization Corp. Trust Series 2006-WMC1, Class A3 5.71% (1 mo. USD Term SOFR + 0.414%)		07/25/36		23,807,197		10,258,544
Impac CMB Trust Series 2005-1, Class 1A1 5.93% (1 mo. USD Term SOFR + 0.634%)(2)		04/25/35		359,889		335,095
Impac CMB Trust Series 2005-5, Class A2 5.85% (1 mo. USD Term SOFR + 0.334%)(2)		08/25/35		1,990,076		1,830,820
Impac Secured Assets Trust Series 2006-3, Class A1 5.75% (1 mo. USD Term SOFR + 0.454%)(2),(10)		11/25/36		3,430,745		3,019,073
IndyMac INDA Mortgage Loan Trust Series 2007-AR7, Class 1A1 3.06%(4)		11/25/37		1,535,319		1,262,935
IndyMac INDX Mortgage Loan Trust Series 2004-AR4, Class 2A 4.78%(4)		08/25/34		2,258,408		2,148,378
IndyMac INDX Mortgage Loan Trust Series 2004-AR9, Class 4A 4.22%(4)		11/25/34		167,899		148,914
IndyMac INDX Mortgage Loan Trust Series 2005-AR17, Class 3A1 3.81%(4)		09/25/35		2,456,322		1,707,480
IndyMac INDX Mortgage Loan Trust Series 2005-AR23, Class 2A1 3.84%(4)		11/25/35		1,548,691		1,252,453
IndyMac INDX Mortgage Loan Trust Series 2005-AR23, Class 6A1 3.51%(4)		11/25/35		2,231,257		1,909,248
IndyMac INDX Mortgage Loan Trust Series 2005-AR25, Class 2A1 3.53%(4)		12/25/35		1,224,312		1,112,139
IndyMac INDX Mortgage Loan Trust Series 2005-AR7, Class 2A1 2.91%(4)		06/25/35		764,871		615,482
IndyMac INDX Mortgage Loan Trust Series 2006-AR39, Class A1 5.77% (1 mo. USD Term SOFR + 0.474%)(2)		02/25/37		4,215,965		3,524,924
IndyMac INDX Mortgage Loan Trust Series 2006-AR6, Class 2A1A 5.81% (1 mo. USD Term SOFR + 0.514%)(2),(10)		06/25/46		6,819,807		6,179,751
IndyMac INDX Mortgage Loan Trust Series 2007-AR11, Class 1A1 3.10%(4)		06/25/37		11,369		9,552
IndyMac INDX Mortgage Loan Trust Series 2007-AR5, Class 2A1 3.32%(4)		05/25/37		8,312,778		6,885,111
JPMorgan Alternative Loan Trust Series 2006-A2, Class 5A1 3.98%(4),(10)		05/25/36		3,058,845		1,781,898
JPMorgan Alternative Loan Trust Series 2006-A4, Class A8 3.92%(4),(10)		09/25/36		218,844		236,174
JPMorgan Mortgage Acquisition Trust Series 2006-CH2, Class AF4 5.76%		10/25/36		3,753,113		2,336,536
JPMorgan Mortgage Acquisition Trust Series 2006-WMC4, Class A3 5.53% (1 mo. USD Term SOFR + 0.234%)(2)		12/25/36		25,468,090		12,986,980
JPMorgan Mortgage Trust Series 2005-A6, Class 7A1 4.18%(4)		08/25/35		97,090		81,300
JPMorgan Mortgage Trust Series 2006-A2, Class 5A3 4.27%(4)		11/25/33		379,465		370,216
JPMorgan Mortgage Trust Series 2006-A4, Class 1A4 4.41%(4)		06/25/36		194,007		143,595
JPMorgan Mortgage Trust Series 2006-A7, Class 2A4R 3.90%(4),(10)		01/25/37		7,512		6,120
JPMorgan Mortgage Trust Series 2006-S2, Class 2A2 5.88%		06/25/21		26,731		—
Lehman Mortgage Trust Series 2006-4, Class 4A1 6.00%		08/25/21		519,075		377,501
Lehman XS Trust Series 2006-10N, Class 1A3A 5.83% (1 mo. USD Term SOFR + 0.534%)(2)		07/25/46		6,292,339		5,720,363
Lehman XS Trust Series 2006-12N, Class A31A 5.81% (1 mo. USD Term SOFR + 0.514%)(2)		08/25/46		1,880,294		1,849,209
Lehman XS Trust Series 2006-13, Class 1A2 5.75% (1 mo. USD Term SOFR + 0.454%)(2)		09/25/36		1,879		—
Lehman XS Trust Series 2006-GP4, Class 3A5 5.86% (1 mo. USD Term SOFR + 0.564%)(2)		08/25/46		7,042,430		6,702,447
LHOME Mortgage Trust Series 2021-RTL3, Class A1 2.36%(1)		09/25/26		21,225,000		20,290,937
MASTR Alternative Loan Trust Series 2005-4, Class 1A1 6.50%		05/25/35		4,107,366		3,437,035
MASTR Alternative Loan Trust Series 2006-2, Class 2A1 5.81% (1 mo. USD Term SOFR + 0.514%)(2),(10),(9)		03/25/36		65,446		6,569
MASTR Asset Securitization Trust Series 2006-3, Class 2A1 5.86% (1 mo. USD Term SOFR + 0.564%)(2)		10/25/36		28,197		4,904
MASTR Asset-Backed Securities Trust Series 2006-AB1, Class A4 6.22%		02/25/36		194,360		154,713
MASTR Asset-Backed Securities Trust Series 2006-HE5, Class A3 5.73% (1 mo. USD Term SOFR + 0.434%)(2)		11/25/36		14,084,715		8,219,623
MASTR Seasoned Securitization Trust Series 2004-1, Class 4A1 5.73%(4)		10/25/32		3,310		3,222

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Merrill Lynch Alternative Note Asset Trust Series 2007-A1, Class A2C 5.87% (1 mo. USD Term SOFR + 0.574%)(2)		01/25/37	$	1,504,324	$	490,620
Merrill Lynch Alternative Note Asset Trust Series 2007-A1, Class A3 5.73% (1 mo. USD Term SOFR + 0.434%)(2)		01/25/37		773,824		247,899
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A2B 5.75% (1 mo. USD Term SOFR + 0.454%)(2)		04/25/37		33,994,059		13,558,778
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A2C 5.91% (1 mo. USD Term SOFR + 0.614%)(2)		04/25/37		18,970,305		7,632,274
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1, Class A2D 6.09% (1 mo. USD Term SOFR + 0.794%)(2)		04/25/37		4,843,567		1,967,017
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2, Class A2C 5.89% (1 mo. USD Term SOFR + 0.594%)(2)		05/25/37		4,275,302		3,332,343
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3, Class A2B 5.67% (1 mo. USD Term SOFR + 0.374%)(2)		06/25/37		1,780,108		1,632,990
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-4, Class 2A3 5.73% (1 mo. USD Term SOFR + 0.434%)(2)		07/25/37		24,134,780		20,468,474
Merrill Lynch Mortgage-Backed Securities Trust Series 2007-2, Class 1A1 7.81% (1 yr. CMT + 2.400%)(2),(10)		08/25/36		496,967		443,840
Mid-State Capital Corp. Trust Series 2005-1, Class A 5.75%		01/15/40		1,062,580		1,039,658
Morgan Stanley ABS Capital I, Inc. Trust Series 2004-NC8, Class M2 6.37% (1 mo. USD Term SOFR + 1.074%)(2)		09/25/34		384,071		379,873
Morgan Stanley Home Equity Loan Trust Series 2006-2, Class A4 5.97% (1 mo. USD Term SOFR + 0.674%)(2)		02/25/36		433,173		425,870
Morgan Stanley Mortgage Loan Trust Series 2007-3XS, Class 2A6 6.26%		01/25/47		2,106,494		695,681
Morgan Stanley Mortgage Loan Trust Series 2007-7AX, Class 2A1 5.65% (1 mo. USD Term SOFR + 0.354%)(2)		04/25/37		2,660,015		783,073
MortgageIT Trust Series 2005-4, Class A1 5.97% (1 mo. USD Term SOFR + 0.674%)(2)		10/25/35		533,841		524,711
New Century Home Equity Loan Trust Series 2006-1, Class A2B 5.77% (1 mo. USD Term SOFR + 0.474%)(2)		05/25/36		10,276,221		10,019,074
Oakwood Mortgage Investors, Inc. Series 1999-E, Class A1 7.61%(4)		03/15/30		5,510,766		3,310,719
Oakwood Mortgage Investors, Inc. Series 2002-A, Class A4 6.97%(4)		03/15/32		87,972		87,574
Ownit Mortgage Loan Trust Series 2006-6, Class A2C 5.73% (1 mo. USD Term SOFR + 0.434%)(2)		09/25/37		15,024,538		7,179,027
Preston Ridge Partners Mortgage LLC Series 2021-10, Class A1 2.49%(1)		10/25/26		13,451,022		12,600,826
Preston Ridge Partners Mortgage LLC Series 2021-9, Class A1 2.36%(1)		10/25/26		7,263,524		6,820,523
Preston Ridge Partners Mortgage LLC Series 2022-1, Class A1 3.72%(1)		02/25/27		12,796,511		12,209,608
Preston Ridge Partners Mortgage LLC Series 2022-2, Class A1 5.00%(1)		03/25/27		12,073,984		11,686,555
PRET LLC Series 2022-RN1, Class A1 3.72%(1)		07/25/51		16,523,009		15,569,633
Pretium Mortgage Credit Partners LLC Series 2022-RN3, Class A2 6.50%(1),(4)		08/25/52		17,115,000		15,984,085
PRPM LLC Series 2022-3, Class A1 5.56%(1)		06/25/27		16,022,095		15,657,506
RAAC Trust Series 2005-SP1, Class 4A1 7.00%		09/25/34		761,365		589,023
RALI Trust Series 2007-QS1, Class 2AV (I/O) 0.17%(4),(9)		01/25/37		1,291,522		6,684
Residential Accredit Loans, Inc. Trust Series 2005-QA13, Class 2A1 4.85%(4),(10)		12/25/35		368,108		302,116
Residential Accredit Loans, Inc. Trust Series 2005-QA7, Class A21 4.95%(4),(10)		07/25/35		962,068		896,287
Residential Accredit Loans, Inc. Trust Series 2005-QA8, Class CB21 4.92%(4),(10)		07/25/35		2,648,181		1,503,978
Residential Accredit Loans, Inc. Trust Series 2006-QA1, Class A21 5.04%(4),(10)		01/25/36		9,247		6,666
Residential Accredit Loans, Inc. Trust Series 2006-QA10, Class A2 5.77% (1 mo. USD Term SOFR + 0.474%)(2)		12/25/36		7,064,660		5,777,189
Residential Accredit Loans, Inc. Trust Series 2006-QA2, Class 1A1 5.66% (1 mo. USD Term SOFR + 0.364%)(2),(10)		02/25/36		10,930		7,140
Residential Accredit Loans, Inc. Trust Series 2006-QS10, Class AV (I/O) 0.57%(4),(9)		08/25/36		18,777,035		342,795

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Residential Accredit Loans, Inc. Trust Series 2006-QS5, Class A5 6.00%(10)		05/25/36	$	2,124,345	$	1,698,259
Residential Accredit Loans, Inc. Trust Series 2006-QS6, Class 1AV (I/O) 0.77%(4),(9)		06/25/36		24,643,808		520,854
Residential Accredit Loans, Inc. Trust Series 2006-QS7, Class AV (I/O) 0.71%(4),(9)		06/25/36		4,925,937		83,151
Residential Accredit Loans, Inc. Trust Series 2007-QS2, Class AV (I/O) 0.32%(4),(9)		01/25/37		8,792,367		88,071
Residential Accredit Loans, Inc. Trust Series 2007-QS3, Class AV (I/O) 0.36%(4),(9)		02/25/37		40,528,701		465,010
Residential Accredit Loans, Inc. Trust Series 2007-QS4, Class 3AV (I/O) 0.36%(4),(9)		03/25/37		4,814,875		53,594
Residential Accredit Loans, Inc. Trust Series 2007-QS5, Class AV (I/O) 0.28%(4),(9)		03/25/37		6,092,448		51,595
Residential Accredit Loans, Inc. Trust Series 2007-QS6, Class A45 5.75%(10)		04/25/37		1,376,895		1,083,290
Residential Accredit Loans, Inc. Trust Series 2007-QS8, Class AV (I/O) 0.43%(4),(9)		06/25/37		9,862,074		148,718
Residential Asset Securitization Trust Series 2007-A3, Class 1A4 5.75%		04/25/37		2,303,881		1,208,679
Residential Funding Mtg Sec I Trust Series 2005-SA5, Class 2A 4.37%(4),(10)		11/25/35		8,058		6,797
Residential Funding Mtg Sec I Trust Series 2006-S9, Class A3 (PAC) 5.75%(10)		09/25/36		296,889		222,038
Residential Funding Mtg Sec I Trust Series 2007-S2, Class A9 6.00%(10)		02/25/37		2,960,017		2,317,637
Residential Funding Mtg Sec I Trust Series 2007-SA2, Class 2A2 4.57%(4),(10)		04/25/37		8,568		6,430
Roc Mortgage Trust Series 2021-RTL1, Class A1 2.49%(1),(4)		08/25/26		16,300,000		15,654,478
Saxon Asset Securities Trust Series 2006-3, Class A3 5.75% (1 mo. USD Term SOFR + 0.454%)(2)		10/25/46		2,777,760		2,684,673
Saxon Asset Securities Trust Series 2007-2, Class A2C 5.65% (1 mo. USD Term SOFR + 0.354%)(2)		05/25/47		10,335,177		7,504,787
Saxon Asset Securities Trust Series 2007-2, Class A2D 5.71% (1 mo. USD Term SOFR + 0.414%)(2)		05/25/47		12,022,308		8,732,608
Securitized Asset-Backed Receivables LLC Trust Series 2006-CB1, Class AF2 2.86%		01/25/36		2,763,806		2,218,006
Securitized Asset-Backed Receivables LLC Trust Series 2006-WM4, Class A1 5.79% (1 mo. USD Term SOFR + 0.494%)(1),(2)		11/25/36		26,655,748		12,897,630
Securitized Asset-Backed Receivables LLC Trust Series 2007-BR1, Class A2C 6.09% (1 mo. USD Term SOFR + 0.794%)(2)		02/25/37		7,530,859		3,358,596
Securitized Asset-Backed Receivables LLC Trust Series 2007-BR2, Class A1 5.77% (1 mo. USD Term SOFR + 0.294%)(1),(2)		02/25/37		19,691,175		16,605,283
Securitized Asset-Backed Receivables LLC Trust Series 2007-BR2, Class A2 5.87% (1 mo. USD Term SOFR + 0.344%)(2)		02/25/37		25,831,104		11,280,198
Securitized Asset-Backed Receivables LLC Trust Series 2007-NC2, Class A2B 5.69% (1 mo. USD Term SOFR + 0.394%)(2)		01/25/37		11,410,808		9,374,444
Sequoia Mortgage Trust Series 2003-8, Class A1 6.01% (1 mo. USD Term SOFR + 0.754%)(2)		01/20/34		294,504		278,373
SG Mortgage Securities Trust Series 2007-NC1, Class A2 5.65% (1 mo. USD Term SOFR + 0.354%)(1),(2)		12/25/36		15,350,668		9,260,356
Soundview Home Loan Trust Series 2007-OPT3, Class 2A4 5.66% (1 mo. USD Term SOFR + 0.364%)(2)		08/25/37		4,000,000		3,456,312
STARM Mortgage Loan Trust Series 2007-1, Class 1A1 4.17%(4)		02/25/37		1,513,606		827,774
STARM Mortgage Loan Trust Series 2007-2, Class 2A1 4.10%(4)		04/25/37		91,553		55,638
STARM Mortgage Loan Trust Series 2007-3, Class 1A1 5.07%(4)		06/25/37		2,526		1,731
STARM Mortgage Loan Trust Series 2007-S1, Class 2A1 5.02%(4)		01/25/37		215,345		211,447
Structured Adjustable Rate Mortgage Loan Trust Series 2004-12, Class 2A 5.14%(4)		09/25/34		407,035		395,580
Structured Adjustable Rate Mortgage Loan Trust Series 2004-14, Class 2A 5.59%(4)		10/25/34		896,640		883,550
Structured Adjustable Rate Mortgage Loan Trust Series 2006-2, Class 3A1 4.77%(4),(10)		03/25/36		6,985,831		6,783,399
Structured Adjustable Rate Mortgage Loan Trust Series 2006-2, Class 5A1 4.41%(4),(10)		03/25/36		212,425		159,044
Structured Adjustable Rate Mortgage Loan Trust Series 2006-4, Class 5A1 4.55%(4),(10)		05/25/36		1,225,329		911,674
Structured Adjustable Rate Mortgage Loan Trust Series 2006-5, Class 1A1 4.54%(4),(10)		06/25/36		1,465,397		1,293,268
Structured Asset Mortgage Investments II Trust Series 2007-AR4, Class A5 5.63%(1 mo. USD Term SOFR + 0.334%)(2)		09/25/47		12,490,761		10,929,913
Towd Point Mortgage Trust Series 2018-2, Class B1 3.58%(1),(4)		03/25/58		13,050,000		10,497,419

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

Issues	Maturity Date		Principal Amount		Value
Wachovia Mortgage Loan Trust LLC Series 2006-AMN1, Class A3 1.86% (1 mo. USD Term SOFR + 0.594%)(2)		08/25/36	$	5,535,743	$	2,008,129
WaMu Mortgage Pass-Through Certificates Trust Series 2004-AR14, Class A1 4.20%(4)		01/25/35		2,204,915		2,030,582
WaMu Mortgage Pass-Through Certificates Trust Series 2005-AR14, Class 2A1 3.81%(4)		12/25/35		551,753		514,001
WaMu Mortgage Pass-Through Certificates Trust Series 2005-AR18, Class 1A1 3.97%(4)		01/25/36		832,341		737,972
WaMu Mortgage Pass-Through Certificates Trust Series 2006-AR11, Class 1A 5.17% (1 yr. MTA + 0.960%)(2),(10)		09/25/46		1,973,311		1,609,721
WaMu Mortgage Pass-Through Certificates Trust Series 2006-AR17, Class 1A1A 4.11% (1 yr. MTA + 0.810%)(2)		12/25/46		2,002,362		1,789,418
Washington Mutual Asset-Backed Certificates WMABS Trust Series 2006-HE1, Class 2A4 5.97% (1 mo. USD Term SOFR + 0.674%)(2)		04/25/36		1,165,334		1,151,199
Washington Mutual Asset-Backed Certificates WMABS Trust Series 2007-HE2, Class 2A1 5.51% (1 mo. USD Term SOFR + 0.214%)(2)		02/25/37		15,556,810		4,803,657
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust Series 2006-1, Class 3A2 5.75%(10)		02/25/36		465,946		417,566
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust Series 2006-5, Class 1A1 6.00% (1 mo. USD Term SOFR + 0.714%)(2),(10)		07/25/36		1,099,337		708,639
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust Series 2006-AR10, Class A2A 5.75% (1 mo. USD Term SOFR + 0.454%)(2)		12/25/36		1,591,763		1,291,474
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust Series 2007-OC2, Class A3 6.03% (1 mo. USD Term SOFR + 0.734%)(2)		06/25/37		2,408,838		2,224,752
Washington Mutual MSC Mortgage Pass-Through Certificates Trust Series 2002-AR1, Class 1A1 4.71%(4)		11/25/30		21,470		21,369
Wells Fargo Home Equity Asset-Backed Securities Trust Series 2007-1, Class A3 6.05% (1 mo. USD Term SOFR + 0.754%)(2)		03/25/37		5,521,000		4,832,643
Wells Fargo Mortgage-Backed Securities Trust Series 2006-AR11, Class A6 5.68%(4),(10)		08/25/36		924,815		826,137
Total Residential Mortgage-Backed Securities—Non-Agency (Cost: $1,104,264,339)						1,014,619,896
U.S. GOVERNMENT AGENCY OBLIGATIONS—1.1% (Cost: $31,547,066)
Federal National Mortgage Association 1.55%		08/24/35		43,500,000		30,212,266
U.S. TREASURY SECURITIES—1.1%
U.S. Treasury Bonds 3.63%		05/15/53		250,000		233,613
U.S. Treasury Inflation-Indexed Notes 1.25%		04/15/28		20,098,562		19,508,953
U.S. Treasury Notes 3.38%		05/15/33		11,785,000		11,242,706
4.13%		07/31/28		445,000		444,218
Total U.S. Treasury Securities (Cost: $32,067,091)						31,429,490
Total Fixed Income Securities (Cost: $3,734,538,860)						3,455,517,405
			Shares
MONEY MARKET INVESTMENTS—1.2%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 5.19%(11)				33,062,429		33,062,429
Total Money Market Investments (Cost: $33,062,429)						33,062,429
			Principal Amount
SHORT TERM INVESTMENTS—1.1%
U.S. Government Agency Obligations—1.1%
Federal Home Loan Bank Discount Notes 5.04% (12)		10/18/23	$	30,000,000		29,665,542
Total U.S. Government Agency Obligations (Cost: $29,676,300)						29,665,542
Total Investments (126.5%) (Cost: $3,797,277,589)						3,518,245,376
Liabilities In Excess Of Other Assets (-26.5%)						(736,933,332	)
Net Assets (100.0%)					$	2,781,312,044

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS (Unaudited) July 31, 2023

FUTURES CONTRACTS
Number of Contracts	Type	Expiration Date		Notional		Market Value		Net Unrealized Appreciation (Depreciation)
Long Futures
2,417	2-Year U.S. Treasury Note Futures		09/29/23	$	498,660,502	$	490,726,531	$	(7,933,971	)
129	10-Year U.S. Treasury Note Futures		09/20/23		15,539,075		15,090,984		(448,091	)
1,963	U.S. Ultra Long Bond Futures		09/20/23		264,396,317		259,545,407		(4,850,910	)
1,860	5-Year U.S. Treasury Note Futures		09/29/23		203,111,793		198,685,782		(4,426,011	)
				$	981,707,687	$	964,048,704	$	(17,658,983	)

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(13)
Citibank N.A.		EUR		8,569,000		10/13/23	$	9,357,271	$	9,481,065	$	(123,794	)
Citibank N.A.		GBP		4,987,000		10/13/23		6,343,651		6,417,963		(74,312	)
							$	15,700,922	$	15,899,028	$	(198,106	)

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.
LIBOR	London Interbank Offered Rate.
PAC	Planned Amortization Class.
P/O	Principal Only Security.
REMIC	Real Estate Mortgage Investment Conduit.
SOFR	Secured Overnight Financing Rate.
STRIPS	Separate Trading of Registered Interest and Principal Securities.
TAC	Target Amortization Class.
TBA	To Be Announced.
EUR	Euro Currency
GBP	British Pound Sterling.
(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 July 31, 2023, the value of these securities amounted to $912,916,329 or 32.8% 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)	Floating or variable rate security. The interest shown reflects the rate in effect at July 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
(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)	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 July 31, 2023, the value of these securities amounted to $6,367,855 or 0.2% of net assets.
(6)	This security is purchased on a when-issued, delayed-delivery or forward commitment basis.
(7)	Security is not accruing interest.
(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)	For fair value measurement disclosure purposes, security is categorized as Level 3. Security is valued using significant unobservable inputs.
(10)	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.
(11)	Rate disclosed is the 7-day net yield as of July 31, 2023.
(12)	Rate shown represents yield-to-maturity.
(13)	Fund sells foreign currency, buys U.S. Dollar.

TCW Total Return Bond Fund

Investments by Sector (Unaudited) July 31, 2023

Sector	Percentage of Net Assets
Residential Mortgage-Backed Securities—Agency		67.8	%
Residential Mortgage-Backed Securities—Non-Agency		36.5
Asset-Backed Securities		10.0
Commercial Mortgage-Backed Securities—Non-Agency		7.4
U.S. Government Agency Obligations		2.2
Money Market Investments		1.2
U.S. Treasury Securities		1.1
Commercial Mortgage-Backed Securities—Agency		0.3
Other*		(26.5	)
Total		100.0	%

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

TCW Total Return Bond Fund

Fair Valuation Summary (Unaudited) July 31, 2023

The following is a summary of the fair valuations according to the inputs used as of July 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	$	—		$	277,112,797		$	—	$	277,112,797
Commercial Mortgage-Backed Securities—Agency		—			9,413,527			—		9,413,527
Commercial Mortgage-Backed Securities—Non-Agency		—			206,213,362			—		206,213,362
Residential Mortgage-Backed Securities—Agency		—			1,886,516,067			—		1,886,516,067
Residential Mortgage-Backed Securities—Non-Agency		—			1,012,852,855			1,767,041		1,014,619,896
U.S. Government Agency Obligations		—			30,212,266			—		30,212,266
U.S. Treasury Securities		11,920,537			19,508,953			—		31,429,490
Total Fixed Income Securities		11,920,537			3,441,829,827			1,767,041		3,455,517,405
Money Market Investments		33,062,429			—			—		33,062,429
Short-Term Investments		—			29,665,542			—		29,665,542
Total Investments	$	44,982,966		$	3,471,495,369		$	1,767,041	$	3,518,245,376
Liability Derivatives
Futures Contracts
Interest Rate Risk	$	(17,658,983	)	$	—		$	—	$	(17,658,983	)
Forward Currency Contracts
Foreign Currency Risk		—			(198,106	)		—		(198,106	)
Total	$	(17,658,983	)	$	(198,106	)	$	—	$	(17,857,089	)

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 July 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			TOTAL
Balance as of October 31, 2022	$	3,965,873		$	1,160,224		$	5,126,097
Accrued Discounts (Premiums)		—			—			—
Realized Gain (Loss)		—			(2,725	)		(2,725	)
Change in Unrealized Appreciation (Depreciation)*		66,589			339,435			406,024
Purchases		—			—			—
Sales		(216,663	)		(1,496,934	)		(1,713,597	)
Transfers in to Level 3		—			—			—
Transfers out of Level 3		—			—			—
Balance as of July 31, 2023	$	3,815,799		$	—		$	3,815,799

* The change in unrealized appreciation (depreciation) on securities still held at July 31, 2023 was $66,589 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		TOTAL
Balance as of October 31, 2022	$	13,179,666	$	13,179,666
Accrued Discounts (Premiums)		—		—
Realized Gain (Loss)		—		—
Change in Unrealized Appreciation (Depreciation)*		2,275,895		2,275,895
Purchases		—		—
Sales		—		—
Transfers in to Level 3		—		—
Transfers out of Level 3		—		—
Balance as of July 31, 2023	$	15,455,561	$	15,455,561

* The change in unrealized appreciation (depreciation) on securities still held at July 31, 2023 was $2,275,895 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			TOTAL
Balance as of October 31, 2022	$	9,150		$	54,941		$	64,091
Accrued Discounts (Premiums)		—			20,153			20,153
Realized Gain (Loss)		(30	)		—			(30	)
Change in Unrealized Appreciation (Depreciation)*		(1,609	)		(21,666	)		(23,275	)
Purchases		—			—			—
Sales		—			—			—
Transfers in to Level 3		—			—			—
Transfers out of Level 3		—			—			—
Balance as of July 31, 2023	$	7,511		$	53,428		$	60,939

* The change in unrealized appreciation (depreciation) on securities still held at July 31, 2023 was $(23,275) 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			TOTAL
Balance as of October 31, 2022	$	180,205		$	180,205
Accrued Discounts (Premiums)		—			—
Realized Gain (Loss)		38,731			38,731
Change in Unrealized Appreciation (Depreciation)*		13,566			13,566
Purchases		—			—
Sales		(232,502	)		(232,502	)
Transfers in to Level 3		—			—
Transfers out of Level 3		—			—
Balance as of July 31, 2023	$	—		$	—

* The change in unrealized appreciation (depreciation) on securities still held at July 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			TOTAL
Balance as of October 31, 2022	$	1,907,386		$	1,907,386
Accrued Discounts (Premiums)		(143,593	)		(143,593	)
Realized Gain (Loss)		(37,716	)		(37,716	)
Change in Unrealized Appreciation (Depreciation)*		(21,402	)		(21,402	)
Purchases		93,040			93,040
Sales		(39,822	)		(39,822	)
Transfers in to Level 3		9,148			9,148
Transfers out of Level 3		—			—
Balance as of July 31, 2023	$	1,767,041		$	1,767,041

* The change in unrealized appreciation (depreciation) on securities still held at July 31, 2023 was $1,387 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 July 31, 2023 are as follows:

Description	Fair Value at July 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	$	3,815,799	Third-party Vendor	Vendor Prices	$	88.324	$	88.324		Increase
TCW Emerging Markets Income Fund
Foreign Government Bonds	$	15,455,561	Third-party Vendor	Vendor Prices	$	9.000 - $9.250	$	9.088		Increase
TCW Global Bond Fund
Common Stock	$	7,511	Third-party Vendor	Vendor Prices	$	21.833	$	21.833		Increase
Residential Mortgage-Backed Securities—Agency	$	53,428	Third-party Vendor	Vendor Prices	$	4.268	$	4.268		Increase
Rights	$	0	Third-party Vendor	Vendor Prices	$	0.000	$	0.000		Increase
TCW High Yield Bond Fund
Common Stock	$	0	Third-party Vendor	Vendor Prices	$	0.000	$	0.000		Increase
TCW Total Return Bond Fund
Residential Mortgage-Backed Securities—Non-Agency	$	1,767,041	Third-party Vendor	Vendor Prices	$	0.518 - $10.037	$	1.475		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 July 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	$	—	$	—	$	—		$	541,589		$	541,589
Futures Contracts(1)		—		—		—			506,463			506,463
Total Value	$	—	$	—	$	—		$	1,048,052		$	1,048,052
Liability Derivatives
Futures Contracts(1)	$	—	$	—	$	—		$	(7,658,961	)	$	(7,658,961	)
Forward Contracts		—		—		(226,432	)		—			(226,432	)
Total Value	$	—	$	—	$	(226,432	)	$	(7,658,961	)	$	(7,885,393	)
Number of Contracts or Notional Amounts (3)
Forward Currency Contracts	$	—	$	—	$	15,358,399		$	—		$	15,358,399
Futures Contracts		—		—		—			2,166			2,166
Swap Agreements	$	—	$	—	$	—		$	85,873,889		$	85,873,889
TCW Emerging Markets Income Fund
	Credit Risk		Commodity Risk		Foreign Currency Risk			Interest Rate Risk			Total
Asset Derivatives
Investments(2)	$	—	$	—	$	1,154,140		$	—		$	1,154,140
Forward Contracts		—		—		182,935			—			182,935
Swap Agreements		3,459,386		—		—			—			3,459,386
Total Value	$	3,459,386	$	—	$	1,337,075		$	—		$	4,796,461
Number of Contracts or Notional Amounts(3)
Forward Currency Contracts	$	—	$	—	$	154,839,833		$	—		$	154,839,833
Options Purchased	$	—	$	—	$	206,952,000		$	—		$	206,960,750
Swap Agreements	$	91,500,000	$	—	$	—		$	—		$	91,500,000

TCW Emerging Markets Local Currency Income Fund
	Credit Risk		Commodity Risk		Foreign Currency Risk			Interest Rate Risk			Total
Asset Derivatives
Investments(2)	$	—	$	—	$	205,599		$	—		$	205,599
Forward Contracts		—		—		586,620			—			586,620
Total Value	$	—	$	—	$	792,219		$	—		$	792,219
Liability Derivatives
Forward Contracts	$	—	$	—	$	(398,035	)	$	—		$	(398,035	)
Written Options		—		—		(8,094	)		—			(8,094	)
Total Value	$	—	$	—	$	(406,129	)	$	—		$	(406,129	)
Number of Contracts or Notional Amounts(3)
Forward Currency Contracts	$	—	$	—	$	36,979,633		$	—		$	36,979,633
Options Purchased	$	—	$	—	$	9,598,600		$	—		$	9,598,600
Options Written	$	—	$	—	$	5,182,000		$	—		$	5,182,000
TCW Enhanced Commodity Strategy Fund
Asset Derivatives
Swap Agreements	$	—	$	292,006	$	—		$	—		$	292,006
Futures Contracts(1)		—		7,660		—			—			7,660
Total Value	$	—	$	299,666	$	—		$	—		$	299,666
Number of Contracts or Notional Amounts(3)
Futures Contracts		—		53		—			—			53
Swap Agreements	$	—	$	31,752,224	$	—		$	—		$	31,752,224
TCW Global Bond Fund
Asset Derivatives
Swap Agreements	$	—	$	—	$	—		$	2,110		$	2,110
Futures Contracts(1)		—		—		—			35,974			35,974
Forward Contracts		—		—		47,266			—			47,266
Total Value	$	—	$	—	$	47,266		$	38,084		$	85,350
Liability Derivatives
Forward Contracts	$	—	$	—	$	(32,327	)	$	—		$	(32,327	)
Swap Agreements		—		—		—			(19,474	)		(19,474	)
Futures Contracts(1)		—		—		—			(74,817	)		(74,817	)
Total Value	$	—	$	—	$	(32,327	)	$	(94,291	)	$	(126,618	)
Number of Contracts or Notional Amounts (3)
Forward Currency Contracts	$	—	$	—	$	7,570,493		$	—		$	7,570,493
Futures Contracts		—		—		—			46			46
Swap Agreements	$	—	$	—	$	—		$	1,162,222		$	1,162,222

TCW High Yield Bond Fund

	Credit Risk		Commodity Risk		Foreign Currency Risk			Interest Rate Risk			Total
Asset Derivatives
Futures Contracts(1)	$	—	$	—	$	—		$	47,237		$	47,237
Total Value	$	—	$	—	$	—		$	47,237		$	47,237
Liability Derivatives
Futures Contracts(1)	$	—	$	—	$	—		$	(129,292	)	$	(129,292	)
Forward Contracts		—		—		(6,097	)		—			(6,097	)
Total Value	$	—	$	—	$	(6,097	)	$	(129,292	)	$	(135,389	)
Number of Contracts, or Notional Amounts(3)
Forward Currency Contracts	$	—	$	—	$	371,452		$	—		$	371,452
Futures Contracts		—		—		—			96			96
TCW Short Term Bond Fund
Asset Derivatives
Futures Contracts(1)	$	—	$	—	$	—		$	47,652		$	47,652
Total Value	$	—	$	—	$	—		$	47,652		$	47,652
Liability Derivatives
Futures Contracts	$	—	$	—	$	—		$	(55,146	)	$	(55,146	)
Total Value	$	—	$	—	$	—		$	(55,146	)	$	(55,146	)
Number of Contracts (3)
Futures Contracts		—		—		—			33			33
TCW Total Return Bond Fund
Liability Derivatives
Forward Contracts	$	—	$	—	$	(198,106	)	$	—		$	(198,106	)
Futures Contracts(1)		—		—		—			(17,658,983	)		(17,658,983	)
Total Value	$	—	$	—	$	(198,106	)	$	(17,658,983	)	$	(17,857,089	)
Number of Contracts or Notional Amounts (3)
Forward Currency Contracts	$	—	$	—	$	9,856,542		$	—		$	9,856,542
Futures Contracts		—		—		—			7,001			7,001

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

(2) Represents for purchased options.

(3) Amount disclosed represents average number of contracts or notional amounts, which are representative of the volume traded for the period ended July 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 July 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 July 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 July 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 July 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 July 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 July 31, 2023 to help manage interest rate duration of those Funds. Futures contracts outstanding at July 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 swaption, upon exercise of the option the Fund will become obligated according to the terms of the underlying agreement. During the period ended July 31, 2023, none of the Funds held written swaptions.

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 July 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 Emerging Markets Income Fund used credit default swaps to limit certain credit exposure within the Fund; and the TCW Enhanced Commodity Strategy Fund used total return swap agreements to gain exposure to the commodity market.

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. Restricted securities held by the Funds at July 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 Series 2006-C6, Class XCL (I/O), 0.43%, due 09/15/39		7/15/16	$	543	$	35		0.00	%
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	$	38,143	$	35,640		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	$	354,803	$	182,770		0.32	%