UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number: 811-7170

TCW Funds, Inc.

(Exact name of registrant as specified in charter)

865 South Figueroa Street,

Suite 1800, Los Angeles, CA 90017

(Address of principal executive offices) (Zip code)

Patrick W. Dennis, Esq.

Assistant Secretary

865 South Figueroa Street, Suite 1800

Los Angeles, CA 90017

(Name and address of agent for service)

Registrant’s telephone number, including area code: (213) 244-0000

Date of fiscal year end: October 31, 2014

Date of reporting period: January 31, 2014

Item 1. Schedule of Investments.—The Schedule of Investments are filed herewith.

TCW Concentrated Value Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Aerospace & Defense (5.1% of Net Assets)
2,447	Honeywell International, Inc.	$	223,240
817	Precision Castparts Corp.		208,131
	Total Aerospace & Defense		431,371
	Airlines (4.9%)
6,682	American Airlines Group, Inc. (1)		224,181
6,247	Delta Air Lines, Inc.		191,221
	Total Airlines		415,402
	Beverages (3.1%)
2,768	Anheuser-Busch InBev N.V. (Belgium) (ADR)		265,423
	Capital Markets (6.1%)
1,900	Goldman Sachs Group, Inc. (The)		311,828
2,610	T. Rowe Price Group, Inc.		204,728
	Total Capital Markets		516,556
	Chemicals (7.0%)
2,950	Ecolab, Inc.		296,593
1,797	Praxair, Inc.		224,122
799	Sigma-Aldrich Corp.		74,283
	Total Chemicals		594,998
	Commercial Banks (6.8%)
1,885	M&T Bank Corp.		210,197
8,092	Wells Fargo & Co.		366,891
	Total Commercial Banks		577,088
	Computers & Peripherals (3.8%)
211	Apple, Inc.		105,627
2,501	Western Digital Corp.		215,511
	Total Computers & Peripherals		321,138
	Diversified Financial Services (6.9%)
3,065	Citigroup, Inc.		145,373
7,914	JPMorgan Chase & Co.		438,119
	Total Diversified Financial Services		583,492
	Electrical Equipment (2.4%)
1,498	Roper Industries, Inc.		205,585

See accompanying notes to Schedule of Investments.

TCW Concentrated Value Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Energy Equipment & Services (7.0%)
5,252	Halliburton Co.	$	257,400
3,870	Schlumberger, Ltd.		338,896
	Total Energy Equipment & Services		596,296
	Food & Staples Retailing (4.2%)
5,248	CVS Caremark Corp.		355,395
	Food Products (2.7%)
3,004	Mead Johnson Nutrition Co.		230,978
	Health Care Providers & Services (2.0%)
988	McKesson Corp.		172,317
	Hotels, Restaurants & Leisure (1.6%)
1,477	McDonald’s Corp.		139,089
	Household Products (3.1%)
3,458	Procter & Gamble Co. (The)		264,952
	Industrial Conglomerates (3.8%)
4,324	Danaher Corp.		321,662
	Insurance (5.5%)
3,133	ACE, Ltd.		293,907
1	Berkshire Hathaway, Inc. (1)		169,512
	Total Insurance		463,419
	Life Sciences Tools & Services (3.9%)
2,850	Thermo Fisher Scientific, Inc.		328,149
	Machinery (2.9%)
3,456	IDEX Corp.		248,867
	Oil, Gas & Consumable Fuels (1.9%)
1,792	Exxon Mobil Corp.		165,151
	Pharmaceuticals (9.5%)
3,393	AbbVie, Inc.		167,037
2,643	Allergan, Inc.		302,888
3,770	Johnson & Johnson		333,532
	Total Pharmaceuticals		803,457

See accompanying notes to Schedule of Investments.

TCW Concentrated Value Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Road & Rail (2.0%)
997	Union Pacific Corp.	$	173,717
	Textiles, Apparel & Luxury Goods (2.1%)
1,494	PVH Corp.		180,580
	Total Common Stock (Cost: $6,606,023) (98.3%)		8,355,082
Principal Amount	Short-Term Investments
	Repurchase Agreement (Cost: $210,008) (2.4%)
$210,008	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $235,000 Federal Home Loan Mortgage Corp., 1.96%, due 11/07/22 valued at $214,878) (Total Amount to be Received Upon Repurchase $210,008)		210,008
	Total Investments (Cost: $6,816,031) (100.7%)		8,565,090
	Liabilities in Excess of Other Assets (-0.7%)		(63,482	)
	Net Assets (100.0%)	$	8,501,608

Notes to the Schedule of Investments:
ADR	-	American Depositary Receipt. Shares of a foreign based corporation held in U.S. banks entitling the shareholder to all dividends and capital gains.
(1)		Non-income producing security.

See accompanying notes to Schedule of Investments.

TCW Concentrated Value Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Aerospace & Defense		5.1	%
Airlines		4.9
Beverages		3.1
Capital Markets		6.1
Chemicals		7.0
Commercial Banks		6.8
Computers & Peripherals		3.8
Diversified Financial Services		6.9
Electrical Equipment		2.4
Energy Equipment & Services		7.0
Food & Staples Retailing		4.2
Food Products		2.7
Health Care Providers & Services		2.0
Hotels, Restaurants & Leisure		1.6
Household Products		3.1
Industrial Conglomerates		3.8
Insurance		5.5
Life Sciences Tools & Services		3.9
Machinery		2.9
Oil, Gas & Consumable Fuels		1.9
Pharmaceuticals		9.5
Road & Rail		2.0
Textiles, Apparel & Luxury Goods		2.1
Short-Term Investments		2.4
Total		100.7	%

See accompanying notes to Schedule of Investments.

TCW Conservative Allocation Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Investment Companies	Value
	Diversified U.S. Equity Funds (42.7% of Net Assets)
77,884	TCW Growth Equities Fund — I Class (1)(2)	$	986,013
246,575	TCW Relative Value Large Cap Fund — I Class (1)		4,857,527
296,229	TCW Select Equities Fund — I Class (1)		7,293,161
42,132	TCW Value Opportunities Fund — I Class (1)		1,045,304
	Total Diversified U.S. Equity Funds		14,182,005
	Diversified U.S. Fixed Income Funds (50.6%)
1,052,197	Metropolitan West Low Duration Bond Fund — I Class (1)		9,269,852
740,705	TCW Total Return Bond Fund — I Class (1)		7,510,748
	Total Diversified U.S. Fixed Income Funds		16,780,600
	Exchange-Traded Funds (4.2%)
50,740	ProShares UltraShort Euro (2)		898,098
20,720	ProShares UltraShort MSCI Emerging Markets (2)		493,550
	Total Exchange-Traded Funds		1,391,648
	Money Market Investments (0.2%)
67,026	Fidelity Institutional Prime Money Market Portfolio — Institutional Class, 0.01% (3)		67,026
	Total Investment Companies (Cost: $29,964,066) (97.7%)		32,421,279
	Total Investments (Cost: $29,964,066) (97.7%)		32,421,279
	Excess of Other Assets over Liabilities (2.3%)		760,093
	Net Assets (100.0%)	$	33,181,372

Notes to the Schedule of Investments:

(1)	Affiliated issuer.
(2)	Non-income producing security.
(3)	Rate disclosed, the 7-day net yield, is as of January 31, 2014.

See accompanying notes to Schedule of Investments.

TCW Conservative Allocation Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Diversified U.S. Equity Funds		42.7	%
Diversified U.S. Fixed Income Funds		50.6
Exchange-Traded Funds		4.2
Money Market Investments		0.2
Total		97.7	%

See accompanying notes to Schedule of Investments.

TCW Dividend Focused Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Aerospace & Defense (2.2% of Net Assets)
688,085	Textron, Inc.	$	24,427,018
	Air Freight & Logistics (2.1%)
173,580	FedEx Corp.		23,141,686
	Beverages (2.6%)
353,045	PepsiCo, Inc.		28,370,696
	Capital Markets (6.2%)
306,271	Ameriprise Financial, Inc.		32,354,468
530,200	State Street Corp.		35,496,890
	Total Capital Markets		67,851,358
	Chemicals (2.0%)
353,465	Du Pont (E.I.) de Nemours & Co.		21,564,900
	Commercial Services & Supplies (2.7%)
271,614	ADT Corp. (The)		8,159,285
544,005	Tyco International, Ltd.		22,026,762
	Total Commercial Services & Supplies		30,186,047
	Communications Equipment (2.2%)
1,131,085	Cisco Systems, Inc.		24,782,072
	Computers & Peripherals (2.6%)
544,165	Seagate Technology PLC (Netherlands)		28,764,562
	Consumer Finance (3.5%)
225,535	American Express Co.		19,174,986
874,465	SLM Corp.		19,902,823
	Total Consumer Finance		39,077,809
	Containers & Packaging (2.4%)
221,100	Avery Dennison Corp.		10,893,597
242,945	Packaging Corp. of America		15,694,247
	Total Containers & Packaging		26,587,844
	Diversified Financial Services (5.8%)
603,100	Citigroup, Inc.		28,605,033
640,994	JPMorgan Chase & Co.		35,485,428
	Total Diversified Financial Services		64,090,461

See accompanying notes to Schedule of Investments.

TCW Dividend Focused Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Diversified Telecommunication Services (3.5%)
543,160	AT&T, Inc.	$	18,098,091
777,900	Deutsche Telekom AG (SP ADR) (Germany)		12,578,643
1,050,354	Windstream Holdings, Inc.		7,856,648
	Total Diversified Telecommunication Services		38,533,382
	Electric Utilities (1.9%)
425,700	American Electric Power Co., Inc.		20,778,417
	Electronic Equipment, Instruments & Components (3.1%)
747,295	Corning, Inc.		12,860,947
385,000	TE Connectivity, Ltd.		21,756,350
	Total Electronic Equipment, Instruments & Components		34,617,297
	Energy Equipment & Services (5.2%)
355,200	Baker Hughes, Inc.		20,118,528
334,900	Ensco PLC (United Kingdom)		16,868,913
684,760	Nabors Industries, Ltd.		11,695,701
186,970	Transocean, Ltd.		8,092,061
	Total Energy Equipment & Services		56,775,203
	Food Products (3.8%)
375,300	Campbell Soup Co.		15,466,113
115,195	Kraft Foods Group, Inc.		6,030,458
629,190	Mondelez International, Inc.		20,605,973
	Total Food Products		42,102,544
	Health Care Equipment & Supplies (1.2%)
238,475	Medtronic, Inc.		13,488,146
	Health Care Providers & Services (0.8%)
166,565	Quest Diagnostics, Inc		8,744,663
	Household Durables (1.3%)
365,771	Lennar Corp.		14,689,363
	Industrial Conglomerates (6.6%)
1,509,050	General Electric Co.		37,922,426
997,445	Koninklijke Philips Electronics N.V. (NYRS) (Netherlands)		34,611,342
	Total Industrial Conglomerates		72,533,768

See accompanying notes to Schedule of Investments.

TCW Dividend Focused Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Insurance (5.1%)
340,800	Allstate Corp. (The)	$	17,448,960
259,080	MetLife, Inc.		12,707,874
317,500	Travelers Cos., Inc. (The)		25,806,400
	Total Insurance		55,963,234
	Machinery (1.4%)
200,932	Pentair, Ltd.		14,935,276
	Media (5.7%)
519,150	Comcast Corp.		28,267,717
888,400	Regal Entertainment Group		17,323,800
266,919	Time Warner, Inc.		16,770,521
	Total Media		62,362,038
	Oil, Gas & Consumable Fuels (3.9%)
243,460	Chevron Corp.		27,177,440
305,075	Valero Energy Corp.		15,589,332
	Total Oil, Gas & Consumable Fuels		42,766,772
	Personal Products (1.1%)
786,264	Avon Products, Inc.		11,707,471
	Pharmaceuticals (6.2%)
199,000	Johnson & Johnson		17,605,530
259,270	Merck & Co., Inc.		13,733,532
1,219,800	Pfizer, Inc.		37,081,920
	Total Pharmaceuticals		68,420,982
	REIT (1.1%)
598,900	Kimco Realty Corp.		12,522,999
	Semiconductors & Semiconductor Equipment (3.7%)
723,335	Intel Corp.		17,750,641
371,060	Maxim Integrated Products, Inc.		11,228,275
258,700	Microchip Technology, Inc.		11,605,282
	Total Semiconductors & Semiconductor Equipment		40,584,198
	Software (1.6%)
459,275	Microsoft Corp.		17,383,559
	Specialty Retail (3.6%)
470,065	Gap, Inc. (The)		17,900,075

See accompanying notes to Schedule of Investments.

TCW Dividend Focused Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Specialty Retail (Continued)
281,314	Home Depot, Inc. (The)	$	21,618,981
	Total Specialty Retail		39,519,056
	Thrifts & Mortgage Finance (1.3%)
863,900	New York Community Bancorp, Inc.		13,986,541
	Total Common Stock (Cost: $828,478,718) (96.4%)		1,061,259,362
Principal Amount	Short-Term Investments
	Repurchase Agreement (Cost: $38,764,921) (3.5%)
$38,764,921	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $42,670,000 Federal National Mortgage Association, 2.08%, due 11/02/22, valued at $39,543,654) (Total Amount to be Received Upon Repurchase $38,764,921)		38,764,921
	Total Investments (Cost: $867,243,639) (99.9%)		1,100,024,283
	Excess of Other Assets over Liabilities (0.1%)		1,522,018
	Net Assets (100.0%)	$	1,101,546,301

Notes to the Schedule of Investments:

NYRS	-	New York Registry Shares.
REIT	-	Real Estate Investment Trust.
SP ADR	-	Sponsored American Depositary Receipt. Shares of a foreign based corporation held in U.S. banks that are issued with the cooperation of the company whose stock underlies the ADR and entitles the shareholder to all dividends, capital gains and voting rights.

See accompanying notes to Schedule of Investments.

TCW Dividend Focused Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Aerospace & Defense		2.2	%
Air Freight & Logistics		2.1
Beverages		2.6
Capital Markets		6.2
Chemicals		2.0
Commercial Services & Supplies		2.7
Communications Equipment		2.2
Computers & Peripherals		2.6
Consumer Finance		3.5
Containers & Packaging		2.4
Diversified Financial Services		5.8
Diversified Telecommunication Services		3.5
Electric Utilities		1.9
Electronic Equipment, Instruments & Components		3.1
Energy Equipment & Services		5.2
Food Products		3.8
Health Care Equipment & Supplies		1.2
Health Care Providers & Services		0.8
Household Durables		1.3
Industrial Conglomerates		6.6
Insurance		5.1
Machinery		1.4
Media		5.7
Oil, Gas & Consumable Fuels		3.9
Personal Products		1.1
Pharmaceuticals		6.2
REIT		1.1
Semiconductors & Semiconductor Equipment		3.7
Software		1.6
Specialty Retail		3.6
Thrifts & Mortgage Finance		1.3
Short-Term Investments		3.5
Total		99.9	%

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount	Fixed Income Securities	Value
	Argentina (0.6% of Net Assets)
EUR 2,000,000	Argentine Republic Government International Bond, 0%, due 12/15/35 (1)(2)	$	191,515
$55,000	Argentine Republic Government International Bond, 8.75%, due 06/02/17		42,625
	Total Argentina (Cost: $278,287)		234,140
	Brazil (3.3%)
200,000	Banco Nacional de Desenvolvimento Economico e Social, (144A), 5.75%, due 09/26/23 (3)		196,500
200,000	Brazil Minas SPE via State of Minas Gerais, (144A), 5.333%, due 02/15/28 (3)		184,000
200,000	Gerdau Trade, Inc., (Reg. S), 4.75%, due 04/15/23 (4)		181,000
196,920	Odebrecht Offshore Drilling Finance, Ltd., (144A), 6.75%, due 10/01/22 (3)		201,351
200,000	Petrobras Global Finance BV, 4.375%, due 05/20/23		177,494
200,000	QGOG Constellation S.A., (144A), 6.25%, due 11/09/19 (3)		188,250
191,600	Schahin II Finance Co. SPV, Ltd., (144A), 5.875%, due 09/25/23 (3)		182,499
	Total Brazil (Cost: $1,349,072)		1,311,094
	Chile (1.7%)
200,000	Empresa de Transporte de Pasajeros Metro SA, (144A), 4.75%, due 02/04/24 (3)(5)		201,050
200,000	GeoPark Latin America, Ltd. Agencia en Chile, (144A), 7.5%, due 02/11/20 (3)		207,500
250,000	Guanay Finance, Ltd., (144A), 6%, due 12/15/20 (3)		259,375
	Total Chile (Cost: $656,388)		667,925
	Colombia (1.2%)
280,000	Grupo Aval, Ltd., (144A), 4.75%, due 09/26/22 (3)		261,240
200,000	Pacific Rubiales Energy Corp., (144A), 5.375%, due 01/26/19 (3)		202,500
	Total Colombia (Cost: $469,328)		463,740
	Croatia (Cost: $98,488) (0.2%)
100,000	Croatia Government International Bond, (144A), 6%, due 01/26/24 (3)		98,940
	Dominican Republic (Cost: $203,926) (0.5%)
200,000	Dominican Republic International Bond, (144A), 6.6%, due 01/28/24 (3)		201,510
	El Salvador (Cost: $189,425) (0.5%)
200,000	MMG S.A. (AES El Salvador Trust II), (144A), 6.75%, due 03/28/23 (3)		190,500
	Guatemala (Cost: $171,423) (0.4%)
180,000	Industrial Senior Trust, (144A), 5.5%, due 11/01/22 (3)		164,700

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount	Fixed Income Securities	Value
	Hungary (0.9%)
$140,000	Hungary Government International Bond, 4.125%, due 02/19/18	$	140,525
230,000	Hungary Government International Bond, 5.75%, due 11/22/23		230,287
	Total Hungary (Cost: $369,130)		370,812
	India (0.9%)
INR 9,500,000	India Government Bond, 7.28%, due 06/03/19		142,069
$200,000	Vedanta Resources PLC, (144A), 8.25%, due 06/07/21 (3)		200,875
	Total India (Cost: $343,150)		342,944
	Indonesia (Cost: $200,000) (0.5%)
200,000	Perusahaan Penerbit SBSN, (144A), 6.125%, due 03/15/19 (3)		213,500
	Israel (1.1%)
200,000	Israel Electric Corp., Ltd., (144A), 5.625%, due 06/21/18 (2)(3)		214,250
200,000	Israel Electric Corp., Ltd., (144A), 6.875%, due 06/21/23 (3)		216,878
	Total Israel (Cost: $424,239)		431,128
	Mexico (6.1%)
200,000	Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand, (144A), 5.95%, due 01/30/24 (1)(3)		203,750
168,000	BBVA Bancomer S.A., (144A), 6.75%, due 09/30/22 (3)		180,390
300,000	Cemex S.A.B. de C.V., (144A), 4.989%, due 10/15/18 (1)(3)		312,750
200,000	Cemex S.A.B. de C.V., (144A), 6.5%, due 12/10/19 (3)		204,500
200,000	Cemex S.A.B. de C.V., (Reg. S), 7.25%, due 01/15/21 (4)		207,250
200,000	Comision Federal de Electricidad, (144A), 4.875%, due 01/15/24 (3)		198,600
200,000	Offshore Drilling Holding S.A., (144A), 8.375%, due 09/20/20 (3)		216,000
200,000	Petroleos Mexicanos, 3.5%, due 07/18/18		205,000
200,000	Petroleos Mexicanos, 4.875%, due 01/24/22 (2)		203,921
250,000	Petroleos Mexicanos, (144A), 4.875%, due 01/18/24 (3)		249,436
250,000	Petroleos Mexicanos, (144A), 6.375%, due 01/23/45 (3)		253,125
	Total Mexico (Cost: $2,415,901)		2,434,722
	Panama (Cost: $198,020) (0.5%)
200,000	Global Bank Corp., (144A), 4.75%, due 10/05/17 (3)		203,500
	Paraguay (0.8%)
150,000	Banco Continental SAECA, (144A), 8.875%, due 10/15/17 (3)		160,312

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount	Fixed Income Securities	Value
	Paraguay (Continued)
$150,000	Banco Regional SAECA, (144A), 8.125%, due 01/24/19 (3)	$	153,225
	Total Paraguay (Cost: $308,490)		313,537
	Romania (1.0%)
200,000	Romanian Government International Bond, (144A), 4.875%, due 01/22/24 (3)		197,380
200,000	Romanian Government International Bond, (144A), 6.125%, due 01/22/44 (3)		197,250
	Total Romania (Cost: $394,144)		394,630
	Russia (3.2%)
200,000	Alfa Bank OJSC via Alfa Bond Issuance PLC, (144A), 7.5%, due 09/26/19 (3)		213,000
100,000	Gazprom Neft OAO via GPN Capital SA, (144A), 6%, due 11/27/23 (3)		100,500
480,000	Sberbank of Russia via SB Capital S.A., (144A), 5.25%, due 05/23/23 (3)		447,024
200,000	Vnesheconombank via VEB Finance PLC, (144A), 4.224%, due 11/21/18 (3)		198,250
280,000	VTB Bank OJSC via VTB Eurasia, Ltd., (144A), 9.5%, due 12/31/49 (1)(3)(6)		303,100
	Total Russia (Cost: $1,253,374)		1,261,874
	Serbia (1.0%)
200,000	Republic of Serbia, (144A), 5.875%, due 12/03/18 (3)		204,750
200,000	Republic of Serbia, (Reg. S), 4.875%, due 02/25/20 (2)(4)		192,500
	Total Serbia (Cost: $387,495)		397,250
	Slovenia (Cost: $310,477) (0.8%)
320,000	Slovenia Government International Bond, (144A), 5.5%, due 10/26/22 (3)		321,200
	South Africa (Cost: $201,873) (0.5%)
200,000	Myriad International Holdings BV, (144A), 6%, due 07/18/20 (3)		213,750
	Sri Lanka (Cost: $414,141) (1.1%)
400,000	National Savings Bank, (144A), 8.875%, due 09/18/18 (3)		430,000
	Tanzania (Cost: $201,856) (0.5%)
200,000	Tanzania Government International Bond, (Reg. S), 6.392%, due 03/09/20 (1)(4)		209,500
	Turkey (1.1%)
200,000	Anadolu Efes Biracilik Ve Malt Sanayii A.S., (Reg. S), 3.375%, due 11/01/22 (4)		158,000
200,000	Hazine Mustesarligi Varlik Kiralama A.S., (144A), 4.557%, due 10/10/18 (3)		197,750

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount	Fixed Income Securities	Value
	Turkey (Continued)
$100,000	Yapi ve Kredi Bankasi A.S., (144A), 5.25%, due 12/03/18 (3)	$	96,750
	Total Turkey (Cost: $473,799)		452,500
	Venezuela (Cost: $191,014) (0.5%)
200,000	Petroleos de Venezuela S.A., 4.9%, due 10/28/14 (2)		187,500
	Total Fixed Income Securities (Cost: $11,503,440) (28.9%)		11,510,896
Number of Shares	Common Stock	Value
	Argentina (Cost: $398,071) (0.8%)
14,910	YPF S.A. (SP ADR)		330,853
	China (22.4%)
102,900	AIA Group, Ltd.		475,649
553,700	Anton Oilfield Services Group		354,782
4,495	Baidu, Inc. (SP ADR) (7)		703,467
80,676	Biostime International Holdings, Ltd.		694,979
298,800	China Longyuan Power Group, Corp.		359,459
233,000	CIMC Enric Holdings, Ltd.		374,407
313,100	CT Environmental Group, Ltd. (7)		196,541
217,000	Dawnrays Pharmaceutical Holdings, Ltd.		157,919
106,185	Galaxy Entertainment Group, Ltd. (7)		1,037,914
1,803,300	GCL-Poly Energy Holdings, Ltd. Class P (7)		610,808
127,600	Haier Electronics Group Co., Ltd.		366,890
22,060	Hollysys Automation Technologies, Ltd. (7)		372,152
14,905	Melco Crown Entertainment, Ltd. (ADR) (7)		610,956
4,835	New Oriental Education & Technology Group (SP ADR) (7)		141,859
70,461	Sands China, Ltd.		541,992
502,400	Sihuan Pharmaceutical Holdings Group, Ltd.		538,627
15,825	Tencent Holdings, Ltd.		1,108,468
6,395	Youku.com, Inc. (ADR) (7)		185,199
1,600	YY, Inc. (ADR) (7)		101,280
	Total China (Cost: $7,928,733)		8,933,348

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Egypt (Cost: $566,427) (1.5%)
123,450	Commercial International Bank Egypt SAE	$	609,320
	India (5.7%)
6,700	Axis Bank, Ltd.		120,138
3,325	Cognizant Technology Solutions Corp. (7)		322,259
3,840	HDFC Bank, Ltd. (ADR)		120,154
7,400	ICICI Bank, Ltd.		116,378
49,000	Idea Cellular, Ltd.		111,731
25,800	Lupin, Ltd.		363,686
7,100	State Bank of India		172,941
40,800	Sun Pharmaceutical Industries, Ltd.		383,449
128,700	Zee Entertainment Enterprises, Ltd.		548,090
	Total India (Cost: $2,303,748)		2,258,826
	Indonesia (Cost: $645,355) (1.5%)
5,271,500	Kalbe Farma Tbk PT		605,466
	Iraq (Cost: $337,818) (0.9%)
21,584	Genel Energy PLC (7)		348,679
	Jordan (Cost: $203,536) (0.5%)
11,025	Hikma Pharmaceuticals PLC		217,335
	Kenya (Cost: $269,385) (0.8%)
2,490,000	Safari.com, Ltd.		316,838
	Mexico (1.9%)
42,400	Cemex S.A.B. de C.V. (SP ADR) (7)		524,488
2,470	Fomento Economico Mexicano S.A.B. de C.V. (SP ADR)		222,893
	Total Mexico (Cost: $741,703)		747,381
	Panama (Cost: $385,112) (0.9%)
2,650	Copa Holdings S.A.		346,355
	Peru (Cost: $310,661) (0.8%)
2,390	Credicorp, Ltd.		315,289
	Philippines (Cost: $293,882) (0.7%)
16,660	SM Investments Corp.		257,695
	Poland (2.4%)
7,670	Bank Pekao S.A.		450,245

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Poland (Continued)
38,100	Powszechna Kasa Oszczednosci Bank Polski S.A.	$	492,422
	Total Poland (Cost: $890,133)		942,667
	Russia (4.6%)
10,660	Eurasia Drilling Co., Ltd (GDR)		368,836
2,871	Magnit OJSC		685,301
4,310	Mail.ru Group, Ltd., (Reg. S) (GDR)		160,634
16,775	Yandex N.V. (7)		616,481
	Total Russia (Cost: $1,931,323)		1,831,252
	Saudi Arabia (2.6%)
7,670	Fawaz Abdulaziz Alhokair		301,991
29,985	Samba Financial Group		426,000
7,745	Saudi Airlines Catering Co.		309,341
	Total Saudi Arabia (Cost: $973,743)		1,037,332
	South Africa (2.7%)
7,160	Aspen Pharmacare Holdings, Ltd.		162,356
13,288	Brait SE (7)		57,414
24,230	MTN Group, Ltd.		432,684
4,100	Naspers, Ltd. — N Shares (7)		421,797
	Total South Africa (Cost: $1,099,211)		1,074,251
	South Korea (5.9%)
2,300	Hankook Tire Co., Ltd.		131,663
2,280	Hyundai Mipo Dockyard		365,766
1,860	Hyundai Mobis		532,719
18,380	KB Financial Group, Inc.		631,169
283	NHN, Corp.		178,560
12,330	Shinhan Financial Group Co., Ltd.		520,332
	Total South Korea (Cost: $2,218,398)		2,360,209
	Taiwan (8.5%)
28,400	Advantech Co., Ltd.		177,339
69,250	Airtac International Group		624,766
325,877	Cathay Financial Holding Co., Ltd.		490,055
37,512	Eclat Textile Co., Ltd.		410,007
9,800	Ginko International Co., Ltd.		181,338

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Taiwan (Continued)
6,000	Hermes Microvision, Inc.	$	174,610
45,000	Hiwin Technologies Corp.		407,333
6,830	St Shine Optical Co., Ltd. (7)		176,337
216,000	Taiwan Semiconductor Manufacturing Co., Ltd.		743,786
	Total Taiwan (Cost: $3,292,592)		3,385,571
	United Arab Emirates (Cost: $282,250) (0.7%)
690,500	Air Arabia PJSC		287,068
	United States (Cost: $322,822) (0.8%)
4,860	IPG Photonics Corp. (7)		324,988
	Total Common Stocks (Cost: $25,394,903) (66.6%)		26,530,723
Principal Amount	Short-Term Investments
	Repurchase Agreement (Cost: $616,048) (1.5%)
$616,048	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $690,000 Federal Home Loan Mortgage Corp., 1.96%, due 11/07/22 valued at $630,917) (Total Amount to be Received Upon Repurchase $616,048)		616,048
	Total Investments (Cost: $37,514,391) (97.0%)		38,657,667
	Excess of Other Assets over Liabilities (3.0%)		1,185,434
	Total Net Assets (100.0%)	$	39,843,101

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 (8)
JPMorgan Chase Bank	JPY		19,560,000		04/30/14	$	188,041		191,880	$	3,839
JPMorgan Chase Bank	ZAR		6,045,300		03/18/14		582,090		537,804		(44,286	)
						$	770,131	$	729,684	$	(40,447	)
SELL (9)
Bank of America	BRL		685,500		03/24/14	$	300,000	$	279,449	$	20,551
Bank of America	EUR		146,191		01/28/15		200,000		197,317		2,683
JPMorgan Chase Bank	BRL		690,900		03/24/14		300,000		281,651		18,349
JPMorgan Chase Bank	JPY		19,560,000		04/30/14		200,000		191,880		8,120

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

Schedule of Investments (Unaudited) January 31, 2014

Counterparty	Contracts to Deliver		Units of Currency		Settlement Date		In Exchange for U.S. Dollars		Contracts at Value		Unrealized Appreciation (Depreciation)
JPMorgan Chase Bank		ZAR		6,045,300		03/18/14		600,000		537,804		62,196
							$	1,600,000	$	1,488,101	$	111,899

Counterparty	Contracts to Deliver/ Units of Currency	Settlement Date		Contracts to Receive/ Units of Currency		Unrealized Appreciation (Depreciation)
CROSS CURRENCY FORWARDS
Bank of America	BRL 285,000		05/13/14		TRY 249,253	$	(7,581	)
Bank of America	TRY 250,000		05/13/14		BRL 285,000		7,346
						$	(235	)

Notes to the Schedule of Investments:

BRL	-	Brazilian Real.
EUR	-	Euro Currency.
INR	-	Indian Rupee.
JPY	-	Japanese Yen.
TRY	-	New Turkish Lira.
ZAR	-	South African Rand.
ADR	-	American Depositary Receipt. Shares of a foreign based corporation held in U.S. banks entitling the shareholder to all dividends and capital gains.
GDR	-	Global Depositary Receipt. A negotiable certificate held in the bank of one country representing a specific number of shares of a stock traded on an exchange of another country.
SP ADR	-	Sponsored American Depositary Receipt. Shares of a foreign based corporation held in U.S. banks that are issued with the cooperation of the company whose stock underlie the ADR and entitles the shareholder to all dividends, capital gains and voting rights.
(1)		Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2014.
(2)		All or a portion of this security is segregated to cover when-issued, delayed-delivery or forward commitments. (Note 1)
(3)		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2014, the value of these securities amounted to $9,041,710 or 22.7% of net assets. These securities are determined to be liquid by the Advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(4)		Investments issued under Regulation S of the Securities Act of 1933, may not be offered, sold, or delivered within the United States except under special exemptions. At January 31, 2014, the value of these securities amounted to $948,250 or 2.4% of net assets.
(5)		This security is purchased on a when-issued, delayed delivery or forward commitment basis.
(6)		Perpetual Maturity.
(7)		Non-income producing security.
(8)		Fund buys foreign currency, sells U.S. Dollar.
(9)		Fund sells foreign currency, buys U.S. Dollar.

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Airlines		1.6	%
Apparel		1.0
Auto Parts & Equipment		1.6
Banks		6.9
Beverages		1.0
Building Materials		3.1
Commercial Services		0.4
Computers		1.3
Diversified Financial Services		11.3
Electric		2.1
Electrical Components & Equipment		0.4
Energy-Alternate Sources		0.9
Engineering & Construction		0.5
Environmental Control		0.5
Food		1.7
Food Service		0.8
Foreign Government Bonds		7.4
Government Regional/Local		0.5
Healthcare-Products		0.9
Home Furnishings		0.9
Household Products/Wares		1.7
Insurance		2.4
Internet		7.9
Investment Companies		0.7
Iron & Steel		0.4
Lodging		5.5
Machinery - Diversified		0.9
Media		3.0
Mining		0.5
Miscellaneous Manufacturers		2.6
Oil & Gas		5.5
Oil & Gas Services		3.5
Pharmaceuticals		6.0
Real Estate		0.7
Retail		0.7
Semiconductors		3.8
Shipbuilding		0.9
Telecommunications		3.5
Transportation		0.5
Short-Term Investments		1.5
Total		97.0	%

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

Investments by Country (Unaudited) January 31, 2014

Country	Percentage of Net Assets
Argentina		1.4	%
Brazil		3.3
Chile		1.7
China		22.4
Colombia		1.2
Croatia		0.2
Dominican Republic		0.5
Egypt		1.5
El Salvador		0.5
Guatemala		0.4
Hungary		0.9
India		6.6
Indonesia		2.0
Iraq		0.9
Israel		1.1
Jordan		0.5
Kenya		0.8
Mexico		8.0
Panama		1.4
Paraguay		0.8
Peru		0.8
Philippines		0.7
Poland		2.4
Romania		1.0
Russia		7.8
Saudi Arabia		2.6
Serbia		1.0
Slovenia		0.8
South Africa		3.2
South Korea		5.9
Sri Lanka		1.1
Taiwan		8.5
Tanzania		0.5
Turkey		1.1
United Arab Emirates		0.7
United States		2.3
Venezuela		0.5
Total		97.0	%

See accompanying notes to Schedule of Investments.

TCW Growth Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Aerospace & Defense (3.4% of Net Assets)
157	BE Aerospace, Inc. (1)	$	12,477
168	HEICO Corp.		8,941
258	Precision Castparts Corp.		65,725
	Total Aerospace & Defense		87,143
	Auto Components (1.3%)
604	BorgWarner, Inc. (1)		32,435
	Beverages (1.5%)
389	Beam, Inc.		32,404
37	Boston Beer Co., Inc. (1)		7,707
	Total Beverages		40,111
	Biotechnology (5.3%)
279	Alexion Pharmaceuticals, Inc. (1)		44,286
365	BioMarin Pharmaceutical, Inc. (1)		25,141
192	Celgene Corp. (1)		29,171
270	Cepheid, Inc. (1)		14,272
123	Foundation Medicine, Inc. (1)		3,683
14	Intercept Pharmaceuticals, Inc. (1)		4,212
581	Ironwood Pharmaceuticals, Inc. (1)		8,058
155	Karyopharm Therapeutics, Inc. (1)		5,411
71	Theravance, Inc. (1)		2,614
	Total Biotechnology		136,848
	Capital Markets (2.6%)
810	Charles Schwab Corp. (The)		20,104
240	Stifel Financial Corp. (1)		10,836
387	T. Rowe Price Group, Inc.		30,356
432	WisdomTree Investments, Inc. (1)		6,100
	Total Capital Markets		67,396
	Chemicals (2.2%)
450	Praxair, Inc.		56,124
	Commercial Banks (0.4%)
90	SVB Financial Group (1)		10,101
	Communications Equipment (3.3%)
479	Aruba Networks, Inc. (1)		9,441

See accompanying notes to Schedule of Investments.

TCW Growth Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Communications Equipment (Continued)
1,012	QUALCOMM, Inc.	$	75,111
	Total Communications Equipment		84,552
	Computers & Peripherals (0.8%)
43	Apple, Inc.		21,526
	Diversified Consumer Services (0.4%)
159	MarketAxess Holdings, Inc.		9,976
	Electrical Equipment (1.1%)
212	Roper Industries, Inc.		29,095
	Electronic Equipment, Instruments & Components (1.3%)
281	Cognex Corp.		11,086
111	FARO Technologies, Inc. (1)		5,741
106	FEI Co.		9,934
107	IPG Photonics Corp. (1)		7,155
	Total Electronic Equipment, Instruments & Components		33,916
	Energy Equipment & Services (5.4%)
36	Core Laboratories N.V. (Netherlands)		6,441
274	Dril-Quip, Inc. (1)		27,553
124	Forum Energy Technologies, Inc. (1)		3,115
213	Frank’s International N.V. (Netherlands)		4,993
666	Halliburton Co.		32,641
389	Oceaneering International, Inc.		26,510
456	Schlumberger, Ltd.		39,932
	Total Energy Equipment & Services		141,185
	Food & Staples Retailing (4.6%)
536	Costco Wholesale Corp.		60,225
422	CVS Caremark Corp.		28,578
114	Pricesmart, Inc.		10,363
144	United Natural Foods, Inc. (1)		9,730
190	Whole Foods Market, Inc.		9,929
	Total Food & Staples Retailing		118,825
	Food Products (2.5%)
149	Hain Celestial Group, Inc. (The) (1)		13,692
297	Mead Johnson Nutrition Co.		22,836

See accompanying notes to Schedule of Investments.

TCW Growth Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Food Products (Continued)
881	Mondelez International, Inc.	$	28,853
	Total Food Products		65,381
	Health Care Equipment & Supplies (0.7%)
516	Endologix, Inc. (1)		8,256
24	Intuitive Surgical, Inc. (1)		9,782
	Total Health Care Equipment & Supplies		18,038
	Health Care Providers & Services (1.0%)
270	Health Net, Inc. (1)		8,880
381	HMS Holdings Corp. (1)		8,774
6	MWI Veterinary Supply, Inc. (1)		1,118
176	Premier, Inc. (1)		6,106
	Total Health Care Providers & Services		24,878
	Health Care Technology (4.8%)
316	athenahealth, Inc. (1)		46,578
1,377	Cerner Corp. (1)		78,338
	Total Health Care Technology		124,916
	Hotels, Restaurants & Leisure (3.4%)
427	ARAMARK Holdings Corp. (1)		10,551
912	Arcos Dorados Holdings, Inc.		8,080
853	Starbucks Corp.		60,666
125	Starwood Hotels & Resorts Worldwide, Inc.		9,339
	Total Hotels, Restaurants & Leisure		88,636
	Household Durables (0.5%)
123	Harman International Industries, Inc.		12,722
	Insurance (2.7%)
750	ACE, Ltd.		70,357
	Internet & Catalog Retail (3.6%)
148	Amazon.com, Inc. (1)		53,086
36	Priceline.com, Inc. (1)		41,216
	Total Internet & Catalog Retail		94,302

See accompanying notes to Schedule of Investments.

TCW Growth Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Internet Software & Services (7.4%)
590	Cornerstone OnDemand, Inc. (1)	$	33,660
200	Envestnet, Inc. (1)		8,550
328	Equinix, Inc. (1)		60,746
50	Google, Inc. (1)		59,048
130	LinkedIn Corp. (1)		27,977
42	Rocket Fuel, Inc. (1)		2,457
	Total Internet Software & Services		192,438
	IT Services (2.9%)
763	EPAM Systems, Inc. (1)		31,207
206	Visa, Inc.		44,378
	Total IT Services		75,585
	Leisure Equipment & Products (0.3%)
72	Polaris Industries, Inc.		9,014
	Life Sciences Tools & Services (0.2%)
42	Illumina, Inc. (1)		6,384
	Machinery (2.4%)
83	Chart Industries, Inc. (1)		7,091
116	Graco, Inc.		8,061
40	Middleby Corp. (The) (1)		9,863
130	Proto Labs, Inc. (1)		10,317
105	WABCO Holdings, Inc. (1)		9,053
139	Wabtec Corp.		10,260
191	Woodward, Inc.		8,184
	Total Machinery		62,829
	Media (0.3%)
138	AMC Networks, Inc. (1)		8,893
	Metals & Mining (1.1%)
397	Allegheny Technologies, Inc.		12,482
683	Silver Wheaton Corp.		14,828
	Total Metals & Mining		27,310
	Oil, Gas & Consumable Fuels (0.1%)
163	RSP Permian, Inc. (1)		3,333

See accompanying notes to Schedule of Investments.

TCW Growth Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Personal Products (1.1%)
429	Estee Lauder Cos., Inc. (The)	$	29,489
	Pharmaceuticals (2.5%)
569	Allergan, Inc.		65,207
	Professional Services (1.1%)
445	Verisk Analytics, Inc. (1)		28,418
	REIT (1.7%)
544	American Tower Corp.		43,999
	Road & Rail (3.3%)
505	J.B. Hunt Transport Services, Inc.		37,900
81	Kansas City Southern		8,553
226	Union Pacific Corp.		39,378
	Total Road & Rail		85,831
	Semiconductors & Semiconductor Equipment (1.5%)
617	ARM Holdings PLC (SP ADR) (United Kingdom)		28,425
30	Mellanox Technologies, Ltd. (1)		1,118
574	NVIDIA Corp.		9,012
	Total Semiconductors & Semiconductor Equipment		38,555
	Software (11.9%)
161	ANSYS, Inc. (1)		12,643
176	FireEye, Inc. (1)		12,846
130	MicroStrategy, Inc. (1)		16,341
58	NetSuite, Inc. (1)		6,100
1,673	Salesforce.com, Inc. (1)		101,267
858	ServiceNow, Inc. (1)		54,423
631	Splunk, Inc. (1)		48,606
110	Tyler Technologies, Inc. (1)		11,600
39	Ultimate Software Group, Inc. (The) (1)		6,366
266	VMware, Inc. (1)		23,977
181	Workday, Inc. (1)		16,207
	Total Software		310,376
	Specialty Retail (1.4%)
272	DSW, Inc.		10,241

See accompanying notes to Schedule of Investments.

TCW Growth Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Specialty Retail (Continued)
328	Tiffany & Co.	$	27,286
	Total Specialty Retail		37,527
	Textiles, Apparel & Luxury Goods (3.8%)
260	Fifth & Pacific Cos., Inc. (1)		7,462
339	Michael Kors Holdings, Ltd. (1)		27,096
262	PVH Corp.		31,668
203	Under Armour, Inc. (1)		21,947
403	Vince Holding Corp. (1)		9,414
	Total Textiles, Apparel & Luxury Goods		97,587
	Trading Companies & Distributors (1.2%)
487	Fastenal Co.		21,394
111	MSC Industrial Direct Co., Inc.		9,326
	Total Trading Companies & Distributors		30,720
	Total Common Stock (Cost: $1,911,662) (97.0%)		2,521,958
Principal Amount	Short-Term Investments
	Repurchase Agreement (Cost: $66,942) (2.6%)
$66,942	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $75,000 Federal Home Loan Mortgage Corp, 1.96%, due 11/07/22 valued at $68,578) (Total Amount to be Received Upon Repurchase $66,942)		66,942
	Total Investments (Cost: $1,978,604) (99.6%)		2,588,900
	Excess of Other Assets over Liabilities (0.4%)		9,783
	Net Assets (100.0%)	$	2,598,683

Notes to the Schedule of Investments:
REIT	-	Real Estate Investment Trust.
SP ADR	-	Sponsored American Depositary Receipt. Shares of a foreign based corporation held in U.S. banks that are issued with the cooperation of the company whose stock underlies the ADR and entitles the shareholder to all dividends, capital gains and voting rights.
(1)		Non-income producing security.

See accompanying notes to Schedule of Investments.

TCW Growth Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Aerospace & Defense		3.4	%
Auto Components		1.3
Beverages		1.5
Biotechnology		5.3
Capital Markets		2.6
Chemicals		2.2
Commercial Banks		0.4
Communications Equipment		3.3
Computers & Peripherals		0.8
Diversified Consumer Services		0.4
Electrical Equipment		1.1
Electronic Equipment, Instruments & Components		1.3
Energy Equipment & Services		5.4
Food & Staples Retailing		4.6
Food Products		2.5
Health Care Equipment & Supplies		0.7
Health Care Providers & Services		1.0
Health Care Technology		4.8
Hotels, Restaurants & Leisure		3.4
Household Durables		0.5
Insurance		2.7
Internet & Catalog Retail		3.6
Internet Software & Services		7.4
IT Services		2.9
Leisure Equipment & Products		0.3
Life Sciences Tools & Services		0.2
Machinery		2.4
Media		0.3
Metals & Mining		1.1
Oil, Gas & Consumable Fuels		0.1
Personal Products		1.1
Pharmaceuticals		2.5
Professional Services		1.1
REIT		1.7
Road & Rail		3.3
Semiconductors & Semiconductor Equipment		1.5
Software		11.9
Specialty Retail		1.4
Textiles, Apparel & Luxury Goods		3.8
Trading Companies & Distributors		1.2
Short-Term Investments		2.6
Total		99.6	%

See accompanying notes to Schedule of Investments.

TCW Growth Equities Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Aerospace & Defense (2.0% of Net Assets)
7,000	BE Aerospace, Inc. (1)	$	556,290
	Auto Components (1.7%)
8,902	BorgWarner, Inc.		478,037
	Beverages (4.7%)
1,742	Boston Beer Co., Inc. (1)		362,876
4,000	Constellation Brands, Inc. (1)		306,680
9,800	Monster Beverage Corp. (1)		665,420
	Total Beverages		1,334,976
	Biotechnology (2.0%)
5,500	BioMarin Pharmaceutical, Inc. (1)		378,840
612	Intercept Pharmaceuticals, Inc. (1)		184,139
	Total Biotechnology		562,979
	Capital Markets (2.2%)
8,000	T. Rowe Price Group, Inc.		627,520
	Communications Equipment (1.7%)
8,187	ViaSat, Inc. (1)		487,208
	Consumer Finance (1.6%)
17,305	Santander Consumer USA Holdings, Inc. (1)		443,527
	Diversified Consumer Services (1.6%)
7,400	MarketAxess Holdings, Inc.		464,276
	Electrical Equipment (2.5%)
6,126	AMETEK, Inc.		302,747
3,677	Rockwell Automation, Inc.		422,267
	Total Electrical Equipment		725,014
	Electronic Equipment, Instruments & Components (1.6%)
5,010	FEI Co.		469,537
	Energy Equipment & Services (5.4%)
3,160	Core Laboratories N.V. (Netherlands)		565,387
4,031	Dril-Quip, Inc. (1)		405,357
10,015	Frank’s International N.V. (Netherlands)		234,752

See accompanying notes to Schedule of Investments.

TCW Growth Equities Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Energy Equipment & Services (Continued)
4,967	Oceaneering International, Inc.	$	338,501
	Total Energy Equipment & Services		1,543,997
	Food & Staples Retailing (1.5%)
4,666	Pricesmart, Inc.		424,139
	Food Products (2.8%)
8,700	Hain Celestial Group, Inc. (The) (1)		799,443
	Health Care Equipment & Supplies (3.0%)
2,100	Intuitive Surgical, Inc. (1)		855,918
	Health Care Providers & Services (1.0%)
8,109	Premier, Inc. (1)		281,301
	Health Care Technology (4.5%)
4,371	athenahealth, Inc. (1)		644,286
11,000	Cerner Corp. (1)		625,790
	Total Health Care Technology		1,270,076
	Hotels, Restaurants & Leisure (4.9%)
48,473	Arcos Dorados Holdings, Inc.		429,471
19,464	Hilton Worldwide Holdings, Inc. (1)		421,395
2,500	Wynn Resorts, Ltd.		543,550
	Total Hotels, Restaurants & Leisure		1,394,416
	Internet Software & Services (3.9%)
2,128	LinkedIn Corp. (1)		457,967
10,288	Twitter, Inc. (1)		663,576
	Total Internet Software & Services		1,121,543
	Leisure Equipment & Products (2.0%)
4,450	Polaris Industries, Inc.		557,140
	Life Sciences Tools & Services (1.5%)
2,900	Illumina, Inc. (1)		440,800
	Machinery (9.4%)
6,805	AGCO Corp.		362,911
4,095	Cummins, Inc.		519,983

See accompanying notes to Schedule of Investments.

TCW Growth Equities Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Machinery (Continued)
5,418	Graco, Inc.	$	376,497
5,400	Nordson Corp.		374,328
6,482	WABCO Holdings, Inc. (1)		558,878
6,740	Wabtec Corp.		497,479
	Total Machinery		2,690,076
	Media (1.7%)
5,900	Discovery Communications, Inc. (1)		470,702
	Metals & Mining (2.0%)
18,545	Allegheny Technologies, Inc.		583,055
	Oil, Gas & Consumable Fuels (0.5%)
7,160	RSP Permian, Inc. (1)		146,422
	Pharmaceuticals (1.5%)
14,362	Zoetis, Inc.		436,030
	Road & Rail (1.3%)
3,580	Kansas City Southern		378,012
	Semiconductors & Semiconductor Equipment (3.2%)
10,235	ARM Holdings PLC (SP ADR) (United Kingdom)		471,527
27,300	NVIDIA Corp.		428,610
	Total Semiconductors & Semiconductor Equipment		900,137
	Software (13.3%)
7,400	ANSYS, Inc. (1)		581,122
5,919	FireEye, Inc. (1)		432,028
2,718	NetSuite, Inc. (1)		285,879
6,703	ServiceNow, Inc. (1)		425,171
10,985	Splunk, Inc. (1)		846,175
2,700	Ultimate Software Group, Inc. (The) (1)		440,721
8,740	Workday, Inc. (1)		782,580
	Total Software		3,793,676
	Specialty Retail (4.5%)
5,257	CarMax, Inc. (1)		237,143
10,288	Dick’s Sporting Goods, Inc.		540,120

See accompanying notes to Schedule of Investments.

TCW Growth Equities Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Specialty Retail (Continued)
13,352	DSW, Inc.	$	502,703
	Total Specialty Retail		1,279,966
	Textiles, Apparel & Luxury Goods (5.1%)
16,772	Fifth & Pacific Cos., Inc. (1)		481,357
8,966	Under Armour, Inc. (1)		969,314
	Total Textiles, Apparel & Luxury Goods		1,450,671
	Trading Companies & Distributors (1.7%)
5,870	MSC Industrial Direct Co., Inc.		493,198
	Total Common Stock (Cost: $19,486,941) (96.3%)		27,460,082
Principal Amount	Short-Term Investments
	Repurchase Agreement (Cost: $385,616) (1.4%)
$385,616	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $435,000 Federal Home Loan Mortgage Corp., 1.96%, due 11/07/22 valued at $397,752) (Total Amount to be Received Upon Repurchase $385,616)		385,616
	Total Short-Term Investments (Cost: $385,616) (1.4%)		385,616
	Total Investments (Cost: $19,872,557) (97.7%)		27,845,698
	Excess of Other Assets over Liabilities (2.3%)		654,143
	Net Assets (100.0%)	$	28,499,841

Notes to the Schedule of Investments:
SP ADR	-	Sponsored American Depositary Receipt. Shares of a foreign based corporation held in U.S. banks that are issued with the cooperation of the company whose stock underlies the ADR and entitles the shareholder to all dividends, capital gains and voting rights.
(1)		Non-income producing security.

See accompanying notes to Schedule of Investments.

TCW Growth Equities Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Aerospace & Defense		2.0	%
Auto Components		1.7
Beverages		4.7
Biotechnology		2.0
Capital Markets		2.2
Communications Equipment		1.7
Consumer Finance		1.6
Diversified Consumer Services		1.6
Electrical Equipment		2.5
Electronic Equipment, Instruments & Components		1.6
Energy Equipment & Services		5.4
Food & Staples Retailing		1.5
Food Products		2.8
Health Care Equipment & Supplies		3.0
Health Care Providers & Services		1.0
Health Care Technology		4.5
Hotels, Restaurants & Leisure		4.9
Internet Software & Services		3.9
Leisure Equipment & Products		2.0
Life Sciences Tools & Services		1.5
Machinery		9.4
Media		1.7
Metals & Mining		2.0
Oil, Gas & Consumable Fuels		0.5
Pharmaceuticals		1.5
Road & Rail		1.3
Semiconductors & Semiconductor Equipment		3.2
Software		13.3
Specialty Retail		4.5
Textiles, Apparel & Luxury Goods		5.1
Trading Companies & Distributors		1.7
Short-Term Investments		1.4
Total		97.7	%

See accompanying notes to Schedule of Investments.

TCW International Growth Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Argentina (Cost: $26,460) (0.9% of Net Assets)
1,000	YPF S.A. (SP ADR)	$	22,190
	Australia (Cost: $32,117) (1.3%)
500	BHP Billiton, Ltd. (SP ADR)		31,975
	Brazil (Cost: $31,731) (1.5%)
1,440	Cielo S.A.		38,140
	Canada (9.5%)
900	Agnico Eagle Mines, Ltd.		27,972
11,000	B2Gold Corp. (1)		25,630
600	Franco-Nevada Corp.		29,070
1,000	Goldcorp, Inc.		24,890
3,000	HudBay Minerals, Inc.		23,812
6,000	Lundin Mining Corp. (1)		26,236
1,200	Silver Wheaton Corp.		26,052
600	West Fraser Timber Co., Ltd.		30,809
2,500	Yamana Gold, Inc.		23,425
	Total Canada (Cost: $236,583)		237,896
	China (11.9%)
200	Baidu.com, Inc. (SP ADR) (1)		31,300
20,000	Chow Tai Fook Jewellery Group, Ltd.		29,124
4,000	ENN Energy Holdings, Ltd.		25,855
30,000	Fosun International, Ltd.		32,178
4,000	Sands China, Ltd.		30,768
500	SouFun Holdings, Ltd. (ADR)		40,695
500	Tencent Holdings, Ltd.		35,023
40,000	Travelsky Technology, Ltd. Class H		42,113
500	YY, Inc. (ADR) (1)		31,650
	Total China (Cost: $223,797)		298,706
	Denmark (3.1%)
500	Pandora A/S		28,687
700	SimCorp A/S		25,664
700	Vestas Wind Systems A/S (1)		23,167
	Total Denmark (Cost: $77,404)		77,518

See accompanying notes to Schedule of Investments.

TCW International Growth Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Germany (3.1%)
300	MorphoSys AG (1)	$	26,229
500	United Internet AG		21,838
700	Wirecard AG		30,595
	Total Germany (Cost: $72,529)		78,662
	India (5.9%)
5,000	GAIL India, Ltd.		28,749
8,000	Motherson Sumi Systems, Ltd.		25,920
12,000	NMDC, Ltd.		27,634
20,000	Power Grid Corp. of India, Ltd.		30,573
8,000	Zee Entertainment Enterprises, Ltd.		34,069
	Total India (Cost: $136,106)		146,945
	Iraq (2.5%)
2,300	Genel Energy PLC (1)		37,155
10,000	Gulf Keystone Petroleum, Ltd. (1)		25,878
	Total Iraq (Cost: $56,543)		63,033
	Ireland (Cost: $23,667) (0.9%)
60,000	Bank of Ireland (1)		23,707
	Italy (Cost: $25,026) (1.0%)
800	Banca Generali SpA		24,449
	Japan (24.8%)
400	Astellas Pharma, Inc.		24,719
800	CyberAgent, Inc.		38,766
2,000	Dai-ichi Life Insurance Co., Ltd. (The)		30,010
3,000	Daiwa Securities Group, Inc.		27,823
400	Don Quijote Holding Co., Ltd.		24,517
1,400	F@N Communications, Inc.		56,095
2,000	GMO internet, Inc.		24,393
500	Hikari Tsushin, Inc.		41,605
1,500	Kakaku.com, Inc.		28,363
5,000	Mizuho Financial Group, Inc. (ADR)		21,250
1,000	ORIX Corp.		15,168
1,500	Park24 Co., Ltd.		30,868
2,000	Rakuten, Inc.		32,725
4,000	Resona Holdings, Inc.		21,084
2,000	SBI Holdings, Inc.		27,384

See accompanying notes to Schedule of Investments.

TCW International Growth Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Japan (Continued)
600	Softbank Corp.	$	43,438
1,000	Start Today Co., Ltd.		22,173
6,000	Sumitomo Mitsui Trust Holdings, Inc.		28,465
600	Sumitomo Realty & Development Co., Ltd.		26,492
700	Tokio Marine Holdings, Inc.		20,439
6,000	Yahoo Japan Corp.		33,872
	Total Japan (Cost: $507,989)		619,649
	Jersey (Cost: $30,475) (1.4%)
500	Randgold Resources, Ltd. (ADR)		34,450
	Mexico (3.0%)
2,500	Fresnillo PLC		31,223
8,000	Genomma Lab Internacional S.A.B. de C.V. (1)		19,740
10,000	OHL Mexico S.A.B. de C.V. (1)		24,518
	Total Mexico (Cost: $75,536)		75,481
	Portugal (Cost: $27,040) (1.2%)
20,000	Banco Espirito Santo S.A. (1)		30,338
	Russia (4.9%)
600	Mail.ru Group, Ltd. (GDR)		22,362
12,000	Moscow Exchange MICEX-RTS OAO		21,000
700	QIWI PLC (SP ADR)		25,263
1,500	TCS Group Holding PLC (GDR) (1)		16,438
1,000	Yandex N.V. (1)		36,750
	Total Russia (Cost: $127,089)		121,813
	Singapore (Cost: $26,737) (1.3%)
18,000	Ezion Holdings, Ltd.		31,677
	South Korea (6.8%)
2,000	Interpark Corp.		25,494
800	Kangwon Land, Inc. (1)		25,144
1,500	Kginicis Co., Ltd.		25,799
70	NAVER Corp.		44,167
120	NCSoft Corp.		22,059
800	SK Hynix, Inc. (1)		27,875
	Total South Korea (Cost: $162,060)		170,538

See accompanying notes to Schedule of Investments.

TCW International Growth Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Spain (Cost: $26,362) (1.1%)
700	Bolsas y Mercados Espanoles S.A.	$	27,366
	Sri Lanka (Cost: $32,783) (1.3%)
17,307	John Keells Holdings PLC		31,456
	Switzerland (Cost: $27,494) (1.0%)
5,000	Glencore Xstrata PLC		26,362
	United Kingdom (6.6%)
3,000	CSR PLC		32,566
1,500	Hargreaves Lansdown PLC		36,587
8,000	Optimal Payments PLC (1)		52,671
3,750	Playtech, Ltd.		42,500
	Total United Kingdom (Cost: $104,716)		164,324
	United States (2.2%)
10,000	Samsonite International S.A.		27,483
1,500	Tahoe Resources, Inc. (1)		26,640
	Total United States (Cost: $48,946)		54,123
	Total Common Stock (Cost: $2,139,190) (97.2%)		2,430,798
	Warrants
	Greece (Cost: $27,074) (1.0%)
14,000	Alpha Bank AE, Strike Price EUR0.45, Expires 12/10/17 (1)		24,357
	Sri Lanka (0.0%)
769	John Keells Holdings PLC, Strike Price LKR185, Expires 11/12/15 (1)		441
769	John Keells Holdings PLC, Strike Price LKR195, Expires 11/11/16 (1)		459
	Total Sri Lanka (Cost: $0)		900
	Total Warrants (Cost: $27,074) (1.0%)		25,257
Contracts	Purchased Options
	Currency Option (Cost: $10,000) (1.3%)
5,000	JPY Put, Strike Price JPY100.00, Expires 11/17/15 (2)		32,147
	Total Purchased Options (Cost: $10,000)		32,147

See accompanying notes to Schedule of Investments.

TCW International Growth Fund

Schedule of Investments (Unaudited) January 31, 2014

Total Investments (Cost: $2,176,264) (99.5%)		2,488,202
Excess of Other Assets over Liabilities (0.5%)		12,900
Total Net Assets (100.0%)	$	2,501,102

Notes to the Schedule of Investments:

EUR	-	Euro Currency.
JPY	-	Japanese Yen.
LKR	-	Sri Lankan Rupee.
GDR	-	Global Depositary Receipt. A negotiable certificate held in the bank of one country representing a specific number of shares of a stock traded on an exchange of another country.
ADR	-	American Depositary Receipt. Shares of a foreign based corporation held in U.S. banks entitling the shareholder to all dividends and capital gains.
SP ADR	-	Sponsored American Depositary Receipt. Shares of a foreign based corporation held in U.S. banks that are issued with the cooperation of the company whose stock underlies the ADR and entitles the shareholder to all dividends, capital gains and voting rights.
(1)		Non-income producing security.
(2)		Over-the-counter traded option; Counterparty — Morgan Stanley.

See accompanying notes to Schedule of Investments.

TCW International Growth Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Air Freight & Logistics		3.5	%
Auto Components		1.0
Capital Markets		5.8
Commercial Banks		5.9
Commercial Services & Supplies		1.2
Consumer Finance		0.6
Diversified Financial Services		1.9
Electric Utilities		1.2
Electrical Equipment		0.9
Energy Equipment & Services		1.3
Gas Utilities		2.2
Hotels, Restaurants & Leisure		2.2
Industrial Conglomerates		1.3
Insurance		2.0
Internet & Catalog Retail		3.2
Internet Software & Services		15.4
IT Services		7.5
Life Sciences Tools & Services		1.0
Media		3.0
Metals & Mining		16.7
Multiline Retail		1.0
Oil, Gas & Consumable Fuels		2.5
Paper & Forest Products		1.2
Pharmaceuticals		1.8
Semiconductors & Semiconductor Equipment		2.4
Software		3.6
Specialty Retail		2.9
Textiles, Apparel & Luxury Goods		2.3
Transportation Infrastructure		1.0
Wireless Telecommunication Services		1.7
Purchased Options		1.3
Total		99.5	%

See accompanying notes to Schedule of Investments.

TCW International Small Cap Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Australia (2.1% of Net Assets)
800,000	Beadell Resources, Ltd. (1)	$	492,587
500,000	Mint Wireless, Ltd. (1)		153,151
	Total Australia (Cost: $762,382)		645,738
	Burkina Faso (Cost: $494,097) (1.9%)
175,000	SEMAFO, Inc.		564,085
	Canada (9.6%)
4,000,000	Africa Hydrocarbons, Inc. (1)(2)		538,721
200,000	B2Gold Corp. (1)		472,278
60,000	Caracal Energy, Inc. (1)		430,537
500,000	DualEx Energy International, Inc. (1)		96,521
200,000	Electrovaya, Inc. (1)		127,497
4,750,000	Ivernia, Inc. (1)(2)		597,082
175,000	Nevsun Resources, Ltd. (1)		642,649
	Total Canada (Cost: $3,140,316)		2,905,285
	China (5.7%)
150,000	Bloomage Biotechnology Corp., Ltd.		406,577
800,000	Newocean Energy Holdings, Ltd.		682,475
600,000	Travelsky Technology, Ltd. - Class H		631,700
	Total China (Cost: $1,169,824)		1,720,752
	Denmark (Cost: $348,864) (1.1%)
9,000	SimCorp A/S		329,964
	Germany (3.0%)
4,000	MorphoSys AG (1)		349,725
5,000	XING AG		568,707
	Total Germany (Cost: $786,494)		918,432
	India (12.3%)
350,000	DCB Bank, Ltd. (1)		283,950
400,000	Finolex Cables, Ltd.		540,943
100,000	Kajaria Ceramics, Ltd.		491,581
80,000	Multi Commodity Exchange of India, Ltd.		637,076
700,000	PTC India, Ltd.		618,270

See accompanying notes to Schedule of Investments.

TCW International Small Cap Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	India (Continued)
82,863	Sunteck Realty, Ltd. (2)	$	354,522
150,000	Tribhovandas Bhimji Zaveri, Ltd.		311,992
400,000	TVS Motor Co., Ltd.		496,050
	Total India (Cost: $4,154,816)		3,734,384
	Iraq (Cost: $362,230) (1.1%)
125,000	Gulf Keystone Petroleum, Ltd. (1)		323,472
	Israel (3.4%)
80,000	Plus500, Ltd.		376,124
400,000	Sarin Technologies, Ltd. (2)		640,285
	Total Israel (Cost: $780,530)		1,016,409
	Japan (26.7%)
375,000	Accretive Co., Ltd. (1)		795,133
40,000	Anicom Holdings, Inc. (1)		453,187
65,000	Benefit One, Inc. (2)		588,686
24,000	Broadleaf Co., Ltd.		385,748
15,000	CyberAgent, Inc.		726,863
7,000	Enigmo, Inc. (1)		371,733
20,000	enish, Inc.		525,467
15,000	F@N Communications, Inc.		601,019
20,000	GMO internet, Inc.		243,925
14,000	GMO Payment Gateway, Inc.		666,982
40,000	Infomart Corp.		666,603
70,000	KLab, Inc. (1)		513,438
60,000	Sourcenext Corp. (1)		420,330
20,000	Start Today Co., Ltd.		443,450
45,000	Tokai Tokyo Financial Holdings, Inc.		392,900
25,000	ValueCommerce Co., Ltd.		286,346
	Total Japan (Cost: $6,810,081)		8,081,810
	Jersey (Cost: $400,892) (1.5%)
150,000	Heritage Oil PLC (1)		461,451
	Malaysia (Cost: $234,676) (1.3%)
200,000	iProperty Group, Ltd. (1)		385,584

See accompanying notes to Schedule of Investments.

TCW International Small Cap Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Norway (3.3%)
300,000	Electromagnetic GeoServices (1)	$	333,971
80,000	Nordic Semiconductor ASA (1)		381,046
50,000	Spectrum ASA		295,296
	Total Norway (Cost: $1,162,419)		1,010,313
	Russia (Cost: $221,448) (0.7%)
20,000	TCS Group Holding PLC (GDR) (1)		219,171
	Singapore (Cost: $503,834) (1.7%)
300,000	Ezion Holdings, Ltd.		527,956
	South Korea (3.1%)
40,000	Interpark Corp.		509,879
25,000	Kginicis Co., Ltd.		429,990
	Total South Korea (Cost: $904,864)		939,869
	Sri Lanka (Cost: $546,395) (1.7%)
288,461	John Keells Holdings PLC		524,292
	Sweden (Cost: $473,864) (1.3%)
1,200,000	TrustBuddy International AB		384,651
	United Kingdom (14.7%)
600,000	Amerisur Resources PLC (1)		503,033
40,000	blur Group PLC (1)		355,082
30,000	Consort Medical PLC		525,719
45,000	CSR PLC		488,489
400,000	Monitise PLC (1)		436,767
150,000	Optimal Payments PLC (1)		987,572
20,000	Playtech, Ltd.		226,669
4,000,000	Sable Mining Africa, Ltd. (1)(2)		723,315
10,000	WANdisco PLC (1)		197,268
	Total United Kingdom (Cost: $3,251,413)		4,443,914
	United States (Cost: $528,711) (1.8%)
30,000	Tahoe Resources, Inc. (1)		532,795
	Total Common Stock (Cost: $27,038,150) (98.0%)		29,670,327

See accompanying notes to Schedule of Investments.

TCW International Small Cap Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Warrants	Value
	Sri Lanka (0.0%)
12,820	John Keells Holdings PLC, Strike Price LKR185, Expires 11/12/15 (1)		7,354
12,820	John Keells Holdings PLC, Strike Price LKR195, Expires 11/11/16 (1)		7,648
	Total Sri Lanka (Cost: $0)		15,002
	Total Warrants (Cost: $0) (0.0%)		15,002
Contracts	Purchased Options
	Currency Option (Cost: $203,500) (1.6%)
100,000	JPY Put, Strike Price JPY100.00, Expires 12/04/14 (3)		482,740
	Total Purchased Options (Cost: $203,500)		482,740
	Total Investments (Cost: $27,241,650) (99.6%)		30,168,069
	Excess of Other Assets over Liabilities (0.4%)		111,248
	Total Net Assets (100.0%)	$	30,279,317

Notes to the Schedule of Investments:

JPY	-	Japanese Yen.
LKR	-	Sri Lankan Rupee.
GDR	-	Global Depositary Receipt. A negotiable certificate held in the bank of one country representing a specific number of shares of a stock traded on an exchange of another country.
(1)		Non-income producing security.
(2)		Illiquid security.
(3)		Over-the-counter traded option; Counterparty — Morgan Stanley.

See accompanying notes to Schedule of Investments.

TCW International Small Cap Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Automobiles		1.6	%
Building Products		1.6
Capital Markets		1.3
Chemicals		1.3
Commercial Banks		1.6
Diversified Financial Services		6.0
Electrical Equipment		2.2
Energy Equipment & Services		3.8
Health Care Equipment & Supplies		1.7
Independent Power Producers & Energy Traders		2.1
Industrial Conglomerates		1.7
Insurance		1.5
Internet & Catalog Retail		3.2
Internet Software & Services		11.9
IT Services		9.0
Life Sciences Tools & Services		1.1
Machinery		2.1
Media		3.4
Metals & Mining		13.4
Oil, Gas & Consumable Fuels		10.1
Professional Services		1.9
Real Estate Management & Development		1.2
Semiconductors & Semiconductor Equipment		2.8
Software		10.5
Specialty Retail		1.0
Purchased Options		1.6
Total		99.6	%

See accompanying notes to Schedule of Investments.

TCW Relative Value Large Cap Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Aerospace & Defense (3.2% of Net Assets)
591,510	Textron, Inc.	$	20,998,605
	Auto Components (1.9%)
659,215	Dana Holding Corp.		12,472,348
	Beverages (2.4%)
191,500	PepsiCo, Inc.		15,388,940
	Capital Markets (5.9%)
172,926	Ameriprise Financial, Inc.		18,267,903
305,000	State Street Corp.		20,419,750
	Total Capital Markets		38,687,653
	Commercial Services & Supplies (2.9%)
157,605	ADT Corp. (The)		4,734,454
345,815	Tyco International, Ltd.		14,002,050
	Total Commercial Services & Supplies		18,736,504
	Communications Equipment (2.2%)
664,615	Cisco Systems, Inc.		14,561,715
	Computers & Peripherals (2.2%)
166,740	Western Digital Corp.		14,367,986
	Consumer Finance (4.4%)
217,145	American Express Co.		18,461,668
446,905	SLM Corp.		10,171,558
	Total Consumer Finance		28,633,226
	Containers & Packaging (1.9%)
396,935	Sealed Air Corp.		12,380,403
	Diversified Financial Services (6.1%)
388,300	Citigroup, Inc.		18,417,069
382,068	JPMorgan Chase & Co.		21,151,284
	Total Diversified Financial Services		39,568,353
	Diversified Telecommunication Services (1.4%)
270,400	AT&T, Inc.		9,009,728
	Electric Utilities (1.8%)
239,950	American Electric Power Co., Inc.		11,711,959

See accompanying notes to Schedule of Investments.

TCW Relative Value Large Cap Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Electronic Equipment, Instruments & Components (3.5%)
421,290	Corning, Inc.	$	7,250,401
275,130	TE Connectivity, Ltd.		15,547,596
	Total Electronic Equipment, Instruments & Components		22,797,997
	Energy Equipment & Services (5.1%)
268,550	Baker Hughes, Inc.		15,210,672
219,400	Ensco PLC (United Kingdom)		11,051,178
426,230	Nabors Industries, Ltd.		7,280,008
	Total Energy Equipment & Services		33,541,858
	Food Products (2.4%)
478,955	Mondelez International, Inc.		15,685,776
	Health Care Equipment & Supplies (2.2%)
265,693	Hologic, Inc. (1)		5,675,203
147,215	Medtronic, Inc.		8,326,480
	Total Health Care Equipment & Supplies		14,001,683
	Health Care Providers & Services (2.6%)
107,665	Cigna Corp.		9,292,566
90,955	WellPoint, Inc.		7,822,130
	Total Health Care Providers & Services		17,114,696
	Household Durables (2.0%)
324,463	Lennar Corp.		13,030,434
	Independent Power Producers & Energy Traders (1.6%)
725,700	AES Corporation (The)		10,203,342
	Industrial Conglomerates (3.4%)
874,650	General Electric Co.		21,979,954
	Insurance (3.8%)
282,285	Hartford Financial Services Group, Inc.		9,385,976
186,170	Travelers Cos., Inc. (The)		15,131,898
	Total Insurance		24,517,874
	Machinery (3.9%)
111,267	Pentair, Ltd.		8,270,476
417,230	Terex Corp.		17,106,430
	Total Machinery		25,376,906

See accompanying notes to Schedule of Investments.

TCW Relative Value Large Cap Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Media (5.2%)
468,600	Comcast Corp.	$	25,515,270
134,978	Time Warner, Inc.		8,480,668
	Total Media		33,995,938
	Metals & Mining (0.7%)
146,890	Allegheny Technologies, Inc.		4,618,222
	Oil, Gas & Consumable Fuels (4.5%)
148,900	Chevron Corp.		16,621,707
246,700	Valero Energy Corp.		12,606,370
	Total Oil, Gas & Consumable Fuels		29,228,077
	Pharmaceuticals (8.0%)
118,350	Johnson & Johnson		10,470,424
154,350	Merck & Co., Inc.		8,175,920
264,790	Mylan, Inc. (1)		12,024,114
711,450	Pfizer, Inc.		21,628,080
	Total Pharmaceuticals		52,298,538
	Semiconductors & Semiconductor Equipment (4.1%)
495,675	Applied Materials, Inc.		8,337,253
440,300	Intel Corp.		10,804,962
153,395	Lam Research Corp. (1)		7,763,321
	Total Semiconductors & Semiconductor Equipment		26,905,536
	Software (1.6%)
273,790	Microsoft Corp.		10,362,951
	Specialty Retail (4.7%)
344,120	Gap, Inc. (The)		13,104,090
229,500	Home Depot, Inc. (The)		17,637,075
	Total Specialty Retail		30,741,165
	Total Common Stock (Cost: $417,273,462) (95.6%)		622,918,367
Principal Amount	Short-Term Investments
	Repurchase Agreement (Cost: $28,895,515) (4.4%)
$28,895,515	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $32,235,000 Federal Home Loan Mortgage Corp., 1.96%, due 11/07/22, valued at $29,474,814) (Total Amount to be Received Upon Repurchase $28,895,515)		28,895,515

See accompanying notes to Schedule of Investments.

TCW Relative Value Large Cap Fund

Schedule of Investments (Unaudited) January 31, 2014

Total Short-Term Investments (Cost: $28,895,515) (4.4%)		28,895,515
Total Investments (Cost: $446,168,977) (100.0%)		651,813,882
Excess of Other Assets over Liabilities (0.0%)		105,564
Net Assets (100.0%)	$	651,919,446

Notes to the Schedule of Investments:

(1) Non-incomeproducing security.

See accompanying notes to Schedule of Investments.

TCW Relative Value Large Cap Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Aerospace & Defense		3.2	%
Auto Components		1.9
Beverages		2.4
Capital Markets		5.9
Commercial Services & Supplies		2.9
Communications Equipment		2.2
Computers & Peripherals		2.2
Consumer Finance		4.4
Containers & Packaging		1.9
Diversified Financial Services		6.1
Diversified Telecommunication Services		1.4
Electric Utilities		1.8
Electronic Equipment, Instruments & Components		3.5
Energy Equipment & Services		5.1
Food Products		2.4
Health Care Equipment & Supplies		2.2
Health Care Providers & Services		2.6
Household Durables		2.0
Independent Power Producers & Energy Traders		1.6
Industrial Conglomerates		3.4
Insurance		3.8
Machinery		3.9
Media		5.2
Metals & Mining		0.7
Oil, Gas & Consumable Fuels		4.5
Pharmaceuticals		8.0
Semiconductors & Semiconductor Equipment		4.1
Software		1.6
Specialty Retail		4.7
Short-Term Investments		4.4
Total		100.0	%

See accompanying notes to Schedule of Investments.

TCW Select Equities Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Aerospace & Defense (3.8% of Net Assets)
259,610	Precision Castparts Corp.	$	66,135,648
	Biotechnology (5.2%)
604,970	BioMarin Pharmaceutical, Inc. (1)		41,670,333
316,890	Celgene Corp. (1)		48,145,098
	Total Biotechnology		89,815,431
	Capital Markets (1.9%)
1,321,750	Charles Schwab Corp. (The)		32,805,835
	Chemicals (2.7%)
371,900	Praxair, Inc.		46,383,368
	Communications Equipment (3.4%)
788,473	QUALCOMM, Inc.		58,520,466
	Energy Equipment & Services (7.4%)
304,245	Dril-Quip, Inc. (1)		30,594,877
463,930	Oceaneering International, Inc.		31,616,829
743,166	Schlumberger, Ltd.		65,079,047
	Total Energy Equipment & Services		127,290,753
	Food & Staples Retailing (3.2%)
342,624	Costco Wholesale Corp.		38,497,233
305,600	Whole Foods Market, Inc.		15,970,656
	Total Food & Staples Retailing		54,467,889
	Food Products (2.2%)
483,570	Mead Johnson Nutrition Co.		37,181,697
	Health Care Technology (7.4%)
368,502	athenahealth, Inc. (1)		54,317,195
1,276,062	Cerner Corp. (1)		72,595,167
	Total Health Care Technology		126,912,362
	Hotels, Restaurants & Leisure (3.7%)
896,095	Starbucks Corp.		63,730,276
	Insurance (3.6%)
668,200	ACE, Ltd.		62,683,842

See accompanying notes to Schedule of Investments.

TCW Select Equities Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Internet & Catalog Retail (8.9%)
241,750	Amazon.com, Inc. (1)	$	86,713,307
58,140	Priceline.com, Inc. (1)		66,563,905
	Total Internet & Catalog Retail		153,277,212
	Internet Software & Services (11.3%)
281,820	Equinix, Inc. (1)		52,193,064
82,483	Google, Inc. (1)		97,409,949
211,850	LinkedIn Corp. (1)		45,592,238
	Total Internet Software & Services		195,195,251
	IT Services (4.2%)
335,006	Visa, Inc.		72,170,343
	Metals & Mining (1.4%)
1,114,820	Silver Wheaton Corp.		24,202,742
	Pharmaceuticals (2.6%)
394,110	Allergan, Inc.		45,165,006
	Professional Services (2.7%)
725,250	Verisk Analytics, Inc. (1)		46,314,465
	REIT (4.2%)
887,332	American Tower Corp.		71,767,412
	Semiconductors & Semiconductor Equipment (2.7%)
1,005,075	ARM Holdings PLC (SP ADR) (United Kingdom)		46,303,805
	Software (10.7%)
1,515,948	Salesforce.com, Inc. (1)		91,760,333
100,312	ServiceNow, Inc. (1)		6,362,790
614,800	Splunk, Inc. (1)		47,358,044
434,410	VMware, Inc. (1)		39,157,717
	Total Software		184,638,884
	Specialty Retail (2.6%)
534,550	Tiffany & Co.		44,469,215
	Trading Companies & Distributors (2.0%)
794,177	Fastenal Co.		34,888,196

See accompanying notes to Schedule of Investments.

TCW Select Equities Fund

Schedule of Investments (Unaudited) January 31, 2014

	Total Common Stock (Cost: $1,122,089,044) (97.8%)		1,684,320,098
Principal Amount	Short-Term Investments	Value
	Repurchase Agreement (Cost: $65,483,621) (3.8%)
$65,483,621	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $73,050,000 Federal Home Loan Mortgage Corp, 1.96%, due 11/07/22, valued at $66,794,948) (Total Amount to be Received Upon Repurchase $65,483,621)	$	65,483,621
	Total Short-Term Investments (Cost: $65,483,621) (3.8%)		65,483,621
	Total Investments (Cost: $1,187,572,665) (101.6%)		1,749,803,719
	Liabilities in Excess of Other Assets (-1.6%)		(28,168,928	)
	Net Assets (100.0%)	$	1,721,634,791

Notes to the Schedule of Investments:

REIT	-	Real Estate Investment Trust.
SP ADR	-	Sponsored American Depositary Receipt. Shares of a foreign based corporation held in U.S. banks that are issued with the cooperation of the company whose stock underlies the ADR and entitles the shareholder to all dividends, capital gains and voting rights.
(1)		Non-income producing security.

See accompanying notes to Schedule of Investments.

TCW Select Equities Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Aerospace & Defense		3.8	%
Biotechnology		5.2
Capital Markets		1.9
Chemicals		2.7
Communications Equipment		3.4
Energy Equipment & Services		7.4
Food & Staples Retailing		3.2
Food Products		2.2
Health Care Technology		7.4
Hotels, Restaurants & Leisure		3.7
Insurance		3.6
Internet & Catalog Retail		8.9
Internet Software & Services		11.3
IT Services		4.2
Metals & Mining		1.4
Pharmaceuticals		2.6
Professional Services		2.7
REIT		4.2
Semiconductors & Semiconductor Equipment		2.7
Software		10.7
Specialty Retail		2.6
Trading Companies & Distributors		2.0
Short-Term Investments		3.8
Total		101.6	%

See accompanying notes to Schedule of Investments.

TCW Small Cap Growth Fund

Investments by Industry (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Aerospace & Defense (1.3% of Net Assets)
55,712	HEICO Corp.	$	2,964,993
	Auto Components (1.0%)
43,400	Dorman Products, Inc. (1)		2,263,744
	Beverages (1.3%)
13,700	Boston Beer Co., Inc. (1)		2,853,847
	Biotechnology (7.2%)
38,700	Agios Pharmaceuticals, Inc. (1)		1,023,615
65,340	Cepheid, Inc. (1)		3,453,872
36,400	Foundation Medicine, Inc. (1)		1,089,816
44,900	Hyperion Therapeutics, Inc. (1)		1,260,792
64,500	Intrexon Corp. (1)		2,165,265
65,883	Ironwood Pharmaceuticals, Inc. (1)		913,797
50,300	Karyopharm Therapeutics, Inc. (1)		1,755,973
121,225	Kindred Biosciences, Inc. (1)		1,882,624
40,540	OncoMed Pharmaceuticals, Inc. (1)		1,223,092
36,800	Ophthotech Corp. (1)		1,136,752
4,875	Ultragenyx Pharmaceutical Inc. (1)		205,969
	Total Biotechnology		16,111,567
	Building Products (2.4%)
134,445	Ply Gem Holdings, Inc. (1)		1,782,741
50,200	Trex Co., Inc. (1)		3,530,566
	Total Building Products		5,313,307
	Capital Markets (4.5%)
62,110	Greenhill & Co., Inc.		3,226,614
177,725	Marcus & Millichap, Inc. (1)		2,962,676
276,000	WisdomTree Investments, Inc. (1)		3,897,120
	Total Capital Markets		10,086,410
	Commercial Banks (1.6%)
71,458	Independent Bank Group, Inc.		3,630,066
	Communications Equipment (1.7%)
187,187	Aruba Networks, Inc. (1)		3,689,456

See accompanying notes to Schedule of Investments.

TCW Small Cap Growth Fund

Investments by Industry (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Computers & Peripherals (1.0%)
52,670	Nimble Storage, Inc. (1)	$	2,276,924
	Diversified Consumer Services (1.5%)
53,164	MarketAxess Holdings, Inc.		3,335,509
	Electrical Equipment (1.1%)
36,700	Power Solutions International, Inc. (1)		2,440,917
	Electronic Equipment, Instruments & Components (3.8%)
104,998	Cognex Corp.		4,142,171
83,089	FARO Technologies, Inc. (1)		4,297,363
	Total Electronic Equipment, Instruments & Components		8,439,534
	Energy Equipment & Services (1.5%)
44,299	Forum Energy Technologies, Inc. (1)		1,112,791
27,700	Geospace Technologies Corp. (1)		2,202,704
	Total Energy Equipment & Services		3,315,495
	Food & Staples Retailing (1.2%)
28,637	Pricesmart, Inc.		2,603,103
	Food Products (4.2%)
48,800	Annie’s, Inc. (1)		1,957,856
43,197	Hain Celestial Group, Inc. (The) (1)		3,969,372
242,204	Lifeway Foods, Inc.		3,400,544
	Total Food Products		9,327,772
	Health Care Equipment & Supplies (4.6%)
79,531	DexCom, Inc. (1)		3,217,824
196,104	Endologix, Inc. (1)		3,137,664
66,000	LDR Holding Corp. (1)		1,743,720
108,485	Novadaq Technologies, Inc. (1)		2,222,858
	Total Health Care Equipment & Supplies		10,322,066
	Health Care Providers & Services (4.5%)
88,000	ExamWorks Group, Inc. (1)		2,709,520
102,600	Health Net, Inc. (1)		3,374,514
158,158	HMS Holdings Corp. (1)		3,642,379

See accompanying notes to Schedule of Investments.

TCW Small Cap Growth Fund

Investments by Industry (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Health Care Providers & Services (Continued)
1,923	MWI Veterinary Supply, Inc. (1)	$	358,178
	Total Health Care Providers & Services		10,084,591
	Health Care Technology (1.7%)
26,200	athenahealth, Inc. (1)		3,861,880
	Hotels, Restaurants & Leisure (5.2%)
359,219	Arcos Dorados Holdings, Inc.		3,182,680
95,300	Multimedia Games Holding Co., Inc. (1)		3,026,728
250,900	Orient-Express Hotels, Ltd. (1)		3,552,744
83,994	Potbelly Corp. (1)		1,904,144
	Total Hotels, Restaurants & Leisure		11,666,296
	Household Durables (1.3%)
29,175	Harman International Industries, Inc.		3,017,570
	Insurance (1.0%)
41,300	eHealth, Inc. (1)		2,206,659
	Internet Software & Services (7.1%)
63,140	Cornerstone OnDemand, Inc. (1)		3,602,137
79,100	Envestnet, Inc. (1)		3,381,525
99,200	Gogo, Inc. (1)		2,022,688
52,461	Rocket Fuel, Inc. (1)		3,068,969
39,992	SPS Commerce, Inc. (1)		2,584,283
40,000	Textura Corp. (1)		1,257,600
	Total Internet Software & Services		15,917,202
	IT Services (1.3%)
72,300	EPAM Systems, Inc. (1)		2,957,070
	Leisure Equipment & Products (2.3%)
275,600	Black Diamond, Inc. (1)		2,935,140
125,500	Malibu Boats, Inc. (1)		2,227,625
	Total Leisure Equipment & Products		5,162,765
	Machinery (7.6%)
84,200	Altra Holdings, Inc.		2,640,512
26,969	Chart Industries, Inc. (1)		2,304,231

See accompanying notes to Schedule of Investments.

TCW Small Cap Growth Fund

Investments by Industry (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Machinery (Continued)
36,200	IDEX Corp.	$	2,606,762
110,100	John Bean Technologies Corp.		3,398,787
33,600	Proto Labs, Inc. (1)		2,666,496
51,300	RBC Bearings, Inc. (1)		3,326,292
	Total Machinery		16,943,080
	Media (1.4%)
102,800	Sinclair Broadcast Group, Inc.		3,229,976
	Oil, Gas & Consumable Fuels (1.0%)
35,725	Athlon Energy, Inc. (1)		1,089,613
58,400	RSP Permian, Inc. (1)		1,194,280
	Total Oil, Gas & Consumable Fuels		2,283,893
	Personal Products (0.5%)
151,430	Female Health Co. (The)		1,141,782
	Real Estate Management & Development (1.2%)
88,275	RE/MAX Holdings, Inc. (1)		2,574,099
	Semiconductors & Semiconductor Equipment (1.9%)
99,407	Exar Corp. (1)		1,094,471
81,888	Mellanox Technologies, Ltd. (1)		3,051,966
	Total Semiconductors & Semiconductor Equipment		4,146,437
	Software (10.9%)
71,875	FleetMatics Group PLC (1)		2,875,719
63,500	Imperva, Inc. (1)		3,492,500
36,586	MicroStrategy, Inc. (1)		4,598,860
147,547	Qualys, Inc. (1)		4,275,912
66,748	Splunk, Inc. (1)		5,141,599
24,018	Ultimate Software Group, Inc. (The) (1)		3,920,458
	Total Software		24,305,048
	Specialty Retail (1.5%)
93,227	Five Below, Inc. (1)		3,416,770
	Textiles, Apparel & Luxury Goods (4.2%)
68,600	Fifth & Pacific Cos., Inc. (1)		1,968,820

See accompanying notes to Schedule of Investments.

TCW Small Cap Growth Fund

Investments by Industry (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Textiles, Apparel & Luxury Goods (Continued)
124,722	Steven Madden, Ltd. (1)	$	4,064,690
145,800	Vince Holding Corp. (1)		3,405,888
	Total Textiles, Apparel & Luxury Goods		9,439,398
	Trading Companies & Distributors (3.2%)
36,100	DXP Enterprises, Inc. (1)		3,467,044
122,700	H&E Equipment Services, Inc. (1)		3,715,356
	Total Trading Companies & Distributors		7,182,400
	Total Common Stock (Cost: $159,867,970) (97.7%)		218,511,626
Principal Amount	Short-Term Investments
	Repurchase Agreement (Cost: $4,182,674) (1.9%)
$4,182,674	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $4,670,000 Federal Home Loan Mortgage Corp., 1.96%, due 11/07/22 valued at $4,270,122) (Total Amount to be Received Upon Repurchase $4,182,674)		4,182,674
	Total Short-Term Investments (Cost: $4,182,674) (1.9%)		4,182,674
	Total Investments (Cost: $164,050,644) (99.6%)		222,694,300
	Excess of Other Assets over Liabilities (0.4%)		961,335
	Net Assets (100.0%)	$	223,655,635

Notes to the Schedule of Investments:

(1) Non-income producing security.

See accompanying notes to Schedule of Investments.

TCW Small Cap Growth Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Aerospace & Defense		1.3	%
Auto Components		1.0
Beverages		1.3
Biotechnology		7.2
Building Products		2.4
Capital Markets		4.5
Commercial Banks		1.6
Communications Equipment		1.7
Computers & Peripherals		1.0
Diversified Consumer Services		1.5
Electrical Equipment		1.1
Electronic Equipment, Instruments & Components		3.8
Energy Equipment & Services		1.5
Food & Staples Retailing		1.2
Food Products		4.2
Health Care Equipment & Supplies		4.6
Health Care Providers & Services		4.5
Health Care Technology		1.7
Hotels, Restaurants & Leisure		5.2
Household Durables		1.3
Insurance		1.0
Internet Software & Services		7.1
IT Services		1.3
Leisure Equipment & Products		2.3
Machinery		7.6
Media		1.4
Oil, Gas & Consumable Fuels		1.0
Personal Products		0.5
Real Estate Management & Development		1.2
Semiconductors & Semiconductor Equipment		1.9
Software		10.9
Specialty Retail		1.5
Textiles, Apparel & Luxury Goods		4.2
Trading Companies & Distributors		3.2
Short-Term Investments		1.9
Total		99.6	%

See accompanying notes to Schedule of Investments.

TCW SMID Cap Growth Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Aerospace & Defense (3.4% of Net Assets)
14,350	BE Aerospace, Inc. (1)	$	1,140,395
15,287	HEICO Corp.		813,574
	Total Aerospace & Defense		1,953,969
	Beverages (1.2%)
3,400	Boston Beer Co., Inc. (1)		708,254
	Biotechnology (6.0%)
24,665	Cepheid, Inc. (1)		1,303,792
11,250	Foundation Medicine, Inc. (1)		336,825
1,250	Intercept Pharmaceuticals, Inc. (1)		376,100
53,011	Ironwood Pharmaceuticals, Inc. (1)		735,263
14,150	Karyopharm Therapeutics, Inc. (1)		493,976
6,450	Theravance, Inc. (1)		237,489
	Total Biotechnology		3,483,445
	Capital Markets (2.7%)
21,862	Stifel Financial Corp. (1)		987,069
39,500	WisdomTree Investments, Inc. (1)		557,740
	Total Capital Markets		1,544,809
	Commercial Banks (1.6%)
8,170	SVB Financial Group (1)		916,919
	Communications Equipment (1.5%)
43,740	Aruba Networks, Inc. (1)		862,115
	Diversified Consumer Services (1.6%)
14,500	MarketAxess Holdings, Inc.		909,730
	Electronic Equipment, Instruments & Components (5.3%)
25,590	Cognex Corp.		1,009,525
10,150	FARO Technologies, Inc. (1)		524,958
9,700	FEI Co.		909,084
9,740	IPG Photonics Corp. (1)		651,314
	Total Electronic Equipment, Instruments & Components		3,094,881
	Energy Equipment & Services (4.7%)
3,303	Core Laboratories N.V. (Netherlands)		590,973
7,650	Dril-Quip, Inc. (1)		769,284

See accompanying notes to Schedule of Investments.

TCW SMID Cap Growth Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Energy Equipment & Services (Continued)
11,300	Forum Energy Technologies, Inc. (1)	$	283,856
19,460	Frank’s International N.V. (Netherlands)		456,142
9,545	Oceaneering International, Inc.		650,492
	Total Energy Equipment & Services		2,750,747
	Food & Staples Retailing (3.2%)
10,435	Pricesmart, Inc.		948,541
13,105	United Natural Foods, Inc. (1)		885,505
	Total Food & Staples Retailing		1,834,046
	Food Products (2.1%)
13,550	Hain Celestial Group, Inc. (The) (1)		1,245,109
	Health Care Equipment & Supplies (2.8%)
47,041	Endologix, Inc. (1)		752,656
2,150	Intuitive Surgical, Inc. (1)		876,297
	Total Health Care Equipment & Supplies		1,628,953
	Health Care Providers & Services (3.9%)
24,600	Health Net, Inc. (1)		809,094
34,732	HMS Holdings Corp. (1)		799,878
493	MWI Veterinary Supply, Inc. (1)		91,826
16,065	Premier, Inc. (1)		557,295
	Total Health Care Providers & Services		2,258,093
	Health Care Technology (2.1%)
8,200	athenahealth, Inc. (1)		1,208,680
	Hotels, Restaurants & Leisure (4.4%)
38,950	ARAMARK Holdings Corp. (1)		962,455
83,197	Arcos Dorados Holdings, Inc.		737,125
11,400	Starwood Hotels & Resorts Worldwide, Inc.		851,694
	Total Hotels, Restaurants & Leisure		2,551,274
	Household Durables (2.0%)
11,251	Harman International Industries, Inc.		1,163,691
	Internet Software & Services (1.7%)
18,200	Envestnet, Inc. (1)		778,050

See accompanying notes to Schedule of Investments.

TCW SMID Cap Growth Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Internet Software & Services (Continued)
3,808	Rocket Fuel, Inc. (1)	$	222,768
	Total Internet Software & Services		1,000,818
	Leisure Equipment & Products (1.4%)
6,550	Polaris Industries, Inc.		820,060
	Life Sciences Tools & Services (1.0%)
3,850	Illumina, Inc. (1)		585,200
	Machinery (9.8%)
7,542	Chart Industries, Inc. (1)		644,388
10,550	Graco, Inc.		733,120
3,600	Middleby Corp. (The) (1)		887,688
11,900	Proto Labs, Inc. (1)		944,384
9,600	WABCO Holdings, Inc. (1)		827,712
12,650	Wabtec Corp.		933,696
17,450	Woodward, Inc.		747,733
	Total Machinery		5,718,721
	Media (1.4%)
12,600	AMC Networks, Inc. (1)		811,944
	Metals & Mining (2.0%)
36,175	Allegheny Technologies, Inc.		1,137,342
	Oil, Gas & Consumable Fuels (0.5%)
14,600	RSP Permian, Inc. (1)		298,570
	Road & Rail (1.3%)
7,405	Kansas City Southern		781,894
	Semiconductors & Semiconductor Equipment (1.6%)
2,736	Mellanox Technologies, Ltd. (1)		101,971
52,350	NVIDIA Corp.		821,895
	Total Semiconductors & Semiconductor Equipment		923,866
	Software (18.0%)
14,690	ANSYS, Inc. (1)		1,153,606
16,100	FireEye, Inc. (1)		1,175,139
11,866	MicroStrategy, Inc. (1)		1,491,556

See accompanying notes to Schedule of Investments.

TCW SMID Cap Growth Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Software (Continued)
5,300	NetSuite, Inc. (1)	$	557,454
17,850	ServiceNow, Inc. (1)		1,132,225
23,165	Splunk, Inc. (1)		1,784,400
10,050	Tyler Technologies, Inc. (1)		1,059,773
3,591	Ultimate Software Group, Inc. (The) (1)		586,159
16,520	Workday, Inc. (1)		1,479,201
	Total Software		10,419,513
	Specialty Retail (1.6%)
24,850	DSW, Inc.		935,602
	Textiles, Apparel & Luxury Goods (6.1%)
23,750	Fifth & Pacific Cos., Inc. (1)		681,625
18,480	Under Armour, Inc. (1)		1,997,873
36,727	Vince Holding Corp. (1)		857,943
	Total Textiles, Apparel & Luxury Goods		3,537,441
	Trading Companies & Distributors (1.5%)
10,100	MSC Industrial Direct Co., Inc.		848,602
	Total Common Stock (Cost: $41,919,016) (96.4%)		55,934,288
Principal Amount	Short-Term Investments
	Repurchase Agreement (Cost: $1,162,635) (2.0%)
$1,162,635	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $1,300,000 Federal Home Loan Mortgage Corp., 1.96%, due 11/07/22 valued at $1,188,685) (Total Amount to be Received Upon Repurchase $1,162,635)		1,162,635
	Total Investments (Cost: $43,081,651) (98.4%)		57,096,923
	Excess of Other Assets over Liabilities (1.6%)		901,021
	Net Assets (100.0%)	$	57,997,944

Notes to the Schedule of Investments:

(1) Non-income producing security.

See accompanying notes to Schedule of Investments.

TCW SMID Cap Growth Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Aerospace & Defense		3.4	%
Beverages		1.2
Biotechnology		6.0
Capital Markets		2.7
Commercial Banks		1.6
Communications Equipment		1.5
Diversified Consumer Services		1.6
Electronic Equipment, Instruments & Components		5.3
Energy Equipment & Services		4.7
Food & Staples Retailing		3.2
Food Products		2.1
Health Care Equipment & Supplies		2.8
Health Care Providers & Services		3.9
Health Care Technology		2.1
Hotels, Restaurants & Leisure		4.4
Household Durables		2.0
Internet Software & Services		1.7
Leisure Equipment & Products		1.4
Life Sciences Tools & Services		1.0
Machinery		9.8
Media		1.4
Metals & Mining		2.0
Oil, Gas & Consumable Fuels		0.5
Road & Rail		1.3
Semiconductors & Semiconductor Equipment		1.6
Software		18.0
Specialty Retail		1.6
Textiles, Apparel & Luxury Goods		6.1
Trading Companies & Distributors		1.5
Short-Term Investments		2.0
Total		98.4	%

See accompanying notes to Schedule of Investments.

TCW Value Opportunities Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Aerospace & Defense (2.2% of Net Assets)
85,345	Textron, Inc.	$	3,029,748
	Air Freight & Logistics (0.5%)
44,600	UTi Worldwide, Inc.		698,436
	Airlines (1.5%)
60,000	American Airlines Group, Inc. (1)		2,013,000
	Auto Components (3.3%)
164,715	Dana Holding Corp. (1)		3,116,408
25,315	Tenneco, Inc. (1)		1,438,904
	Total Auto Components		4,555,312
	Capital Markets (2.2%)
89,288	Invesco, Ltd.		2,968,826
	Chemicals (2.3%)
24,238	Celanese Corp.— Series A		1,227,412
20,804	Cytec Industries, Inc.		1,871,736
	Total Chemicals		3,099,148
	Commercial Banks (6.5%)
35,666	Comerica, Inc.		1,633,503
239,593	KeyCorp		3,057,206
100,065	Popular, Inc. (1)		2,641,716
486,508	Synovus Financial Corp.		1,629,802
	Total Commercial Banks		8,962,227
	Communications Equipment (2.1%)
227,400	Brocade Communications Systems, Inc. (1)		2,123,916
63,760	Polycom, Inc. (1)		760,657
	Total Communications Equipment		2,884,573
	Computers & Peripherals (6.4%)
69,155	Seagate Technology PLC (Netherlands)		3,655,533
60,391	Western Digital Corp.		5,203,893
	Total Computers & Peripherals		8,859,426
	Construction & Engineering (1.8%)
41,633	Jacobs Engineering Group, Inc. (1)		2,527,539

See accompanying notes to Schedule of Investments.

TCW Value Opportunities Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Construction Materials (1.2%)
27,599	Vulcan Materials Co.	$	1,703,686
	Consumer Finance (1.4%)
83,780	SLM Corp.		1,906,833
	Containers & Packaging (2.0%)
87,585	Sealed Air Corp.		2,731,776
	Diversified Telecommunication Services (0.6%)
112,474	Windstream Holdings, Inc.		841,306
	Electric Utilities (0.9%)
45,394	Hawaiian Electric Industries, Inc.		1,181,152
	Energy Equipment & Services (3.7%)
17,120	Atwood Oceanics, Inc. (1)		811,488
21,474	Ensco PLC (United Kingdom)		1,081,645
114,262	Nabors Industries, Ltd.		1,951,595
114,250	Newpark Resources, Inc. (1)		1,297,880
	Total Energy Equipment & Services		5,142,608
	Food Products (2.7%)
53,700	Campbell Soup Co.		2,212,977
42,600	Hillshire Brands Co.		1,517,412
	Total Food Products		3,730,389
	Health Care Equipment & Supplies (2.4%)
48,800	Alere, Inc. (1)		1,849,520
70,142	Hologic, Inc. (1)		1,498,233
	Total Health Care Equipment & Supplies		3,347,753
	Health Care Providers & Services (3.0%)
35,586	Cigna Corp.		3,071,428
20,875	Quest Diagnostics, Inc		1,095,937
	Total Health Care Providers & Services		4,167,365
	Hotels, Restaurants & Leisure (2.9%)
67,536	International Speedway Corp.		2,267,183
35,319	Marriott International, Inc.		1,741,227
	Total Hotels, Restaurants & Leisure		4,008,410

See accompanying notes to Schedule of Investments.

TCW Value Opportunities Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Household Durables (6.9%)
38,775	Beazer Homes USA, Inc. (1)	$	872,825
17,590	Harman International Industries, Inc.		1,819,334
88,660	KB Home		1,714,685
49,120	Lennar Corp.		1,972,659
85,715	Toll Brothers, Inc. (1)		3,150,026
	Total Household Durables		9,529,529
	Independent Power Producers & Energy Traders (1.3%)
127,100	AES Corporation (The) (1)		1,787,026
	Insurance (5.6%)
39,286	Arch Capital Group, Ltd. (1)		2,113,980
48,605	Assured Guaranty, Ltd.		1,027,996
124,460	Genworth Financial, Inc. (1)		1,835,785
15,468	PartnerRe, Ltd.		1,518,493
16,445	Reinsurance Group of America, Inc.		1,227,948
	Total Insurance		7,724,202
	Internet & Catalog Retail (1.0%)
21,526	Expedia, Inc.		1,398,760
	Machinery (7.6%)
26,809	Dover Corp.		2,320,587
54,500	Kennametal, Inc.		2,362,030
28,420	SPX Corp.		2,829,779
72,098	Terex Corp.		2,956,018
	Total Machinery		10,468,414
	Metals & Mining (4.1%)
49,071	Allegheny Technologies, Inc.		1,542,792
127,507	Commercial Metals Co.		2,430,283
40,840	Worthington Industries, Inc.		1,655,654
	Total Metals & Mining		5,628,729
	Multi-Utilities (0.9%)
42,900	Avista Corp.		1,236,807
	Multiline Retail (0.6%)
139,940	J.C. Penney Co., Inc. (1)		828,445

See accompanying notes to Schedule of Investments.

TCW Value Opportunities Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Oil, Gas & Consumable Fuels (2.3%)
96,494	Denbury Resources, Inc. (1)	$	1,550,658
28,798	Murphy Oil Corp.		1,630,255
	Total Oil, Gas & Consumable Fuels		3,180,913
	Personal Products (0.4%)
38,400	Avon Products, Inc.		571,776
	Pharmaceuticals (1.5%)
45,170	Mylan, Inc. (1)		2,051,170
	Real Estate Management & Development (1.4%)
16,175	Jones Lang LaSalle, Inc.		1,848,156
	REIT (3.3%)
27,735	DiamondRock Hospitality Co.		321,172
36,590	Geo Group, Inc. (The)		1,225,033
15,275	Health Care REIT, Inc.		884,728
77,345	Kimco Realty Corp.		1,617,284
14,500	Liberty Property Trust		527,800
	Total REIT		4,576,017
	Semiconductors & Semiconductor Equipment (5.8%)
50,482	Broadcom Corp.		1,502,344
80,100	Freescale Semiconductor, Ltd. (1)		1,452,213
32,610	Lam Research Corp. (1)		1,650,392
60,846	Maxim Integrated Products, Inc.		1,841,200
79,300	Teradyne, Inc. (1)		1,491,633
	Total Semiconductors & Semiconductor Equipment		7,937,782
	Software (0.5%)
37,700	Activision Blizzard, Inc.		645,801
	Specialty Retail (4.1%)
124,375	Aeropostale, Inc. (1)		876,844
29,795	ANN, Inc. (1)		963,570
17,435	Asbury Automotive Group, Inc. (1)		819,794
17,710	Children’s Place Retail Stores, Inc. (The) (1)		932,786
52,800	Gap, Inc. (The)		2,010,624
	Total Specialty Retail		5,603,618

See accompanying notes to Schedule of Investments.

TCW Value Opportunities Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares	Common Stock	Value
	Thrifts & Mortgage Finance (2.3%)
59,367	EverBank Financial Corp.	$	1,057,326
246,225	First Niagara Financial Group, Inc.		2,127,384
	Total Thrifts & Mortgage Finance		3,184,710
	Total Common Stock (Cost: $100,042,255) (99.2%)		136,561,368
Principal Amount	Short-Term Investments
	Repurchase Agreement (Cost: $1,048,830) (0.8%)
$1,048,830	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $1,170,000 Federal Home Loan Mortgage Corp., 1.96%, due 11/07/22, valued at $1,069,816) (Total Amount to be Received Upon Repurchase $1,048,830)		1,048,830
	Total Investments (Cost: $101,091,085) (100.0%)		137,610,198
	Liabilities in Excess of Other Assets ((0.0)%)		(4,047	)
	Net Assets (100.0%)	$	137,606,151

Notes to the Schedule of Investments:
REIT	-	Real Estate Investment Trust.
(1)		Non-income producing security.

See accompanying notes to Schedule of Investments.

TCW Value Opportunities Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Aerospace & Defense		2.2	%
Air Freight & Logistics		0.5
Airlines		1.5
Auto Components		3.3
Capital Markets		2.2
Chemicals		2.3
Commercial Banks		6.5
Communications Equipment		2.1
Computers & Peripherals		6.4
Construction & Engineering		1.8
Construction Materials		1.2
Consumer Finance		1.4
Containers & Packaging		2.0
Diversified Telecommunication Services		0.6
Electric Utilities		0.9
Energy Equipment & Services		3.7
Food Products		2.7
Health Care Equipment & Supplies		2.4
Health Care Providers & Services		3.0
Hotels, Restaurants & Leisure		2.9
Household Durables		6.9
Independent Power Producers & Energy Traders		1.3
Insurance		5.6
Internet & Catalog Retail		1.0
Machinery		7.6
Metals & Mining		4.1
Multi-Utilities		0.9
Multiline Retail		0.6
Oil, Gas & Consumable Fuels		2.3
Personal Products		0.4
Pharmaceuticals		1.5
Real Estate Management & Development		1.4
REIT		3.3
Semiconductors & Semiconductor Equipment		5.8
Software		0.5
Specialty Retail		4.1
Thrifts & Mortgage Finance		2.3
Short-Term Investments		0.8
Total		100.0	%

See accompanying notes to Schedule of Investments.

Note 1 – Security Valuations

Securities listed or traded on the New York and other stock exchanges are valued at the latest sale price on that exchange. Securities traded on the NASDAQ stock market are valued using official closing prices as reported by NASDAQ. All other securities for which over-the-counter (“OTC”) market quotations are readily available are valued with prices furnished by independent pricing services or by broker dealers. Exchange traded options are valued at the last sale price, or if no sales are reported, the last bid price for purchased options and the last ask price for written options, swaps and futures. Over-the counter options are valued using dealer quotations. Open-end mutual funds held in the TCW Conservative Allocation Fund are valued based on the net asset value per share of the mutual fund.

The TCW Funds, Inc. (the “Company”) has adopted, after the approval by the Company’s Board of Directors, 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 a foreign exchange that has been closed for a period of time due to time zone difference. 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 is utilized each trading day and not dependent on certain thresholds or triggers.

The value of short-term debt securities held in the Funds with remaining maturities of 60 days or less at the time of purchase is determined by using the amortized cost method applied to each individual security which approximates market value. Other short-term debt securities are valued on marked-to-market basis until such time as they reach a remaining maturity of 60 days, whereupon they are valued at amortized value using their value on the 61st day prior to maturity.

Securities for which market quotations are not readily available, including circumstances under which the prices received are not reflective of a security’s market value, are valued at their fair value as determined in good faith under procedures established by and under the general supervision of the Company’s Board of Directors.

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 the accounting principles generally accepted in the United States of America (“GAAP”), the Funds disclose investments in a three-tier hierarchy. This hierarchy is utilized to establish classification of fair value measurements for disclosure purposes. Inputs 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 assumptions 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 in 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 in its entirety.

Fair Value Measurements: A description of the valuation techniques applied to the Funds’ major categories of assets and liabilities measured at fair value on a recurring basis 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 in Level 2 of the fair value hierarchy; in instances where key inputs are unobservable, they are categorized in Level 3 of the hierarchy.

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 in Level 1 of the fair value hierarchy. Restricted securities issued by publicly held companies are generally categorized in Level 2 of the fair value hierarchy; if a discount is applied and significant, they are categorized in Level 3. Restricted securities held in non-public entities are included in Level 3 of the fair value hierarchy because they trade infrequently, and therefore, the inputs are unobservable. Certain foreign securities which 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 in Level 2 of the fair value hierarchy.

Exchange-traded funds. Exchange-traded funds are generally valued based on quoted prices from the applicable exchange. They are categorized in Level 1 of the fair value hierarchy.

Mutual Funds. Mutual funds are valued based upon the net asset value as reported by the fund companies. As such, they are categorized in Level 1.

Options contracts. Exchange listed option contracts traded on securities exchanges are fair valued using quoted prices from the applicable exchange; as such, they are categorized in Level 1. Option contracts traded over-the-counter (OTC) are fair valued based on pricing models and incorporate various inputs such as interest rate, 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 in Level 2; otherwise, the fair values would be categorized in Level 3.

Restricted securities. Restricted securities, including illiquid Rule 144A securities, held in non-public entities are included in 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 in 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 maturing within 60 days are valued using amortized cost, which is used if it approximates market value, and are reflected in Level 2.

Warrants. Warrants are generally valued based on quoted prices from the applicable exchange. They are categorized in Level 1 of the fair value hierarchy.

As of January 31, 2014, the Funds with the exception of the TCW Emerging Markets Multi-Asset Opportunities Fund, the TCW International Growth Fund and the TCW International Small Cap Fund, categorized their investments at Level 1, with the corresponding industries as represented in the Schedule of Investments, and all short-term investments at Level 2.

The following is a summary of the inputs used as of January 31, 2014 in valuing the TCW Emerging Markets Multi-Asset Opportunities Fund, the TCW International Growth Fund and the TCW International Small Cap Fund investments:

TCW Emerging Markets Multi-Asset Opportunities Fund

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Banks	$	—	$	2,754,001	$	—	$	2,754,001
Beverages		—		158,000		—		158,000
Building Materials		—		724,500		—		724,500
Diversified Financial Services		—		441,874		—		441,874
Electric		—		820,228		—		820,228
Engineering & Construction		—		201,351		—		201,351
Foreign Government Bonds		—		2,977,801		—		2,977,801
Government Regional/Local		—		184,000		—		184,000
Investment Companies		—		261,240		—		261,240
Iron & Steel		—		181,000		—		181,000
Media		—		213,750		—		213,750
Mining		—		200,875		—		200,875
Oil & Gas		—		2,191,226		—		2,191,226
Transportation		—		201,050		—		201,050
Total Fixed Income Securities		—		11,510,896		—		11,510,896
Common Stock
Airlines		346,355		287,068		—		633,423
Apparel		—		410,007		—		410,007
Auto Parts & Equipment		—		664,382		—		664,382
Banks		435,443		2,387,443		—		2,822,886
Beverages		222,893		—		—		222,893
Building Materials		524,488		—		—		524,488
Commercial Services		141,859		—		—		141,859
Computers		322,259		177,339		—		499,598
Diversified Financial Services		57,414		1,151,501		—		1,208,915
Electrical Components & Equipment		—		174,610		—		174,610
Energy-Alternate Sources		—		970,267		—		970,267
Environmental Control		—		196,541		—		196,541
Food		—		685,301		—		685,301
Food Service		—		309,341		—		309,341
Healthcare-Products		—		520,031		—		520,031
Home Furnishings		—		366,890		—		366,890
Household Products/Wares		—		694,979		—		694,979
Insurance		—		965,704		—		965,704
Internet		1,767,062		1,287,028		—		3,054,090
Lodging		610,956		1,579,906		—		2,190,862
Machinery-Diversified		372,152		—		—		372,152
Media		—		969,887		—		969,887
Miscellaneous Manufacturers		—		1,032,099		—		1,032,099
Oil & Gas		330,853		348,679		—		679,532
Oil & Gas Services		368,836		729,189		—		1,098,025
Pharmaceuticals		157,919		2,108,563		—		2,266,482
Real Estate		—		301,991		—		301,991
Retail		—		257,695		—		257,695
Semiconductors		—		743,786		—		743,786
Shipbuilding		—		365,766		—		365,766

Telecommunications		324,988		861,253			—		1,186,241
Total Common Stock		5,983,477		20,547,246			—		26,530,723
Short Term Investments*		—		616,048			—		616,048
Total Investments		5,983,477		32,674,190			—		38,657,667
Asset Derivatives
Forward Currency Contracts
Forward Currency Risk		—		123,084			—		123,084
Total	$	5,983,477	$	32,797,274		$	—	$	38,780,751
Liability Derivatives
Forward Currency Contracts
Forward Currency Risk	$	—	$	(51,867	)	$	—	$	(51,867	)
Total	$	—	$	(51,867	)	$	—	$	(51,867	)

* See Schedule of Investments for corresponding industries.

TCW International Growth Fund

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Air Freight & Logistics	$	69,815	$	16,438	$	—	$	86,253
Auto Components		—		25,920		—		25,920
Capital Markets		—		142,734		—		142,734
Commercial Banks		21,250		103,594		—		124,844
Commercial Services & Supplies		—		30,868		—		30,868
Consumer Finance		—		15,168		—		15,168
Diversified Financial Services		—		48,366		—		48,366
Electric Utilities		—		30,573		—		30,573
Electrical Equipment		—		23,168		—		23,168
Energy Equipment & Services		—		31,677		—		31,677
Gas Utilities		—		54,604		—		54,604
Hotels, Restaurants & Leisure		—		55,912		—		55,912
Industrial Conglomerates		—		31,456		—		31,456
Insurance		—		50,449		—		50,449
Internet & Catalog Retail		—		80,392		—		80,392
Internet Software & Services		140,395		243,750		—		384,145
IT Services		52,671		136,648		—		189,319
Life Sciences Tools & Services		—		26,229		—		26,229
Media		—		72,835		—		72,835
Metals & Mining		300,151		117,397		—		417,548
Multiline Retail		—		24,518		—		24,518
Oil, Gas & Consumable Fuels		—		63,033		—		63,033
Paper & Forest Products		30,809		—		—		30,809
Pharmaceuticals		19,740		24,719		—		44,459
Semiconductors & Semiconductor Equipment		—		60,441		—		60,441
Software		—		90,224		—		90,224
Specialty Retail		—		70,728		—		70,728
Textiles, Apparel & Luxury Goods		—		56,170		—		56,170
Transportation Infrastructure		24,518		—		—		24,518
Wireless Telecommunication Services		—		43,438		—		43,438
Total Common Stock		659,349		1,771,449		—		2,430,798
Warrants
Commercial Banks		24,357		—		—		24,357
Industrial Conglomerates		900		—		—		900
Total Warrants		25,257		—		—		25,257
Purchased Options - Foreign Currency Risk		—		32,147		—		32,147
Total Investments	$	684,606	$	1,803,596	$	—	$	2,488,202

TCW International Small Cap Fund

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Automobiles	$	496,050	$	—	$	—	$	496,050
Building Products		491,581		—		—		491,581
Capital Markets		—		392,900		—		392,900
Chemicals		—		406,576		—		406,576
Commercial Banks		—		503,121		—		503,121
Diversified Financial Services		1,013,200		795,133		—		1,808,333
Electrical Equipment		127,497		540,944		—		668,441
Energy Equipment & Services		—		1,157,223		—		1,157,223
Health Care Equipment & Supplies		525,719		—		—		525,719
Independent Power Producers & Energy Traders		—		618,270		—		618,270
Industrial Conglomerates		—		524,292		—		524,292
Insurance		—		453,187		—		453,187
Internet & Catalog Retail		—		953,330		—		953,330
Internet Software & Services		739,733		2,837,571		—		3,577,304
IT Services		987,572		1,728,672		—		2,716,244
Life Sciences Tools & Services		—		349,725		—		349,725
Machinery		—		640,285		—		640,285
Media		—		1,013,208		—		1,013,208
Metals & Mining		3,532,205		492,586		—		4,024,791
Oil, Gas & Consumable Fuels		1,568,811		1,467,398		—		3,036,209
Professional Services		—		588,686		—		588,686
Real Estate Management & Development		—		354,522		—		354,522
Semiconductors & Semiconductor Equipment		381,046		488,489		—		869,535
Software		350,419		2,838,384		—		3,188,803
Specialty Retail		—		311,992		—		311,992
Total Common Stock		10,213,833		19,456,494		—		29,670,327
Warrants
Industrial Conglomerates		15,002		—		—		15,002
Total Warrants		15,002		—		—		15,002
Purchased Options - Foreign Currency Risk		—		482,740		—		482,740
Total Investments	$	10,228,835	$	19,939,234	$	—	$	30,168,069

The TCW Emerging Markets Multi-Asset Opportunities Fund had one transfer of $212,595 out of Level 1 and into Level 2 of the fair value hierarchy during the period ended January 31, 2014, due to a fair valuation of a foreign security as described previously. The TCW Emerging Markets Multi-Asset Opportunities Fund had one transfer of $238,689 out of Level 2 and into Level 1 of the fair value hierarchy since the security was valued using a market close price as reported by the exchange. The TCW International Small Cap Fund had two transfers of $978,063 out of Level 1 and into Level 2 of the fair value hierarchy during the period ended January 31, 2014, due to a fair valuation of a foreign security as described previously. The TCW International Small Cap Fund had one transfer of $424,495 out of Level 2 and into Level 1 of the fair value hierarchy since the security was valued using a market close price as reported by the exchange. None of the other funds had any transfers in and out of Level 1 and Level 2 of the fair value hierarchy during the period ended January 31, 2014.

The Funds held no investments or other financial instruments at January 31, 2014 whose fair value was calculated using Level 3 inputs.

Derivative Instruments: Derivatives are financial instruments whose values are 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. It is possible that a derivative transaction will result in a loss greater than the principal amount invested. A Fund may not be able to close out a derivative transaction at a favorable time or price.

For the period ended, January 31, 2014, the TCW Emerging Markets Multi-Asset Opportunities Fund the TCW International Growth Fund and the TCW International Small Cap Fund had the following derivatives and transactions in derivatives, grouped in the following risk categories (dollar amounts in thousands except notional amounts):

	Foreign Currency Risk
TCW Emerging Markets Multi-Asset Opportunities Fund
Asset Derivatives
Forward Currency Contracts		123
Total Value	$	123
Liability Derivatives
Forward Currency Contracts		(52	)
Total Value	$	(52	)
Notional Amounts or Shares/Units†
Forward Currency Contracts	$	2,613,572
TCW International Growth Fund
Asset Derivatives
Investments, at Value (1)		32
Total Value	$	32
Notional Amounts or Shares/Units†
Purchased Options		5,000
TCW International Small Cap Fund
Asset Derivatives
Investments, at Value (1)		483
Total Value	$	483
Notional Amounts or Shares/Units†
Purchased Options		100,000

(1) Represents purchased options, at value.

† Amount represents the number of contracts outstanding at the end of the period.

Forward Foreign Currency Contracts: A Fund, with the exception of the TCW Conservative Allocation Fund, may 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 Fund as an unrealized gain or loss in the Statement of Assets and Liabilities. When the contract is closed or delivery is taken, 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. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of the foreign currency relative to the U.S. dollar. The TCW Emerging Markets Multi-Asset Opportunities Fund had forward foreign currency contracts outstanding as of January 31, 2014.

Options: A Fund, with the exception of the TCW Conservative Allocation Fund, may purchase and sell put and call options on an index of securities to enhance investment performance and to protect against changes in market prices. A Fund may also enter into currency options to hedge against 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 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 the 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 the Fund might have realized had it bought the underlying security at the time it purchased the call option.

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. This contrasts with an investment by a Fund in the underlying security, since the Fund will not realize a loss if the security’s price does not change. 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 or OTC. 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 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. The TCW International Growth Fund and the TCW International Small Cap Fund purchase Japanese Yen Put Options to hedge against Yen fluctuation as well as to protect the Funds against other currencies fluctuations affected by the movement in Yen currency. Option contracts purchased by the Funds and outstanding at the end of the period are listed in the Funds’ Schedule of Investments.

When-Issued, Delayed-Delivery and Forward Commitment Transactions: A Fund, 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 in order to adjust the interest rate exposure of the 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 a 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 the 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 a 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 a Fund does not maintain liquid assets equal to the face amount of the contract. To guard against the deemed leverage, a Fund segregates cash or securities in the amount or value at least equal to the amount of these transactions.

Repurchase Agreements: The Funds may enter into Repurchase Agreements, under the terms of a Master Repurchase Agreements (“MRA”). 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 a 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 to be received by the Fund upon the maturity of the repurchase transaction. 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. Repurchase agreements outstanding at the end of the period are listed in each Fund’s Schedule of Investments.

Note 2 – Federal Income Taxes

At January 31, 2014, net unrealized appreciation (depreciation) on investments for federal income tax purposes was as follows (amounts in thousands):

	Unrealized Appreciation		Unrealized (Depreciation)			Net Unrealized Appreciation (Depreciation)		Cost of Investments for Federal Income Tax Purposes
TCW Concentrated Value Fund	$	1,847	$	(98	)	$	1,749	$	6,816
TCW Conservative Allocation Fund		2,824		(398	)		2,426		29,995
TCW Dividend Focused Fund		258,594		(24,373	)		234,221		865,803
TCW Emerging Markets Multi-Asset Opportunities Fund		1,978		(864	)		1,114		37,544
TCW Growth Fund		637		(33	)		604		1,985
TCW Growth Equities Fund		8,341		(531	)		7,810		20,036
TCW International Growth Fund		333		(51	)		282		2,206
TCW International Small Cap Fund		4,442		(1,990	)		2,452		27,716
TCW Relative Value Large Cap Fund		203,312		(618	)		202,694		449,120
TCW Select Equities Fund		573,894		(13,471	)		560,423		1,189,381
TCW Small Cap Growth Fund		63,616		(6,571	)		57,045		165,649
TCW SMID Cap Growth Fund		14,755		(1,175	)		13,580		43,517
TCW Value Opportunities Fund		38,751		(3,736	)		35,015		102,595

Note 3 – Transactions with Affiliates

The summary of the TCW Conservative Allocation Fund’s transactions in the affiliated funds for the period November 1, 2013 through January 31, 2014 is as follows:

Name of Affiliated Fund	Number of Shares Held Beginning of Period		Gross Additions		Gross Reductions			Number of Shares Held End of Period		Value at End of Period (In Thousands)
Metropolitan West Low Duration Bond Fund — I Class		905,210		174,327		(27,340	)		1,052,197	$	9,270
TCW Growth Equities Fund — I Class		44,786		35,118		(2,020	)		77,884		986
TCW Relative Value Large Cap Fund — I Class		210,006		42,947		(6,378	)		246,575		4,858
TCW Select Equities Fund — I Class		247,808		56,079		(7,658	)		296,229		7,293
TCW Total Return Bond Fund — I Class		631,818		128,150		(19,263	)		740,705		7,511
TCW Value Opportunities Fund — I Class		33,004		10,216		(1,088	)		42,132		1,045
Total										$	30,963

Note 4 – Restricted Securities

The Funds are permitted to invest in securities that have legal or contractual restrictions on resale. 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 at January 31, 2014.

Note 5 – Recently Issued Accounting Pronouncements

On June 7, 2013, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update No. 2013- 08, Financial Services — Investment Companies (Topic 946): Amendments to the Scope, Measurement, and Disclosure Requirements (“ASU 2013-08”). ASU No. 2013-08 sets forth a new approach for determining whether a public or private entity is an investment company and sets certain measurement and disclosure requirements for an investment company. ASU No. 2013-08 is effective in annual reporting periods beginning on or after December 15, 2013, and for interim periods within those annual reporting periods. Management is currently evaluating the implications of these changes and their impact on the financial statements.

Note 6 – Subsequent Events

Effective March 1, 2014, the name of the TCW Dividend Focused Fund was changed to the TCW Relative Value Dividend Appreciation Fund. There is no change in the investment objective.

TCW Core Fixed Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Corporate Bonds (23.2% of Net Assets)
		Airlines (0.7%)
$	401,843	Continental Airlines, Inc. Pass-Through Certificates, (00-1-A1), 8.048%, due 05/01/22 (EETC)	$	461,115
	73,367	Continental Airlines, Inc. Pass-Through Certificates, (00-2-A1), 7.707%, due 10/02/22 (EETC)		83,409
	826,077	Continental Airlines, Inc. Pass-Through Certificates, (09-2-A1), 7.25%, due 05/10/21 (EETC)		952,570
	1,069,468	Continental Airlines, Inc. Pass-Through Certificates, (09-2-A1), 9%, due 01/08/18 (EETC)		1,228,552
	957,759	Continental Airlines, Inc. Pass-Through Certificates, (99-1-A), 6.545%, due 08/02/20 (EETC)		1,049,644
	556,308	Northwest Airlines LLC Pass-Through Certificates, (01-1-A1), 7.041%, due 10/01/23 (EETC)		634,191
	628,953	US Airways Group, Inc. Pass-Through Certificates, (10-1A), 6.25%, due 10/22/24 (EETC)		704,427
	2,449,185	US Airways Group, Inc. Pass-Through Certificates, (12-1A), 5.9%, due 04/01/26 (EETC)		2,729,310
	996,568	US Airways Group, Inc. Pass-Through Certificates, (12-2-A), 4.625%, due 12/03/26 (EETC)		1,035,808
		Total Airlines		8,879,026
		Auto Manufacturers (0.1%)
	1,350,000	Daimler Finance North America LLC (Germany), (144A), 1.875%, due 09/15/14 (1)		1,360,587
		Banks (6.3%)
	2,306,000	Abbey National Treasury Services PLC (United Kingdom), (144A), 3.875%, due 11/10/14 (1)		2,364,478
	1,100,000	Bank of America Corp., 5.65%, due 05/01/18		1,252,808
	165,000	Bank of America Corp., 7.375%, due 05/15/14		168,125
	2,550,000	Bank of America N.A., 0.523%, due 06/15/16 (2)		2,532,026
	1,000,000	Bank of America N.A., 0.543%, due 06/15/17 (2)		979,800
	1,250,000	Bank of America N.A., 5.3%, due 03/15/17		1,385,565
	2,300,000	Bank of America N.A., 6.1%, due 06/15/17		2,622,849
	2,500,000	Bank of New York Mellon Corp. (The), 1.7%, due 11/24/14		2,525,461
	250,000	Barclays Bank PLC (United Kingdom), 5%, due 09/22/16		275,487
	1,000,000	Chase Capital VI, 0.863%, due 08/01/28 (2)		820,000
	1,930,000	Citigroup, Inc., 1.199%, due 07/25/16 (2)		1,951,973
	1,062,000	Citigroup, Inc., 4.7%, due 05/29/15		1,115,342
	4,717,000	Citigroup, Inc., 5.3%, due 01/07/16		5,109,631
	1,110,000	Citigroup, Inc., 5.375%, due 08/09/20		1,259,839
	425,000	Citigroup, Inc., 6%, due 08/15/17		485,977
	275,000	Citigroup, Inc., 6.125%, due 05/15/18		319,906
	1,400,000	Citigroup, Inc., 6.375%, due 08/12/14		1,442,562
	725,000	Citigroup, Inc., 8.5%, due 05/22/19		934,041

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Banks (Continued)
$	3,500,000	Commonwealth Bank of Australia/New York, 1.95%, due 03/16/15	$	3,559,661
	475,000	Credit Suisse New York (Switzerland), 5.5%, due 05/01/14		481,001
	1,495,000	Discover Bank/Greenwood DE, 7%, due 04/15/20		1,773,826
	475,000	First Chicago NBD Institutional Capital I, 0.788%, due 02/01/27 (2)		389,500
	500,000	Goldman Sachs Group, Inc. (The), 1.238%, due 02/07/14 (2)		500,023
	1,500,000	Goldman Sachs Group, Inc. (The), 1.838%, due 11/29/23 (2)		1,524,099
	2,000,000	Goldman Sachs Group, Inc. (The), 5.95%, due 01/18/18		2,279,032
	50,000	Goldman Sachs Group, Inc. (The), 6%, due 06/15/20		57,822
	1,550,000	Goldman Sachs Group, Inc. (The), 6.15%, due 04/01/18		1,782,390
	4,000,000	HBOS PLC (United Kingdom), (144A), 6.75%, due 05/21/18 (1)		4,554,681
	1,500,000	JPMorgan Chase & Co., 3.15%, due 07/05/16		1,570,647
	475,000	JPMorgan Chase & Co. (originally issued by Bear Stearns & Co.), 7.25%, due 02/01/18		568,906
	500,000	JPMorgan Chase Bank N.A., 5.875%, due 06/13/16		554,929
	3,875,000	JPMorgan Chase Bank N.A., 6%, due 10/01/17		4,447,407
	2,230,000	JPMorgan Chase Capital XIII, 1.197%, due 09/30/34 (2)		1,791,000
	5,750,000	JPMorgan Chase Capital XXI, 1.192%, due 01/15/87 (2)		4,326,875
	2,000,000	JPMorgan Chase Capital XXIII, 1.241%, due 05/15/77 (2)		1,460,000
	850,000	Lloyds TSB Bank PLC (United Kingdom), (144A), 5.8%, due 01/13/20 (1)		991,261
	2,750,000	Macquarie Bank, Ltd. (Australia), (144A), 6.625%, due 04/07/21 (1)		3,105,611
	1,290,000	Morgan Stanley, 0.687%, due 10/18/16 (2)		1,283,731
	400,000	Morgan Stanley, 0.719%, due 10/15/15 (2)		399,730
	575,000	Morgan Stanley, 5.45%, due 01/09/17		641,212
	600,000	Morgan Stanley, 5.5%, due 07/24/20		676,636
	750,000	Morgan Stanley, 5.625%, due 09/23/19		857,828
	975,000	Morgan Stanley, 6.625%, due 04/01/18		1,142,369
	375,000	Morgan Stanley, 7.3%, due 05/13/19		458,565
	1,875,000	Rabobank Nederland Utrecht (Netherlands), 3.375%, due 01/19/17		2,000,959
	3,000,000	Royal Bank of Scotland PLC (The) (United Kingdom), 2.55%, due 09/18/15		3,069,155
	875,000	Royal Bank of Scotland PLC (The) (United Kingdom), 6.1%, due 06/10/23		896,942
	375,000	US Bank N.A., 6.3%, due 02/04/14		375,063
		Total Banks		75,066,731
		Beverages (0.5%)
	4,000,000	Anheuser-Busch InBev Worldwide, Inc. (Belgium), 2.5%, due 07/15/22		3,782,600
	2,000,000	Heineken N.V. (Netherlands), (144A), 2.75%, due 04/01/23 (1)		1,862,292
		Total Beverages		5,644,892
		Chemicals (0.0%)
	101,000	Rohm and Haas Co., 6%, due 09/15/17		115,592

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Commercial Services (0.3%)
$	1,250,000	Autopistas Metropolitanas de Puerto Rico LLC, (144A), 6.75%, due 06/30/35 (1)	$	1,100,000
	2,135,000	Catholic Health Initiatives, 4.2%, due 08/01/23		2,171,687
		Total Commercial Services		3,271,687
		Diversified Financial Services (1.3%)
	350,000	American Express Co., 7.25%, due 05/20/14		356,896
	3,000,000	Ford Motor Credit Co. LLC, 1.7%, due 05/09/16		3,034,514
	1,065,000	General Electric Capital Corp., 0.617%, due 05/05/26 (2)		969,581
	3,315,000	General Electric Capital Corp., 0.721%, due 08/15/36 (2)		2,740,298
	2,000,000	General Electric Capital Corp., 3.1%, due 01/09/23		1,931,506
	1,000,000	General Electric Capital Corp., 3.15%, due 09/07/22		979,251
	1,250,000	General Electric Capital Corp., 4.375%, due 09/16/20		1,367,952
	1,000,000	General Electric Capital Corp., 4.65%, due 10/17/21		1,098,170
	250,000	General Electric Capital Corp., 5.5%, due 01/08/20		289,098
	1,250,000	International Lease Finance Corp., (144A), 6.5%, due 09/01/14 (1)		1,293,750
	1,000,000	International Lease Finance Corp., (144A), 6.75%, due 09/01/16 (1)		1,118,750
		Total Diversified Financial Services		15,179,766
		Electric (1.6%)
	2,250,000	El Paso Electric Co., 3.3%, due 12/15/22		2,151,106
	3,000,000	Entergy Mississippi, Inc., 3.1%, due 07/01/23		2,892,615
	875,000	Exelon Generation Co. LLC, 5.6%, due 06/15/42		856,788
	900,000	FirstEnergy Corp., 7.375%, due 11/15/31		1,028,768
	3,300,000	Metropolitan Edison Co., (144A), 3.5%, due 03/15/23 (1)		3,183,331
	1,000,000	Niagara Mohawk Power Corp., (144A), 2.721%, due 11/28/22 (1)		949,315
	400,000	NiSource Finance Corp., 6.8%, due 01/15/19		473,455
	2,250,000	Oncor Electric Delivery Co. LLC, 5.25%, due 09/30/40		2,430,163
	2,545,000	Public Service Co. of New Mexico, 7.95%, due 05/15/18		3,067,731
	250,000	Southern Power Co., 4.875%, due 07/15/15		264,665
	1,000,000	Tucson Electric Power Co., 5.15%, due 11/15/21		1,098,533
		Total Electric		18,396,470
		Energy-Alternate Sources (0.2%)
	2,191,028	Alta Wind Holdings LLC, (144A), 7%, due 06/30/35 (1)		2,373,171
		Engineering & Construction (0.3%)
	2,000,000	Sydney Airport Finance Co. Pty, Ltd. (Australia), (144A), 3.9%, due 03/22/23 (1)		1,954,694
	1,000,000	Sydney Airport Finance Co. Pty, Ltd. (Australia), (144A), 5.125%, due 02/22/21 (1)		1,082,463
		Total Engineering & Construction		3,037,157

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Environmental Control (0.0%)
$	50,000	Waste Management, Inc., 7%, due 07/15/28	$	63,473
		Food (0.0%)
	143,000	Kraft Foods Group, Inc., 5.375%, due 02/10/20		163,747
	132,000	Mondelez International, Inc., 5.375%, due 02/10/20		151,151
		Total Food		314,898
		Gas (0.3%)
	2,000,000	Florida Gas Transmission Co. LLC, (144A), 3.875%, due 07/15/22 (1)		2,023,202
	500,000	Florida Gas Transmission Co. LLC, (144A), 4%, due 07/15/15 (1)		523,261
	350,000	Florida Gas Transmission Co. LLC, (144A), 7.9%, due 05/15/19 (1)		432,311
		Total Gas		2,978,774
		Healthcare-Products (0.0%)
	250,000	Covidien International Finance S.A. (Ireland), 6%, due 10/15/17		288,600
		Healthcare-Services (1.5%)
	3,000,000	North Shore Long Island Jewish Health Care, Inc., 4.8%, due 11/01/42		2,848,432
	1,305,000	North Shore Long Island Jewish Health Care, Inc., 6.15%, due 11/01/43		1,491,702
	3,000,000	NYU Hospitals Center, 4.428%, due 07/01/42		2,641,905
	1,160,000	NYU Hospitals Center, 5.75%, due 07/01/43		1,247,290
	3,860,000	Providence Health & Services Obligated Group, 1.197%, due 10/01/17 (2)		3,846,065
	3,290,000	Saint Barnabas Health Care System, 4%, due 07/01/28		2,942,192
	2,270,000	Sutter Health, 2.286%, due 08/15/53		2,439,052
	250,000	WellPoint, Inc., 5.25%, due 01/15/16		270,648
	175,000	WellPoint, Inc., 5.875%, due 06/15/17		198,427
		Total Healthcare-Services		17,925,713
		Insurance (2.1%)
	2,700,000	Berkshire Hathaway Finance Corp., 4.4%, due 05/15/42		2,558,049
	425,000	Berkshire Hathaway Finance Corp., 4.85%, due 01/15/15		443,295
	1,625,000	Farmers Exchange Capital, (144A), 7.2%, due 07/15/48 (1)		1,954,859
	2,250,000	Farmers Exchange Capital II, (144A), 6.151%, due 11/01/53 (1)(2)		2,383,135
	250,000	Farmers Insurance Exchange, (144A), 6%, due 08/01/14 (1)		254,880
	800,000	MetLife, Inc., 4.368%, due 09/15/23		835,069
	300,000	MetLife, Inc., 5.7%, due 06/15/35		342,588
	2,300,000	Metropolitan Life Global Funding I, (144A), 0.769%, due 07/15/16 (1)(2)		2,313,828
	4,000,000	Metropolitan Life Global Funding I, (144A), 3.875%, due 04/11/22 (1)		4,151,760
	4,000,000	Pricoa Global Funding I, (144A), 1.6%, due 05/29/18 (1)		3,946,102
	1,000,000	Prudential Financial, Inc., 4.5%, due 11/15/20		1,092,517

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Insurance (Continued)
$	717,857	Prudential Holdings LLC, (144A), 8.695%, due 12/18/23 (1)	$	924,522
	3,700,000	ZFS Finance USA Trust II, (144A), 6.45%, due 12/15/65 (1)(2)		3,996,000
		Total Insurance		25,196,604
		Iron & Steel (0.0%)
	380,000	ArcelorMittal (Luxembourg), 5%, due 02/25/17		404,501
		Media (0.4%)
	750,000	NBCUniversal Media LLC, 4.375%, due 04/01/21		808,883
	200,000	NBCUniversal Media LLC, 5.15%, due 04/30/20		226,083
	2,475,000	News America, Inc., 7.75%, due 01/20/24		3,060,694
	75,000	Time Warner Cable, Inc., 7.5%, due 04/01/14		75,824
		Total Media		4,171,484
		Mining (0.5%)
	2,400,000	Barrick Gold Corp. (Canada), 4.1%, due 05/01/23		2,222,973
	3,650,000	Southern Copper Corp. (Peru), 5.25%, due 11/08/42		2,981,338
	300,000	Southern Copper Corp. (Peru), 7.5%, due 07/27/35		313,957
		Total Mining		5,518,268
		Miscellaneous Manufacturers (0.2%)
	2,700,000	General Electric Co., 2.7%, due 10/09/22		2,586,298
		Oil & Gas (0.8%)
	250,000	Anadarko Petroleum Corp., 5.95%, due 09/15/16		278,975
	1,950,000	CNOOC Finance 2013, Ltd. (China), 3%, due 05/09/23		1,734,823
	4,750,000	Petrobras Global Finance BV (Brazil), 1.857%, due 05/20/16 (2)		4,711,932
	50,000	Petrobras International Finance Co. (Brazil), 6.875%, due 01/20/40		46,620
	300,000	Petrobras International Finance Co. (Brazil), 7.875%, due 03/15/19		339,949
	2,000,000	Total Capital Canada, Ltd. (Canada), 1.45%, due 01/15/18		2,004,843
		Total Oil & Gas		9,117,142
		Pharmaceuticals (0.1%)
	250,000	Eli Lilly & Co., 5.2%, due 03/15/17		280,851
	50,000	McKesson Corp., 6.5%, due 02/15/14		50,081
	1,125,000	Teva Pharmaceutical Finance IV LLC (Israel), 2.25%, due 03/18/20		1,074,963
		Total Pharmaceuticals		1,405,895
		Pipelines (1.9%)
	460,000	CenterPoint Energy Resources Corp., 6.15%, due 05/01/16		507,848
	1,750,000	CenterPoint Energy Resources Corp., 6.25%, due 02/01/37		2,065,875

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Pipelines (Continued)
$	1,000,000	El Paso Pipeline Partners Operating Co. LLC, 5%, due 10/01/21	$	1,067,505
	1,050,000	Enterprise Products Operating LLC, 3.35%, due 03/15/23		1,020,124
	675,000	Panhandle Eastern Pipe Line Co. LP, 7%, due 06/15/18		793,274
	825,000	Panhandle Eastern Pipe Line Co. LP, 8.125%, due 06/01/19		1,011,118
	2,500,000	Plains All American Pipeline LP/PAA Finance Corp., 2.85%, due 01/31/23		2,329,311
	3,350,000	Ruby Pipeline LLC, (144A), 6%, due 04/01/22 (1)		3,622,940
	2,590,000	Southern Natural Gas Co. LLC, 7.35%, due 02/15/31		3,261,145
	850,000	Spectra Energy Capital LLC, 6.75%, due 02/15/32		912,864
	1,005,000	Tennessee Gas Pipeline Co., 8%, due 02/01/16		1,139,473
	2,090,000	Tennessee Gas Pipeline Co., 8.375%, due 06/15/32		2,796,890
	375,000	TransCanada PipeLines, Ltd. (Canada), 6.1%, due 06/01/40		444,931
	1,576,000	Williams Cos., Inc. (The), 7.75%, due 06/15/31		1,728,878
	172,000	Williams Cos., Inc. (The), 7.875%, due 09/01/21		203,551
		Total Pipelines		22,905,727
		Real Estate (0.2%)
	850,000	Post Apartment Homes, LP, 4.75%, due 10/15/17		929,161
	1,190,000	WEA Finance LLC/WT Finance Australia Pty, Ltd. (Australia), (144A), 5.75%, due 09/02/15 (1)		1,279,640
		Total Real Estate		2,208,801
		REIT (3.2%)
	2,250,000	Alexandria Real Estate Equities, Inc., 4.6%, due 04/01/22		2,333,197
	1,000,000	AvalonBay Communities, Inc., 3.95%, due 01/15/21		1,043,774
	2,200,000	Boston Properties LP, 5.875%, due 10/15/19		2,554,750
	960,000	ERP Operating LP, 6.584%, due 04/13/15		1,026,956
	3,000,000	Essex Portfolio LP, 3.625%, due 08/15/22		2,883,492
	3,605,000	HCP, Inc., 3.75%, due 02/01/19		3,811,362
	3,000,000	HCP, Inc., 6%, due 01/30/17		3,382,902
	715,000	HCP, Inc., 6.3%, due 09/15/16		807,964
	1,030,000	Health Care REIT, Inc., 2.25%, due 03/15/18		1,035,168
	545,000	Health Care REIT, Inc., 4.95%, due 01/15/21		587,039
	3,400,000	Health Care REIT, Inc., 6.125%, due 04/15/20		3,902,823
	710,000	Health Care REIT, Inc., 6.5%, due 03/15/41		833,031
	2,900,000	Healthcare Realty Trust, Inc., 5.75%, due 01/15/21		3,199,316
	350,000	Healthcare Realty Trust, Inc., 6.5%, due 01/17/17		393,446
	1,459,000	Highwoods Realty LP, 7.5%, due 04/15/18		1,711,640
	300,000	Liberty Property LP, 5.125%, due 03/02/15		312,788
	1,925,000	Nationwide Health Properties, Inc., 6%, due 05/20/15		2,055,297
	2,440,000	SL Green Realty Corp., 5%, due 08/15/18		2,628,896
	1,000,000	SL Green Realty Corp., 7.75%, due 03/15/20		1,190,026

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		REIT (Continued)
$	150,000	UDR, Inc., 5.25%, due 01/15/15	$	155,941
	1,500,000	Ventas Realty LP/Ventas Capital Corp., 4%, due 04/30/19		1,594,448
		Total REIT		37,444,256
		Telecommunications (0.7%)
	1,625,000	AT&T, Inc., 2.625%, due 12/01/22		1,478,302
	11,000	AT&T, Inc., 4.3%, due 12/15/42		9,530
	739,000	AT&T, Inc., 6.5%, due 09/01/37		848,890
	3,000,000	Qwest Corp., 7.25%, due 09/15/25		3,334,458
	575,000	Telecom Italia Capital S.A. (Italy), 6%, due 09/30/34		521,812
	2,000,000	Verizon Communications, Inc., 1.993%, due 09/14/18 (2)		2,112,325
	125,000	Verizon Communications, Inc., 6.25%, due 04/01/37		143,481
		Total Telecommunications		8,448,798
		Total Corporate Bonds (Cost: $265,756,142) (23.2%)		274,304,311
		Municipal Bonds (2.1%)
	1,000,000	California State, Build America Bonds, 5.7%, due 11/01/21		1,173,490
	3,020,000	California State, Build America Bonds, 6.65%, due 03/01/22		3,651,240
	1,050,000	California State, General Obligation Unlimited, 6.2%, due 10/01/19		1,254,278
	1,465,000	City of Chicago, Illinois, General Obligation Unlimited, 6.05%, due 01/01/29		1,482,932
	4,000,000	City of Houston, Texas, General Obligation, 6.29%, due 03/01/32		4,655,880
	1,250,000	City of New York, General Obligation Unlimited, 5.517%, due 10/01/37		1,364,287
	985,000	Fiscal Year 2005 Securitization Corp., Special Obligation Bond for the City of New York, 4.93%, due 04/01/20		1,088,967
	250,000	Illinois State, Build America Bonds, 4.421%, due 01/01/15		259,005
	1,500,000	Illinois State, General Obligation Bond, 4.35%, due 06/01/18		1,583,085
	405,000	Illinois State, General Obligation Bond, 5.665%, due 03/01/18		446,565
	1,100,000	Illinois State, General Obligation Unlimited, 4.95%, due 06/01/23		1,124,255
	3,000,000	Illinois State, General Obligation Unlimited, 6.2%, due 07/01/21		3,349,500
	730,000	New York State, Build America Bonds, General Obligation Unlimited, 5.817%, due 10/01/31		772,325
	1,000,000	North Texas Tollway Authority, Revenue Bonds, 6.718%, due 01/01/49		1,271,640
	1,500,000	State of Texas, General Obligation Unlimited, 5.517%, due 04/01/39		1,774,230
		Total Municipal Bonds (Cost: $24,680,663)		25,251,679
		Foreign Government Bonds (0.5%)
	6,030,000	Kommunalbanken A.S. (Norway), (144A), 1.125%, due 05/23/18 (1)		5,917,170
	200,000	Province of Manitoba (Canada), 4.9%, due 12/06/16		223,384
		Total Foreign Government Bonds (Cost: $6,214,305)		6,140,554
		Asset-Backed Securities (6.9%)
	2,155,990	321 Henderson Receivables I LLC (13-3A-A), (144A), 4.08%, due 01/17/73 (1)		2,196,312

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	2,800,000	Academic Loan Funding Trust (12-1A-A2), (144A), 1.258%, due 12/27/44 (1)(2)	$	2,824,218
	2,500,000	ALM Loan Funding (12-7A-A1), (144A), 1.657%, due 10/19/24 (1)(2)		2,498,278
	2,650,277	Bayview Commercial Asset Trust (06-4A-A1), (144A), 0.388%, due 12/25/36 (1)(2)		2,276,085
	1,737,977	Beacon Container Finance LLC (12-1A-A), (144A), 3.72%, due 09/20/27 (1)		1,753,961
	2,073,856	Brazos Education Loan Authority, Inc. (12-1-A1), 0.858%, due 12/26/35 (2)		2,065,777
	661,675	Brazos Higher Education Authority, Inc. (06-2-A9), 0.255%, due 12/26/24 (2)		636,730
	675,000	Brazos Higher Education Authority, Inc. (10-1-A2), 1.438%, due 02/25/35 (2)		677,176
	1,695,000	Brazos Higher Education Authority, Inc. (11-1-A3), 1.312%, due 11/25/33 (2)		1,724,785
	2,156,875	CAL Funding II, Ltd. (12-1A-A), (144A), 3.47%, due 10/25/27 (1)		2,144,406
	4,082,591	Cent CLO 16 LP (13-19A-A1A), (144A), 1.567%, due 10/29/25 (1)(2)		4,050,318
	1,791,952	College Loan Corp. Trust (05-2-A3), 0.369%, due 04/15/25 (2)		1,776,688
	1,041,667	Cronos Containers Program, Ltd. (12-1A-A), (144A), 4.21%, due 05/18/27 (1)		1,049,266
	1,300,000	Cronos Containers Program, Ltd. (12-2A-A), (144A), 3.81%, due 09/18/27 (1)		1,320,136
	3,500,000	Educational Funding of the South, Inc. (11-1-A2), 0.889%, due 04/25/35 (2)		3,491,863
	2,055,452	Educational Services of America, Inc. (12-2-A), (144A), 0.888%, due 04/25/39 (1)(2)		2,068,129
	3,494,358	GCO Education Loan Funding Trust (06-2AR-A1RN), (144A), 0.815%, due 08/27/46 (1)(2)		3,321,282
	319,918	GE Business Loan Trust (03-1-A), (144A), 0.59%, due 04/15/31 (1)(2)		300,923
	346,969	GE Business Loan Trust (04-1-A), (144A), 0.45%, due 05/15/32 (1)(2)		333,778
	1,685,961	GE Business Loan Trust (04-2A-A), (144A), 0.38%, due 12/15/32 (1)(2)		1,600,799
	2,111,781	Iowa Student Loan Liquidity Corp. (11-1-A), 1.496%, due 06/25/42 (2)		2,149,244
	2,400,000	Montana Higher Education Student Assistance Corp. (12-1-A3), 1.207%, due 07/20/43 (2)		2,358,332
	2,600,000	Oak Hill Credit Partners (12-7A-A), (144A), 1.657%, due 11/20/23 (1)(2)		2,591,100
	3,839,035	Oak Hill Credit Partners (13-9A-A1), (144A), 1.637%, due 10/20/25 (1)(2)		3,829,829
	2,450,000	Octagon Investment Partners XI, Ltd. (07-1A-A1B), (144A), 0.498%, due 08/25/21 (1)(2)		2,391,609
	3,400,000	SLM Student Loan Trust (06-2-A6), 0.409%, due 01/25/41 (2)		3,099,270
	3,400,000	SLM Student Loan Trust (06-8-A6), 0.399%, due 01/25/41 (2)		3,090,328
	698,336	SLM Student Loan Trust (07-6-B), 1.089%, due 04/27/43 (2)		627,964
	710,000	SLM Student Loan Trust (08-2-B), 1.439%, due 01/25/29 (2)		642,329
	710,000	SLM Student Loan Trust (08-3-B), 1.439%, due 04/25/29 (2)		655,420
	8,380,000	SLM Student Loan Trust (08-4-A4), 1.889%, due 07/25/22 (2)		8,756,689
	710,000	SLM Student Loan Trust (08-4-B), 2.089%, due 04/25/29 (2)		687,815
	710,000	SLM Student Loan Trust (08-5-B), 2.089%, due 07/25/29 (2)		707,900
	710,000	SLM Student Loan Trust (08-6-B), 2.089%, due 07/25/29 (2)		699,906
	710,000	SLM Student Loan Trust (08-7-B), 2.089%, due 07/25/29 (2)		706,216
	710,000	SLM Student Loan Trust (08-8-B), 2.489%, due 10/25/29 (2)		715,199

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	710,000	SLM Student Loan Trust (08-9-B), 2.489%, due 10/25/29 (2)	$	727,957
	2,000,000	SLM Student Loan Trust (11-2-A2), 1.358%, due 10/25/34 (2)		2,081,398
	2,600,000	SLM Student Loan Trust (12-7-A3), 0.808%, due 05/26/26 (2)		2,595,965
	2,904,913	SLM Student Loan Trust (13-4-A), 0.708%, due 06/25/27 (2)		2,908,103
	1,057,500	TAL Advantage I LLC (06-1A-NOTE), (144A), 0.347%, due 04/20/21 (1)(2)		1,044,683
	740,000	Textainer Marine Containers, Ltd. (05-1A-A), (144A), 0.41%, due 05/15/20 (1)(2)		734,219
		Total Asset-Backed Securities (Cost: $80,110,771)		81,912,385
		Commercial Mortgage-Backed Securities — Agency (5.2%)
	3,425,000	Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates (K004-A2), 4.186%, due 08/25/19		3,758,943
	2,915,000	Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates (K009-A2), 3.808%, due 08/25/20		3,134,599
	2,755,000	Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates (K013-A2), 3.974%, due 01/25/21 (2)		2,958,177
	5,030,000	Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates (K020-A2), 2.373%, due 05/25/22		4,810,093
	5,735,633	Federal National Mortgage Association, (12-M12-1A), 2.84%, due 08/25/22 (ACES) (2)(3)		5,746,701
	5,145,741	Federal National Mortgage Association, (12-M15-A), 2.656%, due 10/25/22 (ACES) (2)		5,038,738
	4,433,440	Federal National Mortgage Association, Pool #745935, 5.682%, due 08/01/16 (3)		4,840,207
	2,181,649	Federal National Mortgage Association, Pool #Al0151, 4.377%, due 04/01/21 (3)		2,398,184
	2,305,000	Federal National Mortgage Association, Pool #AE0134, 4.399%, due 02/01/20 (3)		2,549,837
	4,009,203	Federal National Mortgage Association, Pool #AE0918, 3.665%, due 10/01/20 (3)		4,278,371
	5,519,982	Federal National Mortgage Association, Pool #AL3306, 2.46%, due 04/01/23 (3)		5,315,574
	5,165,368	Federal National Mortgage Association, Pool #AL3400, 2.545%, due 03/01/23 (3)		5,004,867
	2,518,044	Federal National Mortgage Association, Pool #FN0000, 3.584%, due 09/01/20		2,676,979
	3,491,646	Federal National Mortgage Association, Pool #FN0001, 3.763%, due 12/01/20		3,715,313
	2,901,446	Federal National Mortgage Association, Pool #FN0003, 4.302%, due 01/01/21 (3)		3,192,690
	2,319,964	NCUA Guaranteed Notes (11-C1-2A), 0.699%, due 03/09/21 (2)		2,325,861
		Total Commercial Mortgage-Backed Securities — Agency (Cost: $63,133,755)		61,745,134
		Commercial Mortgage-Backed Securities — Non-Agency (4.4%)
	1,133,548	Banc of America Commercial Mortgage, Inc. (05-2-A5), 4.857%, due 07/10/43 (2)		1,176,963
	3,450,000	Bear Stearns Commercial Mortgage Securities Trust (05-T20-A4A), 5.138%, due 10/12/42 (2)		3,657,261
	765,000	DBRR Trust (11-LC2-A4A), (144A), 4.537%, due 07/12/44 (1)(2)		826,996
	2,947,689	DBRR Trust (12-EZ1-A), (144A), 0.946%, due 09/25/45 (1)		2,947,999
	2,846,275	DBRR Trust (13-EZ2-A), (144A), 0.853%, due 02/25/45 (1)(2)		2,834,178
	3,150,000	GS Mortgage Securities Corp. II (11-GC5-A4), 3.707%, due 08/10/44		3,270,729

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	4,140,439	JPMorgan Chase Commercial Mortgage Securities Trust (05-LDP5-A3), 5.269%, due 12/15/44 (2)	$	4,203,355
	2,940,326	LB-UBS Commercial Mortgage Trust (04-C7-A1A), 4.475%, due 10/15/29		2,994,400
	1,815,000	Morgan Stanley Capital I Trust (05-T19-A4A), 4.89%, due 06/12/47		1,898,934
	2,855,000	Morgan Stanley Capital I Trust (06-T21-A4), 5.162%, due 10/12/52 (2)		3,038,347
	5,005,000	Morgan Stanley Capital I Trust (06-T23-A4), 5.81%, due 08/12/41 (2)		5,502,069
	2,997,046	Morgan Stanley Capital I Trust (07-HQ12-A2FX), 5.601%, due 04/12/49 (2)		3,059,552
	1,080,000	Morgan Stanley Capital I Trust (07-T25-A3), 5.514%, due 11/12/49 (2)		1,198,670
	1,158,546	Morgan Stanley Capital I Trust (11-C3-A2), 3.224%, due 07/15/49		1,212,861
	625,000	Morgan Stanley Capital I Trust (11-C3-A4), 4.118%, due 07/15/49		663,276
	4,730,510	Wachovia Bank Commercial Mortgage Trust (05-C20-A7), 5.118%, due 07/15/42 (2)		4,978,679
	3,600,000	WF-RBS Commercial Mortgage Trust (11-C5-A4), 3.667%, due 11/15/44		3,723,073
	2,800,000	WF-RBS Commercial Mortgage Trust (12-C7-A2), 3.431%, due 06/15/45		2,821,785
	2,275,000	WF-RBS Commercial Mortgage Trust (12-C8-A3), 3.001%, due 08/15/45		2,218,973
		Total Commercial Mortgage-Backed Securities — Non-Agency (Cost: $53,175,677)		52,228,100
		Residential Mortgage-Backed Securities — Agency (28.1%)
	431,284	Federal Home Loan Mortgage Corp. (2439-KZ), 6.5%, due 04/15/32		481,321
	1,079,146	Federal Home Loan Mortgage Corp. (2575-FD), 0.61%, due 02/15/33 (PAC) (2)		1,087,584
	681,326	Federal Home Loan Mortgage Corp. (2662-MT), 4.5%, due 08/15/33 (TAC)		722,444
	8,851,239	Federal Home Loan Mortgage Corp. (277-30), 3%, due 09/15/42 (3)		8,517,875
	470,160	Federal Home Loan Mortgage Corp. (2875-GM), 5%, due 01/15/33 (PAC)		476,075
	330,041	Federal Home Loan Mortgage Corp. (3315-S), 6.25%, due 05/15/37 (I/O) (I/F) (2)		37,821
	1,451,665	Federal Home Loan Mortgage Corp. (3339-JS), 41.795%, due 07/15/37 (I/F) (2)		2,826,786
	1,428,583	Federal Home Loan Mortgage Corp. (3351-ZC), 5.5%, due 07/15/37		1,562,346
	2,057,629	Federal Home Loan Mortgage Corp. (3380-SM), 6.25%, due 10/15/37 (I/O) (I/F) (2)		313,664
	1,735,763	Federal Home Loan Mortgage Corp. (3382-FL), 0.86%, due 11/15/37 (2)		1,747,611
	6,781,543	Federal Home Loan Mortgage Corp. (3439-SC), 5.74%, due 04/15/38 (I/O) (2)		872,106
	2,704,574	Federal Home Loan Mortgage Corp. (3578-DI), 6.49%, due 04/15/36 (I/O) (I/F) (2)		440,479
	6,205,704	Federal Home Loan Mortgage Corp. (4139-PA), 2.5%, due 11/15/41 (PAC)		6,123,116
	59,185	Federal Home Loan Mortgage Corp., Pool #1A1127, 2.515%, due 01/01/37 (2)		59,685
	4,474,889	Federal Home Loan Mortgage Corp., Pool #A97179, 4.5%, due 03/01/41		4,834,707
	53,544	Federal Home Loan Mortgage Corp., Pool #B15026, 5%, due 06/01/19		57,297
	20,590	Federal Home Loan Mortgage Corp., Pool #B15591, 5%, due 07/01/19		22,035
	9,562,266	Federal Home Loan Mortgage Corp., Pool #C04412, 3%, due 11/01/42		9,287,352
	38,202	Federal Home Loan Mortgage Corp., Pool #C90526, 5.5%, due 02/01/22		41,808
	4,871,415	Federal Home Loan Mortgage Corp., Pool #G06360, 4%, due 03/01/41 (3)		5,109,467
	3,984,175	Federal Home Loan Mortgage Corp., Pool #G06498, 4%, due 04/01/41		4,176,577
	2,770,464	Federal Home Loan Mortgage Corp., Pool #G06499, 4%, due 03/01/41 (3)		2,902,819

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	1,540,043	Federal Home Loan Mortgage Corp., Pool #G06620, 4.5%, due 07/01/41 (3)	$	1,654,343
	4,148,086	Federal Home Loan Mortgage Corp., Pool #Q05261, 3.5%, due 12/01/41 (3)		4,212,089
	6,342,102	Federal Home Loan Mortgage Corp., Pool #Q20178, 3.5%, due 07/01/43 (3)		6,433,448
	421,415	Federal National Mortgage Association (01-14-SH), 10.797%, due 03/25/30 (I/F) (2)		682,608
	581,366	Federal National Mortgage Association (01-34-FV), 0.658%, due 08/25/31 (2)		582,083
	7,033	Federal National Mortgage Association (03-62-MA), 3.5%, due 07/25/33		7,206
	2,000,000	Federal National Mortgage Association (04-W10-A6), 5.75%, due 08/25/34 (PAC)		2,203,759
	316,276	Federal National Mortgage Association (05-54-VM), 4.5%, due 11/25/25		320,830
	2,373,528	Federal National Mortgage Association (07-89-GF), 0.678%, due 09/25/37 (2)		2,392,982
	536,979	Federal National Mortgage Association (08-30-SA), 6.692%, due 04/25/38 (I/O) (I/F) (2)		65,880
	748,363	Federal National Mortgage Association (08-62-SN), 6.042%, due 07/25/38 (I/O) (I/F) (2)		97,344
	4,000,000	Federal National Mortgage Association (09-64-TB), 4%, due 08/25/29		4,283,076
	351,679	Federal National Mortgage Association (09-68-SA), 6.592%, due 09/25/39 (I/O) (I/F) (2)		47,025
	5,326,091	Federal National Mortgage Association (10-26-AS), 6.172%, due 03/25/40 (I/O) (2)		676,346
	4,000,000	Federal National Mortgage Association (11-111-DB), 4%, due 11/25/41		4,169,118
	47,863	Federal National Mortgage Association, Pool #254634, 5.5%, due 02/01/23		53,011
	34,745	Federal National Mortgage Association, Pool #596686, 6.5%, due 11/01/31		37,632
	177,033	Federal National Mortgage Association, Pool #725275, 4%, due 03/01/19		188,955
	127,693	Federal National Mortgage Association, Pool #727575, 5%, due 06/01/33		137,444
	136,554	Federal National Mortgage Association, Pool #748751, 5.5%, due 10/01/33		141,998
	2,680,054	Federal National Mortgage Association, Pool #AB2127, 3.5%, due 01/01/26 (3)		2,830,972
	2,336,086	Federal National Mortgage Association, Pool #AB3679, 3.5%, due 10/01/41 (3)		2,376,511
	4,235,338	Federal National Mortgage Association, Pool #AB3685, 4%, due 10/01/41 (3)		4,450,909
	3,151,527	Federal National Mortgage Association, Pool #AB3864, 3.5%, due 11/01/41 (3)		3,207,048
	6,374,704	Federal National Mortgage Association, Pool #AB4045, 3.5%, due 12/01/41 (3)		6,489,000
	4,695,465	Federal National Mortgage Association, Pool #AC1604, 4%, due 08/01/39 (3)		4,935,190
	1,433,507	Federal National Mortgage Association, Pool #AL0209, 4.5%, due 05/01/41		1,552,185
	2,984,028	Federal National Mortgage Association, Pool #AL0851, 6%, due 10/01/40		3,320,474
	12,478,763	Federal National Mortgage Association, Pool #MA1561, 3%, due 09/01/33 (3)		12,563,039
	11,284,622	Federal National Mortgage Association, Pool #MA1584, 3.5%, due 09/01/33		11,695,012
	12,204,294	Federal National Mortgage Association, Pool #MA1608, 3.5%, due 10/01/33		12,648,130
	23,025,000	Federal National Mortgage Association TBA, 3% (4)		22,391,812
	8,450,000	Federal National Mortgage Association TBA, 3.5% (4)		8,909,469
	29,715,000	Federal National Mortgage Association TBA, 3% (4)		30,676,093
	34,595,000	Federal National Mortgage Association TBA, 3.5% (4)		35,108,518
	26,515,000	Federal National Mortgage Association TBA, 4% (4)		27,782,748
	31,420,000	Federal National Mortgage Association TBA, 4.5% (4)		33,717,587
	2,284,863	Government National Mortgage Association (04-30-UC), 5.5%, due 02/20/34 (PAC)		2,472,343
	1,553,871	Government National Mortgage Association (05-25-Z), 5%, due 03/16/35		1,659,505

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount	Fixed Income Securities	Value
$1,145,835	Government National Mortgage Association (08-27-SI), 6.313%, due 03/20/38 (I/O) (I/F) (2)	$	167,777
4,517,234	Government National Mortgage Association (08-81-S), 6.043%, due 09/20/38 (I/O) (I/F) (2)		653,756
1,946,061	Government National Mortgage Association (09-66-UF), 1.159%, due 08/16/39 (2)		1,988,792
6,927,263	Government National Mortgage Association (10-1-S), 5.593%, due 01/20/40 (I/O) (2)		1,020,794
161,456	Government National Mortgage Association, Pool #608259, 4.5%, due 08/15/33		176,707
420,731	Government National Mortgage Association, Pool #782114, 5%, due 09/15/36		464,545
6,870,000	Government National Mortgage Association II TBA, 3% (4)		6,810,961
2,716,763	NCUA Guaranteed Notes (10-R1-1A), 0.613%, due 10/07/20 (2)		2,733,213
1,667,960	NCUA Guaranteed Notes (10-R2-1A), 0.533%, due 11/06/17 (2)		1,672,326
3,254,476	NCUA Guaranteed Notes (10-R2-2A), 0.633%, due 11/05/20 (2)		3,272,592
1,226,637	NCUA Guaranteed Notes (10-R3-1A), 0.723%, due 12/08/20 (2)		1,239,742
1,033,988	NCUA Guaranteed Notes (10-R3-2A), 0.723%, due 12/08/20 (2)		1,044,066
1,541,101	NCUA Guaranteed Notes (11-R1-1A), 0.613%, due 01/08/20 (2)		1,550,642
1,477,173	NCUA Guaranteed Notes (11-R2-1A), 0.563%, due 02/06/20 (2)		1,484,069
	Total Residential Mortgage-Backed Securities — Agency (Cost: $328,336,395)		333,154,679
	Residential Mortgage-Backed Securities — Non-Agency (7.8%)
638,002	Argent Securities, Inc. (05-W2-A2B1), 0.358%, due 10/25/35 (2)		636,646
1,708,681	Asset-Backed Funding Certificates (05-WMC1-M1), 0.818%, due 06/25/35 (2)		1,682,243
3,558,473	Asset-Backed Securities Corp. Home Equity (05-HE6-M2), 0.668%, due 07/25/35 (2)		3,520,690
839,704	Banc of America Funding Corp. (06-G-2A3), 0.327%, due 07/20/36 (2)		839,231
2,585,605	Carrington Mortgage Loan Trust (05-NC5-A2), 0.478%, due 10/25/35 (2)		2,570,333
1,419,551	Centex Home Equity (02-C-AF6), 4.5%, due 09/25/32 (2)		1,435,328
1,866,094	Centex Home Equity (03-B-AF6), 3.173%, due 06/25/33 (2)		1,905,593
763,424	Citigroup Mortgage Loan Trust, Inc. (05-5-2A2), 5.75%, due 08/25/35		631,824
2,244,195	Conseco Financial Corp. (98-6-A8), 6.66%, due 06/01/30		2,417,987
4,800,000	Countrywide Asset-Backed Certificates (05-11-MV1), 0.628%, due 02/25/36 (2)		4,720,992
205,056	Countrywide Asset-Backed Certificates (05-4-MV1), 0.618%, due 10/25/35 (2)		205,381
652,963	Countrywide Home Loans Mortgage Pass-Through Trust (07-J3-A1), 0.658%, due 07/25/37 (2)(5)		460,510
28,610	Credit Suisse First Boston Mortgage Securities Corp. (03-8-4PPA), 5.75%, due 04/22/33		30,660
915,745	First Franklin Mortgage Loan Asset-Backed Certificates (05-FF8-A2D), 0.538%, due 09/25/35 (2)		909,789
2,930,803	GSAA Trust (05-3-M1), 0.833%, due 12/25/34 (2)		2,880,917
845,000	GSAMP Trust (05-HE5-M1), 0.578%, due 11/25/35 (2)		802,783
2,670,063	HSBC Home Equity Loan Trust USA (07-1-AM), 0.397%, due 03/20/36 (2)		2,634,676
583,274	HSBC Home Equity Loan Trust USA (07-2-AM), 0.397%, due 07/20/36 (2)		575,367

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount	Fixed Income Securities	Value
$3,178,970	HSBC Home Equity Loan Trust USA (07-3-APT), 1.357%, due 11/20/36 (2)	$	3,164,464
2,441,306	HSI Asset Securitization Corp. Trust (06-OPT1-2A3), 0.348%, due 12/25/35 (2)		2,387,498
1,709,225	Indymac Index Mortgage Loan Trust (05-AR6-2A1), 0.398%, due 04/25/35 (2)		1,578,541
5,053,852	JPMorgan Mortgage Acquisition Corp. (05-OPT1-M1), 0.608%, due 06/25/35 (2)		5,019,273
739,716	MASTR Asset-Backed Securities Trust (05-WF1-A2D), 0.528%, due 06/25/35 (2)		732,752
2,111,651	Mid-State Trust (04-1-B), 8.9%, due 08/15/37		2,551,513
2,477,300	Morgan Stanley Capital, Inc. (04-WMC2-M1), 1.073%, due 07/25/34 (2)		2,469,054
545,178	Morgan Stanley Mortgage Loan Trust (04-3-4A), 5.705%, due 04/25/34 (2)		573,591
2,248,995	New Century Home Equity Loan Trust (05-1-A2C), 0.858%, due 03/25/35 (2)		2,249,533
4,400,000	New Century Home Equity Loan Trust (05-2-M1), 0.588%, due 06/25/35 (2)		4,331,329
5,175,000	New Century Home Equity Loan Trust (05-3-M1), 0.638%, due 07/25/35 (2)		5,152,644
7,107,984	New Century Home Equity Loan Trust (05-3-M2), 0.648%, due 07/25/35 (2)		6,678,082
3,970,000	New Century Home Equity Loan Trust (05-4-A2C), 0.528%, due 09/25/35 (2)		3,927,733
179,555	Park Place Securities, Inc. (04-MHQ1-M1), 1.208%, due 12/25/34 (2)		180,312
2,683,832	Park Place Securities, Inc. (04-WWF1-M2), 1.178%, due 12/25/34 (2)		2,655,214
3,564,832	Park Place Securities, Inc. (05-WCH1-M2), 0.678%, due 01/25/36 (2)		3,550,595
5,737,104	Park Place Securities, Inc. (05-WHQ2-A1B), 0.428%, due 05/25/35 (2)		5,711,712
53,266	Specialty Underwriting & Residential Finance (05-BC1-M2), 0.908%, due 12/25/35 (2)		53,341
1,184,117	Structured Asset Securities Corp. (03-34A-5A4), 2.617%, due 11/25/33 (2)		1,206,617
3,287,648	Structured Asset Securities Corp. (05-GEL4-M1), 0.678%, due 08/25/35 (2)		3,257,307
367,823	Structured Asset Securities Corp. (05-WF3-A2), 0.388%, due 07/25/35 (2)		367,875
1,909,754	Structured Asset Securities Corp. (05-WF4-A4), 0.518%, due 11/25/35 (2)		1,906,797
421,553	Wells Fargo Alternative Loan Trust (07-PA3-2A1), 6%, due 07/25/37 (5)		402,569
3,231,150	Wells Fargo Home Equity Trust (05-2-M1), 0.558%, due 08/25/35 (2)		3,194,781
	Total Residential Mortgage-Backed Securities — Non-Agency (Cost: $87,567,066)		92,164,077
	U.S. Government Agency Obligations (3.7%)
7,040,000	Federal Farm Credit Banks Funding Corp., 0.176%, due 09/19/14 (2)(3)		7,040,993
6,475,000	Federal Home Loan Bank, 0.55%, due 06/03/16 (3)		6,469,800
6,050,000	Federal Home Loan Bank, 0.75%, due 05/26/28 (3)		5,865,064
8,090,000	Federal National Mortgage Association, 0.36%, due 06/23/14 (2)		8,097,606
5,045,000	Federal National Mortgage Association, 0.5%, due 10/22/15 (3)		5,058,314
10,890,000	Federal National Mortgage Association, 0.5%, due 01/29/16 (3)		10,900,966
	Total U.S. Government Agency Obligations (Cost: $43,561,853)		43,432,743

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount	Fixed Income Securities	Value
	U.S. Treasury Securities (24.0%)
$10,485,000	U.S. Treasury Bond, 3.75%, due 11/15/43	$	10,730,747
106,436	U.S. Treasury Inflation Indexed Bond, 2.125%, due 02/15/41 (6)		127,097
19,878,635	U.S. Treasury Inflation Indexed Note, 0.125%, due 04/15/16 (6)		20,496,742
37,964,639	U.S. Treasury Inflation Indexed Note, 0.125%, due 04/15/17 (6)		39,317,129
16,506,198	U.S. Treasury Inflation Indexed Note, 0.125%, due 04/15/18 (6)		17,043,320
26,947,905	U.S. Treasury Inflation Indexed Note, 0.5%, due 04/15/15 (6)		27,579,510
15,540,190	U.S. Treasury Inflation Indexed Note, 1.25%, due 04/15/14 (6)		15,633,679
35,562,890	U.S. Treasury Inflation Indexed Note, 2%, due 07/15/14 (6)		36,315,828
3,153,157	U.S. Treasury Inflation Indexed Note, 2%, due 01/15/16 (6)		3,366,487
8,000,000	U.S. Treasury Note, 0.375%, due 01/15/16		8,007,656
62,005,000	U.S. Treasury Note, 1.25%, due 11/30/18 (3)		61,397,060
44,560,000	U.S. Treasury Note, 2.75%, due 11/15/23		44,887,238
	Total U.S. Treasury Securities (Cost: $284,661,334)		284,902,493
	Total Fixed Income Securities (Cost: $1,237,197,961) (105.9%)		1,255,236,155
Number of Shares	Money Market Investments
12,050,000	Dreyfus Institutional Cash Advantage Fund, 0.06% (7)		12,050,000
11,894,000	DWS Money Market Series — Institutional Shares, 0.04% (7)		11,894,000
	Total Money Market Investments (Cost: $23,944,000) (2.0%)		23,944,000
Principal Amount	Short-Term Investments
	Discount Notes (2.3%)
$23,000,000	Federal Home Loan Bank Discount Note, 0.01%, due 04/30/14 (8)		22,997,792
3,865,000	Federal Home Loan Mortgage Corp. Discount Note, 0.07%, due 03/31/14 (8)		3,864,564
	Total Discount Notes (Cost: $26,860,348)		26,862,356
	Repurchase Agreement (Cost: $19,646,056) (1.7%)
19,646,056	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $21,920,000 Federal Home Loan Mortgage Corp., 1.96%, due 11/07/22 valued at $20,043,056) (Total Amount to be Received Upon Repurchase $19,646,056)		19,646,056
	Total Short-Term Investments (Cost: $46,506,404) (4.0%)		46,508,412
	Total Investments (Cost: $1,307,648,365) (111.9%)		1,325,688,567
	Liabilities in Excess of Other Assets (-11.9%)		(141,357,782	)
	Net Assets (100.0%)	$	1,184,330,785

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Notes to the Schedule of Investments:

ACES	-	Alternative Credit Enhancement 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.
PAC	-	Planned Amortization Class.
REIT	-	Real Estate Investment Trust.
TAC	-	Target Amortization Class.
TBA	-	To be Announced.
(1)		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2014, the value of these securities amounted to $105,956,498 or 9.0% of net assets. These securities are determined to be liquid by the Advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(2)		Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2014.
(3)		All or a portion of this security is segregated to cover open futures contracts, when-issued, delayed-delivery or forward commitments. (Note 1)
(4)		Security purchased on a forward commitment with an approximate principal amount. The actual principal amount and maturity date will be determined upon settlement when the security is delivered.
(5)		A portion of the principal balance has been written-off during the period due to defaults in the underlying loans.
(6)		Interest rate for this security is a stated rate. Interest payments are determined based on the inflation-adjusted principal.
(7)		Rate disclosed, the 7-day net yield, is as of January 31, 2014.
(8)		Rate shown represents yield-to-maturity.

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of  Net Assets
Airlines		0.7	%
Asset-Backed Securities		6.9
Auto Manufacturers		0.1
Banks		6.3
Beverages		0.5
Chemicals		0.0	*
Commercial Mortgage-Backed Securities — Agency		5.2
Commercial Mortgage-Backed Securities — Non-Agency		4.4
Commercial Services		0.3
Diversified Financial Services		1.3
Electric		1.6
Energy-Alternate Sources		0.2
Engineering & Construction		0.3
Environmental Control		0.0	*
Food		0.0	*
Foreign Government Bonds		0.5
Gas		0.3
Healthcare-Products		0.0	*
Healthcare-Services		1.5
Insurance		2.1
Iron & Steel		0.0	*
Media		0.4
Mining		0.5
Miscellaneous Manufacturers		0.2
Municipal Bonds		2.1
Oil & Gas		0.8
Pharmaceuticals		0.1
Pipelines		1.9
REIT		3.2
Real Estate		0.2
Residential Mortgage-Backed Securities — Agency		28.1
Residential Mortgage-Backed Securities — Non-Agency		7.8
Telecommunications		0.7
U.S. Government Agency Obligations		3.7
U.S. Treasury Securities		24.0
Money Market Investments		2.0
Short-Term Investments		4.0
Total		111.9	%

* Value rounds to less then 0.1% of net assets.

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Argentina (2.4% of Net Assets)
$	145,000,000	Argentine Republic Government International Bond, 0%, due 12/15/35 (1)	$	10,331,250
EUR	575,000,000	Argentine Republic Government International Bond, 0%, due 12/15/35 (1)(2)		55,060,658
$	23,836,964	Argentine Republic Government International Bond, 7.426%, due 12/31/33		15,017,287
	48,120,000	Argentine Republic Government International Bond, 8.75%, due 06/02/17		37,293,000
		Total Argentina (Cost: $135,906,914)		117,702,195
		Brazil (11.7%)
	24,000,000	Aralco Finance S.A., (144A), 10.125%, due 05/07/20 (3)		4,800,000
	37,000,000	Banco do Brasil S.A., (144A), 6.25%, due 12/31/49 (1)(3)(4)		28,675,000
	86,000,000	Banco Nacional de Desenvolvimento Economico e Social, (144A), 5.75%, due 09/26/23 (3)		84,495,000
	57,000,000	Brazil Minas SPE via State of Minas Gerais, (144A), 5.333%, due 02/15/28 (3)		52,440,000
BRL	53,429,000	Brazil Notas do Tesouro Nacional, Series F, 10%, due 01/01/18		20,211,928
$	23,800,000	Caixa Economica Federal, (144A), 4.5%, due 10/03/18 (3)		23,591,750
	45,000,000	Gerdau Trade, Inc., (Reg. S), 5.75%, due 01/30/21 (5)		45,562,500
	34,000,000	Odebrecht Finance, Ltd., (144A), 7.125%, due 06/26/42 (3)		32,045,000
	63,014,400	Odebrecht Offshore Drilling Finance, Ltd., (144A), 6.75%, due 10/01/22 (3)		64,432,224
	50,000,000	Petrobras Global Finance BV, 4.375%, due 05/20/23		44,373,640
	60,000,000	QGOG Constellation S.A., (144A), 6.25%, due 11/09/19 (3)		56,475,000
	37,350,000	Samarco Mineracao S.A., (144A), 4.125%, due 11/01/22 (3)		32,924,025
	47,804,200	Schahin II Finance Co. SPV, Ltd., (144A), 5.875%, due 09/25/23 (3)		45,533,501
	28,050,000	Tonon Bioenergia S.A., (144A), 9.25%, due 01/24/20 (3)		21,738,750
	15,025,000	Virgolino de Oliveira Finance, Ltd., (144A), 11.75%, due 02/09/22 (3)		8,639,375
		Total Brazil (Cost: $637,446,319)		565,937,693
		Chile (2.2%)
	17,800,000	GeoPark Latin America, Ltd. Agencia en Chile, (144A), 7.5%, due 02/11/20 (3)		18,467,500
	32,000,000	Guanay Finance, Ltd., (144A), 6%, due 12/15/20 (3)		33,200,000
	47,700,000	Tanner Servicios Financieros S.A., (144A), 4.375%, due 03/13/18 (3)		46,865,155
	8,500,000	VTR Finance BV, (144A), 6.875%, due 01/15/24 (3)		8,563,750
		Total Chile (Cost: $105,783,377)		107,096,405
		China (3.6%)
	35,510,000	China Overseas Finance Cayman III Ltd., (Reg. S), 3.375%, due 10/29/18 (5)		34,357,700
	81,000,000	Country Garden Holdings Co., Ltd., (144A), 7.25%, due 04/04/21 (3)		77,355,000

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		China (Continued)
$	27,000,000	Future Land Development Holdings, Ltd., (144A), 10.25%, due 01/31/18 (3)	$	26,460,000
	35,600,000	Kaisa Group Holdings, Ltd., (144A), 8.875%, due 03/19/18 (3)		35,778,000
		Total China (Cost: $178,500,646)		173,950,700
		Colombia (3.6%)
	20,800,000	Avianca Holdings S.A., (144A), 8.375%, due 05/10/20 (3)		21,736,000
	48,000,000	Banco Davivienda S.A., (144A), 5.875%, due 07/09/22 (3)		46,560,000
	55,500,000	Grupo Aval, Ltd., (144A), 4.75%, due 09/26/22 (3)		51,781,500
	56,000,000	Pacific Rubiales Energy Corp., (144A), 5.375%, due 01/26/19 (3)		56,700,000
		Total Colombia (Cost: $181,243,304)		176,777,500
		Costa Rica (3.0%)
	41,000,000	Banco de Costa Rica, (144A), 5.25%, due 08/12/18 (3)		41,061,500
	69,000,000	Banco Nacional de Costa Rica, (144A), 4.875%, due 11/01/18 (3)		67,947,750
	44,600,000	Instituto Costarricense de Electricidad, (144A), 6.375%, due 05/15/43 (3)		36,505,100
		Total Costa Rica (Cost: $154,193,610)		145,514,350
		Croatia (3.4%)
	18,750,000	Agrokor DD, (144A), 8.875%, due 02/01/20 (3)		20,364,000
	49,000,000	Croatia Government International Bond, (144A), 6%, due 01/26/24 (3)		48,480,600
	48,000,000	Croatia Government International Bond, (Reg. S), 6.75%, due 11/05/19 (5)		51,720,000
	45,000,000	Hrvatska Elektroprivreda, (144A), 6%, due 11/09/17 (3)		46,237,500
		Total Croatia (Cost: $166,995,638)		166,802,100
		Dominican Republic (Cost: $47,181,782) (1.0%)
	47,000,000	Dominican Republic International Bond, (144A), 6.6%, due 01/28/24 (3)		47,354,850
		El Salvador (1.7%)
	39,500,000	El Salvador Government International Bond, (144A), 5.875%, due 01/30/25 (3)		36,340,000
	46,150,000	MMG S.A. (AES El Salvador Trust II), (144A), 6.75%, due 03/28/23 (3)		43,957,875
		Total El Salvador (Cost: $86,388,248)		80,297,875
		Georgia (Cost: $6,847,983) (0.1%)
	5,875,000	Georgian Railway JSC, (Reg. S), 7.75%, due 07/11/22 (5)		6,242,188

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Guatemala (Cost: $56,511,537) (1.1%)
$	56,000,000	Industrial Senior Trust, (144A), 5.5%, due 11/01/22 (3)	$	51,240,000
		Hungary (4.4%)
	41,500,000	Hungary Government International Bond, 4.125%, due 02/19/18		41,655,625
	56,000,000	Hungary Government International Bond, 5.375%, due 02/21/23 (2)		55,510,000
	60,000,000	Hungary Government International Bond, 5.75%, due 11/22/23		60,075,000
	27,500,000	Hungary Government International Bond, 6.375%, due 03/29/21		29,596,875
	24,500,000	Hungary Government International Bond, 7.625%, due 03/29/41		26,092,500
		Total Hungary (Cost: $212,893,662)		212,930,000
		India (2.3%)
INR	1,940,000,000	India Government Bond, 7.28%, due 06/03/19		29,012,003
$	14,000,000	Vedanta Resources PLC, (144A), 6%, due 01/31/19 (3)		13,335,000
	69,700,000	Vedanta Resources PLC, (144A), 8.25%, due 06/07/21 (3)		70,004,937
		Total India (Cost: $113,421,045)		112,351,940
		Indonesia (1.7%)
	25,500,000	Indonesia Government International Bond, (144A), 5.875%, due 01/15/24 (3)		26,041,875
	55,000,000	Perusahaan Penerbit SBSN, (144A), 6.125%, due 03/15/19 (3)		58,712,500
		Total Indonesia (Cost: $81,405,466)		84,754,375
		Israel (2.6%)
	57,600,000	Israel Electric Corp., Ltd., (144A), 5.625%, due 06/21/18 (2)(3)		61,704,000
	58,800,000	Israel Electric Corp., Ltd., (144A), 6.875%, due 06/21/23 (2)(3)		63,762,014
		Total Israel (Cost: $119,003,277)		125,466,014
		Mexico (13.6%)
	45,600,000	Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand, (144A), 5.95%, due 01/30/24 (1)(3)		46,455,000
	50,000,000	BBVA Bancomer S.A., (144A), 6.75%, due 09/30/22 (3)		53,687,500
	25,000,000	Cemex S.A.B. de C.V., (144A), 4.989%, due 10/15/18 (1)(3)		26,062,500
	40,000,000	Cemex S.A.B. de C.V., (144A), 6.5%, due 12/10/19 (3)		40,900,000
	46,250,000	Cemex S.A.B. de C.V., (Reg. S), 7.25%, due 01/15/21 (5)		47,926,563
	54,000,000	Comision Federal de Electricidad, (144A), 4.875%, due 01/15/24 (3)		53,622,000
	60,000,000	Corp GEO S.A.B. de C.V., (144A), 8.875%, due 03/27/22 (3)(6)		9,000,000

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Mexico (Continued)
$	29,500,000	Fresnillo PLC, (144A), 5.5%, due 11/13/23 (3)	$	28,762,500
MXN	570,000,000	Mexican BONOS Government Bond, 7.75%, due 05/29/31 (2)		43,845,675
MXN	305,020,000	Mexican BONOS Government Bond, 8%, due 06/11/20 (2)		25,348,202
$	38,050,000	Offshore Drilling Holding S.A., (Reg. S), 8.375%, due 09/20/20 (5)		41,094,000
	5,000,000	Pemex Project Funding Master Trust, 6.625%, due 06/15/35		5,287,500
	37,000,000	Pemex Project Funding Master Trust, 6.625%, due 06/15/35		39,127,500
	24,700,000	Petroleos Mexicanos, 2.257%, due 07/18/18 (1)(2)		25,552,150
	39,500,000	Petroleos Mexicanos, 3.5%, due 07/18/18		40,487,500
	16,000,000	Petroleos Mexicanos, 4.875%, due 01/18/24		16,060,000
	49,250,000	Petroleos Mexicanos, (144A), 6.375%, due 01/23/45 (3)		49,865,625
	67,000,000	Tenedora Nemak S.A. de C.V., (144A), 5.5%, due 02/28/23 (3)		64,990,000
		Total Mexico (Cost: $717,572,437)		658,074,215
		Panama (Cost: $32,700,544) (0.7%)
	33,000,000	Global Bank Corp., (144A), 4.75%, due 10/05/17 (3)		33,577,500
		Paraguay (1.7%)
	44,440,000	Banco Continental SAECA, (144A), 8.875%, due 10/15/17 (3)		47,495,250
	32,850,000	Banco Regional SAECA, (144A), 8.125%, due 01/24/19 (3)		33,556,275
		Total Paraguay (Cost: $77,125,042)		81,051,525
		Peru (2.1%)
	36,728,000	Cia Minera Milpo S.A.A., (144A), 4.625%, due 03/28/23 (3)		32,550,190
	49,275,000	Inkia Energy, Ltd., (Reg. S), 8.375%, due 04/04/21 (5)		53,401,781
	15,900,000	Pesquera Exalmar S.A.A., (144A), 7.375%, due 01/31/20 (3)		14,528,625
		Total Peru (Cost: $100,703,266)		100,480,596
		Romania (1.5%)
	38,000,000	Romanian Government International Bond, (144A), 4.875%, due 01/22/24 (3)		37,502,200
	37,800,000	Romanian Government International Bond, (144A), 6.125%, due 01/22/44 (3)		37,280,250
		Total Romania (Cost: $74,854,610)		74,782,450
		Russia (10.6%)
	30,500,000	Alfa Bank OJSC via Alfa Bond Issuance PLC, (144A), 7.5%, due 09/26/19 (3)		32,482,500
	51,500,000	Credit Bank of Moscow via CBOM Finance PLC, (144A), 7.7%, due 02/01/18 (3)		52,658,750

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Russia (Continued)
$	51,700,000	EDC Finance, Ltd., (144A), 4.875%, due 04/17/20 (3)	$	50,019,750
	44,900,000	Gazprom Neft OAO Via GPN Capital S.A., (144A), 6%, due 11/27/23 (3)		45,124,500
	27,550,000	Home Credit & Finance Bank OOO via Eurasia Capital S.A., (144A), 9.375%, due 04/24/20 (1)(3)		27,687,750
	43,000,000	Metalloinvest Finance, Ltd., (144A), 5.625%, due 04/17/20 (3)		41,602,500
	41,000,000	Nomos Bank via Nomos Capital PLC, (144A), 10%, due 04/26/19 (3)		43,152,500
RUB	1,425,000,000	Russian Federal Bond — OFZ, 7.05%, due 01/19/28		36,494,100
$	65,000,000	Sberbank of Russia via SB Capital S.A., (144A), 5.25%, due 05/23/23 (3)		60,534,500
	66,800,000	Vnesheconombank via VEB Finance PLC, (144A), 4.224%, due 11/21/18 (3)		66,215,500
	51,500,000	VTB Bank OJSC via VTB Eurasia, Ltd., (144A), 9.5%, due 12/31/49 (1)(3)(4)		55,748,750
		Total Russia (Cost: $519,198,101)		511,721,100
		Serbia (3.2%)
	44,000,000	Republic of Serbia, (144A), 5.875%, due 12/03/18 (3)		45,045,000
	68,000,000	Republic of Serbia, (Reg. S), 4.875%, due 02/25/20 (5)		65,450,000
	40,000,000	Republic of Serbia, (Reg. S), 7.25%, due 09/28/21 (5)		42,500,000
		Total Serbia (Cost: $153,796,864)		152,995,000
		Slovenia (Cost: $138,338,542) (2.8%)
	137,500,000	Slovenia Government International Bond, (144A), 5.5%, due 10/26/22 (3)		138,015,625
		South Africa (Cost: $29,258,505) (0.6%)
	28,300,000	Myriad International Holdings BV, (144A), 6%, due 07/18/20 (3)		30,245,625
		Sri Lanka (Cost: $46,359,725) (1.0%)
	46,000,000	National Savings Bank, (144A), 8.875%, due 09/18/18 (3)		49,450,000
		Tanzania (Cost: $42,053,552) (0.9%)
	42,000,000	Tanzania Government International Bond, (Reg. S), 6.392%, due 03/09/20 (1)(5)		43,995,000
		Turkey (5.8%)
	51,300,000	Akbank TAS, (144A), 5%, due 10/24/22 (3)		46,041,750
	63,500,000	Anadolu Efes Biracilik Ve Malt Sanayii A.S., (Reg. S), 3.375%, due 11/01/22 (2)(5)		50,165,000
	59,000,000	Hazine Mustesarligi Varlik Kiralama A.S., (144A), 4.557%, due 10/10/18 (3)		58,336,250
	25,200,000	Turkiye Is Bankasi, (144A), 6%, due 10/24/22 (3)		22,176,000
	33,000,000	Turkiye Is Bankasi, (Reg. S), 5.5%, due 04/21/19 (5)		32,422,500

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Turkey (Continued)
$	37,900,000	Yapi ve Kredi Bankasi A.S., (144A), 5.25%, due 12/03/18 (3)	$	36,668,250
	40,000,000	Yapi ve Kredi Bankasi A.S., (144A), 5.5%, due 12/06/22 (3)		33,400,000
		Total Turkey (Cost: $302,006,348)		279,209,750
		Ukraine (Cost: $22,600,984) (0.5%)
	22,800,000	National JSC Naftogaz of Ukraine, 9.5%, due 09/30/14		21,802,500
		Uruguay (Cost: $14,725,036) (0.2%)
UYU	257,062,930	Uruguay Government International Bond, 4.375%, due 12/15/28		11,570,442
		Venezuela (2.7%)
$	12,500,000	Petroleos de Venezuela S.A., 4.9%, due 10/28/14		11,718,750
	155,150,000	Petroleos de Venezuela S.A., (Reg. S), 8.5%, due 11/02/17 (2)(5)		121,404,875
		Total Venezuela (Cost: $154,460,104)		133,123,625
		Total Fixed Income Securities (Cost: $4,709,476,468) (92.7%)		4,494,513,138
Number of Shares		Equity Securities
		Mexico (Cost: $0.0) (0.0%)
	240,079	Hipotecaria Su Casita S.A. de C.V., SOFOM E.N.R.		—
		Total Equity Securities (Cost: $0.0) (0.0%)		—
Principal Amount		Short-Term Investments
		Repurchase Agreement (Cost: $143,815,931) (3.0%)
	143,815,931	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $160,430,000 Federal Home Loan Mortgage Corp., 1.96%, due 11/07/22 valued at $146,692,860) (Total Amount to be Received Upon Repurchase $143,815,931)		143,815,931
		U.S. Treasury Security (Cost: $1,115,952) (0.0%)
	1,116,000	U.S. Treasury Bill, 0.033%, due 03/20/14(7)		1,115,952
		Total Short-Term Investments (Cost: $144,931,883) (3.0%)		144,931,883
		Total Investments (Cost: $4,854,408,351) (95.7%)		4,639,445,021
		Excess of Other Assets over Liabilities (4.3%)		208,191,568
		Total Net Assets (100.0%)	$	4,847,636,589

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

Schedule of Investments (Unaudited) January 31, 2014

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 (8)
Bank of America	HUF		5,900,000,000		03/10/14	$	25,159,915	$	25,418,218	$	258,303
Bank of America	JPY		5,049,500,000		05/28/14		52,022,913		49,544,263		(2,478,650	)
Bank of America	JPY		5,872,440,000		10/01/14		56,494,288		57,678,227		1,183,939
Bank of America	RUB		1,663,750,000		05/19/14		48,711,755		46,243,033		(2,468,722	)
Bank of America	TRY		153,532,500		02/12/14		70,011,097		67,733,109		(2,277,988	)
Goldman Sachs	MXN		1,023,360,000		05/14/14		82,000,000		75,869,716		(6,130,284	)
JPMorgan Chase Bank	JPY		4,890,000,000		04/30/14		47,010,191		47,970,007		959,816
JPMorgan Chase Bank	ZAR		806,040,000		03/18/14		77,612,055		71,707,161		(5,904,894	)
						$	459,022,214	$	442,163,734	$	(16,858,480	)
SELL (9)
Bank of America	BRL		74,262,500		03/24/14	$	32,500,000	$	30,273,681	$	2,226,319
Bank of America	EUR		36,565,085		01/28/15		50,000,000		49,352,656		647,344
Bank of America	HUF		5,900,000,000		03/10/14		25,000,000		25,418,218		(418,218	)
Bank of America	HUF		5,898,000,000		08/04/14		25,000,000		25,123,708		(123,708	)
Bank of America	JPY		5,049,500,000		05/28/14		50,000,000		49,544,263		455,737
Bank of America	JPY		5,872,440,000		10/01/14		60,000,000		57,678,227		2,321,773
Bank of America	PLN		79,695,000		08/04/14		25,000,000		24,984,241		15,759
Bank of America	RUB		1,663,750,000		05/19/14		50,000,000		46,243,034		3,756,966
Bank of America	RUB		1,828,375,000		01/21/15		50,000,038		48,417,397		1,582,641
Bank of America	TRY		302,475,000		02/12/14		150,000,000		133,441,271		16,558,729
JPMorgan Chase Bank	BRL		86,362,500		03/24/14		37,500,000		35,206,339		2,293,661
JPMorgan Chase Bank	JPY		4,890,000,000		04/30/14		50,000,000		47,970,007		2,029,993
JPMorgan Chase Bank	ZAR		806,040,000		03/18/14		80,000,000		71,707,161		8,292,839
						$	685,000,038	$	645,360,203	$	39,639,835

Counterparty	Contracts to Deliver/ Units of Currency	Settlement Date		Contracts to Receive/ Units of Currency		Unrealized Appreciation (Depreciation)
CROSS CURRENCY FORWARD
Bank of America	BRL 117,249,000		05/13/14	TRY	102,624,945	$	(3,118,597	)
Bank of America	TRY 102,850,000		05/13/14	BRL	117,249,000		3,021,851
						$	(96,746	)

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Futures Contracts

Number of Contracts	Type	Expiration Date		Notional Contract Value		Net Unrealized Appreciation (Depreciation)
SELL
700	5-Year U.S. Treasury Note Futures		03/31/14		84,437,500		(198,218	)
300	10-Year U.S. Treasury Note Futures		03/20/14		37,725,000		(150,579	)
				$	122,162,500	$	(348,797	)

Credit Default Swaps – Buy Protection

Notional Amount (10)	Implied Credit Spread  (11)			Expiration Date		Counterparty	Fixed Deal Pay Rate			Reference Entity	Unrealized Depreciation			Premium Paid		Value (12)
OTC Swaps
$25,000,000		0.32	%		3/20/17	Bank of America		1	%	State of Qatar	$	(898,608	)	$	361,903	$	(536,705	)
25,000,000		0.32	%		3/20/17	Bank of America		1	%	State of Qatar		(927,756	)		391,051		(536,705	)
											$	(1,826,364	)	$	752,954	$	(1,073,410	)

Notes to the Schedule of Investments:

BRL	-	Brazilian Real.
EUR	-	Euro Currency.
HUF	-	Hungarian Forint.
INR	-	Indian Rupee.
JPY	-	Japanese Yen.
MXN	-	Mexican Peso.
PLN	-	Polish Zloty.
RUB	-	Russian Ruble.
TRY	-	New Turkish Lira.
UYU	-	Uruguayan Peso.
ZAR	-	South African Rand.
OTC	-	Over-the Counter.
(1)		Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2014.
(2)		All or a portion of this security is segregated to cover when-issued, delayed-delivery or forward commitments. (Note 1)
(3)		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2014, the value of these securities amounted to $3,156,746,946 or 65.1% of net assets. These securities are determined to be liquid by the Advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(4)		Perpetual Maturity.
(5)		Investments issued under Regulation S of the Securities Act of 1933, may not be offered, sold, or delivered within the United States except under special exemptions. At January 31, 2014, the value of these securities amounted to $636,242,107 or 13.1% of net assets.
(6)		Security is currently in default due to bankruptcy or failure to make payment of principal or interest by the issuer. Income is not being accrued.
(7)		Rate stated is the effective yield.
(8)		Fund buys foreign currency, sells U.S. Dollar.

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

Schedule of Investments (Unaudited) January 31, 2014

(9)	Fund sells foreign currency, buys 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)	An implied credit spread is the spread in yield between a U.S. Treasury security and the referenced obligation. Implied credit spreads, represented in the absolute terms, utilized in determining the value of credit default swap agreements serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads, in comparison to narrower credit spreads, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement.
(12)	The value of a credit default swap agreements serves as an indicator of the current status of the payments/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement been closed/sold as of the period end. Increasing market 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.

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of  Net Assets
Airlines		0.4	%
Banks		21.4
Beverages		1.0
Building Materials		2.6
Diversified Financial Services		3.2
Electric		6.9
Energy-Alternate Sources		1.1
Engineering & Construction		2.0
Food		1.5
Foreign Government Bonds		26.5
Government Regional/Local		1.1
Holding Companies — Diversified		1.4
Investment Companies		1.1
Iron & Steel		2.5
Media		0.8
Mining		3.0
Oil & Gas		12.2
Oil & Gas Services		1.0
Real Estate		2.9
Transportation		0.1
Short-Term Investments		3.0
Total		95.7	%

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Local Currency Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Brazil (9.8% of Net Assets)
BRL	16,230,000	Brazil Letras do Tesouro Nacional, 0%, due 01/01/17	$	4,713,768
BRL	37,493,000	Brazil Notas do Tesouro Nacional, Series F, 10%, due 01/01/17		14,516,011
BRL	12,043,000	Brazil Notas do Tesouro Nacional, Series F, 10%, due 01/01/18		4,555,808
		Total Brazil (Cost: $27,325,588)		23,785,587
		China (Cost: $7,317,051) (3.0%)
CNY	44,000,000	Kaisa Group Holdings, Ltd. (Reg. S), 6.875%, due 04/22/16 (1)		7,211,142
		Colombia (Cost: $8,210,409) (2.9%)
COP	15,882,000,000	Empresa de Telecomunicaciones de Bogota, (144A), 7%, due 01/17/23 (2)		6,957,063
		Hungary (8.0%)
HUF	943,000,000	Hungary Government Bond, 5.5%, due 12/20/18		4,139,255
HUF	1,891,000,000	Hungary Government Bond, 6%, due 11/24/23		8,124,035
HUF	1,600,000,000	Hungary Government Bond, 6.75%, due 11/24/17		7,359,347
		Total Hungary (Cost: $20,942,740)		19,622,637
		India (4.5%)
INR	355,000,000	India Government Bond, 7.28%, due 06/03/19		5,308,897
INR	50,000,000	Power Grid Corp. of India, Ltd., 9.64%, due 05/31/17		798,370
INR	125,000,000	Power Grid Corp. of India, Ltd., 9.64%, due 05/31/18		1,988,557
INR	175,000,000	Power Grid Corp. of India, Ltd., 9.64%, due 05/31/19		2,802,447
		Total India (Cost: $13,134,335)		10,898,271
		Indonesia (8.5%)
IDR	134,456,000,000	Indonesia Treasury Bond, 5.25%, due 05/15/18		9,957,562
IDR	100,500,000,000	Indonesia Treasury Bond, 5.625%, due 05/15/23		6,548,131
IDR	11,628,000,000	Indonesia Treasury Bond, 7.875%, due 04/15/19		950,191
IDR	36,521,000,000	Indonesia Treasury Bond, 11%, due 11/15/20		3,364,957
		Total Indonesia (Cost: $24,725,020)		20,820,841

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Local Currency Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Malaysia (4.3%)
MYR	14,700,000	Malaysia Government Bond, 3.26%, due 03/01/18	$	4,316,155
MYR	20,500,000	Malaysia Government Bond, 4.378%, due 11/29/19 (3)		6,235,982
		Total Malaysia (Cost: $11,288,653)		10,552,137
		Mexico (11.4%)
MXN	106,549,700	Mexican BONOS Government Bond, 6.5%, due 06/09/22 (3)		8,016,459
MXN	102,280,000	Mexican BONOS Government Bond, 7.75%, due 05/29/31		7,867,606
MXN	65,670,000	Mexican BONOS Government Bond, 8%, due 06/11/20		5,457,401
MXN	75,748,000	Mexican BONOS Government Bond, 8.5%, due 12/13/18		6,408,256
		Total Mexico (Cost: $30,369,609)		27,749,722
		Peru (Cost: $5,299,072) (2.0%)
PEN	14,900,000	Peruvian Government International Bond, (Reg. S), 5.2%, due 09/12/23 (1)		4,916,525
		Philippines (Cost: $5,364,922) (2.0%)
PHP	215,000,000	Philippine Government International Bond, 4.95%, due 01/15/21		4,969,384
		Poland (11.2%)
PLN	77,915,000	Poland Government Bond, 3.75%, due 04/25/18 (3)		24,514,057
PLN	8,500,000	Poland Government Bond, 5.25%, due 10/25/17 (3)		2,826,816
		Total Poland (Cost: $28,428,755)		27,340,873
		Romania (Cost: $3,369,727) (1.4%)
RON	10,900,000	Romania Government Bond, 5.75%, due 01/27/16		3,400,309
		Russia (11.8%)
RUB	240,600,000	Russian Federal Bond — OFZ, 6.8%, due 12/11/19		6,533,210
RUB	373,000,000	Russian Federal Bond — OFZ, 7.05%, due 01/19/28		9,552,491
RUB	329,400,000	Russian Federal Bond — OFZ, 7.35%, due 01/20/16 (3)		9,514,172
RUB	110,000,000	Russian Federal Bond — OFZ, 7.6%, due 04/14/21 (3)		3,065,112
		Total Russia (Cost: $34,219,606)		28,664,985

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Local Currency Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Serbia (Cost: $11,014,555) (4.5%)
RSD	940,000,000	Serbia Treasury Bond, 10%, due 05/16/15	$	11,081,489
		South Africa (6.9%)
ZAR	86,250,000	South Africa Government Bond, 6.75%, due 03/31/21		7,037,174
ZAR	110,320,000	South Africa Government Bond, 8%, due 12/21/18 (3)		9,824,045
		Total South Africa (Cost: $23,567,874)		16,861,219
		Turkey (Cost: $11,639,149) (3.9%)
TRY	21,700,000	Turkey Government Bond, 7.5%, due 09/24/14		9,421,828
		Total Fixed Income Securities (Cost: $266,217,065) (96.1%)		234,254,012
		Short-Term Investments
		Foreign Government Bonds (2.9%)
		Nigeria (Cost: $7,359,494) (2.9%)
NGN	1,200,000,000	Nigeria Treasury Bill, 0%, due 04/24/14		7,187,090
		Total Short-Term Investments (Cost: $7,359,494) (2.9%)		7,187,090
		Total Investments (Cost: $273,576,559) (99.0%)		241,441,102
		Excess of Other Assets over Liabilities (1.0%)		2,398,444
		Total Net Assets (100.0%)	$	243,839,546

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	HUF		1,180,000,000		03/10/14	$	5,031,983	$	5,083,644	$	51,661
Bank of America	JPY		504,950,000		05/28/14		5,202,291		4,954,426		(247,865	)
Bank of America	MYR		55,026,000		05/14/14		18,000,000		16,346,889		(1,653,111	)
Bank of America	TRY		14,477,500		02/12/14		6,601,737		6,386,961		(214,776	)
JPMorgan Chase Bank	JPY		489,000,000		04/30/14		4,701,019		4,797,001		95,982
JPMorgan Chase Bank	ZAR		201,510,000		03/18/14		19,403,014		17,926,790		(1,476,224	)
						$	58,940,044	$	55,495,711	$	(3,444,333	)

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Local Currency Income Fund

Schedule of Investments (Unaudited) January 31, 2014

Counterparty	Contracts to Deliver	Units of Currency		Settlement Date		In Exchange for U.S. Dollars		Contracts at Value		Unrealized Appreciation (Depreciation)
SELL (5)
Bank of America	BRL		17,137,500		03/24/14	$	7,500,000	$	6,986,234	$	513,766
Bank of America	EUR		10,964,311		01/28/15		15,000,000		14,798,759		201,241
Bank of America	HUF		1,180,000,000		03/10/14		5,000,000		5,083,644		(83,644	)
Bank of America	JPY		504,950,000		05/28/14		5,000,000		4,954,426		45,574
Bank of America	MYR		55,026,000		05/14/14		16,722,686		16,346,889		375,797
Bank of America	PLN		47,817,000		08/04/14		15,000,000		14,990,545		9,455
Bank of America	RUB		665,500,000		05/19/14		20,000,000		18,497,213		1,502,787
Bank of America	TRY		29,910,000		02/12/14		15,000,000		13,195,234		1,804,766
JPMorgan Chase Bank	BRL		17,272,500		03/24/14		7,500,000		7,041,268		458,732
JPMorgan Chase Bank	JPY		489,000,000		04/30/14		5,000,000		4,797,001		202,999
JPMorgan Chase Bank	ZAR		201,510,000		03/18/14		20,000,000		17,926,790		2,073,210
Wells Fargo Investments LLC	HUF		3,538,800,000		08/04/14		15,000,000		15,074,225		(74,225	)
						$	146,722,686	$	139,692,228	$	7,030,458

Counterparty	Contracts to Deliver/ Units of Currency		Settlement Date		Contracts to Receive/ Units of Currency		Unrealized Appreciation (Depreciation)
CROSS CURRENCY FORWARD
Bank of America	BRL	7,980,000		05/13/14	TRY	6,984,683	$	(212,253	)
Bank of America	TRY	7,000,000		05/13/14	BRL	7,980,000		205,668
							$	(6,585	)

Notes to the Schedule of Investments:

BRL	-	Brazilian Real.
CNY	-	Chinese Yuan.
COP	-	Colombian Peso.
EUR	-	Euro Currency.
HUF	-	Hungarian Forint.
IDR	-	Indonesian Rupiah.
INR	-	Indian Rupee.
JPY	-	Japanese Yen.
MXN	-	Mexican Peso.
MYR	-	Malaysian Ringgit.
NGN	-	Nigeria Naira.
PEN	-	Peruvian Nouveau Sol.
PHP	-	Philippines Peso.
PLN	-	Polish Zloty.
RON	-	New Romanian Leu.
RSD	-	Serbian Dinar.
RUB	-	Russian Ruble.
TRY	-	New Turkish Lira.
ZAR	-	South African Rand.

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Local Currency Income Fund

Schedule of Investments (Unaudited) January 31, 2014

(1)	Investments issued under Regulation S of the Securities Act of 1933, may not be offered, sold, or delivered within the United States except under special exemptions. At January 31, 2014, the value of these securities amounted to $12,127,667 or 5.0% of net assets.
(2)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2014, the value of these securities amounted to $6,957,063 or 2.9% of net assets. These securities are determined to be liquid by the Advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(3)	All or a portion of this security is segregated to cover when-issued, delayed-delivery or forward commitments. (Note 1)
(4)	Fund buys foreign currency, sells U.S. Dollar.
(5)	Fund sells foreign currency, buys U.S. Dollar.

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Local Currency Income Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Electric		4.5	%
Foreign Government Bonds		85.7
Real Estate		3.0
Telecommunications		2.9
Short-Term Investments		2.9
Total		99.0	%

See accompanying notes to Schedule of Investments.

TCW Enhanced Commodity Strategy Fund

Consolidated Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Asset-Backed Securities (1.4% of Net Assets)
$	20,555	Educational Services of America, Inc. (12-2-A), (144A), 0.888%, due 04/25/39 (1)(2)	$	20,682
	13,741	Goal Capital Funding Trust (06-1-A3), 0.358%, due 11/25/26 (2)		13,612
	8,752	Nelnet Student Loan Trust (12-5A-A), (144A), 0.758%, due 10/27/36 (1)(2)		8,719
	8,245	Scholar Funding Trust (11-A-A), (144A), 1.135%, due 10/28/43 (1)(2)		8,259
		Total Asset-Backed Securities (Cost: $51,334)		51,272
		Commercial Mortgage-Backed Securities — Non-Agency (6.6%)
	15,601	Banc of America Commercial Mortgage Trust (06-5-A2), 5.317%, due 09/10/47		15,693
	15,857	Bear Stearns Commercial Mortgage Securities Trust (04-PWR4-A3), 5.468%, due 06/11/41 (2)		15,934
	13,116	Bear Stearns Commercial Mortgage Securities Trust (05-PW10-A3), 5.395%, due 12/11/40		13,134
	20,809	Bear Stearns Commercial Mortgage Securities Trust (07-PW16-AAB), 5.706%, due 06/11/40 (2)		21,591
	1,632	CD Commercial Mortgage Trust (07-CD4-A2B), 5.205%, due 12/11/49		1,630
	20,000	Commercial Mortgage Pass-Through Certificates (05-C6-A5A), 5.116%, due 06/10/44 (2)		21,023
	1,044	Commercial Mortgage Trust (04-LB2A-A4), 4.715%, due 03/10/39		1,043
	15,772	Credit Suisse Commercial Mortgage Trust (06-C1-AAB), 5.465%, due 02/15/39 (2)		16,086
	13,157	JPMorgan Chase Commercial Mortgage Securities Trust (05-CB11-ASB), 5.201%, due 08/12/37 (2)		13,251
	20,000	JPMorgan Chase Commercial Mortgage Securities Trust (05-LDP2-A4), 4.738%, due 07/15/42		20,809
	18,804	JPMorgan Chase Commercial Mortgage Securities Trust (06-LDP7-ASB), 5.873%, due 04/15/45 (2)		19,552
	12,281	JPMorgan Chase Commercial Mortgage Securities Trust (07-LD12-ASB), 5.833%, due 02/15/51 (2)		13,137
	14,762	Morgan Stanley Capital I Trust (07-IQ14-A2), 5.61%, due 04/15/49		14,861
	32,721	Wachovia Bank Commercial Mortgage Trust (05-C20-A7), 5.118%, due 07/15/42 (2)		34,438
	17,247	Wachovia Bank Commercial Mortgage Trust (06-C26-APB), 5.997%, due 06/15/45		18,145
		Total Commercial Mortgage-Backed Securities — Non-Agency (Cost: $243,113)		240,327
		Residential Mortgage-Backed Securities — Agency (4.7%)
	21,772	Federal Home Loan Mortgage Corp. (3346-FA), 0.39%, due 02/15/19 (2)		21,799
	17,250	Federal Home Loan Mortgage Corp. (242-F29), 0.41%, due 11/15/36 (2)		17,193
	19,792	Federal National Mortgage Association (01-70-OF), 1.114%, due 10/25/31 (2)		20,172
	27,499	Federal National Mortgage Association (04-W2-1A3F), 0.514%, due 02/25/44 (2)		27,505
	34,032	Federal National Mortgage Association (05-W3-2AF), 0.384%, due 03/25/45 (2)		34,019
	13,609	Federal National Mortgage Association (10-87-GA), 4%, due 02/25/24		14,046
	10,654	Federal National Mortgage Association (93-247-FM), 2.163%, due 12/25/23 (2)		10,972

See accompanying notes to Schedule of Investments.

TCW Enhanced Commodity Strategy Fund

Consolidated Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	709	Government National Mortgage Association (03-39-GF), 0.507%, due 05/20/32 (PAC) (2)(3)	$	709
	8,885	Government National Mortgage Association (10-96-A), 2.207%, due 09/16/39		8,955
	15,509	NCUA Guaranteed Notes (11-R6-1A), 0.542%, due 05/07/20 (2)(3)		15,527
		Total Residential Mortgage-Backed Securities — Agency (Cost: $168,343)		170,897
		Residential Mortgage-Backed Securities — Non-Agency (17.5%)
	17,956	Banc of America Alternative Loan Trust (03-4-1A5), 5.5%, due 06/25/33		19,433
	17,550	Banc of America Alternative Loan Trust (03-9-1CB5), 5.5%, due 11/25/33		18,103
	5,752	Banc of America Funding Corp. (06-G-2A3), 0.327%, due 07/20/36 (2)		5,748
	12,166	Bear Stearns Alt-A Trust (04-13-A1), 0.898%, due 11/25/34 (2)		12,118
	9,891	Bear Stearns Asset-Backed Securities Trust (05-SD1-1A3), 0.558%, due 08/25/43 (2)		9,777
	27,841	Bombardier Capital Mortgage Securitization Corp. (01-A-A), 6.805%, due 12/15/30 (2)		29,005
	56,358	Centex Home Equity Loan Trust (05-A-AF5), 5.28%, due 01/25/35		60,349
	29,156	Conseco Financial Corp. (97-7-A9), 7.37%, due 07/15/28 (2)		31,401
	17,977	Credit-Based Asset Servicing and Securitization LLC (03-CB5-M1), 1.178%, due 11/25/33 (2)		16,762
	46,966	Credit-Based Asset Servicing and Securitization LLC (05-CB4-AF3), 4.923%, due 07/25/35		47,946
	19,329	First Franklin Mortgage Loan Asset-Backed Certificates (04-FF5-A3C), 1.158%, due 08/25/34 (2)		19,218
	16,451	Homestar Mortgage Acceptance Corp. (04-5-A1), 0.608%, due 10/25/34 (2)		16,497
	10,476	JPMorgan Chase Commercial Mortgage Securities Trust (06-LDP8-A3B), 5.447%, due 05/15/45		10,686
	72,617	JPMorgan Mortgage Trust (05-A6-7A1), 2.7%, due 08/25/35 (2)		70,757
	48,059	MASTR Seasoned Securitization Trust (04-1-4A1), 2.582%, due 10/25/32 (2)		48,657
	43,556	MASTR Seasoned Securitization Trust (05-1-4A1), 2.402%, due 10/25/32 (2)		44,116
	38,947	Mid-State Trust (04-1-M1), 6.497%, due 08/15/37		42,608
	18,600	Morgan Stanley Mortgage Loan Trust (04-6AR-1A), 0.608%, due 07/25/34 (2)		17,926
	33,341	Origen Manufactured Housing (05-A-M1), 5.46%, due 06/15/36 (2)		35,135
	16,280	Residential Asset Mortgage Products, Inc. (03-RZ3-A6), 3.9%, due 03/25/33		16,408
	35,594	Residential Asset Mortgage Products, Inc. (04-SL3-A2), 6.5%, due 12/25/31		36,265
	4,238	Residential Asset Mortgage Products, Inc. (05-RS5-AI3), 0.498%, due 05/25/35 (2)		4,222
	457	Residential Asset Mortgage Products, Inc. (05-RS8-A2), 0.448%, due 10/25/33 (2)		457
	26,637	Wells Fargo Mortgage-Backed Securities Trust (03-17-2A10), 5.5%, due 01/25/34		27,471
		Total Residential Mortgage-Backed Securities — Non-Agency (Cost: $581,867)		641,065

See accompanying notes to Schedule of Investments.

TCW Enhanced Commodity Strategy Fund

Consolidated Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Corporate Bonds (28.7%)
		Airlines (4.3%)
$	92,378	Continental Airlines, Inc. Pass-Through Certificates, (00-1-A1), 8.048%, due 05/01/22 (EETC)	$	106,003
	54,546	JetBlue Airways Corp. Pass-Through Certificates, (04-2-G1), 0.616%, due 02/15/18 (EETC) (2)		53,455
		Total Airlines (Cost: $149,101)		159,458
		Banks (13.6%)
	75,000	Abbey National Treasury Services PLC (United Kingdom), 1.819%, due 04/25/14 (2)		75,215
	10,000	Bank of America Corp., 5.625%, due 10/14/16		11,141
	80,000	Bank of America N.A., 0.523%, due 06/15/16 (2)		79,436
	7,000	Citigroup, Inc., 0.788%, due 08/25/36 (2)		5,584
	75,000	Citigroup, Inc., 1.941%, due 05/15/18 (2)		77,901
	75,000	Goldman Sachs Group, Inc. (The), 1.238%, due 02/07/14 (2)		75,003
	75,000	JPMorgan Chase Bank N.A., 0.574%, due 06/13/16 (2)		74,527
	100,000	National Australia Bank, Ltd. (Australia), 0.962%, due 04/11/14 (2)		100,125
		Total Banks (Cost: $491,602)		498,932
		Diversified Financial Services (2.5%)
	60,000	General Electric Capital Corp., 0.617%, due 05/05/26 (2)		54,624
	35,000	Macquarie Group, Ltd. (Australia), (144A), 7.3%, due 08/01/14 (1)		36,118
		Total Diversified Financial Services (Cost: $80,922)		90,742
		Electric (Cost: $25,070) (0.7%)
	25,000	NextEra Energy Capital Holdings, Inc., 1.339%, due 09/01/15		25,212
		Insurance (3.9%)
	70,000	Farmers Insurance Exchange, (144A), 6%, due 08/01/14 (1)		71,367
	70,000	Nationwide Mutual Insurance Co., (144A), 5.81%, due 12/15/24 (1)(2)		71,137
		Total Insurance (Cost: $138,227)		142,504
		REIT (3.7%)
	35,000	HCP, Inc., 3.75%, due 02/01/19		37,004
	70,000	Health Care REIT, Inc., 6.2%, due 06/01/16		78,041
	20,000	Kimco Realty Corp., 4.82%, due 06/01/14		20,270
		Total REIT (Cost: $130,739)		135,315
		Total Corporate Bonds (Cost: $1,015,661) (28.7%)		1,052,163
		Municipal Bond (Cost: $75,140) (2.1%)
	75,000	State of Illinois, General Obligation, 4.511%, due 03/01/15		78,246
		Total Fixed Income Securities (Cost: $2,135,458) (61.0%)		2,233,970

See accompanying notes to Schedule of Investments.

TCW Enhanced Commodity Strategy Fund

Consolidated Schedule of Investments (Unaudited) January 31, 2014

Number of Shares		Money Market Investments	Value
	9,000	BlackRock Liquidity Funds TempFund Portfolio, 0.03% (4)	$	9,000
	36,000	Dreyfus Institutional Cash Advantage Fund, 0.06% (4)		36,000
	6,000	DWS Money Market Series — Institutional Shares, 0.04% (4)		6,000
	14,500	JPMorgan Prime Money Market Fund — Institutional Class, 0.01% (4)		14,500
		Total Money Market Investments (Cost: $65,500) (1.8%)		65,500
Principal Amount		Short-Term Investments
		Repurchase Agreement (Cost: $110,669) (3.0%)
	$110,669	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $125,000 Federal Home Loan Mortgage Corp., 1.96%, due 11/07/22 valued at $114,297) (Total Amount to be Received Upon Repurchase $110,669)		110,669
		Time Deposit (Cost: $3,557) (0.1%)
	3,557	State Street Euro Dollar Time Deposit, Inc., 0.01%, due 02/03/14 (3)		3,557
		Discount Notes (28.1%)
	235,000	Federal Home Loan Bank Discount Note, 0.06%, due 04/21/14 (5)		234,980
	100,000	Federal Home Loan Bank Discount Note, 0.07%, due 02/14/14 (5)		99,997
	55,000	Federal Home Loan Mortgage Corp. Discount Note, 0.05%, due 02/03/14 (5)		55,000
	100,000	Federal Home Loan Mortgage Corp. Discount Note, 0.055%, due 04/21/14 (5)		99,991
	10,000	Federal Home Loan Mortgage Corp. Discount Note, 0.06%, due 03/13/14 (3)(5)		9,999
	25,000	Federal Home Loan Mortgage Corp. Discount Note, 0.07%, due 03/18/14 (5)		24,998
	60,000	Federal Home Loan Mortgage Corp. Discount Note, 0.075%, due 03/31/14 (3)(5)		59,993
	105,000	Federal Home Loan Mortgage Corp. Discount Note, 0.075%, due 03/12/14 (3)(5)		104,992
	24,000	Federal Home Loan Mortgage Corp. Discount Note, 0.075%, due 02/26/14 (5)		23,999
	40,000	Federal Home Loan Mortgage Corp. Discount Note, 0.08%, due 03/13/14 (5)		39,996
	39,000	Federal Home Loan Mortgage Corp. Discount Note, 0.095%, due 02/03/14 (3)(5)		39,000
	20,000	Federal Home Loan Mortgage Corp. Discount Note, 0.1%, due 02/04/14 (3)(5)		20,000
	155,000	Federal National Mortgage Association Discount Note, 0.05%, due 04/09/14 (3)(5)		154,989
	60,000	Federal National Mortgage Association Discount Note, 0.065%, due 02/24/14 (3)(5)		59,998
		Total Discount Notes (Cost: $1,027,914)		1,027,932
		Total Short-Term Investments (Cost: $1,142,140) (31.2%)		1,142,158
		Total Investments (Cost: $3,343,098) (94.0%)		3,441,628
		Excess of Other Assets over Liabilities (6.0%)		221,192
		Net Assets (100.0%)	$	3,662,820

See accompanying notes to Schedule of Investments.

TCW Enhanced Commodity Strategy Fund

Consolidated Schedule of Investments (Unaudited) January 31, 2014

Total Return Swaps ⁽³⁾

Notional Amount		Expiration Date		Counterparty	Payment Made by Fund	Payment Received by Fund	Unrealized Appreciation		Premium Paid		Value
	OTC Swaps
	$2,189,907		2/19/14	Credit Suisse First Boston Corp.	3-Month U.S. Treasury Bills	Credit Suisse Custom 24 Total Return Index	$	11,897	$	—	$	11,897
	$1,434,973		2/19/14	Citigroup Global Markets, Inc.	3-Month U.S. Treasury Bills	Citi Custom CIVICS H Index		28,484		—		28,484
							$	40,381	$	—	$	40,381

Notes to the Schedule of Investments:

EETC	-	Enhanced Equipment Trust Certificate.
OTC	-	Over-the Counter.
PAC	-	Planned Amortization Class.
REIT	-	Real Estate Investment Trust.
(1)		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2014, the value of these securities amounted to $216,282 or 5.9% of net assets. These securities are determined to be liquid by the Advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(2)		Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2014.
(3)		All or a portion of this security is owned by TCW Cayman Enhanced Commodity Fund, Ltd.
(4)		Rate disclosed, the 7-day net yield, is as of January 31, 2014.
(5)		Rate shown represents yield-to-maturity.

See accompanying notes to Schedule of Investments.

TCW Enhanced Commodity Strategy Fund

Consolidated Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Airlines		4.3	%
Asset-Backed Securities		1.4
Banks		13.6
Commercial Mortgage-Backed Securities — Non-Agency		6.6
Diversified Financial Services		2.5
Electric		0.7
Insurance		3.9
Municipal Bonds		2.1
REIT		3.7
Residential Mortgage-Backed Securities — Agency		4.7
Residential Mortgage-Backed Securities — Non-Agency		17.5
Money Market Investments		1.8
Short-Term Investments		31.2
Total		94.0	%

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Corporate Bonds (21.1% of Net Assets)
		Airlines (2.6%)
$	194,080	American Airlines, Inc. Pass-Through Trust, (13-2-A), (144A), 4.95%, due 07/15/24 (EETC) (1)	$	208,636
	87,137	Delta Air Lines, Inc. Pass-Through Certificates, (02-1G1), 6.718%, due 07/02/24 (EETC)		99,554
	95,000	JetBlue Airways Corp. Pass-Through Certificates, (04-1-G2), 0.662%, due 09/15/15 (EETC) (2)		94,527
		Total Airlines		402,717
		Banks (11.0%)
	45,000	Abbey National Treasury Services PLC (United Kingdom), (Reg. S), 1.75%, due 01/15/18 (3)		61,172
	200,000	Alfa Bank OJSC via Alfa Bond Issuance PLC (Russia), (144A), 7.75%, due 04/28/21 (1)		217,000
	250,000	Bank of America N.A., 6.1%, due 06/15/17		285,092
	200,000	BBVA Bancomer S.A. (Mexico), (144A), 6.75%, due 09/30/22 (1)		214,750
	300,000	Chase Capital VI, 0.866%, due 08/01/28 (2)		246,000
	110,000	Goldman Sachs Group, Inc. (The), 5.95%, due 01/18/18		125,347
	40,000	HBOS PLC (United Kingdom), (144A), 6.75%, due 05/21/18 (1)		45,547
	100,000	Rabobank Nederland Utrecht (Netherlands), 3.375%, due 01/19/17		106,718
	50,000	Royal Bank of Scotland PLC (The) (United Kingdom), 5.625%, due 08/24/20		57,015
	200,000	Sberbank of Russia via SB Capital S.A. (Russia), (144A), 5.25%, due 05/23/23 (1)		186,260
	200,000	Yapi ve Kredi Bankasi A.S. (Turkey), (144A), 5.5%, due 12/06/22 (1)		167,000
		Total Banks		1,711,901
		Coal (0.5%)
	100,000	Arch Coal, Inc., 7%, due 06/15/19		78,125
		Diversified Financial Services (2.6%)
	200,000	General Electric Capital Corp., 0.721%, due 08/15/36 (2)		165,327
	250,000	Grupo Aval, Ltd. (Colombia), (144A), 4.75%, due 09/26/22 (1)		233,250
		Total Diversified Financial Services		398,577
		Energy-Alternate Sources (1.4%)
	200,000	Inkia Energy, Ltd. (Peru), (Reg. S), 8.375%, due 04/04/21 (3)(4)		216,750
		Insurance (1.3%)
	130,000	Farmers Exchange Capital II, (144A), 6.151%, due 11/01/53 (1)(2)		137,692
	65,000	ZFS Finance USA Trust II, (144A), 6.45%, due 12/15/65 (1)(2)		70,200
		Total Insurance		207,892

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Oil & Gas (0.3%)
$	50,000	Petrobras Global Finance BV (Brazil), 1.857%, due 05/20/16 (2)	$	49,599
		REIT (1.4%)
	100,000	HCP, Inc., 3.75%, due 02/01/19		105,724
	100,000	SL Green Realty Corp., 5%, due 08/15/18		107,742
		Total REIT		213,466
		Total Corporate Bonds (Cost: $3,124,897) (21.1%)		3,279,027
		Foreign Government Bonds (40.7%)
EUR	360,000	Bundesrepublik Deutschland (Germany), 2.25%, due 09/04/21 (4)		524,121
CAD	430,000	Canada Housing Trust No. 1, (144A), 3.35%, due 12/15/20 (1)		412,613
EUR	265,000	France Government Bond OAT, 3.25%, due 10/25/21 (4)		399,401
$	200,000	Hungary Government International Bond, 4.125%, due 02/19/18		200,750
EUR	150,000	Ireland Government Bond, 4.5%, due 10/18/18		227,573
ILS	880,000	Israel Government Bond, 5.5%, due 01/31/22		289,996
EUR	400,000	Italy Buoni Poliennali Del Tesoro, 4.5%, due 03/01/24		573,575
JPY	83,000,000	Japan Government Ten-Year Bond, 1%, due 09/20/21 (4)		847,025
JPY	15,000,000	Japan Government Thirty-Year Bond, 2%, due 03/20/42		159,279
NOK	1,350,000	Norway Government Bond, 3.75%, due 05/25/21		233,691
EUR	110,000	Portugal Obrigacoes do Tesouro OT, (144A), 5.65%, due 02/15/24 (1)		156,116
EUR	200,000	Romanian Government International Bond, (Reg. S), 4.875%, due 11/07/19 (3)		290,051
SGD	350,000	Singapore Government Bond, 2.5%, due 06/01/19 (4)		287,235
$	250,000	Slovenia Government International Bond, (144A), 5.5%, due 10/26/22 (1)		250,937
EUR	315,000	Spain Government Bond, 5.5%, due 04/30/21		490,011
EUR	53,000	Spain Government Bond, (144A), 4.4%, due 10/31/23 (1)		75,730
SEK	1,500,000	Sweden Government Bond, 3.5%, due 06/01/22		254,327
GBP	365,000	United Kingdom Gilt, 3.75%, due 09/07/21 (4)		658,277
		Total Foreign Government Bonds (Cost: $6,439,319)		6,330,708
		Asset-Backed Securities (3.7%)
	100,000	CIFC Funding, Ltd. (12-2A-A1L), (144A), 1.641%, due 12/05/24 (1)(2)		99,194
	55,000	Educational Funding of the South, Inc. (11-1-A2), 0.888%, due 04/25/35 (2)		54,872
	60,695	GE Business Loan Trust (04-2A-A), (144A), 0.38%, due 12/15/32 (1)(2)		57,629
	50,181	Iowa Student Loan Liquidity Corp. (11-1-A), 1.495%, due 06/25/42 (2)		51,071
	115,000	Nelnet Education Loan Corp. (04-1A-B1), (144A), 0.872%, due 02/25/36 (1)(2)		89,125
	50,000	SLM Student Loan Trust (07-3-A4), 0.298%, due 01/25/22 (2)		48,134
	50,000	SLM Student Loan Trust (11-2-A2), 1.358%, due 10/25/34 (2)		52,035
	89,918	Spirit Master Funding LLC (05-1-A1), (144A), 5.05%, due 07/20/23 (1)		91,797

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	50,000	Student Loan Consolidation Center (02-2-B2), (144A), 1.63%, due 07/01/42 (1)(2)	$	38,205
		Total Asset-Backed Securities (Cost: $557,147)		582,062
		Commercial Mortgage-Backed Securities — Agency (0.7%)
	113,357	Federal National Mortgage Association, Pool #AL3306, 2.46%, due 04/01/23 (4)		109,159
		Total Commercial Mortgage-Backed Securities — Agency (Cost: $113,508)		109,159
		Commercial Mortgage-Backed Securities — Non-Agency (1.6%)
	141,184	Banc of America Re-REMIC Trust (10-UB4-A4A), (144A), 5.002%, due 12/20/41 (1)(2)		144,110
	103,534	Morgan Stanley Capital I Trust (06-IQ12-A4), 5.332%, due 12/15/43 (4)		113,403
		Total Commercial Mortgage-Backed Securities — Non-Agency (Cost: $256,981)		257,513
		Residential Mortgage-Backed Securities — Agency (15.5%)
	41,444	Federal Home Loan Mortgage Corp. (2990-ND), 16.484%, due 12/15/34 (I/F) (PAC) (2)(4)		51,990
	258,961	Federal Home Loan Mortgage Corp. (3439-SC), 5.74%, due 04/15/38 (I/O) (I/F) (2)		33,302
	187,602	Federal Home Loan Mortgage Corp., Pool #E04113, 2.5%, due 11/01/27 (4)		189,017
	300,085	Federal National Mortgage Association (07-52-LS), 5.885%, due 06/25/37 (I/O) (I/F) (2)		38,267
	277,772	Federal National Mortgage Association (08-18-SM), 5.892%, due 03/25/38 (I/O) (I/F) (2)		45,508
	188,702	Federal National Mortgage Association (09-115-SB), 6.092%, due 01/25/40 (I/O) (I/F) (2)(4)		23,484
	365,167	Federal National Mortgage Association (10-116-SE), 6.442%, due 10/25/40 (I/O) (2)(4)		61,080
	139,370	Federal National Mortgage Association (10-35-IA), 5%, due 07/25/38 (I/O)		4,690
	233,609	Federal National Mortgage Association, Pool #AB3679, 3.5%, due 10/01/41 (4)		237,651
	242,807	Federal National Mortgage Association, Pool #AB4045, 3.5%, due 12/01/41 (4)		247,160
	219,412	Federal National Mortgage Association, Pool #MA1527, 3%, due 08/01/33 (4)		220,894
	108,858	Federal National Mortgage Association, Pool #MA1652, 3.5%, due 11/01/33		112,817
	285,000	Federal National Mortgage Association TBA, 3% (5)		294,218
	405,000	Federal National Mortgage Association TBA, 3.5% (5)		411,012
	210,000	Federal National Mortgage Association TBA, 4% (5)		220,041
	50,000	Federal National Mortgage Association TBA, 4.5% (5)		53,656
	178,152	Government National Mortgage Association (11-146-EI), 5%, due 11/16/41 (I/O) (PAC) (4)		43,375
	514,782	Government National Mortgage Association (11-69-GI), 5%, due 05/16/40 (I/O)		74,214
	542,328	Government National Mortgage Association (12-7-PI), 3.5%, due 01/20/38 (I/O) (PAC) (4)		58,141
		Total Residential Mortgage-Backed Securities — Agency (Cost: $2,320,000)		2,420,517
		Residential Mortgage-Backed Securities — Non-Agency (7.8%)
	156,398	American Home Mortgage Investment Trust (07-1-GA1C), 0.348%, due 05/25/47 (2)		112,602
	159,974	First Horizon Mortgage Pass-Through Trust (05-AR4-2A1), 2.582%, due 10/25/35 (2)		141,827
	76,944	Green Tree Financial Corp. (98-6-A8), 6.66%, due 06/01/30		82,902
	272,351	Lehman XS Trust (06-9-A1B), 0.318%, due 05/25/46 (2)(6)		220,311

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	1,251,739	Merrill Lynch Alternative Note Asset Trust (07-A3-A2D), 0.488%, due 04/25/37 (2)	$	205,340
	206,705	Novastar Home Equity Loan (06-2-A2C), 0.308%, due 06/25/36 (2)		118,062
	169,558	Structured Adjustable Rate Mortgage Loan Trust (04-18-4A1), 2.378%, due 12/25/34 (2)		167,750
	261,967	Structured Asset Mortgage Investments, Inc. (06-AR3-22A1), 1.998%, due 05/25/36 (2)		173,020
		Total Residential Mortgage-Backed Securities — Non-Agency (Cost: $869,927)		1,221,814
		U.S. Treasury Securities (6.0%)
	365,000	U.S. Treasury Bond, 3.75%, due 11/15/43		373,555
	550,000	U.S. Treasury Note, 2.75%, due 11/15/23 (4)		554,039
		Total U.S. Treasury Securities (Cost: $916,136)		927,594
		Total Fixed Income Securities (Cost: $14,597,915) (97.1%)		15,128,394
Number of Shares		Money Market Investments
	87,000	Dreyfus Institutional Cash Advantage Fund, 0.06% (7)		87,000
		Total Money Market Investments (Cost: $87,000) (0.6%)		87,000
Principal Amount		Short-Term Investments
		Discount Notes (5.0%)
$	120,000	Federal Home Loan Bank Discount Note, 0.09%, due 03/03/14 (8)		119,991
	275,000	Federal Home Loan Bank Discount Note, 0.065%, due 04/25/14 (8)		274,975
	390,000	Federal National Mortgage Association Discount Note, 0.06%, due 04/23/14 (8)		389,966
		Total Discount Notes (Cost: $784,897) (5.0%)		784,932
		Repurchase Agreement (Cost: $979,445) (6.3%)
	979,445	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $1,095,000 Federal Home Loan Mortgage Corp., 1.96%, due 11/07/22, valued at $1,001,238) (Total Amount to be Received Upon Repurchase $979,445)		979,445
		U.S. Treasury Security (Cost: $25,998) (0.2%)
	26,000	U.S. Treasury Bill, 0.062%, due 03/20/14 (8)		25,998
		Total Short-Term Investments (Cost: $1,790,340) (11.5%)		1,790,375
		Total Investments (Cost: $16,475,255) (109.2%)		17,005,769
		Liabilities in Excess of Other Assets (-9.2%)		(1,434,941	)
		Total Net Assets (100.0%)	$	15,570,828

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Forward Currency Contracts
Counterparty	Contracts to Deliver	Units of Currency		Settlement Date		In Exchange for U.S. Dollars		Contracts at Value		Unrealized Appreciation (Depreciation)
BUY (9)
JPMorgan Securities Inc.	EUR		820,000		04/10/14	$	1,114,831	$	1,105,841	$	(8,990	)
JPMorgan Securities Inc.	JPY		120,900,000		04/10/14		1,154,243		1,185,869		31,626
JPMorgan Securities Inc.	KRW		345,250,000		04/10/14		321,656		321,278		(378	)
						$	2,590,730	$	2,612,988	$	22,258
SELL (10)
JPMorgan Securities Inc.	JPY		34,100,000		04/10/14	$	332,495	$	334,476	$	(1,981	)
JPMorgan Securities Inc.	KRW		175,250,000		04/10/14		160,831		163,082		(2,251	)
						$	493,326	$	497,558	$	(4,232	)

Futures Contracts

Number of Contracts		Type	Expiration Date		Notional Contract Value		Net Unrealized Appreciation (Depreciation)
	SELL
	5	10-Year U.S. Treasury Note Futures		03/20/14	$	628,750	$	303

Notes to the Schedule of Investments:

CAD	-	Canadian Dollar.
EUR	-	Euro Currency.
GBP	-	British Pound Sterling.
ILS	-	Israeli Shekel.
JPY	-	Japanese Yen.
KRW	-	South Korean Won.
NOK	-	Norwegian Krona.
SEK	-	Swedish Krona.
SGD	-	Singapore Dollar.
EETC	-	Enhanced Equipment Trust Certificate.
I/F	-	Inverse Floating rate security whose interest rate moves in the opposite direction of prevailing interest rates.
I/O	-	Interest Only Security.
PAC	-	Planned Amortization Class.
P/O	-	Principal Only Security.
REIT	-	Real Estate Investment Trust.
TBA	-	To be Announced.
(1)		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2014, the value of these securities amounted to $2,895,791 or 18.6% of net assets. These securities are determined to be liquid by the Advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(2)		Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2014.

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

(3)	Investments issued under Regulation S of the Securities Act of 1933, may not be offered, sold, or delivered within the United States except under special exemptions. At January 31, 2014, the value of these securities amounted to $567,973 or 3.7% of net assets.
(4)	All or a portion of this security is segregated to cover open futures contracts, when-issued, delayed-delivery or forward commitments. (Note 1)
(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)	A portion of the principal balance has been written-off during the period due to defaults in the underlying loans.
(7)	Rate disclosed, the 7-day net yield, is as of January 31, 2014.
(8)	Rate shown represents yield-to-maturity.
(9)	Fund buys foreign currency, sells U.S. Dollar.
(10)	Fund sells foreign currency, buys U.S. Dollar.

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Airlines		2.6	%
Asset-Backed Securities		3.7
Banks		11.0
Coal		0.5
Commercial Mortgage-Backed Securities — Agency		0.7
Commercial Mortgage-Backed Securities — Non-Agency		1.6
Diversified Financial Services		2.6
Energy-Alternate Sources		1.4
Foreign Government Bonds		40.7
Insurance		1.3
Oil & Gas		0.3
REIT		1.4
Residential Mortgage-Backed Securities — Agency		15.5
Residential Mortgage-Backed Securities — Non-Agency		7.8
U.S. Treasury Securities		6.0
Money Market Investments		0.6
Short-Term Investments		11.5
Total		109.2	%

Investments by Country (Unaudited)

Country	Percentage of Net Assets
Canada		2.6	%
Colombia		1.5
France		2.6
Germany		3.4
Hungary		1.3
Ireland		1.5
Israel		1.9
Italy		3.7
Japan		6.4
Mexico		1.4
Netherlands		1.0
Norway		1.5
Peru		1.4
Portugal		1.0
Romania		1.9
Russia		2.6
Singapore		1.8
Slovenia		1.6
Spain		3.6
Sweden		1.6
Turkey		1.1
United Kingdom		5.3
United States		58.5
Total		109.2	%

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Bank Loans (7.3% of Net Assets)
		Auto Manufacturers (1.5%)
$	500,000	Navistar International Corp., Term Loan B, 5.54%, due 08/17/17 (1)	$	507,815
		Auto Parts & Equipment (0.9%)
	300,000	Schaeffler AG, Term Loan C, 4.099%, due 01/27/17 (1)		303,456
		Coal (0.3%)
	100,000	Murray Energy Corp. 1st Lien Term Loan, 6.075%, due 11/21/19 (1)		101,260
		Electric (2.6%)
	467,065	La Frontera Generation LLC, Term Loan, 5.536%, due 09/30/20 (1)		472,756
	272,250	Topaz Power Holdings LLC, Term Loan, 6.188%, due 02/26/20 (1)		273,669
	120,000	Utility Services Associates, In Term Loan B, 7.515%, due 09/30/20 (1)		120,750
		Total Electric		867,175
		Lodging (0.5%)
	175,000	CityCenter Holdings LLC, Term Loan B, 5.955%, due 10/16/20 (1)		177,352
		Software (1.5%)
	500,000	First Data Corp., First Lien Extended Term Loan, 4.979%, due 03/23/18 (1)		501,250
		Total Bank Loans (Cost: $2,384,710)		2,458,308
		Corporate Bonds (84.1%)
		Airlines (4.0%)
	485,355	American Airlines, Inc. Pass-Through Trust, (13-1-B), (144A), 5.625%, due 01/15/21 (EETC) (2)		499,916
	194,080	American Airlines, Inc. Pass-Through Trust, (13-2-A), (144A), 4.95%, due 07/15/24 (EETC) (2)		208,636
	220,285	Continental Airlines, Inc. Pass-Through Certificates, (99-1-A), 6.545%, due 08/02/20 (EETC)		241,418
	336,665	Delta Air Lines, Inc. Pass-Through Certificates, (02-1G1), 6.718%, due 07/02/24 (EETC)		384,640
		Total Airlines		1,334,610
		Auto Parts & Equipment (0.2%)
	45,000	Schaeffler Finance BV (Germany), (144A), 8.5%, due 02/15/19 (2)		51,413
		Banks (4.7%)
	75,000	Ally Financial, Inc., 3.5%, due 01/27/19		74,250
	125,000	Ally Financial, Inc., 7.5%, due 09/15/20		147,344
	200,000	Ally Financial, Inc., 8%, due 11/01/31		241,500
	400,000	Citigroup, Inc., 0.788%, due 08/25/36 (3)		319,077

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Banks (Continued)
$	980,000	JPMorgan Chase Capital XIII, 1.197%, due 09/30/34 (3)	$	787,076
		Total Banks		1,569,247
		Chemicals (0.5%)
	150,000	NOVA Chemicals Corp., (144A), 5.25%, due 08/01/23 (2)		154,219
		Total Chemicals		154,219
		Coal (3.2%)
	245,000	Arch Coal, Inc., 7%, due 06/15/19		191,406
	250,000	Arch Coal, Inc., (144A), 8%, due 01/15/19 (2)		248,125
	375,000	Peabody Energy Corp., 4.75%, due 12/15/66 (Convertible Bond)		294,844
	450,000	Walter Energy, Inc., 9.875%, due 12/15/20		342,000
		Total Coal		1,076,375
		Commercial Services (1.2%)
	355,000	Ceridian Corp., (144A), 8.875%, due 07/15/19 (2)		404,700
		Electric (6.5%)
	130,000	AES Corp., 4.875%, due 05/15/23		122,200
	420,000	Astoria Depositor Corp., (144A), 8.144%, due 05/01/21 (2)		432,600
	180,000	Calpine Corp., (144A), 6%, due 01/15/22 (2)		187,200
	238,000	DPL, Inc., 7.25%, due 10/15/21		238,000
	195,000	Dynegy, Inc., (144A), 5.875%, due 06/01/23 (2)		184,275
	150,000	Electricite de France S.A. (France), (144A), 5.25%, due 12/31/49 (2)(3)		145,500
	500,000	Gabs Dynegy Danskamm, Series B, 7.67%, due 08/11/16 (4)		—
	335,000	GenOn Americas Generation LLC, 8.5%, due 10/01/21		335,000
	175,000	Homer City Generation LP, 8.137%, due 10/01/19		185,500
	150,000	Homer City Generation LP, 8.734%, due 10/01/26		158,250
	194,859	Mirant Mid-Atlantic Pass-Through Certificates, Series C, 10.06%, due 12/30/28		201,679
		Total Electric		2,190,204
		Engineering & Construction (0.4%)
	150,000	MasTec, Inc., 4.875%, due 03/15/23		142,125
		Entertainment (0.7%)
	200,000	Carmike Cinemas, Inc., 7.375%, due 05/15/19		219,000
		Food (0.9%)
	50,000	Post Holdings, Inc., (144A), 6.75%, due 12/01/21 (2)		52,563

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Food (Continued)
$	230,000	Post Holdings, Inc., 7.375%, due 02/15/22	$	245,812
		Total Food		298,375
		Gas (0.8%)
	250,000	Sabine Pass LNG, LP, (144A), 7.5%, due 11/30/16 (2)		273,125
		Healthcare-Products (0.4%)
	120,000	Alere, Inc., 7.25%, due 07/01/18		132,000
		Healthcare-Services (5.6%)
	60,000	Amsurg Corp., 5.625%, due 11/30/20		62,700
	95,000	CHS/Community Health Systems, Inc., 5.125%, due 08/15/18		100,581
	180,000	CHS/Community Health Systems, Inc., (144A), 5.125%, due 08/01/21 (2)		181,800
	175,000	CHS/Community Health Systems, Inc., (144A), 6.875%, due 02/01/22 (2)		180,469
	150,000	CHS/Community Health Systems, Inc., 7.125%, due 07/15/20		160,313
	175,000	CHS/Community Health Systems, Inc., 8%, due 11/15/19		192,937
	430,000	DaVita, Inc., 5.75%, due 08/15/22		442,362
	20,000	Fresenius Medical Care US Finance II, Inc., (144A), 5.625%, due 07/31/19 (2)		21,400
	225,000	HCA, Inc., 5.875%, due 03/15/22		237,375
	180,000	LifePoint Hospitals, Inc., (144A), 5.5%, due 12/01/21 (2)		184,050
	135,000	Tenet Healthcare Corp., 4.5%, due 04/01/21		131,625
		Total Healthcare-Services		1,895,612
		Holding Companies — Diversified (0.2%)
	65,000	Nielsen Co. Luxembourg SARL (The) (Luxembourg), (144A), 5.5%, due 10/01/21 (2)		66,950
		Household Products/Wares (2.9%)
	940,000	Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer (Luxembourg), 5.75%, due 10/15/20		963,500
		Insurance (0.9%)
	300,000	Nationwide Mutual Insurance Co., (144A), 5.81%, due 12/15/24 (2)(3)		304,875
		Iron & Steel (0.8%)
	225,000	ArcelorMittal (Luxembourg), 10.35%, due 06/01/19		282,375
		Lodging (0.2%)
	70,000	Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp., (144A), 5.625%, due 10/15/21 (2)		72,800

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Media (8.3%)
$	500,000	CCO Holdings LLC/CCO Holdings Capital Corp., 8.125%, due 04/30/20	$	546,250
	155,000	Cequel Communications Escrow 1 LLC/Cequel Communications Escrow Capital Corp., (144A), 6.375%, due 09/15/20 (2)		158,875
	45,000	Clear Channel Worldwide Holdings, Inc., 6.5%, due 11/15/22		46,237
	580,000	Clear Channel Worldwide Holdings, Inc., 6.5%, due 11/15/22		598,850
	625,000	CSC Holdings LLC, 6.75%, due 11/15/21		684,375
	310,000	DISH DBS Corp., 6.75%, due 06/01/21		331,700
	160,000	Sinclair Television Group, Inc., 5.375%, due 04/01/21		157,200
	210,000	Sinclair Television Group, Inc., 6.125%, due 10/01/22		212,625
	55,000	Townsquare Radio LLC/Townsquare Radio, Inc., (144A), 9%, due 04/01/19 (2)		60,500
		Total Media		2,796,612
		Miscellaneous Manufacturers (0.2%)
	75,000	Bombardier, Inc. (Canada), (144A), 6.125%, due 01/15/23 (2)		73,969
		Oil & Gas (16.5%)
	175,000	Approach Resources, Inc., 7%, due 06/15/21		177,625
	270,000	Chaparral Energy, Inc., 8.25%, due 09/01/21		295,650
	115,000	Cimarex Energy Co., 5.875%, due 05/01/22		123,050
	300,000	Concho Resources, Inc., 5.5%, due 04/01/23		304,500
	100,000	Continental Resources, Inc., 5%, due 09/15/22		103,438
	110,000	EP Energy LLC/EP Energy Finance, Inc., 9.375%, due 05/01/20		126,912
	310,000	Linn Energy LLC/Linn Energy Finance Corp., 8.625%, due 04/15/20		338,675
	300,000	MEG Energy Corp., (144A), 6.5%, due 03/15/21 (2)		312,750
	100,000	MEG Energy Corp., (144A), 7%, due 03/31/24 (2)		102,250
	85,000	Memorial Production Partners LP/Memorial Production Finance Corp., (144A), 7.625%, due 05/01/21 (2)		88,400
	350,000	Newfield Exploration Co., 5.625%, due 07/01/24		350,875
	795,000	Pacific Drilling V, Ltd., (144A), 7.25%, due 12/01/17 (2)		860,587
	100,000	Plains Exploration & Production Co., 6.125%, due 06/15/19		109,438
	325,000	Plains Exploration & Production Co., 6.875%, due 02/15/23		360,750
	625,000	QEP Resources, Inc., 5.25%, due 05/01/23		598,437
	205,000	Quicksilver Resources, Inc., (144A), 7%, due 06/21/19 (2)(3)		202,950
	130,000	RKI Exploration & Production LLC/RKI Finance Corp., (144A), 8.5%, due 08/01/21 (2)		138,450
	100,000	Rosetta Resources, Inc., 5.625%, due 05/01/21		100,250
	190,000	SandRidge Energy, Inc., 8.125%, due 10/15/22		200,450
	35,000	SM Energy Co., 6.5%, due 11/15/21		37,450
	260,000	SM Energy Co., 6.5%, due 01/01/23		271,700
	185,000	Summit Midstream Holdings LLC/Summit Midstream Finance Corp., (144A), 7.5%, due 07/01/21 (2)		197,025

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Oil & Gas (Continued)
$	125,000	Whiting Petroleum Corp., 5%, due 03/15/19	$	129,375
		Total Oil & Gas		5,530,987
		Packaging & Containers (0.3%)
	75,000	Ball Corp., 4%, due 11/15/23		68,625
	40,000	Plastipak Holdings, Inc., (144A), 6.5%, due 10/01/21 (2)		41,200
		Total Packaging & Containers		109,825
		Pharmaceuticals (2.4%)
	250,000	Salix Pharmaceuticals, Ltd., (144A), 6%, due 01/15/21 (2)		261,875
	130,000	Valeant Pharmaceuticals International, Inc. (Canada), (144A), 5.625%, due 12/01/21 (2)		134,875
	280,000	Valeant Pharmaceuticals International, Inc. (Canada), (144A), 6.75%, due 08/15/21 (2)		300,300
	110,000	VPII Escrow Corp. (Canada), (144A), 7.5%, due 07/15/21 (2)		122,925
		Total Pharmaceuticals		819,975
		Pipelines (5.6%)
	350,000	Access Midstream Partners LP/ACMP Finance Corp., 5.875%, due 04/15/21		372,750
	225,000	Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp., (144A), 6.125%, due 03/01/22 (2)		230,625
	30,000	El Paso LLC, 7.75%, due 01/15/32		31,099
	351,000	El Paso LLC, 7.8%, due 08/01/31		365,556
	120,000	El Paso LLC, 8.05%, due 10/15/30		125,939
	455,000	Energy Transfer Partners LP, 3.255%, due 11/01/66 (3)		416,325
	160,000	Sabine Pass Liquefaction LLC, (144A), 5.625%, due 02/01/21 (2)		160,400
	110,000	Sabine Pass Liquefaction LLC, (144A), 5.625%, due 04/15/23 (2)		105,050
	80,000	Targa Resources Partners LP/Targa Resources Partners Finance Corp., (144A), 4.25%, due 11/15/23 (2)		72,700
		Total Pipelines		1,880,444
		Real Estate (0.2%)
	75,000	Howard Hughes Corp. (The), (144A), 6.875%, due 10/01/21 (2)		78,750
		REIT (0.5%)
	70,000	DuPont Fabros Technology LP, 5.875%, due 09/15/21 (REIT)		72,800
	95,000	Geo Group, Inc. (The), (144A), 5.875%, due 01/15/22 (2) (REIT)		95,000
		Total REIT		167,800
		Semiconductors (1.5%)
	250,000	Freescale Semiconductor, Inc., (144A), 5%, due 05/15/21 (2)		248,125

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Semiconductors (Continued)
$	250,000	NXP BV/NXP Funding LLC, (144A), 5.75%, due 02/15/21 (2)	$	260,313
		Total Semiconductors		508,438
		Software (1.3%)
	200,000	Audatex North America, Inc., (144A), 6%, due 06/15/21 (2)		209,500
	200,000	First Data Corp., (144A), 6.75%, due 11/01/20 (2)		211,500
	25,000	First Data Corp., (144A), 8.875%, due 08/15/20 (2)		27,625
		Total Software		448,625
		Telecommunications (13.2%)
	360,000	CenturyLink, Inc., 5.8%, due 03/15/22		355,728
	500,000	Intelsat Jackson Holdings SA (Luxembourg), 7.25%, due 10/15/20		544,375
	50,000	Level 3 Financing, Inc., (144A), 6.125%, due 01/15/21 (2)		51,250
	197,000	Level 3 Financing, Inc., 7%, due 06/01/20		210,790
	275,000	Level 3 Financing, Inc., 8.125%, due 07/01/19		303,875
	155,000	MetroPCS Wireless, Inc., (144A), 6.25%, due 04/01/21 (2)		161,588
	30,000	MetroPCS Wireless, Inc., (144A), 6.625%, due 04/01/23 (2)		31,200
	225,000	Qwest Corp., 7.25%, due 09/15/25		250,084
	500,000	Softbank Corp. (Japan), (144A), 4.5%, due 04/15/20 (2)		493,750
	450,000	Sprint Communications, Inc., (144A), 9%, due 11/15/18 (2)		542,812
	180,000	Sprint Corp., (144A), 7.875%, due 09/15/23 (2)		193,050
	155,000	Sprint Nextel Corp., 9.25%, due 04/15/22		186,000
	100,000	T-Mobile USA, Inc., (144A), 5.25%, due 09/01/18 (2)		105,500
	200,000	T-Mobile USA, Inc., 6.464%, due 04/28/19		211,500
	40,000	T-Mobile USA, Inc., 6.5%, due 01/15/24		40,900
	175,000	T-Mobile USA, Inc., 6.542%, due 04/28/20		185,938
	100,000	T-Mobile USA, Inc., 6.731%, due 04/28/22		105,750
	200,000	Virgin Media Secured Finance PLC (United Kingdom), 5.25%, due 01/15/21		203,357
	250,000	Windstream Corp., 7.75%, due 10/15/20		266,250
		Total Telecommunications		4,443,697
		Total Corporate Bonds (Cost: $28,077,602) (84.1%)		28,290,627
		Asset-Backed Securities (1.8%)
	125,000	CIFC Funding, Ltd. (12-2A-A3L), (144A), 3.241%, due 12/05/24 (2)(3)		124,208
	100,000	Dryden XXV Senior Loan Fund (12-25A-C), (144A), 3.239%, due 01/15/25 (2)(3)		100,194
	75,000	Galaxy CLO, Ltd. (12-14A-C1), (144A), 3.341%, due 11/15/24 (2)(3)		75,074
	100,000	LCM XII LP (12A-D), (144A), 4.737%, due 10/19/22 (2)(3)		100,370
	100,000	Oak Hill Credit Partners (12-7A-C1), (144A), 3.487%, due 11/20/23 (2)(3)		102,146
	100,000	Sound Point CLO, Ltd. (12-1A-C), (144A), 3.537%, due 10/20/23 (2)(3)		101,167
		Total Asset-Backed Securities (Cost: $582,754)		603,159
		Total Fixed Income Securities (Cost: $31,045,066) (93.2%)		31,352,094

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares		Common Stock	Value
		Electric (Cost: $398,207) (0.7%)
	11,578	Dynegy, Inc. (5)	$	235,728
		Money Market Investments
	286,000	Dreyfus Institutional Cash Advantage Fund, 0.06% (6)		286,000
		Total Money Market Investments (Cost: $286,000) (0.9%)		286,000
Principal Amount		Short-Term Investments
		Discount Notes (2.0%)
$	215,000	Federal Home Loan Bank Discount Note, 0.06%, due 04/21/14 (7)		214,981
	260,000	Federal Home Loan Mortgage Corp. Discount Note, 0.055%, due 04/07/14 (7)		259,982
	200,000	Federal National Mortgage Association Discount Note, 0.05%, due 04/09/14 (7)		199,986
		Total Discount Notes (Cost: $674,927)		674,949
		Repurchase Agreement (Cost: $151,169) (0.4%)
	151,169	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $170,000 Federal Home Loan Mortgage Corp., 1.96%, due 11/07/22 valued at $155,443) (Total Amount to be Received Upon Repurchase $151,169)		151,169
		U.S. Treasury Security (Cost: $6,000) (0.0%)
	6,000	U.S. Treasury Bill, 0.062%, due 03/20/14 (7)		6,000
		Total Short-Term Investments (Cost: $832,096) (2.4%)		832,118
		Total Investments (Cost: $32,561,369) (97.2%)		32,705,940
		Excess of Other Assets over Liabilities (2.8%)		924,930
		Net Assets (100.0%)	$	33,630,870

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Credit Default Swaps – Buy Protection

Notional Amount (8)		Implied Credit Spread  (9)			Expiration Date		Counterparty	Fixed Deal Pay Rate			Reference Entity	Unrealized Appreciation		Premium Paid		Value  (10)
$	150,000		1.5	%		3/20/19	Centrally Cleared Swap		1.0	%	Freeport-McMoRan Copper & Gold Inc.	$	—	$	3,349	$	3,349

Notes to the Schedule of Investments:

CLO	Collateralized Loan Obligation.
EETC	Enhanced Equipment Trust Certificate.
REIT	Real Estate Investment Trust.
(1)	Rate stated is the effective yield.
(2)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2014, the value of these securities amounted to $10,793,444 or 32.1% of net assets. These securities are determined to be liquid by the Advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(3)	Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2014.
(4)	Security is currently in default due to bankruptcy or failure to make payment of principal or interest by of the issuer. Income is not being accrued.
(5)	Non-income producing security.
(6)	Rate disclosed, the 7-day net yield, is as of January 31, 2014.
(7)	Rate shown represents yield-to-maturity.
(8)	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.
(9)	An implied credit spread is the spread in yield between a U.S. Treasury security and the referenced obligation. Implied credit spreads, represented in the absolute terms, utilized in determining the value of credit default swap agreements serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads, in comparison to narrower credit spreads, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement.
(10)	The value of a credit default swap agreement serves as an indicator of the current status of the payments/performance risk and represent 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 market 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.

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of  Net Assets
Airlines		4.0	%
Asset-Backed Securities		1.8
Auto Manufacturers		1.5
Auto Parts & Equipment		1.1
Banks		4.7
Chemicals		0.5
Coal		3.5
Commercial Services		1.2
Electric		9.8
Engineering & Construction		0.4
Entertainment		0.7
Food		0.9
Gas		0.8
Healthcare-Products		0.4
Healthcare-Services		5.6
Holding Companies — Diversified		0.2
Household Products/Wares		2.9
Insurance		0.9
Iron & Steel		0.8
Lodging		0.7
Media		8.3
Miscellaneous Manufacturers		0.2
Oil & Gas		16.5
Packaging & Containers		0.3
Pharmaceuticals		2.4
Pipelines		5.6
Real Estate		0.2
REIT		0.5
Semiconductors		1.5
Software		2.8
Telecommunications		13.2
Money Market Investments		0.9
Short-Term Investments		2.4
Total		97.2	%

See accompanying notes to Schedule of Investments.

TCW Short Term Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Commercial Mortgage-Backed Securities — Agency (3.8% of Net Assets of Net Assets)
$	193,470	Federal Home Loan Mortgage Corp., Pool #310005, 5.183%, due 11/01/19 (1)	$	202,295
	55,487	Federal National Mortgage Association, Pool #745506, 5.662%, due 02/01/16		59,732
	82,796	Federal National Mortgage Association, Pool #AD0194, 5.94%, due 11/01/17		94,758
	82,760	Government National Mortgage Association (07-12-B), 5.14%, due 12/16/36 (1)		87,023
	58,153	Government National Mortgage Association (07-77-D), 5.003%, due 08/16/38 (1)		59,048
	80,987	Government National Mortgage Association (11-77-A), 2.105%, due 04/16/33		81,460
		Total Commercial Mortgage-Backed Securities — Agency (Cost: $510,207)		584,316
		Commercial Mortgage-Backed Securities — Non-Agency (11.1%)
	59,940	Banc of America Commercial Mortgage Trust (06-2-A3), 5.709%, due 05/10/45 (1)		60,338
	100,315	Banc of America Large Loan, Inc. (10-UB4-A4A), (144A), 5.002%, due 12/20/41 (1)(2)		102,394
	80,000	Banc of America Merrill Lynch Commercial Mortgage, Inc. (05-1-A5), 5.266%, due 11/10/42 (1)		82,645
	30,052	Banc of America Merrill Lynch Commercial Mortgage, Inc. (05-3-ASB), 4.589%, due 07/10/43		30,261
	58,910	Bear Stearns Commercial Mortgage Securities Trust (05-PWR7-A2), 4.945%, due 02/11/41		58,946
	45,000	Bear Stearns Commercial Mortgage Securities Trust (05-T20-A4A), 5.137%, due 10/12/42 (1)		47,703
	67,265	Bear Stearns Commercial Mortgage Securities Trust (99-CLF1-A4), 7%, due 05/20/30 (1)		74,684
	6,778	CD Commercial Mortgage Trust (07-CD4-A2B), 5.205%, due 12/11/49		6,771
	30,468	Commercial Mortgage Pass-Through Certificates (04-LB4A-A4), 4.584%, due 10/15/37		30,527
	4,177	Commercial Mortgage Trust (04-LB2A-A4), 4.715%, due 03/10/39		4,174
	46,561	Commercial Mortgage Trust (04-LB3A-A5), 5.436%, due 07/10/37 (1)		46,923
	55,203	Credit Suisse Commercial Mortgage Trust (06-C1-AAB), 5.465%, due 02/15/39 (1)		56,299
	42,285	Credit Suisse First Boston Mortgage Securities Corp. (05-C4-A5), 5.104%, due 08/15/38 (1)		44,044
	21,905	Credit Suisse Mortgage Capital Certificates (06-C5-AAB), 5.308%, due 12/15/39		21,889
	41,057	DBRR Trust (12-EZ1-A), (144A), 0.946%, due 09/25/45 (2)		41,062
	72,888	DBRR Trust (13-EZ2-A), (144A), 0.853%, due 02/25/45 (1)(2)		72,578
	29,239	GS Mortgage Securities Trust (06-GG8-A3), 5.542%, due 11/10/39		29,721
	9,482	JPMorgan Chase Commercial Mortgage Securities Trust (05-LDP1-A2), 4.625%, due 03/15/46		9,486
	26,063	JPMorgan Chase Commercial Mortgage Securities Trust (05-LDP2-A3A), 4.678%, due 07/15/42		26,461
	80,000	JPMorgan Chase Commercial Mortgage Securities Trust (05-LDP2-A4), 4.738%, due 07/15/42		83,238
	79,643	JPMorgan Chase Commercial Mortgage Securities Trust (05-LDP3-A4A), 4.936%, due 08/15/42 (1)		83,597
	29,179	JPMorgan Chase Commercial Mortgage Securities Trust (06-CB14-ASB), 5.506%, due 12/12/44 (1)		30,132

See accompanying notes to Schedule of Investments.

TCW Short Term Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	47,708	JPMorgan Chase Commercial Mortgage Securities Trust (06-CB17-A3), 5.45%, due 12/12/43	$	47,733
	39,029	JPMorgan Chase Commercial Mortgage Securities Trust (06-LDP9-A3S), (144A), 5.24%, due 05/15/47 (2)		38,970
	7,688	LB-UBS Commercial Mortgage Trust (04-C2-A4), 4.367%, due 03/15/36		7,706
	83,799	LB-UBS Commercial Mortgage Trust (04-C7-A1A), 4.475%, due 10/15/29		85,340
	46,677	LB-UBS Commercial Mortgage Trust (05-C1-A3), 4.545%, due 02/15/30		46,726
	55,377	LB-UBS Commercial Mortgage Trust (06-C7-A2), 5.3%, due 11/15/38		57,510
	25,884	Merrill Lynch/Countrywide Commercial Mortgage Trust (06-4-A2FL), 0.28%, due 12/12/49 (1)		25,820
	33,954	Morgan Stanley Capital I Trust (05-HQ6-A2A), 4.882%, due 08/13/42		34,143
	367	Morgan Stanley Capital I Trust (05-T19-AAB), 4.852%, due 06/12/47		367
	2,394	Morgan Stanley Capital I Trust (06-T23-A2), 5.741%, due 08/12/41 (1)		2,390
	13,568	Morgan Stanley Capital I Trust (07-HQ11-A31), 5.439%, due 02/12/44		13,723
	93,772	Morgan Stanley Capital I Trust (07-IQ14-A2), 5.61%, due 04/15/49		94,399
	47,324	TIAA Seasoned Commercial Mortgage Trust (07-C4-A3), 5.549%, due 08/15/39 (1)		48,620
	20,048	Wachovia Bank Commercial Mortgage Trust (06-C28-A2), 5.5%, due 10/15/48		20,029
	60,000	Wachovia Bank Commercial Mortgage Trust Series (06-C28-A3), 5.679%, due 10/15/48		62,140
	85,000	WFRBS Commercial Mortgage Trust (11-C5-A2), 2.684%, due 11/15/44		87,905
		Total Commercial Mortgage-Backed Securities — Non-Agency (Cost: $1,725,417)		1,717,394
		Residential Mortgage-Backed Securities — Agency (33.6%)
	28,921	Federal Home Loan Mortgage Corp. (2550-FI), 0.51%, due 11/15/32 (TAC) (1)		28,944
	24,686	Federal Home Loan Mortgage Corp. (2581-F), 0.61%, due 12/15/32 (1)		24,725
	98,317	Federal Home Loan Mortgage Corp. (263-F5), 0.66%, due 06/15/42 (1)		98,630
	176,474	Federal Home Loan Mortgage Corp. (2806-FV), 0.6%, due 11/15/33 (1)		176,544
	40,594	Federal Home Loan Mortgage Corp. (2817-FC), 0.61%, due 07/15/31 (1)		40,617
	205,021	Federal Home Loan Mortgage Corp. (2990-DE), 0.54%, due 11/15/34 (1)		205,116
	65,052	Federal Home Loan Mortgage Corp. (3001-HS), 16.35%, due 02/15/35 (I/F) (PAC) (1)		76,842
	182,358	Federal Home Loan Mortgage Corp. (3174-FM), 0.4%, due 05/15/36 (PAC) (1)		182,614
	153,336	Federal Home Loan Mortgage Corp. (3300-FA), 0.46%, due 08/15/35 (1)		153,496
	235,772	Federal Home Loan Mortgage Corp. (3335-FT), 0.31%, due 08/15/19 (1)		235,409
	318,526	Federal Home Loan Mortgage Corp. (3345-FP), 0.36%, due 11/15/36 (1)		318,530
	234,883	Federal Home Loan Mortgage Corp. (3737-GF), 0.56%, due 11/15/37 (PAC) (1)		234,393
	193,232	Federal Home Loan Mortgage Corp. (3798-BF), 0.46%, due 06/15/24 (1)		193,535
	66,502	Federal Home Loan Mortgage Corp. (3828-KF), 0.56%, due 02/15/36 (1)		66,531
	78,437	Federal Home Loan Mortgage Corp. (3946-FG), 0.51%, due 10/15/39 (PAC) (1)		78,611
	49,332	Federal National Mortgage Association (03-11-FA), 1.158%, due 09/25/32 (1)		50,354
	153,262	Federal National Mortgage Association (06-36-VF), 0.464%, due 05/25/36 (TAC) (1)		153,337
	163,174	Federal National Mortgage Association (06-60-DF), 0.594%, due 04/25/35 (1)		163,632

See accompanying notes to Schedule of Investments.

TCW Short Term Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	177,890	Federal National Mortgage Association (07-64-FA), 0.634%, due 07/25/37 (1)	$	178,849
	173,317	Federal National Mortgage Association (07-67-FA), 0.414%, due 04/25/37 (1)		172,974
	250,099	Federal National Mortgage Association (10-2-TF), 0.664%, due 06/25/27 (1)		250,551
	182,571	Federal National Mortgage Association (10-50-FA), 0.514%, due 01/25/24 (1)		182,645
	45,804	Federal National Mortgage Association, Pool #254548, 5.5%, due 12/01/32		50,641
	67,178	Federal National Mortgage Association, Pool #600187, 7%, due 07/01/31		76,370
	4,236	Federal National Mortgage Association, Pool #661691, 2.314%, due 10/01/32 (1)		4,413
	47,003	Federal National Mortgage Association, Pool #786884, 2.31%, due 08/01/34 (1)		49,016
	89,849	Federal National Mortgage Association, Pool #995364, 6%, due 10/01/38		99,588
	33,845	Federal National Mortgage Association, Pool #AL0851, 6%, due 10/01/40		37,661
	92,479	Government National Mortgage Association (04-104-FJ), 0.457%, due 09/20/33 (1)		92,507
	159,356	Government National Mortgage Association (10-108-PF), 0.557%, due 02/20/38 (PAC) (1)		159,914
	207,574	Government National Mortgage Association (12-13-KF), 0.457%, due 07/20/38 (1)		207,911
	34,298	Government National Mortgage Association II, Pool #80022, 1.625%, due 12/20/26 (1)		35,303
	26,095	Government National Mortgage Association II, Pool #80636, 1.625%, due 09/20/32 (1)		27,152
	20,406	Government National Mortgage Association II, Pool #80757, 1.625%, due 10/20/33 (1)		21,177
	147,210	Government National Mortgage Association II, Pool #80797, 1.625%, due 01/20/34 (1)		153,514
	54,140	Government National Mortgage Association II, Pool #80937, 1.625%, due 06/20/34 (1)		56,491
	114,562	NCUA Guaranteed Notes (10-R1-1A), 0.613%, due 10/07/20 (1)		115,256
	78,547	NCUA Guaranteed Notes (10-R2-1A), 0.533%, due 11/06/17 (1)		78,752
	112,192	NCUA Guaranteed Notes (10-R3-1A), 0.723%, due 12/08/20 (1)		113,391
	269,736	NCUA Guaranteed Notes (10-R3-2A), 0.723%, due 12/08/20 (1)		272,365
	100,717	NCUA Guaranteed Notes (11-R2-1A), 0.563%, due 02/06/20 (1)		101,187
	59,115	NCUA Guaranteed Notes (11-R3-1A), 0.56%, due 03/11/20 (1)		59,369
	113,612	NCUA Guaranteed Notes (11-R5-1A), 0.543%, due 04/06/20 (1)		113,850
	20,679	NCUA Guaranteed Notes (11-R6-1A), 0.542%, due 05/07/20 (1)		20,702
		Total Residential Mortgage-Backed Securities — Agency (Cost: $5,188,772)		5,213,409
		Residential Mortgage-Backed Securities — Non-Agency (2.5%)
	8,052	Banc of America Funding Corp. (06-G-2A3), 0.327%, due 07/20/36 (1)		8,048
	19,782	Bear Stearns Asset-Backed Securities Trust (05-SD1-1A3), 0.558%, due 08/25/43 (1)		19,554
	185,679	Credit Suisse First Boston Mortgage Securities Corp. (02-AR31-6A1), 2.12%, due 11/25/32 (1)		189,479
	38,658	First Franklin Mortgage Loan Asset-Backed Certificates (04-FF5-A3C), 1.158%, due 08/25/34 (1)		38,436
	369	First Franklin Mortgage Loan Asset-Backed Certificates (05-FF9-A3), 0.438%, due 10/25/35 (1)		370

See accompanying notes to Schedule of Investments.

TCW Short Term Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	32,469	Homestar Mortgage Acceptance Corp. (04-5-A1), 0.608%, due 10/25/34 (1)	$	32,560
	41,560	JPMorgan Mortgage Acquisition Corp. (05-WMC1-M1), 0.578%, due 09/25/35 (1)		40,815
	37,200	Morgan Stanley Mortgage Loan Trust (04-6AR-1A), 0.608%, due 07/25/34 (1)		35,852
	21,245	Residential Accredit Loans, Inc. (02-QS16-A2), 0.708%, due 10/25/17 (1)		20,362
	8,477	Residential Asset Mortgage Products, Inc. (05-RS5-AI3), 0.498%, due 05/25/35 (1)		8,444
	899	Residential Asset Mortgage Products, Inc. (05-RS8-A2), 0.448%, due 10/25/33 (1)		900
		Total Residential Mortgage-Backed Securities — Non-Agency (Cost: $380,694)		394,820
		Corporate Bonds (21.4%)
		Airlines (1.2%)
	118,762	Continental Airlines, Inc. Pass-Through Certificates, (99-1-A), 6.545%, due 08/02/20 (EETC)		130,156
	50,000	JetBlue Airways Corp. Pass-Through Trust (04-2-G2), 0.691%, due 05/15/18 (1) (EETC)		48,281
		Total Airlines		178,437
		Auto Manufacturers (0.5%)
	75,000	Nissan Motor Acceptance Corp., (144A), 0.946%, due 09/26/16 (1)(2)		75,407
		Banks (2.6%)
	50,000	Abbey National Treasury Services PLC (United Kingdom), 1.819%, due 04/25/14 (1)		50,143
	50,000	Bank of New York Mellon Corp. (The), 1.7%, due 11/24/14		50,509
	30,000	Citigroup, Inc., 6.375%, due 08/12/14		30,912
	75,000	Citigroup, Inc., 1.199%, due 07/25/16 (1)		75,854
	60,000	Goldman Sachs Group, Inc. (The), 1.238%, due 02/07/14 (1)		60,003
	30,000	Goldman Sachs Group, Inc. (The), 3.3%, due 05/03/15		30,941
	50,000	JPMorgan Chase Bank N.A., 0.574%, due 06/13/16 (1)		49,685
	60,000	Royal Bank of Scotland PLC (The) (United Kingdom), 2.55%, due 09/18/15		61,383
		Total Banks		409,430
		Commercial Services (0.5%)
	75,000	Catholic Health Initiatives, 1.6%, due 11/01/17		73,777
		Diversified Financial Services (2.3%)
	100,000	Ford Motor Credit Co. LLC, 7%, due 04/15/15		107,750
	75,000	General Electric Capital Corp., 0.892%, due 07/12/16 (1)		75,790
	75,000	Hyundai Capital America (South Korea), (144A), 1.875%, due 08/09/16 (2)		75,602
	50,000	International Lease Finance Corp., (144A), 6.5%, due 09/01/14 (2)		51,750
	40,000	Macquarie Group, Ltd. (Australia), (144A), 7.3%, due 08/01/14 (2)		41,277
		Total Diversified Financial Services		352,169
		Electric (1.5%)
	75,000	Dayton Power & Light Co. (The), (144A), 1.875%, due 09/15/16 (2)		75,809
	70,000	NextEra Energy Capital Holdings, Inc., 1.339%, due 09/01/15		70,594
	50,000	Oncor Electric Delivery Co. LLC, 6.8%, due 09/01/18		59,444

See accompanying notes to Schedule of Investments.

TCW Short Term Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Electric (Continued)
$	30,000	PNM Resources, Inc., 9.25%, due 05/15/15	$	33,225
		Total Electric		239,072
		Engineering & Construction (1.3%)
	200,000	Heathrow Funding, Ltd. (United Kingdom), (144A), 2.5%, due 06/25/17 (2)		203,575
		Food (0.3%)
	50,000	Kraft Foods Group, Inc., 1.625%, due 06/04/15		50,723
		Gas (0.7%)
	100,000	Florida Gas Transmission Co. LLC, (144A), 4%, due 07/15/15 (2)		104,652
		Healthcare-Services (1.0%)
	85,000	Providence Health & Services Obligated Group, 1.197%, due 10/01/17 (1)		84,693
	75,000	Ventas Realty LP, 1.55%, due 09/26/16		75,832
		Total Healthcare-Services		160,525
		Insurance (1.1%)
	60,000	Farmers Insurance Exchange, (144A), 6%, due 08/01/14 (2)		61,171
	100,000	Metropolitan Life Global Funding I, (144A), 1.7%, due 06/29/15 (2)		101,553
		Total Insurance		162,724
		Oil & Gas (0.7%)
	50,000	Devon Energy Corp., 0.694%, due 12/15/15 (1)		50,117
	60,000	Petrobras Global Finance BV (Brazil), 1.857%, due 05/20/16 (1)		59,519
		Total Oil & Gas		109,636
		Pharmaceuticals (0.3%)
	50,000	Mylan, Inc., (144A), 1.8%, due 06/24/16 (2)		50,795
		Pipelines (0.5%)
	75,000	TransCanada Pipelines, Ltd. (Canada), 0.927%, due 06/30/16 (1)		75,662
		Real Estate (0.4%)
	50,000	Post Apartment Homes, LP, 4.75%, due 10/15/17		54,657
		REIT (5.3%)
	75,000	Brandywine Operating Partnership LP, 7.5%, due 05/15/15		81,097
	50,000	BRE Properties, Inc., 5.5%, due 03/15/17		55,100
	100,000	Camden Property Trust, 5%, due 06/15/15		105,456
	75,000	HCP, Inc., 6%, due 01/30/17		84,572
	45,000	Host Hotels & Resorts LP, 5.875%, due 06/15/19		48,848
	50,000	Mack-Cali Realty LP, 2.5%, due 12/15/17		50,087
	75,000	Mid-America Apartments LP, (144A), 5.5%, due 10/01/15 (2)		80,508
	85,000	Pan Pacific Retail Properties, Inc., 5.25%, due 09/01/15		90,656
	75,000	Realty Income Corp., 5.5%, due 11/15/15		80,734
	70,000	Reckson Operating Partnership LP, 5.875%, due 08/15/14		71,670
	75,000	UDR, Inc., 5.25%, due 01/15/16		80,459
		Total REIT		829,187

See accompanying notes to Schedule of Investments.

TCW Short Term Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Telecommunications (1.2%)
$	100,000	AT&T, Inc., 2.5%, due 08/15/15	$	102,754
	87,000	Verizon Communications, Inc., 1.773%, due 09/15/16 (1)		89,729
		Total Telecommunications		192,483
		Total Corporate Bonds (Cost: $3,324,205)		3,322,911
		Municipal Bond (Cost: $142,915) (0.9%)
	125,000	State of California, General Obligation Unlimited, 5.95%, due 04/01/16		138,473
		U.S. Government Agency Obligations (4.9%)
	140,000	Federal Home Loan Bank, 0.5%, due 01/08/16		140,084
	70,000	Federal Home Loan Bank, 0.55%, due 06/03/16		69,944
	65,000	Federal Home Loan Mortgage Corp., 0.6%, due 03/28/16		65,024
	70,000	Federal Home Loan Mortgage Corp., 0.75%, due 10/05/16		69,962
	140,000	Federal National Mortgage Association, 0.5%, due 01/15/16		140,099
	125,000	Federal National Mortgage Association, 0.5%, due 01/29/16		125,126
	150,000	Federal National Mortgage Association, 0.625%, due 05/23/16		150,081
		Total U.S. Government Agency Obligations (Cost: $759,861)		760,320
		U.S. Treasury Securities (10.7%)
	661,463	U.S. Treasury Inflation Indexed Note, 0.5%, due 04/15/15 (3)		676,967
	61,035	U.S. Treasury Inflation Indexed Note, 1.625%, due 01/15/15 (3)		62,880
	859,395	U.S. Treasury Inflation Indexed Note, 2%, due 07/15/14 (3)		877,590
	50,000	U.S. Treasury Note, 0.25%, due 08/15/15		50,021
		Total U.S. Treasury Securities (Cost: $1,690,202)		1,667,458
		Total Fixed Income Securities (Cost: $13,722,273) (88.9%)		13,799,101
Number of Shares		Money Market Investments
	77,000	Dreyfus Institutional Cash Advantage Fund, 0.06% (4)		77,000
	51,000	DWS Money Market Series — Institutional Shares, 0.04% (4)		51,000
		Total Money Market Investments (Cost: $128,000) (0.8%)		128,000
Principal Amount		Short-Term Investments
		Discount Notes (5.8%)
$	245,000	Federal Home Loan Bank Discount Note, 0.06%, due 02/05/14 (5)		244,999
	400,000	Federal Home Loan Bank Discount Note, 0.07%, due 02/14/14 (5)		399,989
	255,000	Federal Home Loan Mortgage Corp. Discount Note, 0.07%, due 03/19/14 (5)		254,977
		Total Discount Notes (Cost: $899,965) (5.8%)		899,965

See accompanying notes to Schedule of Investments.

TCW Short Term Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Short-Term Investments	Value
		Repurchase Agreement (Cost: $411,795) (2.6%)
$	411,795	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $460,000 Federal Home Loan Mortgage Corp., 1.96%, due 11/07/22, valued at $420,612) (Total Amount to be Received Upon Repurchase $411,795)	$	411,795
		Total Short-Term Investments (Cost: $1,311,760) (8.4%)		1,311,760
		Total Investments (Cost: $15,162,033) (98.1%)		15,238,861
		Excess of Other Assets over Liabilities (1.9%)		294,101
		Net Assets (100.0%)	$	15,532,962

Notes to the Schedule of Investments:

EETC	Enhanced Equipment Trust Certificate.
PAC	Planned Amortization Class.
REIT	Real Estate Investment Trust.
TAC	Target Amortization Class.
(1)	Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2014.
(2)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2014, the value of these securities amounted to $1,177,103 or 7.6% of net assets. These securities are determined to be liquid by the Advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(3)	Interest rate for this security is a stated rate. Interest payments are determined based on the inflation-adjusted principal.
(4)	Rate disclosed, the 7-day net yield, is as of January 31, 2014.
(5)	Rate shown represents yield-to-maturity.

See accompanying notes to Schedule of Investments.

TCW Short Term Bond Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of Net Assets
Airlines		1.2	%
Auto Manufacturers		0.5
Banks		2.6
Commercial Mortgage-Backed Securities — Agency		3.8
Commercial Mortgage-Backed Securities — Non-Agency		11.1
Commercial Services		0.5
Diversified Financial Services		2.3
Electric		1.5
Engineering & Construction		1.3
Food		0.3
Gas		0.7
Healthcare-Services		1.0
Insurance		1.1
Oil & Gas		0.7
Pharmaceuticals		0.3
Pipelines		0.5
Real Estate		0.4
REIT		5.3
Residential Mortgage-Backed Securities — Agency		33.6
Residential Mortgage-Backed Securities — Non-Agency		2.5
Telecommunications		1.2
Municipal Bonds		0.9
U.S. Government Agency Obligations		4.9
U.S. Treasury Securities		10.7
Money Market Investments		0.8
Short-Term Investments		8.4
Total		98.1	%

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
		Asset-Backed Securities (7.4% of Net Assets)
$	10,502,397	321 Henderson Receivables I LLC (13-3A-A), (144A), 4.08%, due 01/17/73 (1)	$	10,698,818
	20,000,000	Academic Loan Funding Trust (12-1A-A2), (144A), 1.258%, due 12/27/44 (1)(2)		20,172,989
	13,044,462	Access Group, Inc. (05-2-A3), 0.418%, due 11/22/24 (2)		12,924,404
	10,055,020	Bayview Commercial Asset Trust (04-1-A), (144A), 0.518%, due 04/25/34 (1)(2)		9,376,327
	15,228,756	Bayview Commercial Asset Trust (06-1A-A1), (144A), 0.428%, due 04/25/36 (1)(2)		13,299,531
	20,600,000	Brazos Higher Education Authority, Inc. (05-3-A15), 0.385%, due 03/25/25 (2)(3)		20,483,807
	18,700,000	Brazos Higher Education Authority, Inc. (11-1-A3), 1.312%, due 11/25/33 (2)		19,028,600
	11,775,000	Brazos Higher Education Authority, Inc. (11-2-A3), 1.239%, due 10/27/36 (2)		11,745,278
	6,865,871	CIT Education Loan Trust (07-1-A), (144A), 0.336%, due 03/25/42 (1)(2)		6,326,046
	16,780,000	College Loan Corp. Trust (07-1-A3), 0.339%, due 04/25/29 (2)		15,552,065
	10,733,108	Collegiate Funding Services Education Loan Trust (04-A-A3), 0.457%, due 09/28/26 (2)		10,687,933
	16,841,339	Educational Funding of the South, Inc. (12-1-A), 1.208%, due 03/25/36 (2)		17,099,337
	16,675,000	EFS Volunteer LLC (10-1-A2), (144A), 1.089%, due 10/25/35 (1)(2)		16,538,826
	7,225,000	EFS Volunteer No 2 LLC (12-1-A2), (144A), 1.515%, due 03/25/36 (1)(2)		7,380,599
	17,750,000	EFS Volunteer No 3 LLC (12-1-A3), (144A), 1.165%, due 04/25/33 (1)(2)		17,472,230
	7,020,070	GE Business Loan Trust (04-2A-A), (144A), 0.38%, due 12/15/32 (1)(2)		6,665,469
	12,650,000	Goal Capital Funding Trust (05-2-A3), 0.408%, due 05/28/30 (2)		12,386,837
	16,282,779	Goal Capital Funding Trust (06-1-A3), 0.358%, due 11/25/26 (2)		16,130,608
	9,000,000	Greyrock CDO, Ltd. (05-1X-A2L), (Reg. S), 0.661%, due 11/15/17 (2)(4)		8,966,727
	8,468,425	Jasper CLO, Ltd. (05-1A-A), (144A), 0.508%, due 08/01/17 (1)(2)		8,444,398
	8,113,552	JFIN CLO, Ltd. (07-1A-A1A), (144A), 0.442%, due 07/20/21 (1)(2)		7,992,926
	11,016,980	KKR Financial Corp. (07-AA-A), (144A), 0.989%, due 10/15/17 (1)(2)		10,985,851
	18,000,000	Montana Higher Education Student Assistance Corp. (12-1-A3), 1.207%, due 07/20/43 (2)		17,687,492
	10,900,000	National Collegiate Master Student Loan Trust I (02-2-AR10), (144A), 3.658%, due 11/01/42 (1)(2)		10,893,242
	12,412,523	National Collegiate Student Loan Trust (06-3-A3), 0.308%, due 10/25/27 (2)		11,980,232
	6,425,000	National Collegiate Student Loan Trust (07-1-A3), 0.398%, due 07/25/30 (2)		5,498,088
	15,000,000	National Collegiate Student Loan Trust (07-3-A2A4), 3.659%, due 12/26/25 (2)		14,910,900
	4,500,000	National Collegiate Student Loan Trust (07-4-A2A3), 3.658%, due 12/26/25 (2)		4,466,493
	13,960,431	Pangaea CLO, Ltd. (07-1A-A1), (144A), 0.487%, due 10/21/21 (1)(2)		13,575,949
	16,000,000	Panhandle-Plains Higher Education Authority, Inc. (11-1-A3), 1.197%, due 10/01/37 (2)		16,228,306
	3,244,963	Red River CLO, Ltd. (1A-A), (144A), 0.508%, due 07/27/18 (1)(2)		3,179,815
	9,500,000	SLM Private Credit Student Loan Trust (04-A-A3), 0.643%, due 06/15/33 (2)		8,757,309
	10,000,000	SLM Private Credit Student Loan Trust (04-B-A3), 0.573%, due 03/15/24 (2)		9,231,215
	4,426,712	SLM Student Loan Trust (04-8-B), 0.699%, due 01/25/40 (2)		3,931,594

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	7,544,000	SLM Student Loan Trust (05-5-A5), 0.989%, due 10/25/40 (2)	$	7,315,636
	7,081,718	SLM Student Loan Trust (07-6-B), 1.089%, due 04/27/43 (2)		6,368,085
	7,405,000	SLM Student Loan Trust (08-2-B), 1.439%, due 01/25/29 (2)		6,699,220
	6,549,000	SLM Student Loan Trust (08-3-B), 1.439%, due 04/25/29 (2)		6,045,553
	3,270,000	SLM Student Loan Trust (08-4-B), 2.089%, due 04/25/29 (2)		3,167,825
	17,785,000	SLM Student Loan Trust (08-5-A4), 1.939%, due 07/25/23 (2)(3)		18,561,858
	6,380,000	SLM Student Loan Trust (08-5-B), 2.089%, due 07/25/29 (2)		6,361,129
	20,000,000	SLM Student Loan Trust (08-6-A3), 0.989%, due 01/25/19 (2)(3)		20,175,019
	6,380,000	SLM Student Loan Trust (08-6-B), 2.089%, due 07/25/29 (2)		6,289,292
	6,380,000	SLM Student Loan Trust (08-7-B), 2.089%, due 07/25/29 (2)		6,345,998
	5,696,000	SLM Student Loan Trust (08-8-B), 2.489%, due 10/25/29 (2)		5,737,712
	6,380,000	SLM Student Loan Trust (08-9-B), 2.489%, due 10/25/29 (2)		6,541,357
	12,800,000	SLM Student Loan Trust (11-1-A2), 1.308%, due 10/25/34 (2)		13,144,326
	17,840,000	SLM Student Loan Trust (11-2-A2), 1.358%, due 10/25/34 (2)		18,566,070
	10,095,736	SLM Student Loan Trust (12-2-A), 0.858%, due 01/25/29 (2)		10,140,075
	10,000,000	South Carolina Student Loan Corp. (06-1-A2), 0.359%, due 12/01/22 (2)		9,748,600
	7,550,000	Telos CLO, Ltd. (06-1A-A2), (144A), 0.642%, due 10/11/21 (1)(2)		7,467,831
		Total Asset-Backed Securities (Cost: $544,187,524)		559,375,827
		Commercial Mortgage-Backed Securities — Agency (6.4%)
	45,330,000	Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates (K005-A2), 4.317%, due 11/25/19 (3)		49,456,050
	24,280,000	Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates (K007-A2), 4.224%, due 03/25/20 (3)		26,666,853
	29,110,000	Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates (K009-A2), 3.808%, due 08/25/20 (3)		31,302,973
	32,350,000	Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates (K010-A2), 4.333%, due 10/25/20 (3)		35,695,718
	25,890,000	Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates (K013-A2), 3.974%, due 01/25/21 (2)(3)		27,799,349
	37,335,000	Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates (K020-A2), 2.373%, due 05/25/22 (3)		35,702,751
	50,222,242	Federal National Mortgage Association, (12-M12-1A), 2.84%, due 08/25/22 (ACES) (2)(3)		50,319,153
	35,354,801	Federal National Mortgage Association, (12-M15-A), 2.656%, due 10/25/22 (ACES) (2)(3)		34,619,618
	2,998,520	Federal National Mortgage Association, Pool #AE0918, 3.665%, due 10/01/20 (3)		3,199,833
	19,556,599	Federal National Mortgage Association, Pool #AL0290, 4.447%, due 04/01/21 (3)		21,575,618
	20,921,028	Federal National Mortgage Association, Pool #AL0600, 4.299%, due 07/01/21 (3)		22,900,815
	16,200,872	Federal National Mortgage Association, Pool #AL2660, 2.627%, due 10/01/22 (3)		15,892,116

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	45,637,716	Federal National Mortgage Association, Pool #AL3366, 2.436%, due 02/01/23 (3)	$	44,110,715
	45,944,072	Federal National Mortgage Association, Pool #AL3400, 2.545%, due 03/01/23 (3)		44,516,466
	22,272,177	Federal National Mortgage Association, Pool #AL3562, 2.558%, due 04/01/23 (3)		21,615,006
	13,573,762	Federal National Mortgage Association, Pool #FN0003, 4.302%, due 01/01/21 (3)		14,936,283
		Total Commercial Mortgage-Backed Securities — Agency (Cost: $495,398,146)		480,309,317
		Commercial Mortgage-Backed Securities — Non-Agency (0.8%)
	6,440,000	COMM Mortgage Trust (12-LC4-A4), 3.288%, due 12/10/44		6,460,444
	10,301,320	DBRR Trust (11-LC2-A4A), (144A), 4.537%, due 07/12/44 (1)(2)		11,136,139
	17,505,000	GS Mortgage Securities Corp. II (11-GC5-A4), 3.707%, due 08/10/44		18,175,905
	3,460,000	Morgan Stanley Capital I Trust (11-C3-A4), 4.118%, due 07/15/49		3,671,896
	17,835,000	WF-RBS Commercial Mortgage Trust (11-C5-A4), 3.667%, due 11/15/44		18,444,725
		Total Commercial Mortgage-Backed Securities — Non-Agency (Cost: $56,270,229)		57,889,109
		Residential Mortgage-Backed Securities — Agency (41.7%)
	429,466	Federal Home Loan Mortgage Corp. (1829-ZB), 6.5%, due 03/15/26 (3)		474,518
	530,679	Federal Home Loan Mortgage Corp. (2367-ZK), 6%, due 10/15/31 (3)		590,881
	7,199,187	Federal Home Loan Mortgage Corp. (2514-PZ), 5.5%, due 10/15/32 (PAC) (3)		7,928,608
	18,678,266	Federal Home Loan Mortgage Corp. (2571-PZ), 5.5%, due 02/15/33 (PAC) (3)		20,626,047
	1,988,858	Federal Home Loan Mortgage Corp. (2642-AR), 4.5%, due 07/15/23 (3)		2,118,937
	999,324	Federal Home Loan Mortgage Corp. (2647-OV), 0%, due 07/15/33 (P/O) (3)		815,570
	7,516,061	Federal Home Loan Mortgage Corp. (2662-MT), 4.5%, due 08/15/33 (TAC) (3)		7,969,658
	4,278,951	Federal Home Loan Mortgage Corp. (2666-BD), 4.5%, due 08/15/23 (3)		4,616,035
	5,956,317	Federal Home Loan Mortgage Corp. (2700-B), 4.5%, due 11/15/23 (3)		6,370,943
	29,900,398	Federal Home Loan Mortgage Corp. (2752-GZ), 5%, due 02/15/34 (PAC) (3)		32,747,116
	59,746,052	Federal Home Loan Mortgage Corp. (276-30), 3%, due 09/15/42 (3)		57,660,813
	12,630,993	Federal Home Loan Mortgage Corp. (2769-LB), 4%, due 03/15/19 (3)		13,260,689
	65,791,742	Federal Home Loan Mortgage Corp. (277-30), 3%, due 09/15/42 (3)		63,313,825
	2,264,520	Federal Home Loan Mortgage Corp. (2882-JH), 4.5%, due 10/15/34 (PAC) (3)		2,396,788
	1,158,724	Federal Home Loan Mortgage Corp. (2903-PO), 0%, due 11/15/23 (P/O) (3)		1,103,278
	3,965,726	Federal Home Loan Mortgage Corp. (3014-YH), 4.5%, due 08/15/35 (TAC) (3)		4,030,936
	7,716,695	Federal Home Loan Mortgage Corp. (3045-HZ), 4.5%, due 10/15/35 (3)		8,243,308
	50,000,000	Federal Home Loan Mortgage Corp. (3063-YG), 5.5%, due 11/15/35 (PAC) (3)		55,903,358
	33,166,405	Federal Home Loan Mortgage Corp. (3114-KZ), 5%, due 02/15/36 (3)		36,616,640
	17,242,210	Federal Home Loan Mortgage Corp. (3146-GE), 5.5%, due 04/15/26 (3)		19,135,689
	14,159,773	Federal Home Loan Mortgage Corp. (3149-OD), 0%, due 05/15/36 (P/O) (PAC) (3)		12,458,197
	3,280,608	Federal Home Loan Mortgage Corp. (3154-B), 5%, due 08/15/32 (3)		3,330,548

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	16,201,493	Federal Home Loan Mortgage Corp. (3315-S), 6.25%, due 05/15/37 (I/O) (I/F) (2)(3)	$	1,856,621
	10,875,033	Federal Home Loan Mortgage Corp. (3376-SX), 5.88%, due 10/15/37 (I/O) (I/F) (2)(3)		1,499,847
	3,729,032	Federal Home Loan Mortgage Corp. (3379-AB), 6%, due 07/15/36		3,828,577
	16,533,082	Federal Home Loan Mortgage Corp. (3410-IS), 6.11%, due 02/15/38 (I/O) (I/F) (2)(3)		2,392,745
	13,309,080	Federal Home Loan Mortgage Corp. (3424-BI), 6.64%, due 04/15/38 (I/O) (I/F) (2)(3)		2,215,665
	7,964,490	Federal Home Loan Mortgage Corp. (3512-AY), 4%, due 02/15/24 (3)		8,577,518
	6,021,403	Federal Home Loan Mortgage Corp. (3519-SH), 5.34%, due 07/15/37 (I/O) (I/F) (2)(3)		781,842
	25,673,079	Federal Home Loan Mortgage Corp. (3531-SC), 6.14%, due 05/15/39 (I/O) (I/F) (2)(3)		3,762,137
	6,414,294	Federal Home Loan Mortgage Corp. (3541-SA), 6.59%, due 06/15/39 (I/O) (I/F) (2)(3)		728,961
	23,742,524	Federal Home Loan Mortgage Corp. (3550-GS), 6.59%, due 07/15/39 (I/O) (I/F) (2)(3)		3,943,415
	9,747,408	Federal Home Loan Mortgage Corp. (3551-VZ), 5.5%, due 12/15/32 (3)		10,751,930
	37,500,000	Federal Home Loan Mortgage Corp. (3557-NB), 4.5%, due 07/15/29 (3)		40,945,946
	19,487,669	Federal Home Loan Mortgage Corp. (3557-KB), 4.5%, due 07/15/29 (3)		20,914,102
	21,549,286	Federal Home Loan Mortgage Corp. (3558-KB), 4%, due 08/15/29 (3)		22,865,535
	25,000,000	Federal Home Loan Mortgage Corp. (3565-XB), 4%, due 08/15/24 (3)		26,602,250
	2,977,533	Federal Home Loan Mortgage Corp. (3575-D), 4.5%, due 03/15/37 (3)		3,165,710
	20,115,000	Federal Home Loan Mortgage Corp. (3626-MD), 5%, due 01/15/38 (PAC)		22,154,229
	20,025,406	Federal Home Loan Mortgage Corp. (3719-PJ), 4.5%, due 09/15/40 (PAC) (3)		21,560,422
	30,136,761	Federal Home Loan Mortgage Corp. (3770-ZB), 5%, due 12/15/40 (3)		31,299,841
	29,293,992	Federal Home Loan Mortgage Corp. (3788-SB), 6.32%, due 01/15/41 (I/O) (I/F) (2)(3)		4,424,335
	7,275,671	Federal Home Loan Mortgage Corp. (3885-PO), 0%, due 11/15/33 (P/O) (PAC) (3)		6,659,122
	10,470,000	Federal Home Loan Mortgage Corp. (3930-KE), 4%, due 09/15/41 (PAC) (3)		10,827,037
	12,531,663	Federal Home Loan Mortgage Corp. (4030-HS), 6.45%, due 04/15/42 (I/O) (2)(3)		1,968,795
	15,242,697	Federal Home Loan Mortgage Corp. (4170-FW), 1.11%, due 01/15/33 (PAC) (2)		15,166,720
	16,750,674	Federal Home Loan Mortgage Corp. (R002-ZA), 5.5%, due 06/15/35 (3)		18,341,620
	3,087	Federal Home Loan Mortgage Corp., Pool #755183, 10.046%, due 12/01/15 (2)(3)		2,971
	11,333,303	Federal Home Loan Mortgage Corp., Pool #A88591, 5%, due 09/01/39 (3)		12,387,276
	51,553,367	Federal Home Loan Mortgage Corp., Pool #A91162, 5%, due 02/01/40 (3)		57,015,978
	15,835,077	Federal Home Loan Mortgage Corp., Pool #A92195, 5%, due 05/01/40 (3)		17,477,805
	32,493,953	Federal Home Loan Mortgage Corp., Pool #A97038, 4%, due 02/01/41 (3)		34,020,914
	21,606	Federal Home Loan Mortgage Corp., Pool #B15322, 5%, due 07/01/19 (3)		23,129
	23,250	Federal Home Loan Mortgage Corp., Pool #B15490, 5%, due 07/01/19 (3)		24,883
	85,061	Federal Home Loan Mortgage Corp., Pool #B15557, 5%, due 07/01/19		91,066
	35,386	Federal Home Loan Mortgage Corp., Pool #B15802, 5%, due 07/01/19 (3)		37,864
	49,744,494	Federal Home Loan Mortgage Corp., Pool #C03805, 3.5%, due 04/01/42 (3)		50,421,630
	133,276	Federal Home Loan Mortgage Corp., Pool #C90552, 6%, due 06/01/22 (3)		147,887
	46,320,780	Federal Home Loan Mortgage Corp., Pool #E04113, 2.5%, due 11/01/27 (3)		46,669,994

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	477,403	Federal Home Loan Mortgage Corp., Pool #G01959, 5%, due 12/01/35 (3)	$	520,576
	52,976,300	Federal Home Loan Mortgage Corp., Pool #G06173, 4%, due 11/01/40 (3)		55,565,100
	818,959	Federal Home Loan Mortgage Corp., Pool #G11678, 4.5%, due 04/01/20 (3)		876,995
	2,048,597	Federal Home Loan Mortgage Corp., Pool #G12635, 5.5%, due 03/01/22 (3)		2,184,863
	2,560,686	Federal Home Loan Mortgage Corp., Pool #G12702, 4.5%, due 09/01/20 (3)		2,737,146
	2,919,737	Federal Home Loan Mortgage Corp., Pool #G13390, 6%, due 01/01/24 (3)		3,146,666
	32,192	Federal Home Loan Mortgage Corp., Pool #G30194, 6.5%, due 04/01/21 (3)		36,007
	5,088,898	Federal Home Loan Mortgage Corp., Pool #G30450, 6%, due 01/01/29 (3)		5,646,788
	5,414,411	Federal Home Loan Mortgage Corp., Pool #G30452, 6%, due 10/01/28 (3)		6,007,987
	7,547,093	Federal Home Loan Mortgage Corp., Pool #G30454, 5%, due 05/01/29 (3)		8,269,189
	934,468	Federal Home Loan Mortgage Corp., Pool #H82001, 5.5%, due 07/01/37 (3)		997,179
	8,545,187	Federal Home Loan Mortgage Corp., Pool #N70081, 5.5%, due 07/01/38 (3)		9,455,442
	10,676,688	Federal Home Loan Mortgage Corp., Pool #P51350, 5%, due 03/01/36 (3)		11,574,770
	576,334	Federal National Mortgage Association (01-40-Z), 6%, due 08/25/31 (3)		645,243
	1,825,466	Federal National Mortgage Association (03-117-TG), 4.75%, due 08/25/33 (PAC) (3)		1,981,906
	1,047,750	Federal National Mortgage Association (03-54-PG), 5.5%, due 09/25/32 (PAC) (3)		1,057,081
	1,550,521	Federal National Mortgage Association (04-52-SW), 6.942%, due 07/25/34 (I/O) (I/F) (2)(3)		272,686
	4,446,893	Federal National Mortgage Association (04-65-LT), 4.5%, due 08/25/24 (3)		4,766,153
	4,611,626	Federal National Mortgage Association (04-68-LC), 5%, due 09/25/29 (3)		5,056,976
	17,217,933	Federal National Mortgage Association (05-117-LC), 5.5%, due 11/25/35 (PAC) (3)		18,618,235
	858,418	Federal National Mortgage Association (05-74-CP), 24.171%, due 05/25/35 (I/F) (PAC) (2)(3)		1,353,625
	7,320,315	Federal National Mortgage Association (07-20-SI), 6.292%, due 03/25/37 (I/O) (I/F) (2)(3)		1,016,779
	7,136,241	Federal National Mortgage Association (07-21-SE), 6.282%, due 03/25/37 (I/O) (I/F) (2)(3)		1,093,956
	9,046,418	Federal National Mortgage Association (07-56-SG), 6.252%, due 06/25/37 (I/O) (I/F) (2)(3)		1,168,537
	21,577,750	Federal National Mortgage Association (07-58-SV), 6.592%, due 06/25/37 (I/O) (I/F) (2)(3)		2,781,663
	320,786	Federal National Mortgage Association (07-64-AN), 6%, due 09/25/36 (3)		324,718
	4,752,779	Federal National Mortgage Association (07-65-S), 6.442%, due 07/25/37 (I/O) (I/F) (2)(3)		631,623
	2,272,704	Federal National Mortgage Association (07-88-FY), 0.618%, due 09/25/37 (2)(3)		2,278,603
	23,127,704	Federal National Mortgage Association (07-103-AI), 6.342%, due 03/25/37 (I/O) (I/F) (2)(3)		3,902,224
	32,438,444	Federal National Mortgage Association (07-B2-ZA), 5.5%, due 06/25/37 (3)		35,695,612
	22,296,926	Federal National Mortgage Association (08-1-AI), 6.092%, due 05/25/37 (I/O) (I/F) (2)(3)		3,832,329

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	15,246,503	Federal National Mortgage Association (08-13-SB), 6.082%, due 03/25/38 (I/O) (I/F) (2)(3)	$	2,183,594
	23,574,129	Federal National Mortgage Association (08-23-SB), 6.692%, due 04/25/38 (I/O) (I/F) (2)(3)		3,711,083
	3,949,363	Federal National Mortgage Association (08-35-SD), 6.292%, due 05/25/38 (I/O) (I/F) (2)		670,019
	33,990,057	Federal National Mortgage Association (08-66-SG), 5.912%, due 08/25/38 (I/O) (I/F) (2)(3)		4,853,617
	15,336,783	Federal National Mortgage Association (08-68-SA), 5.812%, due 08/25/38 (I/O) (I/F) (2)(3)		1,929,476
	8,153,639	Federal National Mortgage Association (09-26-KB), 4%, due 04/25/24 (3)		8,718,148
	11,881,950	Federal National Mortgage Association (09-3-SH), 5.292%, due 06/25/37 (I/O) (I/F) (2)(3)		1,531,878
	4,915,893	Federal National Mortgage Association (09-47-SV), 6.592%, due 07/25/39 (I/O) (I/F) (2)(3)		628,536
	16,350,434	Federal National Mortgage Association (09-51-SA), 6.592%, due 07/25/39 (I/O) (I/F) (2)(3)		2,645,291
	7,677,292	Federal National Mortgage Association (09-6-SD), 5.392%, due 02/25/39 (I/O) (I/F) (2)(3)		998,856
	19,312,553	Federal National Mortgage Association (09-68-KB), 4%, due 09/25/24 (3)		20,406,391
	26,860,368	Federal National Mortgage Association (09-71-LB), 4%, due 09/25/29 (3)		28,411,807
	34,000,000	Federal National Mortgage Association (09-72-AC), 4%, due 09/25/29 (3)		35,595,297
	4,495,921	Federal National Mortgage Association (09-72-JS), 7.092%, due 09/25/39 (I/O) (I/F) (2)(3)		669,637
	20,937,000	Federal National Mortgage Association (10-136-CX), 4%, due 08/25/39 (PAC) (3)		21,781,137
	50,000,000	Federal National Mortgage Association (11-111-DB), 4%, due 11/25/41 (3)		52,113,975
	59,842,927	Federal National Mortgage Association (12-133-GC), 2.5%, due 08/25/41 (PAC) (3)		59,468,340
	26,459,581	Federal National Mortgage Association (12-153-PC), 2%, due 05/25/42 (PAC) (3)		24,684,263
	12,305,700	Federal National Mortgage Association (13-101-BO), 0%, due 10/25/43 (P/O) (3)		9,236,864
	28,533,060	Federal National Mortgage Association (13-101-CO), 0%, due 10/25/43 (P/O) (3)		21,493,951
	32,726,926	Federal National Mortgage Association (13-21-EC), 2%, due 12/25/38 (I/O) (3)		30,735,362
	7,876,000	Federal National Mortgage Association (13-35-LP), 3%, due 01/25/43 (PAC)		7,403,132
	21,400,000	Federal National Mortgage Association (13-95-PN), 3%, due 01/25/43 (PAC)		20,165,188
	182,952	Federal National Mortgage Association (93-202-SZ), 10%, due 11/25/23 (I/F) (PAC) (2)(3)		213,983
	1,029,644	Federal National Mortgage Association (95-21-C), 0%, due 05/25/24 (P/O) (3)		989,616
	76,348	Federal National Mortgage Association (G92-29-J), 8%, due 07/25/22 (3)		86,029
	140,557	Federal National Mortgage Association, Pool #254442, 5.5%, due 09/01/17 (3)		151,359
	382,906	Federal National Mortgage Association, Pool #254634, 5.5%, due 02/01/23 (3)		424,088
	5,149,334	Federal National Mortgage Association, Pool #257536, 5%, due 01/01/29 (3)		5,644,929
	3,643,481	Federal National Mortgage Association, Pool #310033, 6%, due 07/01/47 (3)		4,018,358
	11,275,630	Federal National Mortgage Association, Pool #555424, 5.5%, due 05/01/33 (3)		12,461,238
	1,202,154	Federal National Mortgage Association, Pool #555811, 4%, due 10/01/18 (3)		1,284,240

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	68,117	Federal National Mortgage Association, Pool #661856, 2.279%, due 10/01/32 (2)(3)	$	68,079
	355,476	Federal National Mortgage Association, Pool #671133, 1.788%, due 02/01/33 (2)(3)		368,842
	103,402	Federal National Mortgage Association, Pool #672272, 2.189%, due 12/01/32 (2)(3)		110,465
	458,824	Federal National Mortgage Association, Pool #676766, 2.208%, due 01/01/33 (2)(3)		487,254
	314,873	Federal National Mortgage Association, Pool #687847, 2.218%, due 02/01/33 (2)		333,494
	969,269	Federal National Mortgage Association, Pool #692104, 1.792%, due 02/01/33 (2)(3)		1,007,031
	597,672	Federal National Mortgage Association, Pool #699866, 2.37%, due 04/01/33 (2)(3)		627,477
	333,350	Federal National Mortgage Association, Pool #704454, 2.417%, due 05/01/33 (2)(3)		346,233
	304,745	Federal National Mortgage Association, Pool #708820, 2.507%, due 06/01/33 (2)(3)		324,797
	619,617	Federal National Mortgage Association, Pool #725275, 4%, due 03/01/19 (3)		661,344
	315,356	Federal National Mortgage Association, Pool #728824, 2.336%, due 07/01/33 (2)(3)		338,974
	1,322,324	Federal National Mortgage Association, Pool #734384, 5.5%, due 07/01/33 (3)		1,435,681
	40,126	Federal National Mortgage Association, Pool #785677, 5%, due 07/01/19 (3)		43,222
	1,667,498	Federal National Mortgage Association, Pool #888593, 7%, due 06/01/37 (3)		1,883,972
	1,692,356	Federal National Mortgage Association, Pool #934103, 5%, due 07/01/38 (3)		1,829,450
	4,194,216	Federal National Mortgage Association, Pool #979563, 5%, due 04/01/28 (3)		4,591,742
	1,845,193	Federal National Mortgage Association, Pool #995040, 5%, due 06/01/23 (3)		2,000,212
	9,609,934	Federal National Mortgage Association, Pool #995425, 6%, due 01/01/24 (3)		10,595,071
	6,352,724	Federal National Mortgage Association, Pool #995573, 6%, due 01/01/49 (3)		6,851,850
	13,583,336	Federal National Mortgage Association, Pool #995953, 6%, due 11/01/28 (3)		15,132,255
	8,332,766	Federal National Mortgage Association, Pool #995954, 6%, due 03/01/29 (3)		9,300,161
	6,849,581	Federal National Mortgage Association, Pool #AA3303, 5.5%, due 06/01/38 (3)		7,526,059
	70,928,792	Federal National Mortgage Association, Pool #AB1617, 4%, due 10/01/40 (3)		74,603,229
	61,677,392	Federal National Mortgage Association, Pool #AB4044, 3.5%, due 12/01/41 (3)		62,679,460
	46,453,451	Federal National Mortgage Association, Pool #AB6210, 3%, due 09/01/42 (3)		45,227,034
	10,136,042	Federal National Mortgage Association, Pool #AC1602, 4.5%, due 09/01/29 (3)		11,022,158
	22,990,193	Federal National Mortgage Association, Pool #AE0588, 6%, due 08/01/37 (3)		25,529,054
	21,339,463	Federal National Mortgage Association, Pool #AL0851, 6%, due 10/01/40 (3)		23,745,467
	15,216,953	Federal National Mortgage Association, Pool #AL1594, 6%, due 07/01/40 (3)		16,932,246
	16,832,365	Federal National Mortgage Association, Pool #MA0171, 4.5%, due 09/01/29 (3)		18,242,083
	24,144,859	Federal National Mortgage Association, Pool #MA0843, 4.5%, due 09/01/41 (3)		25,911,395
	41,746,820	Federal National Mortgage Association, Pool #MA1527, 3%, due 08/01/33 (3)		42,028,720
	80,896,301	Federal National Mortgage Association, Pool #MA1561, 3%, due 09/01/33 (3)		81,442,639
	67,701,373	Federal National Mortgage Association, Pool #MA1584, 3.5%, due 09/01/33 (3)		70,163,479
	75,215,490	Federal National Mortgage Association, Pool #MA1608, 3.5%, due 10/01/33 (3)		77,950,863
	118,500,000	Federal National Mortgage Association TBA, 3% (5)		122,332,728

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	185,435,000	Federal National Mortgage Association TBA, 3% (5)	$	180,335,538
	160,305,000	Federal National Mortgage Association TBA, 3.5% (5)		162,684,519
	204,565,000	Federal National Mortgage Association TBA, 4% (5)		214,345,764
	253,845,000	Federal National Mortgage Association TBA, 4.5% (5)		272,407,416
	1,737,595	Government National Mortgage Association (03-42-SH), 6.393%, due 05/20/33 (I/O) (I/F) (2)(3)		279,928
	15,214,700	Government National Mortgage Association (11-70-BO), 0%, due 05/20/41 (P/O) (3)		10,291,782
	33,292,878	Government National Mortgage Association, Pool #782902, 4.5%, due 02/15/40 (3)		36,391,973
	538,670	Government National Mortgage Association II, Pool #80963, 1.625%, due 07/20/34 (2)(3)		553,968
	104,142	Government National Mortgage Association II, Pool #631700, 7%, due 09/20/34 (3)		109,351
	38,430,000	Government National Mortgage Association II TBA, 3% (5)		38,099,744
		Total Residential Mortgage-Backed Securities — Agency (Cost: $3,021,204,871)		3,125,249,243
		Residential Mortgage-Backed Securities — Non-Agency (35.5%)
	10,508,169	Accredited Mortgage Loan Trust (05-3-A2D), 0.53%, due 09/25/35 (2)		10,408,447
	18,886,552	ACE Securities Corp. (06-ASP1-A2D), 0.468%, due 12/25/35 (2)		17,947,295
	22,015,645	ACE Securities Corp. (07-ASP1-A2C), 0.418%, due 03/25/37 (2)		12,312,283
	11,833,175	ACE Securities Corp. (07-ASP1-A2D), 0.538%, due 03/25/37 (2)		6,662,703
	2,973,441	Adjustable Rate Mortgage Trust (04-5-3A1), 2.473%, due 04/25/35 (2)		2,955,984
	23,002,000	Ameriquest Mortgage Securities, Inc. (05-R10-A2C), 0.488%, due 01/25/36 (2)		22,654,302
	9,947,142	Asset-Backed Funding Certificates (05-HE2-M2), 0.908%, due 06/25/35 (2)		9,713,807
	24,404,115	Asset-Backed Funding Certificates (07-WMC1-A2A), 0.908%, due 06/25/37 (2)		16,412,109
	4,275,147	Asset-Backed Securities Corp. Home Equity (05-HE5-M2), 0.598%, due 06/25/35 (2)		4,264,767
	52,114,000	Asset-Backed Securities Corp. Home Equity (07-HE1-A4), 0.298%, due 12/25/36 (2)		37,964,069
	1,984,251	Banc of America Alternative Loan Trust (03-3-A4), 5.75%, due 05/25/33		2,165,543
	651,794	Banc of America Alternative Loan Trust (03-4-1A5), 5.5%, due 06/25/33		705,405
	15,897,527	Banc of America Alternative Loan Trust (03-9-1CB5), 5.5%, due 11/25/33		16,398,340
	924,115	Banc of America Funding Corp. (04-B-3A1), 2.836%, due 12/20/34 (2)		562,585
	223,961	Banc of America Funding Corp. (06-D-2A1), 2.748%, due 05/20/36 (2)(6)		162,935
	8,851,829	Banc of America Funding Corp. (06-D-3A1), 2.861%, due 05/20/36 (2)(6)		7,930,557
	21,829,263	Banc of America Funding Corp. (06-G-2A1), 0.377%, due 07/20/36 (2)		20,308,178
	7,003,822	Banc of America Funding Corp. (06-G-2A3), 0.327%, due 07/20/36 (2)		6,999,872
	280,199	Banc of America Funding Corp. (10-R9-3A1), (144A), 5.5%, due 12/26/35 (1)		282,802
	11,712,969	Banc of America Funding Trust (06-3-4A14), 5.5%, due 03/25/36		11,448,555
	2,747,184	Banc of America Funding Trust (06-3-4A14), 6%, due 03/25/36		2,789,631

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	5,271,425	BCAP LLC Trust (07-AA1-1A2), 0.318%, due 02/25/47 (2)(6)	$	4,661,258
	649,627	BCAP LLC Trust (09-RR1-21A1), (144A), 2.613%, due 11/26/34 (1)(2)		659,891
	2,500,930	BCAP LLC Trust (09-RR1-22A1), (144A), 2.627%, due 05/26/35 (1)(2)		2,550,328
	1,577,635	BCAP LLC Trust (09-RR1-23A1), (144A), 2.629%, due 05/26/35 (1)(2)		1,613,930
	1,051,039	BCAP LLC Trust (11-RR1-8A1), (144A), 3.25%, due 08/28/21 (1)(2)		1,056,095
	8,620,692	BCAP LLC Trust (11-RR2-3A6), (144A), 2.711%, due 11/21/35 (1)(2)		8,067,762
	1,410,851	BCAP LLC Trust (11-RR3-1A5), (144A), 2.854%, due 05/27/37 (1)(2)		1,421,686
	2,013,466	BCAP LLC Trust (11-RR3-5A3), (144A), 5.094%, due 11/27/37 (1)(2)		1,954,297
	8,191,867	BCAP LLC Trust (11-RR4-1A3), (144A), 2.811%, due 03/26/36 (1)(2)		7,996,429
	7,291,301	BCAP LLC Trust (11-RR4-2A3), (144A), 1%, due 06/26/47 (1)(2)		7,246,722
	11,328,539	BCAP LLC Trust (11-RR4-3A3), (144A), 2.683%, due 07/26/36 (1)(2)		10,565,063
	12,897,682	BCAP LLC Trust (11-RR5-1A3), (144A), 2.534%, due 03/26/37 (1)(2)		12,779,370
	3,359,124	BCAP LLC Trust (11-RR5-2A3), (144A), 2.828%, due 06/26/37 (1)(2)		3,347,528
	9,728,145	BCAP LLC Trust (12-RR7-1A1), (144A), 0.331%, due 08/26/36 (1)(2)		9,441,086
	4,748,919	BCAP LLC Trust (12-RR8-5A3), (144A), 0.459%, due 05/26/37 (1)(2)		4,634,202
	8,289,388	BCAP LLC Trust (12-RR9-1A1), (144A), 0.316%, due 07/26/35 (1)(2)		7,955,077
	19,517,921	BCAP LLC Trust (12-RR9-1A1), (144A), 2.484%, due 08/26/36 (1)(2)		19,326,071
	11,571,114	BCAP LLC Trust (13-RR2-6A1), (144A), 3%, due 06/26/37 (1)(2)		11,608,904
	5,795,752	BCAP LLC Trust (13-RR4-3A1), (144A), 0.308%, due 05/26/37 (1)(2)		5,658,824
	3,130,697	Bear Stearns Alt-A Trust (04-13-A1), 0.898%, due 11/25/34 (2)		3,118,387
	10,872	Bear Stearns Alt-A Trust (05-2-2A4), 2.636%, due 04/25/35 (2)		10,479
	1,659,035	Bear Stearns Alt-A Trust (06-3-1A1), 0.538%, due 05/25/36 (2)(6)		1,100,249
	1,053,838	Bear Stearns Alt-A Trust (06-4-32A1), 2.706%, due 07/25/36 (2)(6)		684,660
	1,959,493	Bear Stearns ARM Trust (04-12-1A1), 2.627%, due 02/25/35 (2)		1,583,225
	5,288,897	Bear Stearns ARM Trust (06-2-2A1), 2.79%, due 07/25/36 (2)(6)		4,522,219
	575,235	Bear Stearns ARM Trust (07-1-2A1), 2.744%, due 02/25/47 (2)(6)		461,005
	3,541,267	Bear Stearns ARM Trust (07-5-3A1), 5.02%, due 08/25/47 (2)(6)		3,197,027
	4,029,319	Bear Stearns Asset-Backed Securities I Trust (05-AC6-1A3), 5.5%, due 09/25/35 (2)		4,157,159
	8,615,369	Bear Stearns Asset-Backed Securities I Trust (05-AC6-1A4), 5.4%, due 09/25/35 (2)		8,845,873
	9,267,621	Bear Stearns Asset-Backed Securities I Trust (06-HE9-1A2), 0.308%, due 11/25/36 (2)		6,455,980
	1,095,957	Bear Stearns Mortgage Funding Trust (06-AR3-1A1), 0.338%, due 10/25/36 (2)		728,669
	4,422,225	Bear Stearns Mortgage Funding Trust (07-AR4-1A1), 0.358%, due 09/25/47 (2)		3,617,338
	10,125,734	BNC Mortgage Loan Trust (07-1-A2), 0.218%, due 03/25/37 (2)		10,081,960
	3,559,527	BNC Mortgage Loan Trust (07-3-A2), 0.218%, due 07/25/37 (2)		3,530,066
	6,457,151	Carrington Mortgage Loan Trust (05-NC5-A2), 0.478%, due 10/25/35 (2)		6,419,010
	16,507,175	Carrington Mortgage Loan Trust (05-NC5-A3), 0.578%, due 10/25/35 (2)		15,720,361

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	9,150,000	Centex Home Equity (05-D-M1), 0.588%, due 10/25/35 (2)	$	8,888,456
	1,983,266	Chase Mortgage Finance Corp. (06-A1-2A1), 2.703%, due 09/25/36 (2)(6)		1,712,268
	11,916,038	Chase Mortgage Finance Corp. (07-A1-8A1), 2.65%, due 02/25/37 (2)		12,163,838
	5,870,468	Chaseflex Trust (05-1-1A5), 6.5%, due 02/25/35		5,741,033
	24,227,000	Chaseflex Trust (06-1-A3), 5.283%, due 06/25/36 (2)		23,938,662
	1,102,009	Citicorp Mortgage Securities Trust, Inc. (07-4-3A1), 5.5%, due 05/25/37		1,091,857
	9,229,466	Citicorp Residential Mortgage Trust, Inc. (06-2-A4), 5.775%, due 09/25/36		9,847,504
	17,922,691	Citigroup Mortgage Loan Trust, Inc. (06-AR9-1A2), 0.328%, due 11/25/36 (2)		17,713,587
	6,356,500	Citigroup Mortgage Loan Trust, Inc. (06-WFH2-A2A), 0.308%, due 08/25/36 (2)		5,943,061
	5,388,484	Citigroup Mortgage Loan Trust, Inc. (06-WFH3-A3), 0.308%, due 10/25/36 (2)		5,362,900
	6,658,515	Citigroup Mortgage Loan Trust, Inc. (07-12-2A1), (144A), 6.5%, due 10/25/36 (1)(6)		5,098,062
	2,523,147	Citigroup Mortgage Loan Trust, Inc. (07-WFH2-A2), 0.308%, due 03/25/37 (2)		2,527,219
	7,085,503	Citigroup Mortgage Loan Trust, Inc. (08-AR4-1A1A), (144A), 2.855%, due 11/25/38 (1)(2)		7,190,078
	1,975,916	Citigroup Mortgage Loan Trust, Inc. (09-4-11A1), (144A), 0.608%, due 10/25/36 (1)(2)		1,962,359
	3,016,085	Citigroup Mortgage Loan Trust, Inc. (09-5-7A1), (144A), 0.508%, due 07/25/36 (1)(2)		2,853,570
	5,910,670	Citigroup Mortgage Loan Trust, Inc. (10-4-4A5), (144A), 5%, due 10/25/35 (1)		6,157,542
	1,129,400	Citigroup Mortgage Loan Trust, Inc. (10-6-3A1), (144A), 2.612%, due 07/25/36 (1)(2)		1,139,112
	1,268,027	Citigroup Mortgage Loan Trust, Inc. (10-9-5A5), (144A), 8.513%, due 03/25/37 (1)		1,335,064
	10,198,431	Citigroup Mortgage Loan Trust, Inc. (11-3-1A6), (144A), 0.238%, due 02/25/47 (1)(2)		9,982,029
	14,737,486	Citigroup Mortgage Loan Trust, Inc. (12-10-3A1), (144A), 2.461%, due 12/25/35 (1)(2)		14,846,646
	21,273,902	Citigroup Mortgage Loan Trust, Inc. (12-11-1A1), (144A), 0.338%, due 03/25/37 (1)(2)		20,484,735
	7,702,434	Citigroup Mortgage Loan Trust, Inc. (12-8-4A1), (144A), 0.298%, due 01/25/37 (1)(2)		7,253,193
	2,480,967	CitiMortgage Alternative Loan Trust (05-A1-2A1), 5%, due 07/25/20		2,545,459
	6,405,947	Conseco Financial Corp. (99-2-A7), 6.44%, due 12/01/30		6,440,782
	2,202,443	Countrywide Alternative Loan Trust (05-20CB-4A1), 5.25%, due 07/25/20 (6)		2,162,048
	610,096	Countrywide Alternative Loan Trust (05-84-1A1), 2.702%, due 02/25/36 (2)(6)		465,859
	2,536,962	Countrywide Alternative Loan Trust (05-J1-2A1), 5.5%, due 02/25/25		2,574,551
	228,163	Countrywide Alternative Loan Trust (05-J5-1A1), 0.458%, due 05/25/35 (2)		226,511
	2,823,112	Countrywide Alternative Loan Trust (06-J3-3A1), 5.5%, due 04/25/21 (6)		2,857,775
	3,216,613	Countrywide Alternative Loan Trust (07- HY5R-2A1A), 4.695%, due 03/25/47 (2)(6)		3,147,742
	1,285,336	Countrywide Asset-Backed Certificates (05-1-MV2), 0.598%, due 07/25/35 (2)		1,287,366
	28,636,766	Countrywide Home Loans Mortgage Pass-Through Trust (04-13-1A3), 5.5%, due 08/25/34		30,337,561
	22,589,800	Countrywide Home Loans Mortgage Pass-Through Trust (05-9-1A1), 0.458%, due 05/25/35 (2)		20,872,139
	89,051	Countrywide Home Loans Mortgage Pass-Through Trust (05-HYB5-4A1), 4.704%, due 09/20/35 (2)(6)		77,732

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	22,807	Countrywide Home Loans Mortgage Pass-Through Trust (07-HY5-1A1), 2.842%, due 09/25/47 (2)(6)	$	19,339
	77,252	Countrywide Home Loans Mortgage Pass-Through Trust (07-HYB1-1A1), 2.964%, due 03/25/37 (2)(6)		56,536
	1,590,104	Credit Suisse Commercial Mortgage Trust (10-12R-8A1), (144A), 4%, due 11/26/35 (1)(2)		1,619,282
	4,498,559	Credit Suisse Commercial Mortgage Trust (10-1R-8A1), (144A), 2.642%, due 05/27/47 (1)(2)		4,603,096
	32,387,038	Credit Suisse Commercial Mortgage Trust (13-2R-2A1), (144A), 2.776%, due 02/27/36 (1)(2)		31,897,738
	8,659,077	Credit Suisse Commercial Mortgage Trust (13-7R-4A1), (144A), 0.325%, due 07/26/36 (1)(2)		7,850,180
	114,438	Credit Suisse First Boston Mortgage Securities Corp. (03-8-4PPA), 5.75%, due 04/22/33		122,638
	4,000,449	Credit Suisse First Boston Mortgage Securities Corp. (05-11-1A1), 6.5%, due 12/25/35 (6)		3,269,675
	2,004,205	Credit Suisse First Boston Mortgage Securities Corp. (05-11-8A9), 5.25%, due 12/25/35		2,047,600
	13,958,610	Credit Suisse First Boston Mortgage Securities Corp. (05-12-1A1), 6.5%, due 01/25/36 (6)		10,843,006
	4,539,658	Credit Suisse Mortgage Capital Certificates (10-1R-7A1), (144A), 2.686%, due 07/27/36 (1)(2)		4,552,988
	5,761,917	Credit-Based Asset Servicing and Securitization LLC (06-CB1-AF2), 3.622%, due 01/25/36		4,240,082
	12,793,655	Credit-Based Asset Servicing and Securitization LLC (06-CB6-A1), 0.238%, due 07/25/36 (2)		8,894,310
	42,962,275	Credit-Based Asset Servicing and Securitization LLC (06-CB7-A4), 0.318%, due 10/25/36 (2)		27,498,704
	23,210,204	Credit-Based Asset Servicing and Securitization LLC (06-CB9-A4), 0.388%, due 11/25/36 (2)		12,943,124
	19,741,649	Credit-Based Asset Servicing and Securitization LLC (07-CB2-A2C), 4.891%, due 02/25/37		14,545,331
	1,130,001	Credit-Based Asset Servicing and Securitization LLC (07-CB4-A2A), 4.74%, due 04/25/37		1,139,427
	21,140,665	CSMC Mortgage-Backed Trust (06-8-3A1), 6%, due 10/25/21 (6)		20,284,732
	10,281,922	CSMC Mortgage-Backed Trust (06-9-5A1), 5.5%, due 11/25/36 (6)		10,015,579
	26,673,766	CSMC Mortgage-Backed Trust (07-2-3A4), 5.5%, due 03/25/37		25,914,030
	869,894	Deutsche Alt-A Securities, Inc. Mortgage Loan Trust (06-AR6-A6), 0.348%, due 02/25/37 (2)(6)		623,309
	3,261,900	DSLA Mortgage Loan Trust (05-AR6-2A1A), 0.447%, due 10/19/45 (2)		2,852,782
	20,383,625	DSLA Mortgage Loan Trust (06-AR2-2A1A), 0.357%, due 10/19/36 (2)		17,747,044
	4,924,907	DSLA Mortgage Loan Trust (07-AR1-2A1A), 0.297%, due 04/19/47 (2)		4,240,340
	6,860,445	Fieldstone Mortgage Investment Corp. (07-1-2A2), 0.428%, due 04/25/47 (2)		4,357,700

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	47,570,147	First Franklin Mortgage Loan Asset-Backed Certificates (06-FF13-A2D), 0.398%, due 10/25/36 (2)	$	31,786,943
	41,033,570	First Franklin Mortgage Loan Asset-Backed Certificates (06-FF18-A2C), 0.318%, due 12/25/37 (2)		24,630,400
	24,079,489	First Franklin Mortgage Loan Asset-Backed Certificates (06-FF18-A2D), 0.368%, due 12/25/37 (2)		14,556,726
	8,389,587	First Franklin Mortgage Loan Asset-Backed Certificates (07-FF1-A2C), 0.298%, due 01/25/38 (2)		5,037,810
	13,644,117	First Franklin Mortgage Loan Asset-Backed Certificates (07-FF1-A2D), 0.378%, due 01/25/38 (2)		8,381,349
	7,907,373	First Horizon Alternative Mortgage Securities Trust (05-AA7-1A1), 2.254%, due 09/25/35 (2)(6)		6,673,886
	15,007,692	Fremont Home Loan Trust (05-E-2A4), 0.488%, due 01/25/36 (2)		10,707,328
	7,433,470	Fremont Home Loan Trust (06-1-2A3), 0.338%, due 04/25/36 (2)		6,495,559
	1,011,680	GreenPoint Mortgage Funding Trust (05-AR3-1A1), 0.398%, due 08/25/45 (2)		885,402
	35,717,024	GreenPoint Mortgage Funding Trust (06-AR5-A2A2), 0.308%, due 10/25/46 (2)		34,253,126
	2,249,559	GS Mortgage Securities Corp. (09-1R-3A1), (144A), 2.645%, due 11/25/35 (1)(2)		2,294,321
	9,014,531	GSAA Home Equity Trust (05-7-AF5), 4.611%, due 05/25/35		9,457,181
	3,226,654	GSAA Home Equity Trust (05-9-2A3), 0.528%, due 08/25/35 (2)		3,045,921
	9,710,838	GSR Mortgage Loan Trust (04-9-3A1), 2.738%, due 08/25/34 (2)		9,851,891
	5,748,840	GSR Mortgage Loan Trust (05-4F-4A3), 5.5%, due 05/25/35		6,021,806
	30,065,659	GSR Mortgage Loan Trust (07-3F-3A7), 6%, due 05/25/37		30,047,530
	63,677	GSR Mortgage Loan Trust (07-AR2-2A1), 2.701%, due 05/25/47 (2)(6)		57,649
	4,642,184	GSR Mortgage Loan Trust (07-AR2-5A1A), 5.189%, due 05/25/47 (2)		4,439,339
	2,688,750	Harborview Mortgage Loan Trust (05-9-2A1A), 0.497%, due 06/20/35 (2)		2,522,297
	39,991,696	Harborview Mortgage Loan Trust (06-8-2A1A), 0.347%, due 07/21/36 (2)		32,600,511
	13,819,875	Home Equity Asset Trust (05-8-2A4), 0.518%, due 02/25/36 (2)		13,557,751
	6,646,318	Homestar Mortgage Acceptance Corp. (04-3-AV2C), 0.738%, due 07/25/34 (2)		6,641,021
	2,110,920	Homestar Mortgage Acceptance Corp. (04-5-A1), 0.608%, due 10/25/34 (2)		2,116,816
	1,456,288	HSBC Home Equity Loan Trust USA (06-1-A2), 0.337%, due 01/20/36 (2)		1,443,307
	20,000,000	HSBC Home Equity Loan Trust USA (06-4-M1), 0.417%, due 03/20/36 (2)		18,812,120
	2,254,538	HSI Asset Loan Obligation Trust (07-2-2A12), 6%, due 09/25/37		2,190,928
	18,370	Impac CMB Trust (04-5-1A1), 0.878%, due 10/25/34 (2)		17,805
	145,809	Impac CMB Trust (05-1-1A1), 0.678%, due 04/25/35 (2)		143,860
	14,893,189	Indymac Index Mortgage Loan Trust (04-AR4-2A), 2.607%, due 08/25/34 (2)		14,529,445
	2,209,176	Indymac Index Mortgage Loan Trust (04-AR9-4A), 2.557%, due 11/25/34 (2)		1,833,640
	10,670,603	Indymac Index Mortgage Loan Trust (05-AR23-6A1), 4.676%, due 11/25/35 (2)(6)		9,115,343
	6,120,912	Indymac Index Mortgage Loan Trust (05-AR25-2A1), 4.713%, due 12/25/35 (2)(6)		5,390,277

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	9,615,582	Indymac Index Mortgage Loan Trust (05-AR7-2A1), 2.377%, due 06/25/35 (2)	$	8,459,366
	8,013,388	Indymac Index Mortgage Loan Trust (06-AR19-4A1), 2.491%, due 08/25/36 (2)(6)		5,960,727
	16,375,070	Indymac Index Mortgage Loan Trust (06-AR39-A1), 0.338%, due 02/25/37 (2)		12,901,459
	11,024,971	Indymac Index Mortgage Loan Trust (06-AR8-A3A), 0.388%, due 07/25/46 (2)(6)		8,884,098
	39,147	Indymac Index Mortgage Loan Trust (07-AR11-1A1), 2.461%, due 06/25/37 (2)(6)		26,313
	19,323,908	Indymac Index Mortgage Loan Trust (07-AR13-4A1), 2.457%, due 07/25/37 (2)(6)		12,410,219
	29,346,803	Indymac Index Mortgage Loan Trust (07-AR5-2A1), 2.736%, due 05/25/37 (2)(6)		21,712,321
	7,806,733	Indymac Index Mortgage Loan Trust (07-AR7-1A1), 2.799%, due 11/25/37 (2)		7,309,975
	24,912,993	Indymac Index Mortgage Loan Trust (07-FLX1-A2), 0.338%, due 02/25/37 (2)		23,986,350
	1,023,581	Jefferies & Co., Inc. (09-R3-1A1), (144A), 2.477%, due 12/26/35 (1)(2)		1,032,014
	3,391,073	Jefferies & Co., Inc. (11-R1-2A1), (144A), 0.305%, due 08/26/47 (1)(2)		3,397,028
	14,329,905	JPMorgan Alternative Loan Trust (06-A2-5A1), 5.112%, due 05/25/36 (2)(6)		11,319,808
	20,122,467	JPMorgan Alternative Loan Trust (06-A4-A8), 3.773%, due 09/25/36 (2)(6)		18,501,160
	10,143,000	JPMorgan Mortgage Acquisition Corp. (06-CH2-AF4), 5.143%, due 10/25/36		8,008,423
	29,015,000	JPMorgan Mortgage Acquisition Corp. (07-CH4-A4), 0.318%, due 01/25/36 (2)		24,777,603
	959,382	JPMorgan Mortgage Trust (05-A6-7A1), 2.7%, due 08/25/35 (2)		934,814
	8,502,391	JPMorgan Mortgage Trust (06-A2-5A3), 2.549%, due 11/25/33 (2)		8,730,737
	1,324,440	JPMorgan Mortgage Trust (06-A4-1A4), 2.753%, due 06/25/36 (2)(6)		1,149,911
	54,685	JPMorgan Mortgage Trust (06-A7-2A4R), 2.529%, due 01/25/37 (2)(6)		49,206
	3,353,553	JPMorgan Mortgage Trust (06-S2-2A2), 5.875%, due 06/25/21		3,356,383
	1,591,837	JPMorgan Resecuritization Trust Series (10-5-3A1), (144A), 2.523%, due 08/26/36 (1)(2)		1,609,792
	12,502,283	JPMorgan Resecuritization Trust Series (12-3-A3), (144A), 0.328%, due 11/26/36 (1)(2)		12,083,625
	2,166,186	Lehman Mortgage Trust (05-1-6A1), 5%, due 11/25/20		2,099,214
	7,061,765	Lehman Mortgage Trust (06-4-4A1), 6%, due 08/25/21 (6)		7,162,463
	5,455,624	Lehman Mortgage Trust (07-10-4A1), 6%, due 01/25/27 (6)		4,298,126
	37,644,801	Lehman XS Trust (06-10N-1A3A), 0.368%, due 07/25/46 (2)(6)		29,536,450
	10,163,755	Lehman XS Trust (06-12N-A31A), 0.358%, due 08/25/46 (2)(6)		7,515,883
	13,580,821	Lehman XS Trust (06-13-1A2), 0.328%, due 09/25/36 (2)(6)		11,082,086
	10,742,982	Lehman XS Trust (06-16N-A2A), 0.308%, due 11/25/46 (2)(6)		10,692,587
	13,459,506	Lehman XS Trust (06-19-A2), 0.328%, due 12/25/36 (2)(6)		10,898,337
	31,648,607	Lehman XS Trust (06-9-A1B), 0.318%, due 05/25/46 (2)(6)		25,601,318
	17,398,464	Lehman XS Trust (06-GP1-A2A), 0.328%, due 05/25/46 (2)(6)		17,076,114
	15,973,778	Lehman XS Trust (06-GP4-3A2A), 0.318%, due 08/25/46 (2)(6)		15,131,576
	4,711,304	Lehman XS Trust (07-4N-1A1), 0.288%, due 03/25/47 (2)(6)		4,283,702
	1,280,881	Long Beach Mortgage Loan Trust (05-WL3-2A3), 0.488%, due 11/25/35 (2)		1,281,296
	12,591,242	Long Beach Mortgage Loan Trust (06-WL1-1A3), 0.488%, due 01/25/46 (2)		10,951,340
	13,175,000	Long Beach Mortgage Loan Trust (06-WL1-2A4), 0.498%, due 01/25/46 (2)		10,913,920

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	10,451,769	Luminent Mortgage Trust (07-2-1A3), 0.378%, due 05/25/37 (2)	$	9,438,689
	10,950,000	Madison Avenue Manufactured Housing Contract (02-A-B1), 3.408%, due 03/25/32 (2)		11,110,460
	22,308,183	MASTR Adjustable Rate Mortgages Trust (04-9-M1), 0.738%, due 11/25/34 (2)		21,935,023
	584,091	MASTR Adjustable Rate Mortgages Trust (07-2-A2), 0.268%, due 03/25/47 (2)		570,402
	9,692,524	MASTR Alternative Loans Trust (05-4-1A1), 6.5%, due 05/25/35		9,906,259
	89,815	MASTR Alternative Loans Trust (06-2-2A1), 0.558%, due 03/25/36 (2)(6)		26,554
	394,846	MASTR Asset Securitization Trust (03-8-1A1), 5.5%, due 09/25/33		395,507
	2,458,150	MASTR Asset-Backed Securities Trust (06-AB1-A2), 0.388%, due 02/25/36 (2)		2,402,319
	5,935,350	MASTR Asset-Backed Securities Trust (06-AB1-A4), 5.719%, due 02/25/36		6,231,576
	30,692,528	MASTR Asset-Backed Securities Trust (06-HE5-A3), 0.318%, due 11/25/36 (2)		18,010,277
	17,261	MASTR Seasoned Securitization Trust (04-1-4A1), 2.582%, due 10/25/32 (2)		17,476
	2,782,944	Merrill Lynch Alternative Note Asset Trust (07-A1-A2C), 0.388%, due 01/25/37 (2)		1,384,293
	1,431,546	Merrill Lynch Alternative Note Asset Trust (07-A1-A3), 0.318%, due 01/25/37 (2)		673,845
	11,762,664	Merrill Lynch First Franklin Mortgage Loan Trust (07-1-A2B), 0.328%, due 04/25/37 (2)		6,740,371
	41,164,355	Merrill Lynch First Franklin Mortgage Loan Trust (07-1-A2C), 0.408%, due 04/25/37 (2)		23,849,063
	10,145,190	Merrill Lynch First Franklin Mortgage Loan Trust (07-1-A2D), 0.498%, due 04/25/37 (2)		5,951,118
	4,795,943	Merrill Lynch First Franklin Mortgage Loan Trust (07-3-A2B), 0.288%, due 06/25/37 (2)		3,326,265
	56,226,040	Merrill Lynch First Franklin Mortgage Loan Trust (07-4-2A3), 0.318%, due 07/25/37 (2)		34,517,166
	4,940,840	Merrill Lynch Mortgage-Backed Securities Trust (07-2-1A1), 2.539%, due 08/25/36 (2)(6)		4,453,070
	5,036,085	Mid-State Trust (05-1-A), 5.745%, due 01/15/40		5,421,495
	4,246,140	Morgan Stanley ABS Capital I, Inc. Trust (04-NC8-M2), 1.118%, due 09/25/34 (2)		4,110,847
	5,687,000	Morgan Stanley ABS Capital I, Inc. Trust (05-HE3-M3), 0.953%, due 07/25/35 (2)		5,314,541
	25,322,784	Morgan Stanley ABS Capital I, Inc. Trust (05-HE5-M1), 0.578%, due 09/25/35 (2)		24,778,205
	4,413,000	Morgan Stanley Home Equity Loan Trust (05-2-M3), 0.833%, due 05/25/35 (2)		4,247,432
	9,717,743	Morgan Stanley Mortgage Loan Trust (05-6AR-1A1), 0.438%, due 11/25/35 (2)		9,646,367
	1,055,119	Morgan Stanley Mortgage Loan Trust (07-3XS-2A6), 5.763%, due 01/25/47		691,154
	3,861,145	Morgan Stanley Mortgage Loan Trust (07-7AX-2A1), 0.278%, due 04/25/37 (2)		2,166,388
	20,138,528	Morgan Stanley REREMIC Trust (10-R2-2B), (144A), 0.398%, due 05/26/36 (1)(2)		19,719,077
	6,652,597	Morgan Stanley REREMIC Trust (13-R3-12A), (144A), 2.695%, due 01/26/47 (1)(2)		6,712,488
	788,771	MortgageIT Trust (05-3-A1), 0.458%, due 08/25/35 (2)		746,720
	7,814,650	MortgageIT Trust (05-4-A1), 0.438%, due 10/25/35 (2)		6,968,151
	10,000,000	Nationstar Home Equity Loan Trust (07-B-2AV3), 0.408%, due 04/25/37 (2)		7,254,120
	20,937,041	New Century Home Equity Loan Trust (05-2-M1), 0.588%, due 06/25/35 (2)		20,610,277
	28,100,000	New Century Home Equity Loan Trust (05-3-M1), 0.638%, due 07/25/35 (2)		27,978,608
	11,306,460	Nomura Resecuritization Trust (12-3R-1A1), (144A), 0.337%, due 01/26/37 (1)(2)		10,861,621
	5,841,301	Oakwood Mortgage Investors, Inc. (02-A-A4), 6.97%, due 03/15/32 (2)		6,216,032
	27,412,532	Opteum Mortgage Acceptance Corp. (06-1-2A1), 5.75%, due 04/25/36 (2)		28,194,008

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	2,910,692	Origen Manufactured Housing Contract Trust (04-A-M2), 6.64%, due 01/15/35 (2)	$	3,207,539
	2,349,458	Origen Manufactured Housing Contract Trust (04-B-B1), 7.5%, due 11/15/35 (2)		2,645,217
	1,439,191	Origen Manufactured Housing Contract Trust (04-B-M2), 6.51%, due 11/15/35 (2)		1,584,934
	1,361,440	Origen Manufactured Housing Contract Trust (05-A-B), 6.55%, due 06/15/36 (2)		1,472,275
	1,111,380	Origen Manufactured Housing Contract Trust (05-A-M2), 5.86%, due 06/15/36 (2)		1,208,975
	19,300,000	Ownit Mortgage Loan Asset-Backed Certificates (06-3-A2D), 0.428%, due 03/25/37 (2)		13,827,234
	25,082,231	Ownit Mortgage Loan Asset-Backed Certificates (06-6-A2C), 0.318%, due 09/25/37 (2)		13,244,421
	12,920,390	Park Place Securities, Inc. (05-WCH1-M2), 0.678%, due 01/25/36 (2)		12,868,786
	9,313,135	Prime Mortgage Trust (06-1-1A1), 5.5%, due 06/25/36 (6)		8,680,829
	8,942,184	RAAC Series Trust (05-SP1-4A1), 7%, due 09/25/34		9,771,912
	2,241,512	RAAC Series Trust (07-SP1-A2), 0.508%, due 03/25/37 (2)		2,231,788
	4,632,000	RAAC Series Trust (07-SP1-A3), 0.638%, due 03/25/37 (2)		4,296,736
	2,478,746	RBSSP Resecuritization Trust (10-12-4A1), (144A), 4%, due 05/21/36 (1)(2)		2,542,783
	17,236,212	Residential Accredit Loans, Inc. (05-QA8-CB21), 3.309%, due 07/25/35 (2)(6)		14,336,926
	2,735,333	Residential Accredit Loans, Inc. (05-QS7-A1), 5.5%, due 06/25/35 (6)		2,421,430
	46,616,810	Residential Accredit Loans, Inc. (06-Q07-2A1), 0.988%, due 09/25/46 (2)(6)		32,482,173
	15,916,682	Residential Accredit Loans, Inc. (06-Q09-1A4A), 0.328%, due 12/25/46 (2)(6)		13,633,511
	37,234	Residential Accredit Loans, Inc. (06-QA1-A21), 3.752%, due 01/25/36 (2)(6)		28,864
	15,761,528	Residential Accredit Loans, Inc. (06-QA10-A2), 0.338%, due 12/25/36 (2)(6)		11,686,921
	46,684	Residential Accredit Loans, Inc. (06-QA2-1A1), 0.408%, due 02/25/36 (2)(6)		31,435
	10,887,360	Residential Accredit Loans, Inc. (06-QO1-3A1), 0.428%, due 02/25/46 (2)		7,510,842
	4,634,547	Residential Accredit Loans, Inc. (06-QO9-1A2A), 0.308%, due 12/25/46 (2)(6)		4,570,948
	97,044,885	Residential Accredit Loans, Inc. (06-QS10-AV), 0.545%, due 08/25/36 (I/O) (2)(7)		2,500,119
	95,315,746	Residential Accredit Loans, Inc. (06-QS11-AV), 0.332%, due 08/25/36 (I/O) (2)(7)		1,317,121
	7,957,991	Residential Accredit Loans, Inc. (06-QS5-A5), 6%, due 05/25/36 (6)		6,745,646
	134,727,679	Residential Accredit Loans, Inc. (06-QS6-1AV), 0.74%, due 06/25/36 (I/O) (2)(7)		4,293,906
	28,331,949	Residential Accredit Loans, Inc. (06-QS7-AV), 0.67%, due 06/25/36 (I/O) (2)(7)		919,692
	3,948,505	Residential Accredit Loans, Inc. (06-RS3-A3), 0.358%, due 05/25/36 (2)		3,732,261
	6,404,920	Residential Accredit Loans, Inc. (07-QS1-2AV), 0.175%, due 01/25/37 (I/O) (2)(7)		76,833
	47,244,245	Residential Accredit Loans, Inc. (07-QS2-AV), 0.313%, due 01/25/37 (I/O) (2)(7)		666,569
	185,759,227	Residential Accredit Loans, Inc. (07-QS3-AV), 0.325%, due 02/25/37 (I/O) (2)(7)		2,734,497
	21,196,031	Residential Accredit Loans, Inc. (07-QS4-3AV), 0.38%, due 03/25/37 (I/O) (2)(7)		321,809
	30,464,304	Residential Accredit Loans, Inc. (07-QS5-AV), 0.248%, due 03/25/37 (I/O) (2)(7)		278,809
	6,983,847	Residential Accredit Loans, Inc. (07-QS6-A45), 5.75%, due 04/25/37 (6)		5,534,749
	44,020,957	Residential Accredit Loans, Inc. (07-QS8-AV), 0.39%, due 06/25/37 (I/O) (2)(7)		654,768

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	3,588,868	Residential Asset Securities Corp. Trust (06-KS2-A3), 0.348%, due 03/25/36 (2)	$	3,586,531
	65,116	Residential Funding Mortgage Securities I (05-SA5-2A), 3.061%, due 11/25/35 (2)(6)		55,088
	5,194,024	Residential Funding Mortgage Securities I (06-S10-1A1), 6%, due 10/25/36 (6)		4,616,174
	1,700,908	Residential Funding Mortgage Securities I (06-S9-A3), 5.75%, due 09/25/36 (PAC) (6)		1,531,066
	19,521,289	Residential Funding Mortgage Securities I (07-S2-A9), 6%, due 02/25/37 (6)		17,882,028
	61,841	Residential Funding Mortgage Securities I (07-SA2-2A2), 3.124%, due 04/25/37 (2)(6)		54,199
	1,904,757	Saxon Asset Securities Trust (06-3-A2), 0.268%, due 10/25/46 (2)		1,902,276
	22,615,000	Saxon Asset Securities Trust (06-3-A3), 0.328%, due 10/25/46 (2)		18,456,056
	27,678,061	Saxon Asset Securities Trust (07-2-A2D), 0.458%, due 05/25/47 (2)		18,928,804
	4,386,519	Securitized Asset-Backed Receivables LLC Trust (07-BR1-A2C), 0.498%, due 02/25/37 (2)		2,630,347
	55,182,201	Securitized Asset-Backed Receivables LLC Trust (07-BR2-A2), 0.388%, due 02/25/37 (2)		26,805,422
	27,909,788	Securitized Asset-Backed Receivables LLC Trust (07-NC2-A2B), 0.298%, due 01/25/37 (2)		18,959,247
	9,055,062	SG Mortgage Securities Trust (05-OPT1-A3), 0.508%, due 10/25/35 (2)		8,834,218
	32,008,406	SG Mortgage Securities Trust (07-NC1-A2), (144A), 0.398%, due 12/25/36 (1)(2)		18,774,626
	6,336,589	Soundview Home Equity Loan Trust (05-OPT3-A4), 0.458%, due 11/25/35 (2)		6,271,315
	26,180,000	Soundview Home Equity Loan Trust (06-2-A4), 0.428%, due 03/25/36 (2)		24,916,449
	10,400,000	Soundview Home Equity Loan Trust (06-OPT4-2A4), 0.388%, due 06/25/36 (2)		6,512,054
	5,592,649	Soundview Home Equity Loan Trust (06-WF2-A2C), 0.298%, due 12/25/36 (2)		5,487,102
	4,000,000	Soundview Home Equity Loan Trust (07-OPT3-2A4), 0.408%, due 08/25/37 (2)		2,580,722
	2,942,702	Specialty Underwriting & Residential Finance (05-BC3-M1), 0.608%, due 06/25/36 (2)		2,936,829
	2,539,800	Specialty Underwriting & Residential Finance (05-BC4-A2C), 0.508%, due 09/25/36 (2)		2,487,675
	27,784	Specialty Underwriting & Residential Finance (06-AB3-A2B), 0.308%, due 09/25/37 (2)		15,681
	6,039,202	Structured Adjustable Rate Mortgage Loan Trust (04-12-2A), 2.4%, due 09/25/34 (2)		6,031,484
	10,705,174	Structured Adjustable Rate Mortgage Loan Trust (04-14-2A), 2.376%, due 10/25/34 (2)		10,922,831
	14,367,206	Structured Adjustable Rate Mortgage Loan Trust (05-16XS-A2A), 1.108%, due 08/25/35 (2)		13,618,171
	4,329,331	Structured Adjustable Rate Mortgage Loan Trust (05-23-1A3), 2.488%, due 01/25/36 (2)		3,838,363
	7,821,252	Structured Adjustable Rate Mortgage Loan Trust (06-1-7A2), 5.173%, due 02/25/36 (2)		7,749,625
	1,039,648	Structured Adjustable Rate Mortgage Loan Trust (06-2-5A1), 5.001%, due 03/25/36 (2)(6)		886,519
	10,104,887	Structured Adjustable Rate Mortgage Loan Trust (06-5-1A1), 2.642%, due 06/25/36 (2)(6)		7,606,679
	7,251,876	Structured Adjustable Rate Mortgage Loan Trust (07-1-1A1), 2.662%, due 02/25/37 (2)(6)		6,204,422
	4,006,499	Structured Asset Investment Loan Trust (05-3-M1), 0.728%, due 04/25/35 (2)		3,964,076
	272,277	Structured Asset Mortgage Investments, Inc. (06-AR3-24A1), 2.34%, due 05/25/36 (2)		180,578
	48,832,926	Structured Asset Mortgage Investments, Inc. (07-AR6-A1), 1.634%, due 08/25/47 (2)		43,546,762

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	591,989	Structured Asset Securities Corp. (03-10-A), 6%, due 04/25/33	$	618,343
	4,587,604	Structured Asset Securities Corp. (05-2XS-1A5B), 4.65%, due 02/25/35		4,676,369
	11,969,074	Structured Asset Securities Corp. (06-EQ1A-A4), (144A), 0.308%, due 07/25/36 (1)(2)		11,689,327
	14,345,000	Structured Asset Securities Corp. (06-WF2-A4), 0.468%, due 07/25/36 (2)		13,235,543
	3,291,163	Structured Asset Securities Corp. (07-BC3-2A1), 0.218%, due 05/25/47 (2)		3,276,409
	586,446	Suntrust Adjustable Rate Mortgage Loan Trust (07-2-2A1), 5.068%, due 04/25/37 (2)(6)		492,263
	25,581	Suntrust Adjustable Rate Mortgage Loan Trust (07-3-1A1), 2.84%, due 06/25/37 (2)(6)		23,313
	2,270,266	Suntrust Adjustable Rate Mortgage Loan Trust (07-S1-2A1), 2.765%, due 01/25/37 (2)		2,247,256
	382,047	Wachovia Mortgage Loan Trust LLC (06-AMN1-A3), 0.398%, due 08/25/36 (2)		226,824
	12,460,725	WaMu Mortgage Pass-Through Certificates (04-AR14-A1), 2.403%, due 01/25/35 (2)		12,403,144
	16,942,270	WaMu Mortgage Pass-Through Certificates (05-AR13-A1A1), 0.448%, due 10/25/45 (2)		16,223,503
	835,295	WaMu Mortgage Pass-Through Certificates (05-AR13-A1A2), 1.588%, due 10/25/45 (2)		813,587
	3,473,162	WaMu Mortgage Pass-Through Certificates (05-AR14-2A1), 2.477%, due 12/25/35 (2)		3,261,178
	2,752,242	WaMu Mortgage Pass-Through Certificates (05-AR18-1A1), 2.38%, due 01/25/36 (2)		2,556,131
	518,934	WaMu Mortgage Pass-Through Certificates (05-AR2-2A1A), 0.468%, due 01/25/45 (2)		485,252
	2,165,611	WaMu Mortgage Pass-Through Certificates (05-AR5-A5), 2.4%, due 05/25/35 (2)		2,168,275
	5,763,671	WaMu Mortgage Pass-Through Certificates (05-AR7-A2), 2.409%, due 08/25/35 (2)		5,806,126
	14,000,364	WaMu Mortgage Pass-Through Certificates (05-AR9-A1A), 0.478%, due 07/25/45 (2)		13,151,438
	37,243,251	WaMu Mortgage Pass-Through Certificates (06-AR1-2A1A), 1.208%, due 01/25/46 (2)		36,083,221
	1,988,765	WaMu Mortgage Pass-Through Certificates (06-AR17-1A1A), 0.945%, due 12/25/46 (2)		1,839,739
	169,454	Washington Mutual Alternative Mortgage Pass-Through Certificates (02-AR1-1A1), 2.337%, due 11/25/30 (2)		165,586
	3,016,527	Washington Mutual Alternative Mortgage Pass-Through Certificates (06-1-3A2), 5.75%, due 02/25/36 (6)		2,776,134
	4,661,377	Washington Mutual Alternative Mortgage Pass-Through Certificates (06-5-1A1), 0.758%, due 07/25/36 (2)(6)		2,958,086
	9,269,905	Washington Mutual Alternative Mortgage Pass-Through Certificates (07-OA1-2A), 0.86%, due 12/25/46 (2)(6)		5,755,128
	8,624,913	Washington Mutual Alternative Mortgage Pass-Through Certificates (07-OA2-2A), 0.835%, due 01/25/47 (2)(6)		6,100,177
	3,111,260	Washington Mutual Alternative Mortgage Pass-Through Certificates (07-OA3-5A), 2.033%, due 04/25/47 (2)(6)		2,268,662
	5,250,193	Washington Mutual Alternative Mortgage Pass-Through Certificates (07-OC2-A3), 0.468%, due 06/25/37 (2)(6)		4,061,444
	11,691,000	Washington Mutual Asset-Backed Certificates (06-HE1-2A4), 0.438%, due 04/25/36 (2)		9,051,663
	12,459,000	Washington Mutual Asset-Backed Certificates (07-HE3-2A4), 0.448%, due 05/25/47 (2)		7,628,770
	5,521,000	Wells Fargo Home Equity Asset-Backed Securities (07-1-A3), 0.478%, due 03/25/37 (2)		3,444,292
	14,253,904	Wells Fargo Mortgage Loan Trust (11-RR3-A1), (144A), 2.615%, due 03/27/37 (1)(2)		14,073,476

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Principal Amount		Fixed Income Securities	Value
$	13,863,453	Wells Fargo Mortgage Loan Trust (12-RR2-1A1), (144A), 0.356%, due 09/27/47 (1)(2)	$	13,294,202
	9,092,037	Wells Fargo Mortgage-Backed Securities Trust (04-DD-2A6), 2.615%, due 01/25/35 (2)		9,161,137
	14,312,443	Wells Fargo Mortgage-Backed Securities Trust (06-AR11-A6), 2.616%, due 08/25/36 (2)		13,340,130
	5,466,691	Wells Fargo Mortgage-Backed Securities Trust (06-AR7-2A4), 2.616%, due 05/25/36 (2)(6)		5,138,326
	13,128,459	Wells Fargo Mortgage-Backed Securities Trust (07-10-1A32), 6%, due 07/25/37		12,817,892
	992,856	Wells Fargo Mortgage-Backed Securities Trust (07-AR4-A1), 2.724%, due 08/25/37 (2)(6)		880,286
	7,485,663	Wells Fargo Mortgage-Backed Securities Trust (08-1-4A1), 5.75%, due 02/25/38		7,919,861
		Total Residential Mortgage-Backed Securities — Non-Agency (Cost: $2,255,839,641)		2,658,426,697
		U.S. Government Agency Obligations (2.5%)
	76,620,000	Federal Home Loan Bank, 0.75%, due 05/26/28 (3)		74,277,880
	26,700,000	Federal National Mortgage Association, 0.625%, due 04/29/16 (3)		26,785,839
	45,965,000	Federal National Mortgage Association, 1%, due 02/27/17 (3)		46,178,094
	14,130,000	Federal National Mortgage Association, 2.5%, due 02/13/20 (3)		14,340,240
	25,000,000	Federal National Mortgage Association, 2.63%, due 10/10/24 (3)		23,095,505
		Total U.S. Government Agency Obligations (Cost: $187,179,055)		184,677,558
		U.S. Treasury Securities (12.6%)
	146,516,799	U.S. Treasury Inflation Indexed Note, 0.5%, due 04/15/15 (3)(8)		149,950,860
	36,780,882	U.S. Treasury Inflation Indexed Note, 2%, due 07/15/14 (3)(8)		37,559,607
	238,260,000	U.S. Treasury Note, 0.25%, due 08/15/15 (3)		238,362,452
	114,000,000	U.S. Treasury Note, 0.75%, due 06/30/17		113,389,872
	114,000,000	U.S. Treasury Note, 1.25%, due 11/30/18 (3)		112,882,264
	80,935,000	U.S. Treasury Note, 2.625%, due 08/15/20		84,042,742
	211,015,000	U.S. Treasury Note, 2.75%, due 11/15/23		212,564,641
		Total U.S. Treasury Securities (Cost: $988,283,973)		948,752,438
		Total Fixed Income Securities (Cost: $7,548,363,439) (106.9%)		8,014,680,189

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Number of Shares		Money Market Investments	Value
	62,303,000	Dreyfus Institutional Cash Advantage Fund, 0.06% (9)	$	62,303,000
	4,452,000	DWS Money Market Series — Institutional Shares, 0.04% (9)		4,452,000
		Total Money Market Investments (Cost: $66,755,000) (0.9%)		66,755,000
Principal Amount		Short-Term Investments
		Commercial Paper (0.2%)
		Banks (0.2%)
$	4,320,000	RBS Holdings USA, Inc., 0.254%, due 04/22/14 (10)		4,318,144
	9,995,000	RBS Holdings USA, Inc., 0.25%, due 04/22/14 (10)		9,990,705
		Total Commercial Paper (Cost: $14,307,047)		14,308,849
		Discount Note (Cost: $37,255,498) (0.5%)
	37,260,000	Federal Home Loan Mortgage Corp. Discount Note, 0.075%, due 03/31/14 (3)(10)		37,255,498
		Repurchase Agreements (1.6%)
	1,347,708	State Street Bank & Trust Company, 0%, due 02/03/14 (collateralized by $1,505,000 Federal Home Loan Mortgage Corp., 1.96%, due 11/07/22 valued at $1,376,131) (Total Amount to be Received Upon Repurchase $1,347,708)		1,347,708
	122,000,000	The Royal Bank of Scotland PLC, 0.02%, due 02/03/14 (collateralized by $193,266,000 Resolution Funding Corp., Principal Strips, with an interest rate 0.0%, and due with maturity dates ranging from 04/15/14 – 04/15/30, valued at $122,991,843; $1,445,000 Federal Home Loan Bank , 0.5% due 11/20/15, valued at $1,450,205) (Total Amount to be Received Upon Repurchase $122,000,203)		122,000,000
		Total Repurchase Agreements (Cost: $123,347,708)		123,347,708
		U.S. Treasury Security (Cost: $5,433,557) (0.1%)
	5,434,000	U.S. Treasury Bill, 0.062%, due 03/20/14 (10)		5,433,557
		Total Short-Term Investments (Cost: $180,343,810) (2.4%)		180,345,612
		Total Investments (Cost: $7,795,462,249) (110.2%)		8,261,780,801
		Liabilities in Excess of Other Assets (-10.2%)		(765,542,238	)
		Net Assets (100.0%)	$	7,496,238,563

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Schedule of Investments (Unaudited) January 31, 2014

Futures Contracts

Number of Contracts		Type	Expiration Date		Notional Contract Value		Net Unrealized (Depreciation)
	BUY
	2,255	90 Day Eurodollar Futures		03/14/16	$	556,534,000	$	(908,247	)
	2,255	90 Day Eurodollar Futures		06/13/16		554,983,687		(1,557,320	)
	2,255	90 Day Eurodollar Futures		09/19/16		553,461,563		(2,121,070	)
	2,255	90 Day Eurodollar Futures		12/19/16		551,939,438		(2,655,871	)
					$	2,216,918,688	$	(7,242,508	)

Notes to the Schedule of Investments:

ACES	-	Alternative Credit Enhancement Securities
CDO	-	Collateralized Debt Obligation.
CLO	-	Collateralized Loan Obligation.
I/F	-	Inverse Floating rate security whose interest rate moves in the opposite direction of prevailing interest rates.
I/O	-	Interest Only Security.
PAC	-	Planned Amortization Class.
P/O	-	Principal Only Security.
TAC	-	Target Amortization Class.
TBA	-	To be Announced.
(1)		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold, normally only to qualified institutional buyers. At January 31, 2014, the value of these securities amounted to $546,683,107 or 7.3% of net assets. These securities are determined to be liquid by the Advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(2)		Floating or variable rate security. The interest shown reflects the rate in effect at January 31, 2014.
(3)		All or a portion of this security is segregated to cover open futures contracts, when-issued, delayed-delivery or forward commitments. (Note 1)
(4)		Investments issued under Regulation S of the Securities Act of 1933, may not be offered, sold, or delivered within the United States except under special exemptions. At January 31, 2014, the value of these securities amounted to $8,966,727 or 0.1% of net assets.
(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)		A portion of the principal balance has been written-off during the period due to defaults in the underlying loans.
(7)		Illiquid security.
(8)		Interest rate for this security is a stated rate. Interest payments are determined based on the inflation-adjusted principal.
(9)		Rate disclosed, the 7-day net yield, is as of January 31, 2014.
(10)		Rate shown represents yield-to-maturity.

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Investments by Industry (Unaudited) January 31, 2014

Industry	Percentage of  Net Assets
Asset-Backed Securities		7.4	%
Commercial Mortgage-Backed Securities — Agency		6.4
Commercial Mortgage-Backed Securities — Non-Agency		0.8
Residential Mortgage-Backed Securities — Agency		41.7
Residential Mortgage-Backed Securities — Non-Agency		35.5
U.S. Government Obligations		2.5
U.S. Treasury Securities		12.6
Money Market Investments		0.9
Short-Term Investments		2.4
Total		110.2	%

See accompanying notes to Schedule of Investments.

Note 1 – Security Valuations

Securities listed or traded on the New York and other stock exchanges are valued at the latest sale price on that exchange. Securities traded on the NASDAQ stock market are valued using official closing price as reported by NASDAQ. All other securities for which over-the-counter (“OTC”) market quotations are readily available are valued with prices furnished by independent pricing services or by broker dealers. Exchange traded options are valued at the last sale price, or if no sales are reported, the last bid price for purchased options and the last ask price for written options, swaps and futures. Over-the counter options are valued using dealer quotations.

The value of short-term debt securities held in the Funds with remaining maturities of 60 days or less at the time of purchase is determined by using the amortized cost method applied to each individual security which approximates market value. Other short-term debt securities are valued on marked-to-market basis until such time as they reach a remaining maturity of 60 days, whereupon they are valued at amortized value using their value on the 61st day prior to maturity.

Securities for which market quotations are not readily available, including circumstances under which the prices received are not reflective of a security’s market value, are valued at their fair value as determined in good faith under procedures established by and under the general supervision of the TCW Funds, Inc. (“Company”) Board of Directors.

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 the accounting principles generally accepted in the United States of America (“GAAP”), the Fund discloses investments in a three-tier hierarchy. This hierarchy is utilized to establish classification of fair value measurements for disclosure purposes. Inputs 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 assumptions 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 methodology 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 in 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 in its entirety.

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

Asset-backed securities and mortgage-backed securities. The fair value of asset-backed securities and mortgage-backed securities is estimated based on 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 in Level 2 of the fair value hierarchy; otherwise they would be categorized in 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 in 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 in 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 in 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 in Level 2; otherwise, the fair values would be categorized in 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 in Level 1 of the fair value hierarchy. Restricted securities issued by publicly held companies are generally categorized in Level 2 of the fair value hierarchy. If a discount is applied and significant, they are categorized in Level 3. Restricted securities held in non-public entities are included in Level 3 of the fair value hierarchy because they trade infrequently, and therefore, the inputs are unobservable. Certain foreign securities may be 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 in 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. The value of each of the Funds’ futures contracts is marked daily and an appropriate payable or receivable for the change in value (“variation margin”) is recorded by the Fund. As such they are categorized in Level 1.

Money market funds. Money Market funds are open-ended mutual funds that invest in short-term debt securities. To extent that these funds are valued based upon the reported net asset value, they are categorized in 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 wants 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 would be categorized in Level 2; otherwise the fair values would be categorized in Level 3.

Restricted securities. Restricted securities, including illiquid Rule 144A securities, issued by non-public entities are included in 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 in Level 2 or 3 of the fair value hierarchy depending on whether a discount is applied and significant to the fair value.

Total return swaps. Total return swaps are fair valued using pricing models that take into account among other factor, 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 the total return swaps would be categorized in Level 2; otherwise, the fair values would be categorized in Level 3.

U.S. government and agency securities. U.S. 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, U.S. government and agency securities are normally categorized in Level 1 or 2 of the fair value hierarchy depending on the liquidity and transparency of the market.

The following is a summary of the inputs used as of January 31, 2014 in valuing the TCW Funds:

TCW Core Fixed Income Fund

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Corporate Bonds*	$	—	$	274,304,311	$	—	$	274,304,311
Municipal Bonds		—		25,251,679		—		25,251,679
Foreign Government Bonds		—		6,140,554		—		6,140,554
Asset-Backed Securities		—		81,912,385		—		81,912,385
Commercial Mortgage-Backed Securities — Agency		—		61,745,134		—		61,745,134
Commercial Mortgage-Backed Securities — Non-Agency		—		52,228,100		—		52,228,100
Residential Mortgage-Backed Securities — Agency		—		333,154,679		—		333,154,679
Residential Mortgage-Backed Securities — Non-Agency		—		92,164,077		—		92,164,077
U.S. Government Agency Obligations		—		43,432,743		—		43,432,743
U.S. Treasury Securities		284,902,493		—		—		284,902,493
Total Fixed Income Securities		284,902,493		970,333,662		—		1,255,236,155
Money Market Investments		23,944,000		—		—		23,944,000
Short-Term Investments*		—		46,508,412		—		46,508,412
Total Investments	$	308,846,493	$	1,016,842,074	$	—	$	1,325,688,567

* See Schedule of Investments for corresponding industries.

TCW Emerging Markets Income Fund

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)			Significant Other Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Airlines	$	—		$	21,736,000		$	—	$	21,736,000
Banks		—			1,032,486,275			—		1,032,486,275
Beverages		—			50,165,000			—		50,165,000
Building Materials		—			123,889,062			—		123,889,062
Diversified Financial Services		—			159,956,356			—		159,956,356
Electric		—			334,800,492			—		334,800,492
Energy-Alternate Sources		—			53,401,781			—		53,401,781
Engineering & Construction		—			96,477,224			—		96,477,224
Food		—			70,070,750			—		70,070,750
Foreign Government Bonds		—			1,289,371,693			—		1,289,371,693
Government Regional/Local		—			52,440,000			—		52,440,000
Holding Companies — Diversified		—			64,990,000			—		64,990,000
Investment Companies		—			51,781,500			—		51,781,500
Iron & Steel		—			120,089,025			—		120,089,025
Media		—			38,809,375			—		38,809,375
Mining		—			144,652,627			—		144,652,627
Oil & Gas		—			593,541,040			—		593,541,040
Oil & Gas Services		—			50,019,750			—		50,019,750
Real Estate		—			139,593,000			—		139,593,000
Transportation		—			6,242,188			—		6,242,188
Total Fixed Income Securities		—			4,494,513,138			—		4,494,513,138
Equity Securities
Diversified Financial Services		—	*		—			—		—	*
Total Equity Securities		—	*		—			—		—	*
Short-Term Investments**		1,115,952			143,815,931			—		144,931,883
Total Investments		1,115,952			4,638,329,069			—		4,639,445,021
Asset Derivatives
Forward Currency Contracts
Foreign Currency Risk		—			45,605,670			—		45,605,670
Total	$	1,115,952		$	4,683,934,739		$	—	$	4,685,050,691
Liability Derivatives
Forward Currency Contracts
Foreign Currency Risk	$	—		$	(22,921,061	)	$	—	$	(22,921,061	)
Futures
Interest Rate Risk		(348,797	)		—			—		(348,797	)
Swap Agreements
Credit Risk		—			(1,073,410	)		—		(1,073,410	)
Total	$	(348,797	)	$	(23,994,471	)	$	—	$	(24,343,268	)

* Amount rounds to less than $1.

** See Schedule of Investments for corresponding industries.

TCW Emerging Markets Local Currency Income Fund

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Electric	$	—	$	10,898,271		$	—	$	10,898,271
Foreign Government Bonds		—		209,187,536			—		209,187,536
Real Estate		—		7,211,142			—		7,211,142
Telecommunications		—		6,957,063			—		6,957,063
Total Fixed Income Securities		—		234,254,012			—		234,254,012
Total Short-Term Investments*		—		7,187,090			—		7,187,090
Total Investments		—		241,441,102			—		241,441,102
Asset Derivatives
Forward Currency Contracts
Forward Currency Risk		—		7,541,638			—		7,541,638
Total	$	—	$	248,982,740		$	—	$	248,982,740
Liability Derivatives
Forward Currency Contracts
Foreign Currency Risk	$	—	$	(3,962,098	)	$	—	$	(3,962,098	)
Total	$	—	$	(3,962,098	)	$	—	$	(3,962,098	)

* See Schedule of Investments for corresponding industries.

TCW Enhanced Commodity Strategy Fund

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Asset-Backed Securities	$	—	$	51,272	$	—	$	51,272
Commercial Mortgage-Backed Securities — Non-Agency		—		240,327		—		240,327
Residential Mortgage-Backed Securities — Agency		—		170,897		—		170,897
Residential Mortgage-Backed Securities — Non-Agency		—		641,065		—		641,065
Corporate Bonds*		—		1,052,163		—		1,052,163
Municipal Bonds		—		78,246		—		78,246
Total Fixed Income Securities		—		2,233,970		—		2,233,970
Money Market Investments		65,500		—		—		65,500
Short-Term Investments*		—		1,142,158		—		1,142,158
Total Investments	$	65,500	$	3,376,128	$	—	$	3,441,628
Asset Derivatives
Swap Agreements
Commodity Risk	$	—	$	40,381	$	—	$	40,381
Total	$	65,500	$	3,416,509	$	—	$	3,482,009

* See Schedule of Investments for corresponding industries.

TCW Global Bond Fund

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Corporate Bonds*	$	—	$	3,279,027		$	—	$	3,279,027
Foreign Government Bonds		—		6,330,708			—		6,330,708
Asset-Backed Securities		—		582,062			—		582,062
Commercial Mortgage-Backed Securities — Agency		—		109,159			—		109,159
Commercial Mortgage-Backed Securities — Non-Agency		—		257,513			—		257,513
Residential Mortgage-Backed Securities — Agency		—		2,420,517			—		2,420,517
Residential Mortgage-Backed Securities — Non-Agency		—		1,221,814			—		1,221,814
U.S. Treasury Securities		927,594		—			—		927,594
Total Fixed Income Securities		927,594		14,200,800			—		15,128,394
Money Market Investments		87,000		—			—		87,000
Short-Term Investments*		25,998		1,764,377			—		1,790,375
Total Investments	$	1,040,592	$	15,965,177		$	—	$	17,005,769
Asset Derivatives
Forward Currency Contracts
Foreign Currency Risk		—		31,626			—		31,626
Futures
Interest Rate Risk		303		—			—		303
Total Investments	$	1,040,895	$	15,996,803		$	—	$	17,037,698
Liability Derivatives
Forward Currency Contracts
Foreign Currency Risk	$	—	$	(13,600	)	$	—	$	(13,600	)
Total Investments	$	—	$	(13,600	)	$	—	$	(13,600	)

* See Schedule of Investments for corresponding industries.

TCW High Yield Bond Fund

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Bank Loans*		—		2,458,308		—		2,458,308
Corporate Bonds*		—		28,290,627		0		28,290,627
Asset-Backed Securities		—		603,159		—		603,159
Total Fixed Income Securities		—		31,352,094		0		31,352,094
Equity Securities
Common Stock*		235,728		—		—		235,728
Total Equity Securities		235,728		—		—		235,728
Money Market Investments		286,000		—		—		286,000
Short-Term Investments*		6,000		826,118		—		832,118
Total Investments	$	527,728	$	32,178,212	$	0	$	32,705,940
Asset Derivatives
Swap Agreements
Credit Risk	$	—	$	3,349	$	—	$	3,349
Total	$	527,728	$	32,181,561	$	0	$	32,709,289

* See Schedule of Investments for corresponding industries.

TCW Short Term Bond Fund

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Commercial Mortgage-Backed Securities — Agency	$	—	$	584,316	$	—	$	584,316
Commercial Mortgage-Backed Securities — Non-Agency		—		1,717,394		—		1,717,394
Residential Mortgage-Backed Securities — Agency		—		5,213,409		—		5,213,409
Residential Mortgage-Backed Securities — Non-Agency		—		394,820		—		394,820
Corporate Bonds*		—		3,322,911		—		3,322,911
Municipal Bonds		—		138,473		—		138,473
U.S. Government Agency Obligations		—		760,320		—		760,320
U.S. Treasury Securities		1,667,458		—		—		1,667,458
Total Fixed Income Securities		1,667,458		12,131,643		—		13,799,101
Money Market Investments		128,000		—		—		128,000
Short-Term Investments*		—		1,311,760		—		1,311,760
Total Investments	$	1,795,458	$	13,443,403	$	—	$	15,238,861

* See Schedule of Investments for corresponding industries.

TCW Total Return Bond Fund

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)			Significant Other Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Asset-Backed Securities	$	—		$	559,375,827	$	—	$	559,375,827
Commercial Mortgage-Backed Securities — Agency		—			480,309,317		—		480,309,317
Commercial Mortgage-Backed Securities — Non-Agency		—			57,889,109		—		57,889,109
Residential Mortgage-Backed Securities — Agency		—			3,125,249,243		—		3,125,249,243
Residential Mortgage-Backed Securities — Non-Agency		—			2,644,662,574		13,764,123		2,658,426,697
U.S. Government Agency Obligations		—			184,677,558		—		184,677,558
U.S. Treasury Securities		948,752,438			—		—		948,752,438
Total Fixed Income Securities		948,752,438			7,052,163,628		13,764,123		8,014,680,189
Money Market Investments		66,755,000			—		—		66,755,000
Short-Term Investments*		5,433,557			174,912,055		—		180,345,612
Total Investments	$	1,020,940,995		$	7,227,075,683	$	13,764,123	$	8,261,780,801
Liability Derivatives
Futures
Interest Rate Risk	$	(7,242,508	)	$	—	$	—	$	(7,242,508	)
Total	$	(7,242,508	)	$	—	$	—	$	(7,242,508	)

The Funds did not have any transfers in and out of Level 1 and Level 2 of the fair value hierarchy during the period ended January 31, 2014.

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

Investments in Securities	Balance as of October 31, 2013		Accrued Discounts (Premiums)		Realized Gain (Loss)			Change in Unrealized Appreciation (Depreciation)		Purchases		Sales			Transfers in to Level 3		Transfers out of Level 3		Balance as of January 31, 2014		Change in Unrealized Appreciation from Investments Still Held at January 31, 2014
TCW High Yield Bond Fund
Corporate Bonds	$	12,500	$	—	$	(25,056	)	$	18,688	$	25,056	$	(31,188	)	$		$	—	$	0	$	—
Total	$	12,500	$	—	$	(25,056	)	$	18,688	$	25,056	$	(31,188	)	$	—	$	—	$	0	$	—
TCW Total Return Bond Fund
Residential Mortgage-Backed Securities - Non-Agency	$	13,937,591	$	—	$	(358,178	)	$	184,710	$	—	$	—		$	—	$	—	$	13,764,123	$	184,710
Total	$	13,937,591	$	—	$	(358,178	)	$	184,710	$	—	$	—		$	—	$	—	$	13,764,123	$	184,710

Significant unobservable valuations inputs for Level 3 investments as of January 31, 2014, are as follows:

Description	Fair Value at 1/31/2014		Valuation Techniques*		Unobservable Input		Range
TCW Total Return Bond Fund
Residential Mortgage-Backed Securities - Non-Agency (Interest Only, Collateral Strip Rate Securities)	$	13,764,123		Third-party Vendor		Vendor Prices	$	0.92 - 3.25

* The valuation technique employed on the Level 3 securities involves the use of third-party broker quotes and vendor prices. The Advisor monitors the third-party brokers and vendors using the valuation process described below.

Level 3 Valuation Process: Investments classified within Level 3 of the fair value hierarchy may be fair valued by TCW Investment Management Company (the “Advisor”) with consent by the Company’s Pricing Committee in accordance with procedures approved by the Board of Directors, and under the general oversight of the Board of Directors. The Company’s Pricing Committee employs various methods to determine fair valuations including a regular review of key inputs and assumptions and review of any related market activity. The Company’s Pricing Committee reports to the Board of Directors at their regularly scheduled meetings. It is possible that fair value prices will be used by the Funds to a significant extent. The value determined for an investment using the Company’s fair value procedures may differ from recent market prices for the investment and may be significantly different from the value realized upon the sale of such investment. The Advisor, as part of the daily process, conducts back-testing of prices based on daily trade activities.

The Pricing Committee consists of the Funds’ President, Chief Compliance Officer, and members of TCW Mutual Fund Administration, Legal and Compliance Departments as well as alternate members as may be designated from time to time. The Pricing Committee reviews and makes recommendations concerning the fair valuation of portfolio securities and the Funds’ pricing procedures in general.

Foreign Currency Translation: The books and records of each Fund are maintained in U.S. dollars as follows: (1) the foreign currency market value of investment securities, and other assets and liabilities stated in foreign currencies, are translated using the daily spot rate; and (2) purchases, sales, income and expenses are translated at the rate of exchange prevailing on the respective dates of such transactions.

Derivative Instruments: Derivatives are financial instruments whose values are 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. It is possible that a derivative transaction will result in a loss greater than the principal amount invested. A Fund may not be able to close out a derivative transaction at a favorable time or price.

For the three months ended January 31, 2014, the Funds had the following derivatives and transactions in derivatives, grouped in the following risk categories (dollar amounts in thousands except notional amounts):

	Commodity Risk		Credit Risk			Foreign Currency Risk			Interest Rate Risk			Total
TCW Emerging Markets Income Fund
Asset Derivatives
Forward Currency Contracts	$	—	$	—		$	45,606		$	—		$	45,606
Total Value	$	—	$	—		$	45,606		$	—		$	45,606
Liability Derivatives
Forward Currency Contracts	$	—	$	—		$	(22,921	)	$	—		$	(22,921	)
Futures Contracts		—		—			—			(349	)	$	(349	)
Open Swap Agreements, at Value		—		(1,073	)		—			—		$	(1,073	)
Total Value	$	—	$	(1,073	)	$	(22,921	)	$	(349	)	$	(24,343	)
Notional Amounts or Shares/Units†
Forward Currency Contracts	$	—	$	—		$	1,244,173,799		$	—		$	1,244,173,799
Futures Contracts		—		—			—			1,000			1,000
Swap Agreements	$	—	$	50,000,000		$	—		$	—		$	50,000,000
TCW Emerging Markets Local Currency Income Fund
Asset Derivatives
Forward Currency Contracts	$	—	$	—		$	7,542		$	—		$	7,542
Total Value	$	—	$	—		$	7,542		$	—		$	7,542
Liability Derivatives
Forward Currency Contracts		—		—			(3,962	)		—			(3,962	)
Total Value	$	—	$	—		$	(3,962	)	$	—		$	(3,962	)
Notional Amounts or Shares/Units†
Forward Currency Contracts	$	—	$	—		$	212,479,073		$	—		$	212,479,073
TCW Enhanced Commodity Strategy Fund
Asset Derivatives
Open Swap Agreements, at Value	$	40	$	—		$	—		$	—		$	40
Total Value	$	40	$	—		$	—		$	—		$	40
Notional Amounts or Shares/Units†
Swap Agreements	$	3,624,880	$	—		$	—		$	—		$	3,624,880
TCW Global Bond Fund
Asset Derivatives
Forward Currency Contracts	$	—	$	—		$	32		$	—		$	32
Futures Contracts		—		—			—			0	(1)		0	(1)
Total Value	$	—	$	—		$	32			0	(1)	$	32
Liability Derivatives
Forward Currency Contracts	$	—	$	—		$	(14	)				$	(14	)
Total Value	$	—	$	—		$	(14	)	$	—		$	(14	)
Notional Amounts or Shares/Units†
Forward Currency Contracts	$	—	$	—			2,097,404		$	—		$	2,097,404
Futures Contracts		—		—						5			5
TCW High Yield Bond Fund
Asset Derivatives
Open Swap Agreements, at Value	$	—	$	3		$	—		$	—		$	3
Total Value	$	—	$	3		$	—		$	—		$	3
Notional Amounts or Shares/Units†
Swap Agreements	$	—	$	150,000		$	—		$	—		$	150,000
TCW Total Return Bond Fund
Liabilities Derivatives
Futures Contracts	$	—	$	—		$	—		$	(7,243	)	$	(7,243	)
Total Value	$	—	$	—		$	—		$	(7,243	)	$	(7,243	)
Notional Amounts or Shares/Units†
Futures Contracts		—		—			—			9,020			9,020

(1) Amount less than $1

† Amount represents the number of contracts or notional amounts outstanding at the end of the period.

Forward Foreign Currency Contracts: The TCW Emerging Markets Income Fund, the TCW Emerging Markets Local Currency Income Fund and the TCW Global Bond Fund may 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 Fund as an unrealized gain or loss. When the contract is closed or delivery is taken, 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. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of the foreign currency relative to the U.S. dollar. The TCW Emerging Markets Income Fund, the TCW Emerging Markets Local Currency Income Fund and the TCW Global Bond Fund had forward foreign currency contracts outstanding at January 31, 2014.

Future Contracts: The TCW Emerging Markets Income Fund, the TCW Global Bond Fund, and the TCW Total Return Bond Fund entered 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 when it holds uninvested cash or as an inexpensive substitute for cash investments directly in securities or other assets. 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 the 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 the Fund that is the subject of the hedge. It may not always be possible for the 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 Emerging Markets Income Fund, the TCW Global Bond Fund, and the TCW Total Return Bond Fund utilized futures to help manage daily liquidity as well as interest rate duration and credit market exposure. Futures contracts outstanding at January 31, 2014 are listed in the Schedule of Investments.

Swap Agreements. The TCW Emerging Markets Income Fund, the TCW Enhanced Commodity Strategy Fund, and the TCW High Yield Bond Fund entered 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).

A Fund may enter into total return swaps. 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).

A Fund may enter into enter into an interest rate swap agreement. 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 net asset value 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 a 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 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 gain or loss by the Fund 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 three months ended January 31, 2014, the TCW Emerging Markets Income Fund and the TCW High Yield Bond Fund utilized credit default swaps to manage daily liquidity as well as interest rate duration and/or credit market exposures; the TCW Enhanced Commodity Strategy Fund used total return swap agreements to gain exposure to the commodity market. Swap agreements outstanding at January 31, 2014 are listed in each Fund’s Schedule of Investments.

Mortgage-Backed Securities: The TCW Core Fixed Income Fund, the TCW Enhanced Commodity Strategy 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 may invest in mortgage pass-through securities 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. These 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 (“REMIC”). 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. These Funds may invest in stripped mortgage-backed securities. Stripped mortgage-backed securities 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 a decline in value. 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, TBA or in order to adjust the interest rate exposure of the 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, TBA or forward commitment basis, there may be a loss, and that 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, reflecting interest rate changes. In addition, because a 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 maintain liquid assets equal to the face amount of the contract. To guard against this deemed leverage, the Funds segregate cash and/or securities in an amount or value at least equal to the amount of these transactions.

Dollar Roll Transactions: The TCW Core Fixed Income Fund, the TCW Enhanced Commodity Strategy Fund, the TCW Global Bond Fund, the TCW Short Term Bond Fund, and the TCW Total Return Bond Fund may enter into dollar roll transactions with financial institutions to take advantage of opportunities in the mortgage backed securities market. A dollar roll transaction involves a simultaneous sale by the Fund of securities that it holds 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, the 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 the Fund may decline below the repurchase price of the security and the potential inability of counter parties to complete the transaction. There were no such transactions for the period ended January 31, 2014.

Repurchase Agreements: The Funds may enter into repurchase agreements, under the terms of a Master Repurchase Agreements (“MRA”). 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 a 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 to be received by the Fund upon the maturity of the repurchase transaction. 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. Repurchase agreements outstanding at the end of the period are listed in the Funds’ Schedule of Investments.

Reverse Repurchase Agreements: The TCW Core Fixed Income Fund, the TCW Enhanced Commodity Strategy Fund, the TCW Global Bond Fund, the TCW Short Term Bond Fund, and the TCW Total Return Bond Fund, may enter into reverse repurchase agreements. Reverse repurchase agreements involve sales by a Fund of portfolio securities concurrently with an agreement by the Fund to repurchase the same securities at a later date for a fixed price. Generally, the effect of such a transaction is that the Fund can recover all or most of the cash invested in the portfolio securities involved during the term of the reverse repurchase agreement, while it will be able to keep the interest income associated with those portfolio securities. Such transactions are only advantageous if the interest cost to the Fund of the reverse repurchase transaction is less than the cost of otherwise obtaining the cash. There were no reverse repurchase agreements outstanding at January 31, 2014.

Security Lending: The Funds may lend their securities to qualified brokers. The loans must be collateralized at all times primarily with cash although the Funds can accept money market instruments or U.S. Government securities with a market value at least equal to the market value of the securities on loan. As with any extensions of credit, the Funds may bear the risk of delay in recovery or even loss of rights in the collateral if the borrowers of the securities fail financially. The Funds earn additional income for lending their securities by investing the cash collateral in short-term investments. The Funds did not lend any securities during the period ended January 31, 2014.

Note 2 – Federal Income Taxes

At January 31, 2014, net unrealized appreciation (depreciation) on investments for federal income tax purposes was as follows (amounts in thousands):

	Unrealized Appreciation		Unrealized (Depreciation)			Net Unrealized Appreciation (Depreciation)			Cost of Investments for Federal Income Tax Purposes
TCW Core Fixed Income Fund	$	28,456	$	(10,488	)	$	17,968		$	1,307,721
TCW Emerging Markets Income Fund		42,783		(266,997	)		(224,214	)		4,863,659
TCW Emerging Markets Local Currency Income Fund		97		(33,183	)		(33,086	)		274,527
TCW Enhanced Commodity Strategy Fund		83		(5	)		78			3,364
TCW Global Bond Fund		987		(439	)		548			16,458
TCW High Yield Bond Fund		808		(660	)		148			32,558
TCW Short Term Bond Fund		95		(75	)		20			15,219
TCW Total Return Bond Fund		516,242		(54,796	)		461,446			7,800,335

Note 3 – Restricted Securities

The Funds are permitted to invest in securities that have legal or contractual restrictions on resale. 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 at January 31, 2014.

Note 4 – Recently Issued Accounting Pronouncements

On June 7, 2013, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update No. 2013-08, Financial Services — Investment Companies (Topic 946): Amendments to the Scope, Measurement, and Disclosure Requirements (“ASU 2013-08”). ASU No. 2013-08 sets forth a new approach for determining whether a public or private entity is an investment company and sets certain measurement and disclosure requirements for an investment company. ASU No. 2013-08 is effective in annual reporting periods beginning on or after December 15, 2013, and for interim periods within those annual reporting periods. Management is currently evaluating the implications of these changes and their impact on the financial statements.

Item 2. Controls and Procedures.

(a) The registrant’s Principal Executive Officer and Principal Financial Officer concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) were effective as of a date within 90 days prior to the filing date of this report (the “Evaluation Date”), based on their evaluation of the effectiveness of the registrant’s disclosure controls and procedures as of the Evaluation Date.

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the registrant’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3. Exhibits.

Certification of Principal Executive Officer and Principal Financial Officer of the registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940 is attached hereto as EX-99.CERT.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

(Registrant)       TCW Funds, Inc.

By (Signature and Title)	/s/ David S. DeVito
	David S. DeVito      President and Chief Executive Officer

Date March 17, 2014

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By (Signature and Title)	/s/ David S. DeVito
	David S. DeVito President and Chief Executive Officer

Date March 17, 2014

By (Signature and Title)	/s/ Richard M. Villa
	Richard M. Villa Treasurer and Chief Financial Officer

Date March 17, 2014