TCW Artificial Intelligence Equity Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—100.5% of Net Assets
Application Software—25.3%
Adobe, Inc.(1)		396	$	118,349
Alteryx, Inc.(1)		414		48,662
Anaplan, Inc.(1)		909		51,758
Autodesk, Inc.(1)		856		133,681
Domo, Inc.—Class B(1)		527		14,619
Elastic NV (Netherlands)(1)		334		33,009
Pagerduty, Inc.(1)		105		4,641
Salesforce.com, Inc.(1)		812		125,454
Slack Technologies, Inc.(1)		196		6,550
Smartsheet, Inc.(1)		635		31,693
Splunk, Inc.(1)		960		129,898
Trade Desk, Inc. (The)(1)		301		79,256
Workday, Inc.(1)		568		113,589
Zoom Video Communications, Inc.(1)		80		7,641
				898,800
Auto Parts & Equipment—0.9%
Aptiv PLC		370		32,431
Data Processing & Outsourced Services—7.4%
Mastercard, Inc.		337		91,755
Square, Inc.(1)		959		77,113
Visa, Inc.		535		95,230
				264,098
Health Care Equipment—3.0%
IDEXX Laboratories, Inc.(1)		230		64,871
Intuitive Surgical, Inc.(1)		80		41,561
				106,432
Health Care Supplies—0.8%
Align Technology, Inc.(1)		137		28,644
Home Entertainment Software—1.1%
Activision Blizzard, Inc.		418		20,373
Electronic Arts, Inc.(1)		217		20,073
				40,446
Internet & Direct Marketing Retail—6.6%
Amazon.com, Inc.(1)		79		147,476
Netflix, Inc.(1)		239		77,194
Revolve Group, Inc.(1)		257		8,859
				233,529
Internet Services & Infrastructure—11.3%
Alibaba Group Holding, Ltd. (SP ADR) (China)(1)		452		78,246
Alphabet, Inc.(1)		85		103,547
Facebook, Inc.(1)		630		122,365
Tencent Holdings, Ltd. (SP ADR) (China)		1,679		78,073
Twilio, Inc.(1)		139		19,336
				401,567
IT Consulting & Other Services—4.6%
Accenture PLC		320		61,626
EPAM Systems, Inc.(1)		519		100,577
				162,203
Life Sciences Tools & Services—2.3%
Illumina, Inc.(1)		277		82,928
Semiconductor Equipment—10.0%
Analog Devices, Inc.		573		67,305
ASML Holding NV (Netherlands)		596		132,795
Lam Research Corp.		535		111,606
Xilinx, Inc.		371		42,372
				354,078
Semiconductors—11.1%
Broadcom, Inc.		280		81,197
Intel Corp.		1,204		60,862
Micron Technology, Inc.(1)		2,456		110,250
NVIDIA Corp.		295		49,773
QUALCOMM, Inc.		1,246		91,157
				393,239
Specialized REITs—4.7%
American Tower Corp.		450		95,229
Equinix, Inc.		144		72,302
				167,531
Systems Software—9.0%
Crowdstrike Holdings, Inc.(1)		169		15,053
Microsoft Corp.		1,113		151,668
ServiceNow, Inc.(1)		558		154,784
				321,505
Technology Hardware, Storage & Peripherals—1.8%
Western Digital Corp.		1,162		62,620
Wireless Telecommunication Services—0.6%
SoftBank Group Corp.		400		20,464
Total Common Stock (Cost: $3,068,216)				3,570,515
Money Market Investments—1.0%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 2.26%(2)		34,417		34,417
Total Money Market Investments (Cost: $34,417)				34,417
Total Investments (101.5%) (Cost: $3,102,633)				3,604,932
Liabilities In Excess Of Other Assets (-1.5%)				(53,425	)
Net Assets (100.0%)			$	3,551,507

Notes to the Schedule of Investments

(1)	Non-income producing security.
(2)	Rate disclosed is the 7-day net yield as of July 31, 2019.
REIT	Real Estate Investment Trust.
SP ADR	Sponsored American Depositary Receipt. ADRs are receipts, typically issued by a U.S. bank or trust company, evidencing ownership of underlying securities issued by a foreign corporation. Sponsored ADRs are ADRs issued with the cooperation of the foreign corporation.

See accompanying notes to Schedule of Investments.

TCW Artificial Intelligence Equity Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Application Software		25.3	%
Auto Parts & Equipment		0.9
Data Processing & Outsourced Services		7.4
Health Care Equipment		3.0
Health Care Supplies		0.8
Home Entertainment Software		1.1
Internet & Direct Marketing Retail		6.6
Internet Services & Infrastructure		11.3
IT Consulting & Other Services		4.6
Life Sciences Tools & Services		2.3
Semiconductor Equipment		10.0
Semiconductors		11.1
Specialized REITs		4.7
Systems Software		9.0
Technology Hardware, Storage & Peripherals		1.8
Wireless Telecommunication Services		0.6
Money Market Investments		1.0
Total		101.5	%

See accompanying notes to Schedule of Investments.

TCW Artificial Intelligence Equity Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Application Software	$	898,800	$	—	$	—	$	898,800
Auto Parts & Equipment		32,431		—		—		32,431
Data Processing & Outsourced Services		264,098		—		—		264,098
Health Care Equipment		106,432		—		—		106,432
Health Care Supplies		28,644		—		—		28,644
Home Entertainment Software		40,446		—		—		40,446
Internet & Direct Marketing Retail		233,529		—		—		233,529
Internet Services & Infrastructure		401,567		—		—		401,567
IT Consulting & Other Services		162,203		—		—		162,203
Life Sciences Tools & Services		82,928		—		—		82,928
Semiconductor Equipment		354,078		—		—		354,078
Semiconductors		393,239		—		—		393,239
Specialized REITs		167,531		—		—		167,531
Systems Software		321,505		—		—		321,505
Technology Hardware, Storage & Peripherals		62,620		—		—		62,620
Wireless Telecommunication Services		20,464		—		—		20,464
Total Common Stock		3,570,515		—		—		3,570,515
Money Market Investments		34,417		—		—		34,417
Total Investments	$	3,604,932	$	—	$	—	$	3,604,932

See accompanying notes to Schedule of Investments.

TCW Conservative Allocation Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Shares		Value
EXCHANGE-TRADED FUNDS—2.4% of Net Assets
iShares MSCI EAFE Index Fund		11,160	$	719,262
Total Exchange-traded Funds (Cost: $725,446)				719,262
INVESTMENT COMPANIES—93.2%
Diversified Equity Funds—36.1%
TCW Global Real Estate Fund—I Class(1)		142,815		1,505,266
TCW New America Premier Equities Fund—I Class(1)		162,212		3,283,165
TCW Relative Value Large Cap Fund—I Class(1)		152,892		2,878,963
TCW Relative Value Mid Cap Fund—I Class(1)		14,579		313,601
TCW Select Equities Fund—I Class(1)		100,202		2,785,620
				10,766,615
Diversified Fixed Income Funds—57.1%
Metropolitan West Low Duration Bond Fund—I Class(1)		403,881		3,529,918
Metropolitan West Total Return Bond Fund—I Class(1)		291,112		3,170,208
Metropolitan West Unconstrained Bond Fund—I Class(1)		461,474		5,491,539
TCW Global Bond Fund—I Class(1)		73,332		740,650
TCW Total Return Bond Fund—I Class(1)		412,281		4,102,195
				17,034,510
Total Investment Companies (Cost: $25,042,318)				27,801,125
MONEY MARKET INVESTMENTS—4.5%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 2.26%(2)		199,200		199,200
Fidelity Institutional Government Portfolio—Select Class, 2.14%(2)		1,158,139		1,158,139
Total Money Market Investments (Cost: $1,357,339)				1,357,339
Total Investments (100.1%) (Cost: $27,125,103)				29,877,726
Liabilities In Excess Of Other Assets (-0.1%)				(41,109	)
Net Assets (100.0%)			$	29,836,617

Notes to the Schedule of Investments

(1)	Affiliated issuer.
(2)	Rate disclosed is the 7-day net yield as of July 31, 2019.

See accompanying notes to Schedule of Investments.

TCW Conservative Allocation Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

The summary of the TCW Conservative Allocation Fund transactions in the affiliated funds for the period ended July 31, 2019 is as follows:

Name of Affiliated Fund	Value at October 31, 2018 (In Thousands)		Purchases at Cost (In Thousands)		Proceeds from Sales (In Thousands)		Number of Shares Held July 31, 2019		Value at July 31, 2019 (In Thousands)		Dividends and Interest Income Received (In Thousands)		Distributions Received from Net Realized Gain (In thousands)		Net Realized Gain/(Loss) on Investments (In thousands)			Net change in Unrealized Gain/(Loss) on Investments (In thousands)
Metropolitan West Low Duration Bond Fund—I Class	$	3,515	$	72	$	129		403,881	$	3,530	$	72	$	—	$	(2	)	$	21
Metropolitan West Total Return Bond Fund—I Class	$	3,594	$	79	$	725		291,112		3,170		79		—		(16	)		80
Metropolitan West Unconstrained Bond Fund—I Class	$	5,432	$	163	$	200		461,474		5,491		163		—		(2	)		37
TCW Global Bond Fund—I Class	$	708	$	10	$	26		73,332		741		10		—		(1	)		22
TCW Global Real Estate Fund—I Class	$	—	$	1,448	$	30		142,815		1,505		11		—		—			62
TCW New America Premier Equities Fund—I Class	$	2,832	$	37	$	251		162,212		3,283		2		35		49			177
TCW Relative Value Large Cap Fund—I Class	$	3,299	$	377	$	683		152,892		2,879		51		326		(181	)		58
TCW Relative Value Mid Cap Fund—I Class	$	731	$	57	$	448		14,579		314		5		52		(112	)		(69	)
TCW Select Equities Fund—I Class	$	2,687	$	355	$	385		100,202		2,786		—		355		(71	)		45
TCW Total Return Bond Fund—I Class	$	3,336	$	711	$	125		412,281		4,102		111		—		(2	)		78
Total									$	27,801	$	504	$	768	$	(338	)	$	511

TCW Conservative Allocation Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Diversified Fixed Income Funds		57.1	%
Diversified Equity Funds		36.1
Money Market Investments		4.5
Exchange-Traded Funds		2.4
Total		100.1	%

See accompanying notes to Schedule of Investments.

TCW Conservative Allocation Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Exchange-Traded Funds	$	719,262	$	—	$	—	$	719,262
Investment Companies		27,801,125		—		—		27,801,125
Money Market Investments		1,357,339		—		—		1,357,339
Total Investments	$	29,877,726	$	—	$	—	$	29,877,726

See accompanying notes to Schedule of Investments.

TCW Developing Markets Equity Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—96.0% of Net Assets
Argentina—0.3% (Cost: $13,630)
Transportadora de Gas del Sur S.A.—Class B		900	$	14,049
Australia—0.9%
BHP Group, Ltd.		500		27,465
Rio Tinto PLC (SP ADR)		400		22,832
Total Australia (Cost: $49,831)				50,297
Brazil—8.4%
B3 S.A.—Brasil Bolsa Balcao		9,100		102,038
Banco Bradesco S.A. (ADR)		6,960		62,918
Banco Santander Brasil S.A.		2,200		25,054
CCR S.A.		10,500		41,720
Cyrela Brazil Realty SA Empreendimentos e Participacoes		5,300		34,370
IRB Brasil Resseguros S.A.		2,300		58,072
Localiza Rent a Car S.A.		4,700		54,962
Petroleo Brasileiro S.A. (SP ADR)		3,200		48,160
YDUQS Part(1)		3,300		30,083
Total Brazil (Cost: $373,656)				457,377
China—29.8%
Alibaba Group Holding, Ltd. (SP ADR)(1)		1,584		274,206
Autohome, Inc. (ADR)(1)		500		42,500
BYD Electronic International Co., Ltd.		18,000		28,112
CGN Power Co., Ltd.—Class H		99,000		28,576
China International Travel Service Corp., Ltd.		2,100		27,407
China Jinmao Holdings Group, Ltd.		54,000		34,794
China Resources Gas Group, Ltd.		6,000		30,371
Foshan Haitian Flavouring & Food Co., Ltd.		1,800		25,956
Galaxy Entertainment Group, Ltd.		15,000		102,113
Greentown Service Group Co., Ltd.		32,000		26,958
Haidilao International Holding, Ltd.		6,000		23,236
HKT Trust & HKT, Ltd.—Class SS		33,000		52,781
Huaneng Renewables Corp., Ltd.—Class H		96,000		26,093
Kingboard Holdings, Ltd.		9,500		23,364
Luckin Coffee, Inc. (ADR)(1)		2,900		70,441
New Oriental Education & Technology Group (ADR)(1)		300		31,293
Ping An Insurance Group Co. of China, Ltd.—Class H		13,650		160,881
Q Technology Group Co., Ltd.(1)		27,000		26,165
Shenzhen Mindray Bio-Medical Electronics Co., Ltd.		1,100		25,211
Shenzhen Overseas Chinese Town Co., Ltd.		23,800		24,769
Sichuan Swellfun Co., Ltd.		5,500		37,008
Sino Biopharmaceutical, Ltd.		22,000		26,836
Sino-Ocean Land Holdings, Ltd.		64,500		25,952
Tencent Holdings, Ltd.		6,500		302,864
WH Group, Ltd.		26,500		25,795
WuXi AppTec Co., Ltd.—Class H(1)		3,360		31,162
Wuxi Biologics, Inc.(1)		5,000		53,138
Zhongsheng Group Holdings, Ltd.		15,000		41,692
Total China (Cost: $1,306,618)				1,629,674
Colombia—0.5% (Cost: $25,299)
Bancolombia S.A. (SP ADR)		500		24,940
Egypt—1.6% (Cost: $80,846)
Commercial International Bank Egypt SAE		19,377		85,951
France—1.5% (Cost: $78,364)
Kering S.A.		159		82,600
Greece—3.7%
Alpha Bank AE(1)		43,786		85,481
Motor Oil Hellas Corinth Refineries S.A.		1,657		41,326
OPAP S.A.		1,261		14,275
Piraeus Bank S.A.(1)		17,580		60,306
Total Greece (Cost: $149,689)				201,388
India—4.4%
Bajaj Finserv, Ltd.		225		23,113
HDFC Bank, Ltd. (ADR)		200		22,996
ICICI Bank, Ltd. (SP ADR)		3,900		47,619
Larsen & Toubro, Ltd.		2,425		48,768
Reliance Industries, Ltd.		4,628		77,947
Titan Co., Ltd.		1,430		21,844
Total India (Cost: $256,153)				242,287
Indonesia—2.6%
Bank Rakyat Indonesia Persero Tbk PT		139,600		44,236
Bumi Serpong Damai Tbk PT(1)		130,000		13,049
Ciputra Development Tbk PT		171,100		15,001
Semen Indonesia Persero Tbk PT		62,900		57,179
Summarecon Agung Tbk PT		151,500		14,241
Total Indonesia (Cost: $136,807)				143,706
Kenya—2.0% (Cost: $103,864)
Safari.com, Ltd.		414,100		109,591
Malaysia—0.5% (Cost: $27,551)
Inari Amertron BHD		68,400		27,051
Philippines—0.9%
International Container Terminal Services, Inc.		9,840		26,105
Wilcon Depot, Inc.		83,600		25,792
Total Philippines (Cost: $54,606)				51,897
Russia—7.0%
Inter RAO UES PJSC		424,000		30,040
LUKOIL PJSC (SP ADR)		1,359		110,691
Novatek PJSC		135		28,323
Novolipetsk Steel PJSC		1,550		36,611
Sberbank of Russia PJSC		15,960		58,472
Severstal PJSC		1,639		26,371
X5 Retail Group NV		820		27,421
Yandex N.V.(1)		1,600		62,752
Total Russia (Cost: $335,304)				380,681

See accompanying notes to Schedule of Investments.

TCW Developing Markets Equity Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Shares		Value
Saudi Arabia—0.5% (Cost: $28,056)
Bupa Arabia for Cooperative Insurance Co.		1,010	$	26,983
Slovenia—0.2% (Cost: $13,073)
Nova Ljubljanska Banka dd(1)		1,005		12,510
South Africa—5.6%
African Rainbow Minerals, Ltd.		2,217		27,637
Capitec Bank Holdings, Ltd.		645		53,698
Clicks Group, Ltd.		4,024		57,988
Exxaro Resources, Ltd.		2,200		25,817
Standard Bank Group, Ltd.		4,909		61,771
Telkom S.A. SOC, Ltd.		8,323		50,293
Woolworths Holdings Ltd.		7,225		27,927
Total South Africa (Cost: $279,316)				305,131
South Korea—4.2%
Doosan Bobcat, Inc.(1)		1,015		30,664
Hyundai Motor Co.		446		47,445
Kia Motors Corp.		725		26,705
Meritz Securities Co., Ltd.		6,088		25,881
Samsung Electronics Co., Ltd.		2,090		79,158
Youngone Corp.		790		22,469
Total South Korea (Cost: $215,567)				232,322
Taiwan—15.8%
Accton Technology Corp.		28,000		119,192
Arcadyan Technology Corp.		9,000		30,904
ASPEED Technology, Inc.		2,000		43,756
Catcher Technology Co., Ltd.		3,000		21,984
Chicony Electronics Co., Ltd.		10,000		25,428
Pou Chen Corp.		23,000		28,304
Realtek Semiconductor Corp.		4,000		26,565
Silergy Corp.		2,000		40,343
Standard Foods Corp.		13,000		25,057
Taiwan Semiconductor Manufacturing Co., Ltd.		37,000		304,253
Taiwan Union Technology Corp.		27,000		110,414
United Microelectronics Corp.		74,000		32,856
Wistron Corp.		34,000		25,259
Zhen Ding Technology Holding, Ltd.		8,000		29,104
Total Taiwan (Cost: $775,034)				863,419
Turkey—1.7%
Anadolu Efes Biracilik Ve Malt Sanayii AS		7,625		29,394
Ford Otomotiv Sanayi A.S.		3,350		36,741
TAV Havalimanlari Holding AS		6,015		27,126
Total Turkey (Cost: $83,951)				93,261
United Arab Emirates—1.0% (Cost: $25,997)
NMC Health PLC		1,765		53,070
United States—2.9%
Applied Materials, Inc.		1,400		69,118
MSCI, Inc.		400		90,896
Total United States (Cost: $130,466)				160,014
Total Common Stock (Cost: $4,543,678)				5,248,199
PREFERRED STOCK—1.0%
Brazil—1.0%
Centrais Eletricas Brasileiras S.A. 3.58%		2,800		29,469
Cia Paranaense de Energia 2.87%		2,100		27,432
Total Brazil (Cost: $51,499)				56,901
Total Preferred Stock (Cost: $51,499)				56,901
MONEY MARKET INVESTMENTS—3.6%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 2.26%(2)		194,072		194,072
Total Money Market Investments (Cost: $194,072)				194,072
Total Investments (100.6%) (Cost: $4,789,249)				5,499,172
Liabilities In Excess Of Other Assets (-0.6%)				(34,217	)
Total Net Assets (100.0%)			$	5,464,955

Notes to the Schedule of Investments:

ADR	American Depositary Receipt. ADRs are receipts typically issued by a U.S. bank or trust company, evidencing ownership of underlying securities issued by a foreign corporation.
PJSC	Private Joint-Stock Company.
SP ADR	Sponsored American Depositary Receipt. ADRs are receipts, typically issued by a U.S. bank or trust company, evidencing ownership of underlying securities issued by a foreign corporation. Sponsored ADRs are ADRs issued with the cooperation of the foreign corporation.
(1)	Non-income producing security.
(2)	Rate disclosed is the 7-day net yield as of July 31, 2019.

See accompanying notes to Schedule of Investments.

TCW Developing Markets Equity Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Automobiles		2.1	%
Banks		11.9
Beverages		1.2
Capital Markets		4.0
Commercial Services & Supplies		0.5
Communications Equipment		3.3
Construction & Engineering		0.9
Construction Materials		1.0
Diversified Consumer Services		1.1
Diversified Telecommunication Services		1.9
Electric Utilities		1.6
Electronic Equipment, Instruments & Components		3.4
Food & Staples Retailing		1.6
Food Products		1.4
Gas Utilities		0.5
Health Care Equipment & Supplies		0.4
Health Care Providers & Services		1.0
Hotels, Restaurants & Leisure		4.8
Household Durables		1.1
Independent Power and Renewable Electricity Producers		1.0
Insurance		4.9
Interactive Media & Services		12.4
Life Sciences Tools & Services		1.6
Machinery		0.5
Metals & Mining		2.6
Multiline Retail		0.5
Oil, Gas & Consumable Fuels		6.3
Pharmaceuticals		0.5
Real Estate Management & Development		1.9
Road & Rail		1.0
Semiconductors & Semiconductor Equipment		9.5
Specialty Retail		1.2
Technology Hardware, Storage & Peripherals		2.8
Textiles, Apparel & Luxury Goods		2.8
Transportation Infrastructure		1.8
Wireless Telecommunication Services		2.0
Money Market Investments		3.6
Total		100.6	%

See accompanying notes to Schedule of Investments.

TCW Developing Markets Equity Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Automobiles	$	—	$	110,891	$	—	$	110,891
Banks		335,687		310,266		—		645,953
Beverages		29,394		37,008		—		66,402
Capital Markets		192,934		25,881		—		218,815
Commercial Services & Supplies		—		26,958		—		26,958
Communications Equipment		—		178,208		—		178,208
Construction & Engineering		—		48,768		—		48,768
Construction Materials		—		57,179		—		57,179
Diversified Consumer Services		61,376		—		—		61,376
Diversified Telecommunication Services		52,780		50,293		—		103,073
Electric Utilities		—		30,040		—		30,040
Electronic Equipment, Instruments & Components		—		189,932		—		189,932
Food & Staples Retailing		85,408		—		—		85,408
Food Products		—		76,808		—		76,808
Gas Utilities		—		30,371		—		30,371
Health Care Equipment & Supplies		—		25,211		—		25,211
Health Care Providers & Services		—		53,070		—		53,070
Hotels, Restaurants & Leisure		70,441		191,800		—		262,241
Household Durables		34,370		26,164		—		60,534
Independent Power and Renewable Electricity Producers		—		54,670		—		54,670
Insurance		85,055		183,994		—		269,049
Interactive Media & Services		379,458		302,864		—		682,322
Life Sciences Tools & Services		31,162		53,138		—		84,300
Machinery		—		30,664		—		30,664
Metals & Mining		113,280		27,637		—		140,917
Multiline Retail		—		27,927		—		27,927
Oil, Gas & Consumable Fuels		242,548		103,764		—		346,312
Pharmaceuticals		—		26,836		—		26,836
Real Estate Management & Development		—		103,037		—		103,037
Road & Rail		54,962		—		—		54,962
Semiconductors & Semiconductor Equipment		69,118		447,773		—		516,891
Specialty Retail		25,793		41,692		—		67,485
Technology Hardware, Storage & Peripherals		—		151,830		—		151,830
Textiles, Apparel & Luxury Goods		22,470		132,747		—		155,217
Transportation Infrastructure		67,825		27,126		—		94,951
Wireless Telecommunication Services		109,591		—		—		109,591
Total Common Stock		2,063,652		3,184,547		—		5,248,199
Preferred Stock
Electric Utilities		56,901		—		—		56,901
Total Preferred Stock		56,901		—		—		56,901
Money Market Investments		194,072		—		—		194,072
Total Investments	$	2,314,625	$	3,184,547	$	—	$	5,499,172

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—47.6% of Net Assets
Angola—0.7%
Angolan Government International Bond
8.25%(1)		05/09/28	$	225,000	$	241,031
9.38%(1)		05/08/48		425,000		469,923
Total Angola (Cost: $619,189)						710,954
Argentina—2.0%
Argentine Republic Government International Bond
4.63%		01/11/23		230,000		192,579
5.63%		01/26/22		305,000		264,740
5.88%		01/11/28		355,000		280,912
6.88%		01/26/27		540,000		447,525
7.50%		04/22/26		300,000		258,000
7.63%		04/22/46		840,000		677,670
Total Argentina (Cost: $2,072,361)						2,121,426
Bahrain—1.3%
Bahrain Government International Bond
6.75%(2)		09/20/29		600,000		668,685
7.00%(1)		10/12/28		355,000		402,259
7.50%(2)		09/20/47		250,000		285,250
Total Bahrain (Cost: $1,160,489)						1,356,194
Belarus—0.2% (Cost: $200,000)
Development Bank of the Republic of Belarus JSC 6.75%(1)		05/02/24		200,000		210,052
Brazil—4.3%
Banco BTG Pactual S.A. 7.75%(1),(3)		02/15/29		200,000		210,280
Banco do Brasil S.A.
6.25% (U.S. 10-year Treasury Constant Maturity Rate + 4.398%)(2),(4),(5)		10/29/49		200,000		200,000
9.00% (U.S. 10-year Treasury Constant Maturity Rate + 6.362%)(2),(4),(5)		06/29/49		200,000		224,169
Brazil Notas do Tesouro Nacional, Series F 10.00%		01/01/27	BRL	1,660,000		513,609
CIMPOR Financial Operations BV 5.75%(2)		07/17/24	$	200,000		179,600
CSN Islands XII Corp. 7.00%(2),(5)		09/29/49		200,000		186,653
CSN Resources S.A. 7.63%(1)		04/17/26		250,000		267,738
GTL Trade Finance, Inc. 7.25%(2)		04/16/44		200,000		243,000
Klabin Austria GmbH 7.00%(1)		04/03/49		200,000		215,052
Light Servicos de Eletricidade S.A./Light Energia S.A. 7.25%(1)		05/03/23		200,000		215,000
MARB BondCo PLC 6.88%(1)		01/19/25		200,000		205,120
Petrobras Global Finance B.V.
6.85%		12/31/99		1,100,000		1,199,495
6.90%		03/19/49		200,000		224,840
Suzano Austria GmbH 7.00%(1)		03/16/47		200,000		231,760
Usiminas International S.A.R.L. 5.88%(1)		07/18/26		200,000		203,580
Total Brazil (Cost: $4,133,084)						4,519,896
Chile—0.4%
AES Gener S.A. 7.13%(1),(3)		03/26/79		200,000		216,250
Latam Finance, Ltd. 7.00%(1)		03/01/26		200,000		211,580
Total Chile (Cost: $402,816)						427,830
China—0.8%
China SCE Group Holdings, Ltd. 7.45%(2)		04/17/21		200,000		204,497
Kaisa Group Holdings, Ltd. 8.50%(2)		06/30/22		200,000		192,281
Sunac China Holdings, Ltd. 7.88%(2)		02/15/22		400,000		407,500
Total China (Cost: $795,741)						804,278
Colombia—2.0%
Colombia Government International Bond 5.00%		06/15/45		1,050,000		1,168,125
Ecopetrol S.A. 5.88%		05/28/45		280,000		315,532
Empresas Publicas de Medellin ESP 4.25%(1)		07/18/29		200,000		206,100
Gran Tierra Energy, Inc. 7.75%(1)		05/23/27		200,000		199,250
Millicom International Cellular S.A. 6.25%(1)		03/25/29		200,000		216,350
Total Colombia (Cost: $1,914,169)						2,105,357
Costa Rica—1.1%
Autopistas del Sol S.A. 7.38%(1)		12/30/30		185,652		187,247
Costa Rica Government International Bond
4.38%(2)		04/30/25		200,000		195,640
7.00%(2)		04/04/44		200,000		205,438
7.16%(2)		03/12/45		600,000		625,406
Total Costa Rica (Cost: $1,136,260)						1,213,731
Dominican Republic—1.2%
Dominican Republic International Bond
5.95%(1)		01/25/27		295,000		322,140
6.00%(1)		07/19/28		500,000		548,755
6.40%(1)		06/05/49		400,000		428,938
Total Dominican Republic (Cost: $1,210,802)						1,299,833
Ecuador—1.1%
Ecuador Government International Bond
7.88%(1)		01/23/28		600,000		586,406
7.95%(2)		06/20/24		350,000		363,545
10.75%(1)		01/31/29		200,000		224,625
Total Ecuador (Cost: $1,078,006)						1,174,576
Egypt—1.4%
Egypt Government International Bond
7.60%(1)		03/01/29		1,070,000		1,148,415
8.70%(1)		03/01/49		300,000		328,810
Total Egypt (Cost: $1,384,639)						1,477,225

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
El Salvador—0.6%
El Salvador Government International Bond
5.88%(2)		01/30/25	$	145,000	$	149,599
6.38%(2)		01/18/27		50,000		51,870
7.12%(1)		01/20/50		150,000		152,625
7.63%(2)		02/01/41		150,000		162,751
7.65%(2)		06/15/35		115,000		125,638
Total El Salvador (Cost: $605,059)						642,483
Ghana—0.6% (Cost: $601,212)
Ghana Government International Bond 8.13%(1)		03/26/32		600,000		611,820
Guatemala—0.4%
Guatemala Government Bond
4.90%(1)		06/01/30		200,000		208,844
6.13%(1)		06/01/50		200,000		218,000
Total Guatemala (Cost: $399,012)						426,844
India—0.9%
Azure Power Energy, Ltd. 5.50%(1)		11/03/22		200,000		202,264
Greenko Solar Mauritius, Ltd. 5.95%(1)		07/29/26		200,000		200,500
Neerg Energy, Ltd. 6.00%(1)		02/13/22		200,000		198,286
Vedanta Resources PLC 6.13%(2)		08/09/24		400,000		375,920
Total India (Cost: $980,695)						976,970
Indonesia—3.1%
Freeport-McMoRan, Inc. 5.40%		11/14/34		180,000		174,600
Indonesia Asahan Aluminium Persero PT
6.53%(1)		11/15/28		200,000		241,063
6.76%(1)		11/15/48		600,000		747,377
Indonesia Treasury Bond
8.25%		05/15/29	IDR	3,755,000,000		283,962
8.38%		03/15/34	IDR	3,458,000,000		261,873
Minejesa Capital BV 5.63%(1)		08/10/37	$	400,000		430,880
Perusahaan Penerbit SBSN Indonesia III
4.15%(2)		03/29/27		500,000		529,000
4.45%(2)		02/20/29		200,000		217,360
Saka Energi Indonesia PT 4.45%(1)		05/05/24		400,000		402,360
Total Indonesia (Cost: $3,021,437)						3,288,475
Iraq—0.2% (Cost: $227,965)
Iraq International Bond 5.80%(2)		01/15/28		250,000		249,000
Ivory Coast—0.3% (Cost: $360,330)
Ivory Coast Government International Bond 6.13%(1)		06/15/33		400,000		378,101
Kazakhstan—1.5%
Kazakhstan Temir Zholy National Co. JSC 4.85%(1)		11/17/27		400,000		434,007
KazMunayGas National Co. JSC
5.38%(1)		04/24/30		400,000		448,667
5.75%(1)		04/19/47		600,000		689,250
Total Kazakhstan (Cost: $1,407,556)						1,571,924
Kenya—0.4%
Kenya Government International Bond
7.00%(1)		05/22/27		200,000		209,598
8.00%(1)		05/22/32		200,000		212,576
Total Kenya (Cost: $405,461)						422,174
Lebanon—0.7%
Lebanon Government International Bond
6.00%(2)		01/27/23		397,000		330,837
6.10%(2)		10/04/22		285,000		242,079
6.65%(2)		04/22/24		198,000		162,003
Total Lebanon (Cost: $770,509)						734,919
Mexico—1.2%
Banco Mercantil del Norte S.A. 6.88% (5 year Treasury Constant Maturity Rate + 5.035%)(1),(4),(5)		12/31/99		200,000		201,180
Banco Mercantil del Norte S.A. 7.63% (U.S. 10-year Treasury Constant Maturity Rate + 5.353%)(1),(4),(5)		12/31/99		200,000		204,700
Petroleos Mexicanos 6.63%		06/15/35		665,000		623,936
Unifin Financiera SAB de CV SOFOM ENR 8.38%(1)		01/27/28		200,000		198,496
Total Mexico (Cost: $1,233,950)						1,228,312
Mongolia—0.2% (Cost: $196,734)
Development Bank of Mongolia LLC 7.25%(1)		10/23/23		200,000		209,620
Nigeria—1.2%
IHS Netherlands Holdco BV 9.50%(2)		10/27/21		200,000		207,700
Nigeria Government International Bond
7.14%(1)		02/23/30		400,000		414,375
7.70%(1)		02/23/38		600,000		620,761
Total Nigeria (Cost: $1,177,829)						1,242,836
Oman—1.1%
Oman Government International Bond
5.63%(1)		01/17/28		750,000		743,363
6.00%(1)		08/01/29		225,000		224,714
6.75%(2)		01/17/48		200,000		188,877
Total Oman (Cost: $1,116,188)						1,156,954
Pakistan—0.2% (Cost: $182,945)
Pakistan Government International Bond 6.88%(2)		12/05/27		200,000		208,520
Panama—1.1%
AES Panama SRL 6.00%(1)		06/25/22		200,000		206,188
C&W Senior Financing DAC
6.88%(1)		09/15/27		400,000		418,520
7.50%(1)		10/15/26		200,000		214,000
Global Bank Corp. 5.25%(1),(3)		04/16/29		270,000		286,281
Total Panama (Cost: $1,072,458)						1,124,989

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
Paraguay—0.4% (Cost: $395,988)
Paraguay Government International Bond 5.60%(2)		03/13/48	$	400,000	$	460,313
Peru—1.0%
Inkia Energy, Ltd. 5.88%(1)		11/09/27		200,000		208,950
Peru LNG SRL 5.38%(1)		03/22/30		200,000		217,750
Petroleos del Peru S.A.
4.75%(2)		06/19/32		200,000		216,552
5.63%(1)		06/19/47		200,000		227,760
Telefonica del Peru S.A. 7.38%(1)		04/10/27	PEN	475,000		154,846
Total Peru (Cost: $958,056)						1,025,858
Qatar—1.7%
Qatar Government International Bond
4.00%(1)		03/14/29	$	1,450,000		1,584,805
4.82%(1)		03/14/49		200,000		232,001
Total Qatar (Cost: $1,671,278)						1,816,806
Russia—2.0%
Russian Federation Government Bond
4.25%(2)		06/23/27		200,000		209,100
4.38%(1)		03/21/29		600,000		628,200
5.10%(1)		03/28/35		600,000		653,220
5.10%(2)		03/28/35		600,000		653,220
Total Russia (Cost: $2,034,328)						2,143,740
Saudi Arabia—1.9%
Saudi Arabian Oil Co.
3.50%(1)		04/16/29		200,000		205,540
4.25%(1)		04/16/39		200,000		207,475
4.38%(1)		04/16/49		250,000		258,750
Saudi Government International Bond
3.25%(2)		10/26/26		320,000		330,496
4.38%(2)		04/16/29		880,000		972,928
Total Saudi Arabia (Cost: $1,913,508)						1,975,189
Senegal—0.3% (Cost: $266,787)
Senegal Government International Bond 6.75%(2)		03/13/48		300,000		289,734
South Africa—1.5%
Eskom Holdings SOC, Ltd. 7.13%(2)		02/11/25		200,000		208,081
Gold Fields Orogen Holdings BVI, Ltd. 6.13%(1)		05/15/29		200,000		219,000
Petra Diamonds US Treasury PLC 7.25%(2)		05/01/22		200,000		189,000
South Africa Government Bond
4.30%		10/12/28		500,000		484,050
4.85%		09/27/27		200,000		202,375
5.88%		06/22/30		325,000		346,407
Total South Africa (Cost: $1,569,908)						1,648,913
Sri Lanka—1.7%
Sri Lanka Government Bond
5.75%(1)		04/18/23		300,000		300,720
6.35%(1)		06/28/24		300,000		303,000
6.75%(2)		04/18/28		200,000		196,750
7.55%(1)		03/28/30		600,000		613,500
7.85%(1)		03/14/29		400,000		416,477
Total Sri Lanka (Cost: $1,775,193)						1,830,447
Tanzania—0.2% (Cost: $204,538)
HTA Group, Ltd. 9.13%(2)		03/08/22		200,000		209,970
Tunisia—0.3%
Banque Centrale de Tunisie International Bond
6.38%(1)		07/15/26	EUR	150,000		167,578
6.75%(1)		10/31/23	EUR	175,000		201,333
Total Tunisia (Cost: $364,993)						368,911
Turkey—2.5%
Turkcell Iletisim Hizmetleri AS 5.80%(1)		04/11/28	$	200,000		189,000
Turkey Government International Bond
6.00%		03/25/27		800,000		776,240
6.13%		10/24/28		325,000		314,758
6.35%		08/10/24		320,000		323,008
6.88%		03/17/36		621,000		609,974
Turkiye Vakiflar Bankasi TAO 6.88% (USD 5 Year Swap rate + 5.439%)(2),(4)		02/03/25		200,000		184,719
Yapi ve Kredi Bankasi AS 8.25%(1)		10/15/24		200,000		205,680
Total Turkey (Cost: $2,519,158)						2,603,379
Ukraine—1.9%
Ukraine Government International Bond
0.00%(2),(3)		05/31/40		574,000		491,516
7.75%(2)		09/01/22		175,000		186,008
7.75%(2)		09/01/23		135,000		144,747
7.75%(2)		09/01/26		550,000		582,340
7.75%(2)		09/01/27		290,000		307,019
8.99%(1)		02/01/24		325,000		361,490
Total Ukraine (Cost: $1,843,026)						2,073,120
United Arab Emirates—0.2% (Cost: $213,719)
DP World PLC 5.63%(1)		09/25/48		200,000		221,880
Uruguay—0.8%
Uruguay Government International Bond
4.38%		01/23/31		355,000		388,228
4.98%		04/20/55		425,000		479,852
Total Uruguay (Cost: $784,189)						868,080
Venezuela—0.3%
Venezuela Government International Bond
8.25%(6),(7)		10/13/24		557,300		82,202
9.25%(6),(7)		09/15/27		550,000		81,125
9.25%(6),(7)		05/07/28		787,000		116,082
Total Venezuela (Cost: $599,171)						279,409

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
Vietnam—0.5% (Cost: $501,562)
Mong Duong Finance Holdings BV 5.13%(1)		05/07/29	$	500,000	$	502,800
Zambia—0.2% (Cost: $190,087)
First Quantum Minerals, Ltd. 7.50%(1)		04/01/25		200,000		196,540
Total Fixed Income Securities (Cost: $47,672,385)						50,410,382
Issues			Shares
PREFERRED STOCK—0.6%
Brazil—0.6%
Centrais Eletricas Brasileiras S.A., 3.48%				32,200		338,893
Cia Paranaense de Energia, 2.83%				24,000		313,507
Total Brazil (Cost: $590,390)						652,400
Total Preferred Stock (Cost: $590,390)						652,400
COMMON STOCK—50.4%
Argentina—0.1% (Cost: $148,411)
Transportadora de Gas del Sur S.A.—Class B				9,800		152,978
Australia—0.3% (Cost: $325,868)
BHP Group, Ltd.				6,300		346,059
Brazil—4.8%
B3 S.A.—Brasil Bolsa Balcao				104,700		1,174,000
Banco Bradesco S.A. (ADR)				80,400		726,816
Banco Santander Brasil S.A.				25,700		292,682
CCR S.A.				108,700		431,899
Cyrela Brazil Realty SA Empreendimentos e Participacoes				56,500		366,396
IRB Brasil Resseguros S.A.				23,800		600,914
Localiza Rent a Car S.A.				48,400		565,992
Petroleo Brasileiro S.A. (SP ADR)				37,900		570,395
YDUQS Part(8)				36,300		330,912
Total Brazil (Cost: $4,171,518)						5,060,006
China—16.0%
Alibaba Group Holding, Ltd. (SP ADR)(8)				17,462		3,022,847
Autohome, Inc. (ADR)(8)				5,000		425,000
BYD Electronic International Co., Ltd.				173,000		270,185
CGN Power Co., Ltd.—Class H				1,046,000		301,928
China International Travel Service Corp., Ltd.				22,700		296,259
China Jinmao Holdings Group, Ltd.				452,000		291,236
China Resources Gas Group, Ltd.				62,000		313,829
Foshan Haitian Flavouring & Food Co., Ltd.				19,100		275,418
Galaxy Entertainment Group, Ltd.				185,000		1,259,390
Greentown Service Group Co., Ltd.				330,000		278,003
Haidilao International Holding, Ltd.				80,000		309,819
HKT Trust & HKT, Ltd.				401,000		641,362
Huaneng Renewables Corp., Ltd.—Class H				1,020,000		277,240
Kingboard Holdings, Ltd.				90,000		221,342
New Oriental Education & Technology Group (ADR)(8)				3,800		396,378
Ping An Insurance Group Co. of China, Ltd.—Class H				141,650		1,669,513
Shenzhen Mindray Bio-Medical Electronics Co., Ltd.				12,300		281,903
Shenzhen Overseas Chinese Town Co., Ltd.				282,000		293,482
Sichuan Swellfun Co., Ltd.				65,800		442,754
Sino Biopharmaceutical, Ltd.				235,000		286,654
Sino-Ocean Land Holdings, Ltd.				737,500		296,743
Tencent Holdings, Ltd.				72,112		3,360,019
WH Group, Ltd.				311,500		303,214
WuXi AppTec Co., Ltd.—Class H(8)				40,460		375,247
Wuxi Biologics, Inc.(8)				60,500		642,970
Zhongsheng Group Holdings, Ltd.				154,500		429,428
Total China (Cost: $13,970,958)						16,962,163
Egypt—0.9% (Cost: $920,004)
Commercial International Bank Egypt SAE				220,127		976,423
France—0.9% (Cost: $907,037)
Kering S.A.				1,835		953,277
Greece—2.1%
Alpha Bank AE(8)				504,445		984,805
Motor Oil Hellas Corinth Refineries S.A.				17,263		430,542
OPAP S.A.				13,142		148,771
Piraeus Bank S.A.(8)				204,140		700,276
Total Greece (Cost: $1,663,222)						2,264,394
India—1.8%
HDFC Bank, Ltd. (ADR)				2,600		298,948
ICICI Bank, Ltd. (SP ADR)				40,900		499,389
Larsen & Toubro, Ltd.				21,000		422,321
Reliance Industries, Ltd.				26,761		450,722
Titan Co., Ltd.				16,285		248,754
Total India (Cost: $2,000,932)						1,920,134
Indonesia—1.4%
Bank Rakyat Indonesia Persero Tbk PT				1,455,200		461,121
Bumi Serpong Damai Tbk PT(8)				1,355,000		136,011
Ciputra Development Tbk PT				1,782,600		156,288
Semen Indonesia Persero Tbk PT				630,400		573,057
Summarecon Agung Tbk PT				1,574,300		147,983
Total Indonesia (Cost: $1,393,522)						1,474,460
Kenya—1.2% (Cost: $1,068,654)
Safari.com, Ltd.				4,605,700		1,218,896
Malaysia—0.3% (Cost: $291,824)
Inari Amertron BHD				725,100		286,763
Philippines—0.3% (Cost: $314,229)
International Container Terminal Services, Inc.				110,010		291,847
Russia—3.5%
Inter RAO UES PJSC				4,844,000		343,191
Lukoil PJSC (SP ADR)				11,771		958,748
Novatek PJSC (SP GDR)				1,375		288,475
Novolipetsk Steel PJSC				18,003		425,231
Sberbank of Russia PJSC				185,260		678,729
Severstal PJSC				19,034		306,257
Yandex N.V.(8)				17,600		690,272
Total Russia (Cost: $3,199,013)						3,690,903
Saudi Arabia—0.3% (Cost: $291,930)
Bupa Arabia for Cooperative Insurance Co.				10,515		280,920

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Shares		Value
South Africa—3.0%
African Rainbow Minerals, Ltd.		23,606	$	294,276
Capitec Bank Holdings, Ltd.		7,240		602,748
Clicks Group, Ltd.		45,289		652,634
Exxaro Resources, Ltd.		22,425		263,157
Standard Bank Group, Ltd.		56,683		713,255
Telkom S.A. SOC, Ltd.		62,875		379,930
Woolworths Holdings Ltd.		75,067		290,157
Total South Africa (Cost: $2,901,535)				3,196,157
South Korea—1.6%
Doosan Bobcat, Inc.(8)		11,815		356,945
Hyundai Motor Co.		5,073		539,653
Samsung Electronics Co., Ltd.		22,107		837,296
Total South Korea (Cost: $1,475,532)				1,733,894
Taiwan—9.2%
Accton Technology Corp.		328,000		1,396,253
Arcadyan Technology Corp.		107,000		367,415
ASPEED Technology, Inc.		23,000		503,189
Catcher Technology Co., Ltd.		36,000		263,813
Chicony Electronics Co., Ltd.		109,000		277,165
Largan Precision Co., Ltd.		5,000		675,892
Pou Chen Corp.		272,000		334,726
Standard Foods Corp.		143,000		275,624
Taiwan Semiconductor Manufacturing Co., Ltd.		430,000		3,535,912
Taiwan Union Technology Corp.		291,000		1,190,019
United Microelectronics Corp.		860,000		381,837
Wistron Corp.		336,000		249,618
Zhen Ding Technology Holding, Ltd.		77,000		280,121
Total Taiwan (Cost: $8,643,776)				9,731,584
Turkey—1.0%
Anadolu Efes Biracilik Ve Malt Sanayii A.S.		80,650		310,898
Ford Otomotiv Sanayi A.S.		38,940		427,074
TAV Havalimanlari Holding A.S.		63,590		286,780
Total Turkey (Cost: $917,313)				1,024,752
United Arab Emirates—0.4% (Cost: $212,411)
NMC Health PLC		14,186		426,548
United States—1.3%
Applied Materials, Inc.		16,100		794,857
MSCI, Inc.		2,400		545,376
Total United States (Cost: $1,003,318)				1,340,233
Total Common Stock (Cost: $45,821,007)				53,332,391
MONEY MARKET INVESTMENTS—0.8%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 2.26%, 2.26%(9)		807,908		807,908
Total Money Market Investments (Cost: $807,908)				807,908
Purchased Options(10) (0.0%) (Cost: $3,486)				1,968
Total Investments (99.4%) (Cost: $94,895,176)				105,205,049
Excess Of Other Assets Over Liabilities (0.6%)				604,682
Total Net Assets (100.0%)			$	105,809,731

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

PURCHASED OPTIONS—OTC

Description	Counterparty	Exercise Price			Expiration Date		Number of Contracts		Notional Amount (000)		Market Value		Premiums Paid by Fund		Unrealized Appreciation
Currency Options
USD Put / JPY Call	BNP Paribas S.A		JPY	108		10/15/19		255	$	255	$	1,968	$	3,486	$	(1,518	)

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(11)
BNP Paribas S.A.	INR		35,609,170		10/01/19	$	515,000	$	514,507	$	(493	)
Citibank N.A.	SAR		565,755		04/06/20		150,188		150,746		558
						$	665,188	$	665,253	$	65
SELL(12)
BNP Paribas S.A.	TWD		15,944,375		10/01/19	$	515,000	$	514,448	$	552
Citibank N.A.	SAR		565,755		04/06/20		150,000		150,745		(745	)
						$	665,000	$	665,193	$	(193	)

Notes to the Schedule of Investments:

BRL	-	Brazilian Real.
EUR	-	Euro Currency.
IDR	-	Indonesian Rupiah.
PEN	-	Peruvian Nuevo Sol.
SAR	-	Saudi Riyal.
TWD	-	Taiwan Dollar.
ADR		American Depositary Receipt. ADRs are receipts typically issued by a U.S. bank or trust company, evidencing ownership of underlying securities issued by a foreign corporation.
OTC		Over the Counter.
PJSC		Private Joint-Stock Company.
(1)		Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At July 31, 2019, the value of these securities amounted to $26,103,372 or 24.7% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(2)		Investments issued under Regulation S of the Securities Act of 1933, as amended, may not be offered, sold, or delivered within the United States except under special exemptions. At July 31, 2019, the value of these securities amounted to $13,215,311 or 12.5% of net assets.
(3)		Variable rate security. Interest rate disclosed is as of the most recent information available. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
(4)		Floating or variable rate security. The interest shown reflects the rate in effect at July 31, 2019.
(5)		Perpetual Maturity.
(6)		Security is currently in default due to bankruptcy or failure to make payment of principal or interest of the issuer. Income is not being accrued.
(7)		For fair value measurement disclosure purposes, security is categorized as Level 3.
(8)		Non-income producing security.
(9)		Rate disclosed is the 7-day net yield as of July 31, 2019.
(10)		See options table for description of purchased options.
(11)		Fund buys foreign currency, sells U.S. Dollar.
(12)		Fund sells foreign currency, buys U.S. Dollar.

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Airlines		0.2	%
Apparel		1.2
Auto Manufacturers		0.9
Banks		8.0
Beverages		0.7
Building Materials		0.7
Chemicals		0.2
Coal		0.2
Commercial Services		2.3
Computers		0.5
Currency Options		0.0	*
Diversified Financial Services		2.1
Electric		3.6
Electronics		1.6
Energy-Alternate Sources		0.6
Engineering & Construction		0.9
Entertainment		0.1
Food		1.3
Foreign Government Bonds		30.6
Forest Products & Paper		0.2
Gas		0.3
Healthcare-Products		0.3
Healthcare-Services		1.4
Insurance		2.4
Internet		7.1
Iron & Steel		1.5
Leisure Time		0.3
Lodging		1.2
Machinery-Constr&Mining		0.3
Metal Fabricate & Hardware		0.4
Mining		2.6
Miscellaneous Manufacturers		0.6
Oil & Gas		7.5
Packaging & Containers		0.2
Pharmaceuticals		0.3
Pipelines		0.3
Real Estate		2.6
Retail		1.6
Semiconductors		6.0
Software		0.5
Telecommunications		4.9
Transportation		0.4
Money Market Investments		0.8
Total		99.4	%

* Amount rounds to less than 0.1%

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

Investments by Country (Unaudited) July 31, 2019

Country	Percentage of Net Assets
Angola		0.7	%
Argentina		2.1
Australia		0.3
Bahrain		1.3
Belarus		0.2
Brazil		9.7
Chile		0.4
China		16.8
Colombia		2.0
Costa Rica		1.1
Dominican Republic		1.2
Ecuador		1.1
Egypt		2.3
El Salvador		0.6
France		0.9
Ghana		0.6
Greece		2.1
Guatemala		0.4
India		2.7
Indonesia		4.5
Iraq		0.2
Ivory Coast		0.4
Kazakhstan		1.5
Kenya		1.6
Lebanon		0.7
Malaysia		0.3
Mexico		1.2
Mongolia		0.2
Nigeria		1.2
Oman		1.1
Pakistan		0.2
Panama		1.1
Paraguay		0.4
Peru		1.0
Philippines		0.3
Qatar		1.7
Russia		5.5
Saudi Arabia		2.1
Senegal		0.3
South Africa		4.6
South Korea		1.6
Sri Lanka		1.7
Taiwan		9.2
Tanzania		0.2
Tunisia		0.3
Turkey		3.4
Ukraine		2.0
United Arab Emirates		0.6
United States		2.0
Uruguay		0.8
Venezuela		0.3
Vietnam		0.5
Zambia		0.2
Total		99.4	%

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Multi-Asset Opportunities Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Airlines	$	—	$	211,580		$	—	$	211,580
Banks		—		2,085,692			—		2,085,692
Building Materials		—		179,600			—		179,600
Commercial Services		—		409,127			—		409,127
Diversified Financial Services		—		408,776			—		408,776
Electric		—		2,194,249			—		2,194,249
Energy-Alternate Sources		—		601,050			—		601,050
Engineering & Construction		—		207,700			—		207,700
Food		—		205,120			—		205,120
Foreign Government Bonds		—		32,058,667			279,410		32,338,077
Forest Products & Paper		—		231,760			—		231,760
Iron & Steel		—		900,971			—		900,971
Metal Fabricate & Hardware		—		209,970			—		209,970
Mining		—		2,143,500			—		2,143,500
Oil & Gas		—		5,219,407			—		5,219,407
Packaging & Containers		—		215,052			—		215,052
Pipelines		—		217,750			—		217,750
Real Estate		—		804,278			—		804,278
Telecommunications		—		1,192,716			—		1,192,716
Transportation		—		434,007			—		434,007
Total Fixed Income Securities		—		50,130,972			279,410		50,410,382
Preferred Stock
Electric		652,400		—			—		652,400
Common Stock
Apparel		—		1,288,003			—		1,288,003
Auto Manufacturers		—		966,728			—		966,728
Banks		2,794,258		3,538,187			—		6,332,445
Beverages		310,898		442,754			—		753,652
Building Materials		—		573,058			—		573,058
Chemicals		—		221,342			—		221,342
Coal		—		263,157			—		263,157
Commercial Services		2,017,028		—			—		2,017,028
Computers		—		526,783			—		526,783
Diversified Financial Services		1,776,748		—			—		1,776,748
Electric		—		922,359			—		922,359
Electronics		—		1,740,325			—		1,740,325
Engineering & Construction		—		709,101			—		709,101
Entertainment		—		148,771			—		148,771
Food		—		1,144,414			—		1,144,414
Gas		—		313,829			—		313,829
Healthcare-Products		—		281,903			—		281,903
Healthcare-Services		375,247		1,069,517			—		1,444,764
Insurance		881,834		1,669,513			—		2,551,347
Internet		4,138,119		3,360,019			—		7,498,138
Iron & Steel		731,488		—			—		731,488
Leisure Time		—		296,258			—		296,258
Lodging		—		1,259,390			—		1,259,390
Machinery-Constr&Mining		—		356,945			—		356,945
Metal Fabricate & Hardware		—		263,813			—		263,813
Mining		346,059		294,276			—		640,335
Miscellaneous Manufacturers		—		675,892			—		675,892
Oil & Gas		2,248,160		450,722			—		2,698,882
Pharmaceuticals		—		286,654			—		286,654
Pipelines		152,978		—			—		152,978
Real Estate		366,395		1,599,745			—		1,966,140
Retail		652,635		988,001			—		1,640,636
Semiconductors		794,857		5,544,997			—		6,339,854
Software		545,376		—			—		545,376
Telecommunications		1,860,258		2,143,597			—		4,003,855
Total Common Stock		19,992,338		33,340,053			—		53,332,391
Money Market Investments		807,908		—			—		807,908
Purchased Options		—		1,968			—		1,968
Total Investments		21,452,646		83,472,993			279,410		105,205,049
Asset Derivatives
Forward Currency Contracts
Foreign Currency Risk		—		1,110			—		1,110
Total	$	21,452,646	$	83,474,103		$	279,410	$	105,206,159
Liability Derivatives
Forward Currency Contracts
Foreign Currency Risk	$	—	$	(1,238	)	$	—	$	(1,238	)
Total	$	—	$	(1,238	)	$	—	$	(1,238	)

See accompanying notes to Schedule of Investments.

TCW Global Real Estate Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—98.8% of Net Assets
Australia—8.2%
Goodman Group		31,815	$	324,303
Mirvac Group		84,573		187,299
Total Australia (Cost: $418,639)				511,602
Canada—3.1% (Cost: $175,372)
Summit Industrial Income REIT		19,357		192,369
China—4.5% (Cost: $216,523)
Link REIT (The)		24,332		283,019
Germany—1.4% (Cost: $66,892)
Deutsche Wohnen SE		2,466		90,450
Japan—9.7%
Ichigo Office REIT Investment		307		292,650
Mitsui Fudosan Co., Ltd.		7,300		165,118
Nippon Prologis REIT, Inc.		63		151,772
Total Japan (Cost: $539,579)				609,540
United Kingdom—2.8% (Cost: $140,025)
Segro PLC		18,743		175,098
United States—69.1%
Alexandria Real Estate Equities, Inc.		1,284		187,926
American Homes 4 Rent		6,616		160,173
American Tower Corp.		1,106		234,052
Americold Realty Trust		8,663		290,470
DR Horton, Inc.		3,716		170,676
Equinix, Inc.		973		488,543
Hilton Grand Vacations, Inc.(1)		4,103		134,168
Hilton Worldwide Holdings, Inc.		994		95,971
Hudson Pacific Properties, Inc.		6,934		244,770
Invitation Homes, Inc.		3,724		102,298
JBG SMITH Properties		3,091		120,951
Kennedy-Wilson Holdings, Inc.		2,939		63,247
LGI Homes, Inc.(1)		1,803		126,733
Marcus & Millichap, Inc.(1)		6,650		220,780
Mid-America Apartment Communities, Inc.		1,119		131,863
NexPoint Residential Trust, Inc.		2,446		105,569
Prologis, Inc.		1,815		146,307
Ready Capital Corp.		12,513		192,325
SBA Communications Corp.(1)		800		196,328
Simon Property Group, Inc.		843		136,735
Sun Communities, Inc.		1,735		230,425
Terreno Realty Corp.		2,431		118,779
Toll Brothers, Inc.		2,508		90,213
Vail Resorts, Inc.		850		209,542
Welltower, Inc.		1,546		128,504
Total United States (Cost: $3,778,342)				4,327,348
Total Common Stock (Cost: $5,335,372)				6,189,426
Total Purchased Options (0.6%) (Cost: $39,734)(2)				39,345
MONEY MARKET INVESTMENTS—1.1%
State Street Institutional U.S. Government Money Market Fund—Premier Class 2.26%(3)		67,708		67,708
Total Money Market Investments (Cost: $67,708)				67,708
Total Investments (100.5%) (Cost: $5,442,814)				6,296,479
Liabilities In Excess Of Other Assets (-0.5%)				(30,609	)
Net Assets (100.0%)			$	6,265,870

See accompanying notes to Schedule of Investments.

TCW Global Real Estate Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

PURCHASED OPTIONS - EXCHANGE TRADED

Description	Exercise Price		Expiration Date		Number of Contracts		Notional Amount (000)		Market Value		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Put
Digital Realty Trust, Inc.		120		10/18/19		6	$	68,616	$	4,830	$	6,906	$	(2,076	)
National Retail Properties, Inc.		55		9/20/19		25		130,600		9,125		7,401		1,724
Preferred Apartment Communities		15		10/18/19		60		86,940		7,800		4,832		2,968
Public Storage		250		9/20/19		4		97,104		4,500		7,484		(2,984	)
Realty, Income Corp.		73		9/20/19		18		124,578		7,290		7,219		71
Tanger Factory Outlet Centers		16		1/17/20		40		63,520		5,800		5,892		(92	)
									$	39,345	$	39,734	$	(389	)

Notes to the Schedule of Investments

(1)	Non-income producing security.
(2)	See options table for description of purchased options.
(3)	Rate disclosed is the 7-day net yield as of July 31, 2019.
REIT	Real Estate Investment Trust.

See accompanying notes to Schedule of Investments.

TCW Global Real Estate Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Diversified REITs		3.0	%
Diversified Real Estate Activities		2.6
Health Care REITs		2.1
Homebuilding		6.2
Hotels, Resorts & Cruise Lines		3.7
Industrial REITs		22.3
Leisure Facilities		3.4
Mortgage REITs		3.1
Office REITs		13.5
Real Estate Operating Companies		2.4
Real Estate Services		3.5
Residential REITs		11.7
Retail REITs		6.7
Specialized REITs		14.6
Purchased Options		0.6
Money Market Investments		1.1
Total		100.5	%

See accompanying notes to Schedule of Investments.

TCW Global Real Estate Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Diversified REITs	$	—	$	187,299	$	—	$	187,299
Diversified Real Estate Activities		—		165,118		—		165,118
Health Care REITs		128,504		—		—		128,504
Homebuilding		387,622		—		—		387,622
Hotels, Resorts & Cruise Lines		230,139		—		—		230,139
Industrial REITs		747,925		651,173		—		1,399,098
Leisure Facilities		209,542		—		—		209,542
Mortgage REITs		192,325		—		—		192,325
Office REITs		846,297		—		—		846,297
Real Estate Operating Companies		63,247		90,450		—		153,697
Real Estate Services		220,780		—		—		220,780
Residential REITs		730,328		—		—		730,328
Retail REITs		136,735		283,019		—		419,754
Specialized REITs		918,923		—		—		918,923
Total Common Stock		4,812,367		1,377,059		—		6,189,426
Purchased Options		39,345		—		—		39,345
Money Market Investments		67,708		—		—		67,708
Total Investments	$	4,919,420	$	1,377,059	$	—	$	6,296,479

See accompanying notes to Schedule of Investments.

TCW International Small Cap Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—92.9% of Net Assets
Argentina—0.3% (Cost: $30,918)
Globant S.A.(1)		300	$	31,800
Australia—9.2%
Altium, Ltd.		6,681		167,453
Appen, Ltd.		4,845		100,996
Champion Iron, Ltd.(1)		23,000		46,240
Charter Hall Group		6,075		47,352
Charter Hall Long Wale REIT		55,244		197,619
IDP Education, Ltd.		4,200		55,329
Lovisa Holdings, Ltd.		6,089		46,496
Megaport, Ltd.(1)		5,800		28,958
Pro Medicus, Ltd.		5,800		122,050
WiseTech Global, Ltd.		4,647		100,709
Total Australia (Cost: $739,197)				913,202
Austria—0.2% (Cost: $23,706)
Vienna Insurance Group AG Wiener Versicherung Gruppe		932		24,074
Belgium—1.4%
Intervest Offices & Warehouses NV		840		24,223
Warehouses De Pauw CVA		683		114,828
Total Belgium (Cost: $120,091)				139,051
Brazil—2.5%
Cia de Locacao das Americas		3,800		50,497
Cia de Saneamento do Parana		1,400		31,850
Cyrela Brazil Realty SA Empreendimentos e Participacoes		8,300		53,825
Direcional Engenharia S.A.		8,700		29,111
IRB Brasil Resseguros S.A.		3,100		78,270
Total Brazil (Cost: $229,331)				243,553
Canada—2.9%
Descartes Systems Group, Inc. (The)(1)		1,300		47,470
FirstService Corp.		300		31,642
Northland Power, Inc.		2,700		51,650
Osisko Gold Royalties, Ltd.		2,200		26,085
Parkland Fuel Corp.		1,500		49,267
Sandstorm Gold, Ltd.(1)		4,200		25,971
Superior Plus Corp.		5,100		51,188
Total Canada (Cost: $269,760)				283,273
China—3.7%
CIFI Holdings Group Co., Ltd.		90,000		57,375
Luckin Coffee, Inc. (ADR)(1)		5,100		123,879
Melco International Development, Ltd.		23,000		55,965
Sichuan Swellfun Co., Ltd.		6,800		45,756
Zhongsheng Group Holdings, Ltd.		28,340		78,770
Total China (Cost: $284,107)				361,745
Denmark—0.7%
Genmab A/S(1)		146		27,198
GN Store Nord A/S		510		24,333
Topdanmark A/S		420		21,653
Total Denmark (Cost: $74,843)				73,184
Egypt—0.7% (Cost: $69,246)
Commercial International Bank Egypt SAE		16,165		71,704
France—1.5%
Trigano S.A.		585		59,032
Worldline S.A.(1)		1,281		92,068
Total France (Cost: $133,011)				151,100
Germany—7.2%
CompuGroup Medical SE		623		48,345
Deutz AG		2,589		17,976
Evotec SE(1)		1,712		48,524
KION Group AG		1,264		67,763
MorphoSys AG(1)		525		63,715
Nemetschek SE		3,234		180,841
Stroeer SE & Co. KGaA		340		26,938
TLG Immobilien AG		3,105		91,786
Varta AG(1)		885		67,497
XING AG		253		97,465
Total Germany (Cost: $658,714)				710,850
Greece—3.3%
Alpha Bank AE(1)		99,750		194,737
Motor Oil Hellas Corinth Refineries S.A.		936		23,344
OPAP S.A.		2,284		25,856
Piraeus Bank S.A.(1)		24,602		84,394
Total Greece (Cost: $257,368)				328,331
Iceland—0.9% (Cost: $69,751)
Ossur HF		13,244		88,012
India—1.2%
Manappuram Finance, Ltd.		34,038		56,202
Muthoot Finance, Ltd.		7,165		63,247
Total India (Cost: $88,809)				119,449
Indonesia—2.4%
Ace Hardware Indonesia Tbk PT		618,800		80,851
Bumi Serpong Damai Tbk PT(1)		233,700		23,458
Semen Indonesia Persero Tbk PT		117,976		107,245
Summarecon Agung Tbk PT		275,033		25,853
Total Indonesia (Cost: $210,714)				237,407
Ireland—0.6% (Cost: $52,037)
UDG Healthcare PLC		6,000		58,491
Israel—0.6%
CyberArk Software, Ltd.(1)		200		27,776
Kornit Digital, Ltd.(1)		900		28,080
Total Israel (Cost: $51,109)				55,856
Italy—6.8%
Banca Farmafactoring SpA		4,209		22,880
BPER Banca		6,292		23,546
Falck Renewables SpA		27,276		126,743
FinecoBank Banca Fineco SpA		12,892		128,991
Hera SpA		24,924		93,519
Moncler SpA		4,500		185,839
Nexi SpA(1)		2,300		24,773
Reply SpA		355		23,888
Technogym SpA		2,020		21,824
Unione di Banche Italiane SpA		8,820		22,775
Total Italy (Cost: $637,534)				674,778
Japan—15.7%
Central Security Patrols Co., Ltd.		900		40,520
Daifuku Co., Ltd.		900		49,321

See accompanying notes to Schedule of Investments.

TCW International Small Cap Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Shares		Value
Japan (Continued)
Digital Arts, Inc.		600	$	60,864
Elecom Co., Ltd.		800		29,024
Fancl Corp.		1,800		45,326
GLP J-REIT		140		156,537
GMO Payment Gateway, Inc.		1,800		130,306
Haseko Corp.		2,400		26,050
Hulic Reit, Inc.		29		51,892
Infomart Corp.		8,100		109,473
Jafco Co., Ltd.		1,400		52,002
Kenedix Retail REIT Corp.		20		47,922
Lasertec Corp.		2,100		100,095
Mani, Inc.		1,500		108,010
Mitsubishi Logisnext Co., Ltd.		4,300		44,053
NET One Systems Co., Ltd.		2,600		68,712
NSD Co., Ltd.		1,700		52,467
Orix JREIT, Inc.		79		153,633
SCSK Corp.		1,300		61,842
Ship Healthcare Holdings, Inc.		2,200		99,056
Towa Pharmaceutical Co., Ltd.		1,000		25,144
Toyo Suisan Kaisha, Ltd.		1,100		44,322
Total Japan (Cost: $1,355,961)				1,556,571
Malaysia—0.5% (Cost: $49,849)
Inari Amertron BHD		123,761		48,945
Netherlands—4.4%
Argenx SE(1)		197		27,836
ASR Nederland NV		1,220		46,108
BE Semiconductor Industries NV		4,745		141,244
Flow Traders		1,829		48,670
IMCD Group NV		1,605		142,218
Wright Medical Group NV(1)		900		25,974
Total Netherlands (Cost: $354,932)				432,050
New Zealand—0.9% (Cost: $67,295)
Genesis Energy, Ltd.		36,980		83,585
Norway—1.7%
SpareBank 1 Nord Norge		6,630		49,186
Tomra Systems ASA		4,138		122,738
Total Norway (Cost: $183,612)				171,924
Philippines—1.9%
International Container Terminal Services, Inc.		36,270		96,221
Wilcon Depot, Inc.		286,700		88,454
Total Philippines (Cost: $172,568)				184,675
South Africa—0.5% (Cost: $48,701)
African Rainbow Minerals, Ltd.		3,810		47,496
Spain—1.8%
CIE Automotive S.A.		3,650		92,825
Talgo S.A.(1)		16,572		89,608
Total Spain (Cost: $205,093)				182,433
Sweden—1.1%
Cellavision AB		690		28,195
Evolution Gaming Group AB		2,625		57,561
Nordic Entertainment Group AB		985		23,821
Total Sweden (Cost: $103,777)				109,577
Switzerland—1.1%
Emmi AG		52		43,464
Helvetia Holding AG		190		24,302
Huber + Suhner AG		305		24,399
Interroll Holding AG		10		20,404
Total Switzerland (Cost: $120,638)				112,569
Taiwan—4.6%
Accton Technology Corp.		51,000		217,100
ASPEED Technology, Inc.		2,000		43,756
Realtek Semiconductor Corp.		6,000		39,848
Silergy Corp.		2,000		40,343
Taiwan Union Technology Corp.		28,000		114,504
Total Taiwan (Cost: $397,796)				455,551
Thailand—0.6%
Carabao Group PCL		12,300		31,076
Com7 PCL		38,200		31,155
Total Thailand (Cost: $59,642)				62,231
Turkey—0.3% (Cost: $24,426)
Kordsa Teknik Tekstil AS		11,090		24,754
United Arab Emirates—0.2% (Cost: $24,227)
Network International Holdings PLC(1)		3,180		23,838
United Kingdom—8.9%
Abcam PLC		5,381		85,810
Bovis Homes Group PLC		2,115		27,202
Britvic PLC		16,148		180,640
Dechra Pharmaceuticals PLC		1,490		53,584
Dialog Semiconductor PLC(1)		1,225		55,151
Genus PLC		1,565		50,584
Greene King PLC		14,898		113,898
Greggs PLC		845		23,059
Quilter PLC		26,430		46,606
Serco Group PLC(1)		31,250		56,401
Softcat PLC		8,130		95,031
Telecom Plus PLC		5,546		90,454
Total United Kingdom (Cost: $858,864)				878,420
United States—2.6%
Americold Realty Trust		800		26,824
Bruker Corp.		1,300		62,205
FibroGen, Inc.(1)		1,800		85,068
Silicon Laboratories, Inc.(1)		500		56,105
Verint Systems, Inc.(1)		500		28,935
Total United States (Cost: $239,823)				259,137
Total Common Stock (Cost: $8,267,450)				9,199,616
PREFERRED STOCK—1.4%
Brazil—1.4%
Banco ABC Brasil S.A., 5.69%		14,180		67,572
Banco do Estado do Rio Grande do Sul S.A., Class B, 8.87%		7,900		49,362
Cia Paranaense de Energia, 2.87%		1,900		24,819
Total Brazil (Cost: $129,685)				141,753
Total Preferred Stock (Cost: $129,685)				141,753

See accompanying notes to Schedule of Investments.

TCW International Small Cap Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Shares		Value
MONEY MARKET INVESTMENTS—2.3%
State Street Institutional U.S. Government Money Market Fund—Premier Class.2.26%(2)		232,383	$	232,383
Total Money Market Investments (Cost: $232,383)				232,383
Total Investments (96.6%) (Cost: $8,629,518)				9,573,752
Excess Of Other Assets Over Liabilities (3.4%)				334,644
Total Net Assets (100.0%)			$	9,908,396

See accompanying notes to Schedule of Investments.

TCW International Small Cap Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Notes to Schedule of Investments:

ADR	American Depositary Receipt. ADRs are receipts typically issued by a U.S. bank or trust company, evidencing ownership of underlying securities issued by a foreign corporation.
(1)	Non-income producing security.
(2)	Rate disclosed is the 7-day net yield as of July 31, 2019.

See accompanying notes to Schedule of Investments.

TCW International Small Cap Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Auto Components		1.2	%
Automobiles		0.5
Banks		6.4
Beverages		2.6
Biotechnology		2.8
Capital Markets		1.5
Commercial Services & Supplies		2.2
Communications Equipment		2.2
Construction Materials		1.1
Consumer Finance		1.2
Diversified Consumer Services		0.5
Diversified Financial Services		0.2
Electric Utilities		1.1
Electrical Equipment		1.0
Electronic Equipment, Instruments & Components		1.7
Equity Real Estate		4.7
Food Products		0.8
Gas Utilities		0.5
Health Care Equipment & Supplies		2.8
Health Care Providers & Services		1.6
Health Care Technology		1.7
Hotels, Restaurants & Leisure		4.0
Household Durables		1.5
Independent Power and Renewable Electricity Producers		1.8
Insurance		1.9
IT Services		7.0
Interactive Media & Services		2.1
Leisure Products		0.8
Life Sciences Tools & Services		1.7
Machinery		3.2
Media		0.5
Metals & Mining		1.6
Multi-Utilities		1.9
Oil, Gas & Consumable Fuels		0.7
Personal Products		0.5
Pharmaceuticals		0.8
Real Estate		1.6
Real Estate Management & Development		2.3
REIT		2.1
Road & Rail		0.5
Semiconductors & Semiconductor Equipment		4.8
Software		6.5
Specialty Retail		3.3
Technology Hardware, Storage & Peripherals		0.3
Textiles, Apparel & Luxury Goods		1.9
Trading Companies & Distributors		1.4
Transportation Infrastructure		1.0
Water Utilities		0.3
Money Market Investments		2.3
Total		96.6	%

See accompanying notes to Schedule of Investments.

TCW International Small Cap Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Auto Components	$	—	$	117,579	$	—	$	117,579
Banks		71,703		503,629		—		575,332
Beverages		—		257,472		—		257,472
Biotechnology		85,068		191,428		—		276,496
Capital Markets		48,670		98,608		—		147,278
Commercial Services & Supplies		56,401		163,259		—		219,660
Communications Equipment		—		217,100		—		217,100
Construction Materials		—		107,245		—		107,245
Consumer Finance		—		119,449		—		119,449
Diversified Consumer Services		—		55,328		—		55,328
Diversified Financial Services		—		22,880		—		22,880
Electric Utilities		—		83,585		—		83,585
Electrical Equipment		67,497		24,399		—		91,896
Electronic Equipment, Instruments & Components		—		163,449		—		163,449
Equity Real Estate		363,494		99,815		—		463,309
Food Products		—		87,786		—		87,786
Gas Utilities		51,188		—		—		51,188
Health Care Equipment & Supplies		54,169		220,355		—		274,524
Health Care Providers & Services		—		157,547		—		157,547
Health Care Technology		—		170,395		—		170,395
Hotels, Restaurants & Leisure		123,879		276,337		—		400,216
Household Durables		82,936		53,252		—		136,188
Independent Power and Renewable Electricity Producers		51,650		126,743		—		178,393
Insurance		102,345		92,064		—		194,409
Interactive Media & Services		97,465		109,473		—		206,938
IT Services		24,773		678,106		—		702,879
Leisure Products		—		80,856		—		80,856
Life Sciences Tools & Services		62,205		112,239		—		174,444
Machinery		48,484		268,721		—		317,205
Media		23,821		26,938		—		50,759
Metals & Mining		98,297		47,496		—		145,793
Multi-Utilities		183,972		—		—		183,972
Oil, Gas & Consumable Fuels		72,611		—		—		72,611
Personal Products		—		45,326		—		45,326
Pharmaceuticals		—		78,728		—		78,728
Real Estate Management & Development		123,428		106,686		—		230,114
Real Estate		—		153,633		—		153,633
REIT		156,537		47,352		—		203,889
Road & Rail		50,497		—		—		50,497
Semiconductors & Semiconductor Equipment		56,105		420,437		—		476,542
Software		135,981		509,866		—		645,847
Specialty Retail		88,454		237,273		—		325,727
Technology Hardware, Storage & Peripherals		—		29,024		—		29,024
Textiles, Apparel & Luxury Goods		—		185,839		—		185,839
Trading Companies & Distributors		—		142,218		—		142,218
Transportation Infrastructure		96,221		—		—		96,221
Water Utilities		31,850		—		—		31,850
Total Common Stock		2,509,701		6,689,915		—		9,199,616
Preferred Stock
Automobiles		49,362		—		—		49,362
Banks		67,572		—		—		67,572
Electric Utilities		24,819		—		—		24,819
Total Preferred Stock		141,753		—		—		141,753
Money Market Investments		232,383		—		—		232,383
Total Investments	$	2,883,837	$	6,689,915	$	—	$	9,573,752

See accompanying notes to Schedule of Investments.

TCW New America Premier Equities Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—90.4% of Net Assets
Aerospace & Defense—5.7%
HEICO Corp.		20,774	$	2,840,845
TransDigm Group, Inc.(1)		7,641		3,709,247
				6,550,092
Alternative Carriers—3.1%
Zayo Group Holdings, Inc.(1)		104,102		3,511,360
Application Software—17.7%
Constellation Software, Inc.		13,996		13,383,572
Fair Isaac Corp.(1)		3,120		1,083,950
Medallia, Inc.(1)		1,000		39,850
SAP SE (Germany)		22,318		2,745,784
Trade Desk, Inc. (The)(1)		10,943		2,881,401
				20,134,557
Communications Equipment—3.5%
Motorola Solutions, Inc.		23,848		3,957,814
Data Processing & Outsourced Services—7.2%
EVO Payments, Inc.(1)		9,192		286,055
Fiserv, Inc.(1)		24,420		2,574,600
Mastercard, Inc.		6,018		1,638,521
Visa, Inc.		20,871		3,715,038
				8,214,214
Environmental & Facilities Services—4.2%
Waste Connections, Inc. (Canada)		53,083		4,815,690
Financial Exchanges & Data—0.9%
S&P Global, Inc.		4,445		1,088,803
Food Retail—2.3%
Alimentation Couche-Tard, Inc.—Class B (Canada)		43,177		2,660,031
Health Care Equipment—7.9%
Baxter International, Inc.		55,685		4,675,869
Danaher Corp.		31,170		4,379,385
				9,055,254
Household Products—3.1%
Church & Dwight Co., Inc.		46,747		3,526,594
Industrial Conglomerates—3.9%
Honeywell International, Inc.		9,145		1,577,147
Roper Technologies, Inc.		7,853		2,855,743
				4,432,890
Industrial Gases—4.2%
Air Products & Chemicals, Inc.		12,305		2,808,862
Linde PLC (Ireland)		10,446		1,998,111
				4,806,973
Industrial Machinery—3.2%
IDEX Corp.		21,616		3,636,244
Internet & Direct Marketing Retail—1.3%
Chewy, Inc.(1)		44,974		1,509,327
Life Sciences Tools & Services—3.3%
Agilent Technologies, Inc.		15,938		1,106,257
Thermo Fisher Scientific, Inc.		9,431		2,618,800
				3,725,057
Multi-Sector Holdings—0.5%
GS Acquisition Holdings Corp.(1)		49,747		524,831
Packaged Foods & Meats—0.2%
Beyond Meat, Inc.(1)		1,000		196,510
Research & Consulting Services—9.9%
IHS Markit, Ltd.(1)		113,315		7,299,752
TransUnion		47,758		3,953,885
				11,253,637
Semiconductors—2.6%
Cypress Semiconductor Corp.		128,100		2,942,457
Systems Software—5.7%
Microsoft Corp.		47,316		6,447,751
Total Common Stock (Cost: $83,636,164)				102,990,086
CONVERTIBLE PREFERRED STOCK—1.0%
Health Care Equipment—1.0%
Danaher Corp.	$	977		1,108,797
Total Convertible Preferred Stock (Cost: $992,895)				1,108,797
EXCHANGE-TRADED FUNDS—4.2%
SPDR S&P 500 ETF Trust		16,107		4,790,705
Total Exchange-traded Funds (Cost: $4,582,440)				4,790,705
MONEY MARKET INVESTMENTS—4.3%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 2.26%(2)		4,918,891		4,918,891
Total Money Market Investments (Cost: $4,918,891)				4,918,891
Total Investments (99.9%) (Cost: $94,130,390)				113,808,479
Excess Of Other Assets Over Liabilities (0.1%)				77,865
Net Assets (100.0%)			$	113,886,344

Notes to the Schedule of Investments

ETF	Exchange Traded Fund.
(1)	Non-income producing security.
(2)	Rate disclosed is the 7-day net yield as of July 31, 2019.

See accompanying notes to Schedule of Investments.

TCW New America Premier Equities Fund

Investments by Sector (Unaudited) July 31, 2 019

Sector	Percentage of Net Assets
Aerospace & Defense		5.7	%
Alternative Carriers		3.1
Application Software		17.7
Communications Equipment		3.5
Data Processing & Outsourced Services		7.2
Environmental & Facilities Services		4.2
Exchange Traded Funds		4.2
Financial Exchanges & Data		0.9
Food Retail		2.3
Health Care Equipment		8.9
Household Products		3.1
Industrial Conglomerates		3.9
Industrial Gases		4.2
Industrial Machinery		3.2
Internet & Direct Marketing Retail		1.3
Life Sciences Tools & Services		3.3
Multi-Sector Holdings		0.5
Packaged Foods & Meats		0.2
Research & Consulting Services		9.9
Semiconductors		2.6
Systems Software		5.7
Money Market Investments		4.3
Total		99.9	%

See accompanying notes to Schedule of Investments.

TCW New America Premier Equities Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Aerospace & Defense	$	6,550,092	$	—	$	—	$	6,550,092
Alternative Carriers		3,511,360		—		—		3,511,360
Application Software		20,134,557		—		—		20,134,557
Communications Equipment		3,957,814		—		—		3,957,814
Data Processing & Outsourced Services		8,214,214		—		—		8,214,214
Environmental & Facilities Services		4,815,690		—		—		4,815,690
Financial Exchanges & Data		1,088,803		—		—		1,088,803
Food Retail		2,660,031		—		—		2,660,031
Health Care Equipment		9,055,254		—		—		9,055,254
Household Products		3,526,594		—		—		3,526,594
Industrial Conglomerates		4,432,890		—		—		4,432,890
Industrial Gases		4,806,973		—		—		4,806,973
Industrial Machinery		3,636,244		—		—		3,636,244
Internet & Direct Marketing Retail		1,509,327		—		—		1,509,327
Life Sciences Tools & Services		3,725,057		—		—		3,725,057
Multi-Sector Holdings		524,831		—		—		524,831
Packaged Foods & Meats		196,510		—		—		196,510
Research & Consulting Services		11,253,637		—		—		11,253,637
Semiconductors		2,942,457		—		—		2,942,457
Systems Software		6,447,751		—		—		6,447,751
Total Common Stock		102,990,086		—		—		102,990,086
Convertible Preferred Stock				—		—
Health Care Equipment		1,108,797						1,108,797
Exchange-Traded Funds		4,790,705		—		—		4,790,705
Money Market Investments		4,918,891		—		—		4,918,891
Total Investments	$	113,808,479	$	—	$	—	$	113,808,479

See accompanying notes to Schedule of Investments.

TCW Relative Value Dividend Appreciation Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—99.6% of Net Assets
Aerospace & Defense—1.9%
Textron, Inc.		123,827	$	6,104,671
Air Freight & Logistics—2.5%
United Parcel Service, Inc.—Class B		67,200		8,028,384
Auto Components—3.3%
Johnson Controls International PLC (Ireland)		247,489		10,503,433
Banks—11.1%
Citigroup, Inc.		165,504		11,777,265
JPMorgan Chase & Co.		121,986		14,150,376
PacWest Bancorp		91,800		3,546,234
Zions Bancorp		140,770		6,344,504
				35,818,379
Beverages—2.7%
PepsiCo, Inc.		68,373		8,738,753
Biotechnology—3.5%
Gilead Sciences, Inc.		170,665		11,181,971
Capital Markets—4.8%
Ameriprise Financial, Inc.		18,152		2,641,298
Intercontinental Exchange, Inc.		144,870		12,728,278
				15,369,576
Chemicals—2.1%
Corteva, Inc.(1)		99,512		2,935,604
DuPont de Nemours, Inc.		53,370		3,851,179
				6,786,783
Communications Equipment—3.4%
Cisco Systems, Inc.		196,087		10,863,220
Diversified Telecommunication Services—3.3%
AT&T, Inc.		314,432		10,706,410
Electrical Equipment—1.6%
nVent Electric PLC		211,882		5,252,555
Electronic Equipment, Instruments & Components—2.6%
Corning, Inc.		267,184		8,215,908
Energy Equipment & Services—4.6%
Baker Hughes, a GE Co.		292,685		7,431,272
Schlumberger, Ltd.		181,656		7,260,790
				14,692,062
Equity Real Estate—0.9%
Cousins Properties, Inc.		86,675		3,049,226
Health Care Equipment & Supplies—1.9%
Medtronic PLC (Ireland)		60,128		6,129,448
Health Care Providers & Services—1.2%
McKesson Corp.		28,315		3,934,369
Household Durables—2.0%
Lennar Corp.		135,282		6,435,365
Lennar Corp.—Class B		3,511		133,418
				6,568,783
Household Products—2.2%
Procter & Gamble Co. (The)		59,173		6,984,781
Independent Power and Renewable Electricity Producers—3.0%
AES Corp. (The)		573,065		9,621,761
Industrial Conglomerates—3.7%
General Electric Co.		520,755		5,441,890
Koninklijke Philips Electronics NV (NYRS) (Netherlands)		139,267		6,516,303
				11,958,193
Insurance—4.7%
American International Group, Inc.		72,300		4,048,077
MetLife, Inc.		226,178		11,177,717
				15,225,794
IT Services—2.5%
International Business Machines Corp.		54,991		8,151,866
Media—2.7%
Comcast Corp.		200,894		8,672,594
Metals & Mining—1.5%
Freeport-McMoRan, Inc.		438,600		4,850,916
Multi-Utilities—1.0%
Sempra Energy		24,523		3,321,150
Multiline Retail—1.2%
Target Corp.		43,800		3,784,320
Oil, Gas & Consumable Fuels—8.7%
Chevron Corp.		123,025		15,145,608
Marathon Petroleum Corp.		57,445		3,239,323
Royal Dutch Shell PLC (SP ADR) (United Kingdom)		155,820		9,799,520
				28,184,451
Pharmaceuticals—4.7%
Merck & Co., Inc.		71,662		5,947,229
Novartis AG (SP ADR) (Switzerland)		99,200		9,084,736
				15,031,965
Real Estate Management & Development—0.6%
Jones Lang LaSalle, Inc.		13,541		1,972,788
Semiconductors & Semiconductor Equipment—7.2%
Cypress Semiconductor Corp.		590,914		13,573,295
Maxim Integrated Products, Inc.		165,548		9,798,786
				23,372,081
Technology Hardware, Storage & Peripherals—0.9%
Seagate Technology PLC (Ireland)		64,238		2,974,862
Textiles, Apparel & Luxury Goods—1.6%
Tapestry, Inc.		171,021		5,289,679
Total Common Stock (Cost: $248,577,427)				321,341,132
MONEY MARKET INVESTMENTS—0.2%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 2.26%(2)		791,639		791,639
Total Money Market Investments (Cost: $791,639)				791,639
Total Investments (99.8%) (Cost: $249,369,066)				322,132,771
Excess Of Other Assets Over Liabilities (0.2%)				516,877
Net Assets (100.0%)			$	322,649,648

Notes to the Schedule of Investments

NYRS New York Registry Shares.

See accompanying notes to Schedule of Investments.

TCW Relative Value Dividend Appreciation Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

SP ADR	Sponsored American Depositary Receipt. ADRs are receipts, typically issued by a U.S. bank or trust company, evidencing ownership of underlying securities issued by a foreign corporation. Sponsored ADRs are ADRs issued with the cooperation of the foreign corporation.
(1)	Non-income producing security.
(2)	Rate disclosed is the 7-day net yield as of July 31, 2019.

See accompanying notes to Schedule of Investments.

TCW Relative Value Dividend Appreciation Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Aerospace & Defense		1.9	%
Air Freight & Logistics		2.5
Auto Components		3.3
Banks		11.1
Beverages		2.7
Biotechnology		3.5
Capital Markets		4.8
Chemicals		2.1
Communications Equipment		3.4
Diversified Telecommunication Services		3.3
Electrical Equipment		1.6
Electronic Equipment, Instruments & Components		2.6
Energy Equipment & Services		4.6
Equity Real Estate		0.9
Health Care Equipment & Supplies		1.9
Health Care Providers & Services		1.2
Household Durables		2.0
Household Products		2.2
Independent Power and Renewable Electricity Producers		3.0
Industrial Conglomerates		3.7
Insurance		4.7
IT Services		2.5
Media		2.7
Metals & Mining		1.5
Multi-Utilities		1.0
Multiline Retail		1.2
Oil, Gas & Consumable Fuels		8.7
Pharmaceuticals		4.7
Real Estate Management & Development		0.6
Semiconductors & Semiconductor Equipment		7.2
Technology Hardware, Storage & Peripherals		0.9
Textiles, Apparel & Luxury Goods		1.6
Money Market Investments		0.2
Total		99.8	%

See accompanying notes to Schedule of Investments.

TCW Relative Value Dividend Appreciation Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Aerospace & Defense	$	6,104,671	$	—	$	—	$	6,104,671
Air Freight & Logistics		8,028,384		—		—		8,028,384
Auto Components		10,503,433		—		—		10,503,433
Banks		35,818,379		—		—		35,818,379
Beverages		8,738,753		—		—		8,738,753
Biotechnology		11,181,971		—		—		11,181,971
Capital Markets		15,369,576		—		—		15,369,576
Chemicals		6,786,783		—		—		6,786,783
Communications Equipment		10,863,220		—		—		10,863,220
Diversified Telecommunication Services		10,706,410		—		—		10,706,410
Electrical Equipment		5,252,555		—		—		5,252,555
Electronic Equipment, Instruments & Components		8,215,908		—		—		8,215,908
Energy Equipment & Services		14,692,062		—		—		14,692,062
Equity Real Estate		3,049,226		—		—		3,049,226
Health Care Equipment & Supplies		6,129,448		—		—		6,129,448
Health Care Providers & Services		3,934,369		—		—		3,934,369
Household Durables		6,568,783		—		—		6,568,783
Household Products		6,984,781		—		—		6,984,781
Independent Power and Renewable Electricity Producers		9,621,761		—		—		9,621,761
Industrial Conglomerates		11,958,193		—		—		11,958,193
Insurance		15,225,794		—		—		15,225,794
IT Services		8,151,866		—		—		8,151,866
Media		8,672,594		—		—		8,672,594
Metals & Mining		4,850,916		—		—		4,850,916
Multi-Utilities		3,321,150		—		—		3,321,150
Multiline Retail		3,784,320		—		—		3,784,320
Oil, Gas & Consumable Fuels		28,184,451		—		—		28,184,451
Pharmaceuticals		15,031,965		—		—		15,031,965
Real Estate Management & Development		1,972,788		—		—		1,972,788
Semiconductors & Semiconductor Equipment		23,372,081		—		—		23,372,081
Technology Hardware, Storage & Peripherals		2,974,862		—		—		2,974,862
Textiles, Apparel & Luxury Goods		5,289,679		—		—		5,289,679
Total Common Stock		321,341,132		—		—		321,341,132
Money Market Investments		791,639		—		—		791,639
Total Investments	$	322,132,771	$	—	$	—	$	322,132,771

See accompanying notes to Schedule of Investments.

TCW Relative Value Large Cap Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—99.4% of Net Assets
Aerospace & Defense—3.1%
Textron, Inc.		94,056	$	4,636,961
Air Freight & Logistics—2.3%
United Parcel Service, Inc.—Class B		29,340		3,505,250
Auto Components—4.4%
Dana, Inc.		134,102		2,240,844
Johnson Controls International PLC (Ireland)		103,868		4,408,158
				6,649,002
Banks—10.0%
Citigroup, Inc.		76,900		5,472,204
JPMorgan Chase & Co.		58,058		6,734,728
Zions Bancorp		64,200		2,893,494
				15,100,426
Beverages—2.2%
PepsiCo, Inc.		25,400		3,246,374
Biotechnology—2.6%
Gilead Sciences, Inc.		60,429		3,959,308
Capital Markets—5.0%
Ameriprise Financial, Inc.		11,179		1,626,656
Intercontinental Exchange, Inc.		67,505		5,930,990
				7,557,646
Chemicals—2.5%
Corteva, Inc.(1)		71,974		2,123,233
DuPont de Nemours, Inc.		23,395		1,688,183
				3,811,416
Communications Equipment—3.7%
Cisco Systems, Inc.		100,062		5,543,435
Diversified Telecommunication Services—2.8%
AT&T, Inc.		122,797		4,181,238
Electrical Equipment—1.3%
nVent Electric PLC		81,167		2,012,130
Electronic Equipment, Instruments & Components—3.2%
Corning, Inc.		142,726		4,388,825
Flex Ltd. (Singapore)(1)		34,400		383,560
				4,772,385
Energy Equipment & Services—4.0%
Baker Hughes, a GE Co.		145,710		3,699,577
TechnipFMC PLC (United Kingdom)		86,000		2,368,440
				6,068,017
Equity Real Estate—0.9%
Cousins Properties, Inc.		37,300		1,312,214
Food Products—1.3%
Conagra Brands, Inc.		66,420		1,917,545
Health Care Equipment & Supplies—2.2%
Medtronic PLC (Ireland)		29,254		2,982,153
Zimmer Biomet Holdings, Inc.		2,900		391,877
				3,374,030
Health Care Providers & Services—5.0%
Centene Corp.(1)		37,778		1,967,856
McKesson Corp.		15,993		2,222,227
Molina Healthcare, Inc.(1)		25,536		3,390,670
				7,580,753
Household Durables—2.4%
Lennar Corp.		72,363		3,442,308
Lennar Corp.—Class B		5,357		203,566
				3,645,874
Household Products—1.9%
Procter & Gamble Co. (The)		23,886		2,819,503
Independent Power and Renewable Electricity Producers—2.5%
AES Corp. (The)		226,800		3,807,972
Industrial Conglomerates—1.7%
General Electric Co.		247,836		2,589,886
Insurance—5.5%
American International Group, Inc.		49,200		2,754,708
Hartford Financial Services Group, Inc.		36,984		2,131,388
MetLife, Inc.		68,800		3,400,096
				8,286,192
IT Services—2.3%
International Business Machines Corp.		23,733		3,518,180
Machinery—1.0%
Terex Corp.		48,230		1,468,604
Media—5.8%
Comcast Corp.		129,610		5,595,264
Discovery, Inc.(1)		104,800		3,176,488
				8,771,752
Metals & Mining—2.4%
Freeport-McMoRan, Inc.		325,959		3,605,107
Multi-Utilities—1.0%
Sempra Energy		11,473		1,553,788
Multiline Retail—0.9%
Target Corp.		15,000		1,296,000
Oil, Gas & Consumable Fuels—5.2%
Chevron Corp.		40,700		5,010,577
Marathon Petroleum Corp.		50,244		2,833,259
				7,843,836
Pharmaceuticals—2.9%
Allergan PLC (Ireland)		8,542		1,370,991
Merck & Co., Inc.		36,980		3,068,970
				4,439,961
Real Estate Management & Development—2.0%
Jones Lang LaSalle, Inc.		20,344		2,963,917
Semiconductors & Semiconductor Equipment—4.1%
Cypress Semiconductor Corp.		266,900		6,130,693
Textiles, Apparel & Luxury Goods—1.3%
Tapestry, Inc.		62,510		1,933,434
Total Common Stock (Cost: $99,699,019)				149,902,829
MONEY MARKET INVESTMENTS—0.4%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 2.26%(2)		632,672		632,672
Total Money Market Investments (Cost: $632,672)				632,672
Total Investments (99.8%) (Cost: $100,331,691)				150,535,501
Excess Of Other Assets Over Liabilities (0.2%)				231,784
Net Assets (100.0%)			$	150,767,285

Notes to the Schedule of Investments

(1)	Non-income producing security.
(2)	Rate disclosed is the 7-day net yield as of July 31, 2019.

See accompanying notes to Schedule of Investments.

TCW Relative Value Large Cap Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Aerospace & Defense		3.1	%
Air Freight & Logistics		2.3
Auto Components		4.4
Banks		10.0
Beverages		2.2
Biotechnology		2.6
Capital Markets		5.0
Chemicals		2.5
Communications Equipment		3.7
Diversified Telecommunication Services		2.8
Electrical Equipment		1.3
Electronic Equipment, Instruments & Components		3.2
Energy Equipment & Services		4.0
Equity Real Estate		0.9
Food Products		1.3
Health Care Equipment & Supplies		2.2
Health Care Providers & Services		5.0
Household Durables		2.4
Household Products		1.9
Independent Power and Renewable Electricity Producers		2.5
Industrial Conglomerates		1.7
Insurance		5.5
IT Services		2.3
Machinery		1.0
Media		5.8
Metals & Mining		2.4
Multi-Utilities		1.0
Multiline Retail		0.9
Oil, Gas & Consumable Fuels		5.2
Pharmaceuticals		2.9
Real Estate Management & Development		2.0
Semiconductors & Semiconductor Equipment		4.1
Textiles, Apparel & Luxury Goods		1.3
Money Market Investments		0.4
Total		99.8	%

See accompanying notes to Schedule of Investments.

TCW Relative Value Large Cap Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Aerospace & Defense	$	4,636,961	$	—	$	—	$	4,636,961
Air Freight & Logistics		3,505,250		—		—		3,505,250
Auto Components		6,649,002		—		—		6,649,002
Banks		15,100,426		—		—		15,100,426
Beverages		3,246,374		—		—		3,246,374
Biotechnology		3,959,308		—		—		3,959,308
Capital Markets		7,557,646		—		—		7,557,646
Chemicals		3,811,416		—		—		3,811,416
Communications Equipment		5,543,435		—		—		5,543,435
Diversified Telecommunication Services		4,181,238		—		—		4,181,238
Electrical Equipment		2,012,130		—		—		2,012,130
Electronic Equipment, Instruments & Components		4,772,385		—		—		4,772,385
Energy Equipment & Services		6,068,017		—		—		6,068,017
Equity Real Estate		1,312,214		—		—		1,312,214
Food Products		1,917,545		—		—		1,917,545
Health Care Equipment & Supplies		3,374,030		—		—		3,374,030
Health Care Providers & Services		7,580,753		—		—		7,580,753
Household Durables		3,645,874		—		—		3,645,874
Household Products		2,819,503		—		—		2,819,503
Independent Power and Renewable Electricity Producers		3,807,972		—		—		3,807,972
Industrial Conglomerates		2,589,886		—		—		2,589,886
Insurance		8,286,192		—		—		8,286,192
IT Services		3,518,180		—		—		3,518,180
Machinery		1,468,604		—		—		1,468,604
Media		8,771,752		—		—		8,771,752
Metals & Mining		3,605,107		—		—		3,605,107
Multi-Utilities		1,553,788		—		—		1,553,788
Multiline Retail		1,296,000		—		—		1,296,000
Oil, Gas & Consumable Fuels		7,843,836		—		—		7,843,836
Pharmaceuticals		4,439,961		—		—		4,439,961
Real Estate Management & Development		2,963,917		—		—		2,963,917
Semiconductors & Semiconductor Equipment		6,130,693		—		—		6,130,693
Textiles, Apparel & Luxury Goods		1,933,434		—		—		1,933,434
Total Common Stock		149,902,829		—		—		149,902,829
Money Market Investments		632,672		—		—		632,672
Total Investments	$	150,535,501	$	—	$	—	$	150,535,501

See accompanying notes to Schedule of Investments.

TCW Relative Value Mid Cap Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—100.1% of Net Assets
Aerospace & Defense—2.5%
Textron, Inc.		40,976	$	2,020,117
Auto Components—1.2%
Dana, Inc.		59,647		996,701
Banks—14.5%
Comerica, Inc.		12,566		919,831
KeyCorp		133,242		2,447,656
PacWest Bancorp		24,000		927,120
Popular, Inc.		58,465		3,365,245
Synovus Financial Corp.		50,129		1,913,424
Umpqua Holdings Corp.		70,222		1,226,076
Zions Bancorp		24,910		1,122,694
				11,922,046
Capital Markets—3.7%
E*TRADE Financial Corp.(1)		28,800		1,405,152
Evercore Partners, Inc.		18,895		1,631,961
				3,037,113
Chemicals—0.7%
Corteva, Inc.		20,700		610,650
Construction & Engineering—3.6%
Arcosa, Inc.		25,400		952,500
Jacobs Engineering Group, Inc.		24,533		2,024,218
				2,976,718
Consumer Finance—1.5%
Santander Consumer USA Holdings, Inc.		47,400		1,275,534
Electronic Equipment, Instruments & Components—1.8%
Flex Ltd.(1)		132,300		1,475,145
Energy Equipment & Services—4.2%
Newpark Resources, Inc.(1)		302,372		2,307,098
TechnipFMC PLC (United Kingdom)		42,500		1,170,450
				3,477,548
Entertainment—1.9%
Viacom, Inc.—Class B		51,300		1,556,955
Food Products—3.4%
Conagra Brands, Inc.		43,922		1,268,028
Hain Celestial Group, Inc. (The)(1)		43,100		938,287
TreeHouse Foods, Inc.(1)		10,000		593,400
				2,799,715
Health Care Equipment & Supplies—1.9%
Zimmer Biomet Holdings, Inc.		11,329		1,530,888
Health Care Providers & Services—6.7%
Acadia Healthcare Co., Inc.(1)		38,400		1,226,496
Centene Corp.(1)		29,192		1,520,612
Magellan Health, Inc.(1)		8,900		626,026
Molina Healthcare, Inc.(1)		16,458		2,185,293
				5,558,427
Household Durables—8.4%
Beazer Homes USA, Inc.(1)		67,279		788,510
DR Horton, Inc.		20,900		959,937
KB Home		67,660		1,777,428
Lennar Corp.		33,100		1,574,567
Lennar Corp.—Class B		734		27,892
Toll Brothers, Inc.		51,068		1,836,916
				6,965,250
Independent Power and Renewable Electricity Producers—3.0%
AES Corp. (The)		145,200		2,437,908
Insurance—2.4%
Assured Guaranty, Ltd.		45,802		2,001,089
Machinery—8.4%
Dover Corp.		15,294		1,481,224
Manitowoc Co., Inc. (The)(1)		125,900		2,259,905
SPX FLOW, Inc.(1)		27,105		1,099,379
Terex Corp.		23,698		721,604
Trinity Industries, Inc.		35,388		693,605
Wabtec Corp.		9,026		701,139
				6,956,856
Marine—3.5%
Kirby Corp.(1)		29,900		2,342,964
Matson, Inc.		13,200		540,012
				2,882,976
Media—1.9%
Discovery, Inc.(1)		51,900		1,573,089
Metals & Mining—3.0%
Freeport-McMoRan, Inc.		164,304		1,817,202
Worthington Industries, Inc.		16,840		677,305
				2,494,507
Multi-Utilities—1.0%
Sempra Energy		6,228		843,458
Multiline Retail—0.6%
Nordstrom, Inc.		15,000		496,650
Oil, Gas & Consumable Fuels—1.8%
Marathon Petroleum Corp.		26,148		1,474,486
Real Estate Management & Development—3.0%
Jones Lang LaSalle, Inc.		16,978		2,473,525
REIT—3.1%
Cousins Properties, Inc.		32,225		1,133,676
Mid-America Apartment Communities, Inc.		11,800		1,390,512
				2,524,188
Road & Rail—1.4%
Genesee & Wyoming, Inc.(1)		10,200		1,120,062
Semiconductors & Semiconductor Equipment—7.3%
Cypress Semiconductor Corp.		143,000		3,284,710
Maxim Integrated Products, Inc.		46,246		2,737,301
				6,022,011
Software—1.3%
Nuance Communications, Inc.(1)		66,216		1,101,834
Technology Hardware, Storage & Peripherals—0.6%
Western Digital Corp.		9,880		532,433
Textiles, Apparel & Luxury Goods—1.8%
Tapestry, Inc.		46,687		1,444,029
Total Common Stock (Cost: $60,627,070)				82,581,908
MONEY MARKET INVESTMENTS—0.9%
State Street Institutional U.S. Government Money Market Fund—Premier Class 2.26%(2)		754,909		754,909
Total Money Market Investments (Cost: $754,909)				754,909
Total Investments (101.0%) (Cost: $61,381,979)				83,336,817
Liabilities In Excess Of Other Assets (-1.0%)				(836,695	)
Net Assets (100.0%)			$	82,500,122

Notes to the Schedule of Investments

(1)	Non-income producing security.
(2)	Rate disclosed is the 7-day net yield as of July 31, 2019.

See accompanying notes to Schedule of Investments.

TCW Relative Value Mid Cap Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Aerospace & Defense		2.5	%
Auto Components		1.2
Banks		14.5
Capital Markets		3.7
Chemicals		0.7
Construction & Engineering		3.6
Consumer Finance		1.5
Electronic Equipment, Instruments & Components		1.8
Energy Equipment & Services		4.2
Entertainment		1.9
Food Products		3.4
Health Care Equipment & Supplies		1.9
Health Care Providers & Services		6.7
Household Durables		8.4
Independent Power and Renewable Electricity Producers		3.0
Insurance		2.4
Machinery		8.4
Marine		3.5
Media		1.9
Metals & Mining		3.0
Multi-Utilities		1.0
Multiline Retail		0.6
Oil, Gas & Consumable Fuels		1.8
Real Estate Management & Development		3.0
REIT		3.1
Road & Rail		1.4
Semiconductors & Semiconductor Equipment		7.3
Software		1.3
Technology Hardware, Storage & Peripherals		0.6
Textiles, Apparel & Luxury Goods		1.8
Money Market Investments		0.9
Total		101.0	%

See accompanying notes to Schedule of Investments.

TCW Relative Value Mid Cap Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Aerospace & Defense	$	2,020,117	$	—	$	—	$	2,020,117
Auto Components		996,701		—		—		996,701
Banks		11,922,046		—		—		11,922,046
Capital Markets		3,037,113		—		—		3,037,113
Chemicals		610,650		—		—		610,650
Construction & Engineering		2,976,718		—		—		2,976,718
Consumer Finance		1,275,534		—		—		1,275,534
Electronic Equipment, Instruments & Components		1,475,145		—		—		1,475,145
Energy Equipment & Services		3,477,548		—		—		3,477,548
Entertainment		1,556,955		—		—		1,556,955
Food Products		2,799,715		—		—		2,799,715
Health Care Equipment & Supplies		1,530,888		—		—		1,530,888
Health Care Providers & Services		5,558,427		—		—		5,558,427
Household Durables		6,965,250		—		—		6,965,250
Independent Power and Renewable Electricity Producers		2,437,908		—		—		2,437,908
Insurance		2,001,089		—		—		2,001,089
Machinery		6,956,856		—		—		6,956,856
Marine		2,882,976		—		—		2,882,976
Media		1,573,089		—		—		1,573,089
Metals & Mining		2,494,507		—		—		2,494,507
Multi-Utilities		843,458		—		—		843,458
Multiline Retail		496,650		—		—		496,650
Oil, Gas & Consumable Fuels		1,474,486		—		—		1,474,486
Real Estate Management & Development		2,473,525		—		—		2,473,525
REIT		2,524,188		—		—		2,524,188
Road & Rail		1,120,062		—		—		1,120,062
Semiconductors & Semiconductor Equipment		6,022,011		—		—		6,022,011
Software		1,101,834		—		—		1,101,834
Technology Hardware, Storage & Peripherals		532,433		—		—		532,433
Textiles, Apparel & Luxury Goods		1,444,029		—		—		1,444,029
Total Common Stock		82,581,908		—		—		82,581,908
Money Market Investments		754,909		—		—		754,909
Total Investments	$	83,336,817	$	—	$	—	$	83,336,817

See accompanying notes to Schedule of Investments.

TCW Select Equities Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Shares		Value
COMMON STOCK—98.4% of Net Assets
Beverages—2.4%
Monster Beverage Corp.(1)		351,111	$	22,636,127
Biotechnology—2.7%
Alexion Pharmaceuticals, Inc.(1)		109,772		12,436,070
BioMarin Pharmaceutical, Inc.(1)		167,513		13,287,131
				25,723,201
Capital Markets—4.1%
Charles Schwab Corp. (The)		448,670		19,391,517
S&P Global, Inc.		76,801		18,812,405
				38,203,922
Commercial Services & Supplies—2.2%
Waste Connections, Inc. (Canada)		225,645		20,470,514
Equity Real Estate—2.9%
Equinix, Inc.		53,655		26,940,176
Food & Staples Retailing—2.7%
Costco Wholesale Corp.		93,829		25,862,087
Health Care Equipment & Supplies—1.9%
Align Technology, Inc.(1)		83,591		17,477,206
Insurance—2.7%
Chubb, Ltd. (Switzerland)		169,290		25,874,284
Interactive Media & Services—10.8%
Alphabet, Inc.—Class C(1)		43,675		53,138,499
Facebook, Inc.(1)		252,377		49,019,185
				102,157,684
Internet & Direct Marketing Retail—6.5%
Amazon.com, Inc.(1)		32,600		60,857,028
IT Services—14.6%
Mastercard, Inc.		122,448		33,338,917
PayPal Holdings, Inc.(1)		339,551		37,486,430
Visa, Inc.		376,904		67,088,912
				137,914,259
Life Sciences Tools & Services—2.1%
Illumina, Inc.(1)		67,425		20,185,697
Machinery—2.0%
Xylem, Inc.		235,000		18,868,150
Oil, Gas & Consumable Fuels—0.8%
Concho Resources, Inc.(1)		75,440		7,368,979
Pharmaceuticals—3.0%
Zoetis, Inc.		245,500		28,205,495
Professional Services—5.3%
IHS Markit, Ltd.(1)		316,300		20,376,046
TransUnion		353,499		29,266,182
				49,642,228
REIT—5.4%
American Tower Corp.		238,472		50,465,445
Semiconductors & Semiconductor Equipment—3.0%
ASML Holding NV (Netherlands)		48,472		10,800,046
NVIDIA Corp.		105,818		17,853,613
				28,653,659
Software—17.6%
Adobe, Inc.(1)		178,105		53,228,460
Salesforce.com, Inc.(1)		270,033		41,720,098
ServiceNow, Inc.(1)		171,212		47,492,497
Splunk, Inc.(1)		172,476		23,337,728
				165,778,783
Specialty Retail—5.7%
Home Depot, Inc. (The)		134,549		28,751,776
Ulta Beauty, Inc.(1)		72,595		25,353,804
				54,105,580
Total Common Stock (Cost: $368,317,278)				927,390,504
MONEY MARKET INVESTMENTS—1.7%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 2.26%(2)		16,126,913		16,126,913
Total Money Market Investments (Cost: $16,126,913)				16,126,913
Total Investments (100.1%) (Cost: $384,444,191)				943,517,417
Liabilities In Excess Of Other Assets (-0.1%)				(1,058,914	)
Net Assets (100.0%)			$	942,458,503

Notes to the Schedule of Investments
(1)		Non-income producing security.
(2)		Rate disclosed is the 7-day net yield as of July 31, 2019.
REIT	-	Real Estate Investment Trust.

See accompanying notes to Schedule of Investments.

TCW Select Equities Fund

Investments by Sector (Unaudited) April 30, 2019

Sector	Percentage of Net Assets
Beverages		2.4	%
Biotechnology		2.7
Capital Markets		4.1
Commercial Services & Supplies		2.2
Equity Real Estate		2.9
Food & Staples Retailing		2.7
Health Care Equipment & Supplies		1.9
Insurance		2.7
Interactive Media & Services		10.8
Internet & Direct Marketing Retail		6.5
IT Services		14.6
Life Sciences Tools & Services		2.1
Machinery		2.0
Oil, Gas & Consumable Fuels		0.8
Pharmaceuticals		3.0
Professional Services		5.3
REIT		5.4
Semiconductors & Semiconductor Equipment		3.0
Software		17.6
Specialty Retail		5.7
Money Market Investments		1.7
Total		100.1	%

See accompanying notes to Schedule of Investments.

TCW Select Equities Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Common Stock
Beverages	$	22,636,127	$	—	$	—	$	22,636,127
Biotechnology		25,723,201		—		—		25,723,201
Capital Markets		38,203,922		—		—		38,203,922
Commercial Services & Supplies		20,470,514		—		—		20,470,514
Equity Real Estate		26,940,176		—		—		26,940,176
Food & Staples Retailing		25,862,087		—		—		25,862,087
Health Care Equipment & Supplies		17,477,206		—		—		17,477,206
Insurance		25,874,284		—		—		25,874,284
Interactive Media & Services		102,157,684		—		—		102,157,684
Internet & Direct Marketing Retail		60,857,028		—		—		60,857,028
IT Services		137,914,259		—		—		137,914,259
Life Sciences Tools & Services		20,185,697		—		—		20,185,697
Machinery		18,868,150		—		—		18,868,150
Oil, Gas & Consumable Fuels		7,368,979		—		—		7,368,979
Pharmaceuticals		28,205,495		—		—		28,205,495
Professional Services		49,642,228		—		—		49,642,228
REIT		50,465,445		—		—		50,465,445
Semiconductors & Semiconductor Equipment		28,653,659		—		—		28,653,659
Software		165,778,783		—		—		165,778,783
Specialty Retail		54,105,580		—		—		54,105,580
Total Common Stock		927,390,504		—		—		927,390,504
Money Market Investments		16,126,913		—		—		16,126,913
Total Investments	$	943,517,417	$	—	$	—	$	943,517,417

See accompanying notes to Schedule of Investments.

Notes to Schedule of Investments (Unaudited) July 31, 2019

Note 1 — Security Valuations

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

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 by the (the “Advisor”) Pricing Committee of TCW Investment Management Company LLC in accordance with the guidelines established by the Board’s Valuation Committee and under the general oversight of the Board.

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

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 prices, spreads, or any of the other aforementioned key inputs are unobservable, they are categorized in Level 3 of the fair value 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 categorized in Level 2 or 3 of the fair value hierarchy depending on whether a discount is applied and significant. 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 that are fair valued using a pricing service that considers the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets are categorized 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.

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

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

Options contracts. Options contracts traded on exchanges are fair valued using market mid prices; as such, they are categorized in Level 1. Option contracts traded 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 are valued using market price quotations, and are reflected in Level 2 of the fair value hierarchy.

U.S. and foreign government and agency securities. Government and agency securities are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, quoted market prices, and reference data. Accordingly, U.S. and foreign 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 summary of the inputs used as of July 31, 2019, in valuing the Fund’s investments is listed after the Schedule of Investments.

Following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining value at the beginning and/or end of the quarter ended July 31, 2019:

	TCW Emerging Markets Multi-Asset Opportunities Fund
Balance as of October 31, 2018	$	—
Accrued Discounts (Premiums)		—
Realized Gain (Loss)		—
Change in Unrealized Appreciation		(206,405	)
Purchases		—
Sales		—
Transfers in to Level 3 (1)		485,815
Transfers out of Level 3 (1)		—
Balance as of July 31, 2019	$	279,410
Change in Unrealized Appreciation from Investments Still Held at July 31, 2019	$	(206,405	)

⁽¹⁾ The Funds recognize transfers in and out at the beginning of the period.

Significant unobservable valuations inputs for Level 3 investments as of July 31, 2019 were as follows:

Description	Fair Value at 7/31/19		Valuation Techniques*		Unobservable Input		Range		Average Weighted Price
TCW Emerging Markets Multi-Asset Opportunities Fund
Government Bond Funds	$	279,410		Third-party Vendor		Vendor Prices	$	14.750	$	14.750

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

For the period ended July 31, 2019, the TCW Emerging Markets Multi-Asset Opportunities Fund, and the TCW Global Real Estate Fund had the following derivatives and transactions in derivatives, grouped in the following risk categories (in thousands except Number of Contracts):

TCW Emerging Markets Multi-Asset Opportunities Fund

	Equity Risk		Foreign Currency Risk			Total
Asset Derivatives
Investments(1)	$	—	$	2		$	2
Forward Contracts		—		1			1
Total Value	$	—	$	3		$	3
Liability Derivatives
Forward Contracts	$	—	$	(1	)	$	(1	)
Total Value	$	—	$	(1	)	$	(1	)
Notional Amounts(2)
Forward Currency Contracts	$	—	$	2,073,478		$	2,073,478
Options Purchased	$	—	$	686,250		$	686,250
TCW Global Real Estate Fund
Asset Derivatives
Investments	$	39	$	—		$	39
Total Value	$	39	$	—		$	39
Number of Contracts(2)
Options Purchased		102		—			102

(1) Represents purchased options, at value.

(2) Amount disclosed represents average notional amounts, which are representative of the volume traded for the period ended July 31, 2019.

Note 2 — Portfolio Investments

When-Issued, Delayed-Delivery and Forward Commitment Transactions: The Funds, with the exception of the TCW Conservative Allocation Fund, may enter into when-issued, delayed-delivery, or forward commitment transactions in order to lock in the purchase price of the underlying security. 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 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 the market. 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 the Fund does not maintain liquid assets equal to the face amount of the contract. To guard against the deemed leverage, the Fund monitors the obligations under these transactions and ensures that the Fund has sufficient liquid assets to cover them.

Repurchase Agreements: The Funds may enter into repurchase agreements, under the terms of a Master Repurchase Agreement (“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. Upon a bankruptcy or insolvency of the MRA counterparty, the Fund recognizes a liability with respect to such excess collateral to reflect the Fund’s obligation under bankruptcy law to return the excess to the counterparty. There were no repurchase agreements outstanding as of July 31, 2019.

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 July 31, 2019.

Derivatives:

Forward Foreign Currency Contracts: The Funds, 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 unrealized gains or losses. 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 July 31, 2019.

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

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

Options traded on a securities or options exchange 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 little or no secondary market for them, so they may be considered illiquid. It may not be possible to enter into closing transactions with respect to OTC options or otherwise to terminate such options, and as a result a Fund may be required to remain obligated on an unfavorable OTC option until its expiration. During the period ended July 31, 2019, the TCW Emerging Markets Multi-Asset Opportunities Fund and TCW Global Real Estate Fund had purchased options.

Note 3 — Transactions with Affiliates

The summary of the TCW Conservative Allocation Fund’s transactions in the affiliated funds for the period ended July 31, 2019 is listed after the Schedule of Investments.

Note 4 — Restricted Securities

The Funds are permitted to invest in securities that have legal or contractual restrictions on resale. These securities may be sold privately, but are required to be registered before being sold to the public (exemption rules apply). Private placement securities are generally considered to be restricted except for those securities traded between qualified institutional investors under the provisions of Rule 144A of the Securities Act of 1933 (the “Securities Act”). However, the Company considers 144A securities to be restricted if those securities have been deemed illiquid. Disposal of these securities may involve time consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. There were no restricted securities held by the Funds at July 31, 2019.

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—98.2% of Net Assets
CORPORATE BONDS—23.7%
Aerospace/Defense—0.1%
L3Harris Technologies, Inc. 4.40%(1)		06/15/28	$	1,270,000	$	1,397,123
Agriculture—0.3%
BAT Capital Corp. 4.39%		08/15/37		470,000		453,776
Reynolds American, Inc. 5.85%		08/15/45		2,570,000		2,822,500
						3,276,276
Airlines—0.5%
America West Airlines, Inc. Pass-Through Certificates (01-1) (EETC) 7.10%		10/02/22		1,281,148		1,322,528
Continental Airlines, Inc. Pass-Through Certificates (00-2-A1) (EETC) 7.71%		10/02/22		9,931		10,314
Continental Airlines, Inc. Pass-Through Certificates, (07-1-A) (EETC) 5.98%		10/19/23		796,463		843,534
Continental Airlines, Inc. Pass-Through Certificates, (09-2-A1) (EETC) 7.25%		05/10/21		522,344		528,299
Northwest Airlines LLC Pass-Through Certificates, (01-1-A1) (EETC) 7.04%		10/01/23		420,635		443,265
US Airways Group, Inc. Pass-Through Certificates (12-1-A) (EETC) 5.90%		04/01/26		1,452,932		1,595,631
US Airways Group, Inc. Pass-Through Certificates, (10-1A) (EETC) 6.25%		10/22/24		333,634		364,264
US Airways Group, Inc. Pass-Through Certificates, (12-2-A) (EETC) 4.63%		12/03/26		572,266		613,289
						5,721,124
Auto Manufacturers—1.1%
Ford Motor Credit Co. LLC
2.34%		11/02/20		1,500,000		1,494,615
2.43%		06/12/20		650,000		647,521
3.22%(2)		10/12/21		2,265,000		2,238,659
3.66% (3 mo. USD LIBOR + 1.080%)(3)		08/03/22		1,000,000		981,855
5.60%		01/07/22		3,740,000		3,942,845
8.13%		01/15/20		1,265,000		1,294,223
General Motors Co. 6.60%		04/01/36		1,545,000		1,762,695
						12,362,413
Banks—3.2%
Bank of America Corp.
2.74% (2.738% to 01/23/21 then 3 mo. USD LIBOR +0.37%)		01/23/22		1,105,000		1,108,580
3.00% (3.004% to 02/20/22 then 3 mo. USD LIBOR +0.79%)(3)		12/20/23		4,161,000		4,221,033
3.71% (3 mo. USD LIBOR + 1.512%)(3)		04/24/28		620,000		649,374
Discover Bank 7.00%		04/15/20		1,375,000		1,418,137
Goldman Sachs Group, Inc. (The)
2.63%		04/25/21		920,000		921,995
3.27%(2)		09/29/25		2,235,000		2,282,324
3.81% (3.814% to 04/23/28 then 3 mo. USD LIBOR + 1.158%)(3)		04/23/29		1,615,000		1,691,389
6.00%		06/15/20		50,000		51,545
JPMorgan Chase & Co.
3.22% (3 mo. USD LIBOR + 1.155%)(3)		03/01/25		2,985,000		3,065,740
4.02% (4.023% to 12/05/23 then 3 mo.USD LIBOR +1.00%)(3)		12/05/24		3,060,000		3,246,184
Lloyds Banking Group PLC (United Kingdom)
2.91% (2.907% to 11/07/22 then 3 mo. USD LIBOR + 0.81%)(3)		11/07/23		1,600,000		1,591,898
4.05%		08/16/23		1,540,000		1,607,254
Lloyds TSB Bank PLC (United Kingdom) 5.80% (1)		01/13/20		780,000		791,429
Morgan Stanley 3.21% (3 mo. USD LIBOR + 0.930%)(3)		07/22/22		4,595,000		4,628,819
Santander UK Group Holdings PLC (United Kingdom) 3.37% (3.373% to 01/05/23 then 3 mo. USD LIBOR + 1.08%)(3)		01/05/24		2,460,000		2,475,033
Santander UK PLC (United Kingdom) 3.40%		06/01/21		2,050,000		2,082,682
Wells Fargo & Co.
2.60%		07/22/20		2,165,000		2,171,155
2.63%		07/22/22		1,840,000		1,849,372
3.00%		04/22/26		1,015,000		1,026,563
3.55%		09/29/25		850,000		886,820
						37,767,326
Beverages—0.4%
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc. 4.90%		02/01/46		2,425,000		2,757,144
Bacardi, Ltd. 4.70%(1)		05/15/28		1,240,000		1,327,780
						4,084,924
Biotechnology—0.5%
Amgen, Inc. 4.40%		05/01/45		1,590,000		1,701,779
Baxalta, Inc. 2.88%		06/23/20		548,000		549,584
Biogen, Inc. 5.20%		09/15/45		1,073,000		1,216,920
Celgene Corp. 5.00%		08/15/45		2,020,000		2,403,723
						5,872,006
Chemicals—0.2%
International Flavors & Fragrances, Inc. 5.00%		09/26/48		1,735,000		1,964,408
Commercial Services—0.2%
IHS Markit, Ltd. 4.75%(1)		02/15/25		750,000		806,925

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
Commercial Services (Continued)
4.75%		08/01/28	$	1,750,000	$	1,942,693
						2,749,618
Diversified Financial Services—1.7%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust (Ireland) 4.50%		05/15/21	$	1,690,000	$	1,749,150
AerCap Ireland Capital, Ltd. / AerCap Global Aviation Trust (Ireland) 5.00%		10/01/21		590,000		618,025
Air Lease Corp. 4.75%		03/01/20		3,120,000		3,158,347
GE Capital International Funding Co. Unlimited Co. (Ireland)
2.34%		11/15/20		4,907,000		4,888,346
4.42%		11/15/35		5,810,000		5,885,506
Park Aerospace Holdings, Ltd. 4.50%(1)		03/15/23		2,210,000		2,292,808
Raymond James Financial, Inc. 4.95%		07/15/46		965,000		1,098,265
						19,690,447
Electric—2.4%
Appalachian Power Co. 4.45%		06/01/45		690,000		776,658
Dominion Energy, Inc. 2.92%(1),(2)		12/01/20		4,595,000		4,599,825
Duke Energy Florida LLC
2.10%		12/15/19		597,500		596,897
Duke Energy Progress LLC 3.70%		10/15/46		1,325,000		1,367,346
El Paso Electric Co.
3.30%		12/15/22		2,065,000		2,061,113
Entergy Mississippi, Inc. 3.10%		07/01/23		2,755,000		2,806,904
Indiana Michigan Power Co. 4.55%		03/15/46		920,000		1,063,425
KCP&L Greater Missouri Operations Co. 8.27%		11/15/21		1,100,000		1,230,684
Metropolitan Edison Co. 3.50%(1)		03/15/23		3,030,000		3,117,851
MidAmerican Energy Co. 5.80%		10/15/36		1,655,000		2,154,386
NextEra Energy Capital Holdings, Inc. 3.07% (3 mo. USD LIBOR + 0.55%)(3)		08/28/21		2,000,000		2,000,093
Niagara Mohawk Power Corp. 2.72%(1)		11/28/22		920,000		926,919
Public Service Co. of Oklahoma 4.40%		02/01/21		1,840,000		1,893,884
Puget Energy, Inc. 6.00%		09/01/21		1,820,000		1,938,744
Tucson Electric Power Co. 5.15%		11/15/21		1,000,000		1,046,421
						27,581,150
Energy-Alternate Sources—0.1%
Alta Wind Holdings LLC 7.00%(1),(4),(5)		06/30/35		869,414		980,092
Food—0.6%
Kraft Heinz Foods Co.
4.38%		06/01/46		1,560,000		1,497,656
5.00%		06/04/42		378,000		391,164
5.38%		02/10/20		143,000		145,018
Kroger Co. (The) 5.40%		01/15/49		1,320,000		1,467,837
Mondelez International Holdings Netherlands BV (Netherlands)
2.00%(1)		10/28/21		920,000		910,664
2.87% (3 mo. USD LIBOR + 0.610%)(1),(3)		10/28/19		2,205,000		2,207,083
						6,619,422
Gas—0.3%
CenterPoint Energy Resources Corp. 6.25%		02/01/37		1,610,000		2,035,278
KeySpan Gas East Corp. 5.82%(1)		04/01/41		1,551,000		1,993,879
						4,029,157
Healthcare-Products—0.2%
Becton Dickinson and Co. 3.19%(2),(3)		12/29/20		2,756,000		2,756,738
Healthcare-Services—2.1%
Anthem, Inc. 3.65%		12/01/27		2,405,000		2,488,784
Cigna Corp.
3.05%		10/15/27		775,000		771,181
4.13%(1)		11/15/25		4,545,000		4,830,319
Hartford HealthCare Corp. 5.75%		04/01/44		2,545,000		3,016,080
HCA, Inc.
5.13%		06/15/39		665,000		693,209
5.25%		04/15/25		1,770,000		1,953,105
5.25%		06/15/49		1,525,000		1,599,942
NYU Hospitals Center 4.43%		07/01/42		2,755,000		3,101,397
Saint Barnabas Health Care System 4.00%		07/01/28		3,290,000		3,516,398
Sutter Health 2.29%		08/15/53		2,270,000		2,259,186
						24,229,601
Insurance—0.5%
Farmers Exchange Capital 7.20%(1)		07/15/48		1,495,000		1,899,521
Farmers Exchange Capital II 6.15% (3 mo. USD LIBOR + 3.744%)(1),(3)		11/01/53		2,065,000		2,413,469
Prudential Financial, Inc. 4.50%		11/15/20		920,000		945,345
						5,258,335
Media—0.7%
CBS Corp. 3.70%		06/01/28		2,395,000		2,448,006
Charter Communications Operating LLC / Charter Communications Operating Capital 4.91%		07/23/25		2,500,000		2,700,650
Comcast Corp. 4.60%		10/15/38		1,420,000		1,648,143
NBCUniversal Media LLC 5.15%		04/30/20		200,000		204,100
Time Warner Cable LLC 5.88%		11/15/40		1,200,000		1,324,040
						8,324,939
Miscellaneous Manufacturers—0.8%
General Electric Co.
3.00% (3 mo. USD LIBOR + 0.480%)(3)		08/15/36		3,045,000		2,282,152
4.13%		10/09/42		625,000		607,773
4.63%		01/07/21		2,080,000		2,136,737

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
Miscellaneous Manufacturers (Continued)
5.50%		01/08/20	$	2,660,000	$	2,694,589
6.75%		03/15/32		1,000,000		1,253,880
						8,975,131
Oil & Gas—0.4%
Petroleos Mexicanos
6.50%		03/13/27		1,105,000		1,098,591
6.50%		01/23/29		2,990,000		2,933,190
6.75%		09/21/47		1,000,000		908,900
						4,940,681
Packaging & Containers—0.2%
Amcor Finance USA, Inc. 3.63%(1)		04/28/26		1,380,000		1,395,018
WRKCo, Inc. 4.90%		03/15/29		1,225,000		1,362,082
						2,757,100
Pharmaceuticals—1.7%
AbbVie, Inc.
4.40%		11/06/42		1,350,000		1,337,413
4.45%		05/14/46		50,000		49,623
Actavis Funding SCS (Luxembourg) 3.80%		03/15/25		1,653,000		1,718,726
Allergan Finance LLC 3.25%		10/01/22		936,000		951,898
Bayer US Finance II LLC
4.38%(1)		12/15/28		2,840,000		2,983,784
4.63%(1)		06/25/38		500,000		511,820
4.88%(1)		06/25/48		1,000,000		1,026,963
CVS Health Corp.
3.88%		07/20/25		3,600,000		3,762,846
5.05%		03/25/48		3,870,000		4,201,073
Shire Acquisitions Investments Ireland DAC (Ireland) 1.90%		09/23/19		3,525,000		3,522,302
						20,066,448
Pipelines—1.7%
Enbridge Energy Partners LP 5.88%		10/15/25		333,000		385,367
Energy Transfer Partners LP
5.15%		03/15/45		1,100,000		1,136,378
5.95%		10/01/43		630,000		701,950
Plains All American Pipeline LP / PAA Finance Corp. 4.65%		10/15/25		2,115,000		2,261,019
Rockies Express Pipeline LLC
4.95%(1)		07/15/29		2,000,000		2,053,698
6.88%(1)		04/15/40		350,000		390,005
Ruby Pipeline LLC 6.00%(1)		04/01/22		1,851,515		1,921,806
Southern Natural Gas Co. LLC 7.35%		02/15/31		2,380,000		3,068,681
Sunoco Logistics Partners Operations LP 5.40%		10/01/47		825,000		879,698
TC PipeLines LP 4.38%		03/13/25		1,840,000		1,929,580
Tennessee Gas Pipeline Co. 8.38%		06/15/32		1,920,000		2,615,716
Texas Eastern Transmission LP 2.80%(1)		10/15/22		920,000		914,310
TransCanada PipeLines, Ltd. (Canada) 6.10%		06/01/40		375,000		472,564
Williams Partners LP 6.30%		04/15/40		1,150,000		1,415,847
						20,146,619
REIT—1.9%
American Campus Communities Operating Partnership LP
3.30%		07/15/26		1,000,000		1,013,865
3.35%		10/01/20		1,840,000		1,855,653
4.13%		07/01/24		425,000		449,268
AvalonBay Communities, Inc. 3.95%		01/15/21		920,000		936,910
Boston Properties LP (REIT) 3.20%		01/15/25		1,605,000		1,646,217
GLP Capital LP / GLP Financing II, Inc.
5.30%		01/15/29		1,280,000		1,391,462
5.38%		04/15/26		1,308,000		1,426,531
5.75%		06/01/28		1,600,000		1,797,808
HCP, Inc.
3.88%		08/15/24		2,110,000		2,233,104
4.00%		12/01/22		333,000		347,779
4.25%		11/15/23		470,000		500,258
Healthcare Realty Trust, Inc. 3.75%		04/15/23		1,840,000		1,888,637
Host Hotels & Resorts LP 5.25%		03/15/22		1,840,000		1,941,215
SL Green Operating Partnership LP 3.25%		10/15/22		2,380,000		2,405,734
SL Green Realty Corp. 7.75%		03/15/20		920,000		948,242
Ventas Realty LP 3.85%		04/01/27		690,000		722,254
Welltower, Inc.
3.75%		03/15/23		555,000		576,578
4.95%		01/15/21		545,000		560,451
						22,641,966
Retail—0.1%
Alimentation Couche-Tard, Inc. (Canada) 3.55%(1)		07/26/27		1,710,000		1,741,264
Savings & Loans—0.1%
Nationwide Building Society (United Kingdom)
3.62%(1),(2)		04/26/23		800,000		811,055
4.36%(1),(2)		08/01/24		400,000		416,635
						1,227,690
Semiconductors—0.2%
Broadcom Corp. / Broadcom Cayman Finance, Ltd. 2.38%		01/15/20		2,675,000		2,671,346
Telecommunications—1.5%
AT&T, Inc.
4.80%		06/15/44		1,390,000		1,475,361
4.85%		03/01/39		1,554,000		1,698,503
5.25%		03/01/37		3,155,000		3,582,560
Koninklijke KPN NV (Netherlands) 8.38%		10/01/30		900,000		1,194,308
Qwest Corp. 7.25%		09/15/25		920,000		1,026,950
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%(1)		03/20/23		562,500		563,484
4.74%(1)		09/20/29		3,240,000		3,414,150
Verizon Communications, Inc.
4.27%		01/15/36		1,324,000		1,439,517
5.25%		03/16/37		680,000		821,332
Vodafone Group PLC (United Kingdom) 4.88%		06/19/49		1,647,000		1,775,081

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
Telecommunications (Continued)
Vodafone Group PLC (United Kingdom) 5.25%		05/30/48	$	250,000	$	281,592
						17,272,838
Total Corporate Bonds (Cost: $261,709,148)						277,106,182
MUNICIPAL BONDS—0.6%
Fiscal Year 2005 Securitization Corp., Special Obligation Bond for the City of New York 4.93%		04/01/20		90,000		90,449
Los Angeles Unified School District/CA, General Obligation 5.76%		07/01/29		2,500,000		3,059,850
New York State, Build America Bonds, General Obligation 5.82%		10/01/31		730,000		759,018
State of California, General Obligation 7.95%		03/01/36		3,000,000		3,097,860
Total Municipal Bonds (Cost: $7,257,216)						7,007,177
ASSET-BACKED SECURITIES—6.3%
321 Henderson Receivables I LLC (13-3A-A) 4.08%(1)		01/17/73		1,495,498		1,581,113
321 Henderson Receivables I LLC (14-2A-A) 3.61%(1)		01/17/73		1,755,947		1,828,352
Babson CLO, Ltd. (16-2A-AR) 3.36%(1),(2)		07/20/28		3,100,000		3,100,465
Brazos Education Loan Authority, Inc. (12-1-A1) 2.97% (1 mo. USD LIBOR + 0.700%)(3)		12/26/35		841,913		839,748
Brazos Higher Education Authority, Inc. (10-1-A2) 3.72% (3 mo. USD LIBOR + 1.200%)(3)		02/25/35		675,000		688,811
Brazos Higher Education Authority, Inc. (11-1-A3) 3.57% (3 mo. USD LIBOR + 1.050%)(3)		11/25/33		1,695,000		1,710,303
Dryden XXVI Senior Loan Fund (13-26A-AR) 3.20%(1),(2)		04/15/29		2,200,000		2,187,925
Educational Funding of the South, Inc. (11-1-A2) 2.93% (3 mo. USD LIBOR + 0.650%)(3)		04/25/35		1,224,490		1,219,282
Educational Services of America, Inc. (12-2-A) 3.00% (1 mo. USD LIBOR + 0.730%)(1),(3)		04/25/39		594,782		593,231
GCO Education Loan Funding Master Trust (06-2AR-A1RN) 3.05% (1 mo. USD LIBOR + 0.650%)(1),(3)		08/27/46		2,561,486		2,443,873
Global SC Finance SRL (14-1A-A2) 3.09%(1)		07/17/29		1,542,500		1,543,270
GoldenTree Loan Opportunities IX, Ltd. (14-9A-AR2) 3.37%(1),(2)		10/29/29		3,100,000		3,095,002
Higher Education Funding I (14-1-A) 3.57% (3 mo. USD LIBOR + 1.050%)(1),(3)		05/25/34		2,695,551		2,705,112
Navient Student Loan Trust (14-2-A) 2.91% (1 mo. USD LIBOR + 0.640%)(3)		03/25/83		3,607,016		3,556,370
Navient Student Loan Trust (14-3-A) 2.89% (1 mo. USD LIBOR + 0.620%)(3)		03/25/83		3,729,954		3,681,008
Navient Student Loan Trust (14-4-A) 2.89% (1 mo. USD LIBOR + 0.620%)(3)		03/25/83		1,816,086		1,780,756
Navient Student Loan Trust (16-1A-A) 2.97% (1 mo. USD LIBOR + 0.700%)(1),(3)		02/25/70		3,646,917		3,623,842
Nelnet Student Loan Trust (11-1A-A) 3.12% (1 mo. USD LIBOR + 0.850%)(1),(3)		02/25/48		2,188,606		2,202,905
Nelnet Student Loan Trust (14-4A-A2) 3.22% (1 mo. USD LIBOR + 0.950%)(1),(3)		11/25/48		2,965,000		2,935,625
Octagon Investment Partners 25, Ltd. (15-1A-AR) 3.08%(1),(2)		10/20/26		4,500,000		4,498,611
PHEAA Student Loan Trust (15-1A-A) 2.87% (1 mo. USD LIBOR + 0.600%)(1),(3)		10/25/41		1,783,836		1,757,007
SLM Student Loan Trust (03-7A-A5A) 3.61% (3 mo. USD LIBOR + 1.200%)(1),(3)		12/15/33		2,830,342		2,827,870
SLM Student Loan Trust (06-2-A6) 2.45% (3 mo. USD LIBOR + 0.170%)(3)		01/25/41		3,050,036		2,946,130
SLM Student Loan Trust (08-2-B) 3.48% (3 mo. USD LIBOR + 1.200%)(3)		01/25/83		710,000		678,708
SLM Student Loan Trust (08-3-B) 3.48% (3 mo. USD LIBOR + 1.200%)(3)		04/26/83		710,000		673,410
SLM Student Loan Trust (08-4-A4) 3.93% (3 mo. USD LIBOR + 1.650%)(3)		07/25/22		4,931,895		4,993,545
SLM Student Loan Trust (08-4-B) 4.13% (3 mo. USD LIBOR + 1.850%)(3)		04/25/73		710,000		720,271
SLM Student Loan Trust (08-5-B) 4.13% (3 mo. USD LIBOR + 1.850%)(3)		07/25/73		710,000		717,347
SLM Student Loan Trust (08-6-A4) 3.38% (3 mo. USD LIBOR + 1.100%)(3)		07/25/23		4,010,475		4,004,215
SLM Student Loan Trust (08-6-B) 4.13% (3 mo. USD LIBOR + 1.850%)(3)		07/26/83		710,000		714,294
SLM Student Loan Trust (08-7-B) 4.13% (3 mo. USD LIBOR + 1.850%)(3)		07/26/83		710,000		713,199
SLM Student Loan Trust (08-8-B) 4.53% (3 mo. USD LIBOR + 2.250%)(3)		10/25/75		710,000		724,500
SLM Student Loan Trust (08-9-A) 3.78% (3 mo. USD LIBOR + 1.500%)(3)		04/25/23		1,561,347		1,580,712
SLM Student Loan Trust (08-9-B) 4.53% (3 mo. USD LIBOR + 2.250%)(3)		10/25/83		710,000		726,633
SLM Student Loan Trust (11-2-A2) 3.47% (1 mo. USD LIBOR + 1.200%)(3)		10/25/34		2,000,000		2,032,060
SLM Student Loan Trust (12-7-A3) 2.92% (1 mo. USD LIBOR + 0.650%)(3)		05/26/26		2,112,559		2,075,271
Total Asset-backed Securities (Cost: $73,109,617)						73,700,776

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—4.5%
Fannie Mae (14-M12-FA) (ACES) 2.68% (1 mo. USD LIBOR + 0.300%)(3)		10/25/21	$	488,147	$	485,670
Fannie Mae, Pool #AE0134 4.40%		02/01/20		202,002		203,568
Fannie Mae, Pool #AM3058 3.41%		04/01/28		3,376,164		3,602,914
Fannie Mae, Pool #AM8645 2.69%		05/01/27		4,625,389		4,717,216
Fannie Mae, Pool #AM9536 3.34%		08/01/30		2,936,682		3,144,477
Fannie Mae, Pool #AN0245 3.42%		11/01/35		2,162,729		2,298,385
Fannie Mae, Pool #AN5742 3.19%		05/01/30		3,363,868		3,510,886
Fannie Mae, Pool #AN5977 3.49%		02/01/33		3,000,000		3,214,163
Fannie Mae, Pool #AN9655 3.71%		06/01/30		4,480,000		4,904,692
Fannie Mae, Pool #BL0844 3.87%		02/01/29		5,965,000		6,656,280
Freddie Mac Multifamily Structured Pass-Through Certificates (K158 -A3) 3.90%		10/25/33		2,250,000		2,534,239
Freddie Mac Multifamily Structured Pass-Through Certificates (K155-A3) 3.75%		04/25/33		4,045,000		4,507,605
Freddie Mac Multifamily Structured Pass-Through Certificates (KJ05-A1) 1.42%		05/25/21		916,506		911,424
Freddie Mac Multifamily Structured Pass-Through Certificates (Q004-A2H) 3.08%(2)		01/25/46		5,868,567		5,898,093
Freddie Mac Multifamily Structured Pass-Through Certificates (Q006-A-PT2) 2.49%(2)		09/25/26		4,713,282		4,823,856
NCUA Guaranteed Notes (11-C1-2A) 2.89% (1 mo. USD LIBOR + 0.530%)(3)		03/09/21		599,030		599,402
Total Commercial Mortgage-backed Securities—Agency (Cost: $49,481,714)						52,012,870
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—1.9%
BAMLL Commercial Mortgage Securities Trust (18-PARK-A) 4.09%(1),(2)		08/10/38		1,930,000		2,142,107
BBCMS Trust (13-TYSN-A2) 3.76%(1)		09/05/32		1,740,000		1,758,123
CALI Mortgage Trust (19-101C-A) 3.96%(1)		03/10/39		1,285,000		1,416,902
CGRBS Commercial Mortgage Trust (13-VN05-A) 3.37%(1)		03/13/35		1,700,000		1,768,497
CityLine Commercial Mortgage Trust (16-CLNE-A) 2.78%(1),(2)		11/10/31		1,815,000		1,844,015
COMM Mortgage Trust (13-300P-A1) 4.35%(1)		08/10/30		1,515,000		1,615,483
COMM Mortgage Trust (14-277P-A) 3.61%(1),(2)		08/10/49		400,000		423,707
COMM Mortgage Trust (16-787S-A) 3.55%(1)		02/10/36		1,635,000		1,725,161
Core Industrial Trust (15-CALW-A) 3.04%(1)		02/10/34		1,375,573		1,403,504
Hudson Yards Mortgage Trust (19-30HY-A) 3.23%(1)		07/10/39		1,185,000		1,237,971
JPMorgan Chase Commercial Mortgage Securities Trust (19-OSB-A) 3.40%(1)		06/05/39		1,160,000		1,224,612
SFAVE Commercial Mortgage Securities Trust (15-5AVE-A1) 3.87%(1),(2)		01/05/43		1,710,000		1,792,401
VNDO Mortgage Trust (12-6AVE-A) 3.00%(1)		11/15/30		1,550,000		1,581,120
VNDO Mortgage Trust (13-PENN-A) 3.81%(1)		12/13/29		1,675,000		1,698,230
Total Commercial Mortgage-backed Securities—Non-agency (Cost: $21,126,813)						21,631,833
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY—27.8%
Fannie Mae (01-14-SH) (I/F) 19.89% (-3.50 x 1 mo. USD LIBOR + 27.825%)(3)		03/25/30		125,771		191,136
Fannie Mae (01-34-FV) 2.77% (1 mo. USD LIBOR + 0.500%)(3)		08/25/31		165,296		166,317
Fannie Mae (04-W10-A6) (PAC) 5.75%		08/25/34		1,830,331		1,987,134
Fannie Mae (07-89-GF) 2.79% (1 mo. USD LIBOR + 0.520%)(3)		09/25/37		671,857		675,055
Fannie Mae (08-30-SA) (I/O) (I/F) 4.58% (-1.00 x 1 mo. USD LIBOR + 6.850%)(3)		04/25/38		104,797		20,678
Fannie Mae (08-62-SN) (I/O) (I/F) 3.93% (-1.00 x 1 mo. USD LIBOR + 6.200%)(3)		07/25/38		160,421		29,224
Fannie Mae (09-64-TB) 4.00%		08/25/29		1,596,285		1,667,187
Fannie Mae (09-68-SA) (I/O) (I/F) 4.48% (-1.00 x 1 mo. USD LIBOR + 6.750%)(3)		09/25/39		78,532		13,771
Fannie Mae (10-26-AS) (I/O) (I/F) 4.06% (-1.00 x 1 mo. USD LIBOR + 6.330%)(3)		03/25/40		1,224,860		164,803
Fannie Mae (11-111-DB) 4.00%		11/25/41		4,000,000		4,217,203
Fannie Mae (18-38-LA) 3.00%		06/25/48		5,356,304		5,369,170
Fannie Mae, Pool #254634 5.50%		02/01/23		7,965		8,414
Fannie Mae, Pool #596686 6.50%		11/01/31		11,716		12,951
Fannie Mae, Pool #679263 4.50%		11/01/24		7,196		7,547
Fannie Mae, Pool #727575 5.00%		06/01/33		36,603		38,799
Fannie Mae, Pool #748751 5.50%		10/01/33		92,713		98,831
Fannie Mae, Pool #AB2127 3.50%		01/01/26		810,063		836,642
Fannie Mae, Pool #AL0209 4.50%		05/01/41		631,534		693,313
Fannie Mae, Pool #AL0851 6.00%		10/01/40		629,738		716,326

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY (Continued)
Fannie Mae, Pool #AS9830 4.00%		06/01/47	$	4,498,493	$	4,697,627
Fannie Mae, Pool #CA1710 4.50%		05/01/48		7,034,050		7,418,805
Fannie Mae, Pool #CA1711 4.50%		05/01/48		5,003,951		5,277,662
Fannie Mae, Pool #CA2208 4.50%		08/01/48		4,484,689		4,716,683
Fannie Mae, Pool #CA2327 4.00%		09/01/48		1,280,867		1,360,765
Fannie Mae, Pool #MA1146 4.00%		08/01/42		2,043,429		2,159,551
Fannie Mae, Pool #MA1561 3.00%		09/01/33		2,939,417		3,004,941
Fannie Mae, Pool #MA1584 3.50%		09/01/33		4,610,273		4,798,264
Fannie Mae, Pool #MA3182 3.50%		11/01/47		1,549,904		1,599,326
Fannie Mae TBA, 15 Year 3.00%(6)		04/01/34		730,000		743,891
Fannie Mae TBA, 30 Year 5.00%(6),(7)		08/01/48		4,425,000		4,701,563
Fannie Mae TBA, 30 Year 4.50%(6),(7)		07/01/48		5,685,000		5,960,009
Freddie Mac (2439-KZ) 6.50%		04/15/32		129,518		145,705
Freddie Mac (2575-FD) (PAC) 2.78% (1 mo. USD LIBOR + 0.450%)(3)		02/15/33		311,010		311,987
Freddie Mac (2662-MT) (TAC) 4.50%		08/15/33		196,990		204,237
Freddie Mac (3315-S) (I/O) (I/F) 4.09% (-1.00 x 1 mo. USD LIBOR + 6.410%)(3)		05/15/37		32,669		4,088
Freddie Mac (3339-JS) (I/F) 27.72% (-6.50 x 1 mo. USD LIBOR + 42.835%)(3)		07/15/37		437,968		807,961
Freddie Mac (3351-ZC) 5.50%		07/15/37		334,163		374,442
Freddie Mac (3380-SM) (I/O) (I/F) 4.09% (-1.00 x 1 mo. USD LIBOR + 6.410%)(3)		10/15/37		536,902		100,444
Freddie Mac (3382-FL) 3.03% (1 mo. USD LIBOR + 0.700%)(3)		11/15/37		183,114		184,672
Freddie Mac (3439-SC) (I/O) (I/F) 3.58% (-1.00 x 1 mo. USD LIBOR + 5.900%)(3)		04/15/38		1,872,911		279,228
Freddie Mac (3578-DI) (I/O) (I/F) 4.33% (-1.00 x 1 mo. USD LIBOR + 6.650%)(3)		04/15/36		761,030		134,855
Freddie Mac (4818-CA) 3.00%		04/15/48		2,985,595		3,019,763
Freddie Mac, Pool #A97179 4.50%		03/01/41		2,008,355		2,196,255
Freddie Mac, Pool #C90526 5.50%		02/01/22		5,840		5,992
Freddie Mac, Pool #G06360 4.00%		03/01/41		2,410,313		2,576,353
Freddie Mac, Pool #G06498 4.00%		04/01/41		1,768,025		1,888,390
Freddie Mac, Pool #G06499 4.00%		03/01/41		1,275,153		1,353,471
Freddie Mac, Pool #G07849 3.50%		05/01/44		1,424,389		1,486,951
Freddie Mac, Pool #G07924 3.50%		01/01/45		2,807,128		2,931,299
Freddie Mac, Pool #G08710 3.00%		06/01/46		4,472,890		4,544,901
Freddie Mac, Pool #G08711 3.50%		06/01/46		8,458,249		8,738,515
Freddie Mac, Pool #G08715 3.00%		08/01/46		8,385,155		8,520,151
Freddie Mac, Pool #G08716 3.50%		08/01/46		5,675,985		5,867,623
Freddie Mac, Pool #G08721 3.00%		09/01/46		6,774,967		6,879,805
Freddie Mac, Pool #G08722 3.50%		09/01/46		2,237,570		2,314,765
Freddie Mac, Pool #G08726 3.00%		10/01/46		6,498,278		6,601,924
Freddie Mac, Pool #G08732 3.00%		11/01/46		6,301,264		6,401,768
Freddie Mac, Pool #G08795 3.00%		01/01/48		1,305,826		1,322,352
Freddie Mac, Pool #G08816 3.50%		06/01/48		2,055,225		2,109,543
Freddie Mac, Pool #G08826 5.00%		06/01/48		1,528,924		1,625,592
Freddie Mac, Pool #G16584 3.50%		08/01/33		5,418,442		5,614,327
Freddie Mac, Pool #G18592 3.00%		03/01/31		1,889,136		1,930,138
Freddie Mac, Pool #G18670 3.00%		12/01/32		1,428,385		1,458,257
Freddie Mac, Pool #G18713 3.50%		11/01/33		4,490,889		4,644,208
Freddie Mac, Pool #G60344 4.00%		12/01/45		1,274,225		1,353,756
Freddie Mac, Pool #G67700 3.50%		08/01/46		1,901,067		1,982,783
Freddie Mac, Pool #G67703 3.50%		04/01/47		11,311,265		11,793,936
Freddie Mac, Pool #G67706 3.50%		12/01/47		7,661,815		7,988,757
Freddie Mac, Pool #G67707 3.50%		01/01/48		13,350,614		13,958,378
Freddie Mac, Pool #G67708 3.50%		03/01/48		14,947,590		15,538,718
Freddie Mac, Pool #G67710 3.50%		03/01/48		13,090,570		13,575,533
Freddie Mac, Pool #G67711 4.00%		03/01/48		4,272,720		4,530,054
Freddie Mac, Pool #G67718 4.00%		01/01/49		5,648,518		5,951,904
Freddie Mac, Pool #Q05261 3.50%		12/01/41		1,994,444		2,087,107
Freddie Mac, Pool #Q20178 3.50%		07/01/43		3,489,316		3,656,402
Ginnie Mae (08-27-SI) (I/O) (I/F) 4.20% (-1.00 x 1 mo. USD LIBOR + 6.470%)(3)		03/20/38		326,986		61,190
Ginnie Mae (08-81-S) (I/O) (I/F) 3.93% (-1.00 x 1 mo. USD LIBOR + 6.200%)(3)		09/20/38		1,245,833		228,827

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY (Continued)
Ginnie Mae (09-66-UF) 3.33% (1 mo. USD LIBOR + 1.000%)(3)		08/16/39	$	489,982	$	499,789
Ginnie Mae (10-1-S) (I/O) (I/F) 3.48% (-1.00 x 1 mo. USD LIBOR + 5.750%)(3)		01/20/40		1,944,378		211,583
Ginnie Mae (18-124-NW) 3.50%		09/20/48		2,476,909		2,536,441
Ginnie Mae, Pool #608259 4.50%		08/15/33		40,526		43,270
Ginnie Mae, Pool #782114 5.00%		09/15/36		130,675		144,631
Ginnie Mae, Pool #MA4127 3.50%		12/20/46		4,386,256		4,554,386
Ginnie Mae II, Pool #MA3521 3.50%		03/20/46		3,470,999		3,612,723
Ginnie Mae II, Pool #MA3597 3.50%		04/20/46		3,349,960		3,482,555
Ginnie Mae II, Pool #MA3663 3.50%		05/20/46		3,377,707		3,511,400
Ginnie Mae II, Pool #MA4126 3.00%		12/20/46		8,825,875		9,030,293
Ginnie Mae II, Pool #MA4196 3.50%		01/20/47		2,873,071		2,982,772
Ginnie Mae II, Pool #MA4454 5.00%		05/20/47		1,151,798		1,227,686
Ginnie Mae II, Pool #MA4510 3.50%		06/20/47		1,662,292		1,721,155
Ginnie Mae II, Pool #MA4589 5.00%		07/20/47		3,053,788		3,258,837
Ginnie Mae II, Pool #MA4722 5.00%		09/20/47		1,071,962		1,143,949
Ginnie Mae II, Pool #MA4777 3.00%		10/20/47		1,240,952		1,269,093
Ginnie Mae II, Pool #MA4836 3.00%		11/20/47		4,898,159		5,003,877
Ginnie Mae II, Pool #MA4837 3.50%		11/20/47		11,026,539		11,416,998
Ginnie Mae II, Pool #MA4838 4.00%		11/20/47		3,382,820		3,533,108
Ginnie Mae II, Pool #MA4901 4.00%		12/20/47		5,925,682		6,190,084
Ginnie Mae II, Pool #MA5078 4.00%		03/20/48		5,226,086		5,442,748
Ginnie Mae II, Pool #MA5399 4.50%		08/20/48		11,710,436		12,227,265
Ginnie Mae II, Pool #MA5466 4.00%		09/20/48		366,426		380,723
Ginnie Mae II, Pool #MA5467 4.50%		09/20/48		755,940		788,830
Ginnie Mae II TBA 4.50%(6)		07/01/48		5,725,000		5,965,405
Ginnie Mae II TBA, 30 Year 4.50%(6)		07/01/48		1,760,000		1,833,150
Total Residential Mortgage-backed Securities—Agency (Cost: $320,141,699)						324,653,646
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—7.2%
Aames Mortgage Investment Trust (06-1-A4) 2.83% (1 mo. USD LIBOR + 0.560%)(3)		04/25/36		6,840,000		6,789,944
Aegis Asset Backed Securities Trust (05-5-2A) 2.52% (1 mo. USD LIBOR + 0.250%)(3)		12/25/35		3,640,353		3,648,808
Banc of America Funding Trust (15-R2-9A1) 2.48% (1 mo. USD LIBOR + 0.215%)(1),(3)		03/27/36		1,816,470		1,814,128
Centex Home Equity (02-C-AF6) 4.50%(2)		09/25/32		11,893		11,947
CIM Trust (17-7-A) 3.00%(1),(2)		04/25/57		6,083,490		6,093,291
Citigroup Mortgage Loan Trust (06-2AD) 2.66%		08/25/36		2,489,272		2,453,542
Citigroup Mortgage Loan Trust, Inc. (05-5-2A2) 5.75%(8)		08/25/35		322,077		255,361
COLT Mortgage Loan Trust (17-2-A1A) 2.42%(1),(2)		10/25/47		4,160,728		4,155,001
Conseco Financial Corp. (98-6-A8) 6.66%(2)		06/01/30		466,350		484,262
Credit Suisse First Boston Mortgage Securities Corp. (03-8-4PPA) 5.75%		04/22/33		7,370		7,873
CSMC Series, Ltd. (10-3R-2A3) 4.50%(1),(2)		12/26/36		3,601,000		3,694,348
CSMC Series, Ltd. (15-5R-1A1) 3.42%(1),(2)		09/27/46		3,277,622		3,248,209
CSMC Trust (14-7R-8A1) 3.81%(1),(2)		07/27/37		2,534,711		2,539,692
CSMC Trust (18-RPL9-A) 3.85%(1),(2)		09/25/57		5,395,832		5,637,505
GS Mortgage-Backed Securities Trust (18-RPL1-A1A) 3.75%(1)		10/25/57		5,334,029		5,255,084
GSAA Home Equity Trust (05-11-2A2) 2.59% (1 mo. USD LIBOR + 0.320%)(3)		10/25/35		1,520,813		1,528,849
Home Equity Asset Trust (06-3-1A1) 2.47% (1 mo. USD LIBOR + 0.200%)(3)		07/25/36		2,501,035		2,507,721
Indymac Index Mortgage Loan Trust (05-AR6-2A1) 2.75% (1 mo. USD LIBOR + 0.480%)(3)		04/25/35		806,584		791,014
Mid-State Trust (04-1-B) 8.90%		08/15/37		1,080,675		1,232,796
Morgan Stanley Capital, Inc. (04-WMC2-M1) 3.18% (1 mo. USD LIBOR + 0.915%)(3)		07/25/34		1,106,262		1,115,438
Morgan Stanley Home Equity Loan Trust (05-1-M3) 3.05% (1 mo. USD LIBOR + 0.780%)(3)		12/25/34		1,130,449		1,139,214
Morgan Stanley Mortgage Loan Trust (04-3-4A) 5.62%(2)		04/25/34		185,989		202,595
New Century Home Equity Loan Trust (05-D-A1) 2.49% (1 mo. USD LIBOR + 0.220%)(3)		02/25/36		5,130,234		5,057,918
Nomura Resecuritization Trust (14-5R-3A1) 2.64% (1 mo. USD LIBOR + 0.240%)(1),(3)		05/26/37		260,158		260,777
Nomura Resecuritization Trust (15-5R-2A1) 4.45%(1),(2)		03/26/35		1,286,030		1,302,854
Option One Mortgage Loan Trust (05-2-M1) 2.93% (1 mo. USD LIBOR + 0.660%)(3)		05/25/35		3,322,201		3,336,954
Structured Asset Investment Loan Trust (04-6-A3) 3.07% (1 mo. USD LIBOR + 0.800%)(3)		07/25/34		3,436,920		3,365,461
Structured Asset Securities Corp. (03-34A-5A4) 4.59%(2)		11/25/33		361,460		373,511

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
WaMu Mortgage Pass-Through Certificates (05-AR15-A1A1) 2.53% (1 mo. USD LIBOR + 0.260%)(3)		11/25/45	$	4,858,571	$	4,862,013
WaMu Mortgage Pass-Through Certificates (05-AR3-A2) 4.45%(2)		03/25/35		1,425,830		1,460,548
Wells Fargo Alternative Loan Trust (07-PA3-2A1) 6.00%		07/25/37		103,482		103,221
Wells Fargo Home Equity Asset-Backed Securities Trust (05-3-M6) 3.27% (1 mo. USD LIBOR + 1.005%)(3)		11/25/35		4,087,681		4,116,151
Wells Fargo Home Equity Trust (04-2-A33) 3.27% (1 mo. USD LIBOR + 1.000%)(3)		10/25/34		5,764,740		5,790,932
Total Residential Mortgage-backed Securities — Non-agency (Cost: $82,906,542)						84,636,962
U.S. TREASURY SECURITIES—26.2%
U.S. Treasury Inflation Indexed Note
0.13%(9)		07/15/24		355,889		354,991
0.25%(9)		07/15/29		8,449,284		8,450,336
0.38%(9)		07/15/25		2,780,562		2,809,845
0.50%(9)		04/15/24		4,233,926		4,278,667
1.00%(9)		02/15/49		5,666,220		6,089,723
U.S. Treasury Note
1.63%		06/30/21		13,080,000		13,011,731
1.75%		07/31/21		7,210,000		7,190,989
1.75%		06/30/24		70,819,000		70,506,361
1.75%		07/31/24		48,985,000		48,768,843
2.00%		05/31/24		17,059,000		17,187,609
2.13%		05/31/21		32,650,000		32,770,267
2.38%		05/15/29		15,425,000		15,910,501
2.88%		05/15/49		73,571,000		78,936,448
Total U.S. Treasury Securities (Cost: $301,271,682)						306,266,311
Total Fixed Income Securities (Cost: $1,117,004,431)						1,147,015,757
			Shares
MONEY MARKET INVESTMENTS—3.7%
Dreyfus Government Cash Management Fund—Institutional Shares, 2.22%(10)				424,000		424,000
State Street Institutional U.S. Government Money Market Fund—Premier Class, 2.26%(10)				43,122,180		43,122,180
Total Money Market Investments (Cost: $43,546,180)						43,546,180
	Maturity Date		Principal Amount
SHORT TERM INVESTMENTS—0.4%
U.S. TREASURY SECURITIES—0.4%
U.S. Treasury Bill
2.04%(11)		10/24/19	$	3,805,000		3,787,042
2.03%(11),(12)		09/26/19		1,342,000		1,337,762
Total U.S. Treasury Securities (Cost: $5,121,481)						5,124,804
Total Short Term Investments (Cost: $5,121,481)						5,124,804
Total Investments (102.3%) (Cost: $1,165,672,092)						1,195,686,741
Liabilities In Excess Of Other Assets (-2.3%)						(26,786,543	)
Net Assets (100.0%)					$	1,168,900,198

FUTURES CONTRACTS
Number of     Contracts	Type	Expiration Date	Notional Amount	Market Value	Net Unrealized Appreciation
Long Futures
477	2-Year U.S. Treasury Note Futures	09/30/19	$101,885,585	$102,271,781	$    386,196
836	5-Year U.S. Treasury Note Futures	09/30/19	97,029,266	98,275,719	1,246,453
			$  198,914,851	$  200,547,500	$  1,632,649

CENTRALLY CLEARED - INTEREST RATE SWAP AGREEMENTS
Notional     Amount	Expiration Date		Payment Frequency		Payment Made by Fund	Payment Received by Fund	Unrealized Appreciation (Depreciation)			Premium Paid		Value
66,260,000(13)		04/11/22		Quarterly	3 Month USD LIBOR	2.26%	$	637,547		$	—	$	637,547
25,640,000(13)		05/08/22		Quarterly	3 Month USD LIBOR	2.28%		259,654		$	—		259,654
10,505,000(13)		05/08/25		Quarterly	2.37%	3 Month USD LIBOR		(294,186	)	$	—		(294,186	)
27,240,000(13)		04/11/25		Quarterly	2.3370%	3 Month USD LIBOR		(727,003	)	$	—		(727,003	)
							$	(123,988	)	$	—	$	(123,988	)

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Notes to Schedule of Investments:
ABS	-	Asset-Backed Securities.
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, as amended. These securities may be resold, normally only to qualified institutional buyers. At July 31, 2019, the value of these securities amounted to $141,196,604 or 12.1% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(2)		Variable rate security. Interest rate disclosed is as of the most recent information available. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
(3)		Floating or variable rate security. The interest shown reflects the rate in effect at July 31, 2019.
(4)		For fair value measurement disclosure purposes, security is categorized as Level 3.
(5)		Restricted security (Note 3).
(6)		Security purchased on a forward commitment with an approximate principal amount. The actual principal amount and maturity date will be determined upon settlement when the security is delivered.
(7)		This security is purchased on a when-issued, delayed delivery or forward commitment basis.
(8)		A portion of the principal balance has been written-off during the period due to defaults in the underlying loans. Cost basis has been adjusted.
(9)		Interest rate for this security is a stated rate. Interest payments are determined based on the inflation-adjusted principal.
(10)		Rate disclosed is the 7-day net yield as of July 31, 2019.
(11)		Rate shown represents yield-to-maturity.
(12)		All or a portion of this security is held as collateral for open futures contracts.
(13)		This instrument has a forward starting effective date. See Note 2, Significant Accounting Policies in the Notes to Financial Statements for further information.

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Residential Mortgage-Backed Securities—Agency		27.8	%
U.S. Treasury Securities		26.6
Corporate Bonds		23.7
Residential Mortgage-Backed Securities—Non-Agency		7.2
Asset-Backed Securities		6.3
Commercial Mortgage-Backed Securities—Agency		4.5
Money Market Investments		3.7
Commercial Mortgage-Backed Securities—Non-Agency		1.9
Municipal Bonds		0.6
Other*		(2.3	)
Total		100.0	%

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

See accompanying notes to Schedule of Investments.

TCW Core Fixed Income Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Corporate Bonds	$	—	$	276,126,090		$	980,092	$	277,106,182
Municipal Bonds		—		7,007,177			—		7,007,177
Asset-Backed Securities		—		73,700,776			—		73,700,776
Commercial Mortgage-Backed Securities—Agency		—		52,012,870			—		52,012,870
Commercial Mortgage-Backed Securities—Non-Agency		—		21,631,833			—		21,631,833
Residential Mortgage-Backed Securities—Agency		—		324,653,646			—		324,653,646
Residential Mortgage-Backed Securities—Non-Agency		—		84,636,962			—		84,636,962
U.S. Treasury Securities		284,282,749		21,983,562			—		306,266,311
Total Fixed Income Securities		284,282,749		861,752,916			980,092		1,147,015,757
Money Market Investments		43,546,180		—			—		43,546,180
Short-Term Investments		5,124,804		—			—		5,124,804
Total Investments	$	332,953,733	$	861,752,916		$	980,092	$	1,195,686,741
Asset Derivatives
Futures Contracts
Interest Rate Risk		1,632,649		—			—		1,632,649
Swap Agreements
Interest Rate Risk		—		897,201			—		897,201
Total	$	334,586,382	$	862,650,117		$	980,092	$	1,198,216,591
Liability Derivatives
Swap Agreements
Interest Rate Risk	$	—	$	(1,021,189	)	$	—	$	(1,021,189	)
Total	$	—	$	(1,021,189	)	$	—	$	(1,021,189	)

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—95.4% of Net Assets
Angola—1.3%
Angolan Government International Bond
8.25%(1)		05/09/28	$	39,149,000	$	41,938,366
9.38%(1)		05/08/48		30,660,000		33,900,762
Total Angola (Cost: $70,389,750)						75,839,128
Argentina—4.0%
Argentine Republic Government International Bond
4.63%		01/11/23		59,973,000		50,215,393
5.63%		01/26/22		16,470,000		14,295,960
5.88%		01/11/28		32,605,000		25,800,336
6.88%		01/26/27		62,560,000		51,846,600
7.50%		04/22/26		49,855,000		42,875,300
7.63%		04/22/46		58,205,000		46,956,884
Total Argentina (Cost: $226,698,271)						231,990,473
Bahrain—2.5%
Bahrain Government International Bond
6.75%(2)		09/20/29		41,090,000		45,793,778
7.00%(1)		10/12/28		28,980,000		32,837,962
7.50%(2)		09/20/47		29,115,000		33,220,215
Oil and Gas Holding Co. (The)
7.50%(1)		10/25/27		17,680,000		19,670,768
8.38%(1)		11/07/28		12,850,000		15,084,911
Total Bahrain (Cost: $128,085,875)						146,607,634
Belarus—0.2% (Cost: $12,800,000)
Development Bank of the Republic of Belarus JSC 6.75%(1)		05/02/24		12,800,000		13,443,328
Brazil—8.4%
Banco BTG Pactual S.A. 7.75%(1),(3)		02/15/29		31,225,000		32,829,965
Banco do Brasil S.A.
6.25% (10 year U.S. Treasury Constant Maturity Rate + 4.398%)(2),(4),(5)		10/29/49		19,245,000		19,245,000
9.00% (10 year U.S. Treasury Constant Maturity Rate + 6.362%)(2),(4),(5)		06/29/49		22,597,000		25,327,705
Brazil Notas do Tesouro Nacional, Series F 10.00%		01/01/27	BRL	183,800,000		56,868,272
CIMPOR Financial Operations BV 5.75%(2)		07/17/24	$	18,797,000		16,879,706
CSN Islands XII Corp. 7.00%(2),(5)		09/29/49		20,188,000		18,840,779
CSN Resources S.A.
7.63%(1)		02/13/23		3,522,000		3,741,949
7.63%(1)		04/17/26		9,233,000		9,888,081
GTL Trade Finance, Inc. 7.25%(2)		04/16/44		12,065,000		14,658,975
JBS Investments II GmbH 5.75%(1)		01/15/28		9,520,000		9,677,080
Klabin Austria GmbH 7.00%(1)		04/03/49		22,985,000		24,714,851
Light Servicos de Eletricidade S.A./Light Energia S.A. 7.25%(1)		05/03/23		14,935,000		16,055,125
MARB BondCo PLC 6.88%(1)		01/19/25		21,465,000		22,014,504
Petrobras Global Finance B.V.
6.85%		12/31/99		101,978,000		111,201,910
6.90%		03/19/49		40,725,000		45,783,045
Suzano Austria GmbH 7.00%(1)		03/16/47		22,200,000		25,725,360
Usiminas International S.A.R.L. 5.88%(1)		07/18/26		30,031,000		30,568,555
Total Brazil (Cost: $458,364,224)						484,020,862
Chile—0.7%
AES Gener S.A. 7.13%(1),(3)		03/26/79		16,683,000		18,038,494
Latam Finance, Ltd. 7.00%(1)		03/01/26		20,475,000		21,660,502
Total Chile (Cost: $37,150,959)						39,698,996
China—1.9%
China Evergrande Group 8.25%(2)		03/23/22		22,890,000		22,215,638
China SCE Group Holdings, Ltd. 7.45%(2)		04/17/21		15,004,000		15,341,376
Fantasia Holdings Group Co. Ltd 7.38%(2)		10/04/21		13,118,000		12,157,762
Kaisa Group Holdings, Ltd. 8.50%(2)		06/30/22		20,380,000		19,593,459
New Metro Global, Ltd. 6.50%(2)		04/23/21		20,180,000		19,170,716
Sunac China Holdings, Ltd. 7.88%(2)		02/15/22		19,000,000		19,356,250
Total China (Cost: $107,800,656)						107,835,201
Colombia—3.9%
Banco GNB Sudameris S.A. 6.50% (5 year U.S. Treasury Constant Maturity Rate + 4.561%)(1),(4)		04/03/27		9,719,000		10,190,372
Colombia Government International Bond
4.50%		03/15/29		27,270,000		29,874,558
5.00%		06/15/45		70,570,000		78,509,125
Ecopetrol S.A. 5.88%		05/28/45		43,115,000		48,586,318
Empresas Publicas de Medellin ESP 4.25%(1)		07/18/29		16,335,000		16,833,217
Gran Tierra Energy, Inc. 7.75%(1)		05/23/27		15,555,000		15,496,669
Millicom International Cellular S.A. 6.25%(1)		03/25/29		21,950,000		23,744,412
Total Colombia (Cost: $202,770,842)						223,234,671
Costa Rica—2.1%
Autopistas del Sol S.A. 7.38%(1)		12/30/30		22,507,520		22,700,944
Costa Rica Government International Bond
4.38%(2)		04/30/25		29,035,000		28,402,037
7.00%(2)		04/04/44		30,329,000		31,153,570
7.16%(2)		03/12/45		39,514,000		41,187,171
Total Costa Rica (Cost: $115,415,752)						123,443,722
Dominican Republic—2.5%
Dominican Republic International Bond
5.95%(1)		01/25/27		34,373,000		37,535,316
6.00%(1)		07/19/28		46,830,000		51,396,393
6.40%(1)		06/05/49		37,745,000		40,475,615
6.85%(2)		01/27/45		14,456,000		16,173,373
Total Dominican Republic (Cost: $133,646,317)						145,580,697

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
Ecuador—2.3%
Ecuador Government International Bond
7.88%(1)		01/23/28	$	77,963,000	$	76,196,651
7.95%(2)		06/20/24		50,180,000		52,121,966
10.75%(1)		01/31/29		5,880,000		6,603,975
Total Ecuador (Cost: $121,178,277)						134,922,592
Egypt—3.0%
Egypt Government International Bond
6.59%(1)		02/21/28		30,123,000		31,073,757
7.60%(1)		03/01/29		74,575,000		80,040,229
8.70%(1)		03/01/49		56,622,000		62,059,694
Total Egypt (Cost: $161,968,656)						173,173,680
El Salvador—1.1%
El Salvador Government International Bond
5.88%(2)		01/30/25		16,785,000		17,317,399
7.12%(1)		01/20/50		12,970,000		13,196,975
7.63%(2)		02/01/41		15,850,000		17,197,409
7.65%(2)		06/15/35		16,312,000		17,820,860
Total El Salvador (Cost: $61,720,710)						65,532,643
Ghana—1.6%
Ghana Government International Bond
8.13%(1)		03/26/32		67,150,000		68,472,855
8.95%(1)		03/26/51		24,375,000		25,239,947
Total Ghana (Cost: $91,588,920)						93,712,802
Guatemala—0.6%
Guatemala Government Bond
4.90%(1)		06/01/30		19,590,000		20,456,245
6.13%(1)		06/01/50		13,205,000		14,393,450
Total Guatemala (Cost: $32,685,592)						34,849,695
India—1.7%
Azure Power Energy, Ltd. 5.50%(1)		11/03/22		13,667,000		13,821,710
Delhi International Airport, Ltd. 6.45%(1)		06/04/29		18,355,000		19,387,469
Greenko Solar Mauritius, Ltd. 5.95%(1)		07/29/26		19,175,000		19,222,937
Neerg Energy, Ltd. 6.00%(1)		02/13/22		18,042,000		17,887,380
Vedanta Resources PLC 6.13%(2)		08/09/24		30,469,000		28,634,766
Total India (Cost: $96,196,592)						98,954,262
Indonesia—5.7%
Freeport-McMoRan, Inc. 5.40%		11/14/34		22,630,000		21,951,100
Indonesia Asahan Aluminium Persero PT
6.53%(1)		11/15/28		21,688,000		26,140,852
6.76%(1)		11/15/48		60,187,000		74,970,618
Indonesia Treasury Bond 8.38%		03/15/34	IDR	361,865,000,000		27,403,845
Minejesa Capital BV 5.63%(1)		08/10/37	$	50,585,000		54,490,162
Perusahaan Penerbit SBSN Indonesia III
4.15%(2)		03/29/27		65,605,000		69,410,090
4.45%(2)		02/20/29		17,420,000		18,932,056
Saka Energi Indonesia PT 4.45%(1)		05/05/24		35,219,000		35,426,799
Total Indonesia (Cost: $303,869,455)						328,725,522
Iraq—0.6% (Cost: $28,311,921)
Iraq International Bond 5.80%(2)		01/15/28		32,130,000		32,001,480
Ivory Coast—0.9% (Cost: $47,771,944)
Ivory Coast Government International Bond 6.13%(1)		06/15/33		52,830,000		49,937,716
Kazakhstan—2.9%
Kazakhstan Temir Zholy National Co. JSC 4.85%(1)		11/17/27		35,605,000		38,632,066
KazMunayGas National Co. JSC
5.38%(1)		04/24/30		30,035,000		33,689,268
5.75%(1)		04/19/47		82,804,000		95,121,095
Total Kazakhstan (Cost: $149,241,149)						167,442,429
Kenya—0.9%
Kenya Government International Bond
7.00%(1)		05/22/27		33,255,000		34,850,874
8.00%(1)		05/22/32		18,750,000		19,929,000
Total Kenya (Cost: $52,170,759)						54,779,874
Lebanon—1.4%
Lebanon Government International Bond
6.00%(2)		01/27/23		44,809,000		37,341,222
6.10%(2)		10/04/22		23,140,000		19,655,116
6.65%(2)		04/22/24		30,230,000		24,734,186
Total Lebanon (Cost: $84,358,105)						81,730,524
Mexico—2.1%
Banco Mercantil del Norte S.A. 6.88% (5 year U.S. Treasury Constant Maturity Rate + 5.035%)(1),(4),(5)		12/31/99		17,405,000		17,507,690
Banco Mercantil del Norte S.A.
7.50% (10 year Treasury Constant Maturity Rate + 5.470%)(1),(4),(5)		12/31/99		18,500,000		18,814,500
7.63% (10 year U.S. Treasury Constant Maturity Rate + 5.353%)(1),(4),(5)		12/31/99		15,126,000		15,481,460
Petroleos Mexicanos
6.50%		01/23/29		13,098,000		12,849,138
6.63%		06/15/35		42,935,000		40,283,764
Unifin Financiera SAB de CV SOFOM ENR 8.38%(1)		01/27/28		15,840,000		15,720,883
Total Mexico (Cost: $120,991,951)						120,657,435
Mongolia—0.5%
Development Bank of Mongolia LLC 7.25%(1)		10/23/23		12,880,000		13,499,528
Mongolia Government International Bond 5.13%(2)		12/05/22		12,793,000		12,924,795
Total Mongolia (Cost: $24,680,041)						26,424,323
Nigeria—2.5%
IHS Netherlands Holdco BV 9.50%(2)		10/27/21		16,185,000		16,808,122
Nigeria Government International Bond

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
Nigeria (Continued)
7.14%(1)		02/23/30	$	49,300,000	$	51,071,719
7.70%(1)		02/23/38		74,290,000		76,860,583
Total Nigeria (Cost: $136,852,815)						144,740,424
Oman—2.5%
Oman Government International Bond
5.63%(1)		01/17/28		75,415,000		74,747,577
6.00%(1)		08/01/29		29,415,000		29,377,643
6.75%(2)		01/17/48		40,841,000		38,569,669
Total Oman (Cost: $138,574,660)						142,694,889
Pakistan—0.6% (Cost: $31,282,823)
Pakistan Government International Bond 6.88%(2)		12/05/27		33,930,000		35,375,418
Panama—2.2%
Aeropuerto Internacional de Tocumen S. A. 6.00%(1)		11/18/48		16,565,000		20,167,888
AES Panama SRL 6.00%(1)		06/25/22		17,384,000		17,921,818
Banistmo S.A. 3.65%(1)		09/19/22		7,139,000		7,202,180
C&W Senior Financing DAC
6.88%(1)		09/15/27		22,924,000		23,985,381
7.50%(1)		10/15/26		12,975,000		13,883,250
Global Bank Corp. 5.25%(1),(3)		04/16/29		29,215,000		30,976,664
Sable International Finance, Ltd. 5.75%(1)		09/07/27		9,800,000		10,084,200
Total Panama (Cost: $115,439,195)						124,221,381
Paraguay—0.9%
Paraguay Government International Bond
5.40%(1)		03/30/50		19,600,000		22,144,937
5.60%(2)		03/13/48		26,017,000		29,939,876
Total Paraguay (Cost: $45,521,367)						52,084,813
Peru—2.1%
Inkia Energy, Ltd. 5.88%(1)		11/09/27		16,705,000		17,452,549
Nexa Resources S.A. 5.38%(2)		05/04/27		20,488,000		21,615,045
Peru LNG SRL 5.38%(1)		03/22/30		30,377,000		33,072,959
Petroleos del Peru S.A.
4.75%(2)		06/19/32		16,250,000		17,594,850
5.63%(1)		06/19/47		14,135,000		16,096,938
Telefonica del Peru S.A. 7.38%(1)		04/10/27	PEN	54,860,000		17,883,920
Total Peru (Cost: $115,661,857)						123,716,261
Qatar—3.6%
Qatar Government International Bond
4.00%(1)		03/14/29	$	124,804,000		136,406,872
4.82%(1)		03/14/49		13,560,000		15,729,695
5.10%(1)		04/23/48		44,490,000		53,591,764
Total Qatar (Cost: $185,518,494)						205,728,331
Russia—3.9%
Russian Federation Government Bond
4.25%(2)		06/23/27		45,200,000		47,256,600
4.38%(1)		03/21/29		46,800,000		48,999,600
5.10%(1)		03/28/35		89,000,000		96,894,300
5.10%(2)		03/28/35		32,200,000		35,056,140
Total Russia (Cost: $215,374,888)						228,206,640
Saudi Arabia—3.8%
Saudi Arabian Oil Co.
3.50%(1)		04/16/29		19,935,000		20,487,199
4.25%(1)		04/16/39		21,765,000		22,578,467
Saudi Government International Bond
3.25%(2)		10/26/26		29,000,000		29,951,200
4.38%(2)		04/16/29		84,540,000		93,467,424
4.50%(2)		10/26/46		51,160,000		54,280,760
Total Saudi Arabia (Cost: $208,560,039)						220,765,050
Senegal—0.7% (Cost: $39,161,675)
Senegal Government International Bond 6.75%(2)		03/13/48		43,240,000		41,760,381
South Africa—3.2%
Eskom Holdings SOC, Ltd. 7.13%(2)		02/11/25		11,760,000		12,235,175
Gold Fields Orogen Holdings BVI, Ltd. 6.13%(1)		05/15/29		24,210,000		26,509,950
Petra Diamonds US Treasury PLC 7.25%(2)		05/01/22		17,500,000		16,537,500
SASOL Financing USA LLC 6.50%		09/27/28		22,035,000		24,749,712
South Africa Government Bond
4.30%		10/12/28		49,090,000		47,524,078
4.85%		09/27/27		25,020,000		25,317,112
5.88%		06/22/30		28,805,000		30,702,299
Total South Africa (Cost: $172,563,177)						183,575,826
Sri Lanka—3.3%
Sri Lanka Government Bond
5.75%(1)		04/18/23		60,585,000		60,730,404
6.35%(1)		06/28/24		10,875,000		10,983,750
6.75%(2)		04/18/28		38,813,000		38,182,289
6.85%(1)		03/14/24		24,605,000		25,404,663
7.55%(1)		03/28/30		27,425,000		28,042,062
7.85%(1)		03/14/29		25,215,000		26,253,667
Total Sri Lanka (Cost: $181,471,323)						189,596,835
Tanzania—0.2% (Cost: $13,118,419)
HTA Group, Ltd. 9.13%(2)		03/08/22		12,829,000		13,468,526
Tunisia—0.5%
Banque Centrale de Tunisie International Bond
6.38%(1)		07/15/26	EUR	13,490,000		15,070,830
6.75%(1)		10/31/23	EUR	13,275,000		15,272,569
Total Tunisia (Cost: $30,046,603)						30,343,399
Turkey—4.8%
Turkcell Iletisim Hizmetleri AS 5.80%(1)		04/11/28	$	17,850,000		16,868,250
Turkey Government International Bond
5.75%		03/22/24		31,225,000		30,874,530
6.00%		03/25/27		101,240,000		98,233,172
6.35%		08/10/24		32,720,000		33,027,568
6.88%		03/17/36		65,448,000		64,285,971
Turkiye Vakiflar Bankasi TAO 6.88% (USD 5 Year Swap rate + 5.439%)(2),(4)		02/03/25		16,975,000		15,678,004

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
Turkey (Continued)
Yapi ve Kredi Bankasi AS 8.25%(1)		10/15/24	$	16,475,000	$	16,942,890
Total Turkey (Cost: $266,081,994)						275,910,385
Ukraine—3.9%
Ukraine Government International Bond
0.00%(2),(3),(6)		05/31/40		35,819,000		30,671,810
7.75%(2)		09/01/22		29,975,000		31,860,427
7.75%(2)		09/01/23		38,538,000		41,320,443
7.75%(2)		09/01/26		44,715,000		47,344,242
7.75%(2)		09/01/27		46,041,000		48,742,916
8.99%(1)		02/01/24		24,995,000		27,801,389
Total Ukraine (Cost: $205,888,884)						227,741,227
United Arab Emirates—0.4% (Cost: $19,572,911)
DP World PLC 5.63%(1)		09/25/48		19,570,000		21,710,958
Uruguay—1.6%
Uruguay Government International Bond
4.38%		01/23/31		32,650,000		35,706,040
4.98%		04/20/55		51,195,000		57,802,355
Total Uruguay (Cost: $83,668,166)						93,508,395
Venezuela—0.5%
Venezuela Government International Bond
8.25%(2),(7),(8)		10/13/24		68,054,200		10,037,994
9.25%(7),(8)		09/15/27		60,955,000		8,990,863
9.25%(2),(7),(8)		05/07/28		49,048,000		7,234,580
Total Venezuela (Cost: $58,451,914)						26,263,437
Vietnam—0.4% (Cost: $20,250,625)
Mong Duong Finance Holdings BV 5.13%(1)		05/07/29		20,210,000		20,323,176
Zambia—0.5%
First Quantum Minerals, Ltd.
6.88%(1)		03/01/26		14,150,000		13,424,813
7.50%(1)		04/01/25		18,556,000		18,234,980
Total Zambia (Cost: $31,953,287)						31,659,793
Indonesia—0.5% (Cost: $27,470,995)
Indonesia Treasury Bond 8.25%		05/15/29	IDR	369,415,000,000		27,936,072
Total Fixed Income Securities (Cost: $5,212,342,829)						5,515,871,306
PURCHASED OPTIONS(9) (0.0%) (Cost: $779,190)						439,812
MONEY MARKET INVESTMENTS (4.2% )
State Street Institutional U.S. Government Money Market Fund—Premier Class, 2.26%(10)				244,051,421		244,051,422
Total Money Market Investments (Cost: $244,051,422)						244,051,422
Total Investments (99.6%) (Cost: $5,457,173,441)						5,760,362,540
Excess Of Other Assets Over Liabilities (0.4%)						21,497,239
Total Net Assets (100.0%)					$	5,781,859,779

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

PURCHASED OPTIONS—OTC

Description	Counterparty	Exercise Price			Expiration Date		Number of Contracts		Notional Amount (000)		Market Value		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
USD Put / JPY Call	BNP Paribas S.A.		JPY	108		10/15/19		57,000		57,000	$	439,812	$	779,190	$	(339,378	)

FORWARD CURRENCY EXCHANGE CONTRACTS

Counterparty	Contracts to Deliver	Units of Currency		Settlement Date		In Exchange for U.S. Dollars		Contracts at Value		Unrealized Appreciation (Depreciation)
BUY (11)
BNP Paribas S.A.	INR		3,921,848,736		10/01/19	$	56,720,000	$	56,665,653	$	(54,347	)
Citibank N.A.	SAR		69,663,299		04/06/20		18,493,045		18,561,802		68,757
						$	75,213,045	$	75,227,455	$	14,410
SELL (12)
BNP Paribas S.A.	TWD		1,756,048,447		10/01/19	$	56,720,000	$	56,659,171	$	60,829
Citibank N.A.	SAR		69,663,299		04/06/20		18,470,000		18,561,802		(91,802	)
						$	75,190,000	$	75,220,973	$	(30,973	)

Notes to the Schedule of Investments:
BRL	-	Brazilian Real.
EUR	-	Euro Currency.
IDR	-	Indonesian Rupiah.
INR	-	Indian Rupee.
JPY	-	Japanese Yen.
PEN	-	Peruvian Nuevo Sol.
SAR	-	Saudi Riyal.
TWD	-	Taiwan Dollar.
USD	-	U.S. Dollar.
OTC		Over the Counter.
(1)		Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At July 31, 2019, the value of these securities amounted to $2,803,621,740 or 48.5% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(2)		Investments issued under Regulation S of the Securities Act of 1933, as amended, may not be offered, sold, or delivered within the United States except under special exemptions. At July 31, 2019, the value of these securities amounted to $1,521,798,246 or 26.3% of net assets.
(3)		Variable rate security. Interest rate disclosed is as of the most recent information available. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
(4)		Floating or variable rate security. The interest shown reflects the rate in effect at July 31, 2019.
(5)		Perpetual Maturity.
(6)		Security is not accruing interest.
(7)		Security is currently in default due to bankruptcy or failure to make payment of principal or interest of the issuer. Income is not being accrued.
(8)		For fair value measurement disclosure purposes, security is categorized as Level 3.
(9)		See options table for description of purchased options.
(10)		Rate disclosed is the 7-day net yield as of July 31, 2019.
(11)		Fund buys foreign currency, sells U.S. Dollar.
(12)		Fund sells foreign currency, buys U.S. Dollar.

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Agriculture		0.2	%
Airlines		0.4
Banks		3.8
Building Materials		0.3
Chemicals		0.4
Commercial Services		0.8
Currency Options		0.0	*
Diversified Financial Services		0.8
Electric		3.0
Energy-Alternate Sources		0.9
Engineering & Construction		1.0
Food		0.4
Foreign Government Bonds		62.3
Forest Products & Paper		0.4
Iron & Steel		1.3
Metal Fabricate & Hardware		0.2
Mining		4.3
Oil & Gas		9.5
Packaging & Containers		0.4
Pipelines		0.6
Real Estate		1.9
Telecommunications		1.8
Transportation		0.7
Money Market Investments		4.2
Total		99.6	%

* Amount rounds to less than 0.1%

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Income Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Agriculture	$	—	$	9,677,080		$	—	$	9,677,080
Airlines		—		21,660,502			—		21,660,502
Banks		—		221,153,192			—		221,153,192
Building Materials		—		16,879,706			—		16,879,706
Chemicals		—		24,749,712			—		24,749,712
Commercial Services		—		44,411,902			—		44,411,902
Diversified Financial Services		—		48,550,848			—		48,550,848
Electric		—		173,349,716			—		173,349,716
Energy-Alternate Sources		—		50,932,027			—		50,932,027
Engineering & Construction		—		56,363,479			—		56,363,479
Food		—		22,014,504			—		22,014,504
Foreign Government Bonds		—		3,574,297,723			26,263,437		3,600,561,160
Forest Products & Paper		—		25,725,360			—		25,725,360
Iron & Steel		—		77,698,339			—		77,698,339
Metal Fabricate & Hardware		—		13,468,526			—		13,468,526
Mining		—		248,019,624			—		248,019,624
Oil & Gas		—		549,951,139			—		549,951,139
Packaging & Containers		—		24,714,851			—		24,714,851
Pipelines		—		33,072,959			—		33,072,959
Real Estate		—		107,835,201			—		107,835,201
Telecommunications		—		106,449,413			—		106,449,413
Transportation		—		38,632,066			—		38,632,066
Total Fixed Income Securities		—		5,489,607,869			26,263,437		5,515,871,306
Currency Options		—		439,812			—		439,812
Money Market Investments		244,051,422		—			—		244,051,422
Total Investments	$	244,051,422	$	5,490,047,681		$	26,263,437	$	5,760,362,540
Asset Derivatives
Forward Currency Contracts
Foreign Currency Risk		—		129,586			—		129,586
Total	$	244,051,422	$	5,490,177,267		$	26,263,437	$	5,760,492,126
Liability Derivatives
Forward Currency Contracts
Foreign Currency Risk	$	—	$	(146,149	)	$	—	$	(146,149	)
Total	$	—	$	(146,149	)	$	—	$	(146,149	)

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Local Currency Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—87.8% of Net Assets
Argentina—1.0% (Cost: $2,273,123)
Argentine Republic Government International Bond 6.88%		01/26/27	$	2,750,000	$	2,279,063
Brazil—12.3%
Brazil Notas do Tesouro Nacional, Series F
10.00%		01/01/21	BRL	14,172,000		3,988,076
10.00%		01/01/23	BRL	41,585,000		12,249,041
10.00%		01/01/25	BRL	27,080,000		8,206,264
10.00%		01/01/27	BRL	14,660,000		4,535,849
Total Brazil (Cost: $26,532,449)						28,979,230
Chile—1.8% (Cost: $3,646,243)
Bonos de la Tesoreria de la Republica 2.00%		03/01/35	CLP	2,403,994,120		4,211,999
Colombia—6.5%
Colombian TES (Treasury) Bond, Series B
6.00%		04/28/28	COP	9,972,800,000		3,052,282
7.50%		08/26/26	COP	9,949,000,000		3,349,270
7.75%		09/18/30	COP	12,966,000,000		4,473,162
10.00%		07/24/24	COP	12,004,700,000		4,408,906
Total Colombia (Cost: $15,102,083)						15,283,620
Dominican Republic—0.6% (Cost: $1,306,336)
Dominican Republic International Bond 9.75%(1)		06/05/26	DOP	66,000,000		1,346,774
Egypt—0.4% (Cost: $815,150)
Egypt Government Bond 15.16%		10/10/22	EGP	14,500,000		861,906
Hungary—1.7% (Cost: $3,976,784)
Hungary Government Bond 3.00%		08/21/30	HUF	1,099,000,000		4,022,140
Indonesia—11.6%
Indonesia Treasury Bond
6.63%		05/15/33	IDR	16,025,000,000		1,048,936
7.00%		05/15/22	IDR	8,382,000,000		605,941
7.00%		05/15/27	IDR	21,200,000,000		1,495,359
7.50%		08/15/32	IDR	53,928,000,000		3,780,000
8.25%		05/15/29	IDR	45,334,000,000		3,428,269
8.38%		09/15/26	IDR	86,006,000,000		6,562,889
8.38%		03/15/34	IDR	107,289,000,000		8,124,939
9.00%		03/15/29	IDR	28,498,000,000		2,236,413
Total Indonesia (Cost: $25,882,279)						27,282,746
Malaysia—4.3%
Malaysia Government Bond
3.48%		03/15/23	MYR	5,610,000		1,362,667
3.89%		08/15/29	MYR	20,500,000		5,091,591
3.90%		11/16/27	MYR	6,560,000		1,619,135
4.18%		07/15/24	MYR	5,600,000		1,401,233
4.92%		07/06/48	MYR	2,000,000		544,190
Total Malaysia (Cost: $9,771,224)						10,018,816
Mexico—10.4%
Mexican Bonos
8.00%		09/05/24	MXN	48,660,000		2,643,675
8.50%		11/18/38	MXN	60,090,000		3,365,971
Mexico Government Bond (BONOS)
5.75%		03/05/26	MXN	73,200,000		3,533,005
7.50%		06/03/27	MXN	82,200,000		4,341,577
7.75%		05/29/31	MXN	41,000,000		2,185,464
7.75%		11/13/42	MXN	69,088,000		3,582,760
10.00%		12/05/24	MXN	79,735,000		4,701,623
Total Mexico (Cost: $23,697,085)						24,354,075
Peru—4.8%
Alicorp SAA 6.88%(1)		04/17/27	PEN	1,726,000		565,490
Peruvian Government International Bond
5.40%(2)		08/12/34	PEN	730,000		236,506
6.15%(2)		08/12/32	PEN	12,162,000		4,194,611
6.90%(2)		08/12/37	PEN	2,021,000		748,587
6.95%(2)		08/12/31	PEN	7,671,000		2,815,706
Telefonica del Peru S.A. 7.38%(1)		04/10/27	PEN	8,450,000		2,754,632
Total Peru (Cost: $10,025,926)						11,315,532
Philippines—0.3% (Cost: $621,682)
Philippine Government Bond 5.50%		03/08/23	PHP	33,300,000		674,152
Poland—3.1% (Cost: $7,068,287)
Poland Government Bond 2.50%		07/25/27	PLN	27,414,000		7,332,715
Romania—2.3%
Romania Government Bond
4.25%		06/28/23	RON	11,705,000		2,799,130
5.00%		02/12/29	RON	4,500,000		1,112,345
5.85%		04/26/23	RON	6,340,000		1,600,002
Total Romania (Cost: $5,512,920)						5,511,477
Russia—7.9%
Russian Federal Bond—OFZ
6.90%		05/23/29	RUB	303,500,000		4,691,683
7.00%		08/16/23	RUB	17,500,000		276,623
7.05%		01/19/28	RUB	142,600,000		2,245,583
7.10%		10/16/24	RUB	327,400,000		5,186,576
7.75%		09/16/26	RUB	84,000,000		1,372,818
8.50%		09/17/31	RUB	275,200,000		4,767,053
Total Russia (Cost: $17,253,639)						18,540,336
South Africa—10.0%
South Africa Government Bond
6.50%		02/28/41	ZAR	89,000,000		4,393,128
8.25%		03/31/32	ZAR	42,300,000		2,743,848
8.50%		01/31/37	ZAR	99,360,000		6,282,489
8.75%		01/31/44	ZAR	60,000,000		3,781,433
8.75%		02/28/48	ZAR	76,900,000		4,825,812
8.88%		02/28/35	ZAR	22,600,000		1,495,865
Total South Africa (Cost: $23,673,437)						23,522,575
Thailand—3.7%
Thailand Government Bond
2.13%		12/17/26	THB	138,193,000		4,598,876
3.30%		06/17/38	THB	65,327,000		2,548,030
3.40%		06/17/36	THB	37,939,000		1,476,407
Total Thailand (Cost: $7,689,459)						8,623,313
Turkey—4.4%
Turkey Government Bond 10.50%		08/11/27	TRY	7,379,044		1,052,112

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Local Currency Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
Turkey (Continued)
10.70%		02/17/21	TRY	$15,439,271	$	2,587,207
11.00%		03/02/22	TRY	10,136,250		1,655,553
11.00%		02/24/27	TRY	30,250,000		4,464,822
16.20%		06/14/23	TRY	3,050,000		561,797
Total Turkey (Cost: $11,328,451)						10,321,491
Ukraine—0.7%
Ukraine Government International Bond
6.75%(1)		06/20/26	EUR	830,000		1,007,200
14.64%(1)		06/10/20	UAH	8,453,000		332,721
17.25%(1)		09/30/20	UAH	7,547,000		298,368
Total Ukraine (Cost: $1,563,011)						1,638,289
Total Fixed Income Securities (Cost: $197,739,568)						206,120,249
			Shares
MONEY MARKET INVESTMENTS—1.9%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 2.26%(3)				4,430,770		4,430,770
Total Money Market Investments (Cost: $4,430,770)						4,430,770
	Maturity Date		Principal Amount
SHORT TERM INVESTMENTS—8.4%
FOREIGN GOVERNMENT BONDS—8.4%
Egypt—4.2%
Egypt Treasury Bills
0.00%(4)		08/06/19	EGP	6,600,000		397,354
0.00%(4)		08/13/19	EGP	54,000,000		3,240,880
0.00%(4)		10/01/19	EGP	26,075,000		1,528,307
0.00%(4)		10/08/19	EGP	13,600,000		794,004
0.00%(4)		10/22/19	EGP	17,150,000		994,224
0.00%(4)		11/19/19	EGP	48,900,000		2,800,373
Total Egypt (Cost: $9,642,268)						9,755,142
Nigeria—2.8%
Nigeria Treasury Bills
0.00%(4)		01/30/20	NGN	860,000,000		2,249,080
0.00%(4)		02/20/20	NGN	648,600,000		1,683,829
0.00%(4)		02/27/20	NGN	278,000,000		720,134
0.00%(4)		04/09/20	NGN	229,753,000		586,881
0.00%(4)		04/16/20	NGN	390,000,000		992,609
0.00%(4)		04/23/20	NGN	172,747,000		439,351
Total Nigeria (Cost: $6,559,540)						6,671,884
Ukraine—1.4%
Ukraine Government Bills
0.00%(1),(4)		09/04/19	UAH	43,618,000		1,710,478
0.00%(1),(4)		10/09/19	UAH	6,809,000		262,857
0.00%(1),(4)		10/16/19	UAH	12,500,000		481,056
0.00%(1),(4)		01/29/20	UAH	22,232,000		817,504
Total Ukraine (Cost: $3,139,193)						3,271,895
Total Short Term Investments (Cost: $19,341,001)						19,698,921
Total Investments (98.1%) (Cost: $221,511,339)						230,249,940
Excess Of Other Assets Over Liabilities (1.9%)						4,375,728
Total Net Assets (100.0%)					$	234,625,668

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Local Currency Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

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(5)
Bank of America, N.A.		HUF		1,068,795,000		09/11/19	$	3,780,000	$	3,662,234	$	(117,766	)
Bank of America, N.A.		PEN		6,030,000		08/28/19		1,815,445		1,827,267		11,822
Bank of America, N.A.		PLN		8,640,755		08/07/19		2,270,000		2,245,056		(24,944	)
Bank of America, N.A.		PLN		8,683,650		09/16/19		2,300,000		2,258,473		(41,527	)
Bank of America, N.A.		RON		4,618,620		08/21/19		1,080,000		1,086,754		6,754
Bank of America, N.A.		RUB		398,326,717		08/06/19		6,307,308		6,276,549		(30,759	)
Bank of America, N.A.		ZAR		16,752,700		10/09/19		1,165,000		1,172,173		7,173
Barclays Bank PLC		CLP		1,323,075,000		10/18/19		1,950,000		1,888,102		(61,898	)
Barclays Bank PLC		PLN		47,548,231		08/07/19		12,420,000		12,354,063		(65,937	)
Barclays Bank PLC		RUB		136,451,790		08/06/19		2,097,000		2,150,110		53,110
Barclays Bank PLC		THB		366,406,275		08/22/19		11,835,000		11,919,186		84,186
BNP Paribas S.A.		ARS		78,449,071		09/11/19		1,552,000		1,691,422		139,422
BNP Paribas S.A.		COP		7,346,394,000		08/30/19		2,280,299		2,227,802		(52,497	)
BNP Paribas S.A.		CZK		225,079,150		09/10/19		9,925,000		9,767,067		(157,933	)
BNP Paribas S.A.		HUF		662,305,700		09/11/19		2,300,000		2,269,396		(30,604	)
BNP Paribas S.A.		INR		243,269,544		10/01/19		3,515,000		3,514,931		(69	)
Citibank N.A.		INR		160,712,500		10/01/19		2,300,000		2,322,088		22,088
Goldman Sachs & Co.		BRL		4,499,230		10/09/19		1,165,000		1,189,579		24,579
Goldman Sachs & Co.		ZAR		22,222,541		08/05/19		1,551,312		1,567,294		15,982
							$	71,608,364	$	71,389,546	$	(218,818	)
SELL(6)
Bank of America, N.A.		BRL		4,499,230		10/09/19	$	1,185,568	$	1,189,579	$	(4,011	)
Bank of America, N.A.		CZK		14,712,614		09/10/19		650,000		638,438		11,562
Bank of America, N.A.		RUB		199,928,187		08/06/19		3,030,000		3,150,326		(120,326	)
Bank of America, N.A.		TWD		70,897,500		10/01/19		2,300,000		2,287,519		12,481
Barclays Bank PLC		RUB		192,061,200		08/06/19		2,900,000		3,026,364		(126,364	)
Barclays Bank PLC		SGD		3,192,710		10/22/19		2,350,000		2,335,494		14,506
BNP Paribas S.A.		PEN		9,633,000		08/28/19		2,850,000		2,919,082		(69,082	)
BNP Paribas S.A.		RON		4,618,620		08/21/19		1,079,369		1,086,754		(7,385	)
BNP Paribas S.A.		TWD		108,981,561		10/01/19		3,515,000		3,516,306		(1,306	)
BNP Paribas S.A.		ZAR		15,897,750		08/05/19		1,100,000		1,121,224		(21,224	)
Goldman Sachs & Co.		COP		7,346,394,000		08/30/19		2,178,000		2,227,802		(49,802	)
Goldman Sachs & Co.		PLN		16,029,789		08/07/19		4,170,000		4,164,887		5,113
Goldman Sachs & Co.		RUB		142,789,120		08/06/19		2,176,000		2,249,969		(73,969	)
Standard Chartered Bank		ZAR		6,324,791		08/05/19		435,000		446,070		(11,070	)
							$	29,918,937	$	30,359,814	$	(440,877	)

Notes to the Schedule of Investments:
ARS	-	Argentine Peso.
BRL	-	Brazilian Real.
CLP	-	Chilean Peso.
COP	-	Colombian Peso.
CZK	-	Czech Koruna.
EGP	-	Egyptian Pound.
EUR	-	Euro Currency.
HUF	-	Hungarian Forint.
IDR	-	Indonesian Rupiah.
MXN	-	Mexican Peso.
MYR	-	Malaysian Ringgit.
NGN	-	Nigeria Naira.
PEN	-	Peruvian Nuevo Sol.
PLN	-	Polish Zloty.
RON	-	Romanian New Leu.
RUB	-	Russian Ruble.
SGD	-	Singapore Dollar.
THB	-	Thai Baht.
TRY	-	Turkish New Lira.
UAH	-	Ukraine Hryvnia.
USD	-	U.S. Dollar.
ZAR	-	South African Rand.

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Local Currency Income Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

(1) Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At July 31, 2019, the value of these securities amounted to $9,577,080 or 4.1% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.

(2) Investments issued under Regulation S of the Securities Act of 1933, as amended, may not be offered, sold, or delivered within the United States except under special exemptions. At July 31, 2019, the value of these securities amounted to $7,995,410 or 3.4% of net assets.

(3) Rate disclosed is the 7-day net yield as of July 31, 2019.

(4) Security is not accruing interest.

(5) Fund buys foreign currency, sells U.S. Dollar.

(6) Fund sells foreign currency, buys U.S. Dollar.

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Local Currency Income Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Food		0.2	%
Foreign Government Bonds		86.4
Short Term Investments		8.4
Telecommunications		1.2
Money Market Investments		1.9
Total		98.1	%

See accompanying notes to Schedule of Investments.

TCW Emerging Markets Local Currency Income Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Food	$	—	$	565,490		$	—	$	565,490
Foreign Government Bonds		—		202,800,127			—		202,800,127
Telecommunications		—		2,754,632			—		2,754,632
Total Fixed Income Securities		—		206,120,249			—		206,120,249
Money Market Investments		4,430,770		—			—		4,430,770
Short-Term Investments		—		19,698,921			—		19,698,921
Total Investments	$	4,430,770	$	225,819,170		$	—	$	230,249,940
Asset Derivatives
Forward Currency Contracts
Foreign Currency Risk		—		408,778			—		408,778
Total	$	4,430,770	$	226,227,948		$	—	$	230,658,718
Liability Derivatives
Forward Currency Contracts
Foreign Currency Risk	$	—	$	(1,068,473	)	$	—	$	(1,068,473	)
Total	$	—	$	(1,068,473	)	$	—	$	(1,068,473	)

See accompanying notes to Schedule of Investments.

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—85.2%
ASSET-BACKED SECURITIES—10.0%
BA Credit Card Trust (18-A2-A2) 3.00%		09/15/23	$	10,000	$	10,152
BlueMountain CLO, Ltd. (13-1A-A1R2) 3.51%(1),(2)		01/20/29		7,000		7,007
Chase Issuance Trust (12-A7-A7) 2.16%		09/15/24		10,000		10,019
Citibank Credit Card Issuance Trust (14-A5-A5) 2.68%		06/07/23		10,000		10,098
Educational Services of America, Inc. (12-2-A) 3.00% (1 mo. USD LIBOR + 0.730%)(1),(3)		04/25/39		5,948		5,932
Madison Park Funding, Ltd. (18-30A-A) 3.05%(1),(2)		04/15/29		10,000		9,887
Nelnet Student Loan Trust (12-5A-A) 2.87% (1 mo. USD LIBOR + 0.600%)(1),(3)		10/27/36		3,766		3,757
Scholar Funding Trust (11-A-A) 3.16% (3 mo. USD LIBOR + 0.900%)(1),(3)		10/28/43		3,271		3,282
SLM Student Loan Trust (05-4-A3) 2.40% (3 mo. USD LIBOR + 0.120%)(3)		01/25/27		12,072		12,005
SLM Student Loan Trust (08-1-A4) 2.93% (3 mo. USD LIBOR + 0.650%)(3)		01/25/22		9,971		9,873
SLM Student Loan Trust (08-3-A3) 3.28% (3 mo. USD LIBOR + 1.000%)(3)		10/25/21		10,301		10,240
SLM Student Loan Trust (08-3-B) 3.48% (3 mo. USD LIBOR + 1.200%)(3)		04/26/83		10,000		9,485
SLM Student Loan Trust (13-4-A) 2.82% (1 mo. USD LIBOR + 0.550%)(3)		06/25/43		9,569		9,494
SLM Student Loan Trust (13-6-A3) 2.92% (1 mo. USD LIBOR + 0.650%)(3)		06/25/55		10,991		10,959
Total Asset-backed Securities (Cost: $122,056)						122,190
COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—8.8%
Fannie Mae (12-M2-X) (I/O) 0.69%(2)		02/25/22		155,391		2,283
Freddie Mac (KJ14-A1) 2.20%		11/25/23		5,297		5,306
Freddie Mac (KJ20-A1) 3.21%		10/25/24		8,891		9,239
Freddie Mac Multifamily Structured Pass Through Certificates (KJ16-A1) 1.97%		04/25/22		4,275		4,267
Freddie Mac Multifamily Structured Pass Through Certificates (KS03-A4) 3.16%(2)		05/25/25		1,000		1,038
Freddie Mac Multifamily Structured Pass-Through Certificates (KF17-A) 2.95% (1 mo. USD LIBOR + 0.550%)(3)		03/25/23		7,468		7,467
Freddie Mac Multifamily Structured Pass-Through Certificates (KF19-A) 2.85% (1 mo. USD LIBOR + 0.450%)(3)		06/25/23		7,251		7,255
Freddie Mac Multifamily Structured Pass-Through Certificates (KF22-A) 2.90% (1 mo. USD LIBOR + 0.500%)(3)		07/25/23		5,954		5,970
Freddie Mac Multifamily Structured Pass-Through Certificates (K503-X3) 1.27%		10/25/42		3,000,000		6,390
Freddie Mac Multifamily Structured Pass-Through Certificates (KF05-A) 2.75% (1 mo. USD LIBOR + 0.350%)(3)		09/25/21		765		765
Freddie Mac Multifamily Structured Pass-Through Certificates (KS07-X) (I/O) 0.65%(2)		09/25/25		500,000		18,015
Freddie Mac Multifamily Structured Pass-Through Certificates (KS10-A10) 2.87% (1 mo. USD LIBOR + 0.610%)(3)		10/25/28		14,441		14,454
FRESB Mortgage Trust (16-SB17-A5F) 1.86%(2)		06/25/21		10,661		10,580
FRESB Mortgage Trust (16-SB20-A5F) 1.74%(2)		07/25/21		4,459		4,409
Ginnie Mae (11-53-IO) (I/O) 0.73%(2)		05/16/51		568,569		5,114
Ginnie Mae (13-1-IO) (I/O) 0.66%(2)		02/16/54		150,694		5,156
Total Commercial Mortgage-backed Securities—Agency (Cost: $104,368)						107,708
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—13.9%
Citigroup Commercial Mortgage Trust (12-GC8-AAB) 2.61%		09/10/45		6,268		6,294
Citigroup Commercial Mortgage Trust (13-GC11-AAB) 2.69%		04/10/46		7,519		7,566
COMM Mortgage Trust (12-CR2-ASB) 2.75%		08/15/45		4,142		4,146
COMM Mortgage Trust (13-LC6-XB) (I/O) 0.33%(1),(2)		01/10/46		100,000		1,253
Core Industrial Trust (15-CALW-A) 3.04%(1)		02/10/34		9,487		9,679
Core Industrial Trust (15-TEXW-A) 3.08%(1)		02/10/34		9,925		10,138
CSAIL Commercial Mortgage Trust (15-C1-XA) (I/O) 0.89%(2)		04/15/50		281,200		10,534
GS Mortgage Securities Corp. Trust (17-GPTX-XCP) (I/O) 0.79%(1),(2)		05/10/34		150,000		930
GS Mortgage Securities Trust (11-GC5-XA) (I/O) 1.33%(1),(2)		08/10/44		778,590		15,958
GS Mortgage Securities Trust (13-GC13-AAB) 3.72%(2)		07/10/46		7,817		8,008
JPMorgan Chase Commercial Mortgage Securities Trust (11-C4-XA) (I/O) 1.18%(1),(2)		07/15/46		608,147		9,972
JPMorgan Chase Commercial Mortgage Securities Trust (15-JP1-ASB) 3.73%		01/15/49		10,000		10,510
JPMBB Commercial Mortgage Securities Trust (13-C17-XA) (I/O) 0.77%(2)		01/15/47		134,649		3,845
LB-UBS Commercial Mortgage Trust (06-C6-XCL) (I/O) 0.69%(1),(2),(4)		09/15/39		523,785		5,293
Morgan Stanley Bank of America Merrill Lynch Trust (15-C20-ASB) 3.07%		02/15/48		15,000		15,340

See accompanying notes to Schedule of Investments.

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
Morgan Stanley Bank of America Merrill Lynch Trust (15-C25-ASB) 3.38%		10/15/48	$	10,000	$	10,297
Morgan Stanley Capital I Trust (11-C3-A4) 4.12%		07/15/49		10,000		10,184
Morgan Stanley Capital I Trust (15-MS1-ASB) 3.46%		05/15/48		10,000		10,325
Morgan Stanley Capital I Trust (18-H3-A1) 3.18%		07/15/51		12,795		12,911
WFRBS Commercial Mortgage Trust (12-C9-XA) (I/O) 1.90%(1),(2)		11/15/45		114,190		5,796
Total Commercial Mortgage-backed Securities—Non-agency (Cost: $163,348)						168,979
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY—0.9% (Cost: $10,894)
Fannie Mae (05-W3-2AF) 2.49% (1 mo. USD LIBOR + 0.220%)(3)		03/25/45		11,173		11,133
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—10.9%
Bear Stearns Alt-A Trust (04-13-A1) 3.01% (1 mo. USD LIBOR + 0.740%)(3)		11/25/34		352		352
Centex Home Equity Loan Trust (05-A-AF5) 5.78%(2)		01/25/35		56,358		56,742
Credit-Based Asset Servicing and Securitization LLC (03-CB5-M1) 3.29% (1 mo. USD LIBOR + 1.020%)(3)		11/25/33		9,151		9,100
First Franklin Mortgage Loan Asset-Backed Certificates (04-FF5-A3C) 3.27% (1 mo. USD LIBOR + 1.000%)(3)		08/25/34		8,355		8,376
JPMorgan Mortgage Trust (05-A5-TA1) 4.54%(2)		08/25/35		1,189		1,214
JPMorgan Mortgage Trust (05-A6-7A1) 4.32%(2)		08/25/35		18,544		18,168
MASTR Seasoned Securitization Trust (05-1-4A1) 4.63%(2)		10/25/32		13,857		14,331
Mid-State Trust (04-1-M1) 6.50%		08/15/37		19,932		21,068
Morgan Stanley Mortgage Loan Trust (04-6AR-1A) 3.17% (1 mo. USD LIBOR + 0.900%)(3)		07/25/34		2,208		2,217
Residential Asset Mortgage Products, Inc. (04-SL3-A2) 6.50%		12/25/31		1,215		1,217
Total Residential Mortgage-backed Securities—Non-agency (Cost: $118,717)						132,785
CORPORATE BONDS—30.9%
Aerospace/Defense—0.3%
United Technologies Corp. 3.17%(2),(3)		08/16/21		4,000		4,001
Airlines—2.1%
Continental Airlines, Inc. Pass-Through Certificates (00-1-A1) (EETC) 8.05%		05/01/22		16,849		17,112
US Airways Group, Inc. Pass-Through Certificates (12-1-A) (EETC) 5.90%		04/01/26		7,435		8,165
						25,277
Auto Manufacturers—1.7%
Ford Motor Credit Co. LLC
4.25%		09/20/22		10,000		10,280
5.75%		02/01/21		5,000		5,205
General Motors Financial Co., Inc. 3.55%		04/09/21		5,000		5,072
						20,557
Banks—6.4%
Bank of America NA 3.34% (3.335% to 1/25/22 then 3 mo. USD LIBOR + 0.650%)(3)		01/25/23		10,000		10,225
Citigroup, Inc. 3.23% (3 mo. USD LIBOR + 0.950%)(3)		07/24/23		22,000		22,134
Goldman Sachs Group, Inc. (The) 2.91% (3 mo. USD LIBOR + 0.990%)(3)		07/24/23		5,000		5,048
JPMorgan Chase & Co. 3.30% (3 mo. USD LIBOR + 1.000%)(3)		01/15/23		25,000		25,305
Lloyds TSB Bank PLC (United Kingdom) 6.38%		01/21/21		10,000		10,543
Santander UK Group Holdings PLC (United Kingdom) 3.13%		01/08/21		5,000		5,016
						78,271
Commercial Services—0.4%
IHS Markit, Ltd. 5.00%(1)		11/01/22		5,000		5,294
Diversified Financial Services—0.7%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust (Ireland) 4.63%		10/30/20		6,000		6,148
Park Aerospace Holdings, Ltd. 4.50%(1)		03/15/23		2,000		2,075
						8,223
Food—0.8%
Conagra Brands, Inc. 2.81%(2),(3)		10/09/20		10,000		9,990
Healthcare-Products—0.4%
Becton Dickinson and Co. 2.89%		06/06/22		5,000		5,068
Healthcare-Services—0.9%
Fresenius Medical Care US Finance II, Inc. 4.13%(1)		10/15/20		5,000		5,083
HCA, Inc. 5.00%		03/15/24		5,000		5,430
						10,513
Insurance—5.7%
Nationwide Mutual Insurance Co. 4.70% (3 mo. USD LIBOR + 2.290%)(1),(3)		12/15/24		70,000		70,000
Media—0.7%
Charter Communications Operating LLC / Charter Communications Operating Capital 3.90%(2)		02/01/24		4,000		4,082

See accompanying notes to Schedule of Investments.

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
Media (Continued)
Fox Corp. 3.67%(1)		01/25/22	$	4,000	$	4,124
						8,206
Miscellaneous Manufacturers—0.6%
General Electric Co. 3.00% (3 mo. USD LIBOR + 0.480%)(3)		08/15/36		10,000		7,495
Pharmaceuticals—2.3%
Allergan Sales LLC 5.00%(1)		12/15/21		6,000		6,290
Bayer US Finance II LLC 3.42%(1),(2)		12/15/23		10,000		10,019
CVS Health Corp.
3.17%(2)		03/09/21		8,000		8,038
4.30%		03/25/28		3,000		3,190
						27,537
Pipelines—0.4%
Energy Transfer Operating LP 4.50%		04/15/24		5,000		5,314
REIT—5.5%
American Campus Communities Operating Partnership LP 3.75%		04/15/23		5,000		5,178
Boston Properties LP (REIT) 4.13%		05/15/21		5,000		5,135
Camden Property Trust 2.95%		12/15/22		5,000		5,078
GLP Capital LP / GLP Financing II, Inc. 5.38%		11/01/23		5,000		5,393
HCP, Inc. 3.15%		08/01/22		15,000		15,252
Healthcare Trust of America Holdings LP 3.70%		04/15/23		5,000		5,121
National Retail Properties, Inc. 3.80%		10/15/22		5,000		5,178
SL Green Operating Partnership LP 3.25%		10/15/22		5,000		5,054
UDR, Inc. 4.63%		01/10/22		5,000		5,217
WEA Finance LLC 3.15%(1)		04/05/22		5,000		5,067
Welltower, Inc. 5.25%		01/15/22		5,000		5,305
						66,978
Retail—0.4%
Alimentation Couche-Tard, Inc. (Canada) 2.70%(1)		07/26/22		5,000		5,002
Savings & Loans—0.4%
Nationwide Building Society (United Kingdom) 4.36%(1),(2)		08/01/24		5,000		5,208
Telecommunications—1.2%
AT&T, Inc. 3.62%(2)		06/12/24		10,000		10,196
Vodafone Group PLC (United Kingdom) 3.75%		01/16/24		4,000		4,168
						14,364
Total Corporate Bonds (Cost: $367,937)						377,298
U.S. TREASURY SECURITIES—9.8%
U.S. Treasury Note
1.63%		06/30/21		50,000		49,739
1.75%		07/31/21		7,000		6,982
2.13%		05/31/21		63,000		63,232
Total U.S. Treasury Securities (Cost: $119,764)						119,953
Total Fixed Income Securities (Cost: $1,007,084)						1,040,046
Security			Shares
Money Market Investments—15.8%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 2.26%(5),(6)				192,992		192,992
Total Money Market Investments (Cost: $192,992)						192,992
Total Investments (101.0%) (Cost: $1,200,076)						1,233,038
Liabilities In Excess Of Other Assets (-1.0%)						(12,245	)
Net Assets (100.0%)					$	1,220,793

See accompanying notes to Schedule of Investments.

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Total Return Swaps(6)

Notional     Amount

Expiration Date

Counterparty

Payment Made by Fund

Payment Received by Fund

Payment Frequency

Unrealized Depreciation

Premium Paid

Value

OTC Swaps

$1,228,910

8/20/19

Credit Suisse International

3-Month U.S. Treasury Bills plus 0.2%

Credit Suisse Custom 24 Total Return Index(7)

Monthly

$

(6,536

)

$

—

$

(6,536

)

Notes to Schedule of Investments:

CLO	-	Collateralized Loan Obligation.
EETC	-	Enhanced Equipment Trust Certificate.
I/O	-	Interest Only Security.
REIT	-	Real Estate Investment Trust.
(1)		Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At July 31, 2019, the value of these securities amounted to $207,046 or 17.0% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(2)		Variable rate security. Interest rate disclosed is as of the most recent information available. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
(3)		Floating or variable rate security. The interest shown reflects the rate in effect at July 31, 2019.
(4)		Restricted security (Note 3).
(5)		Rate disclosed is the 7-day net yield as of July 31, 2019.
(6)		All or a portion of this security is owned by TCW Cayman Enhanced Commodity Fund, Ltd.
(7)		Custom Index has exposure to the following commodities as shown on the next page.

See accompanying notes to Schedule of Investments.

TCW Enhanced Commodity Strategy Fund

CONSOLIDATED SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Description(1)	Notional Amount		Weight%			Unrealized Appreciation (Depreciation)
Gold	$	162,174		13.20	%	$	(183	)
WTI Crude Oil		109,257		8.89	%		4,929
Brent Crude Oil		98,244		7.99	%		3,819
Copper High Grade		88,261		7.18	%		(2,835	)
Natural Gas		80,339		6.54	%		(448	)
Corn		75,107		6.11	%		(5,233	)
Soybeans		68,290		5.56	%		(2,913	)
Aluminium Primary		50,175		4.08	%		(1,531	)
Silver		48,482		3.95	%		626
Live Cattle		42,479		3.46	%		(331	)
Nickel Primary		41,926		3.41	%		(662	)
Soybean Meal		38,784		3.16	%		(1,531	)
Zinc High Grade		37,183		3.03	%		264
Soybean Oil		36,524		2.97	%		(423	)
Sugar #11		36,111		2.94	%		1,828
SRW Wheat		35,624		2.90	%		(1,313	)
Gasoil		34,594		2.82	%		1,415
RBOB Gasoline		33,588		2.73	%		1,429
Coffee ‘C’ Arabica		29,607		2.41	%		(2,209	)
Heating Oil		28,687		2.33	%		1,054
Lean Hogs		25,206		2.05	%		(2,795	)
Cotton		14,803		1.20	%		179
HRW Wheat		13,465		1.09	%		(515	)
United States Treasury Bill		—		—			843
	$	1,228,910		100.00	%	$	(6,536	)

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

TCW Enhanced Commodity Strategy Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Corporate Bonds		30.9	%
Money Market Investments		15.8
Commercial Mortgage-Backed Securities—Non-Agency		13.9
Residential Mortgage-Backed Securities—Non-Agency		10.9
Asset-Backed Securities		10.0
U.S. Treasury Securities		9.8
Commercial Mortgage-Backed Securities—Agency		8.8
Residential Mortgage-Backed Securities—Agency		0.9
Other*		(1.0	)
Total		100.0	%

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

See accompanying notes to Schedule of Investments.

TCW Enhanced Commodity Strategy Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Asset-Backed Securities	$	—	$	122,190		$	—	$	122,190
Commercial Mortgage-Backed Securities—Agency		—		107,708			—		107,708
Commercial Mortgage-Backed Securities—Non-Agency		—		168,979			—		168,979
Residential Mortgage-Backed Securities—Agency		—		11,133			—		11,133
Residential Mortgage-Backed Securities—Non-Agency		—		132,785			—		132,785
Corporate Bonds *		—		377,298			—		377,298
U.S. Treasury Securities		112,971		6,982			—		119,953
Total Fixed Income Securities		112,971		927,075			—		1,040,046
Money Market Investments		192,992		—			—		192,992
Total Investments	$	305,963	$	927,075		$	—	$	1,233,038
Liability Derivatives
Total Return Swaps
Commodity Risk	$	—	$	(6,536	)	$	—	$	(6,536	)
Total	$	—	$	(6,536	)	$	—	$	(6,536	)

* See Schedule of Investments for corresponding industries.

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—94.2% of Net Assets
CORPORATE BONDS—19.7%
Advertising—0.0%
Clear Channel International BV (Netherlands) 8.75%(1)		12/15/20	$	3,000	$	3,071
Aerospace/Defense—0.2%
L3Harris Technologies, Inc. 4.40%(1)		06/15/28		25,000		27,502
Agriculture—0.7%
BAT Capital Corp. 4.54%		08/15/47		10,000		9,467
BAT International Finance PLC (United Kingdom) 2.25%(2)		01/16/30		100,000		119,972
						129,439
Airlines—0.8%
Continental Airlines, Inc. Pass-Through Trust (01-1A-1) (EETC) 6.70%		12/15/22		11,260		11,961
Delta Air Lines, Inc. Pass-Through Certificates (02-1G1) (EETC) 6.72%		07/02/24		60,889		65,085
US Airways Group, Inc. Pass-Through Certificates (10-1A) (EETC) 6.25%		10/22/24		12,088		13,198
US Airways Group, Inc. Pass-Through Certificates (12-1-A) (EETC) 5.90%		04/01/26		37,175		40,827
						131,071
Auto Manufacturers—0.9%
Ford Motor Credit Co. LLC
2.34%		11/02/20		25,000		24,910
3.20%		01/15/21		15,000		15,062
3.60% (3 mo. USD LIBOR + 1.270%)(3)		03/28/22		20,000		19,767
3.66% (3 mo. USD LIBOR + 1.080%)(3)		08/03/22		25,000		24,546
8.13%		01/15/20		65,000		66,502
						150,787
Banks—3.9%
Bank of America Corp.
3.00% (3.004% to 12/20/22 then 3 mo. USD LIBOR +0.790%)(3)		12/20/23		10,000		10,144
Bank of New York Mellon Corp. (The) 3.25%		09/11/24		10,000		10,365
Citigroup, Inc. 3.14%(4)		01/24/23		75,000		76,022
Goldman Sachs Group, Inc. (The)
2.88% (2.876% to 10/31/17 then 3 mo. USD LIBOR +0.821%)(3)		10/31/22		100,000		100,615
2.91% (3 mo. USD LIBOR + 0.990%)(3)		07/24/23		50,000		50,479
JPMorgan Chase & Co. 3.56%(4)		04/23/24		100,000		103,674
4.02% (4.023% to 12/05/23 then 3 mo. USD LIBOR +1.000%)(3)		12/05/24		40,000		42,434
Kreditanstalt fuer Wiederaufbau (Germany) 1.13%(2)		06/15/37		90,000		115,342
Lloyds Banking Group PLC (United Kingdom)
2.91% (2.907% to 11/07/22 then 3 mo. USD LIBOR +0.810%)(3)		11/07/23		25,000		24,874
Santander UK Group Holdings PLC (United Kingdom)
4.80% (4.796% to 11/15/23 then 3 mo. USD LIBOR +1.570%)(3)		11/15/24		50,000		53,131
Wells Fargo & Co. 3.00%		04/22/26		85,000		85,968
						673,048
Beverages—0.4%
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc. 4.90%		02/01/46		29,000		32,972
Anheuser-Busch InBev Worldwide, Inc. 4.75%		01/23/29		25,000		28,501
Bacardi, Ltd. 4.70%(1)		05/15/28		15,000		16,062
						77,535
Biotechnology—0.3%
Amgen, Inc. 4.40%		05/01/45		25,000		26,758
Baxalta, Inc. 2.88%		06/23/20		6,000		6,017
Celgene Corp. 3.88%		08/15/25		20,000		21,286
						54,061
Commercial Services—0.2%
IHS Markit, Ltd. 4.75%		08/01/28		30,000		33,303
Diversified Financial Services—0.4%
Air Lease Corp. 2.13%		01/15/20		35,000		34,931
Park Aerospace Holdings, Ltd. 4.50%(1)		03/15/23		10,000		10,375
5.50%(1)		02/15/24		15,000		16,223
						61,529
Electric—1.1%
AEP Texas Central Co. 3.85%(1)		10/01/25		50,000		52,402
ITC Holdings Corp. 3.65%		06/15/24		40,000		41,798
MidAmerican Energy Co. 3.10%		05/01/27		40,000		41,410
Pennsylvania Electric Co. 3.25%(1)		03/15/28		50,000		50,652
						186,262
Entertainment—0.1%
Churchill Downs, Inc.
4.75%(1)		01/15/28		10,000		10,063
5.50%(1)		04/01/27		5,000		5,239
						15,302
Environmental Control—0.1%
Clean Harbors, Inc. 5.13%(1)		07/15/29		13,000		13,735

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date			Principal Amount		Value
Food—0.4%
Kraft Heinz Foods Co. 3.95%		07/15/25		$	35,000	$	36,418
Kroger Co. (The) 4.50%		01/15/29			15,000		16,379
Post Holdings, Inc. 5.50%(1)		12/15/29			7,000		7,105
Tyson Foods, Inc. 4.00%		03/01/26			5,000		5,336
							65,238
Healthcare-Products—0.2%
Becton Dickinson and Co. 2.89%		06/06/22			30,000		30,406
Healthcare-Services—1.1%
Anthem, Inc. 3.50%		08/15/24			50,000		51,799
Catalent Pharma Solutions, Inc. 4.88%(1)		01/15/26			15,000		15,375
Centene Corp.
5.38%(1)		06/01/26			10,000		10,550
5.63%		02/15/21			16,000		16,248
CHS / Community Health Systems, Inc. 8.00%(1)		03/15/26			4,000		3,870
HCA, Inc.
4.13%		06/15/29			30,000		30,825
5.00%		03/15/24			3,000		3,258
5.25%		04/15/25			2,000		2,207
Molina Healthcare, Inc. 5.38%		11/15/22			16,000		16,760
Tenet Healthcare Corp.
4.50%		04/01/21			11,000		11,220
4.75%		06/01/20			15,000		15,187
6.00%		10/01/20			5,000		5,175
WellCare Health Plans, Inc. 5.25%		04/01/25			7,000		7,290
							189,764
Insurance—0.5%
Farmers Exchange Capital II 6.15% (3 mo. USD LIBOR + 3.744%)(1),(3)		11/01/53			80,000		93,500
Media—0.6%
CCO Holdings LLC / CCO Holdings Capital Corp. 5.38%(1)		06/01/29			10,000		10,387
Charter Communications Operating LLC / Charter Communications Operating Capital
6.48%		10/23/45			30,000		35,401
CSC Holdings LLC
5.50%(1)		05/15/26			10,000		10,475
6.50%(1)		02/01/29			7,000		7,731
Sirius XM Radio, Inc. 3.88%(1)		08/01/22			15,000		15,206
Walt Disney Co. (The) 4.95%(1)		10/15/45			20,000		25,341
							104,541
Miscellaneous Manufacturers—1.0%
General Electric Co.
3.00% (3 mo. USD LIBOR + 0.480%)(3)		08/15/36			200,000		149,895
5.55%		01/05/26			25,000		27,882
							177,777
Oil & Gas—1.2%
Antero Resources Corp.
5.00%		03/01/25			18,000		16,197
5.13%		12/01/22			6,000		5,739
Centennial Resource Production LLC
6.88%(1)		04/01/27			4,000		3,920
Parsley Energy LLC / Parsley Finance Corp.
5.38%(1)		01/15/25			3,000		3,053
Petroleos Mexicanos
3.13%(2)		11/27/20	EUR		100,000		114,200
5.50%(2)		02/24/25	EUR		30,000		36,355
Range Resources Corp. 4.88%		05/15/25			9,000		7,605
Transocean Pontus, Ltd. 6.13% (1)		08/01/25			15,120		15,649
Transocean Poseidon, Ltd. 6.88%(1)		02/01/27			2,000		2,140
WPX Energy, Inc. 5.75%		06/01/26			5,000		5,156
							210,014
Oil & Gas Services—0.0%
USA Compression Partners LP / USA Compression Finance Corp.
6.88%(1)		09/01/27			4,000		4,180
Packaging & Containers—0.5%
Bemis Co., Inc. 3.10%(1)		09/15/26			25,000		24,241
Berry Global, Inc. 4.88%(1)		07/15/26			4,000		4,170
Crown Americas LLC / Crown Americas Capital Corp. V 4.25%		09/30/26			2,000		2,038
Graphic Packaging International LLC 4.88%		11/15/22			8,000		8,360
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer (Luxembourg) 5.75%		10/15/20			4,846		4,876
5.80% (3 mo. USD LIBOR + 3.500%)(1),(3)		07/15/21			20,000		20,125
Sealed Air Corp. 5.50%(1)		09/15/25			14,000		15,190
WRKCo, Inc. 4.65%		03/15/26			15,000		16,336
							95,336
Pharmaceuticals—0.8%
AbbVie, Inc. 4.50%		05/14/35			25,000		26,123
AstraZeneca PLC (United Kingdom) 3.38%		11/16/25			25,000		26,087
Bayer US Finance II LLC 3.42%(1),(4)		12/15/23			50,000		50,098
CVS Health Corp. 5.05%		03/25/48			40,000		43,422
							145,730
Pipelines—0.5%
Energy Transfer Partners LP 5.15%		03/15/45			50,000		51,654
Rockies Express Pipeline LLC 5.63%(1)		04/15/20			24,000		24,578
Sabine Pass Liquefaction LLC 5.75%		05/15/24			15,000		16,639

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date			Principal Amount		Value
Pipelines (Continued)
Targa Resources Partners LP / Targa Resources Partners Finance Corp. 6.88%(1)		01/15/29		$	3,000	$	3,316
							96,187
REIT—1.5%
Alexandria Real Estate Equities, Inc. 3.45%		04/30/25			25,000		25,775
American Campus Communities Operating Partnership LP 3.35%		10/01/20			50,000		50,425
GLP Capital LP / GLP Financing II, Inc.
5.30%		01/15/29			15,000		16,306
5.38%		04/15/26			25,000		27,266
HCP, Inc. 3.15%		08/01/22			50,000		50,841
Host Hotels & Resorts LP 5.25%		03/15/22			40,000		42,200
SL Green Operating Partnership LP 3.50%(4),(3)		08/16/21			50,000		50,013
							262,826
Retail—0.6%
Alimentation Couche-Tard, Inc. (Canada) 2.70%(1)		07/26/22			10,000		10,004
eG Global Finance PLC (United Kingdom) 6.75%(1)		02/07/25			9,000		9,068
KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC 5.25%(1)		06/01/26			4,000		4,158
Rite Aid Corp. 6.13%(1)		04/01/23			15,000		12,712
Walgreens Boots Alliance, Inc.
3.45%		06/01/26			60,000		61,223
							97,165
Savings & Loans—0.1%
Nationwide Building Society (United Kingdom) 3.77% (3.766% to 03/08/23 then 3 mo. USD LIBOR +1.064%)(1),(3)		03/08/24			15,000		15,293
Software—0.0%
Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. 5.75%(1)		03/01/25			5,000		5,017
Telecommunications—1.6%
AT&T, Inc.
3.40%		05/15/25			45,000		46,285
3.88%		01/15/26			25,000		26,351
4.80%		06/15/44			44,000		46,702
Intelsat Jackson Holdings S. A. (Luxembourg)
5.50%		08/01/23			8,000		7,410
9.75%(1)		07/15/25			15,000		15,581
Level 3 Financing, Inc. 5.38%		01/15/24			10,000		10,154
Qwest Corp. 7.25%		09/15/25			14,000		15,627
Sprint Communications, Inc. 7.00%(1)		03/01/20			6,000		6,143
Sprint Corp.
7.63%		03/01/26			2,000		2,240
T-Mobile USA, Inc.
6.00%		04/15/24			24,000		25,110
Verizon Communications, Inc.
4.27%		01/15/36			55,000		59,799
5.25%		03/16/37			10,000		12,078
							273,480
Total Corporate Bonds (Cost: $3,301,414)							3,423,099
MUNICIPAL BOND—0.3% (Cost: $40,000)
Alabama Economic Settlement Authority, Revenue Bond 4.26%		09/15/32			40,000		43,973
FOREIGN GOVERNMENT BONDS—45.1%
Australia Government Bond
2.75%(2)		04/21/24	AUD		99,000		74,246
3.25%(2)		04/21/29	AUD		170,000		139,357
Brazil Notas do Tesouro Nacional Serie F 10.00%		01/01/29	BRL		135,000		42,503
Canadian Government Bond
0.50%		03/01/22	CAD		215,000		159,409
0.75%		03/01/21	CAD		375,000		281,632
China Development Bank
3.18%		04/05/26	CNY		1,000,000		140,930
3.30%		02/01/24	CNY		600,000		86,895
China Government Bond 3.22%		12/06/25	CNY		850,000		123,854
Colombian TES
6.25%		11/26/25	COP		300,000,000		94,668
7.75%		09/18/30	COP		100,000,000		34,499
Czech Republic Government Bond
0.45%(2)		10/25/23	CZK		3,680,000		154,847
1.50%(2)		10/29/19	CZK		2,420,000		104,993
2.75%		07/23/29	CZK		1,540,000		76,602
France Government Bond OAT
0.00%(2),(5)		03/25/24	EUR		58,000		66,473
2.00%(2)		05/25/48	EUR		130,000		194,446
Hungary Government Bond 3.00%		08/21/30	HUF		14,000,000		51,237
Indonesia Government International Bond 2.63%(2)		06/14/23	EUR		120,000		145,838
Indonesia Treasury Bond
8.25%		05/15/29	IDR		2,105,000,000		159,185
8.38%		03/15/24	IDR		775,000,000		58,740
Ireland Government Bond
0.90%(2)		05/15/28	EUR		125,000		150,730
1.30%(2)		05/15/33	EUR		90,000		111,538
Israel Government Bond 3.75%		03/31/47	ILS		265,000		94,912
Italy Buoni Ordinari del Tesoro BOT
0.00%(2),(5)		10/14/19	EUR		225,000		250,653
0.20%		10/15/20	EUR		235,000		262,900
Italy Buoni Poliennali Del Tesoro 3.85%(2)		09/01/49	EUR		33,000		45,980
Japan Government Ten-Year Bond 1.00%		09/20/21	JPY		56,050,000		529,583
Japan Government Thirty Year Bond 0.70%		12/20/48	JPY		3,500,000		35,402
Japan Government Thirty-Year Bond 2.00%		03/20/42	JPY		41,200,000		525,451
Japan Government Twenty Year Bond 0.50%		09/20/36	JPY		10,100,000		99,042
Kingdom of Belgium Government Bond 1.70%(2)		06/22/50	EUR		35,000		48,443
Korea Treasury Bond
1.75%		12/10/20	KRW		110,000,000		93,294
1.88%		06/10/26	KRW		90,000,000		78,467
Malaysia Government Bond
4.06%		09/30/24	MYR		225,000		55,977
4.64%		11/07/33	MYR		130,000		34,293
Mexico Government Bond (BONOS) 8.00%		12/07/23	MXN		1,750,000		94,622

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
FOREIGN GOVERNMENT BONDS (Continued)
Mexico Government International Bond 1.88%		02/23/22	EUR	$100,000	$	116,431
Norway Government Bond
1.75%(2)		02/17/27	NOK	650,000		76,387
1.75%(2)		09/06/29	NOK	355,000		41,843
2.00%(2)		05/24/23	NOK	2,860,000		334,625
3.75%(2)		05/25/21	NOK	450,000		53,516
Peru Government Bond 5.70%		08/12/24	PEN	85,000		28,477
Peruvian Government International Bond 6.35%(2)		08/12/28	PEN	185,000		64,361
Poland Government Bond
1.75%		07/25/21	PLN	200,000		52,177
2.75%		10/25/29	PLN	750,000		205,033
3.25%		07/25/25	PLN	265,000		73,887
Portugal Obrigacoes do Tesouro OT 2.13%(2)		10/17/28	EUR	140,000		182,476
Saudi Government International Bond 0.75%(2)		07/09/27	EUR	100,000		114,736
Singapore Government Bond
2.00%		07/01/20	SGD	110,000		80,562
2.75%		03/01/46	SGD	220,000		172,173
Slovenia Government Bond 1.00%(2)		03/06/28	EUR	40,000		48,535
South Africa Government Bond 8.00%		01/31/30	ZAR	1,880,000		123,899
Spain Government Bond
1.30%(2)		10/31/26	EUR	100,000		122,043
1.40%		01/31/20	EUR	85,000		95,560
1.85%(2)		07/30/35	EUR	100,000		129,971
2.35%(2)		07/30/33	EUR	40,000		55,056
2.75%(2)		10/31/24	EUR	60,000		77,406
2.90%(2)		10/31/46	EUR	102,000		157,784
United Kingdom Gilt
1.63%(2)		10/22/28	GBP	190,000		253,727
1.75%(2)		09/07/37	GBP	154,000		206,532
2.00%(2)		07/22/20	GBP	90,000		111,771
2.75%(2)		09/07/24	GBP	110,000		150,774
Total Foreign Government Bonds (Cost: $7,746,143)						7,831,383
ASSET-BACKED SECURITIES—2.5%
Babson CLO, Ltd. (13-IA-AR) 3.08%(1),(4)		01/20/28		40,000		39,876
BlueMountain CLO, Ltd. (13-1A-A1R2) 3.51%(1),(4),(5)		01/20/29		45,000		45,045
Educational Funding of the South, Inc. (11-1-A2) 2.93% (3 mo. USD LIBOR + 0.650%)(3)		04/25/35		19,242		19,160
LCM XIII LP (13A-ARR) 3.40% (3 mo. USD LIBOR + 1.140%)(1),(3)		07/19/27		45,000		45,002
Navient Student Loan Trust (17-1A-A3) 3.42% (1 mo. USD LIBOR + 1.150%)(1),(3)		07/26/66		100,000		101,156
Palmer Square CLO, Ltd. (19-1A-A1) 3.33%(1),(4)		04/20/27		37,942		37,964
SLC Student Loan Trust (06-1-A6) 2.57% (3 mo. USD LIBOR + 0.160%)(3)		03/15/55		100,000		94,823
Student Loan Consolidation Center (02-2-B2) 0.00% (28-Day Auction Rate)(1),(3),(5)		07/01/42		50,000		46,947
Total Asset-backed Securities (Cost: $423,398)						429,973
COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—3.8%
Fannie Mae (14-M12-FA) 2.68% (1 mo. USD LIBOR + 0.300%)(3)		10/25/21	$	3,897	$	3,878
Fannie Mae (16-M2-X3) (I/O) 2.02%(4)		04/25/36		2,062,001		81,587
Fannie Mae (16-M4-X2) (I/O) 2.60%(4)		01/25/39		1,310,683		107,850
Freddie Mac Multifamily Structured Pass Through Certificates (K028-X1) (I/O) 0.29%(4)		02/25/23		3,568,602		30,705
Freddie Mac Multifamily Structured Pass Through Certificates (Q010-APT1) 2.93%(4)		04/25/46		85,000		85,531
Freddie Mac Multifamily Structured Pass Through Certificates (Q010-APT2) 2.95%(4)		12/25/47		45,000		45,422
Freddie Mac Multifamily Structured Pass Through Certificates (K019-X1) (I/O) 1.61%(4)		03/25/22		3,322,416		119,885
Freddie Mac Multifamily Structured Pass Through Certificates (KW02-X1) (I/O) 0.31%(4)		12/25/26		3,982,534		60,725
Freddie Mac Multifamily Structured Pass-Through Certificates (K025-X3) (I/O) 1.75%(4)		11/25/40		600,000		32,550
FREMF Mortgage Trust (10-K6-AX2) (I/O) 0.10%(1),(4)		12/25/46		80,528,482		19,419
Ginnie Mae (11-147-IO) (I/O) 0.01%(4)		10/16/44		3,833,301		22,636
Ginnie Mae (14-86-IO) (I/O) 0.74%(4)		04/16/56		1,361,751		49,334
Total Commercial Mortgage-backed Securities—Agency (Cost: $670,913)						659,522
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—9.4%
Bank of America-First Union NB Commercial Mortgage (01-3-XC) (I/O) 1.30%(1),(4),(6)		04/11/37		1,159,367		14,614
COMM Mortgage Trust (13-CR7-XA) (I/O) 1.23%(4)		03/10/46		962,008		33,204
COMM Mortgage Trust (12-CR4-XA) (I/O) 1.76%(4)		10/15/45		933,255		43,366
COMM Mortgage Trust (14-CR16-XA) (I/O) 0.98%(4)		04/10/47		3,762,334		146,547
COMM Mortgage Trust (14-CR18-XA) (I/O) 1.01%(4)		07/15/47		3,655,030		143,194
GS Mortgage Securities Trust (10-C1-X) (I/O) 1.34%(1),(4)		08/10/43		7,151,899		66,980
GS Mortgage Securities Trust (11-GC3-X) (I/O) 0.66%(1),(4)		03/10/44		4,957,052		37,888
GS Mortgage Securities Trust (13-GC12-XA) (I/O) 1.42%(4)		06/10/46		5,139,506		214,705
GS Mortgage Securities Trust (14-GC20-XA) (I/O) 1.06%(4)		04/10/47		1,427,878		49,346
JP Morgan Chase Commercial Mortgage Securities Trust (14-C19-XA) (I/O) 0.80%(4)		04/15/47		3,082,906		74,514
JPMorgan Chase Commercial Mortgage Securities Trust (11-C3-XB) (I/O) 0.49%(1),(4)		02/15/46		6,530,305		54,305
Morgan Stanley Bank of America Merrill Lynch Trust (13-C13-XA) (I/O) 0.99%(4)		11/15/46		4,513,824		160,527

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
Morgan Stanley Bank of America Merrill Lynch Trust (13-C7-XA) (I/O) 1.35%(4)		02/15/46	$	2,245,624	$	88,034
Morgan Stanley Bank of America Merrill Lynch Trust (13-C9-XB) (I/O) 0.31%(1),(4)		05/15/46		10,000,000		122,700
WFRBS Commercial Mortgage Trust (12-C9-XA) (I/O) 1.90%(1),(4)		11/15/45		2,756,307		139,910
WFRBS Commercial Mortgage Trust (13-C12-XA) (I/O) 1.24%(1),(4)		03/15/48		4,204,540		148,059
WFRBS Commercial Mortgage Trust (14-LC14-XA) (I/O) 1.23%(4)		03/15/47		2,360,920		101,014
Total Commercial Mortgage-backed Securities—Non-agency (Cost: $1,483,942)						1,638,907
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY—7.7%
Fannie Mae (07-52-LS) (I/O) (I/F) 3.78% (-1.00 X 1 mo. USD LIBOR + 6.050%)(3)		06/25/37		70,673		7,960
Fannie Mae (08-18-SM) (I/O) (I/F) 4.73% (-1.00 X 1 mo. USD LIBOR + 7.000%)(3)		03/25/38		63,816		8,150
Fannie Mae (09-115-SB) (I/O) (I/F) 3.98% (-1.00 X 1 mo. USD LIBOR + 6.250%)(3)		01/25/40		51,642		8,629
Fannie Mae (10-116-SE) (I/O) (I/F) 4.33% (-1.00 X 1 mo. USD LIBOR + 6.600%)(3)		10/25/40		102,716		13,651
Fannie Mae, Pool #AB3679 3.50%		10/01/41		97,933		101,021
Fannie Mae, Pool #AB4045 3.50%		12/01/41		126,380		131,838
Fannie Mae, Pool #AT5914 3.50%		06/01/43		46,607		48,378
Fannie Mae, Pool #BD7081 4.00%		03/01/47		80,110		83,581
Fannie Mae, Pool #CA2208 4.50%		08/01/48		8,708		9,159
Fannie Mae, Pool #MA1527 3.00%		08/01/33		28,454		29,088
Fannie Mae, Pool #MA1652 3.50%		11/01/33		46,197		48,081
Fannie Mae TBA, 15 Year 3.50%(7)		04/01/33		25,000		25,818
Freddie Mac (2990-ND) (I/F) (PAC) 10.99% (-2.54 X 1 mo. USD LIBOR + 16.891%)(3)		12/15/34		691		703
Freddie Mac (3439-SC) (I/O) (I/F) 3.58% (-1.00 X 1 mo. USD LIBOR + 5.900%)(3)		04/15/38		71,519		10,663
Freddie Mac (4891-ZB) 4.00%		06/15/49		45,944		45,901
Freddie Mac, Pool #G08681 3.50%		12/01/45		69,387		71,778
Freddie Mac, Pool #G08698 3.50%		03/01/46		68,864		71,279
Freddie Mac, Pool #G08716 3.50%		08/01/46		68,303		70,609
Freddie Mac, Pool #G08721 3.00%		09/01/46		11,641		11,821
Freddie Mac, Pool #G08722 3.50%		09/01/46		6,885		7,122
Freddie Mac, Pool #G08732 3.00%		11/01/46		15,842		16,095
Freddie Mac, Pool #G08762 4.00%		05/01/47		77,963		81,324
Freddie Mac, Pool #G08833 5.00%		07/01/48		11,623		12,355
Freddie Mac, Pool #G18592 3.00%		03/01/31		8,561		8,747
Ginnie Mae (11-146-EI) (I/O) (PAC) 5.00%		11/16/41		74,130		14,972
Ginnie Mae (11-69-GI) (I/O) 5.00%		05/16/40		99,932		5,357
Ginnie Mae (12-7-PI) (I/O) (PAC) 3.50%		01/20/38		33,187		348
Ginnie Mae II, Pool #MA3597 3.50%		04/20/46		39,411		40,971
Ginnie Mae II, Pool #MA3663 3.50%		05/20/46		5,844		6,075
Ginnie Mae II, Pool #MA3803 3.50%		07/20/46		28,069		29,152
Ginnie Mae II, Pool #MA4454 5.00%		05/20/47		28,381		30,251
Ginnie Mae II, Pool #MA4900 3.50%		12/20/47		156,066		161,593
Ginnie Mae II, Pool #MA5399 4.50%		08/20/48		97,723		102,036
Ginnie Mae II TBA, 30 Year 5.00%(7),(8)		08/01/48		25,000		26,184
Total Residential Mortgage-backed Securities—Agency (Cost: $1,345,354)						1,340,690
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—3.8%
ACE Securities Corp. Home Equity Loan Trust (05-HE3-M2) 2.94% (1 mo. USD LIBOR + 0.675%)(3)		05/25/35		36,342		36,586
Banc of America Funding Trust (05-C-A3) 2.57% (1 mo. USD LIBOR + 0.300%)(3)		05/20/35		43,623		43,325
BCMSC Trust (00-A-A4) 8.29%(4)		06/15/30		189,525		71,937
Bear Stearns ALT-A Trust (05-8-11A1) 2.81% (1 mo. USD LIBOR + 0.540%)(3)		10/25/35		51,437		51,134
First Horizon Mortgage Pass-Through Trust (05-AR4-2A1) 4.09%(4)		10/25/35		50,353		49,073
Green Tree Financial Corp. (98-6-A8) 6.66%(4)		06/01/30		15,989		16,603
JPMorgan Mortgage Trust (05-A6-7A1) 4.32%(4)		08/25/35		32,881		32,214
Lehman XS Trust (06-9-A1B) 2.43% (1 mo. USD LIBOR + 0.160%)(3)		05/25/46		8,181		15,212
Merrill Lynch Alternative Note Asset Trust (07-A3-A2D) 2.60% (1 mo. USD LIBOR + 0.330%)(3),(9)		04/25/37		1,251,739		111,393
MortgageIT Trust (05-1-1A1) 2.91% (1 mo. USD LIBOR + 0.640%)(3)		02/25/35		44,340		44,688
Structured Adjustable Rate Mortgage Loan Trust (04-18-4A1) 4.47%(4)		12/25/34		30,148		30,433

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
Structured Asset Mortgage Investments II Trust (05-AR6-2A1) 2.89% (1 mo. USD LIBOR + 0.310%)(3)		09/25/45	$	53,353	$	53,037
Structured Asset Mortgage Investments, Inc. (06-AR3-22A1) 3.89% (4)		05/25/36		157,547		106,321
Total Residential Mortgage-backed Securities—Non-agency (Cost: $673,984)						661,956
U.S. TREASURY SECURITIES—1.9%
U.S. Treasury Note
1.75%		06/30/24		123,000		122,457
1.75%		07/31/24		114,000		113,497
2.38%		05/15/29		46,000		47,448
2.88%		05/15/49		50,000		53,646
Total U.S. Treasury Securities (Cost: $336,482)						337,048
Total Fixed Income Securities (Cost: $16,021,630)						16,366,551
Security			Shares
INVESTMENT COMPANIES—2.3%
TCW Emerging Markets Income Fund—I Class(10)				47,801		404,395
Total Investment Companies (Cost: $384,289)						404,395
MONEY MARKET INVESTMENTS—1.2%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 2.26%(11)				215,582		215,582
Total Money Market Investments (Cost: $215,582)						215,582
Issues	Maturity Date		Principal Amount
SHORT TERM INVESTMENTS—2.9%
FOREIGN GOVERNMENT BONDS—0.7%
Japan Treasury Bill
0.00%(5)		10/28/19	JPY	9,100,000		83,838
0.00%(5)		08/05/19	JPY	4,750,000		43,749
Total Foreign Government Bonds (Cost: $127,002)						127,587
U.S. TREASURY SECURITIES—2.2%
U.S. Treasury Bill
0.75%(11)		01/02/20	$	285,000		282,549
5.57%(11),(12)		09/26/19		93,000		92,706
Total U.S. Treasury Securities (Cost: $375,273)						375,255
Total Short Term Investments (Cost: $502,275)						502,842
Total Investments (100.6%) (Cost: $17,123,776)						17,489,370
Liabilities In Excess Of Other Assets (-0.6%)						(112,917	)
Net Assets (100.0%)					$	17,376,453

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

FORWARD CURRENCY EXCHANGE CONTRACTS

Counterparty	Contracts to Deliver		Units of Currency		Settlement Date		In Exchange for U.S. Dollars		Contracts at Value		Unrealized Appreciation (Depreciation)
BUY(13)
Citibank N.A.		BRL		130,000		08/28/19	$	32,705	$	34,495	$	1,790
State Street Bank & Trust Co.		EUR		470,000		10/25/19		531,189		526,790		(4,399	)
State Street Bank & Trust Co.		JPY		153,350,000		10/25/19		1,428,362		1,421,083		(7,279	)
State Street Bank & Trust Co.		NOK		730,000		10/25/19		85,219		83,286		(1,933	)
State Street Bank & Trust Co.		PLN		305,000		10/25/19		80,477		79,405		(1,072	)
State Street Bank & Trust Co.		SEK		635,000		10/25/19		68,219		66,592		(1,627	)
							$	2,226,171	$	2,211,651	$	(14,520	)
SELL(14)
State Street Bank & Trust Co.		AUD		190,000		10/25/19	$	133,542	$	131,312	$	2,230
Citibank N.A.		BRL		265,000		08/28/19		62,097		70,316		(8,219	)
State Street Bank & Trust Co.		CNY		1,100,000		09/25/19		159,933		159,710		223
State Street Bank & Trust Co.		CNY		950,000		10/25/19		138,289		137,919		370
State Street Bank & Trust Co.		CZK		3,310,000		10/25/19		145,163		143,749		1,414
Goldman Sachs & Co.		EUR		140,000		10/11/19		164,528		156,748		7,780
State Street Bank & Trust Co.		GBP		90,000		10/25/19		112,316		110,630		1,686
State Street Bank & Trust Co.		HUF		13,700,000		10/25/19		47,357		47,066		291
State Street Bank & Trust Co.		ILS		300,000		10/25/19		85,198		86,223		(1,025	)
State Street Bank & Trust Co.		JPY		4,750,000		08/05/19		44,030		43,758		272
State Street Bank & Trust Co.		JPY		9,100,000		10/25/19		84,287		84,329		(42	)
State Street Bank & Trust Co.		ZAR		600,000		10/25/19		42,388		41,899		489
							$	1,219,128	$	1,213,659	$	5,469

FUTURES CONTRACTS
Number of Contracts	Type	Expiration Date		Notional		Market Value		Net Unrealized Appreciation/ Depreciation
BUY
4	5-Year Government of Canada Bond Futures		09/19/19	$	370,932	$	368,062	$	(2,870	)
12	5-Year U.S. Treasury Note Futures		09/30/19		1,395,063		1,410,656		15,593
9	2-Year U.S. Treasury Note Futures		09/30/19		1,922,296		1,929,656		7,360
7	10-Year U.S. Treasury Note Futures		09/19/19		934,939		964,906		29,967
3	U.S. Ultra Long Bond Futures		09/19/19		505,436		532,688		27,252
				$	5,128,666	$	5,205,968	$	77,302

Notes to Schedule of Investments:

CLO	- Collateralized Loan Obligation.
EETC	- Enhanced Equipment Trust Certificate.
I/F	- Inverse Floating rate security whose interest rate moves in the opposite direction of prevailing interest rates.
I/O	- Interest Only Security.
PAC	- Planned Amortization Class.
REIT	- Real Estate Investment Trust.
TBA	- To be Announced.
AUD	- Australian Dollar.
BRL	- Brazilian Real.
CAD	- Canadian Dollar.
CNY	- Chinese Yuan.
COP	- Colombian Peso.
CZK	- Czech Koruna.
EUR	- Euro Currency.
GBP	- British Pound Sterling.
HUF	- Hungarian Forint.
IDR	- Indonesian Rupiah.
ILS	- Israeli Shekel.
JPY	- Japanese Yen.
MXN	- Mexican Peso.
NOK	- Norwegian Krona.
PEN	- Peruvian Nuevo Sol.
SEK	- Swedish Krona.
SGD	- Singapore Dollar.
ZAR	- South African Rand.

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

(1)	Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At July 31, 2019, the value of these securities amounted to $1,573,365 or 9.1% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(2)	Investments issued under Regulation S of the Securities Act of 1933, as amended, may not be offered, sold, or delivered within the United States except under special exemptions. At July 31, 2019, the value of these securities amounted to $4,054,956 or 23.3% of net assets.
(3)	Floating or variable rate security. The interest shown reflects the rate in effect at July 31, 2019.
(4)	Variable rate security. Interest rate disclosed is as of the most recent information available. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
(5)	Security is not accruing interest.
(6)	Restricted security (Note 3).
(7)	Security purchased on a forward commitment with an approximate principal amount. The actual principal amount and maturity date will be determined upon settlement when the security is delivered.
(8)	This security is purchased on a when-issued, delayed delivery or forward commitment basis.
(9)	For fair value measurement disclosure purposes, security is categorized as Level 3.
(10)	Affiliated issuer.
(11)	Rate shown represents yield-to-maturity.
(12)	All or a portion of this security is held as collateral for open futures contracts.
(13)	Fund buys foreign currency, sells U.S. Dollar.
(14)	Fund sells foreign currency, buys U.S. Dollar.

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

SCHEDULE OF INVESTMENTS (CONT’D)

The summary of the TCW Global Bond Fund transactions in the affiliated fund for the period ended July 31, 2019 is as follows:

Name of Affiliated Fund	Value at October 31, 2018 (In Thousands)		Purchases at Cost (In Thousands)		Proceeds from Sales (In Thousands)		Number of Shares Held July 31, 2019		Value at July 31, 2019 (In Thousands)		Dividends and Interest Income Received (In Thousands)		Distributions Received from Net Realized Gain (In thousands)		Net Realized Gain/(Loss) on Investments (In thousands)		Net change in Unrealized Gain/(Loss) on Investments (In thousands)
TCW Emerging Markets Income Fund—I Class	$	356	$	16	$	—		47,801	$	404	$	16	$	—	$	—	$	32
Total									$	404	$	16	$	—	$	—	$	32

TCW Global Bond Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Foreign Government Bonds		45.8	%
Corporate Bonds		19.7
Commercial Mortgage-Backed Securities—Non-Agency		9.4
Residential Mortgage-Backed Securities—Agency		7.7
U.S. Treasury Securities		4.1
Residential Mortgage-Backed Securities—Non-Agency		3.8
Commercial Mortgage-Backed Securities—Agency		3.8
Asset-Backed Securities		2.5
Investment Companies		2.3
Money Market Investments		1.2
Municipal Bonds		0.3
Other Assets and Liabilities*		(0.6	)
Total		100.0	%

* Includes cash, futures, pending trades, foreign exchange transactions, interest receivable and accrued expenses payable.

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

Investments by Country (Unaudited) July 31, 2019

Country	Percentage of Net Assets
Australia		1.2	%
Belgium		0.3
Bermuda		0.3
Brazil		0.2
Canada		2.6
Cayman Islands		1.2
China		2.0
Colombia		0.7
Czech Republic		1.9
France		1.5
Germany		0.7
Great Britain		5.6
Hungary		0.3
Indonesia		2.1
Ireland		1.5
Israel		0.5
Italy		3.2
Japan		7.6
Luxembourg		0.1
Malaysia		0.5
Mexico		2.1
Netherlands		0.0	*
Norway		2.9
Peru		0.5
Poland		1.9
Portugal		1.1
Saudi Arabia		0.7
Singapore		1.5
Slovenia		0.3
South Africa		0.7
South Korea		1.0
Spain		3.7
United States		50.2
Total		100.6	%

* Amount rounds to less than 0.1%

See accompanying notes to Schedule of Investments.

TCW Global Bond Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)			Other Significant Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Corporate Bonds	$	—		$	3,423,099		$	—	$	3,423,099
Municipal Bonds		—			43,973			—		43,973
Foreign Government Bonds		—			7,831,383			—		7,831,383
Asset-Backed Securities		—			429,973			—		429,973
Commercial Mortgage-Backed Securities—Agency		—			659,522			—		659,522
Commercial Mortgage-Backed Securities—Non-Agency		—			1,638,907			—		1,638,907
Residential Mortgage-Backed Securities—Agency		—			1,340,690			—		1,340,690
Residential Mortgage-Backed Securities—Non-Agency		—			550,563			111,393		661,956
U.S. Treasury Securities		337,048			—			—		337,048
Total Fixed Income Securities		337,048			15,918,110			111,393		16,366,551
Equity Securities
Investment Companies		404,395			—			—		404,395
Money Market Investments		215,582			—			—		215,582
Short-Term Investments		375,255			127,587			—		502,842
Total Investments	$	1,332,280		$	16,045,697		$	111,393	$	17,489,370
Asset Derivatives
Forward Currency Contracts
Foreign Currency Risk		—			16,545			—		16,545
Futures Contracts
Interest Rate Risk		80,172			—			—		80,172
Total	$	1,412,452		$	16,062,242		$	111,393	$	17,586,087
Liability Derivatives
Forward Currency Contracts
Foreign Currency Risk	$	—		$	(25,596	)	$	—	$	(25,596	)
Futures Contracts		(2,870	)		—			—		(2,870	)
Total	$	(2,870	)	$	(25,596	)	$	—	$	(28,466	)

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—83.8% of Net Assets
BANK LOANS—2.9%
Commercial Services—0.8%
SBA Senior Finance II LLC, 2018 Term Loan B 4.24% (3 mo. USD LIBOR + 2.000%)(1)		04/11/25	$	74,250	$	74,147
Scientific Games International, Inc., 2018 Term Loan B5 4.98% (3 mo. USD LIBOR + 2.750%)(1)		08/14/24		32,550		32,434
SS&C Technologies Holdings Europe S.A.R.L., 2018 Term Loan B4 4.48% (3 mo. USD LIBOR + 2.250%)(1)		04/16/25		21,228		21,254
SS&C Technologies, Inc., 2018 Term Loan B3 4.48% (3 mo. USD LIBOR + 2.250%)(1)		04/16/25		31,179		31,218
						159,053
Electric—0.4%
TEX Operations Co. LLC, Exit Term Loan B 4.23% (3 mo. USD LIBOR + 2.000%)(1)		08/04/23		24,385		24,451
Vistra Energy Co., 1st Lien Term Loan B3 4.29% (3 mo. USD LIBOR + 2.000%)(1)		12/31/25		58,433		58,605
						83,056
Food—0.1%
Dhanani Group, Inc., 2018 Term Loan B 5.98% (3 mo. USD LIBOR +3.75%)(1)		07/20/25		14,850		14,358
Healthcare-Products—0.1%
Auris Luxembourg III S.A.R.L., 2018 USD Term Loan B2 5.98% (3 mo. USD LIBOR + 3.750%)(1)		02/27/26		16,459		16,541
Healthcare-Services—0.6%
Acadia Healthcare Co., Inc., 2018 Term Loan B4 4.73% (3 mo. USD LIBOR + 2.500)(1)		02/16/23		49,872		50,002
Aveanna Healthcare LLC, 2017 1st Lien Term Loan 6.48% (3 mo. USD LIBOR + 4.250%)(1)		03/18/24		12,708		12,490
Aveanna Healthcare LLC, 2017 2nd Lien Term Loan 10.23% (3 mo. USD LIBOR + 8.000%)(1)		03/17/25		13,000		12,480
Gentiva Health Services, Inc., 2018 1st Lien Term Loan 6.00% (3 mo. USD LIBOR + 3.750%)(1)		07/02/25		48,502		48,836
						123,808
Lodging—0.1%
CityCenter Holdings LLC, 2017 Term Loan B 4.48% (3 mo. USD LIBOR + 2.500%)(1)		04/18/24		32,192		32,298
Pharmaceuticals—0.1%
Alphabet Holding Co., Inc., 2017 1st Lien Term Loan 5.73% (3 mo. USD LIBOR + 3.500%)(1)		09/26/24		32,200		30,537
Retail—0.4%
1011778 B.C. Unlimited Liability Co., Term Loan B3 4.48% (3 mo. USD LIBOR + 2.250%)(1)		02/16/24		88,158		88,313
Software—0.2%
TierPoint LLC, 2017 1st Lien Term Loan 5.98% (3 mo. USD LIBOR + 3.750%)(1)		05/06/24		35,028		32,670
Telecommunications—0.1%
Intelsat Jackson Holdings S.A., 2017 Term Loan B5 6.63% (3 mo. USD LIBOR + 6.630%)(1)		01/02/24		14,000		14,198
Total Bank Loans (Cost: $597,020)						594,832
CORPORATE BONDS—78.7%
Advertising—0.9%
Clear Channel International BV (Netherlands) 8.75%(2)		12/15/20		154,000		157,656
Lamar Media Corp. 5.75%		02/01/26		24,000		25,403
						183,059
Aerospace/Defense—0.2%
Bombardier, Inc. (Canada) 7.88%(2)		04/15/27		31,000		31,465
Airlines—1.8%
American Airlines, Inc. Pass-Through Trust (13-2-B) (EETC) 5.60%(2)		01/15/22		146,939		150,068
Delta Air Lines, Inc. Pass-Through Certificates (02-1-G-1) (EETC) 6.72%		07/02/24		207,575		221,882
						371,950
Auto Manufacturers—0.3%
Allison Transmission, Inc. 5.88%(2)		06/01/29		63,000		67,095
Beverages—0.2%
Bacardi, Ltd. 5.30%(2)		05/15/48		40,000		42,760
Commercial Services—0.8%
Service Corp. International
4.50%		11/15/20		108,000		108,228
4.63%		12/15/27		65,000		66,869
						175,097
Computers—0.8%
EMC Corp. 2.65%		06/01/20		171,000		170,359
Diversified Financial Services—3.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust (Ireland) 3.50%		01/15/25		172,000		174,198
Avolon Holdings Funding, Ltd. 5.13%(2)		10/01/23		90,000		95,859
GE Capital International Funding Co. Unlimited Co. (Ireland) 4.42%		11/15/35		170,000		172,209
Park Aerospace Holdings, Ltd. 4.50%(2)		03/15/23		178,000		184,670
						626,936
Electrical Components & Equipment—0.5%
Energizer Holdings, Inc. 6.38%(2)		07/15/26		34,000		35,530

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
Electrical Components & Equipment (Continued)
7.75%(2)		01/15/27	$	70,000	$	76,175
						111,705
Entertainment—1.9%
Caesars Resort Collection LLC / CRC Finco, Inc. 5.25%(2)		10/15/25		61,000		61,076
Churchill Downs, Inc. 4.75%(2)		01/15/28		70,000		70,438
5.50%(2)		04/01/27		70,000		73,347
Rivers Pittsburgh Borrower LP / Rivers Pittsburgh Finance Corp. 6.13%(2)		08/15/21		83,000		84,452
Twin River Worldwide Holdings, Inc. 6.75%(2)		06/01/27		95,000		99,275
						388,588
Environmental Control—1.4%
Clean Harbors, Inc. 4.88%(2)		07/15/27		115,000		118,594
GFL Environmental, Inc. (Canada)
5.38%(2)		03/01/23		54,000		55,012
8.50%(2)		05/01/27		37,000		40,608
Waste Pro USA, Inc. 5.50%(2)		02/15/26		67,000		68,842
						283,056
Food—3.6%
B&G Foods, Inc. 4.63%		06/01/21		115,000		115,575
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. 5.50%(2)		01/15/30		125,000		125,250
Kraft Heinz Foods Co. 4.88%(2)		02/15/25		50,000		51,593
Nathan’s Famous, Inc. 6.63%(2)		11/01/25		15,000		14,756
Pilgrim’s Pride Corp. 5.88%(2)		09/30/27		74,000		77,978
Post Holdings, Inc.
5.50%(2)		03/01/25		64,000		66,560
5.50%(2)		12/15/29		210,000		213,150
Smithfield Foods, Inc. 5.20%(2)		04/01/29		75,000		81,503
						746,365
Healthcare-Products—1.5%
Hill-Rom Holdings, Inc. 5.75%(2)		09/01/23		137,000		141,966
Hologic, Inc. 4.63%(2)		02/01/28		69,000		70,984
Teleflex, Inc. 4.63%		11/15/27		92,000		95,271
4.88%		06/01/26		3,000		3,131
						311,352
Healthcare-Services—8.5%
Catalent Pharma Solutions, Inc. 4.88%(2)		01/15/26		101,000		103,525
5.00%(2)		07/15/27		125,000		129,062
Centene Corp.
4.75%		05/15/22		69,000		70,074
5.38%(2)		06/01/26		46,000		48,530
5.63%		02/15/21		172,000		174,663
CHS / Community Health Systems, Inc.
6.25%		03/31/23		47,000		45,179
8.00%(2)		03/15/26		79,000		76,432
HCA, Inc. 5.88%		02/01/29		350,000		391,125
Molina Healthcare, Inc.
4.88%(2)		06/15/25		20,000		20,375
5.38%		11/15/22		55,000		57,612
Tenet Healthcare Corp.
4.50%		04/01/21		140,000		142,800
4.63%		07/15/24		33,000		33,685
4.75%		06/01/20		242,000		245,025
6.00%		10/01/20		148,000		153,180
WellCare Health Plans, Inc. 5.25%		04/01/25		78,000		81,234
						1,772,501
Household Products/Wares—0.6%
Spectrum Brands, Inc.
5.75%		07/15/25		101,000		104,757
6.63%		11/15/22		18,000		18,405
						123,162
Lodging—0.4%
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5.25%(2)		05/15/27		47,000		48,293
5.50%(2)		03/01/25		24,000		25,230
						73,523
Machinery-Diversified—0.1%
Titan Acquisition, Ltd. / Titan Co-Borrower LLC 7.75%(2)		04/15/26		18,000		16,403
Media—9.7%
Altice Financing S.A. (Luxembourg) 7.50%(2)		05/15/26		55,000		57,750
CCO Holdings LLC / CCO Holdings Capital Corp. 5.38%(2)		06/01/29		284,000		295,005
Charter Communications Operating LLC / Charter Communications Operating Capital 4.91%		07/23/25		115,000		124,230
CSC Holdings LLC
5.38%(2)		02/01/28		200,000		209,000
6.50%(2)		02/01/29		115,000		127,003
DISH DBS Corp.
5.88%		11/15/24		10,000		9,318
7.75%		07/01/26		10,000		9,812
DISH Network Corp. 3.38%		08/15/26		44,000		40,429
EW Scripps Co. (The) 5.13%(2)		05/15/25		56,000		55,930
Midcontinent Communications & Finance Co.
5.38%(2)		08/15/27		80,000		82,200
6.88%(2)		08/15/23		112,000		115,433
Scripps Escrow, Inc. 5.88%(2)		07/15/27		93,000		93,853
Sinclair Television Group, Inc. 6.13%		10/01/22		94,000		95,950
Sirius XM Radio, Inc. 3.88%(2)		08/01/22		239,000		242,286
TEGNA, Inc. 5.13%		10/15/19		75,000		75,236
Univision Communications, Inc. 5.13%(2)		02/15/25		38,000		37,145
Virgin Media Secured Finance PLC (United Kingdom)
5.25%(2)		01/15/26		139,000		142,649
5.50%(2)		05/15/29		200,000		205,400
						2,018,629

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
Miscellaneous Manufacturers—0.5%
General Electric Co. 3.00% (3 mo. USD LIBOR + 0.480%)(1)		08/15/36	$	52,000	$	38,973
6.00%		08/07/19		65,000		65,030
						104,003
Oil & Gas—3.8%
Antero Resources Corp.
5.00%		03/01/25		58,000		52,190
5.63%		06/01/23		125,000		118,281
Centennial Resource Production LLC 6.88%(2)		04/01/27		101,000		98,980
CrownRock LP / CrownRock Finance, Inc. 5.63%(2)		10/15/25		15,000		14,700
Diamondback Energy, Inc. 4.75%(2)		11/01/24		11,000		11,316
Endeavor Energy Resources LP / EER Finance, Inc. 5.75%(2)		01/30/28		26,000		27,690
EQT Corp. 3.90%		10/01/27		75,000		67,051
Gulfport Energy Corp. 6.38%		05/15/25		4,000		3,080
Hess Corp. 5.60%		02/15/41		85,000		90,027
Parsley Energy LLC / Parsley Finance Corp.
5.25%(2)		08/15/25		57,000		57,712
5.63%(2)		10/15/27		13,000		13,406
Petroleos Mexicanos 6.75%		09/21/47		55,000		49,990
Range Resources Corp. 4.88%		05/15/25		96,000		81,120
Transocean Pontus, Ltd. 6.13%(2)		08/01/25		34,020		35,211
Valaris PLC 7.75%		02/01/26		35,000		25,725
WPX Energy, Inc.
5.25%		09/15/24		19,000		19,095
5.75%		06/01/26		14,000		14,438
						780,012
Oil & Gas Services—2.1%
Transocean Phoenix 2, Ltd. 7.75%(2)		10/15/24		127,500		136,744
Transocean Proteus, Ltd. 6.25%(2)		12/01/24		137,250		143,426
USA Compression Partners LP / USA Compression Finance Corp.
6.88%		04/01/26		53,000		55,390
6.88%(2)		09/01/27		100,000		104,491
						440,051
Packaging & Containers—11.1%
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc. (Ireland)
4.13%(2)		08/15/26		200,000		200,500
4.25%(2)		09/15/22		200,000		203,600
6.00%(2)		02/15/25		30,000		31,050
Ball Corp.
4.00%		11/15/23		118,000		122,868
4.38%		12/15/20		80,000		81,700
Berry Global, Inc. 4.88%(2)		07/15/26		131,000		136,567
Crown Americas LLC / Crown Americas Capital Corp. V 4.25%		09/30/26		78,000		79,478
Graphic Packaging International LLC
4.75%(2)		07/15/27		160,000		167,200
4.88%		11/15/22		108,000		112,860
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer (Luxembourg) 5.80% (3 mo. USD LIBOR + 3.500%)(1),(2)		07/15/21		501,000		504,131
Sealed Air Corp.
5.25%(2)		04/01/23		62,000		66,340
5.50%(2)		09/15/25		105,000		113,925
Silgan Holdings, Inc. 4.75%		03/15/25		48,000		48,960
Trident Merger Sub, Inc. 6.63%(2)		11/01/25		34,000		30,005
Trivium Packaging Finance BV (Netherlands)
5.50%(2)		08/15/26		200,000		206,750
8.50%(2)		08/15/27		200,000		211,558
						2,317,492
Pharmaceuticals—3.7%
Bausch Health Cos, Inc. (Canada)
5.50%(2)		11/01/25		163,000		170,131
5.75%(2)		08/15/27		172,000		181,460
5.88%(2)		05/15/23		10,000		10,113
7.00%(2)		03/15/24		70,000		74,025
Bayer US Finance II LLC 4.38%(2)		12/15/28		45,000		47,278
CVS Health Corp. 5.05%		03/25/48		90,000		97,700
Elanco Animal Health, Inc.
3.91%		08/27/21		123,000		125,650
4.27%		08/28/23		70,000		73,647
						780,004
Pipelines—2.6%
Cheniere Corpus Christi Holdings LLC 5.13%		06/30/27		13,000		14,201
NGPL PipeCo LLC 4.38%(2)		08/15/22		125,000		130,431
Rockies Express Pipeline LLC
5.63%(2)		04/15/20		129,000		132,109
6.88%(2)		04/15/40		84,000		93,601
Targa Resources Partners LP / Targa Resources Partners Finance Corp. 6.88%(2)		01/15/29		124,000		137,045
TransMontaigne Partners LP / TLP Finance Corp. 6.13%		02/15/26		45,000		43,538
						550,925
REIT—1.3%
GLP Capital LP / GLP Financing II, Inc.
4.88%		11/01/20		77,000		78,434
5.75%		06/01/28		35,000		39,327
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer, Inc.
4.50%		01/15/28		40,000		40,150
5.63%		05/01/24		96,000		102,840
						260,751
Retail—2.4%
1011778 BC ULC / New Red Finance, Inc. (Canada) 4.25%(2)		05/15/24		109,000		111,673
Cumberland Farms, Inc. 6.75%(2)		05/01/25		43,000		45,741
eG Global Finance PLC (United Kingdom) 6.75%(2)		02/07/25		104,000		104,780
IRB Holding Corp. 6.75%(2)		02/15/26		19,000		18,953

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
Retail (Continued)
KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC
4.75%(2)		06/01/27	$	24,000	$	24,630
5.25%(2)		06/01/26		50,000		51,972
Rite Aid Corp. 6.13%(2)		04/01/23		163,000		138,142
						495,891
Software—2.6%
CDK Global, Inc. 3.80%		10/15/19		139,000		139,000
Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. 5.75%(2)		03/01/25		66,000		66,228
IQVIA, Inc. 5.00%(2)		05/15/27		150,000		156,545
MSCI, Inc. 5.75%(2)		08/15/25		31,000		32,511
SS&C Technologies, Inc. 5.50%(2)		09/30/27		150,000		156,281
						550,565
Telecommunications—12.4%
Altice France S.A. (France) 7.38%(2)		05/01/26		103,000		110,017
CommScope Finance LLC 6.00%(2)		03/01/26		132,000		134,105
Frontier Communications Corp.
7.13%		01/15/23		141,000		85,305
8.00%(2)		04/01/27		27,000		28,241
8.50%(2)		04/01/26		29,000		28,411
Intelsat Jackson Holdings S. A. (Luxembourg)
5.50%		08/01/23		373,000		345,491
9.75%(2)		07/15/25		37,000		38,434
Intelsat Luxembourg S.A. (Luxembourg) 8.13%		06/01/23		11,000		8,934
Koninklijke KPN NV (Netherlands) 8.38%		10/01/30		34,000		45,118
Level 3 Financing, Inc.
5.38%		05/01/25		219,000		226,665
6.13%		01/15/21		37,000		37,093
Qwest Corp.
6.75%		12/01/21		166,000		178,658
7.25%		09/15/25		142,000		158,508
Sprint Communications, Inc. 7.00%(2)		03/01/20		334,000		341,932
Sprint Corp. 7.63%		03/01/26		83,000		92,962
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 4.74%(2)		09/20/29		190,000		200,213
T-Mobile USA, Inc.
4.75%		02/01/28		191,000		196,491
6.00%		03/01/23		132,000		134,612
6.50%		01/15/24		176,000		182,380
T-Mobile USA, Inc. (Contingent payment)
4.50%(3)		02/01/26		95,000		—
4.75%(3)		02/01/28		141,000		—
6.50%(3)		01/15/24		170,000		—
Windstream Services LLC / Windstream Finance Corp. 9.00%(2),(4)		06/30/25		6,000		3,961
						2,577,531
Total Corporate Bonds (Cost: $15,961,257)						16,371,230
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—2.2%
Ajax Mortgage Loan Trust (19-D-A1) 2.96%(2)		09/25/65		100,000		99,997
Bear Stearns ALT-A Trust (05-4-1A1) 2.71% (1 mo. USD LIBOR + 0.440%)(1)		04/25/35		89,558		89,605
Homebanc Mortgage Trust (05-3-A1) 2.51% (1 mo. USD LIBOR + 0.240)(1)		07/25/35		95,155		94,920
Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates (05-4-1APT) 2.58% (1 mo. USD LIBOR + 0.310%)(1)		11/25/35		86,975		87,192
WaMu Mortgage Pass-Through Certificates (05-AR8-2AB2) 3.11% (1 mo. USD LIBOR + 0.840%)(1)		07/25/45		92,427		91,994
Total Residential Mortgage-backed Securities—Non-agency (Cost: $462,950)						463,708
Total Fixed Income Securities (Cost: $17,021,227)						17,429,770
			Shares
COMMON STOCK—0.2% (Cost: $327,224)
Electric—0.2%
Homer City Holdings LLC—Series A(3),(5)				5,610		47,685
Total Common Stock (Cost: $327,224)						47,685
MONEY MARKET INVESTMENTS—11.6%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 2.26%(6)				2,409,828		2,409,828
Total Money Market Investments (Cost: $2,409,828)						2,409,828
	Maturity Date		Principal Amount
SHORT TERM INVESTMENTS—5.9%
U.S. Treasury Bill
2.03%(7),(8)		09/26/19	$	31,000		30,902
1.93%(7)		08/13/19		1,200,000		1,199,177
Total U.S. Treasury Securities (Cost: $1,230,046)						1,230,079
Total Short Term Investments (Cost: $1,230,046)						1,230,079
Total Investments (101.5%) (Cost: $20,988,325)						21,117,362
Liabilities In Excess Of Other Assets (-1.5%)						(303,129	)
Net Assets (100.0%)					$	20,814,233

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Futures Contracts
Number of         Contracts	Type	Expiration Date	Notional Amount	Market Value	Net Unrealized Appreciation/ Depreciation
Long Futures
2	2-Year U.S. Treasury Note Futures	09/30/19	$427,123	$428,813	$1,690
32	5-Year U.S. Treasury Note Futures	09/30/19	3,766,791	3,761,750	(5,041)
			$  4,193,914	$  4,190,563	$  (3,351)
Short Futures
9	10-Year U.S. Treasury Note Futures	09/19/19	$(1,224,730)	$(1,240,594)	$(15,864)
1	U.S. Ultra Long Bond Futures	09/19/19	(174,404)	(177,563)	(3,159)
			$    (1,399,134)	$(1,418,157)	$(19,023)

Notes to Schedule of Investments:
EETC	-	Enhanced Equipment Trust Certificate.
REIT	-	Real Estate Investment Trust.
(1)		Floating or variable rate security. The interest shown reflects the rate in effect at July 31, 2019.
(2)		Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At July 31, 2019, the value of these securities amounted to $9,872,428 or 47.4% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(3)		For fair value measurement disclosure purposes, security is categorized as Level 3.
(4)		Security is currently in default due to bankruptcy or failure to make payment of principal or interest of the issuer. Income is not being accrued.
(5)		Non-income producing security.
(6)		Rate disclosed is the 7-day net yield as of July 31, 2019.
(7)		Rate shown represents yield-to-maturity.
(8)		All or a portion of this security is held as collateral for open futures contracts.

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Corporate Bonds		78.7	%
Money Market Investments		11.6
U.S. Treasury Securities		5.9
Bank Loans		2.9
Residential Mortgage-Backed Securities—Non-Agency		2.2
Common Stock		0.2
Other*		(1.5	)
Total		100.0	%

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

See accompanying notes to Schedule of Investments.

TCW High Yield Bond Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)			Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Bank Loans*	$	—		$	594,832	$	—	$	594,832
Corporate Bonds*		—			16,371,230		—		16,371,230
Residential Mortgage-Backed Securities—Non-Agency		89,605			374,103		—		463,708
Total Fixed Income Securities		89,605			17,340,165		—		17,429,770
Equity Securities
Common Stock*		—			—		47,685		47,685
Money Market Investments		2,409,828			—		—		2,409,828
Short-Term Investments		1,230,079			—		—		1,230,079
Total Investments		3,729,512			17,340,165		47,685		21,117,362
Asset Derivatives
Futures Contracts
Interest Rate Risk		1,690			—		—		1,690
Total Investments	$	3,731,202		$	17,340,165	$	47,685	$	21,119,052
Liability Derivatives
Futures Contracts
Interest Rate Risk	$	(24,064	)	$	—	$	—	$	(24,064	)
Total	$	(24,064	)	$	—	$	—	$	(24,064	)

* See Schedule of Investments for corresponding industries.

See accompanying notes to Schedule of Investments.

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—82.5% of Net Assets
COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—6.0%
Fannie Mae, Pool #468764 4.16%		07/01/21	$	45,000	$	46,463
Fannie Mae, Pool #464321 4.36%		01/01/20		42,989		42,915
Freddie Mac Multifamily Structured Pass-Through Certificates (KF17-A) 2.95% (1 mo. USD LIBOR + 0.550%)(1)		03/25/23		37,965		37,960
Freddie Mac Multifamily Structured Pass-Through Certificates (KF19-A) 2.85% (1 mo. USD LIBOR + 0.450%)(1)		06/25/23		33,356		33,374
Freddie Mac Multifamily Structured Pass-Through Certificates (KF22-A) 2.90% (1 mo. USD LIBOR + 0.500%)(1)		07/25/23		31,755		31,838
Freddie Mac Multifamily Structured Pass-Through Certificates (J22F-A1) 3.45%		05/25/23		26,154		26,839
Freddie Mac Multifamily Structured Pass-Through Certificates (K012-X3) (I/O) 2.25%(2)		01/25/41		295,045		9,261
Freddie Mac Multifamily Structured Pass-Through Certificates (K025-X3) (I/O) 1.75%(2)		11/25/40		150,000		8,137
Freddie Mac Multifamily Structured Pass-Through Certificates (K031-X1) (I/O) 0.22%(2)		04/25/23		887,406		6,792
Freddie Mac Multifamily Structured Pass-Through Certificates (K056-XAM) (I/O) 1.15%(2)		05/25/26		100,000		7,136
Freddie Mac Multifamily Structured Pass-Through Certificates (KF04-A) 2.71% (1 mo. USD LIBOR + 0.310%)(1)		06/25/21		8,705		8,706
Freddie Mac Multifamily Structured Pass-Through Certificates (KF14-A) 3.05% (1 mo. USD LIBOR + 0.650%)(1)		01/25/23		8,331		8,351
Freddie Mac Multifamily Structured Pass-Through Certificates (KP02-A2) 2.36%(2)		04/25/21		8,577		8,561
Freddie Mac Multifamily Structured Pass-Through Certificates (KS05-A) 2.90% (1 mo. USD LIBOR + 0.500%)(1)		01/25/23		33,893		33,953
Freddie Mac Multifamily Structured Pass-Through Certificates (KS07-X) (I/O) 0.65%(2)		09/25/25		250,000		9,007
Freddie Mac Multifamily Structured Pass-Through Certificates (KS10-A10) 2.87% (1 mo. USD LIBOR + 0.610%)(1)		10/25/28		28,882		28,908
Government National Mortgage Association (11-165-IO) (I/O) 0.50%(2)		10/16/51		917,837		9,509
Total Commercial Mortgage-backed Securities—Agency (Cost: $365,107)						357,710
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—4.8%
Citigroup Commercial Mortgage Trust (12-GC8-XA) (I/O) 1.77%(2),(3),(4)		09/10/45		155,834		6,814
COMM Mortgage Trust (13-CR7-XA) (I/O) 1.23%(2)		03/10/46		256,872		8,866
CSAIL Commercial Mortgage Trust (15-C1-XA) (I/O) 0.89%(2)		04/15/50		838,912		31,426
CSMC Trust (15-GLPA-XA) (I/O) 0.26%(2),(3)		11/15/37		1,157,892		17,242
Four Times Square Trust Commercial Mortgage Pass-Through Certificates (06-4TS-A) 5.40%(3)		12/13/28		9,380		9,777
JPMBB Commercial Mortgage Securities Trust (13-C17-XA) (I/O) 0.77%(2)		01/15/47		735,442		21,000
JPMBB Commercial Mortgage Securities Trust (14-C23-XA) (I/O) 0.69%(2)		09/15/47		2,218,979		55,772
JPMorgan Chase Commercial Mortgage Securities Trust (12-HSBC-A) 3.09%(3)		07/05/32		9,529		9,747
JPMorgan Chase Commercial Mortgage Securities Trust (13-C10-XA) (I/O) 0.99%(2)		12/15/47		304,391		8,702
Morgan Stanley Bank of America Merrill Lynch Trust (13-C7-XA) (I/O) 1.35%(2)		02/15/46		272,930		10,699
Morgan Stanley Capital Barclays Bank Trust (16-MART-A) 2.20%(3)		09/13/31		15,000		14,946
Morgan Stanley Capital I Trust (11-C3-A4) 4.12%		07/15/49		15,000		15,276
WFRBS Commercial Mortgage Trust (12-C9-XA) (I/O) 1.90%(2),(3)		11/15/45		885,956		44,971
WFRBS Commercial Mortgage Trust (13-C12-XA) (I/O) 1.24%(2),(3)		03/15/48		140,151		4,935
WFRBS Commercial Mortgage Trust (13-C13-XA) (I/O) 1.20%(2),(3)		05/15/45		217,929		8,280
WFRBS Commercial Mortgage Trust (14-C21-XA) (I/O) 1.05%(2)		08/15/47		415,893		17,884
Total Commercial Mortgage-backed Securities—Non-agency (Cost: $296,973)						286,337
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY—19.9%
Fannie Mae (03-11-FA) 3.27% (1 mo. USD LIBOR + 1.000%)(1)		09/25/32		14,781		15,184
Fannie Mae (03-122-MF) (PAC) 2.67% (1 mo. USD LIBOR + 0.400%)(1)		08/25/33		53,507		53,250
Fannie Mae (03-52-NF) 2.67% (1 mo. USD LIBOR + 0.400%)(1)		06/25/23		13,332		13,332
Fannie Mae (05-114-PF) (PAC) 2.64% (1 mo. USD LIBOR + 0.375%)(1)		08/25/35		19,630		19,629
Fannie Mae (06-60-DF) 2.70% (1 mo. USD LIBOR + 0.430%)(1)		04/25/35		16,388		16,412
Fannie Mae (06-84-WF) (PAC) 2.57% (1 mo. USD LIBOR + 0.300%)(1)		02/25/36		6,318		6,316
Fannie Mae (07-64-FA) 2.74% (1 mo. USD LIBOR + 0.470%)(1)		07/25/37		32,030		32,144
Fannie Mae (07-67-FA) 2.52% (1 mo. USD LIBOR + 0.250%)(1)		04/25/37		5,463		5,463
Fannie Mae (08-15-JN) 4.50%		02/25/23		7,934		7,975

See accompanying notes to Schedule of Investments.

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY (Continued)
Fannie Mae (08-24-PF) (PAC) 2.92% (1 mo. USD LIBOR + 0.650%)(1)		02/25/38	$	21,522	$	21,630
Fannie Mae (09-33-FB) 3.09% (1 mo. USD LIBOR + 0.820%)(1)		03/25/37		23,417		23,777
Fannie Mae (10-118-GF) (PAC) 2.82% (1 mo. USD LIBOR + 0.550%)(1)		10/25/39		63,553		63,734
Fannie Mae (11-124-DF) 2.72% (1 mo. USD LIBOR + 0.450%)(1)		08/25/40		11,992		12,007
Fannie Mae (11-75-HP) (PAC) 2.50%		07/25/40		24,977		25,070
Fannie Mae (12-93-GF) (PAC) 2.52% (1 mo. USD LIBOR + 0.250%)(1)		07/25/40		48,987		48,615
Fannie Mae, Pool #254548 5.50%		12/01/32		12,284		13,463
Fannie Mae, Pool #600187 7.00%		07/01/31		26,430		29,380
Fannie Mae, Pool #995364 6.00%		10/01/38		13,724		15,576
Fannie Mae, Pool #AL0851 6.00%		10/01/40		7,143		8,125
Freddie Mac (2550-FI) (TAC) 2.68% (1 mo. USD LIBOR + 0.350%)(1)		11/15/32		30,942		30,818
Freddie Mac (2763-FC) 2.68% (1 mo. USD LIBOR + 0.350%)(1)		04/15/32		3,443		3,442
Freddie Mac (2990-DE) 2.71% (1 mo. USD LIBOR + 0.380%)(1)		11/15/34		17,422		17,440
Freddie Mac (3071-TF) (PAC) 2.63% (1 mo. USD LIBOR + 0.300%)(1)		04/15/35		37,355		37,248
Freddie Mac (3084-FN) 2.83% (1 mo. USD LIBOR + 0.500%)(1)		12/15/34		22,666		22,669
Freddie Mac (3139-FL) (PAC) 2.63% (1 mo. USD LIBOR + 0.300%)(1)		01/15/36		12,899		12,895
Freddie Mac (3172-FK) 2.78% (1 mo. USD LIBOR + 0.450%)(1)		08/15/33		1,456		1,456
Freddie Mac (3196-FA) (PAC) 2.68% (1 mo. USD LIBOR + 0.350%)(1)		04/15/32		35,280		35,287
Freddie Mac (3300-FA) 2.63% (1 mo. USD LIBOR + 0.300%)(1)		08/15/35		38,425		38,275
Freddie Mac (3318-F) 2.58% (1 mo. USD LIBOR + 0.250%)(1)		05/15/37		46,140		45,947
Freddie Mac (3645-EH) 3.00%		12/15/20		5,253		5,242
Freddie Mac (3767-JF) (PAC) 2.63% (1 mo. USD LIBOR + 0.300%)(1)		02/15/39		31,720		31,786
Freddie Mac (3879-MF) 2.68% (1 mo. USD LIBOR + 0.350%)(1)		09/15/38		25,950		25,968
Freddie Mac (3940-PF) (PAC) 2.74% (1 mo. USD LIBOR + 0.350%)(1)		05/15/40		51,538		51,572
Freddie Mac (3946-FG) (PAC) 2.68% (1 mo. USD LIBOR + 0.350%)(1)		10/15/39		23,180		23,163
Freddie Mac (4231-FD) 2.68% (1 mo. USD LIBOR + 0.350%)(1)		10/15/32		60,420		60,069
Freddie Mac (263-F5) 2.83% (1 mo. USD LIBOR + 0.500%)(1)		06/15/42		47,560		47,771
Ginnie Mae (05-60-FK) (PAC) 2.49% (1 mo. USD LIBOR + 0.220%)(1)		02/20/34		34,948		34,950
Ginnie Mae (12-13-KF) 2.57% (1 mo. USD LIBOR + 0.300%)(1)		07/20/38		20,762		20,775
Ginnie Mae II, Pool #80022 4.13% (1 year Treasury Constant Maturity Rate + 1.500%)(1)		12/20/26		12,928		13,309
Ginnie Mae II, Pool #80636 3.75% (1 year Treasury Constant Maturity Rate + 1.500%)(1)		09/20/32		9,828		10,156
Ginnie Mae II, Pool #80757 3.75% (1 year Treasury Constant Maturity Rate + 1.500%)(1)		10/20/33		6,668		6,723
Ginnie Mae II, Pool #80797 4.00% (1 year Treasury Constant Maturity Rate + 1.500%)(1)		01/20/34		49,954		51,940
Ginnie Mae II, Pool #80937 3.63% (1 year Treasury Constant Maturity Rate + 1.500%)(1)		06/20/34		17,492		18,186
NCUA Guaranteed Notes (10-R1-1A) 2.81% (1 mo. USD LIBOR + 0.450%)(1)		10/07/20		103,687		103,795
Total Residential Mortgage-backed Securities—Agency (Cost: $1,159,255)						1,181,964
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—0.9%
Credit Suisse First Boston Mortgage Securities Corp. (02-AR31-6A1) 4.58%(2)		11/25/32		29,934		31,015
First Franklin Mortgage Loan Asset-Backed Certificates (04-FF5-A3C) 3.27% (1 mo. USD LIBOR + 1.000%)(1)		08/25/34		16,710		16,752
Morgan Stanley Mortgage Loan Trust (04-6AR-1A) 3.17% (1 mo. USD LIBOR + 0.900%)(1)		07/25/34		4,417		4,434
Residential Accredit Loans, Inc. (02-QS16-A2) 2.82% (1 mo. USD LIBOR + 0.550%)(1),(5)		10/25/17		83		85
Total Residential Mortgage-backed Securities—Non-agency (Cost: $49,344)						52,286
CORPORATE BONDS—28.6%
Aerospace/Defense—0.9%
BAE Systems Holdings, Inc. 2.85%(3)		12/15/20		15,000		15,035
L3Harris Technologies, Inc. 4.95%(3)		02/15/21		15,000		15,458

See accompanying notes to Schedule of Investments.

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
Aerospace/Defense (Continued)
United Technologies Corp. 3.17% (3 mo. USD LIBOR + 0.650%)(1)		08/16/21	$	25,000	$	25,007
						55,500
Agriculture—0.5%
BAT Capital Corp. 2.76%		08/15/22		30,000		30,008
Auto Manufacturers—1.5%
BMW US Capital LLC 2.68% (3 mo. USD LIBOR + 0.380%)(1),(3)		04/06/20		30,000		30,056
Ford Motor Credit Co. LLC
2.46%		03/27/20		25,000		24,965
2.60%		11/04/19		25,000		24,989
5.88%		08/02/21		10,000		10,518
						90,528
Banks—9.7%
Bank of America Corp.
2.37% (3 mo. USD LIBOR + 0.66%)(1)		07/21/21		100,000		99,922
2.74%(2)		01/23/22		25,000		25,081
Citigroup, Inc.
2.45%		01/10/20		25,000		25,000
2.90%		12/08/21		25,000		25,305
Goldman Sachs Group, Inc. (The) 2.55%		10/23/19		40,000		40,008
JPMorgan Chase & Co. 3.20% (3 mo. USD LIBOR + 0.680%)(1)		06/01/21		75,000		75,238
JPMorgan Chase Bank NA 3.09% (3.086% until 4/26/20 then 3 mo. USD LIBOR +0.350%)(1)		04/26/21		50,000		50,241
Lloyds Bank PLC (United Kingdom) 5.80%(3)		01/13/20		30,000		30,440
Morgan Stanley 3.10% (3 mo. USD LIBOR + 0.550%)(1)		02/10/21		30,000		30,033
Santander UK Group Holdings PLC (United Kingdom) 3.13%		01/08/21		30,000		30,097
Wells Fargo & Co.
2.15%		01/30/20		40,000		39,959
2.63%		07/22/22		5,000		5,026
Wells Fargo Bank N.A. 2.40%		01/15/20		100,000		100,045
						576,395
Beverages—1.1%
Anheuser-Busch InBev Worldwide, Inc. 6.88%		11/15/19		25,000		25,303
Constellation Brands, Inc. 2.00%		11/07/19		25,000		24,958
Molson Coors Brewing Co. 2.25%		03/15/20		15,000		14,973
						65,234
Chemicals—0.3%
International Flavors & Fragrances, Inc. 3.40%		09/25/20		20,000		20,192
Commercial Services—0.5%
IHS Markit, Ltd. 5.00%(3)		11/01/22		25,000		26,469
Diversified Financial Services—1.5%
Air Lease Corp. 3.50%		01/15/22		30,000		30,742
GE Capital International Funding Co. Unlimited Co. (Ireland) 2.34%		11/15/20		45,000		44,829
Park Aerospace Holdings, Ltd.
3.63%(3)		03/15/21		10,000		10,094
4.50%(3)		03/15/23		5,000		5,187
						90,852
Food—2.0%
Campbell Soup Co. 2.91% (3 mo. USD LIBOR + 0.500%)(1)		03/16/20		15,000		15,009
Conagra Brands, Inc. 2.81% (3 mo. USD LIBOR + 0.500%)(1)		10/09/20		25,000		24,976
Danone SA 1.69%(3)		10/30/19		20,000		19,958
Mondelez International Holdings Netherlands BV 1.63%(3)		10/28/19		25,000		24,950
Smithfield Foods, Inc. 2.70%(3)		01/31/20		20,000		20,053
Tyson Foods, Inc. 2.97% (3 mo. USD LIBOR + 0.450%)(1)		08/21/20		15,000		14,995
						119,941
Forest Products & Paper—0.3%
Georgia-Pacific LLC 2.54%(3)		11/15/19		20,000		20,013
Healthcare-Products—0.5%
Becton Dickinson and Co. 3.19% (3 mo. USD LIBOR + 0.875%)(1)		12/29/20		15,000		15,004
Zimmer Biomet Holdings, Inc. 3.17% (3 mo. USD LIBOR + 0.750%)(1)		03/19/21		15,000		15,001
						30,005
Healthcare-Services—1.1%
Anthem, Inc. 2.25%		08/15/19		25,000		24,997
Humana, Inc. 2.50%		12/15/20		15,000		14,984
Sutter Health 2.29%		08/15/53		25,000		24,881
						64,862
Insurance—0.4%
Allstate Corp. (The) 2.76% (3 mo. USD LIBOR + 0.430%)(1)		03/29/21		25,000		25,053
Media—0.2%
Discovery Communications LLC 2.80%		06/15/20		10,000		10,009
Miscellaneous Manufacturers—0.8%
General Electric Co. 2.20%		01/09/20		45,000		44,970
Oil & Gas—0.2%
Petroleos Mexicanos 5.35%		02/12/28		15,000		13,820

See accompanying notes to Schedule of Investments.

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
Packaging & Containers—0.3%
Bemis Company, Inc. 6.80%(3)		08/01/19	$	20,000	$	20,000
Pharmaceuticals—0.3%
Bayer US Finance LLC 2.38%(3)		10/08/19		15,000		14,984
REIT—4.8%
American Campus Communities Operating Partnership LP 3.35%		10/01/20		20,000		20,170
Camden Property Trust 2.95%		12/15/22		25,000		25,391
Essex Portfolio LP (REIT) 5.20%		03/15/21		20,000		20,714
GLP Capital LP / GLP Financing II, Inc.
4.38%		04/15/21		10,000		10,230
4.88%		11/01/20		15,000		15,279
HCP, Inc. 4.00%		12/01/22		9,000		9,400
Healthcare Trust of America Holdings LP 3.38%		07/15/21		30,000		30,399
Host Hotels & Resorts LP 6.00%		10/01/21		15,000		15,892
Kimco Realty Corp. 3.40%		11/01/22		20,000		20,468
National Retail Properties, Inc. 3.80%		10/15/22		30,000		31,068
SL Green Operating Partnership LP 3.50% (3 mo. USD LIBOR + 0.980%)(1)		08/16/21		40,000		40,010
UDR, Inc. 3.70%		10/01/20		35,000		35,419
WEA Finance LLC 3.15%(3)		04/05/22		10,000		10,134
						284,574
Retail—0.8%
Alimentation Couche-Tard, Inc. (Canada) 2.35%(3)		12/13/19		20,000		19,986
Dollar Tree, Inc. 3.00% (3 mo. USD LIBOR + 0.700%)(1)		04/17/20		25,000		25,003
						44,989
Semiconductors—0.4%
Analog Devices, Inc. 2.85%		03/12/20		10,000		10,023
Broadcom Corp. / Broadcom Cayman Finance, Ltd. 2.38%		01/15/20		15,000		14,980
						25,003
Telecommunications—0.5%
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 3.36%(3)		03/20/23		28,125		28,174
Total Corporate Bonds (Cost: $1,692,679)						1,701,575
U.S. TREASURY SECURITIES—22.3%
U.S. Treasury Note
1.63%		06/30/21		243,000		241,732
1.75%		07/31/21		184,000		183,515
1.75%		07/15/22		42,000		41,887
2.13%		05/31/21		859,000		862,164
Total U.S. Treasury Securities (Cost: $1,326,796)						1,329,298
Total Fixed Income Securities (Cost: $4,890,154)						4,909,170
			Shares
MONEY MARKET INVESTMENTS—5.1%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 2.26%(6)				304,793		304,793
Total Money Market Investments (Cost: $304,793)						304,793
	Maturity Date		Principal Amount
SHORT TERM INVESTMENTS—15.0%
U.S. Treasury Securities—15.0%
U.S. Treasury Bill
2.03%(7),(8)		09/26/19	$	17,000		16,946
1.93%(7)		08/13/19		150,000		149,897
1.70%(7)		08/06/19		300,000		299,917
2.04%(7)		10/24/19		390,000		388,159
2.05%(7)		10/10/19		41,000		40,837
Total U.S. Treasury Securities (Cost: $895,618)						895,756
Total Short Term Investments (Cost: $895,618)						895,756
Total Investments (102.6%) (Cost: $6,090,565)						6,109,719
Liabilities In Excess Of Other Assets (-2.6%)						(154,681	)
Net Assets (100.0%)					$	5,955,038

See accompanying notes to Schedule of Investments.

TCW Short Term Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

FUTURES CONTRACTS
Number of     Contracts	Type	Expiration Date	Notional Amount	Market Value	Net Unrealized Appreciation
BUY
2	2-Year U.S. Treasury Note Futures	09/30/19	$427,123	$428,813	$1,690

Notes to Schedule of Investments:

I/O	Interest Only Security.
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 July 31, 2019.
(2)	Variable rate security. Interest rate disclosed is as of the most recent information available. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
(3)	Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At July 31, 2019, the value of these securities amounted to $427,703 or 7.2% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(4)	Restricted security (Note 3).
(5)	The maturity date of the security has been extended past the date disclosed. The new maturity date is not known as of July 31, 2019.
(6)	Rate disclosed is the 7-day net yield as of July 31, 2019.
(7)	Rate shown represents yield-to-maturity.
(8)	All or a portion of this security is held as collateral for open futures contracts.

See accompanying notes to Schedule of Investments.

TCW Short Term Bond Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
U.S. Treasury Securities		37.3	%
Corporate Bonds		28.6
Residential Mortgage-Backed Securities—Agency		19.9
Commercial Mortgage-Backed Securities—Agency		6.0
Money Market Investments		5.1
Commercial Mortgage-Backed Securities—Non-Agency		4.8
Residential Mortgage-Backed Securities—Non-Agency		0.9
Other*		(2.6	)*
Total		100.0	%

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

See accompanying notes to Schedule of Investments.

TCW Short Term Bond Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Commercial Mortgage-Backed Securities—Agency	$	—	$	357,710	$	—	$	357,710
Commercial Mortgage-Backed Securities—Non-Agency		—		286,337		—		286,337
Residential Mortgage-Backed Securities—Agency		—		1,181,964		—		1,181,964
Residential Mortgage-Backed Securities—Non-Agency		—		52,286		—		52,286
Corporate Bonds*		—		1,701,575		—		1,701,575
U.S. Treasury Securities		1,103,896		225,402		—		1,329,298
Total Fixed Income Securities		1,103,896		3,805,274		—		4,909,170
Money Market Investments		304,793		—		—		304,793
Short-Term Investments		895,756		—		—		895,756
Total Investments		2,304,445		3,805,274		—		6,109,719
Asset Derivatives
Futures Contracts
Interest Rate Risk	$	1,690	$	—	$	—	$	1,690
Total Investments	$	2,306,135	$	3,805,274	$	—	$	6,111,409

* See Schedule of Investments for corresponding industries.

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED)

Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—98.1% of Net Assets
ASSET-BACKED SECURITIES—2.2%
321 Henderson Receivables I LLC (13-3A-A) 4.08%(1)		01/17/73	$	7,291,841	$	7,709,289
EFS Volunteer No 2 LLC (12-1-A2) 3.62% (1 mo. USD LIBOR + 1.350%)(1),(2)		03/25/36		7,225,000		7,326,756
EFS Volunteer No 3 LLC (12-1-A3) 3.27% (1 mo. USD LIBOR + 1.000%)(1),(2)		04/25/33		16,303,933		16,443,131
Global SC Finance SRL (14-1A-A2) 3.09%(1)		07/17/29		8,182,500		8,186,585
Higher Education Funding I (14-1-A) 3.57% (3 mo. USD LIBOR + 1.050%)(1),(2)		05/25/34		18,182		18,247
Navient Student Loan Trust (14-2-A) 2.91% (1 mo. USD LIBOR + 0.640%)(2)		03/25/83		24,221,569		23,881,473
Navient Student Loan Trust (14-3-A) 2.89% (1 mo. USD LIBOR + 0.620%)(2)		03/25/83		25,047,108		24,718,435
Navient Student Loan Trust (14-4-A) 2.89% (1 mo. USD LIBOR + 0.620%)(2)		03/25/83		14,147,154		13,871,937
Navient Student Loan Trust (16-5A-A) 3.52% (1 mo. USD LIBOR + 1.250%)(1),(2)		06/25/65		16,440,380		16,692,013
Navient Student Loan Trust (17-1A-A3) 3.42% (1 mo. USD LIBOR + 1.150%)(1),(2)		07/26/66		6,130,000		6,200,834
SLM Student Loan Trust (08-8-B) 4.53% (3 mo. USD LIBOR + 2.250%)(2)		10/25/75		5,706,000		5,822,533
Total Asset-backed Securities (Cost: $129,926,807)						130,871,233
COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—4.9%
Fannie Mae (12-M12-1A) (ACES) 2.85%(3)		08/25/22		38,311,531		39,190,620
Fannie Mae (12-M15-A) (ACES) 2.71%(3)		10/25/22		22,127,405		22,433,241
Fannie Mae, Pool #AL2660 2.63%		10/01/22		14,866,706		15,083,079
Fannie Mae, Pool #AL3366 2.44%		02/01/23		35,307,739		35,398,185
Fannie Mae, Pool #AN9555 3.81%		06/01/30		20,679,000		22,734,214
Fannie Mae, Pool #BL0552 3.95%		11/01/30		11,549,000		12,965,078
Fannie Mae, Pool #BL0710 4.03%		11/01/30		28,324,000		31,885,028
Fannie Mae, Pool #BL0740 4.08%		12/01/33		21,998,000		25,232,626
Fannie Mae, Pool #BL2360 3.45%		05/01/34		24,962,000		26,470,947
Freddie Mac (K-1510-A3) 3.79%		01/25/34		31,000,000		34,526,726
Freddie Mac (KW08-A2) 3.60%		01/25/29		15,825,000		17,041,202
Total Commercial Mortgage-backed Securities—Agency (Cost: $275,062,871)						282,960,946
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—0.7%
DBRR Trust (11-LC2-A4A) 4.54%(1),(3)		07/12/44		10,288,605		10,618,303
DBWF Mortgage Trust (16-85T-A) 3.79%(1)		12/10/36		6,385,000		6,856,800
GRACE Mortgage Trust (14-GRCE-A) 3.37%(1)		06/10/28		15,750,000		16,083,895
GS Mortgage Securities Corp. (12-ALOH-A) 3.55%(1)		04/10/34		6,105,000		6,270,367
Total Commercial Mortgage-backed Securities—Non-agency (Cost: $40,853,265)						39,829,365
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY—52.4%
Fannie Mae (01-40-Z) 6.00%		08/25/31		178,540		195,817
Fannie Mae (03-117-TG) (PAC) 4.75%		08/25/33		373,412		393,790
Fannie Mae (04-52-SW) (I/O) (I/F) 4.83% (1 mo. USD LIBOR + 7.100%)(2)		07/25/34		589,199		84,715
Fannie Mae (04-65-LT) 4.50%		08/25/24		984,964		1,020,480
Fannie Mae (04-68-LC) 5.00%		09/25/29		1,344,405		1,431,263
Fannie Mae (05-117-LC) (PAC) 5.50%		11/25/35		3,494,587		3,634,089
Fannie Mae (05-74-CP) (I/F) (PAC) 16.44% (-3.67 X 1 mo. USD LIBOR + 24.750%)(2)		05/25/35		218,940		293,353
Fannie Mae (07-103-AI) (I/O) (I/F) 4.23% (1 mo. USD LIBOR + 6.500%)(2)		03/25/37		4,414,525		654,345
Fannie Mae (07-20-SI) (I/O) (I/F) 4.18% (-1.00 X 1 mo. USD LIBOR + 6.450%)(2)		03/25/37		1,435,590		219,442
Fannie Mae (07-21-SE) (I/O) (I/F) 4.04% (-1.00 X 1 mo. USD LIBOR + 6.440%)(2)		03/25/37		974,558		133,528
Fannie Mae (07-56-SG) (I/O) (I/F) 4.01% (-1.00 X 1 mo. USD LIBOR + 6.410%)(2)		06/25/37		1,254,062		121,897
Fannie Mae (07-58-SV) (I/O) (I/F) 4.48% (-1.00 X 1 mo. USD LIBOR + 6.750%)(2)		06/25/37		5,094,384		625,891
Fannie Mae (07-65-S) (I/O) (I/F) 4.33% (-1.00 X 1 mo. USD LIBOR + 6.600%)(2)		07/25/37		905,552		134,394
Fannie Mae (07-88-FY) 2.73% (1 mo. USD LIBOR + 0.460%)(2)		09/25/37		681,997		685,288
Fannie Mae (07-B2-ZA) 5.50%		06/25/37		12,254,153		13,528,967
Fannie Mae (08-1-AI) (I/O) (I/F) 3.98% (-1.00 X 1 mo. USD LIBOR + 6.250%)(2)		05/25/37		4,606,509		674,608

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY (Continued)
Fannie Mae (08-13-SB) (I/O) (I/F) 3.97% (-1.00 X 1 mo. USD LIBOR + 6.240%)(2)		03/25/38	$	4,110,498	$	782,224
Fannie Mae (08-23-SB) (I/O) (I/F) 4.58% (-1.00 X 1 mo. USD LIBOR + 6.850%)(2)		04/25/38		7,148,997		1,092,279
Fannie Mae (08-35-SD) (I/O) (I/F) 4.18% (-1.00 X 1 mo. USD LIBOR + 6.450%)(2)		05/25/38		527,623		37,389
Fannie Mae (08-66-SG) (I/O) (I/F) 3.80% (-1.00 X 1 mo. USD LIBOR + 6.070%)(2)		08/25/38		9,050,940		1,681,366
Fannie Mae (08-68-SA) (I/O) (I/F) 3.70% (-1.00 X 1 mo. USD LIBOR + 5.970%)(2)		08/25/38		3,511,969		483,595
Fannie Mae (09-3-SH) (I/O) (I/F) 3.18% (-1.00 X 1 mo. USD LIBOR + 5.450%)(2)		06/25/37		1,410,877		169,132
Fannie Mae (09-47-SV) (I/O) (I/F) 4.48% (-1.00 X 1 mo. USD LIBOR + 6.750%)(2)		07/25/39		1,088,090		117,435
Fannie Mae (09-51-SA) (I/O) (I/F) 4.48% (-1.00 X 1 mo. USD LIBOR + 6.750%)(2)		07/25/39		4,186,683		650,748
Fannie Mae (09-6-SD) (I/O) (I/F) 3.28% (-1.00 X 1 mo. USD LIBOR + 5.550%)(2)		02/25/39		1,647,804		210,632
Fannie Mae (09-68-KB) 4.00%		09/25/24		3,862,862		3,931,781
Fannie Mae (09-71-LB) 4.00%		09/25/29		11,980,179		12,560,213
Fannie Mae (09-72-AC) 4.00%		09/25/29		15,412,174		16,159,784
Fannie Mae (09-72-JS) (I/O) (I/F) 4.98% (-1.00 X 1 mo. USD LIBOR + 7.250%)(2)		09/25/39		929,390		194,129
Fannie Mae (10-136-CX) (PAC) 4.00%		08/25/39		20,937,000		21,914,867
Fannie Mae (11-111-DB) 4.00%		11/25/41		25,000,000		26,357,521
Fannie Mae (11-123-ZP) (PAC) 4.50%		12/25/41		4,760,981		5,518,803
Fannie Mae (12-128-UY) (PAC) 2.50%		11/25/42		11,738,000		11,309,859
Fannie Mae (12-133-GC) (PAC) 2.50%		08/25/41		24,217,123		24,110,362
Fannie Mae (12-153-PC) (PAC) 2.00%		05/25/42		7,554,984		7,403,229
Fannie Mae (13-101-BO) (P/O) 0.00%(4)		10/25/43		7,169,340		6,173,151
Fannie Mae (13-101-CO) (P/O) 0.00%(4)		10/25/43		16,677,399		14,124,131
Fannie Mae (13-21-EC) (I/O) 2.00%		12/25/38		11,180,189		11,094,672
Fannie Mae (13-95-PN) (PAC) 3.00%		01/25/43		21,400,000		21,695,317
Fannie Mae (18-52 PZ) (PAC) 4.00%		07/25/48		2,953,028		3,186,890
Fannie Mae (18-55 PA) (PAC) 3.50%		01/25/47		18,652,249		19,182,000
Fannie Mae (93-202-SZ) (I/F) (PAC) 10.00%(2)		11/25/23		39,854		43,549
Fannie Mae (95-21-C) (P/O) 0.00%(4)		05/25/24		226,583		217,403
Fannie Mae (G92-29-J) 8.00%		07/25/22		13,262		14,085
Fannie Mae, Pool #254634 5.50%		02/01/23		63,718		67,308
Fannie Mae, Pool #257536 5.00%		01/01/29		1,266,124		1,345,071
Fannie Mae, Pool #310033 6.00%		07/01/47		463,564		529,221
Fannie Mae, Pool #555424 5.50%		05/01/33		3,101,762		3,435,582
Fannie Mae, Pool #661856 4.50% (12 mo. USD LIBOR + 1.623%)(2)		10/01/32		32,731		32,677
Fannie Mae, Pool #671133 4.29% (6 mo. USD LIBOR + 1.413%)(2)		02/01/33		75,060		77,443
Fannie Mae, Pool #672272 4.80% (12 mo. USD LIBOR + 1.579%)(2)		12/01/32		28,716		29,828
Fannie Mae, Pool #687847 4.66% (12 mo. USD LIBOR + 1.590%)(2)		02/01/33		74,966		78,587
Fannie Mae, Pool #692104 4.29% (6 mo. USD LIBOR + 1.413%)(2)		02/01/33		456,204		470,525
Fannie Mae, Pool #699866 4.51% (12 mo. USD LIBOR + 1.588%)(2)		04/01/33		235,713		247,703
Fannie Mae, Pool #704454 4.55% (12 mo. USD LIBOR + 1.695%)(2)		05/01/33		74,610		77,129
Fannie Mae, Pool #728824 4.40% (12 mo. USD LIBOR + 1.586%)(2)		07/01/33		75,323		79,207
Fannie Mae, Pool #734384 5.50%		07/01/33		364,773		395,526
Fannie Mae, Pool #888593 7.00%		06/01/37		344,910		401,104
Fannie Mae, Pool #934103 5.00%		07/01/38		285,451		301,127
Fannie Mae, Pool #979563 5.00%		04/01/28		677,920		720,190
Fannie Mae, Pool #995040 5.00%		06/01/23		310,729		321,294
Fannie Mae, Pool #995425 6.00%		01/01/24		1,428,315		1,492,789
Fannie Mae, Pool #995573 6.00%		01/01/49		1,332,092		1,420,910
Fannie Mae, Pool #995953 6.00%		11/01/28		3,667,354		4,033,752
Fannie Mae, Pool #995954 6.00%		03/01/29		1,988,777		2,187,472
Fannie Mae, Pool #AA3303 5.50%		06/01/38		2,799,468		3,014,909
Fannie Mae, Pool #AB6210 3.00%		09/01/42		31,095,708		31,725,831
Fannie Mae, Pool #AE0588 6.00%		08/01/37		6,641,119		7,559,882

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY (Continued)
Fannie Mae, Pool #AL0851 6.00%		10/01/40	$	4,503,401	$	5,122,612
Fannie Mae, Pool #AL1594 6.00%		07/01/40		3,403,836		3,905,614
Fannie Mae, Pool #AL9106 4.50%		02/01/46		27,239,070		29,138,737
Fannie Mae, Pool #AS9454 4.00%		04/01/47		7,606,267		7,929,178
Fannie Mae, Pool #AS9749 4.00%		06/01/47		18,618,331		19,442,506
Fannie Mae, Pool #AS9830 4.00%		06/01/47		23,238,758		24,267,465
Fannie Mae, Pool #AS9972 4.00%		07/01/47		20,098,010		20,981,406
Fannie Mae, Pool #BN4316 4.00%		01/01/49		526,691		551,864
Fannie Mae, Pool #BN6264 4.00%		04/01/49		12,553,025		13,153,022
Fannie Mae, Pool #CA1540 4.00%		04/01/48		35,031,934		37,119,116
Fannie Mae, Pool #CA1710 4.50%		05/01/48		29,010,808		30,597,668
Fannie Mae, Pool #CA1711 4.50%		05/01/48		27,265,118		28,756,490
Fannie Mae, Pool #CA2208 4.50%		08/01/48		31,632,297		33,268,643
Fannie Mae, Pool #MA1561 3.00%		09/01/33		40,429,236		41,330,458
Fannie Mae, Pool #MA1584 3.50%		09/01/33		27,659,037		28,786,881
Fannie Mae, Pool #MA2871 3.00%		01/01/32		12,313,601		12,576,211
Fannie Mae, Pool #MA2995 4.00%		05/01/47		17,649,083		18,398,343
Fannie Mae, Pool #MA3248 3.50%		01/01/33		15,188,297		15,716,391
Fannie Mae, Pool #MA3313 3.50%		03/01/33		3,890,033		4,015,424
Fannie Mae, Pool #MA3340 3.50%		04/01/33		34,458,799		35,684,770
Fannie Mae, Pool #MA3427 4.00%		07/01/33		32,189,504		33,546,434
Fannie Mae TBA, 15 Year
2.50%(5)		04/01/34		26,835,000		26,971,476
3.00%(5)		04/01/34		960,000		978,268
Fannie Mae TBA, 30 Year
4.50%(5)		07/01/48		28,870,000		30,266,571
5.00%(5)		08/01/48		5,825,000		6,189,063
Freddie Mac (4896-DA) 3.00%		01/15/49		9,470,184		9,539,483
Freddie Mac (1829-ZB) 6.50%		03/15/26		76,176		80,588
Freddie Mac (2367-ZK) 6.00%		10/15/31		143,976		159,135
Freddie Mac (2514-PZ) (PAC) 5.50%		10/15/32		2,063,337		2,269,591
Freddie Mac (2571-PZ) (PAC) 5.50%		02/15/33		4,777,263		5,233,814
Freddie Mac (2642-AR) 4.50%		07/15/23		353,510		363,480
Freddie Mac (2647-OV) (P/O) 0.00%(4)		07/15/33		604,092		507,350
Freddie Mac (2662-MT) (TAC) 4.50%		08/15/33		2,173,099		2,253,045
Freddie Mac (2666-BD) 4.50%		08/15/23		787,882		811,244
Freddie Mac (2700-B) 4.50%		11/15/23		1,235,114		1,279,128
Freddie Mac (2752-GZ) (PAC) 5.00%		02/15/34		19,473,337		21,091,565
Freddie Mac (277-30) 3.00%		09/15/42		28,515,321		28,749,185
Freddie Mac (2882-JH) (PAC) 4.50%		10/15/34		172,782		175,138
Freddie Mac (2903-PO) (P/O) 0.00%(4)		11/15/23		232,776		222,349
Freddie Mac (3045-HZ) 4.50%		10/15/35		2,005,616		2,084,281
Freddie Mac (3063-YG) (PAC) 5.50%		11/15/35		22,204,963		24,690,821
Freddie Mac (3114-KZ) 5.00%		02/15/36		17,311,030		18,803,196
Freddie Mac (3146-GE) 5.50%		04/15/26		4,284,940		4,605,811
Freddie Mac (3149-OD) (P/O) (PAC) 0.00%(4)		05/15/36		4,936,938		4,448,940
Freddie Mac (3315-S) (I/O) (I/F) 4.09% (-1.00 X 1 mo. USD LIBOR + 6.410%)(2)		05/15/37		1,603,714		200,674
Freddie Mac (3376-SX) (I/O) (I/F) 3.72% (-1.00 X 1 mo. USD LIBOR + 6.040%)(2)		10/15/37		2,969,699		414,822
Freddie Mac (3410-IS) (I/O) (I/F) 3.95% (-1.00 X 1 mo. USD LIBOR + 6.270%)(2)		02/15/38		3,852,355		551,544
Freddie Mac (3424-BI) (I/O) (I/F) 4.48% (-1.00 X 1 mo. USD LIBOR + 6.800%)(2)		04/15/38		4,358,266		956,511
Freddie Mac (3512-AY) 4.00%		02/15/24		578,812		580,271
Freddie Mac (3519-SH) (I/O) (I/F) 3.18% (-1.00 X 1 mo. USD LIBOR + 5.500%)(2)		07/15/37		426,561		39,407
Freddie Mac (3531-SC) (I/O) (I/F) 3.98% (-1.00 X 1 mo. USD LIBOR + 6.300%)(2)		05/15/39		6,417,345		420,360
Freddie Mac (3541-SA) (I/O) (I/F) 4.43% (-1.00 X 1 mo. USD LIBOR + 6.750%)(2)		06/15/39		1,867,943		341,229
Freddie Mac (3550-GS) (I/O) (I/F) 4.43% (-1.00 X 1 mo. USD LIBOR + 6.750%)(2)		07/15/39		5,671,875		1,120,595
Freddie Mac (3551-VZ) 5.50%		12/15/32		2,514,319		2,765,355
Freddie Mac (3557-KB) 4.50%		07/15/29		5,459,320		5,682,753
Freddie Mac (3557-NB) 4.50%		07/15/29		12,482,879		13,255,286
Freddie Mac (3558-KB) 4.00%		08/15/29		6,037,209		6,265,343
Freddie Mac (3565-XB) 4.00%		08/15/24		7,518,272		7,733,892

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY (Continued)
Freddie Mac (3575-D) 4.50%		03/15/37	$	771,342	$	822,440
Freddie Mac (3626-MD) (PAC) 5.00%		01/15/38		14,853,378		15,305,267
Freddie Mac (3719-PJ) (PAC) 4.50%		09/15/40		20,025,406		22,094,211
Freddie Mac (3788-SB) (I/O) (I/F) 4.16% (-1.00 X 1 mo. USD LIBOR + 6.480%)(2)		01/15/41		8,146,614		1,617,120
Freddie Mac (3885-PO) (P/O) (PAC) 0.00%(4)		11/15/33		2,014,242		1,789,162
Freddie Mac (3930-KE) (PAC) 4.00%		09/15/41		10,470,000		11,301,906
Freddie Mac (4030-HS) (I/O) (I/F) 4.29% (-1.00 X 1 mo. USD LIBOR + 6.610%)(2)		04/15/42		3,453,130		644,512
Freddie Mac (4604-PB) (PAC) 3.00%		01/15/46		2,201,517		2,234,440
Freddie Mac (4846-PA) 4.00%		06/15/47		11,819,566		12,308,486
Freddie Mac (R002-ZA) 5.50%		06/15/35		4,437,057		4,970,521
Freddie Mac, Pool #A91162 5.00%		02/01/40		20,192,605		22,505,458
Freddie Mac, Pool #A92195 5.00%		05/01/40		6,243,671		6,905,319
Freddie Mac, Pool #C90552 6.00%		06/01/22		19,946		21,008
Freddie Mac, Pool #G01959 5.00%		12/01/35		119,604		131,479
Freddie Mac, Pool #G06173 4.00%		11/01/40		25,011,545		26,800,278
Freddie Mac, Pool #G07556 4.00%		11/01/43		7,676,454		8,268,183
Freddie Mac, Pool #G07786 4.00%		08/01/44		28,085,752		30,024,127
Freddie Mac, Pool #G07848 3.50%		04/01/44		61,916,941		64,813,001
Freddie Mac, Pool #G08687 3.50%		01/01/46		75,736,123		78,337,399
Freddie Mac, Pool #G08710 3.00%		06/01/46		3,669,618		3,728,697
Freddie Mac, Pool #G08715 3.00%		08/01/46		70,749,264		71,888,284
Freddie Mac, Pool #G08716 3.50%		08/01/46		21,286,614		22,005,312
Freddie Mac, Pool #G08721 3.00%		09/01/46		78,695,934		79,913,707
Freddie Mac, Pool #G08737 3.00%		12/01/46		40,966,021		41,619,419
Freddie Mac, Pool #G08833 5.00%		07/01/48		12,996,358		13,814,406
Freddie Mac, Pool #G08840 5.00%		08/01/48		2,760,051		2,933,916
Freddie Mac, Pool #G08849 5.00%		11/01/48		20,172,863		21,425,583
Freddie Mac, Pool #G11678 4.50%		04/01/20		17,702		18,158
Freddie Mac, Pool #G12635 5.50%		03/01/22		165,618		168,104
Freddie Mac, Pool #G12702 4.50%		09/01/20		24,735		24,758
Freddie Mac, Pool #G13390 6.00%		01/01/24		366,371		378,487
Freddie Mac, Pool #G16085 2.50%		02/01/32		6,597,332		6,649,419
Freddie Mac, Pool #G16258 2.50%		06/01/32		31,216,798		31,463,395
Freddie Mac, Pool #G16598 2.50%		12/01/31		39,722,838		40,027,370
Freddie Mac, Pool #G18592 3.00%		03/01/31		33,977,945		34,715,405
Freddie Mac, Pool #G18627 3.00%		01/01/32		20,017,224		20,456,247
Freddie Mac, Pool #G30194 6.50%		04/01/21		3,809		3,879
Freddie Mac, Pool #G30450 6.00%		01/01/29		1,378,039		1,507,892
Freddie Mac, Pool #G30452 6.00%		10/01/28		1,398,087		1,533,582
Freddie Mac, Pool #G30454 5.00%		05/01/29		1,924,173		2,049,927
Freddie Mac, Pool #G60440 3.50%		03/01/46		60,429,644		63,083,817
Freddie Mac, Pool #G67700 3.50%		08/01/46		53,803,664		56,116,371
Freddie Mac, Pool #G67703 3.50%		04/01/47		69,224,629		72,178,561
Freddie Mac, Pool #G67705 4.00%		10/01/47		8,714,461		9,268,895
Freddie Mac, Pool #G67706 3.50%		12/01/47		59,587,100		62,129,783
Freddie Mac, Pool #G67707 3.50%		01/01/48		28,163,952		29,446,069
Freddie Mac, Pool #G67708 3.50%		03/01/48		82,442,389		85,702,714
Freddie Mac, Pool #G67709 3.50%		03/01/48		47,160,994		49,129,220
Freddie Mac, Pool #G67710 3.50%		03/01/48		59,361,509		61,560,657
Freddie Mac, Pool #G67717 4.00%		11/01/48		88,006,974		93,279,885
Freddie Mac, Pool #G67718 4.00%		01/01/49		30,295,284		31,922,466
Freddie Mac, Pool #H82001 5.50%		07/01/37		185,375		201,382
Freddie Mac, Pool #N70081 5.50%		07/01/38		3,054,231		3,302,591
Freddie Mac, Pool #P51350 5.00%		03/01/36		3,414,452		3,707,551
Ginnie Mae (03-42-SH) (I/O) (I/F) 4.28% (-1.00 X 1 mo. USD LIBOR + 6.550%)(2)		05/20/33		729,891		105,495
Ginnie Mae (11-70-BO) (P/O) 0.00%(4)		05/20/41		9,410,512		8,226,855
Ginnie Mae (15-42-ZB) 3.00%		03/20/45		18,166,446		18,143,421
Ginnie Mae (15-43-DM) 2.50%		03/20/45		37,325,347		36,107,910
Ginnie Mae (15-44-Z) 3.00%		03/20/45		12,293,395		12,434,666
Ginnie Mae II, Pool #80963 3.75% (1 year Treasury Constant Maturity Rate + 1.500%)(2)		07/20/34		187,249		192,540
Ginnie Mae II, Pool #MA2374 5.00%		11/20/44		640,719		686,653
Ginnie Mae II, Pool #MA2828 4.50%		05/20/45		433,105		453,275

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY (Continued)
Ginnie Mae II, Pool #MA3456 4.50%		02/20/46	$	2,471,488	$	2,597,208
Ginnie Mae II, Pool #MA3521 3.50%		03/20/46		72,693,007		75,661,143
Ginnie Mae II, Pool #MA3663 3.50%		05/20/46		35,667,529		37,079,289
Ginnie Mae II, Pool #MA3665 4.50%		05/20/46		3,947,192		4,179,372
Ginnie Mae II, Pool #MA3736 3.50%		06/20/46		28,140,538		29,254,372
Ginnie Mae II, Pool #MA3739 5.00%		06/20/46		7,108,036		7,760,344
Ginnie Mae II, Pool #MA3876 4.50%		08/20/46		252,848		267,721
Ginnie Mae II, Pool #MA3877 5.00%		08/20/46		3,326,679		3,565,649
Ginnie Mae II, Pool #MA4006 4.50%		10/20/46		117,517		124,466
Ginnie Mae II, Pool #MA4007 5.00%		10/20/46		7,280,094		7,995,197
Ginnie Mae II, Pool #MA4071 4.50%		11/20/46		558,914		596,422
Ginnie Mae II, Pool #MA4126 3.00%		12/20/46		95,890,626		98,111,568
Ginnie Mae II, Pool #MA4129 4.50%		12/20/46		168,587		180,534
Ginnie Mae II, Pool #MA4199 5.00%		01/20/47		7,026,884		7,719,155
Ginnie Mae II, Pool #MA4264 4.50%		02/20/47		21,468,758		22,679,119
Ginnie Mae II, Pool #MA4265 5.00%		02/20/47		6,833,118		7,353,278
Ginnie Mae II, Pool #MA4324 5.00%		03/20/47		7,676,984		8,249,296
Ginnie Mae II, Pool #MA4385 5.00%		04/20/47		1,541,327		1,644,967
Ginnie Mae II, Pool #MA4454 5.00%		05/20/47		1,283,817		1,368,402
Ginnie Mae II, Pool #MA4512 4.50%		06/20/47		59,632,940		62,879,750
Ginnie Mae II, Pool #MA4513 5.00%		06/20/47		4,939,792		5,271,356
Ginnie Mae II, Pool #MA4781 5.00%		10/20/47		6,330,614		6,755,753
Ginnie Mae II, Pool #MA4836 3.00%		11/20/47		33,007,255		33,719,660
Ginnie Mae II, Pool #MA4837 3.50%		11/20/47		39,727,403		41,134,180
Ginnie Mae II, Pool #MA4838 4.00%		11/20/47		36,422,008		38,040,125
Ginnie Mae II, Pool #MA4900 3.50%		12/20/47		26,011,050		26,932,121
Ginnie Mae II, Pool #MA4901 4.00%		12/20/47		26,519,162		27,702,441
Ginnie Mae II, Pool #MA4962 3.50%		01/20/48		32,412,513		33,560,265
Ginnie Mae II, Pool #MA5466 4.00%		09/20/48		28,265,854		29,368,763
Ginnie Mae II, Pool #MA5467 4.50%		09/20/48		3,526,085		3,679,502
Ginnie Mae II, Pool #MA5528 4.00%		10/20/48		24,749,320		25,715,017
Ginnie Mae II TBA, 30 Year 5.00%(5)		08/01/48		11,490,000		12,033,980
Total Residential Mortgage-backed Securities—Agency (Cost: $3,022,860,196)						3,038,465,733
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—16.7%
ACE Securities Corp. (06-ASP1-A2D) 2.89% (1 mo. USD LIBOR + 0.620%)(2)		12/25/35		2,787,308		2,770,360
ACE Securities Corp. (07-ASP1-A2C) 2.53% (1 mo. USD LIBOR + 0.260%)(2)		03/25/37		14,266,305		8,885,838
ACE Securities Corp. (07-ASP1-A2D) 2.65% (1 mo. USD LIBOR + 0.380%)(2)		03/25/37		7,667,987		4,852,950
Adjustable Rate Mortgage Trust (04-5-3A1) 4.48%(3)		04/25/35		341,308		341,292
Asset-Backed Funding Certificates (07-NC1-A2) 2.57% (1 mo. USD LIBOR + 0.300%)(1),(2)		05/25/37		7,712,114		7,600,434
Asset-Backed Funding Certificates (07-WMC1-A2A) 3.02% (1 mo. USD LIBOR + 0.750%)(2)		06/25/37		14,307,763		12,302,500
Banc of America Funding Corp. (04-B-3A1) 4.33%(3),(6)		12/20/34		260,596		206,383
Banc of America Funding Corp. (06-D-2A1) 3.54%(3)		05/20/36		57,967		53,453
Banc of America Funding Corp. (06-D-3A1) 4.27%(3)		05/20/36		3,057,107		3,011,369
Banc of America Funding Corp. (15-R8-1A1) 3.30%(1),(3)		11/26/46		5,307,178		5,325,423
Banc of America Funding Trust (06-3-4A14) 6.00%		03/25/36		845,935		845,949
Banc of America Funding Trust (06-3-5A3) 5.50%		03/25/36		2,955,608		2,832,138
BCAP LLC Trust (08-IND2-A1) 3.92% (1 mo. USD LIBOR + 1.650%)(2)		04/25/38		6,806,731		6,868,735
BCAP LLC Trust (11-RR3-5A3) 3.69%(1),(3)		11/27/37		166,599		167,126
BCAP LLC Trust (11-RR4-3A3) 4.10%(1),(3)		07/26/36		918,027		923,355
BCAP LLC Trust (11-RR9-7A1) 3.55%(1),(3)		04/26/37		1,167,509		1,168,217
Bear Stearns Alt-A Trust (04-13-A1) 3.01% (1 mo. USD LIBOR + 0.740%)(2)		11/25/34		90,480		90,574
Bear Stearns Alt-A Trust (05-2-2A4) 4.24%(3)		04/25/35		3,144		3,157
Bear Stearns Alt-A Trust (05-4-23A1) 4.62%(3)		05/25/35		4,628,567		4,705,249
Bear Stearns Alt-A Trust (06-4-32A1) 4.24%(3)		07/25/36		470,253		404,664
Bear Stearns ARM Trust (04-12-1A1) 4.55%(3)		02/25/35		729,185		724,680
Bear Stearns ARM Trust (05-10-A3) 4.80%(3)		10/25/35		4,496,944		4,541,595
Bear Stearns ARM Trust (06-2-2A1) 4.26%(3)		07/25/36		1,483,666		1,416,626
Bear Stearns ARM Trust (07-1-2A1) 4.90%(3)		02/25/47		209,941		207,081
Bear Stearns ARM Trust (07-5-3A1) 4.11%(3)		08/25/47		1,024,428		913,786

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
Bear Stearns Asset-Backed Securities I Trust (05-AC6-1A3) 5.50%(3)		09/25/35	$	1,459,275	$	1,491,115
Bear Stearns Asset-Backed Securities I Trust (05-AC6-1A4) 5.40%(3)		09/25/35		3,120,179		3,183,500
Bear Stearns Mortgage Funding Trust (06-AR3-1A1) 2.45% (1 mo. USD LIBOR + 0.180%)(2)		10/25/36		638,704		607,974
Chase Mortgage Finance Corp. (06-A1-2A1) 4.35%(3)		09/25/36		709,644		677,134
Chase Mortgage Finance Corp. (07-A1-8A1) 4.68%(3)		02/25/37		3,129,609		3,276,481
Chaseflex Trust (05-1-1A5) 6.50%		02/25/35		3,462,308		3,457,057
CIM Trust (16-4-A1) 4.40% (1 mo. USD LIBOR + 2.000%)(1),(2)		10/25/57		32,183,083		33,534,464
CIM Trust (17-7-A) 3.00%(1),(3)		12/25/65		29,873,500		29,790,242
CIM Trust (18-R5-A1) 3.75%(1),(3)		07/25/58		28,598,544		28,827,266
CIM Trust (18-R6-A1) 3.48%(1),(3)		09/25/58		21,578,717		21,450,138
Citicorp Mortgage Securities Trust, Inc. (07-4-3A1) 5.50%		05/25/37		485,868		490,710
Citigroup Mortgage Loan Trust (06-HE3-A1) 2.41% (1 mo. USD LIBOR + 0.140%)(1),(2)		12/25/36		14,913,103		14,586,740
Citigroup Mortgage Loan Trust, Inc. (06-AR5-1A1A) 4.49%(3)		07/25/36		3,374,813		2,830,298
Citigroup Mortgage Loan Trust, Inc. (07-12-2A1) 6.50%(1)		10/25/36		3,247,128		2,655,141
Citigroup Mortgage Loan Trust, Inc. (14-10-2A1) 2.65% (1 mo. USD LIBOR + 0.250%)(1),(2)		07/25/37		1,350,654		1,350,478
CitiMortgage Alternative Loan Trust (05-A1-2A1) 5.00%		07/25/20		25,478		25,408
Conseco Financial Corp. (99-2-A7) 6.44%		12/01/30		2,848,884		3,080,939
Countrywide Alternative Loan Trust (05-20CB-4A1) 5.25%		07/25/20		149,243		148,559
Countrywide Alternative Loan Trust (05-84-1A1) 4.01%(3)		02/25/36		224,054		179,272
Countrywide Alternative Loan Trust (05-J1-2A1) 5.50%		02/25/25		605,008		612,349
Countrywide Alternative Loan Trust (06-HY12-A5) 3.92%(3)		08/25/36		11,361,143		11,853,722
Countrywide Alternative Loan Trust (06-J3-3A1) 5.50%		04/25/21		133,902		133,486
Countrywide Home Loans Mortgage Pass-Through Trust (04-13-1A3) 5.50%		08/25/34		5,524,577		5,844,538
Countrywide Home Loans Mortgage Pass-Through Trust (05-9-1A1) 2.87% (1 mo. USD LIBOR + 0.600%)(2)		05/25/35		10,568,933		9,952,342
Countrywide Home Loans Mortgage Pass-Through Trust (05-HYB5-4A1) 4.08%(3),(6)		09/20/35		25,677		22,153
Countrywide Home Loans Mortgage Pass-Through Trust (07-HY5-1A1) 4.50%(3)		09/25/47		6,702		6,571
Countrywide Home Loans Mortgage Pass-Through Trust (07-HYB1-1A1) 3.40%(3)		03/25/37		42,397		36,487
Credit Suisse First Boston Mortgage Securities Corp. (03-8-4PPA) 5.75%		04/22/33		29,478		31,492
Credit Suisse First Boston Mortgage Securities Corp. (05-11-1A1) 6.50%		12/25/35		2,240,007		1,833,041
Credit Suisse First Boston Mortgage Securities Corp. (05-12-1A1) 6.50%		01/25/36		7,978,989		4,786,373
Credit Suisse Mortgage Capital Certificates (15-5R-2A1) 2.68% (1 mo. USD LIBOR + 0.280%)(1),(2)		04/27/47		4,619,150		4,581,994
Credit Suisse Mortgage Trust (13-7R-4A1) 2.72% (1 mo. USD LIBOR + 0.160%)(1),(2)		07/26/36		1,992,657		1,928,480
Credit-Based Asset Servicing and Securitization LLC (06-CB1-AF2) 3.36%(3)		01/25/36		3,986,056		3,474,860
Credit-Based Asset Servicing and Securitization LLC (06-CB7-A4) 2.43% (1 mo. USD LIBOR + 0.160%)(2)		10/25/36		27,532,587		21,440,319
Credit-Based Asset Servicing and Securitization LLC (06-CB9-A4) 2.50% (1 mo. USD LIBOR + 0.230%)(2)		11/25/36		15,981,018		10,162,154
Credit-Based Asset Servicing and Securitization LLC (07-CB2-A2B) 4.02%(3)		02/25/37		3,433,609		2,761,845
Credit-Based Asset Servicing and Securitization LLC (07-CB2-A2C) 4.02%(3)		02/25/37		11,810,955		9,499,055
CSMC Mortgage-Backed Trust (06-8-3A1) 6.00%		10/25/21		1,958,131		1,749,690
CSMC Mortgage-Backed Trust (06-9-5A1) 5.50%		11/25/36		2,332,090		2,288,210
CSMC Mortgage-Backed Trust (07-2-3A4) 5.50%		03/25/37		7,449,678		6,284,718
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust (06-AR6-A6) 2.46% (1 mo. USD LIBOR + 0.190%)(2)		02/25/37		349,609		322,622
DSLA Mortgage Loan Trust (05-AR6-2A1A) 2.59% (1 mo. USD LIBOR + 0.290%)(2)		10/19/45		2,711,053		2,653,637
DSLA Mortgage Loan Trust (06-AR2-2A1A) 2.50% (1 mo. USD LIBOR + 0.200%)(2)		10/19/36		27,826,297		25,663,598
DSLA Mortgage Loan Trust (07-AR1-2A1A) 2.44% (1 mo. USD LIBOR + 0.140%)(2)		04/19/47		7,810,626		7,119,899
Fieldstone Mortgage Investment Corp. (07-1-2A2) 2.54% (1 mo. USD LIBOR + 0.270%)(2)		04/25/47		3,990,377		3,066,986
First Franklin Mortgage Loan Asset-Backed Certificates (06-FF18-A2C) 2.43% (1 mo. USD LIBOR + 0.160%)(2)		12/25/37		22,397,607		19,612,019

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
First Franklin Mortgage Loan Asset-Backed Certificates (06-FF18-A2D) 2.48% (1 mo. USD LIBOR + 0.210%)(2)		12/25/37	$	13,143,679	$	11,560,366
First Franklin Mortgage Loan Asset-Backed Certificates (07-FF1-A2C) 2.41% (1 mo. USD LIBOR + 0.140%)(2)		01/25/38		4,574,918		3,294,848
First Franklin Mortgage Loan Asset-Backed Certificates (07-FF1-A2D) 2.49% (1 mo. USD LIBOR + 0.220%)(2)		01/25/38		22,392,371		16,336,520
First Franklin Mortgage Loan Trust (06-FF9-2A4) 2.52% (1 mo. USD LIBOR + 0.250%)(2)		06/25/36		5,068,000		4,563,900
First Horizon Alternative Mortgage Securities Trust (05-AA3-3A1) 4.33%(3)		05/25/35		3,138,852		3,139,193
First Horizon Alternative Mortgage Securities Trust (05-AA7-1A1) 3.97%(3)		09/25/35		2,842,938		2,584,138
First Horizon Alternative Mortgage Securities Trust (05-AA7-2A1) 4.34%(3)		09/25/35		2,128,998		2,065,178
First Horizon Alternative Mortgage Securities Trust (06-AA7-A1) 4.11%(3)		01/25/37		9,088,611		8,300,765
Fremont Home Loan Trust (05-E-2A4) 2.60% (1 mo. USD LIBOR + 0.330%)(2)		01/25/36		14,622,393		14,320,544
Fremont Home Loan Trust (06-1-2A3) 2.45% (1 mo. USD LIBOR + 0.180%)(2)		04/25/36		2,434,862		2,382,560
GMAC Mortgage Loan Trust (05-AR5-2A1) 4.63%(3)		09/19/35		2,395,828		1,958,149
GreenPoint Mortgage Funding Trust (05-AR3-1A1) 2.51% (1 mo. USD LIBOR + 0.240%)(2)		08/25/45		524,918		475,883
GSAA Home Equity Trust (05-7-AF5) 4.61%(3)		05/25/35		604,190		613,579
GSAA Home Equity Trust (05-9-2A3) 2.64% (1 mo. USD LIBOR + 0.370%)(2)		08/25/35		155,929		156,112
GSR Mortgage Loan Trust (04-9-3A1) 4.60%(3)		08/25/34		2,125,802		2,152,791
GSR Mortgage Loan Trust (07-3F-3A7) 6.00%		05/25/37		9,648,523		8,906,314
GSR Mortgage Loan Trust (07-AR2-2A1) 4.59%(3)		05/25/37		2,863,050		2,538,963
GSR Mortgage Loan Trust (07-AR2-5A1A) 4.39%(3)		05/25/37		1,510,186		1,371,566
Harborview Mortgage Loan Trust (05-9-2A1A) 2.61% (1 mo. USD LIBOR + 0.340%)(2)		06/20/35		2,531,516		2,529,655
Harborview Mortgage Loan Trust (06-8-2A1A) 2.46% (1 mo. USD LIBOR + 0.190%)(2)		07/21/36		8,484,229		7,329,133
HSI Asset Loan Obligation Trust (07-2-2A12) 6.00%		09/25/37		846,049		776,992
Impac CMB Trust (04-5-1A1) 2.99% (1 mo. USD LIBOR + 0.720%)(2)		10/25/34		4,476		4,471
Impac CMB Trust (05-1-1A1) 2.79% (1 mo. USD LIBOR + 0.520%)(2)		04/25/35		1,085,959		1,056,712
Impac CMB Trust (05-5-A2) 2.71% (1 mo. USD LIBOR + 0.440%)(2)		08/25/35		5,273,744		5,206,138
Impac Secured Assets Trust (06-3-A1) 2.44% (1 mo. USD LIBOR + 0.170%)(2)		11/25/36		8,211,624		7,872,994
Indymac Index Mortgage Loan Trust (04-AR4-2A) 4.43%(3)		08/25/34		5,239,412		5,384,963
Indymac Index Mortgage Loan Trust (04-AR9-4A) 4.64%(3)		11/25/34		779,284		713,720
Indymac Index Mortgage Loan Trust (05-AR17-3A1) 4.00%(3)		09/25/35		4,130,476		3,560,707
Indymac Index Mortgage Loan Trust (05-AR23-2A1) 4.09%(3)		11/25/35		2,974,879		2,860,895
Indymac Index Mortgage Loan Trust (05-AR23-6A1) 3.89%(3)		11/25/35		3,950,120		3,736,882
Indymac Index Mortgage Loan Trust (05-AR25-2A1) 3.75%(3),(6)		12/25/35		2,171,456		2,048,106
Indymac Index Mortgage Loan Trust (05-AR7-2A1) 4.01%(3)		06/25/35		2,508,924		2,253,325
Indymac Index Mortgage Loan Trust (06-AR39-A1) 2.45% (1 mo. USD LIBOR + 0.180%)(2)		02/25/37		7,816,070		7,604,042
Indymac Index Mortgage Loan Trust (07-AR11-1A1) 3.34%(3),(6)		06/25/37		20,439		17,485
Indymac Index Mortgage Loan Trust (07-AR5-2A1) 3.82%(3)		05/25/37		13,693,307		13,117,588
Indymac Index Mortgage Loan Trust (07-AR7-1A1) 3.86%(3)		11/25/37		3,139,950		3,083,274
JPMorgan Alternative Loan Trust (06-A2-5A1) 4.11%(3)		05/25/36		6,093,425		4,764,914
JPMorgan Alternative Loan Trust (06-A4-A8) 3.85%(3)		09/25/36		1,592,661		1,556,127
JPMorgan Mortgage Acquisition Corp. (06-CH2-AF4) 5.76%(3)		10/25/36		6,276,242		4,933,968
JPMorgan Mortgage Trust (05-A6-7A1) 4.32%(3)		08/25/35		324,884		318,294
JPMorgan Mortgage Trust (06-A2-5A3) 4.62%(3)		11/25/33		1,756,789		1,753,486
JPMorgan Mortgage Trust (06-A4-1A4) 4.48%(3)		06/25/36		454,661		419,238
JPMorgan Mortgage Trust (06-A7-2A4R) 4.19%(3)		01/25/37		19,258		18,628
JPMorgan Mortgage Trust (06-S2-2A2) 5.88%		06/25/21		467,498		443,337
JPMorgan Resecuritization Trust Series (14-6-3A1) 2.61% (1 mo. USD LIBOR + 0.210%)(1),(2)		07/27/46		2,608,920		2,618,828
Lehman Mortgage Trust (05-1-6A1) 5.00%		11/25/20		773,799		369,731
Lehman Mortgage Trust (06-4-4A1) 6.00%		08/25/21		1,206,781		1,161,056
Lehman XS Trust (06-10N-1A3A) 2.48% (1 mo. USD LIBOR + 0.210%)(2)		07/25/46		13,576,855		13,459,134
Lehman XS Trust (06-12N-A31A) 2.47% (1 mo. USD LIBOR + 0.200%)(2)		08/25/46		4,641,297		4,416,886
Lehman XS Trust (06-13-1A2) 2.74% (1 mo. USD LIBOR + 0.170%)(2)		09/25/36		1,020,384		1,003,347
Lehman XS Trust (06-9-A1B) 2.43% (1 mo. USD LIBOR + 0.160%)(2)		05/25/46		943,973		1,755,223

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
MASTR Alternative Loans Trust (05-4-1A1) 6.50%		05/25/35	$	5,247,497	$	5,273,153
MASTR Alternative Loans Trust (06-2-2A1) 2.67% (1 mo. USD LIBOR + 0.400%)(2),(7)		03/25/36		66,785		8,216
MASTR Asset Securitization Trust (06-3-2A1) 2.72% (1 mo. USD LIBOR + 0.450%)(2)		10/25/36		42,249		16,665
MASTR Asset-Backed Securities Trust (06-AB1-A4) 5.72%(3)		02/25/36		817,619		781,355
MASTR Asset-Backed Securities Trust (06-HE1-A4) 2.56% (1 mo. USD LIBOR + 0.290%)(2)		01/25/36		1,906,782		1,916,719
MASTR Asset-Backed Securities Trust (06-HE5-A3) 2.43% (1 mo. USD LIBOR + 0.160%)(2)		11/25/36		19,998,206		14,639,802
MASTR Seasoned Securitization Trust (04-1-4A1) 4.74%(3)		10/25/32		8,237		8,523
Merrill Lynch Alternative Note Asset Trust (07-A1-A2C) 2.50% (1 mo. USD LIBOR + 0.230%)(2)		01/25/37		1,900,887		922,986
Merrill Lynch Alternative Note Asset Trust (07-A1-A3) 2.43% (1 mo. USD LIBOR + 0.160%)(2)		01/25/37		977,816		470,506
Merrill Lynch First Franklin Mortgage Loan Trust (07-1-A2B) 2.44% (1 mo. USD LIBOR + 0.170%)(2)		04/25/37		7,669,039		4,381,618
Merrill Lynch First Franklin Mortgage Loan Trust (07-1-A2C) 2.52% (1 mo. USD LIBOR + 0.250%)(2),(6)		04/25/37		25,906,243		15,024,435
Merrill Lynch First Franklin Mortgage Loan Trust (07-1-A2D) 2.61% (1 mo. USD LIBOR + 0.340%)(2)		04/25/37		6,614,476		3,900,100
Merrill Lynch First Franklin Mortgage Loan Trust (07-2-A2C) 2.51% (1 mo. USD LIBOR + 0.240%)(2)		05/25/37		5,842,267		3,746,223
Merrill Lynch First Franklin Mortgage Loan Trust (07-3-A2B) 2.40% (1 mo. USD LIBOR + 0.130%)(2)		06/25/37		2,713,074		2,104,256
Merrill Lynch First Franklin Mortgage Loan Trust (07-4-2A3) 2.43% (1 mo. USD LIBOR + 0.160%)(2)		07/25/37		34,765,607		23,210,859
Merrill Lynch Mortgage-Backed Securities Trust (07-2-1A1) 4.33% (1 year Treasury Constant Maturity Rate + 2.400%)(2)		08/25/36		1,513,652		1,503,171
Mid-State Trust (05-1-A) 5.75%		01/15/40		2,887,659		3,153,433
Morgan Stanley ABS Capital I, Inc. Trust (04-NC8-M2) 3.23% (1 mo. USD LIBOR + 0.960%)(2)		09/25/34		713,761		716,702
Morgan Stanley Home Equity Loan Trust (06-2-A4) 2.55% (1 mo. USD LIBOR + 0.280%)(2)		02/25/36		2,641,562		2,627,179
Morgan Stanley Mortgage Loan Trust (05-6AR-1A1) 2.55% (1 mo. USD LIBOR + 0.280%)(2)		11/25/35		462,318		463,201
Morgan Stanley Mortgage Loan Trust (07-3XS-2A6) 5.76%(3)		01/25/47		2,601,653		1,328,108
Morgan Stanley Mortgage Loan Trust (07-7AX-2A1) 2.39% (1 mo. USD LIBOR + 0.120%)(2)		04/25/37		3,559,180		1,639,584
Morgan Stanley REREMIC Trust (13-R2-1A) 3.52%(1),(3)		10/26/36		2,876,659		2,880,855
Morgan Stanley Resecuritization Trust (14-R2-2A) 3.68%(1),(3)		12/26/46		5,912,913		5,979,793
MortgageIT Trust (05-4-A1) 2.55% (1 mo. USD LIBOR + 0.280%)(2)		10/25/35		2,229,243		2,248,800
Nomura Resecuritization Trust (15-2R-1A1) 3.34% (12 mo. Monthly Treasury Average Index + 1.000%)(1),(2)		08/26/46		2,859,218		2,853,487
Nomura Resecuritization Trust (15-4R-2A1) 2.54% (1 mo. USD LIBOR + 0.306%)(1),(2)		10/26/36		3,519,247		3,518,644
Nomura Resecuritization Trust (15-5R-2A1) 4.45%(1),(3)		03/26/35		3,920,850		3,972,142
Nomura Resecuritization Trust (15-7R-2A1) 3.95%(1),(3)		08/26/36		1,956,950		1,974,060
Oakwood Mortgage Investors, Inc. (02-A-A4) 6.97%(3)		03/15/32		2,109,469		2,234,820
Oakwood Mortgage Investors, Inc. (99-E-A1) 7.61%(3)		03/15/30		4,314,705		3,759,165
Opteum Mortgage Acceptance Corp. (06-1-2A1) 5.75%(3)		04/25/36		1,273,347		1,282,897
Ownit Mortgage Loan Asset-Backed Certificates (06-3-A2D) 2.54% (1 mo. USD LIBOR + 0.270%)(2)		03/25/37		18,004,712		16,020,465
Ownit Mortgage Loan Asset-Backed Certificates (06-6-A2C) 2.43% (1 mo. USD LIBOR + 0.160%)(2)		09/25/37		16,669,171		9,805,430
Prime Mortgage Trust (06-1-1A1) 5.50%		06/25/36		1,817,023		1,820,815
RAAC Series Trust (05-SP1-4A1) 7.00%		09/25/34		3,135,881		3,231,214
RAAC Series Trust (07-SP1-A3) 2.75% (1 mo. USD LIBOR + 0.480%)(2)		03/25/37		748,271		751,024
RALI Trust (05-QA13-2A1) 4.82%(3)		12/25/35		719,538		662,013
RALI Trust (05-QA7-A21) 4.60%(3)		07/25/35		2,407,058		2,320,934
RALI Trust (06-QA3-A1) 2.47% (1 mo. USD LIBOR + 0.200%)(2)		04/25/36		3,322,101		3,347,293
Residential Accredit Loans, Inc. (05-QA8-CB21) 4.63%(3)		07/25/35		5,000,154		3,907,844
Residential Accredit Loans, Inc. (05-QS7-A1) 5.50%		06/25/35		933,657		852,163
Residential Accredit Loans, Inc. (06-QA1-A21) 4.92%(3)		01/25/36		17,917		16,137
Residential Accredit Loans, Inc. (06-QA10-A2) 2.45% (1 mo. USD LIBOR + 0.180%)(2)		12/25/36		16,383,242		15,448,419
Residential Accredit Loans, Inc. (06-QA2-1A1) 2.52% (1 mo. USD LIBOR + 0.250%)(2)		02/25/36		22,172		17,426
Residential Accredit Loans, Inc. (06-QS10-AV) (I/O) 0.56%(3),(7)		08/25/36		38,534,359		897,454
Residential Accredit Loans, Inc. (06-QS11-AV) (I/O) 0.34%(3),(7)		08/25/36		39,571,078		584,073

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
Residential Accredit Loans, Inc. (06-QS5-A5) 6.00%		05/25/36	$	4,945,288	$	4,745,865
Residential Accredit Loans, Inc. (06-QS6-1AV) (I/O) 0.76%(3),(7)		06/25/36		50,296,737		1,318,740
Residential Accredit Loans, Inc. (06-QS7-AV) (I/O) 0.72%(3),(7)		06/25/36		11,070,951		283,453
Residential Accredit Loans, Inc. (07-QS1-2AV) (I/O) 0.18%(3),(7)		01/25/37		2,666,978		21,636
Residential Accredit Loans, Inc. (07-QS2-AV) (I/O) 0.33%(3),(7)		01/25/37		19,868,565		238,721
Residential Accredit Loans, Inc. (07-QS3-AV) (I/O) 0.36%(3),(7)		02/25/37		80,389,326		1,090,441
Residential Accredit Loans, Inc. (07-QS4-3AV) (I/O) 0.38%(3),(7)		03/25/37		9,580,259		141,569
Residential Accredit Loans, Inc. (07-QS5-AV) (I/O) 0.26%(3),(7)		03/25/37		13,037,803		123,057
Residential Accredit Loans, Inc. (07-QS6-A45) 5.75%		04/25/37		2,856,338		2,691,350
Residential Accredit Loans, Inc. (07-QS8-AV) (I/O) 0.40%(3),(7)		06/25/37		19,725,755		372,330
Residential Funding Mortgage Securities I (05-SA5-2A) 4.68%(3)		11/25/35		19,784		19,135
Residential Funding Mortgage Securities I (06-S9-A3) (PAC) 5.75%(6)		09/25/36		610,288		581,052
Residential Funding Mortgage Securities I (07-S2-A9) 6.00%		02/25/37		6,764,662		6,460,022
Residential Funding Mortgage Securities I (07-SA2-2A2) 4.90%(3)		04/25/37		22,033		20,812
Saxon Asset Securities Trust (06-2-A2) 2.40% (1 mo. USD LIBOR + 0.130%)(2)		09/25/36		4,256,690		4,237,297
Saxon Asset Securities Trust (06-3-A3) 2.44% (1 mo. USD LIBOR + 0.170%)(2)		10/25/46		10,383,607		10,223,211
Saxon Asset Securities Trust (07-2-A2D) 2.57% (1 mo. USD LIBOR + 0.300%)(2)		05/25/47		18,092,679		15,051,633
Securitized Asset-Backed Receivables LLC Trust (07-BR1-A2C) 2.61% (1 mo. USD LIBOR + 0.340%)(2)		02/25/37		3,151,527		1,853,653
Securitized Asset-Backed Receivables LLC Trust (07-BR2-A2) 2.50% (1 mo. USD LIBOR + 0.230%)(2)		02/25/37		34,129,077		19,250,371
Securitized Asset-Backed Receivables LLC Trust (07-NC2-A2B) 2.41% (1 mo. USD LIBOR + 0.140%)(2)		01/25/37		17,064,040		14,109,789
Sequoia Mortgage Trust (03-8-A1) 2.91% (1 mo. USD LIBOR + 0.640%)(2)		01/20/34		820,567		806,724
SG Mortgage Securities Trust (07-NC1-A2) 2.51% (1 mo. USD LIBOR + 0.240%)(1),(2)		12/25/36		20,234,423		13,493,112
Soundview Home Equity Loan Trust (06-OPT4-2A4) 2.50% (1 mo. USD LIBOR + 0.230%)(2)		06/25/36		10,400,000		10,072,092
Soundview Home Equity Loan Trust (07-OPT3-2A4) 2.52% (1 mo. USD LIBOR + 0.250%)(2)		08/25/37		4,000,000		3,799,272
Specialty Underwriting & Residential Finance (06-AB3-A2B) 2.42% (1 mo. USD LIBOR + 0.150%)(2)		09/25/37		19,522		11,909
Structured Adjustable Rate Mortgage Loan Trust (04-12-2A) 4.43%(3)		09/25/34		1,589,051		1,586,725
Structured Adjustable Rate Mortgage Loan Trust (04-14-2A) 4.58%(3)		10/25/34		2,754,283		2,834,683
Structured Adjustable Rate Mortgage Loan Trust (05-16XS-A2A) 3.22% (1 mo. USD LIBOR + 0.950%)(2)		08/25/35		2,245,404		2,250,625
Structured Adjustable Rate Mortgage Loan Trust (06-2-5A1) 4.51%(3)		03/25/36		420,484		390,727
Structured Adjustable Rate Mortgage Loan Trust (06-4-5A1) 4.25%(3)		05/25/36		1,886,386		1,708,862
Structured Adjustable Rate Mortgage Loan Trust (06-5-1A1) 4.52%(3)		06/25/36		3,730,280		3,629,197
Structured Adjustable Rate Mortgage Loan Trust (07-1-1A1) 4.80%(3)		02/25/37		2,440,268		1,958,369
Structured Asset Securities Corp. (05-2XS-1A5B) 5.15%(3)		02/25/35		52,126		52,235
Structured Asset Securities Corp. (06-WF2-A4) 2.58% (1 mo. USD LIBOR + 0.310%)(2)		07/25/36		1,290,528		1,298,436
Suntrust Adjustable Rate Mortgage Loan Trust (07-2-2A1) 4.73%(3)		04/25/37		170,106		137,798
Suntrust Adjustable Rate Mortgage Loan Trust (07-3-1A1) 4.73%(3)		06/25/37		5,579		5,158
Suntrust Adjustable Rate Mortgage Loan Trust (07-S1-2A1) 4.99%(3)		01/25/37		550,434		559,299
Wachovia Mortgage Loan Trust LLC (06-AMN1-A3) 2.52% (1 mo. USD LIBOR + 0.240%)(2)		08/25/36		7,985,308		4,520,532
WaMu Mortgage Pass-Through Certificates (04-AR14-A1) 4.39%(3)		01/25/35		5,217,802		5,416,050
WaMu Mortgage Pass-Through Certificates (05-AR13-A1A1) 2.56% (1 mo. USD LIBOR + 0.290%)(2)		10/25/45		6,914,777		6,920,123
WaMu Mortgage Pass-Through Certificates (05-AR13-A1A2) 3.96% (12 mo. Monthly Treasury Average Index + 1.450%)(2)		10/25/45		557,242		580,278
WaMu Mortgage Pass-Through Certificates (05-AR14-2A1) 4.04%(3)		12/25/35		1,169,817		1,149,715
WaMu Mortgage Pass-Through Certificates (05-AR18-1A1) 4.24%(3)		01/25/36		1,841,537		1,802,676
WaMu Mortgage Pass-Through Certificates (05-AR2-2A1A) 2.58% (1 mo. USD LIBOR + 0.310%)(2)		01/25/45		215,281		212,300
WaMu Mortgage Pass-Through Certificates (05-AR9-A1A) 2.91% (1 mo. USD LIBOR + 0.640%)(2)		07/25/45		4,976,618		4,940,938
WaMu Mortgage Pass-Through Certificates (06-AR1-2A1A) 3.58% (12 mo. Monthly Treasury Average Index + 1.070%)(2)		01/25/46		15,100,380		15,174,609
WaMu Mortgage Pass-Through Certificates (06-AR11-1A) 3.47% (12 mo. Monthly Treasury Average Index + 0.960%)(2),(6)		09/25/46		4,066,919		3,767,942
WaMu Mortgage Pass-Through Certificates (06-AR17-1A1A) 3.31% (12 mo. Monthly Treasury Average Index + 0.810%)(2)		12/25/46		4,763,750		4,783,694

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
Washington Mutual Alternative Mortgage Pass-Through Certificates (02-AR1-1A1) 4.33%(3)		11/25/30	$	105,109	$	108,173
Washington Mutual Alternative Mortgage Pass-Through Certificates (06-1-3A2) 5.75%(6)		02/25/36		968,567		918,031
Washington Mutual Alternative Mortgage Pass-Through Certificates (06-5-1A1) 2.87% (1 mo. USD LIBOR + 0.600%)(2)		07/25/36		2,073,274		1,469,075
Washington Mutual Alternative Mortgage Pass-Through Certificates (06-AR10-A2A) 2.44% (1 mo. USD LIBOR + 0.170%)(2)		12/25/36		3,664,290		3,298,909
Washington Mutual Alternative Mortgage Pass-Through Certificates (07-OA3-5A) 2.39% (11th District Cost of Funds + 1.250%)(2)		04/25/47		1,564,501		1,425,137
Washington Mutual Alternative Mortgage Pass-Through Certificates (07-OC2-A3) 2.58% (1 mo. USD LIBOR + 0.310%)(2)		06/25/37		4,385,226		4,205,993
Washington Mutual Asset-Backed Certificates (06-HE1-2A4) 2.55% (1 mo. USD LIBOR + 0.280%)(2)		04/25/36		8,752,731		8,427,833
Wells Fargo Home Equity Asset-Backed Securities (06-3-A2) 2.42% (1 mo. USD LIBOR + 0.150%)(2)		01/25/37		4,199,428		4,186,932
Wells Fargo Home Equity Asset-Backed Securities (07-1-A3) 2.59% (1 mo. USD LIBOR + 0.320%)(2)		03/25/37		5,521,000		4,712,933
Wells Fargo Mortgage-Backed Securities Trust (04-DD-2A6) 5.01%(3)		01/25/35		1,160,812		1,211,944
Wells Fargo Mortgage-Backed Securities Trust (06-AR11-A6) 4.86%(3)		08/25/36		2,720,310		2,712,242
Wells Fargo Mortgage-Backed Securities Trust (06-AR6-4A1) 4.92%(3)		03/25/36		2,153,093		2,195,645
Wells Fargo Mortgage-Backed Securities Trust (06-AR7-2A4) 5.09%(3)		05/25/36		1,217,762		1,230,425
Wells Fargo Mortgage-Backed Securities Trust (07-10-1A32) 6.00%		07/25/37		2,631,240		2,659,916
Wells Fargo Mortgage-Backed Securities Trust (07-AR4-A1) 4.84%(3)		08/25/37		196,194		196,868
Wells Fargo Mortgage-Backed Securities Trust (08-1-4A1) 5.75%		02/25/38		1,169,641		1,243,475
Total Residential Mortgage-backed Securities—Non-agency (Cost: $768,276,463)						970,525,047
U.S. TREASURY SECURITIES—21.2%
U.S. Treasury Note
1.63%		06/30/21		13,640,000		13,568,809
1.75%		06/30/24		310,170,000		308,800,717
1.75%		07/31/24		183,138,000		182,329,865
2.00%		05/31/24		118,474,000		119,367,183
2.38%		05/15/29		32,235,000		33,249,594
2.88%		05/15/49		534,965,000		573,979,377
Total U.S. Treasury Securities (Cost: $1,201,345,855)						1,231,295,545
Total Fixed Income Securities (Cost: $5,438,325,457)						5,693,947,869
			Shares
MONEY MARKET INVESTMENTS—2.0%
State Street Institutional U.S. Government Money Market Fund—Premier Class 2.26%(8)				114,686,318		114,686,318
Total Money Market Investments (Cost: $114,686,318)						114,686,318
	Maturity Date		Principal Amount
SHORT TERM INVESTMENTS—1.2%
U.S. Treasury Securities—1.2%
U.S. Treasury Bill
2.03%(9),(10)		09/26/19	$	8,822,000		8,794,140
2.05%(9)		10/10/19		60,000,000		59,761,786
Total U.S. Treasury Securities (Cost: $68,514,840)						68,555,926
Total Short Term Investments (Cost: $68,514,840)						68,555,926
Total Investments (101.3%) (Cost: $5,621,526,615)						5,877,190,113
Liabilities In Excess Of Other Assets (-1.3%)						(74,219,298	)
Net Assets (100.0%)					$	5,802,970,815

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

SCHEDULE OF INVESTMENTS JULY 31, 2019 (UNAUDITED) (CONT’D)

FUTURES CONTRACTS
Number of     Contracts	Type	Expiration Date	Notional Amount	Market Value	Net Unrealized Appreciation (Depreciation)
BUY
4,443	2-Year U.S. Treasury Note Futures	09/30/19	$   950,577,748	$    952,606,969	$        2,029,221
2,383	5-Year U.S. Treasury Note Futures	09/30/19	279,630,931	280,132,822	501,891
535	10-Year U.S. Treasury Note Futures	09/19/19	73,440,493	73,746,406	305,913
34	U.S. Ultra Long Bond Futures	09/19/19	6,028,640	6,037,125	8,485
1,008	10-Year U.S. Treasury Note Futures	09/19/19	125,747,402	128,441,250	2,693,848
			$1,435,425,214	$1,440,964,572	$        5,539,358

Notes to Schedule of Investments:
ABS	-	Asset-Backed Securities.
ACES	-	Alternative Credit Enhancement Securities.
ARM	-	Adjustable Rate Mortgage.
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, as amended. These securities may be resold, normally only to qualified institutional buyers. At July 31, 2019, the value of these securities amounted to $293,586,639 or 5.1% of net assets. These securities are determined to be liquid by the Fund’s investment advisor, unless otherwise noted, under procedures established by and under the general supervision of the Company’s Board of Directors.
(2)		Floating or variable rate security. The interest shown reflects the rate in effect at July 31, 2019.
(3)		Variable rate security. Interest rate disclosed is as of the most recent information available. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
(4)		Security is not accruing interest.
(5)		This security is purchased on a when-issued, delayed delivery or forward commitment basis.
(6)		A portion of the principal balance has been written-off during the period due to defaults in the underlying loans. Cost basis has been adjusted.
(7)		For fair value measurement disclosure purposes, security is categorized as Level 3.
(8)		Rate disclosed is the 7-day net yield as of July 31, 2019.
(9)		Rate shown represents yield-to-maturity.
(10)		All or a portion of this security is held as collateral for open futures contracts.

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Investments by Sector (Unaudited) July 31, 2019

Sector	Percentage of Net Assets
Residential Mortgage-Backed Securities—Agency		52.4	%
U.S. Treasury Securities		21.2
Residential Mortgage-Backed Securities—Non-Agency		16.7
Commercial Mortgage-Backed Securities—Agency		4.9
U.S. Treasury Bills		1.2
Asset-Backed Securities		2.2
Money Market Investments		2.0
Commercial Mortgage-Backed Securities—Non-Agency		0.7
Other*		(1.3	)
Total		100.0	%

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

See accompanying notes to Schedule of Investments.

TCW Total Return Bond Fund

Fair Valuation Summary (Unaudited) July 31, 2019

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments:

Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Asset-Backed Securities	$	—	$	130,871,233	$	—	$	130,871,233
Commercial Mortgage-Backed Securities—Agency		—		282,960,946		—		282,960,946
Commercial Mortgage-Backed Securities—Non-Agency		—		39,829,365		—		39,829,365
Residential Mortgage-Backed Securities—Agency		—		3,038,465,733		—		3,038,465,733
Residential Mortgage-Backed Securities—Non-Agency		—		965,445,357		5,079,690		970,525,047
U.S. Treasury Securities		1,231,295,545		—		—		1,231,295,545
Total Fixed Income Securities		1,231,295,545		4,457,572,634		5,079,690		5,693,947,869
Money Market Investments		114,686,318		—		—		114,686,318
Short-Term Investments		68,555,926		—		—		68,555,926
Total Investments		1,414,537,789		4,457,572,634		5,079,690		5,877,190,113
Asset Derivatives
Futures Contracts
Interest Rate Risk		5,539,358		—		—		5,539,358
Total Investments	$	1,420,077,147	$	4,457,572,634	$	5,079,690	$	5,882,729,471

See accompanying notes to Schedule of Investments.

Notes to Schedule of Investments (Unaudited) July 31, 2019

Note 1 — Security Valuations

Securities listed or traded on the NYSE and other stock exchanges are valued at the latest sale price on that exchange. Securities traded on the NASDAQ stock market (“NASDAQ”) are valued using official closing prices as reported by the investment companies. All other securities including short- term securities traded over the counter (“OTC”) for which market quotations are readily available are valued with prices furnished by independent pricing services or by broker dealers.

Securities for which market quotations are not readily available, including in circumstances under which it is determined by the Advisor that prices received are not reflective of their market values, are valued by Pricing Committee of TCW Investment Management Company LLC (the “Advisor”) in accordance with the guidelines established by the Valuation Committee of the Company’s Board of Directors (“Board”) and under the general oversight of the Board.

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

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

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

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

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

Changes in valuation techniques may result in transfers in or out of an investment’s assigned Level within the hierarchy. The inputs or 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.

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

Asset-backed securities (“ABS”) and mortgage-backed securities (“MBS”). The fair value of ABS and MBS is estimated based on 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.

Notes to Schedule of Investments (Unaudited) July 31, 2019

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.

Foreign currency contracts. The fair value of foreign currency contracts are derived from indices, reference rates, and other inputs or a combination of these factors. To the extent that these factors can be observed, foreign currency contracts are categorized 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. As such, they are categorized in Level 1.

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

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

Money market funds. Money market funds are open-end mutual funds that invest in short-term debt securities. To the extent that these funds are valued based upon the reported net asset value (“NAV”), 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.

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

The summary of the inputs used as of July 31, 2019 is listed after the Schedule of Investments for each Fund.

Notes to Schedule of Investments (Unaudited) July 31, 2019

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

	TCW Core Fixed Income Fund			TCW Emerging Markets Income Fund			TCW Global Bond Fund			TCW High Yield Bond Fund		TCW Total Return Bond Fund
Balance as of October 31, 2018	$	1,036,315		$	—		$	127,112		$	47,685	$	5,610,158
Accrued Discounts (Premiums)		(1,109	)		—			12,121			—		(581,362	)
Realized Gain (Loss)		(4,191	)		—			—			—		5,387
Change in Unrealized Appreciation		43,657			(20,747,885	)		(27,840	)		—		64,060
Purchases		—			—			—			—		18,694
Sales		(94,580	)		7,784,800			—			—		(37,247	)
Transfers in to Level 3 (1)		—			39,226,522			—			—		—
Transfers out of Level 3 (1)		—			—			—			—		—
Balance as of July 31, 2019	$	980,092		$	26,263,437		$	111,393		$	47,685	$	5,079,690
Change in Unrealized Appreciation from Investments Still Held at July 31, 2019	$	(6,138)		$	(20,747,885	)	$	(27,840	)	$	—	$	51,289

⁽¹⁾  The Funds recognize transfers in and out at the beginning of the period.

Significant unobservable valuations inputs for Level 3 investments as of July 31, 2019 are as follows:

Description	Fair Value at 7/31/19		Valuation Techniques*		Unobservable Input		Range		Average Weighted Price
TCW Core Fixed Income Fund
Corporate Bonds	$	980,092		Third-party Vendor		Vendor Prices	$	112.730	$	112.730
TCW Emerging Markets Income Fund
Government Issues	$	26,263,437		Third-party Vendor		Vendor Prices	$	14.750	$	14.750
TCW Global Bond Fund
Residential Mortgage-Backed Securities—Non-Agency	$	111,393		Third-party Vendor		Vendor Prices	$	8.899	$	8.899
TCW High Yield Bond Fund
Common Stocks	$	47,685		Third-party Vendor		Vendor Prices	$	8.50		8.50
TCW Total Return Bond Fund
Residential Mortgage-Backed Securities—Non-Agency	$	8,216		Third-party Vendor		Vendor Prices	$	12.302	$	12.302
Residential Mortgage-Backed Securities—Non-Agency (Interest Only, Collateral Strip Rate Securities)	$	5,071,474		Third-party Vendor		Vendor Prices	$	0.811 – 2.622	$	1.781

* The valuation technique employed on the Level 3 securities involves the use of the broker quotes and vendor prices. The Advisor monitors the effectiveness of third party brokers and vendor prices using the Advisor’s own model and 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. A derivative contract may result in a mark to market loss if the value of the contract decreases due to an unfavorable change in the market rates or values of the underlying instrument. It is possible that a derivative transaction will result in a loss greater than the principal amount invested. The Funds may not be able to close out a derivative transaction at a favorable time or price.

Notes to Schedule of Investments (Unaudited) July 31, 2019

For the period ended July 31, 2019, the following Funds had derivatives and transactions in derivatives, grouped in the following risk categories (amounts in thousands except notional amounts or number of contracts):

TCW Core Fixed Income Fund

	Credit Risk		Commodity Risk		Foreign Currency Risk			Interest Rate Risk			Total
Asset Derivatives
Swaps Agreements	$	—	$	—	$	—		$	897		$	897
Futures Contracts(1)		—		—		—			1,633			1,633
Total Value	$	—	$	—	$	—		$	2,530		$	2,530
Liability Derivatives
Swaps Agreements	$	—	$	—	$	—		$	(1,021	)	$	(1,021	)
Total Value	$	—	$	—	$	—		$	(1,021	)	$	(1,021	)
Number of Contracts or Notional Amounts(3)
Swaps Agreements	$	—	$	—	$	—		$	105,548,333		$	105,548,333
Futures Contracts		—		—		—			1,551			1,551
TCW Emerging Markets Income Fund
Asset Derivatives
Investments(2)	$	—	$	—	$	440		$	—		$	440
Forward Contracts		—		—		130			—			130
Total Value	$	—	$	—	$	570		$	—		$	570
Liability Derivatives
Forward Contracts	$	—	$	—	$	(146	)	$	—		$	(146	)
Total Value	$	—	$	—	$	(146	)	$	—		$	(146	)
Notional Amounts(3)
Forward Currency Contracts	$	—	$	—	$	214,159,572		$	—		$	214,159,572
Options Purchased	$	—	$	—	$	87,919,500		$	—		$	87,919,500
TCW Emerging Markets Local Currency Income Fund
Asset Derivatives
Forward Contracts	$	—	$	—	$	409		$	—		$	409
Total Value	$	—	$	—	$	409		$	—		$	409
Liability Derivatives
Forward Contracts	$	—	$	—	$	(1,068	)	$	—		$	(1,068	)
Total Value	$	—	$	—	$	(1,068	)	$	—		$	(1,068	)
Number of Contracts or Notional Amounts(3)
Forward Currency Contracts	$	—	$	—	$	114,664,266		$	—		$	114,664,266

Notes to Schedule of Investments (Unaudited) July 31, 2019

	Credit Risk		Commodity Risk			Foreign Currency Risk			Interest Rate Risk			Total
TCW Enhanced Commodity Strategy Fund
Liability Derivatives
Swaps Agreements	$	—	$	(7	)	$	—		$	—		$	(7	)
Total Value	$	—	$	(7	)	$	—		$	—		$	(7	)
Notional Amounts
Swaps Agreements	$	—	$	1,289,963		$	—		$	—		$	1,289,963
TCW Global Bond Fund
Asset Derivatives
Futures Contracts(1)	$	—	$	—		$	—		$	80		$	80
Forward Contracts		—		—			17			—			17
Total Value	$	—	$	—		$	17		$	80		$	97
Liability Derivatives
Forward Contracts	$	—	$	—		$	(26	)	$	—		$	(26	)
Futures Contracts(1)		—		—			—			(3	)		(3	)
Total Value	$	—	$	—		$	(26	)	$	(3	)	$	(29	)
Number of Contracts or Notional Amounts(3)
Forward Currency Contracts	$	—	$	—		$	2,612,032		$	—		$	2,612,032
Futures Contracts		—		—			—			35			35
TCW High Yield Bond Fund
Asset Derivatives
Futures Contracts(1)	$	—	$	—		$	—		$	2		$	2
Total Value	$	—	$	—		$	—		$	2		$	2
Liability Derivatives
Futures Contracts(1)	$	—	$	—		$	—		$	(24	)	$	(24	)
Total Value	$	—	$	—		$	—		$	(24	)	$	(24	)
Number of Contracts(3)
Futures Contracts		—		—			—			28			28

Notes to Schedule of Investments (Unaudited) July 31, 2019

	Credit Risk		Commodity Risk		Foreign Currency Risk		Interest Rate Risk		Total
TCW Short Term Bond Fund
Asset Derivatives
Futures Contracts(1)	$	—	$	—	$	—	$	2	$	2
Total Value	$	—	$	—	$	—	$	2	$	2
Number of Contracts
Futures Contracts		—		—		—		3		3
TCW Total Return Bond Fund
Asset Derivatives
Futures Contracts(1)	$	—	$	—	$	—	$	5,539	$	5,539
Total Value	$	—	$	—	$	—	$	5,539	$	5,539
Number of Contracts(3)
Futures Contracts		—		—		—		8,354		8,354

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

(2) Represents purchased options, at value.

(3) Amount disclosed represents average notional amounts, which are representative of the volume traded for the period ended July 31, 2019.

Note 2 — Portfolio Investments

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

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

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

Notes to Schedule of Investments (Unaudited) July 31, 2019

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

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

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

When-Issued, Delayed-Delivery, To be Announced (“TBA”) and Forward Commitment Transactions: The Funds may enter into when-issued, delayed-delivery, TBA or forward commitment transactions in order to lock in the purchase price of the underlying security or to adjust the interest rate exposure of the Funds’ existing portfolios. In when-issued, delayed-delivery, or forward commitment transactions, a Fund commits to purchase 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 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 movement. 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 a Fund does not set aside liquid assets to cover the commitment. To guard against the deemed leverage, the Fund monitors the obligations under these transactions and ensures that the Fund has sufficient liquid assets to cover them.

Dollar Roll Transactions: The Funds may enter into dollar roll transactions with financial institutions to take advantage of opportunities in the MBS market. A dollar roll transaction involves a simultaneous sale of securities by a Fund with an agreement to repurchase substantially similar securities at an agreed upon price and date, but generally will be collateralized at time of delivery by different pools of mortgages with different prepayment histories than those securities sold. These transactions are accounted for as financing transactions as opposed to sales and purchases. The differential between the sale price and the repurchase price is recorded as deferred income and recognized between the settlement dates of the sale and repurchase. During the period between the sale and repurchase, a Fund will not be entitled to receive interest and principal payments on the securities sold. Dollar roll transactions involve risk that the market value of the security sold by a Fund may decline below the repurchase price of the security and the potential inability of counter parties to complete the transaction. There were no such transactions by the Funds for the period ended July 31, 2019.

Repurchase Agreements: The Funds may enter into repurchase agreements, under the terms of a Master Repurchase Agreement (“MRA”). In a repurchase agreement, the Funds purchase a security from a counterparty who agrees to repurchase the same security at a mutually agreed upon date and price. The MRA permits a 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 the 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, a Fund receives securities as collateral with a market value in excess of the repurchase price to be received by the Funds upon the maturity of the repurchase transaction. Upon a bankruptcy or insolvency of the MRA counterparty, a Fund recognizes a liability with respect to such excess collateral to reflect the Fund’s obligation under bankruptcy law to return the excess to the counterparty. There were no repurchase agreements outstanding as of July 31, 2019.

Notes to Schedule of Investments (Unaudited) July 31, 2019

Reverse Repurchase Agreements: The Funds may enter into reverse repurchase agreements. Under a reverse repurchase agreement, a Fund sells portfolio assets subject to an agreement by the Fund to repurchase the same assets at an agreed upon price and date. The Funds may utilize reverse repurchase agreements when it is anticipated that the interest income to be earned from the investment of the proceeds of the transaction is greater than the interest expense of the transaction. During the term of the reverse repurchase agreement, the Funds continue to receive the principal and interest payments on the securities sold. There were no reverse repurchase agreements outstanding during the period ended July 31, 2019.

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 July 31, 2019.

Derivatives:

Forward Foreign Currency Contracts: The Funds enter into forward foreign currency contracts as a hedge against fluctuations in foreign exchange rates. Forward foreign currency contracts are marked to market daily and the change in market value is recorded by the Funds as unrealized gains or losses. When a contract is closed or delivery is taken, a Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of the foreign currency relative to the U.S. dollar. Outstanding foreign currency forward contracts at July 31, 2019 are disclosed in the Schedule of Investments.

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

When a Fund uses futures contracts for hedging purposes, it is likely that the Fund will have an asset or liability that will offset any loss (or gain) on the transactions, at least in part. When a futures contract is closed, the Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. The TCW Core Fixed Income Fund, the TCW Global Bond Fund, the TCW High Yield Bond Fund, the TCW Short Term Bond Fund and the TCW Total Return Bond Fund utilized futures during the period ended July 31, 2019 to help manage interest rate duration of those Funds. Futures contracts outstanding at July 31, 2019 are listed in the Schedule of Investments.

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

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

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

Notes to Schedule of Investments (Unaudited) July 31, 2019

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

OTC options are options not traded on exchanges or backed by clearinghouses. Rather, they are entered into directly between a Fund and the counterparty to the option. In the case of an OTC option purchased by a Fund, the value of the option to the Fund will depend on the willingness and ability of the option writer to perform its obligations to the Fund. In addition, OTC options may not be transferable and there may be little or no secondary market for them, so they may be considered illiquid. It may not be possible to enter into closing transactions with respect to OTC options or otherwise to terminate such options, and as a result a Fund may be required to remain obligated on an unfavorable OTC option until its expiration. During the period ended July 31, 2019, the TCW Emerging Markets Income Fund had purchased currency options.

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

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

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

Notes to Schedule of Investments (Unaudited) July 31, 2019

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 the closing transaction and the Fund’s basis in the agreement. Upfront swap premium payments paid or received by a Fund, if any, are recorded within the value of the open swap agreement on the Fund’s Statement of Assets and Liabilities and represent payments paid or received upon entering into the swap agreement to compensate for differences between stated terms of the swap agreement and prevailing market conditions (credit spreads, currency exchange rates, and other relevant factors). These upfront payments are recorded as realized gains or losses upon termination or maturity of the swap agreement.

During the term of a swap transaction, the periodic net payments can be made for a set period of time or may be triggered by a predetermined credit event. The net periodic payments may be based on a fixed or variable interest rate, the change in market value of a specified security, basket of securities or index, or the return generated by a security. These periodic payments received or made by the Funds are recorded as realized gains and losses, respectively. During the period ended July 31, 2019, the TCW Core Fixed Income Fund entered into interest rate swaps to manage duration, the yield curve or interest rate risk by economically hedging the value of the fixed-rate bonds which may decrease when interest rates rise (interest rate risk); and the TCW Enhanced Commodity Strategy Fund used total return swap agreements to gain exposure to the commodity market.

Note 3 — Restricted Securities

The Funds are permitted to invest in securities that have legal or contractual restrictions on resale. These securities may be sold privately, but are required to be registered before being sold to the public (exemption rules apply). Private placement securities are generally considered to be restricted except for those securities traded between qualified institutional investors under the provisions of Rule 144A of the Securities Act of 1933, as amended (the “Securities Act”). However, the Company considers 144A securities to be restricted if those securities have been deemed illiquid. Disposal of these securities may involve time consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Restricted securities held by the Funds at July 31, 2019 are listed below:

TCW Core Fixed Income Fund

Issuer Description	Acquisition Date		Acquisition Cost		Aggregate Value		Percentage of Net Assets
Alta Wind Holdings LLC, (144A), 7%, due 06/30/35		7/14/10	$	907,626	$	980,092		0.08	%
TCW Enhanced Commodity Strategy Fund
Issuer Description	Acquisition Date		Acquisition Cost		Aggregate Value		Percentage of Net Assets
LB-UBS Commercial Mortgage Trust (06-C6 XCL), (144A), 0.687%, due 09/15/39		7/15/16	$	982	$	5,293		0.43	%
TCW Global Bond Fund
Issuer Description	Acquisition Date		Acquisition Cost		Aggregate Value		Percentage of Net Assets
Bank of America-First Union NB Commercial Mortgage (01-3-XC), (144A), 1.298%, due 04/11/37		3/26/15	$	0	$	14,614		0.08	%
Morgan Stanley Capital I Trust (99-RM1-X), (144A), 0.311%, due 05/15/46		3/26/15		114,202		122,700		0.71	%
			$	114,202	$	137,314		0.79	%
TCW Short Term Bond Fund
	Acquisition Date		Acquisition Cost		Aggregate Value		Percentage of Net Assets
Citigroup Commercial Mortgage Trust (12-GC8-XA) (I/O) 1.775% due 09/10/45		2/6/19	$	7,605	$	6,814		0.11	%