Company: TSI
Filing Date: 2025-09-04
Form Type: N-CSRS
Source: 0001193125-25-195336
Chunk: 18

Company: TCW STRATEGIC INCOME FUND INC
Filing Date: 2025-09-04
Form: N-CSRS
Chunk 18
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. The following table presents the Fund’s OTC derivative assets by counterparty net of amounts available for offset under an ISDA Master Agreement or similar agreement and net of the related collateral received or pledged by the Fund as of June 30, 2025:

| Counterparty        |     | Gross Derivative    
 Assets in the       
 Statement of Assets 
 and Liabilities     |        |     | CollateralReceived(1) |   |     | Derivatives                            
 Assets(Liabilities)Available forOffset |         |   |     | NetAmount of DerivativeAssets(2) |       |
|:--------------------|:----|:--------------------|-------:|:----|:----------------------|:--|:----|:---------------------------------------|:--------|:--|:----|:---------------------------------|------:|
| Bank of New York    |     | $                   |  4,078 |     | $                     | — |     | $                                      | —       |   |     | $                                | 4,078 |
| Goldman Sachs & Co. |     |                     | 61,615 |     |                       | — |     |                                        | (61,615 | ) |     |                                  |     — |
| Total               |     | $                   | 65,693 |     | $                     | — |     | $                                      | (61,615 | ) |     | $                                | 4,078 |

| (1) | Excess of collateral received for individual counterparty may not be shown for financial reporting purposes. |

| (2) | Represents the net amount receivable from the counterparty in the event of default. |

37

TCW Strategic Income Fund, Inc. Notes to Financial Statements (Unaudited) (Continued) Note 2 — Significant Accounting Policies (Continued) The following table presents the Fund’s OTC derivative liabilities by counterparty net of amounts available for offset under an ISDA Master Agreement or similar agreement and net of the related collateral received or pledged by the Fund as of June 30, 2025:

| Counterparty        |     | Gross Derivative    
 Liabilities in the  
 Statement of Assets 
 and Liabilities     |         |     | CollateralPledged(1) |   |     | Derivatives                            
 (Assets)LiabilitiesAvailable forOffset |         |   |     | NetAmount of DerivativeLiabilities(2) |         |
|:--------------------|:----|:--------------------|--------: