Company: TSI
Filing Date: 2025-09-04
Form Type: N-CSRS
Source: 0001193125-25-195336
Chunk: 19

Company: TCW STRATEGIC INCOME FUND INC
Filing Date: 2025-09-04
Form: N-CSRS
Chunk 19
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|:----|:---------------------|:--|:----|:---------------------------------------|:--------|:--|:----|:--------------------------------------|--------:|
| Citibank N.A.       |     | $                   | 763,723 |     | $                    | — |     | $                                      | —       |   |     | $                                     | 763,723 |
| Goldman Sachs & Co. |     |                     |  64,466 |     |                      | — |     |                                        | (61,615 | ) |     |                                       |   2,851 |
| Total               |     | $                   | 828,189 |     | $                    | — |     | $                                      | (61,615 | ) |     | $                                     | 766,574 |

| (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. |

Note 3 — Portfolio Investments Mortgage-Backed and Other Asset-Backed Securities:The Fund 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 Fund 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 the Government National Mortgage Association (Ginnie Mae), Federal Home Loan Mortgage Corporation (Freddie Mac) or Federal National Mortgage Corporation (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