Company: TSI
Filing Date: 2025-03-05
Form Type: N-CSR
Source: 0001193125-25-046168
Chunk: 19

Company: TCW STRATEGIC INCOME FUND INC
Filing Date: 2025-03-05
Form: N-CSR
Chunk 19
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 Master Agreements is usually in the form of cash or U.S. Treasury Bills but could include other types of securities. If permitted under the Master Agreement, certain funds may rehypothecate cash collateral received from a counterparty. The value of all derivative transactions outstanding under a Master Agreement is calculated daily to determine the amount of collateral to be received or pledged by the counterparty. Posting of collateral for OTC derivative transactions are covered under tri-partycollateral agreements between the Fund, the Fund’s custodian, and each counterparty. Collateral for centrally cleared derivatives transactions are posted with the applicable derivatives clearing organization. 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 December 31, 2024:

| Counterparty        |     | Gross Derivative    
 Assets              
 in the Statement of 
 Assets and          
 Liabilities         |         |     | CollateralReceived 
 (1)                |   |     | Derivatives Assets(Liabilities) Availablefor Offset |        |   |     | Net Amount    
 of Derivative 
 Assets        
 (2)           |         |
|:--------------------|:----|:--------------------|--------:|:----|:-------------------|:--|:----|:----------------------------------------------------|:-------|:--|:----|:--------------|--------:|
| Bank of New York    |     | $                   |   2,250 |     | $                  | — |     | $                                                   | (2,206 | ) |     | $             |      44 |
| Citibank N.A.       |     |                     | 401,050 |     |                    | — |     |                                                     | (5,441 | ) |     |               | 395,609 |
| Goldman Sachs & Co. |     |                     |  59,428 |     |                    | — |     |                                                     | (820   | ) |     |               |  58,608 |
| Total               |     | $                   | 462,728 |     | $                  | — |     | $                                                   | (8,467 | ) |     | $             | 454,261 |

| (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