Company: TSI
Filing Date: 2025-02-07
Form Type: NPORT-P
Source: 0001752724-25-021225
Chunk: 3

Company: TCW STRATEGIC INCOME FUND INC
Filing Date: 2025-02-07
Form: NPORT-P
Chunk 3
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.62000000 |
| 5 years.         | -38924.44000000 |
| 10 years.        | -11340.80000000 |
| 30 years.        |  -1173.04000000 |

b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

| Maturity period. |                   |
| 3 month.         |    21912.96000000 |
| 1 year.          | -1758838.25000000 |
| 5 years.         | -3745831.97000000 |
| 10 years.        | -1057978.89000000 |
| 30 years.        |  -194842.22000000 |

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

| Investment grade.     |                 |
| Maturity period.      |                 |
| 3 month.              |   -203.38000000 |
| 1 year.               |  -4729.39000000 |
| 5 years.              | -11874.14000000 |
| 10 years.             | -13042.50000000 |
| 30 years.             |  -5036.59000000 |
| Non-Investment grade. |                 |
| Maturity period.      |                 |
| 3 month.              |   -477.20000000 |
| 1 year.               |  -6989.95000000 |
| 5 years.              | -11261.01000000 |
| 10 years.             |  -5982.68000000 |
| 30 years.             |  -1450.61000000 |

For purposes of Item B.3., calculate value as the sum