Company: TSI
Filing Date: 2025-03-05
Form Type: N-CSR
Source: 0001193125-25-046168
Chunk: 20

Company: TCW STRATEGIC INCOME FUND INC
Filing Date: 2025-03-05
Form: N-CSR
Chunk 20
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 in the event of default. |

39 TCW Strategic Income Fund, Inc. Notes to Financial Statements (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 December 31, 2024:

| Counterparty         |     | Gross Derivative    
 Liabilities         
 in the Statement of 
 Assets and          
 Liabilities         |        |     | CollateralPledged 
 (1)               |   |     | Derivatives (Assets)Liabilities Availablefor Offset |        |   |     | Net Amount    
 of Derivative 
 Liabilities   
 (2)           |       |
|:---------------------|:----|:--------------------|-------:|:----|:------------------|:--|:----|:----------------------------------------------------|:-------|:--|:----|:--------------|------:|
| Bank of America N.A. |     | $                   |  2,013 |     | $                 | — |     | $                                                   | —      |   |     | $             | 2,013 |
| Bank of New York     |     |                     |  2,206 |     |                   | — |     |                                                     | (2,206 | ) |     |               |     — |
| Citibank N.A.        |     |                     |  5,441 |     |                   | — |     |                                                     | (5,441 | ) |     |               |     — |
| Goldman Sachs & Co.  |     |                     |    820 |     |                   | — |     |                                                     | (820   | ) |     |               |     — |
| Total                |     | $                   | 10,480 |     | $                 | — |     | $                                                   | (8,467 | ) |     | $             | 2,013 |

| (1) | Excess of collateral pledged 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