Company: TSI
Filing Date: 2025-08-19
Form Type: NPORT-P
Source: 0001752724-25-191777
Chunk: 3

Company: TCW STRATEGIC INCOME FUND INC
Filing Date: 2025-08-19
Form: NPORT-P
Chunk 3
---
.45000000 |
| 5 years.         | -36490.68000000 |
| 10 years.        |  -9889.27000000 |
| 30 years.        |   -780.68000000 |

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.         |  -136485.44000000 |
| 1 year.          | -1265413.54000000 |
| 5 years.         | -3522775.08000000 |
| 10 years.        |  -794185.51000000 |
| 30 years.        |   -78749.33000000 |

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.              |   -285.26000000 |
| 1 year.               |  -4742.03000000 |
| 5 years.              | -12150.65000000 |
| 10 years.             | -10306.48000000 |
| 30 years.             |  -1698.38000000 |
| Non-Investment grade. |                 |
| Maturity period.      |                 |
| 3 month.              |   -474.81000000 |
| 1 year.               |  -7145.40000000 |
| 5 years.              | -12825.68000000 |
| 10 years.             | -10270.48000000 |
| 30 years.             |  -2976.91000000 |

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