Form N-Q TCW STRATEGIC INCOME For: Sep 30

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November 2, 2018 10:56 AM EDT

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UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS

OF REGISTERED MANAGEMENT INVESTMENT COMPANY


Investment Company Act file number		811-04980

TCW Strategic Income Fund, Inc.

(Exact name of registrant as specified in charter)

865 South Figueroa Street, Suite 1800, Los Angeles, CA		90017

(Address of principal executive offices)		(Zip code)

Patrick W. Dennis, Esq. Assistant Secretary 865 South Figueroa Street, Suite 1800 Los Angeles, CA 90017

(Name and address of agent for service)

Registrant’s telephone number, including area code:		(213) 244-0000

Date of fiscal year end:		December 31, 2018

Date of reporting period:		September 30, 2018

Item 1. Schedule of Investments. – The Schedule of Investments is filed herewith.

TCW Strategic Income Fund, Inc.

SCHEDULE OF INVESTMENTS SEPTEMBER 30, 2018 (UNAUDITED)


Issues	Maturity Date		Principal Amount		Value
FIXED INCOME SECURITIES—100.1% of Net Assets
ASSET-BACKED SECURITIES—11.6%
321 Henderson Receivables LLC (17-1A-A) 3.99%⁽¹⁾		08/16/60		246,827	$	243,344
A Voce CLO, Ltd. (14-1A-A1R) 3.50% (3 mo. USD LIBOR + 1.160%)^(1),(2)		07/15/26		1,400,000		1,400,142
AMMC CLO (16-19A-A) 3.84% (3 mo. USD LIBOR + 1.500%)^(1),(2)		10/15/28		1,370,000		1,371,416
AMUR Finance I LLC (13-1) 10.00%⁽³⁾		01/25/22		777,891		241,135
AMUR Finance I LLC (13-2) 10.00%⁽³⁾		03/20/24		529,571		174,750
Babson CLO, Ltd. (13-IA-AR) 3.15% (3 mo. USD LIBOR + 0.800%)^(1),(4)		01/20/28		640,000		637,675
Barings CLO, Ltd. (18-3A-A1) 3.02%^(1),(4)		07/20/29		675,000		671,476
Bayview Commercial Asset Trust (03-2-A) 3.09% (1 mo. USD LIBOR + 0.870%)^(1),(2)		12/25/33		491,671		485,855
Bayview Commercial Asset Trust (04-1-A) 2.76% (1 mo. USD LIBOR + 0.540%)^(1),(2)		04/25/34		411,408		408,169
Bayview Commercial Asset Trust (04-2-A) 2.65% (1 mo. USD LIBOR + 0.645%)^(1),(2)		08/25/34		415,102		408,197
Bayview Commercial Asset Trust (04-3-A1) 2.77% (1 mo. USD LIBOR + 0.370%)^(1),(2)		01/25/35		220,632		218,263
Brazos Higher Education Authority, Inc. (10-1-A2) 3.51% (3 mo. USD LIBOR + 1.200%)⁽²⁾		02/25/35		2,200,000		2,260,865
CIT Education Loan Trust (07-1-A) 2.46% (3 mo. USD LIBOR + 0.090%)^(1),(2)		03/25/42		766,813		747,384
Education Loan Asset-Backed Trust I (13-1-A2) 3.02% (1 mo. USD LIBOR + 0.800%)^(1),(2)		04/26/32		1,260,000		1,266,950
EFS Volunteer No 2 LLC (12-1-A2) 3.57% (1 mo. USD LIBOR + 1.350%)^(1),(2)		03/25/36		1,500,000		1,527,412
GCO Education Loan Funding Master Trust II (06-2AR-A1RN) 2.87% (1 mo. USD LIBOR + 0.650%)^(1),(2)		08/27/46		2,132,794		2,104,138
Global SC Finance SRL (14-1A-A2) 3.09%⁽¹⁾		07/17/29		253,750		245,957
Goal Capital Funding Trust (06-1-B) 2.76% (3 mo. USD LIBOR + 0.450%)⁽²⁾		08/25/42		269,011		253,855
GoldenTree Loan Opportunities IX, Ltd. (14-9A-AR2) 0.00%^(1),(4),(5)		10/29/29		1,400,000		1,400,001
Higher Education Funding I (14-1-A) 3.36% (3 mo. USD LIBOR + 1.050%)^(1),(2)		05/25/34		518,200		521,779
LCM XXI LP (21A-AR) 3.23%^(1),(4)		04/20/28		1,100,000		1,098,248
Magnetite VII, Ltd. (12-7A-A1R2) 3.14%^(1),(4)		01/15/28		410,000		407,902
Nelnet Student Loan Trust (14-4A-A2) 3.17% (1 mo. USD LIBOR + 0.950%)^(1),(2)		11/25/48		575,000		579,418
North Carolina State Education Assistance Authority (11-1-A3) 3.24% (3 mo. USD LIBOR + 0.900%)⁽²⁾		10/25/41		2,054,710		2,074,330
Scholar Funding Trust (12-B-A2) 3.34% (1 mo. USD LIBOR + 1.100%)^(1),(2)		03/28/46		815,922		823,018
SLC Student Loan Trust (04-1-B) 2.60% (3 mo. USD LIBOR + 0.290%)⁽²⁾		08/15/31		376,778		356,827
SLC Student Loan Trust (06-1-B) 2.54% (3 mo. USD LIBOR + 0.210%)⁽²⁾		03/15/55		477,135		455,884
SLM Student Loan Trust (04-2-B) 2.81% (3 mo. USD LIBOR + 0.470%)⁽²⁾		07/25/39		407,043		389,904
SLM Student Loan Trust (05-9-B) 2.64% (3 mo. USD LIBOR + 0.300%)⁽²⁾		01/25/41		488,089		467,362
SLM Student Loan Trust (06-2-A6) 2.51% (3 mo. USD LIBOR + 0.170%)⁽²⁾		01/25/41		1,393,418		1,365,628
SLM Student Loan Trust (06-8-A6) 2.50% (3 mo. USD LIBOR + 0.160%)⁽²⁾		01/25/41		1,400,000		1,360,491
SLM Student Loan Trust (07-6-B) 3.19% (3 mo. USD LIBOR + 0.850%)⁽²⁾		04/27/43		156,003		151,610
SLM Student Loan Trust (07-7-B) 3.09% (3 mo. USD LIBOR + 0.750%)⁽²⁾		10/27/70		150,000		142,476
SLM Student Loan Trust (08-2-B) 3.54% (3 mo. USD LIBOR + 1.200%)⁽²⁾		01/25/83		225,000		217,142
SLM Student Loan Trust (08-3-B) 3.54% (3 mo. USD LIBOR + 1.200%)⁽²⁾		04/26/83		225,000		220,690
SLM Student Loan Trust (08-4-B) 4.19% (3 mo. USD LIBOR + 1.850%)⁽²⁾		04/25/73		480,000		494,852
SLM Student Loan Trust (08-5-B) 4.19% (3 mo. USD LIBOR + 1.850%)⁽²⁾		07/25/73		225,000		230,987
SLM Student Loan Trust (08-6-B) 4.19% (3 mo. USD LIBOR + 1.850%)⁽²⁾		07/26/83		225,000		230,532
SLM Student Loan Trust (08-7-B) 4.19% (3 mo. USD LIBOR + 1.850%)⁽²⁾		07/26/83		270,000		275,530
SLM Student Loan Trust (08-8-B) 4.59% (3 mo. USD LIBOR + 2.250%)⁽²⁾		10/25/75		225,000		236,388
SLM Student Loan Trust (08-9-B) 4.59% (3 mo. USD LIBOR + 2.250%)⁽²⁾		10/25/83		225,000		234,470
Structured Receivables Finance LLC (10-A-B) 7.61%⁽¹⁾		01/16/46		657,909		733,545
Structured Receivables Finance LLC (10-B-B) 7.97%⁽¹⁾		08/15/36		388,269		434,293
Student Loan Consolidation Center (02-2-B2) 0.00% (28 day Auction Rate)^(1),(2),(5)		07/01/42		1,400,000		1,116,412

See accompanying Notes to Schedule of Investments.

TCW Strategic Income Fund, Inc.

SCHEDULE OF INVESTMENTS SEPTEMBER 30, 2018 (UNAUDITED) (CONT’D)


Issues	Maturity Date		Principal Amount		Value
ASSET-BACKED SECURITIES (Continued)
Vermont Student Assistance Corp. (12-1-A) 2.67% (1 mo. USD LIBOR + 0.70%)⁽²⁾		07/28/34		275,538	$	276,403
Voya CLO, Ltd. (15-2A-AR) 3.32%^(1),(4)		07/23/27		1,405,000		1,405,541


Total Asset-backed Securities (Cost: $32,088,028)						32,368,646


MORTGAGE-BACKED SECURITIES—54.4%

COMMERCIAL MORTGAGE-BACKED SECURITIES—AGENCY—6.6%
Fannie Mae, Pool #AN9163 3.49%		05/01/30		1,000,000		982,188
Fannie Mae, Pool #AN6168 3.13%		07/01/32		550,000		511,492
Fannie Mae, Pool #AN9619 3.77%		06/01/33		830,000		825,443
Fannie Mae, Pool #AN9420 3.77%		07/01/43		647,703		643,985
Fannie Mae (11-M5-A2) (ACES)(I/O) 1.12%⁽⁴⁾		07/25/21		6,456,534		170,363
Fannie Mae (12-M11-FA) (ACES) 2.57% (1 mo. USD LIBOR + 0.500%)⁽²⁾		08/25/19		212,333		212,140
Fannie Mae (12-M14-X2) (I/O) 0.56%⁽⁴⁾		09/25/22		12,377,861		175,857
Fannie Mae (16-M11-AL) 2.94%		07/25/39		1,065,772		1,019,319
Fannie Mae (16-M11-X2) (I/O) 2.73%⁽⁴⁾		07/25/39		6,194,800		301,816
Fannie Mae (16-M4-X2) (I/O) 2.69%⁽⁴⁾		01/25/39		1,944,687		162,099
Freddie Mac, Pool #WA3303 3.83%		05/01/35		1,400,000		1,375,902
Freddie Mac (Q007-APT2) 3.33%⁽⁴⁾		10/25/47		1,350,000		1,351,314
Freddie Mac Multifamily Structured Pass-Through Certificates (J19F-A2) 3.50%		01/25/23		1,500,000		1,514,764
Freddie Mac Multifamily Structured Pass-Through Certificates (K015-X3) (I/O) 2.90%⁽⁴⁾		08/25/39		4,000,000		300,964
Freddie Mac Multifamily Structured Pass-Through Certificates (K021-X3) (I/O) 2.04%⁽⁴⁾		07/25/40		2,500,000		173,925
Freddie Mac Multifamily Structured Pass-Through Certificates (K022-X3) (I/O) 1.87%⁽⁴⁾		08/25/40		2,500,000		162,163
Freddie Mac Multifamily Structured Pass-Through Certificates (K031-X3) (I/O) 1.71%⁽⁴⁾		07/25/41		4,500,000		308,041
Freddie Mac Multifamily Structured Pass-Through Certificates (KC02-A1) 3.25%		02/25/25		1,415,000		1,411,517
Freddie Mac Multifamily Structured Pass-Through Certificates (KP01-X) (I/O) 3.94%⁽⁴⁾		01/25/19		139,398		42
Freddie Mac Multifamily Structured Pass-Through Certificates (KS07-X) (I/O) 0.78%⁽⁴⁾		09/25/25		12,000,000		501,604
Freddie Mac Multifamily Structured Pass-Through Certificates (Q004-A2H) 2.78%⁽⁴⁾		01/25/21		1,052,340		1,051,816
Freddie Mac Multifamily Structured Pass-Through Certificates (Q006-APT1) 2.53%⁽⁴⁾		07/25/26		1,484,946		1,504,742
Freddie Mac Multifamily Structured Pass-Through Certificates (Q007-APT1) 3.00%⁽⁴⁾		10/25/47		1,150,000		1,148,184
Ginnie Mae (08-92-E) 5.56%⁽⁴⁾		03/16/44		499,100		504,486
Ginnie Mae (09-114-IO) (I/O) 0.00%^(4),(5)		10/16/49		8,642,222		28,233
Ginnie Mae (11-10-IO) (I/O) 0.06%⁽⁴⁾		12/16/45		16,289,131		105,065
Ginnie Mae (11-105-IO) (I/O) 0.00%^(4),(5)		09/16/51		10,976,538		81,226
Ginnie Mae (11-152-IO) (I/O) 0.36%⁽⁴⁾		08/16/51		4,088,226		52,268
Ginnie Mae (11-42-IO) (I/O) 0.00%^(4),(5)		08/16/50		17,272,362		125,743
Ginnie Mae (12-4-IO) (I/O) 0.21%⁽⁴⁾		05/16/52		15,518,785		186,041
Ginnie Mae (14-103-IO) (I/O) 0.62%⁽⁴⁾		05/16/55		6,477,886		225,654
Ginnie Mae (14-125-IO) (I/O) 0.97%⁽⁴⁾		11/16/54		6,563,373		421,023
Ginnie Mae (14-88-IE) (I/O) 0.33%⁽⁴⁾		03/16/55		8,283,689		207,676
Ginnie Mae (16-22-IX) (I/O) 1.29%⁽⁴⁾		06/16/38		530,327		112,719
Ginnie Mae (18-56-IO) (I/O) 0.63%⁽⁴⁾		11/16/59		5,322,320		307,191


Total Commercial Mortgage-backed Securities—Agency (Cost: $19,814,219)						18,167,005


COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—3.8%
BAMLL Trust (11-FSHN-A) 4.42%⁽¹⁾		07/11/33		300,000		308,260
BAMLL Trust (18-PARK-A) 4.09%^(1),(4)		08/10/38		415,000		423,939
Banc of America Commercial Mortgage Trust (07-5-AJ) 6.23%⁽⁴⁾		02/10/51		538,496		552,023
CGRBS Commercial Mortgage Trust (13-VN05-A) 3.37%⁽¹⁾		03/13/35		290,000		287,971
Citigroup Commercial Mortgage Trust (12-GC8-XA) (I/O) 1.97%^(1),(4),(6)		09/10/45		3,565,198		191,860
COBALT CMBS Commercial Mortgage Trust (07-C2-B) 5.62%⁽⁴⁾		04/15/47		500,000		504,530
COMM Mortgage Trust (13-CR12-XA) (I/O) 1.39%⁽⁴⁾		10/10/46		4,019,301		182,465
COMM Mortgage Trust (13-LC13-XA) (I/O) 1.38%⁽⁴⁾		08/10/46		9,602,158		386,496
Credit Suisse Commercial Mortgage Trust (07-C2-AJ) 5.75%⁽⁴⁾		01/15/49		598,920		605,221
Four Times Square Trust Commercial Mortgage Pass-Through Certificates (06-4TS-A) 5.40%⁽¹⁾		12/13/28		263,584		274,042
Four Times Square Trust Commercial Mortgage Pass-Through Certificates (06-4TS-X) (I/O) 0.36%^(1),(4),(6)		12/13/28		52,918,447		259,417
GS Mortgage Securities Corp. Trust (12-ALOH-A) 3.55%⁽¹⁾		04/10/34		275,000		276,097
GS Mortgage Securities Corp. Trust (12-SHOP-A) 2.93%⁽¹⁾		06/05/31		270,000		270,168
GS Mortgage Securities Corp. Trust (12-SHOP-XA) (I/O) 1.44%^(1),(4),(6)		06/05/31		46,648,407		261,119
GS Mortgage Securities Corp. Trust (17-GPTX-XCP) (I/O) 0.91%^(1),(4)		05/10/34		11,500,000		147,396
GS Mortgage Securities Trust (11-GC3-X) (I/O) 0.82%^(1),(4)		03/10/44		16,642,728		218,310
GS Mortgage Securities Trust (12-GC6-XB) (I/O) 0.26%^(1),(4),(6)		01/10/45		17,397,372		122,672

See accompanying Notes to Schedule of Investments.

TCW Strategic Income Fund, Inc.

SCHEDULE OF INVESTMENTS SEPTEMBER 30, 2018 (UNAUDITED) (CONT’D)


Issues	Maturity Date		Principal Amount		Value
COMMERCIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
Irvine Core Office Trust (13-IRV-A1) 2.07%⁽¹⁾		05/15/48		251,429	$	244,315
JPMorgan Chase Commercial Mortgage Securities Trust (09-IWST-XA) (I/O) 2.10%^(1),(4),(6)		12/05/27		11,905,175		249,549
JPMorgan Chase Commercial Mortgage Securities Trust (10-CNTR-A2) 4.31%⁽¹⁾		08/05/32		170,663		174,106
JPMorgan Chase Commercial Mortgage Securities Trust (12-HSBC-A) 3.09%⁽¹⁾		07/05/32		272,518		270,288
JPMorgan Chase Commercial Mortgage Securities Trust (12-HSBC-XA) (I/O) 1.58%^(1),(4),(6)		07/05/32		4,623,074		216,396
JPMorgan Chase Commercial Mortgage Securities Trust (13-LC11-XA) (I/O) 1.41%⁽⁴⁾		04/15/46		3,233,627		149,259
Morgan Stanley Bank of America Merrill Lynch Trust (13-C7-XA) (I/O) 1.50%⁽⁴⁾		02/15/46		3,879,072		183,972
Morgan Stanley Capital I Trust (12-C4-XA) (I/O) 2.27%^(1),(4),(6)		03/15/45		5,670,693		319,043
OBP Depositor LLC Trust (10-OBP-A) 4.65%⁽¹⁾		07/15/45		255,000		260,060
SFAVE Commercial Mortgage Securities Trust (15-5AVE-A2A) 3.66%^(1),(4)		01/05/43		390,000		364,368
UBS Commercial Mortgage Trust (12-C1-XA) (I/O) 2.26%^(1),(4),(6)		05/10/45		5,720,275		343,045
VNDO Mortgage Trust (12-6AVE-A) 3.00%⁽¹⁾		11/15/30		280,000		275,824
Wells Fargo Commercial Mortgage Trust (12-LC5-XA) (I/O) 1.94%^(1),(4)		10/15/45		5,953,832		344,742
WFRBS Commercial Mortgage Trust (12-C8-XA) (I/O) 2.00%^(1),(4),(6)		08/15/45		4,714,340		265,091
WFRBS Commercial Mortgage Trust (12-C9-XA) (I/O) 2.05%^(1),(4)		11/15/45		2,964,626		186,164
WFRBS Commercial Mortgage Trust (13-C14-XA) (I/O) 0.87%⁽⁴⁾		06/15/46		8,992,196		252,366
WFRBS Commercial Mortgage Trust (14-C23-XA) (I/O) 0.78%⁽⁴⁾		10/15/57		8,577,721		238,299
WFRBS Commercial Mortgage Trust (14-C24-XA) (I/O) 1.03%⁽⁴⁾		11/15/47		6,127,122		234,972
WFRBS Commercial Mortgage Trust (14-LC14-XA) (I/O) 1.46%⁽⁴⁾		03/15/47		13,758,097		590,704


Total Commercial Mortgage-backed Securities—Non-agency (Cost: $12,281,338)						10,434,549


RESIDENTIAL MORTGAGE-BACKED SECURITIES—AGENCY—0.8%
Fannie Mae (04-53-QV) (I/O) (I/F) 1.59%⁽⁴⁾		02/25/34		1,439,986		35,266
Fannie Mae (07-42-SE) (I/O) (I/F) 3.89% (-1.00 x 1 mo. USD LIBOR + 6.110%)⁽²⁾		05/25/37		150,816		15,530
Fannie Mae (07-48-SD) (I/O) (I/F) 3.88% (-1.00 x 1 mo. USD LIBOR + 6.100%)⁽²⁾		05/25/37		1,898,706		224,148
Fannie Mae (09-69-CS) (I/O) (I/F) 4.53% (-1.00 x 1 mo. USD LIBOR + 6.750%)⁽²⁾		09/25/39		330,855		45,164
Freddie Mac (1673-SD) (I/F) (PAC) 13.29% (-2.15 x T10Y + 19.391%)⁽²⁾		02/15/24		101,594		117,112
Freddie Mac (1760-ZD) 2.33% (1 x T10Y - 0.500%)⁽²⁾		02/15/24		219,371		216,362
Freddie Mac (2990-JK) (I/F) 13.37% (-4.00079 x 1 mo. USD LIBOR + 22.004%)⁽²⁾		03/15/35		155,729		177,718
Freddie Mac (3122-SG) (I/O) (I/F) (TAC) (PAC) 3.47% (-1.00 x 1 mo. USD LIBOR + 5.630%)⁽²⁾		03/15/36		2,847,321		365,125
Freddie Mac (3239-SI) (I/O) (I/F) (PAC) 4.49% (-1.00 x 1 mo. USD LIBOR + 6.650%)⁽²⁾		11/15/36		751,473		117,589
Freddie Mac (3323-SA) (I/O) (I/F) 3.95% (-1.00 x 1 mo. USD LIBOR + 6.110%)⁽²⁾		05/15/37		227,923		23,479
Freddie Mac (3459-JS) (I/O) (I/F) 4.09% (-1.00 x 1 mo. USD LIBOR + 6.250%)⁽²⁾		06/15/38		269,828		35,656
Freddie Mac (4030-HS) (I/O) (I/F) 4.45% (-1.00 x 1 mo. USD LIBOR + 6.610%)⁽²⁾		04/15/42		1,495,072		235,218
Ginnie Mae (06-35-SA) (I/O) (I/F) 4.43% (-1.00 x 1 mo. USD LIBOR + 6.600%)⁽²⁾		07/20/36		2,147,834		311,149
Ginnie Mae (06-61-SA) (I/O) (I/F) (TAC) 2.58% (-1.00 x 1 mo. USD LIBOR + 4.750%)⁽²⁾		11/20/36		3,542,283		241,511
Ginnie Mae (08-58-TS) (I/O) (I/F) (TAC) 4.23% (-1.00 x 1 mo. USD LIBOR + 6.400%)⁽²⁾		05/20/38		1,882,659		153,854


Total Residential Mortgage-backed Securities—Agency (Cost: $1,574,786)						2,314,881


RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY—43.2%
ACE Securities Corp. (04-IN1-A1) 2.86% (1 mo. USD LIBOR + 0.640%)⁽²⁾		05/25/34		554,501		525,715
ACE Securities Corp. (07-ASP1-A2C) 2.48% (1 mo. USD LIBOR + 0.260%)⁽²⁾		03/25/37		1,628,893		1,021,908
Adjustable Rate Mortgage Trust (05-4-6A22) 4.07%⁽⁴⁾		08/25/35		851,008		540,619
Adjustable Rate Mortgage Trust (06-1-2A1) 4.25%⁽⁴⁾		03/25/36		582,797		483,600
Alternative Loan Trust (06-8T1-1A2) (I/O) 3.28% (1 mo. USD LIBOR + 5.500%)^(2),(3)		04/25/36		7,234,987		845,426
Asset-Backed Funding Certificates (07-NC1-A2) 2.52% (1 mo. USD LIBOR + 0.300%)^(1),(2)		05/25/37		1,567,115		1,533,238
Asset-Backed Securities Corp. Home Equity (06-HE1-A4) 2.52% (1 mo. USD LIBOR + 0.300%)⁽²⁾		01/25/36		1,500,000		1,439,841
Asset-Backed Securities Corp. Home Equity (06-HE3-A5) 2.49% (1 mo. USD LIBOR + 0.270%)⁽²⁾		03/25/36		3,000,000		2,896,373
Asset-Backed Securities Corp. Home Equity (07-HE1-A1B) 2.37% (1 mo. USD LIBOR + 0.150%)⁽²⁾		12/25/36		758,245		740,258
Banc of America Alternative Loan Trust (05-10-1CB1) 2.62% (1 mo. USD LIBOR + 0.400%)⁽²⁾		11/25/35		875,981		791,617
Banc of America Funding Corp. (15-R3-6A2) 2.23%^(1),(4)		05/27/36		1,883,780		1,740,210

See accompanying Notes to Schedule of Investments.

TCW Strategic Income Fund, Inc.

SCHEDULE OF INVESTMENTS SEPTEMBER 30, 2018 (UNAUDITED) (CONT’D)


Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
Banc of America Funding Trust (06-3-4A14) 6.00%		03/25/36		529,526	$	536,871
Banc of America Funding Trust (06-3-5A3) 5.50%		03/25/36		320,358		306,030
Banc of America Funding Trust (15-R4-2A1) 2.27% (1 mo. USD LIBOR + 0.205%)^(1),(2)		02/25/37		1,224,756		1,196,299
BCAP LLC Trust (11-RR3-5A3) 3.92%^(1),(4)		11/27/37		333,794		334,114
Bear Stearns Adjustable Rate Mortgage Trust (03-7-9A) 4.00%⁽⁴⁾		10/25/33		494,844		501,285
Bear Stearns Adjustable Rate Mortgage Trust (05-9-A1) 4.73% (1 year Treasury Constant Maturity Rate + 2.300%)⁽²⁾		10/25/35		429,812		435,886
Bear Stearns Adjustable Rate Mortgage Trust (07-4-22A1) 3.92%⁽⁴⁾		06/25/47		951,273		879,716
Bear Stearns ALT-A Trust (05-3-4A3) 3.94%⁽⁴⁾		04/25/35		797,973		793,790
Bear Stearns Asset-Backed Securities Trust (05-AC6-1A3) 5.50%⁽⁴⁾		09/25/35		621,267		622,858
Bear Stearns Asset-Backed Securities Trust (06-IM1-A1) 2.45% (1 mo. USD LIBOR + 0.230%)⁽²⁾		04/25/36		389,537		458,708
Bear Stearns Mortgage Funding Trust (07-AR3-1X) (I/O) 0.50%⁽³⁾		03/25/37		42,548,507		1,166,893
Centex Home Equity Loan Trust (05-A-AF5) 5.78%⁽⁴⁾		01/25/35		455,990		463,441
CIM Trust (15-4AG-A1) 4.10% (1 mo. USD LIBOR + 2.000%)^(1),(2)		10/25/57		813,726		827,187
CIM Trust (17-7-A) 3.00%^(1),(4)		12/25/65		1,162,675		1,144,533
CIM Trust (18-R2-A1) 3.69%^(1),(4)		08/25/57		1,246,440		1,249,761
CIM Trust (18-R4-A1) 4.07%^(1),(4)		12/26/57		1,245,688		1,244,820
Citigroup Mortgage Loan Trust, Inc. (05-11-A2A) 4.82% (1 year Treasury Constant Maturity Rate + 2.400%)⁽²⁾		10/25/35		433,608		450,641
Citigroup Mortgage Loan Trust, Inc. (05-8-1A1A) 4.31%⁽⁴⁾		10/25/35		1,358,261		1,294,619
Citigroup Mortgage Loan Trust, Inc. (14-10-2A2) 2.31% (1 mo. USD LIBOR + 0.250%)^(1),(2)		07/25/37		2,073,565		2,002,814
CitiMortgage Alternative Loan Trust (06-A3-1A7) 6.00%		07/25/36		1,069,219		1,026,222
CitiMortgage Alternative Loan Trust (06-A5-1A8) 6.00%		10/25/36		591,362		576,185
COLT Mortgage Loan Trust (16-1-A1) 3.00%⁽¹⁾		05/25/46		325,588		326,405
Conseco Finance Securitizations Corp. (01-4-A4) 7.36%⁽⁴⁾		08/01/32		81,319		83,441
Conseco Finance Securitizations Corp. (99-6-A1) 7.36%^(1),(4)		06/01/30		1,630,926		1,085,303
Conseco Financial Corp. (96-6-M1) 7.95%⁽⁴⁾		09/15/27		284,252		314,855
Conseco Financial Corp. (96-7-M1) 7.70%⁽⁴⁾		09/15/26		994,882		1,070,114
Conseco Financial Corp. (98-3-A6) 6.76%⁽⁴⁾		03/01/30		202,275		212,572
Conseco Financial Corp. (98-4-A5) 6.18%		04/01/30		364,511		375,470
Conseco Financial Corp. (98-4-A6) 6.53%⁽⁴⁾		04/01/30		221,753		233,950
Conseco Financial Corp. (98-4-A7) 6.87%⁽⁴⁾		04/01/30		234,810		249,155
Countryplace Manufactured Housing Contract Trust (07-1-A4) 5.85%^(1),(4)		07/15/37		953,102		968,514
Countrywide Alternative Loan Trust (05-20CB-4A1) 5.25%		07/25/20		159,623		158,325
Countrywide Asset-Backed Certificates (07-13-2A1) 3.12% (1 mo. USD LIBOR + 0.900%)⁽²⁾		10/25/47		796,650		791,096
Countrywide Home Loans (04-HYB4-B1) 4.33%^(4),(7)		09/20/34		999,035		279,767
Countrywide Home Loans (06-14-X) (I/O) 0.20%^(3),(4)		09/25/36		24,916,637		155,156
Countrywide Home Loans (06-HYB2-1A1) 3.95%^(4),(7)		04/20/36		1,362,277		1,097,776
Credit Suisse First Boston Mortgage Securities Corp. (04-AR5-11A2) 2.96% (1 mo. USD LIBOR + 0.740%)⁽²⁾		06/25/34		232,799		229,395
Credit Suisse First Boston Mortgage Securities Corp. (05-12-1A1) 6.50%		01/25/36		1,328,400		838,584
Credit Suisse Mortgage Capital Certificates (06-6-1A8) 6.00%		07/25/36		739,938		615,817
Credit Suisse Mortgage Trust (12-2R-1A2) 4.51%^(1),(4)		05/27/35		1,066,226		1,129,837
Credit-Based Asset Servicing and Securitization LLC (03-CB3-AF1) 3.38%⁽⁴⁾		12/25/32		586,420		582,357
Credit-Based Asset Servicing and Securitization LLC (05-CB4-M2) 2.67% (1 mo. USD LIBOR + 0.450%)⁽²⁾		07/25/35		1,290,000		1,297,098
Credit-Based Asset Servicing and Securitization LLC (06-CB1-AF2) 3.47%⁽⁴⁾		01/25/36		1,473,429		1,265,329
Credit-Based Asset Servicing and Securitization LLC (06-CB2-AF2) 3.47%⁽⁴⁾		12/25/36		2,715,388		2,384,859
Credit-Based Asset Servicing and Securitization LLC (07-CB2-A2B) 4.10%⁽⁴⁾		02/25/37		1,258,015		1,000,516
Credit-Based Asset Servicing and Securitization LLC (07-CB2-A2C) 4.10%⁽⁴⁾		02/25/37		1,236,015		982,909
Credit-Based Asset Servicing and Securitization LLC (07-CB3-A3) 3.85%⁽⁴⁾		03/25/37		1,516,645		906,410
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust (06-AB2-A2) 5.35%⁽⁴⁾		06/25/36		1,936,382		1,864,460
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust (06-AR6-A6) 2.41% (1 mo. USD LIBOR + 0.190%)⁽²⁾		02/25/37		761,093		692,700
DSLA Mortgage Loan Trust (06-AR2-2A1A) 2.37% (1 mo. USD LIBOR + 0.200%)⁽²⁾		10/19/36		522,417		474,351
First Franklin Mortgage Loan Asset-Backed Certificates (06-FF13-A2C) 2.38% (1 mo. USD LIBOR + 0.160%)⁽²⁾		10/25/36		1,040,577		777,672

See accompanying Notes to Schedule of Investments.

TCW Strategic Income Fund, Inc.

SCHEDULE OF INVESTMENTS SEPTEMBER 30, 2018 (UNAUDITED) (CONT’D)


Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
First Franklin Mortgage Loan Asset-Backed Certificates (06-FF18-A2D) 2.43% (1 mo. USD LIBOR + 0.210%)⁽²⁾		12/25/37		1,276,238	$	1,125,760
First Franklin Mortgage Loan Trust (06-FF11-2A3) 2.37% (1 mo. USD LIBOR + 0.150%)⁽²⁾		08/25/36		1,632,149		1,388,069
First Horizon Alternative Mortgage Securities Trust (05-AA10-2A1) 3.63%⁽⁴⁾		12/25/35		504,572		456,936
Greenpoint Manufactured Housing (00-1-A4) 8.14%⁽⁴⁾		03/20/30		812,314		834,773
GSAA Home Equity Trust (06-13-AF6) 6.04%⁽⁴⁾		07/25/36		1,603,805		901,332
GSC Capital Corp. Mortgage Trust (06-2-A1) 2.40% (1 mo. USD LIBOR + 0.180%)⁽²⁾		05/25/36		446,367		398,767
GSR Mortgage Loan Trust (05-AR3-6A1) 3.85%⁽⁴⁾		05/25/35		397,659		386,882
HSI Asset Loan Obligation Trust (07-2-2A12) 6.00%		09/25/37		538,153		488,989
Indymac INDX Mortgage Loan Trust (04-AR6-5A1) 4.26%⁽⁴⁾		10/25/34		516,773		531,147
Indymac INDX Mortgage Loan Trust (05-AR19-A1) 3.79%⁽⁴⁾		10/25/35		705,048		605,733
Indymac INDX Mortgage Loan Trust (06-AR13-A4X) (I/O) 1.09%^(3),(4)		07/25/36		350,089		1,047
Indymac INDX Mortgage Loan Trust (06-AR9-1A1) 4.00%⁽⁴⁾		06/25/36		926,697		799,987
Indymac INDX Mortgage Loan Trust (07-AR5-2A1) 3.60%⁽⁴⁾		05/25/37		1,187,524		1,111,551
Indymac INDX Mortgage Loan Trust (07-FLX2-A1C) 2.41% (1 mo. USD LIBOR + 0.190%)⁽²⁾		04/25/37		2,051,990		1,937,792
JPMorgan Alternative Loan Trust (06-A2-5A1) 3.76%⁽⁴⁾		05/25/36		757,976		651,027
JPMorgan Mortgage Acquisition Corp. (05-FRE1-A2F3) 3.37%⁽⁴⁾		10/25/35		824,242		828,610
JPMorgan Mortgage Acquisition Trust (06-WF1-A5) 6.41%		07/25/36		2,614,719		1,409,248
JPMorgan Mortgage Acquisition Trust (07-CH4-A4) 2.38% (1 mo. USD LIBOR + 0.160%)⁽²⁾		01/25/36		344,349		343,562
JPMorgan Mortgage Trust (04-A6-5A1) 3.43%⁽⁴⁾		12/25/34		326,505		317,633
JPMorgan Mortgage Trust (07-S2-1A1) 5.00%		06/25/37		225,699		172,351
JPMorgan Resecuritization Trust (15-4-1A5) 2.25% (1 mo. USD LIBOR + 0.190%)^(1),(2)		06/26/47		1,863,000		1,708,701
JPMorgan Resecuritization Trust (15-4-2A2) 4.08%^(1),(4)		06/26/47		4,397,471		1,753,479
Lehman ABS Manufactured Housing Contract Trust (01-B-A6) 6.47%⁽⁴⁾		04/15/40		42,663		43,134
Lehman XS Trust (06-10N-1A3A) 2.43% (1 mo. USD LIBOR + 0.210%)⁽²⁾		07/25/46		999,829		977,949
Lehman XS Trust (06-12N-A31A) 2.42% (1 mo. USD LIBOR + 0.200%)⁽²⁾		08/25/46		1,456,099		1,359,307
Long Beach Mortgage Loan Trust (04-4-M1) 3.12% (1 mo. USD LIBOR + 0.900%)⁽²⁾		10/25/34		1,163,246		1,167,293
MASTR Alternative Loans Trust (07-HF1-4A1) 7.00%⁽⁷⁾		10/25/47		1,177,887		934,605
MASTR Asset-Backed Securities Trust (06-NC1-A4) 2.82% (1 mo. USD LIBOR + 0.300%)⁽²⁾		01/25/36		269,504		268,485
MASTR Asset-Backed Securities Trust (07-HE1-A4) 2.50% (1 mo. USD LIBOR + 0.280%)⁽²⁾		05/25/37		2,000,000		1,460,384
Merrill Lynch Alternative Note Asset Trust (07-OAR2-A2) 2.43% (1 mo. USD LIBOR + 0.210%)⁽²⁾		04/25/37		1,401,398		1,210,506
Merrill Lynch First Franklin Mortgage Loan Trust (07-3-A2B) 2.35% (1 mo. USD LIBOR + 0.130%)⁽²⁾		06/25/37		747,036		560,848
Merrill Lynch First Franklin Mortgage Loan Trust (07-3-A2C) 2.40% (1 mo. USD LIBOR + 0.180%)⁽²⁾		06/25/37		1,525,430		1,151,013
Merrill Lynch Mortgage-Backed Securities Trust (07-2-1A1) 4.87% (1 year Treasury Constant Maturity Rate + 2.400%)⁽²⁾		08/25/36		359,460		352,224
Mid-State Trust (04-1-B) 8.90%		08/15/37		382,762		433,702
Mid-State Trust (04-1-M1) 6.50%		08/15/37		382,762		406,628
Morgan Stanley ABS Capital I, Inc. Trust (05-HE3-M3) 3.01% (1 mo. USD LIBOR + 0.795%)⁽²⁾		07/25/35		62,387		62,572
Morgan Stanley ABS Capital I, Inc. Trust (06-HE3-A1) 2.36% (1 mo. USD LIBOR + 0.140%)⁽²⁾		04/25/36		796,490		789,745
Morgan Stanley ABS Capital I, Inc. Trust (07-15AR-4A1) 3.44%^(4),(7)		11/25/37		602,974		508,426
Morgan Stanley Home Equity Loan Trust (06-2-A4) 2.50% (1 mo. USD LIBOR + 0.280%)⁽²⁾		02/25/36		943,454		942,671
MortgageIT Trust (05-5-A1) 2.48% (1 mo. USD LIBOR + 0.260%)⁽²⁾		12/25/35		543,510		539,939
Nationstar Home Equity Loan Trust (07-B-2AV3) 2.47% (1 mo. USD LIBOR + 0.250%)⁽²⁾		04/25/37		2,020,145		2,019,737
New Century Home Equity Loan Trust (05-B-A2D) 2.62% (1 mo. USD LIBOR + 0.400%)⁽²⁾		10/25/35		831,764		830,694
New Century Home Equity Loan Trust (06-C-A2D) 2.56% (1 mo. USD LIBOR + 0.340%)⁽²⁾		12/25/35		1,700,000		1,693,376
Nomura Asset Acceptance Corp. (06-AR1-1A) 5.14%⁽⁴⁾		02/25/36		1,272,688		1,155,319
Oakwood Mortgage Investors, Inc. (00-A-A4) 8.15%⁽⁴⁾		09/15/29		1,855,100		1,085,425
Oakwood Mortgage Investors, Inc. (00-D-A4) 7.40%⁽⁴⁾		07/15/30		743,087		369,537
Oakwood Mortgage Investors, Inc. (01-C-A3) 6.61%⁽⁴⁾		06/15/31		1,374,949		414,075
Oakwood Mortgage Investors, Inc. (01-D-A3) 5.90%⁽⁴⁾		09/15/22		922,183		748,282
Oakwood Mortgage Investors, Inc. (01-D-A4) 6.93%⁽⁴⁾		09/15/31		534,293		467,272
Oakwood Mortgage Investors, Inc. (02-A-A3) 6.03%⁽⁴⁾		05/15/24		287,017		298,379
Oakwood Mortgage Investors, Inc. (98-A-M) 6.83%⁽⁴⁾		05/15/28		256,584		267,057

See accompanying Notes to Schedule of Investments.

TCW Strategic Income Fund, Inc.

SCHEDULE OF INVESTMENTS SEPTEMBER 30, 2018 (UNAUDITED) (CONT’D)


Issues	Maturity Date		Principal Amount		Value
RESIDENTIAL MORTGAGE-BACKED SECURITIES—NON-AGENCY (Continued)
Oakwood Mortgage Investors, Inc. (99-B-A4) 6.99%		12/15/26		276,227	$	287,611
Oakwood Mortgage Investors, Inc. (99-E-A1) 7.61%⁽⁴⁾		03/15/30		1,020,513		934,861
Park Place Securities, Inc. (05-WCW1-M1) 2.67% (1 mo. USD LIBOR + 0.450%)⁽²⁾		09/25/35		153,430		153,942
Popular ABS Mortgage Pass-Through Trust (05-6-A4) 3.85%⁽⁴⁾		01/25/36		611,000		608,870
RALI Series Trust (06-QS13-1A2) (I/O) 4.94% (1 mo. USD LIBOR + 7.160%)^(2),(3)		09/25/36		5,086,987		766,355
RALI Series Trust (06-QS7-A2) 6.00%		06/25/36		780,665		717,533
RASC Series Trust (05-KS11-M1) 2.62% (1 mo. USD LIBOR + 0.400%)⁽²⁾		12/25/35		653,907		656,518
RBSSP Resecuritization Trust (12-6-4A2) 2.39% (1 mo. USD LIBOR + 0.330%)^(1),(2)		01/26/36		2,210,712		2,181,271
Residential Accredit Loans, Inc. (05-QA7-A1) 4.20%⁽⁴⁾		07/25/35		1,320,011		1,107,145
Residential Accredit Loans, Inc. (05-QA8-CB21) 4.63%⁽⁴⁾		07/25/35		698,351		559,930
Residential Accredit Loans, Inc. (06-QA10-A2) 2.40% (1 mo. USD LIBOR + 0.180%)⁽²⁾		12/25/36		944,443		904,586
Residential Accredit Loans, Inc. (06-QS1-A3) (PAC) 5.75%		01/25/36		582,970		564,015
Residential Accredit Loans, Inc. (06-QS11-AV) (I/O) 0.35%^(3),(4)		08/25/36		13,929,398		201,950
Residential Accredit Loans, Inc. (06-QS6-1AV) (I/O) 0.75%^(3),(4)		06/25/36		6,228,516		160,629
Residential Accredit Loans, Inc. (06-QS8-A3) 6.00%		08/25/36		1,238,509		1,137,412
Residential Accredit Loans, Inc. (07-QS2-AV) (I/O) 0.33%^(3),(4)		01/25/37		15,454,188		183,080
Residential Accredit Loans, Inc. (07-QS3-AV) (I/O) 0.36%^(3),(4)		02/25/37		16,292,864		220,961
Residential Accredit Loans, Inc. (07-QS6-A62) (TAC) 5.50%		04/25/37		371,661		337,934
Residential Asset Mortgage Products, Inc. (06-RZ3-A3) 2.51% (1 mo. USD LIBOR + 0.290%)⁽²⁾		08/25/36		625,701		626,078
Residential Asset Securitization Trust (05-A15-4A1) 6.00%		02/25/36		1,117,706		765,690
Residential Asset Securitization Trust (07-A5-AX) (I/O) 6.00%⁽³⁾		05/25/37		2,659,763		405,572
Residential Funding Mortgage Securities (06-S9-AV) (I/O) 0.32%^(3),(4)		09/25/36		37,005,693		338,114
Residential Funding Mortgage Securities II (01-HI3-AI7) 7.56%⁽⁴⁾		07/25/26		1,172		1,178
Saxon Asset Securities Trust (07-3-2A4) 2.71% (1 mo. USD LIBOR + 0.490%)⁽²⁾		09/25/47		2,926,000		2,550,200
Securitized Asset-Backed Receivables LLC Trust (07-NC2-A2C) 2.44% (1 mo. USD LIBOR + 0.220%)⁽²⁾		01/25/37		4,614,000		3,410,841
Soundview Home Loan Trust (06-1-A4) 2.52% (1 mo. USD LIBOR + 0.300%)⁽²⁾		02/25/36		964,418		973,315
Structured Adjustable Rate Mortgage Loan Trust (05-20-1A1) 4.32%⁽⁴⁾		10/25/35		345,755		348,772
Structured Adjustable Rate Mortgage Loan Trust (07-9-2A1) 4.05%⁽⁴⁾		10/25/47		477,750		425,971
Structured Asset Investment Loan Trust (05-3-M2) 2.88% (1 mo. USD LIBOR + 0.660%)⁽²⁾		04/25/35		513,178		514,823
Structured Asset Securities Corp. (05-WF4-M2) 2.86% (1 mo. USD LIBOR + 0.430%)⁽²⁾		11/25/35		226,978		227,769
Structured Asset Securities Corp. (06-GEL4-A3) 2.52% (1 mo. USD LIBOR + 0.300%)^(1),(2)		10/25/36		694,008		693,561
WAMU Asset-Backed Certificates (07-HE1-2A3) 2.37% (1 mo. USD LIBOR + 0.150%)⁽²⁾		01/25/37		2,249,093		1,413,350
Wells Fargo Alternative Loan Trust (07-PA2-2A2) (I/O) 3.85% (-1.00 x 1 mo. USD LIBOR + 6.070%)^(2),(3)		06/25/37		4,436,079		505,948
Wells Fargo Home Equity Trust (06-2-A3) 2.43% (1 mo. USD LIBOR + 0.210%)⁽²⁾		01/25/37		730,000		681,221
Wells Fargo Home Equity Trust (06-2-A4) 2.47% (1 mo. USD LIBOR + 0.250%)⁽²⁾		07/25/36		456,200		454,877
Wells Fargo Mortgage-Backed Securities Trust (06-AR10-5A1) 4.23%⁽⁴⁾		07/25/36		419,972		427,212
Wells Fargo Mortgage-Backed Securities Trust (07-AR3-A4) 4.14%⁽⁴⁾		04/25/37		378,539		371,231
Wells Fargo Mortgage-Backed Securities Trust (08-1-4A1) 5.75%		02/25/38		151,928		160,300


Total Residential Mortgage-backed Securities—Non-agency (Cost: $100,020,867)						120,168,257


Total Mortgage-backed Securities (Cost: $133,691,210)						151,084,692


CORPORATE BONDS—31.7%

Advertising—0.0%
Clear Channel International BV 8.75%⁽¹⁾		12/15/20		95,000		98,325


Aerospace/Defense—0.5%
BAE Systems Holdings, Inc. 2.85%⁽¹⁾		12/15/20		500,000		493,596
L3 Technologies, Inc. 4.40%		06/15/28		420,000		419,247
Northrop Grumman Corp. 2.93%		01/15/25		590,000		561,270

						1,474,113


Agriculture—0.2%
BAT Capital Corp. 2.76%⁽¹⁾		08/15/22		450,000		433,986


Airlines—0.6%
America West Airlines, Inc. Pass-Through Certificates (01-1) (EETC) 7.10%		10/02/22		264,924		278,330
Continental Airlines, Inc. Pass-Through Certificates (00-2-A1) (EETC) 7.71%		10/02/22		375,883		395,835
Delta Air Lines, Inc. Pass-Through Certificates (02-1G1) (EETC) 6.72%		07/02/24		410,462		435,552

See accompanying Notes to Schedule of Investments.

TCW Strategic Income Fund, Inc.

SCHEDULE OF INVESTMENTS SEPTEMBER 30, 2018 (UNAUDITED) (CONT’D)


Issues	Maturity Date		Principal Amount		Value
Airlines (Continued)
US Airways Group, Inc. Pass-Through Certificates (10-1A) (EETC) 6.25%		10/22/24		493,278	$	527,668

						1,637,385


Auto Manufacturers—1.2%
Ford Motor Credit Co. LLC
2.94%		01/08/19		900,000		900,180
3.20%		01/15/21		525,000		516,984
3.34%		03/28/22		645,000		623,823
3.66% (3 mo. USD LIBOR + 1.270%)⁽²⁾		03/28/22		345,000		344,714
8.13%		01/15/20		280,000		295,942
General Motors Co.
3.50%		10/02/18		500,000		500,000
4.88%		10/02/23		150,000		153,745

						3,335,388


Banks—8.7%
Bank of America Corp.
2.74% (3 mo. USD LIBOR + 0.370%)⁽²⁾		01/23/22		705,000		693,548
3.42% (3 mo. USD LIBOR + 1.040%)⁽²⁾		12/20/28		1,916,000		1,800,436
3.50% (3 mo. USD LIBOR + 0.630%)⁽²⁾		05/17/22		500,000		500,455
4.00%		04/01/24		406,000		410,361
4.27%⁽⁴⁾		07/23/29		175,000		174,719
Bank of New York Mellon Corp. (The) 2.60%		02/07/22		835,000		814,660
Citibank N.A. 3.40%		07/23/21		500,000		500,112
Citigroup, Inc.
2.05%		12/07/18		1,000,000		999,235
2.05%		06/07/19		500,000		497,620
8.50%		05/22/19		1,500,000		1,552,795
Goldman Sachs Group, Inc. (The)
2.30%		12/13/19		810,000		803,129
3.27% (3 mo. USD LIBOR + 1.200%)⁽²⁾		09/29/25		430,000		410,952
3.69% (3 mo. USD LIBOR + 1.510%)⁽²⁾		06/05/28		590,000		561,637
3.75%		05/22/25		750,000		735,679
JPMorgan Chase & Co.
3.22% (3 mo. USD LIBOR + 1.155%)⁽²⁾		03/01/25		380,000		367,721
3.51% (3 mo. USD LIBOR + 0.610%)⁽²⁾		06/18/22		560,000		560,795
3.54% (3 mo. USD LIBOR + 1.380%)⁽²⁾		05/01/28		690,000		658,388
3.90%		07/15/25		1,000,000		999,328
JPMorgan Chase Bank NA
2.59%^(2),(4)		02/13/20		1,130,000		1,130,673
2.60% (3 mo. USD LIBOR + 0.280%)⁽²⁾		02/01/21		1,130,000		1,121,767
Lloyds Bank PLC (United Kingdom) 5.80%⁽¹⁾		01/13/20		650,000		670,346
Lloyds Banking Group PLC (United Kingdom) 2.91% (3 mo. USD LIBOR + 0.814%)⁽²⁾		11/07/23		285,000		272,036
Morgan Stanley
3.12% (3 mo. USD LIBOR + 0.800%)⁽²⁾		02/14/20		380,000		380,917
3.63%		01/20/27		550,000		528,710
3.88%		04/29/24		400,000		398,479
7.30%		05/13/19		750,000		770,085
Santander UK Group Holdings PLC 3.37% (3 mo. USD LIBOR + 1.080%)⁽²⁾		01/05/24		435,000		418,115
Santander UK PLC 3.40%		06/01/21		975,000		971,547
UBS AG / Stamford CT (Switzerland) 2.38%		08/14/19		750,000		747,109
Wells Fargo & Co.
3.00%		10/23/26		750,000		696,697
3.00%		04/22/26		450,000		417,815
3.58% (3 mo. USD LIBOR + 1.310%)⁽²⁾		05/22/28		1,250,000		1,197,202
Wells Fargo Bank N.A.
2.40%		01/15/20		850,000		843,489
3.33%⁽⁴⁾		07/23/21		700,000		699,365

						24,305,922


Beverages—0.3%
Anheuser-Busch InBev Finance, Inc. 4.90%		02/01/46		469,000		474,414
Bacardi, Ltd. 5.30%⁽¹⁾		05/15/48		280,000		275,558

						749,972


Biotechnology—0.5%
Amgen, Inc. 4.40%		05/01/45		770,000		748,260
Baxalta, Inc. 2.88%		06/23/20		90,000		89,291
Celgene Corp. 4.63%		05/15/44		500,000		472,243

						1,309,794


Chemicals—0.2%
Axalta Coating Systems LLC 4.88%⁽¹⁾		08/15/24		275,000		270,875
Valvoline, Inc. 5.50%		07/15/24		210,000		211,323

						482,198


Commercial Services—0.3%
IHS Markit, Ltd.
4.00%⁽¹⁾		03/01/26		73,000		70,034
4.75%		08/01/28		120,000		120,550
5.00%⁽¹⁾		11/01/22		421,000		435,567
Matthews International Corp. 5.25%⁽¹⁾		12/01/25		130,000		126,750

						752,901


Computers—0.1%
Apple, Inc. 3.00%		11/13/27		400,000		380,134


Cosmetics/Personal Care—0.0%
First Quality Finance Co., Inc. 5.00%⁽¹⁾		07/01/25		144,000		135,000


Diversified Financial Services—0.7%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust (Ireland) 4.50%		05/15/21		300,000		305,625
Air Lease Corp.
2.13%		01/15/20		500,000		492,281
3.50%		01/15/22		490,000		486,815

See accompanying Notes to Schedule of Investments.

TCW Strategic Income Fund, Inc.

SCHEDULE OF INVESTMENTS SEPTEMBER 30, 2018 (UNAUDITED) (CONT’D)


Issues	Maturity Date		Principal Amount		Value
Diversified Financial Services (Continued)
Raymond James Financial, Inc. 5.63%		04/01/24		650,000	$	702,182

						1,986,903


Electric—0.5%
FirstEnergy Transmission LLC 4.35%⁽¹⁾		01/15/25		750,000		758,628
NextEra Energy Operating Partners LP 4.50%⁽¹⁾		09/15/27		148,000		142,450
Puget Energy, Inc. 6.00%		09/01/21		500,000		531,886

						1,432,964


Engineering & Construction—0.3%
Heathrow Funding, Ltd. (United Kingdom) 4.88%⁽¹⁾		07/15/23		700,000		727,013


Entertainment—0.3%
GLP Capital LP / GLP Financing II, Inc.
5.30%		01/15/29		210,000		211,659
5.38%		04/15/26		470,000		478,465
Rivers Pittsburgh Borrower LP / Rivers Pittsburgh Finance Corp. 6.13%⁽¹⁾		08/15/21		125,000		125,000

						815,124


Environmental Control—0.1%
Clean Harbors, Inc. 5.13%		06/01/21		135,000		135,675
GFL Environmental, Inc. 5.38%⁽¹⁾		03/01/23		160,000		150,800

						286,475


Food—1.3%
Chobani LLC / Chobani Finance Corp., Inc. 7.50%⁽¹⁾		04/15/25		88,000		80,300
Conagra Brands, Inc. 2.84% (3 mo. USD LIBOR + 0.500%)⁽²⁾		10/09/20		650,000		648,738
General Mills, Inc. 4.20%		04/17/28		420,000		414,379
Kraft Heinz Foods Co.
3.00%		06/01/26		400,000		365,735
4.63%		01/30/29		455,000		455,168
6.38%		07/15/28		210,000		235,672
Lamb Weston Holdings, Inc. 4.63%⁽¹⁾		11/01/24		120,000		117,750
Mondelez International Holdings Netherlands BV 1.63%⁽¹⁾		10/28/19		900,000		887,145
Post Holdings, Inc.
5.63%⁽¹⁾		01/15/28		154,000		148,610
5.75%⁽¹⁾		03/01/27		130,000		127,888

						3,481,385


Forest Products & Paper—0.3%
Georgia-Pacific LLC 2.54%⁽¹⁾		11/15/19		800,000		794,668


Healthcare-Products—0.2%
Becton Dickinson and Co. 3.26%^(2),(4)		12/29/20		400,000		400,618
Hill-Rom Holdings, Inc. 5.75%⁽¹⁾		09/01/23		130,000		134,069
Hologic, Inc. 4.63%⁽¹⁾		02/01/28		70,000		65,887

						600,574


Healthcare-Services—1.7%
Anthem, Inc. 3.65%		12/01/27		430,000		409,920
Catalent Pharma Solutions, Inc. 4.88%⁽¹⁾		01/15/26		90,000		87,075
Centene Corp.
4.75%		05/15/22		129,000		131,096
4.75%		01/15/25		39,000		39,000
5.63%		02/15/21		115,000		117,300
Cigna Corp. 3.05%		10/15/27		430,000		388,577
Halfmoon Parent, Inc. 4.13%⁽¹⁾		11/15/25		750,000		749,007
HCA, Inc.
4.75%		05/01/23		300,000		306,000
5.00%		03/15/24		112,000		115,080
5.25%		04/15/25		71,000		73,396
6.50%		02/15/20		167,000		174,181
Humana, Inc. 2.90%		12/15/22		435,000		421,898
Molina Healthcare, Inc. 5.38%		11/15/22		140,000		143,150
NYU Hospitals Center 4.43%		07/01/42		700,000		705,388
Tenet Healthcare Corp.
4.63%		07/15/24		234,000		228,150
4.75%		06/01/20		50,000		50,563
Universal Health Services, Inc. 3.75%⁽¹⁾		08/01/19		500,000		500,312
WellCare Health Plans, Inc.
5.25%		04/01/25		122,000		124,288
5.38%⁽¹⁾		08/15/26		27,000		27,608

						4,791,989


Household Products/Wares—0.1%
Central Garden & Pet Co.
5.13%		02/01/28		84,000		80,220
6.13%		11/15/23		158,000		163,727
Spectrum Brands, Inc. 6.13%		12/15/24		75,000		76,875

						320,822


Insurance—0.7%
Berkshire Hathaway Finance Corp. 4.20%		08/15/48		400,000		398,252
Farmers Exchange Capital 7.05%⁽¹⁾		07/15/28		500,000		581,727
Nationwide Mutual Insurance Co. 4.62% (3 mo. USD LIBOR + 2.290%)^(1),(2)		12/15/24		1,000,000		1,003,750

						1,983,729


Internet—0.1%
Zayo Group LLC / Zayo Capital, Inc. 5.75%⁽¹⁾		01/15/27		140,000		140,350


Machinery-Diversified—0.0%
Titan Acquisition, Ltd. / Titan Co-Borrower LLC 7.75%⁽¹⁾		04/15/26		140,000		122,325


Media—0.9%
Altice US Finance I Corp. (Luxembourg) 5.50%⁽¹⁾		05/15/26		200,000		200,250
CCO Holdings LLC / CCO Holdings Capital Corp.
5.00%⁽¹⁾		02/01/28		86,000		81,163
5.13%⁽¹⁾		05/01/27		290,000		275,135

See accompanying Notes to Schedule of Investments.

TCW Strategic Income Fund, Inc.

SCHEDULE OF INVESTMENTS SEPTEMBER 30, 2018 (UNAUDITED) (CONT’D)


Issues	Maturity Date		Principal Amount		Value
Media (Continued)
Charter Communications Operating LLC / Charter Communications Operating Capital
4.50%		02/01/24		1,000,000	$	1,007,227
6.48%		10/23/45		150,000		161,743
Comcast Corp. 2.35%		01/15/27		280,000		246,576
Discovery Communications LLC 2.80%⁽¹⁾		06/15/20		345,000		341,636
Sirius XM Radio, Inc. 3.88%⁽¹⁾		08/01/22		130,000		128,121

						2,441,851


Miscellaneous Manufacturers—0.6%
General Electric Capital Corp. 2.79% (3 mo. USD LIBOR + 0.480%)⁽²⁾		08/15/36		2,000,000		1,667,142


Oil & Gas — 0.4%
Antero Resources Corp. 5.13%		12/01/22		40,000		40,770
Centennial Resource Production LLC 5.38%⁽¹⁾		01/15/26		80,000		79,600
CrownRock LP / CrownRock Finance, Inc. 5.63%⁽¹⁾		10/15/25		72,000		70,203
Endeavor Energy Resources LP / EER Finance, Inc. 5.50%⁽¹⁾		01/30/26		140,000		140,700
Gulfport Energy Corp. 6.38%		05/15/25		35,000		34,431
Matador Resources Co. 5.88%⁽¹⁾		09/15/26		84,000		85,260
Newfield Exploration Co.
5.63%		07/01/24		55,000		58,094
5.75%		01/30/22		135,000		141,919
Parsley Energy LLC / Parsley Finance Corp.
5.25%⁽¹⁾		08/15/25		130,000		130,000
5.63%⁽¹⁾		10/15/27		65,000		65,366
Sunoco LP / Sunoco Finance Corp. 5.88%⁽¹⁾		03/15/28		140,000		135,275
Transocean Pontus, Ltd. 6.13%⁽¹⁾		08/01/25		85,000		86,593
WPX Energy, Inc. 5.75%		06/01/26		73,000		74,186

						1,142,397


Oil & Gas Services—0.1%
Transocean Proteus, Ltd. 6.25%⁽¹⁾		12/01/24		165,750		169,272
USA Compression Partners LP / USA Compression Finance Corp. 6.88%⁽¹⁾		04/01/26		142,000		147,148

						316,420


Packaging & Containers—0.7%
Amcor Finance USA, Inc. 3.63%⁽¹⁾		04/28/26		400,000		377,726
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc. (Ireland) 4.63%⁽¹⁾		05/15/23		300,000		298,875
Ball Corp. 4.00%		11/15/23		90,000		88,200
Berry Global, Inc. 4.50%⁽¹⁾		02/15/26		192,000		182,880
Berry Plastics Corp. 5.13%		07/15/23		65,000		65,731
Crown Americas LLC / Crown Americas Capital Corp. V 4.25%		09/30/26		100,000		91,750
Graphic Packaging International, Inc. 4.13%		08/15/24		280,000		273,700
Multi-Color Corp. 4.88%⁽¹⁾		11/01/25		140,000		131,250
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer S.A. (Luxembourg) 5.75%		10/15/20		397,334		397,831
Sealed Air Corp. 5.50%⁽¹⁾		09/15/25		140,000		142,450

						2,050,393


Pharmaceuticals—1.7%
AbbVie, Inc. 4.88%		11/14/48		275,000		270,860
Actavis Funding SCS (Luxembourg) 3.80%		03/15/25		500,000		490,315
AstraZeneca PLC (United Kingdom) 3.13%		06/12/27		417,000		388,644
Bayer US Finance II LLC 4.38%⁽¹⁾		12/15/28		565,000		554,466
CVS Health Corp.
2.25%		08/12/19		750,000		745,992
5.05%		03/25/48		705,000		723,870
Shire Acquisitions Investments Ireland DAC (Ireland)
1.90%		09/23/19		500,000		494,772
2.40%		09/23/21		350,000		338,301
Teva Pharmaceutical Finance IV LLC (Israel) 2.25%		03/18/20		300,000		291,944
Valeant Pharmaceuticals International, Inc. (Canada)
5.50%⁽¹⁾		11/01/25		141,000		141,529
5.88%⁽¹⁾		05/15/23		11,000		10,739
6.13%⁽¹⁾		04/15/25		300,000		286,500
9.25%⁽¹⁾		04/01/26		43,000		46,601

						4,784,533


Pipelines—1.9%
Enbridge Energy Partners LP 5.88%		10/15/25		50,000		54,958
Energy Transfer Equity LP 5.50%		06/01/27		283,000		294,405
EQT Midstream Partners LP 4.13%		12/01/26		500,000		471,562
Kinder Morgan, Inc. 5.63%⁽¹⁾		11/15/23		500,000		534,299
NGPL PipeCo LLC 4.38%⁽¹⁾		08/15/22		190,000		192,375
Pipeline Funding Co. LLC 7.50%⁽¹⁾		01/15/30		474,400		553,915
Plains All American Pipeline LP / PAA Finance Corp. 4.65%		10/15/25		500,000		507,140
Rockies Express Pipeline LLC
5.63%⁽¹⁾		04/15/20		585,000		604,012
6.00%⁽¹⁾		01/15/19		95,000		95,736
Sabine Pass Liquefaction LLC 5.63%		03/01/25		400,000		427,375
Sunoco Logistics Partners Operations LP 5.40%		10/01/47		500,000		492,400
Targa Resources Partners LP / Targa Resources Partners Finance Corp. 5.88%⁽¹⁾		04/15/26		54,000		55,758
Texas Eastern Transmission LP 2.80%⁽¹⁾		10/15/22		300,000		288,168
TransMontaigne Partners LP / TLP Finance Corp. 6.13%		02/15/26		140,000		132,650

See accompanying Notes to Schedule of Investments.

TCW Strategic Income Fund, Inc.

SCHEDULE OF INVESTMENTS SEPTEMBER 30, 2018 (UNAUDITED) (CONT’D)


Issues	Maturity Date		Principal Amount		Value
Pipelines (Continued)
Williams Partners LP 6.30%		04/15/40		400,000	$	454,621

						5,159,374


REIT—3.3%
Alexandria Real Estate Equities, Inc. 2.75%		01/15/20		1,000,000		991,222
American Campus Communities Operating Partnership LP 3.75%		04/15/23		300,000		296,491
American Tower Corp. 3.00%		06/15/23		435,000		419,241
Boston Properties LP 3.20%		01/15/25		290,000		276,730
CC Holdings GS V LLC / Crown Castle GS III Corp. 3.85%		04/15/23		500,000		497,209
Education Realty Operating Partnership LP 4.60%		12/01/24		750,000		772,688
HCP, Inc.
3.75%		02/01/19		500,000		501,035
4.25%		11/15/23		630,000		632,148
Healthcare Trust of America Holdings LP 2.95%		07/01/22		710,000		686,640
Host Hotels & Resorts LP 6.00%		10/01/21		400,000		421,686
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer, Inc. 5.63%		05/01/24		135,000		138,881
Piedmont Operating Partnership LP 3.40%		06/01/23		425,000		408,228
SBA Communications Corp. 4.00%		10/01/22		344,000		337,550
Ventas Realty LP / Ventas Capital Corp. 2.70%		04/01/20		750,000		743,712
VEREIT Operating Partnership LP 3.00%		02/06/19		280,000		279,902
WEA Finance LLC / Westfield UK & Europe Finance PLC 2.70%⁽¹⁾		09/17/19		650,000		648,266
Welltower, Inc. 4.13%		04/01/19		1,000,000		1,003,245

						9,054,874


Retail—0.9%
1011778 BC ULC / New Red Finance, Inc. (Canada) 4.25%⁽¹⁾		05/15/24		230,000		218,500
Cumberland Farms, Inc. 6.75%⁽¹⁾		05/01/25		175,000		180,141
KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC
4.75%⁽¹⁾		06/01/27		30,000		28,913
5.00%⁽¹⁾		06/01/24		50,000		49,719
Party City Holdings, Inc. 6.63%⁽¹⁾		08/01/26		90,000		91,350
Rite Aid Corp. 6.13%⁽¹⁾		04/01/23		354,000		319,042
Walgreens Boots Alliance, Inc.
3.45%		06/01/26		755,000		717,646
4.80%		11/18/44		225,000		218,365
Walmart, Inc. 3.55%		06/26/25		620,000		623,630

						2,447,306


Semiconductors—0.3%
Broadcom Corp. / Broadcom Cayman Finance, Ltd. 2.38%		01/15/20		575,000		568,429
NXP BV / NXP Funding LLC (Netherlands) 4.13%⁽¹⁾		06/01/21		200,000		200,284

						768,713


Software—0.2%
Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. 5.75%⁽¹⁾		03/01/25		82,000		81,590
First Data Corp. 5.00%⁽¹⁾		01/15/24		181,000		182,810
IMS Health, Inc. 5.00%⁽¹⁾		10/15/26		200,000		196,730
MSCI, Inc. 4.75%⁽¹⁾		08/01/26		67,000		66,665

						527,795


Telecommunications—1.7%
AT&T, Inc.
4.35%		06/15/45		400,000		345,752
4.75%		05/15/46		675,000		618,977
5.25%		03/01/37		705,000		704,621
Intelsat Jackson Holdings S.A. (Luxembourg)
5.50%		08/01/23		101,000		93,299
9.75%⁽¹⁾		07/15/25		100,000		106,125
Level 3 Financing, Inc.
5.13%		05/01/23		50,000		50,438
5.38%		01/15/24		136,000		136,340
Sprint Capital Corp. 6.88%		11/15/28		104,000		104,780
Sprint Communications, Inc. 9.00%⁽¹⁾		11/15/18		443,000		446,876
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 4.74%⁽¹⁾		03/20/25		565,000		566,158
T-Mobile USA, Inc.
4.50%		02/01/26		113,000		107,491
4.75%		02/01/28		170,000		159,809
Verizon Communications, Inc.
4.13%		08/15/46		710,000		637,448
5.25%		03/16/37		420,000		448,118
Vodafone Group PLC (United Kingdom) 4.38%		05/30/28		280,000		276,401

						4,802,633


Transportation—0.1%
Union Pacific Corp. 3.95%		09/10/28		280,000		281,934


Total Corporate Bonds (Cost: $94,816,360)						88,024,804


MUNICIPAL BONDS—2.4%
Alabama Economic Settlement Authority, Revenue Bond 4.26%		09/15/32		705,000		719,227
City of New York, New York, Build America Bonds 6.65%		12/01/31		1,000,000		1,065,050
Florida’s Turnpike Enterprise, Build America Bonds 6.80%		07/01/39		460,000		473,036
Metropolitan Water District of Southern California, Build America Bonds 6.54%		07/01/39		500,000		513,325
New York City Transitional Finance Authority Future Tax Secured Revenue, Revenue Bond 5.01%		08/01/27		800,000		874,624
New York City Water and Sewer System, Build America Bonds 6.49%		06/15/42		800,000		841,176
New York State Dormitory Authority, Revenue Bond 5.29%		03/15/33		1,000,000		1,130,190

See accompanying Notes to Schedule of Investments.

TCW Strategic Income Fund, Inc.

SCHEDULE OF INVESTMENTS SEPTEMBER 30, 2018 (UNAUDITED) (CONT’D)


Issues	Maturity Date		Principal Amount		Value
MUNICIPAL BONDS (Continued)
State of California, General Obligation 7.95%		03/01/36		1,000,000	$	1,066,190

Total Municipal Bonds (Cost: $7,111,745)						6,682,818

Total Fixed Income Securities (Cost: $267,707,343)						278,160,960

			Shares
MONEY MARKET INVESTMENTS—0.7%
State Street Institutional U.S. Government Money Market Fund—Premier Class, 1.97%⁽⁸⁾				1,937,093		1,937,093

Total Money Market Investments (Cost: $1,937,093)						1,937,093

Issues	Maturity Date		Principal Amount
SHORT TERM INVESTMENTS—0.5%

U.S. TREASURY SECURITIES—0.5%
U.S. Treasury Bill
2.08%^(9),(10)		12/13/18	$	407,000		405,249
2.21%⁽⁹⁾		01/31/19		985,000		977,594

Total U.S. Treasury Securities (Cost: $1,382,906)						1,382,843

Total Short Term Investments (Cost: $1,382,906)						1,382,843


Total Investments (101.3%) (Cost: $271,027,342)						281,480,896
Liabilities In Excess Of Other Assets (-1.3%)						(3,486,620	)


Net Assets (100.0%)					$	277,994,276

See accompanying Notes to Schedule of Investments.

TCW Strategic Income Fund, Inc.

SCHEDULE OF INVESTMENTS SEPTEMBER 30, 2018 (UNAUDITED) (CONT’D)


FUTURES CONTRACTS—EXCHANGE TRADED
Number of Contracts	Type	Expiration Date	Notional Contract Value	Market Value	Net Unrealized Appreciation (Depreciation)
Long Futures
32	S&P 500 E-Mini Index Futures	12/21/18	$ 4,610,301	$4,670,400	$ 60,099

Short Futures
63	10-Year U.S. Treasury Note Futures	12/19/18	$ (8,041,730)	$(7,938,000)	$ 103,730
43	5-Year U.S. Treasury Note Futures	12/31/18	(4,837,600)	(4,836,492)	1,108
28	U.S. Ultra Long Bond Futures	12/19/18	(4,466,516)	(4,319,875)	146,641

			$ (17,345,846)	$(17,094,367)	$ 251,479

Notes to Schedule of Investments:


(1)				Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold, normally only to qualified institutional buyers. At September 30, 2018, the value of these securities amounted to $68,429,393 or 24.6% of net assets. These securities are determined to be liquid by the Advisor, unless otherwise noted, under procedures established by and under the general supervision of the Fund’s Board of Directors.
(2)				Floating or variable rate security. The interest shown reflects the rate in effect at September 30, 2018.
(3)				For fair value measurement disclosure purposes, security is categorized as Level 3.
(4)				Variable rate security. Interest rate disclosed is as of the most recent information available. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
(5)				Security is not accruing interest.
(6)				Restricted security (Note 2).
(7)				A portion of the principal balance has been written-off during the period due to defaults in the underlying loans. Cost basis has been adjusted.
(8)				Rate disclosed is the 7-day net yield as of September 30, 2018.
(9)				Rate shown represents yield-to-maturity.
(10)				All or a portion of this security is held as collateral for open futures contracts.
ABS				- Asset-Backed Securities.
ACES				- Alternative Credit Enhancement Securities.
CLO				- Collateralized Loan Obligation.
EETC				- Enhanced Equipment Trust Certificate.
I/F				- Inverse Floating rate security whose interest rate moves in the opposite direction of prevailing interest rates.
I/O				- Interest Only Security.
PAC				- Planned Amortization Class.
TAC				- Target Amortization Class.

See accompanying Notes to Schedule of Investments.

TCW Strategic Income Fund, Inc.


Investments by Industry (Unaudited)		September 30, 2018


Industry	Percentage of Net Assets
Residential Mortgage-Backed Securities—Non-Agency		43.2	%
Asset-Backed Securities		11.6
Banks		8.7
Commercial Mortgage-Backed Securities—Agency		6.6
Commercial Mortgage-Backed Securities—Non-Agency		3.8
REIT		3.3
Municipal Bonds		2.4
Pipelines		1.9
Healthcare-Services		1.7
Pharmaceuticals		1.7
Telecommunications		1.7
Food		1.3
Auto Manufacturers		1.2
Media		0.9
Retail		0.9
Residential Mortgage-Backed Securities—Agency		0.8
Diversified Financial Services		0.7
Insurance		0.7
Packaging & Containers		0.7
Airlines		0.6
Miscellaneous Manufacturers		0.6
Aerospace/Defense		0.5
Biotechnology		0.5
Electric		0.5
Oil & Gas		0.4
Beverages		0.3
Commercial Services		0.3
Engineering & Construction		0.3
Entertainment		0.3
Forest Products & Paper		0.3
Semiconductors		0.3
Agriculture		0.2
Chemicals		0.2
Healthcare-Products		0.2
Software		0.2
Computers		0.1
Environmental Control		0.1
Household Products/Wares		0.1
Internet		0.1
Oil & Gas Services		0.1
Transportation		0.1
Advertising		0.0	*
Cosmetics/Personal Care		0.0	*
Machinery-Diversified		0.0	*
Money Market Investments		0.7
Short-Term Investments		0.5

Total		101.3	%

*	Value rounds to less than 0.1% of net assets.

See accompanying notes to Schedule of Investments.

TCW Strategic Income Fund, Inc.


Fair Valuation Summary (Unaudited)		September 30, 2018

The following is a summary of the fair valuations according to the inputs used as of September 30, 2018 in valuing the Fund’s investments:


Description	Quoted Prices in Active Markets for Identical Assets (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Total
Fixed Income Securities
Asset-Backed Securities	$	—	$	31,952,761	$	415,885	$	32,368,646
Mortgage-Backed Securities
Commercial Mortgage-Backed Securities—Agency		—		18,167,005		—		18,167,005
Commercial Mortgage-Backed Securities—Non-Agency		—		10,434,549		—		10,434,549
Residential Mortgage-Backed Securities—Agency		—		2,314,881		—		2,314,881
Residential Mortgage-Backed Securities—Non-Agency		—		115,217,126		4,951,131		120,168,257

Total Mortgage-Backed Securities		—		146,133,561		4,951,131		151,084,692

Corporate Bonds*		—		88,024,804		—		88,024,804
Municipal Bonds		—		6,682,818		—		6,682,818

Total Fixed Income Securities		—		272,793,944		5,367,016		278,160,960

Money Market Investments		1,937,093		—		—		1,937,093

Short-Term Investments		1,382,843		—		—		1,382,843

Total Investments		3,319,936		272,793,944		5,367,016		281,480,896

Asset Derivatives
Futures
Equity Risk		60,099		—		—		60,099
Interest Rate Risk		251,479		—		—		251,479

Total	$	3,631,514	$	272,793,944	$	5,367,016	$	281,792,474

*	See Schedule of Investments for corresponding industries.

See accompanying Notes to Schedule of Investments.


Notes to Schedule of Investments (Unaudited)		September 30, 2018

Note 1 — Security Valuation

Securities traded on national exchanges are valued at the last reported sales price. Securities traded on the NASDAQ Stock Market (“NASDAQ”) are valued using the NASDAQ Official Closing Price, which may not be the last reported sales price. Other securities, including short-term investments and forward currency contracts, which are traded over-the-counter (“OTC”) are valued, at the mean of the current bid and asked prices as furnished by independent pricing services or by dealer quotations. Futures contracts are valued at the official settlement price of the exchange where they are traded.

Securities for which market quotations are not readily available, including circumstances under which it is determined by TCW Investment Management Company LLC (the “Advisor”) that prices received are not reflective of their market values, are valued by the Advisor’s Pricing Committee in accordance with the guidelines established by the Board’s Valuation Committee and under the general oversight of the Board.

Fair value is defined as the price that the Fund would receive upon selling an investment in a timely transaction to an independent buyer in the principal or most advantageous market for the investment. In accordance with the authoritative guidance on fair value measurements and disclosures under the accounting principles generally accepted (“GAAP”) the Fund discloses investments in a three-tier hierarchy. This hierarchy is utilized to establish classification of fair value measurement broadly based on inputs that market participants would use in pricing the asset or liability, including assumptions about risk. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity’s own assumptions in pricing the asset or liability developed based on the best information available in the circumstances.

The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

Level 1 — quoted prices in active markets for identical investments.

Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

Level 3 — significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments).

Changes in valuation techniques may result in transfers in or out of an investment’s assigned level within the hierarchy. The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments and the determination of the significance of a particular input to the fair value measurement in its entirety requires judgment and consideration of factors specific to each security.

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3.

In periods of market dislocation, the observability of prices and inputs may be reduced for many instruments. This condition, as well as changes related to liquidity of investments, could cause a security to be reclassified between Level 1, Level 2, or Level 3.

In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the level in the fair value hierarchy is determined based on the lowest level input that is significant to the fair value measurement.

Fair Value Measurements: Descriptions of the valuation techniques applied to the Fund’s major categories of assets and liabilities on a recurring basis is as follows:

Asset-backed securities (“ABS”) and mortgage-backed securities (“MBS”). The fair value of ABS and MBS is estimated based on pricing models that consider the estimated cash flows of each debt tranche of the issuer, establish a benchmark yield, and develop an estimated tranche specific spread to the benchmark yield based on the unique attributes of the tranche including, but not limited to, the prepayment speed assumptions and attributes of the collateral. To the extent the inputs are observable and timely, the values would be categorized in Level 2 of the fair value hierarchy; otherwise, they would be categorized in Level 3.

Corporate bonds. The fair value of corporate bonds is estimated using recently executed transactions, market price quotations (where observable), bond spreads, or credit default swap spreads adjusted for any basis difference between cash and derivative instruments. Corporate bonds are generally categorized in Level 2 of the fair value hierarchy.

Futures contracts. Futures contracts are generally valued at the settlement price established at the close of business each day by the exchange on which they are traded. As such, they are categorized in Level 1.

Government and agency securities. Government and agency securities are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, quoted market prices, and reference data. Accordingly, government and agency securities are normally categorized in Level 1 or 2 of the fair value hierarchy depending on the liquidity and transparency of the market.

Money market funds. Money market funds are open-end mutual funds that invest in short-term debt securities. To the extent that these funds are valued based upon the reported net asset value (“NAV”), they are categorized in Level 1 of the fair value hierarchy.

Municipal bonds. Municipal bonds are fair valued based on pricing models that take into account, among other factors, information received from market makers and broker-dealers, current trades, bid wants lists, offerings, market movements, the callability of the bond, state of issuance, benchmark yield curves, and bond insurance. To the extent that these inputs are observable and timely, the fair values of municipal bonds would be categorized in Level 2; otherwise, the fair values would be categorized in Level 3.

Restricted securities. Restricted securities, including illiquid Rule 144A securities, issued by non-public entities are included in Level 3 of the fair value hierarchy because they trade infrequently, and therefore, the inputs are unobservable. Any other restricted securities valued similar to publicly traded securities may be categorized in Level 2 or 3 of the fair value hierarchy depending on whether a discount is applied and significant to the fair value.

Short-term investments. Short-term investments are valued using market price quotations, and are reflected in Level 2 of the fair value hierarchy.

The summary of the inputs used as of September 30, 2018 is listed after the Investments by Sector or Industry table.

The Fund did not have any transfers in and out of Level 1 and Level 2 of the fair value hierarchy during the period ended September 30, 2018.

The following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining value:


	Asset-Backed Securities			Commercial Mortgage- Backed Securities — Non-Agency			Residential Mortgage-Backed Securities — Non- Agency			Total
Balance as of December 31, 2017	$	473,172		$	4,070,594		$	3,906,290			8,450,056
Accrued Discounts (Premiums)		—			(145,239	)		(548,161	)		(693,400	)
Realized Gain (Loss)		—			—			—			—
Change in Unrealized Appreciation (Depreciation)		(57,287	)		(746,184	)		(406,156	)		(1,209,627	)
Purchases		—			—			1,999,158			1,999,158
Sales		—			—			—			—
Transfers in to Level 3 ⁽¹⁾		—			—			—			—
Transfers out of Level 3 ⁽¹⁾		—			(3,179,171	)		—			(3,179,171	)

Balance as of September 30, 2018	$	415,885		$	—		$	4,951,131		$	5,367,016

Change in Unrealized Appreciation (Depreciation) from Investments Still Held at September 30, 2018	$	(57,287	)	$	—		$	(406,156	)	$	(463,443	)

⁽¹⁾	The Fund recognizes transfers in and out at the beginning of the period.

Significant unobservable valuation inputs for Level 3 investments as of September 30, 2018, are as follows:


Description	Fair Value at September 30, 2018		Valuation Techniques*		Unobservable Input		Price or Price Range		Weighted Average Price
Asset-Backed Securities	$	415,885		Third-party Broker		Broker Quotes	$	31.00 – $33.00	$	31.809
Residential Mortgage-Backed Securities—Non-Agency (Interest Only Collateral Strip Rate Securities)	$	2,277,709		Third-party Vendor		Vendor Prices	$	0.30 – $15.25	$	2.348
Residential Mortgage-Backed Securities—Non-Agency (Interest Only Securities)	$	2,673,422		Third-party Vendor		Vendor Prices	$	0.62 – $11.69	$	3.378

*	The valuation technique employed on the Level 3 securities involves the use of third-party broker quotes and vendor prices. The Advisor monitors the effectiveness of third-party brokers and vendor prices using the Advisor’s own model and inputs.

Derivative Instruments: Derivatives are financial instruments whose values are based on the values of one or more indicators, such as a security, asset, currency, interest rate, or index. Derivative transactions can create investment leverage and may be highly volatile. It is possible that a derivative transaction will result in a loss greater than the principal amount invested. The Fund may not be able to close out a derivative transaction at a favorable time or price.

For the period ended September 30, 2018, the Fund had derivatives and transactions in derivatives, grouped in the following risk categories:

Asset Derivatives


	Equity Risk		Interest Rate Risk		Total
Futures Contracts	$	60,099	$	251,479	$	311,578


Total Value	$	60,099	$	251,479	$	311,578


Outstanding Contracts⁽¹⁾
Futures Contracts		32		96		128

(1)	Amount disclosed represents average number of contracts which are representative of the volume traded for the period ended September 30, 2018.

Forward Foreign Currency Contracts: The Fund enters into forward foreign currency contracts as a hedge against fluctuations in foreign exchange rates. Forward foreign currency contracts are marked to market daily and the change in market value is recorded by the Fund as unrealized gains or losses in the Statement of Assets and Liabilities. When a contract is closed or delivery is taken, the Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of the foreign currency relative to the U.S. dollar. There are no foreign currency forward contracts as of September 30, 2018.

Futures Contracts: The Fund seeks to manage a variety of different risks or obtain exposure through the use of futures contracts. The Fund may use index futures to hedge against broad market risks to its portfolio or to gain broad market exposure when it holds uninvested cash or as an inexpensive substitute for cash investments directly in securities or other assets. Securities index futures contracts are contracts to buy or sell units of a securities index at a specified future date at a price agreed upon when the contract is made and are settled in cash. Positions in futures may be closed out only on an exchange or board of trade which provides a secondary market for such futures. Because futures contracts are exchange-traded, they typically have minimal exposure to counterparty risk. Parties to a futures contract are not required to post the entire notional amount of the contract, but rather a small percentage of that amount (by way of margin), both at the time they enter into futures transactions, and then on a daily basis if their positions decline in value; as a result, futures contracts are highly leveraged. Such payments are known as variation margin and are recorded by the Fund as unrealized gains or losses. Because futures markets are highly leveraged, they can be extremely volatile, and there can be no assurance that the pricing of a futures contract will correlate precisely with the pricing of the asset or index underlying it or the asset or liability of the Fund that is the subject of the hedge. It may not always be possible for the Fund to enter into a closing transaction with respect to a futures contract it has entered into at a favorable time or price. When the Fund enters into a futures transaction, it is subject to the risk that the value of the futures contract will move in a direction unfavorable to it.

When the Fund uses futures contracts for hedging purposes, it is likely that the Fund will have an asset or liability that will offset any loss (or gain) on the transactions, at least in part. When a futures contract is closed, the Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. During the period ended September 30, 2018, the Fund used S&P 500 Index futures to gain exposure to the equity market. The Fund also utilized treasury and other bond futures to help manage interest rate duration and credit market exposure. Futures contracts outstanding as of September 30, 2018 are listed in the Fund’s Schedule of Investments.

The Fund may execute transactions in both listed and OTC markets. Listed options involve minimal counterparty risk since listed options are guaranteed against default by the exchange on which they trade. Transactions in certain OTC options may expose the Fund to the risk of default by the counterparty to the transaction. In the event of default by the counterparty to the OTC option transaction, the Fund’s maximum amount of loss as purchaser is the premium paid plus any unrealized gain. During the period ended September 30, 2018, the Fund did not purchase or write any option contracts.

Mortgage-Backed Securities: The Fund may invest in mortgage pass-through securities 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 Ginnie Mae, Freddie Mac or 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. Investors holding the longer maturity classes usually receive principal only after shorter classes have been retired. An investor may be partially protected against a sooner than desired return of principal because of the sequential payments. The Fund may invest in stripped MBS. Stripped MBS are usually structured with two classes that receive different proportions of the interest and principal distributions on a pool of mortgage assets. In certain cases, one class will receive all of the interest (the interest only or “IO” class), while the other class will receive all of the principal (the principal-only or “PO” class). The yield to maturity on IOs is sensitive to the rate of principal prepayments (including prepayments) on the related underlying mortgage assets, and principal payments may have a material effect on yield to maturity. If the underlying mortgage assets experience greater than anticipated prepayments of principal, the Fund may not fully recoup its initial investment in IOs.

When-Issued, Delayed-Delivery, and Forward Commitment Transactions: The Fund may enter into when issued, delayed-delivery or forward commitment transactions in order to lock in the purchase price of the underlying security or to adjust the interest rate exposure of the Fund’s existing portfolio. In when-issued, delayed-delivery, or forward commitment transactions, the Fund commits to purchase particular securities, with payment and delivery to take place at a future date. Although the Fund does not pay for the securities or start earning interest on them until they are delivered, it immediately assumes the risks of ownership, including the risk of price fluctuation. If the Fund’s counterparty fails to deliver a security purchased on a when issued, delayed-delivery or forward commitment basis, there may be a loss, and the Fund may have missed an opportunity to make an alternative investment.

Prior to settlement of these transactions, the value of the subject securities will fluctuate. In addition, because the Fund is not required to pay for when-issued, delayed-delivery or forward commitment securities until the delivery date, they may result in a form of leverage. To guard against this deemed leverage, the Fund monitors the obligations under these transactions and ensures that the Fund has sufficient liquid assets to cover them.

Security Lending: The Fund may lend its securities to qualified brokers. The loans must be collateralized at all times primarily with cash although the Fund can accept money market instruments or U.S. government securities with a market value at least equal to the market value of the securities on loan. As with any extensions of credit, the Fund may bear the risk of delay in recovery or even loss of rights in the collateral if the borrowers of the securities fail financially. The Fund earns additional income for lending its securities by investing the cash collateral in short-term investments. The Fund did not lend any securities during the period ended September 30, 2018.

Note 2 — Restricted Securities

The Fund is permitted to invest in securities that have legal or contractual restrictions on resale. These securities may be sold privately, but are required to be registered before being sold to the public (exemption rules apply). Private placement securities are generally considered to be restricted except for those securities traded between qualified institutional investors under the provisions of Rule 144A of the Securities Act of 1933, as amended (the “Securities Act”). However, the Fund considers 144A securities to be restricted if those securities have been deemed illiquid by the Advisor. Disposal of these securities may involve time consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Restricted securities outstanding at September 30, 2018 are listed below:


Issuer Description	Acquisition Date		Acquisition Cost		Aggregate Value		Percentage of Net Assets
Citigroup Commercial Mortgage Trust, (12-GC8-XA), 1.814%, due 09/10/45		2/13/2015-2/26/2015	$	352,593	$	191,860		0.1	%
Four Times Square Trust Commercial Mortgage Pass-Through Certificates (06-4TS-X) , 0.364% due 12/13/28		3/22/2018-6/19/2018		299,518		259,417		0.1	%
GS Mortgage Securities Trust GSMS (12-SHOP-XA), 1.438% due 06/05/31		6/19/2018		433,830		261,119		0.1	%
GS Mortgage Securities Trust GSMS (12-GC6-XB), 0.257% due 01/10/2045		2/1/2018		141,354		122,672		0.0	%
JPMorgan Chase Commercial Mortgage Securities Trust, (09-IWST-XA), 1.873%, due 12/05/27		3/23/2017		540,848		249,549		0.1	%
JPMorgan Chase Commercial Mortgage Securities Trust, (12-HSBC-XA), 1.431%, due 07/05/2032		10/11/2017		275,217		216,395		0.1	%
Morgan Stanley Capital I Trust (12-C4-XA), 2.271% due 03/15/45		5/16/2018		358,849		319,043		0.1	%
UBS Commercial Mortgage Trust (12-C1-XA) , 2.271%, due 05/10/45		6/27/2017		426,547		343,045		0.1	%
WFRBS Commercial Mortgage Trust (12-C8-XA) 1.8514% due 08/15/2045		12/22/2017		317,481		265,091		0.1	%

			$	3,146,237	$	2,228,191		0.8	%

Item 2.

Controls and Procedures.

(a) The Registrant’s Chief Executive Officer and Chief Financial Officer concluded that the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) are effective as of a date within 90 days prior to the filing date of this report (the “Evaluation Date”), based on their evaluation of the effectiveness of the Registrant’s disclosure controls and procedures as of the Evaluation Date.

(b) There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the Registrant’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

Item 3.

Exhibits.

(a) Certification of Chief Executive Officer and Chief Financial Officer of the Registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is attached hereto as Exhibit 99CERT.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.



(Registrant)		TCW Strategic Income Fund, Inc.


By (Signature and Title)		/s/ David S. DeVito


		David S. DeVito President and Chief Executive Officer

Date		November 2, 2018

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.


By (Signature and Title)		/s/ David S. DeVito


		David S. DeVito President and Chief Executive Officer

Date		November 2, 2018

By (Signature and Title)		/s/ Richard M. Villa


		Richard M. Villa Treasurer and Chief Financial Officer

Date		November 2, 2018

EX-99.CERT

CERTIFICATION PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002:

I, David S. DeVito, certify that:

1. I have reviewed this report on Form N-Q of TCW Strategic Income Fund, Inc.;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the schedules of investments included in this report, fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation and

d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date:

November 2, 2018

/s/ David S. DeVito

David S. DeVito

President and Chief Executive Officer

EX-99.CERT

CERTIFICATION PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002:

I, Richard M. Villa, certify that:

1. I have reviewed this report on Form N-Q of TCW Strategic Income Fund, Inc.;

b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date:

November 2, 2018

/s/ Richard M. Villa

Richard M. Villa

Treasurer and Chief Financial Officer

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Form N-Q TCW STRATEGIC INCOME For: Sep 30

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