N-2 | 12 Months Ended |
Dec. 31, 2024 shares |
Cover [Abstract] | |
Entity Central Index Key | 0000809559 |
Amendment Flag | false |
Document Type | N-CSR |
Entity Registrant Name | TCW STRATEGIC INCOME FUND INC |
General Description of Registrant [Abstract] | |
Investment Objectives and Practices [Text Block] | Investment objective: Investment strategy: non-U.S. mid- |
Risk Factors [Table Text Block] | Market Risk: Liquidity Risk: Interest Rate Risk: Mortgage-Backed and Other Asset-Backed Securities Risk: v may shorten or extend the effective maturity of the security beyond what was anticipated at the time of purchase. The value of these securities may fluctuate in response to the market’s perception of the creditworthiness of the issuers. Additionally, although mortgages and mortgage-related securities are generally supported by some form of government or private guarantee and/or insurance, there is no assurance that private guarantors or insurers will meet their obligations. Derivatives Risk: Credit Risk: MBS and ABS are characterized and classified in a variety of different ways. These classifications include a view of the securities’ cash flow structure (pass-through, sequential pay, prepayment-protected, interest only, principal only, etc.), the security of the claim on the underlying assets (senior, mezzanine and subordinated), as well as types of underlying collateral (prime conforming loans, prime non-conforming Alt-A Counterparty Risk: |
Market Risk [Member] | |
General Description of Registrant [Abstract] | |
Risk [Text Block] | Market Risk: |
Liquidity Risk [Member] | |
General Description of Registrant [Abstract] | |
Risk [Text Block] | Liquidity Risk: |
Mortgage-Backed and Other Asset-Backed Securities Risk [Member] | |
General Description of Registrant [Abstract] | |
Risk [Text Block] | Mortgage-Backed and Other Asset-Backed Securities Risk: v may shorten or extend the effective maturity of the security beyond what was anticipated at the time of purchase. The value of these securities may fluctuate in response to the market’s perception of the creditworthiness of the issuers. Additionally, although mortgages and mortgage-related securities are generally supported by some form of government or private guarantee and/or insurance, there is no assurance that private guarantors or insurers will meet their obligations. |
Derivatives Risk [Member] | |
General Description of Registrant [Abstract] | |
Risk [Text Block] | Derivatives Risk: |
Credit Risks [Member] | |
General Description of Registrant [Abstract] | |
Risk [Text Block] | Credit Risk: MBS and ABS are characterized and classified in a variety of different ways. These classifications include a view of the securities’ cash flow structure (pass-through, sequential pay, prepayment-protected, interest only, principal only, etc.), the security of the claim on the underlying assets (senior, mezzanine and subordinated), as well as types of underlying collateral (prime conforming loans, prime non-conforming Alt-A |
Counterparty Risk [Member] | |
General Description of Registrant [Abstract] | |
Risk [Text Block] | Counterparty Risk: |
Interest Rate Risk [Member] | |
General Description of Registrant [Abstract] | |
Risk [Text Block] | Interest Rate Risk: |
Common Shares [Member] | |
Capital Stock, Long-Term Debt, and Other Securities [Abstract] | |
Outstanding Security, Title [Text Block] | Common Stock |
Outstanding Security, Authorized [Shares] | 75,000,000 |
Outstanding Security, Held [Shares] | 47,785,440 |