<ARTICLE> 6 <LEGEND> </LEGEND> <CIK> 0000817473 <NAME> American Capital Strategies, Ltd. <MULTIPLIER> 1,000 <CURRENCY> U.S. Dollars <PERIOD-TYPE> 3-MOS <FISCAL-YEAR-END> Dec-31-1998 <PERIOD-START> Jan-01-1998 <PERIOD-END> Mar-31-1998 <EXCHANGE-RATE> 1.00 <INVESTMENTS-AT-COST> 247,641 <INVESTMENTS-AT-VALUE> 257,480 <RECEIVABLES> 3,848 <ASSETS-OTHER> 992 <OTHER-ITEMS-ASSETS> 1,231 <TOTAL-ASSETS> 263,551 <PAYABLE-FOR-SECURITIES> 0 <SENIOR-LONG-TERM-DEBT> 107,091 <OTHER-ITEMS-LIABILITIES> 914 <TOTAL-LIABILITIES> 108,005 <SENIOR-EQUITY> 0 <PAID-IN-CAPITAL-COMMON> 145,990 <SHARES-COMMON-STOCK> 11,122 <SHARES-COMMON-PRIOR> 11,081 <ACCUMULATED-NII-CURRENT> 372 <OVERDISTRIBUTION-NII> 0 <ACCUMULATED-NET-GAINS> 0 <OVERDISTRIBUTION-GAINS> 0 <ACCUM-APPREC-OR-DEPREC> 9,764 <NET-ASSETS> 155,546 <DIVIDEND-INCOME> 0 <INTEREST-INCOME> 5,854 <OTHER-INCOME> 666 <EXPENSES-NET> 1,398 <NET-INVESTMENT-INCOME> 4,727 <REALIZED-GAINS-CURRENT> 316 <APPREC-INCREASE-CURRENT> 1,981 <NET-CHANGE-FROM-OPS> 7,024 <EQUALIZATION> 0 <DISTRIBUTIONS-OF-INCOME> 4,555 <DISTRIBUTIONS-OF-GAINS> 0 <DISTRIBUTIONS-OTHER> 0 <NUMBER-OF-SHARES-SOLD> 30 <NUMBER-OF-SHARES-REDEEMED> 0 <SHARES-REINVESTED> 11 <NET-CHANGE-IN-ASSETS> 2,823 <ACCUMULATED-NII-PRIOR> 0 <ACCUMULATED-GAINS-PRIOR> 0 <OVERDISTRIB-NII-PRIOR> (116) <OVERDIST-NET-GAINS-PRIOR> 0 <GROSS-ADVISORY-FEES> 0 <INTEREST-EXPENSE> 794 <GROSS-EXPENSE> 1,398 <AVERAGE-NET-ASSETS> 154,135 <PER-SHARE-NAV-BEGIN> 13.80 <PER-SHARE-NII> 0.43 <PER-SHARE-GAIN-APPREC> 0.20 <PER-SHARE-DIVIDEND> 0 <PER-SHARE-DISTRIBUTIONS> 0.41 <RETURNS-OF-CAPITAL> 0 <PER-SHARE-NAV-END> 14.02 <EXPENSE-RATIO> 0.091 <AVG-DEBT-OUTSTANDING> 111,520 <AVG-DEBT-PER-SHARE> 10.05