WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. <ARTICLE> 6 <CIK> 817473 <NAME> American Capital Strategies, Ltd. <MULTIPLIER> 1 <CURRENCY> U.S. Dollars <PERIOD-TYPE> 6-MOS <FISCAL-YEAR-END> DEC-31-1999 <PERIOD-START> DEC-31-1998 <PERIOD-END> JUN-30-1999 <EXCHANGE-RATE> 1.000 <INVESTMENTS-AT-COST> 270,432 <INVESTMENTS-AT-VALUE> 280,372 <RECEIVABLES> 2,329 <ASSETS-OTHER> 2,318 <OTHER-ITEMS-ASSETS> 13,718 <TOTAL-ASSETS> 300,495 <PAYABLE-FOR-SECURITIES> 53,992 <SENIOR-LONG-TERM-DEBT> 82,900 <OTHER-ITEMS-LIABILITIES> 7,800 <TOTAL-LIABILITIES> 144,692 <SENIOR-EQUITY> 0 <PAID-IN-CAPITAL-COMMON> 158,568 <SHARES-COMMON-STOCK> 11,962 <SHARES-COMMON-PRIOR> 11,122 <ACCUMULATED-NII-CURRENT> 856 <OVERDISTRIBUTION-NII> 0 <ACCUMULATED-NET-GAINS> 0 <OVERDISTRIBUTION-GAINS> 0 <ACCUM-APPREC-OR-DEPREC> 10,290 <NET-ASSETS> 155,803 <DIVIDEND-INCOME> 260 <INTEREST-INCOME> 12,084 <OTHER-INCOME> 1,331 <EXPENSES-NET> 3,048 <NET-INVESTMENT-INCOME> 10,627 <REALIZED-GAINS-CURRENT> 867 <APPREC-INCREASE-CURRENT> 2,507 <NET-CHANGE-FROM-OPS> 0 <EQUALIZATION> 0 <DISTRIBUTIONS-OF-INCOME> 0 <DISTRIBUTIONS-OF-GAINS> 0 <DISTRIBUTIONS-OTHER> 0 <NUMBER-OF-SHARES-SOLD> 0 <NUMBER-OF-SHARES-REDEEMED> 0 <SHARES-REINVESTED> 0 <NET-CHANGE-IN-ASSETS> 13,185 <ACCUMULATED-NII-PRIOR> 0 <ACCUMULATED-GAINS-PRIOR> 0 <OVERDISTRIB-NII-PRIOR> 0 <OVERDIST-NET-GAINS-PRIOR> 0 <GROSS-ADVISORY-FEES> 0 <INTEREST-EXPENSE> 1,896 <GROSS-EXPENSE> 0 <AVERAGE-NET-ASSETS> 154,263 <PER-SHARE-NAV-BEGIN> 0 <PER-SHARE-NII> 0 <PER-SHARE-GAIN-APPREC> 0.31 <PER-SHARE-DIVIDEND> 0.00 <PER-SHARE-DISTRIBUTIONS> 0.84 <RETURNS-OF-CAPITAL> 0.00 <PER-SHARE-NAV-END> 13.80 <EXPENSE-RATIO> 0.019 [AVG-DEBT-OUTSTANDING] 61,950 [AVG-DEBT-PER-SHARE] 5.57