WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE. <ARTICLE> 6 <CIK> 0000817473 <NAME> American Capital Strategies, ltd. <MULTIPLIER> 1000 <CURRENCY> U.S. Dollars <PERIOD-TYPE> 9-MOS <FISCAL-YEAR-END> DEC-31-1999 <PERIOD-START> DEC-31-1998 <PERIOD-END> SEP-30-1999 <EXCHANGE-RATE> 1.000 <INVESTMENTS-AT-COST> 256,577 <INVESTMENTS-AT-VALUE> 264,921 <RECEIVABLES> 6,696 <ASSETS-OTHER> 4,198 <OTHER-ITEMS-ASSETS> 50,419 <TOTAL-ASSETS> 326,234 <PAYABLE-FOR-SECURITIES> 0 <SENIOR-LONG-TERM-DEBT> 69,840 <OTHER-ITEMS-LIABILITIES> 7,827 <TOTAL-LIABILITIES> 77,667 <SENIOR-EQUITY> 0 <PAID-IN-CAPITAL-COMMON> 158,568 <SHARES-COMMON-STOCK> 18,215 <SHARES-COMMON-PRIOR> 11,081 <ACCUMULATED-NII-CURRENT> 0 <OVERDISTRIBUTION-NII> (927) <ACCUMULATED-NET-GAINS> 867 <OVERDISTRIBUTION-GAINS> 0 <ACCUM-APPREC-OR-DEPREC> 13,960 <NET-ASSETS> 248,567 <DIVIDEND-INCOME> 362 <INTEREST-INCOME> 20,396 <OTHER-INCOME> 2,060 <EXPENSES-NET> 5,189 <NET-INVESTMENT-INCOME> 16,476 <REALIZED-GAINS-CURRENT> 867 <APPREC-INCREASE-CURRENT> 6,077 <NET-CHANGE-FROM-OPS> 23,420 <EQUALIZATION> 0 <DISTRIBUTIONS-OF-INCOME> 17,287 <DISTRIBUTIONS-OF-GAINS> 0 <DISTRIBUTIONS-OTHER> 0 <NUMBER-OF-SHARES-SOLD> 7,114 <NUMBER-OF-SHARES-REDEEMED> 0 <SHARES-REINVESTED> 20 <NET-CHANGE-IN-ASSETS> 23,420 <ACCUMULATED-NII-PRIOR> 0 <ACCUMULATED-GAINS-PRIOR> 0 <OVERDISTRIB-NII-PRIOR> (116) <OVERDIST-NET-GAINS-PRIOR> 0 <GROSS-ADVISORY-FEES> 0 <INTEREST-EXPENSE> 3,245 <GROSS-EXPENSE> 5,189 <AVERAGE-NET-ASSETS> 200,645 <PER-SHARE-NAV-BEGIN> 13.80 <PER-SHARE-NII> 1.33 <PER-SHARE-GAIN-APPREC> 0.56 <PER-SHARE-DIVIDEND> 0.00 <PER-SHARE-DISTRIBUTIONS> 1.27 <RETURNS-OF-CAPITAL> 0.00 <PER-SHARE-NAV-END> 13.64 <EXPENSE-RATIO> 0.026 [AVG-DEBT-OUTSTANDING] 92,894 [AVG-DEBT-PER-SHARE] 6.25