Gains would be welcome, naturally... but I didn't buy BKCC with the expectation of capital gains. Since they have to pay out 90% in dividends, there won't be much left to roll back into the balance sheet. Sure, it should gradually grow, but just don't expect it to be the next AAPL or GOOG. That's not what this one is about.
It's more likely, if you hang on long enough, that you'll realize a dividend yield substantially above what you expected when you bought in. At today's share price, you will likely receive your original investment back in about 4-5 years -- not the 6+ that the current yield indicates.
Just don't sell, and you can enjoy your dividends for many years to come.