  The holonomy group $G$ of a pseudo-quaternionic-K\"ahlerian manifold of
signature $(4r,4s)$ with non-zero scalar curvature is contained in
$\Sp(1)\cdot\Sp(r,s)$ and it contains $\Sp(1)$. It is proved that either $G$ is
irreducible, or $s=r$ and $G$ preserves an isotropic subspace of dimension
$4r$, in the last case, there are only two possibilities for the connected
component of the identity of such $G$. This gives the classification of
possible connected holonomy groups of pseudo-quaternionic-K\"ahlerian manifolds
of non-zero scalar curvature.
