N-Q 1 form.htm FORM N-Q form
UNITED STATES 
SECURITIES AND EXCHANGE COMMISSION 
Washington, D.C. 20549 
 
 
FORM N-Q 
 
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT 
INVESTMENT COMPANY 
 
Investment Company Act file number 811- 4888 
 
DREYFUS SHORT INTERMEDIATE GOVERNMENT FUND 
(Exact name of Registrant as specified in charter) 
 
 
c/o The Dreyfus Corporation 
200 Park Avenue 
New York, New York 10166 
(Address of principal executive offices) (Zip code) 
 
Mark N. Jacobs, Esq. 
200 Park Avenue 
New York, New York 10166 
(Name and address of agent for service) 
 
Registrant's telephone number, including area code: (212) 922-6000 

Date of fiscal year end:    11/30 
Date of reporting period:    2/28/07 


FORM N-Q

Item 1. Schedule of Investments.

STATEMENT OF INVESTMENTS 
Dreyfus Short-Intermediate Government Fund 
February 28, 2007 (Unaudited) 

    Coupon    Maturity    Principal     
Bonds and Notes--112.5%    Rate (%)    Date    Amount ($)    Value ($) 





U.S. Government Agencies--62.0%                 
Federal Home Loan Banks,                 
Bonds, Ser. 555    4.13    10/26/07    10,325,000    10,255,410 
Federal Home Loan Banks,                 
Bonds, Ser. 579    4.38    10/3/08    7,000,000    6,951,469 
Federal Home Loan Banks,                 
Bonds, Ser. 584    4.50    10/12/07    18,500,000    18,420,284 
Federal Home Loan Banks,                 
Bonds, Ser. 593    4.63    10/24/07    10,895,000    10,850,581 
Federal Home Loan Banks,                 
Bonds, Ser. 617    4.75    1/11/08    8,760,000    8,736,567 
Federal Home Loan Mortgage Corp.,                 
Notes    4.40    8/22/07    2,500,000    2,489,162 
Federal Home Loan Mortgage Corp.,                 
Notes    4.63    9/15/08    2,240,000    2,233,974 
Federal Home Loan Mortgage Corp.,                 
Notes    5.00    9/17/07    2,900,000    2,896,105 
Federal Home Loan Mortgage Corp.,                 
Notes, Ser. 1    5.00    10/18/10    2,760,000    2,745,422 
Federal Home Loan Mortgage Corp.,                 
Notes    5.17    9/27/07    3,750,000 a    3,749,783 
Federal Home Loan Mortgage Corp.,                 
Notes    5.23    7/6/07    7,500,000 a    7,501,620 
Federal Home Loan Mortgage Strips,                 
Notes, Ser. 6 3/4    0.00    9/15/07    2,475,000    2,407,764 
Federal National Mortgage                 
Association Interest Strips,                 
Notes    0.00    5/15/14    9,600,000    6,796,320 
Federal National Mortgage                 
Association Principal Strips,                 
Notes    0.00    2/15/08    2,390,000    2,276,862 
Federal National Mortgage                 
Association, Notes    3.13    12/15/07    3,715,000    3,658,116 
Federal National Mortgage                 
Association, Notes, Ser. 1    3.90    2/28/08    6,265,000    6,198,184 
Federal National Mortgage                 
Association, Notes    4.20    6/8/09    5,800,000    5,723,776 
Federal National Mortgage                 
Association, Notes    4.38    9/7/07    2,775,000    2,761,847 
Federal National Mortgage                 
Association, Notes    4.75    8/25/08    3,000,000    2,997,447 
Federal National Mortgage                 
Association, Notes    5.00    2/13/08    2,265,000    2,264,105 
Federal National Mortgage                 
Association, Notes    5.00    2/27/08    10,100,000    10,098,293 
Small Business Administration                 
Participation, Gov't Gtd.                 
Ctfs., Ser. 20G    6.85    7/1/17    3,150,105    3,269,952 
                125,283,043 
U.S. Government Agencies/Mortgage-Backed--35.9%             
Federal Home Loan Mortgage Corp.:                 
3.50%, 9/1/10            342,725    329,558 
4.00%, 5/1/08 - 4/1/10            18,870,428    18,427,488 
4.50%, 2/1/10 - 9/1/14            4,130,657    4,065,377 


5.00%, 5/1/10 - 1/1/11    6,569,850        6,540,449 
Structured Pass-Through             
Secs., Ser. T-7, Cl. A6,             
7.03%, 8/25/28    218,474        220,112 
Federal National Mortgage Association:         
4.00%, 2/1/10 - 10/1/10    4,308,760        4,184,122 
4.50%, 11/1/14    1,922,894        1,887,955 
5.00%, 12/1/09    1,975,548        1,974,064 
5.50%, 9/1/14 - 4/1/16    1,914,916        1,928,304 
Whole Loan, Ser. 2001-W2,             
Cl. AF6, 6.59%, 10/25/31    3,222,662 a        3,211,576 
Whole Loan, Ser. 2001-W1,             
Cl. AF6, 6.90%, 7/25/31    1,488,274 a        1,484,336 
Government National Mortgage Association I:         
Ser. 2004-43, Cl. A, 2.82%,             
12/16/19    605,091        583,045 
Ser. 2004-97, Cl. AB, 3.08%,             
4/16/22    689,574        667,636 
Ser. 2006-42, Cl. A, 3.30%,             
10/16/29    2,495,663        2,384,973 
Ser. 2004-77, Cl. A, 3.40%,             
3/16/20    1,080,376        1,050,691 
Ser. 2003-96, Cl. B, 3.61%,             
8/16/18    1,079,972        1,062,064 
Ser. 2005-90, Cl. A, 3.76%,             
9/16/28    1,360,980        1,320,277 
Ser. 2006-39, Cl. A, 3.77%,             
6/16/25    2,475,873        2,399,498 
Ser. 2005-34, Cl. A, 3.96%,             
9/16/21    1,014,958        996,872 
Ser. 2005-79, Cl. A, 4.00%,             
10/16/33    679,844        664,286 
Ser. 2005-50, Cl. A, 4.02%,             
10/16/26    1,348,341        1,319,222 
Ser. 2005-29, Cl. A, 4.02%,             
7/16/27    953,173        929,649 
Ser. 2005-42, Cl. A, 4.05%,             
7/16/20    1,422,387        1,396,225 
Ser. 2006-6, Cl. A, 4.05%,             
10/16/23    301,411        295,558 
Ser. 2004-51, Cl. A, 4.15%,             
2/16/18    371,928        365,467 
Ser. 2006-30, Cl. A, 4.18%,             
4/16/28    1,354,233        1,323,926 
Ser. 2006-3, Cl. A, 4.21%,             
1/16/28    1,313,435        1,286,328 
Ser. 2005-67, Cl. A, 4.22%,             
6/16/21    1,852,778        1,823,739 
Ser. 2006-5, Cl. A, 4.24%,             
7/16/29    1,850,276        1,812,638 
Ser. 2005-52, Cl. A, 4.29%,             
1/16/30    527,143        518,008 
Ser. 2005-59, Cl. A, 4.39%,             
5/16/23    440,447        433,932 
Ser. 2005-32, Cl. B, 4.39%,             
8/16/30    1,060,000        1,043,443 
Ser. 2005-87, Cl. A, 4.45%,             
3/16/25    783,829        771,693 
Ser. 2006-18, Cl. A, 4.97%,             
12/16/21    2,894,702        2,879,383 


Ser. 2006-32, Cl. A, 5.08%,         
1/16/30    928,761    925,945 
Vendee Mortgage Trust         
Ser. 2001-1, Cl. 2H, 7.00%,         
8/15/07    133,166    133,254 
        72,641,093 
U.S. Treasury Notes--14.6%         
4.63%, 2/15/17    29,365,000 b    29,543,950 
Total Bonds and Notes         
(cost $227,511,394)        227,468,086 

    Face Amount     
    Covered by     
Options--.0%    Contracts ($)    Value ($) 



Call Options--.0%         
June 2007, 10-Year Futures,         
April 2007 @ 108    3,900,000    40,219 
3-Month Floor USD Libor-BBA         
Interest Rate, January 2009 @ 4    11,300,000    11,822 
        52,041 
Put Options--.0%         
3-Month Capped USD Libor-BBA         
Interest Rate, June 2007 @ 5.75    47,000,000    52 
Total Options         
(cost $79,016)        52,093 

    Principal     
Short-Term Investments--.4%    Amount ($)    Value ($) 



U.S. Treasury Bills;         
4.86%, 3/8/07         
(cost $824,221)    825,000 c    824,200 
 
Other Investment--.3%    Shares    Value ($) 



Registered Investment Company;         
Dreyfus Institutional Preferred         
Plus Money Market Fund         
(cost $552,000)    552,000 d    552,000 
 
Total Investments (cost $228,966,631)    113.2%    228,896,379 
Liabilities, Less Cash and Receivables    (13.2%)    (26,693,800) 
Net Assets    100.0%    202,202,579 

a    Variable rate security--interest rate subject to periodic change. 
b    Purchased on a delayed delivery basis. 
c    All or partially held by a broker as collateral for open financial futures positions. 
d    Investment in affiliated money market mutual fund. 

Securities valuation policies and other investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the Securities and Exchange Commission on Form N-CSR.

STATEMENT OF FINANCIAL FUTURES 
February 28, 2007 (Unaudited) 

                Unrealized 
        Market Value        Appreciation 
        Covered by        (Depreciation) 
    Contracts    Contracts ($)    Expiration    at 2/28/2007 ($) 





Financial Futures Long                 
U.S. Treasury 2-Year Notes    403    82,596,109    June 2007    125,937 
Financial Futures Short                 
U.S. Treasury 5-Year Notes    55    (5,827,422)    June 2007    (6,016) 
U.S. Treasury 10-Year Notes    392    (42,568,750)    June 2007    (14,445) 


U.S. Treasury 30-Year Bonds    74    (8,362,000)    March 2007    45,094 
                150,570 

STATEMENT OF OPTIONS WRITTEN 
February 28, 2007 (Unaudited) 

    Contracts    Value ($) 



Call Option         
June 2007, 10-Year Futures,         
April 2007 @ 109         
(Premiums received $14,378)    78    (42,657) 


Item 2. Controls and Procedures.

(a) The Registrant's principal executive and principal financial officers have concluded, based on their evaluation of the Registrant's disclosure controls and procedures as of a date within 90 days of the filing date of this report, that the Registrant's disclosure controls and procedures are reasonably designed to ensure that information required to be disclosed by the Registrant on Form N-Q is recorded, processed, summarized and reported within the required time periods and that information required to be disclosed by the Registrant in the reports that it files or submits on Form N-Q is accumulated and communicated to the Registrant's management, including its principal executive and principal financial officers, as appropriate to allow timely decisions regarding required disclosure.

(b) There were no changes to the Registrant's internal control over financial reporting that occurred during the Registrant's most recently ended fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.

Item 3. Exhibits.

(a) Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940.


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized.

DREYFUS SHORT INTERMEDIATE GOVERNMENT FUND 
 
By:    /s/ J. David Officer 
    J. David Officer 
    President 
 
Date:    April 25, 2007 
 
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 
1940, this Report has been signed below by the following persons on behalf of the Registrant and in the 
capacities and on the dates indicated. 
 
By:    /s/ J. David Officer 
    J. David Officer 
    President 
 
Date:    April 25, 2007 
 
By:    /s/ James Windels 
    James Windels 
    Treasurer 
 
Date:    April 25, 2007 
 
EXHIBIT INDEX
 
    (a) Certifications of principal executive and principal financial officers as required by Rule 30a- 
    2(a) under the Investment Company Act of 1940. (EX-99.CERT)