Note on the holonomy groups of pseudo-Riemannian manifolds
  For an arbitrary subalgebra $\mathfrak{h}\subset\mathfrak{so}(r,s)$, a polynomial pseudo-Riemannian metric of signature $(r+2,s+2)$ is constructed, the holonomy algebra of this metric contains $\mathfrak{h}$ as a subalgebra. This result shows the essential distinction of the holonomy algebras of pseudo-Riemannian manifolds of index bigger or equal to 2 from the holonomy algebras of Riemannian and Lorentzian manifolds. 
Anton S. Galaev