  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.
