  We consider five-dimensional AdS-axion-dilaton gravity with a Gauss-Bonnet
term and find a solution of the equations of motion which corresponds to a
black brane exhibiting a spatial anisotropy, with the source of the anisotropy
being an axion field linear in one of the horizon coordinates. Our solution is
static, regular everywhere on and outside the horizon, and asymptotically AdS.
It is analytic and valid in a small anisotropy expansion, but fully
non-perturbative in the Gauss-Bonnet coupling. We discuss various features of
this solution and use it as a gravity dual to a strongly coupled anisotropic
plasma with two independent central charges, $a\neq c$. In the limit of small
Gauss-Bonnet coupling, we carry out holographic renormalization of the system
using (a recursive variant of) the Hamilton-Jacobi method and derive a generic
expression for the boundary stress tensor, which we later specialize to our
solution. Finally, we compute the shear viscosity to entropy ratios and
conductivities of this anisotropic plasma.
