We study the conductivity and shear viscosity tensors of a strongly coupled N = 4 super-YangMills plasma which is kept anisotropic by a θ parameter that depends linearly on one of the spatial dimensions. Its holographic dual is given by an anisotropic axion-dilaton-gravity background and has recently been proposed by Mateos and Trancanelli as a model for the pre-equilibrium stage of quark-gluon plasma in heavy-ion collisions. By applying the membrane paradigm which we also check by numerical evaluation of Kubo formula and lowest lying quasinormal modes, we find that the shear viscosity purely transverse to the direction of anisotropy saturates the holographic viscosity bound, whereas longitudinal shear viscosities are smaller, providing the first such example not involving higher-derivative theories of gravity and, more importantly, with fully known gaugegravity correspondence.PACS numbers: 11.25. Tq, 11.10Wx, 12.38.Mh Introduction. Hydrodynamic simulations of heavyion collisions suggest [1] that the produced quark-gluon plasma is behaving like an almost perfect fluid with a ratio of shear viscosity over entropy density not far from the famous result /4π associated with the membrane paradigm of black holes [2] and which holographic gaugegravity duality maps to the corresponding quantity of maximally supersymmetric Yang-Mills theory in the limit of infinite color number and infinite 't Hooft coupling [3,4]. This value has been conjectured to form the lower bound for any realistic matter [5]. It was found to be saturated universally [6,7] in dual theories involving an isotropic horizon described by Einstein gravity. Values above this bound are obtained when corrections due to finite coupling strength are included [8], but it has been shown that values violating the bound can arise in higherderivate gravities [9], although so far no complete gaugegravity correspondence has been established for finite violations.