The Schwarzschild black two-brane in four-dimensional anti-de Sitter space is dual to a finite temperature state in three-dimensional conformal field theory. We show that the solution acquires a nonzero angular momentum density when a gravitational Chern-Simons coupling is turned on in the bulk, even though the solution is not modified. A similar phenomenon is found for the Reissner-Nordström black two-brane with axionic coupling to the gauge field. We discuss interpretation of this phenomenon from the point of view of the boundary three-dimensional conformal field theory.