We define a class of space-times that we call asymptotically locally Schroedinger space-times. We consider these space-times in 3 dimensions, in which case they are also known as null warped AdS. The boundary conditions are formulated in terms of a specific frame field decomposition of the metric which contains two parts: an asymptotically locally AdS metric and a product of a lightlike frame field with itself. Asymptotically we say that the lightlike frame field is proportional to the particle number generator N regardless of whether N is an asymptotic Killing vector or not. We consider 3-dimensional AlSch space-times that are solutions of the massive vector model. We show that there is no universal Fefferman-Graham (FG) type expansion for the most general solution to the equations of motion. We show that this is intimately connected with the special role played by particle number. Fefferman-Graham type expansions are recovered if we supplement the equations of motion with suitably chosen constraints. We consider three examples. 1). The massive vector field is null everywhere. The solution in this case is exact as the FG series terminates and has N as a null Killing vector. 2). N is a Killing vector (but not necessarily null). 3). N is null everywhere (but not necessarily Killing). The latter case contains the first examples of solutions that break particle number, either on the boundary directly or only in the bulk. Finally, we comment on the implications for the problem of holographic renormalization for asymptotically locally Schroedinger space-times.