Naively applying holographic duality to gapped gravity on Anti de Sitter (AdS) space seems to suggest that the stress tensor of the field theory dual cannot be conserved. On the other hand, by symmetry arguments, it seems that the dual should not violate Poincare symmetry. To clarify this apparent contradiction, we study a holographic dual of massive gravity where both the physical background metric and the fiducial metric are AdS. Using the anomalous scaling of the energy momentum tensor as our guide, we conclude that the dual theory is nonlocal. We find that the dual is similar to conformal invariant "unparticle" theories. We show that such theories can be viewed as dimensional reductions of flat-space field theories with inhomogeneous scaling properties.