  We construct the effective supergravity actions for the lowest massive
Kaluza-Klein states on the supersymmetric background AdS_3 x S^3 x S^3. In
particular, we describe the coupling of the supergravity multiplet to the
lowest massive spin-3/2 multiplet which contains 256 physical degrees of
freedom and includes the moduli of the theory. The effective theory is realized
as the broken phase of a particular gauging of the maximal three-dimensional
supergravity with gauge group SO(4) x SO(4). Its ground state breaks half of
the supersymmetries leading to 8 massive gravitinos acquiring mass in a super
Higgs effect. The holographic boundary theory realizes the large N=(4,4)
superconformal symmetry.
