The Branching Brownian Motions (BBM) are particles performing independent Brownian motions in $\mathbb R$ and each particle at rate 1 creates a new particle at her current position; the newborn particle increments and branchings are independent of the other particles. The $N$-BBM starts with $N$ particles and at each branching time, the leftmost particle is removed so that the total number of particles is $N$ for all times. The $N$-BBM was proposed by Maillard and belongs to a family of processes introduced by Brunet and Derrida. We fix a density $ρ$ with a left boundary $L=\sup\{r\in\mathbb R: \int_r^\infty ρ(x)dx=1\}>-\infty$ and let the initial particle positions be iid continuous random variables with density $ρ$. We show that the empirical measure associated to the particle positions at a fixed time $t$ converges to an absolutely continuous measure with density $ψ(\cdot,t)$, as $N\to\infty$. The limit $ψ$ is solution of a free boundary problem (FBP) when this solution exists. The existence of solutions for finite time-intervals has been recently proved by Lee.