Bose-Einstein condensates with balanced gain and loss can support stationary states despite the exchange of particles with the environment. In the mean-field approximation this is described by the PT-symmetric Gross-Pitaevskii equation with real eigenvalues. In this work we study the role of stationary states in the appropriate many-particle description. It is shown that without particle interaction there exist two non-oscillating trajectories which can be interpreted as the many-particle equivalent of the stationary PT-symmetric mean-field states. Furthermore the system has a non-equilibrium steady state which acts as an attractor in the oscillating regime. This steady state is a pure condensate for strong gain and loss contributions if the interaction between the particles is sufficiently weak.