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We exhibit examples of compact three-dimensional CR manifolds of positive Webster class, {\em Rossi spheres}, for which the pseudo-hermitian mass as defined in \cite{CMY17} is negative, and for which the infimum of the CR-Sobolev quotient is not attained. To our knowledge, this is the first geometric context on smooth closed manifolds where this phenomenon arises, in striking contrast to the Riemannian case.

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