How can shorting destroy a NYSE company? Do you think heavy shorting of say Walmart stock would keep people from shopping there? I've been investing for decades and I can't think of a single case where shorting played a role in the collapse of a good business.
I'm not trying to get you to avoid CYS. It might soar if interest rates fall. I just want you to understand how mREITs make profits to pay those fat dividends.