Shorting is not a long term investment strategy. You can't 'short and hold', if you know what I mean.
High dividend yield and large amount of debt are not synonomous. For example, BDCs are, by law I believe, required to maintain a debt/equity ratio below a certain amount. They typically get new capital by issueing more shares, and putting the proceeds to work.
Anyhow, if you are serious about taking Cuban's advice, a short seller typically sells high, buys low, as most serious investors try to do. The time to short BDCs and REITs was a year ago, not today. Today, shorts are covering.
