Naked shorting is illegal on US exchanges. If we were on the Canadian exchange, too, for example, then they could naked short from there, where it's not illegal. From Investopedia:

"Naked shorting is the illegal practice of short selling shares that have not been affirmatively determined to exist."

To Caruso's point, from today's stats about SFOR at shortsqueeze.com:

Short Interest (Shares Short)
126,900