What should investors make of a real estate investment trust (REIT) with a yield over 13%? That's the first hard question you'll face when it comes to Annaly Capital (NLY 2.46%), and it will likely be followed by an even harder one: Should you buy it? Most real estate investment trusts buy physical properties and then lease them to tenants, collecting the rents and using that cash flow to distribute dividends to investors. In fact, REITs were specifically created to allow retail investors to participate in ...