Investors will want to consider the following before picking up this ultra-high yield dividend stock.Many income investors may be drawn to Annaly Capital Management (NLY -1.11%) because of its eye-popping dividend, which at the current share price yields more than 13%.Like many real estate investment trusts (REITs), Annaly Capital struggled due to rising interest rates in the past few years. However, the tides may be shifting: In September, the Federal Reserve cut its benchmark interest rate for the first t ...