Annaly Capital is a mortgage REIT that has provided investors with impressive total returns.Annaly Capital's (NLY 0.39%) stock likely pops up on the stock screens run by dividend investors thanks to its huge 12% dividend yield. The lofty yield, however, isn't a good reason to buy this mortgage real estate investment trust (mREIT). In fact, it is most likely a bad reason, because the dividend has been highly volatile over time, fluctuating in dramatic fashion both up and down. However, here are three reasons ...