Mortgage real estate investment trusts aren't the easiest businesses to understand, and determining whether one makes sense for your portfolio can be complicated.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?Your answer will depend heavily on what you are trying to achieve with your portfolio. And somewhat ...