Annaly Capital's 13% dividend yield makes it an appealing option for income-focused investors, but there are some things you should know first.If you're looking to generate passive income from your portfolio, Annaly Capital (NLY 0.75%) and its 13% dividend yield is probably one stock that has come across your screen.The mortgage real estate investment trust (mREIT) allows investors to invest in the U.S. housing market and could be one way to invest in the higher mortgage rates in today's environment. Howeve ...