Before you get sucked in by Annaly Capital's huge 13%-plus dividend yield, you'll want to take a look at the risk of a dividend cut. If there's one thing most dividend investors try to avoid at all costs, it is a dividend trap (a high-yield stock that is about to cut its dividend). Annaly Capital Management (NLY 1.34%), with its ultra-high 13% dividend yield, is flashing some important warning signs that it's about to spring its trap. Here's what you need to know before you buy Annaly Capital Management sto ...