While a double-digit dividend yield may appear enticing to income investors, it is crucial to exercise caution when approaching these ultra-high-yielding names. In a recent Lightning Round segment of CNBC's "Mad Money" program, a viewer asked host Jim Cramer about Annaly Capital Management Inc. (NYSE:NLY) — a mortgage real estate investment trust (mREIT) with an eye-popping yield. The company pays quarterly dividends of 65 cents per share, giving the stock an annual yield of 14%. But Cramer is n