Annaly Capital Management (10.13% yield) and AGNC Investment Corp. (8.72% yield) The first ultra-high-yielding stocks income investors can confidently add to their portfolio to trounce inflation are Annaly Capital Management (NYSE: NLY) and AGNC Investment Corp. (NASDAQ: AGNC). Mortgage REITs like Annaly and AGNC pay very close attention to interest rates. That's because the steepening of the yield curve typically observed during a bounce back from a recession helps to expand the net interest margin for Annaly and AGNC.