Annaly Capital Management (NYSE:NLY), American Capital Agency (NASDAQ:AGNC), Western Asset Mortgage Capital (NYSE:WMC), Two Harbors (NYSE:TWO), and Invesco Mortgage Capital (NYSE:IVR) all sport massive dividends, but each company has a different strategy. In this segment from The Motley Fool's everything-financials show, Where the Money Is, analysts David Hanson and Matt Koppenheffer rank these five mortgage REITs.