Annaly Capital Management (NLY 0.93%), American Capital Agency (AGNC 0.94%), Western Asset Mortgage Capital (WMC), Two Harbors (TWO 0.19%), and Invesco Mortgage Capital (IVR 0.53%) 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.