Annaly Capital Management (NLY -0.92%), American Capital Agency (AGNC -1.07%), Western Asset Mortgage Capital (WMC), Two Harbors (TWO -0.89%), and Invesco Mortgage Capital (IVR -0.93%) 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.