Mortgage REITs, like Annaly Capital Management (NLY 0.93%) and American Capital Agency (AGNC 0.94%), have had a rough time during the past six months or so, but what should investors be looking for when hunting for a good mREIT?

In this segment from The Motley Fool's everything-financials show, Where the Money Is, banking analysts David Hanson and Matt Koppenheffer play a round of "Fool in the Blank" and discuss JPMorgan Chase's (JPM 1.47%) Jamie Dimon and PNC (PNC 2.31%) and U.S. Bancorp's (USB 2.51%) ability to hack it with the big boys one day.