The biggest names in the mortgage REIT space are Annaly Capital (NYSE: NLY) and AGNC Investment (NASDAQ: AGNC). Welcome news regarding elevated inflation is prompting signals that there may be a slowdown in the Federal Reserve's pace on interest rate hikes. AGNC Investment will probably outperform Annaly if we head into a recession, since it won't have to worry about credit losses from the resulting rise in loan defaults.