REIT Annaly Capital Management NLY reported second-quarter 2017 net interest income of $315 million, reflecting an increase of more than 3.6% from $304 million a year ago. It reported core earnings per share (excluding premium amortization adjustment of $0.07 per share) of $0.30, in line with the Zacks Consensus Estimate of $0.30.Moreover, it reported high variability in Other Income (Loss) data, with a gain of $30.865 million in the quarter against a loss of $9.930 million in the year-ago quarter. It had also reported a gain of $31.646 million in the previous quarter.Comprehensive income came in at $289.95 million compared with $400.31 million in the previous quarter. The company had registered a gain of $198.56 million in the year-ago quarter. Moreover, the company declared a dividend of $0.30 per share for the quarter.The company reported book value per share of $11.19, declining 0.35% from $11.23 in the previous quarter. Its book value per share was $11.50 in the year-ago quarter. Shares of NLY declined around 0.6% in afterhours trading on August 2, 2017.REIT AGNC Investment Corporation AGNC reported second-quarter 2017 net spread and dollar roll income (excluding $0.04 per share catch up premium) of $0.67/ share, beating the Zacks Consensus Estimate of $0.59. It reported net interest income of $181 million for the quarter in discussion, declining roughly 16.6% from $217 million a year ago. Moreover, net interest income declined roughly 8.6% from $198 million in the previous quarter.Moreover, it reported high variability in Other Income (Loss) data, with loss of $141 million in the quarter against a loss of $312 million in the year-ago quarter. It had also reported a loss of $105 million in the previous quarter.Comprehensive income came in at $138 million compared with $115 million in the previous quarter. The company had registered a gain of $240 million in the year-ago quarter. Moreover, the company declared a dividend of $0.54 per share for the quarter.The company reported net book value per share of $20.80, declining 0.9% from $20.98 in the previous quarter. Its tangible net book value per share also decreased to $19.25 from $19.31 in the previous quarter.Shares of AGNC were relatively flat at market close on July 27, 2017.Let us discuss the ETFs that have a relatively high exposure to the two companies (read: Why to Buy REIT ETFs in 2017?).iShares Mortgage Real Estate Capped ETF REMThis fund offers exposure to the U.S. residential and commercial real estate space. It has AUM of $1.34 billion and charges a fee of 48 basis points a year. It has 17.12% exposure to Annaly and 9.94% to AGNC (as of August 1, 2017). The fund has returned 11.15% year to date and 9.23% in the last one year (as of August 2, 2017). The fund currently has a Zacks ETF Rank #3 (Hold) with a Medium risk outlook (read: Rate Sensitive ETFs in Focus as Fed Meets).VanEck Vectors Mortgage REIT Income ETF MORTThis fund seeks to provide exposure to the U.S. mortgage REIT space. It has AUM of $144.8 million and charges a fee of 41 basis points a year. It has a 13.96% exposure to Annaly and 8.47% to AGNC (as of August 2, 2017). The fund has returned 12.48% year to date and 10.91% in the last one year (as of August 2, 2017). The fund currently has a Zacks ETF Rank #3 with a Medium risk outlook.Below is a year-to-date chart comparing the performance of the funds and the two companies. Source: Yahoo FinanceWant key ETF info delivered straight to your inbox?Zacks’ free Fund Newsletter will brief you on top news and analysis, as well as top-performing ETFs, each week. Get it free >> . Want the latest recommendations from Zacks Investment Research? Today, you can download 7 Best Stocks for the Next 30 Days. Click to get this free report REITS/MORTGAGE (REM): ETF Research Reports VANECK-MTG REIT (MORT): ETF Research Reports American Capital Agency Corp. (AGNC): Free Stock Analysis Report Annaly Capital Management Inc (NLY): Free Stock Analysis Report To read this article on Zacks.com click here. Zacks Investment Research Want the latest recommendations from Zacks Investment Research? Today, you can download 7 Best Stocks for the Next 30 Days. Click to get this free report