Has nothing to do with buyers or sellers of MORL. Has everything to do with buyers and sellers of mREITs contained in the index and right now there is a negative environment for these stocks because of risk of higher short term rates which will narrow the spread and reduce the book value of these stocks.
If you look back historically, you will see LINE and LNCO prices diverge in BOTH directions. In fact, I've seen LNCO almost $2 a share more than LINE with no real explanation. Just run a historical plot of these two stocks and you will see what I mean. I've traded these two stocks against each other and never lost money, selling the higher priced one and buying the lower priced one on the same day. Simply be patient and the stock prices will converge.