Report the loss in the Stocks, Mutual Funds, Bonds and Other interview under Federal Tax > Wages and Income > Investment Income (enter "jump to 1099b" in the Search Box).
Even though you got a 1099-DIV, enter the liquidation as if was reported on a Form 1099-B.
The "Sales Price" for the 1099-B entry will be the amount shown in Box 8 of the 1099-DIV (Cash Liquidation Distribution). Refer to the REIT's website for the rest of the information to complete the 1099-B interview.
