I think that represents dark pool activity. If a buyer or seller wants to transfer a large number of shares, the fact is advertised on a dark pool, during which the order is hidden from the public market. When the order is filled, which occurs by way of many small transactions on the public market executed by intermediary agents, the entire transaction becomes visible to the public. Dark pools are meant to avoid front running a large buyer or seller.
Since CIM generally outperformed the rest of the mREIT market, I suspect yesterday's transaction was driven by a large buy.