when you are placing a lot of money in the market, your actions affect the pricing. Small amounts of money does not make that much difference, but large amounts do.
You might for example sell 200 stocks of a boig company, like ABB. This does probably not change the pricing of that stock very much (most likely all of them will be sold at once to the same buyer).
A fund moving out of ABB might be selling 80000 stocks of the same company, which is more likely to affect the price. If the deal is pushed through in a short time, then a number of buyers will be needed to complete the deal. Not all of them are likely to be selling at the current price, more likely the price will have to go up to find buyers for all the stocks that are to be sold.
If instead the fund want to sell the stocks over a longer time period, the price may not be so much affected by the selling, but it will not be that simple to move in and out of funds to benefit from short trading patterns.
The same thing applies to buying large amounts of stocks.