I am only looking at the tables cited in the post for now, which do not appear to be limited to after hours.
I would presume t-trades aren't automatically assumed to be for the company because a lot of t-trades are just holdovers from the day and include both buys and sells.
It seems that these aren't just mere t-trades because it has to be large blocks and between ECNs or ECNs and a client. So it (presumably) isn't aggregated volume held out from the day and is more likely negotiated as stipulated.
Thanks for sharing, I appreciate the extra info. I'm slightly more hopeful that it does reflect potential buyback volume.