"To make a distribution" means to give out or share something among a group of people. It could refer to distributing items or resources, such as food, money, or goods, to those who need them. Full definition
Nonetheless, trend following is profitable at some speeds, and also makes the distribution of returns more like those seen in real markets. (winton.com)
A return of capital is paid when a fund makes a distribution in excess of its current and accumulated earnings and profits. (hartfordfunds.com)
Though any net profits generated by a fund must be passed on to shareholders at least once a year, the frequency with which different funds make distributions varies widely. (investopedia.com)