Go to this page on ETV's website, click on Portfolio (shows top 10), then click on "View all" at the bottom of the list - it shows everything they hold, including % of assets in index covered calls - I put them into Excel and they added up to only 6% of AUM, so like you I don't know what the "Options strategy of writing (selling) index call options on the S&P 500 (at least 80%) and the NASDAQ-100 (at least 80%)" means. To sell CC's you need to own the indexes (SPY and NDX), but clearly they don't, own a smattering of stocks in the two indexes. This page says it in black and white that the write index CC's, AFAIK there's no such thing as writing a naked CC:
Options Strategy: Write index covered calls
Even weirder is that from 2015 until 2019 they matched the two indexes pretty well (see chart below), even exceeded them at times in TR, but at some point in 2019 they started diverging pretty drastically - ok, I adjusted the right side of the time axis and it shows the divergence occurred in Feb 2019, they may have made big changes to their portfolio and chose unwisely.