Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)

1

Nuveen

S&P

500

Buy-Write

Income

Fund

Portfolio

of

Investments

September

30,

2023

(Unaudited)

BXMX

Shares

Description

(a)

Value

LONG-TERM

INVESTMENTS

-

99.3% 

X

–

COMMON

STOCKS

-

99

.3

%

(b)

X

1,386,040,320

Automobiles

&

Components

-

2.4%

277,036

Ford

Motor

Co

$

3,440,787

50,606

Gentex

Corp

1,646,719

9,851

(c)

Goodyear

Tire

&

Rubber

Co/The

122,448

16,446

Harley-Davidson

Inc

543,705

108,594

(c)

Tesla

Inc

27,172,391

Total

Automobiles

&

Components

32,926,050

Banks

-

3.0%

301,821

Bank

of

America

Corp

8,263,859

124,092

Citigroup

Inc

5,103,904

26,341

Comerica

Inc

1,094,469

106,516

Fifth

Third

Bancorp

2,698,050

51,859

First

Horizon

Corp

571,486

128,335

JPMorgan

Chase

&

Co

18,611,142

148,632

KeyCorp

1,599,280

18,266

M&T

Bank

Corp

2,309,736

31,763

Zions

Bancorp

NA

1,108,211

Total

Banks

41,360,137

Capital

Goods

-

4.9%

17,715

Allegion

plc

1,845,903

25,882

(c)

Boeing

Co/The

4,961,062

29,025

Caterpillar

Inc

7,923,825

64,570

CNH

Industrial

NV

781,297

46,441

Emerson

Electric

Co

4,484,807

5,450

Fortune

Brands

Innovations

Inc

338,772

44,459

General

Electric

Co

4,914,942

31,851

Graco

Inc

2,321,301

9,566

HEICO

Corp

1,549,022

38,762

Honeywell

International

Inc

7,160,892

8,860

Hubbell

Inc

2,776,813

43,726

Masco

Corp

2,337,155

9,120

Northrop

Grumman

Corp

4,014,533

68,566

Otis

Worldwide

Corp

5,506,535

15,767

Parker-Hannifin

Corp

6,141,562

99,428

Raytheon

Technologies

Corp

7,155,833

10,242

Rockwell

Automation

Inc

2,927,881

10,383

Timken

Co/The

763,047

4,597

Woodward

Inc

571,223

Total

Capital

Goods

68,476,405

Commercial

&

Professional

Services

-

1.7%

28,578

Automatic

Data

Processing

Inc

6,875,295

9,115

Booz

Allen

Hamilton

Holding

Corp

995,996

15,971

Broadridge

Financial

Solutions

Inc

2,859,608

29,484

(c)

CoStar

Group

Inc

2,267,025

9,803

ManpowerGroup

Inc

718,756

41,268

SS&C

Technologies

Holdings

Inc

2,168,221

11,679

TransUnion

838,435

14,179

Waste

Connections

Inc

1,904,240

37,983

Waste

Management

Inc

5,790,128

Total

Commercial

&

Professional

Services

24,417,704

Nuveen

S&P

500

Buy-Write

Income

Fund

(continued)

Portfolio

of

Investments

September

30,

2023

(Unaudited)

2

BXMX

Shares

Description

(a)

Value

Consumer

Discretionary

Distribution

&

Retail

-

5.4%

354,634

(c)

Amazon.com

Inc

$

45,081,074

8,358

American

Eagle

Outfitters

Inc

138,826

21,542

Best

Buy

Co

Inc

1,496,523

2,461

(c)

Burlington

Stores

Inc

332,973

4,252

Dick's

Sporting

Goods

Inc

461,682

4,736

(c)

Five

Below

Inc

762,023

50,051

Home

Depot

Inc/The

15,123,410

15,200

JD.com

Inc,

ADR

442,776

51,888

LKQ

Corp

2,568,975

29,953

Lowe's

Cos

Inc

6,225,432

12,760

Macy's

Inc

148,144

173

(c)

MercadoLibre

Inc

219,343

16,563

Nordstrom

Inc

247,451

6,342

(c)

Ulta

Beauty

Inc

2,533,312

Total

Consumer

Discretionary

Distribution

&

Retail

75,781,944

Consumer

Durables

&

Apparel

-

1.0%

23,148

(c)

Garmin

Ltd

2,435,170

32,919

KB

Home

1,523,491

6,689

Kontoor

Brands

Inc

293,714

3,315

(c)

Lululemon

Athletica

Inc

1,278,297

25,861

(c)

Mattel

Inc

569,718

56,404

NIKE

Inc,

Class

B

5,393,350

6,048

Polaris

Inc

629,839

6,575

(c)

TopBuild

Corp

1,654,270

Total

Consumer

Durables

&

Apparel

13,777,849

Consumer

Services

-

2.0%

2,399

(c)

Booking

Holdings

Inc

7,398,396

29,264

Marriott

International

Inc/MD,

Class

A

5,752,132

28,877

McDonald's

Corp

7,607,357

16,077

Restaurant

Brands

International

Inc

1,071,050

58,984

Starbucks

Corp

5,383,469

7,792

Yum

China

Holdings

Inc

434,170

Total

Consumer

Services

27,646,574

Consumer

Staples

Distribution

&

Retail

-

1.8%

4,507

Casey's

General

Stores

Inc

1,223,741

22,194

Costco

Wholesale

Corp

12,538,722

31,203

Target

Corp

3,450,116

15,913

(c)

US

Foods

Holding

Corp

631,746

46,482

Walmart

Inc

7,433,866

Total

Consumer

Staples

Distribution

&

Retail

25,278,191

Energy

-

4.6%

44,283

Cenovus

Energy

Inc

921,972

8,394

Cheniere

Energy

Inc

1,393,068

77,267

Chevron

Corp

13,028,762

9,675

(c)

CNX

Resources

Corp

218,462

64,103

ConocoPhillips

7,679,539

177,171

Exxon

Mobil

Corp

20,831,766

82,234

Halliburton

Co

3,330,477

25,709

Hess

Corp

3,933,477

30,656

Marathon

Petroleum

Corp

4,639,479

4,558

Ovintiv

Inc

216,824

77,600

Schlumberger

NV

4,524,080

60,610

Suncor

Energy

Inc

2,083,772

61,131

TC

Energy

Corp

2,103,518

Total

Energy

64,905,196

3

Shares

Description

(a)

Value

Equity

Real

Estate

Investment

Trusts

(REITs)

-

1.9%

123,237

American

Homes

4

Rent,

Class

A

$

4,151,854

15,875

American

Tower

Corp

2,610,644

17,121

Apartment

Income

REIT

Corp

525,615

43,114

(c)

Apartment

Investment

and

Management

Co,

Class

A

293,175

55,269

CubeSmart

2,107,407

51,595

Equity

Commonwealth

947,800

76,284

Gaming

and

Leisure

Properties

Inc

3,474,736

42,198

Healthcare

Realty

Trust

Inc

644,363

115,870

Invitation

Homes

Inc

3,671,920

19,823

LXP

Industrial

Trust

176,425

8,339

Sabra

Health

Care

REIT

Inc

116,246

24,490

Sun

Communities

Inc

2,898,147

142,164

Weyerhaeuser

Co

4,358,748

Total

Equity

Real

Estate

Investment

Trusts

(REITs)

25,977,080

Financial

Services

-

8.1%

26,095

Annaly

Capital

Management

Inc

490,847

86,707

(c)

Berkshire

Hathaway

Inc,

Class

B

30,373,462

34,279

Blackstone

Inc

3,672,652

10,543

(c)

Block

Inc

466,633

71,247

Charles

Schwab

Corp/The

3,911,460

23,102

CME

Group

Inc

4,625,482

48,743

Discover

Financial

Services

4,222,606

61,048

Fidelity

National

Information

Services

Inc

3,374,123

44,488

Intercontinental

Exchange

Inc

4,894,570

53,398

Jefferies

Financial

Group

Inc

1,955,969

27,800

KKR

&

Co

Inc

1,712,480

4,247

LPL

Financial

Holdings

Inc

1,009,300

32,297

Mastercard

Inc,

Class

A

12,786,705

48,313

MGIC

Investment

Corp

806,344

63,058

Morgan

Stanley

5,149,947

2,104

Morningstar

Inc

492,841

8,344

MSCI

Inc

4,281,140

55,304

(c)

PayPal

Holdings

Inc

3,233,072

19,659

S&P

Global

Inc

7,183,595

89,957

SLM

Corp

1,225,214

75,786

Visa

Inc,

Class

A

17,431,538

Total

Financial

Services

113,299,980

Food,

Beverage

&

Tobacco

-

3.2%

170,247

Altria

Group

Inc

7,158,886

74,097

(c)

British

American

Tobacco

PLC,

Sponsored

ADR

2,327,387

247,954

Coca-Cola

Co/The

13,880,465

67,191

Hormel

Foods

Corp

2,555,274

117,502

Keurig

Dr

Pepper

Inc

3,709,538

132,012

Mondelez

International

Inc,

Class

A

9,161,633

80,074

(c)

Monster

Beverage

Corp

4,239,918

12,100

(c)

Post

Holdings

Inc

1,037,454

Total

Food,

Beverage

&

Tobacco

44,070,555

Health

Care

Equipment

&

Services

-

5.2%

96,418

Abbott

Laboratories

9,338,083

30,067

Alcon

Inc

2,316,963

116,361

(c)

Boston

Scientific

Corp

6,143,861

20,430

Cigna

Group/The

5,844,410

63,378

CVS

Health

Corp

4,425,052

14,592

Elevance

Health

Inc

6,353,649

34,740

GE

HealthCare

Technologies

Inc

2,363,709

Nuveen

S&P

500

Buy-Write

Income

Fund

(continued)

Portfolio

of

Investments

September

30,

2023

(Unaudited)

4

BXMX

Shares

Description

(a)

Value

Health

Care

Equipment

&

Services

(continued)

16,250

HCA

Healthcare

Inc

$

3,997,175

8,009

(c)

IDEXX

Laboratories

Inc

3,502,095

82,736

Medtronic

PLC

6,483,193

42,162

UnitedHealth

Group

Inc

21,257,659

5,644

(c)

Veeva

Systems

Inc,

Class

A

1,148,272

Total

Health

Care

Equipment

&

Services

73,174,121

Household

&

Personal

Products

-

1.4%

15,340

(c)

BellRing

Brands

Inc

632,468

131,517

Procter

&

Gamble

Co/The

19,183,070

6,327

Spectrum

Brands

Holdings

Inc

495,720

Total

Household

&

Personal

Products

20,311,258

Insurance

-

2.0%

28,004

Allstate

Corp/The

3,119,926

34,937

Arthur

J

Gallagher

&

Co

7,963,190

37,130

CNO

Financial

Group

Inc

881,095

23,577

Fidelity

National

Financial

Inc

973,730

53,753

Hartford

Financial

Services

Group

Inc/The

3,811,625

9,393

Lincoln

National

Corp

231,913

3,360

RenaissanceRe

Holdings

Ltd

665,011

32,951

Travelers

Cos

Inc/The

5,381,228

71,665

W

R

Berkley

Corp

4,550,011

Total

Insurance

27,577,729

Materials

-

2.6%

9,313

Avery

Dennison

Corp

1,701,206

74,375

Barrick

Gold

Corp

1,082,156

16,669

Chemours

Co/The

467,565

52,881

Corteva

Inc

2,705,392

7,888

Crown

Holdings

Inc

697,930

93,269

Dow

Inc

4,808,950

23,362

Eastman

Chemical

Co

1,792,333

23,857

Linde

PLC

8,883,154

11,251

Martin

Marietta

Materials

Inc

4,618,310

20,588

Nucor

Corp

3,218,934

28,476

Nutrien

Ltd

1,758,678

10,656

Olin

Corp

532,587

8,167

Rio

Tinto

PLC,

Sponsored

ADR

519,748

14,399

RPM

International

Inc

1,365,169

18,945

Sonoco

Products

Co

1,029,661

87,016

Vale

SA,

Sponsored

ADR

1,166,014

Total

Materials

36,347,787

Media

&

Entertainment

-

8.0%

257,427

(c)

Alphabet

Inc,

Class

A

33,686,897

186,111

(c)

Alphabet

Inc,

Class

C

24,538,735

1,834

(c)

Baidu

Inc,

Sponsored

ADR

246,398

216,324

Comcast

Corp,

Class

A

9,591,806

86,419

(c)

Meta

Platforms

Inc

25,943,848

19,486

(c)

Netflix

Inc

7,357,914

17,899

New

York

Times

Co/The,

Class

A

737,439

78,489

News

Corp,

Class

A

1,574,489

1,091

(c)

Roku

Inc

77,014

93,635

(c)

Walt

Disney

Co/The

7,589,117

Total

Media

&

Entertainment

111,343,657

5

Shares

Description

(a)

Value

Pharmaceuticals,

Biotechnology

&

Life

Sciences

-

7.9%

78,698

AbbVie

Inc

$

11,730,724

3,768

(c)

Alnylam

Pharmaceuticals

Inc

667,313

28,228

Amgen

Inc

7,586,557

106,995

(c)

Avantor

Inc

2,255,455

9,647

(c)

Biogen

Inc

2,479,375

9,243

(c)

BioMarin

Pharmaceutical

Inc

817,821

97,561

Bristol-Myers

Squibb

Co

5,662,440

34,494

Eli

Lilly

&

Co

18,527,762

2,000

(c)

Exact

Sciences

Corp

136,440

67,257

Gilead

Sciences

Inc

5,040,240

3,110

(c)

Horizon

Therapeutics

Plc

359,796

7,173

(c)

ICON

PLC

1,766,351

112,159

Johnson

&

Johnson

17,468,764

112,570

Merck

&

Co

Inc

11,589,081

261,190

Pfizer

Inc

8,663,672

1,684

(c)

Seagen

Inc

357,261

28,283

(c)

Teva

Pharmaceutical

Industries

Ltd,

Sponsored

ADR

288,487

22,973

Thermo

Fisher

Scientific

Inc

11,628,243

11,974

(c)

Waters

Corp

3,283,391

Total

Pharmaceuticals,

Biotechnology

&

Life

Sciences

110,309,173

Semiconductors

&

Semiconductor

Equipment

-

7.4%

69,056

(c)

Advanced

Micro

Devices

Inc

7,100,338

56,923

Applied

Materials

Inc

7,880,989

918

ASML

Holding

NV

540,390

20,036

Broadcom

Inc

16,641,501

13,344

Entegris

Inc

1,253,135

9,062

Lam

Research

Corp

5,679,790

32,109

Marvell

Technology

Inc

1,738,060

62,434

Micron

Technology

Inc

4,247,385

95,946

NVIDIA

Corp

41,735,551

26,440

NXP

Semiconductors

NV

5,285,885

36,779

(c)

ON

Semiconductor

Corp

3,418,608

64,822

QUALCOMM

Inc

7,199,131

Total

Semiconductors

&

Semiconductor

Equipment

102,720,763

Software

&

Services

-

11.1%

29,105

Accenture

PLC,

Class

A

8,938,436

21,139

(c)

Adobe

Inc

10,778,776

20,604

(c)

Akamai

Technologies

Inc

2,195,150

3,072

(c)

Atlassian

Corp

Ltd,

Class

A

619,039

18,415

(c)

Autodesk

Inc

3,810,248

10,744

(c)

Check

Point

Software

Technologies

Ltd

1,431,960

45,484

(c)

Fortinet

Inc

2,669,001

4,755

(c)

Manhattan

Associates

Inc

939,873

289,699

Microsoft

Corp

91,472,459

81,715

Oracle

Corp

8,655,253

46,556

(c)

Salesforce

Inc

9,440,626

10,782

(c)

ServiceNow

Inc

6,026,707

6,661

(c)

Shopify

Inc,

Class

A

363,491

14,844

(c)

VeriSign

Inc

3,006,355

11,671

(c)

VMware

Inc,

Class

A

1,942,988

3,568

(c)

Workday

Inc,

Class

A

766,585

20,890

(c)

Zoom

Video

Communications

Inc,

Class

A

1,461,047

Total

Software

&

Services

154,517,994

Nuveen

S&P

500

Buy-Write

Income

Fund

(continued)

Portfolio

of

Investments

September

30,

2023

(Unaudited)

6

BXMX

Shares

Description

(a)

Value

Technology

Hardware

&

Equipment

-

8.8%

580,330

Apple

Inc

$

99,358,299

20,728

CDW

Corp/DE

4,182,081

19,049

(c)

Ciena

Corp

900,256

220,344

Cisco

Systems

Inc

11,845,693

123,423

Corning

Inc

3,760,699

17,371

Dell

Technologies

Inc,

Class

C

1,196,862

34,963

(c)

Flex

Ltd

943,302

5,140

(c)

Lumentum

Holdings

Inc

232,225

27,916

(c)

Viavi

Solutions

Inc

255,152

Total

Technology

Hardware

&

Equipment

122,674,569

Telecommunication

Services

-

0.8%

346,624

Verizon

Communications

Inc

11,234,084

Total

Telecommunication

Services

11,234,084

Transportation

-

1.6%

68,557

(c)

American

Airlines

Group

Inc

878,215

12,697

Canadian

National

Railway

Co

1,375,466

23,404

Canadian

Pacific

Railway

Ltd

1,741,492

4,425

(c)

Lyft

Inc,

Class

A

46,639

21,947

Norfolk

Southern

Corp

4,322,023

11,774

Old

Dominion

Freight

Line

Inc

4,817,214

15,588

(c)

Uber

Technologies

Inc

716,892

36,282

(c)

United

Airlines

Holdings

Inc

1,534,729

49,094

United

Parcel

Service

Inc,

Class

B

7,652,282

Total

Transportation

23,084,952

Utilities

-

2.5%

94,621

Ameren

Corp

7,080,489

33,294

Atmos

Energy

Corp

3,526,833

58,152

Evergy

Inc

2,948,306

2,933

National

Fuel

Gas

Co

152,252

141,395

NextEra

Energy

Inc

8,100,520

17,519

NorthWestern

Corp

841,963

74,176

OGE

Energy

Corp

2,472,286

29,198

Pinnacle

West

Capital

Corp

2,151,309

7

Investments

in

Derivatives

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

Shares

Description

(a)

Value

Utilities

(continued)

93,763

WEC

Energy

Group

Inc

$

7,552,610

Total

Utilities

34,826,568

Total

Common

Stocks

(cost

$533,008,664)

1,386,040,320

Total

Long-Term

Investments

(cost

$533,008,664)

1,386,040,320

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

SHORT-TERM

INVESTMENTS

-

2.9% 

X

–

REPURCHASE

AGREEMENTS

-

2

.9

%

X

40,366,087

$

2,086

Repurchase

Agreement

with

Fixed

Income

Clearing

Corporation,

dated

09/29/23,

repurchase

price

$2,086,365,

collateralized

by

$2,958,200,

U.S.

Treasury

Bond,

2.875%,

due

05/15/52,

value

$2,127,824

1.600%

10/02/23

$

2,086,087

38,280

Repurchase

Agreement

with

Fixed

Income

Clearing

Corporation,

dated

09/29/23,

repurchase

price

$38,296,843,

collateralized

by

$53,957,800,

U.S.

Treasury

Bond,

2.875%,

due

05/15/49,

value

$39,045,635

5.280%

10/02/23

38,280,000

Total

Repurchase

Agreements

(cost

$40,366,087)

40,366,087

Total

Short-Term

Investments

(cost

$40,366,087)

40,366,087

Total

Investments

(cost

$

573,374,751

)

-

102

.2

%

1,426,406,407

Other

Assets

&

Liabilities,

Net

-  (2.2)%

(

30,569,279

)

Net

Assets

Applicable

to

Common

Shares

-

100%

$

1,395,837,128

Options

Written

Type

Description

Number

of

Contracts

Notional

Amount

(d)

Exercise

Price

Expiration

Date

Value

Call

S&P

500

Index

(365)

$

(

160,600,000

)

$

4,400

10/20/23

$

(

728,175

)

Call

S&P

500

Index

(349)

(

158,795,000

)

4,550

10/20/23

(

34,028

)

Call

S&P

500

Index

(349)

(

162,285,000

)

4,650

10/20/23

(

6,108

)

Call

S&P

500

Index

(349)

(

151,815,000

)

4,350

10/31/23

(

1,891,580

)

Call

S&P

500

Index

(359)

(

157,960,000

)

4,400

10/31/23

(

1,193,675

)

Call

S&P

500

Index

(360)

(

160,560,000

)

4,460

10/31/23

(

574,200

)

Call

S&P

500

Index

(359)

(

157,960,000

)

4,400

11/17/23

(

1,909,880

)

Call

S&P

500

Index

(360)

(

162,000,000

)

4,500

11/17/23

(

766,800

)

Call

S&P

500

Index

(350)

(

154,000,000

)

4,400

11/30/23

(

2,292,500

)

Total

Options

Written

(premiums

received

$24,972,532)

(3,200)

$(1,425,975,000)

$(9,396,945)

Nuveen

S&P

500

Buy-Write

Income

Fund

(continued)

Portfolio

of

Investments

September

30,

2023

(Unaudited)

8

BXMX

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Common

Stocks

$

1,386,040,320

$

–

$

–

$

1,386,040,320

Short-Term

Investments:

Repurchase

Agreements

–

40,366,087

–

40,366,087

Investments

in

Derivatives:

Options

Written

(9,396,945)

–

–

(9,396,945)

Total

$

1,376,643,375

$

40,366,087

$

–

$

1,417,009,462

For

Fund

portfolio

compliance

purposes,

the

Fund’s

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets

applicable

to

common

shares

unless

otherwise

noted.

(b)

The

Fund

may

designate

up

to

100%

of

its

common

stock

investments

to

cover

outstanding

options

written.

(c)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(d)

For

disclosure

purposes,

Notional

Amount

is

calculated

by

multiplying

the

Number

of

Contracts

by

the

Exercise

Price

by

100.

ADR

American

Depositary

Receipt

REIT

Real

Estate

Investment

Trust

S&P

Standard

&

Poor's

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