The biogenesis of Sm-type small nuclear ribonucleoproteins (snRNPs) involves the export of newly transcribed small nuclear RNAs (snRNAs) to the cytoplasm, assembly with seven common proteins and modification at the 5' and 3' termini. Binding of snRNP-specific proteins and snRNA modification complete the maturation process. This is thought to occur after reimport of the core snRNPs into the nucleus. The heterotrimeric splicing factor SF3a converts a pre-mature 15S U2 snRNP into the functional 17S particle. To analyze cellular aspects of this process, we studied domains in SF3a60 and SF3a66 that are required for their localization to nuclear speckles. Regions in SF3a60 and SF3a66 that mediate the binding to SF3a120 are necessary for nuclear import of the proteins, suggesting that the SF3a heterotrimer forms in the cytoplasm. SF3a60 and SF3a66 deleted for zinc finger domains required for the incorporation of SF3a into the U2 snRNP are nuclear, indicating that the 17S U2 snRNP is assembled in the nucleus. However, these proteins show an aberrant nuclear distribution. Endogenous SF3a subunits colocalize with U2 snRNP in nuclear speckles, but cannot be detected in Cajal bodies, unlike core U2 snRNP components. By contrast, SF3a60 and SF3a66 lacking the zinc finger domains accumulate in Cajal bodies and are diffusely distributed in the cytoplasm, suggesting a function for Cajal bodies in the final maturation of the U2 snRNP.