UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT

INVESTMENT COMPANY

Investment Company Act file number 811- 08333

Nuveen Investment Trust II

(Exact name of registrant as specified in charter)

Nuveen Investments

333 West Wacker Drive, Chicago, Illinois 60606

(Address of principal executive offices) (Zip code)

Kevin J. McCarthy—Vice President and Secretary

333 West Wacker Drive, Chicago, Illinois 60606

(Name and address of agent for service)

Registrant’s telephone number, including area code: 312-917-7700

Date of fiscal year end: September 30

Date of reporting period: June 30, 2012

Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

Item 1. Schedule of Investments.

Portfolio of Investments (Unaudited)

Nuveen Symphony Large-Cap Growth Fund

June 30, 2012

Shares		Description (1)	Value
		COMMON STOCKS – 96.7%
		Aerospace & Defense – 1.0%
	9,172	BE Aerospace Inc., (2)	$	400,450
		Air Freight & Logistics – 1.0%
	4,290	FedEx Corporation		393,007
		Apparel, Accesories & Luxury Goods – 1.0%
	4,915	PVH Corporation		382,338
		Beverages – 2.8%
	6,519	Coca-Cola Company		509,721
	13,599	Dr. Pepper Snapple Group		594,956
		Total Beverages		1,104,677
		Biotechnology – 0.9%
	4,654	Amgen Inc.,		339,928
		Capital Markets – 1.0%
	943	Affiliated Managers Group Inc., (2)		103,211
	4,800	T. Rowe Price Group Inc.		302,208
		Total Capital Markets		405,419
		Chemicals – 4.8%
	2,224	CF Industries Holdings, Inc.		430,878
	3,731	Eastman Chemical Company		187,930
	4,958	LyondellBasell Industries NV		199,659
	6,265	Monsanto Company		518,617
	4,236	Sigma-Aldrich Corporation		313,167
	4,654	Westlake Chemical Corporation		243,218
		Total Chemicals		1,893,469
		Communication Equipment – 1.7%
	1,429	F5 Networks, Inc., (2)		142,271
	9,527	QUALCOMM, Inc.		530,463
		Total Communication Equipment		672,734
		Computers & Peripherals – 9.4%
	5,623	Apple, Inc., (2)		3,283,832
	16,861	EMC Corporation, (2)		432,147
		Total Computers & Peripherals		3,715,979
		Construction & Engineering – 0.6%
	5,078	Fluor Corporation		250,549
		Consumer Finance – 1.3%
	14,595	Discover Financial Services		504,695
		Diversified Telecommunication Services – 1.5%
	13,466	Verizon Communications Inc.		598,429
		Electrical Equipment – 0.6%
	3,317	Rockwell Automation, Inc.		219,121
		Energy Equipment & Services – 3.0%
	7,306	Helmerich & Payne Inc.		317,665
	5,059	Oil States International Inc., (2)		334,906
	4,043	Schlumberger Limited		262,431
	12,975	Superior Energy Services, Inc., (2)		262,484
		Total Energy Equipment & Services		1,177,486

Nuveen Investments 1

Portfolio of Investments (Unaudited)

Nuveen Symphony Large-Cap Growth Fund (continued)

June 30, 2012

Shares		Description (1)	Value
		Food & Staples Retailing – 3.1%
	7,637	Costco Wholesale Corporation	$	725,515
	5,877	CVS Caremark Corporation		274,632
	2,249	Whole Foods Market, Inc.		214,375
		Total Food & Staples Retailing		1,214,522
		Food Products – 2.9%
	5,472	Campbell Soup Company		182,655
	6,953	Hershey Foods Corporation		500,825
	5,834	Mead Johnson Nutrition Company, Class A Shares		469,695
		Total Food Products		1,153,175
		Health Care Equipment & Supplies – 1.4%
	6,539	Baxter International, Inc.		347,548
	2,449	Cooper Companies, Inc.		195,332
		Total Health Care Equipment & Supplies		542,880
		Health Care Providers & Services – 4.6%
	5,789	Davita Inc., (2)		568,538
	4,635	Express Scripts, Holding Company, (2)		258,772
	12,468	HCA Holdings Inc., (2)		379,401
	6,560	McKesson HBOC Inc.		615,000
		Total Health Care Providers & Services		1,821,711
		Hotels, Restaurants & Leisure – 3.3%
	6,786	Brinker International Inc.		216,270
	32,909	International Game Technology		518,317
	7,460	Las Vegas Sands		324,435
	5,945	Marriott International, Inc., Class A		233,044
		Total Hotels, Restaurants & Leisure		1,292,066
		Internet & Catalog Retail – 1.6%
	1,477	Amazon.com, Inc.		337,273
	428	priceline.com Incorporated, (2)		284,415
		Total Internet & Catalog Retail		621,688
		Internet Software & Services – 4.7%
	21,397	eBay Inc., (2)		898,888
	1,607	Google Inc., Class A, (2)		932,172
		Total Internet Software & Services		1,831,060
		IT Services – 6.2%
	2,355	Alliance Data Systems Corporation, (2)		317,925
	6,274	International Business Machines Corporation (IBM)		1,227,069
	1,133	MasterCard, Inc.,		487,315
	5,462	Teradata Corporation, (2)		393,319
		Total IT Services		2,425,628
		Life Sciences Tools & Services – 0.7%
	6,603	Agilent Technologies, Inc.		259,102
		Machinery – 5.0%
	5,332	Caterpillar Inc.		452,740
	4,212	Cummins Inc.		408,185
	6,707	Joy Global Inc.		380,488

2 Nuveen Investments

Shares		Description (1)	Value
		Machinery (continued)
	6,687	SPX Corporation	$	436,795
	3,941	Wabtec Corporation		307,437
		Total Machinery		1,985,645
		Media – 2.2%
	7,570	Scripps Networks Interactive, Class A Shares		430,430
	5,111	Time Warner Cable, Class A		419,613
		Total Media		850,043
		Metals & Mining – 0.5%
	5,965	Freeport-McMoRan Copper & Gold, Inc.		203,228
		Multiline Retail – 2.5%
	6,788	Big Lots, Inc., (2)		276,883
	5,576	Macy’s, Inc.		191,536
	8,528	Target Corporation		496,244
		Total Multiline Retail		964,663
		Oil, Gas & Consumable Fuels – 2.7%
	3,522	Chevron Corporation		371,571
	2,721	EOG Resources, Inc.		245,189
	7,030	Murphy Oil Corporation		353,539
	2,726	Phillips 66		90,612
		Total Oil, Gas & Consumable Fuels		1,060,911
		Pharmaceuticals – 3.4%
	10,458	Abbott Laboratories		674,227
	15,909	Eli Lilly and Company		682,655
		Total Pharmaceuticals		1,356,882
		Retail REIT – 1.3%
	3,320	Simon Property Group, Inc.		516,791
		Road & Rail – 1.7%
	8,791	CSX Corporation		196,567
	3,977	Union Pacific Corporation		474,496
		Total Road & Rail		671,063
		Semiconductors & Equipment – 3.8%
	11,164	Avago Technologies Limtied		400,788
	11,246	Broadcom Corporation, Class A, (2)		380,115
	5,891	Lam Research Corporation, (2)		222,326
	3,168	Linear Technology Corporation		99,253
	29,044	NVIDIA Corporation, (2)		401,388
		Total Semiconductors & Equipment		1,503,870
		Software – 5.4%
	32,280	Microsoft Corporation		987,445
	38,088	Oracle Corporation		1,131,214
		Total Software		2,118,659
		Specialized REIT – 0.8%
	7,088	Rayonier Inc.		318,251
		Specialty Retail – 2.9%
	7,773	Home Depot, Inc.		411,891

Nuveen Investments 3

Portfolio of Investments (Unaudited)

Nuveen Symphony Large-Cap Growth Fund (continued)

June 30, 2012

Shares		Description (1)					Value
		Specialty Retail (continued)
	3,315	O’Reilly Automotive Inc.					$	277,698
	7,176	Ross Stores, Inc.						448,285
		Total Specialty Retail						1,137,874
		Tobacco – 4.7%
	3,776	Lorillard Inc.						498,243
	15,274	Philip Morris International						1,332,809
		Total Tobacco						1,831,052
		Water Utilities – 0.7%
	11,839	Aqua America Inc.						295,502
		Total Common Stocks (cost $35,656,300)						38,034,547
Principal Amount (000)		Description (1)	Coupon		Maturity		Value
		SHORT-TERM INVESTMENTS – 6.8%
$	2,669	Repurchase Agreement with State Street Bank, dated 6/29/12, repurchase price $2,669,294, collateralized by $2,710,000 U.S. Treasury Notes, 0.750%, due 3/31/13, value $2,726,938		0.010%		7/02/12	$	2,669,292
		Total Short-Term Investments (cost $2,669,292)						2,669,292
		Total Investments (cost $38,325,592) – 103.5%						40,703,839
		Other Assets Less Liabilities – (3.5)%						(1,390,145)
		Net Assets – 100%					$	39,313,694

Fair Value Measurements

Fair value is defined as the price that the Funds would receive 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. A three-tier hierarchy 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 are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own 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, prepayment speeds, credit risk, etc.).
Level 3 –	Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).

The inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of each Fund’s fair value measurements as of the end of the reporting period.

	Level 1		Level 2		Level 3		Total
Long-Term Investments*:
Common Stocks	$	38,034,547	$	—	$	—	$	38,034,547
Short-Term Investments:
Repurchase Agreements		—		2,669,292		—		2,669,292
Total	$	38,034,547	$	2,669,292	$	—	$	40,703,839

* Refer to the Fund’s Portfolio of Investments for industry classifications.

During the period ended June 30, 2012, the Fund recognized no significant transfers to or from Level 1, Level 2 or Level 3.

Income Tax Information

The following information is presented on an income tax basis. Differences between amounts for financial statement and federal income tax purposes are primarily due to timing differences in recognizing certain gains and losses on investment transactions. To the extent that differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.

4 Nuveen Investments

At June 30, 2012, the cost of investments was $38,375,273.

Gross unrealized appreciation and gross unrealized depreciation of investments at June 30, 2012, were as follows:

Gross unrealized:
Appreciation	$	3,001,974
Depreciation		(673,408	)
Net unrealized appreciation (depreciation) of investments	$	2,328,566

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.

(1) All percentages shown in the Portfolio of Investments are based on net assets.

(2) Non-income producing; issuer has not declared a dividend within the past twelve months.

REIT Real Estate Investment Trust.

Nuveen Investments 5

Portfolio of Investments (Unaudited)

Nuveen Symphony Large-Cap Value Fund

June 30, 2012

Shares		Description (1)	Value
		COMMON STOCKS – 98.0%
		Aerospace & Defense – 0.9%
	557	Textron Inc.	$	13,853
		Apparel, Accesories & Luxury Goods – 0.7%
	150	PVH Corporation		11,669
		Biotechnology – 1.4%
	303	Amgen Inc.		22,131
		Capital Markets – 3.3%
	205	Affiliated Managers Group Inc., (2)		22,437
	862	American Capital Limited, (2)		8,680
	420	Ameriprise Financial, Inc.		21,949
		Total Capital Markets		53,066
		Chemicals – 2.0%
	56	CF Industries Holdings, Inc.		10,849
	510	LyondellBasell Industries NV		20,538
		Total Chemicals		31,387
		Commercial Banks – 6.4%
	1,455	First Niagara Financial Group Inc.		11,131
	1,770	KeyCorp.		13,700
	783	U.S. Bancorp		25,181
	1,571	Wells Fargo & Company		52,534
		Total Commercial Banks		102,546
		Communication Equipment – 1.2%
	403	Motorola Solutions Inc.		19,388
		Computers & Peripherals – 1.2%
	1,500	Dell Inc., (2)		18,780
		Consumer Finance – 1.6%
	451	Capital One Financial Corporation		24,652
		Diversified Financial Services – 2.6%
	1,480	Citigroup Inc.		40,567
		Diversified Telecommunication Services – 2.4%
	845	Verizon Communications Inc.		37,552
		Electric Utilities – 3.0%
	1,265	Duke Energy Corporation, (2)		29,171
	417	Southern Company		19,307
		Total Electric Utilities		48,478
		Electronic Components – 0.6%
	700	Corning Incorporated		9,051
		Energy Equipment & Services – 2.2%
	422	Halliburton Company		11,981
	359	National-Oilwell Varco Inc.		23,134
		Total Energy Equipment & Services		35,115
		Food & Staples Retailing – 1.0%
	343	CVS Caremark Corporation		16,028
		Food Products – 3.3%
	245	Hershey Foods Corporation		17,647

6 Nuveen Investments

Shares		Description (1)	Value
		Food Products (continued)
	898	Kraft Foods Inc., Class A	$	34,681
		Total Food Products		52,328
		Health Care Providers & Services – 2.5%
	768	HCA Holdings Inc., (2)		23,370
	174	McKesson HBOC Inc.		16,313
		Total Health Care Providers & Services		39,683
		Hotels, Restaurants & Leisure – 1.3%
	1,269	International Game Technology		19,987
		Industrial Conglomerates – 3.8%
	1,533	General Electric Company		31,948
	547	Tyco International Ltd.		28,909
		Total Industrial Conglomerates		60,857
		Insurance – 9.1%
	508	AFLAC Incorporated		21,636
	631	Allstate Corporation		22,142
	483	American International Group, (2)		15,499
	217	Chubb Corporation		15,802
	386	Prudential Financial, Inc.		18,694
	504	Torchmark Corporation		25,477
	1,239	XL Capital Ltd, Class A		26,069
		Total Insurance		145,319
		Internet & Catalog Retail – 1.3%
	436	Expedia, Inc.		20,959
		Internet Software & Services – 3.5%
	789	eBay Inc., (2)		33,146
	1,475	Yahoo! Inc., (2)		23,349
		Total Internet Software & Services		56,495
		IT Services – 1.4%
	182	Visa Inc., Class A		22,501
		Machinery – 2.6%
	143	Caterpillar Inc.		12,142
	515	Harsco Corporation		10,496
	427	Ingersoll Rand Company Limited, Class A		18,011
		Total Machinery		40,649
		Media – 1.4%
	681	Comcast Corporation, Class A		21,772
		Metals & Mining – 0.5%
	172	Newmont Mining Corporation		8,344
		Multiline Retail – 3.5%
	311	Big Lots, Inc., (2)		12,686
	543	Macy’s, Inc.		18,652
	415	Target Corporation		24,149
		Total Multiline Retail		55,487
		Multi-Utilities – 0.5%
	244	Public Service Enterprise Group Incorporated		7,930

Nuveen Investments 7

Portfolio of Investments (Unaudited)

Nuveen Symphony Large-Cap Value Fund (continued)

June 30, 2012

Shares		Description (1)	Value
		Office Electronics – 1.4%
	2,904	Xerox Corporation	$	22,854
		Oil, Gas & Consumable Fuels – 12.4%
	158	Apache Corporation		13,887
	355	Devon Energy Corporation		20,586
	616	Exxon Mobil Corporation		52,707
	645	Marathon Oil Corporation		16,493
	371	Marathon Petroleum Corporation		16,665
	441	Murphy Oil Corporation		22,178
	464	Occidental Petroleum Corporation		39,797
	257	Spectra Energy Corporation		7,468
	470	WPX Energy Inc., (2)		7,605
		Total Oil, Gas & Consumable Fuels		197,386
		Paper & Forest Products – 0.7%
	399	International Paper Company		11,535
		Pharmaceuticals – 9.9%
	699	Bristol-Myers Squibb Company		25,129
	560	Johnson & Johnson		37,834
	1,105	Merck & Company Inc.		46,134
	1,018	Pfizer Inc.		23,414
	342	Watson Pharmaceuticals Inc., (2)		25,305
		Total Pharmaceuticals		157,816
		Residential REIT – 1.1%
	252	Camden Property Trust		17,053
		Retail REIT – 1.1%
	110	Simon Property Group, Inc.		17,123
		Road & Rail – 1.7%
	1,242	CSX Corporation		27,771
		Software – 1.5%
	795	Microsoft Corporation		24,319
		Specialty Retail – 0.5%
	159	Home Depot, Inc.		8,425
		Tobacco – 2.5%
	117	Lorillard Inc.		15,438
	284	Philip Morris International		24,782
		Total Tobacco		40,220
		Total Investments (cost $1,391,520) – 98.0%		1,561,076
		Other Assets Less Liabilities – 2.0%		32,076
		Net Assets – 100%	$	1,593,152

Fair Value Measurements

Fair value is defined as the price that the Funds would receive 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. A three-tier hierarchy 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 are based on market data obtained from sources independent of the reporting entity. Unobservable

8 Nuveen Investments

inputs reflect the reporting entity’s own 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, prepayment speeds, credit risk, etc.).
Level 3 –	Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).

The inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of each Fund’s fair value measurements as of the end of the reporting period.

	Level 1		Level 2		Level 3		Total
Long-Term Investments*:
Common Stocks	$	1,561,076	$	—	$	—	$	1,561,076

* Refer to the Fund’s Portfolio of Investments for industry classifications.

During the period ended June 30, 2012, the Fund recognized no significant transfers to or from Level 1, Level 2 or Level 3.

Income Tax Information

The following information is presented on an income tax basis. Differences between amounts for financial statement and federal income tax purposes are primarily due to timing differences in recognizing certain gains and losses on investment transactions. To the extent that differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.

At June 30, 2012, the cost of investments was $1,392,422.

Gross unrealized appreciation and gross unrealized depreciation of investments at June 30, 2012, were as follows:

Gross unrealized:
Appreciation	$	218,864
Depreciation		(50,210	)
Net unrealized appreciation (depreciation) of investments	$	168,654

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.

(1) All percentages shown in the Portfolio of Investments are based on net assets.

(2) Non-income producing; issuer has not declared a dividend within the past twelve months.

REIT Real Estate Investment Trust.

Nuveen Investments 9

Portfolio of Investments (Unaudited)

Nuveen Symphony Mid-Cap Core Fund

June 30, 2012

Shares		Description (1)	Value
		COMMON STOCKS – 96.4%
		Aerospace & Defense – 1.2%
	981	BE Aerospace Inc., (2)	$	42,830
		Apparel, Accesories & Luxury Goods – 1.4%
	693	PVH Corporation		53,908
		Beverages – 0.8%
	658	Dr. Pepper Snapple Group		28,788
		Building Products – 2.4%
	1,190	Lennox International Inc.		55,490
	1,180	Owens Corning, (2)		33,677
		Total Building Products		89,167
		Capital Markets – 5.2%
	487	Affiliated Managers Group Inc., (2)		53,302
	1,172	Ameriprise Financial, Inc.		61,249
	3,569	E*Trade Group Inc., (2)		28,695
	2,293	Invesco LTD		51,822
		Total Capital Markets		195,068
		Chemicals – 5.1%
	313	Airgas, Inc.		26,295
	1,153	Celanese Corporation, Series A		39,917
	326	CF Industries Holdings, Inc.		63,159
	933	Interpid Potash Inc., (2)		21,235
	538	Sigma-Aldrich Corporation		39,774
		Total Chemicals		190,380
		Commercial Banks – 2.2%
	4,496	First Niagara Financial Group Inc.		34,394
	5,928	KeyCorp.		45,883
		Total Commercial Banks		80,277
		Commercial Services & Supplies – 0.7%
	984	Republic Services, Inc.		26,037
		Computers & Peripherals – 1.0%
	23	Apple, Inc., (2)		13,432
	724	Western Digital Corporation, (2)		22,068
		Total Computers & Peripherals		35,500
		Construction & Engineering – 1.7%
	2,679	Quanta Services Incorporated, (2)		64,484
		Electric Utilities – 1.6%
	1,263	Edison International		58,351
		Electronic Equipment & Instruments – 0.9%
	1,719	Jabil Circuit Inc.		34,947
		Energy Equipment & Services – 2.8%
	529	Helmerich & Payne Inc.		23,001
	700	Oil States International Inc., (2)		46,340
	1,682	Superior Energy Services, Inc., (2)		34,027
		Total Energy Equipment & Services		103,368
		Food Products – 5.0%
	1,087	Hershey Foods Corporation		78,297

10 Nuveen Investments

Shares		Description (1)	Value
		Food Products (continued)
	779	Mead Johnson Nutrition Company, Class A Shares	$	62,717
	2,345	Tyson Foods, Inc., Class A		44,156
		Total Food Products		185,170
		Gas Utilities – 1.5%
	2,753	Questar Corporation		57,428
		Health Care Equipment & Supplies – 1.2%
	2,452	Hologic Inc., (2)		44,234
		Health Care Providers & Services – 2.5%
	404	Davita Inc., (2)		39,677
	6,563	Health Management Associates Inc., (2)		51,520
		Total Health Care Providers & Services		91,197
		Hotels, Restaurants & Leisure – 4.3%
	1,399	Brinker International Inc.		44,586
	3,882	International Game Technology		61,142
	1,184	Penn National Gaming, Inc., (2)		52,795
		Total Hotels, Restaurants & Leisure		158,523
		Independent Power Producers & Energy Traders – 1.5%
	4,285	AES Corporation, (2)		54,977
		Insurance – 5.7%
	375	Allied World Assurance Holdings		29,801
	470	Everest Reinsurance Group Ltd		48,640
	1,270	Marsh & McLennan Companies, Inc.		40,932
	995	Torchmark Corporation		50,297
	1,058	WR Berkley Corporation		41,177
		Total Insurance		210,847
		Internet Software & Services – 1.0%
	881	Rackspace Hosting Inc., (2)		38,711
		IT Services – 3.7%
	328	Alliance Data Systems Corporation, (2)		44,280
	743	Teradata Corporation, (2)		53,503
	1,145	VeriFone Holdings Inc., (2)		37,888
		Total IT Services		135,671
		Life Sciences Tools & Services – 1.2%
	1,129	Agilent Technologies, Inc.		44,302
		Machinery – 4.7%
	876	SPX Corporation		57,220
	635	WABCO Holdings Inc., (2)		33,611
	721	Wabtec Corporation		56,245
	1,023	Xylem Inc.		25,749
		Total Machinery		172,825
		Multiline Retail – 2.3%
	1,424	Big Lots, Inc., (2)		58,085
	770	Macy’s, Inc.		26,450
		Total Multiline Retail		84,535

Nuveen Investments 11

Portfolio of Investments (Unaudited)

Nuveen Symphony Mid-Cap Core Fund (continued)

June 30, 2012

Shares		Description (1)	Value
		Multi-Utilities – 7.2%
	1,316	Alliant Energy Corporation	$	59,970
	2,652	CenterPoint Energy, Inc.		54,817
	2,143	CMS Energy Corporation		50,361
	712	Sempra Energy		49,043
	3,034	TECO Energy, Inc.		54,794
		Total Multi-Utilities		268,985
		Office REIT – 1.0%
	519	Digital Realty Trust Inc.		38,961
		Oil, Gas & Consumable Fuels – 1.2%
	405	Continental Resources Inc., (2)		26,981
	764	Tesoro Corporation, (2)		19,069
		Total Oil, Gas & Consumable Fuels		46,050
		Pharmaceuticals – 2.5%
	2,835	Warner Chilcott Limited, (2)		50,803
	551	Watson Pharmaceuticals Inc., (2)		40,768
		Total Pharmaceuticals		91,571
		Residential REIT – 1.0%
	246	Essex Property Trust Inc.		37,864
		Retail REIT – 4.1%
	1,963	CBL & Associates Properties Inc.		38,357
	1,447	Tanger Factory Outlet Centers		46,376
	869	Taubman Centers Inc.		67,052
		Total Retail REIT		151,785
		Semiconductors & Equipment – 4.6%
	1,451	Avago Technologies Limtied		52,091
	933	KLA-Tencor Corporation		45,950
	3,308	NVIDIA Corporation, (2)		45,717
	987	Skyworks Solutions Inc., (2)		27,014
		Total Semiconductors & Equipment		170,772
		Software – 1.6%
	1,443	Fortinet Inc., (2)		33,506
	533	Micros Systems, Inc., (2)		27,290
		Total Software		60,796
		Specialized REIT – 1.8%
	2,905	Omega Healthcare Investors Inc.		65,363
		Specialty Retail – 6.3%
	739	Advance Auto Parts, Inc.		50,415
	1,865	Foot Locker, Inc.		57,032
	1,025	Limited Brands, Inc.		43,593
	548	PetSmart Inc.		37,363
	724	Ross Stores, Inc.		45,228
		Total Specialty Retail		233,631
		Textiles, Apparel & Luxury Goods – 1.7%
	1,393	Deckers Outdoor Corporation, (2)		61,306
		Tobacco – 1.2%
	353	Lorillard Inc.		46,578

12 Nuveen Investments

Shares		Description (1)					Value
		Wireless Telecommunication Services – 0.6%
	1,058	Telephone and Data Systems Inc.					$	22,524
		Total Common Stocks (cost $3,193,904)						3,577,711
Principal Amount (000)		Description (1)	Coupon		Maturity		Value
		SHORT-TERM INVESTMENTS – 5.6%
$	210	Repurchase Agreement with Fixed Income Clearing Corporation, dated 6/29/12, repurchase price $209,539, collateralized by $155,000 U.S. Treasury Bonds, 4.625%, due 2/15/40, value $217,043		0.010%		7/02/12	$	209,538
		Total Short-Term Investments (cost $209,538)						209,538
		Total Investments (cost $3,403,442) – 102.0%						3,787,249
		Other Assets Less Liabilities – (2.0)%						(74,659)
		Net Assets – 100%					$	3,712,590

Fair Value Measurements

Fair value is defined as the price that the Funds would receive 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. A three-tier hierarchy 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 are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own 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, prepayment speeds, credit risk, etc.).
Level 3 –	Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).

The inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of each Fund’s fair value measurements as of the end of the reporting period.

	Level 1		Level 2		Level 3		Total
Long-Term Investments*:
Common Stocks	$	3,577,711	$	—	$	—	$	3,577,711
Short-Term Investments:
Repurchase Agreements		—		209,538		—		209,538
Total	$	3,577,711	$	209,538	$	—	$	3,787,249

* Refer to the Fund’s Portfolio of Investments for industry classifications.

During the period ended June 30, 2012, the Fund recognized no significant transfers to or from Level 1, Level 2 or Level 3.

Income Tax Information

The following information is presented on an income tax basis. Differences between amounts for financial statement and federal income tax purposes are primarily due to timing differences in recognizing certain gains and losses on investment transactions. To the extent that differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.

At June 30, 2012, the cost of investments was $3,415,430.

Gross unrealized appreciation and gross unrealized depreciation of investments at June 30, 2012, were as follows:

Gross unrealized:
Appreciation	$	440,297
Depreciation		(68,478	)
Net unrealized appreciation (depreciation) of investments	$	371,819

Nuveen Investments 13

Portfolio of Investments (Unaudited)

Nuveen Symphony Mid-Cap Core Fund (continued)

June 30, 2012

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.

(1) All percentages shown in the Portfolio of Investments are based on net assets.

(2) Non-income producing; issuer has not declared a dividend within the past twelve months.

REIT Real Estate Investment Trust.

14 Nuveen Investments

Portfolio of Investments (Unaudited)

Nuveen Symphony Small-Mid Cap Core Fund

June 30, 2012

Shares		Description (1)	Value
		COMMON STOCKS – 95.3%
		Aerospace & Defense – 1.3%
	209	BE Aerospace Inc., (2)	$	9,125
	448	Hexcel Corporation, (2)		11,554
		Total Aerospace & Defense		20,679
		Apparel, Accesories & Luxury Goods – 1.8%
	499	Fifth & Pacific Companies Inc., (2)		5,354
	229	Movado Group Inc.		5,730
	96	Oxford Industries Inc.		4,291
	149	PVH Corporation		11,591
		Total Apparel, Accesories & Luxury Goods		26,966
		Beverages – 0.7%
	79	Coca-Cola Bottling Company Consolidated		5,078
	142	Dr. Pepper Snapple Group		6,213
		Total Beverages		11,291
		Biotechnology – 1.1%
	236	Incyte Pharmaceuticals Inc., (2)		5,357
	473	Intermune, Inc., (2)		5,652
	811	Neurocrine Biosciences Inc., (2)		6,415
		Total Biotechnology		17,424
		Building Products – 1.3%
	258	Lennox International Inc.		12,031
	253	Owens Corning, (2)		7,221
		Total Building Products		19,252
		Capital Markets – 4.6%
	104	Affiliated Managers Group Inc., (2)		11,383
	250	Ameriprise Financial, Inc.		13,065
	1,205	Apollo Investment Corporation		9,254
	298	Cohen & Steers Inc.		10,284
	779	E*Trade Group Inc., (2)		6,263
	488	Invesco LTD		11,029
	426	Walter Investment Management Corporation		9,985
		Total Capital Markets		71,263
		Chemicals – 3.9%
	67	Airgas, Inc.		5,629
	246	Celanese Corporation, Series A		8,517
	70	CF Industries Holdings, Inc.		13,562
	199	Interpid Potash Inc., (2)		4,529
	161	Minerals Technologies Inc.		10,269
	115	Sigma-Aldrich Corporation		8,502
	176	Westlake Chemical Corporation		9,198
		Total Chemicals		60,206
		Commercial Banks – 2.6%
	329	BancorpSouth Inc.		4,777
	341	BBCN Bancorp Inc., (2)		3,713
	222	Citizens Republic Bancorp., (2)		3,803

Nuveen Investments 15

Portfolio of Investments (Unaudited)

Nuveen Symphony Small-Mid Cap Core Fund (continued)

June 30, 2012

Shares		Description (1)	Value
		Commercial Banks (continued)
	959	First Niagara Financial Group Inc.	$	7,336
	1,265	KeyCorp.		9,791
	469	Pacwest Bancorp.		11,101
		Total Commercial Banks		40,521
		Commercial Services & Supplies – 1.6%
	219	Clean Harbors, Inc., (2)		12,356
	192	G&K Services, Inc.		5,988
	210	Republic Services, Inc.		5,557
		Total Commercial Services & Supplies		23,901
		Communication Equipment – 0.5%
	129	Comtech Telecom Corporation		3,687
	111	Plantronics Inc.		3,707
		Total Communication Equipment		7,394
		Computers & Peripherals – 0.5%
	5	Apple, Inc., (2)		2,920
	154	Western Digital Corporation, (2)		4,694
		Total Computers & Peripherals		7,614
		Construction & Engineering – 1.3%
	372	MasTec Inc., (2)		5,595
	586	Quanta Services Incorporated, (2)		14,105
		Total Construction & Engineering		19,700
		Diversified Consumer Services – 0.5%
	137	Ascent Media Corporation, (2)		7,090
		Diversified Financial Services – 0.6%
	560	PHH Corporation, (2)		9,789
		Electric Utilities – 2.3%
	268	Edison International		12,382
	449	Portland General Electric Company		11,970
	317	UIL Holdings Corporation		11,368
		Total Electric Utilities		35,720
		Electrical Equipment – 0.2%
	150	Global Power Equipment Group Inc.		3,276
		Electronic Equipment & Instruments – 0.5%
	367	Jabil Circuit Inc.		7,461
		Energy Equipment & Services – 2.2%
	285	C&J Energy Services Inc., (2)		5,273
	519	Global Geophysical Services Inc., (2)		3,176
	113	Helmerich & Payne Inc.		4,913
	105	Hornbeck Offshore Services Inc., (2)		4,072
	149	Oil States International Inc., (2)		9,864
	359	Superior Energy Services, Inc., (2)		7,263
		Total Energy Equipment & Services		34,561
		Food & Staples Retailing – 0.7%
	216	Andersons, Inc.		9,215
	978	Rite Aid Corporation, (2)		1,369
		Total Food & Staples Retailing		10,584

16 Nuveen Investments

Shares		Description (1)	Value
		Food Products – 3.0%
	123	Hain Celestial Group Inc., (2)	$	6,770
	232	Hershey Foods Corporation		16,711
	165	Mead Johnson Nutrition Company, Class A Shares		13,284
	508	Tyson Foods, Inc., Class A		9,566
		Total Food Products		46,331
		Gas Utilities – 1.3%
	164	Chesapeake Utilities Corporation		7,170
	591	Questar Corporation		12,328
		Total Gas Utilities		19,498
		Health Care Equipment & Supplies – 1.7%
	272	Align Technology, Inc., (2)		9,101
	535	Hologic Inc., (2)		9,651
	123	NuVasive, Inc., (2)		3,119
	156	Steris Corporation		4,894
		Total Health Care Equipment & Supplies		26,765
		Health Care Providers & Services – 3.5%
	68	Air Methods Corporation, (2)		6,681
	129	AmSurg Corporation, (2)		3,867
	87	Davita Inc., (2)		8,544
	183	Hanger Orthopedic Group Inc., (2)		4,692
	1,433	Health Management Associates Inc., (2)		11,249
	182	Owens and Minor Inc.		5,575
	432	Vanguard Health Systems Inc., (2)		3,840
	169	Wellcare Health Plans Inc., (2)		8,957
		Total Health Care Providers & Services		53,405
		Hotels, Restaurants & Leisure – 3.5%
	513	Ameristar Casinos, Inc.		9,116
	299	Brinker International Inc.		9,529
	834	International Game Technology		13,136
	165	Multimedia Games, Inc., (2)		2,310
	253	Penn National Gaming, Inc., (2)		11,281
	998	Scientific Games Corporation, (2)		8,533
		Total Hotels, Restaurants & Leisure		53,905
		Independent Power Producers & Energy Traders – 0.8%
	920	AES Corporation, (2)		11,804
		Insurance – 4.6%
	81	Allied World Assurance Holdings		6,437
	254	Alterra Capital Holdings Limited		5,931
	101	Everest Reinsurance Group Ltd		10,452
	271	Marsh & McLennan Companies, Inc.		8,734
	635	National Financial Partners Corp., (2)		8,509
	431	Primerica Inc.		11,521
	212	Torchmark Corporation		10,717
	231	WR Berkley Corporation		8,991
		Total Insurance		71,292

Nuveen Investments 17

Portfolio of Investments (Unaudited)

Nuveen Symphony Small-Mid Cap Core Fund (continued)

June 30, 2012

Shares		Description (1)	Value
		Internet Software & Services – 0.9%
	304	Rackspace Hosting Inc., (2)	$	13,358
		IT Services – 3.4%
	72	Alliance Data Systems Corporation, (2)		9,720
	369	CSG Systems International Inc., (2)		6,376
	158	Teradata Corporation, (2)		11,378
	424	VeriFone Holdings Inc., (2)		14,030
	182	Wright Express Corporation, (2)		11,233
		Total IT Services		52,737
		Leisure Equipment & Products – 0.5%
	100	Polaris Industries Inc.		7,148
		Life Sciences Tools & Services – 0.6%
	243	Agilent Technologies, Inc.		9,535
		Machinery – 3.5%
	573	Briggs & Stratton Corporation		10,022
	191	SPX Corporation		12,476
	251	Titan International Inc.		6,157
	135	WABCO Holdings Inc., (2)		7,146
	153	Wabtec Corporation		11,936
	219	Xylem Inc.		5,512
		Total Machinery		53,249
		Metals & Mining – 0.4%
	106	Kaiser Aluminum Corporation		5,495
		Mortgage REIT – 0.8%
	308	PennyMac Mortgage Investment Trust		6,077
	674	Two Harbors Investment Corporation		6,983
		Total Mortgage REIT		13,060
		Multiline Retail – 1.7%
	303	Big Lots, Inc., (2)		12,359
	137	Dillard’s, Inc., Class A		8,724
	168	Macy’s, Inc.		5,771
		Total Multiline Retail		26,854
		Multi-Utilities – 3.8%
	282	Alliant Energy Corporation		12,851
	574	CenterPoint Energy, Inc.		11,865
	460	CMS Energy Corporation		10,810
	152	Sempra Energy		10,470
	657	TECO Energy, Inc.		11,865
		Total Multi-Utilities		57,861
		Office REIT – 0.5%
	111	Digital Realty Trust Inc.		8,333
		Oil, Gas & Consumable Fuels – 2.7%
	86	Continental Resources Inc., (2)		5,729
	317	Energy XXI Limited Bermuda		9,919
	341	Oasis Petroleum Inc., (2)		8,245
	717	Petroquest Energy Inc., (2)		3,585

18 Nuveen Investments

Shares		Description (1)	Value
		Oil, Gas & Consumable Fuels (continued)
	428	Stone Energy Corporation, (2)	$	10,846
	162	Tesoro Corporation, (2)		4,044
		Total Oil, Gas & Consumable Fuels		42,368
		Paper & Forest Products – 0.6%
	251	Clearwater Paper Corporation, (2)		8,564
		Personal Products – 0.8%
	776	Prestige Brands Holdings Inc., (2)		12,269
		Pharmaceuticals – 1.6%
	133	Medicis Pharmaceutical Corporation		4,542
	619	Warner Chilcott Limited, (2)		11,092
	118	Watson Pharmaceuticals Inc., (2)		8,731
		Total Pharmaceuticals		24,365
		Professional Services – 0.7%
	290	Acacia Research, (2)		10,800
		Real Estate Management & Development – 0.3%
	390	Forestar Real Estate Group Inc., (2)		4,996
		Residential REIT – 1.8%
	178	American Campus Communities Inc.		8,006
	169	Equity Lifestyles Properties Inc.		11,656
	52	Essex Property Trust Inc.		8,004
		Total Residential REIT		27,666
		Retail REIT – 3.5%
	428	CBL & Associates Properties Inc.		8,363
	652	Ramco-Gershenson Properties Trust		8,196
	721	Tanger Factory Outlet Centers		23,108
	188	Taubman Centers Inc.		14,506
		Total Retail REIT		54,173
		Road & Rail – 0.8%
	247	Genesee & Wyoming Inc., (2)		13,051
		Semiconductors & Equipment – 4.1%
	317	Avago Technologies Limtied		11,380
	200	KLA-Tencor Corporation		9,850
	599	Kulicke & Soffa Industries Inc., (2)		5,343
	724	NVIDIA Corporation, (2)		10,006
	723	ON Semiconductor Corporation, (2)		5,133
	1,048	Photronics Inc., (2)		6,393
	597	Rudolph Technologies, (2)		5,206
	1,002	Silicon Image, Inc., (2)		4,148
	216	Skyworks Solutions Inc., (2)		5,912
		Total Semiconductors & Equipment		63,371
		Software – 4.3%
	219	Advent Software Inc., (2)		5,937
	149	Ansys Inc., (2)		9,403
	109	CommVault Systems, Inc., (2)		5,403
	103	Fair Isaac Corporation		4,355

Nuveen Investments 19

Portfolio of Investments (Unaudited)

Nuveen Symphony Small-Mid Cap Core Fund (continued)

June 30, 2012

Shares		Description (1)	Value
		Software (continued)
	308	Fortinet Inc., (2)	$	7,152
	213	Manhattan Associates Inc., (2)		9,736
	706	Mentor Graphics Corporation, (2)		10,590
	114	Micros Systems, Inc., (2)		5,837
	942	TiVo, Inc., (2)		7,790
		Total Software		66,203
		Specialized REIT – 1.3%
	367	Chesapeake Lodging Trust		6,320
	634	Omega Healthcare Investors Inc.		14,265
		Total Specialized REIT		20,585
		Specialty Retail – 4.9%
	157	Advance Auto Parts, Inc.		10,711
	279	Ann Inc., (2)		7,112
	395	Foot Locker, Inc.		12,079
	109	Genesco Inc., (2)		6,556
	219	Limited Brands, Inc.		9,314
	87	Lumber Liquidators Inc., (2)		2,940
	117	PetSmart Inc.		7,977
	158	Ross Stores, Inc.		9,870
	194	Select Comfort Corporation, (2)		4,058
	77	Vitamin Shoppe Inc., (2)		4,230
		Total Specialty Retail		74,847
		Textiles, Apparel & Luxury Goods – 1.2%
	295	Crocs, Inc., (2)		4,764
	301	Deckers Outdoor Corporation, (2)		13,247
		Total Textiles, Apparel & Luxury Goods		18,011
		Thrifts & Mortgage Finance – 1.1%
	900	Ocwen Financial Corporation, (2)		16,902
		Tobacco – 0.9%
	77	Lorillard Inc.		10,160
	76	Universal Corporation		3,521
		Total Tobacco		13,681
		Trading Companies & Distributors – 1.7%
	374	CAI International Inc., (2)		7,434
	313	SeaCube Container Leasing Limited		5,342
	153	United Rentals Inc., (2)		5,207
	117	Watsco Inc.		8,634
		Total Trading Companies & Distributors		26,617
		Wireless Telecommunication Services – 0.3%
	226	Telephone and Data Systems Inc.		4,812
		Total Common Stocks (cost $1,283,947)		1,468,603

20 Nuveen Investments

Principal Amount (000)		Description (1)	Coupon		Maturity		Value
		SHORT-TERM INVESTMENTS – 7.5%
$	115	Repurchase Agreement with Fixed Income Clearing Corporation, dated 6/29/12, repurchase price $115,472, collateralized by $85,000 U.S. Treasury Bonds, 4.625%, due 2/15/40, value $119,024		0.010%		7/02/12	$	115,471
		Total Short-Term Investments (cost $115,471)						115,471
		Total Investments (cost $1,399,418) – 102.8%						1,584,074
		Other Assets Less Liabilities – (2.8)%						(42,427)
		Net Assets – 100%					$	1,541,647

Fair Value Measurements

Fair value is defined as the price that the Funds would receive 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. A three-tier hierarchy 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 are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own 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, prepayment speeds, credit risk, etc.).
Level 3 –	Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).

The inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of each Fund’s fair value measurements as of the end of the reporting period.

	Level 1		Level 2		Level 3		Total
Long-Term Investments*:
Common Stocks	$	1,468,603	$	—	$	—	$	1,468,603
Short-Term Investments:
Repurchase Agreements		—		115,471		—		115,471
Total	$	1,468,603	$	115,471	$	—	$	1,584,074

* Refer to the Fund’s Portfolio of Investments for industry classifications.

During the period ended June 30, 2012, the Fund recognized no significant transfers to or from Level 1, Level 2 or Level 3.

Income Tax Information

The following information is presented on an income tax basis. Differences between amounts for financial statement and federal income tax purposes are primarily due to timing differences in recognizing certain gains and losses on investment transactions. To the extent that differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.

At June 30, 2012, the cost of investments was $1,399,528.

Gross unrealized appreciation and gross unrealized depreciation of investments at June 30, 2012, were as follows:

Gross unrealized:
Appreciation	$	216,072
Depreciation		(31,526	)
Net unrealized appreciation (depreciation) of investments	$	184,546

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.

(1) All percentages shown in the Portfolio of Investments are based on net assets.

(2) Non-income producing; issuer has not declared a dividend within the past twelve months.

REIT Real Estate Investment Trust.

Nuveen Investments 21

Portfolio of Investments (Unaudited)

Nuveen Symphony International Equity Fund

June 30, 2012

Shares		Description (1)	Value
		COMMON STOCKS – 93.4%
		Automobiles – 3.4%
	453	Honda Motor Company Limited, ADR	$	15,701
	193	Honda Motor Company Limited, (3)		6,735
	304	Toyota Motor Corporation, (3)		12,270
		Total Automobiles		34,706
		Beverages – 2.3%
	1,760	Coca-Cola Amatil Limited, (3)		24,187
		Capital Markets – 0.5%
	423	UBS AG, (3)		4,950
		Chemicals – 3.0%
	773	Kuraray Company Limited, (3)		10,018
	232	Nitto Denko Corporation, (3)		9,940
	249	Potash Corporation of Saskatchewan		10,884
		Total Chemicals		30,842
		Commercial Banks – 12.5%
	812	Banco Itau Holdings Financeira, S.A., Sponsred ADR		11,303
	841	Banco Santander Central S.A., ADR		5,517
	113	BNP Paribas S.A., (3)		4,357
	2,062	DnB NOR ASA, (3)		20,503
	729	Hang Seng Bank, (3)		9,984
	1,460	HSBC Holdings PLC, (3)		12,865
	961	Mitsubishi UFJ Financial Group, Inc., ADR, (3)		4,604
	3,179	Mizuho Financial Group, (3)		5,370
	139	Societe Generale, (3)		3,260
	819	Standard Chartered PLC, (3)		17,791
	373	Sumitomo Mitsui Financial Group, (3)		12,322
	206	Toronto-Dominion Bank		16,115
	64	Toronto-Dominion Bank		5,009
		Total Commercial Banks		129,000
		Commercial Services & Supplies – 0.7%
	236	Aggreko PLC, (3)		7,675
	9	Veripos Inc., (4)		26
		Total Commercial Services & Supplies		7,701
		Construction & Engineering – 0.8%
	238	Royal Boskalis Westminster NV, (3)		7,853
		Diversified Telecommunication Services – 0.5%
	191	Telefonica Brasil S.A.		4,725
		Electrical Equipment – 3.3%
	515	ABB Limited, ADR		8,405
	145	ABB Limited, (3)		2,368
	312	Nidec Corporation, ADR		5,987
	46	Nidec Corporation, (3)		3,498
	525	Sensata Techologies Holdings, (2)		14,060
		Total Electrical Equipment		34,318

22 Nuveen Investments

Shares		Description (1)	Value
		Electronic Equipment & Instruments – 1.9%
	594	Hoya Corporation, (3)	$	13,086
	1,132	Nippon Electric Glass Company Limited, (3)		6,761
		Total Electronic Equipment & Instruments		19,847
		Energy Equipment & Services – 0.9%
	96	Subsea 7 S.A., (3)		1,900
	359	Subsea 7 S.A., (3)		7,072
		Total Energy Equipment & Services		8,972
		Food & Staples Retailing – 2.4%
	897	Jeronimo Martins SGPS, (3)		15,165
	746	Koninklijke Ahold NV, Sponsored ADR, (3)		9,243
		Total Food & Staples Retailing		24,408
		Food Products – 4.4%
	227	Nestle S.A., Sponsored ADR, (3)		13,561
	103	Nestle S.A., (3)		6,147
	159	Unilever PLC, ADR		5,363
	617	Unilever PLC, ADR, (3)		20,715
		Total Food Products		45,786
		Health Care Providers & Services – 1.7%
	257	Fresenius SE, ADR		18,142
		Household Durables – 0.7%
	646	Brookfield Residential Properties Inc., (2)		7,041
		Industrial Conglomerates – 2.4%
	1,876	Fraser and Neave Limited, (3)		10,446
	151	Rheinmetall AG, (3)		7,423
	79	Siemens AG, Sponsored ADR, (3)		6,638
		Total Industrial Conglomerates		24,507
		Insurance – 6.0%
	440	Hannover Rueckversicherung AG, (3)		26,210
	329	Prudential Corporation PLC, (3)		3,815
	373	Prudential Corporation PLC		8,654
	480	SCOR SE, ADR, (3)		11,636
	336	Willis Group Holdings PLC		12,261
		Total Insurance		62,576
		Internet Software & Services – 0.6%
	228	Tencent Holdings Limited, (3)		6,733
		Machinery – 2.6%
	175	Kone OYJ, (3)		10,569
	527	Nabtesco Corporation, (3)		11,754
	101	Vallourec S.A., (3)		4,127
		Total Machinery		26,450
		Media – 0.9%
	152	WPP Group PLC		9,251
		Metals & Mining – 6.5%
	166	BHP Billiton PLC, ADR		10,840
	139	BHP Billiton PLC, ADR, (3)		4,528

Nuveen Investments 23

Portfolio of Investments (Unaudited)

Nuveen Symphony International Equity Fund (continued)

June 30, 2012

Shares		Description (1)	Value
		Metals & Mining (continued)
	977	Iluka Resources Limited, (3)	$	11,531
	350	Rio Tinto Limited, (3)		20,547
	418	Umicore, (3)		19,326
		Total Metals & Mining		66,772
		Multiline Retail – 1.8%
	371	Next PLC, (3)		18,629
		Office Electronics – 0.8%
	208	Canon Inc.		8,308
		Oil, Gas & Consumable Fuels – 7.5%
	563	BG PLC, (3)		11,525
	469	BG PLC., Sponsored ADR, (3)		9,633
	383	Repsol YPF S.A., (3)		6,157
	648	Royal Dutch Shell PLC, Class B Shares, (3)		22,631
	184	StatoilHydro ASA, (3)		4,388
	398	StatoilHydro ASA, Sponsored ADR		9,496
	65	Total S.A., Sponsored ADR		2,922
	245	Total S.A., (3)		11,027
		Total Oil, Gas & Consumable Fuels		77,779
		Pharmaceuticals – 6.8%
	266	AstraZeneca PLC, Sponsored ADR		11,904
	159	Novartis AG, Sponsored ADR		8,888
	58	Novartis AG, Sponsored ADR, (3)		3,243
	140	Novo Nordisk A/S, (3)		20,305
	316	Sanofi-Aventis, Sponsored ADR		11,938
	57	Sanofi-Synthelabo, S.A., (3)		4,315
	237	Teva Pharmaceutical Industries Limited, Sponsored ADR		9,347
		Total Pharmaceuticals		69,940
		Real Estate Investment Trust – 1.4%
	1,120	Westfield Group, (3)		10,966
	1,120	Westfield Realty Trust, (3)		3,285
		Total Real Estate Investment Trust		14,251
		Real Estate Management & Development – 3.4%
	179	Altisource Portfolio Solutions S.A., (2)		13,108
	619	Brookfield Properties Corporation		10,834
	2,995	Hysan Development Company, (3)		11,416
		Total Real Estate Management & Development		35,358
		Semiconductors & Equipment – 2.2%
	445	ASM Lithography Holding NV		22,882
		Software – 0.9%
	194	Check Point Software Technology Limited, (2)		9,620
		Textiles, Apparel & Luxury Goods – 4.2%
	695	Burberry Group PLC, (3)		14,470
	98	LVMH Moet Hennessy, (3)		14,915
	4,534	Yue Yuen Industrial Holdings Limited, (3)		14,137
		Total Textiles, Apparel & Luxury Goods		43,522

24 Nuveen Investments

Shares		Description (1)	Value
		Tobacco – 1.7%
	123	British American Tobacco PLC, (3)	$	6,253
	113	British American Tobacco PLC		11,540
		Total Tobacco		17,793
		Trading Companies & Distributors – 1.7%
	1,210	Mitsui & Company Limited, (3)		17,980
		Wireless Telecommunication Services – 3.0%
	198	Millicom International Cellular S.A., (3)		18,686
	4,264	Vodafone Group PLC, (3)		11,986
		Total Wireless Telecommunication Services		30,672
		Total Common Stocks (cost $908,711)		965,501
Shares		Description (1)	Value
		COMMON STOCK RIGHTS – 0.0%
		Oil, Gas & Consumable Fuels – 0.0%
	383	Repsol YPF S.A. Stock Rights	$	269
		Total Common Stock Rights (cost $265)		269
Shares		Description (1)	Value
		Exchange-Traded Funds – 4.3%
	617	iShares MSCI EAFE Index Fund	$	30,826
	183	iShares MSCI Hong Kong Index Fund		3,001
	1,081	iShares MSCI Japan Index Fund		10,172
		Total Exchange-Traded Funds (cost $44,745)		43,999
		Total Investments (cost $953,721) – 97.7%		1,009,769
		Other Assets Less Liabilities – 2.3%		23,608
		Net Assets – 100%	$	1,033,377

Fair Value Measurements

Fair value is defined as the price that the Funds would receive 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. A three-tier hierarchy 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 are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own 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, prepayment speeds, credit risk, etc.).
Level 3 –	Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).

Nuveen Investments 25

Portfolio of Investments (Unaudited)

Nuveen Symphony International Equity Fund (continued)

June 30, 2012

The inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of each Fund’s fair value measurements as of the end of the reporting period.

	Level 1		Level 2		Level 3		Total
Long-Term Investments*:
Common Stocks	$	300,045	$	665,430	$	26	$	965,501
Common Stock Rights		269		—		—		269
Exchange-Traded Funds		43,999		—		—		43,999
Total	$	344,313	$	665,430	$	26	$	1,009,769

* Refer to the Fund’s Portfolio of Investments for industry break down of Common Stocks classified as Level 2 and Level 3.

During the period ended June 30, 2012, the Fund recognized no significant transfers to or from Level 1, Level 2 or Level 3.

Income Tax Information

The following information is presented on an income tax basis. Differences between amounts for financial statement and federal income tax purposes are primarily due to timing differences in recognizing certain gains and losses on investment transactions. To the extent that differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.

At June 30, 2012, the cost of investments was $959,566.

Gross unrealized appreciation and gross unrealized depreciation of investments at June 30, 2012, were as follows:

Gross unrealized:
Appreciation	$	134,079
Depreciation		(83,876	)
Net unrealized appreciation (depreciation) of investments	$	50,203

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.

(1) All percentages shown in the Portfolio of Investments are based on net assets.

(2) Non-income producing; issuer has not declared a dividend within the past twelve months.

(3) For fair value measurement disclosure purposes, Common Stock categorized as Level 2.

(4) Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board of Trustees.

For fair value measurement disclosure purposes, investment categorized as Level 3.

ADR American Depositary Receipt

26 Nuveen Investments

Portfolio of Investments (Unaudited)

Nuveen Symphony Optimized Alpha Fund

June 30, 2012

Shares		Description (1)	Value
		COMMON STOCKS – 100.0%
		Aerospace & Defense – 1.1%
	447	Honeywell International Inc.	$	24,960
		Beverages – 3.8%
	888	Coca-Cola Company		69,433
	456	Dr. Pepper Snapple Group		19,950
		Total Beverages		89,383
		Biotechnology – 3.4%
	357	Biogen Idec Inc., (2)		51,544
	586	Gilead Sciences, Inc., (2)		30,050
		Total Biotechnology		81,594
		Chemicals – 1.4%
	642	Dow Chemical Company		20,223
	315	LyondellBasell Industries NV		12,685
		Total Chemicals		32,908
		Commercial Banks – 4.0%
	2,407	First Niagara Financial Group Inc.		18,414
	415	M&T Bank Corporation		34,267
	1,233	Wells Fargo & Company		41,232
		Total Commercial Banks		93,913
		Commercial Services & Supplies – 1.0%
	734	Waste Management, Inc.		24,516
		Communications Equipment – 3.0%
	760	Motorola Solutions Inc.		36,564
	628	QUALCOMM, Inc.		34,967
		Total Communications Equipment		71,531
		Computers & Peripherals – 4.9%
	197	Apple, Inc., (2)		115,044
		Diversified Financial Services – 0.4%
	325	Citigroup Inc.		8,908
		Diversified Telecommunication Services – 2.0%
	300	CenturyLink Inc.		11,847
	774	Verizon Communications Inc.		34,397
		Total Diversified Telecommunication Services		46,244
		Electric Utilities – 3.2%
	504	Northeast Utilities		19,560
	1,227	Southern Company		56,810
		Total Electric Utilities		76,370
		Energy Equipment & Services – 2.8%
	616	National-Oilwell Varco Inc.		39,695
	322	Schlumberger Limited		20,901
	315	Superior Energy Services, Inc., (2)		6,372
		Total Energy Equipment & Services		66,968
		Food & Staples Retailing – 1.6%
	410	Costco Wholesale Corporation		38,950

Nuveen Investments 27

Portfolio of Investments (Unaudited)

Nuveen Symphony Optimized Alpha Fund (continued)

June 30, 2012

Shares		Description (1)	Value
		Food Products – 3.2%
	449	H.J. Heinz Company	$	24,417
	336	Hershey Foods Corporation		24,202
	339	Mead Johnson Nutrition Company, Class A Shares		27,293
		Total Food Products		75,912
		Gas Utilities – 0.5%
	290	ONEOK, Inc.		12,270
		Health Care Equipment & Supplies – 2.2%
	283	Baxter International, Inc.		15,041
	331	Becton, Dickinson and Company		24,742
	219	Stryker Corporation		12,067
		Total Health Care Equipment & Supplies		51,850
		Health Care Providers & Services – 1.6%
	290	McKesson HBOC Inc.		27,188
	160	Medax Inc., (2)		10,966
		Total Health Care Providers & Services		38,154
		Hotels, Restaurants & Leisure – 2.0%
	1,890	International Game Technology		29,768
	392	Las Vegas Sands		17,048
		Total Hotels, Restaurants & Leisure		46,816
		Household Products – 2.7%
	472	Kimberly-Clark Corporation		39,539
	406	Procter & Gamble Company		24,868
		Total Household Products		64,407
		Industrial Conglomerates – 2.2%
	2,557	General Electric Company		53,288
		Insurance – 4.0%
	711	AFLAC Incorporated		30,281
	201	Everest Reinsurance Group Ltd		20,801
	357	Marsh & McLennan Companies, Inc.		11,506
	134	PartnerRe Limited		10,140
	424	Torchmark Corporation		21,433
		Total Insurance		94,161
		Internet Software & Services – 1.7%
	49	Google Inc., Class A, (2)		28,423
	730	Yahoo! Inc., (2)		11,556
		Total Internet Software & Services		39,979
		IT Services – 3.4%
	414	International Business Machines Corporation (IBM)		80,970
		Machinery – 2.9%
	409	Caterpillar Inc.		34,728
	158	Cummins Inc.		15,312
	956	Harsco Corporation		19,483
		Total Machinery		69,523
		Media – 1.5%
	479	Comcast Corporation, Class A		15,314

28 Nuveen Investments

Shares		Description (1)	Value
		Media (continued)
	446	Viacom Inc., Class B	$	20,971
		Total Media		36,285
		Metals & Mining – 2.6%
	239	Newmont Mining Corporation		11,594
	1,278	Southern Copper Corporation		40,270
	220	Walter Industries Inc.		9,715
		Total Metals & Mining		61,579
		Multiline Retail – 1.6%
	634	Target Corporation		36,892
		Multi-Utilities – 2.2%
	523	Consolidated Edison, Inc.		32,525
	608	Public Service Enterprise Group Incorporated		19,760
		Total Multi-Utilities		52,285
		Oil, Gas & Consumable Fuels – 4.8%
	237	Chevron Corporation		25,004
	1,775	Marathon Oil Corporation		45,387
	588	Marathon Petroleum Corporation		26,413
	222	Phillips 66		7,379
	337	Teekay Shipping Corporation		9,867
		Total Oil, Gas & Consumable Fuels		114,050
		Paper & Forest Products – 0.7%
	575	International Paper Company		16,623
		Pharmaceuticals – 8.1%
	306	Abbott Laboratories		19,728
	986	Bristol-Myers Squibb Company		35,447
	1,217	Johnson & Johnson		82,221
	720	Watson Pharmaceuticals Inc., (2)		53,273
		Total Pharmaceuticals		190,669
		Real Estate Investment Trust – 4.0%
	470	Digital Realty Trust Inc.		35,283
	664	Equity One Inc.		14,077
	536	Omega Healthcare Investors Inc.		12,060
	215	Simon Property Group, Inc.		33,467
		Total Real Estate Investment Trust		94,887
		Road & Rail – 1.3%
	247	Norfolk Southern Corporation		17,727
	110	Union Pacific Corporation		13,124
		Total Road & Rail		30,851
		Semiconductors & Equipment – 2.1%
	1,464	Intel Corporation		39,016
	294	Microchip Technology Incorporated		9,726
		Total Semiconductors & Equipment		48,742
		Software – 2.7%
	1,501	Microsoft Corporation		45,916
	635	Oracle Corporation		18,860
		Total Software		64,776

Nuveen Investments 29

Portfolio of Investments (Unaudited)

Nuveen Symphony Optimized Alpha Fund (continued)

June 30, 2012

Shares		Description (1)	Value
		Specialty Retail – 4.3%
	485	Foot Locker, Inc.	$	14,831
	791	Home Depot, Inc.		41,915
	513	Limited Brands, Inc.		21,818
	380	Ross Stores, Inc.		23,739
		Total Specialty Retail		102,303
		Tobacco – 5.1%
	1,554	Altria Group, Inc.		53,691
	273	Philip Morris International		23,822
	972	Reynolds American Inc.		43,614
		Total Tobacco		121,127
		Total Investments (cost $1,903,643) – 100.0%		2,369,688
		Other Assets Less Liabilities – (0.0)%		(1,142)
		Net Assets – 100%	$	2,368,546

Fair Value Measurements

Fair value is defined as the price that the Funds would receive 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. A three-tier hierarchy 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 are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own 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, prepayment speeds, credit risk, etc.).
Level 3 –	Prices are determined using significant unobservable inputs (including management’s assumptions in determining the fair value of investments).

The inputs or methodologies used for valuing securities are not an indication of the risks associated with investing in those securities. The following is a summary of each Fund’s fair value measurements as of the end of the reporting period.

	Level 1		Level 2		Level 3		Total
Long-Term Investments*:
Common Stocks	$	2,369,688	$	—	$	—	$	2,369,688

* Refer to the Fund’s Portfolio of Investments for industry classification.

During the period ended June 30, 2012, the Fund recognized no significant transfers to or from Level 1, Level 2 or Level 3.

Income Tax Information

The following information is presented on an income tax basis. Differences between amounts for financial statement and federal income tax purposes are primarily due to timing differences in recognizing certain gains and losses on investment transactions. To the extent that differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.

At June 30, 2012, the cost of investments was $1,921,161.

Gross unrealized appreciation and gross unrealized depreciation of investments at June 30, 2012, were as follows:

Gross unrealized:
Appreciation	$	500,837
Depreciation		(52,310	)
Net unrealized appreciation (depreciation) of investments	$	448,527

30 Nuveen Investments

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.

(1) All percentages shown in the Portfolio of Investments are based on net assets.

(2) Non-income producing; issuer has not declared a dividend within the past twelve months.

Nuveen Investments 31

Item 2. Controls and Procedures.

(a) The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of this report that includes the disclosure required by this paragraph, based on their evaluation of the controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3. Exhibits.

File as exhibits as part of this Form a separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)), exactly as set forth below: See Ex-99. CERT attached hereto.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

(Registrant) Nuveen Investment Trust II

By (Signature and Title)	/s/ Kevin J. McCarthy
	Vice President and Secretary

Date: August 29, 2012

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By (Signature and Title)	/s/ Gifford R. Zimmerman
	Chief Administrative Officer (principal executive officer)

Date: August 29, 2012

By (Signature and Title)	/s/ Stephen D. Foy
	Vice President and Controller (principal financial officer)

Date: August 29, 2012