Mutual funds are subject to regulations that require them to periodicallydisclose their portfolio holdings. Periods without information canbe detrimental to investors as the exact risk and performance cannot beassessed and some internal manipulations can be performed in order tobeautify the disclosed holdings. In this paper, we aim to create a methodthat can retrieve the exact portfolio holdings of a mutual fund on a dailybasis using only publicly available data. We have developed two efficientmethods, the rolling window with Sequential Oscillating Selection and therolling window with Genetic Algorithm. In a limited investment universe,the two methods are able to retrieve the exact holdings of a portfolio andthe voluntary changes in the portfolio composition, under the conditionof a maximum number of voluntary changes in a given period. In addition,these methods allow us to find the exact dates on which the managerchanged the portfolio.