I did not know this was possible. However on Nar Shadaa I found all the pieces or bought them. So if you want to have it built fast I would go to Nar Shadaa first. Also you get the most members in your team when you do this. You get Mira or Hanharr, GO-TO, and HK-47. Since I made Atton and Mira into Jedi I think HK-47 could be very useful when I get him a good weapon. Hope this helps.
Can you tell us where you bought or found them? It'd help a lot.
I bought one from Geeda, I got one on Telos when those droids attacked you, I got one in the that one guys warehouse when your T3 and droids attack you and the last one from Kodin.