There's a few companies doing direct indexing like this, where you can give them a ban list for any given index: You can, say, also take out Microstrategy or something like that.

Now, as to whether those companies will remain solvent long enough, will give you simple enough taxes, and can keep expenses low while rebalancing is another story. You are doing frontier-ish things. It's not as if you have Vanguard or Fidelity offering products like that.