ETFs have to publish their fund holdings daily. Go to the issuer website and you'll be able to download it. In addition you can go to edgar and download the NP

ETFs have to publish their fund holdings daily. Go to the issuer website and you'll be able to download it. In addition you can go to edgar and download the NPORT files monthly. You're right that index positions are expensive to obtain. But the ETF holdings are a pretty good proxy