How do I stay invested in SPY but get rid of companies I don’t approve of? (United Healthcare)

Is it possible to tail the entirety of SPY in a neat bundle and remove the unethical companies? I’d love to put my money where my mouth is and maybe inspire others to do the same. I really hate the idea of the majority of Americans blindly funneling money into these companies even when they stand morally opposed to them. This would be the best way to stay financially healthy while also sleeping well at night. Thanks in advance!