CRSP created a PERMNO-based historical list of S&P 500 constituents as part of their Indices product. This list does not show exactly 500 members at any point in time. The index had only 90 members until March 1957 and S&P does not always remove a delisted security from the list immediately. The CRSP list is as of 12/31/2020. Capital IQ has the latest available. Downloaded 2021 (March 3, November 18), 2022 (April 4, September 12), 2023 (November 26) with GVKeys (to use in Compustat)
