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Where can I get the holding statement for my pledged shares?

You will be able to track your pledged holdings in the 'Statement of transaction' provided by CDSL. In the statement of transaction, you will find the pledged shares as a 'Debit'. See What is a statement of transaction (SOT) and how do I interpret the same?

The Zerodha Collateral demat number -1208160025620893 will be mentioned as the recipient of the shares in the 'Transaction Particulars' as shown below:

We send out monthly ' Holding cum transaction statements ' to our clients to their registered email address. You can also create a ticket below in case you want the 'Holding cum transaction statement' as on a particular date and our support representative will send it to you.  See How to download transaction cum holding statement?