A look at the weighted underlying holdings of the First Trust Small Cap Growth AlphaDEX Fund (FYC) shows an impressive 10.5% of holdings on a weighted basis have experienced insider buying within the past six months. Start slideshow:10 ETFs With Stocks That Insiders Are Buying » Madison Square Garden Sports Corp (MSGS), which makes up 0.54% of the First Trust Small Cap Growth AlphaDEX Fund (FYC), has seen 2 directors and officers purchase shares in the past six months, according to the recent Form 4 data.