UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2010
Check here if Amendment [X]; Amendment Number: 1
This Amendment (Check only one.): [ ] is a restatement.
[X] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Knight Capital Group, Inc
Address: 545 Washington Blvd
Jersey City, N.J. 07310
Form 13F File Number: 28-13543
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Thomas M. Merritt
Title: Deputy General Counsel
Phone 201-557-6949
Signature, Place, and Date of Signing:
Thomas M. Merritt Jersey City, NJ 07310 2/9/11
------------------------------------- --------------------- -------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F
SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 3
Form 13F Information Table Entry Total: 1959
Form 13F Information Table Value Total: 2,154,076
-----------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
--- -------------------- ----
01 28-13544 Knight Equity Markets LP
02 28-13545 Knight Capital Markets LLC
03 28-13903 Astor Asset Management LLC
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------- --------- -------- ---------------- ---------- -------- ---------------------
VOTING AUTHORITY
NAME OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------------- -------- --------- -------- ------- --- ---- ---------- -------- ------ ------ -------
CONSUMER DISCRETIONARY SELT COM 81369Y407 22824 610100 SH Defined 3 25633 584467
GREENHAVEN CONTINUOUS CMDTY COM 395258106 29198 886136 SH Defined 3 35564 850572
ISHARES BARCLAYS 1-3 YEAR TR COM 464287457 643 7654 SH Defined 3 7654
ISHARES BARCLAYS AGGREGATE COM 464287226 35453 335250 SH Defined 3 15305 319945
ISHARES DJ US REAL ESTATE COM 464287739 22203 396773 SH Defined 3 16895 379878
ISHARES DJ US TELECOMMUNICAT COM 464287713 23097 988299 SH Defined 3 42466 945833
ISHARES IBOXX H/Y CORP BOND COM 464288513 34148 378202 SH Defined 3 17424 360778
ISHARES IBOXX INV GR CORP BD COM 464287242 34466 317839 SH Defined 3 14414 303425
ISHARES MSCI EMERGING MKT IN COM 464287234 39146 821673 SH Defined 3 34207 787465
ISHARES RUSSELL 2000 COM 464287655 38368 490394 SH Defined 3 21380 469015
MARKET VECTORS AGRIBUSINESS COM 57060U605 37273 696172 SH Defined 3 30467 665705
POWERSHARES DB GOLD FUND COM 73936B606 745 14861 SH Defined 3 14861
SPDR BARCLAYS CAPITAL 1-3 MO COM 78464A680 132571 2891417 SH Defined 3 125449 2765968
SPDR GOLD TRUST COM 78463V107 21935 158121 SH Defined 3 1926 156195
SPDR S&P DIVIDEND ETF COM 78464A763 85674 1648204 SH Defined 3 74685 1573519
SPDR S&P PHARMACEUTICALS ETF COM 78464A722 36594 793970 SH Defined 3 34005 759965
WISDOMTREE DEFA FUND COM 97717W703 272 5747 SH Defined 3 5747
WISDOMTREE DREYFUS EMER CURR COM 97717W133 28178 1249006 SH Defined 3 57607 1191399
WISDOMTREE EARNINGS 500 FUND COM 97717W588 298 6875 SH Defined 3 6875
WISDOMTREE MIDCAP EARNINGS COM 97717W570 342 6332 SH Defined 3 6332
WISDOMTREE SMALLCAP EARNINGS COM 97717W562 350 6739 SH Defined 3 6739