SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13G (Rule 13d-102) INFORMATION TO BE INCLUDED IN STATEMENTS FILED PURSUANT TO RULES 13d-1(b), (c), AND (d) AND AMENDMENTS THERETO FILED PURSUANT TO RULE 13d-2(b) (Amendment No. )* Knight Capital Group, Inc. -------------------------------------------------------------------------------- (Name of Issuer) Common Stock, $0.01 par value -------------------------------------------------------------------------------- (Title of Class of Securities) 499005106 -------------------------------------------------------------------------------- (CUSIP Number) January 27, 2006 -------------------------------------------------------------------------------- (Date of Event which Requires Filing of this Statement) Check the appropriate box to designate the rule pursuant to which this Schedule is filed: [ ] Rule 13d-1(b) [X] Rule 13d-1(c) [ ] Rule 13d-1(d) * The remainder of this cover page shall be filled out for a reporting person's initial filing on this form with respect to the subject class of securities, and for any subsequent amendment containing information which would alter the disclosures provided in a prior cover page. The information required in the remainder of this cover page shall not be deemed to be "filed" for the purpose of Section 18 of the Securities Exchange Act of 1934 ("Act") or otherwise subject to the liabilities of that section of the Act but shall be subject to all other provisions of the Act (however, see the Notes). Page 1 CUSIP No. 499005106 --------------------- -------------------------------------------------------------------------------- 1) Names of Reporting Person S.S. or I.R.S. Identification No. of Above Person Tudor Investment Corporation ----------------------------------------------------------------------- 22-2514825 ----------------------------------------------------------------------- -------------------------------------------------------------------------------- 2) Check the Appropriate Box if a Member of a Group (See Instructions) (a) ------------------------------------------------------------------ (b) X ------------------------------------------------------------------ -------------------------------------------------------------------------------- 3) SEC Use Only --------------------------------------------------------- -------------------------------------------------------------------------------- 4) Citizenship or Place of Organization Delaware ----------------------------- -------------------------------------------------------------------------------- (5) Sole Voting Power 0 ------------------------------- Number of Shares ------------------------------------------------------------- Beneficially (6) Shared Voting Power 6,688,517 Owned by Each ------------------------------- Reporting Person ------------------------------------------------------------- With (7) Sole Dispositive Power 0 ------------------------------- ------------------------------------------------------------- (8) Shared Dispositive Power 6,688,517 ------------------------------- -------------------------------------------------------------------------------- 9) Aggregate Amount Beneficially Owned by Each Reporting Person 6,688,517 ----------- -------------------------------------------------------------------------------- 10) Check if the Aggregate Amount in Row (9) Excludes Certain Shares (See Instructions) ---------------------------------------------------- -------------------------------------------------------------------------------- 11) Percent of Class Represented by Amount in Row 9 6.5% ---------------------- -------------------------------------------------------------------------------- 12) Type of Reporting Person (See Instructions) CO -------------------------- -------------------------------------------------------------------------------- Page 2 CUSIP No. 499005106 --------------------- -------------------------------------------------------------------------------- 1) Names of Reporting Person S.S. or I.R.S. Identification No. of Above Person Paul Tudor Jones, II ----------------------------------------------------------------------- ----------------------------------------------------------------------- -------------------------------------------------------------------------------- 2) Check the Appropriate Box if a Member of a Group (See Instructions) (a) ------------------------------------------------------------------ (b) X ------------------------------------------------------------------ -------------------------------------------------------------------------------- 3) SEC Use Only --------------------------------------------------------- -------------------------------------------------------------------------------- 4) Citizenship or Place of Organization USA ----------------------------- -------------------------------------------------------------------------------- (5) Sole Voting Power 0 ------------------------------- Number of Shares ------------------------------------------------------------- Beneficially (6) Shared Voting Power 7,288,717 Owned by Each ------------------------------- Reporting Person ------------------------------------------------------------- With (7) Sole Dispositive Power 0 ------------------------------- ------------------------------------------------------------- (8) Shared Dispositive Power 7,288,717 ------------------------------- -------------------------------------------------------------------------------- 9) Aggregate Amount Beneficially Owned by Each Reporting Person 7,288,717 ----------- -------------------------------------------------------------------------------- 10) Check if the Aggregate Amount in Row (9) Excludes Certain Shares (See Instructions) ---------------------------------------------------- -------------------------------------------------------------------------------- 11) Percent of Class Represented by Amount in Row 9 7.1% ---------------------- -------------------------------------------------------------------------------- 12) Type of Reporting Person (See Instructions) IN -------------------------- -------------------------------------------------------------------------------- Page 3 CUSIP No. 499005106 --------------------- -------------------------------------------------------------------------------- 1) Names of Reporting Person S.S. or I.R.S. Identification No. of Above Person Tudor Proprietary Trading, L.L.C. ----------------------------------------------------------------------- 13-3720063 ----------------------------------------------------------------------- -------------------------------------------------------------------------------- 2) Check the Appropriate Box if a Member of a Group (See Instructions) (a) ------------------------------------------------------------------ (b) X ------------------------------------------------------------------ -------------------------------------------------------------------------------- 3) SEC Use Only --------------------------------------------------------- -------------------------------------------------------------------------------- 4) Citizenship or Place of Organization Delaware ----------------------------- -------------------------------------------------------------------------------- (5) Sole Voting Power 0 ------------------------------- Number of Shares ------------------------------------------------------------- Beneficially (6) Shared Voting Power 600,200 Owned by Each ------------------------------- Reporting Person ------------------------------------------------------------- With (7) Sole Dispositive Power 0 ------------------------------- ------------------------------------------------------------- (8) Shared Dispositive Power 600,200 ------------------------------- -------------------------------------------------------------------------------- 9) Aggregate Amount Beneficially Owned by Each Reporting Person 600,200 ----------- -------------------------------------------------------------------------------- 10) Check if the Aggregate Amount in Row (9) Excludes Certain Shares (See Instructions) ---------------------------------------------------- -------------------------------------------------------------------------------- 11) Percent of Class Represented by Amount in Row 9 0.6% ---------------------- -------------------------------------------------------------------------------- 12) Type of Reporting Person (See Instructions) OO -------------------------- -------------------------------------------------------------------------------- Page 4 CUSIP No. 499005106 --------------------- -------------------------------------------------------------------------------- 1) Names of Reporting Person S.S. or I.R.S. Identification No. of Above Person The Tudor BVI Global Portfolio Ltd. ----------------------------------------------------------------------- ----------------------------------------------------------------------- -------------------------------------------------------------------------------- 2) Check the Appropriate Box if a Member of a Group (See Instructions) (a) ------------------------------------------------------------------ (b) X ------------------------------------------------------------------ -------------------------------------------------------------------------------- 3) SEC Use Only --------------------------------------------------------- -------------------------------------------------------------------------------- 4) Citizenship or Place of Organization Cayman Islands ----------------------------- -------------------------------------------------------------------------------- (5) Sole Voting Power 0 ------------------------------- Number of Shares ------------------------------------------------------------- Beneficially (6) Shared Voting Power 1,115,499 Owned by Each ------------------------------- Reporting Person ------------------------------------------------------------- With (7) Sole Dispositive Power 0 ------------------------------- ------------------------------------------------------------- (8) Shared Dispositive Power 1,115,499 ------------------------------- -------------------------------------------------------------------------------- 9) Aggregate Amount Beneficially Owned by Each Reporting Person 1,115,499 ----------- -------------------------------------------------------------------------------- 10) Check if the Aggregate Amount in Row (9) Excludes Certain Shares (See Instructions) ---------------------------------------------------- -------------------------------------------------------------------------------- 11) Percent of Class Represented by Amount in Row 9 1.1% ---------------------- -------------------------------------------------------------------------------- 12) Type of Reporting Person (See Instructions) CO -------------------------- -------------------------------------------------------------------------------- Page 5 CUSIP No. 499005106 --------------------- -------------------------------------------------------------------------------- 1) Names of Reporting Person S.S. or I.R.S. Identification No. of Above Person Witches Rock Portfolio Ltd. ----------------------------------------------------------------------- ----------------------------------------------------------------------- -------------------------------------------------------------------------------- 2) Check the Appropriate Box if a Member of a Group (See Instructions) (a) ------------------------------------------------------------------ (b) X ------------------------------------------------------------------ -------------------------------------------------------------------------------- 3) SEC Use Only --------------------------------------------------------- -------------------------------------------------------------------------------- 4) Citizenship or Place of Organization Cayman Islands ----------------------------- -------------------------------------------------------------------------------- (5) Sole Voting Power 0 ------------------------------- Number of Shares ------------------------------------------------------------- Beneficially (6) Shared Voting Power 352,836 Owned by Each ------------------------------- Reporting Person ------------------------------------------------------------- With (7) Sole Dispositive Power 0 ------------------------------- ------------------------------------------------------------- (8) Shared Dispositive Power 352,836 ------------------------------- -------------------------------------------------------------------------------- 9) Aggregate Amount Beneficially Owned by Each Reporting Person 352,836 ----------- -------------------------------------------------------------------------------- 10) Check if the Aggregate Amount in Row (9) Excludes Certain Shares (See Instructions) ---------------------------------------------------- -------------------------------------------------------------------------------- 11) Percent of Class Represented by Amount in Row 9 0.3% ---------------------- -------------------------------------------------------------------------------- 12) Type of Reporting Person (See Instructions) CO -------------------------- -------------------------------------------------------------------------------- Page 6 CUSIP No. 499005106 --------------------- -------------------------------------------------------------------------------- 1) Names of Reporting Person S.S. or I.R.S. Identification No. of Above Person The Raptor Global Portfolio Ltd. ----------------------------------------------------------------------- ----------------------------------------------------------------------- -------------------------------------------------------------------------------- 2) Check the Appropriate Box if a Member of a Group (See Instructions) (a) ------------------------------------------------------------------ (b) X ------------------------------------------------------------------ -------------------------------------------------------------------------------- 3) SEC Use Only --------------------------------------------------------- -------------------------------------------------------------------------------- 4) Citizenship or Place of Organization Cayman Islands ----------------------------- -------------------------------------------------------------------------------- (5) Sole Voting Power 0 ------------------------------- Number of Shares ------------------------------------------------------------- Beneficially (6) Shared Voting Power 5,173,080 Owned by Each ------------------------------- Reporting Person ------------------------------------------------------------- With (7) Sole Dispositive Power 0 ------------------------------- ------------------------------------------------------------- (8) Shared Dispositive Power 5,173,080 ------------------------------- -------------------------------------------------------------------------------- 9) Aggregate Amount Beneficially Owned by Each Reporting Person 5,173,080 ----------- -------------------------------------------------------------------------------- 10) Check if the Aggregate Amount in Row (9) Excludes Certain Shares (See Instructions) ---------------------------------------------------- -------------------------------------------------------------------------------- 11) Percent of Class Represented by Amount in Row 9 5.1% ---------------------- -------------------------------------------------------------------------------- 12) Type of Reporting Person (See Instructions) CO -------------------------- -------------------------------------------------------------------------------- Page 7 CUSIP No. 499005106 --------------------- -------------------------------------------------------------------------------- 1) Names of Reporting Person S.S. or I.R.S. Identification No. of Above Person The Altar Rock Fund L.P. ----------------------------------------------------------------------- 06-1558414 ----------------------------------------------------------------------- -------------------------------------------------------------------------------- 2) Check the Appropriate Box if a Member of a Group (See Instructions) (a) ------------------------------------------------------------------ (b) X ------------------------------------------------------------------ -------------------------------------------------------------------------------- 3) SEC Use Only --------------------------------------------------------- -------------------------------------------------------------------------------- 4) Citizenship or Place of Organization Delaware ----------------------------- -------------------------------------------------------------------------------- (5) Sole Voting Power 0 ------------------------------- Number of Shares ------------------------------------------------------------- Beneficially (6) Shared Voting Power 47,102 Owned by Each ------------------------------- Reporting Person ------------------------------------------------------------- With (7) Sole Dispositive Power 0 ------------------------------- ------------------------------------------------------------- (8) Shared Dispositive Power 47,102 ------------------------------- -------------------------------------------------------------------------------- 9) Aggregate Amount Beneficially Owned by Each Reporting Person 47,102 ----------- -------------------------------------------------------------------------------- 10) Check if the Aggregate Amount in Row (9) Excludes Certain Shares (See Instructions) ---------------------------------------------------- -------------------------------------------------------------------------------- 11) Percent of Class Represented by Amount in Row 9 0.05% ---------------------- -------------------------------------------------------------------------------- 12) Type of Reporting Person (See Instructions) PN -------------------------- -------------------------------------------------------------------------------- Page 8 Item 1(a). Name of Issuer: Knight Capital Group, Inc. Item 1(b). Address of Issuer's Principal Executive Offices: 545 Washington Boulevard Jersey City, NJ 07310 Item 2(a). Name of Person Filing: Tudor Investment Corporation ("TIC") Paul Tudor Jones, II Tudor Proprietary Trading, L.L.C. ("TPT") The Tudor BVI Global Portfolio Ltd. ("BVI Portfolio") Witches Rock Portfolio Ltd. ("Witches Rock Portfolio") The Raptor Global Portfolio Ltd. ("Raptor Portfolio") The Altar Rock Fund L.P. ("Altar Rock") Item 2(b). Address of Principal Business Office or, if none, Residence: The principal business office of each of TIC and TPT is: 1275 King Street Greenwich, CT 06831 The principal business office of Mr. Jones and Altar Rock is: c/o Tudor Investment Corporation 1275 King Street Greenwich, CT 06831 The principal business office of each of BVI Portfolio, Witches Rock Portfolio, and Raptor Portfolio is: c/o CITCO Kaya Flamboyan 9 P.O. Box 4774 Curacao, Netherlands Antilles Item 2(c). Citizenship: TIC is a Delaware corporation. Mr. Jones is a citizen of the United States. TPT is a Delaware limited liability company. BVI Portfolio, Witches Rock Portfolio, and Raptor Portfolio are companies organized under the laws of the Cayman Islands. Altar Rock is a Delaware limited partnership. Item 2(d). Title of Class of Securities: Common Stock, par value $0.01 Item 2(e). CUSIP Number: 499005106 Page 9 Item 3. If this statement is filed pursuant to Rules 13d-1(b), or 13d-2(b), check whether the person filing is a: (a) [ ] Broker or Dealer registered under section 15 of the Act (b) [ ] Bank as defined in section 3(a)(6) of the Act (c) [ ] Insurance Company as defined in section 3(a)(19) of the Act (d) [ ] Investment Company registered under section 8 of the Investment Company Act (e) [ ] Investment Adviser registered under section 203 of the Investment Advisers Act of 1940 (f) [ ] Employment Benefit Plan, Pension Fund which is subject to the provisions of the Employee Retirement Income Security Act of 1974 or Endowment Fund; see section 240.13d-1(b)(1)(ii)(F) (g) [ ] Parent Holding Company, in accordance with section 240.13d-1(b)(1)(ii)(G) (Note: See Item 7) (h) [ ] Group, in accordance with section 240.13d-1(b)(1)(ii)(H) Item 4. Ownership (As of February 3, 2006). (a) Amount Beneficially Owned: See Item 9 of cover pages (b) Percent of Class: See Item 11 of cover pages (c) Number of shares as to which such person has: (i) sole power to vote or to direct the vote See Item 5 of cover pages -------------------------------------------------------- (ii) shared power to vote or to direct the vote See Item 6 of cover pages -------------------------------------------------------- (iii) sole power to dispose or to direct the disposition of See Item 7 of cover pages -------------------------------------------------------- (iv) shared power to dispose or to direct the disposition of See Item 8 of cover pages -------------------------------------------------------- The shares of Common Stock reported herein as beneficially owned are owned directly by TPT (600,200 shares), BVI Portfolio (1,115,499 shares), Witches Rock Portfolio (353,836 shares), Raptor Portfolio (5,173,080 shares), and Altar Rock (47,102 shares). Because TIC provides investment advisory services to BVI Portfolio, Witches Rock Portfolio, Raptor Portfolio, and is the general partner of Altar Rock, TIC may be deemed to beneficially own the shares of Common Stock owned by each of such Reporting Persons. TIC expressly disclaims such beneficial ownership. In addition, because Mr. Jones is the controlling shareholder of TIC and the indirect controlling equity holder of TPT, Mr. Jones may be deemed to beneficially own the shares of Common Stock deemed beneficially owned by TIC and TPT. Mr. Jones expressly disclaims such beneficial ownership. Item 5. Ownership of Five Percent or Less of a Class. Not applicable Item 6. Ownership of More than Five Percent on Behalf of Another Person. Not applicable Item 7. Identification and Classification of the Subsidiary Which Acquired the Security Being Reported on By the Parent Holding Company. Not applicable Item 8. Identification and Classification of Members of the Group. See cover pages Item 9. Notice of Dissolution of Group. Not applicable Page 10 Item 10. Certification. By signing below I certify that, to the best of my knowledge and belief, the securities referred to above were not acquired and are not held for the purpose of or with the effect of changing or influencing the control of the issuer of the securities and were not acquired and are not held in connection with or as a participant in any transaction having that purpose or effect. After reasonable inquiry and to the best of my knowledge and belief, I certify that the information set forth in this statement is true, complete and correct. Dated: February 3, 2006 TUDOR INVESTMENT CORPORATION By: /s/ Stephen N. Waldman ----------------------------------------------- Stephen N. Waldman Managing Director and Associate General Counsel /s/ Paul Tudor Jones, II --------------------------------------------------- Paul Tudor Jones, II TUDOR PROPRIETARY TRADING, L.L.C. By: /s/ Stephen N. Waldman ----------------------------------------------- Stephen N. Waldman Managing Director and Associate General Counsel THE TUDOR BVI GLOBAL PORTFOLIO LTD. By: Tudor Investment Corporation, Trading Advisor By: /s/ Stephen N. Waldman -------------------------------------------- Stephen N. Waldman Managing Director and Associate General Counsel Page 11 WITCHES ROCK PORTFOLIO LTD. By: Tudor Investment Corporation, Investment Adviser By: /s/ Stephen N. Waldman -------------------------------------------- Stephen N. Waldman Managing Director and Associate General Counsel THE RAPTOR GLOBAL PORTFOLIO LTD. By: Tudor Investment Corporation, Investment Adviser By: /s/ Stephen N. Waldman -------------------------------------------- Stephen N. Waldman Managing Director and Associate General Counsel THE ALTAR ROCK FUND L.P. By: Tudor Investment Corporation, General Partner By: /s/ Stephen N. Waldman -------------------------------------------- Stephen N. Waldman Managing Director and Associate General Counsel Page 12