SUMMARY

This summary highlights selected information from this joint proxy statement/prospectus and may not contain all of the information that is important to you. To understand the merger agreement and the mergers fully and for a more complete description of the legal terms of the merger agreement and the mergers, you should carefully read this entire joint proxy statement/prospectus, including the annexes hereto, and the other documents to which we have referred you. See “Incorporation of Certain Documents by Reference” beginning on page 263. We have included page references parenthetically to direct you to a more complete description of the topics presented in this summary.

The Merger Agreement and the Mergers (page 13)

The merger agreement is attached as Annex A to this joint proxy statement/prospectus. We encourage you to read the merger agreement in its entirety. It is the principal document governing the mergers and the other related transactions.

Structure of the Mergers (page 162)

Under the terms of the merger agreement, Knight and GETCO are entering into a strategic business combination which will be effected through the following mergers: (i) Knight Acquisition Corp, a wholly owned direct subsidiary of KCG, will merge with and into Knight, with Knight surviving the merger, (ii) GETCO Acquisition, LLC, a wholly-owned direct subsidiary of KCG, will merge with and into GETCO, with GETCO surviving the merger and (iii) GA-GTCO will merge with and into GA-GTCO Acquisition, LLC, a wholly-owned direct subsidiary of KCG, with GA-GTCO Acquisition, LLC surviving the merger. It is intended that each merger will occur substantially simultaneously with the other mergers, but that the GA-GTCO merger will occur immediately before the Knight merger, which will occur immediately before the GETCO merger. Following the mergers, each of Knight, GETCO and GA-GTCO Acquisition, LLC will continue as wholly owned direct subsidiaries of KCG. KCG will own all of the outstanding shares of Knight common stock, all of the outstanding GETCO units and all of the outstanding limited liability company interests of GA-GTCO Acquisition, LLC. The holders of Knight common stock, GETCO units and GA-GTCO units prior to the mergers will together own all of the outstanding shares of KCG common stock following the mergers.

Consideration to be Received in the Mergers (page 162)

If the mergers are completed, each Knight common stockholder (other than GETCO and holders of Knight restricted stock or other equity awards granted after December 19, 2012) will have the right to elect to receive either $3.75 per share in cash or one third of a share of common stock of KCG for each share of Knight common stock such stockholder holds immediately prior to the completion of the mergers, which we refer to as the Knight merger consideration. The cash portion of the Knight merger consideration will be subject to pro-ration if the holders of more than 66.7% of the Knight common shares eligible for election in the mergers properly elect to receive the cash consideration for their Knight shares. Jefferies, the largest stockholder in Knight with an approximate 23% ownership (as of May 1, 2013), has agreed to waive its right to receive cash consideration with respect to up to 50.0% of its Knight shares to the extent the total cash consideration payable in the Knight merger would otherwise exceed $720.0 million. This is intended to enable other Knight stockholders (excluding GETCO and holders of Knight restricted stock or other equity awards granted after December 19, 2012) to receive up to 66.7% of their total merger consideration in cash, while limiting the total cash consideration to be paid by KCG in the Knight merger to not more than $720.0 million in the aggregate.

After consulting with the NYSE regarding listing requirements applicable to the KCG common stock following the mergers, on April 15, 2013, the merger agreement, dated as of December 19, 2012, by and among Knight, GETCO and GA-GTCO, which we refer to as the original merger agreement, was amended and restated

to adjust the ratios by which the Knight common stock and GETCO Class A, Class B and Class P units would be converted into shares of KCG common stock in the mergers, which we refer to as the exchange ratios. These adjustments are intended to increase the trading price of KCG common stock at closing relative to the expected closing trading price of KCG common stock under the exchange ratios in the merger agreement in order to ensure that the trading price of KCG common stock at closing is above the minimum stock price for a new listing on the NYSE, which is $4.00 per share. The adjustments do not alter the aggregate consideration paid to Knight common stockholders or GETCO Class A, Class B and Class P unitholders.

This document describes the exchange ratios for Knight and GETCO, as amended by the merger agreement. The Knight ratio was adjusted from one share of KCG for each share of Knight common stock, to one third of a share of KCG for each share of Knight common stock (the cash portion of the Knight merger consideration was not changed by the amendment). Accordingly, three shares of Knight common stock can be converted into one whole share of KCG common stock or $11.25 in cash. Cash will be paid in lieu of any fractional shares of KCG common stock.

On February 28, 2013 each issued and outstanding share of Knight’s Series A-1 Preferred Stock, converted into 666.667 shares of Knight common stock, subject to certain adjustments to prevent issuance of fractional shares (or approximately 160 million shares of Knight common stock in the aggregate). These shares of Knight common stock will be treated identically to all other shares of Knight common stock in the Knight merger. The conversion occurred pursuant to the terms of the Knight Series A-1 Preferred Stock, which provide for mandatory conversion if the closing price of Knight common stock exceeded 200% of the then-applicable conversion price for the Knight Series A-1 Preferred Stock for 60 consecutive trading days. As of February 25, 2013, the closing price of Knight common stock had exceeded the conversion price of $3.00 for 60 consecutive trading days. As of the record date, there are no shares of preferred stock of Knight outstanding.

If the mergers are completed, in exchange for their units, GETCO Class A, Class B and Class P unitholders will receive shares of common stock of KCG and warrants to acquire shares of common stock of KCG (in each case, based on the ratios set forth below). Based on the number of GETCO Class A units, Class B units and Class P units outstanding as of May 1, 2013 and the units expected to be issued in connection with the equity financing (as described in “The Mergers—Financing Matters” beginning on page 154), approximately 75.9 million shares of common stock of KCG will be issued to GETCO unitholders in the aggregate. This number may increase or decrease based on the number of GETCO Class A units, Class B units and Class P units outstanding as of the closing date. The warrants will be comprised of up to: 8.33 million Class A warrants, having a $12.00 exercise price and exercisable for a four-year term; 8.33 million Class B warrants, having an $13.50 exercise price and exercisable for a five-year term; and 8.33 million Class C warrants, having a $15.00 exercise price and exercisable for a six-year term. The exact number of shares of common stock of KCG and warrants that each GETCO Class A unitholder, Class B unitholder or Class P unitholder will receive will be based on the ratios set forth in the table below.

Pursuant to GETCO’s operating agreement, the Class P units are entitled to a liquidation preference. No other GETCO units have a liquidation preference. In any transaction that is a “Capital Event,” such as the GETCO merger, the holders of the Class P units have the option to receive either their full liquidation preference or their pro rata share of the merger consideration. As of December 19, 2012, this preference was approximately $311 million, which is greater than the Class P units’ pro rata share of the merger consideration (approximately $218 million as of the same date). As an inducement to GETCO to enter into the merger agreement and based on discussions with Daniel Tierney and Stephen Schuler (the holders of substantially all of the Class A units), GA-GTCO, as holder of all Class P units, agreed to waive its right to receive approximately $23 million of its full liquidation preference. Accordingly, GA-GTCO will receive shares of KCG common stock and warrants to acquire shares of KCG common stock with a value of approximately $288 million for the units of GETCO it holds as of the closing (but excluding units to be issued in the equity financing). In addition, based on those discussions and as an inducement to GETCO to enter into the merger agreement, Daniel Tierney and Stephen Schuler agreed to reduce the amount of consideration they would receive in the mergers as compared to all other holders of Class A units or Class B units. The GETCO ratios above reflect these arrangements, which result in all other holders receiving additional consideration as compared to what they would have received had GA-GTCO received its full liquidation preference or had Messrs. Tierney and Schuler not agreed to accept a lower percentage of the total merger consideration.

Pursuant to GETCO’s operating agreement, in connection with a “Capital Event,” the owners of GA-GTCO may, at their option, sell equity securities of GA-GTCO (in lieu of GETCO units held by GA-GTCO). GA-GTCO’s owners exercised that option in connection with the mergers which is why they are a party to the merger agreement and which is why the holders of GA-GTCO units will receive their merger consideration through the GA-GTCO merger (and not the GETCO merger).

Pursuant to GETCO’s operating agreement, GETCO’s Class E units will not receive any merger consideration and will be cancelled in the GETCO merger.

Stockholders of Knight and unitholders of GETCO and GA-GTCO will receive cash in lieu of fractional shares and units, respectively. Unitholders of GETCO and GA-GTCO will receive whole numbers of warrants rounded to the nearest warrant in lieu of fractional warrants.

For additional information on the consideration to be received in the mergers, see “The Merger Agreement—Merger Consideration; Conversion of Shares and Units” beginning on page 162.

Treatment of Equity-Based Awards (page 166)

Each option or other right to acquire Knight common stock granted under any Knight stock plan outstanding as of immediately prior to the completion of the mergers, whether vested or unvested, will automatically become, after the completion of the mergers, an option or right to purchase a number of shares of KCG common stock

equal to one third of the number of shares of Knight common stock subject to such stock option immediately prior to the completion of the mergers (rounded down to the nearest whole share of KCG common stock). The exercise price per share of KCG common stock subject to any such Knight stock option at and after the completion of the mergers will be equal to the exercise price per share of Knight common stock subject to such Knight stock option immediately prior to the completion of the mergers multiplied by three (rounded up to the nearest whole cent). Pursuant to the terms of the applicable Knight stock plans and award agreements, each option or other right to acquire Knight common stock granted on or prior to December 19, 2012 will automatically vest upon the completion of the mergers and each option or other right to acquire Knight common stock granted after December 19, 2012 will continue to vest in accordance with its existing vesting schedule, subject to acceleration under certain circumstances.

Each holder of a share of Knight common stock subject to vesting, repurchase or lapse restrictions that was granted on or prior to December 19, 2012 and is outstanding under any Knight stock plan immediately prior to the completion of the mergers will have the right to receive the merger consideration as of the effective time of the Knight merger. Each holder of a share of Knight common stock subject to vesting, repurchase or lapse restrictions that was granted after December 19, 2012 and is outstanding under any Knight stock plan will be automatically converted into one third of a share of common stock of KCG, rounded to the nearest whole share of KCG common stock, (without any right to make a cash / stock election) that is subject to the same vesting, repurchase or lapse restrictions as the award immediately prior to the effective time of the Knight merger.

Each restricted stock unit in respect of a share of Knight common stock, which we refer to as a Knight RSU, that is outstanding under any Knight stock plan (including any such Knight RSU held in participant accounts under any employee benefit or compensation plan or arrangement of Knight) as of immediately prior to the completion of the mergers will, as of the completion of the mergers, be converted into a restricted stock unit in respect of one third of a share of common stock of KCG (without any right to make a cash / stock election) rounded to the nearest whole share of KCG common stock. Pursuant to the terms of the applicable Knight stock plans and award agreements, each restricted stock unit in respect of a share of Knight common stock granted on or prior to December 19, 2012 (except with respect to restricted stock units that vest based on performance) will automatically vest upon the completion of the mergers. All restricted stock units granted on or prior to December 19, 2012 that vest based on performance will vest in accordance with their existing terms. Each restricted stock unit in respect of a share of Knight common stock granted after December 19, 2012 will be converted into a restricted stock unit in respect of one third of a share of KCG common stock (rounded to the nearest whole share of KCG common stock) and continue to vest in accordance with its existing vesting schedule, subject to acceleration under certain circumstances.

Subject to such conditions as GETCO may agree, each incentive unit of GETCO issued under the GETCO Amended and Restated 2006 Incentive Unit Plan and the GETCO Amended and Restated 2012 Incentive Unit Plan, which we refer to as a GETCO incentive unit, that is outstanding immediately prior to the completion of the mergers will be automatically converted into a number of phantom units in respect of a number of shares of KCG common stock, based on the value of the consideration received in the GETCO merger by a holder of a GETCO Class B unit, rounded to the nearest whole share of KCG common stock.

Recommendations by the Boards of Directors (pages 71 and 76)

Knight

At its meeting on December 18, 2012, after due consideration, the Knight board of directors:

In addition, Knight’s board of directors recommends that Knight stockholders vote “FOR” the adjournment proposal, if necessary or appropriate, and “FOR” the Knight compensation proposal.

For a more complete description of Knight’s reasons for the mergers and the recommendations of the Knight board of directors, see “The Mergers—Knight’s Reasons for the Mergers and Recommendation of Knight’s Board of Directors” beginning on page 71.

GETCO

At its meeting on December 18, 2012, after due consideration, the GETCO board of directors unanimously approved the merger agreement and the mergers and recommended that the voting unitholders of GETCO vote “FOR” the approval of the merger agreement and the mergers.

In addition, GETCO’s board of directors recommends that the voting unitholders of GETCO vote “FOR” the adjournment proposal, if necessary or appropriate.

For a discussion of the material factors considered by the GETCO board of directors in reaching its conclusions, see “The Mergers—GETCO’s Reasons for the Mergers and Recommendation of GETCO’s Board of Directors” beginning on page 76.

Financing Matters (page 154)

Knight and GETCO estimate that the total amount of funds required to pay the cash portion of the merger consideration, refinance substantially all of Knight’s and GETCO’s existing long-term debt, and pay related fees and expenses, will be approximately $1.2 billion (assuming a full cash election payment of $720.0 million to Knight stockholders). GETCO’s obligation to complete the mergers is not subject to a financing condition. GETCO expects this amount to be funded through a combination of cash on hand at Knight and GETCO, the contribution in cash of up to $55.0 million to GETCO by affiliates of General Atlantic, which we refer to as the equity financing, and the proceeds of first lien credit facility and escrowed proceeds from an offering of senior secured second lien notes that is closing on June 5, 2013, which we refer to collectively as the debt financing.

On May 13, 2013, GETCO Financing Escrow LLC, a newly-formed, wholly owned unrestricted subsidiary of GETCO, which we refer to as the Funding SPV, launched an offering of senior secured second lien notes in an aggregate principal amount of $305.0 million. On May 21, 2013, Funding SPV entered into a purchase agreement with Jefferies LLC (as representative of the initial purchasers) for $305.0 million aggregate principal of 8.250% Senior Secured Second Lien Notes due 2018. The offering is closing on June 5, 2013, at which point the gross proceeds of the offering, together with additional amounts to cover accrued interest on the senior secured second lien notes during the escrow period, will be held in an escrow account until the completion of the mergers. After the completion of the mergers, KCG will assume all of the Funding SPV’s obligations under the notes and the related indenture and registration rights agreement. Also on May 13, 2013, GETCO and Knight launched marketing and syndication of a first lien term loan facility in an aggregate principal amount of up to $535.0 million, which we refer to as the planned first lien credit facility. The first lien credit agreement and intercreditor agreement has been agreed with the lead arrangers of the first lien credit facility and has been posted to the lender syndicate. Syndication of the planned first lien credit facility was closed on May 21, 2013 with pricing set at LIBOR plus 450 basis points, and final allocations are planned for the week of May 27, 2013. We refer to the senior secured second lien notes and the planned first lien credit facility described above as the planned financing. The final levels of debt financing may differ from the planned financing due to asset sales prior to the closing and other factors. For a more complete description of the planned financing for the transaction, see the section entitled “The Mergers—Financing Matters—Financing Plan” beginning on page 155.

If KCG is unable to obtain some or all of the planned financing, it will seek alternative financing, which may include some or all of the financing described in the commitment letter dated December 19, 2012, which we

refer to as the commitment letter, with Jefferies Finance LLC, which we refer to as Jefferies Finance. We refer to the financing described in the commitment letter as the committed financing. Pursuant to the commitment letter, Jefferies Finance committed to provide a first lien term loan facility in an aggregate principal amount of $450.0 million, which we refer to as the committed first lien term loan facility, a first lien revolving facility in an aggregate principal amount of $20.0 million, which we refer to as the committed first lien revolving facility and, together with the committed first lien term loan facility, as the committed first lien credit facilities, and a second lien bridge loan facility in an aggregate principal amount of up to $550.0 million. On February 5, 2013, GETCO and Jefferies Finance entered into a joinder agreement, which we refer to as the joinder agreement, with Goldman Sachs Bank USA, which we refer to as Goldman Sachs. Pursuant to the joinder agreement, Goldman Sachs agreed to provide a portion of the financing agreed to in the commitment letter for the first lien term loan facility, the first lien revolving facility and the second lien bridge loan facility. The committed amount of the committed first lien term loan facility was reduced to $342.2 million due to the receipt of a special tax reimbursement of $107.8 million by Knight on April 19, 2013. For a more complete description of the committed financing, see the section entitled “The Mergers—Financing Matters—Committed Facilities” beginning on page 159.

Opinion of Sandler O’Neill + Partners, L.P. (page 104)

By letter dated October 9, 2012, Knight retained Sandler O’Neill + Partners, L.P., which we refer to as Sandler O’Neill, to act as its financial advisor in connection with Knight’s consideration of a possible strategic transaction. Sandler O’Neill is a nationally recognized investment banking firm whose principal business specialty is financial institutions. In the ordinary course of its investment banking business, Sandler O’Neill is regularly engaged in the valuation of financial institutions and their securities in connection with mergers and acquisitions and other corporate transactions.

Sandler O’Neill acted as financial advisor to Knight in connection with the proposed mergers and participated in certain of the negotiations leading to the execution of the merger agreement. At the December 18, 2012 meeting at which Knight’s board of directors considered and approved the merger agreement, Sandler O’Neill delivered to the board its oral opinion, subsequently confirmed in writing, that, as of such date, the merger consideration was fair to the holders of Knight common stock, other than Jefferies and GETCO and certain of their respective affiliates, from a financial point of view. Following the adjustment to the exchange ratios effected by the amended and restated merger agreement on April 15, 2013, Sandler O’Neill delivered to the Knight board of directors a letter confirming that that Sandler O’Neill’s opinion, as delivered to the Knight board of directors, remains unchanged and in effect, subject to the procedures followed, assumptions made, matters considered and limitations of the review contained therein. The full text of Sandler O’Neill’s written opinion, dated December 18, 2012, as well as Sandler O’Neill’s subsequent confirmatory letter, dated April 15, 2013, are attached as Annex B to this joint proxy statement/prospectus. The opinion outlines the procedures followed, assumptions made, matters considered and qualifications and limitations on the review undertaken by Sandler O’Neill in rendering its opinion. The description of the opinion set forth below is qualified in its entirety by reference to the opinion. Knight stockholders are urged to read the entire opinion carefully in connection with their consideration of the proposed mergers.

Sandler O’Neill’s opinion speaks only as of the date of the opinion. The opinion was directed to Knight’s board of directors and is directed only to the fairness of the merger consideration to the holders of Knight common stock, other than Jefferies and GETCO, from a financial point of view. It does not address the underlying business decision of Knight to engage in the mergers or any other aspect of the mergers and is not a recommendation to any Knight stockholder as to how such stockholder should vote at the special meeting with respect to the merger agreement and the mergers or any other matter.

For additional information on the opinion of Sandler O’Neill, see “The Mergers—Opinion of Sandler O’Neill” on page 104.

Opinion of Merrill Lynch, Pierce, Fenner & Smith Incorporated (page 116)

In connection with the mergers, Merrill Lynch, Pierce, Fenner & Smith Incorporated, which we refer to as BofA Merrill Lynch, delivered to GETCO’s board of directors a written opinion, dated December 18, 2012, as to the fairness, from a financial point of view and as of the date of the opinion, to the holders of the GETCO units and the GA-GTCO units of the aggregate GETCO merger consideration and the aggregate GA-GTCO merger consideration, which we refer to, collectively, as the aggregate GETCO/GA-GTCO merger consideration, to be received collectively by the holders of GETCO units and GA-GTCO units in connection with the mergers as provided for in the merger agreement. The full text of the written opinion, dated December 18, 2012, of BofA Merrill Lynch, which describes, among other things, the assumptions made, procedures followed, factors considered and limitations on the review undertaken, is attached to this joint proxy statement/prospectus as Annex C and is incorporated by reference herein in its entirety. BofA Merrill Lynch provided its opinion to GETCO’s board of directors (in its capacity as such) for the benefit and use of GETCO’s board of directors in connection with and for purposes of its evaluation of the aggregate GETCO/GA-GTCO merger consideration to be received collectively by the holders of the GETCO units and the GA-GTCO units from a financial point of view. BofA Merrill Lynch’s opinion does not address any other aspect of the mergers and no opinion or view was expressed as to the relative merits of the mergers in comparison to other strategies or transactions that might be available to GETCO or in which GETCO might engage or as to the underlying business decision of GETCO to proceed with or effect the mergers. BofA Merrill Lynch’s opinion does not address any other aspect of the mergers and does not constitute a recommendation to any unitholder or stockholder as to how to vote or act in connection with the proposed mergers or any related matter.

Interests of Directors and Executive Officers in the Mergers (pages 129 and 133)

Knight stockholders and GETCO unitholders should note that some Knight directors and executive officers and some GETCO directors and executive officers have interests in the mergers as directors or officers that are different from, or in addition to, the interests of other Knight stockholders or GETCO unitholders, respectively.

For additional information relating to the interests of Knight’s directors and executive officers in the mergers, see “The Mergers—Interests of Certain of Knight’s Directors and Executive Officers in the Mergers” beginning on page 129 and for additional information relating to the interests of GETCO’s directors and executive officers in the mergers, see “The Mergers—Interests of Certain of GETCO’s Directors and Executive Officers in the Mergers” beginning on page 133.

Interests of Jefferies in the Mergers (page 137)

Jefferies, one of GETCO’s financial advisors, is providing certain debt financing in connection with the mergers and is the largest beneficial owner of Knight stock. As a result, Jefferies may have interests in the transactions that are different from, or in addition to, the interests of Knight stockholders and GETCO unitholders generally. For additional information relating to Jefferies’ role in the mergers, see “The Mergers—Interests of Jefferies in the Mergers” beginning on page 137.

Conditions to the Completion of the Mergers (page 168)

The obligations of Knight, GETCO and GA-GTCO to complete the mergers are subject to the satisfaction of the following conditions:

The obligations of GETCO and GA-GTCO to complete the mergers are subject to the satisfaction or waiver of the following additional conditions:

In addition, the obligation of Knight to complete the mergers is subject to the satisfaction or waiver of the following additional conditions:

In the event that a material condition to the completion of the mergers is waived, Knight and GETCO intend to resolicit stockholder and unitholder approval of the merger agreement.

For additional information relating to the conditions to the completion of the merger, see “The Merger Agreement—Conditions to the Completion of the Mergers” beginning on page 168.

Termination of the Merger Agreement (page 169)

The merger agreement may be terminated at any time prior to the completion of the mergers by the mutual written consent of Knight and GETCO, authorized by their respective boards. It can also be terminated by either Knight or GETCO under certain specified circumstances, including if:

Furthermore, subject to specified conditions, the merger agreement may be terminated by either Knight or GETCO if the other party:

For additional information on termination of the merger agreement, see “The Merger Agreement—Termination of the Merger Agreement” beginning on page 169.

Termination Fees (page 170)

If the merger agreement is terminated under certain circumstances, including circumstances involving an alternative transaction or a change in Knight’s or GETCO’s board of directors’ recommendation with respect to the merger agreement and the mergers, Knight or GETCO, as applicable, may be required, subject to certain conditions, to pay the other party a termination fee of $53.0 million or a portion thereof.

For additional information on the termination fees, see “The Merger Agreement—Termination Fees” beginning on page 170.

No Solicitation (page 171)

The merger agreement restricts the ability of each of Knight and GETCO to solicit or engage in discussions or negotiations with a third-party regarding a proposal to acquire a significant interest in Knight or GETCO, respectively. If, however, prior to obtaining the approval of its stockholders or unitholders (as applicable), either party receives an unsolicited proposal from a third-party and the party’s board of directors determines in good faith, after consultation with its outside legal counsel, that it would be a breach of such directors’ fiduciary duties not to engage in discussions relating to such proposal, that party may furnish information to the third-party and engage in negotiations regarding such proposal with the third-party, subject to specified conditions.

For additional information on the restriction against solicitation of an alternative proposal, see “The Merger Agreement—Agreement Not to Solicit Other Offers” beginning on page 171.

Appraisal Rights (page 147)

Knight: Unless a corporation’s certificate of incorporation contains provisions to the contrary (and Knight’s amended and restated certificate of incorporation does not), Section 262 of the DGCL provides that no appraisal rights are available for shares of any class or series of stock, which stock, at the record date fixed to determine the stockholders entitled to receive notice of and vote at a meeting of stockholders to act upon an agreement and plan of merger, was either listed on a national securities exchange or held of record by more than 2,000 holders. Section 262 of the DGCL provides certain exceptions to this rule, but none is applicable in the mergers. Knight’s common stock is listed on the NYSE. Consequently, Knight stockholders do not have appraisal rights in connection with the merger.

GETCO: The DLLCA, which governs GETCO, does not provide for statutory appraisal rights but allows a limited liability company to grant appraisal rights to its members pursuant to the limited liability company operating agreement or a plan of merger. GETCO’s operating agreement expressly disclaims appraisal rights and no such rights are provided in the merger agreement. Therefore unitholders of GETCO are not entitled to appraisal rights in connection with the GETCO merger.

For additional information on appraisal rights, see “The Mergers—Appraisal Rights” beginning on page 147.

Board of Directors and Executive Officers of KCG (page 138)

Upon completion of the mergers, the KCG board of directors will be comprised of nine directors and will include (i) four persons selected by the board of directors of Knight prior to the completion of the mergers who were members of the board of directors of Knight on the date of the merger agreement, whom we refer to as the Knight directors, and (ii) Daniel Tierney (a founder and current director of GETCO), Stephen Schuler (a founder and current director of GETCO), two persons selected by GA-GTCO immediately prior to the completion of the mergers, whom we refer to as the GETCO directors, and Daniel Coleman (the Chief Executive Officer and a current director of GETCO). The Knight directors will include Thomas M. Joyce, currently Chairman of the Knight board of directors and the Chief Executive Officer, and three other directors to be selected by Knight immediately prior to the closing of the mergers. The identity of the Knight directors (other than Mr. Joyce), and the identity of the two directors to be selected by GA-GTCO, is not known at this time. At least three of the Knight directors and at least two of the GETCO directors will satisfy the independence requirements of the NYSE and the KCG amended and restated certificate of incorporation and amended and restated bylaws.

Following the completion of the mergers, Mr. Coleman will serve as Chief Executive Officer of KCG, Mr. Joyce will serve as Executive Chairman of the board of directors of KCG, and Steven Bisgay, currently the Executive Vice President, Chief Operating Officer and Chief Financial Officer of Knight, will serve as Chief Financial Officer of KCG, in each case until their successors have been duly elected or appointed and qualified. In addition, it is expected that the following persons will become executive officers of KCG following the closing and will assume the positions indicated below:

From time to time prior to closing of the mergers, decisions may be made with respect to the management and operations of KCG following the completion of the mergers, including the selection of additional executive officers of KCG.

For additional information on directors and officers of KCG after the mergers, see “The Mergers—Board of Directors and Executive Officers of KCG” beginning on page 138.

Litigation Relating to the Mergers (page 150)

Since the announcement of the mergers, several putative class action and/or derivative lawsuits have been filed by purported stockholders of Knight challenging the mergers. The actions generally allege, among other things, that Knight’s directors breached their fiduciary duties by approving the merger agreement and the mergers at an unfairly low price, by agreeing to certain provisions in the merger agreement and to certain voting agreements, which allegedly make it less likely that other bidders would make successful competing offers for Knight, and that certain of Knight’s directors have conflicts of interest in connection with the transaction, including that they were appointed by an investor group that included GETCO. Some of the actions allege that certain stockholders of Knight breached alleged fiduciary duties in connection with the Knight board’s approval of the mergers. Various of the actions further allege that Knight, GETCO, GA-GTCO and/or General Atlantic aided and abetted the Knight board’s alleged breaches of fiduciary duty. The actions seek, among other relief, to enjoin the mergers. In addition, one action asserts derivative claims against the seven Knight directors who served as of August 1, 2012, alleging that those directors breached their fiduciary duties and wasted corporate assets by failing to erect and oversee effective safeguards to prevent against trading incidents, such as the one that occurred on August 1, 2012, for which Knight incurred a realized pre-tax loss of approximately $457.6 million. The derivative claims seek, among other things, an order requiring the relevant Knight directors to pay restitution and/or compensatory damages.

For additional information on legal proceedings relating to the mergers, see “The Mergers—Litigation Relating to the Mergers” beginning on page 150.

Accounting Treatment (page 154)

The mergers will be accounted for as a purchase by GETCO under accounting principles generally accepted in the U.S. Under the purchase method of accounting, the assets and liabilities of Knight will be recorded, as of completion of the mergers, at their respective fair values and added to the carrying value of GETCO. Any excess of purchase price over the fair value is recorded as goodwill. Any excess of fair value over the purchase price is recorded in earnings as a bargain purchase gain. The reported financial condition and results of operations of KCG after completion of the mergers will reflect Knight’s and GETCO’s balances and results after completion of the mergers, but will not be restated retroactively to reflect the historical financial position or results of operations of Knight. Following completion of the mergers, the earnings of the combined company will reflect purchase accounting adjustments, including increased amortization and depreciation expense for acquired assets.

Material U.S. Federal Income Tax Consequences of the Mergers (page 150)

The closing of the Knight merger and GETCO merger is conditioned upon the receipt by Knight and GETCO, respectively, of an opinion from its respective tax counsel that the mergers will for U.S. federal income tax purposes be treated as a transaction described in Section 351 of the Internal Revenue Code, which we refer to as the Code. Subject to the limitations and qualifications described in “The Mergers—Material U.S. Federal Income Tax Consequences of the Mergers,” the U.S. federal income tax consequences of the mergers to U.S. holders (as defined herein) of Knight common stock or GETCO units generally will be as described below. Furthermore, the U.S. federal income tax consequences to U.S. holders of Knight common stock will depend upon the form of consideration received by such holders in the Knight merger.

U.S. holders of Knight common stock who receive consideration including KCG common stock in the Knight merger will recognize gain (but not loss) in an amount equal to the lesser of (1) the amount by which the sum of the fair market value of the KCG common stock and the amount of cash received by such holder in exchange for its shares of Knight common stock exceeds the holder’s adjusted basis in its shares of Knight common stock, and (2) the amount of cash (other than cash received instead of fraction share interests in KCG common stock) received by such holder in exchange for its shares of Knight common stock. The Knight merger will be a fully taxable transaction to a holder of Knight common stock who receives solely cash in the Knight merger.

GETCO unitholders will recognize gain (but not loss) in an amount equal to the lesser of (1) the amount by which the sum of the fair market value of the KCG common stock and warrants received by such holder in exchange for its GETCO units exceeds the GETCO unitholder’s adjusted basis in its GETCO units, and (2) the fair market value of the warrants received by such holder in exchange for its GETCO units.

The treatment of any cash received instead of a fractional share interest in KCG common stock is discussed in “The Mergers—Material U.S. Federal Income Tax Consequences of the Mergers—Cash Received Instead of a Fractional Share of KCG Common Stock.”

For a more detailed discussion of the material U.S. federal income tax consequences of the merger, see “The Mergers—Material U.S. Federal Income Tax Consequences of the Mergers” beginning on page 150.

The tax consequences of the mergers for any particular Knight common stockholder or GETCO unitholder will depend on that stockholder or unitholder’s particular facts and circumstances. Accordingly, Knight common stockholders and GETCO unitholders are urged to consult their tax advisors to determine the U.S. federal income tax consequences of the mergers to them, including estate, gift, state, local or non-U.S. tax consequences of the mergers.

Regulatory Matters (page 148)

The approval of, among others, the following regulatory authorities must be obtained before the mergers can be completed:

In connection with the amendment and restatement of the original merger agreement on April 15, 2013, the approval of the Securities and Futures Commission of Hong Kong, which we refer to as the Hong Kong SFC, (with respect to GETCO Asia (Hong Kong) Limited) was eliminated as a condition to the completion of the mergers.

In addition, prior to completing the mergers, the applicable waiting period under the U.S. federal antitrust law, the Hart-Scott-Rodino Antitrust Improvements Act of 1976, as amended, which we refer to as the HSR Act, must expire or terminate. On February 5, 2013, Knight and GETCO received early termination of the applicable waiting period under the HSR Act.

Each of Knight, GETCO and KCG is in the process of obtaining the remaining approvals required by applicable law or regulations for the completion of the mergers.

For additional information on regulatory matters, see “The Mergers—Regulatory Matters” beginning on page 148.

The Special Meetings (pages 71 and 75)

Knight

The Knight special meeting will be held at 1:00 p.m., local time, on June 25, 2013, at Knight’s corporate headquarters located at 545 Washington Boulevard, Jersey City, New Jersey 07310 to consider and vote upon the following matters:

Knight’s board of directors has fixed the close of business on May 6, 2013 as the record date for determining the holders of Knight common stock entitled to receive notice of and to vote at the Knight special meeting. Only holders of record of Knight common stock at the close of business on the Knight record date will be entitled to receive notice of and to vote at the Knight special meeting and any adjournment or postponement thereof.

As of the Knight record date, there were 358,197,872 shares of Knight common stock outstanding and entitled to vote at the Knight special meeting held by 333 holders of record. Each share of Knight common stock entitles the holder to one vote on each proposal to be considered at the Knight special meeting. As of the record date, directors and executive officers of Knight and their affiliates (including The Blackstone Group, of which Mr. Brand is a Managing Director, and TD Ameritrade, of which Mr. Tomczyk is President and Chief Executive Officer) owned and were entitled to vote 85,086,935 shares of Knight common stock, representing, in aggregate,

approximately 23.8% of the total voting power of Knight, which is less than the majority of the Knight common stock entitled to vote at the Knight special meeting, the affirmative vote of which is required for the approval of the merger agreement and the mergers. However, Messrs. Brand and Tomczyk disclaim beneficial ownership of shares of Knight common stock held by The Blackstone Group and TD Ameritrade, respectively. As of the record date, directors and executive officers of Knight and their affiliates (excluding The Blackstone Group and TD Ameritrade) owned and were entitled to vote 2,211,560 shares of Knight common stock, representing, in aggregate, less than 1% of the total voting power of Knight, which is less than the majority of the Knight common stock entitled to vote at the Knight special meeting. Knight currently expects that Knight’s directors and executive officers will vote their shares in favor of the merger agreement and the mergers, although none of them has entered into any agreements obligating them to do so. As of the record date, GETCO beneficially held 56,876,424 shares of Knight common stock, representing an aggregate voting percentage of approximately 15.9% of the total voting power of Knight.

As more fully described under “The Merger Agreement—Voting and Support Agreements,” beginning on page 179, TD Ameritrade, as of May 1, 2013, beneficially owned 26,000,013 shares of Knight common stock, representing, in aggregate, approximately 7.3% of the total voting power of Knight. TD Ameritrade entered into a voting and support agreement with GETCO pursuant to which it has agreed to vote all of the Knight common stock owned by it in favor of approval and adoption of the merger agreement and the mergers.

As further described in “The Knight Special Meeting—Vote Required,” approval of the merger agreement and the mergers requires the affirmative vote of holders of a majority of the Knight common stock who are entitled to vote at the Knight special meeting.

GETCO

The special meeting of the voting unitholders of GETCO is scheduled to be held at 1:00 p.m. local time, on June 25, 2013 at GETCO’s New York office located at One Liberty Plaza, 165 Broadway, New York, New York 10006, Central time to consider and vote upon the following matters:

Only holders of GETCO Class A units and Class P units as of the close of business on May 6, 2013, which is the record date for the GETCO special meeting, will be entitled to receive notice of and to vote at the GETCO special meeting. As of the record date, there were 3,688,219 Class A units and 2,785,689 Class P units entitled to vote at the special meeting, held by nine GETCO voting unitholders. Each Class A unit entitles a voting member of GETCO to one vote. GA-GTCO is the holder of all of the GETCO Class P units, and as such, is entitled to a fixed voting interest of 21.875% of the total voting shares.

As more fully described under “The Merger Agreement—Voting and Support Agreements,” beginning on page 179, Stephen Schuler and Daniel Tierney, as of May 1, 2013, each beneficially owned 1,565,825 Class A units, and GA-GTCO owns all 2,785,689 Class P units, which together represent approximately 88% of the units of GETCO entitled to vote at the GETCO special meeting. Mr. Schuler, Mr. Tierney and GA-GTCO each entered into a voting and support agreement with Knight pursuant to which they have agreed to vote all of the Class A units or Class P units owned by them, as the case may be, in favor of approval and adoption of the merger agreement and the mergers. Consequently, GETCO currently believes that approval of the GETCO merger proposal at the GETCO special meeting is assured.

No units of GETCO are currently held by Knight or KCG.

Approval of the merger agreement and the mergers and the adjournment proposal requires the affirmative vote of 70% or more of the total number of votes associated with the issued and outstanding Class A units and Class P units (voting together as a class).

Information About the Companies (page 78)

KNIGHT CAPITAL GROUP, INC.

545 Washington Boulevard

Jersey City, New Jersey 07310

(201) 222-9400

Knight Capital Group, Inc., a Delaware corporation, is a global financial services firm that provides access to the capital markets across multiple asset classes to a broad network of clients, including buy- and sell-side firms and corporations.

Knight was organized in January 2000 as the successor to the business of Knight/Trimark Group, Inc. Knight/Trimark Group, Inc. was organized in April 1998 as the successor to the business of Roundtable Partners, LLC, which was formed in March 1995. In May 2000, the company changed its name from Knight/Trimark Group, Inc. to Knight Trading Group, Inc., and in May 2005 the company further changed its name to Knight Capital Group, Inc. As of March 31, 2013, Knight had consolidated total assets of $10.9 billion and aggregate stockholders’ equity of $1.5 billion. Knight had 1,269 full-time employees as of March 31, 2013, which excludes employees affected by the announced sale of its institutional fixed income sales and trading business.

GETCO HOLDING COMPANY, LLC

350 N. Orleans Street

Chicago, IL 60654

(312) 931-2200

Founded in 1999 by Stephen Schuler and Dan Tierney, GETCO is a global financial services firm that specializes in helping investors efficiently manage risk via proprietary market making and routing orders on behalf of clients in securities, futures and foreign exchange instruments. GETCO operates through its broker-dealers and other subsidiaries and maintains a diversified footprint across asset classes, trading venues and geographies. GETCO trades on more than 50 exchanges and venues in North and South America, Europe and Asia-Pacific and employs over 400 Associates in Chicago, New York, Palo Alto, London, Singapore and Mumbai.

On December 19, 2012, GETCO and Knight entered into an agreement (later amended and restated on April 15, 2013) for a strategic business combination whereby GETCO and Knight will become subsidiaries of a new publicly traded holding company. The business combination of Knight and GETCO creates a global market-making and agency execution solutions provider that leverages each of Knight’s and GETCO’s proprietary technologies, operations and human capital.

GA-GTCO, LLC

c/o General Atlantic Service Company, LLC

Three Pickwick Plaza

Greenwich, Connecticut 06830

(917) 206-1944

GA-GTCO, LLC is a Delaware limited liability company, through which investment funds affiliated with General Atlantic hold GETCO Class P units. Established in 1980, General Atlantic is a global growth equity firm

providing capital and strategic support for growth companies. As of the date of this joint proxy statement/prospectus, General Atlantic manages approximately $17 billion in capital (comprised of both total committed capital and portfolio investments) and has more than 70 investment professionals based in Greenwich, New York, Palo Alto, São Paulo, London, Munich, Hong Kong, Beijing, Singapore and Mumbai.

GA-GTCO does not undertake any business other than ownership of the GETCO units and actions incidental thereto. As of the date of this joint proxy statement/prospectus, GA-GTCO is the holder of all 2,785,689 GETCO Class P units and 71,802 Class B units. GA-GTCO is a wholly-owned subsidiary of GA-GTCO Interholdco, LLC, a Delaware limited liability company whose principal place of business is in Connecticut. GA-GTCO Interholdco, LLC is a subsidiary of such investment funds.

KCG HOLDINGS, INC.

c/o Knight Capital Group, Inc.

545 Washington Boulevard

Jersey City, New Jersey 07310

(201) 222-9400

KCG Holdings, Inc. (formerly Knight Holdco, Inc.) is a Delaware corporation and a direct, wholly owned subsidiary of Knight. We refer to KCG Holdings, Inc. as KCG throughout this joint proxy statement/prospectus. KCG was formed in connection with the merger agreement and the mergers for the purpose of holding Knight, GETCO and GA-GTCO Acquisition, LLC as direct wholly-owned subsidiaries following completion of the mergers. The business of KCG will be the combined business of Knight and GETCO.

The Merger Subsidiaries

KNIGHT ACQUISITION CORP

c/o Knight Capital Group, Inc.

545 Washington Boulevard

Jersey City, New Jersey 07310

(201) 222-9400

Knight Acquisition Corp is a Delaware corporation, an indirect, wholly owned subsidiary of Knight and a direct, wholly owned subsidiary of KCG. Knight Acquisition Corp was incorporated in connection with the merger agreement and the mergers, and is not an operating company. Upon the completion of the mergers, Knight Acquisition Corp will merge with and into Knight and cease to exist.

GETCO ACQUISITION, LLC

c/o Knight Capital Group, Inc.

545 Washington Boulevard

Jersey City, New Jersey 07310

(201) 222-9400

GETCO Acquisition, LLC is a Delaware corporation, an indirect, wholly owned subsidiary of Knight and a direct, wholly owned subsidiary of KCG. GETCO Acquisition, LLC was incorporated in connection with the merger agreement and the mergers, and is not an operating company. Upon the completion of the mergers, GETCO Acquisition, LLC will merge with and into GETCO and cease to exist.

GA-GTCO ACQUISITION, LLC

c/o Knight Capital Group, Inc.

545 Washington Boulevard

Jersey City, New Jersey 07310

(201) 222-9400

GA-GTCO Acquisition, LLC is a Delaware corporation, an indirect, wholly owned subsidiary of Knight and a direct, wholly owned subsidiary of KCG. GA-GTCO Acquisition, LLC was incorporated in connection with the merger agreement and the mergers, and is not an operating company. Upon the completion of the mergers, GA-GTCO will merge with and into GA-GTCO Acquisition, LLC, with GA-GTCO Acquisition, LLC continuing as the surviving corporation in the merger and as a direct wholly owned subsidiary of KCG.

For additional information on the companies, see “Information About the Companies” beginning on page 178.

SELECTED HISTORICAL CONSOLIDATED FINANCIAL DATA OF KNIGHT

Set forth below is selected data from Knight’s consolidated financial data as of and for the years ended December 31, 2008 through December 31, 2012 and consolidated financial data as of and for the three months ended March 31, 2013 and 2012. Results for the three months ended March 13, 2013 and 2012 are unaudited and not necessarily indicative of results which may be expected for any other interim period or for the fiscal year as a whole. In the opinion of Knight management, this information reflects a fair presentation of this data for those dates.

The following should be read in conjunction with the annual, quarterly and special reports, proxy statements and other business and financial information Knight files with the SEC. The Consolidated Statements of Operations Data for 2012, 2011 and 2010 and the Consolidated Statements of Financial Condition Data at December 31, 2012 and 2011 have been derived from Knight’s audited Consolidated Financial Statements included in Knight’s Current Report on Form 8-K filed on May 13, 2013, which has been incorporated by reference into this joint proxy statement/prospectus. The Consolidated Statements of Operations Data for 2009 and 2008 and the Consolidated Statements of Financial Condition Data at December 31, 2010, 2009 and 2008 are derived from Knight’s unaudited Consolidated Financial Statements for those years (which are unaudited as they have been revised from previously issued audited financial statements to reflect a change in operating segments and recasting for discontinued operations as further described in Footnote 1 to the audited Consolidated Financial Statements included in Knight’s Current Report on Form 8-K filed on May 13, 2013), which were prepared in accordance with U.S. GAAP and are not included in this document. You should not assume the results of operations for any past periods indicate results for any future period. See “Incorporation of Certain Documents by Reference” on page 263.

The selected historical consolidated statement of operations data and other financial data for the three months ended March 31, 2013 and 2012 and the summary consolidated statement of financial condition data as of March 31, 2013 have been derived from Knight’s unaudited consolidated financial statements, included in Knight’s Quarterly Report on Form 10-Q for the quarter ended March 31, 2013, which has been incorporated by reference into this joint proxy statement/prospectus. The results of operations for the interim periods presented are not necessarily indicative of the results to be expected for the full year.

SELECTED HISTORICAL CONSOLIDATED FINANCIAL DATA AND OTHER DATA OF GETCO

Set forth below is selected data from GETCO’s consolidated financial data and operating metrics as of and for each of the years ended December 31, 2008 through December 31, 2012 and consolidated financial data and operating metrics as of and for the three months ended March 31, 2013 and 2012. Results for the three months ended March 31, 2013 and 2012 are unaudited and not necessarily indicative of results which may be expected for any other interim period or for the fiscal year as a whole. In the opinion of GETCO management, this information reflects a fair presentation of this data for those dates.

GETCO is a private company and is not subject to periodic reporting requirements under the Exchange Act. The following should be read in conjunction with GETCO’s audited consolidated financial statements and unaudited interim condensed consolidated financial statements and related notes and “Management’s Discussion and Analysis of Financial Condition and Results of Operations of GETCO” included elsewhere in this joint proxy statement/prospectus.

The selected historical consolidated statements of comprehensive income data and other financial data for the years ended December 31, 2012, 2011 and 2010 and the summary consolidated statements of financial condition as of December 31, 2012 and 2011 have been derived from GETCO’s audited consolidated financial statements included elsewhere in this joint proxy statement/prospectus.

The selected historical consolidated statement of comprehensive income data and other financial data for the three months ended March 31, 2013 and 2012 and the summary consolidated statement of financial condition as of March 31, 2013 have been derived from GETCO’s unaudited condensed consolidated financial statements included elsewhere in this joint proxy statement/prospectus. The results of operations for the interim periods presented are not necessarily indicative of the results to be expected for the full year.

The summary consolidated statement of financial condition as of December 31, 2010, 2009 and 2008 and selected historical consolidated statements of comprehensive income data and other financial data for the years ended December 31, 2009 and 2008 are derived from GETCO’s audited consolidated financial statements that are not included in this joint proxy statement/prospectus.

You should not assume the results of operations for any past periods are indicative of results for any future period.