UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

SCHEDULE 13D/A

Under the Securities Exchange Act of 1934

(Amendment No. 6)*

KCG Holdings, Inc.

(Name of Issuer)

Class A Common Stock, par value $0.01 per share

(Title of Class of Securities)

48244B 100

(CUSIP Number)

Emma Cuadrado

Wicklow Capital, Inc.

53 W. Jackson Boulevard, Suite 1204

Chicago, Illinois

(312) 360-1377

with a copy to:

John P. Kelsh

Sidley Austin LLP

One South Dearborn Street

Chicago, Illinois 60603

(312) 853-7000

(Name, Address and Telephone Number of Person Authorized to Receive Notices and Communications)

May 1, 2015

(Date of Event which Requires Filing of this Statement)

If the filing person has previously filed a statement on Schedule 13G to report the acquisition that is the subject of this Schedule 13D, and is filing this schedule because of §§240.13d-1(e), 240.13d-1(f) or 240.13d-1(g), check the following box.  ¨

The information required on 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).

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CUSIP No. 48244B 100

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Introduction

This Amendment No. 6 (this “Amendment No. 6”) amends Amendment No. 5 ( “Amendment No. 5”) dated February 2, 2015, Amendment No. 4 dated March 3, 2014 (“Amendment No. 4”), Amendment No. 3 dated February 3, 2014 (“Amendment No. 3”), Amendment No. 2 dated January 13, 2014 (“Amendment No. 2”) and Amendment No. 1 dated October 31, 2013 (“Amendment No. 1”) to the statement on Schedule 13D dated July 1, 2013 (the “Original Statement” and, together with Amendment No. 1, Amendment No. 2, Amendment No. 3, Amendment No. 4, Amendment No. 5 and this Amendment No. 6, this “Schedule 13D”) relating to the Class A common stock, par value $0.01 per share (the “Class A Common Shares”), of KCG Holdings, Inc., a Delaware corporation (“KCG Holdings”). Except as specifically provided herein, this Amendment No. 6 does not modify any of the information previously reported in the Original Statement. Any capitalized terms used in this Amendment No. 6 and not otherwise defined herein shall have the respective meanings ascribed to such terms in the Original Statement.

This Amendment No. 6 reflects transactions and developments through May 1, 2015 relating to the Reporting Persons’ holdings of Class A Common Shares. In particular, this Amendment No. 6 is being filed to reflect sales made pursuant to the previously-disclosed Sales Plan dated February 2, 2015 between the Daniel V. Tierney 2011 Trust and J.P. Morgan Securities LLC (the “Sales Plan”).

There has been no change to the information disclosed in Item 1 of the Original Statement.

There has been no change to the information disclosed in Item 2 of Amendment No. 5.

There has been no change to the information disclosed in Item 3 of the Original Statement.

There has been no change to the information disclosed in Item 4 of Amendment No. 5.

Item 5 of the Original Statement is hereby amended and restated in its entirety as follows:

(a) - (b) With respect to the Daniel V. Tierney 2011 Trust, Daniel V. Tierney and Emma Cuadrado, this Schedule 13D relates to the beneficial ownership of 12,632,261 Class A Common Shares, which include (i) 7,919,312 Class A Common Shares and (ii) 4,712,949 Warrant Shares. Such shares represent 10.3% of the outstanding Class A Common Shares (based on a total of 123,152,363 Class A Common Shares outstanding, which consists of (i) an estimated 118,439,414 Class A Common Shares outstanding as of February 25, 2015, according to information filed by KCG Holdings on March 2, 2015, and (ii) 4,712,949 Warrant Shares). All of these Class A Common Shares and Warrant Shares are directly held by the trust. Emma Cuadrado is the trustee of the trust and has sole voting and dispositive power over the securities held by the trust. Daniel V. Tierney is the settlor and sole beneficiary of the trust. Daniel V. Tierney does not have or share voting or dispositive power over the securities held by the trust, but does have the power to revoke the trust and acquire beneficial ownership of such securities within 60 days. Neither the filing of this Schedule 13D nor any of its contents shall be deemed to constitute an admission by Daniel V. Tierney or Emma Cuadrado that such Reporting Person is the beneficial owner of any such securities for purposes of Section 13(d) of the Exchange Act or for any other purpose, and such beneficial ownership is expressly disclaimed.

Solely with respect to Daniel V. Tierney, this Schedule 13D also relates to the beneficial ownership of (i) an additional 7,221 Class A Common Shares and (ii) 6,957 restricted stock units which may vest within 60 days of the date of this Schedule 13D. Together with the 12,632,261 shares described in the preceding paragraph, these shares

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represent 10.3% of the outstanding Class A Common Shares (based on a total of 123,159,320 Class A Common Shares outstanding, which consists of (i) an estimated 118,439,414 Class A Common Shares outstanding as of February 25, 2015, according to information filed by KCG Holdings on March 2, 2015, (ii) 4,712,949 Warrant Shares and (iii) 6,957 restricted stock units held by Daniel V. Tierney which may vest within 60 days of the date of this Schedule 13D).

(c) As described in Item 4 of Amendment No. 5, the Daniel V. Tierney 2011 Trust entered into the Sales Plan on February 2, 2015 with respect to 3,000,000 Class A Common Shares. From March 3, 2015, the effective date of the Sales Plan, through May 1, 2015, an aggregate of 1,268,302 Class A Common Shares have been sold pursuant to the Sales Plan, as set forth on Annex A. No Reporting Person has effected any other transaction in the Class A Common Shares or Warrant Shares during the past 60 days.

(d) To the knowledge of the Reporting Persons, no other person has the right to receive or the power to direct the receipt of dividends from, or the proceeds from the sale of, the Class A Common Shares or Warrant Shares covered by this Schedule 13D.

(e) Not applicable.

There has been no change to the information disclosed in Item 6 of Amendment No. 5.

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SIGNATURES

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.

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INDEX OF EXHIBITS

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ANNEX A

Recent Transactions by the Reporting Persons in the Class A Common Shares or Warrant Shares

Set forth below is a summary of transactions effected by the Reporting Persons in the Class A Common Shares or Warrant Shares between the filing of Amendment No. 5 and May 1, 2015. All transactions are open market sales of Class A Common Shares effected pursuant to the Sales Plan dated February 2, 2015 between the Daniel V. Tierney 2011 Trust and J.P. Morgan Securities LLC.

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