Is there a UK/EU equivalent to the SEC's 13F filing?

Is there a UK/EU equivalent to the SEC's 13F filing?

I am currently writing a paper for my master's dissertation looking at the impact of HFT on stock price volatility and price discovery in the UK & European markets.

Previous papers which have focused on the US equities markets have sourced a lot of the necessary data from 13F filings. Can anyone point m…