There are reasons why all of the threats are not being removed on your computer when the Trend Micro program runs a scan and performs a cleanup. One possible reason is that maybe those files are saved on a folder included on a program that you trust and you are using.
Have you installed or downloaded any programs is the past days? If yes, those programs might have side loaded the threats on your computer and was installed along with that program that you downloaded.
You can run this tool from our Support Site to run a deeper scan on your computer and resolve this issue.