Tower Research Capital LLC (TRC) Q3 2017 Filing

Filed November 14, 2017

Portfolio Value

$1.2B

Holdings

4,015

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (4,015 positions)

#	Stock	Shares	Value	% Portfolio
1	SPYSPDR S&P 500 ETF TR	1,025,867	$257.7M	21.29%
2	—POWERSHARES QQQ TRUST	386,897	$56.3M	4.65%
3	IWMISHARES TR	218,569	$32.4M	2.67%
4	EFAISHARES TR	377,510	$25.9M	2.13%
5	SMHVANECK VECTORS ETF TR	152,300	$14.2M	1.17%
6	IWFISHARES TR	93,919	$11.7M	0.97%
7	EEMISHARES TR	257,345	$11.5M	0.95%
8	DONSPDR DOW JONES INDL AVRG ETF	48,435	$10.8M	0.90%
9	VXFVANGUARD INDEX FDS	95,745	$10.3M	0.85%
10	—PROSHARES TR II	107,166	$10.0M	0.83%
11	VOOVANGUARD INDEX FDS	39,880	$9.2M	0.76%
12	XLKSELECT SECTOR SPDR TR	152,551	$9.0M	0.74%
13	OEFISHARES TR	79,791	$8.9M	0.73%
14	IMCBISHARES TR	49,139	$8.6M	0.71%
15	IJHISHARES TR	47,843	$8.6M	0.71%
16	XLRESELECT SECTOR SPDR TR	240,152	$7.7M	0.64%
17	TQQQPROSHARES TR	65,917	$7.5M	0.62%
18	XLUSELECT SECTOR SPDR TR	132,746	$7.0M	0.58%
19	IWBISHARES TR	49,598	$6.9M	0.57%
20	IYRISHARES TR	79,548	$6.4M	0.52%
21	XRTSPDR SERIES TRUST	147,572	$6.2M	0.51%
22	IVWISHARES TR	41,943	$6.0M	0.50%
23	—DIREXION SHS ETF TR	239,406	$5.8M	0.48%
24	—CREDIT SUISSE NASSAU BRH	59,678	$5.8M	0.48%
25	OSVEURVANECK VECTORS ETF TR	216,860	$5.7M	0.47%
26	DDMPROSHARES TR	51,211	$5.5M	0.46%
27	VIGVANGUARD SPECIALIZED PORTFOL	56,529	$5.4M	0.44%
28	AQLTISHARES TR	35,330	$5.2M	0.43%
29	VNQVANGUARD INDEX FDS	62,663	$5.2M	0.43%
30	XOPUSDSPDR SERIES TRUST	152,321	$5.2M	0.43%
31	MSFTMICROSOFT CORP	68,351	$5.1M	0.42%
32	—DIREXION SHS ETF TR	168,430	$5.1M	0.42%
33	TDTORONTO DOMINION BK ONT	70,904	$5.0M	0.41%
34	—RYDEX ETF TRUST	28,206	$4.9M	0.41%
35	IHIISHARES TR	29,525	$4.9M	0.41%
36	XBISPDR SERIES TRUST	56,534	$4.9M	0.40%
37	RYROYAL BK CDA MONTREAL QUE	49,953	$4.8M	0.40%
38	IYKISHARES TR	38,670	$4.7M	0.39%
39	SSOPROSHARES TR	46,537	$4.5M	0.37%
40	—POWERSHARES ETF TRUST	38,821	$4.3M	0.35%
41	XLVSELECT SECTOR SPDR TR	51,631	$4.2M	0.35%
42	AAPLAPPLE INC	27,060	$4.2M	0.34%
43	IYMISHARES TR	42,552	$4.1M	0.34%
44	IYJISHARES TR	27,823	$3.9M	0.32%
45	IWSISHARES TR	44,800	$3.8M	0.31%
46	SCHDSCHWAB STRATEGIC TR	76,487	$3.6M	0.30%
47	VTVVANGUARD INDEX FDS	34,111	$3.4M	0.28%
48	MDYSPDR S&P MIDCAP 400 ETF TR	9,963	$3.3M	0.27%
49	LABUUSDDIREXION SHS ETF TR	37,838	$3.2M	0.27%
50	BNSBANK N S HALIFAX	39,697	$3.2M	0.26%
51	ILCVISHARES TR	30,989	$3.1M	0.25%
52	SPXLDIREXION SHS ETF TR	80,331	$3.1M	0.25%
53	UDOWPROSHARES TR	43,619	$3.0M	0.25%
54	AMZNAMAZON COM INC	3,099	$3.0M	0.25%
55	IJTISHARES TR	18,071	$3.0M	0.25%
56	CNRCANADIAN NATL RY CO	28,433	$2.9M	0.24%
57	FBTFIRST TR EXCHANGE TRADED FD	23,672	$2.9M	0.24%
58	MDYVSPDR SERIES TRUST	28,350	$2.8M	0.23%
59	VHTVANGUARD WORLD FDS	17,650	$2.7M	0.22%
60	QLDPROSHARES TR	41,496	$2.7M	0.22%
61	—BARCLAYS BK PLC	65,274	$2.6M	0.21%
62	ENBENBRIDGE INC	47,840	$2.5M	0.21%
63	FXHFIRST TR EXCHANGE TRADED FD	36,275	$2.4M	0.20%
64	IVVISHARES TR	9,663	$2.4M	0.20%
65	VOXVANGUARD WORLD FDS	26,138	$2.4M	0.20%
66	SUSUNCOR ENERGY INC NEW	53,309	$2.3M	0.19%
67	QABAFIRST TR NASDAQ ABA CMNTY BK	44,187	$2.3M	0.19%
68	VCRVANGUARD WORLD FDS	15,919	$2.3M	0.19%
69	SOXLDIREXION SHS ETF TR	19,679	$2.3M	0.19%
70	SDYSPDR SERIES TRUST	24,201	$2.2M	0.18%
71	METAFACEBOOK INC	12,821	$2.2M	0.18%
72	—RYDEX ETF TRUST	21,511	$2.2M	0.18%
73	GSGOLDMAN SACHS GROUP INC	8,600	$2.0M	0.17%
74	QCOMQUALCOMM INC	39,115	$2.0M	0.17%
75	MFCMANULIFE FINL CORP	79,366	$2.0M	0.17%
76	REMISHARES TR	41,697	$2.0M	0.16%
77	GDXVANECK VECTORS ETF TR	84,267	$1.9M	0.16%
78	BMOBANK MONTREAL QUE	20,086	$1.9M	0.16%
79	VBRVANGUARD INDEX FDS	14,759	$1.9M	0.16%
80	BCEBCE INC	31,200	$1.8M	0.15%
81	SCHGSCHWAB STRATEGIC TR	26,945	$1.8M	0.15%
82	CMCDN IMPERIAL BK COMM TORONTO	16,023	$1.7M	0.14%
83	SCHMSCHWAB STRATEGIC TR	34,210	$1.7M	0.14%
84	—PROSHARES TR II	83,038	$1.7M	0.14%
85	DESWISDOMTREE TR	20,074	$1.7M	0.14%
86	FPXFIRST TR EXCHANGE TRADED FD	25,900	$1.7M	0.14%
87	GOOGLALPHABET INC	1,692	$1.6M	0.14%
88	PSQUSDPROSHARES TR	43,042	$1.6M	0.14%
89	—POWERSHARES ETF TR II	35,712	$1.6M	0.14%
90	—PROSHARES TR	45,940	$1.6M	0.13%
91	—DIREXION SHS ETF TR	117,269	$1.6M	0.13%
92	GEGENERAL ELECTRIC CO	65,191	$1.6M	0.13%
93	RWMPROSHARES TR	35,826	$1.6M	0.13%
94	SCHVSCHWAB STRATEGIC TR	30,032	$1.6M	0.13%
95	—AGRIUM INC	11,614	$1.6M	0.13%
96	SCHXSCHWAB STRATEGIC TR	25,778	$1.5M	0.13%
97	CRCCANADIAN NAT RES LTD	36,753	$1.5M	0.13%
98	ABXBARRICK GOLD CORP	76,497	$1.5M	0.13%
99	—PROSHARES TR	79,807	$1.5M	0.12%
100	0DFCDIREXION SHS ETF TR	26,646	$1.5M	0.12%

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