the interest rate environment that impact interest margins and may impact prepayments on the mortgage-backed securities ( “ mbs ” ) portfolio ; increases in our nonperforming assets ; our ability to maintain adequate liquidity to fund operations and growth ; the failure of our assumptions underlying allowance for loan losses and other estimates ; unexpected outcomes of , and the costs associated with , existing or new litigation involving us ; changes impacting our balance sheet and leverage strategy ; risks related to actual u.s. agency mbs prepayments exceeding projected prepayment levels ; risks related to u.s. agency mbs prepayments increasing due to u.s. government programs designed to assist homeowners to refinance their mortgage that might not otherwise have qualified ; our ability to monitor interest rate risk ; 30 risks related to the price per barrel of crude oil ; significant increases in competition in the banking and financial services industry ; changes in consumer spending , borrowing and saving habits ; technological changes ; our ability to increase market share and control expenses ; the effect of changes in federal or state tax laws ; the effect of compliance with legislation or regulatory changes ; the effect of changes in accounting policies and practices ; credit risks of borrowers , including any increase in those risks due to changing economic conditions ; and risks related to loans secured by real estate , including the risk that the value and marketability of collateral could decline . all written or oral forward-looking statements made by us or attributable to us are expressly qualified by this cautionary notice . we disclaim any obligation to update any factors or to announce publicly the result of revisions to any of the forward-looking statements included herein to reflect future events or developments , unless otherwise required by law . critical accounting estimates our accounting and reporting estimates conform with u.s. generally accepted accounting principles ( “ gaap ” ) and general practices within the financial services industry . the preparation of financial statements in conformity with gaap requires management to make estimates and assumptions that affect the amounts reported in the financial statements and accompanying notes . actual results could differ from those estimates . we consider our critical accounting policies to include the following : allowance for losses on loans . the allowance for losses on loans represents our best estimate of probable losses inherent in the existing loan portfolio . the allowance for losses on loans is increased by the provision for losses on loans charged to expense and reduced by loans charged-off , net of recoveries . the provision for losses on loans is determined based on our assessment of several factors : reviews and evaluations of specific loans , changes in the nature and volume of the loan portfolio , current economic conditions and the related impact on specific borrowers and industry groups , historical loan loss experience , the level of classified and nonperforming loans and the results of regulatory examinations . the allowance for loan loss is based on the most current review of the loan portfolio and is a result of multiple processes . the servicing officer has the primary responsibility for updating significant changes in a customer 's financial position . each officer prepares status updates on any credit deemed to be experiencing repayment difficulties which , in the officer 's opinion , would place the collection of principal or interest in doubt . our internal loan review department is responsible for an ongoing review of our loan portfolio with specific goals set for the loans to be reviewed on an annual basis . at each review , a subjective analysis methodology is used to grade the respective loan . categories of grading vary in severity from loans that do not appear to have a significant probability of loss at the time of review to loans that indicate a probability that the entire balance of the loan will be uncollectible . if full collection of the loan balance appears unlikely at the time of review , estimates of future expected cash flows or appraisals of the collateral securing the debt are used to determine the necessary allowances . the internal loan review department maintains a list of all loans or loan relationships that are graded as having more than the normal degree of risk associated with them . in addition , a list of specifically reserved loans or loan relationships of $ 150,000 or more is updated on a quarterly basis in order to properly determine the necessary allowance and keep management informed on the status of attempts to correct the deficiencies noted with respect to the loan . loans are considered impaired if , based on current information and events , it is probable that we will be unable to collect the scheduled payments of principal or interest when due according to the contractual terms of the loan agreement . the measurement of impaired loans is generally based on the present value of expected future cash flows discounted at the historical effective interest rate stipulated in the loan agreement , except that all collateral-dependent loans are measured for impairment based on fair value of the collateral . in measuring the fair value of the collateral , in addition to relying on third party appraisals , we use assumptions such as discount rates , and methodologies , such as comparison to the recent selling price of similar assets , consistent with those that would be utilized by unrelated third parties performing a valuation . changes in the financial condition of individual borrowers , economic conditions , historical loss experience and the conditions of the various markets in which collateral may be sold all may affect the required level of the allowance for losses on loans and the associated provision for loan losses . story_separator_special_tag the management of our securities portfolio as a percentage of earning assets is guided by the current economics associated with increasing the securities portfolio , changes in our overall loan and deposit levels , and changes in our wholesale funding levels . if adequate quality loan growth is not available to achieve our goal of enhancing profitability by maximizing the use of capital , as described above , then we may purchase additional securities , if appropriate , which may cause securities as a percentage of earning assets to increase . should we determine that increasing the securities portfolio or replacing the current securities maturities and principal payments is not an efficient use of capital , we may decrease the level of securities through proceeds from maturities , principal payments on mbs or sales . our balance sheet strategy is designed such that our securities portfolio should help mitigate financial performance associated with potential business cycles that include slower loan growth and higher credit costs . in the year ended december 31 , 2015 , we primarily sold collateralized mortgage obligations ( “ cmo ” ) along with some u.s. agency mortgage pass-throughs , u.s. agency commercial mortgage-backed securities ( “ cmbs ” ) , texas municipal securities and u.s. treasury securities that resulted in an overall gain on the sale of afs securities of $ 3.7 million . the cmos we sold during the year had a poor risk reward due to ongoing prepayment concerns as a result of the lower long term interest rate 34 environment and very low book yields . the cmbs that were sold were primarily shorter duration cmbs and were more than replaced by longer duration cmbs . the u.s. treasury securities sold were due to the low interest rates at that time . our investment securities and u.s. agency mbs increased from $ 2.09 billion at december 31 , 2014 , to $ 2.24 billion at december 31 , 2015 . the increase was primarily due to increased u.s. treasury securities and cmbs . most of the increase in the securities portfolio occurred during the second and fourth quarters when interest rates were higher on average than the other two quarters . at december 31 , 2015 , securities as a percentage of assets remained the same at 43.5 % , when compared to december 31 , 2014 . our balance sheet management strategy is dynamic and will be continually reevaluated as market conditions warrant . as interest rates , yield curves , mbs prepayments , funding costs , security spreads and loan and deposit portfolios change , our determination of the proper types , amount and maturities of securities to own , as well as funding needs and funding sources will continue to be reevaluated . should the economics of purchasing securities decrease , we may allow this part of the balance sheet to shrink through run-off or security sales . however , should the economics become more attractive , we may continue to strategically increase the securities portfolio and the balance sheet . with respect to liabilities , we continue to utilize a combination of fhlb advances and deposits to achieve our strategy of minimizing cost while achieving overall interest rate risk objectives as well as the liability management objectives of the alco . fhlb funding is the primary wholesale funding source we are currently utilizing . our fhlb borrowings increase d 27.9 % , or $ 250.3 million , to $ 1.15 billion at december 31 , 2015 from $ 897.4 million at december 31 , 2014 , due primarily to the increase in securities and loans . during the year ended december 31 , 2015 , our long-term fhlb advances decrease d $ 97.8 million , to $ 502.3 million from $ 600.1 million at december 31 , 2014 . our brokered deposits increased from $ 23.4 million at december 31 , 2014 to $ 86.3 million at december 31 , 2015 , or 268.2 % . at december 31 , 2015 , approximately $ 64.6 million of our brokered deposits were non-callable brokered cds with a weighted average cost of 56 basis points and remaining maturities of five to thirteen months . the remaining $ 20.7 million were long-term brokered cds that mature within five years and have short-term calls that we control . during the three months ended december 31 , 2015 , we issued approximately $ 1.0 million of brokered money market deposits and $ 21.5 million of brokered cds . during 2015 , increases in fhlb advances and brokered deposits resulted in an increase in our total wholesale funding as a percentage of deposits , not including brokered deposits , to 36.6 % at december 31 , 2015 from 27.5 % at december 31 , 2014 . results of operations our results of operations are dependent primarily on net interest income , which is the difference between the interest income earned on assets ( loans and investments ) and interest expense due on our funding sources ( deposits and borrowings ) during a particular period . results of operations are also affected by our noninterest income , provision for loan losses , noninterest expenses and income tax expense . general economic and competitive conditions , particularly changes in interest rates , changes in interest rate yield curves , prepayment rates of mbs and loans , repricing of loan relationships , government policies and actions of regulatory authorities , also significantly affect our results of operations . future changes in applicable law , regulations or government policies may also have a material impact on us . 35 net interest income net interest income is one of the principal sources of a financial institution 's earnings stream and represents the difference or spread between interest and fee income generated from interest earning assets and the interest expense paid on deposits and borrowed funds . fluctuations in interest rates or interest rate yield curves , as well as

capital resources our total shareholders ' equity at december 31 , 2015 of $ 444.1 million increase d 4.4 % , or $ 18.8 million , from december 31 , 2014 and represented 8.6 % of total assets at december 31 , 2015 compared to 8.8 % at december 31 , 2014 . the increase in shareholders ' equity at december 31 , 2015 primarily consisted of net income of $ 44.0 million , stock compensation expense of $ 1.4 million and the issuance of $ 1.4 million in common stock ( 49,908 shares ) through our dividend re-investment plan . these increases were partially offset by $ 25.1 million in cash dividends paid and accumulated other comprehensive loss of $ 3.1 million . the increase in accumulated other comprehensive loss is comprised of a decrease of $ 6.5 million , net of tax , in the unrealized gain on securities , net of reclassification adjustment ( see “ note 4 – accumulated other comprehensive ( loss ) income ” ) and an increase of $ 3.4 million , net of tax , related to the change in the funded status of our defined benefit plans . as a result of new regulations , we are now required to comply with higher minimum capital requirements ( the “ updated capital rules ” ) . the updated capital rules , which became applicable to the company and the bank on january 1 , 2015 , made substantial changes to these previous standards .


 Write a concise suspicious activity report of the following text delimited by triple backquotes. Return your response as a formal report which covers the key points highlighting the location,dates,entity names and account holder information in chronological order of the text.
     ```capital resources our total shareholders ' equity at december 31 , 2015 of $ 444.1 million increase d 4.4 % , or $ 18.8 million , from december 31 , 2014 and represented 8.6 % of total assets at december 31 , 2015 compared to 8.8 % at december 31 , 2014 . the increase in shareholders ' equity at december 31 , 2015 primarily consisted of net income of $ 44.0 million , stock compensation expense of $ 1.4 million and the issuance of $ 1.4 million in common stock ( 49,908 shares ) through our dividend re-investment plan . these increases were partially offset by $ 25.1 million in cash dividends paid and accumulated other comprehensive loss of $ 3.1 million . the increase in accumulated other comprehensive loss is comprised of a decrease of $ 6.5 million , net of tax , in the unrealized gain on securities , net of reclassification adjustment ( see “ note 4 – accumulated other comprehensive ( loss ) income ” ) and an increase of $ 3.4 million , net of tax , related to the change in the funded status of our defined benefit plans . as a result of new regulations , we are now required to comply with higher minimum capital requirements ( the “ updated capital rules ” ) . the updated capital rules , which became applicable to the company and the bank on january 1 , 2015 , made substantial changes to these previous standards .
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 Suspicious Activity Report : the interest rate environment that impact interest margins and may impact prepayments on the mortgage-backed securities ( “ mbs ” ) portfolio ; increases in our nonperforming assets ; our ability to maintain adequate liquidity to fund operations and growth ; the failure of our assumptions underlying allowance for loan losses and other estimates ; unexpected outcomes of , and the costs associated with , existing or new litigation involving us ; changes impacting our balance sheet and leverage strategy ; risks related to actual u.s. agency mbs prepayments exceeding projected prepayment levels ; risks related to u.s. agency mbs prepayments increasing due to u.s. government programs designed to assist homeowners to refinance their mortgage that might not otherwise have qualified ; our ability to monitor interest rate risk ; 30 risks related to the price per barrel of crude oil ; significant increases in competition in the banking and financial services industry ; changes in consumer spending , borrowing and saving habits ; technological changes ; our ability to increase market share and control expenses ; the effect of changes in federal or state tax laws ; the effect of compliance with legislation or regulatory changes ; the effect of changes in accounting policies and practices ; credit risks of borrowers , including any increase in those risks due to changing economic conditions ; and risks related to loans secured by real estate , including the risk that the value and marketability of collateral could decline . all written or oral forward-looking statements made by us or attributable to us are expressly qualified by this cautionary notice . we disclaim any obligation to update any factors or to announce publicly the result of revisions to any of the forward-looking statements included herein to reflect future events or developments , unless otherwise required by law . critical accounting estimates our accounting and reporting estimates conform with u.s. generally accepted accounting principles ( “ gaap ” ) and general practices within the financial services industry . the preparation of financial statements in conformity with gaap requires management to make estimates and assumptions that affect the amounts reported in the financial statements and accompanying notes . actual results could differ from those estimates . we consider our critical accounting policies to include the following : allowance for losses on loans . the allowance for losses on loans represents our best estimate of probable losses inherent in the existing loan portfolio . the allowance for losses on loans is increased by the provision for losses on loans charged to expense and reduced by loans charged-off , net of recoveries . the provision for losses on loans is determined based on our assessment of several factors : reviews and evaluations of specific loans , changes in the nature and volume of the loan portfolio , current economic conditions and the related impact on specific borrowers and industry groups , historical loan loss experience , the level of classified and nonperforming loans and the results of regulatory examinations . the allowance for loan loss is based on the most current review of the loan portfolio and is a result of multiple processes . the servicing officer has the primary responsibility for updating significant changes in a customer 's financial position . each officer prepares status updates on any credit deemed to be experiencing repayment difficulties which , in the officer 's opinion , would place the collection of principal or interest in doubt . our internal loan review department is responsible for an ongoing review of our loan portfolio with specific goals set for the loans to be reviewed on an annual basis . at each review , a subjective analysis methodology is used to grade the respective loan . categories of grading vary in severity from loans that do not appear to have a significant probability of loss at the time of review to loans that indicate a probability that the entire balance of the loan will be uncollectible . if full collection of the loan balance appears unlikely at the time of review , estimates of future expected cash flows or appraisals of the collateral securing the debt are used to determine the necessary allowances . the internal loan review department maintains a list of all loans or loan relationships that are graded as having more than the normal degree of risk associated with them . in addition , a list of specifically reserved loans or loan relationships of $ 150,000 or more is updated on a quarterly basis in order to properly determine the necessary allowance and keep management informed on the status of attempts to correct the deficiencies noted with respect to the loan . loans are considered impaired if , based on current information and events , it is probable that we will be unable to collect the scheduled payments of principal or interest when due according to the contractual terms of the loan agreement . the measurement of impaired loans is generally based on the present value of expected future cash flows discounted at the historical effective interest rate stipulated in the loan agreement , except that all collateral-dependent loans are measured for impairment based on fair value of the collateral . in measuring the fair value of the collateral , in addition to relying on third party appraisals , we use assumptions such as discount rates , and methodologies , such as comparison to the recent selling price of similar assets , consistent with those that would be utilized by unrelated third parties performing a valuation . changes in the financial condition of individual borrowers , economic conditions , historical loss experience and the conditions of the various markets in which collateral may be sold all may affect the required level of the allowance for losses on loans and the associated provision for loan losses . story_separator_special_tag the management of our securities portfolio as a percentage of earning assets is guided by the current economics associated with increasing the securities portfolio , changes in our overall loan and deposit levels , and changes in our wholesale funding levels . if adequate quality loan growth is not available to achieve our goal of enhancing profitability by maximizing the use of capital , as described above , then we may purchase additional securities , if appropriate , which may cause securities as a percentage of earning assets to increase . should we determine that increasing the securities portfolio or replacing the current securities maturities and principal payments is not an efficient use of capital , we may decrease the level of securities through proceeds from maturities , principal payments on mbs or sales . our balance sheet strategy is designed such that our securities portfolio should help mitigate financial performance associated with potential business cycles that include slower loan growth and higher credit costs . in the year ended december 31 , 2015 , we primarily sold collateralized mortgage obligations ( “ cmo ” ) along with some u.s. agency mortgage pass-throughs , u.s. agency commercial mortgage-backed securities ( “ cmbs ” ) , texas municipal securities and u.s. treasury securities that resulted in an overall gain on the sale of afs securities of $ 3.7 million . the cmos we sold during the year had a poor risk reward due to ongoing prepayment concerns as a result of the lower long term interest rate 34 environment and very low book yields . the cmbs that were sold were primarily shorter duration cmbs and were more than replaced by longer duration cmbs . the u.s. treasury securities sold were due to the low interest rates at that time . our investment securities and u.s. agency mbs increased from $ 2.09 billion at december 31 , 2014 , to $ 2.24 billion at december 31 , 2015 . the increase was primarily due to increased u.s. treasury securities and cmbs . most of the increase in the securities portfolio occurred during the second and fourth quarters when interest rates were higher on average than the other two quarters . at december 31 , 2015 , securities as a percentage of assets remained the same at 43.5 % , when compared to december 31 , 2014 . our balance sheet management strategy is dynamic and will be continually reevaluated as market conditions warrant . as interest rates , yield curves , mbs prepayments , funding costs , security spreads and loan and deposit portfolios change , our determination of the proper types , amount and maturities of securities to own , as well as funding needs and funding sources will continue to be reevaluated . should the economics of purchasing securities decrease , we may allow this part of the balance sheet to shrink through run-off or security sales . however , should the economics become more attractive , we may continue to strategically increase the securities portfolio and the balance sheet . with respect to liabilities , we continue to utilize a combination of fhlb advances and deposits to achieve our strategy of minimizing cost while achieving overall interest rate risk objectives as well as the liability management objectives of the alco . fhlb funding is the primary wholesale funding source we are currently utilizing . our fhlb borrowings increase d 27.9 % , or $ 250.3 million , to $ 1.15 billion at december 31 , 2015 from $ 897.4 million at december 31 , 2014 , due primarily to the increase in securities and loans . during the year ended december 31 , 2015 , our long-term fhlb advances decrease d $ 97.8 million , to $ 502.3 million from $ 600.1 million at december 31 , 2014 . our brokered deposits increased from $ 23.4 million at december 31 , 2014 to $ 86.3 million at december 31 , 2015 , or 268.2 % . at december 31 , 2015 , approximately $ 64.6 million of our brokered deposits were non-callable brokered cds with a weighted average cost of 56 basis points and remaining maturities of five to thirteen months . the remaining $ 20.7 million were long-term brokered cds that mature within five years and have short-term calls that we control . during the three months ended december 31 , 2015 , we issued approximately $ 1.0 million of brokered money market deposits and $ 21.5 million of brokered cds . during 2015 , increases in fhlb advances and brokered deposits resulted in an increase in our total wholesale funding as a percentage of deposits , not including brokered deposits , to 36.6 % at december 31 , 2015 from 27.5 % at december 31 , 2014 . results of operations our results of operations are dependent primarily on net interest income , which is the difference between the interest income earned on assets ( loans and investments ) and interest expense due on our funding sources ( deposits and borrowings ) during a particular period . results of operations are also affected by our noninterest income , provision for loan losses , noninterest expenses and income tax expense . general economic and competitive conditions , particularly changes in interest rates , changes in interest rate yield curves , prepayment rates of mbs and loans , repricing of loan relationships , government policies and actions of regulatory authorities , also significantly affect our results of operations . future changes in applicable law , regulations or government policies may also have a material impact on us . 35 net interest income net interest income is one of the principal sources of a financial institution 's earnings stream and represents the difference or spread between interest and fee income generated from interest earning assets and the interest expense paid on deposits and borrowed funds . fluctuations in interest rates or interest rate yield curves , as well as

