On October 21, 2004, The Hartford declared a dividend on its common stock of $0.29 per share payable on January 3, 2005 to shareholders of record as of December 1, 2004.
The Hartford declared $331 and paid $325 in dividends to shareholders in 2004, declared $300 and paid $291 in dividends to shareholders in 2003, declared $262 and paid $257 in 2002.
AOCI - AOCI increased by $179 as of December 31, 2004 compared with December 31, 2003.
The increase in AOCI is primarily the result of Life’s adoption of SOP 03-1, which resulted in a $292 cumulative effect for unrealized gains on securities in the first quarter of 2004 related to the reclassification of investments from separate account assets to general account assets, partially offset by net unrealized losses on cash-flow hedging instruments.
The funded status of the Company’s pension and postretirement plans is dependent upon many factors, including returns on invested assets and the level of market interest rates.
Declines in the value of securities traded in equity markets coupled with declines in longterm interest rates have had a negative impact on the funded status of the plans.
As a result, the Company recorded a minimum pension liability as of December 31, 2004, and 2003, which resulted in an after-tax reduction of stockholders’ equity of $480 and $375 respectively.
This minimum pension liability did not affect the Company’s results of operations.
For additional information on stockholders’ equity and AOCI see Notes 15 and 16, respectively, of Notes to Consolidated Financial Statements.
## Table 0 ##
2004 Compared to 2003 — Cash from operating activities primarily reflects premium cash flows in excess of claim payments.
The decrease in cash provided by operating activities was due primarily to the $1.15 billion settlement of the MacArthur litigation in 2004.
Cash provided by financing activities decreased primarily due to lower proceeds from investment and universal life-type contracts as a result of the adoption of SOP 03-1, decreased capital raising activities, repayment of commercial paper and early retirement of junior subordinated debentures in 2004.
The decrease in cash from financing activities and operating cash flows invested long-term accounted for the majority of the change in cash used for investing activities.2003 Compared to 2002— The increase in cash provided by operating activities was primarily the result of strong premium cash flows.
Financing activities increased primarily due to capital raising activities related to the 2003 asbestos reserve addition and decreased due to repayments on long-term debt and lower proceeds from investment and universal life-type contracts.
The increase in cash from financing activities accounted for the majority of the change in cash used for investing activities.
Operating cash flows in each of the last three years have been adequate to meet liquidity requirements.
Equity Markets For a discussion of the potential impact of the equity markets on capital and liquidity, see the Capital Markets Risk Management section under “Market Risk”.
Ratings Ratings are an important factor in establishing the competitive position in the insurance and financial services marketplace.
There can be no assurance that the Company's ratings will continue for any given period of time or that they will not be changed.
In the event the Company's ratings are downgraded, the level of revenues or the persistency of the Company's business may be adversely impacted.
On August 4, 2004, Moody’s affirmed the Company’s and Hartford Life, Inc. ’s A3 senior debt ratings as well as the Aa3 insurance financial strength ratings of both its property-casualty and life insurance operating subsidiaries.
In addition, Moody’s changed the outlook for all of these ratings from negative to stable.
Since the announcement of the suit filed by the New York Attorney General’s Office against Marsh & McLennan Companies, Inc. , and Marsh, Inc.  on October 14, 2004, the major independent ratings agencies have indicated that they continue to monitor developments relating to the suit.
On October 22, 2004, Standard & Poor’s revised its outlook on the U. S.  property/casualty commercial lines sector to negative from stable.
On November 23, 2004, Standard & Poor’s revised its outlook on the financial strength and credit ratings of the property-casualty insurance subsidiaries to negative from stable.
The outlook on the life insurance subsidiaries and corporate debt was unaffected.
Off-Balance Sheet Arrangements and Aggregate Contractual Obligations The Company does not have any off-balance sheet arrangements that are reasonably likely to have a material effect on the financial condition, results of operations, liquidity, or capital resources of the Company, except for the contingent capital facility described above, as well as unfunded commitments to purchase investments in limited partnerships and other alternative investments, private placements, and mortgage loans of $865 as disclosed in Note 14 - Commitments and Contingencies of Notes to Consolidated Financial Statements.
The following table summarizes the Company’s aggregate contractual obligations as of December 31, 2014:
## Table 1 ##
[1] The following points are significant to understanding the cash flows estimated for obligations under property and casualty contracts: ?
Reserves for Property & Casualty unpaid losses and loss adjustment expenses include IBNR and case reserves.
While payments due on claim reserves are considered contractual obligations because they relate to insurance policies issued by the Company, the ultimate amount to be paid to settle both case reserves and IBNR is an estimate, subject to significant uncertainty.
The actual amount to be paid is not finally determined until the Company reaches a settlement with the claimant.
Final claim settlements may vary significantly from the present estimates, particularly since many claims will not be settled until well into the future.  ?
In estimating the timing of future payments by year, the Company has assumed that its historical payment patterns will continue.
However, the actual timing of future payments could vary materially from these estimates due to, among other things, changes in claim reporting and payment patterns and large unanticipated settlements.
In particular, there is significant uncertainty over the claim payment patterns of asbestos and environmental claims.
In addition, the table does not include future cash flows related to the receipt of premiums that may be used, in part, to fund loss payments.  ?
Under U. S.  GAAP, the Company is only permitted to discount reserves for losses and loss adjustment expenses in cases where the payment pattern and ultimate loss costs are fixed and determinable on an individual claim basis.
For the Company, these include claim settlements with permanently disabled claimants.
As of December 31, 2014, the total property and casualty reserves in the above table are gross of a reserve discount of $556.
[2] Estimated life, annuity and disability obligations include death and disability claims, policy surrenders, policyholder dividends and trail commissions offset by expected future deposits and premiums on in-force contracts.
Estimated life, annuity and disability obligations are based on mortality, morbidity and lapse assumptions comparable with the Company’s historical experience, modified for recent observed trends.
The Company has also assumed market growth and interest crediting consistent with other assumptions.
In contrast to this table, the majority of the Company’s obligations are recorded on the balance sheet at the current account values and do not incorporate an expectation of future market growth, interest crediting, or future deposits.
Therefore, the estimated obligations presented in this table significantly exceed the liabilities recorded in reserve for future policy benefits and unpaid losses and loss adjustment expenses, other policyholder funds and benefits payable, and separate account liabilities.
Due to the significance of the assumptions used, the amounts presented could materially differ from actual results.
See Note 2 - Business Dispositions of Notes to Consolidated Financial Statements for further information as to Retirement Plans and Individual Life reinsurance transactions.
[3] Includes future minimum lease payments on operating lease agreements.
See Note 14 of Notes to Consolidated Financial Statements for additional discussion on lease commitments.
[4] Includes contractual principal and interest payments.
See Note 12 of Notes to Consolidated Financial Statements for additional discussion of long-term debt obligations.
[5] Includes $865 in commitments to purchase investments including approximately $604 of limited partnership and other alternative investments, $15 of private placements, and $246 of mortgage loans.
Outstanding commitments under these limited partnerships and mortgage loans are included in payments due in less than 1 year since the timing of funding these commitments cannot be reliably estimated.
The remaining commitments to purchase investments primarily represent payables for securities purchased which are reflected on the Company’s Consolidated Balance Sheets.
Also included in purchase obligations is $980 relating to contractual commitments to purchase various goods and services such as maintenance, human resources, and information technology in the normal course of business.
Purchase obligations exclude contracts that are cancelable without penalty or contracts that do not specify minimum levels of goods or services to be purchased.
[6] Includes cash collateral of $327 which the Company has accepted in connection with the Company’s derivative instruments.
Since the timing of the return of the collateral is uncertain, the return of the collateral has been included in the payments due in less than 1 year.
Also included in other long-term liabilities are net unrecognized tax benefits of $48, retained Japan fixed payout annuity liabilities of $886, and consumer notes of $74.
Consumer notes include principal payments and contractual interest for fixed rate notes and interest based on current rates for floating rate notes.
Unrealized Losses on AFS Securities Unrealized Loss Aging for AFS Securities by Type and Length of Time as of December 31, 2018
## Table 2 ##
Unrealized Loss Aging for AFS Securities by Type and Length of Time as of December 31, 2017
## Table 3 ##
[1]Effective January 1, 2018 , with the adoption of new accounting standards for financial instruments, equity securities, AFS were reclassified to equity securities at fair value and are excluded from the table above as of December?31, 2018.
As of December?31, 2018, AFS securities in an unrealized loss position consisted of 2,960 securities, primarily in the corporate and commercial real estate sectors, which were depressed primarily due to widening of credit spreads and an increase in interest rates since the securities were purchased.
As of December?31, 2018, 98% of these securities were depressed less than 20% of cost or amortized cost.
The increase in unrealized losses during 2018 was primarily attributable to widening of credit spreads and higher interest rates.
Most of the securities depressed for twelve months or more relate to corporate securities and structured securities with exposure to commercial real estate.
Corporate securities and commercial real estate securities were primarily depressed because current market spreads are wider and interest rates are higher than at the securities' respective purchase dates.
The Company neither has an intention to sell nor does it expect to be required to sell the securities outlined in the preceding discussion.
Mortgage Loans Mortgage Loan Valuation Allowances Mortgage loans are considered to be impaired when management estimates that, based upon current information and events, it is probable that the Company will be unable to collect amounts due according to the contractual terms of the loan agreement.
The Company reviews mortgage loans on a quarterly basis to identify potential credit losses.
Among other factors, management reviews current and projected macroeconomic trends, such as unemployment rates and property-specific factors such as rental rates, occupancy levels, LTV ratios and debt service coverage ratios (“DSCR”).
In addition, the Company considers historical, current and projected delinquency rates and property values.
Estimates of collectibility require the use of significant management judgment and include the probability and timing of borrower default and loss severity estimates.
In addition, cash flow projections may change based upon new information about the borrower's ability to pay and/or the value of underlying collateral such as changes in projected property value estimates.
For mortgage loans that are deemed impaired, a valuation allowance is established for the difference between the carrying

<table><tr><td><i>Cash Flow</i></td><td>2004</td><td>2003</td><td>2002</td></tr><tr><td>Net cash provided by operating activities</td><td>$2,634</td><td>$3,896</td><td>$2,577</td></tr><tr><td>Net cash used for investing activities</td><td>$-2,401</td><td>$-8,387</td><td>$-6,600</td></tr><tr><td>Net cash provided by financing activities</td><td>$477</td><td>$4,608</td><td>$4,037</td></tr><tr><td>Cash — end of year</td><td>$1,148</td><td>$462</td><td>$377</td></tr></table>
<table><tr><td></td><td colspan="5">Payments due by period</td></tr><tr><td></td><td>Total</td><td>Less than1 year</td><td>1-3years</td><td>3-5years</td><td>More than5 years</td></tr><tr><td>Property and casualty obligations [1]</td><td>$22,362</td><td>$5,282</td><td>$5,377</td><td>$2,611</td><td>$9,092</td></tr><tr><td>Life, annuity and disability obligations [2]</td><td>272,187</td><td>20,308</td><td>35,122</td><td>28,151</td><td>188,606</td></tr><tr><td>Operating lease obligations [3]</td><td>154</td><td>42</td><td>64</td><td>36</td><td>12</td></tr><tr><td>Long-term debt obligations [4]</td><td>11,986</td><td>822</td><td>1,657</td><td>1,264</td><td>8,243</td></tr><tr><td>Purchase obligations [5]</td><td>1,990</td><td>1,215</td><td>433</td><td>331</td><td>11</td></tr><tr><td>Other liabilities reflected on the balance sheet [6]</td><td>1,362</td><td>593</td><td>392</td><td>376</td><td>1</td></tr><tr><td>Total</td><td>$310,041</td><td>$28,262</td><td>$43,045</td><td>$32,769</td><td>$205,965</td></tr></table>
<table><tr><td></td><td colspan="3">Less Than 12 Months</td><td colspan="3">12 Months or More</td><td colspan="3">Total</td></tr><tr><td></td><td>Amortized Cost</td><td>Fair Value</td><td>Unrealized Losses</td><td>Amortized Cost</td><td>Fair Value</td><td>Unrealized Losses</td><td>Amortized Cost</td><td>Fair Value</td><td>Unrealized Losses</td></tr><tr><td>ABS</td><td>$566</td><td>$566</td><td>$—</td><td>$113</td><td>$112</td><td>$- 1</td><td>$679</td><td>$678</td><td>$- 1</td></tr><tr><td>CLOs</td><td>1,358</td><td>1,338</td><td>- 20</td><td>7</td><td>7</td><td>—</td><td>1,365</td><td>1,345</td><td>- 20</td></tr><tr><td>CMBS</td><td>896</td><td>882</td><td>- 14</td><td>1,129</td><td>1,079</td><td>- 50</td><td>2,025</td><td>1,961</td><td>- 64</td></tr><tr><td>Corporate</td><td>7,174</td><td>6,903</td><td>- 271</td><td>2,541</td><td>2,366</td><td>- 175</td><td>9,715</td><td>9,269</td><td>- 446</td></tr><tr><td>Foreign govt./govt. agencies</td><td>407</td><td>391</td><td>- 16</td><td>203</td><td>193</td><td>- 10</td><td>610</td><td>584</td><td>- 26</td></tr><tr><td>Municipal</td><td>1,643</td><td>1,613</td><td>- 30</td><td>292</td><td>275</td><td>- 17</td><td>1,935</td><td>1,888</td><td>- 47</td></tr><tr><td>RMBS</td><td>1,344</td><td>1,329</td><td>- 15</td><td>648</td><td>628</td><td>- 20</td><td>1,992</td><td>1,957</td><td>- 35</td></tr><tr><td>U.S. Treasuries</td><td>497</td><td>492</td><td>- 5</td><td>339</td><td>329</td><td>- 10</td><td>836</td><td>821</td><td>- 15</td></tr><tr><td>Total fixed maturities, AFS in an unrealized loss position</td><td>$13,885</td><td>$13,514</td><td>$- 371</td><td>$5,272</td><td>$4,989</td><td>$- 283</td><td>$19,157</td><td>$18,503</td><td>$- 654</td></tr></table>
<table><tr><td></td><td colspan="3">Less Than 12 Months</td><td colspan="3">12 Months or More</td><td colspan="3">Total</td></tr><tr><td></td><td>Amortized Cost</td><td>Fair Value</td><td>Unrealized Losses</td><td>Amortized Cost</td><td>Fair Value</td><td>Unrealized Losses</td><td>Amortized Cost</td><td>Fair Value</td><td>Unrealized Losses</td></tr><tr><td>ABS</td><td>$461</td><td>$460</td><td>$- 1</td><td>$30</td><td>$29</td><td>$- 1</td><td>$491</td><td>$489</td><td>$- 2</td></tr><tr><td>CLOs</td><td>359</td><td>359</td><td>—</td><td>1</td><td>1</td><td>—</td><td>360</td><td>360</td><td>—</td></tr><tr><td>CMBS</td><td>1,178</td><td>1,167</td><td>- 11</td><td>243</td><td>228</td><td>- 15</td><td>1,421</td><td>1,395</td><td>- 26</td></tr><tr><td>Corporate</td><td>2,322</td><td>2,302</td><td>- 20</td><td>1,064</td><td>1,028</td><td>- 36</td><td>3,386</td><td>3,330</td><td>- 56</td></tr><tr><td>Foreign govt./govt. agencies</td><td>244</td><td>242</td><td>- 2</td><td>51</td><td>49</td><td>- 2</td><td>295</td><td>291</td><td>- 4</td></tr><tr><td>Municipal</td><td>511</td><td>507</td><td>- 4</td><td>236</td><td>228</td><td>- 8</td><td>747</td><td>735</td><td>- 12</td></tr><tr><td>RMBS</td><td>889</td><td>887</td><td>- 2</td><td>137</td><td>135</td><td>- 2</td><td>1,026</td><td>1,022</td><td>- 4</td></tr><tr><td>U.S. Treasuries</td><td>658</td><td>652</td><td>- 6</td><td>254</td><td>250</td><td>- 4</td><td>912</td><td>902</td><td>- 10</td></tr><tr><td>Total fixed maturities, AFS in an unrealized loss position</td><td>6,622</td><td>6,576</td><td>- 46</td><td>2,016</td><td>1,948</td><td>- 68</td><td>8,638</td><td>8,524</td><td>- 114</td></tr><tr><td>Equity securities, AFS [1]</td><td>176</td><td>163</td><td>- 13</td><td>24</td><td>21</td><td>- 3</td><td>200</td><td>184</td><td>- 16</td></tr><tr><td>Total securities in an unrealized loss position</td><td>$6,798</td><td>$6,739</td><td>$- 59</td><td>$2,040</td><td>$1,969</td><td>$- 71</td><td>$8,838</td><td>$8,708</td><td>$- 130</td></tr></table>

Question: in 2004 what was the net change in cash