A bank has assets of $52012 and equity of $4470. The assets have an average duration of 5.5 years, and the liabilities have an average duration of 2.5 years. An 8-year fixed-rate T-bond with the same coupon as the fixed-rate on the swap has a duration of 6.9 years, and the duration of a floating-rate bond that reprices annually is 1.5 years. The bank wishes to hedge its balance sheet with swap contracts. What is the optimal amount of swap contracts the bank should enter into? Round your answer up to the nearest dollar without $ sign.