A hedge fund has a $100 million portfolio with an estimated beta of 1.30. The funds manager would like to use futures contracts on the S&P 500 Index to completely hedge its market risk for a short period. The near month futures contract is currently trading at 4,000 and each contract is for the delivery of $250 times the index. If instead of wanting to completely hedge the portfolios systematic risk, how many contracts should the fund manager sell to reduce the beta of the initial portfolio to 0.50? Please enter your answer as a whole number (rounded to zero decimal places) since you can't trade fractional futures contracts.