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. How many contracts should the manager short to eliminate the systematic risk of the portfolio? Please enter your answer as a whole number (rounded to zero decimal places) since you can't trade fractional futures contracts.