A portfolio manager would like to use SPY put options to delta hedge a portfolio against market movements. The portfolio is worth $19 million dollars and its beta is 2.9. The SPY is currently at 311. How many put option contracts do you need to buy /sell if the put option's delta is -0.4? Indicate purchases by entering a positive quantity and sales by entering a negative quantity. Round your answer to the nearest integer and remember that one option contract is for 100 SPY shares.