Lance Weakleg, CFA, is a portfolio manager a $99 million dollar equity portfolio. He is concerned about the risk of recession and its impact on his portfolio, which has a 1.2 beta against the S&P 500. S&P 500 equity index options are trading at 4,393 and settle for $250 times the index value. What position should Mr. Weakleg take in S&P 500 futures contracts to reduce his beta to 0.8 over the term to expiry? (Express your answer as a whole number, and use a positive answer to represent a long position and a negative answer to represent a short position.)