A bond manager has a bond portfolio valued at $$344$ million with a duration of $6\mathrm{.}0$ years. The manager intends to reduce the duration of her portfolio to $4\mathrm{.}0$ years using a two$-$year pay fixed$/$receive floating swap with quarterly exchange of interest. The fixed rate leg of the swap has a duration of $1\mathrm{.}82$ years and the floating rate leg has a duration of $0\mathrm{.}25$ years. What notional principal of the swap wil allow the manager to achieve his target duration? Round your answer to the nearest million. Ignore the $ sign e$.$g$.$ an answer of $$320$ million should be written as $320.$