[The information presented here applies to questions 1 & 2] An investment bank purchases a pool of agency mortgage pass-through securities with a par value of $500,000 and issues three classes of collateralized mortgage obligations (two sequential pay bonds and one accrual bond) with the following par values and coupon rates:

Tranche	Par value	Coupon
A	250,000	.06
B	150,000	.07
Z	75,000	.08

and the following table provides the first two months of cash flows received from the pass-through security,

Month	Mt-1	Pt	It	Rt	Qt	Ct
1	500,000.00	2917.86	2083.33	522.03	334.21	2939.58
2	499,143.76	2915.91	2079.77	524.18	669.75	3273.70

What is the cash flow that the B tranche of this issue will received in the second month?