A hypothetical sequential-pay structure with floater, inverse floater, and accrual bond classes is specified below.

Tranche	Par Amount	Annual Coupon Rate
A	$194,500,000	7.5%
B	$36,000,000	7.5%
FL	$48,250,000	LIBOR + 5%
IFL	$48,250,000	10% - LIBOR
Z (accrual)	$73,000,000	7.5%

The collateral for FL and IFL is the Tranche C of a sequential CMO with a par value of $96,500,000 and its coupon rate is 7.5%.

In a specific month, the balance for Tranche C is USD 5,747,754. We know that the payment to the principal is USD 3,057,282. The annualized 1-month LIBOR rate for that month is 3%.

Compute the principal and coupon payments to FL and IFL in that month.