Consider a sequential pay CMO that is backed by $100$ mortgages with average balance of $$150,000$ each. The mortgages have monthly payments with WAM $=30$ years and WAC $=6\%.$ There is a servicing fee of $0\mathrm{.}4\%$ and prepayment is according to $150\%$ PSA. Tranche A holds $$6,000,000$ of the mortgage pool principal at origination, tranche B holds $$3,000,000$ and tranche Z holds $$5,000,000.$ The rest of the pool principal is held by the SPV as a residual. The SPV has set a pass$-$through rate $($coupon rate net of the servicer$/$guarantee fee$)$ of $4\%$ for Tranche A$,4\mathrm{.}5\%$ for Tranche B and $5\%$ for Tranche Z$.$

What is the cash flow to the residual tranche in MONTH $1?$