Investor B entered into a mark$-$to$-$market cross currency basis swap where the investor exchanges the USD with the basis desk for EUR. Using the provided information, calculate the cash flow payment for the USD leg at the end of the first quarter.

Notional: $6,000,000$ EUR

EUR$/$USD Basis Spread: $-0\mathrm{.}25\%$

Tenor: $1$ year

Payments: Quarterly $($assume $90$ days in each period$)$