On Monday, an American company decides to hedge a payment of British pounds by creating a portfolio consisting of three pound futures contracts that mature on Thursday. Each contract has 60,000 pounds attached. The futures price on Monday is $1.858/BP. Assume that the initial margin and maintenance margin is $1475 and $1100 per contract, respectively. The futures prices over the next three days (Tuesday-Thursday) are as follows: $1.855, $1.850, and $1.865.

Find the investor's ending margin balance (in USD) on Tuesday. Assume any deficits are eliminated to keep the account open and any excess funds remain in the account. Round intermediate steps to four decimals and your final answer to two decimals. Do not use the dollar sign or words when entering your response.