107.1. A mortgage pool has a principal balance of $800 million and the weighted average coupon (WAC) of the mortgages in the pool is 7.2%. A sequential structure collateralized mortgage obligation (CMO) divides the pool into four bonds: Tranche A has $300 million principal, Tranche B has $200 million principal, Tranche C has $175 million principal, and Tranche D has $125 million principal. All principal payments are directed first to Tranche A, until this bond bond is fully amortized, then principal is directed to Tranche B, and so on. (Sequential structuring is also known as time tranching.) All four bonds pay a coupon of 6.0% per annum. In the first month, the coupon paid by the mortgage pool (i.e., principal plus interest) is $5.430 million. The realized prepayment rate is 200% PSA. In the first month, what is the total cash flow received by Tranche A