A CMO is being issued with 2 tranches: - Tranche A has $25 million in principal and a 3.4% coupon. - Tranche B has $13 million in principal and a 3.7% coupon. The mortgages backing the security issued are FRM at a mortgage rate of 5.3% with 10 year maturities and annual payments. There is no guarantee/servicer fee. Prepayment is assumed to be 5% CPR. What is the starting pool balance for Tranche A investors in year 2?