| Re: | PARAGON MORTGAGES (NO.15) PLC |
| USD 880,000,000.00 | |
| MATURING: 15-Dec-2039 | |
| ISIN: US69913GAA31 | |
| PLEASE BE ADVISED THAT THE INTEREST RATE FOR THE PERIOD 15-Jun-2018 TO 16-Jul-2018 | |
| HAS BEEN FIXED AT 2.25 PCT | |
| DAY BASIS: ACTUAL/360 | |
| INTEREST PAYABLE VALUE 16-Jul-2018 WILL AMOUNT TO: | |
| USD 105.91 PER USD 54,584.74 DENOMINATION | |
Category Code: RC
Sequence Number: 649319
Time of Receipt (offset from UTC): 20180613T171838+0100