change in value from rate change due stepness factor movement

dear analyst forum.

I have a doubt related with a rate change impact in fixed income portfolio due to stepness. This imagine this situation a portfolio of 3 zero coupon bonds with durations of 2 3.5 and 6.7 years, and stepness factor of 1 0.75 and -1 respectively for that bonds, the portfolio has equal weightings, if the curve flatens and a parallel shift occours, beyond the loss in value due to the parallel shifth there will be also a loss of value due to the stepness factor ?

thanks in advance