{ "chunks": [ { "id": "40d5f37f-8579-412a-bf3b-f23b352dd8ee", "grounding": { "box": { "bottom": 0.11115647852420807, "left": 0.03385895490646362, "right": 0.3062015771865845, "top": 0.05267826095223427 }, "page": 0 }, "markdown": "\n\nInterest Rate Sensitivity", "type": "text" }, { "id": "ca02880f-5532-4b98-a4f2-bd424a1ed7ab", "grounding": { "box": { "bottom": 0.11108025163412094, "left": 0.7733539938926697, "right": 0.9681505560874939, "top": 0.0409434512257576 }, "page": 0 }, "markdown": "\n\n<::logo: Seven Hills Realty Trust\nSEVEN HILLS\nREALTY TRUST\nThree green triangles of varying shades and sizes represent hills or mountains, positioned to the left of the text.::>", "type": "logo" }, { "id": "d271ce1b-228b-461a-bed6-6bf09760989a", "grounding": { "box": { "bottom": 0.6989438533782959, "left": 0.011768698692321777, "right": 0.9247325658798218, "top": 0.11798357963562012 }, "page": 0 }, "markdown": "\n\n<::Annualized Impact to Net Interest Income per Share: bar chart::>\n(As of June 30, 2026)\n\n**Y-axis (Annualized Impact to Net Interest Income per Share):**\n$0.10\n$0.08\n$0.06\n$0.04\n$0.02\n$0.00\n$(0.02)\n\n**X-axis (Interest Rate Changes):**\n-100 bps: $0.06\n-75 bps: $0.02\n-50 bps: $0.00\n-25 bps: $(0.01)\n0 bps: $0.00\n+25 bps: $0.01\n+50 bps: $0.03\n+75 bps: $0.05\n+100 bps: $0.08\n\n<::Number of Loans Subject to Floor: table::>\n| Interest Rate Changes | -100 bps | -75 bps | -50 bps | -25 bps | 0 bps | +25 bps | +50 bps | +75 bps | +100 bps |\n|:----------------------|:---------|:--------|:--------|:--------|:------|:--------|:--------|:--------|:---------|\n| Number of Loans Subject to Floor | 23 | 22 | 11 | 8 | 6 | 6 | 2 | 0 | 0 |", "type": "figure" }, { "id": "f4440e7d-9b5a-491c-b044-59eabb23e4f9", "grounding": { "box": { "bottom": 0.8239485621452332, "left": 0.05965283513069153, "right": 0.8697644472122192, "top": 0.7122051119804382 }, "page": 0 }, "markdown": "\n\n- Weighted average interest rate floor of 2.96%. All but one of our loan agreements contain floor provisions, ranging from 0.25% to 4.34%.\n- Six of our loans currently have active interest rate floors, providing annualized earnings protection of $0.03 per share.\n- No interest rate floors on advances under our Secured Financing Facilities.", "type": "text" }, { "id": "fbde7071-48f7-4fa4-bcce-36aad6ae3f3e", "grounding": { "box": { "bottom": 0.9358723163604736, "left": 0.03403210639953613, "right": 0.9697682857513428, "top": 0.8394162654876709 }, "page": 0 }, "markdown": "\n\nThe above table illustrates the incremental impact on our annual income from investments, net, from hypothetical immediate changes in SOFR, taking into consideration our borrowers' interest rate floors as of June 30, 2026. The results in the table above are based on our loan portfolio and debt outstanding as of June 30, 2026 and weighted average common shares outstanding - basic and diluted for three months ended June 30, 2026. Any changes to the mix of our investments or debt outstanding could impact the interest rate sensitivity analysis. This illustration is not meant to forecast future results.", "type": "text" }, { "id": "38948593-8b7a-48d7-8d3f-305b72931199", "grounding": { "box": { "bottom": 0.9853610992431641, "left": 0.03580033406615257, "right": 0.10481162369251251, "top": 0.9487642049789429 }, "page": 0 }, "markdown": "\n\nAPPENDIX", "type": "text" }, { "id": "cbf48bdd-cd9c-4883-96de-009d1539754d", "grounding": { "box": { "bottom": 1.0, "left": 0.3833485245704651, "right": 0.8106899857521057, "top": 0.9348694682121277 }, "page": 0 }, "markdown": "\n\n<::An abstract image with a dark background featuring glowing green lines and patterns, reminiscent of a circuit board or digital display. The lines are sharp and angular, some forming right angles and others appearing as straight segments. A grid of small green dots is visible in some areas, suggesting a pixelated or digital texture. The overall impression is one of technology or data flow.: figure::>", "type": "figure" }, { "id": "ec430418-330f-477c-9b20-359bd742432d", "grounding": { "box": { "bottom": 0.9902992248535156, "left": 0.9100888967514038, "right": 0.9900712966918945, "top": 0.9569230079650879 }, "page": 0 }, "markdown": "\n\nQ2 2026 17", "type": "marginalia" } ], "markdown": "\n\nInterest Rate Sensitivity\n\n\n\n<::logo: Seven Hills Realty Trust\nSEVEN HILLS\nREALTY TRUST\nThree green triangles of varying shades and sizes represent hills or mountains, positioned to the left of the text.::>\n\n\n\n<::Annualized Impact to Net Interest Income per Share: bar chart::>\n(As of June 30, 2026)\n\n**Y-axis (Annualized Impact to Net Interest Income per Share):**\n$0.10\n$0.08\n$0.06\n$0.04\n$0.02\n$0.00\n$(0.02)\n\n**X-axis (Interest Rate Changes):**\n-100 bps: $0.06\n-75 bps: $0.02\n-50 bps: $0.00\n-25 bps: $(0.01)\n0 bps: $0.00\n+25 bps: $0.01\n+50 bps: $0.03\n+75 bps: $0.05\n+100 bps: $0.08\n\n<::Number of Loans Subject to Floor: table::>\n| Interest Rate Changes | -100 bps | -75 bps | -50 bps | -25 bps | 0 bps | +25 bps | +50 bps | +75 bps | +100 bps |\n|:----------------------|:---------|:--------|:--------|:--------|:------|:--------|:--------|:--------|:---------|\n| Number of Loans Subject to Floor | 23 | 22 | 11 | 8 | 6 | 6 | 2 | 0 | 0 |\n\n\n\n- Weighted average interest rate floor of 2.96%. All but one of our loan agreements contain floor provisions, ranging from 0.25% to 4.34%.\n- Six of our loans currently have active interest rate floors, providing annualized earnings protection of $0.03 per share.\n- No interest rate floors on advances under our Secured Financing Facilities.\n\n\n\nThe above table illustrates the incremental impact on our annual income from investments, net, from hypothetical immediate changes in SOFR, taking into consideration our borrowers' interest rate floors as of June 30, 2026. The results in the table above are based on our loan portfolio and debt outstanding as of June 30, 2026 and weighted average common shares outstanding - basic and diluted for three months ended June 30, 2026. Any changes to the mix of our investments or debt outstanding could impact the interest rate sensitivity analysis. This illustration is not meant to forecast future results.\n\n\n\nAPPENDIX\n\n\n\n<::An abstract image with a dark background featuring glowing green lines and patterns, reminiscent of a circuit board or digital display. The lines are sharp and angular, some forming right angles and others appearing as straight segments. A grid of small green dots is visible in some areas, suggesting a pixelated or digital texture. The overall impression is one of technology or data flow.: figure::>\n\n\n\nQ2 2026 17", "metadata": { "credit_usage": 3.0, "duration_ms": 9482, "filename": "p17.pdf", "job_id": "cmshc8dkv068gfo0117vx35pg", "org_id": "dlh8mka28ml4", "page_count": 1, "version": "dpt-2-20260410", "failed_pages": [] }, "splits": [ { "chunks": [ "40d5f37f-8579-412a-bf3b-f23b352dd8ee", "ca02880f-5532-4b98-a4f2-bd424a1ed7ab", "d271ce1b-228b-461a-bed6-6bf09760989a", "f4440e7d-9b5a-491c-b044-59eabb23e4f9", "fbde7071-48f7-4fa4-bcce-36aad6ae3f3e", "38948593-8b7a-48d7-8d3f-305b72931199", "cbf48bdd-cd9c-4883-96de-009d1539754d", "ec430418-330f-477c-9b20-359bd742432d" ], "class_": "full", "identifier": "full", "markdown": "\n\nInterest Rate Sensitivity\n\n\n\n<::logo: Seven Hills Realty Trust\nSEVEN HILLS\nREALTY TRUST\nThree green triangles of varying shades and sizes represent hills or mountains, positioned to the left of the text.::>\n\n\n\n<::Annualized Impact to Net Interest Income per Share: bar chart::>\n(As of June 30, 2026)\n\n**Y-axis (Annualized Impact to Net Interest Income per Share):**\n$0.10\n$0.08\n$0.06\n$0.04\n$0.02\n$0.00\n$(0.02)\n\n**X-axis (Interest Rate Changes):**\n-100 bps: $0.06\n-75 bps: $0.02\n-50 bps: $0.00\n-25 bps: $(0.01)\n0 bps: $0.00\n+25 bps: $0.01\n+50 bps: $0.03\n+75 bps: $0.05\n+100 bps: $0.08\n\n<::Number of Loans Subject to Floor: table::>\n| Interest Rate Changes | -100 bps | -75 bps | -50 bps | -25 bps | 0 bps | +25 bps | +50 bps | +75 bps | +100 bps |\n|:----------------------|:---------|:--------|:--------|:--------|:------|:--------|:--------|:--------|:---------|\n| Number of Loans Subject to Floor | 23 | 22 | 11 | 8 | 6 | 6 | 2 | 0 | 0 |\n\n\n\n- Weighted average interest rate floor of 2.96%. All but one of our loan agreements contain floor provisions, ranging from 0.25% to 4.34%.\n- Six of our loans currently have active interest rate floors, providing annualized earnings protection of $0.03 per share.\n- No interest rate floors on advances under our Secured Financing Facilities.\n\n\n\nThe above table illustrates the incremental impact on our annual income from investments, net, from hypothetical immediate changes in SOFR, taking into consideration our borrowers' interest rate floors as of June 30, 2026. The results in the table above are based on our loan portfolio and debt outstanding as of June 30, 2026 and weighted average common shares outstanding - basic and diluted for three months ended June 30, 2026. Any changes to the mix of our investments or debt outstanding could impact the interest rate sensitivity analysis. This illustration is not meant to forecast future results.\n\n\n\nAPPENDIX\n\n\n\n<::An abstract image with a dark background featuring glowing green lines and patterns, reminiscent of a circuit board or digital display. The lines are sharp and angular, some forming right angles and others appearing as straight segments. A grid of small green dots is visible in some areas, suggesting a pixelated or digital texture. 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