Investor Presentaiton

Funding Mix and Capitalization Highlights WELL-DIVERSIFIED CAPITAL STRUCTURE WITH MODERATE LEVERAGE FINANCING SUMMARY AS OF SEPTEMBER 30, 2023 LEVERAGE* ($ IN MILLIONS) Total Capacity Outstanding Balance (7) Wtd. Avg Coupon* Advance Non- 3.0x Rate MTM* 2.2x 2.0x Repurchase Facilities (8) $1,750 $914 S+ 2.61% 64.8% 1.1x 1.0x Non-MTM* Repurchase Facility(9) $200 $7 S + 5.00% 23.5% 0.0x Secured Credit Facility $100 $100 S + 6.50% 53.5% 9/30/2023 ■Recourse Leverage CLO-3 (GPMT 2021-FL3) $499 S+ 1.88% 78.4% ■Total Leverage FUNDING MIX(11) CLO-4 (GPMT 2021-FL4) (10) $503 S + 1.80% 80.9% Other Non-MTM Senior Convertible Asset Specific Asset-Specific Financing $150 $46 S+ 1.81% 77.5% Notes* ** Convertible Senior Notes due Oct. $132 6.38% > 2023** CLOS Total Borrowings $2,201 Repurchase Facilities Stockholders' Equity $891 See definition in the appendix. **Redeemed with cash upon maturity. ~58% Non-MTM* 31

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