I try not to listen to that show because I think 90% of the content is idiotic, but I do listen when they have Ryan Russman (the lawyer) on. I remember one show where Russman was talking about being an avid gun (and NFA!) enthusiast, and Greg made the comment that he owns guns and supports the right to own them.
But, I also remember him going on high and mighty speeches about how we need to limit who can have what (for safety!) and how "there's no reason to have XYZ", etc. Him and Russman got heated more than once because of Greg's inability to understand that mindsets like that are not pro-liberty.
I think he is left leaning but tries to play this fair and impartial character on the radio, but lets his inner nanny mentality through often.