8-K 1 gsp04fm2_aug.txt AUGUST 8K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): August 25, 2004 GOLDMAN SACHS MORTGAGE SECURITIES CORP. Mortgage Pass-Through Certificates, Series 2004-FM2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-100818-27 54-2150431 Pooling and Servicing Agreement) (Commission 54-2150432 (State or other File Number) 54-6601036 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On August 25, 2004 a distribution was made to holders of GOLDMAN SACHS MORTGAGE SECURITIES CORP., Mortgage Pass-Through Certificates, Series 2004-FM2 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-FM2 Trust, relating to the August 25, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. GOLDMAN SACHS MORTGAGE SECURITIES CORP. Mortgage Pass-Through Certificates, Series 2004-FM2 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 9/1/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-FM2 Trust, relating to the August 25, 2004 distribution. EX-99.1

GS Mortgage Securities Corp Mortgage Pass-Through Certificates Record Date: 67/3031/042004 Distribution Date: 78/2625/042004 GSP Series: 2004-FM2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution A-1 36228FN85 SEN 1.~~53000~~68000% ~~223~~215,~~424~~703,~~648~~104.4012 ~~294~~301,~~361~~984.9835 79,~~721~~560,~~544~~991.2806 A-2A 36228FM60 SEN 1.~~51000~~66000% ~~251~~241,~~475~~516,~~272~~930.2327 ~~326~~334,~~987~~098.7143 911,~~958~~328,~~341~~382.9606 A-2B 36228FM78 SEN 1.~~66000~~81000% 30,188,000.00 4345,~~152~~533.0757 0.00 A-3A 36228FM86 SEN 1.~~43000~~58000% ~~187~~176,~~435~~754,~~667~~737.3685 ~~230~~232,~~806~~727.2008 1011,~~680~~842,~~929~~546.5140 A-3B 36228FM94 SEN 1.~~72000~~87000% 44,069,000.00 6568,~~271~~674.0919 0.00 M-1 36228FN28 MEZ 1.~~80000~~95000% 67,695,000.00 ~~104~~110,~~927~~004.2538 0.00 M-2 36228FN36 MEZ 2.~~40000~~55000% 55,159,000.00 ~~113~~117,~~995~~212.2788 0.00 M-3 36228FN44 MEZ 2.~~60000~~75000% 17,550,000.00 3940,~~292~~218.5075 0.00 B-1 36228FN51 SUB 3.~~05000~~20000% 15,044,000.00 3940,~~511~~117.4033 0.00 B-2 36228FN69 SUB 3.~~15000~~30000% 14,542,000.00 39,~~445~~990.1850 0.00 B-3 36228FN77 SUB 4.~~30000~~45000% 13,037,000.00 48,~~273~~345.1154 0.00 B-4 36228FN93 SUB 4.~~80000~~95000% 12,536,000.00 51,~~815~~711.4700 0.00 X 362260AL5 SEN 0.00000% 10,028,854.96 3,~~998~~801,~~454~~832.6847 0.00 P 362260AJ0 SEN 0.00000% 0.00 ~~646~~764,~~488~~776.6609 0.00 R GSP04FM2R RES 0.00000% 0.00 0.00 0.00 Totals ~~942~~913,~~184~~823,~~442~~627.9520 65,~~042~~997,~~782~~226.5756 2832,~~360~~731,~~815~~919.7552

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A-1 0.00 ~~215~~206,~~703~~142,~~104~~113.1206 89,~~015~~862,~~906~~975.2641 0.00 A-2A 0.00 ~~241~~230,~~516~~188,~~930~~548.2721 1011,~~285~~662,~~329~~480.6749 0.00 A-2B 0.00 30,188,000.00 4345,~~152~~533.0757 0.00 A-3A 0.00 ~~176~~164,~~754~~912,~~737~~191.8545 1012,~~911~~075,~~735~~273.7148 0.00 A-3B 0.00 44,069,000.00 6568,~~271~~674.0919 0.00 M-1 0.00 67,695,000.00 ~~104~~110,~~927~~004.2538 0.00 M-2 0.00 55,159,000.00 ~~113~~117,~~995~~212.2788 0.00 M-3 0.00 17,550,000.00 3940,~~292~~218.5075 0.00 B-1 0.00 15,044,000.00 3940,~~511~~117.4033 0.00 B-2 0.00 14,542,000.00 39,~~445~~990.1850 0.00 B-3 0.00 13,037,000.00 48,~~273~~345.1154 0.00 B-4 0.00 12,536,000.00 51,~~815~~711.4700 0.00 X 0.00 10,028,854.96 3,~~998~~801,~~454~~832.6847 0.00 P 0.00 0.00 ~~646~~764,~~488~~776.6609 0.00 R 0.00 0.00 0.00 0.00 Totals 0.00 ~~913~~881,~~823~~091,~~627~~707.2068 3438,~~403~~729,~~598~~146.3208 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.

Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) A-1 241,162,000.00 ~~223~~215,~~424~~703,~~648~~104.4012 0.00 79,~~721~~560,~~544~~991.2806 0.00 0.00 A-2A 271,687,000.00 ~~251~~241,~~475~~516,~~272~~930.2327 0.00 911,~~958~~328,~~341~~382.9606 0.00 0.00 A-2B 30,188,000.00 30,188,000.00 0.00 0.00 0.00 0.00 A-3A 210,187,000.00 ~~187~~176,~~435~~754,~~667~~737.3685 0.00 1011,~~680~~842,~~929~~546.5140 0.00 0.00 A-3B 44,069,000.00 44,069,000.00 0.00 0.00 0.00 0.00 M-1 67,695,000.00 67,695,000.00 0.00 0.00 0.00 0.00 M-2 55,159,000.00 55,159,000.00 0.00 0.00 0.00 0.00 M-3 17,550,000.00 17,550,000.00 0.00 0.00 0.00 0.00 B-1 15,044,000.00 15,044,000.00 0.00 0.00 0.00 0.00 B-2 14,542,000.00 14,542,000.00 0.00 0.00 0.00 0.00 B-3 13,037,000.00 13,037,000.00 0.00 0.00 0.00 0.00 B-4 12,536,000.00 12,536,000.00 0.00 0.00 0.00 0.00 X 10,029,495.99 10,028,854.96 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,002,885,495.99 ~~942~~913,~~184~~823,~~442~~627.9520 0.00 2832,~~360~~731,~~815~~919.7552 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution A-1 79,~~721~~560,~~544~~991.2806 ~~215~~206,~~703~~142,~~104~~113.1206 0.~~89443239~~85478688 79,~~721~~560,~~544~~991.2806 A-2A 911,~~958~~328,~~341~~382.9606 ~~241~~230,~~516~~188,~~930~~548.2721 0.~~88895284~~84725640 911,~~958~~328,~~341~~382.9606 A-2B 0.00 30,188,000.00 1.00000000 0.00 A-3A 1011,~~680~~842,~~929~~546.5140 ~~176~~164,~~754~~912,~~737~~191.8545 0.~~84094039~~78459748 1011,~~680~~842,~~929~~546.5140 A-3B 0.00 44,069,000.00 1.00000000 0.00 M-1 0.00 67,695,000.00 1.00000000 0.00 M-2 0.00 55,159,000.00 1.00000000 0.00 M-3 0.00 17,550,000.00 1.00000000 0.00 B-1 0.00 15,044,000.00 1.00000000 0.00 B-2 0.00 14,542,000.00 1.00000000 0.00 B-3 0.00 13,037,000.00 1.00000000 0.00 B-4 0.00 12,536,000.00 1.00000000 0.00 X 0.00 10,028,854.96 0.99993609 0.00 P 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 2832,~~360~~731,~~815~~919.7552 ~~913~~881,~~823~~091,~~627~~707.2068 0.~~91119438~~87855664 2832,~~360~~731,~~815~~919.7552

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A-1 241,162,000.00 ~~926~~894.~~45047064~~43239034 0.00000000 3239.~~01808029~~64551239 0.00000000 A-2A 271,687,000.00 ~~925~~888.~~60657017~~95284011 0.00000000 3641.~~65373006~~69644503 0.00000000 A-2B 30,188,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-3A 210,187,000.00 ~~891~~840.~~75670884~~94039046 0.00000000 5056.~~81631837~~34290608 0.00000000 A-3B 44,069,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 67,695,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 55,159,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 17,550,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 15,044,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2 14,542,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-3 13,037,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-4 12,536,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 10,029,495.99 999.93608552 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A-1 0.00000000 3239.~~01808029~~64551239 ~~894~~854.~~43239034~~78687795 0.~~89443239~~85478688 3239.~~01808029~~64551239 A-2A 0.00000000 3641.~~65373006~~69644503 ~~888~~847.~~95284011~~25639508 0.~~88895284~~84725640 3641.~~65373006~~69644503 A-2B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-3A 0.00000000 5056.~~81631837~~34290608 ~~840~~784.~~94039046~~59748438 0.~~84094039~~78459748 5056.~~81631837~~34290608 A-3B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.93608552 0.99993609 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall A-1 241,162,000.00 1.~~53000~~68000% ~~223~~215,~~424~~703,~~648~~104.4012 ~~294~~301,~~361~~984.9735 0.00 0.00 A-2A 271,687,000.00 1.~~51000~~66000% ~~251~~241,~~475~~516,~~272~~930.2327 ~~326~~334,~~987~~098.7142 0.00 0.00 A-2B 30,188,000.00 1.~~66000~~81000% 30,188,000.00 4345,~~152~~533.0757 0.00 0.00 A-3A 210,187,000.00 1.~~43000~~58000% ~~187~~176,~~435~~754,~~667~~737.3685 ~~230~~232,~~806~~727.2007 0.00 0.00 A-3B 44,069,000.00 1.~~72000~~87000% 44,069,000.00 6568,~~271~~674.0919 0.00 0.00 M-1 67,695,000.00 1.~~80000~~95000% 67,695,000.00 ~~104~~110,~~927~~004.2538 0.00 0.00 M-2 55,159,000.00 2.~~40000~~55000% 55,159,000.00 ~~113~~117,~~995~~212.2788 0.00 0.00 M-3 17,550,000.00 2.~~60000~~75000% 17,550,000.00 3940,~~292~~218.5075 0.00 0.00 B-1 15,044,000.00 3.~~05000~~20000% 15,044,000.00 3940,~~511~~117.3933 0.00 0.00 B-2 14,542,000.00 3.~~15000~~30000% 14,542,000.00 39,~~445~~990.1850 0.00 0.00 B-3 13,037,000.00 4.~~30000~~45000% 13,037,000.00 48,~~273~~345.1154 0.00 0.00 B-4 12,536,000.00 4.~~80000~~95000% 12,536,000.00 51,~~815~~711.4700 0.00 0.00 X 10,029,495.99 0.00000% 10,028,854.96 0.00 0.00 0.00 P 0.00 0.00000% 0.01 0.00 0.00 0.00 R 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 1,002,885,495.99 1,~~397~~430,~~839~~617.2198 0.00 0.00

Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance A-1 0.00 0.00 ~~294~~301,~~361~~984.9835 0.00 ~~215~~206,~~703~~142,~~104~~113.1206 A-2A 0.00 0.00 ~~326~~334,~~987~~098.7143 0.00 ~~241~~230,~~516~~188,~~930~~548.2721 A-2B 0.00 0.00 4345,~~152~~533.0757 0.00 30,188,000.00 A-3A 0.00 0.00 ~~230~~232,~~806~~727.2008 0.00 ~~176~~164,~~754~~912,~~737~~191.8545 A-3B 0.00 0.00 6568,~~271~~674.0919 0.00 44,069,000.00 M-1 0.00 0.00 ~~104~~110,~~927~~004.2538 0.00 67,695,000.00 M-2 0.00 0.00 ~~113~~117,~~995~~212.2788 0.00 55,159,000.00 M-3 0.00 0.00 3940,~~292~~218.5075 0.00 17,550,000.00 B-1 0.00 0.00 3940,~~511~~117.4033 0.00 15,044,000.00 B-2 0.00 0.00 39,~~445~~990.1850 0.00 14,542,000.00 B-3 0.00 0.00 48,~~273~~345.1154 0.00 13,037,000.00 B-4 0.00 0.00 51,~~815~~711.4700 0.00 12,536,000.00 X 0.00 0.00 3,~~998~~801,~~454~~832.6847 0.00 10,028,854.96 P 0.00 0.00 ~~646~~764,~~488~~776.6609 0.00 0.01 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 65,~~042~~997,~~782~~226.5756 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall A-1 241,162,000.00 1.~~53000~~68000% ~~926~~894.~~45047064~~43239034 1.~~22059848~~25220536 0.00000000 0.00000000 A-2A 271,687,000.00 1.~~51000~~66000% ~~925~~888.~~60657017~~95284011 1.~~20354566~~22971809 0.00000000 0.00000000 A-2B 30,188,000.00 1.~~66000~~81000% 1000.00000000 1.~~42944448~~50833344 0.00000000 0.00000000 A-3A 210,187,000.00 1.~~43000~~58000% ~~891~~840.~~75670884~~94039046 1.~~09809931~~10723817 0.00000000 0.00000000 A-3B 44,069,000.00 1.~~72000~~87000% 1000.00000000 1.~~48111121~~55833330 0.00000000 0.00000000 M-1 67,695,000.00 1.~~80000~~95000% 1000.00000000 1.~~55000000~~62500007 0.00000000 0.00000000 M-2 55,159,000.00 2.~~40000~~55000% 1000.00000000 2.~~06666673~~12500009 0.00000000 0.00000000 M-3 17,550,000.00 2.~~60000~~75000% 1000.00000000 2.~~23888889~~29166667 0.00000000 0.00000000 B-1 15,044,000.00 3.~~05000~~20000% 1000.00000000 2.~~62638859~~66666645 0.00000000 0.00000000 B-2 14,542,000.00 3.~~15000~~30000% 1000.00000000 2.~~71250034~~75000000 0.00000000 0.00000000 B-3 13,037,000.00 4.~~30000~~45000% 1000.00000000 3.~~70277748~~70833321 0.00000000 0.00000000 B-4 12,536,000.00 4.~~80000~~95000% 1000.00000000 4.~~13333360~~12500000 0.00000000 0.00000000 X 10,029,495.99 0.00000% 999.93608552 0.00000000 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A-1 0.00000000 0.00000000 1.~~22059852~~25220536 0.00000000 ~~894~~854.~~43239034~~78687795 A-2A 0.00000000 0.00000000 1.~~20354566~~22971813 0.00000000 ~~888~~847.~~95284011~~25639508 A-2B 0.00000000 0.00000000 1.~~42944448~~50833344 0.00000000 1000.00000000 A-3A 0.00000000 0.00000000 1.~~09809931~~10723822 0.00000000 ~~840~~784.~~94039046~~59748438 A-3B 0.00000000 0.00000000 1.~~48111121~~55833330 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 1.~~55000000~~62500007 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 2.~~06666673~~12500009 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 2.~~23888889~~29166667 0.00000000 1000.00000000 B-1 0.00000000 0.00000000 2.~~62638926~~66666645 0.00000000 1000.00000000 B-2 0.00000000 0.00000000 2.~~71250034~~75000000 0.00000000 1000.00000000 B-3 0.00000000 0.00000000 3.~~70277748~~70833321 0.00000000 1000.00000000 B-4 0.00000000 0.00000000 4.~~13333360~~12500000 0.00000000 1000.00000000 X 0.00000000 0.00000000 ~~398~~379.~~66955269~~06515679 0.00000000 999.93608552 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 3438,~~153~~348,~~478~~937.1041 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties ~~646~~764,~~488~~776.6609 Total Deposits 3439,~~799~~113,~~966~~713.7650 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~396~~384,~~368~~567.4442 Payment of Interest and Principal 3438,~~403~~729,~~598~~146.3208 Total Withdrawals (Pool Distribution Amount) 3439,~~799~~113,~~966~~713.7650 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~392~~380,~~442~~759.7185 Trustee Fee 3,~~925~~807.7357 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~396~~384,~~368~~567.4442

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 021 0 0 021 02,327,204.00 0.00 0.00 02,327,204.00 30 Days ~~286~~88 03 0 0 ~~286~~91 5015,~~960~~031,~~325~~284.6718 0461,086.0021 0.00 0.00 5015,~~960~~492,~~325~~370.6739 60 Days 8228 02 012 0 8242 124,~~534~~690,~~758~~251.5013 0279,633.0036 02,086,838.0050 0.00 127,~~534~~056,~~758~~722.5099 90 Days 5013 261 1225 0 8839 61,~~252~~303,~~958~~230.9563 219,~~889,866~~196.8603 23,~~186~~786,~~985~~558.9431 0.00 115,~~329~~108,~~811~~984.7597 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~418~~129 2627 1237 0 ~~456~~193 6921,~~748~~024,~~043~~765.1294 23,~~889~~087,~~866~~119.8660 25,~~186~~873,~~985~~396.9481 0.00 7429,~~824~~985,~~895~~282.9235 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.~~000000~~418410% 0.000000% 0.000000% 0.~~000000~~418410% 0.~~000000~~264127% 0.000000% 0.000000% 0.~~000000~~264127% 30 Days 51.~~518040~~753337% 0.~~000000~~059773% 0.000000% 0.000000% 51.~~518040~~813110% 51.~~576604~~705984% 0.~~000000~~052331% 0.000000% 0.000000% 51.~~576604~~758315% 60 Days 10.~~582095~~557880% 0.~~000000~~039849% 0.~~000000~~239091% 0.000000% 10.~~582095~~836820% 10.~~371682~~532323% 0.~~000000~~031737% 0.~~000000~~236847% 0.000000% 10.~~371682~~800907% 90 Days 0.~~964692~~259016% 0.~~501640~~019924% 0.~~231526~~498107% 0.000000% 10.~~697858~~777047% 0.~~684263~~147911% 0.~~316239~~002179% 0.~~239323~~429758% 0.000000% 10.~~239825~~579847% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 82.~~064827~~570233% 0.~~501640~~537956% 0.~~231526~~737199% 0.000000% 83.~~797993~~845388% 72.~~632550~~386218% 0.~~316239~~350374% 0.~~239323~~666604% 0.000000% 83.~~188111~~403197%

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.~~377743~~376064% Weighted Average Net Coupon 6.~~877914~~876064% Weighted Average Pass-Through Rate 6.~~872914~~871064% Weighted Average Maturity(Stepdown Calculation ) ~~345~~344 Beginning Scheduled Collateral Loan Count 5,~~322~~183 Number Of Loans Paid In Full ~~139~~164 Ending Scheduled Collateral Loan Count 5,~~183~~019 Beginning Scheduled Collateral Balance ~~942~~913,~~184~~823,~~442~~627.9520 Ending Scheduled Collateral Balance ~~913~~881,~~823~~091,~~627~~707.2068 Ending Actual Collateral Balance at 3031-~~Jun~~Jul-2004 ~~913~~881,~~823~~091,~~627~~707.2068 Monthly P &I Constant 6,~~549~~356,~~853~~745.6602 Special Servicing Fee 0.00 Prepayment Penalties ~~646~~764,~~488~~776.6609 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans ~~913~~881,~~823~~091,~~627~~707.2068 Scheduled Principal ~~757~~739,~~191~~727.2915 Unscheduled Principal 2731,~~603~~992,~~624~~192.4637 Required Overcollateralization Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized reduction Amount 0.00 Specified O/C Amount 10,028,854.96 Overcollateralized Amount 10,028,854.96 Overcollateralized Deficiency Amount 0.00 Base Overcollateralized Amount 0.00 Extra principal distribution Amount 0.00 Excess Cash Amount 3,~~998~~801,~~454~~832.6847

Miscellaneous Reporting Excess Cash Amount 3,~~998~~801,~~454~~832.6847 Extra Principal Amount 0.00 Overcollateralization Amount 10,028,854.96 Overcollateralization Deficiency Amount 0.00 Overcollateralization Reduction Amount 0.00 Overcollateralization Increase Amount 0.00 Overcollateralization Release Amount 0.00 Specified Overcollateralization Amount 10,028,854.96 Stepdown Not in Stepdown Overcollateralization Target Amount 10,028,854.96 Trigger Event Not in Trigger

Filing Compare · GS MORTGAGE SEC CORP MORTGA MORT PASSTHR CERTS SER 2004-FM2