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|--------------------------- | ------ | --------- | ------------- | ----- | -------------- |  | ----------------------- |  | --------------- |  | --------- |  |  |  | -------------- | 
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|GSAMP Trust Series 2004-HE2
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|2004 Annual Statement      
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | DISTRIBUTION IN DOLLARS |  |                 |  |           |  | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  | ENDING BALANCE | 
|PERIOD                      |        | CLASS     |               | CUSIP |                |  | INTEREST                |  |                 |  | PRINCIPAL |  | 
|200408                      | A-1    | 36242DAA1 | $363,959.40   |       | $7,915,225.31  |  | $276,798,774.69         | 
|200409                      | A-1    | 36242DAA1 | $483,359.86   |       | $3,119,875.38  |  | $273,678,899.31         | 
|200410                      | A-1    | 36242DAA1 | $453,394.71   |       | $3,417,753.63  |  | $270,261,145.68         | 
|200411                      | A-1    | 36242DAA1 | $533,915.91   |       | $6,235,469.30  |  | $264,025,676.38         | 
|200412                      | A-1    | 36242DAA1 | $561,711.18   |       | $6,960,119.26  |  | $257,065,557.12         | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $2,396,341.06           |  | $27,648,442.88  |  |           |  | 
|200408                      | A-2    | 36242DAB9 | $314,858.96   |       | $3,606,115.48  |  | $233,327,884.52         | 
|200409                      | A-2    | 36242DAB9 | $422,420.69   |       | $1,741,412.11  |  | $231,586,472.41         | 
|200410                      | A-2    | 36242DAB9 | $396,270.19   |       | $4,686,550.61  |  | $226,899,921.80         | 
|200411                      | A-2    | 36242DAB9 | $462,371.62   |       | $4,577,306.13  |  | $222,322,615.67         | 
|200412                      | A-2    | 36242DAB9 | $486,389.58   |       | $5,046,036.73  |  | $217,276,578.94         | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $2,082,311.04           |  | $19,657,421.06  |  |           |  | 
|200408                      | A-3A   | 36242DAC7 | $141,132.00   |       | $3,441,743.10  |  | $114,277,256.90         | 
|200409                      | A-3A   | 36242DAC7 | $188,033.70   |       | $1,793,843.59  |  | $112,483,413.31         | 
|200410                      | A-3A   | 36242DAC7 | $176,723.94   |       | $3,848,081.35  |  | $108,635,331.96         | 
|200411                      | A-3A   | 36242DAC7 | $203,993.01   |       | $5,590,339.76  |  | $103,044,992.20         | 
|200412                      | A-3A   | 36242DAC7 | $209,466.22   |       | $11,102,929.09 |  | $91,942,063.11          | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $919,348.87             |  | $25,776,936.89  |  |           |  | 
|200408                      | A-3B   | 36242DAQ6 | $59,965.34    |       | $0.00          |  | $45,371,000.00          | 
|200409                      | A-3B   | 36242DAQ6 | $81,724.51    |       | $0.00          |  | $45,371,000.00          | 
|200410                      | A-3B   | 36242DAQ6 | $77,281.94    |       | $0.00          |  | $45,371,000.00          | 
|200411                      | A-3B   | 36242DAQ6 | $92,052.72    |       | $0.00          |  | $45,371,000.00          | 
|200412                      | A-3B   | 36242DAQ6 | $98,870.38    |       | $0.00          |  | $45,371,000.00          | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $409,894.89             |  | $0.00           |  |           |  | 
|200408                      | A-3C   | 36242DAR4 | $48,812.50    |       | $0.00          |  | $32,809,000.00          | 
|200409                      | A-3C   | 36242DAR4 | $66,014.44    |       | $0.00          |  | $32,809,000.00          | 
|200410                      | A-3C   | 36242DAR4 | $61,753.83    |       | $0.00          |  | $32,809,000.00          | 
|200411                      | A-3C   | 36242DAR4 | $73,273.43    |       | $0.00          |  | $32,809,000.00          | 
|200412                      | A-3C   | 36242DAR4 | $77,993.86    |       | $0.00          |  | $32,809,000.00          | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $327,848.06             |  | $0.00           |  |           |  | 
|200408                      | B-1    | 36242DAH6 | $33,216.20    |       | $0.00          |  | $13,607,000.00          | 
|200409                      | B-1    | 36242DAH6 | $43,842.89    |       | $0.00          |  | $13,607,000.00          | 
|200410                      | B-1    | 36242DAH6 | $39,581.25    |       | $0.00          |  | $13,607,000.00          | 
|200411                      | B-1    | 36242DAH6 | $46,354.51    |       | $0.00          |  | $13,607,000.00          | 
|200412                      | B-1    | 36242DAH6 | $47,813.31    |       | $0.00          |  | $13,607,000.00          | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $210,808.16             |  | $0.00           |  |           |  | 
|200408                      | B-2    | 36242DAJ2 | $23,783.76    |       | $0.00          |  | $9,072,000.00           | 
|200409                      | B-2    | 36242DAJ2 | $31,309.74    |       | $0.00          |  | $9,072,000.00           | 
|200410                      | B-2    | 36242DAJ2 | $28,153.44    |       | $0.00          |  | $9,072,000.00           | 
|200411                      | B-2    | 36242DAJ2 | $32,921.28    |       | $0.00          |  | $9,072,000.00           | 
|200412                      | B-2    | 36242DAJ2 | $33,830.88    |       | $0.00          |  | $9,072,000.00           | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $149,999.10             |  | $0.00           |  |           |  | 
|200408                      | B-3    | 36242DAK9 | $32,625.36    |       | $0.00          |  | $9,071,000.00           | 
|200409                      | B-3    | 36242DAK9 | $42,531.65    |       | $0.00          |  | $9,071,000.00           | 
|200410                      | B-3    | 36242DAK9 | $37,674.89    |       | $0.00          |  | $9,071,000.00           | 
|200411                      | B-3    | 36242DAK9 | $43,802.85    |       | $0.00          |  | $9,071,000.00           | 
|200412                      | B-3    | 36242DAK9 | $44,372.19    |       | $0.00          |  | $9,071,000.00           | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $201,006.94             |  | $0.00           |  |           |  | 
|200408                      | B-4    | 36242DAL7 | $85,045.83    |       | $0.00          |  | $20,411,000.00          | 
|200409                      | B-4    | 36242DAL7 | $85,045.83    |       | $0.00          |  | $20,411,000.00          | 
|200410                      | B-4    | 36242DAL7 | $85,045.83    |       | $0.00          |  | $20,411,000.00          | 
|200411                      | B-4    | 36242DAL7 | $85,045.83    |       | $0.00          |  | $20,411,000.00          | 
|200412                      | B-4    | 36242DAL7 | $85,045.83    |       | $0.00          |  | $20,411,000.00          | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $425,229.15             |  | $0.00           |  |           |  | 
|200408                      | M-1    | 36242DAD5 | $90,007.88    |       | $0.00          |  | $58,510,000.00          | 
|200409                      | M-1    | 36242DAD5 | $121,481.39   |       | $0.00          |  | $58,510,000.00          | 
|200410                      | M-1    | 36242DAD5 | $113,314.37   |       | $0.00          |  | $58,510,000.00          | 
|200411                      | M-1    | 36242DAD5 | $134,312.96   |       | $0.00          |  | $58,510,000.00          | 
|200412                      | M-1    | 36242DAD5 | $142,617.36   |       | $0.00          |  | $58,510,000.00          | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $601,733.96             |  | $0.00           |  |           |  | 
|200408                      | M-2    | 36242DAE3 | $59,160.83    |       | $0.00          |  | $31,750,000.00          | 
|200409                      | M-2    | 36242DAE3 | $79,017.81    |       | $0.00          |  | $31,750,000.00          | 
|200410                      | M-2    | 36242DAE3 | $72,601.67    |       | $0.00          |  | $31,750,000.00          | 
|200411                      | M-2    | 36242DAE3 | $85,583.89    |       | $0.00          |  | $31,750,000.00          | 
|200412                      | M-2    | 36242DAE3 | $89,693.34    |       | $0.00          |  | $31,750,000.00          | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $386,057.54             |  | $0.00           |  |           |  | 
|200408                      | M-3    | 36242DAF0 | $26,828.47    |       | $0.00          |  | $13,607,000.00          | 
|200409                      | M-3    | 36242DAF0 | $35,735.38    |       | $0.00          |  | $13,607,000.00          | 
|200410                      | M-3    | 36242DAF0 | $32,702.16    |       | $0.00          |  | $13,607,000.00          | 
|200411                      | M-3    | 36242DAF0 | $38,492.69    |       | $0.00          |  | $13,607,000.00          | 
|200412                      | M-3    | 36242DAF0 | $40,197.17    |       | $0.00          |  | $13,607,000.00          | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $173,955.87             |  | $0.00           |  |           |  | 
|200408                      | M-4    | 36242DAG8 | $28,793.92    |       | $0.00          |  | $13,607,000.00          | 
|200409                      | M-4    | 36242DAG8 | $38,230.00    |       | $0.00          |  | $13,607,000.00          | 
|200410                      | M-4    | 36242DAG8 | $34,818.80    |       | $0.00          |  | $13,607,000.00          | 
|200411                      | M-4    | 36242DAG8 | $40,911.71    |       | $0.00          |  | $13,607,000.00          | 
|200412                      | M-4    | 36242DAG8 | $42,540.60    |       | $0.00          |  | $13,607,000.00          | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $185,295.03             |  | $0.00           |  |           |  | 
|200408                      | P      | 36242DAN3 | $23,933.07    |       | $0.00          |  | $0.00                   | 
|200409                      | P      | 36242DAN3 | $107,171.76   |       | $0.00          |  | $0.00                   | 
|200410                      | P      | 36242DAN3 | $215,921.67   |       | $0.00          |  | $0.00                   | 
|200411                      | P      | 36242DAN3 | $145,905.94   |       | $0.00          |  | $0.00                   | 
|200412                      | P      | 36242DAN3 | $368,016.30   |       | $0.00          |  | $0.00                   | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $860,948.74             |  | $0.00           |  |           |  | 
|200408                      | REMIC1 | GS04H2LT1 | $4,949,232.49 |       | $14,963,230.23 |  | $892,175,978.71         | 
|200409                      | REMIC1 | GS04H2LT1 | $4,868,495.19 |       | $6,655,131.08  |  | $885,520,847.63         | 
|200410                      | REMIC1 | GS04H2LT1 | $4,830,962.08 |       | $11,952,385.59 |  | $873,568,462.04         | 
|200411                      | REMIC1 | GS04H2LT1 | $4,764,867.84 |       | $16,403,115.19 |  | $857,165,346.85         | 
|200412                      | REMIC1 | GS04H2LT1 | $4,672,867.31 |       | $23,109,085.08 |  | $834,056,261.77         | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $24,086,424.91          |  | $73,082,947.17  |  |           |  | 
|200408                      | UT-R   | 36242DAP8 | $0.00         |       | $0.00          |  | $0.00                   | 
|200409                      | UT-R   | 36242DAP8 | $0.00         |       | $0.00          |  | $0.00                   | 
|200410                      | UT-R   | 36242DAP8 | $0.00         |       | $0.00          |  | $0.00                   | 
|200411                      | UT-R   | 36242DAP8 | $0.00         |       | $0.00          |  | $0.00                   | 
|200412                      | UT-R   | 36242DAP8 | $0.00         |       | $0.00          |  | $0.00                   | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $0.00                   |  | $0.00           |  |           |  | 
|200408                      | X      | 36242DAM5 | $3,641,042.03 |       | $146.34        |  | $19,957,062.60          | 
|200409                      | X      | 36242DAM5 | $3,149,747.30 |       | $0.00          |  | $19,957,062.60          | 
|200410                      | X      | 36242DAM5 | $3,221,645.06 |       | $0.00          |  | $19,957,062.60          | 
|200411                      | X      | 36242DAM5 | $2,891,835.42 |       | $0.00          |  | $19,957,062.60          | 
|200412                      | X      | 36242DAM5 | $2,712,325.42 |       | $0.00          |  | $19,957,062.60          | 
|                            |        |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                            |        |           |               |       |                |  | $15,616,595.23          |  | $146.34         |  |           |  | 
|                            |        |           |               |       |                |  | $49,033,798.55          |  | $146,165,894.34 |  |           |  |