There is no need to do so. You can use a program like Scid (free) or Chessbase to filter any database by rating and then save the remaining games as a new database. If you filter by 2500+ rating, I think you'd have mostly GMs. At any rate, what you really care about is very strong players, so filtering by rating gives you that.
GM Database
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Ok, but then where can I download a good database that I could later filter?
Where can I download a database of ONLY GM games?
Thank you.