You are right about Goldman, they were about the only one who did not drink CDO Kool Aid
GS was drinking plenty of CDO koolaid, but in 2007 they went short on their own offerings. They were touting their rot long to the morons, while privately taking the opposite side.
Of course, GS is the ultimate nest of insider trading. For example, how better placed can you be, than to have your last CEO as US Sec Treasury?