[traceroute66]

>It seems wrong that my personal info is being given out by my brokerage, in a way that lets them identify my personal trades.

Unlikely.

More likely is that the brokerages and/or exchanges submit transactional order-book trade data to the SEC (i.e. anonymous numbers .... timestamps, quantity traded, direction).

If the SEC then spot something, its just a case of picking up the phone to the brokerage and asking to ID the client for the transaction at a given timestamp.

[kenned3]

Not exactly.

Most exchanges require the client details to be sent to them (encrypted) so the regulators can see who is behind the orders on a real-time basis.

Canada for example is behind the times here, but has a program to address this : https://www.iiroc.ca/members/client-identifiers

If you are a corporation, you are required to provide your "Legal Entity Identifier (LEI)"

If you are a retail client, your account number is sent.

[andylynch]

In some jurisdictions (like UK & EU) the regulator automatically receives at least the name, birthday and national ID of each client concerned with a trade and the IDs of the traders involved. If they want more details they just need to ask.

[not2b]

The IRS gets information from your brokerage on your trades with the proceeds and cost basis for each.