You do not, the investigator will request the release of information from the exchange owner. Think Mpex gave up satoshi dice records? Nope, they will get what they need do not fret. The real thing you should be worried about is if the GOV puts a judgement in before you. If they do that the liens will supersede any the actual stock holders have. Gov always gets money before anyone else. After he has paid whatever fines they see fit to slap him with you can then go after whatever is left.