Danger of giving out SSN and file of tax return to a strange mortgage agents?

I gave my ID, SSN, tax return to a mortgage agent from Omni Fund in order to apply for a mortgage loan. I newly know him. Is it terrible? Is there anyway i could defend myself if he would sell it to ID thief. Please don't judge me badly, I feel it enough myself. If you help me with an advice, i'm appreciate.

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