This article specifically mentions Dai:
Here is an excerpt from that article:
"Including stablecoins as money transmitters … means firms dealing with them must follow federal know-your-customer (KYC) and AML laws under the Bank Secrecy Act."
Does this mean that MakerDAO must abide by know-your-customer and anti-money-laundering laws?
An investigator could easily cross reference all Ether addresses that have interacted with Maker contracts, with records from all licensed U.S. exchanges (including CoinBase). This would identify many MakerDAO players.
Unfortunately, there currently is no privacy method that works with Ethereum addresses. Search google for “mimblewimble broken”.