When I link my bank accounts, shares, mutual funds and mobile with Aadhaar, will UIDAI not get this information?  

When you give Aadhaar number to your banks, mutual fund companies, mobile phone companies, they only send your Aadhaar number and biometrics given at the time of authentication to UIDAI for verification of your identity. They do not send your bank account or any other details to UIDAI. So far as UIDAI is concerned, it responds to such verification requests by replying either ‘Yes’ or ‘No’. In few cases, if required, and UIDAI’s reply is ‘Yes’, your basic KYC details (name, address, photo, etc.) available with UIDAI are sent.