I think it works like this: there are lead agencies for different types of crime. For instance the Treasury Dept. / U.S. Marshals are the lead agency for counterfitting. The D.E.A. is the lead agency for drug dealing. And SEC is the lead agency for securities crimes. The FBI is frequently involved in these, but they probably don't have the expertise in stock transactions that SEC does.
What I don't quite get is why the SEC would be involved in the Clinton Foundation. It's not a publicly traded entity, does the SEC have oversight of non-profits? I am not aware of that, but it may be.