wired[.]com/story/how-pentagon-learned-targeted-ads-to-find-targets-and-vladimir-putin/
Apps on your phone show ads. To make that ad space more valuable those apps send all sorts of details from your phone, so companies can run targeted ads. That ad space is auctioned off, and anyone placing a bid gets access to all of that data. To give you an idea of the volume: "At its peak, UberMedia was collecting about 200,000 bid requests per second on mobile devices around the world." While the data is anonymized -- it uses your advertising ID # rather than your name -- it doesn't take much to figure out who works at a known company location and lives at your address. Assuming you carry your phone with you, data mining shows everywhere you've been, when, and for how long, as well as web sites visited etc.