In the article on Pro Publica by Jeremy B. Merrill, How to Wrestle Your Data From Data Brokers, Silicon Valley — and Cambridge Analytica, it is described how difficult it is to find out who has a person’s data. From the introduction:

One thing is certain: My personal data, and likely yours, is in more hands than ever. Tech firms, data brokers and political consultants build profiles of what they know — or think they can reasonably guess — about your purchasing habits, personality, hobbies and even what political issues you care about.
You can find out what those companies know about you but be prepared to be stubborn. Very stubborn. To demonstrate how this works, we’ve chosen a couple of representative companies from three major categories: data brokers, big tech firms and political data consultants.