If you want the truth it's helps to realize that phone companies track and record your movement anyways. If they don't sell that information it's only because nobody cares enough to pay for it.
Oh and your credit card (aka every major bank) collects and sells information about your purchasing habits. All personally identifiable, of course. Oh and mortgage applications are a big source of accurate information that is heavily traded.
Not to mention that your government collects information from your tax documentation, licensing applications, and other documentation your forced by law to fill out and sells that, too.
On top of that the government works closely with data collection corporations to ensure data accuracy.