Yes, public databases.
I think they’re also making inferences from the data, that may not be (and sometimes flat out are not) correct, e.g. estimated annual income and marital status. I looked up my profile and laughed at how out-of-date and inaccurate it was.
You’d be surprised what’s in your voting record. It’s a great place to start any search. Your Address, party, when you voted, good seed material.