The data breach at Exactis is notable for its gravity, how it has probably been under-reported, and for how it provides a window into the buying and selling of consumer data behind the scenes.
You can find more detailed reporting here.
It is common, much more than the general public is aware of, for companies to buy and sell databases of information on consumers for sales purposes. Credit rating agencies are certainly not the only ones who strive to keep a record on the habits of every Americans. Unfortunately, the companies that do this sort of aggregation are positioned to do special damage if they are compromised.