I really couldn’t care less about your information, and I don’t deliberately collect it. However, it seems if I want to avoid being hunted by Interpol, then I need a privacy policy.
So:
Comments are scanned for SPAM by Akismet. I don’t know what they do with your data.
Stats are monitored by Jetpack. I guess they collect some stuff. I don’t have access to it, other than to see the stats.
If you subscribe to posts, then this system has your email address somewhere. I pledge not to sell it or give it away intentionally.