Mozilla: “When you click on a sponsored tile, Firefox sends anonymized technical data to our partner through a Mozilla-owned proxy service. This data does not include any personally identifying information.”
adMarketplace: “We may also receive technical information such as your approximate location, browser type, language settings, user agent, timestamp, cookie ID and IP addresses.”
There's a big discrepancy between Mozilla's statement and adMarketplace's privacy policy. Although there's very little information available, the fact that this technical information is anonymous doesn't appear straightforward. Cookie IDs and IP addresses alone can very easily identify some users uniquely across time and even devices.