Even though most web users assume that only the websites that they visit directly become aware of the visit, this belief is incorrect. Many website display contents hosted externally by third-party websites, which can track users and become aware of their web-surng behavior. This phenomenon is called third-party tracking, and although such activities violate no law, they raise privacy concerns because the tracking is carried out without users' knowledge or explicit approval. Our work provides a systematic study of the third-party tracking phenomenon. First, we develop TrackAdvisor, arguably the rst method that utilizes Machine Learning to identify the HTTP requests carrying sensitive information to third-party trackers with very high accuracy (100% Recall and 99.4% Precision). Microsoft's Tracking Protection Lists, which is a widely-used third-party tracking blacklist achieves only a Recall of 72.2%. Second, we quantify the pervasiveness of the third-party tracking phenomen...