The connection between Palantir and Cambridge Analytica was apparently suggested by Schmidt’s daughter Sophie, who had been an intern at SCL Group, a UK-based defense and intelligence contractor that created Cambridge Analytica in 2012. A 2013 email seen by The Times indicated that Sophie Schmidt, who did not respond to the paper’s request for comment, urged that SCL work with Palantir:

Source: Peter Thiel’s Palantir linked to Facebook’s Cambridge Analytica fiasco – Business Insider
Yesterday, snooping company Palantir denied whistle blower claims of having had contact with Cambridge Analytica but now admits that a staff member had contact and probably worse, since the email just got published (see link above). Palantir is funded by the CIA.