The company you’re paying the bills to.
You can also run a whois query on your domain name and see whose nameservers the domain is pointing to.
I am not paying anything to anyone, does that mean wordpress is hosting my site.
No. WordPress.org doesn’t host sites.
Perhaps you have a WordPress.COM site. Read about the differences at http://en.support.wordpress.com/com-vs-org/
If yours is a WordPress.COM site, get support at http://en.support.wordpress.com
WordPress is available with almost all paid hosting providers.
If you look to the WHOIS info of the domain, you can easily find the hosting provider by the nameservers.