Do you mean the Site Feed web part in Social Collaboration group when adding the web part?
If so, when you add the web part, there is a new list named MicroFeed created, this list contains all of the content and data which you have added to your microblog.
If it isn’t the issue, please feel free to let me know.
TechNet Community Support
And alternatively, if you mean the 'Newsfeed' on the MySite, this information is stored in the cache of the 'Distributed Cache' service.
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