No clue about what gets on the list, but.. what makes sense to be tracked, and stored for later data mining would be, in no particular order:
Mil service and job type
Civilian job type
Security Clearance
Websites
Weapons purchased or # of NICS checks
NFA
Netflix movies
Kindle books
Amazon purchases
Internet history (social media, etc, etc, etc, etc, etc, etc, etc, etc)
Yeah. Tons of data to track. Isn't tracked by individuals, but stored for later data mining, if needed to create lists of individuals for whatever reasons the gov can think of.