"Contacts and relationships. Data about your contacts and relationships if you use a product to share information with others, manage contacts, communicate with others, or improve your productivity. Biometric data and identifiers. Data about you resulting from specific technical processing relating to your physical, physiological, or behavioral characteristics which allow or confirm unique identification... Device, connectivity, and configuration data. Data about your device, your device configuration, and nearby networks."
Microsoft collects an extremely broad range of device and personal data including contacts, biometric identifiers, nearby network information, device configuration, installed software, and sensor data like skeletal tracking from Kinect.