Currently there should be no builtin report that will show you Excluded or Included collections and because of that I did two simple PowerShell scripts that queries Included or Excluded collections. Both of these scripts creates a CSV file.
You can run this script on your Primary, CAS or Central site like this:
Get-CMCollectionExcludedCollectionRules.ps1 -SiteCode PS1 -SiteServer Localhost -OutPut c:\Temp\ExcludedCollectionReports.csv
Get-CMCollectionIncludedCollectionRules -SiteCode PS1 -SiteServer Localhost -OutPut c:\Temp\IncludedCollectionReports.csv
Get-CMCollectionIncludedCollectionRules.ps1
Get-CMCollectionExcludedCollectionRules.ps1
Example Output
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