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