Stanford's Information Security Office's website provides clear definitions and examples of High Risk Data.
Note, however, that none of your personal data, even if included by these definitions, is considered High Risk Data for purposes of enrollment: files containing your own or your family's SSNs, bank statements, tax data, credit card numbers, etc., can be ignored.
It's your responsibility to keep your own personally identifiable information secure, and you're urged to do so, but it's not High Risk Data from Stanford's perspective.
