I was applying for another job a few years ago and was curious about "what kind" of records the company had on me. The answer? Pretty much everything. The company keeps at least three types of files on every pilot. The training records are available through PRIA. The other files contain routine stuff like yearly pay bumps and non-routine stuff like "coaching" (including a record of a discussion I had with one of the Assistant Chief Pilots regarding a fatigue call). My record was pretty clean, but there's a couple of guys here that probably have their own filing cabinet.
For years, there's been ugly rumors that Horizon has been sharing a record of fatigue calls and sick leave use with Alaska. I discussed the fatigue call issue with one of our safety program guys, but he was unable to determine whether this was happening (or not).
As others have pointed out, it's outrageous for Horizon pilots to have to supply any additional records that would NOT be required for applicants from other airlines or the military.