If I had to guess, I'd say X-Factor 1-8, plus Fantastic Four 286 and Avengers 263 (the two Phoenix Rising issues, which serve as prelude to X-Factor 1). X-Factor 9 is the start of Mutant Massacre, so my guess is that it would end prior to that. But without a page count, it might go farther (if this is Epic/Complete/Ultimate Collection-sized, then maybe it goes to just before Fall of the Mutants and includes the first Annual).