Data. Your business and computers are full of it. While much of that data is useless to anyone else, every firm has key assets that any attacker or other competitor would love to access.
Data can leave your organization in many ways. Before the internet, files had to be transferred to storage devices and taken off the premises. Now, data thieves can move massive numbers of files through any number of cloud services. Attackers often compress files so that when they are moved they are less noticeable by network traffic monitoring.