A method, apparatus, and computer program product for collecting performance data. In one illustrative embodiment, signaling is performed to start collecting the performance data by an operating system support unit in a multithreaded data processing system. Responsive to a thread switch to an incoming thread after signaling has occurred, the performance data for the incoming thread is collected using a thread specific data collection profile to form collected performance data if the incoming thread is associated with the thread specific data collection profile, wherein the thread specific data collection profile specifies a type of data to collect. Responsive to a subsequent thread switch, the collected performance data is sent to a number of destinations.