As I've said before, I find it hard to believe they have anything. The ability to retain such information within an organization is no mean feat. We've seen Wikileaks demonstrate this ability, most prominently with Assange's "dead-man's-switch" (yes I know that analogy was invented by the media). That said, Wikileaks is/was a very tightly run organization with a clear goal and established members. Anonymous is the antithesis in terms of structure. This tells me that we're either dealing with a very small group of people operating under the banner of anonymous, or that no one actually has anything. All that said, I really hope they have something.