Those are the risks of surrounding yourself with thieves.
I have to admit, I haven't stolen anything since the destruction of Aldgate. And when I steal, I do so responsibly. (For instance, if there's a stack of 64 gold bars, I'll take a fraction of it)
Hio was the "steal all you see" member.
This said, I have no idea who did it Fanner. I'll do my own investigation, as it is a rule that we must not steal from our brother thieves or from the friends of the guild.
I also have my suspicious on Hio, even if he's no longer with us. It's the signs he'd leave when he was around.