This quest is given to you by Vex . Not EVERYTHING the Thieves guild does involves stealing! Sometimes it involves FRAMING people for stealing. When you take this job, Vex will GIVE you a stolen item. Your job is to take that item, break into the MARK'S HOUSE (which as you guessed is RANDOM), and plant the stolen item there.
Planting an item is the exact opposite of stealing it, but the same strategy works: Save , scout the place out, and strike at the right time! Going in under darkness may help if the mark will be asleep, and you'll often have to be handy with a lockpick.
Return to Vex once you have planted the item for your cut ( 400 Gold ) and the job will be completed.