After completing three special jobs for the guild (aka: reclaiming three cities), go talk to the Thieves Guild fence, Tonilla. She’ll mention that she wants you to do a favor for her. The Khajit caravans roaming Skyrim could be very valuable to the guild if we used them to smuggle for us. She will ask you to deliver some moon sugar to one of the caravan leaders named Ri’saad.
Exit the Flagon and open up the map to see where Ri’saad currently is. I’m sure that he roams the lands, so fast-travel as close to him as you can and go talk to him. Run through the dialog and give him the moon sugar to cement a deal between the Khajit Caravan’s and the Thieves Guild. Now go and return to Tonilla who will thank you and give you 700 Gold for the leg work.
You will now be able to use the Khajit Caravans to sell stolen goods to, effectively making every one of their caravans your personal fence. Very nice!