For this achievement you must steal the following items and equip them. You may or may not need the weapons but I tried once without weapons and without a belt and it did not work. Here is what worked for me:
Main - Stolen 2H (May not need but easy to get so why not)
Offhand - Stolen 2H (May not need but easy to get so why not)
Head
Chest
Shoulders
Hands
Waist - Found in random boxes/wardrobes
Legs - Did Not Need
Feet
Once fully equipped with stolen gear. Get caught/killed by a guard and turn in your gear... Bleep Bloop. Yes... maybe in your game the guard won't be invisible though lol
Pro Tip - The trick with finding the belt is to check all boxes, chests, and wardrobes. After you get the belt, then go for this. Let the achievement come to you, don't go around looking for a belt, just search when you see them. I know I've found at least 3 across my journeys, just keep it in your mind to do the achievement when you find one