[@Hazy] I'd say Annie was there at the start. It seems to fit her role that it may have started around her as an informant. 

Feel free to dismiss the idea but, given our set of characters, I imagine that Shi ([@bloonewb]) got wind of her business as an informant. Annie would wander the city selling her ale and keeping her eyes and ears open - then return and sell this information to anyone interested in return for a cut of what they stole. There weren't always people around quick enough to make use of information or people willing to take some jobs so some went to waste. 

This is where Shi saw the chance to make more money and not let that information go to waste. He made a deal with Annie that her information all came to him and then he pulled together groups of thieves, pickpockets etc and put the information to the most efficient use. I'm thinking perhaps they use Annie's tavern to run some of the operation from - planning in the backrooms and stuff.

Sorry I haven't run this past anyone else yet, let me know what you all think. 
I hope this is a list of everyone:
[@ineffable][@Simple Unicycle][@Raptra][@xXSINXx][@KatherinWinter][@LadyinInk][@KahleenCuthald]