Spoiler If you see Haytham's interaction in Rogue with Shay when interrogating a guard Haytham ends up stabbing the guard with his hidden blade. Shay, shocked to see Haytham with hidden blades asked about it
Shay looks at Haytham seemingly surprised
Haytham: "What? You thought you were the only with hidden blades?"
Shay then asks how he got them and Haytham replies, that it was a "donation" from the brotherhood.