Sounds like you have a Bengal...

My bengal has an obsession with stealing shiny things that belong to our visitors.

One time a friend of ours brought over his silver silk robe. The cat found the belt, and dragged it off the couch and ran with it to our bedroom. Then when I snapped at him he dropped it and kept running. So the guy went and took the belt and stuck it under the robe. The cat went back and since he couldn't find the belt, he started to take the ENTIRE robe off the couch! From the seat of the couch and jumping off the back of the couch mind you... Finally when he turned it inside out and it wasn't so shiny, the cat lost interest.

He also stole a makeup brush of a friend. It had a shiny metal rim on it. He just takes these things in his mouth like it's a new catch, and runs!