Itachi Had them even though his eyes are with Sasuke, so its not with his eyes. Maybe his soul? We know its not hidden waiting to activate like how Itachi did with amateratsu, since Sasuke died and came back already. Unless Itachi some how knew to set them to activate against multiple Sharingan user, he would be the ultimate in terms of preparing for the future. Anyways, Itachi most likely took them with him. I had a theory, long before the manga ended, that he Split the set between Naruto and Sasuke that way they cant kill each other, but that didn't turn out.