The stash of more than R1m that was found at a house in Ekurhuleni on Monday was stolen by two Fidelity employees, the company said.
Fidelity CEO Wahl Bartmann told News24 that the two employees had been caught when they only handed in some of the bags at the depot.
Bartmann said they had been working closely with the South African Police Service on the case.
"We spotted them on the cameras and arrested them that same night. We have been working day and night and doing everything we can."
He said the money that was recovered was estimated to be about R1.6m.
READ: 4 arrested after large amounts of cash found buried in Tsakane and Springs
"How we knew that the money belonged to us, is the bags have barcodes on and that is how we linked them."
"We have our own advocate who will assist with the prosecution and the dockets."
EMPD spokesperson Chief Clifford Shongwe said a reliable source had led them to the house on Monday evening, where they found a couple with "a lot of money in their possession" that made them suspicious.
"They then led us to a hole which they dug to hide a trunk full of undisclosed cash."
Shonge said the 58-year-old man who lived in the house then lead them to a woman who lived in Springs.
The EMPD also discovered a large sum of money at her house.
They arrested three women and one man, he added.