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Michael, Trevor and Casey inside The Union Depository.
The Union Depository Tower is a bank and an office building located on 17 Power St, Pillbox Hill, Los Santos.
Although there's not much security in the outside, the building is in constant vigilance by guards in the interior and a special LSPD unit.
During the mission "The Big Score". Franklin, Michael, Trevor and Lester rob The Union Depository of gold bricks by ambushing two Securicar's by use of road spikes and entering the building undercover.