Winchester’s Lake City Ammo is made at the Lake City Army Ammunition Plant (LCAAP) in Independence, Missouri, the largest small-arms and ammunition manufacturing plant in the world. Not technically a brand, Winchester’s Lake City is just a line of ammo produced at this Army Ammunition Plant (AAP). Winchester’s Lake City 5.56 is made with high-quality brass that can be reloaded, and is a choice option for high-volume target shooting since it is so affordable.. Like all ammunition produced at this manufacturing facility, this ammo is reliable and consistent.