Nope, not by federal law. State and local might say different. It's smart to ID mark it in some way, in case it's stolen and later recovered, but it's not required if you are the manufacturer of your own, and it's for your own personal use. (Edit - you can't get away with "manufacturing" something that requires a tax stamp, without applying for and paying for that tax stamp... you have to be "manufacturing" something you could buy off the shelf, i.e., no SBRs, no machine guns, no suppressors, no SBSs, etc...)