You can buy it, sell it. make it for your own use, but as you see from this man’s example, loading ammo for sale without a license from the bureaucraps at  ATF is not the smart thing to do.
My first squad leader’s axiom comes to mind:
“The best teacher is experience, and the best experience is someone else’s as it’s usually less expensive and painful.”

Man Who Supplied Ammo to Las Vegas Shooter Gets 13 Months

The Mesa, Arizona, man who supplied ammunition to the October 1, 2017, Las Vegas shooter was sentenced Tuesday to 13 months.

The Associated Press reports that 57-year-old Douglas Haig was sentenced for “manufacturing ammunition without a license.”

Haig made armor piercing rounds at this home and sold them at gun shows and online. A box with Haig’s address on it was found near the Las Vegas gunman’s body after law enforcement entered the suite on the 32nd floor of the Mandalay Bay hotel.

KSNV reports that Haig “told federal agents he met with and sold ammunition to [the Las Vegas gunman].”

Haig is being confined at home until October 2, 2020, at which time he must surrender for 13 months in a federal prison. That will be followed by three years of supervised release.