It’s an excellent question, and valid, too.
I would answer, “No,” being Jewish.
Obama tells guests at White House Hanukkah celebration, ‘I’m Jewish in my soul’
http://www.dailymail.co.uk/news/article-2880015/Obama-tells-guests-White-House-Hanukkah-celebration-m-Jewish-soul.html
Obama is the Kaleidoscope Man