Dear Chris Perrin,
Thank you for posting your request on History Hub!
Since the U.S. Census notes citizenship status, we searched the National Archives Catalog and located the Population Schedules for the 1940 Census in the Records of the Bureau of the Census (Record Group 29) that contain the file unit Illinois - Will County which includes the sheets for ED 99-87. It lists Mike Segatto’s citizenship status as AL (alien) (see image 4, line 46). This indicated that he had not begun the naturalization process and was still an “alien” as of 1940. It is possible that he did not complete the process.
We suggest that you request an index search through the US Citizenship and Immigration Services (USCIS) Genealogy Program to identify any naturalization records for your ancestor. Although he may not have a naturalization record, it is likely that INS did create an A-File that could be used to verify his citizenship status. You may order any records through the same site.
We hope this is helpful. Best of luck with your family research!