When people ask, he tells them it is "between him and G-d" and the classic liberal line "You can't tell me what a Catholic is or what Catholicism means, that's between me and G-d".
He is obviously Muslim, and his wife is a religious Muslim, so she would not be allowed to marry him unless he converted, which he must have done secretly before the marriage. Couple that with his frequent Inshallahs and Hamduallah, and he is clearly a Muslim.
On a related note, it is summertime, the best time to go out and buy the best-tasting dates in the world, ISraeli dates.