The CIA is the wrong answer. They do not investigate espionage in the United States. Their responsibility is overseas.
You do have a supervisor correct? Wouldn't that be the right person to report this to?
Leave your immediate supervisor(s) out of it. They are too close to the situation and at best there may be conflictings interests at work. If you work for a large corporation, contact the personnel office and share your observations. Some larger companies have specific contacts for employees who suspect corporate espionage/spying going on. And let's face it, it does happen. If you're willing to help get more information on the person you suspect, do so; but if not, be absolutely clear that you do not wish to be involved (which may be your decision if you feel there could be personal risks should you remain involved).
Carefully pass this information on to your superior, I would suggest leaving out the bit about the citizenship test, it makes you sound like you have a bit of american media paranoia.
if he is sharing confidential info that will be enough for the company to investigate his behaviour.
He will need to be waterboarded.
classified company information which you also shouldn't know huh?
Plant a microphone in his office.
Report him to the CIA, just to be safe.