The passenger list name states Mldenovac as his birth place. This is a municipality of the city of Belgrade, currently in Serbia, but formerly in Yugoslavia. Of course being born in a certain country does not always automatically mean that you have that country's nationality.
As previously mentioned in reply#5, the index to his "Alien Registration" Doco confirms that he is Yugoslavian, but it is also very possible that his (grand) parents had been Russian.