I think I wrote that his grandfather was the descendant of conversos. Many in Spain have conversos in their genealogical closet, probably most. His mother may have been part-jewish, ethnically, but she was a practicing Roman Catholic, as was his father. And since her name was Pilar, there must have been a Catholic in her family at least one generation back. Who knows? My best bet is that his converso ancestors converted early in the 19th century, when there was a lot of it going around. That said, during the German occupation of France, Franco allowed any French Jew who could get to the Spanish embassy in Paris to claim to be Spanish Sephardim, with a right to return to Spain, and supplied them with travel papers.
Probably converts from the 15th century when there was great pressure to convert.