I'm unsure if he's ever specifically stated it, but considering he lives in Oklahoma I assume he's implying he's Indigenous.
Probably based off of family lore about
Malinda Johnson Sisson, Phil's great-great-great grandmother.
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Malinda Johnson was born in Ohio in 1834 and her parents were Lyman Johnson, born in Vermont in 1804 and Elizabeth Kramer, born in New York in 1801.
She had no Native ancestry and even if she did it wouldn't matter because her great-great-great grandson Philip Alexander Sisson is, for all intents and purposes, obviously white, with all the privilege and glory that comes with it. Additionally, he has no membership in or cultural/familial ties to a tribe. Has he ever even claimed one?