Ayn was born shortly before Helen became "naturalized" but "natural born" citizenship may follow that of the father:
Therefore, we can say with confidence that a natural-born citizen of the United States means those persons born whose father the United States already has an established jurisdiction over, i.e., born to father’s who are themselves citizens of the United States. A person who had been born under a double allegiance cannot be said to be a natural-born citizen of the United States because such status is not recognized (only in fiction of law). A child born to an American mother and alien father could be said to be a citizen of the United States by some affirmative act of law but never entitled to be a natural-born citizen because through laws of nature the child inherits the condition of their father.
I can already see the white house matryoshka dolls.