Help locating naturalization information

I am starting the journey of dual citizenship in Italy and am having a hard time figuring out if my grandfather naturalized or not.  He was born Guiseppe Antonio Caliandro..but his first and last name have changed from misspellings. He was Joseph Caliando for most of his life after he entered America. 

born- Dec 15, 1881. some disbute tht he could have been 1883. He was born in Cisternino Italy Province of Brindisi in the Puglia region. 

parents; Francesco Caliandro and Addolorata Delano.  that's the best spelling I can offer

left Naples in May of 1910 and arrived in New York, New Yotk on June 4, 1910 on the Friedrich De Grosse ship. 

He worked in factories in Connecticut and the towns that I have are Plainville and New Britian. Also could be Berlin CT.  He onced lived at Hillside Ave. in Plainville CT

He married in 1912.  Maddalena Girolama who was born in Turi Italy on May 9, 1896 . She emmigrated from Italy at 16 years old with her sister Julia on the SS San'Anna ship and arrived in New York in June 1912. 

My grandfather was on the 1920 census as Turseppe Cagliandro and then his name 'evolved' on the 1930, 1940, and 1950 censuses.  Those documents do not show that he naturalized but at one point it said PA. which I thought meant 'first papers'.

anyway....I am wondering how to go about trying to find his naturalization papers. My mother was born in 1921 and as long as my grandfather did not naturalize until after 1921 I still should be able to work on dual citizenship.   My mother was born before 1948 so I don't  think I can use my grandmother as the relative as she had my mom before 1948 and I guess that rule cancels out being able to use my grandmother>mother lineage,   hence Im going with grandfather>mother>me. 

Thanks for any help that soeone can give me!!

Grazie

Kathy

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