Need help to locate my grandfathers Naturalization documentation

I am trying to find US Naturalization documentation for my grandfather (Benjamin Schoneberg). DOB 2/6/1890. Born in Bucharest, Romania. He immigrated to the US on Sept 1, 1903 at the age of 11 on the ship Anchordia which left from Glasgow on Aug 20, 1903 and arrived in NY. Then my grandfather traveled to Chicago, IL to reunite with his father.

I can't find my his Naturalization records anywhere online. Can you help?

My great grandfather, Saie Senberg immigrated to the US in 1902 (his name was changed from Saie Senberg to Shaie Schoneberg on his naturalization records. My great grandfathers Naturalization documentation includes 5 children, including my grnadfather (Benjamin Schoneberg). 

Thank you!

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