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Hi Christy -
This one might involve a bunch of emails to a bunch of different places. You mentioned that the company was originally a shipbuilding company. I found this article that mentions them and the leaders of the company here: Tampa in the 1940s. If you're interested in the shipbuilding section, I might contact the Archives for the City of Tampa. They may have building permits, or records relating to the company's business in Tampa. Their website is here: Archives - City of Tampa.
If you are more interested in the steel-work and in their Chicago operations, you might try two different collections within Chicago. The Chicago Public Library has a collection on the 1933-1934 World's Fair, as well as having general records for the city of Chicago. Again, you might find building permits and the like within their collection. Their website is here: Archival Collections at the Chicago Public Library.
Finally, the Chicago History Museum might also have something of use. Their website is here: Chicago History Museum.
Best of luck!
Thanks so much! Do you know of any way to get financials given that it was non-public (and long ago dissolved?)