Okay I don't know why I didn't find this when I looked before, but it would appear the records are at NARA in DC, included within RG 21. From their catalog (ONLY items that would cover 1922):
NAID 7691865 - “Naturalization Certificate stub index” dating 1906-1926
NAID 7692316 - Declarations of Intention to become US citizens 1818-1926
NAID 6051624 - Naturalization petitions, 1906-1926
NAID 6051621 - Military Petitions for Naturalization, 1918-1924
NAID 6051623 - Military naturalization stubs, 1918-1924
