Baltic (1) foundered in the North Atlantic after a collision on 07 Feb 1898. Baltic (2) did not enter service until 1904. The White Star Line operated both ships.
The Morton Allan Directory of European Passenger Steamship Arrivals shows arrival dates for the Baltic in 1904 landing at NYC from Liverpool on 01 Sep and 30 Sep. No further landings are listed after these dates (for 1904), though there are earlier landings. It is possible the arrival date on the naturalization is incorrect (which I have seen in other cases).
Another way to search for his manifest record would be to check Ancestry.com's collection "UK and Ireland, Outward Passenger Lists, 1890-1960," with the information that the Baltic sailed from Liverpool. Locating the UK record may lead you to locating the NYC record.
Best of luck in your search,