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She was laid down 7 August 1901 by William Cramp and Sons, Philadelphia, Pennsylvania, launched 22 August 1903, sponsored by Miss Coral Quay (daughter of Senator Matthew S. Quay of Pennsylvania), and commissioned 9 March 1905, Captain Thomas C. McLean in command.
Pennsylvania operated on the East Coast and in the Caribbean until 8 September 1906 when she cleared Newport for the Asiatic Station, returning to San Francisco 27 September 1907 for west coast duty.