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The LHC Accelerator Research Program (LARP) has been engaged in the fabrication of the 3.7 m long quadrupole magnet LQS01 in order to demonstrate that Nb3Sn magnets are a viable option for future LHC Luminosity upgrades. The LQS01 design, a scale-up of the 1 m long Technology Quadrupole TQS, includes four 3.4 m long cos(theta) coils contained in a support structure based on four 1 m long aluminum shells pre-tensioned with water-pressurized bladders (shell-type structure). In order to verify assembly procedures and loading operations, the structure was pre-stressed around solid aluminum "dummy coils" and cooled-down to 77 K. Mechanical behavior and stress variations were monitored with strain gauges mounted on the structure and on the dummy coils. The dummy coils were then replaced with Nb3Sn coils in a second assembly and loading procedure, in preparation for the cool-down and test. This paper reports on the cool-down test with dummy coils and on the assembly and loading of LQS01, with a comparison between 3D finite element model predictions and strain gauge data.