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The eldest daughter of Rodrigo Anes de Sá Almeida e Menezes, 1st Marquis of Abrantes and 7th Count of Penaguião, she adopted the patronymic "de Lorena" after a maternal great-grandfather, François Louis de Lorraine.
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As family name, she used Lorena (a Portuguese translation for Lorraine), a name which came from her maternal grandmother, Marie Angelique Henriette de Lorraine, a daughter of François Louis, Count of Harcourt.