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.
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After initially being awarded in 1616 by the head of the main branch of the Bourbon-Conde family, Henry II de Bourbon, prince de Condé, to his son Armand of Bourbon, it remained in the Armand line until its extinction in 1685, when it was passed along with the entirety of Armand's estate to his younger brother, François Louis de Bourbon.
He was buried alongside his mother at his property in L'Isle-Adam, Val-d'Oise, near Paris.