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Born in Pittsburgh, Pennsylvania on June 1, 1868 to James Ross Mellon, eldest son of Judge Thomas Mellon, and Rachel Larimer Mellon, daughter of railroad and land baron William Larimer, Jr. He spent part of his childhood in the West with his uncle Andrew Mellon, who deeply influenced him.
Larimer was born in Westmoreland County, Pennsylvania, and made his first fortune in the railroad industry in Pittsburgh.