According to information passed on to me by Ian Caldwell, in Dec 2001: "Mary was the daughter of Sir Anthony Mildmay, (d.1617) the eldest son of Sir Walter Mildmay, (1520?-1589) Queen Elizabeth's Chancellor, and Mary Walsingham (the sister of Sir Francis Walsingham, Secretary of State). Sir Walter was the founder of Emanuel College, Cambridge and was one of the special commissioners in the trial of Mary Queen of Scots. Mary's father, Sir Anthony Mildmay, was the eldest son and inherited the family estate of Apethorpe. For a time he was Ambassador at Paris. Mary's mother, Grace, was the daughter and co-heiress of Sir Henry Sherrington of Laycock in Wiltshire. Mary was the only child of Sir Anthony and Grace, so was the heiress of Apethorpe Hall, Northamptonshire. She died on 9th April 1640".