Born Millicent Vernon Hammond, she was the middle of three children born to renowned politician and later United States Ambassador to Spain, Ogden H. Hammond (October 13, 1869 - October 29, 1956) of Louisville, Kentucky and his first wife, Mary Picton Stevens (May 16, 1885  - May 7, 1915) of Hoboken, New Jersey. Her paternal grandparents were General John Henry Hammond (June 30, 1833 - April 30, 1890),  who served as chief of staff for William Tecumseh Sherman during the Vicksburg Campaign, and Sophia Vernon Wolfe (1842 - May 20, 1923), daughter of Nathaniel Wolfe, a lawyer and legislator from Louisville. Her maternal grandparents were John Stevens (July 1856 - January 21, 1895), oldest son of Stevens Institute of Technology founder Edwin Augustus Stevens and grandson of inventor John Stevens (inventor, born 1749), and Mary Marshall McGuire (May 4, 1850 - May 2, 1905).. How many of Millicent's parents and grandparents died during the same month of the year that they were born?