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Cassandra Willoughby was born in 1670 at Middleton, Warwickshire, the daughter of Francis Willoughby (1619-1672) and his wife Emma Barnard (1644-1725). Following Willoughby's death, Emma married Sir Josiah Child (d.1699), and moved with him and her three children to Wanstead House, Essex. In 1681, her eldest brother Francis (1668-1888) went to live with his aunt, Lettice Wendy, at Haslingfield, Cambridgeshire, his younger brother Thomas (1672-1729) following soon after. Around 1886, Francis persuaded Cassandra to join him at Wollaton Hall, Nottinghamshire, a family property which he occupied by then. Following Francis death in 1688, she lived for a time in London with her younger brother Thomas, before returning with him to Wallaton.
In 1713, Cassandra married James Brydges (1674-1744), MP for Hereford, and Post Master General. Brydges had resigned as PMG in 1713 having acquired a fortune of £600 000. They moved, along with the surviving children from his first marriage to Canons, a property near Edgware, Middlesex, which he had acquired through his first wife, Mary Lake (c.1666-1712), and which he rebuilt over the next three years. From 1717-1720, the composer George Frederick Handel became composer-in-residence at Canons. He wrote both The Chandos Anthems and Concerti Grossi at Canons, and his opera Acis and Galatea had its first performance in the gardens there.
In 1717, Brydges inherited the earldom of Caernarvon, and in 1717 was created the first Duke of Chandos. The family lived mainly at Canons, travelling frequently to their other residences in Albemarle Street, London and Bath. Cassandra kept up a copious correspondence, was fond of horse riding, reading, painting and embroidery, as well as being a skilful household manager. Brydges lost much of his fortune in the failure of the South Sea Company, 1720. Cassandra died unexpectedly following an apoplectic fit on14 Jul 1735.