collection of Sir Christopher Willoughby (1748–1808), Balden House, Oxford [1];
collection of Thomas Davies (1799-1869), Neuadd, Llanbedr, Breconshire (Powys), Wales [2];
bequeathed by Davies to his niece, Selina Frances Gabb, Kent, 1870 (referred to as the "portrait of Mrs. Ludby" in his will) [3] [4];
purchased from Gabb by Mr. H. Graves, April 15, 1873;
sold at auction to Thomas Agnew and Sons, London, at the Graves Collection sale, Christie, Manson and Woods, London, Graves Collection, May 10, 1873, lot 93 (as "Miss Evans, Sister of Lady Willoughby");
sold by Thomas Agnew and Sons to Alfred de Rothschild, 1874;
collection of James Price;
collection of J. Pierpont Morgan (1837-1913), New York, by 1895;
the estate of J. Pierpont Morgan, on consignment with M. Knoedler & Co., New York;
sold to the Albright Art Gallery, May 28, 1945

[1] Willoughby's second wife (m. 1789) was Martha Evans, later known as Lady Willoughby, the sitter's sister.
[2] Davies' first wife was Maria Selina Willoughby (1793-1867), daughter of Lady Martha (née Evans) and Sir Christopher Willoughby. Presumably the painting was gifted or bequeathed to Maria Selina, and then passed onto her husband Thomas Davies.
[3] In Thomas Davies' will, he states that "the Portrait of Mrs. Ludby by Gainsborough now in the Dining Room of my said House called Neuadd" should go to his neice, Selina Frances Gabb. Selina Frances was his niece by marriage—she was the daughter of Marcia Willoughby, her mother Martha's sister, and Tom Gabb.
[4] The sitter, which is presumably Miss Jane Evans (born 1763), married Mr. Thomas Ludby/Ludbey in ca. 1784.