 His paternal grandparents were Josephine (née Pearson) Jay and Peter Augustus Jay, himself the son of Peter Augustus Jay, a member of the New York State Assembly and Recorder of New York City, and grandson of John Jay, Founding Father and first United States Chief Justice.His maternal grandparents were DeLancey Kane and Louisa Dorothea (née Langdon) Kane.His maternal uncles included DeLancey Astor Kane, Commodore S. Nicholson Kane, and Rough Rider Woodbury Kane, all cousins of John Jacob Astor IV.