In 1621 by the nobleman Giovanni Antonio Sauli commissioned for his palazzo in Genoa a series of paintings which consisted of a Danaë (J. Paul Getty Museum, Los Angeles), a Penitent Magdalene (private collection), and a Lot and his Daughters (J. Paul Getty Museum, Los Angeles). The Sauli series was amongst the most important commissions Orazio Gentileschi received.
A second version of this painting is in the Museo Thyssen-Bornemisza in Madrid.
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