We use planktonic foraminiferal (Globigerinoides sacculifer and Neogloboquadrina dutertrei) δ18O records from subtropical North Atlantic Site 1056 to reconstruct millennial-scale changes in sea surface hydrography during marine isotope stages (MIS) 10 through 12 (~340--440 ka). The difference in the δ18O records provides a measure of the thermal gradient from the mixed layer to the seasonal thermocline (ΔTml-tc), which we use to constrain upper ocean stratification and infer northward ocean heat transport. Late Holocene G. sacculifer and N. dutertrei δ18O values place controls on how the foraminifera record recent ocean conditions at Site 1056. In the down core record we find extreme excursions toward G. sacculifer δ18O maxima and ΔTml-tc minima throughout the entire time interval. These cold events have a similar amplitude throughout but are more frequent during the glacial than the interglacial intervals. During interglacial MIS 11 the excursions provide evidence for repeated cooling of the sea surface contributing to existing evidence for relative climate instability during interglacial intervals. During MIS 10, millennial-scale variability in the subtropical record is very similar to that observed in the subpolar North Atlantic at Site 980, perhaps related to a common forcing such as a large Northern Hemisphere ice sheet. Within the limitation of the age models the cold events of MIS 11 are almost synchronous with benthic foraminiferal δ13C minima at subtropical North Atlantic Site 1063, which suggests a general surface to deep ocean link via thermohaline circulation during this interval of time.