Lady Catherine Grey

Catherine Seymour, Countess of Hertford , born Lady Catherine Grey, was the younger sister of Lady Jane Grey.

Lady Catherine was born at Bradgate Park, near Leicester, the second surviving daughter of Henry Grey, 1st Duke of Suffolk, by his marriage to Lady Frances Brandon. She was the younger sister of Lady Jane Grey and elder sister of Lady Mary Grey. Catherine Greys maternal grandparents were Charles Brandon, 1st Duke of Suffolk and Mary Tudor , younger daughter of Henry VII.

Source: Wikipedia