Henry Grey
Henry was born in Dorset House, Westminster, England.  He died in Northumberland, England.

 Frances Brandon
Frances was born on July 16th, 1517 in Bishop's Hatfield, , Hartfordshire, England.  She died at the age of 42 on November 21st, 1559 in Northumberland, England.

 Mary Grey
Mary was born in 1543 in Beldgate Hall, Northumberland, England.  She died at the age of 35 on April 20th, 1578 in London, Middlesex, England.