Catherine Grey 
Catherine's father was Thomas Grey (2nd Marquess of Dorset) and her mother was Margaret Wotton. Her paternal grandparents were Thomas Grey (1st Marquess of Dorset) and Cecily Bonville. She had a brother named Henry.General Notes
Henry Fitzalan, 19th Earl of Arundel, was first married to Katherine Grey, daughter of Thomas Grey, 2nd Marquess of Dorset, and Margaret Wotton. By her he had three children:
Henry FitzAlan, styled Lord Maltravers (1538–1556)
Jane FitzAlan (d. 1576/7), who married John Lumley, 1st Baron Lumley
Mary FitzAlan (d. 1557), who married Thomas Howard, 4th Duke of Norfolk, and whose son Philip, eventually inherited the Earldom of Arundel.
His second wife was Mary, daughter of Sir John Arundell of a prominent Cornish family, and widow of Robert Radcliffe, 1st Earl of Sussex. They had no children.
Details of Catherine's family with Henry FitzAlan (19th Earl of Arundel)
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