From the Wikipedia page 
Lady Katherine Percy (18 May 1423 – c. 1475) was the daughter of Henry Percy, 2nd Earl of Northumberland and Lady Eleanor Neville.
Her maternal grandparents were Ralph Neville, 1st Earl of Westmorland and his second wife Joan Beaufort, a legitimized daughter of John of Gaunt.
She married Edmund Grey, 1st Earl of Kent and had seven children:
- Mary Grey (1440–1474);
- Anthony Grey (1446–1480), married Eleanor Woodville, daughter of Richard Woodville, 1st Earl Rivers;
- Elizabeth Grey (d. 1472), married Sir Robert Greystoke;
- Anne Grey (b. 1450), married John Grey, 8th Baron Grey de Wilton;
- George Grey, 2nd Earl of Kent (1454–1505), married Anne Woodville;
- John Grey (1455–1484);
- Edmund Grey (b. 1457).