Quoting from her Wikipedia article, "Catherine was the only daughter of Restoration hellrake and poet Sir Charles Sedley. She grew up 'notoriously plain.' While her father roistered around England, her mother spiraled into insanity until she entered a Psychiatric hospital in Catherine's early teens. At this low point in her life, Sir Charles consoled his daughter by introducing a common-law wife into the family and ejecting Catherine from the house.
She landed a job with Italian Princess Mary of Modena, who had just married James, Duke of York, heir to the British throne. This eventually led to an affair with him. She was bewildered at having been chosen by James. 'It cannot be my beauty for he must see I have none,' she remarked incredulously. 'And it cannot be my wit, for he has not enough to know that I have any.'
...By James II, Lady Dorchester had a daughter Lady Catherine Darnley (died 1743), who married James Annesley, 3rd Earl of Anglesey, and after his death married John Sheffield, 1st Duke of Buckingham and Normanby. Through Catherine, her daughter by her first husband, she was the ancestress of the Barons Mulgrave and of the Mitford sisters..."