According to her Wikipedia article, she "was lady-in-waiting to each of Henry VIII of England's six wives. She was the younger sister of his sixth wife, Catherine Parr.”
From Wikimedia.
Lady Anne wears what may be the liner of a French hood under a dark, probably padded, cap.
Keywords: Holbein - Hans the Younger, Anne Parr, Anne Herbert, Countess of Pembroke, Baroness Herbert of Cardiff, Parr family, Herbert family, Countess, English, Lady-in-Waiting, Catherine of Aragon, Anne Boleyn, Jane Seymour, Anne of Cleves, Katherine Howard, Katherine Parr, straight coiffure, French hood, liner, cap, necklace, split partlet, high neckline, neckline ruff, vest upper nodice, close sleeves, fitted bodice, square neckline