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Catherine Sheffield, Duchess of Buckingham and Normanby, known as Lady Catherine Darnley until 1699 and as Catherine Annesley, Countess of Anglesey, from 1699 to 1706, was an English Jacobite noblewoman, and the acknowledged illegitimate daughter of James Stuart, Duke of York, later King James II, by his mistress Catherine Sedley, Countess of Dorchester. By royal warrant she was granted the precedence of a duke’s daughter, and through her father was half-sister to Queen Mary II, Queen Anne and James Francis Edward Stuart.