 Their elder surviving child, Lady Mary Grey, was born about 1678.She married, on 3 July 1695, Charles Bennet, 2nd Lord Ossulston, later created 1st Earl of Tankerville, new creation, and died on 31 May 1710.Their second daughter Lady Annabella Grey married, in 1697, John Cecil, 6th Earl of Exeter but died in August 1698 leaving no children.