The Stepneys originated from the London suburb of that name, but by the mid-15th century a branch of the family was settled at St Albans in Hertfordshire, subsequently owning the manor of Aldenham from 1546 to 1589. The Welsh branch was established by Alban Stepney, a young lawyer who came to Pembrokeshire in 1559 with his relation by marriage Richard Davies, Bishop of St David's. More @Wikipedia
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