a convent
... that Philip II of Spain approved funds for a convent because his illegitimate daughter was living there?
... that <a href="./Philip_II_of_Spain" id="mwAlU" rel="mw:WikiLink" title="Philip II of Spain">Philip II of Spain</a> approved funds for <b id="mwAlY"><a class="mw-redirect" href="./Parish_of_Jesús_María_and_Our_Lady_of_Mercy" id="mwAlc" rel="mw:WikiLink" title="Parish of Jesús María and Our Lady of Mercy">a convent</a></b> because his illegitimate daughter was living there?