What is Alex's ethnicity, exactly?

Alex has said she is Greek, Jewish, Swedish, and... what else?

I remember her saying she was Jewish because her grandparents were killed in the Holocaust (but I could have this wrong). I feel like she said her Greek grandparents were the Jewish ones (again, I could be totally wrong), but now she's at a Greek Orthodox church baptizing Liliette? Or do I have this totally wrong and she is Jewish on her dad's side? Or did she never say that and I am tripping?