The Regiment was also present at the taking of Liege, on October 23rd. Before going into winter quarters one squadron acted as a body-guard to Marlborough in visiting Venloo and Ruremonde. The Regiment wintered in Dutch Brabant. Before the end of April, 1703, the Regiment took the field again and encamped near Hamont, in the province of Limburg, from whence they marched to Lardner Heath, afterwards to Château D'Horn, near Ruremonde, and on May 7th they reached near to Tongres. In the meanwhile a party of English cavalry, escorting a quantity of specie for the Army, was attacked and defeated by a detachment of French troops, who captured the treasure. The Greys were instantly ordered out, and dashing across the country intercepted and defeated the French troops and returned with the specie in triumph back to camp. Next the Regiment was sent towards Bonn, then being besieged. After the taking of Bonn it joined the main army near Maestricht on May 21st. The Regiment was engaged in the siege of Limburg, which fell on September 28th. When the famous campaign of 1704 opened Lord John Hay, son of the Marquis of Tweeddale, became, by purchase, Colonel in succession to Viscount Teviot. During the operations under Marlborough on the Dutch frontiers a body of French troops passed the Black Forest and, joining the Bavarians, gained several advantages over the Austrians, endangering the Imperial throne. In April, 1704, the Greys, joined by a remount from Scotland, marched to Bedburgh on the Lower Rhine, where they were reviewed by Marlborough, and on May 19th began its march on that important expedition. To keep the enemy in suspense, the troops proceeded towards the Moselle, but on the 25th May changed their route, and marched to Coblentz. Having crossed the Rhine and the Moselle, Marlborough pushed forward in advance with the cavalry for the Danube, ordering the infantry to follow. Continuing their march through the States of Germany, the regiments crossed the Necker in the early part of June, while the rapidity of their movements and the secrecy of their design filled all Europe with wonder and anxiety, and the enemy appeared confused and lost in doubt and conjecture.