When he left Valencia to extricate the king from his difficulties he had ordered it to be sent after him to Guadalaxara.

When it arrived at Cuenca, General Wyndham, who commanded there, forwarded it with a small escort; but it was attacked while passing through the town of Huete by a party of the Duke of Berwick's troopers.
The earl was furious at the news.

Not only were all his personal effects, jewels, and uniforms lost, but his spare horses, carriages, and mules.

Upon making inquiry he found that the troopers of Berwick had been aided by the inhabitants of Huete, who had given information to the troopers and shared in the plunder.

His first impulse was to burn the town to the ground, and as when he arrived there he was joined by Wyndham's force, he had ample power to do so.
He immediately summoned the magistrates and clergy to meet him, and told them in decided terms that they must find his baggage and the rogues that had stolen it.