 In 1603 Elizabeth travelled to Berwick upon Tweed with other courtiers in an official party to welcome Anne of Denmark.These were chosen by the Privy Council, following the order of King James of 15 April 1603.The group consisted of two countesses, Frances Howard, Countess of Kildare, Elizabeth, Countess of Worcester; two baronesses Philadelphia, Lady Scrope and Penelope, Lady Rich; and two ladies Anne Herbert, a daughter of Henry Herbert, 2nd Earl of Pembroke, and Audrey Walsingham.