As she traded with Sierra Leone, a French privateer captured her, though the British Royal Navy recaptured her only days later.

[7] The Peace of Amiens having taken effect in early 1802, Nancy's new owners, operating out of Kingston upon Hull, started trading with France.

With the resumption of war with France, they started trading more widely, sailing Nancy to the Mediterranean, the Baltic, and finally, the West Indies.

On 7 June 1805, Nancy, Cook, master, sailed from Antigua in a convoy of 15 merchantmen under the escort of HMS Netley and Barbadoes.

The two British warships managed to escape, but Villeneuve's fleet captured the entire convoy, valued at some five million pounds.