The first major white settlements in the colony of New South Wales were at Sydney and Norfolk Island. The Judge-Advocate, David Collins, returned to England in 1796, later publishing his Account of the Settlement. However, financial problems and desire for active service led to agitation for a further appointment.
He was appointed to lead a settlement at the newly-discovered Port Phillip Bay. A party of convicts and free settlers was assembled and two ships provided – HMS Calcutta and the storeship Ocean. The two ships arrived at Port Phillip on October 7 and 9, 1803, anchoring at Sullivan’s Bay near present-day Sorrento, Victoria.
On October 16, people and supplies were disembarked and the First Settlement at Port Phillip was established. Amongst the convicts was John Pascoe Fawkner, with his parents. He was later to be prominent in the foundation of Melbourne. The convict William Buckley was one of the escapees who was never recaptured. Thirty years later, he was found living with the Aboriginals in the Geelong area.
Despite explorations round the Bay, it was not felt that a settlement was sustainable in the area. David Collins decided they should move to the Derwent in Van Diemen’s Land. A party of convicts volunteered to row a ship’s boat to Sydney and they left under the command of William Collins, carrying letters to Philip Gidley King. Having covered most of the journey, they were overtaken by Ocean and towed the rest of the way.
King gave his consent to the move. The settlement was transferred to Sullivan’s Bay on the Derwent in Ocean and Lady Nelson. So the third major settlement in the colony. Hobart Town, was established in February 1804.
The Ship’s associated with the Settlements at Sorrento and Hobart Town
HMS Calcutta was the East Indiaman Warley, converted to a Royal Navy 56 gun fourth rate. Captained by Daniel Woodriffe, Calcutta sailed from Spithead on 28 April 1803, accompanied by Ocean. Aboard Calcutta was a crew of 150 and 307 male convicts, along with David Collins, the Reverend Robert Knopwood who keep a journal of the voyage, civil officers, marines, and some 30 wives and children of the convicts. Eight Convicts died on the voyage before they reached Port Phillip.

The HMS Calcutta and the Ocean at anchor in Port Phillip from a painting by Dacre Smyth
Ocean was an English three-masted merchant ship and whaler built in 1794 at South Shields, England. She carried 100 people along with supplies for the new settlement, included were a group of skilled free settlers.
On 12 October 1803, Calcutta arrived at its destination, to find Ocean, whom they had lost contact with two months previously, laying at anchor.
Lady Nelson was the first ship fitted with sliding keels, designed by Sir John Schanck. She was thus able to raise her keels and sail into very shallow waters. Commanded by Lieut. James Grant, this tiny Brig ship of 60 tons, sailed from England in 1800 and made the first West to East passage through Bass Strait, so opening up a shorter route from England.
In 1801, she left Sydney again for Southern waters. On March 30, Grant sailed into Westernport and discovered Churchill Island. There he planted the first European crops in the area.
Commanded by Lieut. John Murray, Lady Nelson once again sailed to Westernport and found most of the crops on Churchill Island were thriving. On February 14, 1802, Murray entered the new Bay he had found, Port Phillip, and anchored in what later was to be Sullivan’s Bay off Sorrento.
…we had a good view of this Spacious Harbour: the entrance is wide enough to work any vessel in, but a ten fathom bar stretches itself a good way across, and with a strong tide out and the Wind in the ripple, is such as to cause a stranger to suspect Rocks or Shoals ahead. We carried in with us Water from fourteen to sixteen fathoms. Kept standing up the Port with all sails set.
From the Log of Lady Nelson as recorded by Lieutenant John Murray
Monday 15th February, 1802
In 1803-04, Lady Nelson assisted in the removal of the First Settlement at Sullivan’s Bay to the Derwent – thus she and Ocean constituted Tasmania’s First Fleet. Later Lady Nelson was one of the ships transferring settlers from Norfolk Island to Van Diemen’s Land.

Replica Lady Nelson Port Phillip Bay by H Timbury
Articles taken from the First Fleet Folio, August 1990
Note:
Many members had ancestors who sailed aboard these three ships, whether convict or free. Calcutta convicts married daughters of the First Fleeters-Norfolk Islanders who were relocated to the Derwent.
Members of the First Fleet Fellowship have been involved in three re-enactment at Sorrento with sailings on the replica Lady Nelson.

200th Re-enactment Anniversary at Sorrento, 12 October 2003. Gathering of First Fleeters who participated in the proceedings
Further reading on the Settlement
Tipping, Marjorie Convicts Unbounded, the story of the Calcutta convicts and their settlement in Australia