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In page European maritime exploration of Australia:

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The British suspected that the reason for Baudin's expedition was to try to establish a French colony on the coast of New Holland. In response, the Lady Nelson and the whaler Albion, both under direction of Lieutenant John Bowen, sailed from Port Jackson on 31 August 1803 to establish a settlement in Van Diemen's Land, and on 10 October 1803 a convoy of two ships HMS Calcutta and Ocean led by Captain David Collins carrying 402 people entered Port Phillip and formed a settlement near Sorrento.[5] The first British to enter the bay were the crews of HMS Lady Nelson, commanded by John Murray and, ten weeks later, Investigator, commanded by Flinders, in 1802.[citation needed]