The Bellona was built on the Thames in 1782 and registered to London merchants William Boyd, William Hamilton, Michael Tonnay and John Brickwood. There were three decks and she was 113ft 5 1/2 inches in length, 30ft 10 1/2inches in breadth.
In 1792 the Bellona was taken up by the British East India Company. On the first of these voyages she transported seventeen female convicts and five free settlers and their families to the colony of New South Wales. The Bellona was the next vessel to bring female prisoners to New South Wales after the Kitty.
Of the seventeen convicts, the following were delivered on board the Bellona at Deptford on the 28th July 1792 -
Esther Jane Hardy
Mary Ann Grecian
Sarah Pulson and
Jane Dunstan (see London Lives)
Departure from England
The Bellona sailed from Gravesend, England on 8th August 1792 and reached Rio de Janeiro on 18th October 1792.
Arrival at Port Jackson
After a voyage of five months they anchored in Sydney Cove on 16th January 1793.
The arrival was mentioned in The History of New South Wales.......
Among other articles by the Bellona, five pipes of port wine and a quantity of rum were received, being consigned to the governor, for the purpose of being sold to the officers of the civil and military establishments at prime cost; and three thousand pounds of tobacco, for the use of the soldiers of the garrison, and others.
The shameful impositions which had been practised by many who had carried out articles for sale in the colony, and the advantage which in too many instances had been taken of their necessities, had been properly stated at home, and this measure had been adopted by government for their accommodation. The wine was immediately distributed; coming to the officers, after every expence, at £19 10s. per hogshead, and the rum at five shillings per gallon. The tobacco was likely to remain for some time undisposed of, as a quantity had been before taken to the settlement, and was selling at a lower price than could be taken for that imported by this ship; and tobacco had formed a material article of the different investments in the Britannia.
On the landing of the Bellona's cargo, much of it was found to be damaged; the ship had been overloaded, and had met with very boisterous weather on her passage. This practice of crowding too much into one ship, had in many instances been very prejudicial to the colony; in the present instance, of the Russia Duck (which government had ordered for the frocks and trowsers of the convicts, instead of the Osnaburgs (so much complained of) sixty-eight bales, containing thirteen thousand one hundred and forty-eight yards, and which was most excellent of its kind, were damaged; sixty-nine casks of flour also were found to be much injured. Of seventy-six hogsheads of molasses, eleven hundred and seventy-two gallons were found to have leaked out; one hundred and ninety-eight gallons of wine, and seventy-nine gallons of rum were deficient, owing to improper stowage; three hundred and thirty-five hammocks, thirteen rugs, five hundred and twenty-seven yards of brown cloths, and one case of stationary, were rendered totally unfit for use. Of these articles, there was not one which in its proper state would not have been most valuable; and when the expence attending their conveyance, the inconvenience that must be felt for the want of every damaged article, and the impossibility of getting them replaced for a great length of time, were considered, it was difficult to ascertain their precise value. 
Five free settlers with their families came on the Bellona. They were the first free settlers to arrive in the colony.
David Collins described the farms of the Bellona free settlers Thomas Rose, wife and family, Frederick Meredith, Joseph and Thomas Webb and Edward Powell in An Account of the English Colony in NSW....
February. The settlers who came out in the Bellona having fixed on a situation at the upper part of the harbour above the Flats, and on the south side, their different allotments were surveyed and marked out; and early in this month they took possession of their grounds. Being all free people, one convict excepted, who was allowed to settle with them, they gave the appellation of ' Liberty Plain' to the district in which their farms were situated. The most respectable of these people, and apparently the best calculated for a bonifide settler, was Thomas Rose, a farmer from Dorsetshire, who came out with his family, consisting of his wife and four children. An allotment of one hundred and twenty acres was marked out for him. With him came also Frederic Meredith, who formerly belonged to the Sirius, Thomas Webb, who also belonged to the Sirius, with his nephew, and Edward Powell, who had formerly been here in the Lady Juliana transport. Powell having since his arrival married a free woman, who came out with the farmer's family, and Webb having brought a wife with him, had allotments of eighty acres marked out for each; the others had sixty each. 
Elizabeth Powell (came free per Bellona) is listed as a housekeeper residing in Kent St. Sydney in 1828 census.
In the 1825 muster Mary and Paul Randall of Richmond are listed as arriving free on the Bellona.
Two of the free settlers Joseph and Thomas Webb are mentioned in the Old Sydney Burial Ground records. In May 1795 Thomas Webb was killed by natives on the banks of the Hawkesbury River and later buried in the Old Sydney Burial Ground
Female convicts of the Bellona......
Margaret Allen - Convicted London 26 Oct. 1791; 14 yrs
Sarah Bond - Convicted London 23 May 1792; 7 yrs
Catherine Buckley - Convicted Middlesex 23 May 1792; 7 yrs
Ann Case - Convicted Lancaster 18 July 1792; 7 yrs
Jane Dunstan - Convicted Middlesex July 1792; 7yrs
Mary Ann Grecian - Convicted Middlesex May 1792; Life
Esther Jane Hardy - Convicted Middlesex May 1792; Life
Ann Holloway - Convicted Hants 6 January 1792; 7 yrs
Elizabeth Matthews - Convicted Middlesex May 1792; 7 yrs
Sarah Mason - Convicted Middlesex June 1792 with Lydia Stephens; sentence 14 yrs. In 1810 Sarah received her Certificate of Freedom being restored to all the Rights of a Free Subject in consequence of her terms of transportation being expired. In 1811 Sarah Mason married Frederick Meredith one of the free single men on the Bellona. Frederick Meredith first came to the colony on the Scarborough in 1788 and returned on this voyage in 1793..
Janette Maria Newman - Convicted Devon 7 June 1790; 7 yrs
Mary O'Brien - Convicted Devon 22 August 1791; 7 yrs
Sarah Pulson - Convicted Middlesex July 1792; 7 yrs
Mary Randall - Convicted Middlesex May 1792; 14 yrs
Lydia Stevens - Convicted Middlesex July 1792; 14 yrs
Betty Thomas - Convicted Devon 22 August 1791; 14 yrs. More about Betty Thomas here
Hannah Warburton - Age 32. Convicted of highway robbery and stealing shoes. Middlesex May 1792; 7 yrs. (possibly Hannah (age 72) and William (age 54) Hardman residing at Evan in 1828.)
Bellona Captured in 1811
The Bellona was captured by the French privateer Invincible Napoleon when on the passage from London to Florida in 1811. She was set on fire and scuttled.
Notes and Links
1). The National Archives records the following information about the voyages of the Bellona - Extra ship, built by Woolcombe, measured 1795, 3 decks, length 113ft 5 1/2in, keel 90ft, breadth 30ft 10 1/2in, hold 10ft 6in, wing transom 19ft 9in, waist 1ft 1in, between decks 6ft 1in, roundhouse 6ft 2in, deck range 84ft, 456 tons. Voyages: (1) 1791/2 New South Wales and China. Capt Mathew Boyd. Downs 8 Aug 1792 - 18 Oct Rio de Janeiro - 16 Jan 1793 Port Jackson - 16 May Penang - 23 Jun Malacca - 22 Jul Whampoa - 20 Dec Second Bar - 20 Apr 1794 St Helena - 20 Jul Galway - 30 Aug Long Reach. (2) 1794/5 Bengal. Capt William Ward Farrer. Downs 12 Jul 1795 - 7 Dec Calcutta - 3 Feb 1796 Saugor - 18 Apr Cape - 5 May St Helena - 8 Aug Long Reach. (3) 1796/7 Madras and Amboina. Capt William Ward Farrer. Downs 3 Oct 1796-12 Feb 1797 Madras - 11 Mar Trincomalee - 21 Mar Pondicherry - 26 Mar Madras - 6 Jun Malacca - 19 Aug Amboina 1 Jan 1798 - 17 Mar Cape - 15 Apr St Helena - 25 Jun Cork - 10 Jul Long Reach. (4) 1800/1 Madras and Bengal. Capt Edwin Lamb. Downs 14 Jan 1801 - 17 Jun Madras - 24 Jun Calcutta - 8 Sep Saugor - 1 Jan 1802 St Helena - 3 Mar Gravesend.