PAGE 1 000 B000000 03/31/2004 000 C000000 0000790202 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 FIRST FINANCIAL FUND, INC 001 B000000 811-4605 001 C000000 3034445483 002 A000000 1680 38TH STREET, SUITE 800 002 B000000 BOULDER 002 C000000 CO 002 D010000 80301 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 N 007 B000000 0 007 C010100 1 007 C010200 2 007 C010300 3 007 C010400 4 007 C010500 5 007 C010600 6 007 C010700 7 007 C010800 8 007 C010900 9 007 C011000 10 008 A000001 WELLINGTON MANAGEMENT COMPANY, LLP 008 B000001 A 008 C000001 801-15908 008 D010001 BOSTON 008 D020001 MA 008 D030001 02109 010 A000001 FUND ADMINISTRATIVE SERVICES, LLC 010 B000001 84-1282398 010 C010001 BOULDER 010 C020001 CO 010 C030001 80301 010 A000002 PFPC, INC. 010 B000002 84-1761 010 C010002 WESTBORO 010 C020002 MA 010 C030002 01581 012 A000001 EQUISERVE TRUST COMPANY, N.A. 012 B000001 84-5601 012 C010001 PROVIDENCE PAGE 2 012 C020001 RI 012 C030001 02941 013 A000001 KPMG LLP 013 B010001 BOSTON 013 B020001 MA 013 B030001 02110 015 A000001 PFPC TRUST COMPANY 015 B000001 C 015 C010001 PHILADELPHIA 015 C020001 PA 015 C030001 19153 015 E010001 X 015 A000002 CITIBANK 015 B000002 S 015 C010002 NEW YORK 015 C020002 NY 015 C030002 10019 015 E040002 X 018 000000 Y 019 A000000 N 019 B000000 0 020 A000001 FRIEDMAN, BILLINGS & RAMSEY 020 B000001 52-1630477 020 C000001 184 020 A000002 KEEFE BRUYETTE & WOODS, INC. 020 B000002 51-0379417 020 C000002 100 020 A000003 SANDLER O'NEIL & PARTNERS 020 B000003 13-3481277 020 C000003 96 020 A000004 LEHMAN BROTHERS SECURITIES 020 B000004 13-2518466 020 C000004 71 020 A000005 MORGAN STANLEY 020 B000005 36-3145972 020 C000005 53 020 A000006 CITIGROUP GLOBAL MARKETS 020 B000006 11-2418067 020 C000006 44 020 A000007 SIG BROKERAGE LP 020 B000007 51-0393121 020 C000007 38 020 A000008 GOLDMAN SACHS & COMPANY 020 B000008 13-5108880 020 C000008 38 020 A000009 DEUTCHE BANK SECURITIES 020 B000009 13-3692801 020 C000009 35 020 A000010 CREDIT SUISSE FIRST BOSTON 020 B000010 13-5659485 020 C000010 31 PAGE 3 021 000000 962 022 A000001 GOLDMAN, SACHS & COMPANY 022 B000001 13-5108880 022 C000001 3914305 022 D000001 0 022 A000002 LEHMAN BROTHERS INC. 022 B000002 13-2518466 022 C000002 2080800 022 D000002 0 022 A000003 DEUTCHE BANK SECURITIES 022 B000003 13-3692801 022 C000003 2011102 022 D000003 0 022 A000004 BNP PARIBAS 022 B000004 13-3661436 022 C000004 964700 022 D000004 0 022 A000005 ABN AMRO SECURITIES 022 B000005 13-3856626 022 C000005 933611 022 D000005 0 022 A000006 UBS SECURITIES 022 B000006 13-3873456 022 C000006 800702 022 D000006 0 022 A000007 CREDIT SUISSE FIRST BOSTON CORPORATION 022 B000007 13-5659485 022 C000007 411083 022 D000007 0 022 A000008 FRIEDMAN BILLINGS & RAMSEY 022 B000008 52-1630477 022 C000008 30867 022 D000008 1363 022 A000009 JP MORGAN SECURITIES 022 B000009 13-2624428 022 C000009 30405 022 D000009 0 022 A000010 MORGAN STANLEY 022 B000010 36-3145972 022 C000010 6861 022 D000010 0 023 C000000 11223918 023 D000000 1363 024 000000 Y 025 A000001 GOLDMAN SACHS 025 B000001 13-5108880 025 C000001 D 025 D000001 19600 025 D000002 0 025 D000003 0 025 D000004 0 PAGE 4 025 D000005 0 025 D000006 0 025 D000007 0 025 D000008 0 026 A000000 N 026 B000000 Y 026 C000000 N 026 D000000 Y 026 E000000 Y 026 F000000 N 026 G010000 N 026 G020000 N 026 H000000 N 027 000000 N 045 000000 Y 046 000000 N 047 000000 Y 048 000000 0.000 048 A010000 50000 048 A020000 0.750 048 B010000 0 048 B020000 0.000 048 C010000 0 048 C020000 0.000 048 D010000 0 048 D020000 0.000 048 E010000 0 048 E020000 0.000 048 F010000 0 048 F020000 0.000 048 G010000 0 048 G020000 0.000 048 H010000 0 048 H020000 0.000 048 I010000 0 048 I020000 0.000 048 J010000 0 048 J020000 0.000 048 K010000 50000 048 K020000 0.625 049 000000 N 050 000000 N 051 000000 N 052 000000 N 053 A000000 N 054 A000000 Y 054 B000000 Y 054 C000000 N 054 D000000 N 054 E000000 N 054 F000000 N PAGE 5 054 G000000 Y 054 H000000 N 054 I000000 N 054 J000000 Y 054 K000000 N 054 L000000 N 054 M000000 Y 054 N000000 N 054 O000000 Y 055 A000000 N 055 B000000 Y 056 000000 Y 057 000000 N 058 A000000 N 059 000000 Y 060 A000000 Y 060 B000000 Y 061 000000 0 062 A000000 N 062 B000000 0.0 062 C000000 0.0 062 D000000 0.0 062 E000000 0.0 062 F000000 0.0 062 G000000 0.0 062 H000000 0.0 062 I000000 0.0 062 J000000 0.0 062 K000000 0.0 062 L000000 0.0 062 M000000 0.0 062 N000000 0.0 062 O000000 0.0 062 P000000 0.0 062 Q000000 0.0 062 R000000 0.0 066 A000000 Y 066 B000000 N 066 C000000 Y 066 D000000 N 066 E000000 N 066 F000000 N 066 G000000 N 067 000000 N 068 A000000 N 068 B000000 N 069 000000 N 070 A010000 Y 070 A020000 Y 070 B010000 N 070 B020000 N PAGE 6 070 C010000 N 070 C020000 N 070 D010000 Y 070 D020000 N 070 E010000 N 070 E020000 N 070 F010000 N 070 F020000 N 070 G010000 N 070 G020000 N 070 H010000 N 070 H020000 N 070 I010000 N 070 I020000 N 070 J010000 Y 070 J020000 Y 070 K010000 N 070 K020000 N 070 L010000 Y 070 L020000 Y 070 M010000 Y 070 M020000 Y 070 N010000 N 070 N020000 N 070 O010000 Y 070 O020000 Y 070 P010000 Y 070 P020000 N 070 Q010000 N 070 Q020000 N 070 R010000 N 070 R020000 N 071 A000000 323187 071 B000000 365255 071 C000000 371060 071 D000000 87 072 A000000 12 072 B000000 595 072 C000000 7267 072 D000000 0 072 E000000 0 072 F000000 2649 072 G000000 495 072 H000000 0 072 I000000 37 072 J000000 115 072 K000000 0 072 L000000 0 072 M000000 101 072 N000000 0 072 O000000 0 PAGE 7 072 P000000 30 072 Q000000 0 072 R000000 28 072 S000000 574 072 T000000 0 072 U000000 0 072 V000000 0 072 W000000 388 072 X000000 4417 072 Y000000 0 072 Z000000 3445 072AA000000 90698 072BB000000 0 072CC010000 79698 072CC020000 0 072DD010000 3576 072DD020000 0 072EE000000 59098 073 A010000 0.1570 073 A020000 0.0000 073 B000000 2.5930 073 C000000 0.0000 074 A000000 92 074 B000000 19600 074 C000000 0 074 D000000 3665 074 E000000 5910 074 F000000 426123 074 G000000 0 074 H000000 0 074 I000000 18 074 J000000 3915 074 K000000 0 074 L000000 598 074 M000000 216 074 N000000 460137 074 O000000 20686 074 P000000 686 074 Q000000 0 074 R010000 0 074 R020000 0 074 R030000 0 074 R040000 192 074 S000000 0 074 T000000 438573 074 U010000 22791 074 U020000 0 074 V010000 19.24 074 V020000 0.00 074 W000000 0.0000 074 X000000 950 PAGE 8 074 Y000000 0 075 A000000 0 075 B000000 400585 076 000000 18.30 077 A000000 Y 077 B000000 Y 077 K000000 Y 078 000000 N 080 A000000 TRAVELERS CASUALTY AND SURETY COMPANY 080 B000000 NONE 080 C000000 1200 081 A000000 Y 081 B000000 2 082 A000000 N 082 B000000 0 083 A000000 N 083 B000000 0 084 A000000 N 084 B000000 0 085 A000000 Y 085 B000000 N 086 A010000 0 086 A020000 0 086 B010000 785 086 B020000 11984 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 086 F010000 0 086 F020000 0 087 A010000 COMMON STOCK 087 A020000 320228109 087 A030000 FF 088 A000000 N 088 B000000 N 088 C000000 N 088 D000000 N SIGNATURE CARL JOHNS TITLE VICE PRESIDENT