PAGE 1 000 B000000 03/31/2003 000 C000000 0000790202 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 U 001 A000000 FIRST FINANCIAL FUND, INC. 001 B000000 811-4605 001 C000000 9733671495 002 A000000 100 MULBERRY STREET, 4TH FLOOR 002 B000000 NEWARK 002 C000000 NJ 002 D010000 07102 002 D020000 4077 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 PRUDENTIAL INVESTMENTS LLC 010 B000001 811-31104 010 C010001 NEWARK 010 C020001 NJ 010 C030001 07102 010 C040001 4077 012 A000001 EQUISERVE TRUST COMPANY, N.A. 012 B000001 84-5601 012 C010001 PROVIDENCE 012 C020001 RI 012 C030001 02941 013 A000001 PRICEWATERHOUSECOOPERS LLP PAGE 2 013 B010001 NEW YORK 013 B020001 NY 013 B030001 10036 015 A000001 STATE STREET BANK AND TRUST COMPANY 015 B000001 C 015 C010001 NORTH QUINCY 015 C020001 MA 015 C030001 02171 015 E010001 X 015 A000002 NEDCOR BANK LIMITED 015 B000002 S 015 C010002 JOHANNESBURG 015 D010002 SOUTH AFRICA 015 E040002 X 015 A000003 STANDARD BANK OF SOUTH AFRICA LIMITED 015 B000003 S 015 C010003 JOHANNESBURG 015 D010003 SOUTH AFRICA 015 E040003 X 018 000000 Y 019 A000000 N 019 B000000 0 020 A000001 FRIEDMAN, BILLINGS, RAMSEY & CO. 020 B000001 52-1630477 020 C000001 107 020 A000002 LEHMAN BROTHERS INC. 020 B000002 13-2518466 020 C000002 64 020 A000003 GOLDMAN, SACHS & CO. 020 B000003 13-5108880 020 C000003 62 020 A000004 SALOMON SMITH BARNEY INC. 020 B000004 22-1660260 020 C000004 46 020 A000005 SANDLER O'NEIL & PARTNERS, LP 020 B000005 13-3481277 020 C000005 46 020 A000006 SUSQUEHANA INVESTMENT GROUP 020 B000006 N/A 020 C000006 44 020 A000007 KEEFE BRUYETTE & WOODS, INC. 020 B000007 N/A 020 C000007 37 020 A000008 CREDIT SUISSE FIRST BOSTON CORP. 020 B000008 13-5659485 020 C000008 36 020 A000009 NATIONSBANC MONTGOMERY SECURITIES, LLC 020 B000009 N/A 020 C000009 28 020 A000010 B-TRADE SERVICES LLC 020 B000010 N/A PAGE 3 020 C000010 24 021 000000 738 022 A000001 UBS WARBURG 022 B000001 13-3154635 022 C000001 10055208 022 D000001 0 022 A000002 PARIBAS 022 B000002 13-3235334 022 C000002 2455063 022 D000002 0 022 A000003 LEHMAN BROTHERS INC. 022 B000003 13-2518466 022 C000003 344788 022 D000003 0 022 A000004 CREDIT SUISSE FIRST BOSTON CORP. 022 B000004 13-5659485 022 C000004 318759 022 D000004 0 022 A000005 JPMORGAN 022 B000005 13-3224016 022 C000005 244214 022 D000005 0 022 A000006 ABN AMRO INCORPORATED 022 B000006 N/A 022 C000006 228200 022 D000006 0 022 A000007 STATE STREET BANK & TRUST 022 B000007 N/A 022 C000007 55561 022 D000007 0 022 A000008 GOLDMAN, SACHS & CO. 022 B000008 13-5108880 022 C000008 27848 022 D000008 1723 022 A000009 FRIEDMAN, BILLINGS, RAMSEY & CO. 022 B000009 52-1630477 022 C000009 17561 022 D000009 3036 022 A000010 KEEFE BRUYETTE & WOODS INC. 022 B000010 N/A 022 C000010 11667 022 D000010 0 023 C000000 13790031 023 D000000 14183 024 000000 Y 025 A000001 FRIEDMAN BILLINGS & RAMSEY 025 B000001 52-1630477 025 C000001 E 025 D000001 2849 025 A000002 UBS WARBURG 025 B000002 13-3154635 PAGE 4 025 C000002 D 025 D000002 32800 025 A000003 DELETE 025 D000003 0 025 A000004 DELETE 025 D000004 0 025 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 028 A010000 0 028 A020000 0 028 A030000 0 028 A040000 0 028 B010000 0 028 B020000 0 028 B030000 0 028 B040000 0 028 C010000 0 028 C020000 0 028 C030000 0 028 C040000 0 028 D010000 0 028 D020000 0 028 D030000 0 028 D040000 0 028 E010000 0 028 E020000 0 028 E030000 0 028 E040000 0 028 F010000 0 028 F020000 0 028 F030000 0 028 F040000 0 028 G010000 0 028 G020000 0 028 G030000 0 028 G040000 0 028 H000000 0 030 A000000 0 030 B000000 0.00 PAGE 5 030 C000000 0.00 031 A000000 0 031 B000000 0 032 000000 0 033 000000 0 035 000000 0 036 B000000 0 038 000000 0 042 A000000 0 042 B000000 0 042 C000000 0 042 D000000 0 042 E000000 0 042 F000000 0 042 G000000 0 042 H000000 0 043 000000 0 044 000000 0 045 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 PAGE 6 054 C000000 N 054 D000000 N 054 E000000 N 054 F000000 N 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 N 055 A000000 Y 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 0.0 063 A000000 0 063 B000000 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 PAGE 7 068 B000000 N 069 000000 N 070 A010000 Y 070 A020000 Y 070 B010000 Y 070 B020000 N 070 C010000 Y 070 C020000 N 070 D010000 Y 070 D020000 N 070 E010000 Y 070 E020000 N 070 F010000 Y 070 F020000 N 070 G010000 Y 070 G020000 N 070 H010000 Y 070 H020000 N 070 I010000 Y 070 I020000 N 070 J010000 Y 070 J020000 Y 070 K010000 Y 070 K020000 N 070 L010000 Y 070 L020000 N 070 M010000 Y 070 M020000 N 070 N010000 Y 070 N020000 N 070 O010000 Y 070 O020000 Y 070 P010000 Y 070 P020000 N 070 Q010000 Y 070 Q020000 N 070 R010000 Y 070 R020000 N 071 A000000 238031 071 B000000 293905 071 C000000 322117 071 D000000 74 072 A000000 12 072 B000000 965 072 C000000 7495 072 D000000 0 072 E000000 0 072 F000000 2382 072 G000000 557 072 H000000 0 072 I000000 46 PAGE 8 072 J000000 80 072 K000000 0 072 L000000 298 072 M000000 48 072 N000000 27 072 O000000 0 072 P000000 80 072 Q000000 0 072 R000000 26 072 S000000 1093 072 T000000 0 072 U000000 0 072 V000000 0 072 W000000 165 072 X000000 4802 072 Y000000 0 072 Z000000 3658 072AA000000 61961 072BB000000 4449 072CC010000 0 072CC020000 16493 072DD010000 3937 072DD020000 0 072EE000000 65919 073 A010000 0.1700 073 A020000 0.0000 073 B000000 2.8000 073 C000000 0.0000 074 A000000 22 074 B000000 32800 074 C000000 48 074 D000000 877 074 E000000 9146 074 F000000 297357 074 G000000 0 074 H000000 0 074 I000000 0 074 J000000 0 074 K000000 0 074 L000000 370 074 M000000 174 074 N000000 340794 074 O000000 477 074 P000000 670 074 Q000000 0 074 R010000 0 074 R020000 0 074 R030000 0 074 R040000 258 074 S000000 0 074 T000000 339389 PAGE 9 074 U010000 23576 074 U020000 0 074 V010000 14.40 074 V020000 0.00 074 W000000 0.0000 074 X000000 1012 074 Y000000 0 075 A000000 0 075 B000000 371126 076 000000 13.97 077 A000000 Y 077 B000000 Y 077 C000000 N 077 D000000 N 077 E000000 Y 077 F000000 N 077 G000000 N 077 H000000 N 077 I000000 N 077 J000000 N 077 K000000 N 077 L000000 N 077 M000000 N 077 N000000 N 077 O000000 N 077 P000000 N 077 Q010000 N 077 Q020000 N 077 Q030000 Y 078 000000 N 080 A000000 ICI MUTUAL INSURANCE COMPANY 080 C000000 70000 081 A000000 Y 081 B000000 135 082 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 46 086 B020000 638 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 PAGE 10 086 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 GRACE TORRES TITLE TREASURER