First Trust MLP and Energy Income Fund : Holdings as of 1/31/2021

First Trust MLP and Energy Income Fund (FEI)

Portfolio of Investments

January 31, 2021 (Unaudited)

Shares/
Units		Description			Value
COMMON STOCKS (a) - 63.7%
		Construction & Engineering - 0.3%
11,000		Quanta Services, Inc.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . $	775,170
		Electric Utilities - 13.6%
109,100		Alliant Energy Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	5,307,715
23,000		American Electric Power Co., Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	1,860,930
26,800		Duke Energy Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	2,519,200
47,500		Emera, Inc. (CAD) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	1,986,178
84,400		Enel S.p.A., ADR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	837,248
22,200		Eversource Energy (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	1,942,500
170,000		Exelon Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	7,065,200
45,100		Fortis, Inc. (CAD) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	1,824,103
15,000		Iberdrola S.A., ADR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	815,550
45,400		IDACORP, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	4,008,820
13,600		NextEra Energy, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	1,099,832
6,200		Orsted A/S, ADR. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	391,840
342,200		PPL Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	9,468,674
43,400		Southern (The) Co.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	2,557,128
28,000		Xcel Energy, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	1,791,720
					43,476,638
		Gas Utilities - 8.3%
572,200	AltaGas Ltd. (CAD) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	8,497,422
78,400	Atmos Energy Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	6,977,600
150,000	New Jersey Resources Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	5,251,500
56,500	ONE Gas, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	4,131,845
50,000	UGI Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	1,799,500
					26,657,867
	Independent Power & Renewable Electricity Producers - 0.4%
47,900	EDP Renovaveis S.A. (EUR) (c) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .		1,311,790
	Multi-Utilities - 17.6%
325,000	CenterPoint Energy, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	6,854,250
43,000	CMS Energy Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	2,445,840
88,400	Dominion Energy, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	6,443,476
14,000	DTE Energy Co. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	1,662,080
333,800	Public Service Enterprise Group, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	18,836,334
162,500	Sempra Energy (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	20,111,000
					56,352,980
	Oil, Gas & Consumable Fuels - 23.2%
30,000	Cheniere Energy, Inc. (d) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	1,899,900
359,873	Enbridge, Inc. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	12,091,733
305,695	Equitrans Midstream Corp.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	2,032,872
75,000	GasLog Ltd.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	307,500
259,996	Keyera Corp. (CAD) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	4,883,757
740,543	Kinder Morgan, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	10,426,845
290,047		ONEOK, Inc. (b). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	11,552,572
276,563		TC Energy Corp. (b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	11,872,849
897,747		Williams (The) Cos., Inc. (b). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	19,059,169
					74,127,197

First Trust MLP and Energy Income Fund (FEI)

Portfolio of Investments (Continued)

January 31, 2021 (Unaudited)

Shares/
Units		Description										Value
COMMON STOCKS (a) (Continued)
		Water Utilities - 0.3%
6,500		American Water Works Co., Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	. . . . . . . . . . . . . . . $	1,033,630
		. . . . . . . . . . . . . . . . . . . .Total Common Stocks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	. . . . . . . . . . . . . . . . . . . . . . . . . . . . .			203,735,272
		(Cost $197,876,697)
MASTER LIMITED PARTNERSHIPS (a) - 58.9%
		Chemicals - 3.5%
469,120		Westlake Chemical Partners, L.P. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			11,174,438
		Gas Utilities - 1.0%
204,400		Suburban Propane Partners, L.P. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			3,137,540
		Independent Power & Renewable Electricity Producers - 2.8%
108,689		NextEra Energy Partners, L.P. (e) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			8,858,153
		Oil, Gas & Consumable Fuels - 51.6%
503,993		BP Midstream Partners, L.P. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			5,876,558
431,700		Cheniere Energy Partners, L.P. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			16,896,738
59,409		Energy Transfer, L.P. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	. . . . . . . . . . . . . .	. . . . . . . . . . . . . . .			372,495
1,832,041		Enterprise Products Partners, L.P. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			37,062,190
18,000		Hess Midstream, L.P., Class A (e). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			375,660
510,013		Holly Energy Partners, L.P. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			7,425,789
986,895		Magellan Midstream Partners, L.P. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			43,877,352
127,700		Phillips 66 Partners, L.P. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			3,207,824
1,346,000		Plains All American Pipeline, L.P. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			11,266,020
707,332		Shell Midstream Partners, L.P. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			8,162,611
1,023,816		TC PipeLines, L.P. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			30,397,097
30,000		Teekay LNG Partners, L.P. (e) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			371,700
														165,292,034
		. . . . . . . . . . . . . . . . . . . .Total Master Limited Partnerships. . . . . . . . . . . . . . . . .	. . . . . . . . . . . . . . . . . . . . . . . . . . . . .			188,462,165
		(Cost $157,094,458)
		Total Investments - 122.6% . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			392,197,437
Number of	(Cost $354,971,155) (f)	Notional			Exercise	Expiration
Contracts	Description			Amount				Price		Date			Value
CALL OPTIONS WRITTEN - (0.3)%
(230)	American Electric Power Co., Inc.. . . . . . . . . . . . . . . . . . . $	(1,860,930)	$	87.50		Feb 2021	(2,300)
(430)	CMS Energy Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	(2,445,840)			65.00		Mar 2021	(8,600)
(2,000)	Enbridge, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	(6,720,000)			35.00		Feb 2021	(70,000)
(1,598)	Enbridge, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	(5,369,280)			37.50		Mar 2021	(36,754)
(222)	Eversource Energy. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	(1,942,500)			90.00		Feb 2021	(41,070)
(136)	NextEra Energy, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	(1,099,832)			82.50		Feb 2021	(23,800)
(1,800)	ONEOK, Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	(7,169,400)			48.00		Feb 2021	(40,500)
(1,400)	PPL Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	(3,873,800)			28.00		Feb 2021	(98,000)
(2,022)	PPL Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	(5,594,874)			30.00		Mar 2021	(50,550)
(1,325)	Sempra Energy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	(16,398,200)			130.00		Feb 2021	(218,625)
(2,765)	TC Energy Corp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	(11,870,145)			45.00		Mar 2021	(345,625)
(3,000)	Williams (The) Cos., Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . .	(6,369,000)			22.00		Feb 2021	(135,000)
(3,000)	Williams (The) Cos., Inc. . . . . . . . . . . . . . . . . . . . . . . . . . . . .	(6,369,000)			24.00	Feb 2021	(21,000)

First Trust MLP and Energy Income Fund (FEI)

Portfolio of Investments (Continued)

January 31, 2021 (Unaudited)

Number of							Notional			Exercise	Expiration
Contracts		Description			Amount				Price		Date						Value
CALL OPTIONS WRITTEN (Continued)
(280) Xcel Energy, Inc. . .	. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	.	$ (1,791,720)	$	70.00		Mar 2021		$	(18,200)
	Total Call Options Written
	. . . . . . . . . . . . . .	.	. . . . . . . . . . . . . .	.					(1,110,024)
	(Premiums received $1,324,166)
	Outstanding Loans - (24.6)% . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	. . . . . . . . . . . . . .	.	. . . . . . . . . . . . . .	.					(78,800,000)
	Net Other Assets and Liabilities - 2.3% . . . . . . . . . . . . . . . . . . . . . . . . . . . .	.	.	. . . . . . . . . . . . . .	.	. . . . . . . . . . . . . .	.					7,723,463
	. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .Net Assets - 100.0%	. . . . . . . . . . . . . .	.	. . . . . . . . . . . . . .	.	$ 320,010,876
Interest Rate Swap Agreements:
																						Unrealized
																						Appreciation
													Notional				(Depreciation)/
Counterparty			Rate Receivable		Expiration Date	Amount	Rate Payable					Value
Bank of Nova Scotia (1)			0.144% (2)			09/03/24				$(47,000,000)	2.367%(3)	$(3,697,354)
Bank of Nova Scotia (1)	0.132% (2)		10/08/23				(10,250,000)	2.734%(3)					(738,332)
N/A (4) (5)	0.080% (6)		10/21/22				3,506,783			0.042%(7)					1,321
N/A (4) (5)	0.080% (6)		10/21/25				411,980		0.050%(8)					221
													$ 61,168,763							$(4,434,144)

1. Payment frequency is monthly
2. 1 month LIBOR
3. Fixed Rate
4. Centrally cleared on the Chicago Mercantile Exchange
5. No cash payments are made by either party prior to the expiration dates shown above
6. Federal Funds Rate
7. SOFR + 0.00183%
8. SOFR + 0.01036%

1. All of these securities are available to serve as collateral for the outstanding loans.
2. All or a portion of this security's position represents cover for outstanding options written.
3. This security is fair valued by the Advisor's Pricing Committee in accordance with procedures adopted by the Fund's Board of Trustees, and in accordance with the provisions of the Investment Company Act of 1940, as amended. At January 31, 2021, the security noted as such is valued at $1,311,790 or 0.4% of net assets. The security is fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets' close and the New York Stock Exchange close exceeding a certain threshold. On days when this threshold is not exceeded, the security is typically valued at the last sale price on the exchange on which it is principally traded.
4. Non-incomeproducing security.
5. This security is taxed as a "C" corporation for federal income tax purposes.
6. Aggregate cost for federal income tax purposes was $289,921,424. As of January 31, 2021, the aggregate gross unrealized appreciation for all investments in which there was an excess of value over tax cost was $110,460,229 and the aggregate gross unrealized depreciation for all investments in which there was an excess of tax cost over value was $13,728,384. The net unrealized appreciation was $96,731,845. The unrealized amounts presented are inclusive of derivative contracts.

ADR	American Depositary Receipt
CAD	Canadian Dollar
LIBOR	London Interbank Offered Rate
SOFR	Secured Overnight Financing Rate

First Trust MLP and Energy Income Fund (FEI)

Portfolio of Investments (Continued)

January 31, 2021 (Unaudited)

Valuation Inputs

The Fund is subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:

• Level 1 - Level 1 inputs are quoted prices in active markets for identical investments.
• Level 2 - Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.)
• Level 3 - Level 3 inputs are unobservable inputs that may reflect the reporting entity's own assumptions about the assumptions that market participants would use in pricing the investment.

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.

A summary of the inputs used to value the Fund's investments as of January 31, 2021 is as follows:

	ASSETS TABLE
							Level 2	Level 3
			Total		Level 1	Significant	Significant
			Value at		Quoted	Observable	Unobservable
			1/31/2021		Prices		Inputs	Inputs
Common Stocks:
Independent Power & Renewable Electricity Producers . .	$	1,311,790	$	-	$	1,311,790	$ -
Other industry categories*. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			202,423,482		202,423,482		-	-
Master Limited Partnerships* . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			188,462,165		188,462,165		-	-
Total Investments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .			392,197,437		390,885,647		1,311,790	-
Interest Rate Swap Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . .			1,542		-		1,542	-
Total. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .		$	392,198,979	$	390,885,647	$	1,313,332	$ -
LIABILITIES TABLE
							Level 2	Level 3
			Total		Level 1	Significant	Significant
			Value at		Quoted	Observable	Unobservable
			1/31/2021		Prices		Inputs	Inputs
Call Options Written. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	$	(1,110,024)	$	(1,069,524)	$	(40,500)	$ -
Interest Rate Swap Agreements . . . . . . . . . . . . . . . . . . . . . . . . . . .			(4,435,686)		-		(4,435,686)	-
Total. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .	$	(5,545,710)	$	(1,069,524)	$ (4,476,186)	$ -

* See Portfolio of Investments for industry breakout.