# EDGAR Filing Document

**Accession Number:** 0001556336
**File Stem:** 0001752724-23-073734
**Filing Date:** 2023-3
**Character Count:** 50387
**Document Hash:** 8831eb4c488e6a1e9a5d028a17492f2f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-073734.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-073734

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST MLP & ENERGY INCOME FUND
- **CENTRAL INDEX KEY:** 0001556336
- **IRS NUMBER:** 352455887
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22738
- **FILM NUMBER:** 23778342

**BUSINESS ADDRESS:**
- **STREET 1:** 10 WESTPORT ROAD
- **STREET 2:** SUITE C101A
- **CITY:** WILTON
- **STATE:** CT
- **ZIP:** 06897
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 E. LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIRST TRUST MLP GROWTH & INCOME FUND
- **DATE OF NAME CHANGE:** 20121004

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIRST TRUST MLP & INCOME FUND
- **DATE OF NAME CHANGE:** 20120815

## Nport-Ex

#### First Trust MLP and Energy Income Fund (FEI)<br>

#### Portfolio of Investments

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Units** | **Description** | **Value** |
| **MASTER LIMITED PARTNERSHIPS (a) – 60.9%** | **MASTER LIMITED PARTNERSHIPS (a) – 60.9%** | **MASTER LIMITED PARTNERSHIPS (a) – 60.9%** |
|  | **Chemicals – 3.2%** |  |
| &nbsp;&nbsp;539120 | Westlake Chemical Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;$13779907 |
|  | **Energy Equipment & Services – 0.4%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;74200 | USA Compression Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535940 |
|  | **Gas Utilities – 0.8%** |  |
| &nbsp;&nbsp;204400 | Suburban Propane Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225432 |
|  | **Independent Power & Renewable Electricity Producers – 1.5%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;88689 | NextEra Energy Partners, L.P. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500904 |
|  | **Oil, Gas & Consumable Fuels – 55.0%** |  |
| &nbsp;&nbsp;565423 | Cheniere Energy Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30855133 |
| 2859409 | Energy Transfer, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37972951 |
| &nbsp;&nbsp;225000 | EnLink Midstream, LLC (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2862000 |
| 2066041 | Enterprise Products Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52890650 |
| &nbsp;&nbsp;604310 | Hess Midstream, L.P., Class A (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18661093 |
| &nbsp;&nbsp;392887 | Holly Energy Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7409849 |
| &nbsp;&nbsp;799735 | Magellan Midstream Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42705849 |
| &nbsp;&nbsp;579000 | MPLX, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20218680 |
| 1286620 | Plains All American Pipeline, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16031285 |
| &nbsp;&nbsp;101069 | TXO Energy Partners, L.P. (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2263946 |
| &nbsp;&nbsp;&nbsp;&nbsp;85000 | Western Midstream Partners, L.P.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2296700 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;234168136 |
|  | **Total Master Limited Partnerships<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;259210319 |
|  | (Cost $163,237,462) |  |
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (a) – 60.0%** | **COMMON STOCKS (a) – 60.0%** | **COMMON STOCKS (a) – 60.0%** |
|  | **Construction & Engineering – 0.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;17500 | Quanta Services, Inc. (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2663325 |
|  | **Electric Utilities – 11.3%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;78100 | Alliant Energy Corp. (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4219743 |
| &nbsp;&nbsp;&nbsp;&nbsp;86950 | American Electric Power Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8169822 |
| &nbsp;&nbsp;&nbsp;&nbsp;29999 | Constellation Energy Corp. (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560715 |
| &nbsp;&nbsp;&nbsp;&nbsp;12300 | Duke Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260135 |
| &nbsp;&nbsp;&nbsp;&nbsp;14500 | Emera, Inc. (CAD)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577363 |
| &nbsp;&nbsp;590683 | Enel S.p.A., ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3443682 |
| &nbsp;&nbsp;&nbsp;&nbsp;49700 | Eversource Energy<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4091801 |
| &nbsp;&nbsp;150000 | Exelon Corp. (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6328500 |
| &nbsp;&nbsp;&nbsp;&nbsp;10100 | Fortis, Inc. (CAD)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414991 |
| &nbsp;&nbsp;&nbsp;&nbsp;14500 | Iberdrola S.A., ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681500 |
| &nbsp;&nbsp;&nbsp;&nbsp;32400 | IDACORP, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3428244 |
| &nbsp;&nbsp;&nbsp;&nbsp;32350 | NextEra Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2414280 |
| &nbsp;&nbsp;&nbsp;&nbsp;15700 | Orsted A/S, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463307 |
| &nbsp;&nbsp;&nbsp;&nbsp;86980 | PPL Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2574608 |
| &nbsp;&nbsp;&nbsp;&nbsp;76800 | Southern (The) Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5197824 |
| &nbsp;&nbsp;&nbsp;&nbsp;34500 | Xcel Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2372565 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48199080 |
|  | **Energy Equipment & Services – 0.7%** |  |
| &nbsp;&nbsp;315800 | Archrock, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3129578 |
|  | **Gas Utilities – 7.8%** |  |
| &nbsp;&nbsp;512190 | AltaGas Ltd. (CAD)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9577458 |
| &nbsp;&nbsp;&nbsp;&nbsp;42900 | Atmos Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5042466 |

---

------

#### First Trust MLP and Energy Income Fund (FEI)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value** |
| **COMMON STOCKS (a) (Continued)** | **COMMON STOCKS (a) (Continued)** | **COMMON STOCKS (a) (Continued)** |
|  | **Gas Utilities (Continued)** |  |
| 165600 | National Fuel Gas Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;$9614736 |
| &nbsp;&nbsp;72960 | New Jersey Resources Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3642163 |
| &nbsp;&nbsp;48000 | ONE Gas, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3953280 |
| &nbsp;&nbsp;32839 | UGI Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307978 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33138081 |
|  | **Independent Power & Renewable Electricity Producers – 1.3%** |  |
| &nbsp;&nbsp;93670 | AES (The) Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567495 |
| &nbsp;&nbsp;77403 | Clearway Energy, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480766 |
| &nbsp;&nbsp;17900 | EDP Renovaveis S.A. (EUR) (e)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389344 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5437605 |
|  | **Multi-Utilities – 6.6%** |  |
| 145000 | Atco Ltd., Class I (CAD)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4614107 |
| &nbsp;&nbsp;60089 | CenterPoint Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1809881 |
| &nbsp;&nbsp;39690 | CMS Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2508011 |
| &nbsp;&nbsp;41000 | DTE Energy Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4771170 |
| 134130 | Public Service Enterprise Group, Inc. (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8306671 |
| &nbsp;&nbsp;34600 | Sempra Energy (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5547418 |
| &nbsp;&nbsp;&nbsp;7360 | WEC Energy Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691766 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28249024 |
|  | **Oil, Gas & Consumable Fuels – 31.4%** |  |
| 247900 | BP PLC, ADR (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8981417 |
| &nbsp;&nbsp;21820 | Cheniere Energy, Inc. (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3333878 |
| 295500 | DT Midstream, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16152030 |
| 319873 | Enbridge, Inc. (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13105197 |
| 309996 | Keyera Corp. (CAD)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7071045 |
| 861353 | Kinder Morgan, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15762760 |
| 235397 | ONEOK, Inc. (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16119986 |
| 131000 | Shell PLC, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7704110 |
| 107100 | Targa Resources Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8034642 |
| 189034 | TC Energy Corp. (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8154927 |
| 155300 | TotalEnergies SE, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9634812 |
| 608441 | Williams (The) Cos., Inc. (d)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19616138 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;133670942 |
|  | **Semiconductors & Semiconductor Equipment – 0.1%** |  |
| &nbsp;&nbsp;&nbsp;2000 | Enphase Energy, Inc. (c)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442760 |
|  | **Water Utilities – 0.2%** |  |
| &nbsp;&nbsp;&nbsp;5500 | American Water Works Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860695 |
|  | **Total Common Stocks<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;255791090 |
|  | (Cost $239,913,134) |  |
|  | **Total Investments – 120.9%<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;515001409 |
|  | (Cost $403,150,596) |  |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts** | **Description** | **Notional Amount** | **Exercise Price** | **Expiration Date** | **Value** |
| **CALL OPTIONS WRITTEN – (0.2)%** | **CALL OPTIONS WRITTEN – (0.2)%** | **CALL OPTIONS WRITTEN – (0.2)%** | **CALL OPTIONS WRITTEN – (0.2)%** | **CALL OPTIONS WRITTEN – (0.2)%** | **CALL OPTIONS WRITTEN – (0.2)%** |
| &nbsp;&nbsp;(781) | Alliant Energy Corp.<br>| &nbsp;&nbsp;&nbsp;$(4219743) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57.50 | 03/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31240) |
| (2479) | BP PLC, ADR<br>| &nbsp;&nbsp;&nbsp;&nbsp;(8981417) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38.00 | 02/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64454) |
| &nbsp;&nbsp;(218) | Cheniere Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;(3330822) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165.00 | 03/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67144) |
| &nbsp;&nbsp;(299) | Constellation Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;(2552264) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90.00 | 03/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67275) |
| (3198) | Enbridge, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;(13102206) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42.50 | 02/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41574) |

---

------

#### First Trust MLP and Energy Income Fund (FEI)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts** | **Description** | **Notional Amount** | **Exercise Price** | **Expiration Date** | **Value** |
| **CALL OPTIONS WRITTEN (Continued)** | **CALL OPTIONS WRITTEN (Continued)** | **CALL OPTIONS WRITTEN (Continued)** | **CALL OPTIONS WRITTEN (Continued)** | **CALL OPTIONS WRITTEN (Continued)** | **CALL OPTIONS WRITTEN (Continued)** |
| (1500) | Exelon Corp. (e)<br>| &nbsp;&nbsp;&nbsp;$(6328500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46.00 | 02/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(7500) |
| (2353) | ONEOK, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;(16113344) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75.00 | 03/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(94120) |
| (1341) | Public Service Enterprise Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;(8304813) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65.00 | 02/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17433) |
| &nbsp;&nbsp;(175) | Quanta Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;(2663325) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150.00 | 02/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91000) |
| &nbsp;&nbsp;(346) | Sempra Energy<br>| &nbsp;&nbsp;&nbsp;&nbsp;(5547418) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170.00 | 03/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50170) |
| (1890) | TC Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;(8153460) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45.00 | 03/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113400) |
| (3000) | Williams (The) Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;(9672000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35.00 | 02/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15000) |
| (3084) | Williams (The) Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;(9942816) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34.00 | 03/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(123360) |
|  | **Total Call Options Written<br>** | **Total Call Options Written<br>** | **Total Call Options Written<br>** | **Total Call Options Written<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(783670) |
|  | (Premiums received $1,130,160) |  |  |  |  |

---

---

| | |
|:---|:---|
| **Outstanding Loans – (25.1)%<br>**  | &nbsp;&nbsp;&nbsp;(107000000) |
| **Net Other Assets and Liabilities – 4.4%<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18595060 |
| **Net Assets – 100.0%<br>**  | &nbsp;&nbsp;$425812799 |

---

------

#### Interest Rate Swap Agreements:

---

| | | | |
|:---|:---|:---|:---|
| **Counterparty** | **Expiration Date** | **Notional<br> Amount** | **Unrealized<br> Appreciation<br> (Depreciation)/<br> Value** |
| Bank of Nova Scotia <sup>(1)</sup>4.37% <sup>(2)</sup> | 09/03/24 | $470000002.367% <sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1637533 |
| Bank of Nova Scotia <sup>(1)</sup>4.40% <sup>(2)</sup> | 10/08/23 | &nbsp;&nbsp;&nbsp;102500002.734% <sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159551 |
| N/A <sup>(4) (5)</sup>4.33% <sup>(6)</sup> | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4119804.31% <sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(141) |
|  |  | $57661980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1796943 |
| <sup>(1)</sup> Payment frequency is monthly | <sup>(1)</sup> Payment frequency is monthly | <sup>(1)</sup> Payment frequency is monthly | <sup>(1)</sup> Payment frequency is monthly |
| <sup>(2)</sup> 1 month LIBOR | <sup>(2)</sup> 1 month LIBOR | <sup>(2)</sup> 1 month LIBOR | <sup>(2)</sup> 1 month LIBOR |
| <sup>(3)</sup> Fixed Rate | <sup>(3)</sup> Fixed Rate | <sup>(3)</sup> Fixed Rate | <sup>(3)</sup> Fixed Rate |
| <sup>(4)</sup> Centrally cleared on the Chicago Mercantile Exchange | <sup>(4)</sup> Centrally cleared on the Chicago Mercantile Exchange | <sup>(4)</sup> Centrally cleared on the Chicago Mercantile Exchange | <sup>(4)</sup> Centrally cleared on the Chicago Mercantile Exchange |
| <sup>(5)</sup> No cash payments are made by either party prior to the expiration dates shown above | <sup>(5)</sup> No cash payments are made by either party prior to the expiration dates shown above | <sup>(5)</sup> No cash payments are made by either party prior to the expiration dates shown above | <sup>(5)</sup> No cash payments are made by either party prior to the expiration dates shown above |
| <sup>(6)</sup> Federal Funds Rate | <sup>(6)</sup> Federal Funds Rate | <sup>(6)</sup> Federal Funds Rate | <sup>(6)</sup> Federal Funds Rate |
| <sup>(7)</sup> SOFR + 0.01036% | <sup>(7)</sup> SOFR + 0.01036% | <sup>(7)</sup> SOFR + 0.01036% | <sup>(7)</sup> SOFR + 0.01036% |

---

(a) All of these securities are available to serve as collateral for the outstanding loans.

(b) This security is taxed as a "C" corporation for federal income tax purposes.

(c) Non-income producing security.

(d) All or a portion of this security's position represents cover for outstanding options written.

(e) This security is fair valued by the Advisor's Pricing Committee in accordance with procedures approved by the Fund's Board of Trustees and in
accordance with provisions of the Investment Company Act of 1940 and rules thereunder, as amended. At January 31, 2023, securities noted as such are valued at $381,844 or 0.1% of net assets. Certain of these
securities are 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, these securities are typically valued at the last sale price on the exchange on which they are principally traded.

---

| | |
|:---|:---|
| ADR | &nbsp;&nbsp;American Depositary Receipt |
| CAD | &nbsp;&nbsp;Canadian Dollar |
| EUR | &nbsp;&nbsp;Euro |
| LIBOR | &nbsp;&nbsp;London Interbank Offered Rate |
| SOFR | &nbsp;&nbsp;Secured Overnight Financing Rate |

---

------

#### First Trust MLP and Energy Income Fund (FEI)<br>

#### Portfolio of Investments (Continued)

#### January 31, 2023 (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, 2023 is as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** | **ASSETS TABLE** |
|  | **Total<br> Value at<br> 1/31/2023** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Master Limited Partnerships\*<br>| $259210319 | &nbsp;&nbsp;$259210319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $— |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;Independent Power & Renewable Electricity Producers<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5437605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5048261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389344 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;Other Industry Categories\*<br>| &nbsp;&nbsp;&nbsp;&nbsp; 250353485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250353485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments<br>| &nbsp;&nbsp;&nbsp;515001409 | &nbsp;&nbsp;&nbsp;&nbsp;514612065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389344 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Interest Rate Swap Agreements<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1797084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1797084 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments<br>| $516798493 | &nbsp;&nbsp;$514612065 | $2186428 | $— |
| **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** | **LIABILITIES TABLE** |
|  | **Total<br> Value at<br> 1/31/2023** | &nbsp;&nbsp;**Level 1<br> Quoted<br> Prices** | **Level 2<br> Significant<br> Observable<br> Inputs** | **Level 3<br> Significant<br> Unobservable<br> Inputs** |
| Call Options Written<br>| &nbsp;&nbsp;&nbsp;&nbsp;$(783670) | &nbsp;&nbsp;&nbsp;&nbsp;$(726000) | &nbsp;&nbsp;&nbsp;$(57670) | $— |
| Interest Rate Swap Agreements<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (141) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (141) | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total<br>| &nbsp;&nbsp;&nbsp;&nbsp;$(783811) | &nbsp;&nbsp;&nbsp;&nbsp;$(726000) | &nbsp;&nbsp;&nbsp;$(57811) | $— |

---

\* See Portfolio of Investments for industry breakout.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** First Trust MLP and Energy Income Fund

- **b. Investment Company Act file number:** 811-22738

- **c. CIK number of Registrant:** 0001556336

- **d. LEI of Registrant:** 54930012E1PU4RAI3F48

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 120 EAST LIBERTY DRIVE

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

**Item A.2. Information about the Series.**

- **a. Name of Series:** First Trust MLP and Energy Income Fund

- **c. LEI of Series:** 54930012E1PU4RAI3F48

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $536416015.61

**Total Liabilities:** $110582317.63

**Net Assets:** $425833697.98

**Cash Not Reported:** $17153961.40

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 2.78%                | -3.31%               | 5.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-202873.60              | $20010368.30                               |
| Month 2  | $118687.57               | $-20671817.20                              |
| Month 3  | $2343574.54              | $15962200.56                               |

**Designated Index Information**

- **Index Name:** The Fund's Designated Reference Portfolio is the Fund's Securities Portfolio.

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                             | Title                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO MERCANTILE EXCHANGE INC. | IRS USD                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $148544.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IDACORP Inc                      | IDACORP Inc                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     32400 | NS      | $3428244.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                        | Shell PLC                           | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    131000 | NS      | $7704110.00   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE          | PUBLIC SERVICE ENTERPRISE GROUP INC | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -1341 | NC      | $-17433.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp              | Alliant Energy Corp                 | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     78100 | NS      | $4219743.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                        | ONEOK Inc                           | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    235397 | NS      | $16119986.56  | 3.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                      | Exelon Corp                         | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    150000 | NS      | $6328500.00   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Partners LP    | Western Midstream Partners LP       | CUSIP: 958669103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85000 | NS      | $2296700.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE          | ONEOK INC                           | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -2353 | NC      | $-94120.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                  | CMS Energy Corp                     | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     39690 | NS      | $2508011.10   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The             | Williams Cos Inc/The                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    608441 | NS      | $19616137.84  | 4.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                      | AltaGas Ltd                         | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |    512190 | NS      | $9577458.34   | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou   | Public Service Enterprise Group Inc | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    134130 | NS      | $8306670.90   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                | Eversource Energy                   | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     49700 | NS      | $4091801.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                 | TotalEnergies SE                    | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    155300 | NS      | $9634812.00   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TXO Energy Partners LP           | TXO Energy Partners LP              | CUSIP: 87313P103<br>LEI: KWQMGYEOMKX7BT2PZF05 | Long             | EC               | CORP              | US        |    101069 | NS      | $2263945.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted AS                        | Orsted AS                           | CUSIP: 68750L102<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     15700 | NS      | $463307.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                         | PPL Corp                            | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     86980 | NS      | $2574608.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc/Canada                | Fortis Inc/Canada                   | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |     10100 | NS      | $414991.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE          | WILLIAMS COS INC/THE                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -3084 | NC      | $-123360.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline L   | Plains All American Pipeline LP     | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |   1286620 | NS      | $16031285.20  | 3.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC. | IRS USD                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $1561736.05   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI Corp                         | UGI Corp                            | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     32839 | NS      | $1307977.37   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Chemical Partners LP    | Westlake Chemical Partners LP       | CUSIP: 960417103<br>LEI: 5493001UJXZP4TJUQM76 | Long             | EC               | CORP              | US        |    539120 | NS      | $13779907.20  | 3.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE          | CHENIERE ENERGY INC                 | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -218 | NC      | $-67144.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC. | IRS USD                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                         | Enel SpA                            | CUSIP: 29265W207<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    590683 | NS      | $3443681.89   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners LP      | Cheniere Energy Partners LP         | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |    565423 | NS      | $30855133.11  | 7.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.        | ENBRIDGE INC                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |     -3198 | NC      | $-41574.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Magellan Midstream Partners LP   | Magellan Midstream Partners LP      | CUSIP: 559080106<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | EC               | CORP              | US        |    799735 | NS      | $42705849.00  | 10.03%            |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc      | American Water Works Co Inc         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      5500 | NS      | $860695.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Holly Energy Partners LP         | Holly Energy Partners LP            | CUSIP: 435763107<br>LEI: 529900NVV7ODCT0QCG29 | Long             | EC               | CORP              | US        |    392887 | NS      | $7409848.82   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc               | Enphase Energy Inc                  | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      2000 | NS      | $442760.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                 | Duke Energy Corp                    | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     12300 | NS      | $1260135.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                     | Iberdrola SA                        | CUSIP: 450737101<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     14500 | NS      | $681500.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Suburban Propane Partners LP     | Suburban Propane Partners LP        | CUSIP: 864482104<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | EC               | CORP              | US        |    204400 | NS      | $3225432.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp             | Targa Resources Corp                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |    107100 | NS      | $8034642.00   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Atco Ltd/Canada                  | Atco Ltd/Canada                     | CUSIP: 046789400<br>LEI: 5299005SPZ1QYL51JD25 | Long             | EC               | CORP              | CA        |    145000 | NS      | $4614106.95   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc           | CenterPoint Energy Inc              | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     60089 | NS      | $1809880.68   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                        | Emera Inc                           | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |     14500 | NS      | $577362.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Partners LP       | NextEra Energy Partners LP          | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     88689 | NS      | $6500903.70   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                          | MPLX LP                             | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |    579000 | NS      | $20218680.00  | 4.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                      | ONE Gas Inc                         | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     48000 | NS      | $3953280.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE          | BP PLC                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -2479 | NC      | $-64454.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EDP Renovaveis SA                | EDP Renovaveis SA                   | CUSIP: 000000000<br>LEI: 529900MUFAH07Q1TAX06 | Long             | EC               | CORP              | ES        |     17900 | NS      | $389344.52    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                     | Enbridge Inc                        | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    319873 | NS      | $13105196.81  | 3.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                | Atmos Energy Corp                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     42900 | NS      | $5042466.00   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp        | New Jersey Resources Corp           | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     72960 | NS      | $3642163.20   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                     | ALLIANT ENERGY CORP                 | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      -781 | NC      | $-31240.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc             | WEC Energy Group Inc                | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      7360 | NS      | $691766.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.        | SEMPRA ENERGY                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -346 | NC      | $-50170.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE          | CONSTELLATION ENERGY CORP           | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -299 | NC      | $-67275.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners L   | Enterprise Products Partners LP     | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |   2066041 | NS      | $52890649.60  | 12.42%            |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                     | QUANTA SERVICES INC                 | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      -175 | NC      | $-91000.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                   | TC Energy Corp                      | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    189034 | NS      | $8154926.76   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                           | BP PLC                              | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    247900 | NS      | $8981417.00   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| USA Compression Partners LP      | USA Compression Partners LP         | CUSIP: 90290N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74200 | NS      | $1535940.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                 | DT Midstream Inc                    | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    295500 | NS      | $16152030.00  | 3.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP               | Energy Transfer LP                  | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |   2859409 | NS      | $37972951.52  | 8.92%             |  |  |  | No            |                  1 | On Loan: No      |
| EnLink Midstream LLC             | EnLink Midstream LLC                | CUSIP: 29336T100<br>LEI: 54930000GY1H533OBE23 | Long             | EC               | CORP              | US        |    225000 | NS      | $2862000.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                  | Southern Co/The                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     76800 | NS      | $5197824.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc               | NextEra Energy Inc                  | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32350 | NS      | $2414280.50   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc              | Clearway Energy Inc                 | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     77403 | NS      | $2480766.15   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co             | National Fuel Gas Co                | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |    165600 | NS      | $9614736.00   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                     | AES Corp/The                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     93670 | NS      | $2567494.70   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                    | DTE Energy Co                       | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     41000 | NS      | $4771170.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp        | Constellation Energy Corp           | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     29999 | NS      | $2560714.64   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                     | Archrock Inc                        | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    315800 | NS      | $3129578.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                  | Xcel Energy Inc                     | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     34500 | NS      | $2372565.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                    | Sempra Energy                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     34600 | NS      | $5547418.00   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE          | WILLIAMS COS INC/THE                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -3000 | NC      | $-15000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc   | American Electric Power Co Inc      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     86950 | NS      | $8169822.00   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE          | EXELON CORP                         | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -1500 | NC      | $-7500.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc              | Cheniere Energy Inc                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     21820 | NS      | $3333877.80   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream LP                | Hess Midstream LP                   | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    604310 | NS      | $18661092.80  | 4.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.        | TC ENERGY CORP                      | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |     -1890 | NC      | $-113400.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc              | Quanta Services Inc                 | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     17500 | NS      | $2663325.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                      | Keyera Corp                         | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    309996 | NS      | $7071044.76   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                | Kinder Morgan Inc                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    861353 | NS      | $15762759.90  | 3.70%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-22

**Name of Applicant:** First Trust MLP and Energy Income Fund

**Signature:** Donald P. Swade

**Name of Signer:** Donald P. Swade

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer