First Step Act This bill amends various provisions of law and sets forth new provisions: to require the Department of Justice to establish and the Bureau of Prisons (BOP) to implement a risk and needs assessment system; to modify the computation of good time credit; to allow federal correctional officers to securely store and carry concealed firearms on BOP premises outside the security perimeter of a prison; to limit the use of restraints on federal prisoners who are pregnant or in postpartum recovery; to reduce mandatory minimum prison terms for certain nonviolent repeat drug offenses; to broaden the existing safety valve to permit a sentence below the mandatory minimum for certain nonviolent, cooperative drug offenders with a limited criminal history; to make the Fair Sentencing Act of 2010 retroactive; to require prisoners to be placed within 500 miles of their primary residence; to require low-risk prisoners to be placed on home confinement for the maximum amount of time permitted; to reauthorize through FY2022 and modify eligibility for an elderly offender early release pilot program; to require the BOP to help prisoners obtain identification documents prior to release, to incorporate de-escalation procedures into training programs, and to make tampons and sanitary napkins available free of charge; to authorize Federal Prison Industries to sell products to additional markets; to require probation and pretrial services officers to perform court-directed supervision of sex offenders conditionally released from civil commitment; to require the BOP to establish pilot programs on youth mentorship and service to abandoned, rescued, or vulnerable animals; and to limit juvenile solitary confinement.