Company: MYI
Filing Date: 2025-04-07
Form Type: N-CSRS
Source: 0001193125-25-074486
Chunk: 20

Company: BLACKROCK MUNIYIELD QUALITY FUND III, INC.
Filing Date: 2025-04-07
Form: N-CSRS
Chunk 20
---
,836,872 |            29,833,889 | $350,062 | $—                                           |

| (a) | Represents net amount purchased (sold). |

Derivative Financial Instruments Outstanding as of Period End Futures Contracts

| Description                | Number ofContracts | ExpirationDate | NotionalAmount (000) | Value/UnrealizedAppreciation(Depreciation) |
| Short Contracts            |                    |                |                      |                                            |
| 10-Year U.S. Treasury Note |                150 | 03/20/25       |              $16,348 | $(152,557)                                 |

Schedule of Investments 55

Schedule of Investments (unaudited) (continued) January 31, 2025 BlackRock MuniYield Quality Fund, Inc. (MQY)

Futures Contracts (continued)

| Description                | Number ofContracts | ExpirationDate | NotionalAmount (000) | Value/UnrealizedAppreciation(Depreciation) |
| Short Contracts(continued) |                    |                |                      |                                            |
| U.S. Long Bond             |                136 | 03/20/25       |              $15,508 |                                 $(273,972) |
| 5-Year U.S. Treasury Note  |                107 | 03/31/25       |               11,400 |                                    -74,539 |
|                            |                    |                |                      |                                 $(501,068) |

Derivative Financial Instruments Categorized by Risk Exposure As of period end, the fair values of derivative financial instruments located in the Statements of Assets and Liabilities were as follows:

|                                                     | CommodityContracts | CreditContracts | EquityContracts | ForeignCurrencyExchangeContracts | InterestRateContracts | OtherContracts |    Total |
| Liabilities — Derivative Financial Instruments      |                    |                 |                 |                                  |                       |                |          |
| Futures contractsUnrealized depreciation on futures 
 contracts(a)                                        | $—                 | $—              | $—              | $—                               |              $501,068 | $—             | $501,068 |

| (a) | Net cumulative unrealized appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, are reported in the Schedule of Investments. In the 
 Statements of Assetsand Liabilities, only current day’s variation                                                                                                   
 margin is reported in receivables or payables and the net cumulative unrealized appreciation (depreciation) is