According to Þulur, Blóðughófi (Bloody Hoof, sometimes Anglicized Blodughofi) is the horse of Freyr.
In Skírnismál, Freyr gives Skírnir a horse able to run through fire to ride on to Jötunheimr to woo Gerðr. The horse isn't named in the poem but it might conceivably be Blóðughófi.
References
Blóðughófi Wikipedia(Text) CC BY-SA