In 1997, this model was released in the Series 2 #39801 Showcase Arena Playset. Set included a stable, dressage arena, jump, 4 horses, 5 dolls, trophies, ribbons and flowers. This set was produced by Creata International for Mass Market stores (larger retail stores like Target). This Grey High Stepping Saddlebred does not appear in any other set.
Per Artist Candace Liddy, the packaging was completed in 1996, however the models were not available until 1997. Breyer bought this mold and accessories in 2004.