Copyright date on box is 2006 (but also had a 2005 box catalog inside), and the number looks like a Target release. Not shown in any of the catalogs. The horse appears to be the same as set #7035 from 2005-2006, but the rider has a red outfit and red saddle blanket.
Side note: The red saddle blanket can stain the model, I would suggest not storing the blanket on the model.