Included Duchess and the Classic Arabian Foal (2004-2005) or the Andalusian Foal (2006-2007) or the Morgan Foal (2008-2010). Dun or Buckskin (no primitive markings) Appaloosa. The set with the Morgan Foal is not pictured in the 2008-2010 catalogs, so they may have only been available through Target or a similar store.
Set with the Classic Arabian Foal was advertised as new in 2005, and has a box Copyright of 2005, but a 2004 Catalog was inserted, so set could have been released late 2004 (or leftover catalogs were used).