This model was originally released in Set #5923 Horse and Foal Set Pinto from 2006-2009. It included the Scratching Foal and Prancing Morgan. This same set was sold by Target in 2007 as #720599. #5920 is the number given to this series of Horse and Foal sets. Released late in 2006, so was not pictured in the 2006 catalog. In 2011-2015, this set was again released as #5930. In 2015 these sets were released as W5945.
On the 2015 Retired List, but also shown in the 2015/2016 catalog.