This set was available as a JC Penney Exclusive in 1991. It included a Bay Appaloosa Grazing Foal, Chestnut Lying Down Foal, Rose Grey Running Foal, and an Alabaster Scratching Foal. Advertised as 'Adorable Horse Foal Set' in the JC Penney catalog, however the name on the box was 'Fun Foal Set'.
Side note: The model pictured with the www.BreyerHorseRef.com watermark is made with some pink plastic. Not sure if all of these models are like that, but this may give some of the models in this run more of a rose grey appearance.