Señor Diego was born in the wild high up in the mountain home range in the south west of Utah. Since the government took over management of the land it is now called the Sulphur Springs HMA. He was apart of the original segregated Spanish herd that were living high up in the mountains. In 1997, Dr. Cothran released a peer reviewed genetic study on the horses and tested 118 individuals. It was discovered that these horses did not relate to other mustangs but were genetically similar to the Puerto Rican Paso Fino, Chilean Criollo, American Paso Fino with trace amounts of the ancient Spanish pony called Garrano. The horse's history traces back to a raid on the San Diego missions where 3,000 Spanish horses were stolen by Chief Wakara and Peg Leg Smith.