In his enlarged 1921 "Songs of the Cowboys, Thorp said, "Authorship credited to Tom Grey, Tularosa, New Mexico, I first heard it sung by a man called Sanford, who kept a saloon at La Ascension*, Mexico, about 1888."
*La Ascenci*#243;n.

In the 2005 book, "Jack Thorp's Songs of the Cowboys," edited by Mark L. Gardner, with a CD performed by Mark L. Gardner and Rex Rideout, is a good biography and tribute to Thorp. All songs of the 1921 edition are included.
The CD is performed in historic styles with period instruments, and includes "Mustang Gray" with 1908 text.
Museum of New Mexico Press, Santa Fe.