BOURBON COUNTY, KY (WLEX)  A Kentucky horse owner is trying to solve a mystery that could end up costing her thousands of dollars.

Marilyn Montavon owns nearly 20 horses. On Monday, she discovered two new mouths to feed.

"Immaculate conception?! I don't know what's going on!" Montavon said.

Two of her mares had babies, but she doesn't own any studs. Then she noticed a horse that wasn't hers.

"I said I have never seen him before. And I looked and said, he's a colt. All the right equipment."

The food and vet bills are mounting, and Montavon is angry.

Read more from our NBC affiliate WLEX.