It happened during the third race of the day when Eskenforadrink suffered a life-ending injury to her ankle when she was leading the pack. The 4-year-old filly had to be euthanized.
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"We love these animals. We don't send them out there thinking something bad is going to happen and it's stressful," trainer Bob Baffert said.
The famed trainer said the deaths have been a serious concern for the park.
Before Esken's death, 19 other horses had died within the last two months at the park, which prompted a two-day closure of the main track. Officials put the soil through intense testing, including ground-penetrating radar, to make sure nothing would happen again.
Officials said the 20 horses that have died suffered a number of different fractures and at least one had a heart attack. Necropsies are being done to the horses to determine their exact causes of death.
"This is unusual. It does happen though, it's called statistical clustering, but we always take it seriously because again we can't do this. This is not an acceptable number of catastrophic injuries," said Mick Peterson, with the University of Kentucky.
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Some said the unusually wet winter may be a factor in the deaths, while activists including PETA say the horses are overworked.
"Twenty dead horses is 20 too many and the only responsible action is for the track to close immediately to stop this spiral of deaths. The California Horse Racing Board and Santa Anita must do this now, and law enforcement must begin an immediate investigation of trainers and veterinarians to find out if injured horses were being forced to run," a statement from PETA said, in part.
The organization is also calling for the district attorney to investigate as track officials wait for results of their own investigation to see if the tragedies are connected.
Animal activists will be at the track Sunday morning to protest when races resume.