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Horns are an important breeding trait for sheep. However, no widely recognized viewpoint on the regulatory genes and mechanisms of horns is available, and the genetic basis of the four-horn phenotype (FHP) is unclear. This work conducted a genome-wide association study with 100 sheep genomes from multiple breeds to investigate the genetic basis of the FHP. The results revealed three significant associations (corrected as <i>p</i> < 1.64 × 10⁻⁸) of the InDels (CHR2: g.133,742,709delA, g.133,743,215insC, and g.133,743,940delT) for FHP in the intergenic sequence (IGS) between the <i>MTX2</i> and the <i>LOC105609047</i> of CHR2. Moreover, 14 significant associations (corrected as <i>p</i> < 1.42 × 10⁻⁹) of SNPs with the FHP phenotype were identified in CHR2 and CHR16, including five (e.g., CHR16: g.40,351,378G > A and g.40,352,577G > A) located in the intron of the <i>ADAMTS12</i> gene, eight (e.g., CHR2: g.133,727,513C > T and g.133,732,145T > G) in the IGS between <i>MTX2</i> and <i>LOC105609047</i>, and only one (CHR2: g.133,930,761A > G) in the IGS between <i>HOXD1</i> and <i>MTX2</i>. Obvious divergence was also observed in genotype patterns between the FHP and others (two horns and hornless) in the <i>HOXD1</i> and <i>ADAMTS12</i> gene regions. An extremely significant linkage also occurred between Loci I and Loci II within 100 individuals (LD = −156.02186, <i>p</i> < 0.00001). In summary, our study indicated that the genomic sequences from CHR2 and CHR16 contributed to the FHP in sheep, specifically the key candidate genes <i>HOXD1</i> and <i>ADAMTS12</i>. These results improved our understanding of the Mendelian genetic basis of the FHP in sheep.