Another possibility is that the parents at the time the OP was in kindergarten feared some kind of unfriendly discrimination against some part of their ethnic heritage, so they left it out of official documents.
Or it may not have been possible to indicate many ethnic heritages at the time (remember forms that said to “check one”?).
I.e. descended from Jewish people who lived in Spain before 1492? Note that https://www.census.gov/topics/population/hispanic-origin/about.html says that “OMB defines “Hispanic or Latino” as a person of Cuban, Mexican, Puerto Rican, South or Central American, or other Spanish culture or origin regardless of race.”