Currently David is the son of Enrique Pimentel, the bastard son of Juan Alonso Pimentel. According to both De Navorscher and Noble Families Among the Sephardic Jews, the father should be one of the sons of Juan's second marriage with Mencia de Zúñiga y Requeséns. I'd propose, until we can figure out which son from that pairing, we create a NN Pimentel to act as David's father with Juan Alonso and Mencia as parents.