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Rio was born to a cruel mother (Mimi), who wasn't entirely sure who his father was. Upon finding out she was pregnant, the only reason she didn't abort the child was that she came up with the idea of using the child to make money for herself. Because of her confusion over Rio's father, Mimi chose the surname she liked most from the men she remembered sleeping with and gave Rio this name, letting her son grow up believing that his father was Mexican (which is an obvious lie to anyone, going by Rio's looks).
Rio was kept indoors his whole life and was trained from a young age to perform sexual favours for Mimi and her friends. He was never given any real education and never learned to read or write, although Mimi later taught him to count money and calculate time (as he would need these in his "work"). Rio always aspired to be able to read, as his mother could, but never had an opportunity to learn.
Mimi also used her power as Rio's guardian to manipulate his appearance to how she wanted him, dyeing his hair, piercing and tattooing him and practically starving him. (Because of this upbringing, when Rio is later introduced to the "real" world, he has difficulty not throwing up whenever he eats 'normal' food.) Mimi also put a collar on him, which is welded together and almost impossible to remove, as a mark of her 'ownership'.
As soon as Rio turned sixteen, Mimi (after taking his virginity for herself) started selling sex with him to her friends. Word passed around quickly and there was soon a constant flow of 'clients' willing to pay large sums of money. She would also invite magazine photographers to take glamour shots of Rio, and he became popular with a wide audience, although not to his knowledge. It is at this point that Yoshi sees pictures of Rio in a magazine and becomes obsessed with him. Some magazine interviews with Mimi (calling herself his 'agent' and never revealing herself as his mother) were published, but none with Rio himself. This 'mystery' added to the attraction with his fans.
Rio suffered several attacks during this time from angry partners of men and women who had slept with him, forcing their way into the building. Mimi convinced him that this would happen constantly if he was ever allowed to set foot outside.

When Mimi leaves Rio for America, he takes this opportunity to head outside (despite Mimi's lies about the outside world) and make his way towards the local library, after being informed by a stranger that this was the best place to read and given directions. At this point, Rio is dressed in his usual leather-and-bondage clothing (as he has no idea that this is inappropriate for the outside world) and is quickly seized by a gang of mocking teenagers and beat up. He is found later, lying injured on the ground, by Zora, who takes pity on him and offers to let him clean up his wounds at her house, which is nearby.

However, when Zora learns of Rio's occupation, she is disgusted and insists that he leaves right away. At this point, Yoshi returns home and is stunned to see her 'dream man' there in her home, insisting that he stays with them a bit longer. After much debate and Rio's life story, the girls' mother decides that it is in Rio's best interest to stay at their home until he can find a proper job. He develops an unusual friendship with Zora, who warms to him after hearing his story and starts teaching him how to read, as well as clearing up his misconceptions of how the world works.

During Zora's summer break from school, she heads into the city with Rio and they spend time together living in hotels (using money Rio retrieved from the safe in his home) and job-hunting. Eventually, Rio is offered a job as a fashion model for a popular punk brand. (He is somewhat perplexed at first by what this job involves, as he only has experience in glamour modelling, and often has to be corrected and asked to keep the clothes on.) His first big photoshoot is in collaboration with the band VivieNne, who are also promoting the brand. They quickly pull him into their group of friends, mainly because of their vocalist (Yuki)'s lust for him. Rio pays Zora to be his secretary for his modelling work, and spends the next while travelling around with VivieNne and picking up new jobs wherever he goes.

Later, Yuki makes Rio an offer of money for sex, aware of his history. Rio, remembering what Zora has taught him, tells Yuki that he no longer accepts money for sex and that he now will have sex only with someone with whom he is in a relationship. Thinking quickly, Yuki proposes that Rio becomes his boyfriend. Rio is not entirely sure what this means, but he's open to trying anything, so he accepts the offer and they begin a relationship which mainly consists of Yuki demanding sex from Rio several times a day. Zora is deeply upset by this partnership, as, by this point, she has fallen in love with Rio completely, and keeps a close eye on Yuki, who she doesn't trust to take care of him properly.