In the 1940s, with less than a day's notice, he left the Cojuangco mansion (built in 1933 the year Cory Aquino was born) along Agno Street (near De La Salle University), Malate, Manila for the safety of Antipolo, Rizal (political bailiwick of his wife's relatives).
While Ysidra Cojuangco y Estrella and her nephews and their families sought shelter at the Baguio cathedral during the bombardments, the Antonio Cojuangcos were trapped in the De La Salle University chapel where they were massacred by the desperate Japanese.