Lady May Z, Indiana Race Horse, Fatally Shot Day Before Balmoral Park Race

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A race horse was found fatally shot the day before a scheduled race in northwest Indiana.

Lady May Z, an 8-year-old trotting horse, was preparing to race at Balmoral Park Wednesday -- but was found shot in the head, between the eyes Tuesday evening in Lowell, Ind., the Chicago Tribune reports.

The mare was discovered in her pen by her owner Heidi Geib. Authorities say they believe the horse was shot -- in broad daylight -- between 4 p.m. and 6 p.m., NBC Chicago reports.

"I was in shock," Geib told CBS Chicago of her discovery. "And then, when we walked out there, and saw that there was a hole in her head, right between her eyes, that was even more unbelievable."

Lady May Z, who had not often raced recently, was planning to race at Balmoral in Crete, Ill., as a test to see if she was ready to return to the scene, according to NBC.

Police say they have no leads and no arrests have been made. An investigation into the horse's slaying is ongoing.