Rod Mark, 43, shot himself through the heart last week after losing a battle with depression.
The tragedy is the latest in a long line of family deaths for Electra—her mother and sister died within a month of each other in 1998.
The model-turned-actress, who hardly knew Mark, says, "I was sad to hear the news. My heart goes out to his family."
Electra, whose real name in Tara Patrick, and Mark had different fathers.
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