Accused Hedge Fund Killer's Ex: 'It Could Have Been Me!'

Accused Hedge Fund Killer's Ex: 'It Could Have Been Me!'

She dated the Princeton graduate at the center of the murder that has shocked the nation.  

Tommy Gilbert Jr. is the J.Crew model lookalike now accused of shooting his wealthy father to death because his allowance was getting cut.

Anna Rothschild, no relation to the famed Rothschild family, met Gilbert Jr. at a friend's birthday dinner in 2013.

She told INSIDE EDITION's Steven Fabian, “I came home to the news of him murdering his father and he was on the loose and he could have possibly come here because he knows where I live. I was scared to death.”

Gilbert Jr. has been described as a spoiled brat who never worked a day in his life.

Fabian asked Rothschild, "Would you consider him a spoiled brat?"

Rothschild said, "He was not spoiled. He was very down to earth."

Fabian said, "It wasn't like he was working at the office every day, you know, putting in a lot of hours."

Rothschild responded, "No."

Fabian continued, "So I guess, what was he doing?"

Rothschild said, "Going to the gym."

Rothschild said Jr. had a strained relationship with his father, telling Fabian, “He did confide in me a number of times how unhappy he was with his relationship with his father, and how he could never live up to his father's expectation's and nothing he did was ever good enough, no matter what it was."

Rothschild decided to call things off last May after four months of dating the much younger man.

She said, “Friends of mine were scared for me. They were afraid that they would find me in the morning chopped up into little pieces and when I said that I was going to break up with him, they begged me to do it slowly and delicately because they were afraid that he would kill me."

Gilbert Jr. is also suspected of burning down a mansion in The Hamptons, owned by the family of a young man he was feuding with over a love interest.  Police suspect arson.   

Rothschild said, "It's so incredibly scary that maybe if I had done something wrong maybe I would have been one of the victims as well. It's horrifying and scary and it's hard for me to sleep now."