The unidentified trio returned to their car and drove off after the threat.
SBF has been placed under house arrest after being scheduled to be released on a bond of $250 million.
He is staying at his parents' home in Palo Alto, California.
Image: David G. McIntyre
Reports suggest that after SBF received death threats, his parents increased security and hired $10,000 a week in armed guards for protection.
Under house arrest, SBF has to wear an electronic ankle monitor and is allowed to leave home to exercise and seek mental health and substance abuse treatment.