This is actually a very interesting question… “He kills in threes” is very vague.  Around other forums fans are guessing what it means. So far I've read…

“he kills 3 people each time he appears”

“he kills 3 different women in 3 different ways”

In a recent video of Season 4 previews along with commentary from the actors, it was explained that "It's always the same three kills with Trinity". 

First, a young woman in a bathtub, followed by a mother falling to her death… and the third?  Well, that is not known yet…