Anatomy Chart courtesy of FCIT
These heads are known as the Lateral, Medial, and Long heads.
The Lateral head is located on the outward facing side of the humerus. This head is most responsible for the horseshoe shape of the Triceps.
The Medial head is located towards the midline of the body.
The Long head along the bottom side of the humerus and is that largest of the three heads.