The first reference of Three Types of Karma are found in Varah Upnishad. 

The three types of Karma, viz. sanchita or arjita(accumulated/stored/preserved), prārabdha(preordained/ripe) and kriyamāna or āgama (accumulating/ongoing/current):

prārabdhāgāmyarjitāni karmatrayamitīritam [Varah Up. - 12]

Prārabdha, āgami and arjita, these are the three karmas.

The coming of existence (creation) and ceasing of existence (dissolution) have been going on infinitely. Hence, a jivatma also takes birth and dies infinite times in it. As a jivatma continues his life, he engages in numerous kinds of actions both good and bad. But his single life time may not be enough to experience the results of all his actions. And because a reaction must follow an action, to experience the reaction of his own actions the jiva has to take birth again accordingly.

1.Sanchita Karma

Now the thing is, because a jivatama takes countless births, his actions are also countless. So all the unexperienced pending reactions of the jivatama that are due to be experienced are stored as Sanchita Karma. So sanchita karma of a jiva is too large, nearly infinite.

2.Prārabdha Karma

Only a portion of the sanchita karma can be experienced in one life time. So that portion of karma which determines most events and type of life of a jivatma is known as Prarabdha Karma. It is this prarabdha karma that determines the species of life and major events in life.

3.Kriyamāna Karma or Agami Karma

Because a jivatma is not only experiencing reactions to his past life actions (like sudden accident, winning of lottery, etc.) but also engaged in newer ones, all his present life actions get accumulated and known as kriyamana karma. These karmas will either yield result in the same life or if they do not get experienced then they will get stored up as sanchita karma to influence the future lives of the jivatma.

I have heard about 3 types of karma viz. sat karma, satasat karma and asat karma . Can you please elaborate on that as well w.r.t your explanation of 3 types of Karmas ?