Investigators say the driver was traveling northbound on the Major Deegan Expressway and lost control on the ramp to the Cross Bronx Expressway just before 12:30 a.m.
The car flipped over a railing and crashed into a highway pillar.
Three people were pronounced dead in the crash.
They have been identified as 16-year-old Daniella Abreu of Inwood, 30-year-old Eduardo Nunez of Washington Heights and 22-year-old Jose Henriquez of Yonkers.
Police report that Abreu was pregnant.
The other two were taken to St. Barnabas Hospital, where they are listed in critical condition but are expected to survive.
The cause of the crash is under investigation.
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