Are you a single owner of these LLCs?
No. 3 Members each equal ownersship.
Yes - LLC with several members is generally considered as partnership.
A partnership is the relationship existing between two or more persons who join to carry on a trade or business.
Each person contributes money, property, labor or skill, and expects to share in the profits and losses of the business.
A partnership must file an annual information return to report the income, deductions, gains, losses, etc., from its operations, but it does not pay income tax. Instead, it "passes through" any profits or losses to its partners. Each partner includes his or her share of the partnership's income or loss on his or her tax return.
Some additional information about partnerships may be found in IRS Publication 541 - http://www.irs.gov/publications/p541/index.html
The LLC may choose to be treated as S-corporation. You may read more about different business structures here - http://www.irs.gov/businesses/small/article/0,,id=200274,00.html
If you create another - holding LLC - there will be additional partnership tax return required.
To eliminate filing overhead - you need to merge all LLCs into one single LLC - if that fits your business needs.
Let me know if you need any help.
Please see fro reference IRS publication 541 -
Every partnership that engages in a trade or business or has gross income must file an information return on Form 1065 showing its income, deductions, and other required information. The partnership return must show the names and addresses of each partner and each partner's distributive share of taxable income. The return must be signed by a general partner. If a limited liability company is treated as a partnership, it must file Form 1065 and one of its members must sign the return.
A partnership is not considered to engage in a trade or business, and is not required to file a Form 1065, for any tax year in which it neither receives income nor pays or incurs any expenses treated as deductions or credits for federal income tax purposes.
Because each LLC in your situation is a separate partnership and 'every partnership... must file an information return on Form 1065' - you may not file one consolidated tax return for all LLCs.
I am sorry if you expected a different answer.
Let me know if you need any help or clarification.