Have any of them elected to be taxed as a corporation?

If not, they are "Disregarded Entities".  So disregard the LLCs and treat them as if the owner had that income.

I vaguely remember something about 'serial' LLC's.  Maybe that's just a California thing, to override the $800 minimum tax at the lower levels. 

Not sure if any of this helps with your situation.

None are being taxed as a corporation. They are all disregarded smllc's. Would we file three LLC returns or just one with the parent company and write off the expenses one just one sch c with all deductions and income recorded there? I have even seen some articles about marking the income as investment income? I am hopping to know the specific tax form to file and where on the return? 

You put everything on the top SMLLC's owner's tax return.

If an individual, Sch C if business, Sch E if rental, Schedules B and D if investment, etc,

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@ellapb wrote:

They are all disregarded smllc's. Would we file three LLC returns or just one with the parent company

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Are you talking about the income tax return?  Or a special state-specific form for LLCs?

If you are referring to an income tax return, as you said, they are "disregarded" entities.  Disregard them.  The OWNER had that income, and report as Susan mentioned.

".....I have even seen some articles about marking the income as investment income?"

Huh?   

You don't get to just make the income 'investment' income.

What do these LLC's 'do'

And, are you a tax pro?  What software are you using?