You have created a very complicated structure -- for a good reason I hope.
EINs do not mean there is a requirement to file a return or to have to distinguish the income/expense stream. You still can file schedule-Cs but the problem becomes if each of the sub-llcs do different kind of business then each would need it own schedule-C, if each has employees then you need to file the corresponding withholding reports and W-2s.
Does that help or you need more discussion ? please tell the type of business each of the subs are in ( as example ) or are they in different states ?
