You do need a Splitter for this, but do NOT connect any of the fans to any Molex output from the PSU when you use the Splitter. Doing that can damage your mobo fan headers by feeding power backwards into them from the Molex source.
Here is how to do this. Your mobo has two different CHA_FAN headers, numbered 1 and 2, and you have three fans. From what the Gamemax website shows, it appears these are 3-pin LED fans. That is, each fan has a cable of three wires ending in a female connector with three holes. The fan's speed is controlled only by changing the Voltage supplied to them on Pin #2. Their speeds can NOT be controlled by a 4-pin fan header that uses the new PWM Mode to control fans. Thus you can only use the 3-pin CHA_FAN2 header for your fans. In each fan there are blue LED's in the frame that are simply connected in parallel with the fan motor. (The website is unclear on this, but the REAR fan may be different with NO LED's in it.)
The fan specs say each consumes up to 0.3 amps current (maybe less for the rear fan if it has no lights). The mobo fan headers each can supply up to 1.0 A current. So, you CAN connect all three fans to a single CHA_FAN2 header safely. To do that, get a simple Splitter like this
https://www.newegg.com/Product/Prod..._re=Coboc_fan_splitter-_-12-423-163-_-Product
Note that a Splitter has one arm ending in a female connector that goes to the mobo CHA_FAN2 header, and three (in this model) output arms that each end in male (with pins) connectors for your fans. It has NO other types of arms. (A HUB, which is different and can NOT work with your 3-pin fans, has a third arm type that must plug into a SATA power output from the PSU.) This Splitter is designed for use with both 3- and 4-pin fans, so it will work in your system. Also note that, like all good Splitters, this item will send back to the mobo CHA_FAN2 header the speed signal of only ONE of those fans, and the others' speed signals will be ignored and never "seen".
So, disconnect all of your 3 case fans from the PSU Molex output. I assume they each have 3-pin female fan connectors on their wires. (They may also have the Molex as a second connector on their wires, but do NOT use that.) Plug the three fans into the outputs of the Splitter, and the Splitter female connector into the mobo CHA_FAN2 header that uses the older Voltage Control Mode. In your mobo's manual see p. 56 and go into BIOS Setup to configure. Make sure you are working on the Chassis Fan 2 header, and set it to do Standard Mode of control and use the Motherboard temperature sensor (not the one inside the CPU). Remember to SAVE and EXIT to save your settings. This will put all three case ventilation fans under automatic control by the mobo based on the temperature inside the case. Under most conditions, the fans will run slower and quieter than full speed, but they can speed up when your workload is heavy.