Matthew 3:16-17 King James Version (KJV)
16 And Jesus, when he was baptized, went up straightway out of the water: and, lo, the heavens were opened unto him, and he saw the Spirit of God descending like a dove, and lighting upon him:
17 And lo a voice from heaven, saying, This is my beloved Son, in whom I am well pleased.
OK, so there were just two, the Father and the Son.
Nice.