And the management company is filing what type of tax return?

Consolidated tax returns is a C corporation thing. Two or more C corps file a consolidated tax return. You don't have this situation.

On the management company's tax return, all activities of the 100% owned LLCs get reported as if the 100% owned LLCs did not exist.

Excel is your friend. Export all of the 100% owned LLCs trial balances to Excel. Combine them into 1 trial balance. Make any eliminating entries. It is a pain. The tax return software will not do this for you.

You may have some trial balance software that will do this for you.

It is like consolidation but it is not consolidation.