WordPress menu multiple UL (unordered list) for single parent

I have menu structure like this

<ul>
    <li>Parent - 1
        <ul>
            <li><a href="#">Child 1-1-1</a></li>
            <li><a href="#">Child 1-1-2</a></li>
        </ul>
        <ul>
            <li><a href="#">Child 1-2-1</a></li>
            <li><a href="#">Child 1-2-2</a></li>
            <li><a href="#">Child 1-2-3</a></li>
        </ul>
        <ul>
            <li><a href="#">Child 1-3-1</a></li>
            <li><a href="#">Child 1-3-2</a></li>
        </ul>
    </li>
    <li>Parent - 2
        <ul>
            <li><a href="#">Child 2-1-1</a></li>
            <li><a href="#">Child 2-1-2</a></li>
        </ul>
        <ul>
            <li><a href="#">Child 2-2-1</a></li>
        </ul>
    </li>
    <li>Simple Link</li>
    <li>Simple Link</li>
</ul>

I am not sure how to achieve this on my front end. I know I need to assign a “CSS CLASS” or “Title Attribute” in wordpress Appearance > Menus and then use a wordpress filter to check that attribute or class and finally add UL and closing UL using that filter. I simply can’t find the right filter. If anyone can please help?

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