Is there a way to download music in the iCloud to my MAC iPAD and iPhone all at once instead of one by one?

I need to download all music on my MAC, iPOD and iPhone all at once not one by one. I have tried going to "Purchased" and selecting to check for available downloads and then download all. This did not used to be a a problem in the past. Now it seems much of my library automatically is in the cloud instead of my device. Thanks for any help!