Slicer values in matrix format

Hi,

I have a report created by somebody else that has a slicer with selection values in a matrix format like below,

ABC   CDE   EFG

GHI   IJK      KLM

MOP  PQR  STU

I am trying to figure out and googling but cannot seem to find a way to do this.

How can I customize the slicer like this ?

Thanks in advance