Is it possible to group individual values in User Filters for Reports or Widgets rather than just displaying them individually?

For example, if this is one of the columns in the table:

A1

A2

A3

B

C1

C2

D1

D2

D3

If I set an User Filter and list values, they all appear for selection, or I can choose which ones to include, however, I would like the drop town to read:

A (includes A1, A2, A3)

B (includes B)

C (includes C1, C2)

D (includes D1, D2, D3)

Is that possible?