Answer

Step 1: Build the original view

1. Add Customer Name and Sub-Category to Rows.
2. Add Sales to Columns.
3. Click the Sort button to sort the Sum of Sales.

Step 2: Create the set

1. Right click Sub-Category, select Create > Set...
2. Select the items to be analyzed. 
3. Add Sub-Category Set to Filters card.
4. Right Click Sub-Category Set in the Filters card, select Show Set.

Step 3: Create the filter

1. Create the following calculation field filter

   {fixed [Customer Name]:max(if [Sub-Category Set] then "include" end)

2. Add the calculation field filter to the Filters card, select "include" and click OK.
3. Delete Sub-Category Set from the Filters card.