You are mixing up filters with displaying the results. You want a filter that will return all the issues with A or B or C set. A filter is just a filter, it pulls a list of issues that match. It has nothing to say about how you report on that.
On the display side, you want the results to be grouped as shown. There's nothing in Jira that will display a set of results like that at the moment, so you'll have to code something that can group up filter results like that
The closest I can get off-the-shelf is to define 5 separate filters and whack them into five gadgets on a saved dashboard.
Oh, I forgot, if you have the script runner or want to scribble a quick plugin, you could knock up a derived/calculated field that would calculate five separate values from the component list and use that in your reports (still wouldn't change the filter)
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