Hi,
Without macro you will not be able to change the filter in the pivot
Instead of using a pivot use an array formula as below
Note: Hit ctrl+shift+enter after entering the formula
=INDEX(DATA!$B$2:$B$20,SMALL(IF(DATA!$C$2:$C$20=$H$1,ROW(DATA!$C$2:$C$20)),ROW(1:1))-1,1)