Hi,
If you click on the "export" button of the products listing, you will get a CSV file with the categories (the name of the category(ies) directly linked to the product), the parent_category (the name of the parent category of the first category in the categories column), the product_name, product_code, product_type, product_sales, etc columns.
That's the closest to what you want from what I understand.
But to get exactly what you want, I suppose the best would be to generate your own report with a PHP script custom made by a developer.