Category, subcategory and Post Links

Is it possible to create this structure with MB views?
I don't see the option to choose a subcategory.

<ul>
        <li>Category 1</li>
        <ul>
           <li>Subcategory 1</li>
           <ul>
            <li>Post 1</li>
            <li>Post 2</li>
            <li>Post 3</li>
            <li>Post 4</li>
           </ul>
           <li>Subcategory 2</li> 
           <ul>
            <li>Post 1</li>
            <li>Post 2</li>
            <li>Post 3</li>
            <li>Post 4</li>
           </ul>
        </ul>
        <li>Category 2</li>
        <ul>
            <li>Subcategory 3</li>
            <ul>
             <li>Post 1</li>
             <li>Post 2 </li>
             <li>Post 3</li>
             <li>Post 4</li>
            </ul>
            <li>Subcategory 4</li> 
            <ul>
             <li>Post 1</li>
             <li>Post 2</li>
             <li>Post 3</li>
             <li>Post 4</li>
            </ul>
         </ul>