After studying TonyW's reply and some tries, I think I found the solution. It takes a little effort, but it works. I hope someone would find a better solution.
Below is what I did:
1) build a filter
2) export all events based on filter
3) select all events, R-click, select Export Device Event Parameters.
4) perform some data manupulation and merge the 2 exported data (step 2 and 3).
As mentioned, I hope someone with more DLP experience can provide a better solution.