Saving assembly to a single file for CAD

I'm going to be creating an assembly consisting of multiple parts.  Is there a way to save this assembly (including ALL parts) into a single file someone can insert into their CAD software? (Customer request).

I tried a "test" of an existing assembly I have by saving it as an STEP file.  It worked, except it only included my single multi-body part, no other parts (And the assembly I'm going to be doing will not be a multi-body part, it will be all individual parts).

Thank You

SolidworksAssemblies