How to validate data using filters

 In P6, we can create and use filters to select a group of activities matching certain criteria.  However, the resulting list of activities doesn't list which filter(s) the activity showed up for.

We would like to use the filters for validation purposes, but would like a single report that shows the activities and which filter(s) they apply to.  Then users can go back to the activity and find out the problem.

We don't want to find all activities for one filter at a time, because this would be very time consuming (there are multiple filters we use for validating).