To keep only those elements that match a predicate, you'd normally say "select" ("Give me the positive integers, and I will select the primes). 

Both "*filter*" and "*sift*" (the verb corresponding to the noun "*sieve*"), as verbs, refer to the **act** (of separating wheat from chaff), not the result.  When these words are used to describe or characterize results, they both can and have been applied to the parts kept (the wheat), and the parts discarded (the chaff). 

If you specifically say "**filter *out***", those are the elements you removed (discarded); if you say "**filter *for***", those are he elements you kept.