To filter your mentions simply go to Filters and select the ones that you want to filter after. You can select a filter from the list, or simply search for a filter in the search box from the top.
You can select multiple filters, from different filters category. You can also mix filters with AND/OR operators, for more granularity.
Once you select a filter, the mentions will automatically match your request.
To remove the filters, simply close the "filters applied" button.