How do Filters and Targets change when applied to policys?
Filters, being a view of resources can contain managed (machines with the altiris agent installed) and unmanaged (machines without the altiris agent installed) resources. This is true for all custom filters you create. Filters shipped "out of the box" will only contain managed resources.
When you apply a filter to a policy you are creating a "target". Targets only contain managed resources. This can mean that the amount of resources change when you apply your filter to a policy, as the unmanaged resources are excluded from the newly created "target".