We can do this by creating a Research List and then use that list to screen the constituents

Create a Research List
  1. Click Prospects > Add
  2. Add a constituent selection 
  3. Give the list a name and click save
Screen the constituents

1. Click Prospects > View all list
2. Click on the name of the Research List and then click Screen List

 User-added image

3. Click Yes, on the confirmation screen

We have more information here with steps to screening selected members of a research list