Since sine waves are made up of only a single frequency, it’s not usually particularly effective to filter them.
Several of my students sent me Reaktor ensembles with filtered sine waves, so I wanted to quickly talk through why they’re not really the most effective thing to filter. I go through things in Native Instruments Reaktor, but the concept is applicable in whatever synthesis environment you’re working in–Pd, Max/MSP, Kyma, etc.