Click on active layer that you want effect applied to. Click on add layer mask. Click on the layer mask box for that layer. Then use gradient tool and drag. Use foreground/background to set gradient range. Use a grayscale, with full black being transparent and white being opaque.

It's not a filter, but masking.

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Barbequed Pixels?

Your friendly neighborhood Wings3D nut.
Also feel free to browse my freebies at ShareCG.
There might be something worth downloading.