On your Dashboard go to Devices > Set a specific filter and save that filter eg. "Devices without tags" as you can see in the "Test Filter" I created in the screenshot below:
Once you have saved this filter it should now be listed as a saved filter for you to select as a shortcut.
You can then go to Reports > Saved Filters and it should list your saved filter there and you should be able to export a report ( in your desired format ) based on that particular filter. please see screenshot below: