It is possible with the help of ASDK and a little script.
This is the script I ended up making
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Option Explicit
Const strFilterName = "<Name of the filter goes here>"
Dim oCollectionManagement
Dim oItemManagement
Dim strItemName
Dim colItems
Dim itemComputer
Dim itemComputerToAdd
Dim itemFilter
Dim itemFilterForAdding
Set oCollectionManagement = CreateObject("Altiris.ASDK.NS.CollectionManagement")
Set oItemManagement = CreateObject("Altiris.ASDK.NS.ItemManagement")
oItemManagement.CreateLocalInstance()
oCollectionManagement.CreateLocalInstance()
strItemName = "%COMPNAME%"
colItems = oItemManagement.GetItemsByName(strItemName)
For Each itemComputer In colItems
itemComputerToAdd = itemComputer.Guid
Next
strItemName = strFilterName
colItems = oItemManagement.GetItemsByName(strItemName)
For Each itemFilter In colItems
itemFilterForAdding = itemFilter.Guid
Next
Call oCollectionManagement.AddInclusions(itemFilterForAdding, itemComputerToAdd)
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This need to be run on a Task Server (New Task -> Run script on Task Server), and the Task Server needs to be able to find the ASDK.
We have installed Workflow solution on our NS/Task Server, so it is available because of that.