To create an Azure AD Device group with dynamic membership for Windows 10 Clients filtered on Azure AD joined and Intune managed. 

Create an  “Advanced rule”:

(device.deviceOSVersion -startsWith "10.0") -and (device.DeviceOSType -startsWith "Windows") -and (device.managementType -eq "MDM")

Now add this rule to the editor, and a click on “Add Query” will add the rule to the group: