The mesh particle screen at the end of the draw hose filters most sediment, though it can't catch extra fine particles, like clay or glacial silt. Easily disassemble this part to wash off the screen if it gets dirty.
The TrailShot utilizes hollow fiber filter technology, as you can see here after unscrewing the output nozzle. If storing long term, it is recommended to unscrew it into this position and allow the filter to fully dry out.
Regularly backwash the filter the maintain its longevity and keep flow rates fast. Simply fill the bulb half-full or so, as in this photo, and shake for 20 seconds.