Most proxies use an aggressive caching policy: they cache all objects that can be cached. This policy has the advantage that given sufficient disk space it maximizes the hit rate. However, maximizing hit rate does not necessarily maximize proxy cache performance. Cache administrators often report that disks are the main bottleneck of busy cache servers. Overloaded disks increase service time, which results in overall lower performance of the proxy. The high disk load is caused mainly by writing all cacheable objects to disk. As an alternative caching policy, we propose the use of filtering algorithms. These algorithms filter out from the request stream objects that are likely to be accessed in the future. Only these objects are cached, others are forwarded to clients without making a local copy. We present a filtering algorithm that bases on sharing of origin servers among clients. We show that our approach gives a significantly lower disk load while maintaining high hit rates.