Steam doesn't know the prices, but it has different types of licenses.

Check your license list at https://store.steampowered.com/account/licenses/

"Acquisition method" is:

• Complimentary without a remove link -> free from the Steam store (mostly the "Limited Free Promotional Package"s you get from the -100% purchases)
  
• Complimentary with a remove link -> F2P
  
• Retail -> a steam key
  
• Steam Store -> regular Steam store purchase

Note that this page gives package names, not game names -- but most of the time it's similar enough to recognize the game or bundle.

Create a dynamic collection. Name it. Add the store tag Free to Play.

Note: It may pick up some which are not free to play. Simply remove them from the collection then remove all the rest from your library by right click each game individually and selecting Manage > Hide this game.

If you want to uninstall those hidden games: Menu > View > Hidden Games.

Right click each game individually and selecting Manage > Uninstall.