In Gmail "Email threads" are named "conversations".
Gmail search doesn't have operators to find conversations where last reply meet certain criteria. You could use filters, but they should set before receiving that replies.
Instead, implement a email management workflow. The simplest principle is to archive all the conversations that doesn't require a reply from you, so in your Inbox you will have only conversations that require a reply from you. Actually Inbox by Gmail was designed to help implement this principle.
Consider to research about "zero inbox" Gmail and "Get Things Done" Gmail.
By the way there is a script to move a way for a certain time those conversations that you can't or don't want to reply immediately. To learn about this go to Gmail Snooze with Google Apps Script.
References
Conversations - Gmail Help
Search in Gmail - Gmail Help
An inbox that works for you - Official Gmail Blog