Sigma-Aldrich provide Amicon ultra filtration units in a variety of volumes for MWCO of 10 kDa. These allow concentration and recovery of >90% of your protein of interest.
I must add to this answer,
If you require desalting or concentration of pure protein, absolutely use a smaller MWCO e.g. 5,000.
However, if you have a sample containing multiple proteins/contaminants, use a higher MWCO to retain and concentrate your protein of interest..