In Contacts, the assignment filter is separate from other filters, and here is how to apply it.

Go to the Contacts page, and click on the All Contacts button on the top right corner, and then you will see a drop down of users in your organization. If you click on My Contacts, you will see all the contacts assigned to you.

Besides the All Contacts page, this filter is also available in the contact lists (both live lists and static lists).

You can also apply this filter for contact exports and sending smart mails. For example, in the screenshot below, there are 2 contacts assigned to me in this list. If I click on the email button or export button, only these 2 contacts will be added into the smart mail / exported into the spreadsheet.

This feature helps team members reach out to their designated contacts, so that there will be no outreach crossovers.